Hand Out

Download as pdf or txt
Download as pdf or txt
You are on page 1of 29

Elementary Differential Equation

Solve the following Differential Equations ( Review on Calculus)


1

dy
1.  x3  2x
dx
dy 3
2. 
dx x
dy
3.  4 cos 6 x
dx
dy 4
4.  2
dx x  1
dy 2
5.  2
dx x  4
dy 3
6.  2
dx x  x
dy
7.  3e x when y  6 and x  0
dx
dy 
8.  4 sin 2 x when y  2 and x 
dx 2
dy
9.  x 2  3  e 2 x when y  - 1 and x  0
dx
dy
10.  4e 3 x when y  2 and x  0
dx
Elementary Differential Equation

Elementary Differential Equation


2
Differential Equation
A Differential Equation ( D.E ) is one which contains within it at least one derivative or
differentials.

Classification of Differential Equation


A Differential Equation maybe classified as to the following characteristics:
ORDER: highest - ordered derivative in the equation.
DEGREE: largest power or exponent of the highest - ordered derivative present in the
equation.
TYPE: D.E may be ordinary, or partial as to the type of derivatives or differentials
appearing in the equation, that is, if it contains ordinary derivatives, it is an
ordinary D.E and if the derivatives are partial, the equation is a partial D.E.

EXAMPLES
D.E ORDER DEGREE TYPE
𝑑𝑦 1 1 Ordinary
𝑎) =𝑥−3
𝑑𝑥
𝑑2𝑖 2 1 Ordinary
𝑏) 2 − 4𝑖 + 𝑎 = 0
𝑑𝑡
𝑐) (2𝑥 2 + 𝑦 2 )𝑑𝑥 + 2𝑥𝑦𝑑𝑦 = 0 1 1 Ordinary
𝜕𝑦 𝜕2𝑦 𝜕2𝑦
𝑑) = 𝑘 2 + 2𝑘 2 2 1 Partial
𝜕𝑥 𝜕𝑥 𝜕𝑥
𝑑2𝑤 3 𝑑𝑤
𝑒) ( 2 ) + 𝑥𝑦 +𝑤=𝑘 2 3 Ordinary
𝑑𝑥 𝑑𝑥
𝑑2𝑦 𝑑𝑦
𝑓) ( 2 )3 + 𝑦 + 2𝑥 = 0 2 3 Ordinary
𝑑𝑥 𝑑𝑥
𝑔) 𝑦 ′′ + (𝑦′)2 = 𝑦 2 1 Ordinary

TYPES OF SOLUTION TO A DIFFERENTIAL EQUATION


A) Particular Solution: The solution to a D.E is said to be particular if it does not contain any
arbitrary constants.

B) General Solution: The solution to a D.E is said to be general if it contains at least one
arbitrary constants.

The definition of an arbitrary constant is a math term for a quantity that remains the same through the
duration of the problem.
Elementary Differential Equation

Elimination of Arbitrary Constants 3

One of the ways differential equations are obtained is the elimination of arbitrary constants from the
given general solutions.

General Solutions to Ordinary Differential Equation


GS ODE
Methods of Eliminating Arbitrary Constants
1. By differentiation and Combination
Differentiate the equation "n" times. The "n" arbitrary constants may then be eliminated from the
"n+1" equations. The result will be a differential equation in order of n.

GS with one arbitrary constant First order ODE


GS with two arbitrary constants Second order ODE
GS with three arbitrary constants Third order ODE
2. By Isolation of constants
Before differentiation, isolate one of the arbitrary constants, free from any variable so that it will
disappear after differentiation.

Example 1
Eliminate the arbitrary constant of 𝑥𝑦 2 − 2 = 𝑐𝑦

Solution
By differentiation and combination

𝑥𝑦 2 − 2 = 𝑐𝑦
𝑥(2𝑦𝑑𝑦) + 𝑦 2 𝑑𝑥 − 0 = 𝑐𝑑𝑦
2
𝑥(2𝑦𝑑𝑦) + 𝑦 2 𝑑𝑥 − 0 = (𝑥𝑦 − 𝑦) 𝑑𝑦
2𝑥𝑦 2 𝑑𝑦 + 𝑦 3 𝑑𝑥 = 𝑥𝑦 2 𝑑𝑦 − 2𝑑𝑦
𝑥𝑦 2 𝑑𝑦 + 2𝑑𝑦 + 𝑦 3 𝑑𝑥 = 0
(𝑥𝑦 2 + 2)𝑑𝑦 + 𝑦 3 𝑑𝑥 = 0

By isolation of constants

𝑥𝑦 2 − 2 = 𝑐𝑦 (Divide both sides by y)


2
𝑥𝑦 − = 𝑐
𝑦
𝑦(0)−2𝑑𝑦
𝑥𝑑𝑦 + 𝑦𝑑𝑥 − [ ]=0
𝑦2
2𝑑𝑦
[𝑥𝑑𝑦 + 𝑦𝑑𝑥 + = 0] 𝑦 2
𝑦2
𝑥𝑦 2 𝑑𝑦 + 𝑦 3 𝑑𝑥 + 2𝑑𝑦 = 0
𝑦 3 𝑑𝑥 + (𝑥𝑦 2 + 2)𝑑𝑦 = 0
Elementary Differential Equation

Example 2
Eliminate the arbitrary constants of 𝑦 = 𝐴𝑒 2𝑥 + 𝐵𝑥𝑒 2𝑥 4

Solution
𝑦 = 𝐴𝑒 2𝑥 + 𝐵𝑥𝑒 2𝑥 eqn 1
𝑦 ′ = 𝐴(2𝑒 2𝑥 ) + 𝐵[𝑥(2𝑒 2𝑥 ) + 𝑒 2𝑥 (1)]
𝑦 ′ = 2𝐴𝑒 2𝑥 + 2𝐵𝑥𝑒 2𝑥 + 𝐵𝑒 2𝑥
𝑦 ′ = 2𝑦 + 𝐵𝑒 2𝑥 eqn 2
𝑦 ′′ = 2𝑦′ + 2𝐵𝑒 2𝑥 eqn 3

Multiply eqn 2 by - 2 and combine the result with eqn 3:


−2𝑦 ′ = −4𝑦 − 2𝐵𝑒 2𝑥
𝑦" = 2𝑦′ + 2𝐵𝑒 2𝑥
𝑦" − 2𝑦′ = 2𝑦′ − 4𝑦
𝑦" − 4𝑦′ + 4𝑦 = 0

Exercises

Eliminate the arbitrary constants of the following.

General solution(GS) Answer (ODE)

1. 𝑦 = 𝑐𝑥 + 𝑐 2 + 1 𝑦 = 𝑥𝑦 ′ + (𝑦′)2 + 1

2. 𝑦 2 = 4𝑎𝑥 𝑦𝑑𝑥 − 2𝑥𝑑𝑦 = 0

𝑑𝑦
3. 𝑦 = 4 + 𝑐𝑒 3𝑥 𝑑𝑥
− 3𝑦 + 12 = 0

4. 𝑦 = 𝑥+𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥 𝑦" − 𝑦 + 𝑥 = 0

5. 𝑦 = 𝑥 2 + 𝑐1 𝑥 + 𝑐2 𝑒 −𝑥 (𝑥 + 1)(𝑦" − 2) + 𝑥𝑦′ − 𝑦 − 𝑥 2 = 0

6. 𝑦 = 𝐴𝑒 𝑥 + 𝐵𝑥𝑒 𝑥 𝑦" − 2𝑦′ + 𝑦 = 0

7. 𝑦 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 2𝑥 + 𝑐3 𝑒 −3𝑥 𝑦 ′′′ − 2𝑦" − 5𝑦′ − 6𝑦 = 0

8. 𝑦 = 𝑐1 𝑥 + 𝑐2 𝑒 −𝑥 (𝑥 + 1)𝑦" + 𝑥𝑦′ − 𝑦 = 0
Elementary Differential Equation

Separation of Variables
5
For first order differential equation where M and N may be function of both x and y

M(x, y)dx + N(x, y)dy = 0 equation 1.


Hence equation 1 can be put in the form
A(x)dx + B(y)dy = 0
By integrating,
∫ A(x) dx + ∫ B(y)dy = ∫ 0
∫ A(x) dx + ∫ B(y)dy = c
Example 1
Determine the general solution of 𝑥𝑦𝑑𝑥 − (𝑥 + 2)𝑑𝑦 = 0. Ans. 𝑒 𝑥 = 𝑐𝑦(𝑥 + 2)2

Solution

1
[𝑥𝑦𝑑𝑥 − (𝑥 + 2)𝑑𝑦 = 0] [ ]
𝑦(𝑥+2)

𝑥 𝑑𝑦
∫ (𝑥+2) 𝑑𝑥 − ∫ 𝑦
= ∫0

2 𝑑𝑦
∫ (1 − 𝑥+2) 𝑑𝑥 − ∫ 𝑦
= ∫0

𝑥 − 2𝐼𝑛(𝑥 + 2) − 𝐼𝑛𝑦 = 𝐼𝑛𝑐

𝑥 − 𝐼𝑛(𝑥 + 2)2 − 𝐼𝑛𝑦 = 𝐼𝑛𝑐

𝑥 = 𝐼𝑛𝑐 + 𝐼𝑛𝑦 + 𝐼𝑛(𝑥 + 2)2

𝑥 = 𝐼𝑛[𝑐𝑦(𝑥 + 2)2 ]
2]
𝑒 𝑥 = 𝑒 𝐼𝑛[𝑐𝑦(𝑥+2)

𝑒 𝑥 = 𝑐𝑦(𝑥 + 2)2
Elementary Differential Equation

Example 2
Obtain the general solution of 𝑠𝑖𝑛 𝑥 𝑠𝑖𝑛 𝑦 𝑑𝑥 + 𝑐𝑜𝑠 𝑥 𝑐𝑜𝑠 𝑦 𝑑𝑦 = 0 Ans. 𝑠𝑖𝑛𝑦 = 𝑐 𝑐𝑜𝑠𝑥 6

Example 3
Determine the particular solution of 𝑥𝑦𝑦 ′ = 1 + 𝑦 2 when x=2 and y=3. 5𝑥 2 = 2(1 + 𝑦 2 )

Obtain the general solution.


