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PREPARED BY: ENGR. RONIE T.

BANTAYAN
TABLE OF CONTENTS
PRELIM COVERAGE

TOPIC 1: Introduction to DE and Classification of DE ................................................... 3


TOPIC 2: First order DE - Separable Equations................................................................... 8
TOPIC 3: Exact Differential Equation ............................................................................... 15
TOPIC 4: Homogeneous Differential Equation ................................................................ 15
TOPIC 5: Integrating Factor of Differential Equation ................................................... 15

MID-TERM COVERAGE
Topic 6: Application of Differential Equation ........................................................................ 19
Topic 7: Linear Differential Equation of Order n ................................................................. 22
Topic 8: Homogeneous Linear Differential Equation with Constant Coefficients ................... 25
Topic 9: Non-homogeneous Differential Equation With Constant Coefficients ...................... 46

FINAL TERM COVERAGE


Topic 10: Solution of Higher Order Differential Equations using Computer 5ion ............ 19
Topic 11: Laplace Transforms of Functions .......................................................................... 22
Topic 12: Application of Laplace Transforms ........................................................................ 25
REFERENCES ..................................................................................................................................... 56

PREPARED BY: ENGR. RONIE T. BANTAYAN


Topic 1: Introduction to DE and classification of DE
A differential equation (DE) is an equation involving a function and its derivatives.
The following are examples of differential equations:
𝑑𝑦
1. = 𝑐𝑜𝑠(𝑥)
𝑑𝑥
𝑑2𝑦
2. + 𝑘2𝑦 = 0
𝑑𝑥 2
3. (𝑥 2 +𝑦 2 )𝑑𝑥 – 2𝑥𝑦𝑑𝑦 = 0
𝑑2𝑤 3 𝑑𝑤
4. ( 2) - x𝑦 +𝑤 =0
𝑑𝑥 𝑑𝑥

Differential equations are called Partial Differential Equations (PDE) or Ordinary Differential
Equations (ODE) according to whether or not they contain partial derivatives. The order of a
differential equation is the highest order derivative occurring. A solution (or particular solution)
of a differential equation of order n consists of a function defined and n times differentiable on a
domain D having the property that the functional equation obtained by substituting the function
and its n derivatives into the differential equation holds for every point in D.
Remember this:
 The order of a differential equation is the highest order derivative occurring.
 Partial differential equation, in mathematics, equation relating a function of several
variables to its partial derivatives.
 An ordinary differential equation (ODE) is a differential equation containing one or more
functions of one independent variable and the derivatives of those functions.
 Suppose that f: X→Y and f(x) = y, a differential equation without nonlinear terms of the
unknown function y and its derivatives is known as a linear differential equation. It imposes
the condition that y cannot have higher index terms such as y 2, y3,… and multiples of
𝑑 2𝑤 3 𝑑 3 𝑦 2
derivatives such as ( 2 ) , ( 2 )
𝑑𝑥 𝑑𝑥

It also cannot contain non-linear terms such as sin(y), ey^-2, or ln y. It takes the form,

where y and g are functions of x. The equation is a differential equation of order n,


which is the index of the highest order derivative.

𝑦’’’ + 𝑥𝑦’ = 0 third order DE, ordinary DE and linear

PREPARED BY: ENGR. RONIE T. BANTAYAN


 Equation 2 is an equation of order 4, ordinary DE, and non-linear
 Equation 3 is an equation of order 2
 Equation 4 is an equation of order 1

Student Assessment
Quiz no. 1
Topic: Introduction to DE
Instruction: State whether the equation is ordinary or partial, linear or non-linear, and give its
order.
Example: (x2 +y2)𝑑𝑥 + 2𝑥𝑦𝑑𝑦 = 0
Answer: ordinary, non-linear, order 1
1. 𝑦 ′′′ − 3𝑦 ′ + 2𝑦 = 0
𝑑2𝑢 𝑑2𝑢 𝑑2𝑢
2. 𝑑𝑥 2 + 𝑑𝑦2 + 𝑑𝑧 2 =0
𝑑2𝑦 𝑑2𝑥
3. 𝑥 −𝑦 =0
𝑑𝑡 2 𝑑𝑡 2
4. (𝑥 + 𝑦)𝑑𝑥 + (3𝑥 2 − 1) = 0
𝑑3𝑦 2 𝑑2𝑦 4
5. (𝑑𝑥 2 ) − 2(𝑑𝑥 2 ) = 0

Topic 2. First Order Ordinary Differential Equation


The complexity of solving DE’s increases with the order. We begin with first order DE’s.
2.1 Separable Equations
A first order ODE has the form 𝐹 (𝑥, 𝑦 , 𝑦’) = 0. In theory, at least, the methods of algebra can be
used to write it in the form∗ 𝑦’ = 𝐺(𝑥, 𝑦). If G(x,y) can be factored to give 𝐺 (𝑥, 𝑦) = 𝑀 (𝑥 )𝑁(𝑦),then
the equation is called separable. To solve the separable equation 𝑦’ = 𝑀(𝑥 )𝑁(𝑦), we rewrite it in
the form 𝑓 (𝑦)𝑦’ = 𝑔(𝑥 ). Integrating both sides gives

PREPARED BY: ENGR. RONIE T. BANTAYAN


∫ 𝑓 (𝑦)𝑦 ′𝑑𝑥 = ∫ 𝑔(𝑥 )𝑑𝑥

𝑑𝑦
∫ 𝑓 (𝑦)𝑑𝑦 = ∫ 𝑓(𝑦) 𝑑𝑥
𝑑𝑥

𝐸𝑥𝑎𝑚𝑝𝑙𝑒 2.1. 𝑆𝑜𝑙𝑣𝑒 2𝑥𝑦 + 6𝑥 + (𝑥 2 − 4)𝑦′ = 0.


