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Differential equations

Introduction
A differential equation is an equation relating a variable to its derivatives. Examples are:
dy
= xy
dx
dy
= y(1 − y)
dx
dv
= t2 + t.
dt
Differential equations are some of the most useful mathematical techniques known. Many physi-
cal and real-world systems can be modelled using differential equations, and the study of different
types of and methods of solution is one of the biggest areas in the entire range of mathematics.
Here are a few examples of some applications of differential equations.
1. Newton’s law of cooling (which we’ll discuss later) says that the rate of change of cooling
of an object is proportional to the difference between the temperature of the object, and
the surrounding temperature. So the hotter something is, the faster it cools. Using T for
temperature and t for time, we can write:
dT
= k(T − Ts )
dt
where Ts is the surrounding temperature.
2. Projectile motion: if we take into account air resistance, then one model for the velocity
v of a moving object is
dv
m = −kv − mg
dt
where g is the gravitational constant.
3. Radiocarbon dating: it compares the amount of carbon 14 in a sample with the amount
of carbon 14 in a present-day sample, and uses the fact that carbon 14 decays in such a
way that it loses half its mass every 5700 years. If N is the fraction of carbon 14 left after
t years, then the differential equation is
dN
= kN, N (0) = 1.
dt
We shall look first at some separable first order differential equations, where the only deriva-
tive involved is the first derivative and the variables x, y can be separated by the symbol =.

Separable differential equations


Example 1. We can take as an example the following d.e:
dy
= x2 , y(0) = 1.
dx
We notice that not only do we have the equation itself, but also an “initial condition”, giving
a value of y for a particular value of x. Such a problem, involving both a differential equation
and an initial condition, is called an “initial value problem”.

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This problem can be simply solved by “multiplying out” by dx:

1.dy = x2 dx, y(0) = 1

and integrating both sides:


Z Z
1 dy = x2 dx

which produces
1
y = x3 + C.
3
Now we can use the initial condition to find C: substituting 0 for x and 1 for y:
1
1 = 03 + C
3
or C = 1. The solution of the original problem is then
1
y = x3 + 1.
3
Clearly this technique can be used to solve all equations of the sort
dy
= f (x).
dx

Example 2.
dy 1
= , y(0) = 1.
dx y
To solve this problem, we first rewrite the equation so that all the terms involving y are on
one side of the equals sign, and all the terms involving x are on the other. We can do this by
multiplying both sides by dx, and multiplying both sides by y. This gives us:

y dy = dx.

Now we put integration signs on both sides:


Z Z
y dy = dx

and perform those integrations:


1 2
y = x + C.
2
Now we can use the initial condition to find C. We are given the value 1 for y when x = 0, so
substituting 0 for x and 1 for y:
1 2
1 =0+C
2
so that C = 1/2. Thus:
1 2
2y = x + 12
⇒ y2 =√2x + 1
⇒ y = 2x + 1

as the final answer we require.

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Example 3. Solve the initial value problem
dy
= 3(y − 4), y(0) = 12.
dx
As before, rewrite:
dy
= 3 dx
y−4
and place integration signs on both sides:
Z Z
dy
= 3 dx
y−4
Now evaluate the integrals:

ln(y − 4) = 3x + C.

To find C, use the initial value; substitute 0 for x and 12 for y:

ln 8 = 3(0) + C

and so C = ln 8. Finally:
ln(y − 4) = 3x + ln 8
⇒ y − 4 = e3x+ln 8
⇒ y − 4 = 8e3x
⇒ y = 8e3x + 4
as the answer we require.

Separable variables
The differential equations seen in the last section could all be solved by moving the x’s and y’s
around until we could perform two simple integrations. The method of separable variables is the
formal name given to this type of solution. It can be used for differential equations in a general
form of:
dy
= f (x)g(y).
dx
where f (x) and g(y) are functions of x and y variables respectively.

Solution can be obtained by integrating both sides:

Z Z
dy
= f (x)dx if g(y) 6= 0
g(y)
.