1. 𝑦 ′ = 𝑥𝑦 2 𝑥 2 𝑦 + 2 = 𝑐𝑦
2. (1 − 𝑥 )𝑦 ′ = 𝑦 2 𝑦 𝐼𝑛|𝑐 (1 − 𝑥 )| = 1
3. 𝑥𝑦 3 𝑑𝑥 + 𝑒 𝑥2 𝑑𝑦 = 0 𝑒 −𝑥2 + 𝑦 −2 = 𝑐
2
4. 𝑥 2 𝑑𝑥 + 𝑦(𝑥 − 1)𝑑𝑦 = 0 (𝑥 + 1)2 + 𝑦 2 + 𝐼𝑛(𝑐 (𝑥 − 1)) = 0
5. 𝑥𝑦𝑦 ′ = 1 + 𝑦 2 𝑥 = 𝑐(1 + 𝑦 2 )
6. (𝑒 2𝑥 + 4)𝑦 ′ = 𝑦 𝑦 8 (1 + 4𝑒 −2𝑥 ) = 𝑐
7. 𝑒 𝑦 (5 − 𝑥 )𝑑𝑥 = 𝑥𝑦𝑑𝑦 5𝐼𝑛𝑥 − 𝑥 − (𝑦 + 1)𝑒 −𝑦 = 𝑐
8. 2𝑦𝑑𝑥 = 3𝑥𝑑𝑦 𝑥 2 = 𝑐𝑦 3
9. 𝑦𝑒 2𝑥 𝑑𝑥 = (4 + 𝑒 2𝑥 )𝑑𝑦 (4 + 𝑒 2𝑥 )1⁄2 = 𝑐𝑦
10. 𝑥 𝑐𝑜𝑠 2 𝑦 𝑑𝑥 + 𝑡𝑎𝑛 𝑦 𝑑𝑦 = 0 𝑥 2 + 𝑡𝑎𝑛2 𝑦 = 𝑐 2
11. 𝑦 ′ = 𝑦 𝑠𝑒𝑐𝑥 (𝑠𝑒𝑐 𝑥 + 𝑡𝑎𝑛 𝑥 ) = 𝑐𝑦

Obtain the particular solution.


1. 2𝑦𝑑𝑥 + 3𝑥𝑑𝑦 = 𝑥𝑦 3 𝑑𝑦, given that x=1, y=1 𝐼𝑛𝑥 6 𝑦 9 = 𝑦 3 − 1
𝑑𝑦
2. 𝑑𝑥 = 𝑥 2 , given that x=1, y=1 𝑥 3 − 3𝑦 + 2 = 0
3. 𝑥(𝑦 − 1)𝑑𝑥 + (𝑥 + 1)𝑑𝑦 = 0, if y=2 when x=1 𝑥 + 𝐼𝑛[(𝑦 − 1)/(𝑥 + 1)] = .307
4. 𝑦𝑒 3𝑥 𝑑𝑥 = (9 − 𝑒 3𝑥 )𝑑𝑦, if x=0 when y=1 𝐼𝑛(9 − 𝑒 3𝑥 )1⁄3 𝑦 = 8
5. 𝑥𝑦 2 𝑑𝑥 + 𝑒 𝑥 𝑑𝑦 = 0; when x=∞ and 𝑦 = 1⁄2 (𝑥 + 1)/𝑒 𝑥 + (1⁄𝑦 = 2)
6. 2𝑦 𝑑𝑥 = 3𝑥 𝑑𝑦; when x= -2, y=1 𝑦 = (𝑥/2)2⁄3

Equations with Homogeneous Coefficients

Suppose that the coefficient M and N in an equation of order one. 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0
are both homogeneous functions and are of the same degree in x and y (Theorems 1).

𝑀(𝑥,𝑦)
Theorem 1: 𝐼𝑓 𝑀(𝑥, 𝑦) and 𝑁(𝑥, 𝑦) are both homogeneous and of the same degree, the function 𝑁(𝑥,𝑦)
is homogeneous of degree zero.
Note: Let y = vx, If the number of terms of N is less than the number of terms of M.

Let x = vy, if M < N.

Example 1 Find the general solution of (𝑥 2 − 𝑥𝑦 + 𝑦 2 )𝑑𝑥 − 𝑥𝑦𝑑𝑦 = 0.


(𝑥 2 − 𝑥𝑦 + 𝑦 2 )𝑑𝑥 − 𝑥𝑦 𝑑𝑦 = 0
Let 𝑦 = 𝑣𝑥
Elementary Differential Equation

𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣
7
(𝑥 2 − 𝑣𝑥 2 + 𝑣 2 𝑥 2 )𝑑𝑥 − 𝑣𝑥 2 (𝑣𝑑𝑥 + 𝑥𝑑𝑣) = 0

(𝑥 2 − 𝑣𝑥 2 + 𝑣 2 𝑥 2 )𝑑𝑥 − 𝑣 2 𝑥 2 𝑑𝑥 − 𝑣𝑥 3 𝑑𝑣 = 0

1
[𝑥 2 (1 − 𝑣)𝑑𝑥 − 𝑣𝑥 3 𝑑𝑣 = 0] [ ]
(1−𝑣)𝑥 3

𝑑𝑥 𝑣
𝑥
− 1−𝑣 𝑑𝑣 = 0

𝑑𝑥 𝑣
∫ + ∫ 𝑑𝑣 = ∫ 0
𝑥 𝑣−1

𝑑𝑥 1
∫ 𝑥
+ ∫ (1 + 𝑣−1) 𝑑𝑣 = ∫ 0

𝐼𝑛 𝑥 + 𝑣 + 𝐼𝑛(𝑣 − 1) = 𝐼𝑛𝑐

𝑐
𝑣 = 𝐼𝑛 [𝑥(𝑣−1)]

𝑣 𝑐 𝑦 𝑐
= 𝐼𝑛 [ 𝑦 ] = 𝐼𝑛 [ 𝑦−𝑥 ]
𝑥 𝑥( −1) 𝑥 𝑥( )
𝑥 𝑥

𝑥
𝑐
𝑒 𝑦 = 𝑒 𝐼𝑛 [ ]
𝑦−𝑥

𝑥
𝑐
𝑒𝑦 =
𝑦−𝑥

𝑦⁄
(𝑦 − 𝑥)𝑒 𝑥 =𝑐

Example 2

Find the particular solution of 𝑥𝑦𝑑𝑥 + (𝑥 2 + 𝑦 2 )𝑑𝑦 = 0; when x = 1, y = 1.

Solution
𝑥𝑦𝑑𝑥 + (𝑥 2 + 𝑦 2 )𝑑𝑦 = 0
Let 𝑥 = 𝑣𝑦
𝑑𝑥 = 𝑣𝑑𝑦 + 𝑦𝑑𝑣

𝑣𝑦 2 (𝑣𝑑𝑦 + 𝑦𝑑𝑣) + (𝑣 2 𝑦 2 + 𝑦 2 )𝑑𝑦 = 0

𝑣 2 𝑦 2 𝑑𝑦 + 𝑣𝑦 3 𝑑𝑣 + 𝑣 2 𝑦 2 𝑑𝑦 + 𝑦 2 𝑑𝑦 = 0

1
[𝑦 2 (2𝑣 2 + 1)𝑑𝑦 + 𝑣𝑦 3 𝑑𝑣 = 0] [ 2 ]
(2𝑣 +1)𝑦 3
Elementary Differential Equation

𝑑𝑦 𝑣
∫ + ∫ 2𝑣 2 +1 𝑑𝑣 = 0 let u = 2𝑣 2 + 1 𝑑𝑢 = 4𝑣𝑑𝑣
𝑦 8
1 𝑑𝑢
[𝐼𝑛 𝑦 + 𝐼𝑛(2𝑣 2 + 1) = 𝐼𝑛 𝑐1 ] 4 𝑣𝑑𝑣 =
4 4

4 𝐼𝑛 𝑦 + 𝐼𝑛(2𝑣 2 + 1) = 4 𝐼𝑛 𝑐1

𝐼𝑛 𝑦 4 + 𝐼𝑛(2𝑣 2 + 1) = 𝐼𝑛 𝑐1 4

𝐼𝑛 𝑦 4 (2𝑣 2 + 1) = 𝐼𝑛 𝑐1 4
4(2𝑣 2 +1) 4
𝑒 𝐼𝑛 𝑦 = 𝑒 𝐼𝑛 𝑐1

𝑦 4 (2𝑣 2 + 1) = 𝑐 let 𝑐 = 𝑐14

𝑥2
𝑦 4 (2 𝑦 2 + 1) = 𝑐

𝑥 2+𝑦 2
𝑦 4 (2 )=𝑐
𝑦2

𝑦 2 (2𝑥 2 + 𝑦 2 ) = 𝑐

1 2 [ 2(1)2 + 12 ] = 𝑐
c =3
𝑠𝑜; 𝑦 2 (2𝑥 2 + 𝑦 2 ) = 3

Find the general solution.

