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You are on page 1of 27

DIFFERENTIAL EQUATIONS

1.1 INTRODUCTION

1.1.1

DIFFERENTIAL EQUATIONS

What is the meaning of differential equations?

Mathematical models often yield an equation that

contains some derivatives of an unknown function

which is called differential equations.

understanding of physical phenomena.

free fall of object

radioactive decay

electric circuit

management

rate of change in temperature

mixing problem in tank

EXAMPLE 1

Any equations containing

can be written as

dny

, we called differential equations. The differential equations

dx n

dy

y2 0

dx

(i)

(ii)

xy

d2y

y 2 sin x 0

dx 2

xy y 2 0

xyy y 2 sin x 0

DEFINITION

An equation containing the derivatives of one or more

dependent variables, with respect to one or more independent

variables, is said to be Differential Equations (DE).

1|Page

equations by type, order and linearity.

Ordinary Differential Equations (ODE)

Partial Differential Equations (PDE)

EXAMPLE 2

Ordinary Differential Equations (ODE): An equation that involve only ordinary derivatives

of one or more dependent variable with respect to a single independent variable. Such

that:

(i)

(ii)

d 2x

dx

a kx 0

2

dt

dt

dy

2 x y

dx

; Single independent variable, x

EXAMPLE 3

Partial Differential Equations (PDE): An equation that involve partial derivatives of one or

more dependent variable with respect to two or more than one independent variable.

Such that:

u u

x y

(i)

and y

(ii)

1.1.2

V

V

3

r ; Multiple independent variable, r and h

r

h

Order of Differential Equations is determined by the highest derivative.

First Order

Second Order

2|Page

EXAMPLE 4

Order

Example

First

dy

y 2 0 xy y 2 0

dx

x

Second

d2y

y2

dx 2

xy" y 2 0

EXAMPLE 5

Classify each of the following as an ordinary differential equation (ODE) or a partial

differential equations (PDE) and give the order:

(i)

(ii)

dy y (2 3 x)

.

dx x(1 3 y )

d 2u d 2u

0.

dx 2 dy 2

Solution:

1.1.3

(i)

ODE

First order

(ii)

PDE

Second Order

Linear

Nonlinear

A linear differential equations is any differential equation that can be written in the

following form an x

dny

d n 1 y

d1 y

a

x

...

a

x

a0 x y F x .

n 1

1

dx n

dx n 1

dx1

or non-zero functions, constant or non-constant functions, linear or non-linear functions.

3|Page

i)

the dependent variable and its derivatives occur to the first power only

Example:

d 2 y3

dx 2

ii) no products involving the dependent variable with its derivatives (in other word:

each coefficient depends only on the independent variable, x)

Example: y

dy

dx

exponential, etc

Example: sin y (trigonometric functions), y 2 (quadratic equations), e y (exponential)

A nonlinear ordinary differential equation is simply one that is not linear. Nonlinear

functions of the dependent variable or its derivatives, such as sin y or e y , cannot appear in

the linear equation.

EXAMPLE 6

Determine each of the following equation with order and linearity:

dy

yx

dx

(i)

d2y

y3 0

2

dx

(iv)

sin x

(ii)

d2y

y x3

2

dx

(v)

dx

x t3

dt

(iii)

d2y

dy

y

cos x

2

dx

dx

(vi)

d2y

y2 0

2

dx

(vii)

dy

sin y 0

dx

Solution :

Order of differential equations

(i)

4|Page

Second order

Linearity

Nonlinear because the dependent

variable occur to the power of three, y 3

Second order

(ii)

variable, y occur to the first power

(iii)

Second order

Nonlinear because y

dy

dx

(iv)

(v)

(vi)

(vii)

1.2

between the dependent and independent variables

such that the differential equation is satisfied for all

values of the independent variable over a specified

domain.

