SSCE1793

DIFFERENTIAL EQUATION

BY:
NUR ARINA BAZILAH BT AZIZ
DEPARTMENT OF MATHEMATICAL SCIENCES
FACULTY OF SCIENCE
UTM
 CHAPTER 1

1 FIRST ORDER DIFFERENTIAL

EQUATION
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

DIFFERENTIAL EQUATIONS

Any equation which contains derivatives, either ordinary

derivatives or partial derivatives.

1.1 CLASSIFICATION OF DIFFERENTIAL EQUATION

BY TYPE
ORDINARY DIFFERENTIAL PARTIAL DIFFERENTIAL
EQUATION (ODE) EQUATION (PDE)

➢ Contains one or more dependent ➢ involve one or more dependent

variables variables

➢ with respect to one independent ➢ and two or more independent

variable variables

Example 1.1: Example 1.2:

𝑑𝑦
= 2𝑥 + 3
𝑑𝑥 𝜕2𝑢 𝜕2𝑢
+ =0
𝜕𝑥 2 𝜕𝑦 2
𝑑2𝑦 𝑑𝑦
+ 3 + ay = 0
𝑑𝑥 2 𝑑𝑥 dependent variable =
4
independent variables =
𝑑3𝑦 𝑑𝑦
+ + 6y = 3
𝑑𝑥 3 𝑑𝑥 𝜕 2 𝑢 𝜕 2 𝑢 𝜕𝑢
= −
𝜕𝑥 2 𝜕𝑡 2 𝜕𝑡
dependent variable =
independent variable = dependent variable =
independent variables =
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

CONCEPTEST 1.1
CONCEPTEST 1.2
1. What is the independent variable
Determine the independent variable
in
in
𝑑𝑦
=> 𝑦 ′ 𝜕w 𝜕w
𝑑𝑥 + =0?
(a) 𝑥 𝜕x 𝜕t
(a) x
(b) 𝑦
(b) t
(c) w
2. Determine the independent
variable in
2. Determine the independent
𝑑2𝑢
=> 𝑢′′ variable in
𝑑𝑡 2
uxx + uxy + uy = exy
(a) 𝑢
(a) u
(b) 𝑡
(b) x
(c) y
3. What are the dependent variable
in
𝑑 2 𝑢 𝑑𝑤
+ + 𝑢 = 𝑒𝑡 ?
𝑑𝑡 2 𝑑𝑡
(a) 𝑢
(b) 𝑡
(c) 𝑤
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

BY ORDER / DEGREE
ORDER OF DIFFERENTIAL DEGREE OF DIFFERENTIAL
EQUATION EQUATION

➢ Determined by the highest derivative ➢ Exponent of the highest derivative

EXAMPLE 1.3: EXAMPLE 1.4:

𝑑𝑦 𝑑2𝑦 𝑑𝑦
= 2𝑥 + 3 + 3 + ay = 0
𝑑𝑥 𝑑𝑡 2 𝑑𝑥

𝑑2𝑦 𝑑𝑦 𝑑3𝑦 𝑑𝑦
4
+ 3 + ay = 0 + 3 + 6y = 0
𝑑𝑥 2 𝑑𝑥 𝑑𝑥 3 𝑑𝑥
4
𝑑3𝑦 𝑑𝑦 3 5
+ 3 + 6y = 0 𝑑2𝑦 𝑑𝑦
𝑑𝑥 3 𝑑𝑥 + +3=0
𝑑𝑥 2 𝑑𝑥

CONCEPTEST 1.3

1. What is the DEGREE and ORDER of the following equation

2
dy
+ y = sin x
dx
(a) Degree = 1, Order = 2
(b) Degree = 2, Order = 1

2. Determine the ORDER and DEGREE of

𝜕2u
2
+ u2 = cos t
𝜕t
(a) Order = 2, Degree = 1
(b) Order = 1, Degree = 2

3. Determine the ORDER and DEGREE of

4 2
𝜕3z 𝜕z
+ +z=0
𝜕y 3 𝜕y
(a) Order = 4, Degree = 3
(b) Order = 3, Degree = 4
(c) Order = 4, Degree = 2
(d) Order = 3 Degree = 1
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

BY LINEAR OR NON-LINEAR
LINEAR DIFFERENTIAL EQUATION

➢ Dependent variables and their derivative are of degree 1

➢ Each coefficient depends only on the independent variable

𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 𝑛
+ 𝑎𝑛−1 𝑥 𝑛−1
+ ⋯ + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 𝑔(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥

