National Junior College Mathematics Department 2015

National Junior College

2015 – 2016 H2 Mathematics

Topic 11: Differential Equations

Key questions to answer:

1. What is meant by the order of a differential equation?
2. What are the methods used to solve a differential equation of the following forms?
dy dy
f( x) g( y )
dx dx
d2 y dy
2
f( x) f( x) g( y)
dx dx
3. How do you use a given substitution to change a first order differential equation to a
form that is solvable by one of the methods described earlier?
4. What is meant by the general solution and a particular solution of a differential
equation?
- How do you use the general solution to find a particular solution of a differential equation?
- How would you represent a general solution graphically?

For a word problem:

1. How would you formulate a differential equation given the context of the problem?
- What are the key words to look out for when formulating differential equations based on a word
problem? (For example: rate of decrease vs. rate of increase, proportional.)
- How do you interpret and apply the initial conditions that are given in the problem?

2. What are some factors you should take into account when commenting on the
appropriateness of the models used and the assumptions made?

§1 Introduction

Differential equations play a crucial role in numerous disciplines. Some examples are:
1) In medicine for modelling cancer growth or the spread of disease
2) In chemistry for modelling chemical reactions
3) In economics to find optimum investment strategies
4) In physics to describe the motion of waves
5) In social science to study population growth.

A model using differential equations to study predator-prey interaction. The graph on the
right shows the population of predator and prey as a function of time.

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§2 Definitions and Formulation of Differential Equations

dy d 2 y d3 y
An equation containing derivatives e.g. , , ... is a differential equation (DE).
dx dx 2 dx3

The order of a DE is the order of the highest derivative occurring in the equation.

The degree of a DE is the largest power of the highest derivative occurring in the equation.

Derivative of Order Degree

Differential Equation
highest order of DE of DE
dy dy
x y2 1 1 1
dx dx
3
d2 y dy d2 y
x y 0 2 1
dx 2 dx dx 2
2
2 dy dy
x 2 3y cos x 1 2
dx dx
4 2 4
d2 x 2 dx d2 x
t t x 0 2 4
dt 2 dt dt 2

Note: We will only be dealing with first order and second order differential equations.

2.1 Formulation of Differential Equations

If an equation relating x and y contains arbitrary constants, we can eliminate the arbitrary
constants by differentiation and hence form the related differential equation. This differential
equation describes the same relationship as the equation that relates x and y.

Example 2.1
A
The relationship between x and y is given by y , where A is an arbitrary constant.
x
x
Find the differential equation that is equivalent to this relation.

Solution:
A The arbitrary
y x xy x2 A constant A is
x
eliminated after
dy
x y 2 x. differentiation.
dx

dy
Hence the DE formed is x y 2 x, which is a 1st order DE.
dx
A
We say that y x is the general solution of the DE with 1 arbitrary constant.
x

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Example 2.2

It is given that x and y are related by y x3 Ax B , where A and B are arbitrary constants.
Find the differential equation that is equivalent to the above relationship between x and y.

Solution:
dy
y x3 Ax B 3x 2 A
dx
d2 y
2
6 x. Must differentiate until no Arbitrary constant
dx

d2 y
Hence the DE formed is 2
6 x 0, which is a 2nd order DE.
dx
We say that y x3 Ax B is the general solution of the DE with 2 arbitrary constants.

QUESTION
What can you say about the relationship between the order of DE and the number
of arbitrary constants in its corresponding general solution?
Answer: The general solution of an nth order differential
equation has n arbitrary constants.

§3 General and Particular Solutions of Differential Equations

Differentiation

General Solution Differential Equation

(An equation relating x and y & (An equation relating x, y
contains arbitrary constants.) Integration & its derivatives.)

To solve a differential equation expressed in terms of x and y, we need to find the general
solution, which is an equation expressing the relationship between x and y, but contains NO
derivatives. It contains all the possible solutions to the DE, and thus involves arbitrary
constant(s).

If we are able to solve for the arbitrary constant(s) using given information, then we obtain a
particular solution to the differential equation.

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Example 3.1
dy
(i) Find the general solution of the differential equation 3.
dx
(ii) Hence find the particular solution of the differential equation for which y 7 when
x 1.

