ELEMENTARY

DIFFERENTIAL EQUATION
MATH 2103

Engr. Ernesto P. Pucyutan

TOPICS
First Quarter
1.
Introduction
2.
Definitions, Classifications and Solution of D.E
and Elimination of Arbitrary Constant
3.
Families of Curves
4.
Equations of order 1
5.
Homogenous Functions
6.
Exact Equations
7.
Linear Equation of Order 1
8.
Elementary applications
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TOPICS
Second Quarter
1.
Linear Equation of Higher Order
2.
Homogenous Linear Equation with Constant
Coefficients
3.
Non-Homogenous Linear Equation with
Constant Coefficients
4.
Laplace Transform

FIRST QUARTER

INTRODUCTION
The construction of mathematical models to
appropriate real-world problems has been one of the
most important aspects of the theoretical development
of each of the branches of science. It is often the case
that these mathematical models involve an equation in
which a function and its derivatives play important
roles. Such equations are called differential equations.
The differential equation is one which contains within
at least one derivative. Sometimes, for analytical
convenience, the differential equation is written in
terms of differentials. It may also be given either in
explicit or implicit form.
EXAMPLES

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EXAMPLES OF DIFFERENTIAL
EQUATION

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INTRODUCTION
When an equation involves one or more
derivatives with respect to a particular
variable, that variable is called independent
variable. A variable is called dependent if a
derivative of that variable occurs.

In the equation i is the dependent variable, t the

independent variable and l, r, c, e and are called
parameters.
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CLASSIFICATIONS OF D.E
1. The order of a differential equation is the
order of the highest-ordered derivative
appearing in the equation.
2. The degree of a differential equation is the
largest power or exponent the highest-ordered
derivative present in the equation.

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CLASSIFICATIONS OF D.E
3. The type of a differential equation 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 ordinary differential equation
and if the derivatives are partial, the
equation is a partial differential equation.

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SOLUTIONS OF D.E
1. General Solution- involving 1 or more
arbitrary constant
Ex: y(t)=C1ekt + C2 ekt
2. Particular Solution- no arbitrary constant
Ex: p= 3.9ekt
3. Complete Solution- combination of two
solutions (particular and a complimentary
solution)
Y=Yp+Yc
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4. Computer

Solution- using computer

ELIMINATION OF ARBITRARY
CONSTANTS
Methods for the elimination of arbitrary constants vary
with the way in which the constants enter the given
relation. A method that is efficient for one problem
may be poor for another. One fact persists throughout.
Because each differentiation yields a new relation, the
number of derivatives that need be used is the same
as the number of arbitrary constants to be eliminated.
We shall in each case determine the differential
equation that is
(a) Of order equal to the number of arbitrary constants
given relation.
b) Consistent with that relation.
(c) Free from arbitrary constants.
EXAMPLE

EXAMPLE
Example 1.
y = C1e-2x + C2 e3x (1)
Y = -2C1e-2x +3 C2 e3x (2)
Y = 4C1e-2x +9 C2 e3x (3)
Elimination of equations 1 and 2 yields to
y+2y= 15 C2 e3x;
The elimination of C1 from equation 1 and
2 yields to y + 2y = 5 C2 e3x
Hence, y + 2y = 3(y + 2y) or y c y
6y = 0
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EXAMPLE
Example 2: Find the solution of xsiny + x2y = c
Solution:
xcosy dy + siny dx + x2dy + y2xdx = 0
(siny + 2xy)dx + (xcosy + x2)dy = 0
Example 3: Find the solutionof 3x2 xy2 = c
Solution:
6xdx (x2ydy + y2dx)=0
6xdx 2xydy y2dx = 0
(6x y2)dx 2xydy = 0
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FAMILIES OF CURVES
Obtain the differential equation of the family
plane curves described
Straight lines through the origin. Answer
2. Straight lines through the fixed (h,k); h and
k not to be eliminated. Answer
3. Straight lines with slope and x-intercept
equal. Answer
4. Straight lines with slope and y-intercept
equal. Answer
5. Straight lines with the algebraic sum of the
intercept fixed as k. Answer
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1.