EXAMPLE 1.5:
𝑑2𝑦 𝑑𝑦
+ 3 + 9y = 0
𝑑𝑥 2 𝑑𝑥

NON-LINEAR DIFFERENTIAL EQUATION

➢ Dependent variables and their derivatives are not of degree 1

EXAMPLE 1.6:
4
𝑑3𝑦 𝑑𝑦 𝑑2𝑦
2
𝑑𝑦
+ + 6y = 3 𝑥 + y = 𝑥3
𝑑𝑥 3 𝑑𝑥 𝑑𝑥 2 𝑑𝑥

𝑑𝑦
= sin 𝑦
𝑑𝑥

CONCEPTEST 1.4

Which of the following is a linear equation

𝑑𝑦 𝑑𝑦
a + 𝑦 2 = sin 𝑥 b + 𝑦 = sin 𝑥
𝑑𝑥 𝑑𝑥

2. Which of the following is a non-linear equation

2
𝑑2𝑦 2
𝑑𝑦
a + 𝑦 = sin 𝑥 b + 𝑦 = sin 𝑥
𝑑𝑥 2 𝑑𝑥

3. Determine whether the following equation linear or non-linear

𝑑5𝑦
5
+ sin2 𝑥 𝑦 = tan2 𝑥
𝑑𝑥
(a) Linear
(b) Non-linear
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

1.2 INITIAL AND BOUNDARY VALUE PROBLEMS

INITIAL VALUE PROBLEMS BOUNDARY VALUE PROBLEMS

➢ INITIAL CONDITIONS: values on ➢ BOUNDARY CONDITIONS: values

specified given point. for some points.
➢ For example: ➢ For example:
𝑑2𝑦 𝑑𝑦 ➢
𝑑2 𝑦
+2
𝑑𝑦
+ 𝑦 + sin 𝑥
+ 2 + 𝑦 + sin 𝑥 𝑑𝑥 2 𝑑𝑥
𝑑𝑥 2 𝑑𝑥
➢ Boundary conditions:
Initial conditions:
➢ 𝑦 0 = 1 ; 𝑦′ 1 = 2
𝑦 0 = 1 ; 𝑦 ′ (0) = 2

1.3 SOLUTION OF A DIFFERENTIAL EQUATION

GENERAL SOLUTION PARTICULAR SOLUTION

➢ Solution with arbitrary constant ➢ Solution that satisfies given

depending on the order of the boundary or initial conditions
equation
EXAMPLE 1.8:
EXAMPLE 1.7:
𝑦 = 5 cos 𝑥 + 10 sin 𝑥
𝑦 = 𝐴 cos 𝑥 + 𝐵 sin 𝑥
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

1.4 FIRST ORDER ORDINARY DIFFERENTIAL EQUATION

TYPES OF FIRST-ORDER ORDINARY DIFFERENTIAL EQUATIONS

➢ Separable Equations
➢ Homogeneous Equation
➢ Exact Equation
➢ Linear Equation
➢ Bernoulli Equation

1.4.1 SEPARABLE EQUATION

How to identify?

𝑑𝑦
Suppose 𝑓 𝑥, 𝑦 = 𝑑𝑥 = 𝑢 𝑥 𝑣 𝑦

Hence this become a SEPARABLE EQUATION if it can be

written as
𝑑𝑦
= 𝑢 𝑥 𝑑𝑥
𝑣(𝑦)

Method of Solution : integrate both sides of equation

1
න 𝑑𝑦 = න 𝑢 𝑥 𝑑𝑥
𝑣(𝑦)
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

EXAMPLE 1.9:
Rewrite the following functions into separable form. Do not solve.
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

Example 1.10

Solve the initial value problem

𝑑𝑦 𝑦 cos 𝑥
= , 𝑦 0 =1
𝑑𝑥 1 + 2𝑦 2

Solution:
i) Separate the functions

ii) Integrate both sides

iii) Use the initial conditions given, 𝑦 0 = 1

iv) Write down the Particular Solution

ln 𝑦 + 𝑦 2 = sin 𝑥 + 1
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

Example 1.11

Show that the DE

𝑑𝑦
= (𝑥 + 𝑦)2
𝑑𝑥
can be reduced to a separable equation by using substitution 𝑧 = 𝑥 + 𝑦. Then obtain
the solution for the original DE.

Solution:

i) Differentiate both sides of the substitution with respect to 𝑥.

ii) Insert (2) and (1) into the DE

iii) Write (3) into separable form

iv) Integrate both sides of the separable equation

v) Write the general solution

𝑦 = tan(𝑥 + 𝐶) − 𝑥
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

PAST YEAR TEST 1

Solve the following differential equation.

