Math 1310: Integral Calculus and Applications

Winter, 2018

Instructor: Shu Xiao Li

Feb. 26, 2018

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Differential Equations

Example 1
Suppose a person deposit $1 with (nominal) annual interest rate 1.
After one year, how much money does the person have?

Mathematical model
Let t be time, and y (t) be the amount of money at time t. Then
the question is equivalent to the following equations

y 0 (t) = y (t),
y (0) = 1.

The solution to this differential equation is y (t) = e t , and we have

y (1) = e.

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Differential Equations

Example 2
Suppose a person deposit $1 with annual interest rate 2t at time t.
After one year, how much money does the person have?

Mathematical model
Let t be time, and y (t) be the amount of money at time t. Then
the question is equivalent to the following equations

y 0 (t) = 2ty (t),

y (0) = 1.
2
The solution to this differential equation is y (t) = e t , and we
have y (1) = e.

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Differential Equations

Example 3
Suppose a person deposit $1 with annual interest rate 1+t at time
t. After one year, how much money does the person have?

Mathematical model
Let t be time, and y (t) be the amount of money at time t. Then
the question is equivalent to the following equations

y 0 (t) = (1 + t)y (t),

y (0) = 1.
2 /2+t
The solution to this differential equation is y (t) = e t , and we
have y (1) = e 3/2 .

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Differential Equations
Example 4
Suppose we have a red object A attached to a spring. Let t be
time and y (t) be the location of A at time t. The force that A
experiences is proportional to its displacement, and so is its
acceleration e.g. −y (t).

Mathematical model
Assume initially A is located at 1 with velocity 0, then we have

y 00 (t) = −y (t), y (0) = 1, y 0 (0) = 0.

The solution to this differential equation is y (t) = cos t.

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Differential Equations

Example 5
Suppose we have an free falling object A, initially located at height
1 with velocity 0. The acceleration is a constant e.g. 1. What is
its location at time t?

Mathematical model
Let t be time and y (t) be the location of A at time t, then we have

y 00 (t) = −1,
y (0) = 1,
y 0 (0) = 0.

1
The solution to this differential equation is y (t) = − t 2 + 1.
2

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Differential Equations

Separable equations
If a differential equation is of the form f (y )y 0 (x) = g (x) and f , g
are continuous, then its solutions are
Z Z
f (y )dy = g (x)dx.

Proof
Let F be an anti-derivative of f . Then

(F (y ))0 = F 0 (y )y 0 = f (y )y 0 (x) = g (x).

Therefore, Z Z
g (x)dx = F (y ) + C = f (y )dy .

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Differential Equations

Example 1
Solve the differential equation y 0 = y + 1.

Solution

y0
=1
y +1
Z Z
1
dy = 1dx
y +1
log |y + 1| = x + C
y + 1 = ±e x+C
y = C 0 e x − 1.

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Differential Equations

Example 2
Solve the differential equation xy 0 = y .

Solution

y0 1
=
y x
Z Z
1 1
=
y x
log |y | = log |x| + C
y = ±e log |x|+C
y = C 0x

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Differential Equations

Example 3
Solve the differential equation y 0 + 2xe y = 0 and y (0) = 0.

Solution

y0
= −2x
ey
−e −y = −x 2 + C
y = − log(x 2 − C )

Since y (0) = 0, we have log(0 − C ) = 0 i.e. C = −1. Therefore,

y = − log(x 2 + 1).

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Differential Equations

Example 4
Solve the differential equation y 00 + y 0 = 0, y (0) = 0 and y 0 (0) = 1.

Solution
Substitute u = y 0 , then u 0 = y 00 . We have

u0 + u = 0
u = Ce −x
y = −Ce −x + C 0

Since y (0) = 1 and y 0 (0) = 1, we have y = −e −x + 1.

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Differential Equations

Example 5
Solve the differential equation y 0 + y = x and y (0) = 0.

Solution
Substitute u = y − x, then u 0 = y 0 − 1. We have

(u 0 + 1) + (u + x) = x
u0 + u + 1 = 0
u0
= −1
u+1
u = Ce −x − 1
y = Ce −x + x − 1

Since y (0) = 0, we have y = e −x + x − 1.

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Differential Equations
Linear equations
A linear differential equation is of the form y 0 + f (x)y = g (x). Let
F (x) be an anti-derivative of f (x), then its solutions are
Z
−F (x)
y =e e F (x) g (x)dx.

proof
Multiply e F (x) on both sides, we have

e F (x) y 0 + e F (x) f (x)y = e F (x) g (x).

Substitute u = e F (x) y , then 0 F (x) y 0 + e F (x) f (x)y . Hence,

Z u =e
u 0 = e F (x) g (x) and u = e F (x) g (x)dx. Therefore,
Z
−F (x)
y =e e F (x) g (x)dx.
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Differential Equations

Example 1
Solve the differential equation y 0 + y = x and y (0) = 0.

Solution
Multiply e x on both sides, we have

e x y 0 + e x y = xe x
(e x y )0 = xe x
e x y = xe x − e x + C
y = x − 1 + Ce −x

Since y (0) = 0, we have y = e −x + x − 1.

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Differential Equations

Example 2
Solve the differential equation xy 0 − y = x 3 .

Solution
1
Multiply on both sides, we have
x2
1 0 1
y − 2y = x
x x
 y 0
=x
x
y x2
= +C
x 2
x3
y= + Cx.
2

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Differential Equations

Example 3
Solve the differential equation y 00 + 2y 0 + y = 0.

Solution
Substitute u = y 0 + y , then u 0 + u = y 00 + y 0 + y 0 + y , we have

u0 + u = 0
u = Ce −x
y 0 + y = Ce −x
(e x y )0 = C
e x y = Cx + C 0
y = Cxe −x + C 0 e −x

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Differential Equations
Example 4
Solve the differential equation y 00 − y = 0, y (0) = 0, y 0 (0) = 1.

Solution
Substitute u = y 0 − y , then u 0 + u = y 00 − y 0 + y 0 − y = y 00 − y ,

u0 + u = 0
u = Ce −x
y 0 − y = Ce −x
(e −x y )0 = Ce −2x
e −x y = C1 e −2x + C2
y = C1 e −x + C2 e x

e x − e −x
Since y (0) = 0 and y 0 (0) = 1, we have y = .
2
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Differential Equations
Example 5
Solve the differential equation y 00 − y 0 − 2y = 0, y (0) = 0,
y 0 (0) = 1.

Solution
Substitute u = y 0 − 2y , u 0 + u = y 00 − 2y 0 + y 0 − 2y = y 00 − y 0 − 2y ,

u0 + u = 0
u = Ce −x
y 0 − 2y = Ce −x
(e −2x y )0 = Ce −3x
e −2x y = C1 e −3x + C2
y = C1 e −x + C2 e 2x

e 2x − e −x
Since y (0) = 0 and y 0 (0) = 1, we have y = .
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Differential Equations

Second order differential equations

Consider the differential equation y 00 + ay 0 + by = 0.
If x 2 + ax + b = 0 has two distinct roots x1 = r1 and x2 = r2 ,
then the solutions to y 00 + ay 0 + by = 0 are

y = C1 e r1 x + C2 e r2 x .

If x 2 + ax + b = 0 has one root x1 = x2 = r , then the

solutions to y 00 + ay 0 + by = 0 are

y = C1 e rx + C2 xe rx .

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