FAMILIES OF CURVES
1. General equation:
y = mx
m = slope
y = m or m =
dy/dx
Substitute m,
Y = (dy/dx)x
ydx = xdy
ydx-xdy = 0
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2. General equation:
(y k) = m ( x h )
dy = mdx
m = dy/dx
Sustitute
(y k) = dy/dx(x-h)
(y k)dx = (x - h)dy
(y k) dx ( x h) dy =0

FAMILIES OF CURVES
3. General Equation:
y = m(x - a)
m = slope;
a = x-intercept
y = m(x m)
dy = mdx
m=dy/dx =y
Substitute,
y=y (x y)
y= xy - (y)2
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4. General Equation:
y = mx + b
m = slope
b =y-intercept;b = m
y = mx + m
dy = mdx
m = dy/dx

Sustitute,
y = (dy/dx)x + dy/dx
ydx = xdy + dy
ydx (x+1)dy = 0

FAMILIES OF CURVES
5. For x intercept:
y = m(x a)
y = m
y = y (x a)
y = xy ay
a = (xy y)/y
For y- intercept:
y = mx + b
y = m
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Y = yx + b

EQUATIONS OF ORDER 1
General Equation :
M(x,y)dx + N(x,y)dy = 0
It can be solved by:
1.
Separation of Variables

2.

Homogenous Equations

3.

Linear Coefficients of two variables

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SEPARATION OF VARIABLES
Solve the following:
1. dr/dt = - 4rt ; when t = 0, r = ro Answer
2. 2xyy = 1 + y2; when x = 2 , y = 3
Answer
3. xyy = 1 + y2 ; when x = 2, y =3
Answer
4. 2ydx = 3xdy; when x = 2, y = 1
Answer
5. 2ydx =3xdy; when x = -2, y= 1
Answer
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SEPARATION OF
VARIABLES
1. dr/dt = - 4rt ; when t = 0, r
= ro

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SEPARATION OF
VARIABLES
2. 2xyy = 1 + y2; when x =
2,y=3

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SEPARATION OF
VARIABLES
3. xyy = 1 + y2 ; when x = 2,
y =3

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SEPARATION OF
VARIABLES
4. 2ydx = 3xdy; when x = 2,
y=1

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SEPARATION OF
VARIABLES
5. 2ydx =3xdy; when x = -2,
y= 1

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HOMOGENOUS
EQUATION
When the equation is Mdx + Ndy = 0
Where: M & N are homogenous functions of the
same degree in x and y.
If M is simpler than N use x = uy otherwise
use y = vx
HOMOGENOUS FUNCTION
Example:

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EXAMPLES

HOMOGENOUS
EQUATION
Solve the following:
1. 3(3x2 + y2)dx 2xydy = 0
Solution
2. (x 2y)dx + (2x + y)dy = 0 Solution
3. 2(2x2 + y2)dx xydy = 0
Solution
Answers:
1. x3 = c (9x2 + y2)
2. ln (x2 + y2) + 4 Arctan y/x = c
3. x4 = c2 (4x2 + y2)

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HOMOGENOUS
EQUATION
1. 3(3x2 + y2)dx
2xydy = 0c

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HOMOGENOUS
EQUATION
2. (x 2y)dx + (2x + y)dy = 0

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HOMOGENOUS
EQUATION
3. 2(2x2 + y2)dx xydy = 0

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HOMOGENOUS
FUNCTION
Determine in each exercise whether or not the
function is homogenous; if it is homogenous,
state the degree of function.
4x2 3xy + y2 Answer: Homogenous 2nd degree
Solution
2.x3 xy +y3 Answer: Not homogenous Solution
3. 2y + (x2 + y2)1/2 Answer: Homogenous 1 st
degree Solution
4.(x y )1/2 Answer: Homogenous degree Solution
5.ex Answer: Not homogenous Solution
1.

