You are on page 1of 15

BATAAN HEROES COLLEGE

Module No. 1

INTRODUCTION TO
DIFFERENTIAL EQUATIONS
DIFFERENTIAL EQUATIONS

Architecture

MODULE 1: DIFFERENTIAL EQUATIONS


ENGR. AIRA M. RAMOS Page 1 of 15
BATAAN HEROES COLLEGE

Module 1: Introduction to Differential Equations


Module 1 deals with the different classifications of differential
equations according to whether it is ordinary or partial, linear or
non-linear, and what are their order and degree. It also discusses
the elimination of arbitrary constant using different methods.

Objectives of the Module:


Upon the completion of this course, the student must be able to:

1. Evaluate and classify differential equations according to whether it is ordinary or partial,


linear or non-linear, and what are their order and degree.
2. Construct different types of differential equations.
3. Eliminate arbitrary constant of differential equations using different methods.

1.1 CLASSIFICATION OF DIFFERENTIAL EQUATION


Differential Equation

- It is a mathematical equation that relates some functions with its derivatives.


a. Ordinary Differential Equation
- It is a differential equation that contains one or more functions of one independent variable
and has the derivatives of those functions.
Examples:
1. 𝑑𝑦/𝑑𝑥 + 5𝑥𝑦 = cos⁡(2𝑥)
2. 𝑦′ − 5𝑦 + 4 = 𝑒 𝑥
Explanation: The independent variable of both examples is x and the dependent variable is
y.
𝑑𝑦 𝑑2 𝑦
Note: = 𝑦′ or = 𝑦′
𝑑𝑥 𝑑𝑥 2

MODULE 1: DIFFERENTIAL EQUATIONS


ENGR. AIRA M. RAMOS Page 2 of 15
BATAAN HEROES COLLEGE

b. Partial Differential Equation


It is a differential equation that involves two or more unknown independent variable or
also known as multivariable and its partial derivatives.
Examples:
𝜕𝑦
1. 𝜕𝑥
− 𝑥𝑦 = 0
𝜕2 𝑧 𝜕2 𝑧
2. 𝜕𝑦 2
− 𝜕𝑥2 = 0
𝜕𝑦 𝜕2 𝑦
Note: 𝜕𝑥 =⁡yx or ⁡𝜕𝑥2 = yxx

c. Linear Differential Equation


- Linear DE is in the form:
a0 (x) yn + a1 (x) yn-1+…+ an-1 (x) y’+ an (x) y = g (x)

Function of x or constants

Differential Equation is linear if:


- y and y’ are not in multiplication (yy’)
- y and y derivatives are to the first power (y, y’ or y’’)
- y cannot be the argument of trigonometric functions or power of e.

Examples:

1. 𝑦 ′′′ + 𝑦 ′ + 𝑦 = 𝑥 2

Linear because the coefficients of the derivatives are constants.

2. 𝑦 ′′′ + cos(𝑦) = 0

Not a linear differential equation because the encircled term is not a function of x.

3. cos(𝑥 ) 𝑦 ′′ − 5𝑦𝑦 ′ = 0

Non-linear DE because y and y’ are in multiplication.

MODULE 1: DIFFERENTIAL EQUATIONS


ENGR. AIRA M. RAMOS Page 3 of 15
BATAAN HEROES COLLEGE

4. 3𝑦 ′ + 2𝑦 − 2𝑥𝑦 = 0
Linear because all of the conditions of linear differential equations are satisfied

d. Homogeneous Differential Equation

Homogeneous DE if:

𝑓(𝑘𝑥 ) = 𝑘 𝑛 𝑓 (𝑥 )

𝑓 (𝑘𝑥, 𝑘𝑦) = 𝑘 𝑛 𝑓(𝑥, 𝑦)

Examples:

1. 𝑓(𝑥 ) = 2𝑥 2

𝑓 (𝑘𝑥 ) = 2(𝑘𝑥 )2

𝑓 (𝑘𝑥 ) = 2𝑘 2 𝑥 2

𝑓 (𝑘𝑥 ) = 𝑘 2 (2𝑥 2 )

Homogeneous Differential Equation because it satisfies the first equation


𝑓 (𝑘𝑥 ) = 𝑘 𝑛 𝑓(𝑥 ).