𝑑𝑦
𝑦’ =
𝑑𝑥
𝑑𝑦
2xy + 6x + (𝑥 2 − 4) 𝑑𝑥 = 0.
𝑑𝑦
2x(y + 3) + (𝑥 2 − 4) = 0. Factor out 2x
𝑑𝑥

1
Multiply both sides by 𝑑𝑥 to separate variable x from y. So, equation becomes
(𝑥 2 −4 )(𝑦+3)

2𝑥 1
𝑑𝑥 + (𝑦+3)𝑑𝑦 = 0 same variable in each term
(𝑥 2 −4 )

2𝑥 1
∫ (𝑥2 −4 ) 𝑑𝑥 + ∫(𝑦+3)𝑑𝑦 = ∫ 0𝑑𝑥 Apply integration both sides

ln(𝑥 2 − 4 ) + ln(𝑦 + 3) = 𝑙𝑛𝑐 answer!

Example 2.2: Solve the initial value problem 𝑠𝑖𝑛(𝑥)𝑑𝑥 + 𝑦 𝑑𝑦 = 0, where y(0) = 1.
𝑠𝑖𝑛(𝑥)𝑑𝑥 + 𝑦 𝑑𝑦 = 0, separated already

∫ 𝑠𝑖𝑛(𝑥 )𝑑𝑥 + ∫ 𝑦 𝑑𝑦 = ∫ 0 𝑑𝑥 Apply integration both sides


𝑦2
− 𝑐𝑜𝑠(𝑥 ) + =𝐶
2

𝑦 2 = 2𝐶 + 2𝑐𝑜𝑠(𝑥 )

𝑦 = √2𝐶 + 2𝑐𝑜𝑠(𝑥)
y(0) = 1.
1 = √2𝐶 + 2𝑐𝑜𝑠(0)
1 = 2𝐶 + 2 , . ∶ 𝐶 = −1/2

1
𝑦 = √2(− 2) + 2𝑐𝑜𝑠(𝑥)

PREPARED BY: ENGR. RONIE T. BANTAYAN


𝑦 = √2𝑐𝑜𝑠(𝑥 ) − 1 answer!

Example 3: solve the equation 𝑐𝑠𝑐𝑥𝑑𝑦 = 𝑒 𝑦 𝑑𝑥.


𝑐𝑠𝑐𝑥𝑑𝑦 = 𝑒 𝑦 𝑑𝑥 this is separable equation
𝑑𝑦 𝑑𝑥 1
= 𝑐𝑠𝑐𝑥 where: 𝑐𝑠𝑐𝑥 = 𝑠𝑖𝑛𝑥
𝑒𝑦
𝑑𝑦
∫ 𝑒𝑦 = ∫ 𝑠𝑖𝑛𝑥𝑑𝑥 integrate both sides

∫ 𝑒 −𝑦 𝑑𝑦 = ∫ 𝑠𝑖𝑛𝑥𝑑𝑥
−𝑒 −𝑦 = −𝑐𝑜𝑠𝑥 + 𝑐 answer!

Student Assessment
Quiz no. 2
Topic: Separable Equations
2.1. Put the following equation in separated form. Do not integrate.
𝑑𝑦 𝑥2𝑦
Example: =
𝑑𝑥 𝑥+4
𝑑𝑦 𝑥 2 𝑑𝑥
= answer!
𝑦 𝑥+4

𝑑𝑦 𝑥 2 𝑦−4𝑦
1. =
𝑑𝑥 𝑥+4

𝑑𝑦
2. = sec(𝑦)𝑒 𝑥−𝑦 (1 + 𝑥)
𝑑𝑥

𝑑𝑦 𝑥𝑦
3. =
𝑑𝑥 (𝑥+1)(𝑦+1)
𝑑𝜃
4. + 𝑠𝑖𝑛𝜃 = 0
𝑑𝑡

2.2. Obtain the solution of the following equations


1. 𝑦 ′ + 𝑦 2 𝑠𝑖𝑛𝑥 = 0, 𝑤ℎ𝑒𝑟𝑒, 𝑦(0) = 1.
2. 𝑦 2 − 𝑥𝑦′ = 0 𝑤ℎ𝑒𝑟𝑒, 𝑦(1) = 1.

3. 𝑦 ′ = (𝑒 𝑦 + 1)(𝑒 𝑥−𝑦 )(1 + 𝑥)

PREPARED BY: ENGR. RONIE T. BANTAYAN


4. (𝑒 𝑥 − 1)𝑦 ′ = (𝑥 2 − 4𝑥 + 4)
5. 𝑦′ + (𝑠𝑖𝑛𝑥)𝑦 = 0 with initial value 𝑦(𝜋/2) = 1
6. (1 + 𝑦 2 )𝑑𝑥 + (1 + 𝑥 2 ) = 0 𝑤ℎ𝑒𝑛 𝑥 = 0, 𝑦 = −1