1 𝑑𝑦
= 𝑒 𝑥+𝑦
𝑥 𝑑𝑥
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

1.4.2 HOMOGENOUS EQUATION

How to identify?
𝑑𝑦
Suppose 𝑓 𝑥, 𝑦 = , 𝑓 𝑥, 𝑦 is homogenous if
𝑑𝑥

𝑓 𝜆𝑥, 𝜆𝑦 = 𝑓 𝑥, 𝑦
for every real value of 𝜆

Method of Solution :
i) Determine whether the equation homogenous or not

𝒅𝒚 𝒅𝒗
ii) Use substitution 𝒚 = 𝒗𝒙 and =𝒗+𝒙 in the original DE
𝒅𝒙 𝒅𝒙
iii) Separate the variable 𝑥 and 𝑣
iv) Integrate both sides
v) Use initial condition (if given) to find the constant value

EXAMPLE 1.12:

Determine whether the DE is homogenous or not

𝑑𝑦 𝑥2 + 𝑦2
a) =
𝑑𝑥 𝑥 − 𝑦 (𝑥 + 𝑦)

𝑑𝑦
b) 𝑥 − 𝑦 = 𝑥 𝑥 2 + 𝑦2
𝑑𝑥
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

Example 1.13

Find the general solution for

𝑦 2 + 𝑥𝑦 𝑑𝑥 − 𝑥 2 𝑑𝑦 = 0
Solution:
i) Rearrange the differential equation

ii) Test for homogeneity, 𝑓 𝜆𝑥, 𝜆𝑦

𝑑𝑦 𝑑𝑣
iii) Substitute 𝑦 = 𝑣𝑥 and =𝑣+𝑥 into (1)
𝑑𝑥 𝑑𝑥

iv) Solve the problem using the separable equation method

1 1
න 𝑑𝑣 = න 𝑑𝑥
𝑣(𝑣 + 1) 𝑥
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

Non-homogenous can be reduced to a

homogenous equation by using the right
substitution.

Example 1.14

Find the solution for this non-homogenous equation

𝑑𝑦 𝑦−2
= (1)
𝑑𝑥 𝑥 + 𝑦 − 5

by using the following substitutions

𝑥 = 𝑋 + 3, 𝑦 =𝑌+2 2 , (3)

Solutions
i) Differentiate (2) and (3)

ii) Substitute (4) and (5) into (1)

1st SUBSTITUTION!
Now we use 𝑋, 𝑌
instead of x,y

iii) Test for homogeneity, 𝑓 𝜆𝑥, 𝜆𝑦 = 𝑓(𝑥, 𝑦)

𝑑𝑌 𝑑𝑉
iv) Use the substitutions 𝑌 = 𝑉 and =𝑉+𝑋
𝑑𝑋 𝑑𝑋
2nd SUBSTITUTION!
Now we use 𝑋, 𝑉
instead of 𝑋, 𝑌

v) Use the separable equation method to solve the problem

vi) Resubstitute 𝑋, 𝑉 with 𝑥, 𝑦

𝑦 = 2 + 𝐴𝑒 (𝑥−3)Τ(𝑦−2)
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

PAST YEAR TEST 1

CH1 – FIRST ORDER DIFFERENTIAL EQUATION

1.4.3 EXACT EQUATION

How to identify?

𝑀 𝑥, 𝑦
Suppose 𝑓 𝑥, 𝑦 = − ,
𝑁 𝑥, 𝑦

therefore the first order DE is given by

𝑑𝑦 𝑀 𝑥, 𝑦
=−
𝑑𝑥 𝑁 𝑥, 𝑦

which can be written as

𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
𝜕𝑢 𝜕𝑢
𝜕𝑥 𝜕𝑦

Condition for an exact equation.

𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

Method of Solution (Method 1) :

i) Write the DE in the form

𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0

and test for the exactness

𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥

ii) If the DE is exact, then

𝜕𝑢 𝜕𝑢
𝑀= 𝟏 , 𝑁= (𝟐)
𝜕𝑥 𝜕𝑦

iii) To find 𝑢(𝑥, 𝑦), integrate (1) wrt 𝑥 to get

𝑢 𝑥, 𝑦 = න 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝜙 𝑦 (𝟑)

iv) To determine 𝜙(𝑦), differentiate (3) wrt 𝑦 to get

𝜕𝑢 𝜕
= න 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝜙 ′ (𝑦) = 𝑁
𝜕𝑦 𝜕𝑦

v) Integrate 𝜙 ′ 𝑦 to get 𝜙 𝑦 .

vi) Replace 𝜙(𝑦) into (3). If there is any initial conditions given,
substitute the condition into the solution.