2. 𝑓 (𝑥 ) = 5𝑥 2 + 8𝑥

𝑓 (𝑘𝑥 ) = 5(𝑘𝑥 )2 + 8(𝑘𝑥 )

𝑓 (𝑘𝑥 ) = 5𝑘 2 𝑥 2 + 8𝑘𝑥

𝑓 (𝑘𝑥 ) = 𝑘(5𝑘𝑥 2 + 8𝑥)

𝑘 𝑛 ⁡cannot be factored out therefore it is a Non-Homogeneous DE because it doesn’t


satisfy the equation
𝑓 (𝑘𝑥 ) = 𝑘 𝑛 𝑓(𝑥 ).

MODULE 1: DIFFERENTIAL EQUATIONS


ENGR. AIRA M. RAMOS Page 4 of 15
BATAAN HEROES COLLEGE

1.2 ORDER OF A DIFFERENTIAL EQUATION


- It is the power of the highest occurring derivative in the differential equation.
Examples:
4 2
𝑑3 𝑦 𝑑5 𝑦 𝑑𝑦 7
1. 4 (𝑑𝑥3 ) + (𝑑𝑥5 ) + 𝑦 3 (𝑑𝑥) = 6

-5th order because the highest occurring derivative is 5

𝜕2 𝑦 𝜕𝑧
2. 𝜕𝑥2 − 𝜕𝑥 = 0⁡

- 2nd order because the occurring derivative is 2

1.3 DEGREE OF A DIFFERENTIAL EQUATION


- It is the power of the highest occurring derivative in the differential equation after the
radicals have been cleared form the expressions involving y.
- It is the highest exponent at which the order is raised.
Examples:
4 2
𝑑3 𝑦 𝑑5 𝑦 𝑑𝑦 7
1. 4 (𝑑𝑥2 ) + (𝑑𝑥5 ) + 𝑦 3 (𝑑𝑥) = 6

-2nd degree because the exponent of the order (highest derivative) is 2.

𝜕2 𝑦 𝜕𝑧
2. − =0
𝜕𝑥 2 𝜕𝑥

- 1st order because the exponent of the order is 1.

Examples:

Linear
Ordinary
Differential or Independent Dependent
or Order Degree
Equation Non- Variable Variable
Partial
Linear
1 𝑦 ′ = 2𝑥 2 + 5𝑦 Ordinary Linear 1st 1 x y

MODULE 1: DIFFERENTIAL EQUATIONS


ENGR. AIRA M. RAMOS Page 5 of 15
BATAAN HEROES COLLEGE

2 𝑥𝑦 ′′ − 4𝑦 ′ − 5𝑦
Ordinary Linear 2nd 1 x y
3𝑥
=𝑒
3 𝜕𝑢 𝜕 2 𝑢 𝜕𝑢 Non-
=4 2+ Partial 2nd 1 t, x, y u
𝜕𝑡 𝜕𝑥 𝜕𝑦 Linear
4 2
𝑑3𝑠 𝑑2𝑠
( 3) + ( 2)
𝑑𝑡 𝑑𝑡 Non-
Ordinary 3rd 2 t s
=𝑠 Linear
− 3𝑡
5 𝑦 ′′ + 𝑦 ′ + 𝑦 = 𝑥 2 Ordinary Linear 2nd 1 x y
6 𝑑4𝑙 𝑑𝑙
+ 2 − 3𝑙
𝑑𝑡 4 𝑑𝑡 Ordinary Linear 4th 1 t l
= 2 cos(𝑡)
7 𝜕𝑛 𝜕𝑛 Non-
+ = 2𝑛 Partial 1st 1 t, l n
𝜕𝑡 𝜕𝑙 Linear
8 𝑑4𝑦
𝑥2 + cos(𝑦) Non-
𝑑𝑥 4 Ordinary 4th 1 x y
Linear
=𝑥
9 5 Non-
𝜕3𝑧 𝜕𝑧
𝑞 = ( 3) + Partial 3rd 5 x, y z
𝜕𝑦 𝜕𝑥 Linear
10 yxx - yx=cos(x) Non-
Partial 1st 1 x y
Linear
11 cos(𝑥 ) 𝑦 ′′ − 5𝑦𝑦 ′ Non-
Ordinary 2nd 1 x y
=0 Linear
12 𝑦 ′′′ + cos(𝑦) = 0 Non-
Ordinary 3rd 1 x y
Linear
13 𝑑2𝑦 𝑑𝑦
+3 − 15 Non-
𝑑𝑥 2 𝑑𝑥 Ordinary 2nd 1 x y
Linear
= 𝑒 𝑥+𝑦