Solution:

(i) Integrating both sides with respect to x,

dy dy
3 dx 3dx
dx dx
y 3 dx
y 3x C , where C is an arbitrary constant. General Solution

(ii) Using the information that y 7 when x 1,

y 3x C 7 3(1) C
C 4.
Hence equation becomes y 3x 4. Particular Solution

Remark: The general solution of a differential equation contains arbitrary constant(s),

while a particular solution contains only known constants.

§4 First Order Differential Equations

We will learn how to solve the following types of first order differential equations:
dy
1. Equations of the form f ( x),
dx
dy
2. Equations of the form g( y ),
dx
dy
3. Equations of the form f ( x)g( y), and
dx
4. Those reducible to the above types by means of a given substitution.

dy
4.1 Solving DE of the form f ( x)
dx
dy
Differential equations of the form f ( x) can be solved by direct integration i.e.
dx
integrating both sides of the equation with respect to x:
dy dy
f ( x) dx f ( x) dx y f ( x) dx.
dx dx

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Example 4.1
Find the general solution of the following differential equations.
dy dy
(a) x 3, (b) x sin x.
dx dx
Solution:
(a) dy dy (b) dy dy
x 3 dx ( x 3) dx x sin x dx x cos x cos x dx
dx dx dx dx
1dy ( x 3) dx 1 dy x cos x cos x dx
x2 y x cos x sin x C.
y 3 x C.
2
Remark: You need to be proficient in the integration techniques learnt in the previous
chapter in order to solve the differential equation.

dy
4.2 Solving DE of the form g( y )
dx
dy
Differential equations of the form g( y ) can be solved using the variables separable
dx
method, which is illustrated as follows:
dy 1 dy
g( y ) 1
dx g( y ) dx
1 dy
dx 1 dx
g( y ) dx
1
dy 1 dx.
g( y )

Example 4.2

Find the general solution of the following differential equations:

dy dy
(a) 1 y2 , (b) 2e y .
dx dx
Solution:
(a) dy 1 dy (b) dy dy
1 y2 1 2e y e y
2
dx 1 y 2 dx dx dx
1 dy dy
dx 1 dx e y dx 2 dx
1 y 2 dx dx
1 e y 2x C
dy 1 dx
1 y2 e y
2x C
tan 1 y x C y ln( 2 x C ).
y tan x C .

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dy
4.3 Solving DE of the form f ( x )g( y )
dx
dy
Differential equations of the form f ( x)g( y) can be solved also by the variables
dx
separable method: All terms involving y
dy 1 dy only goes to LHS via
f( x) g( y ) f( x) product and/or division,
dx g( y ) dx
and not subtraction.
1 dy
dx f( x) dx
g( y ) dx
1
dy f( x) dx.
g( y )

Example 4.3
Find the general solution of the following differential equations:
dy
(b) y dy e x y .
2
(a) ( x 3) y,
dx dx

For (b), find the particular solution for which y 0 when x 0.

Solution:
(a) dy (b) dy y2
( x 3) y y ex
dx dx
1 dy 1 dy 2
y ex e y
y dx x 3 dx
1 dy 1 2 dy
dx dx ye y dx e x dx
y dx x 3 dx
1 1 ye y dy
2
e x dx
dy dx
y x 3
1 2
ln y ln x 3 C ( ) 2 ye y dy e x dx
2
y ( ) 1 y2
ln C e ex C ( )
x 3 2
2
y ey 2e x A (A 2C ) ( )
B (where B eC ) ( )
x 3 y 2
ln(2e x
A). ( )
y
B
x 3 For x = 0 and y = 0, we have
y A x 3 (where A B ). ( ) 0 ln(2 A) A 1 .
Replace C with B with A when they are all
constants but each time they make the Particular solution is y 2 ln(2e x 1).
eqn simplier

Remark: Unless the question explicitly asks you to express the general solution in a
specified form, such as y f( x), you can leave your answer similar to what is
denoted as ( ) .

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4.4 Solving First Order DE by Using a Given Substitution

Many first order differential equations are NOT expressed in a form where we can readily
integrate directly or use the variables separable method. However, we may be able to use a
suitable substitution (usually given) to reduce these differential equations to one of the forms:
dy dy dy
f ( x) , g( y ) or f ( x) g( y).
dx dx dx
Solving by Substitution:

Step 1: Differentiate the given substitution.