EXAMPLE 7

Verify that y e x is a solution of the differential equation

Solution :

If y e x , then

dy

ex .

dx

dy

y , for all values of x .

dx

Therefore, y e x is the solution for

5|Page

dy

y.

dx

dy

y.

dx

EXAMPLE 8

dy

y , where C is any constant.

dx

Solution:

If y Ce x , then

dy

dy

Ce x .

y , for all values of x with C for any constant.

dx

dx

Therefore, y Ce x is the general solution of

dy

y.

dx

If x 0, y 4;

y Ce x

4 Ce0

4 C (1)

C4

Therefore, y 4e x . This is called a particular solution.

1.2.1

CONDITION

Conditions

Initial

Conditions

Boundary

Conditions

Solution to the differential equation on an interval, I that satisfies at x0 the n initial

condition.

y ( xo ) y0

dy

( xo ) y1 or y '( xo ) y1

dx

6|Page

d n 1 y

( x0 ) yn 1

dx n 1

A differential equation together with an initial condition is called an Initial Value Problem

(IVP) . Such that y f ( x, y ),

y ( x0 ) y0 ;

x0 and y0 are given values

general solution

Values of a function and its derivative at the same point

Number of initial conditions for a given differential equation depends upon the order

of the differential equation.

EXAMPLE 9

The following example are the Initial Value Problem (IVP) :

(i)

y xy ,

(ii)

4 x 2 y 12 xy 3 y 0 ,

y (0) 1

1

y (4) ,

8

y(4)

3

64

Solution to the differential equations on an interval, I that specified at two distinct points x j

and xk where y ( x j ) y j ,

y ( xk ) yk .

Figure 1

A differential equation together with a boundary condition is called an Boundary Value

Problem (BVP). Such that y f ( x, y ),

y( x j ) y j ,

y ( xk ) yk ;

7|Page

Number of boundary conditions for a given differential equations does not depends

upon the order of the differential equations

EXAMPLE 10

The following examples are the Boundary Value Problem (BVP)

(i)

y 2 y 2 y 0 ,

(ii)

3 y 8 y 3 y 0 ,

1.2.2

y (0) 1,

y ( 2) 0

y (3) 1,

y (3) 1 e 2

In this section, we will learn how to solve the first order differential equations. But in order to

do that, we need to understand what type of equations we are dealing with.

The types of method that we are going to discuss are:

1) Separable equation

2) Integral Factor

A first order differential equations of the form,

dy

g ( x)h( y ) is said to be separable or have

dx

EXAMPLE 11

How to separate the variables of

dy

y 2 xe3 x 4 y ?

dx

Solution:

Firstly, we know that

Then, factorize

dy

f ( x, y ) .

dx

dy

y 2 xe3 x 4 y to be f ( x, y ) ( xe3 x )( y 2e 4 y )

dx

g ( x)

h( y )

separable equation method? Explain generally.

8|Page

Given that

dy

g ( x)h( y ) can be rewritten to isolate the variables x and y on the opposite

dx

1

dy g ( x)dx

h( y )

Then we integrate both sides from the above equation;

h( y)dy g ( x)dx

And we obtain;

H ( y ) C1 G ( x) C2

H ( y ) G ( x) C

Where C C1 C2 .

dy

g ( x ) h( y ) .

dx

EXAMPLE 12

Solve the nonlinear equation

dy x 5

2 .

dx

y

Solution:

Step 1 : Separate the variables of equation y 2 dy ( x 5)dx

y3 x2

5x c .

3

2

EXAMPLE 13

Solve the equation (1 x )dy ydx 0 .

Solution:

Step 1 : Separate the variables of equation

9|Page

y dy ( x 5)dx

(1 x )dy ydx

1

1

dy

dx

y

1 x

y dy 1 x dx

ln y ln(1 x ) c

y

ec

1 x

y (1 x)ec

1.2.2.2 Integral factor

The linear first order differential equations can be expressed in the form of

dy

a0 ( x) y b( x) , Where a1 x , a0 x and b x depends only on the independent

dx

variable x .

a1 ( x)

a1 x

dy

(cos x) y x 2 sin x

dx

a0 x

a1 x

b x

factor method? Explain generally.

dy

a0 ( x) y b( x) with a1 x ;

dx

a1 ( x)dy a0 ( x)

b( x )

y

a1 ( x)dx a1 ( x)

a1 ( x)