MODULE 1: DIFFERENTIAL EQUATIONS


ENGR. AIRA M. RAMOS Page 6 of 15
BATAAN HEROES COLLEGE

14 𝜕3𝑦 𝜕𝑦
5 −3 Non-
𝜕𝑥^3 𝜕𝑎 Partial 3rd 1 a, x y
Linear
= tan⁡(𝑥)
15 3𝑥𝑧 𝐼𝑉 − 2 sin(𝑥 ) 𝑧 ′
Ordinary Linear 4th 1 x z
=0

1.4 BASIC SOLUTIONS TO DIFFERENTIAL EQUATIONS


a. General Solution
- It is a solution with the number of arbitrary constants equal to the order of the differential
equation. Technically, nth order ordinary differential equation has n number of arbitrary
constants in the general solution.
Example: 𝑦 = 𝐶1 cos(𝑥 ) + 𝐶2 sin(𝑥 ) + 𝑥 with c1 and c2 are the arbitrary constants.
b. Particular Solution
- It is a solution where the arbitrary constants are assigned specific values.
Example: 𝑦 = 𝑥 − sin⁡(𝑥) with c1=0 and c2= -1

1.5 ELIMINATION OF ARBITRARY CONSTANTS


- It is the process of removing constants on the general solution of a differential equation.
This process results to a differential equation.
Steps in Elimination of Arbitrary Constants:
1. Identify the number of the arbitrary constants.
2. The number of the arbitrary constants constitutes to how many times the equation needs
to undergo differentiation.

Examples: Eliminate the arbitrary constants of the following.


1. 𝑦 = 𝑎𝑥 2 + 𝑏𝑥 + 𝑐
2. 𝑥 3 − 3𝑥 2 𝑦 = 𝑐
3. 𝑦 = c1 + c2⁡𝑒 3𝑥

MODULE 1: DIFFERENTIAL EQUATIONS


ENGR. AIRA M. RAMOS Page 7 of 15
BATAAN HEROES COLLEGE

4. 𝑦𝑠𝑖𝑛⁡(𝑥 ) − 𝑥𝑦 2 = 𝑐
5. 𝑥 = 𝐴⁡𝑠𝑖𝑛(⁡𝜔𝑡 + 𝐵)

Solutions and Answers:

1. 𝑦 = 𝑎𝑥 2 + 𝑏𝑥 + 𝑐
Step 1: There are 3 arbitrary constants which are a, b, and c.
Step 2: To eliminate 3 arbitrary constants, we need to differentiate 3 times.
𝑦 ′ = 2𝑎𝑥 + 𝑏
𝑦 ′′ = 2𝑎 ; we know that the derivative of any constant is equal to zero
𝑦 ′′′ = 0
; on the 3rd derivative, we can see that all of the arbitrary constants
are being removed.
2. 𝑥 3 − 3𝑥 2 𝑦 = 𝑐
Step 1: How many arbitrary constants do we have? We have only one, meaning we
have to differentiate the equation once.
Step 2: Differentiate the equation.
3𝑥 2 − (3𝑥 2 𝑦 ′ + 6𝑥𝑦) = 0 ; In the term 3𝑥 2 𝑦 we use product rule
3𝑥 2 − 3𝑥 2 𝑦 ′ − 6𝑥𝑦 = 0 ; Distribute the negative sign to 3𝑥 2 𝑦⁡𝑎𝑛𝑑⁡6𝑥𝑦
3𝑥 2 −3𝑥 2𝑦 ′ −6𝑥𝑦 0
= 3𝑥 ; To simplify the equation, divide both sides by the
3𝑥

common factor of each term. CF: 3𝑥.