vii) Write down the solution in the form 𝑢 𝑥, 𝑦 = 𝐴, where A is

a constant
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

Method of Solution (Method 2) :

i) Write the DE in the form

𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0

and test for the exactness

𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥

ii) If the DE is exact, then

𝜕𝑢 𝜕𝑢
𝑀= 𝟏 , 𝑁= (𝟐)
𝜕𝑥 𝜕𝑦

iii) To find 𝑢(𝑥, 𝑦), integrate (1) wrt 𝑥 to get

𝑢 𝑥, 𝑦 = න 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝜙 𝑦 (𝟑)

iv) To find 𝑢(𝑥, 𝑦) from 𝑁, integrate (2) wrt 𝑦 to get

𝑢 𝑥, 𝑦 = න 𝑁 𝑥, 𝑦 𝑑𝑦 + 𝜙2 (𝑥) (𝟒)

v) Compare (𝟑) and (𝟒) to get value for 𝜙1 (𝑦) and 𝜙2 (𝑥).

vi) Replace 𝜙1 (𝑦) into (3) OR 𝜙2 (𝑥) into (4).

vii) If there are any initial conditions given, substitute the

conditions into the solution.

ix) Write down the solution in the form

𝑢 𝑥, 𝑦 = 𝐴, where A is a constant
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

Example 1.15:

Solve 2𝑥𝑦 + 3 𝑑𝑥 + 𝑥 2 − 1 𝑑𝑦 = 0

Solution (Method 1):

i) Test for exactness

ii) Find 𝒖 𝒙, 𝒚

𝝏𝒖
iii ) Differentiate (3) wrt 𝒚 to compare with =𝑵
𝝏𝒚

iv) 𝐅𝐢𝐧𝐝 𝝓 𝒚

v) Now that we found 𝝓 𝒚 , our new 𝒖 𝒙, 𝒚 should looks like this

vi) Write the solution in the form 𝒖 𝒙, 𝒚 = 𝑨

CH1 – FIRST ORDER DIFFERENTIAL EQUATION

Some non-exact equation can be turned into

exact equation by multiplying it with an
integrating factor.

Example 1.16:
𝑥𝑦 + 𝑦 2 + 𝑦 𝑑𝑥 + 𝑥 + 2𝑦 𝑑𝑦 = 0

Show that the following equation is not exact. By using integrating factor,
𝜇 𝑥, 𝑦 = 𝑒 𝑥 , solve the equation.
Solution (Method 1):
i) Test for exactness

ii) Multiply 𝝁 𝒙, 𝒚 into the DE to make the equation exact

iii ) Test the new equation for exactness

iv) Find 𝒖 𝒙, 𝒚
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

Example 1.16 (cont..):

To find 𝒖 𝒙, 𝒚 , integrate either (1) or (2), let’s say we take (2)

v) Find 𝝓 𝒙

vi) Write 𝒖 𝒙, 𝒚 = 𝑨

𝑢 𝑥, 𝑦 = 𝑥𝑦 + 𝑦 2 𝑒 𝑥 + 𝐵 = 𝐴

𝑢 𝑥, 𝑦 = 𝑥𝑦 + 𝑦 2 𝑒 𝑥 = 𝐶, where 𝐶 = 𝐴 − 𝐵
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

PAST YEAR TEST 1

CH1 – FIRST ORDER DIFFERENTIAL EQUATION

1.4.4 LINEAR EQUATION

How to identify?

The general form of the first order linear DE is given by

𝑑𝑦
𝑎 𝑥 + 𝑏 𝑥 𝑦 = 𝑐(𝑥)
𝑑𝑥

When the above equation is divided by 𝑎 𝑥 ,

𝒂 𝒙 𝑑𝑦 𝒃 𝒙 𝒄 𝒙
+ 𝑦= NOTE:
𝒂(𝒙) 𝑑𝑥 𝒂(𝒙) 𝒂(𝒙) Must be ‘+’ here!

𝑑𝑦
𝟏 + 𝒑 𝒙 𝑦 = 𝒒(𝒙)
𝑑𝑥

𝑏 𝑥 𝑐 𝑥
where 𝑝 𝑥 = and 𝑞 𝑥 =
𝑎(𝑥) 𝑎(𝑥)