Example 4. Solve the initial value problem


dy
= x2 y 3 , y(1) = 2,
dx
Start by separating the variables: in this case divide both sides by y 3 , and “multiply out” by
dx:
1
dy = x2 dx.
y3

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Now we can perform these two integrations:
1 1
− 2
= x3 + C.
2y 3
Entering x = 1 and y = 2 from the initial condition:
1 1
− = +C
8 3
gives
11
C=− .
24
The solution to the problem is then
1 1 11
− 2
= x3 − .
2y 3 24

If we like, we can continue and rewrite this equation in the form y = f (x):
r
12
y= .
11 − 8x3

Example 5. Solve the initial value problem


dy y2
= 2, y(2) = 1.
dx x
As before, we separate everything out:
1 1
dy = 2 dx
y2 x
and integrate:
Z Z
1 1
2
dy = dx
y x2
This produces
1 1
− = − + C.
y x
Plugging in the initial conditions x = 2 and y = 1:
1 1
− = − + C.
1 2
or C = −1/2. So:
1 1 1
− =− −
y x 2
or
2x
y= .
x+2

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dy
Example 6. Solve y(xy 0 + y) = 2. Please note that we use y 0 insead of dx .
Starting with a simple algebraic calculations to separate variables we have:
2
xy 0 + y =
y
2 2 − y2
xy 0 = −y =
y y
y 1
y0 =
2 − y2 x
y dx
2
dy =
2−y x
1
− ln 2 − y 2 = ln |x| + ln C

2
1
− ln 2 − y 2 = ln |Cx|

2
−1/2
2 − y2 = C |x|
1
2 − y2 =
(Cx)2
C
y2 = 2 + 2
x
Please note that, in the above, the same symbol C is used to indicate constants that might have
different values. It does not matter till the value of C is calculated using initial value conditions
(not supplied in this example).

Example 7. Solve xy 0 − y(y − 1) = 0.

Z Z
dy dx
=
y(y − 1) x
Using partial fractions we get:
1 A B
= + ⇒ A = −1, B = 1Therefore:
y(y − 1) y y−1
Z  
1 1
− dy = ln |x| + ln C
y−1 y

y − 1
ln = ln c |x|
y


y − 1 y−1
y = c |x| ⇒ y = Cx

1
y − 1 = Cxy ⇒ y =
1 − Cx

Population growth
This is an important application of this type of differential equation. In many cases, the rate of
growth of a population is proportional to a power of its size. This can be written as a differential
equation:
dp
= kpα .
dt

5
Generally (but not always), α = 1 and so
dp
= kp.
dt
This means that the bigger the population, the faster it grows. We shall look at some examples.

Example 8. The population of a city is observed to satisfy the differential equation


dp 1
= p.
dt 50
In 1990 a census revealed that its population was 155, 420. What will be its population in the
year 2000?
If we rewrite, we obtain the integrals
Z Z
dp 1
= dt
p 50
which can be evaluated to give
1
ln p = t + C.
50
Suppose that t measures years from 1990, so our initial condition is that when t = 0, p = 155, 420.
Substituting these values:
1
ln(155, 420) = (0) + C
50
and so C = ln(155, 420). At the year 2000, t = 10, and so
1
ln p = (10) + ln(155, 420).
50
Thus

p = (155, 420)e1/5
≈ 189, 830.

Example 9. A colony of bacteria is observed to double in size every 6 hours. At 7:00am there
were 4500 bacteria; when will the population be 10,000?
We have the initial value problem
dp
= kp, p(0) = 4500
dt
where t measures time, elapsed in hours, from 7:00am. Then, as we have done for our other
problems, rewrite and integrate:
Z Z
dp
= k dt
p
or

ln p = kt + C.

Using the initial condition:

ln 4500 = k(0) + C

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and so C = ln 4500. To find k, we use the fact that after 6 hours, the population will have
doubled from 4500 to 9000 and so

p(6) = 9000.

Substituting these values into the equation:

ln 9000 = k(6) + ln 4500

gives
ln 9000 − ln 4500
k =
6
 
1 9000
= ln
6 4500

1
= ln 2.
6
The equation relating p and t is now
1
ln p = (ln 2)t + ln 4500.
6
When p = 10, 000, we have:
1
ln 10, 000 = (ln 2)t + ln 4500
6
and so
ln 10, 000 − ln 4500
t = 1
6 (ln 2)

6(ln 10, 000 − ln 4500)


=
ln 2

≈ 6.912.

Thus the population of bacteria is 10,000 at 6.912 hours past 7am; that is, at about 1:55pm.