Step 2: Substitute into the original differential equation and simplify to obtain another
differential equation solvable by direct integration or separable variables.
Step 3: Obtain the general solution of the new DE.
Step 4: Express the solution in terms of the original variables.

Example 4.4
dy 1 x y
Show that the substitution u x y reduces the differential equation to
dx 1 x y
du 2
. Hence solve the differential equation.
dx 1 u

Solution:
du dy
Since u x y , differentiating u with respect to (w.r.t) x gives 1 .
dx dx

dy 1 x y du 1 u
Then becomes 1
dx 1 x y dx 1 u
du 1 u 2
1 (shown).
dx 1 u 1 u

du 2 du
Solving, we get (1 u ) 2
dx 1 u dx
du
(1 u ) dx 2 dx
dx
(1 u ) du 2 dx
u2
u 2 x C.
2
(x y)2
Substituting u x y , we have ( x y) 2x C
2
2( x y ) ( x y )2 4 x 2C
(x y )2 2( x y ) A, where A 2C.

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Example 4.5
dy
Using the substitution y vx , solve the differential equation x y 2 x . Given that y = 0
dx
when x = 1, find the particular solution.

Solution:
dy dv
Since y vx , differentiating with respect to (w.r.t) x, we have v x .
dx dx
dy Substitution in the sense that change a eqn in terms of x and y to
Then x y 2 x becomes one that in terms of x and v only=> try to use v to replace terms involing y
dx
dv dv
x (v x ) vx 2x v x v 2
dx dx
dv
x 2 2v.
dx
Solving, we get
dv 1 dv 1
x 2 2v
dx 2 2v dx x
1 dv 1
dx dx
2 2v dx x
1 1 1
dv dx
2 1 v x
1
ln 1 v ln x C
2
ln 1 v ln x 2 A (where A 2C )

ln x 2 ln 1 v A

ln x 2 1 v A.
y
Substituting v , we have
x
y y
ln x 2 1 A x2 1 e A
x x
x2 xy B (where B e A)
B
y x .
x

B
When x = 1, y = 0, we have 0 1 B 1.
1
1
Hence the particular solution is y x .
x

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§5 Second Order Differential Equations

d2 y
For A’ levels, we will only focus on solving DE of the form f ( x ).
dx 2
d2 y
The general solution to differential equations of the form f ( x) can be solved by
dx 2
integrating with respect to x twice.

Example 5.1
Solve the following second order differential equations:
d2 y d2 y
(a) 2
cos x, (b) 2
2 ex e x .
dx dx
For (b), find the particular solution for which y = 0 when x = 0, and y = 2 when x = ln 2 .

Solution:
d2 y d2 y
(a) cos x dx cos x dx
dx 2 dx 2
dy
sin x A
dx Do not use the same
dy letter for different
dx sin x A dx
dx arbitrary constants.
y cos x Ax B.

d2 y d2 y
(b) 2 e x
e x
dx 2 e x e x dx
dx 2 dx 2

dy
2 ex e x A
dx
dy
dx 2 e x e x A dx
dx
y 2 e x +e x
Ax B.
(Last part)

Substitute x = 0, y = 0 0 2(1 1) B B 4.
1 1
Substitute x = ln 2 , y = 2 2 2 2 A ln 2 4 A .
2 ln 2
1
Therefore, the particular solution is y 2 e x +e x x 4.
ln 2
This is always the case for second order inte
Remark: After integrating twice, 2 arbitrary constants are created in the general solution.

CHECK/REFLECT
To obtain a particular solution from the general solution to a second order DE,
how many piece(s) of information, or initial condition(s) is needed? Justify your
answer.
Answer: Two. Two independent equations are needed to solve for two unknowns.

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§6 Sketching of Family of Solution Curves

6.1 Family of Solution Curves

Graphically, the general solution of the differential equation represents a family of solution
curves, which contains infinitely many curves as the arbitrary constant can take any real
number.

If the value of the arbitrary constant is known, we obtain a particular solution which
represents a member of the family of solution curves.