Method of Solution:

i) Determine the value of 𝑝 𝑥 dan 𝑞 𝑥 such that the

𝑑𝑦
coefficient of is 1.
𝑑𝑥
ii) Calculate the integrating factor, 𝜇 𝑥
𝜇 𝑥 = 𝑒 ‫𝑥𝑑 𝑥 𝑝 ׬‬
iii) Write the equation in the form of
𝑑
𝜇 𝑥 𝑦 = 𝜇 𝑥 𝑞(𝑥)
𝑑𝑥
𝜇 𝑥 𝑦 = න 𝜇 𝑥 𝑞(𝑥) 𝑑𝑥

iv) The general solution is given by

1
𝑦= න 𝜇 𝑥 𝑞(𝑥) 𝑑𝑥
𝜇 𝑥
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

Example 1.17:
Solve this first order DE
𝑑𝑦 1+𝑥 𝑒𝑥
+ 𝑦=
𝑑𝑥 𝑥 𝑥
Solution:

i) Determine 𝒑 𝒙 and 𝒒 𝒙

ii) Find integrating factor, 𝝁 𝒙 = 𝒆‫𝒑 ׬‬ 𝒙 𝒅𝒙

iii )Write down the equation

iv) Write the final answer

𝑒𝑥 𝐶
𝑦= + 𝑥
2𝑥 𝑥𝑒
Note:
Non-linear DE can be converted into linear
DE by using the right substitution.
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

Example 1.18:
Using 𝑧 = 𝑦 2 , convert the following non-linear DE into linear DE.
𝑑𝑦
𝑥 2𝑦 − 𝑥𝑦 2 = 1; 𝑦 1 =1
𝑑𝑥
Solve the linear equation.

Solutions:
𝒅𝒚
i) Differentiate 𝒛 = 𝒚𝟐 to get and replace into the non-linear equation.
𝒅𝒙

ii) Change the equation into the general form of linear equation & determine 𝒑 𝒙
and 𝒒 𝒙

iii) Find the integrating factor, 𝝁 𝒙 = 𝒆‫𝒑 ׬‬ 𝒙 𝒅𝒙

iv) Find 𝒚
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

Example 1.18:
v) Resubstitute 𝒛 𝐰𝐢𝐭𝐡 𝒚

vi) Use the initial condition given, 𝒚 𝟏 = 𝟏.

2 5 2
∴ 𝑦2= − + 𝑥
3𝑥 3
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

PAST YEAR TEST 1

CH1 – FIRST ORDER DIFFERENTIAL EQUATION

1.4.5 BERNOULLI EQUATION

How to identify?

The general form of the Bernoulli equation is given by

𝑑𝑦
+ 𝑏 𝑥 𝑦 = 𝑐 𝑥 𝑦𝑛 (1)
𝑑𝑥

where 𝑛 ≠ 0, 𝑛 ≠ 1

To reduce the equation to a linear equation, use substitution

𝑧 = 𝑦1−𝑛 (2)

Method of Solution:

i) Divide ( 1 ) with 𝑦 𝑛

𝑑𝑦
𝑦 −𝑛 + 𝑏 𝑥 𝑦1−𝑛 = 𝑐 𝑥 (3)
𝑑𝑥
.
𝑑𝑦
ii) Differentiate ( 2 ) wrt 𝑥 ( to get )
𝑑𝑥

𝑑𝑧 𝑑𝑦
= 1 − 𝑛 𝑦 −𝑛
𝑑𝑥 𝑑𝑥

1 𝑑𝑧 𝑑𝑦
= 𝑦 −𝑛 (4)
1 − 𝑛 𝑑𝑥 𝑑𝑥

iii) Replace ( 4 ) into ( 3 )

1 𝑑𝑧
+𝑏 𝑥 𝑧 =𝑐 𝑥
1 − 𝑛 𝑑𝑥

𝑑𝑧
(1) + 1−𝑛 𝑏 𝑥 𝑧 = 1−𝑛 𝑐 𝑥
𝑑𝑥 𝑝(𝑥) 𝑞(𝑥)

iv) Solve using the linear equation solution

• Find integrating factor, 𝜇 𝑥 = 𝑒 ‫𝑝 ׬‬ 𝑥 𝑑𝑥
𝑑
• Solve 𝜇 𝑥 𝑧 = 𝜇 𝑥 𝑞(𝑥)
𝑑𝑥
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

Example 1.19:
Solve this first order DE
𝑑𝑦 1
+ 𝑦 = 𝑒 𝑥𝑦4 (1)
𝑑𝑥 3
Solution:

i) Determine 𝒏 =

ii) Divide ( 1 ) with 𝒚𝟒

iii) Using substitution, 𝒛 = 𝒚−𝟑

3)

iv) Replace ( 3 ) into ( 2 ) and write into linear equation form

v) Find the integrating factor

vi) Solve the problem

vii) Resubstitute 𝒛 = 𝒚−𝟑

𝑦 −3 = 𝐶𝑒 𝑥 − 3𝑥𝑒 𝑥
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

PAST YEAR TEST 1

CH1 – FIRST ORDER DIFFERENTIAL EQUATION

1.5 APPLICATIONS OF THE FIRST ORDER ODE

1.5.1 THE NEWTON’S LAW OF COOLING

The Newton’s Law of Cooling is given by the following equation

𝑑𝑇
= −𝑘(𝑇 − 𝑇𝑠 )
𝑑𝑡
where
𝑘 is a constant of proportionality
𝑇𝑠 is the constant temperature of the surrounding medium