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HOMOGENOUS
FUNCTION
1. f (x , y) = 4x2 3xy + y2
f (x , y) = (x)2 3(x)
( y) + (y)2
= 4 2x2 32xy + 2y2
f (x , y) = 2(4x2 3xy +
y2)
Homogenous, 2nd degree
2. f (x , y) = x3 xy +y3
f (x , y) = (x)3 (x)
( y) + (y)3
= 3x3 2xy + 3y3
f (x , y) = 3x3 2xy +
3y3
NOT Homogenous

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HOMOGENOUS
FUNCTION

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EXACT EQUATION
The equation M(x,y)dx + N(x,y)dy = 0 is an
exact equation if:

Then,

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EXAMPLES

EXACT EQUATION
Test for the exactness and find the complete
solution of the following.
1.

(2xy 3x2)dx + (x2 + 2y)dy = 0

Answer: x2y + y2 x3 = c
Solution

2.

(cos2y 3x2y2)dx + (cos2y 2xsin2y

2x3y)dy = 0Answer: xcos2y x3y3 + sin2y
= c Solution

3.

(yexy 2y3)dx + (xexy 6xy2 2y) dy = 0

Answer: exy 2xy3 y2 + 3 =0
Solution

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EXACT EQUATION

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EXACT EQUATION

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EXACT EQUATION

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LINEAR EQUATION OF ORDER 1

GENERAL EQUATION:

TOPICS

EXAMPLES

LINEAR EQUATION OF
ORDER 1
Find the general solution of the following:
1.
2.
3.

(x4 + 2y) dx xdy = 0

Solution
y = cscx ycotx
Solution
(3x 1 ) y = 6y 10(3x 1) 1/3 Solution

Answers:
1. 2y = x4 + C1x2

(C1 = 2C)

2. y sin x = x + C
3. y = 2 (3x 1)1/3 + C (3x 1)2

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LINEAR EQUATION OF
ORDER 1

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LINEAR EQUATION OF
ORDER 1

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LINEAR EQUATION OF
ORDER 1

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ELEMENTARY
APPLICATION

Isogonal and Orthogonal Trajectories

Newtons Law of Cooling

Exponential Growth or Decay

Mixture Problem

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ELEMENTARY
APPLICATION
Isogonal Trajectories
1.

Find the isogonal trajectories of the one

parameter family of curves (x + c) y2 .= 1 if
= Arctan 4. Answer

Orthogonal Trajectories
2.

Find the orthogonal trajectories of the following:

a.) x 4y = 0 Answer
b.) x2 + y2 = c2
C.) x2 y2 = C1

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ELEMENTARY
APPLICATION
The 2nd term is first reduced to a
proper fraction by the method of
partial fraction. Thus

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ELEMENTARY
APPLICATION

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NEWTONS LAW OF
COOLING
The rate of change in the temperature of a
body is directly proportional to the difference
in the temperature between the body and
the environment.

Example: The thermometer reading 18 F

brought into a room where the temperature
is 70 F ; 1 min later the thermometer
reading is
31 F
. Determine the
temperature reading as a function of time
and, in particular, find the temperature
reading 5 min after the thermometer is
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brought into the room. Answer

NEWTONS LAW OF
COOLING
Examples Solution:
When t=0 and u=18
C = -52

When t=1 min and u=31

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When t= 5 min

EXPONENTIAL GROWTH OR
DECAY
Problems:
1. Radium decomposes at a rate proportional to
the amount present. In 100 years, 100 mg of
radium decompose to 96 mg. How many mg
will be left after another 100 years? What is
the half-life of Radium? Answer
2.

The population of a certain community follows

the law of exponential change. If the present
population of the community is 144,000 and
10 years ago was 100000 when will the
population double? In 10 years what will be the
population of the community? Answer

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EXPONENTIAL GROWTH OR
DECAY
Solution to No.
1:

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EXPONENTIAL GROWTH OR
DECAY
Solution to No.
2:

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MIXTURE PROBLEM
Example:
1.

A tank initially contains 200 L of fresh water.