Topic 3: Exact Equations


Using algebra, any first order equation can be written in the form 𝐹(𝑥, 𝑦)𝑑𝑥 + 𝐺(𝑥, 𝑦)𝑑𝑦 = 0 for
some functions 𝐹(𝑥, 𝑦), 𝐺(𝑥, 𝑦).
Definition:
An expression of the form 𝐹(𝑥, 𝑦)𝑑𝑥 + 𝐺(𝑥, 𝑦)𝑑𝑦 is called a (first-order) differential form. A
differential form 𝐹(𝑥, 𝑦)𝑑𝑥 + 𝐺(𝑥, 𝑦)𝑑𝑦 is called exact if there exists a function g(x,y) such that dg
= 𝐹 𝑑𝑥 + 𝐺𝑑𝑦.
If 𝜔 = 𝐹 𝑑𝑥 + 𝐺𝑑𝑦 is an exact differential form, then ω = 0 is called an exact differential equation.
Its solution is g = C, where ω = dg.
Theorem: If F and G are functions that are continuously differentiable throughout a simply
connected region, then 𝐹 𝑑𝑥 + 𝐺𝑑𝑦 is exact if and only if
𝜕𝐺 𝜕𝐹
= . Understand this!
∂x ∂y

Example: State whether the equation is exact or not exact


(3𝑥 2 𝑦 2 + 𝑥 2 )𝑑𝑥 + (2𝑥 3 𝑦 + 𝑦 2 )𝑑𝑦 = 0

F = the function where the term 𝑑𝑥 appears


G = the function where the term 𝑑𝑦 appears
F(x, y) = (3𝑥 2 𝑦 2 + 𝑥 2 )
𝐺(𝑥, 𝑦) = (2𝑥 3 𝑦 + 𝑦 2 )
If F and G are functions that are continuously differentiable throughout a simply connected region,
then 𝐹 𝑑𝑥 + 𝐺𝑑𝑦 is exact if and only if
𝜕𝐺 𝜕𝐹
= .
∂x ∂y

𝜕𝐺
= 6𝑥 2 𝑦 + 0 𝑑𝑒𝑟𝑖𝑣𝑎𝑡𝑖𝑣𝑒 𝑜𝑓 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝐺 𝑤𝑖𝑡ℎ 𝑟𝑒𝑠𝑝𝑒𝑐𝑡 𝑡𝑜 𝑥. 𝑂𝑡ℎ𝑒𝑟 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑠𝑎𝑦 "y” is constant. The
∂x
derivative of constant is zero.
𝜕𝐹
= 3𝑥 2 (2𝑦) + 0 = 6𝑥 2 𝑦 derivative of function F with respect to y.
∂y

PREPARED BY: ENGR. RONIE T. BANTAYAN


𝜕𝐺 𝜕𝐹
= ;
∂x ∂y

Therefore, equation (3𝑥 2 𝑦 2 + 𝑥 2 )𝑑𝑥 + (2𝑥 3 𝑦 + 𝑦 2 )𝑑𝑦 = 0 is exact equation.

If 𝜔 = 𝐹 𝑑𝑥 + 𝐺𝑑𝑦 is an exact differential form, then ω = 0 is called an exact differential equation.


Its solution is g = C, where ω = dg.

Example: Obtain the solution of (3𝑥 2 + 2𝑥𝑦 2 )𝑑𝑥 + (2𝑥 2 𝑦)𝑑𝑦 = 0


F(x, y) = (3𝑥 2 + 2𝑥𝑦 2 )
𝐺(𝑥, 𝑦) = (2𝑥 2 𝑦)

𝜕𝐺 𝜕𝐹
∂x
= 4𝑥𝑦 ∂y
= 0 + 2𝑥 (2𝑦) = 4𝑥𝑦

𝜕𝐺 𝜕𝐹
= ; Exact Equation!
∂x ∂y

ω = dg for some g. To find g, we know that


𝜕𝑑
= (3𝑥 2 + 2𝑥𝑦 2 ) equation 2.1
∂x

𝜕𝑑
= (2𝑥 2 𝑦) equation 2.2
∂y

𝜕𝑑
∫ 𝜕𝑦 = ∫(2𝑥 2 𝑦)

Integrating equation with respect to y gives us


𝑦2
d = 2𝑥 2 ( 2 ) = 𝑥 2 𝑦 2 + h(x)

So differentiating that with respect to x gives us

𝜕𝑑 𝑑ℎ
= 2𝑥𝑦 2 + 𝑑𝑥 equation 2.3
∂x

From equation 2.1,


𝜕𝑑
= (3𝑥 2 + 2𝑥𝑦 2 )
∂x

Equate equation 2.3 and equation 2.1


𝑑ℎ
2𝑥𝑦 2 + = (3𝑥 2 + 2𝑥𝑦 2 )
𝑑𝑥
𝑑ℎ
= (3𝑥 2 + 2𝑥𝑦 2 ) − 2𝑥𝑦 2 = 3𝑥 2
𝑑𝑥
PREPARED BY: ENGR. RONIE T. BANTAYAN
𝑑ℎ
∫ = ∫( 3𝑥 2 )
𝑑𝑥
ℎ (𝑥 ) = 𝑥 3 + 𝑐

d = 𝑥 2 𝑦 2 + h(x)
d = 𝑥 2𝑦 2 + 𝑥 3 + 𝑐
𝐶 = 𝑑 – 𝑐 constant
C = 𝑥 2 𝑦 2 + 𝑥 3 answer!

