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STANDARD INTEGRATION FORMULAS
(1) ݀ݑ ൌ ݑ ܿ
(2) ܽ݀ݑ ൌ ܽ ݀ݑ
(3)
ሺ݀ݑ ݀ݒ െ ݀ݓሻ ൌ ݀ݑ ݀ݒ െ ݀ݓ
(4) ݑ
݀ݑ ൌ
௨
శభ
ାଵ
ܿǡ ሺ݊ ് െͳሻ
(5) ݑ
ିଵ
݀ݑ ൌ
ௗ௨
௨
ൌ ݈݊ݑ ܿ ǡ ݑ Ͳ
(6) ܽ
௨
݀ݑ ൌ
ೠ
ܿ ǡ ܽ Ͳ
(7) ݁
௨
݀ݑ ൌ ݁
௨
ܿ ǡ ݁ ൌ ʹǤͳͺʹͺǥ
(8) ܿݏ ݑ ݀ݑ ൌ sin ݑ ܿ
(9) ݏ݅݊ ݑ ݀ݑ ൌ െcos ݑ ܿ
(10) ݏ݁ܿ
ଶ
ݑ ݀ݑ ൌ tanݑ ܿ
(11) ܿݏܿ
ଶ
ݑ ݀ݑ ൌ െcot ݑ ܿ
(12) sec ݑ ݐܽ݊ݑ ݀ݑ ൌ sec ݑ ܿ
(13) csc ݑ ܿݐ ݑ ݀ݑ ൌ െcsc ݑ ܿ
(14) tanݑ ݀ݑ ൌ െ݈݊ܿݏ ݑ ܿ ൌ lnsec ݑ ܿ
(15) cot ݑ ݀ݑ ൌ lnsin ݑ ܿ ൌ െlncsc ݑ ܿ
(16) sec ݑ ݀ݑ ൌ ln ሺsec ݑ tan ݑሻ ܿ ൌ െln ሺsec ݑ െ tan ݑሻ ܿ
(17) csc ݑ ݀ݑ ൌ ln ሺcsc ݑ െ cot ݑሻ ܿ ൌ െln ሺcsc ݑ cot ݑሻ ܿ
(18)
ௗ௨
ξ
మ
ି ௨
మ
ൌ ܽݎܿ sin
௨
ܿ
(19)
ௗ௨
௨ξ௨
మ
ା
మ
ൌ െ
ଵ
݈݊ ൬
ା ξ௨
మ
ା
మ
௨
൰
2
(20)
ௗ௨
௨ξ௨
మ
ି
మ
ൌ
ଵ
ܽݎܿ sec
௨
ܿ
(21)
ௗ௨
௨
మ
ି
మ
ൌ
ଵ
ଶ
lnቂ
௨ି
௨ା
ቃ ܿ
(22)
ௗ௨
మ
ି ௨
మ
ൌ
ଵ
ଶ
lnቂ
௨ା
௨ି
ቃ ܿ
(23)
௨
ඥ௨
మ
േ
మ
ൌ ln ሺݑ ඥݑ
ଶ
േ ܽ
ଶ
ሻ + c
(24)
ௗ௨
మ
ା ௨
మ
ൌ
ଵ
ܽݎܿ tan
௨
ܿ
(25)
ௗ௨
ሺ௨
మ
ା ௨ାሻ
భȀమ
ൌ
ଵ
ξ
݈݊൛ሺʹܽݑ ܾሻ ʹξܽ ሺܽݑ
ଶ
ܾݑ ܿሻ
ଵȀଶ
ൟ ܿ
(26) ܿݏ݄ ݑ ݀ݑ ൌ sinh ݑ ܿ
(27) ݏ݄݅݊ ݑ ݀ݑ ൌ cosh ݑ ܿ
(28) ݏ݄݁ܿ
ଶ
ݑ ݀ݑ ൌ tanh ݑ ܿ
(29) ܿݏ݄ܿ
ଶ
ݑ ݀ݑ ൌ െcothݑ ܿ
(30) ݏ݄݅݊ ݑ ݀ݑ ൌ cosh ݑ ܿ
(31) ݏ݄݁ܿ ݑ tanh ݑ ݀ݑ ൌ െsech ݑ ܿ
(32) ܿݏ݄ܿ ݑ cothݑ ݀ݑ ൌ െcsch ݑ ܿ
(33) ݑ݀ݒ ൌ ݑݒ െ ݒ݀ݑ
3
Exercise No. 1
Evaluate the following integrals:
1. cos
ଵ
ଶ
ݕ ݀ݕ
2. ܿݏ
ସ
ݔ sinݔ ݀ݔ
3.
ୱ୧୬ ௧ ௗ௧
ሺସାୡ୭ୱ ௧ሻ
యȀమ
4. ݐܽ݊
ଶ
ܾݕ ݀ݕ
4
5. ݏ݅݊
ଶ
ݔ ݐܽ݊ ݔ ݀ݔ
6.
ሺଷ௫ିଶሻௗ௫
௫
మ
ା ଶ௫ାଵ
7. ݔ
ଶ
݁
ି௫
݀ݔ
8. ݕݏ݁ܿ
ଶ
ݕ ݀ݕ
5
9.
ሺସ௫ିଵሻௗ௫
ሺଶ௫ାଵሻ
యȀమ
10.
ௗ௫
௫ሺ௫
మ
ି
మ
ሻ
11.
ௗ௫
ଵା
ೣ
12.
ௗ௫
௫
మ
ି ହ௫ିଶ
6
13.
ሺଶ௫ିଷሻௗ௫
ሺ௫ିଵሻ
మ
ሺ௫ିଶሻ
మ
14.
௫ ௗ௫
௫
15.
୪୬ሺ௫ሻௗ௫
௫ ௫
16. ܽ
௫
݁
௫
݀ݔ
7
17.
ௗ௫
ξଵଶ௫ିସ௫
మ
ି ହ
18. lnሺݔ
ଶ
ܽ
ଶ
ሻ ݀ݔ
19. ݔ݈݊ݔ ݀ݔ
20.
ௗ௫
௫ାଷା ξ௫ାଷ
8
Unit 1
DEFINITIONS AND NOTATIONS
1. A ͞differential equation͟ (abbreviated as D.E.) is one which contains at least
one derivative. Most often, a D.E. is written in terms of differential ʹ a more
convenient form for analysis and solutions.
2. When an equation involves one or more derivatives with respect to a
particular variable, the variable is called an independent variable. A
variable is called dependent if a derivative of that variable occurs. In
the equation
ܮ
ௗ
మ
ௗ௧
మ
ܴ
ௗ
ௗ௧
ଵ
݅ ൌ ܧ߱ܿݏݐ +
i is the dependent variable, t is the independent variable and L, R, C, E
and [ are called parameters.
The equation
ௗ
మ
ௗ௫
మ
ௗ
మ
ௗ௬
మ
ൌ Ͳ
has one dependent variable V and independent variable x and y.
3. Ordinary differential equations are those in which all the differential coefficients
have reference to a single independent variable.
Examples:
(1)
ௗ௬
ௗ௫
ൌ ͳ െ ݔ
ଶ
െ ݕ
(2) ቀ
ௗ
య
௬
ௗ௫
య
ቁ
ଶ
െ
ௗ௬
ௗ௫
ቀ
ௗ
మ
௬
ௗ௫
మ
ቁ
ହ
ൌ ݂ሺݔǡ ݕሻ =
(3)
ௗ
మ
௬
ௗ௫
మ
െ ʹ ͳ ቀ
ௗ௬
ௗ௫
ቁ
ଶ
൨
ସȀଷ
ൌ Ͳ
OBJECTIVES: After completing this topic, you will be able to:
1. define differential equation.
2. differentiate dependent to independent variables.
3. identify the order and degree of differential equations.
4. define a solution.
5. discuss the types of solutions.
6. identify a linear and nonlinear differential equations.
9
4. Partial differential equations are those wherein there are two or more
independent variables and partial differential coefficients with reference to any
of them.
Example:
(4) ݔ
డ௨
డ௫
ݕ
డ௨
డ௬
ൌ Ͳ
(5) ቀ
డ௨
డ௧
ቁ
ଶ
െ ݇ ቀ
డ
మ
௨
డ௫
మ
డ
మ
௨
డ௬
మ
ቁ
ହ
ൌ ݂ሺݔǡ ݕሻ
5. The ͞order͟ of a D.E. is the same as the order of the highestorder derivative in
the equation.
Example:
Equation
(1) first order
(2) third order
(3) second order
(4) first order
(5) second order
6. The ͞degree͟ of a D.E. is the same as the power (or exponent) to which the
derivative of the highest order in the equation raised.
Example:
Equation
(1) first degree
(2) second degree
(3) third degree
(4) first degree
(5) first degree
7. The solution to a D.E. is the relation involving only the variables and arbitrary
constants free from any derivatives or differentials, and consistent with, or
satisfying, the given D.E.
8. Kinds of Solutions: There are three kinds of solutions of differential equations.
They are:
1. The general solution, which is the solution containing a
number of arbitrary constants equal to the order of the equation.
2. The particular solution, which is the solution obtained
from the general solution by giving particular values to the
constants.
3. The singular solution, which is the solution not containing
any arbitrary constant and is not deducible from the general
solution by giving particular values to the arbitrary constants in it,
save in exceptional cases.
10
Arbitrary constants maybe obtained from known ͞boundary
conditions.͟
9. The functional notation for the nthorder D.E. of the ordinary type is:
ܨ ቆ
݀
ݕ
݀ݔ
ǡ
݀
ିଵ
ݕ
݀ݔ
ିଵ
ǡ ǥǥ
݀ݕ
݀ݔ
ǡ ݔǡ ݕቇ ൌ Ͳ
10. A ͞firstordered D.E.͟ is written in either of the following common forms:
1. ImplicitDerivative: ܨ ቀ
ௗ௬
ௗ௫
ǡ ݔǡ ݕቁ ൌ Ͳ
2. ImplicitDifferential: ܯሺݔǡ ݕሻ݀ݔ ܰሺݔǡ ݕሻ݀ݕ ൌ Ͳ
3. ExplicitDerivative:
ௗ௬
ௗ௫
ൌ ܨሺݔǡ ݕሻ
11. Considering the differential equation as derived from the general solution, the
latter is called the complete primitive of the former.
12. An equation which is linear, i.e., of the first degree in the dependent variable and
its derivatives, is called linear differential equation. From this definition it
follows that the most general (ordinary) linear differential equation of order n is
of the form:
Eq. 1 p
0
(x)y
(n)
+ p
1
(x) y
( n  1)
+ . . . + p
n ʹ 1
(x) y͛ + p
n
(x) y = r (x)
A differential equation which is not linear, i.e., cannot be put in
the form of Eq. 1, is said to be nonlinear. In general, linear
equations are much easier to solve than nonlinear ones, and most
elementary applications involve linear equations.
Examples:
1. The equation y͟ + 4xy͛ + 2y = cos x is a linear
equation of the second order. The presence of the terms x,
y͛ and cos x does not alter the fact that the equation is
linear because, by definition, linearity is determined solely
by the way the dependent variable y and its derivatives
occur in the equation.
2. The equation y͟ + 4yy͛ + 2y = cosx is a nonlinear
equation because of the occurrence of the product y and
one of its derivatives.
3. The equation y͟ + sin y = 0 is nonlinear because of the
presence of sin y, which is a nonlinear function of y.
13. Initial Value Problem: By an initial value problem for an nthorder differential
equation
11
ܨ ൬ݔǡ ݕǡ
݀ݕ
݀ݔ
ǡ ǥǤ ǡ
݀
ݕ
݀ݔ
൰ ൌ Ͳ
we mean: Find a solution to the differential equation on an interval I that
satisfies at x
0
the n initial conditions
y(x
0
) = y
0
ௗ௬
ௗ௫
ሺݔ
ሻ ൌ ݕ
ଵ
.
.
ௗ
షభ
௬
ௗ௫
షభ
ሺݔ
ሻ ൌ ݕ
ିଵ
where x
0
I and y
0
, y
1
, . . . . , y
n1
are given conditions.
In the case of a firstorder equation, the initial conditions reduce to the single
requirement
y(x
0
) = y
0
,
and in the case of a secondorder equation, the initial conditions have the form
y(x
0
) = y
0
,
ௗ௬
ௗ௫
ሺݔ
ሻ ൌ ݕ
ଵ
The terminology initial conditions comes from mechanics, where the
independent variable x represents time and customarily symbolized as t. then if t
0
is the
starting time, y(t
0
) = y
0
represents the initial location of an object and y͟(t
0
) gives its
initial velocity.
Examples:
1. Show that J(x) = sin x ʹ cos x is a solution to the initial value problem
݀
ଶ
ݕ
݀ݔ
ݕ ൌ Ͳ Ǣ ݕሺͲሻ ൌ െͳ ǡ
݀ݕ
݀ݔ
ሺͲሻ ൌ ͳ
Solution: Observe that J(x) = sin x ʹ cos x ,
ௗ௬
ௗ௫
ൌ cos ݔ sin ݔ
ௗ
మ
J
ௗ௫
మ
ൌ  sin x + cos x are all defined on (g, g). Substituting into the differential
equation gives
(sin x + cos x) + (sin x ʹ cos x) = 0
12
which holds for all x (g, g). Hence, J(x) is a solution to the given differential
equation on (g, g). When we check the initial conditions, we find
J(0) = sin x ʹ cos 0 = 1
ௗJ
ௗ௫
ሺͲሻ ൌ cos Ͳ ݏ݅݊ Ͳ ൌ ͳ
which meets the requirements of the given equation. Therefore, J(x) is a
solution to the given initial value problem.
13
14
Exercise No. 2
Determine the dependent and independent variables of the following:
1. x
2
y͟ + xy
͛
+ (x
2
ʹ 4) y = 0
2.
డ
ర
௨
డ௫
ర
డ
ర
௨
డ௫
మ
డ௬
మ
డ
ర
௨
డ௬
ర
ൌ Ͳ
3.
డ
మ
௨
డ௫
మ
డ
మ
௨
డ௬
మ
డ
మ
௨
డ௭
మ
ൌ ሺݔǡ ݕǡ ݖሻ
4. ݔ
ௗ
మ
௬
ௗ௫
మ
െ ݕ ቀ
ௗ௬
ௗ௫
ቁ
ଶ
ൌ Ͷ
5. (y͟)
2
+ 4y͛ + 3y = x
6. (x + 2) dy = (1 ʹ 2x) dx
7. ݏ݅݊ݔ ቀ
ௗ
మ
௬
ௗ௫
మ
ቁ
ଷ
െ ݁
௫
ቀ
ௗ௬
ௗ௫
ቁ
ହ
ൌ ݔݕ
8. ݔ
ௗ
ర
௬
ௗ௫
ర
ͷݕ
ௗ
మ
௬
ௗ௫
మ
െ ቀ
ௗ௬
ௗ௫
ቁ
ൌ Ͳ
9.
డ
మ
௭
డ௧
మ
െ ͵
డ
మ
௬
డ௧
మ
െ
డ
మ
௭
డ௨
మ
ൌ Ͳ
10. ቀ
డ
మ
௬
డ௧
మ
ቁ
ଶ
െ ቀ
డ
మ
௬
డ௧
మ
ቁ
ସ
ൌ ݐ ݑ
.
.
.
15
Exercise No. 3
Describe each of the following giving its order and degree, and telling whether it is
ordinary or partial and linear or nonlinear.
Order Degree Ordinary/Partial Linear/Nonlinear
2. y͟ + 3y͛ + 2y = x
4
3. y͛͛͛ + 6y͟ + 11y͛ + 6y = e
x
4.
ௗሺ௫௬ᇱሻ
ௗ௫
ݔݕ ൌ Ͳ
5. ܽ
ଶ
డ
మ
௨
డ௫
మ
ൌ
డ
మ
௨
డ௧
మ
6.
డ
మ
௨
డ௫
మ
ൌ ݑ
డ௨
డ௧
7. (y͟)
2
+ 4(yy͛)
2
ʹ xy = 0
8. x
4
(y͛)
4
+ (x ʹ 1) y͛͛͛ = sin x
9. ቀ
ௗ
మ
௦
ௗ௧
మ
ቁ
ସ
െ
ௗ௦
ௗ௧
ൌ ݏ݅݊ݐ ܿݏݐ
10.
ௗ
ௗఏ
ݎ ൌ ʹߠ
11.
ௗ
௬
ௗ௫
ݕ
ଷ
െ ͳ ൌ Ͳ
16
Unit 2
FORMATION OF DIFFERENTIAL EQUATIONS
2.1 An inverse Problem: Elimination of Arbitrary Constants
2.1.1 By Differentiation and Combination
One of the ways differential equations are obtained is the elimination of arbitrary
constants from a given equation. The general method to eliminate n arbitrary constants
is to differentiate the equation n times.
The n arbitrary constants may then be eliminated from the n + 1 equations. The result
will be differential equations of order n.
Eliminate the arbitrary constants from the given equations by combining after
differentiation.
Example 21 y = c
1
cos 3x + c
2
sin 3x.
Solution: y͛ = 3c
1
sin 3x + 3c
2
cos 3x
y͟ = 9c
1
cos 3x  9c
2
sin 3x
= 9(c
1
cos 3x + c
2
sin 3x)
=  9y
y͟ + 9y = 0 Ans.
Example 22 y = x + c
1
e
x
+ c
2
e
2x
(1)
Solution: y͛ = 1 + c
1
e
x
 2c
2
e
2x
(2)
y͟ = c
1
e
x
+ 4c
2
e
2x
(3)
Subtract Eq. (1) from Eq. (2).
y͛  y = 1  x 3c
2
e
2x
(4)
OBJECTIVES: After completing this topic, you will be able to:
obtain the differential equation by eliminating constants using
differentiation and elimination, isolation of constants, and elimination by
determinants.
17
Subtract Eq. (2) from Eq. (3).
y͟  y͛ = 1 + 6c
2
e
2x
(5)
Multiply Eq. (4) by 2.
2y͛  2y = 2  2x 6c
2
e
2x
(6)
Adding Eqs. (6) and (5), we obtain
y͟ + y͛  2y = 1  2x Ans.
Example 23 y = c
1
e
x
+ c
2
e
2x
+ c
3
e
3x
(1)
Solution: y͛ =  c
1
e
x
+ 2c
2
e
2x
 3 c
3
e
3x
(2)
Adding Eqs. (1) and (2),
y͛ + y = 3c
2
e
2x
 2c
3
e
3x
y͟ + y͛ = 6c
2
e
2x
+ 6c
3
e
3x
= 6 (c
2
e
2x
+ c
3
e
3x
)
= 6y  6c
1
e
x
(3)
y͛͛͛ + y͟ = 6y͛ + 6c
1
e
x
(4)
Adding Eqs. (3) and (4), we have
y͛͛͛ + 2y͟ + y͛ = 6y͛ + 6y
y͛͛͛ + 2y͟  5y͛  6y = 0. Ans.
Example 24 y = e
x
(c
1
cos 2x + c
2
sin 2x) (1)
Solution: e
x
y = c
1
cos 2x + c
2
sin 2x (2)
Differentiate Eq. (2).
e
x
y
͛
 e
x
y = 2c
1
sin 2x + 2c
2
cos 2x
Differentiating again, we get
e
x
y
͟
 e
x
y͛  e
x
y
͛
+ e
x
y
=  4( c
1
cos 2x + c
2
sin 2x)
=  4e
x
y
y͟  2y͛ + y =  4y
y͟  2y͛ + 5y = 0 Ans.
Example 25 y = c
1
sin at + c
2
cos at,
(a not to be eliminated)
Solution: y = c
1
sin at + c
2
cos at
y͛ = a c
1
cos at  a c
2
sin at
y͟ =  a
2
(c
1
sin at + c
2
cos at) =  a
2
y
y͟ + a
2
y = 0. Ans.
18
Example 26 y = Ax
2
+ Be
x
(1)
Solution: Differentiating twice, we obtain
y͛ = 2Ax + Be
x
(2)
y͟ = 2A + Be
x
(3)
Subtracting Eq. (1) from Eq. (2),
y͛  y = 2Ax  Ax
2
= A(2x  x
2
) (4)
y͟  y͛ = 2A  2 Ax = A(2 ʹ 2x) (5)
Dividing Eq. (5) by Eq. (4), we have
௬̶ି௬ᇱ
௬
ᇲ
ି ௬
ൌ
ሺଶିଶ௫ሻ
ሺଶ௫ି ௫
మ
ሻ
(2x  x
2
)y͟ + (x
2
 2)y͛ + 2(1x) y = 0 Ans.
2.1.2 By Isolation of Constants
In this method at each step before differentiation, isolate one of the arbitrary constants,
free from any variable, so that it will disappear after differentiation.
For the following problems, eliminate the arbitrary constants by isolation.
Example 27 x sin y  xy
2
= c
Solution: Differentiation once will eliminate the constant c.
x cos y y͛ + sin y  2xy y͛  y
2
= 0
(x cos y  2xy) y͛  y
2
+ sin y = 0 Ans.
Example 2ʹ8 y = ax
2
+ bx + c
Solution: y͛ = 2ax + b
y͟ = 2a
y͛͛͛ = 0 Ans.
Example 29 y = Ax
2
+ Be
x
Solution: Isolate B by multiplying the entire equation by e
x
.
e
x
y = Ax
2
e
x
+ B
e
x
y͛  e
x
y =  Ax
2
e
x
+ 2Ax
2
e
x
y͛  y =  Ax
2
+ 2Ax = A (x
2
+ 2x)
A =
௬
ᇲ
ି ௬
ି௫
మ
ା ଶ௫
19
Differentiating again, we get
0 =
ሺି୶ଶ ା ଶ୶ሻሺ୷ǳ Ȃ ୷ǯሻ ି ሺ୷ǯ Ȃ ୷ሻ ሺିଶ୶ ା ଶሻ
ሺି୶ଶ ା ଶ୶ሻ
మ
(2x  x
2
) y͟ + (x
2
 2) y͛ + 2 (1 ʹ x) y = 0 Ans.
Example 210 y = x + c
1
e
x
+ c
2
e
2x
Solution: e
2x
y = xe
2x
+ c
1
e
3x
+ c
2
e
2x
y͛ + 2e
2x
y = 2xe
2x
+ e
2x
+ 3c
1
e
3x
y͛ + 2y = 2x + 1 + 3c
1
e
x
e
x
y͛ + 2 e
x
y = 2x e
x
+ e
x
+ 3c
1
e
x
y͟  e
x
y͛ + 2 e
x
y͛  2 e
x
y
=  2 xe
x
+ 2e
x
 e
x
y͟ + y͛  2y = 1  2x. Ans.
Example 211 x
2
y = 4 + cy
Solution: ܿ ൌ ݔ
ଶ
െ
ସ
௬
; Ͳ ൌ ʹݔ െ ቀ
ିସ௬ᇱ
௬
మ
ቁ
4y͛ + 2xy
2
= 0
2y͛ + xy
2
= 0 Ans.
2.1.3 Elimination By Determinants
A third method of eliminating arbitrary constants is based on a theorem in Algebra:
In order for a system of n + 1 linear equations in n unknowns to be consistent,
the determinant formed from the coefficients of the unknowns and the terms free
of the unknowns must vanish.
The determinant formed is called the eliminant of the arbitrary constants.
For the following problems, eliminate the arbitrary constants using determinants.
Example 212 y = Ax
2
+ Be
x
Solution: Differentiate the equation twice.
y͛ = 2Ax + Be
x
y͟ = 2A + Be
x
Form the determinant whose elements are the coefficients of the arbitrary
constants A and B, and the terms y, y͟ and y͛͛͛, which are free of the arbitrary
constants.
20
ݕ ݔ
ଶ
݁
௫
ݕԢ ʹݔ ݁
௫
ݕ̶ ʹ ݁
௫
ൌ Ͳ ݎ
ݕ ݔ
ଶ
ͳ
ݕԢ ʹݔ ͳ
ݕ̶ ʹ ͳ
ൌ Ͳ
Since e
x
is a common factor of the term in the third column. Expanding the
determinant, we obtain
(2x  x
2
)y͟ + (x
2
 2) y͛ + (2  2x) y = 0. Ans
Example 213 y = c
1
cos 3x + c
2
sin 3x
Solution: Differentiate the equation twice.
y͛ = 3c
1
sin 3x + 3c
2
cos 3x
y͟ =  9c
1
cos 3x  9c
2
sin 3x
Form the determinant
ݕ ܿݏ͵ݔ ݏ݅݊͵ݔ
ݕԢ െ͵ݏ݅݊͵ݔ ͵ܿݏ͵ݔ
ݕ̶ െͻܿݏ͵ݔ െͻݏ݅݊͵ݔ
ൌ Ͳ
Expanding the determinant and simplifying we obtain
y͟ + 9y = 0 Ans.