𝑥 − 𝑥𝑦 ′ − 2𝑦 = 0 ; final answer

3. 𝑦 = C1 + C2 𝑒 3𝑥
Step 1: C1 and C2 are the arbitrary constants.
Step 2: Differentiate the equation twice.
𝑦 ′ = 3𝐶2⁡𝑒 3𝑥 1 ; Review the derivative of exponential functions
𝑦 ′′ = 9𝐶2⁡𝑒 3𝑥 2

MODULE 1: DIFFERENTIAL EQUATIONS


ENGR. AIRA M. RAMOS Page 8 of 15
BATAAN HEROES COLLEGE

On the second derivative we still have the arbitrary constant which is C2. To eliminate
C2 we have to get an equation for C2. Take a look at the first derivative (y’). Manipulate
the equation we will get:

𝑦′
𝐶2 = ⁡ 3𝑒3𝑥 3

Equate 3 and 2:

𝑦′
𝑦 ′′ = 9 ( )⁡𝑒 3𝑥
3𝑒 3𝑥

𝑦 ′′ = 3𝑦 ′
𝑦 ′′ − 3𝑦 ′ = 0

4. 𝑦 sin(𝑥 ) − 𝑥𝑦 2 = 𝑐⁡
Step 1: The equation has only one arbitrary constant.
Step 2: Differentiate once.
𝑦⁡𝑐𝑜𝑠(𝑥 ) + 𝑦 ′ sin(𝑥 ) − (2𝑥𝑦𝑦 ′ + 𝑦 2 ) = 0
As you can see, we removed the arbitrary constant so all we have to do is to simplify
the equation.

𝑦 cos(𝑥 ) + 𝑦 ′ sin(𝑥 ) − 2𝑥𝑦𝑦 ′ − 𝑦 2 = 0


𝑜𝑟⁡𝑦 cos(𝑥 ) + 𝑦 ′(sin(𝑥 ) − 2𝑥𝑦) − 𝑦 2 = 0

5. 𝑥 = 𝐴⁡𝑠𝑖𝑛(⁡𝜔𝑡 + 𝐵)
Step 1: A and B are both arbitrary constants.
Step 2: To eliminate the two arbitrary constants, we will get the 2nd derivative of the
equation.
Note: In this equation x is the dependent variable and t is the independent variable. 𝜔⁡is
just a constant term.

MODULE 1: DIFFERENTIAL EQUATIONS


ENGR. AIRA M. RAMOS Page 9 of 15
BATAAN HEROES COLLEGE

𝑑𝑥
= 𝜔𝐴⁡𝑐𝑜𝑠⁡(𝜔𝑡 + 𝐵)
𝑑𝑡
𝑑2𝑥
= ⁡ −𝜔2 𝐴 sin(𝜔𝑡 + 𝐵)
𝑑𝑡 2
The second derivative still have the arbitrary constants but take a look at the second
derivative
𝑑2𝑥
= ⁡ −𝜔2 𝐴 sin(𝜔𝑡 + 𝐵)
𝑑𝑡 2

The part of the equation enclosed with a red rectangle is equal to the value of the given
x.
So:
𝑑2𝑥
= ⁡ −𝜔2 𝑥
𝑑𝑡 2

ELIMINATION OF ABITRARY CONSTANT USING ELIMINATION METHOD

Examples:

1. 𝑦 =⁡C1 𝑒 −2𝑥 + C2 𝑒 −3𝑥 1


Step 1: Determine how many arbitrary constants the equation has. It has 2 arbitrary
constants which are C1 and C2.
Step 2: The number of arbitrary constants will indicate how many times you have to
differentiate.
𝑦 ′ = −2 C1 𝑒 −2𝑥 − 3C2𝑒 −3𝑥 2
𝑦 ′′ = 4 C1 𝑒 −2𝑥 + 9C2 𝑒 −3𝑥 3