Example: Find the solution of the differential equation


(6𝑥 2 − 𝑦 + 3)𝑑𝑥 + (3𝑦 2 − 𝑥 − 2)𝑑𝑦 = 0
F(x, y) = (6𝑥 2 − 𝑦 + 3)
𝐺(𝑥, 𝑦) = (3𝑦 2 − 𝑥 − 2)

𝜕𝐺 𝜕𝐹
∂x
= −1 ∂y
= −1

𝜕𝐺 𝜕𝐹
= ; Exact Equation!
∂x ∂y

𝜕𝑑
∂x
= (6𝑥 2 − 𝑦 + 3) equation 2.4
𝜕𝑑
= (3𝑦 2 − 𝑥 − 2) equation 2.5
∂y

𝜕𝑑
∫ 𝜕𝑥 = ∫(6𝑥 2 − 𝑦 + 3)

Integrating equation with respect to x gives us


𝑑 = 2𝑥 3 − 𝑥𝑦 + 3𝑥 + ℎ(𝑦)
So differentiating that with respect to y gives us

𝜕𝑑 𝑑ℎ
= −𝑥 + 𝑑𝑦 equation 2.6
∂y

Equate equation 2.4 and equation 2.6

PREPARED BY: ENGR. RONIE T. BANTAYAN


𝑑ℎ
−𝑥 + 𝑑𝑦 = (3𝑦 2 − 𝑥 − 2)

∫ 𝑑ℎ = ∫(3𝑦 2 − 2)𝑑𝑦
ℎ(𝑦) = 𝑦 3 − 2𝑦 + 𝑐
𝑑 = 2𝑥 3 − 𝑥𝑦 + 3𝑥 + ℎ(𝑦)
𝑑 = 2𝑥 2 − 𝑥𝑦 + 3𝑥 + 𝑦 3 − 2𝑦 + 𝑐
𝐶 = 𝑑 – 𝑐 constant
𝐶 = 2𝑥 3 − 𝑥𝑦 + 3𝑥 + 𝑦 3 − 2𝑦 answer!

Student Assessment
Quiz no. 3
Instruction: Obtain the solution of the differential equations
1. (2𝑥𝑦 – 𝑠𝑖𝑛(𝑥))𝑑𝑥 + (𝑥 2 − 𝑐𝑜𝑠(𝑦))𝑑𝑦 = 0
2. (1 + 2𝑥√𝑥 2 − 𝑦 2 )𝑑𝑥 − (2𝑦√𝑥 2 − 𝑦 2 )𝑑𝑦 = 0
3. 𝑒 𝑦 𝑑𝑥 + (2𝑦 + 𝑥𝑒 𝑦 )𝑑𝑦 = 0
1 2 2𝑥𝑦′
4. 𝑦2 − 𝑥 = 𝑦3 ; 𝑤ℎ𝑒𝑛 𝑥 = 1, 𝑦 = 1
5. (cos(𝑦) sinh(𝑥 ) + 1)𝑑𝑥 − sin(𝑦) cosh(𝑥 ) 𝑑𝑦 = 0

Topic 4: Homogeneous Equations


Definition: (Homogeneous function of degree n) A function 𝐹(𝑥, 𝑦) is called homogeneous of degree
n if 𝐹(𝜆𝑥, 𝜆𝑦) = 𝜆𝑛 𝐹(𝑥, 𝑦). For a polynomial, homogeneous says that all of the terms have the same
degree
Example: Solve the differential equation (2𝑥 + 𝑦)𝑑𝑥 − 𝑥𝑑𝑦 = 0
The equation is homogeneous since all terms have the same degree of one
Let 𝑦 = 𝑣𝑥.

So, 𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣 partial derivative of y

(2𝑥 + 𝑣𝑥)𝑑𝑥 − 𝑥(𝑣𝑑𝑥 + 𝑥𝑑𝑣) = 0 divide both sides by 𝑥

(2 + 𝑣)𝑑𝑥 − (𝑣𝑑𝑥 + 𝑥𝑑𝑣) = 0 simplify


(2)𝑑𝑥 − (𝑥𝑑𝑣) = 0 separable equation
(2)𝑑𝑥
− (𝑑𝑣) = 0
𝑥

(2)𝑑𝑥
− (𝑑𝑣) = 0 integrate both sides
𝑥

PREPARED BY: ENGR. RONIE T. BANTAYAN


(2)𝑑𝑥
∫ − ∫(𝑑𝑣) = ∫ 0
𝑥
𝑦
2𝑙𝑛𝑥 − 𝑣 = 𝑐 𝑤ℎ𝑒𝑟𝑒 𝑣 = 𝑥
𝑦
2𝑙𝑛𝑥 – =𝑐 Answer!
𝑥

Checking: get the partial derivative of the answer


𝑑𝑥 (𝑥𝑑𝑦 − 𝑦𝑑𝑥)
2( )− =0
𝑥 𝑥2
2𝑥𝑑𝑥 + 𝑦𝑑𝑥 − 𝑥𝑑𝑦 = 0
(2𝑥 + 𝑦)𝑑𝑥 − 𝑥𝑑𝑦 = 0 check!
Example: Find the general solution of (𝑥 3 + 𝑥𝑦 2 )𝑑𝑦 = 𝑦 3 𝑑𝑥
The equation is homogeneous since all terms have the same degree of 3
Let 𝑥 = 𝑣𝑦, 𝑣 = 𝑥/𝑦.

So, 𝑑𝑥 = 𝑣𝑑𝑦 + 𝑦𝑑𝑣 partial derivative of 𝑥

((𝑣𝑦)3 + (𝑣𝑦)𝑦 2 )𝑑𝑦 = 𝑦 3 (𝑣𝑑𝑦 + 𝑦𝑑𝑣) divide both sides by 𝑦 3

(𝑣 3 + 𝑣)𝑑𝑦 = 𝑣𝑑𝑦 + 𝑦𝑑𝑣


(𝑣 3 )𝑑𝑦 = 𝑦𝑑𝑣 separable equation
𝑑𝑦 𝑑𝑣
∫ =∫ 3
𝑦 𝑣
𝑣−2 𝑥
𝑙𝑛(𝑦) = −
2
+𝑐 𝑤ℎ𝑒𝑟 𝑣 = 𝑦

𝑥 −2
(𝑦 )
𝑙𝑛(𝑦) = −
2
+𝑐
𝑦2
𝑙𝑛(𝑦) = −
2𝑥2
+𝑐 answer!