General Solution

STEP 1: Find the solution for 𝑻 𝒕

It is a separable equation. Therefore

𝑑𝑇
න = න −𝑘 𝑑𝑡
𝑇 − 𝑇𝑠
ln 𝑇 − 𝑇𝑠 = −𝑘𝑡 + 𝐶
𝑇 − 𝑇𝑠 = 𝑒 −𝑘𝑡+𝐶
𝑇 = 𝑇𝑠 + 𝐴𝑒 −𝑘𝑡 𝑤ℎ𝑒𝑟𝑒 𝐴 = 𝑒 𝐶

STEP 2: Find 𝑨 when 𝒕 = 𝟎, 𝑻 = 𝑻𝟎

𝑇0 = 𝑇𝑠 + 𝐴 1 => 𝐴 = 𝑇0 − 𝑇𝑠
𝑇 = 𝑇𝑠 + 𝑇0 − 𝑇𝑠 𝑒 −𝑘𝑡

STEP 3: Find 𝒌. Given that 𝑻𝒔 = 𝟕𝟎°, 𝑻𝟎 = 𝟏𝟎𝟎°, 𝑻 𝟔 = 𝟖𝟎°

80 = 70 + 100 − 70 𝑒 −6𝑘
10
𝑒 −6𝑘 =
30
1
ln 𝑒 −6𝑘 = ln
3
1 1
𝑘 = − ln = 1.098612
6 3
𝑇 = 𝑇𝑠 + 𝑇0 − 𝑇𝑠 𝑒 −1.0986𝑡 = 70 + 30𝑒 −1.0986𝑡
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

Example 1.20:
According to Newton’s Law of Cooling, the rate of change of the temperature 𝑇
satisfies
𝑑𝑇
= −𝑘(𝑇 − 𝑇𝑠 )
𝑑𝑡
Where 𝑇𝑠 is the ambient temperature, 𝑘 is a constant and 𝑡 is time in minutes.
When object is placed in room with temperature 10°C, it was found that the
temperature of the object drops from 90°C to 30°C in 30 minutes. Then determine
the temperature of an object after 20 minutes.

Solution:

i) Determine all the information given.

Room temperature = 𝑇𝑠 =
When 𝑡 = 0, 𝑇0 =
When 𝑡 = 30, 𝑇30 =

Question: Temperature after 20 minutes, 𝑡 = 20, 𝑇 = ?

ii) Find the solution for 𝑻 𝒕

𝑇 = 𝑇𝑠 + 𝐴𝑒 −𝑘𝑡

iii) Use the conditions given to find 𝑨 and 𝒌

iv) 𝒕 = 𝟐𝟎, 𝑻=?

𝑇20 = 10 + 80𝑒 −0.04621 20 = 41.75℃
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

EXERCISE

1. A pitcher of buttermilk initially at 25⁰C is to be cooled by

setting it on the front porch, where the temperature is 0℃.
Suppose that the temperature of the buttermilk has dropped to
15℃ after 20 minutes. When will it be at 5℃ ?

2. Just before midday the body of an apparent homicide victim is

found in a room that is kept at a constant temperature of 70⁰F.
At 12 noon, the temperature of the body is 80⁰F and at 1pm it
is 75⁰F. Assume that the temperature of the body at the time of
death was 98.6⁰F and that it has cooled in accord with
Newton’s Law. What was the time of death?

PAST FINAL EXAM

CH1 – FIRST ORDER DIFFERENTIAL EQUATION

1.5.2 NATURAL GROWTH AND DECAY

The differential equation
𝒅𝒙
= 𝒌𝒙
𝒅𝒕
where
𝒌 is a constant
𝒙 is the size of population / number of dollars / amount of radioactive

The problems:
1. Population Growth
2. Compound Interest
3. Radioactive Decay
4. Drug Elimination

Example 1.21:
A certain city had a population of 25000 in 1960 and a population of 30000 in
1970. Assume that its population will continue to grow exponentially at a
constant rate. What populations can its city planners expect in the year 2000?