Population growth - Logistic equation


dp
= kp(M − p)
dt
where M is the maximum possible value for the population (sometimes called a carrying capac-
ity). The equation is also written as

dp  p
= kp 1 − .
dt M
Find p(t).

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dp  p
= kp 1 − multiply by M
dt M
dp
M = kp(M − p)
dt
M dp
= kdt
p(M − p)
M dp
= kdt
p(M − p)
Z Z
M dy
= kdt use partial fractions
p(M − p)
Z   Z
1 1
+ dp = kdt be careful as the p(t) sign is minus
p M −p
ln |p| − ln |M − p| = kt + C
p
= Cekt
M −p
When dealing with the logistic curve’s problems the above is very useful to calculate both C
and/or k.

Here we will continue to search for a general formula for the population function by solving
the equation for p.

p = Cekt (M − p)
p + Cpekt = Cekt M
M Cekt
p(t) =
1 + Cekt

Example 10. A population of deer inside a park has a carrying capacity of 200 and a growth
rate of 2%. If the initial population is 50 deer, what is the population of deer at any given time?

k = 0.02
M = 200
p(0) = 50

Following the previous example we will get:


p
= Cekt
M −p
Thus:
p(0) = 50, M = 200
50 1
=C⇒C=
200 − 50 3

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Now, substituting it to the above solution for p(t) we get:
M Cekt
p=
1 + Cekt
200 31 ekt 200ekt
p(t) = = OR
1 + 13 ekt 3 + ekt

200
p(t) =
1 + 3e−0.02t

Example 11. A population of deer inside a park has a carrying capacity of 200 and a growth
rate of 2%. If the initial population is 250 deer, what is the population of deer at any given
time?

k = 0.02
M = 200
p(0) = 250
Following the previous example we will get:
p
= Cekt
M −p
Thus:
p(0) = 250, M = 200
250
= C ⇒ C = −5
200 − 250

Now, substituting it to the above solution for p(t) we get:


M Cekt
p=
1 + Cekt
200(−5)ekt
p(t) =
1 + (−5)ekt

−1000e0.02t 1000
p(t) = =
1 − 5e 0.02t 5 − e−0.02t

Use Desmos to plot function from both examples on one graph. What is a long term popu-
lation?

Newton’s law of cooling


Newton’s law of cooling states that the rate of change of temperature of an object is proportional
to the difference between the temperature of the body and the surrounding temperature. This
is easily expressed as a differential equation, using t for time, T for temperature, and Ts for the
surrounding temperature:
dT
= k(T − Ts )
dt
where k is a constant. The form of this equation, and thus the method of solution, is very similar
to the population equation.

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Example 12. Molten iron is produced from a blast furnace operating at 1500◦ . After an hour
in a room at 20◦ it has cooled to 500◦ . What will be its temperature after another hour? When
will its temperature be 100◦ ?
The equation is:
dT
= k(T − 20), T (0) = 1500, T (1) = 500.
dt
Using the same techniques as for solving population equations, we rewrite the equation as
Z Z
1
dT = k dt
T − 20
from which we obtain

ln(T − 20) = kt + C.

Substituting t = 0 and T = 1500 produces C = ln 1480, and substituting t = 1 and T = 500


produces k = ln 480 − ln 1480. Using these values produces
 
480
ln(T − 20) = ln t + ln 1480
1480
or
 t
480
T = 1480 + 20.
1480

Finally;

T (2) = 175.676

and solving the equation for T = 100 produces

ln(2/37)
t= ≈ 2.59
ln(12/37)

or about 2 hours, 36 minutes.

Example 13. Falling object, air resistance.

A body of mass m is dropped from a height of 1000m. The force of air resistance is propor-
tional to the velocity kv. Find velocity of the falling object as a function of time.

We assume that the initial velocity v(0) = 0. The restive (drag) force is always opposing the
gravitational force. The problem is easier to solve in the coordinate system with the positive
direction facing downward ↓ +v.

Using the second Newton’s law we can write: y=0


FR

F = mg − FR , where FR = kv and v(0) = 0


dv mg
ma = m = mg − kv
dt +

10
Solving the equation we will get:
dv k dv k  gm 
=g− v ⇒ =− − +v
dt m dt m k
Z Z
dv k
gm  = − dt
− k +v m
gm kt
ln − + v = − + C

k m
gm k
v= + Ce− m t
k

But from the initial condition v(0) = 0


gm gm
0= +C ⇒C =−
k  k
gm  k
−m t gm
v(t) = 1−e t→∞ v→
k k
In exercise 10b you are asked to continue with the problem and find y(t).