After we get the derivatives of the equation, we can now proceed to elimination method.
Equate 1 and 2:
To eliminate C1, multiply equation 1 to 2 then add it to equation 2.
2(𝑦 =⁡C1 𝑒 −2𝑥 + C2 𝑒 −3𝑥 )

MODULE 1: DIFFERENTIAL EQUATIONS


ENGR. AIRA M. RAMOS Page 10 of 15
BATAAN HEROES COLLEGE

2𝑦 = 2𝐶1𝑒 −2𝑥 + 2𝐶2𝑒 −3𝑥


𝑦 ′ = −2 C1 𝑒 −2𝑥 − 3C2𝑒 −3𝑥

𝑦 ′ + 2𝑦 = ⁡ −𝐶2⁡𝑒 −3𝑥 4

Equate 2 and 3 but make sure that whatever arbitrary constant you have removed in the
first elimination the same arbitrary constant will be eliminated in this step. Since we
eliminated C1 we have to remove it again.
Multiply equation 2 to 2 then add it to equation 3.
2(𝑦 ′ = −2 C1 𝑒 −2𝑥 − 3C2𝑒 −3𝑥 )
2𝑦 ′ = −4𝐶1𝑒 −2𝑥 − 6𝐶2𝑒 −3𝑥

2𝑦 ′ = −4𝐶1𝑒 −2𝑥 − 6𝐶2𝑒 −3𝑥


𝑦 ′′ = 4 C1 𝑒 −2𝑥 + 9C2 𝑒 −3𝑥

𝑦 ′′ + 2𝑦 ′ = 3𝐶2𝑒 −3𝑥 5

The last step is to eliminate C2 and to do that we need to equate 4 and 5. Multiply equation
4 to 3 then add it to equation 5

3(𝑦 ′ + 2𝑦 = ⁡ −𝐶2⁡𝑒 −3𝑥 )

3𝑦 ′ + 6𝑦 = −3𝐶2𝑒 −3𝑥
𝑦 ′′ + 2𝑦 ′ = 3𝐶2𝑒 −3𝑥

𝑦 ′′ + 5𝑦 ′ + 6𝑦 = 0⁡

MODULE 1: DIFFERENTIAL EQUATIONS


ENGR. AIRA M. RAMOS Page 11 of 15
BATAAN HEROES COLLEGE

2. 𝑦 =⁡C1 𝑒 −𝑥 + C2 𝑒 −3𝑥 1
Step 1: Determine how many arbitrary constants the equation has. It has 2 arbitrary
constants which are C1 and C2.
Step 2: The number of arbitrary constants will indicate how many times you have to
differentiate.

𝑦 ′ = − C1 𝑒 −𝑥 − 3C2𝑒 −3𝑥 2
𝑦 ′′ =⁡C1 𝑒 −𝑥 + 9C2 𝑒 −3𝑥 3

After we get the derivatives of the equation, we can now proceed to elimination method.
Equate 1 and 2: Just add the 2 equations.

𝑦 =⁡C1 𝑒 −𝑥 + C2 𝑒 −3𝑥
𝑦 ′ = − C1 𝑒 −𝑥 − 3C2𝑒 −3𝑥

𝑦 ′ + 𝑦 = ⁡ −2𝐶2𝑒 −3𝑥 4

Add 2 and 3 then eliminate C1.


𝑦 ′ = − C1 𝑒 −𝑥 − 3C2𝑒 −3𝑥
𝑦 ′′ =⁡C1 𝑒 −𝑥 + 9C2 𝑒 −3𝑥

𝑦 ′′ + 𝑦 ′ = 6𝐶2𝑒 −3𝑥 5

The last step is to eliminate C2 and to do that we need to equate 4 and 5. Multiply equation
4 to 3 then add it to equation 5

3(𝑦 ′ + 𝑦 = ⁡ −𝐶2𝑒 −3𝑥 )

MODULE 1: DIFFERENTIAL EQUATIONS


ENGR. AIRA M. RAMOS Page 12 of 15
BATAAN HEROES COLLEGE

3𝑦 ′ + 3𝑦 = −6𝐶2𝑒 −3𝑥
𝑦 ′′ + 𝑦 ′ = 6𝐶2𝑒 −3𝑥

𝑦 ′′ + 4𝑦 ′ + 3𝑦 = 0

3. 𝑦 = 𝐴𝑒 −2𝑥 + 𝐵⁡𝑒 −4𝑥 1


Step 1: How many arbitrary constants do we have? A and B are both arbitrary constants.
Step 2: After we determine them. We will get the derivatives of the given. The number of
arbitrary constants will tell us how many times we need to differentiate.