Example 214 y = x + c
1
e
x
+ c
2
e
2x
Solution: Differentiate the equation twice.
y͛ = 1 + c
1
e
x
 2c
2
e
2x
y͛ = c
1
e
x
+ 4c
2
e
2x
Write the equations as
y = x + c
1
e
x
+ c
2
e
2x
y͛ = 1 + c
1
e
x
 2c
2
e
2x
y͛ = c
1
e
x
+ 4c
2
e
2x
Form the determinant
ݕ െݔ ݁
௫
݁
ିଶ௫
ݕ
ᇱ
െ ͳ ݁
௫
െʹ݁
ିଶ௫
ݕ̶ ݁
௫
Ͷ݁
ିଶ௫
ൌ Ͳ
Expanding the determinant and simplifying, we get
21
y͟ + y͛  2y = 1  2x. Ans.
Example 215 y = c
1
x
2
+ c
2
x
3
Solution: Differentiate the equation twice.
y͛ = 2c
1
x + 3c
2
x
2
y͟ = 2c
1
+ 6c
2
x
The determinant in this case will be
ݕ ݔ
ଶ
ݔ
ଷ
ݕԢ ʹݔ ͵ݔ
ଶ
ݕ̶ ʹ ݔ
ൌ Ͳ
Expanding the determinant the result is
x
2
y͟  4xy͛ + 6y = 0. Ans.
22
Exercise No. 4
Determine the differential equations of the following by eliminating constants using any
method.
1. x sin y ʹ y cos x = c
2. y = c
1
+ c
2
e
2x
3. y = c
1
x +
మ
௫
4. y = c
1
x
2
+ c
2
x
3
23
5. y
= c
1
cos 2x + c
2
sin 2x
6. y = c
1
x + c
2
e
x
7. y = c
1
e
2x
+ c
2
x e
2x
8. y = c
1
e
x
+ c
2
x e
2x
+ c
3
x
2
e
x
24
9. y = e
2x
(c
1
cos x + c
2
sin x)
10. y = c
1
e
x
+ c
2
e
x
+ c
3
x
2
e
x
25
2.2 Differential Equation of A Family of Curves
A family of curves of curves on a plane is usually defined by an
equation containing one or more parameters together with the
coordinates of a point on the plane. The differential equation of the
family is obtained by eliminating
the parameters by the methods in Art. 21
In the following problems obtain the differential equations of the given families of
curves whose properties are indicated.
Example 216 All straight lines through the fixed point (h, k)
Solution: The equation of a line through the point (h, k) is
y  k = m(x  h)
y͛ = m.
Hence, the required differential equation is
y  k = (x  h) y͛ Ans.
Example 217 All straight lines
Solutions: The equation of a line whose slope is m and whose yintercept is b is
y = mx + b
Here m and b are arbitrary constants. Differentiating twice, we have
y͛ = m ; y͟ = 0 Ans.
Example 218 Straight lines with equal x and yintercepts.
Solution: The figure shows a straight line with x and yintercepts a and b,
respectively. Using the intercept form of the equation of a straight line, we have
OBJECTIVES: After completing this topic, you will be able to:
determine the differential equation of the given family of curves from
indicated properties.
26
௫
௬
ൌ ͳ. But a = b
Hence, x + y = a. 1 +
ௗ௬
ௗ௫
= 0
dx + dy = 0 Ans.
Example 219 Circles with center on the yaxis.
Solution: Let the center be at (0, k) and radius = a
x
2
+ (y ʹ k) = a
2
2x + 2(y ʹ k) y͛ = 0
y  k =
ି௫
௬ᇱ
ݕ
ᇱ
ൌ െ
௬
ᇲ
ି ௫௬̶
௬ᇱ
మ
y͛
3
= y͛ + xy͟
xy͟  y͛
3
 y͛ = 0 Ans.
Example 220 Circles tangent to the yaxis.
Solution: Let (h, k) be the coordinates of the center of the circle. Since the circle is
tangent to the yaxis its radius r = h. The general equation is
(x  h)
2
+ (y  k)
2
= h
2
(1)
x
2
 2hx + (y  k)
2
= 0
2h = x +
ሺ௬ିሻ
మ
௫
(2)
a
b
a
(0, k)
27
Differentiating Eq. (2), we have
0 = 1 +
௫ ȉଶሺ௬ିሻ௬
ᇲ
ି ሺ௬ିሻ
మ
௫
మ
(y ʹ k)
2
 2xy͛ (y ʹ k)  x
2
= 0
y ʹ k = xy͛ s xඥݕԢ
ଶ
ͳ (3)
Differentiating Eq. (3), we obtain
y͛ = xy͟ + y͛ s x ȉ
ଶ௬ᇱ௬̶
ଶඥ௬ᇱ
మ
ା ଵ
s ඥݕԢ
ଶ
ͳ
after some simplification, we obtain
xy͟ ඥݕԢ
ଶ
ͳ s xy͛y͟ s (y͛
2
+ 1) = 0. Ans.
Example 221 Parabolas with the vertex and focus on the yaxis.
Solution: Let the vertex be at (0, sk). The general equation is
x
2
= 4a( y s k)
2x = 4ay͛ ; x = 2ay͛ ; 1 = 2ay͟
௫
ଵ
ൌ
ଶ௬ᇱ
ଶ௬̶
ൌ
௬ᇱ
௬̶
xy͟  y͛ = 0 Ans.
F
(0, a)
(0, a)
F
. (h, k)
28
Exercise No. 5
Name: ____________________________ Score: ___________ Rating: ___________
In the following problems obtain the differential equation of the given family of curves
whose properties are indicated.
1. All circles passing through the origin and (0, 4).
2. Straight lines with slope and yintercept equal.
3. Straight lines with algebraic sum of the intercepts fixed as k.
29
4. All circles tangent to both x and y axes.
5. The cissoids y
2
=
௫
య
ି௫
6. The strophoid y
2
=
௫
మ
ሺା௫ሻ
ି௫
7. The hyperbolas b
2
x
2
 b
2
y
2
= a
2
b
2
.
30
8. Parabolas with vertex and focus on the xaxis.
9. The folium of Descartes x
3
+ y
3
= 3axy.
10. The trisectrices of Maclaurin y
2
(a + x) = x
2
31
Unit 3
SOLUTIONS TO FIRSTORDERED DIFFERENTIAL EQUATIONS
3.1 Separation of Variables
1. If the variables in M(x, y) dx + N (x, y) dy = 0 can be
separated into the form
f(x) dx + g(y) dy = 0
the solution is by integration
´ f(x) dx + ´ g(y) dy = c
2. TEST: The variables are separable if the
functions M and N are factorable as follows:
M(x, y) = F(x) G(y)
N(x, y) = H(x) * (y)
Find the complete the solutions of the following D.E.:
Example 31 xcos
2
y dx + tan y dy = 0
Solution: xcos
2
y dx + tan y dy = 0 is reduced by dividing each term
by cos
2
y
x dx + tan y sec
2
y dy = 0
OBJECTIVES: After completing this topic, you will be able to:
1. classify the different forms of firstordered differential equations:
separation of variables, homogeneous D.E., exact D.E., nonexact D.E., first
ordered linear D.E., Bernoulli equation, D.E. linear in x and y.
2. identify a variableseparable differential equation.
3. distinguish a homogeneous differential equation.
4. test the exactness of a differential equation.
5. write the given D.E. in the standard form of Bernoulli equation and first
ordered linear differential equations.
6. find the solution of a D.E. linear in x and y.
32
Both terms are integrable by the ͞power͟ formula,
௫
మ
ଶ
௧
మ
௬
ଶ
ൌ ܿ or x
2
+ tan
2
y = c
1
Ans.
Example 32 xy
3
ln x dx  2 dy = 0
Solution: Division by y
3
separates the variables into,
x lnx dx  2 y
3
dy = =
The second term is integrated by the ͞power͟ formula, while
the first is by ͞integration by parts͟,
Let u = lnx du = dx/x
dx = x dx v = x
2
/2
Substitution gives,
௫
మ
ଶ
݈݊ݔ െ
௫
మ
ଶ
ௗ௫
௫
െ ʹ ݕ
ିଷ
݀ݕ ൌ ܿ
and
௫
మ
ଶ
݈݊ݔ െ
௫
మ
ସ
ݕ
ିଶ
ൌ ܿ
Simplification gives,
X
2
(ln x
2
 1) + 4y
2
= c
1
Ans.
Example 33 y͛ =
ଶ௫ାଶ௫௬
మ
௬ ା ଶ௫
మ
௬
Solution: The given D.E. may be written as,
ௗ௬
ௗ௫
ൌ
ଶ௫ାଶ௫௬
మ
௬ାଶ௫
మ
௬
and the variables are separated into,
ଶ௫ௗ௫
ଵାଶ௫
మ
െ
௬ௗ௬
ଵା ௬
మ
ൌ Ͳ
Integration leads to the ln function
33
ଵ
ଶ
lnሺͳ ʹݔ
ଶ
ሻ െ
ଵ
ଶ
ሺͳ ݕ
ଶ
ሻ ൌ ܿ
Further simplification gives,
ଵାଶ௫
మ
ଵ ା ௬
మ
ൌ ܿ
ଵ
Ans.
34
Exercise No. 6
(Separation of Variables)
1. dy = tan x tan y dx
2. e
x+y
dx + (1 + e
x
) dy = 0
3. ሺͶ ͻݔ
ଶ
ሻ݀ݕ െ ඥͻ െͶݕ
ଶ
dx = 0
35
4. (xy ʹ x) dx = (x
2
y
2
 x
2
+ y
2
 1) dy
5. (xy + x) dx + (1 + x
2
)dy = 0
6. 2e
x
cot y dx  (4 + e
x
) csc
2
y dy = 0
7.
ௗ௬
ௗ௫
ൌ
ሺ௫ାଵሻሺ௬ିଶሻ
௫௬
36
8. xlnx lny dy + dx = 0
9. 2e
x
cot y dx + (1 + e
x
) csc
2
y dy = 0
10.
ௗ௬
ௗ௫
= sin(x + y)
37
3.2 Homogeneous Differential Equations
(a) In M(x, y) dx + N(x, y) dy = 0, if
M(rx, ry) = r
n
M(x, y) and
N(rx, ry) = r
n
N(x, y)
Such that n = m, then the D.E is said to be ͞homogeneous͟ of ͞degree n͟. Here, r can
either be a variable or a constant.
(b) The solution of such type of D.E is by either of the following
substitution methods:
First: Let y = vx
dy = v dx + x dv
Here, y is eliminated and v introduced into the D.E. In the final
analysis, the D.E. takes the forms in which h the variables are separable.
After the solution, the variable y is substituted back to the equation.
Second: Let x = uy
dx = u dy + y du
Solution is similar to that of the previous method, except that
here x is eliminated.
(c) Suggested Solution
If M is simpler than N: Use x = uy
If N is simpler than M: Use y = vx
For the following D.E., find the solution:
Example 34 (x
3
+ y
3
) dx  3xy
2
dy = 0
Solution: (x
3
+ y
3
) dx  3xy
2
dy = 0 is ͞homogeneous of degree 3͟
Here N = 3xy
2
is simpler than M = x
3
+ y,
Use: y = vx and dy = vdx + x dv
Substitute to the given D.E.,
(x
3
+ v
3
x
3
) dx  3x (v
2
x
2
) (vdx + x dv) = 0
38
Divide each term by x
3
and simplify
(1 + v
3
) dx  3v
2
(vdx + x dv) = 0
and
ௗ௫
௫
െ
ଷ௩
మ
ௗ௩
ଵିଶ௩
య
ൌ Ͳ
Integration leads to the ln functions,
ln x +
ଵ
ଶ
lnሺͳ െʹݒ
ଷ
ሻ ൌ ܿ
Since y = vx and v = y/x , then
ln x +
ଵ
ଶ
lnቀͳ െ
ଶ௬
య
௫
య
ቁ ൌ ܿ
Simplification finally gives,
x
3
 2y
3
= c
1
x Ans.
Example 35 xy dx  (x + 2y)
2
dy = 0
Solution: xy dx  (x + 2y)
2
dy = 0 is ͞homogeneous of degree 2͟.
Here, M xy is ismpler than N = (x + 2y)
2
Use: x = uy and dx = udy + ydu
Substitute to the given D.E.,
uy
2
(udy + ydu)  (uy + 2y)
2
dy = 0
Divide each term by y
2
and simplify,
u
2
dy + uy du  (u + 2)
2
dy = 0
u
2
dy + uy du  (u
2
+ 4u + 4)dy = 0
and uy du  4(u + 1) dy = 0
Separation of variables gives,
௨ௗ௨
ସሺ௨ାଵሻ
െ
ௗ௬
௬
ൌ Ͳ
39
ଵ
ସ
ቀͳ െ
ଵ
௨ାଵ
ቁ െ
ௗ௬
௬
ൌ Ͳ
Integrate:
ଵ
ସ
ሾݑ െ݈݊ሺݑ ͳሻሿ െ ݈݊ݕ ൌ ܿ
Substitute x = uy or u = x/y and simplify,
x  y ln (xy
3
+ y
4
) = c
1
y Ans.
Example 36 (x + y sin y/x) dx  x sin y/x dy = 0
Solution: (x + y sin y/x) dx  x sin y/x dy = 0 is ͞homogeneous of degree
1͟.
Use: y = vx or v = y/x
dy = vdx + x dv
Substitute to the D.E.,
(x + vx sin v) dx  x sin v (vdx + x dv)= 0
Divide each term by x and simplify,
dx  x sin v dv = 0
and
ௗ௫
௫
െ ݏ݅݊ݒ݀ݒ ൌ Ͳ
Integration gives,
ln x + cos v = c
Finally, using v = y/x,
ln x + cos y/x = c Ans.
40
Exercise No. 7
(Homogeneous Differential Equations)
Find the general solution of the following differential equations.
1. (4x
2
 y
2
) dx  xy dy = 0
2.
ௗ௫
ௗ௬
ൌ
௫
మ
௬
మ
ʹݔ
3. (3xy ʹ 2y
2
) dx + (2x
2
 3xy) dy = 0
41
4. ቀ
ௗ௬
ௗ௫
െ
௬
௫
ቁ ݈݊
௬
௫
ൌ
௫
௬
5. ቀݏ݅݊
௬
௫
ቁ
ௗ௬
ௗ௫
ൌ
௫
௬
ݏ݅݊
௬
௫
ͳ
42
6. x dy  y dx = ඥݔ
ଶ
ݕ
ଶ
dx
7. (2x  y) dx  (x + 4y) dy = 0
8. (x + y sin
௫
௬
) dx  (y + x sin
௫
௬
) dy = 0
43
9. Find the particular solution of (y
2
+ 2xy) dx + 2x
2
dy = 0; x = 1; y = 2
10. Find the particular solution of y(x ʹ 6y) dx  x (2x ʹ 9y) dy = 0 if y(0) = 1
44
3.3 Exact Differential Equation
(a) The equation M(x, y) dx + N(x, y) dy = 0 is said to
be ͞exact͟ if
డெ
డ௬
ൌ
డே
డ
(b) Solutions:
(i) Direct: ܯ݀ݔ ቀܰ െ
డ
డ௬
ܯ݀ݔቁ ݀ݕ ൌ Ͳ
(ii) Indirect: ´ Mdx + f(y) = c
and ´ Ndy + g(x) = c
REMARKS: (a) The unknown functions f(y) and g(x) are
obtained from the comparison of these two (2)
possible solutions.
(b) In integrating the functions M and N, ͞ partial͟
integration is applied, that is, to hold y constant
when integrating relative to x and to hold x constant
in integrating with respect to y. Same is true in
partial differentiation.
Find the solutions of the following D.E.
Example 37 (2xy  3x
2
)dx + (x
2
+ 2y) dy = 0
Solution: (2xy  3x
2
)dx + (x
2
+ 2y) dy = 0 is first tested for
͞exactness͟.
M = 2xy ʹ 3x
2
;
డெ
డ௬
ൌ ʹݔ
N = x
2
+ 2y ;
డே
డ
ൌ ʹݔ
So, the given D.E. is exact.
Using the Direct Method,
ܯ݀ݔ ቀܰ െ
డ
డ௬
ܯ݀ݔቁ ݀ݕ ൌ Ͳ
45
ሺʹݔݕ െ ͵ݔ
ଶ
ሻ݀ݔ ቂݔ
ଶ
ʹݕ െ
డ
డ௬
ሺʹݔݕ െ ͵ݔ
ଶ
ሻ݀ݔቃ ݀ݕ ൌ Ͳ
ݔ
ଶ
ݕ െ ݔ
ଷ
ቂݔ
ଶ
ʹݕ െ
డ
డ௬
ሺݔ
ଶ
ݕ െ ݔ
ଷ
ሻቃ ݀ݕ ൌ Ͳ
x
2
y ʹ x
3
+ ´ (x
2
+ 2y  x
2
) dy = c
Finally, x
2
y ʹ x
3
+ y
2
= c Ans.
Example 38 (cos y + y cos x) dx  (x sin y  sin x) dy = 0
Solution: In the given D.E.,
M = cos y + y cos x
డெ
డ௬
=  sin y + cos x and
N = x sin y + sin x
డே
డ
=  sin y + cos x
Therefore, the D.E. is exact,
Using the Indirect Method,
(1) ´ M dx + f(y) = c
´ (cos y + y cos x) dx + f(y) = c
x cos y + y sin x + f(y) = c
(2) ´ N dy + g(x) = c
´ (x sin y + sin x) dy + g(x) = c
x cos y + y sin x + g(x) = c
Comparison of the two (2) possible solutions (1) and (2) shows
that f(y) = g(x) = 0, so
x cos y + y sin x = c Ans.
Example 39 (e
x
+ ln y + y/x) dx + (x/y + ln y + sin y) dy = 0
Solution: Here, the D.E. has
M = e
x
+ ln y +
௬
௫
:
డே
డ
=
ଵ
௬
ଵ
௫
46
N =
௫
௬
+ ln x + sin y ;
డே
డ
=
ଵ
௬
ଵ
௫
Use the Indirect Method
(1) ´ M dx + f(y) = c
´ (e
x
+ ln y +
௬
௫
)dx + f(y) = c
e
x
+ xlny + ylnx + f(y) = c
(2) ´ N dy + g(x) = c
´(
௫
௬
+ ln x + sin y) dy + g(x) = c
x ln y + y lnx  cos y + g(x) = c
Comparison of solutions (1) and (2) shows that
f(y) =  cos y and g(x) = e
x
, so
e
x
+ xlny + ylnx  cos y = c
47
Exercise No. 8
Exact Differential Equations
Find the general solution of the following differential equations.
1. (2xy  6x
2
) dx + (x
2
 y) dy = 0
2. (2x + 3y) dx + (3x  y + 5) dy = 0
3. 3y (x
2
 1) dx + (x
3
+ 8y  3x) dy = 0
4. (3x
2
 4y
2
) dx  (3y
2
+ 8xy) dy = 0
48
5. (2xy ʹ 3y) dx + (x
2
 3x) dy = 0
6. (3x
2
y  sin y) dx + x(x
2
ʹ cos y) dy = 0
7. ( 1 2xy + y
2
) dx + (2xy ʹ x
2
) dy = 0
49
8. (x  2y) dx + 2(y  x) dy = 0
9. (y
2
 2xy + 6x) dx  (x
2
 2xy + 2) dy = 0
10. (6x + y
2
) dx + y(2x ʹ 3y) dy = 0
50
3.4 NonExact Differential Equations
(a) The equation M(x, y) dx + N(x, y) dy = 0
డெ
డ௬
്
డே
డ
then the D.E. is ͞nonexact͟.
(b) Solution: A ͞nonexact͟ D.E. is solved by other methods
or more often by reducing it to an ͞exact͟ form through the
determination of an ͞integrating factor͟ which, when
multiplied to the D.E., reduces it to
M Ɍ dx + N Ɍ dy = 0
such that
డெ
డ௬
ൌ
డே
డ
where: Ɍ = Ɍ(x, y) is the integrating factor.
(c) Special Cases for Finding Ɍ
CASE 1: When Ɍ is a function of x alone,
Ɍ = Ɍ(x)
TEST: If
ଵ
ே
ቀ
డெ
డ௬
െ
డே
డ௫
ቁ ൌ ݂ሺݔሻ
Then Ɍ = e
´ f(x) dx
.
CASE 2: When Ɍ is a function of y alone,
Ɍ = Ɍ(x)
TEST: If
ଵ
ெ
ቀ
డே
డ௫
െ
డெ
డ௬
ቁ ൌ ݃ሺݕሻ
Then Ɍ = e
´ g(y) dy
.
CASE 3: When Ɍ = x
m
y
n
TEST: If
ெ
௬
െ
ே
௫
ൌ
డே
డ௫
െ
డெ
డ௬
51
reduces to an ͞identity͟ equation (one wherein the terms at the left side are the
same as on the right side) the exponents m and n may be obtained by the
comparison of terms from both sides of the equation  that is, by equating
coefficients of like terms.
Find the solutions of the following D.E.
Example 310 (x
2
+ y
2
+ 1) dx + (x
2
 2xy) dy = 0
Solution: M = x
2
+ y
2
+ 1 ;
డெ
డ௬
ൌ ʹݕ
N = x
2
 2xy ;
డே
డ௫
= 2x  2y
so, D.E. is nonexact.
This is under CASE 1 with the ͞integrating factor͟,
Ɍ = e
´ f(x) dx
݂ሺݔሻ ൌ
ଵ
ே
ቀ
డெ
డ௬
െ
డே
డ௫
ቁ
=
ଵ
௫
మ
ି ଶ௫௬
(2y  2x + 2y)
=
ଶሺି௫ାଶ௬ሻ
௫ሺ௫ିଶ௬ሻ
or െ
ଶ
௫
So, Ɍ = e
´ (2/x) dx
= e
2lnx
= x
2
Multiply the given D.E. by Ɍ = x
2
(1 + x
2
y
2
+ x
2
) dx + (1  2x
1
y) dy = 0
The new functions M and N are,
M
n
= 1 + x
2
y
2
+ x
2
;
డெ
డ௫
= 2 x
2
y
N
n
= 1  2x
1
y ;
డே
డ௬
= 2x
2
y
So, the reduced D.E. is now exact
52
Use the Indirect Method
(1) ´ M
n
dx + f(y) = c
´ (1 + x
2
y
2
+ x
2
) dx + f(y) = c
x  x
1
y
2
 x
1
+ f(y)
= c
(2) ´ N
n
dy + g(x) = c
´( 1  2x
1
y ) dy + g(x) = c
y  x
1
y
2
+ g(x) = C
Comparison of solutions (1) and (2) shows that
f(y) = y and g(x) = x  x
1
, so
x  x
1
y
2
 x
1
+ y = c Ans.
Example 311 (2xy  y
2
+ y)dx + (3x
2
 4xy + 3x ) dy = 0
Solution:
M = 2xy  y
2
+ y;
డெ
డ௬
= 2x  2y + 1
N = 3x
2
 4xy + 3x ;
డே
డ௫
= 6x  4y + 3
so, D.E. is nonexact.
This D.E. can be solved under CASE 2 with the ͞integrating factor͟.
Ɍ = e
´ g(y) dy
where: ݃ሺݕሻ ൌ
ଵ
ெ
ቀ
డே
డ௫
െ
డெ
డ௬
ቁ
ൌ
ଵ
ଶ௫௬ି ௬
మ
ା ௬
ሺͶݔ െʹݕ ʹሻ
ൌ
ଶሺ ଶ୶ ି ୷ ା ଵሻ
୷ሺଶ୶ ି ୷ ା ଵሻ
=
ଶ
௬
So, Ɍ = e
´ (2/y) dy
= e
2lny
= y
2
Multiply each term in the given D.E. by Ɍ = y
2
(2xy
3
 y
4
+ y
3
)dx + (3x
2
y
2
 4xy
3
+ 3x y
2
) dy = 0
53
The new M and N functions are,
M
n
= 2xy
3
 y
4
+ y
3
;
డெ
డ௬
= 6xy
2
 4y
3
+ 3y
2
N
n
= 3x
2
y
2
 4xy
3
+ 3x y
2
;
డே
డ௫
= 6xy
2
 4y
3
+ 3y
2
Having been reduced to an exact form , the D.E, may now be solved
either by the Direct or Indirect Method, to give the final answer,
x
2
y
3
 xy
4
+ xy
3
= c Ans.