Second, from the above, it can be rewritten as;

dy

P( x) y Q( x)

dx

Where P ( x )

Standard Form

a0 ( x)

b( x )

and Q ( x)

.

a1 ( x)

a1 ( x )

10 | P a g e

v( x)

dy

P ( x ) y Q ( x ) and it will give us;

dx

dy

v( x) P ( x) y v( x)Q( x)

dx

dy

v( x) P ( x) y v( x)Q( x) will be;

dx

d

d

v( x) y v( x)Q( x) , where the idea from product rule (uv) udv vdu .

dx

dx

Then integrate both sides of equation

d

v( x) y v( x)Q( x) and we obtain;

dx

dx v( x) y v( x)Q( x)

Finally we will get the general solution, y ( x)

1

v( x)Q( x )dx C .

v( x)

EXAMPLE 14

Solve the linear first ODE 2 x

dy

xy 3 x

dx

Solution:

Step 1: Change the equation to standard form

dy

P ( x ) y Q ( x ) by dividing with

dx

2x . It is becomes,

dy 1

3

y

dx 2

2

1

Step 2: To find the integral factor, let P x into it.

2

11 | P a g e

dx

x

v( x) e 2 e 2

1

e2

dy 1 12 x

3 1x

e y e2

dx 2

2

1

d 2x

3 1x

(e y ) e 2

dx

2

d 12 x

3 12 x

dx (e y)dx 2e dx

1

e 2 y 3e 2 C

C

Step 5: The general solution y 3 1 x .

e2

EXAMPLE 15

Solve the linear first ODE

dy

y e3x

dx

Solution:

Step 1: Since the above equation is in the standard form then, you dont have to

change anything.

v( x) e

ex

x

Step 3 : Multiply v x e to both sides of standard form equation;

ex

1dx

dy x

e y e x .e3 x

dx

d x

(e y ) e 4 x

dx

12 | P a g e

dx (e

y )dx e 4 x dx

1 4x

e C

4

1 3x C

Step 5: The general solution is y e x .

4

e

ex y

1.2.2.3 Conclusion

Mathematical modeling is the technique of representing real world problem which is

complex, involving multiple variables and some interrelated processes. This method can be

used in the study of growth population, radioactive decay, economics problems, changes in

temperature, mixtures, chemical reactions, biological reactions, mechanics, velocity of a

falling object, electric circuits etc.

References

Zill, D.G. (2001). A First Course in Differential Equations with Modeling Applications, 7th

ed. Brooks/Cole.

Zill, D.G. and Cullen, M.R. (2005). Differential Equations with Boundary-Value Problems,

Brooks/Cole.

TUTORIAL 1

DIFFERENTIAL EQUATIONS

1. Classify which are independent variable and dependent variable in each equation.

You should also determine whether it is Ordinary Differential Equation (ODE) or

Partial Differential Equation (PDE).

a)

dy

sin 5 x

dx

2

b) dy ( y 1) dx 0

Solution :

Solution :

x = independent variable

y = dependent variable

c)

du du

2t 4 x

dt dx

Solution :

13 | P a g e

d 2u d 2u

0

d)

dx 2

dy 2

Solution :

du

dv

dx dy

2x 3 y

dt dt

e) dy dx

f)

Solution :

Solution :

dy

6 y e 2x

g)

dx

dy

3x 2

h)

dx 2 x 3

Solution :

Solution :

i)

du

du

2x

4y2

dx

dy

Solution :

d 2 y dy

6y 0

j)

dx 2 dx

Solution :

2. Determine whether the following equations are linear or nonlinear and decide the

order of the equation whether it is First Order or Second Order.