1. 3(3𝑥 2 + 𝑦 2 )𝑑𝑥 − 2𝑥𝑦𝑑𝑦 = 0 𝑥 3 = 𝑐(9𝑥 2 + 𝑦 2 )


2. 2(2𝑥 2 + 𝑦 2 )𝑑𝑥 − 𝑥𝑦𝑑𝑦 𝑥 4 = 𝑐 2 (4𝑥 2 + 𝑦 2 )
3. 𝑥 2 𝑦 ′ = 4𝑥 2 + 7𝑥𝑦 + 2𝑦 2 𝑥 2 (𝑦 + 2𝑥 ) = 𝑐(𝑦 + 𝑥)
4. 𝑥𝑦𝑑𝑥 − (𝑥 2 + 3𝑦 2 )𝑑𝑦 = 0 𝑥 2 = 2𝑦 2 𝐼𝑛𝑐𝑦 3
5. 𝑥𝑦𝑑𝑥 − (𝑥 + 2𝑦)2 𝑑𝑦 = 0 𝑒 𝑥⁄𝑦 = 𝑐𝑦 3 (𝑥 + 𝑦)
6. (3𝑥 2 − 2𝑦 2 )(𝑑𝑦⁄𝑑𝑥)= 2𝑥𝑦 𝑦 3 = 𝑐(𝑥 2 − 2𝑦 2 )
7. (𝑥𝑐𝑠𝑐(𝑦⁄𝑥) − 𝑦)𝑑𝑥 + 𝑥𝑑𝑦 = 0 𝐼𝑛(𝑥⁄𝑐 ) = 𝑐𝑜𝑠(𝑦/𝑥)
8. (𝑥 − 𝑦 𝐼𝑛 𝑦 + 𝑦 𝐼𝑛 𝑥 )𝑑𝑥 + 𝑥(𝐼𝑛 𝑦 − 𝐼𝑛 𝑥 )𝑑𝑦 = 0 (𝑥 − 𝑦)𝐼𝑛𝑥 + 𝑦 𝐼𝑛𝑦 = 𝑐𝑥 + 𝑦
9. 𝑦𝑑𝑥 + (2𝑥 − 𝑦)𝑑𝑦 = 0 3𝑥𝑦 2 − 𝑦 3 = 𝑐
10. 𝑦 2 𝑑𝑥 = (𝑥𝑦 − 𝑥 2 )𝑑𝑦 𝑥𝐼𝑛𝑦 − 𝑦 = 𝑐𝑥
11. (𝑥 − 𝑦)(4𝑥 + 𝑦)𝑑𝑥 + 𝑥(5𝑥 − 𝑦)𝑑𝑦 = 0 𝑥(𝑥 + 𝑦)2 = 𝑐(𝑦 − 2𝑥)
Elementary Differential Equation

Obtain the particular solution.


9
2
1. (𝑦 −√𝑥 2 + 𝑦 2 )𝑑𝑥− 𝑥𝑑𝑦 = 0, when x=0, y=1 𝑥 = 4 − 4𝑦
2 2
2. 𝑥𝑦𝑑𝑥 + 2(𝑥 + 2𝑦 )𝑑𝑦 = 0, when x=0, y=1 3𝑥 2 𝑦 4 + 4𝑦 6 = 4
3. 𝑦 2 𝑑𝑥 + (𝑥 2 + 3𝑥𝑦 + 4𝑦 2 )𝑑𝑦 = 0, when x=2, y=1 4(𝑥 + 2𝑦)𝐼𝑛𝑦 = 2𝑦 − 𝑥
4. 𝑑𝑦⁄𝑑𝑥 = 2𝑦⁄2𝑥 + 3𝑥⁄2𝑦, when x=1 and y= -1 2𝑦 2 + 3𝑥 2 = 5𝑥 4
5. (𝑥 − 𝑦)𝑑𝑥 + (3𝑥 + 𝑦)𝑑𝑦 = 0, when x=3, y= -2 2(2𝑥 + 3𝑦) + (𝑥 + 𝑦)𝐼𝑛(𝑥 + 𝑦) = 0

Differential Equations With Coefficient Linear in x and y

General Form (𝑎1 𝑥 + 𝑏1 𝑦 + 𝑐1 )𝑑𝑥 + (𝑎2 𝑥 + 𝑏2 𝑦 + 𝑐2 )𝑑𝑦 = 0


steps in the solution:
A. consistent equation ( non-parallel lines )
1) set the linear coefficients to zero, that is:
𝑎1 𝑥 + 𝑏1 𝑦 + 𝑐1 = 0 𝑒𝑞𝑛 1
𝑎2 𝑥 + 𝑏2 𝑦 + 𝑐2 = 0 𝑒𝑞𝑛 2 and solve for x and y
2) then hx and ky and
let x = x' + h and y = y' + k
dx = dx' and dy = dy'
3) substitute to the given D.E
B. inconsistent equation ( parallel lines ) see example 1
example 1
Find the general solution of the equation (𝑥 − 𝑦 + 2)𝑑𝑥 + (2𝑥 − 2𝑦 − 3)𝑑𝑦 = 0
solution
the two lines are parallel
[(𝑥 − 𝑦) + 2]𝑑𝑥 + [2(𝑥 − 𝑦) − 3]𝑑𝑦 = 0
𝑙𝑒𝑡 𝑡 = 𝑥 − 𝑦 (𝑥 − 𝑦 + 2 = 0)(−2) −2𝑥 + 2𝑦 − 4 = 0
𝑥 =𝑡+𝑦 2𝑥 − 2𝑦 − 3 = 0 2𝑥 − 2𝑦 − 3 = 0
𝑑𝑥 = 𝑑𝑡 + 𝑑𝑦
(𝑡 + 2)(𝑑𝑡 + 𝑑𝑦) + (2𝑡 − 3)𝑑𝑦 = 0
(𝑡 + 2)𝑑𝑡 + [(𝑡 + 2) + (2𝑡 − 3)𝑑𝑦 = 0
(𝑡 + 2)𝑑𝑡 + (3𝑡 − 1)𝑑𝑦 = 0
𝑡+2
𝑑𝑡 + 𝑑𝑦 = 0
3𝑡−1
7
1 3
(3 + ) 𝑑𝑡 + 𝑑𝑦 = 0
3𝑡−1

integrate
1 7 1
𝑡 + 3 (3)ln(3𝑡 − 1) + 𝑦 = 𝑐1 mult. By 9
3
3𝑡 + 7 ln(3𝑡 − 1) + 9𝑦 = 9𝑐1
substitute 𝑡 = 𝑥 − 𝑦
3(𝑥 − 𝑦) + 7 ln[3(𝑥 − 𝑦) − 1] + 9𝑦 = 9𝑐1
3𝑥 + 6𝑦 + 7 ln(3𝑥 − 3𝑦 − 1) = 𝑐 , 9𝑐1 = 𝑐
Elementary Differential Equation