Example 312 2y dx + (x  x
3
y
3
) dy = 0
Solution: M = 2y ;
డெ
డ௬
ൌ ʹ
N = x  x
3
y
3
;
డே
డ௫
= 1  3x
2
y
3
This nonexact D.E. falls under Case 3 where the ͞integrating
factor͟ is
Ɍ = x
m
y
n
with m and n obtained from
ெ
௬
െ
ே
௫
ൌ
డே
డ௫
െ
డெ
డ௬
ʹݕ݊
ݕ
Ȃ
ሺݔ െ ݔ
ଷ
ݕ
ଷ
ሻ݉
ݔ
ൌ ͳ െ͵ݔ
ଶ
ݕ
ଷ
െ ʹ
` 2n  m + mx
2
y
3
= 1  3x
2
y
3
Note that this is an ͞identity ͞ equation,
where : 2n  m = 1
and m = 3
so, n = 2
and Ɍ = x
3
y
2
Multiply the given D.E. by Ɍ = x
3
y
2
,
2x
3
y
1
dx + (x
2
y
2
 y) dy = 0
54
The new M and N functions are,
M
n
= 2x
3
y
1
;
డெ
డ௬
=  2x
3
y
2
N
n
= x
2
y
2
 y ;
డே
డ௫
=  2x
3
y
2
This is now an exact D.E. which can be solved by either the Direct
or Indirect method, to give
2 x
2
y
1
+ y
2
= c Ans.
55
Exercise No. 9
NonExact Differential Equations
Find the general solution of the following differential equations.
1. y(4x + y) dx  2(x
2
 y) dy = 0
2. 3(x
2
+ y
2
) dx + x(x
2
+ 3y
2
+ 6y) dy = 0
3. 2(x ʹ y + 2) dx + x(x ʹ 2y + 2) dy = 0
56
4. y(2x + y ʹ 2)dx ʹ 2 (x + y) dy = 0
5. (xy + 1) dx + x(x + 4y ʹ 2)dy = 0
6. 2y (x
2
ʹ y + x) dx + (x
2
ʹ 2y) dy = 0
7. (4x + y) dx ʹ 2(x
2
ʹ y) dy = 0
57
8. (2y
2
+ 3xy ʹ 2y + 6x) dx + x(x + 2y ʹ 1) dy = 0
9. (2y
2
+ 5xy ʹ 2y + 4) dx + x(2x + 2y ʹ1) dy = 0
10. (x
2
ʹ y
2
ʹ 4y ʹ 1) dx + 2x(x + y + 2) dy = 0
58
3.5 FirstOrdered Linear Differential Equations (FOLDE)
(a) This is a D.E. which is ͞first order͟ in the derivative and ͞linear͟ in the
dependent variables. In the standard form, it is written as
ௗ௬
ௗ௫
+ y P(x) = Q(x)
dx
(b) Solution: y Ɍ = ´ Q(x) Ɍ dx + c
where: Ɍ = e
´ P(x) dx
NOTE: FOLDE is actually a ͞nonexact͟ D.E. where Ɍ is obtained
under CASE 1.
REMARK: For the case where the dependent variable is x, FOLDE is
written in its standard form as
ௗ௫
ௗ௬
+ x P(y) = Q(y)
having a solution: x Ɍ = ´ Q(y) Ɍ dy + c
where: Ɍ = e
´ P(y) dy
Find the solutions of the following D.E.
Example 313
ௗ௬
ௗ௫
+ 2xy  4x = 0
Solution: The standard form of this D.E. in the FOLDE form is,
ௗ௬
ௗ௫
+ 2xy = 4x
where: P = 2x ; Q = 4x
Ɍ = e
´ Pdx
= e
´ 2x dx
= ݁
௫
మ
Solution is: y Ɍ = ´ Q Ɍ dx + c
ݕ݁
௫
మ
ൌ
ሺͶݔሻ݁
௫
మ
݀ݔ ܿ
Integration gives,
ݕ݁
௫
మ
ൌ ʹ݁
௫
మ
ܿ
ݕ ൌ ʹ ܿ݁
ି௫
మ
Ans.
59
Example 314 t ds  (t
3
e
3t
+ 3st + s) dt = 0
Solution: Divide the D.E. by tdt and reduce to the FOLDE form,
ௗ௦
ௗ௧
 s (3 + t
1
) = t
2
e
3t
where: P =  (3 + t
1
)
Q = t
2
e
3t
and Ɍ = ݁
ௗ௧
= ݁
ିሺଷା௧
షభ
ሻௗ௧
= e
3t  ln t
or
t
1
e
3t
The solution is,
s Ɍ = ´ Q Ɍ dt + c
s t
1
e
3t
= ´ t
2
e
3t
(t
1
e
3t
) dt + c
Integration leads to,
s t
1
e
3t
=
௧
మ
ଶ
+ c
and s =
ଵ
ଶ
t
3
e
3t
+ c t e
3t
. Ans.
Example 315 y
ௗ௫
ௗ௬
 2x  3y
2
+ 2 = 0
Solution: Divide the given D.E. by y,
ௗ௫
ௗ௬

ଶ
௬
x = 3y  2 y
1
which is now in the FOLDE form with,
P = 
ଶ
௬
; Q = 3y  2y
1
and Ɍ = e
´ P dy
= e
´ (2/y) dy
= e
2 lny
Ɍ = y
2
Solution is: x Ɍ = ´ Q Ɍ dy + c
x y
2
= ´ (3y  2y
1
) y
2
dy + c
60
Integration gives,
x y
2
= 3 ln y + y
2
+ c
which simplifies to,
x = y
2
ln y
3
+ 1 + cy
2
Ans.
61
Exercise No. 10
FirstOrdered Linear Differential Equations
Name: ____________________________ Score: ___________ Rating: ___________
Find the general solution of the following differential equations.
1.
ௗ௬
ௗ௫
+ cot x = 3e
cos x
2.
ௗ௬
ௗ௫
+ ቀ
ଵ
௫
tan ݔቁ ݕ = 2 sec x
3. (1  x
2
)
ௗ௬
ௗ௫
 xy = 3x (1  x
2
)
62
4. ydx = (e
y
+ 2xy  2x) dy
5.
ௗ௬
ௗ௫

௬
௫
=
௫ା௬
௫ିଵ
6.
ௗ௬
ௗ௫
= 2x ʹ 2y cot 2x
7. x
ௗ௬
ௗ௫
 (x + 2)
2
= y
63
8.
ௗ௬
ௗ௫

ଵ
௫௫
y =
ଵ
௫
మ
௫
9. xdy + (x
2
ʹ 3y) dx = 0
10. y͛ + (2x + 1) y = ݁
ି௫
మ
64
3.6 The Bernoulli Equation
(a) The Bernoulli equation is a ͞nonlinear͟ D.E. having the standard form
ௗ௬
ௗ௫
+ y P(x) = y
n
Q(x)
(b) The Bernoulli equation is reducible to a ͞linear͟ form (FOLDE) by
making use of the substitution
z = y
1 ʹ n
which gives
ௗ௬
ௗ௫
=
௬
ଵି
ௗ௭
ௗ௫
With this, the Bernoulli equation is reduced to
ௗ௭
ௗ௫
+ (1  n) z P (x) = (1  n) Q (x)
or
ௗ௭
ௗ௫
+ z P
r
(x) = Q
r
(x)
where: P
r
(x) = (1 ʹ n) P(x)
Q
r
(x) = (1 ʹ n) Q(x)
(c) Solution: y
1 ʹ n
Ɍ = ´ Q
r
(x) Ɍ dx + c
where: Ɍ = e
´ Pr (x) dx
REMARK: For the case where the dependent variable is x, the
Bernoulli equation is,
ௗ௫
ௗ௬
+ x P(y) = x
n
Q(y)
Elements in the solution of this are similar to the
previous discussion.
Example 316 y͛ +
௬
௫
 3x
2
y
2
= 0
Solution: The Bernoulli form of the given D.E. is,
65
ௗ௬
ௗ௫
+
ଵ
௫
y = 3x
2
y
2
with n = 2 ; 1  n = 1
P =
ଵ
௫
; Q = 3x
2
The solution is
y
1  n
Ɍ = ´ Q
r
Ɍ dx + c
where: P
r
= (1 ʹ n) P = 
ଵ
௫
Q
r
= (1 ʹ n) Q = 3x
2
Ɍ = e
´ Pr dx
= e
´ (1/x) dx
= e
ln x
= x
1
Substitution and integration gives,
y
1
x
1
= ´ (3x
2
) x
1
dx + c
y
1
x
1
= 
ଷ
ଶ
x
2
+ c Ans.
Example 317 3
ௗ௫
ௗ௬
+ 3
௫
௬
= 2x
4
y
4
Solution: Divide the given D.E. by 3,
ௗ௫
ௗ௬
+
ଵ
௬
x =
ଶ
ଷ
y
4
x
4
which is now in the Bernoulli form
P =
ଵ
௬
; Q =
ଶ
ଷ
y
4
n = 4 and 1 ʹ n =  3
The solution is
66
x
1  n
Ɍ = ´ Q
r
Ɍ dy + c
where: P
r
= (1 ʹ n) P =  3
x
Q
r
= (1 ʹ n) Q =  2y
4
Ɍ = e
´ Pr dy
= e
´ (3/y) dy
= e
 3 ln y
= y
ʹ3
Substitution and integration leads to,
x
3
y
3
= ´ (2y
4
) y
3
dy + c
Finally,
x
3
y
3
=  y
2
+ c Ans.
Example 318 2 wt
ௗ௧
ௗ௪
= t
2
 2w
3
Solution: The given D.E. is divided by 2 wt,
ௗ௧
ௗ௪

ଵ
ଶ௪
t =  w
2
t
1
which is now in the Bernoulli form
Here, P = 
ଵ
ଶ௪
; Q =  w
2
n =  1 and 1 ʹ n = 2
The solution is
t
1  n
Ɍ = ´ Q
r
Ɍ dw+ c
where: P
r
= (1 ʹ n) P = 
ଵ
௪
Q
r
= (1 ʹ n) Q =  2w
2
Ɍ = e
´ Pr dw
= e
´ (1/2) dw
67
= e
 ln w
= w
ʹ 1
Substitution and integrate,
t
2
w
1
= ´ (2w
2
) w
1
dw + c
௧
మ
௪
=  w
2
+ c Ans.
68
Exercise No. 11
Bernoulli Equation
Find the general solution of the following differential equations.
1.
ௗ௬
ௗ௫

ଶ
௫
y = ቀ
௬
ଷ
ቁ
ଷ
sin x
2.
ௗ௬
ௗ௫
 y = 2 xy
2
e
x
3. x
ௗ௬
ௗ௫
= y + y
3
cos x
69
4.
ௗ௫
ௗ௬
 x cot 2y = x
3
csc 2y
5.
ௗ௬
ௗ௫

ଶ
௫
y = ቀ
௬
௫
ቁ
ଷ
cos x
6.
ௗ௫
ௗ௬
+
ସ
௬
x = x
4
y
3
7. 3
ௗ௬
ௗ௫
+
ଷ
௫
y = 2 x
4
y
4
70
8. 3xy͛ + y + x
2
y
4
= 0
9.
ௗ௬
ௗ௫
+
௬
௫
= ඥݕ
10.
ௗ௬
ௗ௫
+ y = 12e
2x
y
71
3.7 D.E. Linear in x and y
(a) The standard form for this 1
st
ordered D.E. is
(A
1
x + B
1
y + C
1
) dx + (A
2
x + B
2
y + C
2
) dy = 0
where: C
1
and/or C
2
{ 0
(b) Solutions:
CASE 1: When A
1
x + B
1
y + C
1
= 0 and
A
2
x + B
2
y + C
2
= 0 represent two parallel lines,
that is, when:
A
2
= k A
1
and B
2
= k B
1
(k ʹ constant of proportionality)]
USE: v = A
1
x + B
1
y
dv = A
1
dx + B
1
dy
and substitute to the D.E., eliminating either x or y.
NOTE: This substitution will reduce to one where the
variables are separable.
CASE 2: When A
1
x + B
1
y + C
1
= 0 and
A
2
x + B
2
y + C
2
= 0 represent two
nonparallel lines,
USE: x = u + h and dx = du
y = v + k and dy = dv
where: (h, k) is the point of intersection of the two parallel
lines.
NOTE: This substitution method will reduce the D.E.
to one that is homogeneous of the first degree.
Example 319 (x + y  1) dx + (2x + 2y + 1) dy = 0
Solution: This D.E. has the coefficients of dx and dy when equated to
zero (0) represent two (2) parallel
72
x + y  1 = 0 and 2x + 2y + 1 = 0
under CASE 1. with k = 2
Let v = x + y or dv = dx + dy
and substitute to the D.E.,
(v ʹ 1)(dv ʹ dy) + (2v + 1) dy = 0
vdv ʹ dv  vdy + dy + 2v dy + dy = 0
(v  1)dv + (v + 2) dy = 0
௩ିଵ
௩ାଶ
dv + dy = 0
Integrate after reducing the first term,
ቀͳ െ
ଷ
௩ାଶ
ቁ ݀ݒ + y = c
v  3 ln(v + 2) + y = c
Substitute v = x + y
x + 2y  ln (x + y + 2)
3
= c
Example 320 (x  4y  9) dx + (4x + y  2) dy = 0
Here, when the coefficients of dx and dy are equated to zero (0),
x  4y  9 = 0 and 4x + y  2 = 0
represent two (2) nonparallel lines with point of intersection at (1, 2). this falls
under CASE 2.
Let x = u + 1 and dx = du
y = v  2 and dy = dv
and substitute to the given D.E.,
{ u + 1  4(v ʹ 2)  9} du + {4(u + 1) + v  2  2} dv = 0
or (u  4v) du + (4u + v) dv = 0
73
which is ͞homogeneous of degree 1͟
Let u = zv
du = z dv + v dz
Substitute to get,
(zv ʹ 4v) (z dv + v dz) + (4 zv + v) dv = 0
Divide by v and simplify,
z
2
dv  4z dv + vz dz  4v dz + 4z dv + dv = 0
(z
2
+ 1) dv + v(z  4) dz = 0
ௗ௩
௩
+
௭ ି ସ
௭
మ
ା ଵ
dz = 0
Integrate to get,
ln v +
ଵ
ଶ
ln (z
2
+ 1 )  4 arc tan z = c
Substitute z = u/v,
ln v +
ଵ
ଶ
ln (u
2
/v
2
+ 1 )  4 arc tan u/v = c
Finally, substitute u = x  1 and v = y + 2
to get
ln { (x ʹ 1)
2
+ (y + 2 )
2
}  8 arc tan
௫ିଵ
௬ାଶ
= c
74
Exercise No. 12
D.E. Linear in x and y
Find the general solution of the following differential equations.
1. (2x ʹ 3y + 2)dx ʹ (3x + 2y + 1) dy = 0
2. (x + 2y + 1) dx + (2x + 4y ʹ 3) dy = 0
3. (2x ʹ 3y ʹ 4) dx ʹ (3x ʹ 4y ʹ 2) dy = 0
75
4. (x ʹ 2y ʹ 7) dx + (2x ʹ 4y + 1) dy = 0
5. (2x ʹ y ʹ 3) dx ʹ (x + 4y + 3) dy = 0
76
6. (2x ʹ y + 1) dx + (x ʹ 2y ʹ 1) dy = 0
7. (x ʹ y ʹ 6) dy = (x ʹ y + 2) dx
8. (x ʹ 2y + 5) dx + (x ʹ 2y ʹ 1) dy = 0
77
9. (x ʹ 2y + 4) dx + (2x ʹ 4y ʹ 1) dy = 0
10. (5x + 3y ʹ 4) dx + (x + y ʹ 2) dy = 0
78
Unit 4
HigherOrdered Differential Equations
4.1 SPECIAL SECONDORDERED DIFFERENTIAL EQUATIONS
CASE 1: d
2
y = f(x)
dx
2
Solution: y = x ´ f(x) dx  ´ x f(x) dx + c
1
x + c
2
CASE 2: d
2
y = g(y)
dx
2
Solution: x = µ . dy . + c
2
· 2 ´ g(y) dy + c
1
CASE 3: d
2
y = f ¨ dy ¸
dx
2
ª dx º
Solution: x = ´ dp + c
f(p)
or y = ´ pdp + c
f(p)
where: p = dy
dx
CASE 4: d
2
y = f ¨ x, dy ¸
dx
2
ª dx º
Solution: Let p = dy and dp = d
2
y
dx dx dx
2
CASE 5: d
2
y = f ¨ y, dy ¸
dx
2
ª dx º
Solution: Let p = dy and p dp = d
2
y
dx dy dx
2
CASE 6: d { dy + y P(x) } = Q(x)
dx dx
Solution: Let u = dy + y P(x)
dx
79
REMARK: Cases 4 to 6 will reduce to firstordered D.E. upon the application of
the suggested substitution. Appropriate method/s is/are applied. (Methods 1 to
7, under Section 3)
Example 41 y
͟
= x
2
 1
Solution: Under CASE 1, the solution of this D.E. is
y = x ´ f(x) dx  ´ x f(x) dx + c
1
x + c
2
where: f(x) = x
2
 1
Substitute to the D.E.,
y = x ´ (x
2
 1)dx  ´ x (x
2
 1) dx + c
1
x + c
2
Integrate to give,
y = 1 x
4
 1 x
2
+ c
1
x
+ c
2
12 2
Example 42 y͟ = y + 2
Solution: Under Case 2, the formula is
x = µ . dy . + c
2
· 2 ´ g(y) dy + c
1
where: g(y) = y + 2 and
´ g(y)dy = y
2
+ 2y
2
Substitute to the formula
x = µ . dy . + c
2
· (y
2
+ 4y + c
1
)
1/2
Use the trigonometric substitution, thus
x = ln{2y + 4 + 2(y
2
+ 4y + c
1
)
1/2
} + c
2
Example 43 y͟ = 3y͛
80
Solution This 2ndordered D.E. is under Case 3
where f(p) = 3y͛ or 3 dy
dx
and p = dy
dx
Use the formula,
x = ´ dp + c
1
f(p)
x = ´ dp + c
1
3p
and x = 1 ln p + c
1
3
In the exponential form, this is reducible to
p = c
1
e
3x
= dy
dx
Variable separable method is applied,
dy = c
1
e
3x
dx
Finally,
y = 1 c
1
e3x + c
2
Ans.
3
Example 44 xy͟ ʹ 2x(y͛)
2
+ y͛ = 0
Solution: The D.E. is under Case 4 where the variable y is missing.
Let p = dy or y͛
dx
dp = d
2
y or y͟
dx
Substitute to the D.E.
x dp ʹ 2x(p)
2
+ p = 0
dx
or dp + p = 2p
2
(Bernoulli equation)
dx
81
Here, P = 1 ; Q = 2; n = 2
x
The solution is obtained to be
p
1
x
1
= c
1
ʹ 2 ln x
and p = dy = . 1 .
dx x (c
1
 2ln x)
Separation of variables finally gives,
y =  1 ln(c
1
 2ln x) + c
2
2
Example 45 yy͟ + 2(y͛)
2
= 0
Solution: This is under Case 4 where the variable x is missing.
Let p = y͛ and p dp = y͟
dy
and substitute to the given D.E.,
y p dp + 2 p
2
= 0
dy
or y dp + 2p = 0
dy
Separation of variables and integration gives
ln p + 2 lny = c
or ln p + ln y
2
= c
ln py
2
= c
py
2
= e
c
= c
1
p = c
1
y
2
Since p = dy = c
1
y
2
dx
82
c
1
dx = y
2
dy
Finally, c
1
x = y
3
+ c
2
Ans.
3
Example 45 d (dy/dx + y) = e
x
dx
Solution: This 2
nd
ʹordered D.E. falls under Case 6
Let u = dy + y
dx
and so, du = e
x
dx
or u = e
x
+ c
1
Substitute back to u = dy + y
dx
This is FOLDE where
P = 1 ; Q = e
x
+ c
1
and J = e
´ P dx
= e
x
The solution is
y J = ´ Q J dx + c
2
y e
x
= ´ (e
x
+ c
1
) e
x
dx + c
2
y e
x
= x + c
1
e
x
+ c
2
Finally,
y = c
1
+ c
2
e
x
 x e
x
83
Exercise No. 13
Special SecondOrdered D.E.
Name: ____________________________ Score: ___________ Rating: ___________
.
Find the general solution of the following differential equations.
1. y͟ + y = 0
2. (x
2
ʹ 1)y͟ + xy͟ = 0
3. y͟ + 2y = 0
4. y͟ + y͛ = 0
5. y͟ ʹ (y͛)
2
 1 = 0
6. y͟ + yy͛ = 0
7. yy͟  2(y͛)
2
+ y
2
= 0
84
4.2 HOMOGENEOUS HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS (HHOLDE)
1.The general form of the HHOLDE is:
Normal Form:
A
0
d
n
y + a
1
d
nʹ1
y + . . . + a
n ʹ1
dy + a
n
y = 0
dx
n
dx
n1
dx
Operator Form
(a
0
D
n
+ a
1
D
n1
+ . . . +a
n1
D + a
n
)y = 0
where: D = d ; D
r
= d
r
(r u 0)
dx dx
r
The coefficients a͛s are generally functions of x.
2.Connected with the HHOLDE is an ͞auxiliary͟ equation having the form,
a
0
m
n
+ a
1
m
n1
+ . . . + a
n1
m + a
n
= 0
where m which replaced D, is called the auxiliary or characteristic
equation. The form of the solution of HHOLDE depends upon the nature
of the roots of the auxiliary equation.
Four cases arises:
Case 1. The auxiliary equation has real and distinct roots. None of
which is repeated. If the real and distinct roots of the auxiliary equation
are m
1
, m
2
, . . . m
n1
, and m
n
, then the solution of the HHOLDE is,
y = c
1
e
m1x
+ c
2
e
m2x
+ . . . + c
n
e
m n x
Case 2. The auxiliary equation has real and repeated roots. Suppose a root m
i
of
the auxiliary equation is real and multiplicity p, then the part of the
solution of HHOLDE for this repeated root is
y = (c
1
+ c
2
x + c
3
x
2
+ . . . c
p
x
p1
) e
mi x
85
Case 3. The auxiliary equation has some complex or imaginary roots, none of
which is repeated. If all the a͛s are real constants, then the complex
roots of the auxiliary equation will occur in conjugate pairs. Let a s bi be
such a pair. Then the part of the solution of HHOLDE for this pair is
y = e
a x
(c
1
cos bx + c
2
sin bx)
Case 4. The auxiliary equation has some repeated complex or imaginary roots. If
the conjugate pair a s bi is a root of the auxiliary equation repeated p
times, then the part of the solution of HHOLDE for these roots is
y = e
a x
[(c
1
+ c
2
x + . . . + c
p
x
p1
) cos bx
+ (c
p + 1
+ c
p+2
x + . . .+ c
2p
x
p1
) sin bx]
REMARK: If the nature of the roots of the auxiliary equations happen to be a
combination of real and complex numbers, the above cases may be collectively
applied.
Examples for Case 1: All roots real and distinct.
Example 51 (D
3
ʹ 7D
2
+ 12D)y = 0.
Solution: The auxiliary equation is
m
3
ʹ 7m
2
+ 12m = m(m ʹ 3)(m ʹ 4) = 0
m = 0, 3, and 4
y = c
1
+ c
2
e
3x
+ c
3
e
4x
. Answer.
Example 52 (D
3
 5D
2
+ 2D + 8)y = 0.
Solution: The auxiliary equation is
m
3
 5m
2
+ 2m + 8 = 0
By synthetic division the roots are found to be
M = 2, 4, and ʹ1
The solution is: y = c
1
e
2x
+ c
2
e
4x
+ c
3
e
x
Answer.
Examples for Case 2: Auxiliary equation has repeated real roots.
86
Example 53 (D
2
 4D + 4)y = 0.
Solution: The auxiliary equation is
m
2
 4m + 4 = 0 ; (m ʹ 2)
2
= 0
m = 2 (twice)
y = (c
1
+ c
2
x)e
2x
. Answer.
Example 54 (D
2
 6D + 9)
2
y = 0.
Solution: The auxiliary equation is
(m
2
 6m + 9)
2
= 0 ; (m ʹ 3)
4
= 0
m = 3 (4 times)
y = (c
1
+ c
2
x + c
3
x
2
+ c
4
x
3
) e
3x
. Answer.