Student Assessment

Quiz no. 4

Instruction: Solve the following differential equation.

1. (3𝑥 2 − 2𝑥𝑦 + 3𝑦 2 )𝑑𝑥 = 4𝑥𝑦𝑑𝑦


𝑦
2. sin2 ( )(𝑦𝑑𝑥 + 𝑥𝑑𝑦) + 𝑥𝑑𝑥 = 0
𝑥
3. 𝑦 6 𝑑𝑦 + 𝑥(𝑥 2 + 𝑦 2 )2 (𝑦𝑑𝑥 + 𝑥𝑑𝑦)𝑑𝑥 = 0
1
4. ((𝑥 2 + 𝑦 2 )2 + 𝑥)𝑑𝑥 − 𝑦𝑑𝑥 = 0
𝑦
5. 𝑥𝑑𝑦 = ((𝑦 − 𝑥𝑐𝑜𝑠 2 ( ))𝑑𝑥
𝑥

PREPARED BY: ENGR. RONIE T. BANTAYAN


Topic 5.0. Integrating Factors

Integrating factor is used when the equation is not exact.


Consider the equation ω = 0. Even if ω is not exact, there may be a function 𝐼(𝑥, 𝑦) such that 𝐼𝜔 is exact. So ω = 0
can be solved by multiplying both sides by I. The function I is called an integrating factor for the equation ω = 0.

𝐼(𝑥, 𝑦) integrating factor

How to find integrating factor?


Step 1: Test the exactness of the equation
Step 2: If the equation is not exact, find the integrating factor.
Integrating factor = 𝐼(𝑥)= 𝑒 ∫ 𝑅(𝑥)𝑑𝑥 or Integrating factor = 𝐼(𝑦)= 𝑒 ∫ 𝑅(𝑦)𝑑𝑦
1 𝜕𝐺 𝜕𝐹 1 𝜕𝐹 𝜕𝐺
Where: 𝑅 = (
𝐹 ∂x
− ∂y ) or 𝑅 = 𝐺 (∂x − ∂y ) use whichever is simpler between these two R’s

Step 3: multiply the integrating factor to both sides of the equation.

Example: Obtain the solution of (𝑥 2 + 𝑦 2 )𝑑𝑥 − 2𝑥𝑦𝑑𝑦 = 0

F(x, y) = 𝑥 2 + 𝑦 2
𝐺 (𝑥, 𝑦) = −(2𝑥𝑦)
𝜕𝐺 𝜕𝐹
= −2𝑦 = (2𝑦)
∂x ∂y

𝜕𝐺 𝜕𝐹
𝑖𝑠 𝑛𝑜𝑡 𝑒𝑞𝑢𝑎𝑙 𝑡𝑜 . Therefore, the equation is not exact.
∂x ∂y

1 𝜕𝐹 𝜕𝐺
Use 𝑅 = ( − ∂y )
𝐺 ∂x

1 2
𝑅= (2𝑦 − (−2𝑦)) = −
−2𝑥𝑦 𝑥
R is a function of x or 𝑅(𝑥)

Use Integrating factor = 𝐼(𝑥)= 𝑒 ∫ 𝑅(𝑥)𝑑𝑥


2
(−𝑥)𝑑𝑥 1
𝐼(𝑥)= 𝑒 ∫ = 𝑒 −2𝑙𝑛𝑥 = 𝑥 −2 = 𝑛𝑜𝑡𝑒: 𝑒 𝑙𝑛𝑥 = 𝑥 𝑏𝑦 𝑒𝑥𝑝𝑜𝑛𝑒𝑛𝑡𝑖𝑎𝑙 𝑟𝑢𝑙𝑒
𝑥2

1 1
(𝑥 2 + 𝑦 2 )𝑑𝑥 − 2𝑥𝑦𝑑𝑦)( 2 ) = 0( 2 ) 𝑚𝑢𝑙𝑡𝑖𝑝𝑙𝑦 𝑏𝑜𝑡ℎ 𝑠𝑖𝑑𝑒𝑠 𝑏𝑦 𝐼(𝑥)
𝑥 𝑥

𝑦2 2𝑦
(1 + 𝑥2 ) 𝑑𝑥 − ( 𝑥 )𝑑𝑦 = 0 New equation

𝑦2
F(x, y) = (1 + 𝑥2 )

PREPARED BY: ENGR. RONIE T. BANTAYAN


2𝑦
𝐺 (𝑥, 𝑦) = − ( )
𝑥
𝜕𝐺 1 2𝑦 𝜕𝐹 2𝑦
= −2𝑦 (− 𝑥2 ) = = (0 + 𝑥2 )
∂x 𝑥2 ∂y

𝜕𝐺 𝜕𝐹
= ; Exact Equation!
∂x ∂y

𝜕𝑑 𝑦2
= (1 + 𝑥2 ) equation 5.1
∂x

𝜕𝑑 2𝑦
= − ( 𝑥 ) equation 5.2
∂y

𝜕𝑑 2𝑦
∫ 𝜕𝑦 = − ∫ ( 𝑥 )

Integrating equation with respect to y gives us


𝑦2
𝑑 = − ( ) + ℎ(𝑥)
𝑥

So differentiating that with respect to x gives us


𝜕𝑑 𝑦2 𝑑ℎ
= (𝑥2 ) + 𝑑𝑥 equation 5.3
∂x

Equate equation 5.1 and equation 5.3


𝑦2 𝑑ℎ 𝑦2
( 2) + = (1 + )
𝑥 𝑑𝑥 𝑥2
𝑑ℎ
= (1)
𝑑𝑥

∫ 𝑑ℎ = ∫ 𝑑𝑥
ℎ (𝑥 ) = 𝑥 + 𝑐
𝑦2
𝑑 = −( ) + ℎ(𝑥)
𝑥

𝑦2
𝑑 = −( )+ 𝑥+𝑐
𝑥
𝑦2
𝐶 = 𝑑 – 𝑐 constant𝐶 = − ( 𝑥 ) + 𝑥 answer!