14 | P a g e

d2y

sin y 0

a)

dx 2

b) (1 y ) y '2 y e x

Solution :

Nonlinear

Second order

Solution :

d) ( y x) dx 4 xdy 0

Solution :

Solution :

d2y

(2 x 1) 4 y

dx 2

e)

f)

dx

x 2t 2

dt

Solution :

Solution :

g)

d 2u

u x2

2

dx

Solution :

h)

d2y

2 y 2 x3

2

dx

Solution :

method.

a)

15 | P a g e

dx

4( x 2 1), x( ) 1

dt

4

b)

dy x 2 1

; y (1) 2

dx y 2 1

Solution :

Step 1 :

Solution :

1

dx 4dt

x 1

2

1

dx 4dt

1

tan 1 ( x ) 4t C

Step 2 : x

tan 1 ( x) 4t C

tan 1 (1) 4( ) C

4

C

4

3

C

4

x tan( 4t C )

Step 3 :

3

x tan( 4t )

4

c)

dy

x

; y (3) 4

dx

y

2

d) x

dy

y xy; y ( 1) 1

dx

Solution :

Solution :

e)

dy

5

2 y 1; y (0)

dt

2

Solution :

16 | P a g e

f)

dy

xy; y (0) 2

dx

Solution :

4. Find the general solution for the following ODE by separation of variables.

a)

dy

( x 1) 2

dx

b) dy ( y 1) 2 dx 0

Solution :

2

Step 2 : 1dy ( x 2 x 1)dx

Step 3: y

c)

17 | P a g e

x3

x2 x C

3

dy

2 xy 0

dx

Solution :

Solution :

d)

dy 2 y 3

dx 4 x 5

Solution :

e)

dy

e 3x2 y

dx

Solution :

f) x

dy

4y

dx

Solution :

h)

dQ

k (Q 70)

dt

Solution :

Solution :

5. Find the general solution for the following ODE by using the integral factor method.

a)

dy

y e 3x

dx

b) 3

dy

6 y 3e x

dx

Solution :

Step 1: Since the equation is already in

the standard form then, no need to do

anything.

P( x) 1

Step 2 :

( x) e 1dx e x

dy

ex

e x y e x .e 3 x

dx

Step 3 :

d x

e y e4x

dx

18 | P a g e

Solution :

d

dx e y dx e

x

Step 4 :

ex y

Step 5 : y

c)

4x

dx

1 4x

e C

4

1 3x C

e x

4

e

y ' y e x

d) x

dy

2 y x 3 cos x 0

dx

Solution :

Solution :

e) x

dy

2y 3

dx

Solution :

19 | P a g e

2

f) ( x 2)

Solution :

dy

5 8 y 4 xy

dx

g) 3

dy

12 y 4

dx

h)

dy

12 x 4 x

dx

Solution :

6. Determine the general solution of this non linear first ODE using integral factor.

3

20 | P a g e

dy 1

y 5e x when x 0 and y 1

dx 3

Solution :

oxygen. At time t minutes after the reaction started, the quantity of hydrogen peroxide

that has not been converted is x cm3 and the rate at which 2 cm is decreasing

proportional to x .

(i)

dx

2 x .

dt

Solve the above equation by using separation of variables. Given that initial

amount of x is 1 where t 1 0 .

(ii)

Determine the solution when it took 3 minutes for the hydrogen peroxide to be

1

2

Solution :

21 | P a g e

(July 2011)

8. The basic equation governing the amount of current in a simple RL circuit is given by

dI

2I 5

dt

(i)

Indicate whether the given differential equation is linear or nonlinear and state

the order of the equation.

(ii)

Solve the above equation by using integral factor, given the value of I 2

and t 0 .

Solution:

22 | P a g e

(January 2012)

9.

1 dy

y e4x

2 dx

(i)

(ii)

Solve the equation by using integral factor, given the value of y 2 when

x 0.

Solution:

23 | P a g e

(July 2012)

10. Given the following differential equation,

dy

2 y 10 x 2

dx

(i)

Identify the dependent and independent variables.

(ii)

Determine the type, order and linearity of the equation.

(iii)

Solve the equation, given y (1) 3

Solution:

24 | P a g e

(September 2013)

11. Given the following differential equation,

( x 2 1)

(i)

dy

4 xy 0

dx

(ii) Solve the equation by using separation of variables, given the value of y 2

when x 0 .

Solution:

25 | P a g e

(January 2014)

12. Solve the following differential equation using the integral factor method

p 2 2

Solution:

26 | P a g e

dq

5 8q 4 pq

dp

(September 2014)

27 | P a g e

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