Examples for Case 3: Auxiliary equation has some complex roots, none repeated.
Example 55 (D
2
ʹ 8D + 25)y = 0
Solution: m
2
ʹ 8m + 25 = 0 ; m = 4 s 3i.
y = e
4x
(c
1
cos 3x + c
2
sin 3x). Answer.
Example 56 (D
3
ʹ 8D
2
+ 25 D)y = 0
Solution: m
3
 8m
2
+ 25m = 0 ; m(m
2
ʹ 8m + 25) = 0
m = 0 , 4 s 3i
y = c
1
+ e
4x
(c
2
cos 3x + c
3
sin 3x). Answer.
Example 57 (2D
4
+ D
3
 4D
2
ʹ 10D  4)y = 0
Solution: 2m
4
+ m
3
 4m
2
ʹ 10m  4 = 0
By synthetic division, we find the roots to be
m = 2,  ½ , and 1 s I
87
y = c
1
e
2x
+ c
2
e
x/2
+ e
x
(c
3
cos x + c
4
sin x). Answer
Examples for Case 4: Auxiliary equation has complex roots, some repeated.
Example 58 (D
2
+ 36)
2
y = 0
Solution: (m
2
+ 36)
2
= 0 ; m = s 6i (twice)
y= (c
1
+ c
2
x) cos 6x + (c
3
+ c
4
x) sin 6x. Answer.
Example 59 (D
2
+ 4D + 20)
2
y = 0
Solution: (m
2
+ 4m + 20)
2
= 0; m = 2 s 4i (twice).
y = e
2x
[(c
1
+ c
2
x) cos 4x + (c
3
+ c
4
x) sin 4x] Answer.
Exercise No. 14
Homogeneous HigherOrdered Linear D.E.
Name: ____________________________ Score: ___________ Rating: ___________
Find the general solution of the following differential equations.
1. (D
3
+ 2D
2
ʹ D ʹ 2)y = 0 Answer: y = c
1
e
x
+ c
2
e
x
+ c
3
e
2x
88
2. D
2
(D + 2)
4
y = 0 Answer: y = c
1
+ c
2
x
+ e
2x
(c
3
+ c
4
x +
c
5
x
2
+ c
6
x
3
)
3. (D
3
+ 4D
2
+ D ʹ 6)y = 0 Answer: y = c
1
e
x
+ c
2
e
2x
+ c
3
e
3x
4. (D
3
+ 6D
2
+ 25D)y = 0 Answer: y = c
1
+ e
3x
(c
2
cos 4x +
c
3
sin 4x)
89
5. (D
2
ʹ 2D ʹ 3)
3
y = 0 Answer: y = (c
1
+ c
2
x + c
3
x
2
)e
3x
+ (c
4
+
c
5
x + c
6
x
2
)e
x
6. (D
2
ʹ 10D + 34)
3
y = 0 Answer: y = e
5x[
(c
1
+ c
2
x + c
3
x
2
)cos 3x
+ (c
4
+ c
5
x + c
6
x
2
)sin 3x]
90
7. (D ʹ 2)
2
(D + 3)
4
y = 0 Answer: y = (c
1
+ c
2
x)e
2x
+ (c
3
+
c
4
x + c
5
x
2
+ c
6
x
3
)e
3x
8. (D
2
+ 12D + 40)
4
y = 0 Answer: y = e
6x
[(c
1
+ c
2
x + c
3
x
2
+c
4
x
3
)cos 2x + (c
5
+ c
6
x + c
7
x
2
+ c
8
x
3
)sin 2x]
9. (D
2
ʹ 3D ʹ 4)
3
y = 0 Answer: y = (c
1
+ c
2
x + c
3
x
2
)e
4x
+ (c
4
+
c
5
x + c
6
x
2
)e
x
91
10. (D
2
ʹ 2D ʹ 3)
3
(2D
2
ʹ 5D ʹ 7)
2
y = 0 Answer: y = (c
1
+ c
2
x + c
3
x
2
)e
3x
+ (c
4
+ c
5
x + c
6
x
2
+ c
7
x
3
+ c
8
x
4
)e
x
(c
9
+ c
10
x)e
7x/2
92
.
4.3 NONHOMOGENEOUS HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS
(NHOLDE)
4.3.1 NHOLDE with Constant RightHand Function
a. Operator Form:
(a
0
D
n
+ a
1
D
n1
+ . . . +a
n1
D + a
n
)y = f(x) { 0
where: D = d ; D
r
= d
r
(r u 0)
dx dx
r
b. Solution of the NHOLDE with Constant a͛s and f(x) = F
o
(a constant)
CASE 1: When a
n
{ 0
Solution: y = y
c
+ y
p
where: y
p
= F
0
a
n
y
c
is obtained by the method of Section 5
CASE 2: when a
n
= 0
Solution: y = y
c
+ y
p
where: y
p
= F
0
x
k
k!a
nk
(k = order of the lowest ordered derivative)
y
c
is obtained by the method of Section 5
REMARK: For the case where the righthand function f(x) is not a
constant, three methods of solution are commonly used:
(1) Reduction of Order; (2) Undetermined Coefficients;
(3) Variation of Parameters. A special higher order D.E. with
variable coefficients, the Euler equation will be discussed in
93
example problems ʹ together with the abovementioned
methods of solving a nonhomogeneous higher linear D.E.
(NHOLDE) with f(x) { constant.
NOTE: In the solutions under section 6.1, y
c
and y
p
are known as
the ͞complementary function͟ and ͞particular integral͟,
respectively. y
p
, being a particular solution, does not
contain any arbitrary constants.
Example 61 Find the complete solutions of the following:
(a) (D
2
+ 4D + 4)y = 12
(b) (D
3
 9D)y =  27
Solution :
(a) (D
2
+ 4D + 4)y = 12 is ͞nonhomogeneous͟ with f(x) = F
o
= 12 and
a
n
= 4 { 0
(i) Complete solution: y = y
p
+ y
c
(i) For y
p
: Use CASE 1, SECTION 6.1
y
p
= F
o
= 12 = 3
a
n
4
(ii) For y
c
: Auxiliary equation is,
m
2
+ 4m + 4 = 0
(m + 2)
2
= 0
r
1
= r
2
= 2 (Real and equal)
By Case II, Section 5
y
c
= e
2x
(c
1
+ c
2
x)
(iii) Finally, y = y
p
+ y
c
y = 3 + e
2x
(c
1
+ c
2
x)
94
(b) Likewise, (D
3
 9) y = 27 is ͞nonhomogeneous͟ with f(x) = F
o
= 
27 and a
n
= 0.
(i) Complete solution: y = y
p
+ y
c
(ii) For y
p
: Use CASE 2, SECTION 6.1
y
p
= F
o
x
k
=  27x = 3x
k!a
n k
1!(9)
Here, k = 1 (order of the lowest derivative)
a
n k
= 9
(iii) For y
c
: Auxiliary equation is,
m
2
ʹ 9m = 0
m(m ʹ 3) (m + 3) = 0
r
1
= 0 ; r
2
= 3 ; r
3
=  3 (Real and distinct
roots)
By Case 1
y
c
= c
1
e
0
+ c
2
e
3x
+ c
3
e
3x
(iv) Finally, y = y
p
+ y
c
y = 3x + c
1
e
0
+ c
2
e
3x
+ c
3
e
3x
4.4 NHOLDE with RightHand Function in terms of the Variable x
4.4.1 Reduction of Order Method
(1) Based form the roots of the auxiliary equation, write the given D.E
as
a
o
(D ʹ r
1
)(D ʹ r
2
) . . . (D ʹ r
n
)y = f(x)
and let z = (D ʹ r
2
) . . . (D ʹ r
n
)y
This will reduce the D.E. to
95
a
o
(D ʹ r
1
)z= f(x)
which is now a FOLDE (SECTION 3.5) and can be solved in the form
z = g(x)
(2) Substitute this back into z,
(D ʹ r
2
) . . . (D ʹ r
n
)y = g(x)
and let v = (D ʹ r
3
) . . . (D ʹ r
n
)y
reducing to the form
(D ʹ r
2
) v = g(x)
which is again a FOLDE and can be solved as
v = h(x)
(3) Once more substitute v to its original value and repeat the
procedure until the last factor is reached, that is,
(D ʹ r
n
)y = J (x)
which will finally give,
y = y
p
= F(x)
REMARK: Since y
p
is a ͞particular͟ solution, the constant of integration is
omitted in the procedure outlined above. The value of y
c
to
complete the solution by using the theorems on homogeneous D.E.
Example 63 Find the complete solution of: (D
2
ʹ 4D + 4) y = e
x
using
reduction of order method.
Solution:
General Procedure:
(i) In the given D.E., (D
2
ʹ 4D + 4)y = e
x
, the auxiliary equation is,
m
2
ʹ 4m + 4 = 0
(m ʹ 2)
2
= 0
96
r
1
= r
2
= 2 (real and equal)
So, by Case 2, y
c
= e
2x
(c
1
+ c
2
x)
(ii) To get y
p
by the Reduction of Ordre method, write the given D.E. in the
factored form,
(D ʹ 2) (D ʹ 2)y = e
x
Let z = (D ʹ 2)y, and so
(D ʹ 2)z = e
x
or dz  2 z = e
x
(FOLDE)
dx
with P = 2 ; Q = e
x
; J = e
2x
So, by the formula,
zJ = ´ Q J dx
z e
2x
= ´ e
x
e
2x
dx
z e
2x
=  e
x
z =  e
x
Now, (D ʹ 2)y = z =  e
x
or dy  2y =  e
x
(FOLDE)
with P = 2; Q = e
x
; J = e
2x
.
Finally, yJ = ´ Q J dx
y e
2x
= ´ (e
x
) e
2x
dx
y e
2x
= e
x
and y = y
p
= e
x
.
(iii) So, y = y
p
+ y
c
97
y = e
x
+ e
2x
(c
1
+ c
2
x) Answer
Example 64 Solve (D
2
ʹ 6D + 8)y = 4e
3x
using Reduction of Order.
Solution: The complementary function is
y
c
= c
1
e
2x
+ c
2
e
4x
Write the operator in the factored form:
(D ʹ 2) (D ʹ 4)y = 4e
3x
Let (D ʹ 4)y = z; then (D ʹ 2)z = 4e
3x
or
dz  2 z = 4e
3x
dx
Solving this equation whose integrating factor is e
2x
, we find
z = 4e
3x
. There is no need to include a constant of integration
since this is a part of y
p
. Next we solve
(D ʹ 4)y = z = 4e
3x
whose solution is y
p
=  4e
3x
Hence, y = y
c
+ y
p
= c
1
e
2x
+ c
2
e
4x
 4e
3x
. Answer.
Exercise No. 15
98
NonHomogeneous HigherOrdered Linear D.E.
(Reduction of Order)
Name: ____________________________ Score: _________ Rating: _________
Solve the following problems by Reduction of Order.
1. (D
2
ʹ 1)y = 2e
x
Answer: y = c
1
e
x
+ c
2
e
x
+ xe
x
2. (D
2
ʹ D ʹ 2)y = 12x ʹ 6e
2x
Answer: y = c
1
e
2x
+ c
2
e
x
ʹ 6x + 3

2xe
2x
99
3. (D
2
ʹ 2D + 1)y = e
2x
ʹ x
2
Answer: y = (c
1
+ c
2
x)e
x
+ e
2x
ʹ x
2
± 4x  6
4. (D
2
ʹ 5D + 4)y = 48x ʹ 12e
x
Answer: y = c
1
e
x
+ c
2
e
4x
+ 12x +
15 + 4xe
x
100
5. (D
2
ʹ 5D + 6)y = 15 sinx ʹ 15 cosx Answer: y = c
1
e
2x
+ c
2
e
3x
+ 3 sin x
6. (D
2
ʹ D ʹ 2)y = 4x
2
Answer: y = c
1
e
x
+ c
2
e
2x
ʹ 2x
2
+
2x ʹ 3
101
7. (D
2
ʹ 4D + 3)y = 20 cosx Answer: y = c
1
e
x
+ c
2
e
3x
+ 2 cos x
± 4 sinx
8. (D
2
ʹ 1)y = 10 sin
2
x Answer: y = c
1
e
x
+ c
2
e
x
+ cos 2x
 5
102
9. (D
2
ʹ 1)y = 10 e
2x
sinx Answer: y = c
1
e
x
+ c
2
e
x
+
e
2x
( sinx ʹ 2 cos x)
103
10. (D
2
+ 4D + 4)y = 12x
2
e
2x
Answer: y = (c
1
+ c
2
x)e
2x
+ x
3
e
ʹ2x
4.4.2 Undetermined Coefficients Method
This method for finding y
p
has a decided advantage over the first, since it
requires no integration processes but ony differentiation. However, it can be
applied only to special types of the righthand function, listed under the
following rules:
RULE 1: When f(x) = K x
p
e
qx
( q = 0; a
n
{ 0)
y
p
= Ax
p
+ Bx
p ʹ 1
+ . . . + Lx + M
RULE 2: When f(x) = K x
p
e
qx
(q = 0; a
n
= 0)
104
y
p
= (Ax
p
+ Bx
p ʹ 1
+ . . . + Lx + M) x
r
where: r is the number of times 0 appears as a root of
the auxiliary equation.
RULE 3: When f(x) = Kx
p
e
qx
(q { 0)
y
p
= e
qx
(Ax
p
+ Bx
p ʹ 1
+ . . . + Lx + M) x
r
where: r is the number of times q appears as a root of
the auxiliary equation.
RULE 3: When f(x) = Kx
p
e
qx
cos bx or Kx
p
e
qx
sin bx
y
p
= e
qx
(A
1
x
p
+ B
1
x
p ʹ 1
+ . . . + L
1
x + M
1
) x
r
cos bx
e
qx
(A
2
x
p
+ B
2
x
p ʹ 1
+ . . . + L
2
x + M
2
) x
r
sin bx
where: r is the number of times q + bi appears as a root
of the auxiliary equation.
Example 65 In the given D.E., (D
2
ʹ 4D + 4)y = e
,
we have
4.4.3 Variation of Parameters Method
4.5 The Euler Equation
Unit 5
GEOMETRICAL AND PHYSICAL APPLICATIONS OF ORDINARY DIFFERENTIAL EQUATIONS
105
1.1 Geometrical Applications
1.1.1 Rectangular Curves
Example 71 Find the equation of the family of curves for which the slope at
any point (x, y) is x .
y
Solution: The slope at any point is equal to the derivative.
dy = x or xdx = ydy
dx y
Integrating, x
2
= y
2
+ C
1
or
x
2
 y
2
= c
2
, (c
2
= 2c
1
). Answer.
Example 72 Find the equation of the family of curves for which the slope at any point
equals of the product of its coordinates.
Solution:
In this case, dy = xy or dy = xdx
dx dy
Integrating, ln y = x
2
+ k and
2
2
y = e
k
e
x /2
2
y = c e
x /2
Answer.
1.1.2 Orthogonal Trajectories
An orthogonal trajectory of a given family of curves is a curve that is perpendicular to
every curve of the family. Thus, if dy/dx is the slope of the given family of curves at any
point, then for the orthogonal trajectories,
dy» =  1 .
dx½
O.T.
dy
dx
Example 73 Find the equation of the system of orthogonal trajectories of the
parabolas x + y = a, a > 0.
106
Solution: From x + y = a, we have
1 + dy/dx = 0 or dy =  y .
2x 2y dx x
For the orthogonal trajectories,
dy = + x . or x dx = y dy.
dx y
Integrating, 2 x
3/2 _
2 y
3/2
= c or x
3/2 _
y
3/2
= c Answer.
3 3
Example 74 Find the equation of the system of orthogonal trajectories of the
family of circles x
2
+ y
2
= cx.
Solution: Differentiating the given equation, we get,
x
2
+ y
2
= cx , 2x + 2yy͛ = c
x
2
+ y
2
= (2x + 2yy
͛
) x = 2x
2
+ 2xyy͛
y͛ = slope of the circles at any point
= y
2
 x
2
2xy
For the orthogonal trajectories,
dy =
_
2xy = 2xy .
dx y
2
ʹ x
2
x
2
ʹ y
2
2xy = (x
2
ʹ y
2
)
2xydx  x
2
dy + dy = 0 ;
y
2
x
2
+ y = k ; x
2
+ y
2
= ky. Answer.
y
To sketch the given family of curves and the orthogonal trajectories, transform the
equation to their standard forms. The standard forms are:
For the given family of curves:
107
(x ʹ c )
2
+ y
2
= c
2
2 4
For the orthogonal trajectories:
x
2
+ (y ʹ k )
2
= k
2
a. 4
Example 75 Find the equation of the system of orthogonal trajectories of the
ellipses 2x
2
+ y
2
= c.
Solution:
2x
2
+ y
2
= c , 4x + 2yy͛ = 0 , y͛ = 2x
y
For the orthogonal trajectories,
dy = + y ; 2 dy = dx
2lny = ln x + lnk
ln y
2
= lnkx
y
2
= kx Answer.
Thus, the orthogonal trajectories are the parabolas y
2
= kx, where k is an arbitrary
constant.
O.T.
108
1.1.3 Isogonal Trajectories
1.2 Physical Applications of Ordinary Differential Equations
1.2.1 Law of Exponential Change
In the physical world, there are elements/objects
which continually undergo changes. Bacteria, for
example, increases its count with time, while
radioactive elements decreases its ͞strength͟ or
energy as time increases. It may be possible that the
rate at which the amount of this element or object is
proportional (or ONLY approximately proportional) to
the amount at any instant. In which case, the
complete behavior of the element or object as it
undergoes change may be defined by an exponential
function ʹ in the following manner:
(2) From the above stated rate of change,
dA = k A
dt
where: A is the amount of the element or object at any instant.
(3) Separation of variables and integration gives,
Ln A = kt + C
or A = e
kt + C
= e
kt
e
C
Finally, A = C e
kt
NOTE:
109
(ii) For the basic equation, A = C e
kt
, to be completely defined, two (2)
boundary conditions are necessary for the determination of the
arbitrary constants C and k.
(iii) From the resulting basic equation, the law that defines this process is
termed ͞law of exponential change.͟
(iv) When k > 0: Change is known as ͞growth͟.
When k < 0: Change is called ͞decay͟.
Example 76: A certain radioactive element follows the ͞law of exponential change͟
and has a ͞halflife͟ of 38 hours. Find (a) how long it takes for 90% of the radioactivity
of the element to be dissipated; (b) the percentage of radioactivity that remains after 76
hours. (NOTE: ͞Halflife͟ of an element is the time required for 50% of the
radioactivity to be dissipated.)
Solution:
Let R
P
= percentage of radioactivity of the element at any instant
Basic Equation: R
P
= C e
kt
.
Given: When t = 0 (present time); R
P
= 100%
When t = 38 hrs (halflife); R
P
= 50%
Required: When t = ? ; R
P
= 10%
When t = 76 hrs; R
P
= ?
From the GIVEN conditions,
(1) 100% = Ce
0
and C = 100%
(2) 50% = C e
38k
= 100% e
38j
and e
38k
= 0.50
38k =  0.693
k =  0.018
So, R
P
= 100% e
0.018t
(4) For R
P
= 10% (90% dissipation),
10% = 10% e
0.018t
e
0.018t
= 0.10
0.018t =  2.30
t = 128 hours. Answer.
110
(5) For t = 76 hours,
R
P
= 100% e
0.018(76)
R
P
= 25.5% Answer.
Example 77: A bacterial population follows the ͞law of exponential change.͟ If
between noon and 2:00 P.M. the population triples, at what time would the population
become 100 times what it was at noon? At 10:00 A.M., what was the percentage of the
bacterial population in terms of the population at noon?
Solution: Let P
b
= bacterial population at any instant
Basic Equation: P
b
= C e
kt
Given: When t = 0 (NOON); P
b
= P
o
When t = 2 hrs (2 P.M.); P
b
= 3P
o
Required: When t = ?; P
b
= 100P
o
(3) From the GIVEN conditions,
(1) P
o
= C e
o
or C = P
o
(6) 3P
o
= C e
2k
= P
o
e
2k
or e
2k
= 3
2k = 1.10
and k = 0.55
So, P
b
= P
o
e
0.55t
(4) (1) When P
b
= 100P
o
,
100P
o
= P
o
e
0.55t
e
0.55t
= 100
0.55t = 4.605
t = 8.37 hrs
Time is: 8:22.2 P.M. Answer
(3) When t = 2 hours (10 A.M.)
P
b
= P
o
e
0.55(2)
= 0.33 P
o
So, at 10:00 A.M., the bacterial population was 33% of the
population at noon.
111
Example 78: The rate of change of the male population of a particular barangay is
proportional to the male population at any time. If the present male population of the
barangay is 30,000 and ten (10) years ago, there were 20,000 males in the barangay,
when will the population double its present count? How many males were there 4
years ago?
Solution: Let P
m
= male population of the barangay at any instant
Basic Equation: P
b
= C e
kt
Given: When t = 0, P
m
= 30,000
When t =  10 years; P
m
= 20,000
Required: When t = ? ; P
m
= 60,000
When t = 4 years; P
m = ?
From the GIVEN conditions,
(1) 30,000 = Ce
0
or C = 30,000
(2) 20,000 = C e
10k
= 30,000 e
10k
e
10k
= 0.667
ʹ 10k =  0.405
k = 0.405
So, P
m
= 30,000 e
0.0405
(1) When P
m
= 60,000
60,000 = 30,000 e
0.0405t
e
0.0405t
= 2
0.0405t = 0.693
t = 17.10 years
(2) When t =  4 years,
P
m
= 30,000 e
0.0405(4)
P
m
= 25,514
Exercise No. 20
Law of Exponential Change
Name: ___________________________ Score: _________ Rating: _________
Solve the following problems.
112
1. Radium decomposes at a rate proportional to the quantity present. If at the end of
20 years approximately 1% of the original quantity has decomposed, how long will it
take for onehalf of the original quantity to decompose? (Answer: 1,379 years)
2. A certain radioactive substance has a halflife of 50 hours, that is, half of the original
quantity has decomposed at the end of 50 hours. How long will it take for 95% of
the substance to dissipate? (Answer: 216 hours)
113
3. If I represents the intensity of light which has penetrated to a depth of x meters,
then the arte of change of I is directly proportional to I. If I at a rate of 10 m is 4/9
of the intensity at the surface, find the intensities at depths of 20 meters and 40
meters.
(Answers: 0.1975 I
o
, 0.0390 I
o
)
4. The rate of population growth of a certain country is proportional to the number of
inhabitants. If the population of a certain country is now 4o million and 50 million
10 years later, what will be its population 20 years from now?
(Answer: 62.5 million)
114
5. The rate at which a chemical substance decomposes is proportional to the amount
of the substance still unchanged. What is the proportional constant if the amount
of the substance changes from 1000 grams to 500 grams in 2 hours? (Answer: 
0.347)
6. A certain radioactive element changes at a rate proportional to the amount at any
instant (law of exponential change). How many grams of the element will be left in
300 years, if 100 grams was set aside 50 years ago and at present is only 90 grams?
(Answer: 48 grams)
115
7. A certain radioactive element dissipates at a rate proportional too its amount
instantaneously present. If onehalf of any given amount of the element dissipates
in 1,600 years, what fraction will dissipate during the second century?
(Answer: 8.3% or about 2/25 part)
8. A certain spherical object increases in mass at a rate proportional to the
instantaneous surface area of the object. If half its mass was gained in 100 seconds,
how long will its take its radius to increases to twice its initial value. In 200 seconds,
116
what percentage increase of its radius was gained by the object? (Answer: 385
seconds; 52%)
1.2.2 Law of Newton on Cooling
The Newton͛s Law on Cooling͟ is stated as follows: ͞The
rate of change of the temperature of a body placed in a
medium of constant temperature is proportional to the
difference between the temperatures of the body and
medium ʹ provided this differences is NOT large.͟ In
differential equation form
dT
b
= k(T
b
 T
m
)
dt
which when solved by separation of variables,
T
b
= C e
kt
+ T
m
where: T
b
= variable temperature of the body
T
m
= constant temperature of the medium
117
Example 79 The temperature of a metal is 20rC. It is submerged in a large
body of liquid of temperature 5rC. After one (1) minute, the temperature of the metal
dropped down to 10rC. When will the metal͛s temperature be 6rC? After 30 seconds,
what will be temperature of the metal?
