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MATH 7

Differential
Equations
Prepared by:
Engr. Mark Joseph Bugarin
CHAPTER
Introduction to
Differential Equations
Introduction to Differential Equations
SECTION 1 DEFINITIONS

Differential Equations

are equations involving derivatives of one


or more dependent variables with respect
to one or more independent variables.
Introduction to Differential Equations

𝑑2 𝑦 2
2
− 4𝑥𝑦 =0
𝑑𝑥

3 2
𝑑 𝑥 𝑑𝑥
𝑃 +𝑄 − 𝑅 sin 𝑡 = 0
𝑑𝑡 3 𝑑𝑡

𝜕2𝑚 𝜕2𝑚
2
+ 2 =𝑚
𝜕𝑠 𝜕𝑡
Introduction to Differential Equations

When an equation involves one or more


derivatives with respect to a particular
variable, that variable is called
independent variable.

A variable is called dependent variable if


a derivative of that variable occurs.
Introduction to Differential Equations
Dependent Variable

𝑑2 𝑦 2
2
− 4𝑥𝑦 =0
Independent Variable 𝑑𝑥

3 2
𝑑 𝑥 𝑑𝑥
𝑃 +𝑄 − 𝑅 sin 𝑡 = 0
𝑑𝑡 3 𝑑𝑡
Parameters

𝜕2𝑚 𝜕2𝑚
2
+ 2 =𝑚
𝜕𝑠 𝜕𝑡
Introduction to Differential Equations

CLASSIFICATION BY TYPE
Ordinary Differential Equations (ODEs) are
equations where the derivatives are taken
with respect to only one variable.
Partial Differential Equations (PDEs) are
equations that depend on partial
derivatives of several variables.
Introduction to Differential Equations

𝑑2 𝑦 2
2
− 4𝑥𝑦 =0
𝑑𝑥
Ordinary
Differential
Equations (ODE)
3 2
𝑑 𝑥 𝑑𝑥
𝑃 +𝑄 − 𝑅 sin 𝑡 = 0
𝑑𝑡 3 𝑑𝑡

Partial
𝜕2𝑚 𝜕2𝑚 Differential
2
+ 2 =𝑚 Equation (PDE)
𝜕𝑠 𝜕𝑡
Introduction to Differential Equations

CLASSIFICATION BY ORDER AND DEGREE


Order of a differential equation is the
order of the highest derivative appearing
in the equation.
Degree of a differential equation is the
power of the highest-order derivative.
Introduction to Differential Equations
Second Order (Order-Two)

𝑑2 𝑦 2
2
− 4𝑥𝑦 =0
𝑑𝑥
Second Degree

3 2
𝑑 𝑥 𝑑𝑥
𝑃 +𝑄 − 𝑅 sin 𝑡 = 0
𝑑𝑡 3 𝑑𝑡

𝜕2𝑚 𝜕2𝑚
2
+ 2 =𝑚
𝜕𝑠 𝜕𝑡
Introduction to Differential Equations

CLASSIFICATION BY LINEARITY

Linear Differential Equation is one in which the


dependent variable and its derivative appear
additive combinations of their power. The
dependent variable and all its derivatives are of first
degree. Each term of a linear equation has
coefficient and will only depends on the
independent variable.
Introduction to Differential Equations

𝑑2 𝑦 2
2
− 4𝑥𝑦 =0 Non-linear
𝑑𝑥

3 2
𝑑 𝑥 𝑑𝑥
𝑃 +𝑄 − 𝑅 sin 𝑡 = 0 Non-linear
𝑑𝑡 3 𝑑𝑡

𝜕2𝑚 𝜕2𝑚
2
+ 2 =𝑚 Linear
𝜕𝑠 𝜕𝑡
Introduction to Differential Equations

Exercise 1. Classification of Differential Equations


Classify the following differential equation as ordinary differential
equation (ODE) or a partial differential equation (PDE), give the order
and degree, and indicate the independent and dependent variable.
Indicate whether the equation is linear or nonlinear.

𝑑𝑦 𝑦(2 − 3𝑥 ሻ
1. =
𝑑𝑥 𝑥(1 − 3𝑦ሻ
(Competition between species)
Introduction to Differential Equations

Exercise 1. Classification of Differential Equations


Classify the following differential equation as ordinary differential
equation (ODE) or a partial differential equation (PDE), give the order
and degree, and indicate the independent and dependent variable.
Indicate whether the equation is linear or nonlinear.