Brine containing 2.5 N/L of dissolved salt
runs into the tank at the rate of 8 L/min and
the mixture kept uniform by stirring runs out
at the same rate. How long will it take for
the quantity of salt in the tank to be 180 N?
In 10 min, determine the concentration of
salt in the mixture.
Answer: t = 11.2 min c = 0.825 N/ L
Solution

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MIXTURE PROBLEM
Solution to
Example:

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The Wronskian W: A Functional

Determinant
Ex. Show that the functions 1, x and x2 are
linearly independent in all intervals.
y1= 1
y1= 0 y1=o
y2= x y2=1 y2=0
y3= x2 y3=2x y3=2

=2

therefore 1, x and x^2 are

lenearly dependent.
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The
Differential
3
D(2x
)
=
6x2
D2(2x3)= 12
x

operator

LDE of Higher Order Operator form

Derivatives of Exponential Shift

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HOMOGENOUS L.E W/
CONSTANT COEFFICIENTS
(YC).
Case 1: r1, r2 and rn of the auxiliary equation are real
and distinct

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HOMOGENOUS L.E W/
CONSTANT COEFFICIENTS
(YC).
Case 2: roots are real, repeated and distinct

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HOMOGENOUS L.E W/
CONSTANT COEFFICIENTS
(YC).
Case 3: has two conjugate complex roots

a=2 b=1

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HOMOGENOUS L.E W/
CONSTANT COEFFICIENTS
(YC).
Case 4: has repeated conjugate complex roots

A=0 p=2 b=3

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NON-HOMOGENOUS L.E W/
CONSTANT COEFFICIENTS (YC
+ YP).
1. Reduction of Order
a. The roots of the auxiliary equation are all equal
b. The order of the equation is not too large
c. The equation is factorable
2. Undetermined Coefficients
3. Variation of Parameters

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REDUCTION OF ORDER
Find the general solution of the following:
1.
2.

( D2 4 )y = 4x 3ex
( D3 2D2 + D )y = x

Solution
Solution

Answer:
1. y = c1e2x + c2e-2x + ex x
2. y = x2/2 + 2x + 3 + ex (+c1 + c2x) + c3

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REDUCTION OF ORDER
1. ( D2 4 )y = 4x 3ex
(a) the auxiliary equation m2 4= 0 or
( m 2 )(m + 2) = 0 has the roots r1 = 2 and
r2 = -2
(b) the factored form of the given equation is
( D 2 )(D + 2)y = 4x 3ex
(c) to get Yc consider ( D 2 )(D + 2)y = 0;
Yc = c1e2x + c2e-2x
(d) for the particular integral Yp. Use the
method of reduction of order:
Let z = (D + 2)y and so (D + 2)z = 4x 3e x
P=-2

Q = 4x 3ex and = e-2x

z = dx or z e-2x = e-2x (4x 3ex)

which by integration by parts yields to:
z = -2x 1 + 3 ex

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Subsitute back to z = (D + 2)y give

dy/dx + 2y = -2x 1 + 3 ex
P=2

Q = -2x 1 + 3 ex and = e2x

y = Qdx y e2x (-2x 1 + 3 ex)

y = Yp = ex x
y = Yp + Yc or
y = c1e2x + c2e-2x + ex x

REDUCTION OF ORDER
2. ( D3 2D2 + D )y = x
(a) the auxiliary equation
m3 2m2 + m= 0 or m( m 1 )2 = 0 has
the roots r1 = r2= 1and r3 = 0
(b) the factored form of the given
equation is D( D 1 )(D 1)y = x
(c) to get Yc consider
D( D 1 )(D 1)y = 0;
Yc = ex (+c1 + c2x) + c3
(d) for the particular integral Yp. Use
the method of reduction of order:
Let z = ( D 1 )(D 1)y and so Dz = x
z = x2/2 substitue to the above equation
( D 1 )(D 1)y = x2/2

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Let (D 1) y = v
P=-1

(D 1)v = x2/2

Q = x2/2 and = e-x

v = Qdx or v e-x = e-x x2/2

which by integration by parts yields to:
v = - x2/2 - x 1
Subsitute back ; (D 1) y = - x2/2 - x 1
Whose solution is y = Yp = x2/2 + 2x + 3
y = Yp + Yc or
y = x2/2 + 2x + 3 + ex (+c1 + c2x) + c3