Solution: Basic Equation: T
b
= Ce
kt
+ T
m
Where: T
m
= 5rC (liquid medium)
GIVEN: When t = 0; T
b
= 20rC
When t = 1 min; T
b
= 10rC
REQUIRED: When t =? ; T
b
= 6rC
When t = 0.50 min ; T
b
= ?
(i) From the GIVEN conditions,
(1) 20 = C e
0
+ 5 or C = 15
(2) 10 = C e
k
+ 5 = 15 e
k
+ 5
or e
k
= 5
15
k =  1.10
So, T
b
= 15 e
1.10t
+ 5
(ii) (1) When T
b
= 6rC,
6 = 15 e
1.10t
+ 5
e
1.10t
= 1
15
 1.10t =  2.71
t = 2.46 min Answer
(2) When t = 0.50 min (30 seconds)
T
b
= 15 e
1.10(0.50)
+ 5
118
T
b
= 13.65 rC Answer
Example 710 At a certain time, a thermometer reading 70rF is taken outdoors where
the temperature is 15rF. Five minutes later, the thermometer reading is 45rF. After
another five minutes, the thermometer is taken back indoors where the temperature is
fixed at 70rF. What is the thermometer reading ten minutes after it was brought back
indoors? When will the reading, to the nearest degree, return back to its original
reading of 70rF?
Solution:
Basic Equation: T
b
= Ce
kt
+ T
m
Where: T
m
= 15rF (gas medium)
GIVEN: When t = 0; T
b
= 70rF
When t = 5 min; T
b
= 45rF
REQUIRED: T
b
= ? after 10 minutes outdoors and another 10 minutes indoor
t = ? when T
b
= 69rF (indoor)
(i) From the GIVEN conditions,
(1) 70 = C e
0
+ 15 or C = 55
(2) 45 = C e
5k
+ 15 = 15 e
5k
+ 15
or e
5k
= 30
55
5k =  0.606
k =  0.1212
So, T
b
= 55 e
0.1212t
+ 15
NOTE: This equation is true for the case where the thermometer
is outdoors.
(ii) Five (5) minutes further, the thermometer was taken back indoors.
The reading here is,
119
T
b
= 55 e
0.1212t
+ 15
T
b
= 31.4rF
So, in bringing back the thermometer indoors,
T
b
= 31.4rF when t = 0
and the temperature of the medium, T
m
= 70rF, resulting into
a new relation,
T
b
= C e
kt
+ 70
Substitute T
b
= 31.4rF when t = 0
31.4 = C e
0
+ 70 or C = 38.6
and so, T
b
= 38.6 e
0.1212t
+ 70
(iii) When t = 10 min (indoors),
T
b
= 38.6 e
0.1212(10)
+ 70
T
b
= 58.5rF Answer
(iv) When T
b
= 69rF
69 = 38.6 e
0.1212t
+ 70
e
0.1212t
= 1 .
38.6
t = 30 minutes
NOTE: The value of k for the case when the thermometer is inside is the same as when
it is outside.
Exercise No. 21
120
Newton͛s Law on Cooling
Name: ___________________________ Score: _________ Rating: _________
1. If in air at 60 rC a body cools from 90 rC to 80rC in 10 minutes, find its temperature
20 minutes later. (Answer: 73.35rC)
2. A thermometer reading 50 rC is taken outside where the temperature is 30 rC. Five
minutes later the reading is 40rC. Find the temperature reading 10 minutes later
after the thermometer was brought outside.(Answer: 35rC)
121
3. In Problem 2, find the time it will take for the temperature to drop from 50 rC to
within 30.5 rC. (Answer: 26.62 minutes)
4. A 12:00 noon a thermometer reading 60 rC is taken outside where the air
temperature is 24 rC. At 12:02 P.M. the reading is 32 rC. At 12:06 P.M. the
thermometer is taken back indoors where the temperature is 60rC. What is the
thermometer reading at 12:10 P.M.? (Answer: 58.24 rC)
122
5. A thermometer reading 10rC is brought into a room where the temperature is 32rC.
Two minutes later the thermometer reading is 15r. Determine the temperature
reading 5 minutes after the thermometer is first brought into the room. (Answer:
20.26rC)
6. A thermometer reading 45rC is brought outside where the temperature is 25rC.
Five minutes later the thermometer is 33rC. Find (a) the thermometer reading 10
minutes after the thermometer was brought outside; and (b) the time it will take for
the reading to drop to 26rC.
(Answer: 28.2rC)
123
7. At 1:00 P.M. a thermometer reading 35rC is taken outside there the air temperature
is 6 rC. At 1:04 P.M. the reading is 18 rC. At 1:09 P.M. the thermometer is taken
back indoors where the temperature is 35 rC. What is the thermometer reading at
1:15 P.M. ? (Answer: 29.84rC)
124
8. The rate at which a body is cooling to the difference in the temperatures of the body
and the surrounding medium. If a body cools from 120r to 70rF in one (1) hour,
after placing it in a medium whose temperature is 20rF, how long will the body cool
to 30rF? After 2 hours, what will be the temperature of the body? (Answer: 45rF, 3
hours, 19 minutes)
1.2.3 Simple Electric Circuits
(1) A simple electric circuit (SEC) is one in which an inductance L ( henry), a resistance
R (ohm), and a capacitance C 9farad), are connected in series with a source of
electromotive force, EMF of E volt). The differential equation necessary to solve
E
12V
R
1ohm
L
1H
C
1F
125
the various problems relative to this circuit is derived with the use of the Ohm and
Kirchhoff͛s laws.
(2) The first law of Kirchhoff states that ͞the algebraic sum of all the potentials around
a closed electric circuit is zero.͟ Applying in this law to the SEC being considered,
we have
E ʹ E
L
ʹ E
R
ʹ E
c
= 0
where: E
L
= L dI (volt)
dt
E
R
= RI (volt)
E
C
= Q (volt)
C
So, L dI + RI + Q = E
dt C
and L d
2
Q + RdQ + Q = E
dt
2
dt C
NOTE: (i) The two (2) basic equations used in SEC are:
(1) When the capacitance is not present,
L dI + RI = E
dt
(2) With the capacitance in the SEC,
L d
2
Q + RdQ + Q = E
dt
2
dt C
126
or ( LD
2
+ RD + 1 ) Q = E
C
With D = d
dt
(ii) The inductance L is a circuit parameter which opposes a change in
the current I (ampere) causing a potential drop of E
L
.
(iii) The resistance R is a circuit parameter which opposes the current I
causing a potential drop E
R
.
(iv) The capacitance C is a circuit parameter which opposes a change in the
voltage causing a potential drop E
C
.
(v) The current I is the rate of change of the electric chanrge Q(coulomb) or
I = dQ
dt
and so
dI = d
2
Q
dt dt
2
Example 711 A coil of inductance 1 henry and resistance 10 ohms is connected in
series with an EMF of E
o
sin 10t volts. When t = 0, the current is zero. If I = 5 amperes
when t = 0.1 second, what must be the value of E
o
?
Solution: This is a SEC where there is NO capacitance, and so the basic equation is,
L dI + RI = E
dt
where: L = 1 henry
R = 10 ohms
E = E
o
sin 10t volts
(i) Substitute all known values,
1 dI + 10 I = E
o
sin 10t (FOLDE)
dt
with P = 10; Q = E
o
sin 10t ; J = e
10t
127
(ii) Solution is: I J = ´ Q J dt + C
I e
10t
= ´ E
o
sin 10t e
10t
dt + C
Evaluate the integral to get,
I e
10t
= E
o
(
e
10t
)
(10 sin 10t ʹ 10 cos 10t) + C
200
or I = E
o
(sin 10t ʹ cos 10t) + C e
10t
20
But I = 0 when t = 0, giving C = Eo
20
So, I = E
o
(sin 10t ʹ cos 10t + e
10t
)
20
(iii) Finally, for t = 0.1 second, I = 5 amperes,
5 = E
o
(sin 1 ʹ cos 1 + e
1
)
20
giving E
o
= 149 volts
Example 712 A sinusoidal EMF 110 sin 400t volts is connected in series in a circuit with
an inductance of 0.1 henry, a resistance of 10 ohms, and a capacitance of 250
microfarad. Find the steadystate solutions of the charge Q and the current I in terms of
the time t. Also determine the maximum values of the steadystate Q and I.
Solution: This is SEC contains all the parameters L, R, and C.
Basic Equation: ( LD
2
+ RD + 1 ) Q = E
C
where: L = 0.10 henry
R = 10 ohms
C = 250 x 10
6
farad
E = 110 sin 400t volts
(i) Substitute all known values,
128
(0.10D
2
+ 10D + 4000)Q = 110 sin 400t
NOTE: The ͞steadystate͟ solutions for this SEC with ͞sinusoidal͟ EMF
are:
(1) Q
ss
=
_
E
o
(X sin [t + R cos [t)
[Z
2
(2) I
ss
= E
o
(R sin [t  X cos [t)
Z
2
With [ = 400
X = L[  1 = 30 (͞reactance͟)
C[
Z
2
= R
2
+ X
2
= 1000 (͚impedance͟)
(ii) With the computed value, we have
Q
ss
=  0.00275 (3 sin 400t + cos 400t) Answer
and
I
ss
= 1.10(sin 400t ʹ 3 cos 400t) Answer
(iii) To dtermine the maximum values of Q
ss
and I
ss
sset their derivatives rto
zero, solve for the time t and substitute back to the basic
equations of Q
ss
and I
ss
.
(1) dQ
ss
=
_
0.00275 (1200 cos 400t ʹ 400 sin 400t) = 0
or 400 t = 1.25 radians
So, max. Q
ss
= 0.00275( 3 sin 1.25 + cos 1.25)
= 0.0087 coulomb Answer
(2) dI
ss
= 1.10 (400 cos 400t + 1200 sin 400t) = 0
or 400t =  0.32 radian
So, max. I
ss
= 1.10(  sin 0.32  3 cos 1.25)
= 3.48 amperes Answer
129
Example 713 A coil of inductance 1 henry and negligible resistance is connected in
series with a capacitance of 10
6
farad and an emf E volts. Considering Q and I
are both zero when t = 0, find the charge Q and current I when t = 0.001 second
with
(a) E = 100 volts; (b) E = 100 sin 500t volts.
Solution: The basic equation here is (LD
2
+ RD + 1 )Q = E
C
Where: L = 1 henry
R = 0 (negligible)
C = 10
6
farad
E = 100 volts; 100 sin 500t volts
(i) Substitute given values (for E = 100 volts),
(D
2
+ 10
6
) Q = 100 (NHOLDE with Constant RightHand Function)
(ii) (1) Auxiliary equation: m
2
+ 10
6
= 0
with roots: r
1
= 1000i ; r
2
= 1000i
so, Q
c
= e
o
(C
1
cos 1000t + C
2
sin 1000t)
(2) Particular integral, Q
p
= 100 = 10
4
10
6
So, complte solution is: Q = Q
c
+ Q
p
Q = C
1
cos 1000t + C
2
sin 1000t + 10
4
and I = dQ =  1000C
1
sin 1000t + 1000C
2
cos 1000t
dt
(iii) Values of C
1
and C
2
; Using the boundary conditions: I = Q = 0
When t = 0, which gives C
1
=  10
4
and C
2
= 0
Q = 10
4
(1 ʹ cos 1000t)
and I = 0.10 sin 1000t
130
When t = 0.001 second,
Q = 10
4
(1 ʹ cos 1000t) = 4.60(10)
5
coulomb
Answer
and I = 0.10 sin 1 = 8.40(10)
2
ampere Answer
(iv) For E = 100 sin 500t volts,
(D
2
+ 10
6
) = 100 sin 500t
a NHOLDE with ͞sinusoidal͟ emf
Here, Q
c
= C
1
cos 1000t + C
2
sin 1000t, which is the same as in
the previous case.
The value of Q
p
is given by the formual
Q
p
=
_
E
o
(X sin [t + R cos [t)
[Z
2
where: [ = 400
X = L[  1 = 1500 (͞reactance͟)
C[
Z
2
= R
2
+ X
2
= 2.25(10)
6
(͚impedance͟)
E
o
= 100
(v) Substitute to Q
p
,
Q
p
= 1.33(10)
4
sin 500 t
and so Q = Q
c
+ Q
p
Q = C
1
cos 1000t + C
2
sin 1000t + 1.33(10)
4
sin 500 t
and I = dQ = 1000(C
1
sin1000t + C
2
cos1000t) + 0.067 cos 500t
dt
Using the boundary condition: I = Q = 0 at t = 0
To give C
1
= 0 and C
2
= 6.79(10)
5
131
(vi) Finally,
Q =  6.70(10)
5
sin 1000t + 1.33(10)
4
sin 500t
and I =  6.70(10)
2
cos 1000t + 0.0670 cos 500t
When t = 0.001 second
Q =  6.70(10)
5
sin 1 + 1.33(10)
4
sin 0.50
= 7.40(10)
6
coulomb Answer
and I = 6.70(10)
2
cos 1 + 0.0670 cos 0.50
= 2.20(10)
2
ampere
Exercise No. 22
Simple Electric Circuits
Name: ___________________________ Score: _________ Rating: _________
1. For the circuit in Figure 1, find the current at any instant, and show that as time goes
on the current approaches the limit E/R.
(Answer: I = E/R (1 ʹ e
Rt/L
)
132
2. A coil of inductance 2 henrys and a resistance of 10 ohms is connected with an emf E
= 200 sin 20 t volts, where t is the time in seconds. I = 0 when t = 0. Find I when t =
0.05 second. (Answer: 2.11 amperes
133
3. An inductance of 2 henrys and a variable resistance R = 4/(t + 10) are connected in
series with a constant emf of E volts. If I = 0 when t = 0, determine E so that I = 50
amperes when t = 5 seconds.
(Answer: 28.42 volts)
134
4. A coil of inductance 1 henry and negligible is connected in series with a capacitance
of 4 x 10
6
farad, and an emf of E = 200 volts. When t = 0, Q = 0 and I = 0. Find Q and
I at any time t. (Answers: Q = 1/1,250(1 ʹ cos 500t;
I = 2/5 sin 500t)
135
136
5. When a resistance R (ohms) and a capacitance C (farads) are connected in series
with an emf E (volts), the current I (amperes) is given by the equation
R dI + 1 I = dE
dt C dt
If R = 1,000 ohms, C = 5 x10
4
farad, and I = 10 amperes for t = 0, find
the current for t = 1 second and E = 100 volts. (Answer: 1.35 amperes)
137
6. An inductance of 1 henry, a resistance of 1,200 ohms, and a capacitance of 10
6
farad
are connected in series with an emf E = 100 sin 400t volts. If the charge and current
are both zero when t = 0, find the expression for current I at any time t thereafter.
[Answer: I = e
600t (0.091
(sin 8oot + 0.036 cos 800t) + 0.036 cos 800t + 0.021 sin 400t]
138
7. An inductance of 4 henrys and a resistance of 30 ohms are connected in series with
an emf of E volts. If I = 0 when t = 0, determine I when t = 0.01 second if E = 220
volts. (Answer: 0.533 ampere)
139
8. A coil of inductance 1 henry and a resistance of 10 ohms is connected in series with
an emf E = 100 sin 10 t volts. I = 0 when t = 0. Find I when t = 0.2 second.
(Answer: 7.30 amperes)
140
9. An inductance of 2 henrys and a variable resistance R = 4/(t + 10) ohms are
connected in series with an emf E volts. If I = 0 when t = 0, determine E such that I =
40 amperes when t = 5 seconds. (Answer: 22.70 volts)
141
10. An inductance of 1 henry and a resistance of 2 ohms are connected in series with an
emf of Ee
t
volts. When t = 0, I = 0. Determine the value of E if I = 20 amperes
when t = 1 second. (Answer: 86.1 volts)
142
143
11. An inductance of 1 henry, a resistance of 100 ohms and a capacitance of
10
4
farad are connected in series with an emf E = 220 volts. The charge and current
are both zero when t = 0. Find I when t = 0.002 second.
(Answer: 0.342 ampere)
144
12. A coil of inductance 2 henrys and negligible resistance is connected with a
capacitance of 2 x 10
6
farad and an emf E = 200 volts. If the charge Q and the
current I are both zero when t = 0, find Q and I when t = 0.001 second.
(Answer: Q = 0.000 0488 coulomb; I = 0.094 ampere)
145
13. An inductance of 1 henry, a resistance of 3,000 ohms, and a capacitance of 5 x 10
7
farad are connected in series with an emf of E = 200 e
1,000t
volts. If the charge and
current are both zero when t = 0, find I when t = 0.001 second. (Answer: 0.0194
ampere)
146
14. An inductance of 1 henry, a resistance of 1,600 ohms, and a capacitance of 10
6
farad
are connected in series with an emf of 200 sin 500t volts. Find the general
expression for the charge Q.
[Answer: Q = e
800t
(C
1
cos600t +C
2
sin 600t)  1/7,750 (15sin500t + 16cos500t)]
147
15. An inductance of 1 henry, a resistance of 1,200 ohms, and a capacitance of 10
6
farad
are connected in series with an emf E = 200 sin 600t volts. The charge and current
are both zero when t = 0. (a) Find the value of Q and I at any time t. (b) Find I when
t = 0.002 second.
1.2.4 2
nd
Law of Newton on Dynamics
1.2.5 A Problem on Chemical Solution
1.2.6 Unsteady Flow in Orifices
1.2.7 Heat Flow Problems
1.2.8 Deflection of Beams Problems
1.2.9 Problems on Catenary Curves
1.2.10 Different Types of Vibrations
1.2.11 Motion of a Falling Body Under a Resistance
Proportional to the Square of the Velocity
148
1.2.12 Problems on Transmission Lines Under SteadyState Conditions
1.2.13 The Tractrix
2
(20) (21) (22) (23) (24) (25) (26) (27) (28) (29) (30) (31) (32) (33)
+c
3 Exercise No. 1
Evaluate the following integrals: 1.
2.
3.
4.
7. .4 5. 8. 6.
5 9. 12. . 11. 10.
6 13. 14. . 15. 16.
20. . 19.7 17. 18.
define differential equation. is written in terms of differential a more convenient form for analysis and solutions. C. When an equation involves one or more derivatives with respect to a particular variable. define a solution. E and [ are called parameters. 2. 3. A differential equation (abbreviated as D.E. 3. 2. identify the order and degree of differential equations.8 Unit 1 DEFINITIONS AND NOTATIONS OBJECTIVES: After completing this topic. you will be able to: 1. discuss the types of solutions. 5. In the equation + i is the dependent variable.) is one which contains at least one derivative. A variable is called dependent if a derivative of that variable occurs. identify a linear and nonlinear differential equations. t is the independent variable and L.E. Examples: (1) (2) (3) = . 6. R. Ordinary differential equations are those in which all the differential coefficients have reference to a single independent variable. the variable is called an independent variable. a D. 4. Most often. 1. differentiate dependent to independent variables. The equation has one dependent variable V and independent variable x and y.
The solution to a D. which is the solution not containing any arbitrary constant and is not deducible from the general solution by giving particular values to the arbitrary constants in it. Example: (4) (5) 5.9 4.E. Partial differential equations are those wherein there are two or more independent variables and partial differential coefficients with reference to any of them. is the same as the power (or exponent) to which the derivative of the highest order in the equation raised. which is the solution containing a number of arbitrary constants equal to the order of the equation. is the relation involving only the variables and arbitrary constants free from any derivatives or differentials. The degree of a D. Example: Equation (1) first degree (2) second degree (3) third degree (4) first degree (5) first degree 7.E. is the same as the order of the highestorder derivative in the equation. 8. and consistent with. save in exceptional cases. .E. The order of a D. which is the solution obtained from the general solution by giving particular values to the constants. 3. The particular solution. The general solution. The singular solution. 2. or satisfying. Example: Equation (1) first order (2) third order (3) second order (4) first order (5) second order 6.E. Kinds of Solutions: There are three kinds of solutions of differential equations. They are: 1. the given D.
i. The presence of the terms x.E. 1 p0 (x)y(n) + p1(x) y( n . 9. The functional notation for the nthorder D. is written in either of the following common forms: 1. and most elementary applications involve linear equations. of the ordinary type is: 10. The equation y + sin y = 0 is nonlinear because of the presence of sin y. ImplicitDerivative: ImplicitDifferential: ExplicitDerivative: 11. is called linear differential equation. 3. linearity is determined solely by the way the dependent variable y and its derivatives occur in the equation. 2. i. 1. Considering the differential equation as derived from the general solution. From this definition it follows that the most general (ordinary) linear differential equation of order n is of the form: Eq..1) + .e. Initial Value Problem: By an initial value problem for an nthorder differential equation . cannot be put in the form of Eq. + pn 1(x) y + pn (x) y = r (x) A differential equation which is not linear. 13. is said to be nonlinear. linear equations are much easier to solve than nonlinear ones.. 3. In general. The equation y + 4xy + 2y = cos x is a linear equation of the second order. Examples: 1. The equation y + 4yy + 2y = cosx is a nonlinear equation because of the occurrence of the product y and one of its derivatives.10 Arbitrary constants maybe obtained from known boundary conditions. the latter is called the complete primitive of the former. of the first degree in the dependent variable and its derivatives. A firstordered D. An equation which is linear. y and cos x does not alter the fact that the equation is linear because. by definition.E. . which is a nonlinear function of y. . 2. 12.e.
In the case of a firstorder equation. the initial conditions reduce to the single requirement y(x0) = y0 . The terminology initial conditions comes from mechanics. y1. y(t0) = y0 represents the initial location of an object and y (t0) gives its initial velocity. g). . the initial conditions have the form y(x0) = y0 . .11 we mean: Find a solution to the differential equation on an interval I that satisfies at x0 the n initial conditions y(x0) = y0 . . where x0 I and y0. Show that J(x) = sin x cos x is a solution to the initial value problem J Solution: Observe that J(x) = sin x cos x . . and in the case of a secondorder equation. Examples: 1. where the independent variable x represents time and customarily symbolized as t.sin x + cos x are all defined on (g. . then if t0 is the starting time. . Substituting into the differential equation gives (sin x + cos x) + (sin x cos x) = 0 . yn1 are given conditions. .
we find J(0) = sin x cos 0 = 1 J which meets the requirements of the given equation. g). Therefore. J(x) is a solution to the given differential equation on (g. g). Hence. . J(x) is a solution to the given initial value problem. When we check the initial conditions.12 which holds for all x (g.
13 .
14 Exercise No. 6. 2. 2 Determine the dependent and independent variables of the following: 1. . 10. . 9. x2y + xy + (x2 4) y = 0 (y )2 + 4y + 3y = x (x + 2) dy = (1 2x) dx . . 8. 7. 5. 3. 4.
9. and telling whether it is ordinary or partial and linear or nonlinear. 8. 5. 10. 3.15 Exercise No. 4. Order Degree Ordinary/Partial Linear/Nonlinear 2. 11. y + 3y + 2y = x4 y + 6y + 11y + 6y = ex (y )2 + 4(yy )2 xy = 0 x4(y )4 + (x 1) y = sin x . 6. 7. 3 Describe each of the following giving its order and degree.
1. y . Example 21 Solution: y = c1 cos 3x + c2 sin 3x. isolation of constants. you will be able to: obtain the differential equation by eliminating constants using differentiation and elimination. 2.x 3c2 e2x (1) (2) (3) Example 22 Solution: (4) .9c2 sin 3x = 9(c1 cos 3x + c2 sin 3x) = . The result will be differential equations of order n.9y y + 9y = 0 Ans.2c2 e2x y = c1 ex + 4c2 e2x Subtract Eq.16 Unit 2 FORMATION OF DIFFERENTIAL EQUATIONS OBJECTIVES: After completing this topic. The n arbitrary constants may then be eliminated from the n + 1 equations. (2).1 By Differentiation and Combination One of the ways differential equations are obtained is the elimination of arbitrary constants from a given equation.y = 1 . The general method to eliminate n arbitrary constants is to differentiate the equation n times. (1) from Eq. and elimination by determinants. y = 3c1 sin 3x + 3c2 cos 3x y = 9c1 cos 3x . Eliminate the arbitrary constants from the given equations by combining after differentiation. y = x + c1ex + c2e2x y = 1 + c1ex .1 An inverse Problem: Elimination of Arbitrary Constants 2.
we get ex y .2y = 2 . we have y y + 2y + y = 6y + 6y (3) (4) + 2y .2x Example 23 Solution: y = c1ex + c2e2x + c3e3x (5) (6) Ans. we obtain y + y .2x 6c2 e2x Adding Eqs. y = c1 sin at + c2 cos at. (3) and (4). (4) by 2. (6) and (5). (2) from Eq.4y y .ex y + exy = .2y = 1 . Ans.6c1 ex y + y = 6y + 6c1ex Adding Eqs.2c3e3x y + y = 6c2e2x + 6c3e3x = 6 (c2e2x + c3e3x) = 6y . (a not to be eliminated) y = c1 sin at + c2 cos at y = a c1 cos at . (2).2y + y = .exy . Ans. y . (3).4ex y y .a2 y y + a2 y = 0. (1) and (2). ex y .2y + 5y = 0 Example 25 Solution: Ans.6y = 0.c1ex + 2c2e2x .a c2 sin at y = .17 Subtract Eq.exy = 2c1 sin 2x + 2c2 cos 2x Differentiating again.y = 1 + 6c2 e2x Multiply Eq.a2 (c1 sin at + c2 cos at) = . (1) (2) y = .3 c3e3x Adding Eqs. y + y = 3c2e2x .5y .4( c1cos 2x + c2sin 2x) = . . 2y . (1) (2) Example 24 Solution: y = ex(c1cos 2x + c2sin 2x) ex y = c1cos 2x + c2sin 2x Differentiate Eq.