First order linear equations


These are equations of the form
dy
+ p(x)y = q(x).
dx
If q(x) = 0 then this equation will be separable, but not all first order linear equations are
separable. For example:
dy
+ xy = x2
dx
can’t be written in the form
dy
= f (x)g(y).
dx
Before we can solve such an equation, we need to be reminded of the product rule for an implicit
product:
d dy
(f (x)y) = f 0 (x)y + f (x)
dx dx
dy
= f (x) + f 0 (x)y.
dx
So, for example:
 
d 1 1 1 dy
y = − 2y +
dx x x x dx
1 dy 1
= − y.
x dx x2
If we work this equation backward, we see that we can “bundle up” the final expression as the
derivative of a product:
 
1 dy 1 d 1
− y= y .
x dx x2 dx x

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Suppose we had the differential equation
dy 1
− y = x2 .
dx x
If we multiply this equation by 1/x, then we get:
1 dy 1
− 2 y = x. (1)
x dx x
But notice that the left hand side is now the product rule expansion of
 
d 1
y .
dx x
This means we can write equation (1) as:
 
d 1
y = x.
dx x
and this equation can be solved by a single integration:
Z
1
y = x dx
x
1
= x2 + c
2
and so multiplying out by x produces the solution
1
y = x3 + cx.
2

General solution of the first order linear differential equations


The idea of solving a first order linear equation is finding something we can multiply the equation
by, so that the left hand side is an expanded product rule. This “something” is called the
integrating factor. So for the equation
dy 1
− y = x2 .
dx x
the integrating factor was 1/x.
It turns out that for the general equation
dy
+ p(x)y = q(x)
dx
the integrating factor is
R
p(x) dx
I(x) = e .
And the solution to the original original equation can be written as:
Z 
1
y(x) = I(x)q(x)dx + C
I(x)
That reduces the process of finding the solution to the original equation to a calculation of
two integrals.

Alternatively the solution can be written as:


Z
C 1
y(x) = + I(x)q(x)dx
I(x) I(x)
| {z } | {z }
yH yP

Where:

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dy
• yH component is the solution to dx +p(x)y = 0; sometimes known as homogenous solution.

• yP is known as particular solution. Please note that this component is not depended on
the constant C.

• The general solution y to the equation is a sum of the homogeneous solution and the
particular solution: y = yH + yP .
dy
Please note that if p(x) = a then the solution to dx + ay = 0 is yH = Ceax . For q(x) being a
basic function such as x2 , e3x or sin 2x, the particular solution can be guessed and determined
without having to integrate.
Let’s see a few examples.

Example 14. Suppose our equation is


dy
+ 2xy = 4x.
dx
Here p(x) = 2x and so the integrating factor is
2
R
2x dx
e = ex

So we multiply the differential equation by the integrating factor:


2 dy 2 2
ex + 2xex y = 4xex . (2)
dx
Our hope is that the left hand side is now an expanded product rule. And in fact:
d  x2  2 dy 2
e y = ex + 2xex y.
dx dx
which is indeed the left hand side of equation (2). Putting this together with the right hand
side of equation (2):

d  x2  2
e y = 4xex
dx
and now we just integrate across:
Z
2 2
ex y = 4xex dx
2
= 2ex + c

and so the solution of our differential equation is


2
y = 2 + ce−x .

Example 15. The same as above but using the formulas directly:
dy
+ 2xy = 4x.
dx
Step 1. Determine p(x) and q(x).

We have p(x) = 2x, q(x) = 4x.

Step 2. Determine integrating factor I(x) by integrating

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Z
2x dx = x2

and now
2
R
p(x) dx
I(x) = e = ex
R
Step 3. Find I(x)q(x)dx
Z
2 2
ex (4x) dx = 2ex

1
R 
Step 4. Apply y(x) = I(x) I(x)q(x)dx + C and simplify

1 h x2 i C 2
y(x) = 2e + C = 2 + x2 = 2 + Ce−x
e x2 e

The same results as above. Please note that we ignore the constant C when performing
integrations. It is included explicitly in the final formula.