PREPARED BY: ENGR. RONIE T. BANTAYAN


Student Assessment
Quiz no. 5
Instruction: Obtain the general solution of the following equations
1. (𝑒 𝑥+𝑦 + 𝑦𝑒 𝑦 )𝑑𝑥 + (𝑥𝑒 𝑦 − 1)𝑑𝑦 = 0
2. 2𝑥𝑡𝑎𝑛𝑦𝑑𝑥 +sec2 𝑦𝑑𝑦 = 0
3. 𝑒 2𝑥 (2𝑐𝑜𝑠𝑦𝑑𝑥 − 𝑠𝑖𝑛𝑦𝑑𝑦) = 0
4. 2 cosh(𝑥 ) 𝑐𝑜𝑠𝑦𝑑𝑥 − sinh(𝑥 ) 𝑠𝑖𝑛𝑦𝑑𝑦 = 0

Topic 6: The linear equations of order one


A first order ordinary differential equation said to be linear if it can have brought into the
form
𝑦 ′ + 𝑝(𝑥 )𝑦 = 𝑟(𝑥)

Solution of 𝑦 ′ + 𝑝(𝑥 )𝑦 = 𝑟(𝑥) can be written in the form of

𝑦(𝑥 ) = 𝑒 −ℎ (∫ 𝑒 ℎ 𝑟𝑑𝑥 + 𝑐) where: ℎ = ∫ 𝑝(𝑥 )𝑑𝑥

Example: Write the equation 𝑦 ′𝑐𝑜𝑠𝑥 + 𝑦𝑠𝑖𝑛𝑥 = 𝑥 in the form of


𝑦 ′ + 𝑝 (𝑥 ) 𝑦 = 𝑟 (𝑥 ).

Solution:
1 1
(𝑦 ′𝑐𝑜𝑠𝑥 + 𝑦𝑠𝑖𝑛𝑥 ) ( ) = 𝑥(( ) divide both sides by cosx
𝑐𝑜𝑠𝑥 𝑐𝑜𝑠𝑥

𝑠𝑖𝑛𝑥 𝑥
𝑦 ′ + 𝑦 (𝑐𝑜𝑠𝑥) = 𝑐𝑜𝑠𝑥 answer!

𝑠𝑖𝑛𝑥
𝑝 (𝑥 ) = = 𝑡𝑎𝑛𝑥
𝑐𝑜𝑠𝑥
𝑥
𝑟 (𝑥 ) = = (𝑠𝑒𝑐𝑥)𝑥
𝑐𝑜𝑠𝑥
𝑦
Example: Obtain the general solution of differential equation 𝑦 ′𝑐𝑠𝑐𝑥 + 𝑐𝑜𝑠𝑥 = 2𝑐𝑜𝑥.

Solution:
Step 1: Write the equation in the form of 𝑦 ′ + 𝑝(𝑥 )𝑦 = 𝑟(𝑥 ).

PREPARED BY: ENGR. RONIE T. BANTAYAN


𝑦
𝑦 ′𝑐𝑠𝑐𝑥 + 𝑐𝑜𝑠𝑥 = 2𝑐𝑜𝑠𝑥. Dividing both sides by 𝑐𝑠𝑐𝑥, the equation becomes
𝑦 2𝑐𝑜𝑠𝑥 1
𝑦’ + (𝑐𝑜𝑠𝑥)(𝑐𝑠𝑐𝑥) = where: 𝑐𝑠𝑐𝑥 = 𝑠𝑖𝑛𝑥
𝑐𝑠𝑐𝑥

𝑦(𝑠𝑖𝑛𝑥)
𝑦’ + = 2𝑐𝑜𝑠𝑥(𝑠𝑖𝑛𝑥)
(𝑐𝑜𝑠𝑥 )
𝑦’ + 𝑦𝑡𝑎𝑛𝑥 = 2𝑐𝑜𝑠𝑥(𝑠𝑖𝑛𝑥)
𝑝(𝑥) = 𝑡𝑎𝑛𝑥
𝑟(𝑥) = 2𝑐𝑜𝑠𝑥(𝑠𝑖𝑛𝑥)
Step 2: Solve for h
ℎ = ∫ 𝑝(𝑥 )𝑑𝑥 = ∫ tan(𝑥)𝑑𝑥 = − ln(𝑐𝑜𝑠𝑥 ) = ln(𝑠𝑒𝑐𝑥)

Step 3: Solve y(x)


𝑦(𝑥 ) = 𝑒 −ℎ (∫ 𝑒 ℎ 𝑟𝑑𝑥 + 𝑐) where 𝑟 = 2𝑐𝑜𝑠𝑥(𝑠𝑖𝑛𝑥)

𝑦(𝑥 ) = 𝑒 −(𝑙𝑛𝑠𝑒𝑐𝑥)(∫ 𝑒 𝑙𝑛𝑠𝑒𝑐𝑥 (2𝑐𝑜𝑠𝑥 )(𝑠𝑖𝑛𝑥 )𝑑𝑥 Note: 𝑒 𝑙𝑛𝑠𝑒𝑐𝑥 = 𝑠𝑒𝑐𝑥


1 1
𝑦(𝑥 ) = (𝑠𝑒𝑐𝑥)(∫ 𝑠𝑒𝑐𝑥 (2𝑐𝑜𝑠𝑥 )(𝑠𝑖𝑛𝑥 )𝑑𝑥 where: 𝑠𝑒𝑐𝑥 = 𝑐𝑜𝑠𝑥

𝑦(𝑥 ) = 𝑐𝑜𝑠𝑥(∫ 2(𝑠𝑖𝑛𝑥 )𝑑𝑥 + 𝑐)

𝑦(𝑥 ) = 𝑐𝑜𝑠𝑥(−2𝑐𝑜𝑠𝑥 + 𝑐) answer !