Ax2 + 2Ax = A (x2 + 2x) A = Ans. (4).y = 2A .2)y + 2(1x) y = 0 Ans.ex y = . we have (2) (3) (4) (5) (2x .2xy) y .2 Ax = A(2 2x) Dividing Eq. x cos y y + sin y .y2 + sin y = 0 Example 2 8 Solution: y = ax2 + bx + c y = 2ax + b y = 2a y = 0 y = Ax2 + Bex Isolate B by multiplying the entire equation by ex.1.Ax2 = A(2x .x2)y + (x2 . y .18 Example 26 Solution: y = Ax2 + Bex (1) Differentiating twice. so that it will disappear after differentiation. Example 27 x sin y .2 By Isolation of Constants In this method at each step before differentiation. eliminate the arbitrary constants by isolation. 2. (5) by Eq. (2).y = 2Ax . For the following problems. isolate one of the arbitrary constants. free from any variable. Example 29 Solution: .x2) y . ex y = Ax2 ex + B ex y .y = . Ans. (1) from Eq.xy2 = c Solution: Differentiation once will eliminate the constant c. we obtain y = 2Ax + Bex y = 2A + Bex Subtracting Eq.Ax2 ex + 2Ax2 ex y .2xy y .y2 = 0 (x cos y .
The determinant formed is called the eliminant of the arbitrary constants. Ans.2x.2 xex + 2ex .1.2 ex y = .19 Differentiating again. x2 y = 4 + cy .2y = 1 . y = 2Ax + Bex y = 2A + Bex Form the determinant whose elements are the coefficients of the arbitrary constants A and B. y and y .ex y + y . Example 211 Solution: 4y + 2xy2 = 0 2y + xy2 = 0 2. the determinant formed from the coefficients of the unknowns and the terms free of the unknowns must vanish.x2) y + (x2 . which are free of the arbitrary constants. and the terms y. we get 0 = (2x . Example 212 y = Ax2 + Bex Solution: Differentiate the equation twice. .ex y + 2 ex y . Ans. eliminate the arbitrary constants using determinants. Ans.3 Elimination By Determinants A third method of eliminating arbitrary constants is based on a theorem in Algebra: In order for a system of n + 1 linear equations in n unknowns to be consistent. For the following problems.2) y + 2 (1 x) y = 0 Example 210 Solution: y = x + c1ex + c2e2x e2x y e2x y y + ex y ex y = xe2x + c1e3x + c2 + 2e2x y = 2xe2x + e2x + 3c1e3x 2y = 2x + 1 + 3c1 ex + 2 ex y = 2x ex + ex + 3c1 .
Ans Example 213 Solution: y = c1 cos 3x + c2 sin 3x Differentiate the equation twice. we get . y = 1 + c1ex .9c2 sin 3x Form the determinant Expanding the determinant and simplifying we obtain y + 9y = 0 Example 214 Solution: y = x + c1ex + c2e2x Ans.x2)y + (x2 . Expanding the determinant. y = 3c1 sin 3x + 3c2 cos 3x y = .2c2e2x y = c1ex + 4c2e2x Write the equations as y = x + c1ex + c2e2x y = 1 + c1ex .2) y + (2 .9c1 cos 3x .20 Since ex is a common factor of the term in the third column. Differentiate the equation twice. we obtain (2x .2c2e2x y = c1ex + 4c2e2x Form the determinant Expanding the determinant and simplifying.2x) y = 0.
Ans.2x. . Example 215 Solution: y = c1 x2 + c2x3 Differentiate the equation twice.4xy + 6y = 0.21 y + y . y = 2c1 x + 3c2x2 y = 2c1 + 6c2x The determinant in this case will be Expanding the determinant the result is x2 y . Ans.2y = 1 .
22 Exercise No. y = c1x2 + c2x3 . y = c1x + 4. x sin y y cos x = c 2. 4 Determine the differential equations of the following by eliminating constants using any method. 1. y = c1 + c2e2x 3.
23 5. y = c1cos 2x + c2 sin 2x
6.
y = c1 x + c2 ex
7.
y = c1 e2x + c2 x e2x
8.
y = c1 ex + c2 x e2x + c3 x2 ex
24 9. y = e2x(c1 cos x + c2 sin x)
10.
y = c1 ex + c2ex + c3 x2 ex
25 2.2 Differential Equation of A Family of Curves
OBJECTIVES: After completing this topic, you will be able to:
determine the differential equation of the given family of curves from indicated properties.
A family of curves of curves on a plane is usually defined by an equation containing one or more parameters together with the coordinates of a point on the plane. The differential equation of the family is obtained by eliminating the parameters by the methods in Art. 21 In the following problems obtain the differential equations of the given families of curves whose properties are indicated. Example 216 Solution: All straight lines through the fixed point (h, k) The equation of a line through the point (h, k) is
y  k = m(x  h) y = m. Hence, the required differential equation is y  k = (x  h) y Example 217 All straight lines Ans.
Solutions: The equation of a line whose slope is m and whose yintercept is b is y = mx + b Here m and b are arbitrary constants. Differentiating twice, we have y = m; Example 218 y = 0 Ans.
Straight lines with equal x and yintercepts.
Solution: The figure shows a straight line with x and yintercepts a and b, respectively. Using the intercept form of the equation of a straight line, we have
26 a b .h)2 + (y . k) y 3 = y + xy xy .k = a (0. Circles tangent to the yaxis.k)2 = h2 x2 . Solution: Let (h. dx + dy = 0 Example 219 Circles with center on the yaxis.2hx + (y . Solution: Let the center be at (0.k)2 = 0 2h = x + (1) (2) .y = 0 Example 220 Ans. Since the circle is tangent to the yaxis its radius r = h. But a = b 1 + = 0 Ans. k) be the coordinates of the center of the circle.y 3 . Hence. The general equation is (x . k) and radius = a x2 + (y k) = a2 2x + 2(y k) y = 0 y . x + y = a.
y = 0 Ans. Example 221 Parabolas with the vertex and focus on the yaxis. The general equation is x2 = 4a( y s k) 2x = 4ay . a) (0. x = 2ay . k) (y k)2 . 1 = 2ay xy . (h. F (0. a) F . we obtain s xy y s (y 2 + 1) = 0. (2). we obtain y = xy + y s x xy s after some simplification. Ans.27 Differentiating Eq. Solution: Let the vertex be at (0.2xy (y k) . sk). (3).x2 = 0 y k = xy s x (3) Differentiating Eq. we have 0 = 1 + .
5 Name: ____________________________ Score: ___________ Rating: ___________ In the following problems obtain the differential equation of the given family of curves whose properties are indicated.28 Exercise No. 1. Straight lines with algebraic sum of the intercepts fixed as k. 3. Straight lines with slope and yintercept equal. 4). 2. . All circles passing through the origin and (0.
. The strophoid y2 = 7. 5. The cissoids y2 = 6. The hyperbolas b2x2 .b2y2 = a2b2.29 4. All circles tangent to both x and y axes.
The trisectrices of Maclaurin y2 (a + x) = x2 .30 8. The folium of Descartes x3 + y3 = 3axy. 9. Parabolas with vertex and focus on the xaxis. 10.
.E.E.: Example 31 Solution: xcos2 y dx + tan y dy = 0 xcos2 y dx + tan y dy = 0 is reduced by dividing each term by cos2 y x dx + tan y sec2 y dy = 0 . TEST: The variables are separable if the functions M and N are factorable as follows: M(x. homogeneous D. y) dy = 0 can be separated into the form f(x) dx + g(y) dy = 0 the solution is by integration ´ f(x) dx + ´ g(y) dy = c 2. identify a variableseparable differential equation. write the given D. 6. test the exactness of a differential equation. 3.E. linear in x and y..1 1. 3. 5. Bernoulli equation. y) dx + N (x. y) = F(x) G(y) N(x. find the solution of a D. you will be able to: 1.E. y) = H(x) * (y) Find the complete the solutions of the following D..E. D. 4. Separation of Variables If the variables in M(x. classify the different forms of firstordered differential equations: separation of variables.. nonexact D. in the standard form of Bernoulli equation and firstordered linear differential equations.E. exact D. linear in x and y. distinguish a homogeneous differential equation.E.31 Unit 3 SOLUTIONS TO FIRSTORDERED DIFFERENTIAL EQUATIONS OBJECTIVES: After completing this topic. firstordered linear D.E. 2.
xy3ln x dx . X2(ln x2 . Example 32 Solution: or x2 + tan2 y = c1 Ans. while the first is by integration by parts . and du = dx/x v = x2/2 Simplification gives. Let u = lnx dx = x dx Substitution gives. may be written as. and the variables are separated into.2 dy = 0 Division by y3 separates the variables into.32 Both terms are integrable by the power formula.2 y3 dy = = The second term is integrated by the power formula. Solution: The given D.E. x lnx dx .1) + 4y2 = c1 Example 33 y = Ans. Integration leads to the ln function .
. Ans.33 Further simplification gives.
dx = 0 . 6 (Separation of Variables) 1. ex+y dx + (1 + ex) dy = 0 3.34 Exercise No. dy = tan x tan y dx 2.
(xy x) dx = (x2y2 . (xy + x) dx + (1 + x2)dy = 0 6.35 4.1) dy 5. .x2 + y2 . 2ex cot y dx .(4 + ex) csc2 y dy = 0 7.
36 8. xlnx lny dy + dx = 0 9. 2ex cot y dx + (1 + ex) csc2 y dy = 0 10. = sin(x + y) .
y) dy = 0.E.E is said to be homogeneous of degree n . ry) = rn N(x. In the final analysis. then the D. find the solution: Example 34 Solution: (x3 + y3) dx . the variable y is substituted back to the equation.E. y) dx + N(x.E. takes the forms in which h the variables are separable. y) and N(rx.E is by either of the following substitution methods: First: Let y = vx dy = v dx + x dv Here. the D. (c) Suggested Solution If M is simpler than N: Use x = uy If N is simpler than M: Use y = vx For the following D. Second: Let x = uy dx = u dy + y du Solution is similar to that of the previous method.3xy2 dy = 0 (x3 + y3) dx .E. (x3 + v3x3) dx . y is eliminated and v introduced into the D.3x (v2 x2) (vdx + x dv) = 0 . Here.37 3.. Use: y = vx and dy = vdx + x dv Substitute to the given D.2 Homogeneous Differential Equations (a) In M(x. if M(rx. except that here x is eliminated. ry) = rn M(x. (b) The solution of such type of D. After the solution. y) Such that n = m.. r can either be a variable or a constant.3xy2 dy = 0 is homogeneous of degree 3 Here N = 3xy2 is simpler than M = x3 + y.
ln x + Since y = vx and v = y/x .(x + 2y)2dy = 0 is homogeneous of degree 2 . Here.(x + 2y)2dy = 0 xy dx . u2 dy + uy du . uy2 (udy + ydu) .2y3 = c1x Example 35 Solution: xy dx ..4(u + 1) dy = 0 Separation of variables gives. Ans.(u + 2)2dy = 0 u2 dy + uy du .3v2 (vdx + x dv) = 0 and Integration leads to the ln functions.(u2 + 4u + 4)dy = 0 and uy du . then ln x + Simplification finally gives. .38 Divide each term by x3 and simplify (1 + v3) dx .E.(uy + 2y)2dy = 0 Divide each term by y2 and simplify. M xy is ismpler than N = (x + 2y)2 Use: x = uy and dx = udy + ydu Substitute to the given D. x3 .
y ln (xy3 + y4) = c1y Example 36 Solution: (x + y sin y/x) dx .x sin v dv = 0 and Ans. Integration gives. x . dx . using v = y/x.. Use: y = vx or v = y/x dy = vdx + x dv Substitute to the D. ln x + cos v = c Finally. . (x + vx sin v) dx . ln x + cos y/x = c Ans.39 Integrate: Substitute x = uy or u = x/y and simplify.x sin y/x dy = 0 (x + y sin y/x) dx .E.x sin y/x dy = 0 is homogeneous of degree 1 .x sin v (vdx + x dv)= 0 Divide each term by x and simplify.
(4x2 .40 Exercise No. 1.y2) dx . 7 (Homogeneous Differential Equations) Find the general solution of the following differential equations.xy dy = 0 2. 3. (3xy 2y2) dx + (2x2 .3xy) dy = 0 .
5. .41 4.
(2x .42 6. x dy .y) dx . (x + y sin ) dx .(x + 4y) dy = 0 8.y dx = dx 7.(y + x sin ) dy = 0 .
Find the particular solution of (y2 + 2xy) dx + 2x2dy = 0.43 9. Find the particular solution of y(x 6y) dx . x = 1. y = 2 10.x (2x 9y) dy = 0 if y(0) = 1 .
3x2)dx + (x2 + 2y) dy = 0 is first tested for exactness . partial integration is applied. (b) In integrating the functions M and N. y) dx + N(x. Find the solutions of the following D.44 3.3x2)dx + (x2 + 2y) dy = 0 (2xy . y) dy = 0 is said to exact if (b) (i) Direct: Solutions: be (ii) Indirect: ´ Mdx + f(y) = c and ´ Ndy + g(x) = c REMARKS: (a) The unknown functions f(y) and g(x) are obtained from the comparison of these two (2) possible solutions.E. to hold y constant when integrating relative to x and to hold x constant in integrating with respect to y. M = 2xy 3x2 . that is.E. So.3 Exact Differential Equation (a) The equation M(x. is exact. N = x2 + 2y . Same is true in partial differentiation. the given D. Example 37 Solution: (2xy . Using the Direct Method. .
E. (cos y + y cos x) dx . Example 38 Solution: x 2 y x3 + y2 = c Ans. M = cos y + y cos x = .(x sin y .E. and Example 39 Solution: (ex + ln y + y/x) dx + (x/y + ln y + sin y) dy = 0 Here.E.sin y + cos x N = x sin y + sin x = . so x cos y + y sin x = c Ans.. is exact.sin y + cos x Therefore.x2) dy = c Finally. (1) ´ M dx + f(y) = c ´ (cos y + y cos x) dx + f(y) = c x cos y + y sin x + f(y) = c (2) ´ N dy + g(x) = c ´ (x sin y + sin x) dy + g(x) = c x cos y + y sin x + g(x) = c Comparison of the two (2) possible solutions (1) and (2) shows that f(y) = g(x) = 0.sin x) dy = 0 In the given D. Using the Indirect Method. the D. has M = ex + ln y + : = .45 x2 y x3 + ´ (x2 + 2y . the D.
46 N = + ln x + sin y . so ex + xlny + ylnx .cos y and g(x) = ex. = Use the Indirect Method (1) ´ M dx + f(y) = c ´ (ex + ln y + )dx + f(y) = c ex + xlny + ylnx + f(y) = c (2) ´ N dy + g(x) = c ´( + ln x + sin y) dy + g(x) = c x ln y + y lnx .cos y = c .cos y + g(x) = c Comparison of solutions (1) and (2) shows that f(y) = .
4y2) dx . 1.47 Exercise No.1) dx + (x3 + 8y . 3y (x2 . (3x2 .y) dy = 0 2. 8 Exact Differential Equations Find the general solution of the following differential equations.6x2) dx + (x2 . (2x + 3y) dx + (3x .3x) dy = 0 4.(3y2 + 8xy) dy = 0 .y + 5) dy = 0 3. (2xy .
3x) dy = 0 6. ( 1. (3x2y . (2xy 3y) dx + (x2 .48 5.2xy + y2) dx + (2xy x2) dy = 0 .sin y) dx + x(x2 cos y) dy = 0 7.
49 8.2y) dx + 2(y .x) dy = 0 9.2xy + 6x) dx .2xy + 2) dy = 0 10. (x .(x2 . (y2 . (6x + y2) dx + y(2x 3y) dy = 0 .
reduces it to M such that dx + N dy = 0 where: (c) = (x.4 NonExact Differential Equations (a) The equation M(x. is nonexact .E. y) is the integrating factor. = TEST: If Then (x) = e´ f(x) dx. is solved by other methods or more often by reducing it to an exact form through the determination of an integrating factor which. = x m yn CASE 1: When CASE 2: When CASE 3: When TEST: If .. when multiplied to the D.E. Special Cases for Finding is a function of x alone. is a function of y alone.E. (b) Solution: A nonexact D. = TEST: Then If (x) = e´ g(y) dy. y) dx + N(x.50 3. y) dy = 0 then the D.
D. = 2 x2 y = 2x2y So. the reduced D.2y (2y . is now exact .2xy) dy = 0 M = x2 + y2 + 1 . = e´ f(x) dx = = So. so.2x1 y) dy = 0 The new functions M and N are.E.2x + 2y) or = e´ (2/x) dx = e2lnx = x2 = x2 Multiply the given D.51 reduces to an identity equation (one wherein the terms at the left side are the same as on the right side) the exponents m and n may be obtained by the comparison of terms from both sides of the equation . N = x2 .E.that is.2xy . is nonexact.E. Find the solutions of the following D. = 2x . This is under CASE 1 with the integrating factor . Mn = 1 + x2 y2 + x2 . Example 310 Solution: (x2 + y2 + 1) dx + (x2 . Nn = 1 .E.2x1 y . by equating coefficients of like terms. by (1 + x2 y2 + x2) dx + (1 .
so x .E.4y + 3 So.x1y2 . This D. = e´ g(y) dy where: Ans.E. by (2xy3 .4xy + 3x .x1 y2 . N = 3x2 .y4 + y3)dx + (3x2 y2 .y2 + y)dx + (3x2 .x1 + f(y) = c (2) ´ Nn dy + g(x) = c ´( 1 .y2 + y.4xy + 3x ) dy = 0 = 2x . D. is nonexact. can be solved under CASE 2 with the integrating factor .x1 + y = c Example 311 Solution: M = 2xy .E.2x1 y ) dy + g(x) = c y .2y + 1 = 6x . (2xy .x1. so.4xy3 + 3x y2 ) dy = 0 .52 Use the Indirect Method (1) ´ Mn dx + f(y) = c ´ (1 + x2 y2 + x2 ) dx + f(y) = c x .x1y2 + g(x) = C Comparison of solutions (1) and (2) shows that f(y) = y and g(x) = x . = = e´ (2/y) dy = e2lny = y2 = y2 Multiply each term in the given D.
y4 + y3 .x 3y3 .53 The new M and N functions are. N = x . by 2x3 y1 dx + (x2y2 .xy4 + xy3 = c Example 312 Solution: 2y dx + (x .m + mx2y3 = 1 .E. This nonexact D. and 2n . where : and so. may now be solved either by the Direct or Indirect Method.m = 1 m = 3 n = 2 = x3y2 = x3y2. = 6xy2 . falls under Case 3 where the integrating factor is = xm yn with m and n obtained from ` 2n .E. Mn = 2xy3 .4y3 + 3y2 Having been reduced to an exact form . to give the final answer.4y3 + 3y2 = 6xy2 . Multiply the given D.3x2y3 Note that this is an identity equation.x3y3) dy = 0 M = 2y .y) dy = 0 .4xy3 + 3x y2 . Nn = 3x2 y2 .3x2y3 Ans. x2y3 . the D. = 1 .E.
2x3y2 This is now an exact D.y . .54 The new M and N functions are.2x3 y2 = . to give 2 x2y1 + y2 = c Ans. Nn = x2y2 . Mn = 2x3 y1 . which can be solved by either the Direct or Indirect method. = .E.
y(4x + y) dx .y) dy = 0 2. 9 NonExact Differential Equations Find the general solution of the following differential equations. 1. 3(x2 + y2) dx + x(x2 + 3y2 + 6y) dy = 0 3.55 Exercise No.2(x2 . 2(x y + 2) dx + x(x 2y + 2) dy = 0 .
56 4. 2y (x2 y + x) dx + (x2 2y) dy = 0 7. (xy + 1) dx + x(x + 4y 2)dy = 0 6. (4x + y) dx 2(x2 y) dy = 0 . y(2x + y 2)dx 2 (x + y) dy = 0 5.
(x2 y2 4y 1) dx + 2x(x + y + 2) dy = 0 . (2y2 + 3xy 2y + 6x) dx + x(x + 2y 1) dy = 0 9. (2y2 + 5xy 2y + 4) dx + x(2x + 2y 1) dy = 0 10.57 8.
4x = 0 The standard form of this D. Q = 4x = e´ Pdx = e´ 2x dx = Solution is: y = ´Q Integration gives.E. REMARK: For the case where the dependent variable is x. dx + c .E. it is written as + y P(x) = Q(x) dx (b) Solution: y = ´ Q(x) dx + c where: = e´ P(x) dx is obtained NOTE: FOLDE is actually a nonexact D. which is first order in the derivative and linear in the dependent variables. In the standard form. + 2xy = 4x where: P = 2x .E.E. Ans.58 3. where under CASE 1. FOLDE is written in its standard form as + x P(y) = Q(y) having a solution: x where: = e´ P(y) dy = ´ Q(y) dy + c Find the solutions of the following D.5 FirstOrdered Linear Differential Equations (FOLDE) (a) This is a D. Example 313 Solution: + 2xy . in the FOLDE form is.
s t1 e3t = and s = + c Ans. .ln t = e or t1 e3t and The solution is.2y1 = e´ P dy = e´ (2/y) dy = e2 lny = y2 = ´ Q dy + c Solution is: x x y2 = ´ (3y .2y1) y2 dy + c . by y.2 y1 which is now in the FOLDE form with. Example 315 y .s (3 + t1) = t2 e3t where: P = . P = and .3y2 + 2 = 0 Solution: Divide the given D.(3 + t1) Q = t2 e3t = = 3t . Q = 3y . by tdt and reduce to the FOLDE form. x = 3y . t3 e3t + c t e3t.E.2x .(t3 e3t + 3st + s) dt = 0 Divide the D.E. s = ´ Q dt + c 1 3t s t e = ´ t2 e3t (t1 e3t) dt + c Integration leads to.59 Example 314 Solution: t ds .
. x = y2 ln y3 + 1 + cy2 Ans.60 Integration gives. x y2 = 3 ln y + y2 + c which simplifies to.
10 FirstOrdered Linear Differential Equations Name: ____________________________ Score: ___________ Rating: ___________ Find the general solution of the following differential equations. + = 2 sec x 3. (1 .x2) .61 Exercise No.x 2) .xy = 3x (1 . 1. + cot x = 3ecos x 2.