example 2 10
Find the general solution of the equation (𝑥 − 2𝑦 + 3)𝑑𝑥 + (2𝑥 − 𝑦)𝑑𝑦 = 0
solution
the two lines are not parallel, equate to zero and solve for x and y (x = 1, y = 2)
𝑙𝑒𝑡 𝑥 = 𝑥 ′ + 1 𝑎𝑛𝑑 𝑦 = 𝑦 ′ + 2
[(𝑥 ′ + 1) − 2(𝑦 ′ + 2) + 3]𝑑𝑥 ′ + [2(𝑥 ′ + 1) − (𝑦 ′ + 2)]𝑑𝑦 ′ = 0
(𝑥 ′ + 1 − 2𝑦 ′ − 4 + 3)𝑑𝑥 ′ + (2𝑥 ′ + 2 − 𝑦 ′ − 2)𝑑𝑦 ′ = 0
(𝑥 ′ − 2𝑦 ′ )𝑑𝑥 ′ + (2𝑥 ′ − 𝑦 ′ )𝑑𝑦 ′ = 0 ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑒𝑜𝑢𝑠 𝐷. 𝐸
𝑙𝑒𝑡 𝑦 ′ = 𝑣𝑥 ′ , 𝑑𝑦 ′ = 𝑣𝑑𝑥 ′ + 𝑥 ′ 𝑑𝑣
(𝑥 ′ − 2𝑣𝑥 ′ )𝑑𝑥 ′ + (2𝑥 ′ − 𝑣𝑥 ′ )(𝑣𝑑𝑥 ′ + 𝑥 ′ 𝑑𝑣) = 0 divide by x'
(1 − 2𝑣)𝑑𝑥 ′ + (2 − 𝑣)(𝑣𝑑𝑥 ′ + 𝑥 ′ 𝑑𝑣) = 0
[(1 − 2𝑣) + 𝑣 (2 − 𝑣)]𝑑𝑥 ′ + 𝑥′(2 − 𝑣)𝑑𝑣 = 0
(1 − 2𝑣 + 2𝑣 − 𝑣 2 )𝑑𝑥 ′ + 𝑥 ′ (2 − 𝑣)𝑑𝑣 = 0
(1 − 𝑣 2 )𝑑𝑥 ′ + 𝑥 ′ (2 − 𝑣)𝑑𝑣 = 0
𝑑𝑥 ′ 2−𝑣
+ 1−𝑣 2 𝑑𝑣 = 0
𝑥′
by partial fraction
𝑑𝑥 ′ 1/2 3/2
+ 1−𝑣 𝑑𝑣 + 1+𝑣 𝑑𝑣 = 0
𝑥′
integrate
1 3 1
𝑙𝑛𝑥 ′ − 2 ln(1 − 𝑣) + 2 ln(1 + 𝑣) = 2 𝑙𝑛𝑐 𝑚𝑢𝑙𝑡𝑝𝑙𝑦 𝑏𝑦 2
2𝑙𝑛𝑥 ′ − ln(1 − 𝑣) + 3 ln(1 + 𝑣) = 𝑙𝑛𝑐
𝑦′
𝑏𝑎𝑐𝑘 𝑠𝑢𝑏𝑠𝑡𝑖𝑡𝑢𝑡𝑖𝑜𝑛 (𝑣 = 𝑥 ′ )
𝑦′ 𝑦′
2𝑙𝑛𝑥 ′ − ln (1 − 𝑥 ′ ) + 3 ln (1 + 𝑥 ′ ) = 𝑙𝑛𝑐
𝑥 ′−𝑦 ′ 𝑥 ′+𝑦 ′
2𝑙𝑛𝑥 ′ − ln ( ′ ) + 3 ln ( ′ ) = 𝑙𝑛𝑐
𝑥 𝑥
2𝑙𝑛𝑥 ′ − [ln(𝑥 ′ − 𝑦 ′ ) − 𝑙𝑛𝑥 ′ ] + 3[ln(𝑥 ′ + 𝑦 ′ ) − 𝑙𝑛𝑥 ′ ] = 𝑙𝑛𝑐
2𝑙𝑛𝑥 ′ − ln(𝑥 ′ − 𝑦 ′ ) + 𝑙𝑛𝑥 ′ + 3 ln(𝑥 ′ + 𝑦 ′ ) − 3𝑙𝑛𝑥 ′ = 𝑙𝑛𝑐

− ln(𝑥 ′ − 𝑦 ′ ) + 3 ln(𝑥 ′ + 𝑦 ′ ) = 𝑙𝑛𝑐


𝑏𝑎𝑐𝑘 𝑠𝑢𝑏𝑠𝑡𝑖𝑡𝑢𝑡𝑖𝑜𝑛 𝑥 ′ = 𝑥 − 1, 𝑦 ′ = 𝑦 − 2
− ln[(𝑥 − 1) − (𝑦 − 2)] + 3 ln[(𝑥 − 1) + (𝑦 − 2)] = 𝑙𝑛𝑐
3 ln(𝑥 + 𝑦 − 3) − ln(𝑥 − 𝑦 + 1) = 𝑙𝑛𝑐
ln(𝑥 + 𝑦 − 3)3 − ln(𝑥 − 𝑦 + 1) = 𝑙𝑛𝑐
(𝑥+𝑦−3)3
𝑙𝑛 = 𝑙𝑛𝑐
𝑥−𝑦+1
(𝑥 + 𝑦 − 3)3 = 𝑐(𝑥 − 𝑦 + 1)
Elementary Differential Equation

EXERCISES
Find the general solution 11
𝑎) (𝑥 + 𝑦 − 1)𝑑𝑥 + (2𝑥 + 2𝑦 + 1)𝑑𝑦 = 0 𝑥 − 2(𝑥 + 𝑦) + 3 ln(𝑥 + 𝑦 + 2) = 𝑐
b) (6𝑥 − 3𝑦 + 2)𝑑𝑥 + (𝑦 − 2𝑥 + 1)𝑑𝑦 = 0 3𝑥 − 𝑦 − 5 𝑙𝑛(4 − 𝑦 + 2𝑥) = 𝑐
c) (𝑦 − 2)𝑑𝑥 − (𝑥 − 𝑦 − 1)𝑑𝑦 = 0 𝑥 − 3 = (𝑦 − 2)𝑙𝑛𝑐(𝑦 − 2)
d) (𝑥 − 4𝑦 − 3)𝑑𝑥 − (𝑥 − 6𝑦 − 5)𝑑𝑦 = 0 (𝑥 − 2𝑦 − 1)2 = 𝑐(𝑥 − 3𝑦 − 2)
e) (2𝑥 + 3𝑦 − 1)𝑑𝑥 + (2𝑥 + 3𝑦 + 2)𝑑𝑦 = 0 2𝑥 + 2𝑦 + 𝑐 = −6ln(2𝑥 + 3𝑦 − 7)
f) (3𝑥 − 𝑦 + 6)𝑑𝑥 + (6𝑥 − 2𝑦 − 6)𝑑𝑦 = 0 7𝑥 + 14𝑦 + 18 ln(21𝑥 − 7𝑦 − 12) = 𝑐

Exact Equations

Like the differential equations with homogeneous coefficients of first order and first degree,the exact
equations also have their general equations in the form of: 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0. But these can
not be put in the form of 𝐴(𝑥 )𝑑𝑥 + 𝐵(𝑦)𝑑𝑦 = 0, where the general solution may be determined by
integration; or it can not be put in the form in which separation of variables may be possible.

The general solution of an exact equation is: F = c, where F = f(x, y).


∂M ∂N
Before solving F, the following condition must be satisfied. ∂y = ∂x (Test for exactness)
To determine F, use the relationship
∂F
a. ∂x = M(x, y)
∂F
b. = N(x, y)
∂y

To find the general solution, the procedure is as follows:


1. Integrate (a) holding y as constant and express the constant of integration as a function of
y, say C(y).
2. Differentiate F partially with respect to y.

∂F
3. Equate the obtained in (2) to N(x, y).
∂y

4. Integrate the resulting ODE in (3) to solve C(y).

5. Substitute T(y) obtained in (4) into the equation obtained in(1).

Example 1
Find the general solution of (𝑦 2 − 2𝑥𝑦 + 6𝑥 )𝑑𝑥 − (𝑥 2 − 2𝑥𝑦 + 2)𝑑𝑦 = 0
Answer 𝑥𝑦 2 − 𝑥 2 𝑦 + 3𝑥 2 − 2𝑦 = 𝑐
Example 2
Find the particular solution of (𝑥 + 𝑦)𝑑𝑥 + (𝑥 − 𝑦)𝑑𝑦 = 0; when x = 1, y = 1.
Answer 𝑥 2 + 2𝑥𝑦 − 𝑦 2 = 2
Elementary Differential Equation

Exercises
Find the general solution 12
1. 3𝑥(𝑥𝑦 − 2)𝑑𝑥 + (𝑥 3 + 2𝑦)𝑑𝑦 = 0 3 2 2
𝑥 𝑦 − 3𝑥 + 𝑦 = 𝑐
2. (2𝑥 3 − 𝑥𝑦 2 − 2𝑦 + 3)𝑑𝑥 − (𝑥 2 𝑦 + 2𝑥)𝑑𝑦 = 0 𝑥 4 − 𝑥 2 𝑦 2 − 4𝑥𝑦 + 6𝑥 = 𝑐
1
3. (2𝑥𝑦 − 3𝑥 2 )𝑑𝑥 + (𝑥 2 + 𝑦)𝑑𝑦 = 0 𝑥 2𝑦 − 𝑥 3 + 2 𝑦 2 = 𝑐
4. (𝑥 + 𝑦)𝑑𝑥 + (𝑥 − 𝑦)𝑑𝑦 = 0 𝑥 2 + 2𝑥𝑦 − 𝑦 2 = 𝑐
5. (𝑐𝑜𝑠𝑥𝑐𝑜𝑠𝑦 − 𝑐𝑜𝑡𝑥)𝑑𝑥 − 𝑠𝑖𝑛𝑥𝑠𝑖𝑛𝑦𝑑𝑦 = 0 𝑠𝑖𝑛𝑥𝑐𝑜𝑠𝑦 = 𝑙𝑛𝑐𝑠𝑖𝑛𝑥
6. (𝑟 + 𝑠𝑖𝑛𝜃 − 𝑐𝑜𝑠𝜃)𝑑𝑟 + 𝑟(𝑠𝑖𝑛𝜃 + 𝑐𝑜𝑠𝜃)𝑑𝜃 = 0 𝑟 2 + 2𝑟(𝑠𝑖𝑛𝜃 − 𝑐𝑜𝑠𝜃) = 𝑐
2 2 2
7. 2𝑥(3𝑥 + 𝑦 − 𝑦𝑒 −𝑥 )𝑑𝑥 + (𝑥 2 + 3𝑦 2 + 𝑒 −𝑥 )𝑑𝑦 = 0 𝑥 2 𝑦 + 𝑦 3 + 2𝑥 3 + 𝑦𝑒 −𝑥 = 𝑐