Example 16. This time an initial value problem:


dy
− (tan x)y = sin x, y(π) = 1.
dx
Step 1.

p(x) = − tan x, q(x) = sin x

Step 2. Integrating factor.


− sin x
Z Z
(− tan x) dx = dx = ln(cos x)
cos x
So the integrating factor is

I(x) = eln(cos x) = cos x.


Step 3. Integrate by substitution u = cos x

Z
1
sin x cos x dx == − cos2 x + C
2
1
R 
Step 4. Apply y(x) = I(x) I(x)q(x)dx + C and simplify

 
1 1 1 C
y= − cos2 x + C = − cos x + .
cos x 2 2 cos x

Step 5. Find the value of C using IVP condition.

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Substitute in the initial values x = π and y = 1:
1 C
1 = − (−1) +
2 −1
1
= −C
2
from which we obtain
1
C=− .
2
So the final solution can be written as
 
1 1
y=− cos x + .
2 cos x

Example 17. We will solve the following without integration.


dy
+ 4y = e2x
dx
dy
Let’s consider the homogeneous equation first: dx + 4y = 0 The solution is:

yH = Ce4x

The particular solution yP must be in the form of yP = ae2x so the LHS of the equation
dy
dx + 4y = e2x could match RHS. The problem is reduced to guessing a value for a.

As yP0 = 2ae2x we have:

dy
+ 4y = e2x
dx
2aebx + 4ae2x ≡ e2x
a(2 + 4)ebx ≡ 1 × e2x
1
a=
6
1 2x
yP = e
6
Combining yH and yP together we get:
1
y = e2x + ce−4x
6
It is left as an exercise to solve it via integrating factor. The method only works when the
coefficient p(x) is constant.

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Exercises
1. Solve the following first order separable differential equations:
dy dy
(a) = y, y(0) = 1 (b) = −y 2 , y(0) = 1
dx dx
dy dy
(c) = y − 10, y(0) = 25 (d) = 3(y − 15), y(0) = 30
dx dx
dy dy
(e) = y 3/2 , y(0) = 4 (f) = 1 + y2, y(0) = 1
dx dx
dy √ dy
(g) = 2 y, y(1) = 0 (h) = 3y 2/3 , y(1) = −1
dx dx
dy
(i) = e−y , y(2) = 0
dx
2. Suppose that the temperature in a freezer is −16◦ C, and the room temperature is 20◦ C.
If the power goes off at 11 p.m. one evening, and by 6 a.m. the following morning the
temperature of the freezer has risen to −10◦ C, at what time will its temperature have risen
to 0◦ C?

3. A cake is removed from an oven at 100◦ C and left to cool in a room at 25◦ C. After 20
minutes its temperature is 60◦ C. When will it be 35◦ C?

4. You boil water to make tea. When you pour the water into your teapot, the temperature
is 100◦ C. After 5 minutes in your 15◦ C room, the temperature of the tea is 85◦ C. Solve
the equation to determine the temperatures of the tea at time t. How long must you wait
until the tea is at a drinkable temperature (72◦ C)?

5. The fish population in a lake is attacked by a disease at time t = 0, with the result that
the population P fits the equation
dP √
= −3 P ,
dt
with t being measured in weeks. Initially there are 900 fish in the lake. How long will it
take for all of the fish to die?

6. Bacteria are observed to increase their numbers by a factor of six every 10 hours. If the
rate of growth of their population is proportional to its size, how long does it take for the
population of bacteria to double?

7. A city has a population of 25, 000 in 1960, and a population of 30, 000 in 1970. Assuming
that its rate of growth remains proportional to its size, what will be the population in the
year 2000?

8. Radiocarbon dating compares the amount of carbon 14 in a sample with the amount of
carbon 14 in a present-day sample, and uses the fact that carbon 14 decays in such a way
that it loses half its mass every 5700 years.

(a) If N is the fraction of carbon 14 left after t years, then the differential equation is

dN
= kN, N (0) = 1.
dt
Solve this and express N as a function of t.