Solution:
i) Extract the information
𝑡 = 0, 𝑃0 =
𝑡 = 10, 𝑃10 =
𝑡 = 40, 𝑃40 = ?

ii) Solve the DE

Separate the equation and integrate

iii) Use the initial & boundary conditions

𝑡 = 0, 𝑃0 =

𝑡 = 10, 𝑃10 = 30000

CH1 – FIRST ORDER DIFFERENTIAL EQUATION

Example 1.21 (continued):

30000
10𝑘 = ln => 𝑘 = 0.01823
25000

∴ 𝑃 = 25000 𝑒 0.01823𝑡

𝑡 = 40, 𝑃40 = ?
𝑃40 = 25000 𝑒 0.01823 40 = 51840

In the year 2000, the population size is expected to be 51840

PAST FINAL EXAM

CH1 – FIRST ORDER DIFFERENTIAL EQUATION
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

1.5.3 ELECTRIC CIRCUITS - RC

Given that the DE for an RL-circuit is
𝒅𝑰
𝑳 + 𝑹𝑰 = 𝑬(𝒕)
𝒅𝒕
Where
𝑬(𝒕) is the voltage source
𝑳 is the inductance
𝑹 is the resistance

Example 1.22:
CASE 1 : 𝑬 𝒕 = 𝑬𝟎 (constant)
𝑑𝐼
𝐿 + 𝑅𝐼 = 𝐸0 1
𝑑𝑡
i) Write in the linear equation form
𝑑𝐼 𝑅 𝐸0
+ 𝐼=
𝑑𝑡 𝐿 𝐿
𝑅 𝐸0
𝑝 𝑡 = , 𝑞 𝑡 =
𝐿 𝐿
ii) Find the integrating factor, 𝝁 𝒕
𝑅
‫𝑡𝑑 𝐿 ׬‬
𝜇 𝑡 =𝑒
𝑅𝑡
= 𝑒 ൗ𝐿
iii) Multiply the DE with the integrating factor
𝑑 𝑅𝑡ൗ 𝑅𝑡 𝐸0
𝑒 𝐿 𝐼 = 𝑒 ൗ𝐿
𝑑𝑡 𝐿
iv) Integrate the equation to find 𝑰
𝑅𝑡ൗ 𝑅𝑡ൗ 𝐸0
𝑒 𝐿 𝐼 =න 𝑒 𝐿 𝑑𝑡
𝐿
1 𝑅𝑡ൗ 𝐸0 𝐿 𝐸0 −𝑅𝑡
𝐼 = 𝑅𝑡ൗ 𝑒 𝐿 +𝐶 = + 𝐶𝑒 ൗ𝐿
𝑒 𝐿 𝐿 𝑅 𝑅
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

Example 1.23:
CASE 2 : 𝑬 𝒕 = 𝑬𝟎 𝐬𝐢𝐧 𝒘𝒕 or 𝑬 𝒕 = 𝑬𝟎 𝐜𝐨𝐬 𝒘𝒕

Consider 𝐸 𝑡 = 𝐸0 sin 𝑤𝑡, the DE can be written as

𝑑𝐼
𝐿 + 𝑅𝐼 = 𝐸0 sin 𝑤𝑡
𝑑𝑡

i) Write into the linear equation form and determine 𝒑 𝒕 and 𝒒 𝒕

𝑑𝐼 𝑅 𝐸0
+ 𝐼= 𝑠𝑖𝑛 𝑤𝑡
𝑑𝑡 𝐿 𝐿
𝑅 𝐸0
𝑝 𝑡 = , 𝑞 𝑡 = sin 𝑤𝑡
𝐿 𝐿
ii) Find integrating factor, 𝝁 𝒕
𝑅
‫𝑡𝑑 𝐿 ׬‬
𝜇 𝑡 =𝑒
𝑅𝑡
= 𝑒 ൗ𝐿
iii) Multiply the DE with the integrating factor
𝑑 𝑅𝑡ൗ 𝑅𝑡 𝐸0
𝑒 𝐿 𝐼 = 𝑒 ൗ𝐿 𝑠𝑖𝑛 𝑤𝑡
𝑑𝑡 𝐿

iv) Integrate the equation to find 𝑰

1 𝐸0 𝑅𝑡
𝐼 = 𝑅𝑡 න 𝑒 ൗ𝐿 𝑠𝑖𝑛 𝑤𝑡 𝑑𝑡 (1)
𝑒 ൗ𝐿 𝐿
Differentiate Sign Integrate
𝑅𝑡ൗ +
𝑒 𝐿 sin 𝑤𝑡

𝑅 𝑅𝑡ൗ − 1
𝑒 𝐿 − cos 𝑤𝑡
𝐿 w
2 + 2
𝑅 𝑅𝑡 1
𝑒 ൗ𝐿 − sin 𝑤𝑡
𝐿 w

𝑅𝑡ൗ 1 R 𝑅𝑡ൗ
𝑒 𝐿 − cos 𝑤𝑡 − − 2 𝑒 𝐿 sin 𝑤𝑡 +
w w L
1 𝐸0
𝐼= 𝑅𝑡ൗ 2 2
𝑒 𝐿 𝐿 𝑅 1 𝑅𝑡ൗ
− න 𝑒 𝐿 sin 𝑤𝑡 𝑑𝑡
𝐿 w
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