2
𝑑 𝑦 𝑑𝑦
2. 1 − 𝑦 2 + 2𝑥
𝑑𝑥 𝑑𝑥
=0
(Flow of Gases through a porous medium – Kiddler’s Equation)
Introduction to Differential Equations

Exercise 1. Classification of Differential Equations


Classify the following differential equation as ordinary differential
equation (ODE) or a partial differential equation (PDE), give the order
and degree, and indicate the independent and dependent variable.
Indicate whether the equation is linear or nonlinear.

2
𝜕𝑁 𝜕 𝑁 1 𝜕𝑁
3. 𝜕𝑡
= 2 +
𝜕𝑟 𝑟 𝜕𝑟
+ 𝑘𝑁

(Nuclear Fission)
Introduction to Differential Equations

Exercise 1. Classification of Differential Equations


Classify the following differential equation as ordinary differential
equation (ODE) or a partial differential equation (PDE), give the order
and degree, and indicate the independent and dependent variable.
Indicate whether the equation is linear or nonlinear.

4
𝑑 𝑦
4. 8 4 = 𝑥(1 − 𝑥ሻ
𝑑𝑥
(Deflection of beams)
Introduction to Differential Equations

Exercise 1. Classification of Differential Equations


Classify the following differential equation as ordinary differential
equation (ODE) or a partial differential equation (PDE), give the order
and degree, and indicate the independent and dependent variable.
Indicate whether the equation is linear or nonlinear.

𝜕2𝑢 𝜕2𝑢
5. +
𝜕𝑥 2 𝜕𝑦 2
= 0
(Laplace’s equation)
Introduction to Differential Equations
SECTION 2 ELIMINATION OF ARBITRARY CONSTANTS

A constant is a number whose value is fixed.

An arbitrary constant is a constant whose value


could be assumed to be anything as long as it does
not depend on other variables within the equation.
Introduction to Differential Equations

One way of obtaining differential equation


is by the elimination of arbitrary constants
appearing on the equation. The resulting
differential equation must always have the
highest order equivalent to the number of
arbitrary constants.
Introduction to Differential Equations

Exercise 2. Elimination of Arbitrary Constants


Obtain the differential equation of the following equation
by elimination of arbitrary constants.

1. 2𝑥 2 − 7𝑥𝑦 2 = 𝐴
Introduction to Differential Equations

Exercise 2. Elimination of Arbitrary Constants


Obtain the differential equation of the following equation
by elimination of arbitrary constants.


2. 𝑦 = 𝑚𝑥 +
𝑚
ℎ not to be eliminated.
Introduction to Differential Equations

Exercise 2. Elimination of Arbitrary Constants


Obtain the differential equation of the following equation
by elimination of arbitrary constants.

3. 𝑥 = 𝐴 sin(𝜔𝑡 + 𝐵ሻ
𝜔 not to be eliminated.
Introduction to Differential Equations

Exercise 2. Elimination of Arbitrary Constants


Obtain the differential equation of the following equation
by elimination of arbitrary constants.

4. 2
𝑦 = 𝐴𝑥 + 𝐵𝑥𝑒 𝑥
Introduction to Differential Equations

Exercise 2. Elimination of Arbitrary Constants


Obtain the differential equation of the following equation
by elimination of arbitrary constants.

5. 𝑦 = 𝑥 2 + 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 3𝑥
Introduction to Differential Equations
SECTION 3 FAMILIES OF CURVES

General solution of a differential equation is an


expression that contains all possible solutions with C
as an arbitrary constant for all x in the interval.

2
Example: 𝑥 = 𝑦 − ln 𝑦 + 1 + 𝐶
Introduction to Differential Equations
SECTION 3 FAMILIES OF CURVES

Particular solution of a differential equation is an


expression that contains particular value of the
constant C, satisfying the initial conditions.

2
Example: 𝑥 = 𝑦 − ln 𝑦 + 1 + 2
Introduction to Differential Equations

Exercise 3. Families of Curves


Obtain the differential equation of the family of plane
curves given below. Sketch several representative
members of the family.
Straight Lines.

1. Straight lines passing through origin.


Introduction to Differential Equations

Exercise 3. Families of Curves


Obtain the differential equation of the family of plane
curves given below. Sketch several representative
members of the family.
Straight Lines.

2. Straight lines passing through (h, k).


Introduction to Differential Equations

Exercise 3. Families of Curves


Obtain the differential equation of the family of plane
curves given below. Sketch several representative
members of the family.
Straight Lines.