Find the particular solution


(1 − xy)−2 dx + [y 2 + x 2 (1 − xy)−2 ]dy = 0; when x = 2, y = 1
1 x2
[ ] dx + [y 2 + ] dy = 0
(1−xy) 2 (1−xy) 2

∂M (1−xy) 2 (0)−(1)[2(1−xy)(−x)] 2x(1−xy) 2x


= (1−xy)4
= (1−xy) 4
= (1−xy)3
∂y

∂N (1−xy)2 (2x)−x2 [2(1−xy)(−y)] 2x 2xy


=0+ (1−xy) 4
= (1−xy)2 = (1−xy)3
∂y

∂N 2x(1−xy)+2x2 y 2x−2x2 y+2x2 y 2x


= (1−xy) 3
= (1−xy) 3
= (1−xy)3
∂y

∂M ∂N 2x
= = (1−xy)3 ∴ exact equation
∂y ∂y

Step 1
∂F
= (1 − xy)−2
∂x
∫ dF = ∫(1 − xy)−2 dx
(1−xy)−1 1
F=[ ] [− ] + C(y)
−1 y
1
F = y(1−xy) + C(y)
Step 2
∂F y(1−xy)(0)−1(1−2xy)
= + C , ′ (y)
∂y y2 (1−xy)2

∂F 2xy−1
= y2 (1−xy)2 + C , ′ (y)
∂y
Step 3
2xy−1 x2
+ C , ′ (y) = y 2 + (1−xy)2
y2 (1−xy)2
Step 4
x2 1−2xy
C , ′ (y) = y 2 + (1−xy)2 +
y2 (1−xy) 2
Elementary Differential Equation

∫ C , (y) = ∫[y 2 + x 2 (1 − xy)−2 + (1 − 2xy)(y − xy 2 )−2 ] 13

y3 (1−xy)−1 1 (1−2xy)(1−xy2 )−1 1


C(y) = + x2 [ ][ ] + [ ][ ]
3 −1 x −1 1−2xy

y3 x 1
C(y) = + 1−xy
3 y(1−xy)

Step 5

1 y3 x 1
F= + + −
y(1 − xy) 3 1 − xy y(1 − xy)

y3 x
+ =c
3 1 − xy

1
−2= c
3

5
𝑐=−
3

y3 x 5
[ + + = 0] 3(1 − xy)
3 1 − xy 3

(y 2 (1 − xy) + 3x + 5(1 − xy) = 0)(−1)

xy 4 − y 3 + 5xy − 3x − 5 = 0

Find the particular solution


1. (1 − 𝑥𝑦)−2 𝑑𝑥 + [𝑦 2 + 𝑥 2 (1 − 𝑥𝑦)−2 ]𝑑𝑦 = 0; when x=2, y=1 𝑥𝑦 4 − 𝑦 3 + 5𝑥𝑦 − 3𝑥 = 5
2. 3𝑦(𝑥 2 − 1)𝑑𝑥 + (𝑥 3 + 8𝑦 − 3𝑥 )𝑑𝑦 = 0; when x=0, y=1 𝑥𝑦(𝑥 2 − 3) = 4(1 − 𝑦 2 )
2 2
3. (3 + 𝑦 + 2𝑦 𝑠𝑖𝑛 𝑥 )𝑑𝑥 + (𝑥 + 2𝑥𝑦 − 𝑦𝑠𝑖𝑛2𝑥)𝑑𝑦 = 0 𝑦 2 𝑠𝑖𝑛2𝑥 = 𝑐 + 2𝑥(3 + 𝑦 + 𝑦 2 )
4. (𝑥𝑦 2 + 𝑥 − 2𝑦 + 3)𝑑𝑥 + 𝑥 2 𝑦𝑑𝑦 = 2(𝑥 + 𝑦)𝑑𝑦; 𝑤ℎ𝑒𝑛 𝑥 = 1, 𝑦 = 1
(𝑥𝑦 − 2)2 + (𝑥 + 3)2 = 2𝑦 2 + 15
Elementary Differential Equation

Integrating factors for equations that are not exact


14
Consider the differential equation M(x, y)dx = N(x, y)dy = 0
∂M ∂N

∂y ∂x
1. If = h(x) is a function of x alone, then e∫ h(x)dx is an integrating factor.
N
∂M ∂N

2. If ∂yM ∂x = k(y) is a function of y alone, then e− ∫ k(y)dy is an integrating factor.
Note if either h(x) or k(y) is a constant, the above theorem still applies.
Example 3
Find the general solution of (y 2 − x)dx + 2ydy = 0 Ans. y 2 − x + 1 = ce−x
(y 2 − x)dx + 2ydy = 0
∂M ∂N
= 2y =0 ∴ not exact
∂y ∂x
∂M ∂N
− 2y−0
∂y ∂x
h(x) = =
N 2y
h(x) = 1
i. f. = e∫ h(x)dx = e∫(1)dx = ex
(y 2 − x)ex dx + 2yex dy = 0
∂M ∂N
= 2yex = 2yex ∴ exact
∂y ∂x

Step 1
∂F
= M(x, y)
∂x
∂F
= (y 2 − x)ex
∂x
𝐹 = 𝑦 2 𝑒 𝑥 − 𝑥𝑒 𝑥 + 𝑒 𝑥 + 𝐶(𝑦)

Step 2
∂F
= 2yex + C ′ (y)
∂y

Step 3
∂F
= N(x, y)
∂x
2yex + C ′ (y) = 2yex
C ′ (y) = 0

Step 4
C(y) = c

Step 5
F=c y 2 − x + 1 = ce−x
Elementary Differential Equation

Example 4
Find the general solution of ydx − (x + 6y 2 )dy = 0 Ans. x − 6y 2 = cy 15
ydx − (x + 6y 2 )dy = 0
∂M ∂N
= 1 = −1 ∴ not exact
∂y ∂x
∂M ∂N
− 1+1 2
∂y ∂x
k(y) = = k(y) = y
M y
2
− ∫( )dy 2
i. f. = e∫ k(y)dy = e y = e−2In y = eIn y = y −2
yy −2 dx − (x + 6y 2 )y −2 dy = 0
y −1 dx − (xy −2 + 6)dy = 0
∂M ∂N
= −y −2 = −y −2
∂y ∂x
∴ exact
Step 1
∂f
∂x
= M(x, y)
∂f
= y −1
∂x
F = xy −1 + T(y)

Step 2
∂f
= −xy 2 + C ′ (y)
∂y

Step 3
∂f
= N(x, y)
∂y
−xy −2 + C ′ (y) = −xy −2 − 6
C′(y) = -6

Step 4
C(y) = −6

Step 5
F=c
xy −1 − 6y = c
x − 6y 2 = cy

Find the integrating factor that is a function of x or y alone and use it to find the general solution of the
differential equation.
1. (2𝑥 3 + 𝑦)𝑑𝑥 − 𝑥𝑑𝑦 = 0 𝑥 3 − 𝑦 = 𝑐𝑥
2
2. (5𝑥 − 𝑦)𝑑𝑥 + 𝑥𝑑𝑦 = 0 5𝑥 2 − 2𝑦 = 𝑐x
3. (𝑥 + 𝑦)𝑑𝑥 + 𝑡𝑎𝑛 𝑥𝑑𝑦 = 0 𝑥𝑠𝑖𝑛𝑥 + 𝑐𝑜𝑠𝑥 + 𝑦𝑠𝑖𝑛𝑦 = 𝑐
2 ( )
4. 𝑦 𝑑𝑥 + 𝑥𝑦 − 1 𝑑𝑦 = 0 𝑐𝑦 = 𝑒 𝑥𝑦
5. 2𝑦𝑑𝑥 + (𝑥 − 𝑠𝑖𝑛 √𝑦)𝑑𝑦 = 0 2𝑥√𝑦 + 2𝑐𝑜𝑠√𝑦 = 𝑐
3 2 3)
( ) (
6. −2𝑦 + 1 𝑑𝑥 + 3𝑥𝑦 + 𝑥 𝑑𝑦 = 0 𝑦 3 + 2𝑥 2 𝑦 = 𝑐𝑥 2 + 1
7. 2𝑦(𝑥 + 𝑦 + 2)𝑑𝑥 + (𝑦 2 − 𝑥 2 − 4𝑥 − 1)𝑑𝑦 = 0 𝑥 2 +2𝑥𝑦 + 𝑦 2 + 4𝑥 + 1 = 𝑐𝑦
Elementary Differential Equation

8. 𝑦(4𝑥 + 𝑦)𝑑𝑥 − 2(𝑥 2 − 𝑦)𝑑𝑦 = 0 2𝑥 2 + 𝑥𝑦 + 2𝑦𝑙𝑛𝑦 = 𝑐𝑦


16
Linear Equation of Order One

An equation that is linear and of order one in the dependent variable y must by definition be of the
dy
form: + P(x)y = Q(x)
dx

For linear equation of order one, the general solution is


ye∫ P(x)dx = ∫ e∫ P(x)dx Q(x)dx + c
where: e∫ P(x)dx = is the integrating factor

Similarly, if the dependent variable is x:


dx
dy
+ P(y)x = Q(y)

xe∫ P(y)dy = ∫ e∫ P(y)dy Q(y)dy + c

where: e∫ P(y)dy = is the integrating factor


Example 1
Find the general solution of 2(y − 4x 2 )dx + xdy = 0; Ans. x 2 y = 2x 4 + c

1
[2(y − 4x 2 )dx + xdy = 0] [ ]
xdx

2(y−4x2 ) dy
+ dx = 0
x

dy 2
+ (x) y − 8x = 0
dx

dy 2
+ (x) y − 8x2
dx

2
P(x) = x Q(x) = 8x

2 2
i. f. = e∫ P(x)dx = e∫xdx = e2In x = eIn x = x 2

yx 2 = ∫ x 2 (8x)dx + c

x 2 y = 2x 4 + c
Elementary Differential Equation

Example 2
Find the general solution of ydx + (3x − xy + 2)dy = 0; Ans. xy 3 = 2(y 2 + 2y + 2) + cey 17

Find the general solution.