𝑦′ = ⁡ −2𝐴𝑒 −2𝑥 − 4𝐵𝑒 −4𝑥 2


𝑦 ′′ = 4𝐴𝑒 −2𝑥 + 16𝐵𝑒 −4𝑥 3
After we get the derivatives of the equation, we can now proceed to elimination method.
Equate 1 and 2. Multiply 1 by 2 then add it to 2.

2(𝑦 = 𝐴𝑒 −2𝑥 + 𝐵⁡𝑒 −4𝑥 )

2𝑦 = 2𝐴𝑒 −2𝑥 + 2𝐵⁡𝑒 −4𝑥


𝑦′ = ⁡ −2𝐴𝑒 −2𝑥 − 4𝐵𝑒 −4𝑥

𝑦 ′ + 2𝑦 = −2𝐵𝑒 −4𝑥 4

Equate 2 and 3 but make sure that whatever arbitrary constant you have removed in the
first elimination the same arbitrary constant will be eliminated in this step. Since we
eliminated A, we have to remove it again.
Multiply equation 2 to 2 then add it to equation 3.

MODULE 1: DIFFERENTIAL EQUATIONS


ENGR. AIRA M. RAMOS Page 13 of 15
BATAAN HEROES COLLEGE

2(𝑦′ = ⁡ −2𝐴𝑒 −2𝑥 − 4𝐵𝑒 −4𝑥 )

2𝑦 ′ = −4𝐴𝑒 −2𝑥 − 8𝐵𝑒 −4𝑥


𝑦 ′′ = 4𝐴𝑒 −2𝑥 + 16𝐵𝑒 −4𝑥

𝑦 ′′ + 2𝑦 ′ = 8𝐵𝑒 −4𝑥 5

The last step is to eliminate B and to do that we need to equate 4 and 5. Multiply equation
4 to 4 then add it to equation 5

4(𝑦 ′ + 2𝑦 = −2𝐵𝑒 −4𝑥 )

4𝑦 ′ + 8𝑦 = −8𝐵3𝑒 −4𝑥
𝑦 ′′ + 2𝑦 ′ = 8𝐵𝑒 −4𝑥

𝑦 ′′ + 6𝑦 ′ + 8𝑦 = 0

Seatwork:
A. Complete the table

Linear
Ordinary
Differential or Independent Dependent
or Order Degree
Equation Non- Variable Variable
Partial
Linear
1 (𝑦 ′′′ )2 + 3𝑦 5
=0

MODULE 1: DIFFERENTIAL EQUATIONS


ENGR. AIRA M. RAMOS Page 14 of 15
BATAAN HEROES COLLEGE

2 𝜕𝑥 2 𝜕𝑥 3
( ) + 3
𝜕𝜔 𝜕 𝑙
= 5𝑥
3 𝑑5𝑦
𝑥2
𝑑𝑥 5
+ cos(𝑦) 𝑦′ = 𝑥
4 5𝑦 ′′ − 4𝑦 ′ + 𝑦
= 4𝑥 2

B. Eliminate the arbitrary constant/s of the following:

1. 2𝑦 2 = 16𝐵𝑥
2. 𝑦 = 21 + 𝐴𝑒 −2𝑥
3. 𝑦 = asin(𝑥 + 𝑏)
4. 3𝑥 2 𝑦 − 2𝑥 = 𝑐𝑦
5. 𝑦 = 𝐶1𝑒 3𝑥 + 𝐶2𝑒 3𝑥

MODULE 1: DIFFERENTIAL EQUATIONS


ENGR. AIRA M. RAMOS Page 15 of 15

You might also like