When sketching a family of curves, we need to pick values of the arbitrary constant that will
result in qualitatively different curves. We also need to sketch sufficient members of the
family so as to show all the general features of the family.

Example 6.1

Sketch, on the same diagram, three members of the family of solution curves for the general
solution y C ( x 2)2 3.

Solution: y 2
y x 2 3 C 1
7

(−2, 3) y 3 C 0

x
−3.73 − 0.268 O
−1
2
y x 2 3 C 1

Take note that all members pass through one common point (−2, 3).

Remarks:

Remember ASAp when sketching curves, and label your graphs clearly, i.e. indicate
axial intercepts, stationary points and asymptotes.
The three values C = 1, 0, 1 is only a suggestion for the possible constants that can
be used.
The example above illustrates a situation where all possible variations can be obtained
with C = 1, 0, 1. For other situations, you may have to consider other values of C to
sketch the family of solution curves.

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We may also use the GC to sketch typical members of a family of solution curves. The
following table illustrates the use of GC to sketch 3 members of the family of curves:
y Ce2 x 2 x 1, for C = 1, 0, 1.

Steps Screen
1 Enter the equation of the curve.

Note that instead of entering 3 equations for the 3

different values of C, we may enter just one
equation using the notation { 1, 0, 1} to graph the
3 members of the family of curves.

2 The GC shows 3 solution curves, each belonging to

a different value of C.

Example 6.2
dy
It is given that the general solution of the differential equation 2y 4 x is
dx
y Ce2 x 2 x 1.
(i) Show that there is a straight line L which passes through the minimum points of some
members of the family of solution curves and find its equation.

(ii) Sketch L and some typical members of the solution curves on the same diagram.

Solution:

dy dy
(i) Given that 2y 4 x , at stationary points 0 y 2 x.
dx dx
To show that this line passes through the minimum points, we differentiate DE with
dy
respect to x and substitute 0:
dx

d2 y dy d2 y
2
2 4 4 0.
dx dx dx 2
Therefore y = –2x passes through the minimum points of some solution curves.

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(ii) With the aid of a GC,

y = −2x −1 + 2e2x (C = 2)
y = −2x y

y = −2x −1 + e2x (C = 1)

1
x
−0.732 −0.5
−0.639
−1

−2
y = −2x −1−2e2x
−3
(C = −2)
y = −2x −1
y = −2x −1−e2x (C = 0)
(C = −1)
Remark: When C = 0, the particular solution is y = –2x –1, which is a straight line. It is
also the oblique asymptote of the other members of the family curves.

§7 Problems leading to Differential Equations

Many scientific and economic phenomena, such as Newton’s law of cooling, decay of
radioactive substances and population growth can be modelled by differential equations, so
that we can analyse or make predictions about their behaviours.

dy
Recall: Suppose y is a function of x. The rate of change/increase of y with respect to x is .
dx
dy
If y increases as x increases, then > 0.
dx
dy
If y decreases as x increases, then < 0.
dx
Sign Convention:
The rate of change/increase of the amount of a substance is proportional to the amount of the
substance present at any time t. If x is the amount of substance present at time t, then
dx
kx if x increases with t (where k > 0), and
dt
dx
kx if x decreases with t (where k > 0).
dt
dx
Note: The above convention does not apply if you define as the rate of decrease of x.
dt

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Example 7.1

For each of the following situations, construct a differential equation.

(a) The rate of increase of the population of a certain bacteria is proportional to the
amount of bacteria present at time t.

(b) The rate of increase of thickness of ice on a pond is inversely proportional to the
thickness of ice already present at time t.

(c) The rate of change in population can be modelled by using the following information:
the number of births per unit time is proportional to population at any time and the
number of deaths per unit time is proportional to the square of the population.

(d) Newton’s law of cooling states that the rate of cooling of an object is proportional to
the difference in temperature between the object and its surroundings. Apply this law
to the case where the room temperature is 20 C , and C is the temperature of the
object at time t.
impt!! Must indicate k/a/b >/< 0
Solution: Either define the quantity or directly define it as the rate of change

(a) Let M denotes the amount of bacteria present at time t.

dM dM
Rate of increase of population = M kM (where k 0).
dt dt
(b) Let y denotes the thickness of ice present at time t.
dy 1 dy k
Rate of increase of population = (where k 0).
dt y dt y

(c) Let x denotes the population size at time t.