2
1. 𝑦 ′ = 𝑥 − 2𝑥𝑦 2𝑦 = 1 + 𝑐𝑒 −𝑥
2. (𝑥 5 + 3𝑦)𝑑𝑥 − 𝑥 𝑑𝑦 = 0 2𝑦 = 𝑥 5 + 𝑐𝑥 3
3. (𝑦 + 1)𝑑𝑥 + (4𝑥 − 𝑦)𝑑𝑦 = 0 20𝑥 = 4𝑦 − 1 + 𝑐(𝑦 + 1)−4
1
4. 𝑢𝑑𝑥 + (1 − 3𝑢)𝑥𝑑𝑢 = 3𝑢𝑑𝑢 𝑥𝑢 = 𝑐𝑒 3𝑢 − 𝑢 − 3
5. 𝑦 ′ = 𝑐𝑠𝑐𝑥 + 𝑦𝑐𝑜𝑡𝑥 𝑦 = 𝑐𝑠𝑖𝑛𝑥 − 𝑐𝑜𝑠𝑥
6. (𝑦 − 𝑥 + 𝑥𝑦𝑐𝑜𝑡𝑥 )𝑑𝑥 + 𝑥𝑑𝑦 = 0 𝑥𝑦𝑠𝑖𝑛𝑥 = 𝑐 + 𝑠𝑖𝑛𝑥 − 𝑥𝑐𝑜𝑠𝑥
7. (2𝑥𝑦 + 𝑥 2 + 𝑥 4 )𝑑𝑥 − (1 + 𝑥 2 )𝑑𝑦 = 0 𝑦 = (1 + 𝑥 2 )(𝑐 + 𝑥 − 𝑎𝑟𝑐𝑡𝑎𝑛𝑥)

Obtain the particular solution.


1. (y − 2)dx + (3x − y)dy = 0; when x = 1 and y = 3 12𝑥 = 3𝑦 + 2 + (𝑦 − 2)−3
π x
2. (2ycosx + sin4 x)dx = sinxdy; when x = 2 and y = 1 y = sin2 x(1 − cosx) = 2sin2 xsin2 2

Bernoulli's Equation
General Form
M(x, y)dx + N(x, y)dy = 0

Bernoulli's Equation
dy dx
+ P(x)y = Q(x)y n or + P(y)x = Q(y)x n
dx dy

Linear Equation Order One


dz dz
+ P′(x)z = Q′(x) + P′(y)z = Q′(y)
dx dy
where: z = y1−n where: z = x1−n
p(x) = (1 − n)P(x) p(y) = (1 − n)P(y)
q(x) = (1 − n)Q(x) q(y) = (1 − n)Q(y)

General Solution
ze∫ p(x)dx = ∫ e∫ p(x)dx q(x)dx + c ze∫ p(y)dy = ∫ e∫ p(y)dy q(y)dy + c
where: e∫ p(x)dx = is the integrating factor where: e∫ p(y)dy = is the integrating factor
Elementary Differential Equation

Example 18
Find the general solution of y(6y 2 − x − 1)dx + 2xdy = 0 2
Ans. x = x = y (6 + ce −x

1
[y(6y 2 x 1)dx + 2xdy = 0] [ ]
xdx

y(6y2 −x−1) dy
+ dx = 0
2x

dy x+1 3
− y + x y3 = 0
dx 2x

dy x+1 3
− ( 2x ) y = (− x) y 3
dx

x+1 x+1 1
p(x) = (1 − n)P(x) = (1 − 3) (− )= =1+x
2x x

3 6
q(x) = (1 − n)Q(x) = (1 − 3) (− x ) = x

1
i. f. = e∫ p(x)dx = e∫(1+x)dx = ex+In x = ex eIn x = xex
𝑥 6
𝑦 −2 𝑥𝑒 𝑥 = ∫ 𝑥𝑒 (𝑥) 𝑑𝑥 + 𝑐
[𝑦 −2 𝑥𝑒 𝑥 = 6𝑒 𝑥 + 𝑐 ]𝑦 2 𝑒 −𝑥
𝑥 = 𝑦 2 (6 + 𝑐𝑒 −𝑥 )

Find the general solution


1. 6𝑦 2 𝑑𝑥 − 𝑥(2𝑥 3 + 𝑦)𝑑𝑦 = 0 (2𝑥 3 − 𝑦)2 = 𝑐𝑦𝑥 6
2. 2𝑥 3 𝑦 ′ = 𝑦(𝑦 2 + 3𝑥 2 ) 𝑦 2 (𝑐 − 𝑥 ) = 𝑥 3

Obtain the particular solution


1. (𝑦 4 − 2𝑥𝑦)𝑑𝑥 + 3𝑥 2 𝑑𝑦 = 0; when x=2, y=1 𝑥 2 = 𝑦 3 (𝑥 + 2)
2. (𝑥 2 + 6𝑦 2 )𝑑𝑥 − 4𝑥𝑦𝑑𝑦 = 0; when x=1, y=1 2𝑦 2 = 𝑥 2 (3𝑥 − 1)

Substitution Suggested by the Equation

Find the general solution


1. (𝑥 + 2𝑦 − 1)𝑑𝑥 + 3(𝑥 + 2𝑦)𝑑𝑦 = 0 𝑥 + 3𝑦 + 𝑐 = 3 𝐼𝑛(𝑥 + 2𝑦 + 2)
2. (1 + 3𝑥𝑠𝑖𝑛𝑦)𝑑𝑥 − 𝑥 2 𝑐𝑜𝑠𝑦𝑑𝑦 = 0 4𝑥 𝑠𝑖𝑛𝑦 = 𝑐𝑥 4 − 1
3. (𝑥 + 2𝑦 − 1)𝑑𝑥 + (2𝑥 + 4𝑦 − 3)𝑑𝑦 = 0 𝑥 + 𝑐 = 3 𝐼𝑛(𝑥 − 𝑦 + 5)

Obtain the particular solution


1. 4(3𝑥 + 𝑦 − 2)𝑑𝑥 − (3𝑥 + 𝑦)𝑑𝑦; when x=1, y=0
Elementary Differential Equation

Applications of Differential Equations 19


(First Order ODE)

1. Newton's Second Law of Motion


2. Velocity of Escape from the Earth
3. Newton's Law of Cooling
4. Simple Chemical Conversion/Decomposition
5. Growth
6. Compound Interest
7. Mixing of Non-Reacting Fluids
8. Simple Circuit ( R-L, R-C )

Newton's Second Law of Motion

ma = Fnet

dv dv
a= a = v ds
dt

dv dv
m dt = Fnet mv ds = Fnet

Example
A motor boat and its load weigh 483 lb. Assume that the propeller force is constant and equal to 24 lb.
Water resistance is numerically equal to 1.5 v lb, where v is the speed at any instant in ft/s. If the boat
starts from rest, determine the speed and the distance traveled at the end of 10 s.
v = 10.11 ft/s; s = 58.79 ft.

ma = Fnet
dv
a = dt
dv
m dt = Fnet
W dv
= Fnet
g dt
483 dv
= 24 − 1.5 v
32.2 dt
dv
15 dt = 1.5(16 − 𝑣)
dv
10 dt = (16 − 𝑣)
dv dt
= 10
(16−v)
𝑑𝑣 𝑑𝑡
∫ (16−𝑣) − ∫ 10 = ∫ 0
t
−In(16 − v) − 10 = c
Elementary Differential Equation

BC1: t = 0 v = 0
c = - ln 16 20
BC2: t = 10 v = ?
10
-ln(16 − v) − 10 |= − ln 16
v = 10.11 ft/s

dv
mv ds = Fnet
dv
15v = 1.5(16 − v)
ds
1
vdv ds
= -v + 16 v
16−v 10
- (v - 16)

16 ds
∫ (−1 + 16−v) dv − ∫ 10 = ∫ 0 16
s
-v - 16 ln(16 − v) − 10 = c
BC1: v = 0 s=0
c = -16 ln 16
BC2: v = 10.11 s=?
s
10.11 + 16 ln 16 (16 − 10.11) − = −16 ln 16
10
s = 58.79 ft

Exercises
1. A body falls from rest. If the resistance of the air is proportional to the speed, and if the limiting
speed is 160 ft/s, find the speed at the end of 5 seconds. 101.15 ft/s
2. A 4-lb moves in a straight line on horizontal plane whose coefficient of friction is 1/4. The air
resistance amounts to v 2 /16. The force acting upon the body is 4 lb, if v = 0 when s = 4 ft. Find v
when s = 12 ft. Use g = 32 ft/s 2 6.91 ft/s
3. Rework number 3, however, the force acting upon the body is 4s lb. 26.83 ft/s
4. A skater weighing 160 lb allows himself to be blown along by the wind. The coefficient of
friction is 1/40 and the pressure upon him amounts to 2(30-v) lb. If v = 14 ft/s at t = 0, find v at t
= 2 sec. 21.73 ft/s
5. A boy and sled together weigh 80 lb. They coast down a hill whose slope is 5/12 and on which
the coefficient of friction is 13/480. The air resistance amounts to v/13. Find v when t = 2 sec., if
v = 0 at = 0. 22.46 ft/s
6. A ball weighing 1 lb is dropped from a great height. The air resistance amounts to v/32.2 lb.
Find v when s = 5 ft, if v = 0 when s = 0.
7. A certain particle weighs 8 lb as it sinks in the water its weight forces it downward. Its buoyancy
amounts to 4 lb and water resistance is v 2 . Find s at v = 1.5 ft/s, when v = 0,
s = 0. 0.1027 ft.
Elementary Differential Equation

Velocity of Escape from the Earth 21

Consider
It must be realized that the formula vE = √2𝑔𝑅 applies equally well for the velocity of escape
from the other members of the solar system as long as the R and g are given their appropriate
values.