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(b) If a piece of pine wood is 20, 000 years old, what is the amount of carbon 14 compared
with the amount in a present-day piece of pine wood?
(c) A piece of charcoal found at Stonehenge was found to contain 63% as much carbon
14 as a present-day piece of charcoal. How old is the charcoal from Stonehenge?
(d) A human bone from an archaeological site is found to have only 7% as much carbon
14 as a modern human bone. How old is the bone from the archaeological site?
(e) Radium 226 decays much faster that carbon 14; it loses half its mass every 1600
years. How many years does it take for four fifths of a sample of this substance to
disappear?

9. Leaves accumulate on the forest floor at a rate of 2 g/cm2 /yr and also decompose at a
rate of 90% per year. Write a differential equation governing the number of grams of leaf
litter per square centimetre of forest floor, assuming at time 0 there is no leaf litter on the
ground. Does this amount approach a steady value? What is that value?

10. Bacteria grow at a rate of 20% per hour in a petri dish. If there is initially one bacterium
and a carrying capacity of 1 million cells, how long does it take to reach 500 000 cells?

11. A rumour spreads through a small town. Let p(t) be the fraction of the population that
has heard the rumour at time t and assume that the rate at which the rumour spreads
is proportional to the product of the fraction p(t) of the population that has heard the
rumour and the fraction 1 − p(t) that has not yet heard the rumour.

(a) Write down the differential equation satisfied by p in terms of a proportionality factor
k.
(b) Assuming that 10% of the population knows the rumour at t = 0 and 40% knows it
at t = 2 days, determine when 75% of the population will know the rumour.

12. Compare the times.

(a) You drop a ball with a mass of 5 kilograms out an airplane window at a height of
5000 m. How long does it take for the ball to reach the ground?
(b) You drop the same ball of mass 5 kilograms out of the same airplane window at
the same height, except this time you assume a drag force proportional to the ball’s
velocity, using a proportionality constant of 3 and the ball reaches terminal velocity.
Solve for the distance fallen as a function of time. How long does it take the ball to
reach the ground? (Solve for t graphically)

13. Solve the following first order linear initial value problems:

dy 3x2 dy cos x π  π
(a) + 3 y = 1, y(0) = 1 (b) + y = sin(x), y =
dx x + 1 dx sin x 2 4
dy dy 3 1
(c) + 3y = e−x , y(0) = 1 (d) + y = 4, y(1) = 1
dx dx x x
dy 3 dy ex 1
(e) + 3x2 y = e−x , y(0) = 1 (f) + x y = cos x, y(0) =
dx dx e + 1 4
 dy
(g) 1 + x2 = y − 1, y(0) = 0
dx
dy
(h) x = y + 2x ln x − 1, y(1) = 5
dx

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Answers
1. (a) y = ex , (b) y = 1/(x + 1), (c) y = 15ex + 10, (d) y = 15e3x + 15, (e) y = 4/(1 − x)2 ,
(f) y = tan(x + π4 ),
(g) y = (x − 1)2 , (h) y = (x − 2)3 , (i) y = ln(x − 1)

2. 7 ln(20/36)/ ln(30/36) ≈ 22.5673; about 9:34pm

3. 20 ln(10/75)/ ln(35/75) ≈ 52.875; about 32.875 minutes later


1 70
4. T (t) = 16 + 85e 5 ln ( 85 )t

5. 20 weeks

6. 10(ln 2)/(ln 6) ≈ 3.86 hours

7. 25, 000( 56 )4 ≈ 51, 840

8. (a) N = ( 21 )t/5700
(b) ( 12 )20000/5700 ≈ 8.78%
(c) (5700 ln 0.63)/(− ln 2) ≈ 3, 799 years
(d) (5700 ln 0.07)/(− ln 2) ≈ 21, 868 years
(e) (1600 ln 0.2)/(− ln 2) ≈ 3, 715 years

9. L = 20 −0.9t , Yes 20

9 1−e 9

10. 69 hours 5 minutes


dp
11. (a) dt = kp(1 − p)
1 ln(6)
(b) t = 3.67 days, as C = 9 k= 2

12. (a) 31.9s


(b) 307.8s

13. (a) y = (x4 + 4x + 4)/(4x3 + 4), (b) y = −(sin(2x) − 2x)/(4 sin x),
3
(c) y = (1/2)(e−x + e−3x ), (d) y = (log x + 1)/x3 , (e) y = (x + 1)e−x ,
−1 x
(f) y = ((ex + 2) sin x + ex cos x)(2ex + 2) (g) y = 1 − etan (h) y = x ln2 x + 5


18

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