2
𝐸0 𝐸0 R R 𝐸0 𝑅𝑡ൗ
𝐼= − cos 𝑤𝑡 + sin 𝑤𝑡 − 𝑅𝑡 න 𝑒 𝐿 sin 𝑤𝑡 2
w𝐿 wL2 wL 𝐿𝑒 ൗ𝐿
From (1)
𝑅𝑡ൗ 𝑅𝑡ൗ 𝐿
න 𝑒 𝐿 𝑠𝑖𝑛 𝑤𝑡 𝑑𝑡 = 𝑒 𝐿 𝐼 (3)
𝐸0
Replace (3) into (2)
2
𝐸0 𝐸0 𝑅 𝑅
𝐼= − cos 𝑤𝑡 + sin 𝑤𝑡 − 𝐼
𝑤𝐿 𝑤𝐿2 𝑤𝐿
2
R 𝐸0 𝐸0 𝑅
1+ 𝐼= − cos 𝑤𝑡 + sin 𝑤𝑡
wL w𝐿 𝑤𝐿2
1 𝐸0 𝐸0 𝑅
𝐼= − cos 𝑤𝑡 + sin 𝑤𝑡
R 2 w𝐿 𝑤𝐿2
1 + wL

Example 1.24

Two 9-volt batteries are connected to a series in which the inductance is

0.25 Henry and the resistance is 8 ohms. Determine the current, I(t) if the
initial current is zero. Then, determine I when 𝑡 → ∞ (steady state).
Example 1.25

Consider the circuit given in the figure below with R=4, L=2, and V=cos 3t.
Find the current, I(t) .

EXERCISE

1. A 30-volt electromotive force is applied to an LR series circuit in which

the inductance is 0.1 henry and the resistance is 15 ohms. Find the curve
𝑖(𝑡) if 𝑖 0 = 0. Determine the current as 𝑡 → ∞.

2. An electromotive force

120, 0 ≤ 𝑡 ≤ 20
𝐸(𝑡) ቊ
0, 𝑡 ≥ 20

is applied to an LR series circuit in which the inductance is 20 henries

and the resistance is 2 ohms. Find the current 𝑖(𝑡) if 𝑖 0 = 0.`
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

1.5.4 NEWTON’S SECOND LAW OF MOTION – VERTICAL MOTION

The Newton’s Second Law of Motion is given by

𝑑𝑉
𝑚 =𝐹
𝑑𝑡
Where
𝐹 is the external force
𝑚 is the mass of the body
𝑣 is the velocity of the body with the same direction with 𝐹
𝑡 is the time

Source: http://spiff.rit.edu/classes/phys311.old/lectures/freebody/freebody.html
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

Example 1.26:
A parachutist falling towards earth with velocity 𝑣. His acceleration is given by

𝑑𝑣
= 32 − 2𝑣.
𝑑𝑡

Assume that the parachutist starts from rest (i.e at 𝑡 = 0, 𝑣 0 = 0). Find the
velocity 𝑣 = 𝑣(𝑡) and the distance, 𝑥 = 𝑥(𝑡) that the parachutist has fallen
after 𝑡 seconds.

Solution:
CH1 – FIRST ORDER DIFFERENTIAL EQUATION

Example 1.27:
A particle moves vertically under the force of gravity against air resistance 𝑘𝑣 2 ,
where 𝑘 is a constant. The velocity 𝑣 at any time 𝑡 is given by the differential
equation
𝑑𝑣
= 𝑔 − 𝑘𝑣 2 .
𝑑𝑡
If the particle starts off from rest, show that
𝜆 𝑒 2𝜆𝑘𝑡 − 1
𝑣=
𝑒 2𝜆𝑘𝑡 + 1
𝑔
Such that 𝜆 = . Then find the velocity as the time approaches infinity.
𝑘

Solution:
i) Extract the information from the question
Initial Condition 𝑡 = 0, 𝑣 =
ii) Separate the DE

iii) Integrate the above equation

CH1 – FIRST ORDER DIFFERENTIAL EQUATION

Example 1.27 (continued):

1 1
=
𝜆2 − 𝑣 2 𝜆+𝑣 𝜆−𝑣

Using Partial Fraction

iv) Use the initial condition, 𝒕 = 𝟎, 𝒗 = 𝟎

v) Rearrange the equation

vi) Find the velocity as the time approaches infinity.