1.) Determine the velocity of escape ( in km/hr) of a certain planet whose diameter is 4 x 1012
km and an acceleration due to gravity at its surface equal to 29 m/s 2.

2.) Complete the table of values shown:

Acceleration of Velocity of escape (


Celestial Bodies Radius (in miles)
gravity at surface in mi/s)

Venus 0.85g ____ 6.3

Mars ____ 2,100 3.1

Jupiter 2.6g 43,000 ____

Sun 28g ____ 380

Uranus 0.885g 32,190 ____

Neptune 1.19g 15,000 ____

Pluto 0.07g 715 ____

Earth’s Moon 0.165g 1,080 ____

Earth g ____ 6.95


Elementary Differential Equation

Newton's Law of Cooling/Heating


22
dT
= k (T − Tm )
dt

where: T = temperature of the body


t = time
Tm = temperature of the medium
k = constant of proportionality

We assume that the rate of cooling is equal to the rate of heating. (k cooling = k heating )

Example
A thermometer reading is 18°F is brought into a room where the temperature is 70°F; a minute
later, the thermometer reading is 31°F. Determine temperature reading 5 minutes after the
thermometer is first brought into the room. 58°F

dT
= k (Tm − T)
dt
dT
= k (70 − T)
dt
dT
= kdt
(70−T)
dT
∫ (70−T) − k ∫ dt = ∫ 0
- ln(70 − T) − kt = c
BC1: t = 0 T = 18
- ln(70 − 18) − k(0) = c
c = - ln 52
BC2: t = 1 T = 31
- ln(70 − 31) − k(1) = - ln 52
k = 0.2877/min
BC3: t = 5 T=?
- ln(70 − T) − 0.2877(5) = - ln 52
T = 57.66°F

Exercises
1. The temperature of air is 30°C, and the substance cools from 100°C to 70°C in 15
minutes. Find t when the temperature will be 40°C. 52.20 min

2. The body of a murder victim was discovered at 11 PM. At 11:30 PM the victim's body
temperature was measured to be 94.60°F. After 1 hour the body temperature was
93.4°F. The room where the body was found was at a constant temperature of 70°F.
Assuming that normal human body temperature is 37°C, when was the approximate
time of death? 8:30 PM
Elementary Differential Equation

3. At 1:00 PM, a thermometer reading 70°F is taken outside where the air temperature is -
10°F. At 1:02 PM, the reading is 26°F. At 1:05 PM, the thermometer is taken back 23
indoors, where the air is 70°F. What is the temperature reading at 1:09 PM?
56°F

4. At 9:00 AM, a thermometer reading 70°F is taken outdoors, where the temperature is
15°F. At 9:05 AM, the thermometer reading is 45°F. At 9:10 AM, the thermometer is
taken back indoors, where the temperature is fixed at 70°F. Find the reading at 9:20 AM.
58.5°F

5. At 2:00 PM, a thermometer reading 80°F is taken outside where the air temperature is
20°F. At 2:03 PM, the temperature reading yielded by the thermometer is 42°F. Later,
the thermometer is brought inside, where the air is at 80°F. At 2:10 PM, the reading is
71°F. When was the thermometer brought indoors?
2:05 PM

6. An 8-lb metal has a specific heat of 1/32, while at a temperature of 308°F. It is dropped
into 11 lb of water of which the temperature is 53°F. Find T at t = 16 min, if T = 200°F at t
= 10 min. 159.2°F

Simple Chemical Conversion/Decomposition

1. Radium decomposes at the rate proportional to the amount present. If 50 mg now will
be 48 mg one century later, find the amount of radium after t centuries. How many
centuries will elapse before radium will weigh 45 mg? 2.58 centuries
2. A certain radioactive substance has a half-life of 38 hr. How long it takes for 90% of the
radioactivity to be dissipated? 126 hrs
3. One-fourth of a substance is converted at the end of 10 seconds, find the time when
nine-tenths of the substance will be converted. 80 s
4. Radium decomposes at the rate proportional to the quantity of radium present. After 25
years approximately 1.1% of a certain amount of radium has decomposed. How long will
it take for one-half of the original amount of radium to decompose? 1566.68 yrs

Growth

1. In 1950, the population of a country was 20 M. In 1970, these were 42 M. How many
will there be in 2012?
2. The number of bacteria in yeast culture grows at a rate which is proportional to the
number of bacteria present. If the bacteria count in the culture is doubled in 3 hrs and at
the end of 20 hrs, the count is 1 million. How many bacteria in the count initially?
3. In 10 years the population of a country will be 45,000, 8 years more it will be 57,000,
how many people in there at the beginning?
Elementary Differential Equation

Compound Interest
1. Ten thousand pesos are invested at 24% per annum what will be the amount after 20 years. 24

2. 5 thousand pesos was invested at the rate of 20% per annum, how many years will it to earn
500 thousand pesos?

Mixing of Non-reacting Fluids

Accumulation = In - Out - Reaction


dx
= CIn R In − Cout R out − 0
dt
V1 = V1 + (R in − R out )t

where:
x = is the amount of salt any time t.

mass of solute kg lb lb
Cin = concentration of the influent = volume of solution , ,
m3 ft3 gal

volume of solution m3 ft3 gal


R in = volume flow rate of the influent = , , min
time s s

Cout = concentration of the effluent


R out = volume flow rate of the effluent

Example
A tank contains initially 200 ft 3 of the salt solution whose concentration is 1⁄2 lb⁄ft 3 . Water enters
the tank at the rate of 2 ft 3 per min and the solution flows out at the rate of 4 ft 3 per min. Find the
amount of salt after 10 minutes. 81 lb

dx
= CIn R In − Cout R out
dt
dx x
= (0)(2) − [200+(2−4)t] (4)
dt
dx 4x
= 2(100−t)
dt
dx 2dt
= (100−t)
x
𝑑𝑥 2dt
∫ + ∫ (100−t) = ∫ 0
𝑥
Inx - 2In (100-1) = c

lb
BC1: t=0 x = (200 ft 3 ) (0.5 ft3 ) = 100 lb
c = -4.61
BC1: t=0 𝑥=?
In x - 2In(100 - 10) = -4.61
X = 80.61 lb
Elementary Differential Equation

Exercises 25

1. A tank initially contains 100 gal of brine whose salt concentration is 1/2 lb/gal. Brine whose salt
concentration is 2 lb/gal flows into the tank at the rate of 3 gpm. The mixture flows out at the
rate of 2 gpm. Find the salt content of brine at the end of 30 minutes. 171 lb

2. A tank contains 200 gallons of fresh water. Brine containing 2 lbs/gal of salt enters the tank at 4
gpm and the mixture, kept uniform by stirring, runs out of at 3 gpm. Find the amount of salt in the
tank after 30 minutes. 197 lb

3. A tank contains initially 200 ft 3 of salt solution with salt content of 1/3 lb/ft 3 . Pure water flows
in at the rate of 1 ft 3 /min and the solution is kept uniform through constant stirring. If the solution
flows out at the rate of 2 ft 3 per min, find the salt content at the end of 4 mins. 63.83 lb

4. A tank initially contains 200 gallons of salt solution whose concentration is 1/4 lb/gal. A solution
with salt content of 4 lb/gal flows into the tank at the rate of 5 gpm. The mixture is kept uniform by
constant stirring and flows out at the rate of 4 gpm. Find the salt content of the solution at the end
40 minutes. 598.31 lb

simple circuit

1.) A resistor of 10Ω and an inductor of L = 2 H and a battery of E volts are connected in series
with a switch. At t = 0 the switch is closed and the current i = 0. Find i for t>0 if:
a) E = 40
b) E = 20e-3t
c) E = 50sin5t

E L

SW
2.) A resistor of 5Ω and a condenser C =0.02 F are connected in series with a battery of E = 100
V. If at t = 0 , current i = 0 and the initial charge q of the condenser is 5C. Find I and q at t>0
?
Elementary Differential Equation

26
R

E C

3.) A resistor of 8Ω and an inductor of L = 0.5 H and a battery of E volts are connected in series
with a switch. At t = 0 the switch is closed and the current i = 0. Find i for t>0 if:
a) E = 64
b) E = 64sin8t
c) E = 8te-16t
d) E = 32e-8t

4.) A resistor of 20Ω and a capacitor of C = 0.05 F and a battery of E volts are connected in
series. At t = 0 , i = 0 and q = 0. Find i and q for t>0 if:
a) E = 60
b) E = 100te-2t
c) E = 100cos2t

Linear Differential Equations

Any linear homogeneous differential equation with constants coefficients,


𝑑𝑛𝑦 𝑑 𝑛−1𝑦 𝑑 𝑛−2𝑦 𝑑𝑦
𝑎𝑛 𝑛 + 𝑎𝑛−1 𝑛−1 + 𝑎𝑛−2 𝑛−2 … + 𝑎1 + 𝑎0 𝑦 = 𝑅(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥
may be written in the form of f(D) = R(x), where f(D) is a linear differential operator.