62 4. x .(x + 2)2 = y . = 2x 2y cot 2x 7.2x) dy 5. ydx = (ey + 2xy .  = 6.
xdy + (x2 3y) dx = 0 10. y + (2x + 1) y = .  y = 9.63 8.
the Bernoulli equation is.n) Q (x) or + z Pr (x) = Qr (x) where: Pr (x) = (1 n) P(x) Qr(x) = (1 n) Q(x) y1 n (c) Solution: where: = ´ Qr(x) = e´ Pr (x) dx dx + c REMARK: For the case where the dependent variable is x. the Bernoulli equation is reduced to + (1 .E. having the standard form + y P(x) = yn Q(x) (b) The Bernoulli equation is reducible to a linear form (FOLDE) by making use of the substitution z = y1 which gives = n With this. . Example 316 y + .64 3.6 The Bernoulli Equation (a) The Bernoulli equation is a nonlinear D. + x P(y) = xn Q(y) Elements in the solution of this are similar to the previous discussion.3x2y2 = 0 Solution: The Bernoulli form of the given D.E.n) z P (x) = (1 . is.
n = 1 P = . Q = 3x2 The solution is y1 . by 3. Q = y4 and 1 n = .3 The solution is .n where: = ´ Qr dx + c Pr = (1 n) P = Qr = (1 n) Q = 3x2 = e´ Pr dx = e´ (1/x) dx = eln x = x1 Substitution and integration gives. + x = y4 x4 which is now in the Bernoulli form P = n = 4 .65 + y = 3x2 y2 with n = 2 . y1 x1 = ´ (3x2) x1 dx + c y1 x1 = x2 + c Ans.E. 1 . Example 317 Solution: 3 + 3 = 2x4y4 Divide the given D.
x3y3 = .66 x1 . Q = . t = .2w3 Solution: The given D.n where: = ´ Qr dw+ c Pr = (1 n) P = Qr = (1 n) Q = .n where: = ´ Qr dy + c Pr = (1 n) P = .y2 + c Ans.3 ln y = y 3 Substitution and integration leads to.E.w2 t1 which is now in the Bernoulli form Here. x3y3 = ´ (2y4) y3 dy + c Finally. is divided by 2 wt.3 x Qr = (1 n) Q = .2w2 = e´ Pr dw = e´ (1/2) dw .w2 n = .1 and 1 n = 2 The solution is t1 . P = .2y4 = e´ Pr dy = e´ (3/y) dy = e. Example 318 2 wt = t2 .
t2w1 = ´ (2w2) w1 dw + c = .67 = e. 1 .ln w = w Substitution and integrate.w2 + c Ans.
y = 2 xy2 ex 3. y = sin x 2. x = y + y3 cos x . 1. 11 Bernoulli Equation Find the general solution of the following differential equations. .68 Exercise No.
69 4.x cot 2y = x3 csc 2y 5. .  y = cos x 6. + x = x4 y3 7. 3 + y = 2 x4 y4 .
+ = 10.70 8. + y = 12e2x y . 3xy + y + x2y4 = 0 9.
CASE 2: When A1x + B1 y + C1 = 0 and A2x + B2 y + C2 = 0 represent two nonparallel lines. NOTE: This substitution method will reduce the D. that is. NOTE: This substitution will reduce to one where the variables are separable. k) is the point of intersection of the two parallel lines.. Example 319 (x + y . when: A2 = k A1 and B2 = k B1 (k constant of proportionality)] USE: v = A1x + B1 y dv = A1 dx + B1 dy and substitute to the D.E. eliminating either x or y. USE: x = u + h and dx = du y = v + k and dy = dv where: (h. has the coefficients of dx and dy when equated to zero (0) represent two (2) parallel .E.7 D.E. Linear in x and y (a) The standard form for this 1stordered D.71 3. to one that is homogeneous of the first degree.1) dx + (2x + 2y + 1) dy = 0 Solution: This D. is (A1x + B1 y + C1) dx + (A2x + B2 y + C2) dy = 0 where: C1 and/or C2 { 0 (b) Solutions: CASE 1: When A1x + B1 y + C1 = 0 and A2x + B2 y + C2 = 0 represent two parallel lines.E.E.
4v) du + (4u + v) dv = 0 .E.2} dv = 0 or (u .4y .3 ln(v + 2) + y = c Substitute v = x + y x + 2y . x ..9) dx + (4x + y . + y = c v . { u + 1 .4y .4(v 2) ..9 = 0 and 4x + y .2) dy = 0 Here. Let x = u + 1 and dx = du y = v .E.2 and dy = dv and substitute to the given D.vdy + dy + 2v dy + dy = 0 (v . when the coefficients of dx and dy are equated to zero (0).2 = 0 represent two (2) nonparallel lines with point of intersection at (1.ln (x + y + 2)3 = c Example 320 (x . with k = 2 Let v = x + y or dv = dx + dy and substitute to the D. 2).9} du + {4(u + 1) + v . this falls under CASE 2.2 . (v 1)(dv dy) + (2v + 1) dy = 0 vdv dv .1)dv + (v + 2) dy = 0 dv + dy = 0 Integrate after reducing the first term.1 = 0 and 2x + 2y + 1 = 0 under CASE 1.72 x + y .
4z dv + vz dz .4 arc tan z = c Substitute z = u/v. ln v + ln (z2 + 1 ) .4 arc tan u/v = c and v = y + 2 Finally.1 to get ln { (x 1)2 + (y + 2 )2} .4v dz + 4z dv + dv = 0 (z2 + 1) dv + v(z .4) dz = 0 + dz = 0 Integrate to get.73 which is homogeneous of degree 1 Let u = zv du = z dv + v dz Substitute to get. ln v + ln (u2/v2 + 1 ) . (zv 4v) (z dv + v dz) + (4 zv + v) dv = 0 Divide by v and simplify. substitute u = x .8 arc tan =c . z2 dv .
1.E. (2x 3y + 2)dx (3x + 2y + 1) dy = 0 2. (2x 3y 4) dx (3x 4y 2) dy = 0 . 12 D. Linear in x and y Find the general solution of the following differential equations.74 Exercise No. (x + 2y + 1) dx + (2x + 4y 3) dy = 0 3.
(x 2y 7) dx + (2x 4y + 1) dy = 0 5.75 4. (2x y 3) dx (x + 4y + 3) dy = 0 .
(x y 6) dy = (x y + 2) dx 8. (2x y + 1) dx + (x 2y 1) dy = 0 7. (x 2y + 5) dx + (x 2y 1) dy = 0 .76 6.
77 9. (x 2y + 4) dx + (2x 4y 1) dy = 0 10. (5x + 3y 4) dx + (x + y 2) dy = 0 .
dy . dy ¸ dx2 ª dx º Solution: Let p = dy and dp = d2y dx dx dx2 CASE 5: d2y = f ¨ y. dy ¸ dx2 ª dx º Solution: Let p = dy and p dp = d2y dx dy dx2 CASE 6: d { dy + y P(x) } = Q(x) dx dx Solution: Let u = dy + y P(x) dx .78 Unit 4 HigherOrdered Differential Equations 4.´ x f(x) dx + c1x + c2 CASE 2: d2y = g(y) dx2 Solution: x = µ . + c2 · 2 ´ g(y) dy + c1 CASE 3: d2y = f ¨ dy ¸ dx2 ª dx º Solution: x = ´ dp + c f(p) or y = ´ pdp + c f(p) where: p = dy dx CASE 4: d2y = f ¨ x.1 SPECIAL SECONDORDERED DIFFERENTIAL EQUATIONS CASE 1: d2y = f(x) dx2 Solution: y = x ´ f(x) dx .
1 x2 + c1 x + c2 12 2 Example 42 Solution: y = y+2 Under Case 2. (Methods 1 to 7. thus x = ln{2y + 4 + 2(y2 + 4y + c1)1/2} + c2 Example 43 y = 3y . · (y2 + 4y + c1)1/2 + c2 + c2 Use the trigonometric substitution.1)dx .79 REMARK: Cases 4 to 6 will reduce to firstordered D. under Section 3) Example 41 Solution: y = x2 .E. dy .E. the formula is x = µ. is y = x ´ f(x) dx . upon the application of the suggested substitution.1 Under CASE 1. Appropriate method/s is/are applied.1) dx + c1x + c2 Integrate to give.´ x f(x) dx + c1x + c2 where: f(x) = x2 .E. y = 1 x4 . the solution of this D.. y = x ´ (x2 . dy . · 2 ´ g(y) dy + c1 where: g(y) = y + 2 and ´ g(y)dy = y2 + 2y 2 Substitute to the formula x = µ.´ x (x2 .1 Substitute to the D.
x dp dx 2x(p)2 + p = 0 or dp + p = 2p2 dx (Bernoulli equation) . y = 1 c1e3x + c2 3 Example 44 xy 2x(y )2 + y = 0 Ans.E.E. this is reducible to p = c1e3x = dy dx Variable separable method is applied. is under Case 3 where f(p) = 3y or 3 dy dx p = dy dx Use the formula. is under Case 4 where the variable y is missing.E.80 Solution This 2ndordered D. x = ´ dp + c1 f(p) x = ´ dp + c1 3p and x = 1 ln p + c1 3 In the exponential form. and Solution: The D. Let p = dy or y dx dp = d2y dx or y Substitute to the D. dy = c1e3xdx Finally.
n = 2 x The solution is obtained to be p1x1 = c1 2 ln x and p = dy = . y p dp + 2 p2 = 0 dy or y dp + 2p = 0 dy Separation of variables and integration gives ln p + 2 lny = c or ln p + ln y2 = c ln py2 = c py2 = ec = c1 p = c1y2 Since p = dy = c1y2 dx .1 ln(c1 . dx x (c1 . P = 1 . y = .81 Here.2ln x) + c2 2 Example 45 Solution: yy + 2(y )2 = 0 This is under Case 4 where the variable x is missing.. Let p = y and p dp = y dy and substitute to the given D.2ln x) Separation of variables finally gives. Q = 2.E. 1 .
E. Example 45 d (dy/dx + y) = ex dx Solution: This 2nd ordered D. Q = ex + c1 and J = e´ P dx = ex The solution is y J = ´ Q J dx + c2 y ex = ´ (ex + c1 ) ex dx + c2 y ex = x + c1 ex + c2 Finally.x ex .82 c1 dx = y2 dy Finally. falls under Case 6 Let u = dy + y dx and so. du = ex dx or u = ex + c1 Substitute back to u = dy + y dx This is FOLDE where P = 1 . y = c1 + c2 ex . c1x = y3 + c2 3 Ans.
Find the general solution of the following differential equations.E.2(y )2 + y2 = 0 . 6.1 = 0 y + yy = 0 yy . 7. 13 Special SecondOrdered D. 5. y + y = 0 (x2 1)y + xy = 0 y + 2y = 0 y + y = 0 y (y )2 . 2. Name: ____________________________ Score: ___________ Rating: ___________ . 4. 3.83 Exercise No. 1.
. . + an 1 dy + any = 0 dxn dxn1 dx Operator Form (a0Dn + a1Dn1 + . The form of the solution of HHOLDE depends upon the nature of the roots of the auxiliary equation. The auxiliary equation has real and distinct roots. then the part of the solution of HHOLDE for this repeated root is y = (c1 + c2x + c3x2 + . . . Dr = dr (r u 0) dx dxr The coefficients a s are generally functions of x. then the solution of the HHOLDE is. is called the auxiliary or characteristic equation. cpxp1) emi x . .The general form of the HHOLDE is: Normal Form: A0 dny + a1 dn 1 y + . mn1. . . Suppose a root mi of the auxiliary equation is real and multiplicity p. None of which is repeated. . . . . y = c1em1x + c2em2x + .2 HOMOGENEOUS HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS (HHOLDE) 1. The auxiliary equation has real and repeated roots. +an1 D + an)y = 0 where: D = d . . + cnem n x Case 2. . 2. Four cases arises: Case 1. m2. + an1m + an = 0 where m which replaced D.84 4. a0mn + a1mn1 + . and mn.Connected with the HHOLDE is an auxiliary equation having the form. If the real and distinct roots of the auxiliary equation are m1.
then the part of the solution of HHOLDE for these roots is y = ea x [(c1 + c2x + . If the conjugate pair a s bi is a root of the auxiliary equation repeated p times. Answer. . If all the a s are real constants. Example 51 Solution: (D3 7D2 + 12D)y = 0. 3. . 4. . Let a s bi be such a pair.5m2 + 2m + 8 = 0 By synthetic division the roots are found to be M = 2. The auxiliary equation is m3 .+ c2p xp1) sin bx] REMARK: If the nature of the roots of the auxiliary equations happen to be a combination of real and complex numbers. none of which is repeated. Example 52 Solution: (D3 . and 4 y = c1 + c2e3x + c3e4x . The auxiliary equation has some complex or imaginary roots. + cpxp1) cos bx + (cp + 1 + cp+2 x + . . The auxiliary equation has some repeated complex or imaginary roots.5D2 + 2D + 8)y = 0. The auxiliary equation is m3 7m2 + 12m = m(m 3)(m 4) = 0 m = 0. Then the part of the solution of HHOLDE for this pair is y = ea x (c1 cos bx + c2 sin bx) Case 4. .85 Case 3. Answer. the above cases may be collectively applied. then the complex roots of the auxiliary equation will occur in conjugate pairs. and 1 The solution is: y = c1e2x + c2e4x + c3ex Examples for Case 2: Auxiliary equation has repeated real roots. Examples for Case 1: All roots real and distinct.
Examples for Case 3: Auxiliary equation has some complex roots. Example 56 Solution: (D3 8D2 + 25 D)y = 0 m3 . we find the roots to be m = 2. .8m2 + 25m = 0 . and 1 s I Answer.½ . (m 2)2 = 0 m = 2 (twice) y = (c1 + c2x)e2x . y = e4x(c1 cos 3x + c2sin 3x).4D2 10D .4m + 4 = 0 . m(m2 8m + 25) = 0 m = 0 . none repeated. m = 4 s 3i.4)y = 0 2m4 + m3 .6m + 9)2 = 0 . Answer. Example 55 Solution: (D2 8D + 25)y = 0 m2 8m + 25 = 0 . Example 57 Solution: (2D4 + D3 .4 = 0 By synthetic division. The auxiliary equation is m2 .4D + 4)y = 0.86 Example 53 Solution: (D2 . (m 3)4 = 0 m = 3 (4 times) y = (c1 + c2x + c3x2 + c4 x3) e3x . The auxiliary equation is (m2 . Answer. 4 s 3i y = c1 + e4x(c2 cos 3x + c3sin 3x). Example 54 Solution: (D2 . Answer. .4m2 10m .6D + 9)2 y = 0.
87 y = c1e2x + c2ex/2 + ex (c3 cos x + c4 sin x). Answer
Examples for Case 4: Auxiliary equation has complex roots, some repeated. Example 58 (D2 + 36)2y = 0 Solution: (m2 + 36)2 = 0 ; m = s 6i (twice) y= (c1 + c2x) cos 6x + (c3 + c4x) sin 6x. Example 59 Solution: (D2 + 4D + 20)2y = 0 (m2 + 4m + 20)2 = 0; m = 2 s 4i (twice). y = e2x [(c1 + c2x) cos 4x + (c3 + c4x) sin 4x] Answer. Answer.
Exercise No. 14 Homogeneous HigherOrdered Linear D.E. Name: ____________________________ Score: ___________ Rating: ___________ Find the general solution of the following differential equations. 1. (D3 + 2D2 D 2)y = 0 Answer: y = c1ex + c2ex + c3e2x
88
2.
D2(D + 2)4y = 0
Answer: y = c1 + c2x + e2x(c3 + c4x + c5x2 + c6x3)
3.
(D3 + 4D2 + D 6)y = 0
Answer: y = c1ex + c2e2x + c3e3x
4.
(D3 + 6D2 + 25D)y = 0
Answer: y = c1 + e3x(c2cos 4x + c3 sin 4x)
89
5.
(D2 2D 3)3y = 0
Answer: y = (c1 + c2x + c3x2)e3x + (c4 + c5x + c6x2)ex
6.
(D2 10D + 34)3y = 0
Answer: y = e5x[(c1 + c2x + c3x2)cos 3x + (c4 + c5x + c6x2)sin 3x]
(D 2)2 (D + 3)4y = 0 Answer: y = (c1 + c2x)e2x + (c3 + c4x + c5x2 + c6x3 )e3x 8. (D2 + 12D + 40)4y = 0 Answer: y = e6x[(c1 + c2x + c3x2 +c4x3)cos 2x + (c5 + c6x + c7x2 + c8x3)sin 2x] 9. (D2 3D 4)3y = 0 Answer: y = (c1 + c2x + c3x2)e4x + (c4 + c5x + c6x2)ex .90 7.
91 10. (D2 2D 3)3(2D2 5D 7)2y = 0 Answer: y = (c1 + c2x + c3x2)e3x + (c4 + c5x + c6x2 + c7x3 + c8x4)ex (c9 + c10x)e7x/2 .
Dr = dr (r u 0) dx dxr b. three methods of solution are commonly used: (1) Reduction of Order. Operator Form: (a0Dn + a1Dn1 + . 4. the Euler equation will be discussed in . A special higher order D. +an1 D + an)y = f(x) { 0 where: D = d .E. (2) Undetermined Coefficients. with variable coefficients. (3) Variation of Parameters. .3 NONHOMOGENEOUS HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS (NHOLDE) 4. Solution of the NHOLDE with Constant a s and f(x) = Fo (a constant) CASE 1: When an { 0 Solution: y = yc + yp where: yp = F0 an yc is obtained by the method of Section 5 CASE 2: when an = 0 Solution: y = yc + yp where: yp = F0 xk k!ank (k = order of the lowest ordered derivative) yc is obtained by the method of Section 5 REMARK: For the case where the righthand function f(x) is not a constant.3. .92 .1 NHOLDE with Constant RightHand Function a.
SECTION 6. Example 61 Find the complete solutions of the following: (a) (D2 + 4D + 4)y = 12 (b) (D3 .93 example problems together with the abovementioned methods of solving a nonhomogeneous higher linear D.9D)y = . yc and yp are known as the complementary function and particular integral . m2 + 4m + 4 = 0 (m + 2)2 = 0 r1 = r2 = 2 (Real and equal) By Case II. being a particular solution.1.27 Solution : (a) (D2 + 4D + 4)y = 12 is nonhomogeneous with f(x) = Fo = 12 and an = 4 { 0 (i) (i) Complete solution: y = yp + yc For yp: Use CASE 1. y = yp + yc y = 3 + e2x(c1 + c2x) . yp.E. NOTE: In the solutions under section 6. respectively. (NHOLDE) with f(x) { constant.1 yp = Fo = 12 = 3 an 4 (ii) For yc: Auxiliary equation is. does not contain any arbitrary constants. Section 5 yc = e2x(c1 + c2x) (iii) Finally.
write the given D. SECTION 6. .3 (Real and distinct roots) By Case 1 yc = c1e0 + c2e3x + c3e3x (iv) Finally. k = 1 (order of the lowest derivative) an.9) y = 27 is nonhomogeneous with f(x) = Fo = 27 and an = 0.4 NHOLDE with RightHand Function in terms of the Variable x 4.k 1!(9) Here. y = yp + yc y = 3x + c1e0 + c2e3x + c3e3x 4. .E as ao(D r1)(D r2) . (i) (ii) Complete solution: y = yp + yc For yp: Use CASE 2. . m2 9m = 0 m(m 3) (m + 3) = 0 r1 = 0 .1 Reduction of Order Method (1) Based form the roots of the auxiliary equation. (D rn)y This will reduce the D.E. (D3 . r2 = 3 . .94 (b) Likewise. (D rn)y = f(x) and let z = (D r2) . r3 = .1 yp = Fo xk = .4. to .27x = 3x k!an.k = 9 (iii) For yc: Auxiliary equation is.
E. m2 4m + 4 = 0 (m 2)2 = 0 . (D rn)y reducing to the form (D r2) v = g(x) which is again a FOLDE and can be solved as v = h(x) (3) Once more substitute v to its original value and repeat the procedure until the last factor is reached. (D2 4D + 4)y = ex . . . (D rn)y = J (x) which will finally give. (D rn)y = g(x) and let v = (D r3) .E. Example 63 Find the complete solution of: (D2 4D + 4) y = ex using reduction of order method. (D r2) . Solution: General Procedure: (i) In the given D. . . that is. y = yp = F(x) REMARK: Since yp is a particular solution. The value of yc to complete the solution by using the theorems on homogeneous D. the constant of integration is omitted in the procedure outlined above. the auxiliary equation is.95 ao(D r1)z= f(x) which is now a FOLDE (SECTION 3..5) and can be solved in the form z = g(x) (2) Substitute this back into z.
Q = ex . by the formula. (iii) So. y = yp + yc .ex z = . yc = e2x (c1 + c2x) (ii) To get yp by the Reduction of Ordre method.ex (FOLDE) with P = 2. and so (D 2)z = ex or dz .E. yJ = ´ Q J dx y e2x = ´ (ex) e2x dx y e2x = ex and y = yp = ex. write the given D. Q = ex . by Case 2.2y = .ex or dy .96 r1 = r2 = 2 (real and equal) So. (D 2)y = z = . in the factored form. J = e2x .ex Now. zJ = ´ Q J dx z e2x = ´ ex e2x dx z e2x = . (D 2) (D 2)y = ex Let z = (D 2)y.2 z = ex (FOLDE) dx with P = 2 . Finally. J = e2x So.
4e3x. Next we solve (D 4)y = z = 4e3x whose solution is yp = . then (D 2)z = 4e3x or dz . 15 .97 y = ex + e2x (c1 + c2x) Example 64 Solution: Answer Solve (D2 6D + 8)y = 4e3x using Reduction of Order. y = yc + yp = c1e2x + c2e4x . Answer. we find z = 4e3x. There is no need to include a constant of integration since this is a part of yp. The complementary function is yc = c1e2x + c2e4x Write the operator in the factored form: (D 2) (D 4)y = 4e3x Let (D 4)y = z. Exercise No.4e3x Hence.2 z = 4e3x dx Solving this equation whose integrating factor is e2x.
1. (D2 1)y = 2ex Answer: y = c1ex + c2ex + xex 2. (Reduction of Order) Name: ____________________________ Score: _________ Rating: _________ Solve the following problems by Reduction of Order.98 NonHomogeneous HigherOrdered Linear D. (D2 D 2)y = 12x 6e2x 2xe2x Answer: y = c1e2x + c2ex 6x + 3 .E.
6 Answer: y = (c1 + c2x)ex + e2x x2 4. (D2 2D + 1)y = e2x x2 ± 4x .99 3. (D2 5D + 4)y = 48x 12ex Answer: y = c1ex + c2e4x + 12x + 15 + 4xex .
100 5. (D2 5D + 6)y = 15 sinx 15 cosx Answer: y = c1e2x + c2e3x + 3 sin x 6. (D2 D 2)y = 4x2 Answer: y = c1ex + c2e2x 2x2 + 2x 3 .
(D2 4D + 3)y = 20 cosx ± 4 sinx Answer: y = c1ex + c2e3x + 2 cos x 8. (D2 1)y = 10 sin2x .101 7.5 Answer: y = c1ex + c2ex + cos 2x .
(D2 1)y = 10 e2xsinx Answer: y = c1ex + c2ex + e2x( sinx 2 cos x) .102 9.
listed under the following rules: RULE 1: When f(x) = K xpeqx ( q = 0. it can be applied only to special types of the righthand function. (D2 + 4D + 4)y = 12x2 e2x Answer: y = (c1 + c2x)e2x + x3e 2x 4. since it requires no integration processes but ony differentiation. . . + Lx + M RULE 2: When f(x) = K xpeqx (q = 0.4. an { 0) yp = Axp + Bxp 1 + . an = 0) . However.2 Undetermined Coefficients Method This method for finding yp has a decided advantage over the first.103 10.
. RULE 3: When f(x) = Kxp eqx (q { 0) yp = eqx (Axp + Bxp 1 + .5 The Euler Equation Unit 5 GEOMETRICAL AND PHYSICAL APPLICATIONS OF ORDINARY DIFFERENTIAL EQUATIONS .E. . + Lx + M) xr where: r is the number of times 0 appears as a root of the auxiliary equation. .4. Example 65 In the given D. (D2 4D + 4)y = e . .104 yp = (Axp + Bxp 1 + . + Lx + M) xr where: r is the number of times q appears as a root of the auxiliary equation. . we have 4. + L1 x + M1 ) xr cos bx eqx (A2 xp + B2 xp 1 + . .3 Variation of Parameters Method 4. . + L2 x + M2 ) xr sin bx where: r is the number of times q + bi appears as a root of the auxiliary equation. . RULE 3: When f(x) = Kxp eqx cos bx or Kxp eqx sin bx yp = eqx (A1 xp + B1 xp 1 + ..
dy = x or xdx = ydy dx y Integrating. y Solution: The slope at any point is equal to the derivative. Solution: In this case.105 1. if dy/dx is the slope of the given family of curves at any point.1 . dy = xy or dy = xdx dx dy Integrating.2 Orthogonal Trajectories Answer. then for the orthogonal trajectories. Answer. dx½ O. x2 = y2 + C1 or x2 . y) is x . a > 0.1 Geometrical Applications 1. (c2 = 2c1). An orthogonal trajectory of a given family of curves is a curve that is perpendicular to every curve of the family. ln y = x2 + k and 2 2 y = ek ex /2 2 y = c ex /2 1.1 Rectangular Curves Example 71 Find the equation of the family of curves for which the slope at any point (x. Thus.y2 = c2 . dy dx Example 73 Find the equation of the system of orthogonal trajectories of the parabolas x + y = a.1. .1. dy» = . Example 72 Find the equation of the family of curves for which the slope at any point equals of the product of its coordinates.T.