UNDETERMINED
COEFFICIENTS
Find the solution of the following:
1. (D2 4 )y = 4x 3ex
Solution
2. (D2 + 2D + 5)y = 3e-xsinx 10 Solution
3. (D3 D ) y = 4e-x + 3e2x
Solution
Answer:
1. Y = -x + ex + C1 e2x + C2 e-2x
2. Y = e-x(C1cos2x + C2sin2x) +exsinx 2
3. Y = 2xe-x + + e2x + C1 + C2ex+ C3e-x
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UNDETERMINED COEFFICIENTS
1. (D2 4 )y = 4x 3ex
(a)

Yc = C1 e2x + C2 e-2x

(b) For 4x: ( q = 0, an = 4 0, p = 1)

Yp1 = A xp + Bxp-1 + . + Lx + M or
Yp1 = Ax + B

(c) substitute;
(D2 4 )Yp= 4x 3ex
Cex 4(Ax + B + Cex) = 4x 3ex

For 3ex : ( q = 1, p = 0, p = 0)
Yp2 = eqx (A xp + Bxp-1 + . + Lx +
M)xr or

Therefore; C = 1. B = 0 and A = -1

Yp2 = Aex

Yp = -x + ex

Yp = Ax + B + Cex ;

So Yp = Yp1 + Yp2
Yp = Ax + B + Cex
Yp=A + Cex
Yp= Cex

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(d)

y = Yc + Yp
Y = -x + ex + C1 e2x + C2 e-2x

UNDETERMINED COEFFICIENTS
2. (D2 + 2D + 5)y = 3e-xsinx 10
(a) m2 + 2m + 5 = 0 has the complex
roots
r1 = -1 + 2i r2 = -1 2i
(b) Yc = e-x(C1cos2x + C2sin2x)
(c) For 3e sinx: ( q = -1, b = 1, p = 0)
-x

Yp1 = Ae-xcosx + Be-xsinx

For 10: ( q = 0, p = 0, an 0)

(c) substitute;
(D2 + 2D + 5)Yp = 3e-xsinx 10
Therefore; C = -2. B = 1 and A = 0
Yp =e-xsinx 2

Yp2 = C

(d)

So Yp = Yp1 + Yp2
Yp = Ae-xcosx + Be-xsinx + C
Yp=-(A+ B) e-xsinx (A B ) e-xcosx
Yp= -2Be-xcosx + 2Ae-xsinx

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y = Yc + Yp

Y = e-x(C1cos2x + C2sin2x) +exsinx 2

UNDETERMINED COEFFICIENTS
3. (D3 D ) y = 4e-x + 3e2x
(a) m (m+1)(m 1) = 0 has the complex
roots
r1 = 0 r2 = 1 and r3 = -1
(b)

Yc = C1 + C2ex+ C3e-x

(c) For 4e-x: ( q = -1, r = 1, p = 0)

Yp1 = Axe

-x

(D3 D ) Yp = 4e-x + 3e2x

For 3e2x: ( q = 2, p = 0, r = 0)
Yp2 = B e2x

(d) y = Yc + Yp

Yp = Axe-x + B e2x
Yp=A(-xe + e )+2 B e
-x

2x

Yp= A(xe-x -2e-x)+ 4B e2x

Yp= A(-xe-x+ 3e-x)+8 B e2x

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Therefore; B = 1/2 and A = 2

Yp =2xe-x + + e2x

So Yp = Yp1 + Yp2
-x

(c) substitute;

Y = 2xe-x + + e2x + C1 + C2ex+ C3e-x

LAPLACE TRANSFORM
From Complex to algebraic
Developed by Pierre Simon de Laplace
Time domain to s domain
It is used in control system and signal analysis

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PROPERTIES OF LAPLACE
1.

Constant multiple

2.

Linearity

3.

Change scale

4.

Shifting

5.

Unnamed

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LAPLACE TRANSFORM
TABLE

INVERSE LAPLACE TRANSFORM

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INVERSE LAPLACE
TRANSFORM

Example:

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LAPLACE TRANSFORM OF
DERRIVATIVE

Example:

Use partial fraction