Student Assessment
Quiz no. 6
Instruction: Obtain the general equation of each differential equation
1. 𝑥𝑦’ = 2𝑦 + 𝑥 3 𝑒 𝑥
2. 𝑦 ′𝑐𝑜𝑠𝑥 + (3𝑦 − 1)𝑠𝑒𝑐𝑥 = 0
3. 𝑦 ′ = 6(𝑦 − 2.5)(tanh1.5x)
4. (𝑦 −cos 2 𝑥)𝑑𝑥 + 𝑐𝑜𝑠𝑥𝑑𝑦 = 0
5. 𝑠𝑖𝑛𝑥 (𝑠𝑖𝑛𝑥𝑐𝑜𝑠𝑥 − 𝑦) = (1 + 𝑐𝑜𝑠𝑥 )𝑦′
6. 2𝑥 ((𝑥 2 + 𝑎2 )2 + 3𝑦) = (𝑥 2 + 𝑎2 )𝑦′; 𝑎 𝑖𝑠 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡
7. 𝑛𝑒 𝑚𝑥 = 𝑦 ′ − 𝑚𝑦, where n and m are constants.
8. 𝑚𝑥 − 𝑛𝑦 = (𝑥 + 𝑎)𝑦 ′

PREPARED BY: ENGR. RONIE T. BANTAYAN


Student Assessment
Preliminary Examination
Instruction: Obtain the general solution of the given differential equation. Use any applicable
method.
1
1. (1 − 𝑥 2 )2 𝑦 ′ = (𝑦 2 + 1)
𝑑𝑦
2. = (𝑒 𝑥 + 1)(𝑦 2 − 2𝑦 − 15)𝑑𝑥
𝑥
3. 𝑥𝑦𝑑𝑦 + (𝑥 2 + 𝑦 2 )𝑑𝑥 = 0
4. (1 + 𝑥 2 )𝑑𝑦 + 2𝑥𝑦𝑑𝑥 = 2𝑥𝑑𝑥
5. csc2 𝑥𝑑𝑦 − (𝑦 2 + 𝑦 − 2)𝑑𝑥 = 0
6. (2𝑦𝑐𝑜𝑠𝑥 + sin4 𝑥)𝑑𝑥 = 𝑠𝑖𝑛𝑥𝑑𝑦 𝑤ℎ𝑒𝑛 𝑥 = 𝜋/2 , 𝑦 = 1
7. 𝑑𝑦 = 𝑥 − 2𝑦𝑐𝑜𝑡𝑥𝑑𝑥
8. csc3 𝑥𝑑𝑦 − (𝑦 2 + 𝑥 − 2)𝑑𝑥 = 0
9. 𝑥𝑦𝑑𝑦 = (𝑥 2 − 𝑥𝑦 + 𝑦 2 )𝑑𝑥
10. (𝑥 − 𝑦𝑙𝑛𝑦 + 𝑦𝑙𝑛𝑥 )𝑑𝑥 + 𝑥 (𝑙𝑛𝑦 − 𝑙𝑛𝑥 ) = 0
𝑥
11. 𝑥 (𝑥𝑑𝑦 − 𝑦𝑑𝑥 )𝑒 𝑦 = 𝑦 2 𝑑𝑦
𝑦
12. (𝑥𝑐𝑜𝑠 2 (𝑥) − 𝑦) 𝑑𝑥
13. (3 + 𝑦2𝑦 2 sin2 𝑥)𝑑𝑥 + (𝑥 + 2𝑥𝑦 − 𝑦𝑠𝑖𝑛2𝑥 )𝑑𝑦
𝑑𝑥
14. (1 − 𝑒 −2𝑥 )𝑑𝑦 + =0
𝑙𝑛𝑦
15. (𝑥𝑦 + 𝑥 − 2𝑦 + 3)𝑑𝑥 + 𝑥 2 𝑦𝑑𝑦 = 2(𝑥 + 𝑦)𝑑𝑦; 𝑤ℎ𝑒𝑛 𝑥 = 1, 𝑦 = 1
2

16. (𝑦 + √𝑥 2 + 𝑦 2 )𝑑𝑥 − 𝑥𝑑𝑦 = 0; 𝑤ℎ𝑒𝑛 𝑥 = √3 , 𝑦 = 1


17. 𝑦𝑙𝑛𝑥𝑙𝑛𝑦𝑑𝑥 + 𝑑𝑦 = 0
18. 2𝑐𝑜𝑠ℎ𝑥𝑐𝑜𝑠𝑦𝑑𝑥 = 𝑠𝑖𝑛ℎ𝑥𝑠𝑖𝑛𝑦𝑑𝑦
19. 𝑦𝑑𝑥 + (𝑦 + tan(𝑥 + 𝑦))𝑑𝑦 = 0
20. (𝑥 2 − 2𝑥𝑦 − 𝑦 2 )𝑑𝑥 − (𝑥 2 + 2𝑥𝑦 − 𝑦 2 )𝑑𝑦 = 0