2x + 2yy = c x2 + y2 = (2x + 2yy ) x = 2x2 + 2xyy y = slope of the circles at any point = y2 . dx y Integrating.x2dy + dy = 0 . y2 x2 + y = k . we have 1 + dy/dx = 0 or dy = . we get.x2 2xy For the orthogonal trajectories. Solution: Differentiating the given equation. 2 x3/2 3 3 _ or x dx = y dy.y . Example 74 Find the equation of the system of orthogonal trajectories of the family of circles x2 + y2 = cx. dy = dx _ 2xy = 2xy . transform the equation to their standard forms. y To sketch the given family of curves and the orthogonal trajectories. 2x 2y dx x For the orthogonal trajectories.106 Solution: From x + y = a. x2 + y2 = ky. x2 + y2 = cx . dy = + x . y2 x2 x2 y2 2xy = (x2 y2) 2xydx . 2 y3/2 = c or x3/2 _ y3/2 = c Answer. The standard forms are: For the given family of curves: Answer. .
4 O. y = 2x y For the orthogonal trajectories. where k is an arbitrary constant. . 4x + 2yy = 0 .107 (x c )2 + y2 = c2 2 4 For the orthogonal trajectories: x2 + (y k )2 = k2 a. Example 75 Find the equation of the system of orthogonal trajectories of the 2 2 ellipses 2x + y = c. Thus. dy = + y .T. the orthogonal trajectories are the parabolas y2 = kx. 2 dy = dx 2lny = ln x + lnk ln y2 = lnkx y2 = kx Answer. Solution: 2x2 + y2 = c .
108 1. increases its count with time.3 Isogonal Trajectories 1. dA = k A dt where: A is the amount of the element or object at any instant. NOTE: A = ekt + C = ekteC A = C ekt (3) . Separation of variables and integration gives. Ln A = kt + C or Finally. while radioactive elements decreases its strength or energy as time increases.1.2 Physical Applications of Ordinary Differential Equations 1.1 Law of Exponential Change In the physical world.2. In which case. Bacteria. the complete behavior of the element or object as it undergoes change may be defined by an exponential function in the following manner: (2) From the above stated rate of change. for example. there are elements/objects which continually undergo changes. It may be possible that the rate at which the amount of this element or object is proportional (or ONLY approximately proportional) to the amount at any instant.
A = C ekt . Find (a) how long it takes for 90% of the radioactivity of the element to be dissipated. two (2) boundary conditions are necessary for the determination of the arbitrary constants C and k. to be completely defined.0.109 (ii) For the basic equation. .30 t = 128 hours. Example 76: A certain radioactive element follows the law of exponential change and has a halflife of 38 hours.2. the law that defines this process is termed law of exponential change.10 0. (b) the percentage of radioactivity that remains after 76 hours.0.693 k = .) Solution: Let RP = percentage of radioactivity of the element at any instant Basic Equation: RP = C ekt. (iv) When k > 0: Change is known as growth .018t (4) For RP = 10% (90% dissipation). 10% = 10% e0. Answer. RP = ? From the GIVEN conditions. When k < 0: Change is called decay . RP = 100% When t = 38 hrs (halflife).018t = .018t e0. RP = 10% When t = 76 hrs. Given: When t = 0 (present time). RP = 50% Required: When t = ? . RP = 100% e0. (NOTE: Halflife of an element is the time required for 50% of the radioactivity to be dissipated. (iii) From the resulting basic equation.018 So. (1) 100% = Ce0 and C = 100% (2) 50% = C e38k = 100% e38j and e38k = 0.50 38k = .018t = 0.
.. Pb = 100Po (3) From the GIVEN conditions.110 (5) For t = 76 hours. Answer When t = 2 hours (10 A. Pb = 3Po Required: When t = ?. 100Po = Po e0.M.55t = 4.37 hrs Time is: 8:22.) (3) Pb = Poe0.55(2) = 0.M. Example 77: A bacterial population follows the law of exponential change. what was the percentage of the bacterial population in terms of the population at noon? Solution: Let Pb = bacterial population at any instant Basic Equation: Pb = C ekt Given: When t = 0 (NOON).2 P.605 t = 8.M.018(76) RP = 25. If between noon and 2:00 P.33 Po So.55t e0. the population triples. Pb = Poe0.M.5% Answer. (1) Po = C eo or C = Po (6) 3Po = C e2k = Po e2k or e2k = 3 2k = 1. Pb = Po When t = 2 hrs (2 P.55 So.55t = 100 0.55t (4) (1) When Pb = 100Po.10 and k = 0..M.M. the bacterial population was 33% of the population at noon. at what time would the population become 100 times what it was at noon? At 10:00 A.). at 10:00 A. RP = 100% e0.
000 e0.000 and ten (10) years ago.514 Exercise No. = ? .10 years.000 (2) 20. Pm From the GIVEN conditions.0.0405t = 2 0.000 When t = .000 = Ce0 or C = 30.111 Example 78: The rate of change of the male population of a particular barangay is proportional to the male population at any time. If the present male population of the barangay is 30.000 = 30.0405t = 0.000 males in the barangay.693 t = 17.000 = C e10k = 30.0405t e0. Pm = 30.000 e0.0405(4) Pm = 25. Pm = 20.4 years.000 Required: When t = ? . there were 20. Pm = 30.10 years (2) When t = .405 k = 0.405 So.0405 (1) When Pm = 60. when will the population double its present count? How many males were there 4 years ago? Solution: Let Pm = male population of the barangay at any instant Basic Equation: Pb = C ekt Given: When t = 0. Pm = 60.000 e0. Pm = 30.667 10k = .000 e10k e10k = 0. 20 Law of Exponential Change Name: ___________________________ Score: _________ Rating: _________ Solve the following problems. (1) 30.000 60.000 When t = 4 years.
How long will it take for 95% of the substance to dissipate? (Answer: 216 hours) . Radium decomposes at a rate proportional to the quantity present. half of the original quantity has decomposed at the end of 50 hours.112 1. that is. how long will it take for onehalf of the original quantity to decompose? (Answer: 1.379 years) 2. A certain radioactive substance has a halflife of 50 hours. If at the end of 20 years approximately 1% of the original quantity has decomposed.
what will be its population 20 years from now? (Answer: 62. The rate of population growth of a certain country is proportional to the number of inhabitants.5 million) . then the arte of change of I is directly proportional to I. If the population of a certain country is now 4o million and 50 million 10 years later.113 3. If I at a rate of 10 m is 4/9 of the intensity at the surface. 0. (Answers: 0.0390 Io) 4. find the intensities at depths of 20 meters and 40 meters.1975 Io. If I represents the intensity of light which has penetrated to a depth of x meters.
114 5. What is the proportional constant if the amount of the substance changes from 1000 grams to 500 grams in 2 hours? (Answer: 0. How many grams of the element will be left in 300 years. The rate at which a chemical substance decomposes is proportional to the amount of the substance still unchanged.347) 6. A certain radioactive element changes at a rate proportional to the amount at any instant (law of exponential change). if 100 grams was set aside 50 years ago and at present is only 90 grams? (Answer: 48 grams) .
what fraction will dissipate during the second century? (Answer: 8. how long will its take its radius to increases to twice its initial value. A certain radioactive element dissipates at a rate proportional too its amount instantaneously present. In 200 seconds.115 7. A certain spherical object increases in mass at a rate proportional to the instantaneous surface area of the object. If half its mass was gained in 100 seconds. If onehalf of any given amount of the element dissipates in 1.600 years.3% or about 2/25 part) 8. .
Tm) dt which when solved by separation of variables.2 Law of Newton on Cooling The Newton s Law on Cooling is stated as follows: The rate of change of the temperature of a body placed in a medium of constant temperature is proportional to the difference between the temperatures of the body and medium provided this differences is NOT large. 52%) 1. In differential equation form dTb = k(Tb .2. Tb = C ekt + Tm where: Tb = variable temperature of the body Tm = constant temperature of the medium .116 what percentage increase of its radius was gained by the object? (Answer: 385 seconds.
10t = 1 15 .46 min (2) Answer When t = 0.50 min (30 seconds) Tb = 15 e1.1. It is submerged in a large body of liquid of temperature 5rC. what will be temperature of the metal? Solution: Basic Equation: Tb = Cekt + Tm Where: Tm = 5rC (liquid medium) GIVEN: When t = 0. the temperature of the metal dropped down to 10rC.71 t = 2.2. (1) (2) 20 = C e0 + 5 or C = 15 10 = C ek + 5 = 15 ek + 5 or ek = 5 15 k = . Tb = 20rC When t = 1 min. Tb = 15 e1.117 Example 79 The temperature of a metal is 20rC.10t + 5 e1. Tb = 6rC When t = 0.10t = .50) + 5 .50 min . After one (1) minute. Tb = 10rC REQUIRED: When t =? .1. Tb = ? (i) From the GIVEN conditions. 6 = 15 e1.10t + 5 (ii) (1) When Tb = 6rC.10 So. When will the metal s temperature be 6rC? After 30 seconds.10(0.
the thermometer was taken back indoors. the thermometer is taken back indoors where the temperature is fixed at 70rF.1212 So.1212t + 15 NOTE: This equation is true for the case where the thermometer is outdoors. Five minutes later. the thermometer reading is 45rF. (1) (2) 70 = C e0 + 15 or C = 55 45 = C e5k + 15 = 15 e5k + 15 or e5k = 30 55 5k = .65 rC Answer Example 710 At a certain time. a thermometer reading 70rF is taken outdoors where the temperature is 15rF. Tb = 45rF REQUIRED: Tb = ? after 10 minutes outdoors and another 10 minutes indoor t = ? when Tb = 69rF (indoor) (i) From the GIVEN conditions. Tb = 55 e0.606 k = . . After another five minutes.0. return back to its original reading of 70rF? Solution: Basic Equation: Tb = Cekt + Tm Where: Tm = 15rF (gas medium) GIVEN: When t = 0. (ii) Five (5) minutes further.118 Tb = 13. What is the thermometer reading ten minutes after it was brought back indoors? When will the reading. The reading here is. to the nearest degree.0. Tb = 70rF When t = 5 min.
119 Tb = 55 e0.1212t + 15 Tb = 31.4rF So, in bringing back the thermometer indoors, Tb = 31.4rF when t = 0 and the temperature of the medium, Tm = 70rF, resulting into a new relation, Tb = C ekt + 70 Substitute Tb = 31.4rF when t = 0 31.4 = C e0 + 70 or C = 38.6 and so, Tb = 38.6 e0.1212t + 70 (iii) When t = 10 min (indoors), Tb = 38.6 e0.1212(10) + 70 Tb = 58.5rF (iv) When Tb = 69rF Answer
69 = 38.6 e0.1212t + 70 e0.1212t = 1 . 38.6 t = 30 minutes NOTE: The value of k for the case when the thermometer is inside is the same as when it is outside.
Exercise No. 21
120 Newton s Law on Cooling Name: ___________________________ Score: _________ Rating: _________
1. If in air at 60 rC a body cools from 90 rC to 80rC in 10 minutes, find its temperature 20 minutes later. (Answer: 73.35rC)
2. A thermometer reading 50 rC is taken outside where the temperature is 30 rC. Five minutes later the reading is 40rC. Find the temperature reading 10 minutes later after the thermometer was brought outside.(Answer: 35rC)
121
3. In Problem 2, find the time it will take for the temperature to drop from 50 rC to within 30.5 rC. (Answer: 26.62 minutes)
4. A 12:00 noon a thermometer reading 60 rC is taken outside where the air temperature is 24 rC. At 12:02 P.M. the reading is 32 rC. At 12:06 P.M. the thermometer is taken back indoors where the temperature is 60rC. What is the thermometer reading at 12:10 P.M.? (Answer: 58.24 rC)
Five minutes later the thermometer is 33rC. A thermometer reading 10rC is brought into a room where the temperature is 32rC. Two minutes later the thermometer reading is 15r.26rC) 6. (Answer: 28. (Answer: 20. Determine the temperature reading 5 minutes after the thermometer is first brought into the room.2rC) . A thermometer reading 45rC is brought outside where the temperature is 25rC.122 5. and (b) the time it will take for the reading to drop to 26rC. Find (a) the thermometer reading 10 minutes after the thermometer was brought outside.
the reading is 18 rC. At 1:00 P. the thermometer is taken back indoors where the temperature is 35 rC. a thermometer reading 35rC is taken outside there the air temperature is 6 rC. What is the thermometer reading at 1:15 P. At 1:04 P. ? (Answer: 29.M.123 7.M.M.84rC) .M. At 1:09 P.
3 Simple Electric Circuits R 1ohm L E 12V 1H C 1F (1) A simple electric circuit (SEC) is one in which an inductance L ( henry).124 8.2. 3 hours. The rate at which a body is cooling to the difference in the temperatures of the body and the surrounding medium. If a body cools from 120r to 70rF in one (1) hour. EMF of E volt). what will be the temperature of the body? (Answer: 45rF. and a capacitance C 9farad). how long will the body cool to 30rF? After 2 hours. a resistance R (ohm). are connected in series with a source of electromotive force. The differential equation necessary to solve . 19 minutes) 1. after placing it in a medium whose temperature is 20rF.
we have E EL ER Ec = 0 where: EL = L dI (volt) dt ER = RI (volt) EC = Q (volt) C So. (2) The first law of Kirchhoff states that the algebraic sum of all the potentials around a closed electric circuit is zero. L dI + RI = E dt (2) With the capacitance in the SEC. Applying in this law to the SEC being considered. L dI + RI + Q = E dt C L d2Q + RdQ + Q = E dt2 dt C and NOTE: (i) The two (2) basic equations used in SEC are: (1) When the capacitance is not present.125 the various problems relative to this circuit is derived with the use of the Ohm and Kirchhoff s laws. L d2Q + RdQ + Q = E dt2 dt C .
When t = 0. (iii) The resistance R is a circuit parameter which opposes the current I causing a potential drop ER. If I = 5 amperes when t = 0. (iv) The capacitance C is a circuit parameter which opposes a change in the voltage causing a potential drop EC. 1 dI + 10 I = E osin 10t dt with P = 10. the current is zero. Q = E osin 10t . L dI + RI = E dt where: L = 1 henry R = 10 ohms E = Eosin 10t volts (i) Substitute all known values. and so the basic equation is. J = e10t (FOLDE) (ii) . what must be the value of Eo? Solution: This is a SEC where there is NO capacitance.1 second. (v) The current I is the rate of change of the electric chanrge Q(coulomb) or I = dQ dt and so dI = d2Q dt dt2 Example 711 A coil of inductance 1 henry and resistance 10 ohms is connected in series with an EMF of Eo sin 10t volts.126 or ( LD2 + RD + 1 ) Q = E C With D = d dt The inductance L is a circuit parameter which opposes a change in the current I (ampere) causing a potential drop of EL.
So. and C. I = 5 amperes. I e10t = E o ( e10t ) (10 sin 10t 10 cos 10t) + C 200 I = E o (sin 10t cos 10t) + C e10t 20 or But I = 0 when t = 0. Basic Equation: ( LD2 + RD + 1 ) Q = E C where: L = 0. a resistance of 10 ohms.10 henry R = 10 ohms C = 250 x 106 farad E = 110 sin 400t volts (i) Substitute all known values. and a capacitance of 250 microfarad. Find the steadystate solutions of the charge Q and the current I in terms of the time t. Solution: This is SEC contains all the parameters L. for t = 0. R. 5 = E o (sin 1 cos 1 + e1) 20 giving Eo = 149 volts Example 712 A sinusoidal EMF 110 sin 400t volts is connected in series in a circuit with an inductance of 0. Also determine the maximum values of the steadystate Q and I. .1 henry. giving C = Eo 20 I = E o (sin 10t cos 10t + e10t) 20 (iii) Finally.127 (ii) Solution is: I J = ´ Q J dt + C I e10t = ´ E osin 10t e10t dt + C Evaluate the integral to get.1 second.
1 C[ = 30 ( reactance ) Z2 = R2 + X2 = 1000 ( impedance ) (ii) With the computed value. Iss = 1.128 (0.0. max. we have Qss = .10D2 + 10D + 4000)Q = 110 sin 400t NOTE: The steadystate solutions for this SEC with sinusoidal EMF are: (1) Qss = Eo (X sin [t + R cos [t) [Z2 _ (2) Iss = Eo (R sin [t .25) = 0. solve for the time t and substitute back to the basic equations of Qss and Iss.25 + cos 1. max. Qss = 0.25 radians So.X cos [t) Z2 With [ = 400 X = L[ .00275( 3 sin 1. (1) dQss = _ 0.3 cos 1.0.10(sin 400t 3 cos 400t) Answer Answer (iii) To dtermine the maximum values of Qss and Iss sset their derivatives rto zero.sin 0.48 amperes Answer .00275 (1200 cos 400t 400 sin 400t) = 0 or 400 t = 1.00275 (3 sin 400t + cos 400t) and Iss = 1.10 (400 cos 400t + 1200 sin 400t) = 0 or 400t = .32 .10( .32 radian So.0087 coulomb (2) Answer dIss = 1.25) = 3.
(b) E = 100 sin 500t volts. 100 sin 500t volts (i) Substitute given values (for E = 100 volts).129 Example 713 A coil of inductance 1 henry and negligible resistance is connected in series with a capacitance of 106 farad and an emf E volts. Considering Q and I are both zero when t = 0. (D2 + 106) Q = 100 (NHOLDE with Constant RightHand Function) (ii) (1) Auxiliary equation: m2 + 106 = 0 with roots: r1 = 1000i . Qc = eo(C1cos 1000t + C2 sin 1000t) (2) Particular integral. which gives C1 = . find the charge Q and current I when t = 0. r2 = 1000i so. complte solution is: Q = Qc + Qp Q = C1 cos 1000t + C2 sin 1000t + 104 and I = dQ = .104 and C2 = 0 Q = 104 (1 cos 1000t) and I = 0. Using the boundary conditions: I = Q = 0 When t = 0. Qp = 100 = 104 106 So.1000C1 sin 1000t + 1000C2 cos 1000t dt (iii) Values of C1 and C2.10 sin 1000t . Solution: The basic equation here is (LD2 + RD + 1 )Q = E C Where: L = 1 henry R = 0 (negligible) C = 106 farad E = 100 volts.001 second with (a) E = 100 volts.
33(10)4 sin 500 t and so Q = Qc + Qp Q = C1 cos 1000t + C2 sin 1000t + 1.79(10)5 . which is the same as in the previous case. (D2 + 106) = 100 sin 500t a NHOLDE with sinusoidal emf Here.001 second.10 sin 1 = 8.60(10)5 coulomb Answer 2 I = 0.130 When t = 0. The value of Qp is given by the formual Eo (X sin [t + R cos [t) [Z2 where: [ = 400 Qp = _ X = L[ . Qc = C1 cos 1000t + C2 sin 1000t.1 C[ = 1500 ( reactance ) Z2 = R2 + X2 = 2.33(10)4 sin 500 t and I = dQ = 1000(C1 sin1000t + C2 cos1000t) + 0.25(10)6 ( impedance ) Eo = 100 (v) Substitute to Qp.40(10) ampere Answer and (iv) For E = 100 sin 500t volts. Qp = 1. Q = 104 (1 cos 1000t) = 4.067 cos 500t dt Using the boundary condition: I = Q = 0 at t = 0 To give C1 = 0 and C2 = 6.
0670 cos 500t When t = 0. Q = .20(10)2 ampere Exercise No.0670 cos 0.6.33(10)4 sin 0.131 (vi) Finally.40(10)6 coulomb and Answer I = 6.70(10)5 sin 1000t + 1.70(10)2 cos 1000t + 0. (Answer: I = E/R (1 eRt/L) .001 second Q = .50 = 7.50 = 2. find the current at any instant. 22 Simple Electric Circuits Name: ___________________________ Score: _________ Rating: _________ 1. For the circuit in Figure 1.70(10)5 sin 1 + 1.70(10)2 cos 1 + 0.6.6. and show that as time goes on the current approaches the limit E/R.33(10)4 sin 500t and I = .
A coil of inductance 2 henrys and a resistance of 10 ohms is connected with an emf E = 200 sin 20 t volts. I = 0 when t = 0. where t is the time in seconds.132 2.05 second.11 amperes . Find I when t = 0. (Answer: 2.
If I = 0 when t = 0.133 3. determine E so that I = 50 amperes when t = 5 seconds.42 volts) . (Answer: 28. An inductance of 2 henrys and a variable resistance R = 4/(t + 10) are connected in series with a constant emf of E volts.
Q = 0 and I = 0. (Answers: Q = 1/1.134 4. Find Q and I at any time t. When t = 0. and an emf of E = 200 volts. I = 2/5 sin 500t) .250(1 cos 500t. A coil of inductance 1 henry and negligible is connected in series with a capacitance of 4 x 106 farad.
135 .
When a resistance R (ohms) and a capacitance C (farads) are connected in series with an emf E (volts). find the current for t = 1 second and E = 100 volts. (Answer: 1.136 5.000 ohms. the current I (amperes) is given by the equation R dI + 1 I = dE dt C dt If R = 1. C = 5 x104 farad. and I = 10 amperes for t = 0.35 amperes) .
036 cos 800t + 0. find the expression for current I at any time t thereafter. a resistance of 1. An inductance of 1 henry.200 ohms. and a capacitance of 106 farad are connected in series with an emf E = 100 sin 400t volts. [Answer: I = e600t (0.137 6.036 cos 800t) + 0.091 (sin 8oot + 0. If the charge and current are both zero when t = 0.021 sin 400t] .
533 ampere) . An inductance of 4 henrys and a resistance of 30 ohms are connected in series with an emf of E volts. If I = 0 when t = 0.138 7. determine I when t = 0. (Answer: 0.01 second if E = 220 volts.
30 amperes) . Find I when t = 0. I = 0 when t = 0.2 second. A coil of inductance 1 henry and a resistance of 10 ohms is connected in series with an emf E = 100 sin 10 t volts.139 8. (Answer: 7.
If I = 0 when t = 0.140 9.70 volts) . An inductance of 2 henrys and a variable resistance R = 4/(t + 10) ohms are connected in series with an emf E volts. (Answer: 22. determine E such that I = 40 amperes when t = 5 seconds.
141 10. I = 0. An inductance of 1 henry and a resistance of 2 ohms are connected in series with an emf of Eet volts. When t = 0.1 volts) . (Answer: 86. Determine the value of E if I = 20 amperes when t = 1 second.
142 .
342 ampere) .002 second. a resistance of 100 ohms and a capacitance of 104 farad are connected in series with an emf E = 220 volts. The charge and current are both zero when t = 0. (Answer: 0. Find I when t = 0.143 11. An inductance of 1 henry.
If the charge Q and the current I are both zero when t = 0.094 ampere) .000 0488 coulomb. I = 0. find Q and I when t = 0.001 second. A coil of inductance 2 henrys and negligible resistance is connected with a capacitance of 2 x 106 farad and an emf E = 200 volts. (Answer: Q = 0.144 12.
(Answer: 0. a resistance of 3.001 second.0194 ampere) .145 13. find I when t = 0. If the charge and current are both zero when t = 0.000t volts. and a capacitance of 5 x 107 farad are connected in series with an emf of E = 200 e1.000 ohms. An inductance of 1 henry.
600 ohms. a resistance of 1.146 14.1/7. An inductance of 1 henry. and a capacitance of 106 farad are connected in series with an emf of 200 sin 500t volts.750 (15sin500t + 16cos500t)] . [Answer: Q = e800t(C1cos600t +C2sin 600t) . Find the general expression for the charge Q.
5 1. a resistance of 1. (b) Find I when t = 0.8 1. An inductance of 1 henry.2.10 1.9 1.2.200 ohms. The charge and current are both zero when t = 0.147 15. and a capacitance of 106 farad are connected in series with an emf E = 200 sin 600t volts. (a) Find the value of Q and I at any time t.2.6 1.2.002 second.4 1.2.2.2. 1.2.11 2nd Law of Newton on Dynamics A Problem on Chemical Solution Unsteady Flow in Orifices Heat Flow Problems Deflection of Beams Problems Problems on Catenary Curves Different Types of Vibrations Motion of a Falling Body Under a Resistance Proportional to the Square of the Velocity .7 1.
2.2.13 The Tractrix .148 1.12 Problems on Transmission Lines Under SteadyState Conditions 1.
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