(𝑎𝑛 𝐷 𝑛 + 𝑎𝑛−1𝐷 𝑛−1 + 𝑎𝑛−2 𝐷 𝑛−2 … + 𝑎1 𝐷1 + 𝑎0 )𝑦 = 𝑅(𝑥)

Based on the given differential equation, an auxiliary equation is obtained, by putting R(x) = 0, that
is, f(m) = 0, where m , is any root of f(m) = 0.

Then the general solution is determined based on the type of roots obtained from the auxiliary
equation.
Elementary Differential Equation

27
Nature of Roots General Solution

1. Distinct roots 𝑦 = 𝑐1𝑒 𝑎1 𝑥 + 𝑐2 𝑒 𝑎2 𝑥 + ⋯ + 𝑐𝑘 𝑒 𝑎𝑘 𝑥

2. Equal roots 𝑦 = 𝑐1𝑒 𝑎𝑥 + 𝑐2𝑥𝑒 𝑎𝑥 + 𝑐3𝑥 2 𝑒 𝑎𝑥 + ⋯ + 𝑐𝑘 𝑥 𝑘−1𝑒 𝑎𝑥

3. Imaginary roots 𝑦 = 𝑐1𝑒 𝑎𝑥 𝑐𝑜𝑠𝑏𝑥 + 𝑐2𝑒 𝑎𝑥 𝑠𝑖𝑛𝑏𝑥

Discriminant

is the most important part of the quadratic functions when we talk about the nature of its roots.
Given a quadratic equation: y = ax 2 + bx + c , discriminant (D) can be defined mathematically as
D = b2 − 4ac.

Discriminant Nature of Roots

D=0 Equal Roots

D>0 Real and Distinct Roots

D<0 Imaginary Roots

Find the complementary solution (yc)


1. (𝐷2 + 2𝐷 − 3)𝑦 = 0
2. (𝐷2 − 5𝐷 + 6)𝑦 = 0
3. (𝐷2 + 𝐷 − 6)𝑦 = 0
4. (𝐷3 − 3𝐷2 − 10𝐷)𝑦 = 0
5. (𝐷3 + 3𝐷2 − 4𝐷 − 12)𝑦 = 0
6. (𝐷2 − 6𝐷 + 9)𝑦 = 0
7. (𝐷2 + 4𝐷 + 4)𝑦 = 0
8. (𝐷3 − 3𝐷2 + 9𝐷 + 13)𝑦 = 0
9. 𝑦 ′′ − 4𝑦 ′ + 7𝑦 = 0
10. 8𝑦 ′′′ − 4𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0
𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦
11. 𝑑𝑥 3 − 2 𝑑𝑥 2 − 3 𝑑𝑥 = 0
Elementary Differential Equation

Non-Homogeneous Differential Equation with constant coefficient


28
A. Method of Undetermined Coefficient
1. (𝐷2 + 𝐷)𝑦 = 𝑐𝑜𝑠2𝑥
2. (𝐷2 + 9)𝑦 = 5𝑒 𝑥
3. (𝐷2 − 4)𝑦 = 𝑒 2𝑥
4. (𝐷2 + 3𝐷 + 2)𝑦 = 12𝑥 2
5. (𝐷2 + 3𝐷 + 2)𝑦 = 1 + 3𝑥 + 𝑥 2
𝑑2 𝑦 𝑑𝑦
6. − 4 𝑑𝑥 + 3𝑦 = 2𝑐𝑜𝑠𝑥 + 4𝑠𝑖𝑛𝑥
𝑑𝑥 2
𝑑2 𝑦 𝑑𝑦
7. − 4 𝑑𝑥 + 3𝑦 = 20𝑐𝑜𝑠𝑥
𝑑𝑥 2
𝑑2 𝑦 𝑑𝑦
8. − 4 𝑑𝑥 + 4𝑦 = 𝑒 2𝑥
𝑑𝑥 2
𝑑2 𝑦
9. + 𝑦 = 10𝑒 2𝑥 ; 𝑤ℎ𝑒𝑛 𝑥 = 0, 𝑦 = 0 , 𝑦 ′ = 0
𝑑𝑥 2
𝑑2 𝑦 𝑑𝑦
10. 𝑑𝑥 2 + 4 𝑑𝑥 + 5𝑦 = 10𝑒 3𝑥 ; 𝑤ℎ𝑒𝑛 𝑥 = 0, 𝑦 = 4 , 𝑦 ′ = 0

B. Variation of Parameters

𝑦2 𝑅(𝑥) 𝑦1 𝑅(𝑥)
𝑦𝑝 = −𝑦1 ∫ 𝑑𝑥 + 𝑦2 ∫ 𝑑𝑥
𝑊 𝑊
𝑦1 𝑦2
Where: 𝑊 = |𝑦′ |
1 𝑦′2 = 𝑦1 𝑦′2 − 𝑦′1 𝑦2

Example:

𝑦 ′′ − 2𝑦 ′ + 𝑦 = 𝑥 −4 𝑒 𝑥
𝑚2 − 2𝑚 + 1 = 0
(𝑚 − 1)(𝑚 − 1) = 0
𝑚 = 1,1
𝑦𝑐 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑥𝑒 𝑥
𝑦1 = 𝑒 𝑥 , 𝑦2 = 𝑥𝑒 𝑥 , 𝑅(𝑥 ) = 𝑥 −4 𝑒 𝑥
𝑒𝑥 𝑥𝑒 𝑥 |
𝑊=| 𝑥 = 𝑥𝑒 2𝑥 + 𝑒 2𝑥 − 𝑥𝑒 2𝑥 = 𝑒 2𝑥
𝑒 𝑥𝑒 𝑥 + 𝑒 𝑥
𝑦2 𝑅(𝑥) 𝑦1 𝑅(𝑥)
𝑦𝑝 = −𝑦1 ∫ 𝑑𝑥 + 𝑦2 ∫ 𝑑𝑥
𝑊 𝑊
𝑥𝑒 𝑥 𝑥 −4𝑒 𝑥 𝑒 𝑥 𝑥 −4𝑒 𝑥
𝑦𝑝 = −𝑒 𝑥 ∫ 𝑑𝑥 + 𝑥𝑒 𝑥 ∫ 𝑑𝑥
𝑒 2𝑥 𝑒 2𝑥
𝑦𝑝 = −𝑒 𝑥 ∫ 𝑥 −3 𝑑𝑥 + 𝑥𝑒 𝑥 ∫ 𝑥 −4 𝑑𝑥
𝑥 −2 𝑥 −3 1 1 1
𝑦𝑝 = −𝑒 𝑥 + 𝑥𝑒 𝑥 = 2 𝑒 𝑥 𝑥 −2 − 3 𝑒 𝑥 𝑥 −2 = 6 𝑒 𝑥 𝑥 −2
−2 −3
1
𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑥𝑒 𝑥 + 6 𝑒 𝑥 𝑥 −2
Elementary Differential Equation

Find y using variation of parameters


1. 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = (𝑥 + 1)𝑒 2𝑥
29
2. 4𝑦 ′′ + 36𝑦 = 𝑐𝑠𝑐3𝑥
3. (𝐷2 + 1)𝑦 = 𝑠𝑒𝑐𝑥
4. 𝑦 ′′ + 𝑦 = 𝑠𝑖𝑛𝑥
5. 𝑦 ′′ + 𝑦 = 𝑐𝑜𝑠 2 𝑥
6. (𝐷2 + 1)𝑦 = 𝑡𝑎𝑛𝑥
7. 𝑦 ′′ + 𝑦 = 𝑠𝑒𝑐𝑥𝑡𝑎𝑛𝑥
8. (𝐷2 + 1)𝑦 = 𝑠𝑒𝑐 2 𝑥
1 1
9. (𝐷2 − 1)𝑦 = 𝑒 𝑥 + 1 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥 + 2 𝑥𝑒 𝑥 − 4 𝑒 𝑥 − 1

APPLICATION

1. An inductor of 2 H, resistor of 16Ω and capacitor 0f 0.02 F are connected in series with a
battery of E = 100sin3t Volts. At t = 0, the current in the circuit and the charge in the
capacitor are zero. Find the current and charge at t >0.

2. An inductor of 3 H, resistor of 4Ω and capacitor 0f 0.05 F are connected in series with a


battery of E . At t = 0, the current in the circuit is zero and the charge in the capacitor is 2 C.
Find the current and charge at t >0 if:
a) E = 100 volts
b) E = 100sin4t volts

You might also like