PREPARED BY: ENGR. RONIE T. BANTAYAN


Applications of ODE
1.0 Newton’s Law of Cooling

Newton's law of cooling states that the rate of heat loss of a body is directly proportional to the difference in the
temperatures between the body and its surroundings. The law is frequently qualified to include the condition that the
temperature difference is small and the nature of heat transfer mechanism remains the same. As such, it is equivalent to
a statement that the heat transfer coefficient, which mediates between heat losses and temperature differences, is a
constant. This condition is generally met in heat conduction (where it is guaranteed by Fourier's law) as the thermal
conductivity of most materials is only weakly dependent on temperature. In convective heat transfer, Newton's Law is
followed for forced air or pumped fluid cooling, where the properties of the fluid do not vary strongly with temperature,
but it is only approximately true for buoyancy-driven convection, where the velocity of the flow increases with
temperature difference. Finally, in the case of heat transfer by thermal radiation, Newton's law of cooling holds only for
very small temperature differences, and a more accurate description is given by Planck's Law.

Sample problem 1:

Suppose, for instance, the thermometer, which has been at the reading 700 𝐹 inside a house, is placed outside where the
temperature is 100 𝐹. Three minutes later it is found that the thermometer reading is 250 𝐹. We wish to predict the
temperature reading at various times.

Solutions:

Let x represents the temperature of the thermometer at time (t min), the time being measured from the instant the
thermometer is placed outside.
𝑑𝑥
According to Newton’s Law of cooling, the time rate of change of temperature, , is proportional to the temperature
𝑑𝑡
difference (𝑥 − 10). Since the thermometer temperature is decreasing, it is convenient to choose (– 𝑘) as the constant of
proportionality. Thus the 𝑥 to be determined from the differential equation
𝑑𝑥
= −𝑘(𝑥 − 10)
𝑑𝑡
𝑑𝑥
= −𝑘𝑑𝑡
𝑥 − 10
ln(𝑥 − 10) = −𝑘𝑡 + 𝑐

𝑥 − 10 = 𝑒 −𝑘𝑡+𝑐 = (𝑒 𝑐 )𝑒 −𝑘𝑡

𝑒𝑐 = 𝐶

. : 𝑥 = 10 + 𝐶𝑒 −𝑘𝑡

And the condition that

When 𝑡 = 0, 𝑥 = 70

. : 70 = 10 + 𝐶𝑒 −𝑘(0)

𝐶 = 60
PREPARED BY: ENGR. RONIE T. BANTAYAN
𝑥 = 10 + 60𝑒 −𝑘𝑡
𝐴𝑛𝑑 𝑤ℎ𝑒𝑛 𝑡 = 3, 𝑥 = 25

25 = 10 + 60𝑒 −𝑘(3)

𝑘 = 0.462

. : 𝑥 = 10 + 60𝑒 −0.462𝑡 𝑎𝑛𝑠𝑤𝑒𝑟

Example no. 2:

At 1:00 P.M., a thermometer reading 700 𝐹 is taken outdoors, where the air temperature is −100 𝐹 . at 1:02 P.M., the
reading is 260 𝐹. At 1:05 P.M., the thermometer is taken back indoors, where the air is at 700 𝐹. What is the temperature
reading at 1:09 P.M.?

Let x represents the temperature reading at 1:09 P.M.


𝑑𝑥
= −𝑘(𝑥 − (−10))
𝑑𝑡
𝑑𝑥
= −𝑘𝑑𝑡
𝑥 + 10
ln(𝑥 + 10) = −𝑘𝑡 + 𝑐

𝑥 + 10 = 𝑒 −𝑘𝑡+𝑐 = (𝑒 𝑐 )𝑒 −𝑘𝑡

𝑒𝑐 = 𝐶

. : 𝑥 = −10 + 𝐶𝑒 −𝑘𝑡

And the condition that

When 𝑡 = 0, 𝑥 = 70

. : 70 = −10 + 𝐶𝑒 −𝑘(0)

𝐶 = 80 valid for outdoors

𝑥 = −10 + 80𝑒 −𝑘𝑡

𝐴𝑛𝑑 𝑤ℎ𝑒𝑛 𝑡 = 2, 𝑥 = 26

26 = −10 + 80𝑒 −𝑘(2)

𝑘 = 0.4

. : 𝑥 = −10 + 80𝑒 −0.4𝑡 for outdoors

The initial temperature for thermometer just indoor when t =5 is

𝑥 = −10 + 80𝑒 −0.4(5)

𝑥 = −10 + 80𝑒 −0.4(5)

𝑥 = 0.8270 𝐹
PREPARED BY: ENGR. RONIE T. BANTAYAN
Solving C’ for indoors at t = 5

𝑥 = 70 + 𝐶′𝑒 −0.4𝑡

0.827 =70+𝐶′𝑒 −0.4(5)

𝐶’ = −511.123

𝑥 = 70 − 511.123𝑒 −0.4(9)

. : 𝑥 𝑎𝑡 1: 09 𝑃. 𝑀. = 560 𝐹 answer!

2. 0 Simple Chemical conversion

The time rate of change of the amount x of unconverted substance is proportional to x.

Then the amount x at any time t>0 is determined by the differential equation
𝑑𝑥
= −𝑘𝑥
𝑑𝑡

PREPARED BY: ENGR. RONIE T. BANTAYAN


REFERENCES:
1. Rainvaille, Bedient and Bedient, Elementary Differential Equations, 8 th edition
2. Schaum’s Outline, Ordinary Differential Equation, 3th edition
3. Wen Shen, Introduction to Ordinary and Partial Differential Equations

PREPARED BY: ENGR. RONIE T. BANTAYAN

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