Rate of birth x rate of birth = ax, where a > 0.
Rate of death x2 rate of death = bx 2 , where b > 0.
dx
Therefore rate of change in population = = rate of birth – rate of death
Approach: dt
1. identify the 2 relations
dx
2. denote the one that is common in both relations ax bx 2 .
3. write down the relations in terms of eqn dt
4. establish a 3rd eqn/relation to find what the qn ask
d
(d) Let be the rate of change of the temperature of object at time t.
dt
d d
( 20) k ( 20) (where k 0).
dt dt
rate of cooling= rate of decrease in temperature= -ve change
thus, the rate of change is proportional to the -ve difference
CHECK/WONDER
In (d), what is the significance of the negative sign in front of ‘k’?
Answer: The negative sign in front of ‘k’ indicates that
the temperature is decreasing with time.

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Example 7.2

The rate at which a substance evaporates is K times the amount of substance that has not yet
evaporated, where K is a positive constant.

(i) If the initial amount of substance was 20 cm3 and the amount which has evaporated at
time t is x cm3, set up the differential equation. Hence find x in terms of K and t.
1
(ii) Show that the time taken for half the substance to evaporate is ln 2 .
K
(iii) Sketch the graph of x against t.

Solution:
dx 1
(i) K (20 x) dx K 1 dt
dt 20 x
ln 20 x Kt C
ln 20 x Kt C x 20
Kt C
20 x e
Kt
x 20 Be where B e C
.

Now when t = 0, x = 0 as initially none of the substance has evaporated.

0 20 B B 20.
Therefore an expression for x in terms of K and t is x 20(1 e Kt ).

1
(ii) We need to find t when x (20) 10 .
2
Kt
10 20 (1 e )
Kt
1
2 1 e
Kt
e 1
2

ln 2
t (shown).
K
x
(iii) 20
Kt
x 20(1 e )

t
O
Remarks:
Be careful about negative quantities, e.g. “negative time” is meaningless.
Take note of the units of the variables.

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Example 7.3

There was an outbreak of the SARS (Severe Acute Respiratory Syndrome) virus in a small
town, and the rate of infection can be modelled by the differential equation
dy
y 1 y ,
dt
where t is in days and y is the proportion of the population in the town who are infected. It is
given that 10% of the population were infected by the 9th day of the outbreak.

Find t in terms of y. Hence estimate the time taken before 60% of the population becomes
infected, assuming that no preventive measures are taken to curb the spread of the virus.

Solution:
dy 1 dy
y 1 y 1
dt y (1 y ) dt
1 dy
dt 1 dt
y (1 y ) dt Either complete the square,
1 or use partial fractions:
dy 1 dt 1 A B
y 1 y ...
y(1 y) y 1 y
1
dy 1 dt
1 2 1 2
2 y 2

1 1
2 y 2
ln 1 1
t C (by MF-15)
2 y 2

y
t ln C.
1 y

When y 0.1 at t 9,
0.1
9 ln C C 9 ln 9.
1 0.1

y
Therefore, an expression for t in terms of y is t ln ln 9 9.
1 y
Finally when y 0.6 ,
0.6
t ln ln 9 9 11.6 days.
1 0.6
By approximately the 12th day of the outbreak, 60% of the town population will be infected.

Remark:
There is no need to make y the subject in order to solve for the arbitrary constant C and find
the required value of t.

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Do you know?
Singapore was among the first nations hit by SARS in early 2003. In total, 238 cases of
SARS were reported and 33 people died from the outbreak. This virus wreaked havoc, but
also sparked important changes in policies and procedures that have made Singapore more
prepared to deal with a similar crisis.

§8 Summary

A flowchart for differential equations (based on H2 Maths syllabus):

Formulation Differential Equation

(Word problem) in two variables x, y

First order DE Second order DE

(substitution may be given) (substitution may be given)

dy dy dy d2 y
f( x) g( y ) f( x) g( y) f( x)
dx dx dx dx 2

Direct integration Variables Direct integration

(once) Separable Method (twice)

General Solution
with arbitrary constant(s)

Particular Solution Sketch Family of

(Use given information) Curves

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