3. Straight lines with slope and y-intercept equal.


Introduction to Differential Equations

Exercise 3. Families of Curves


Obtain the differential equation of the family of plane
curves given below. Sketch several representative
members of the family.
Straight Lines.

4. Straight lines with slope and x-intercept equal.


Introduction to Differential Equations

Exercise 3. Families of Curves


Obtain the differential equation of the family of plane
curves given below. Sketch several representative
members of the family.
Straight Lines.
Straight lines at fixed distance P from
5. the origin.
Introduction to Differential Equations

Exercise 3. Families of Curves


Obtain the differential equation of the family of plane
curves given below. Sketch several representative
members of the family.
Circles

6. Circles with center at the origin.


Introduction to Differential Equations

Exercise 3. Families of Curves


Obtain the differential equation of the family of plane
curves given below. Sketch several representative
members of the family.
Circles

7. Circles with fixed radius, r, and tangent to x-axis.


Introduction to Differential Equations

Exercise 3. Families of Curves


Obtain the differential equation of the family of plane
curves given below. Sketch several representative
members of the family.
Circles

8. All circles.
Introduction to Differential Equations

Exercise 3. Families of Curves


Obtain the differential equation of the family of plane
curves given below. Sketch several representative
members of the family.
Parabolas

9. Parabolas with vertex on the x-axis, with axis


parallel to the y-axis and with distance from t he
focus to vertex fixed as a.
Introduction to Differential Equations

Exercise 3. Families of Curves


Obtain the differential equation of the family of plane
curves given below. Sketch several representative
members of the family.
Parabolas

10. Parabolas with vertex and focus on the x-axis.


Introduction to Differential Equations

Exercise 3. Families of Curves


Obtain the differential equation of the family of plane
curves given below. Sketch several representative
members of the family.
Parabolas

11. Parabolas with axis parallel to the x-axis.


Introduction to Differential Equations

Exercise 3. Families of Curves


Obtain the differential equation of the family of plane
curves given below. Sketch several representative
members of the family.
Cubics

12. Cubics 𝑐𝑦 2 = 𝑥 2 (𝑥 − 𝑎ሻ with a held fixed.


Introduction to Differential Equations

Exercise 3. Families of Curves


Obtain the differential equation of the family of plane
curves given below. Sketch several representative
members of the family.
Quartics

13. Quartics 𝑐 2 𝑦 2 = 𝑥(𝑥 − 𝑎ሻ3 with c held fixed.


Introduction to Differential Equations

Exercise 3. Families of Curves


Obtain the differential equation of the family of plane
curves given below. Sketch several representative
members of the family.
Cardioids

14. Cardioids 𝑟 = 𝑎(1 − sin 𝜃ሻ .


Introduction to Differential Equations

Exercise 3. Families of Curves


Obtain the differential equation of the family of plane
curves given below. Sketch several representative
members of the family.
Cissoids

15. Cissoids 𝑟 = 𝑎 sin 𝜃 tan 𝜃 .


Introduction to Differential Equations

Assignment 3. Introduction to Differential Equations

CLASSIFICATION OF DIFFERENTIAL EQUATIONS.


Classify the following differential equation as ordinary differential
equation (ODE) or a partial differential equation (PDE), give the order
and degree, and indicate the independent and dependent variable.
Indicate whether the equation is linear or nonlinear.

2
𝑑 𝑥 𝑑𝑥
1. 5 2 −4 + 9𝑥 = 2 cos 3𝑡
𝑑𝑡 𝑑𝑡
(Mechanical Vibrations, Electrical Circuits, Seismology)
Introduction to Differential Equations

Assignment 3. Introduction to Differential Equations

CLASSIFICATION OF DIFFERENTIAL EQUATIONS.


Classify the following differential equation as ordinary differential
equation (ODE) or a partial differential equation (PDE), give the order
and degree, and indicate the independent and dependent variable.
Indicate whether the equation is linear or nonlinear.
2
𝑑𝑦
2. 𝑦 1+
𝑑𝑥
=𝐶
(Brachistochrone Problem, Calculus of Variations)
Introduction to Differential Equations

Assignment 3. Introduction to Differential Equations

CLASSIFICATION OF DIFFERENTIAL EQUATIONS.


Classify the following differential equation as ordinary differential
equation (ODE) or a partial differential equation (PDE), give the order
and degree, and indicate the independent and dependent variable.
Indicate whether the equation is linear or nonlinear.

2
𝑑 𝑦 𝑑𝑦
3. 𝑑𝑥 2
− 0.1 1 − 𝑦 2
𝑑𝑥
+ 9𝑦 = 0
(van der Pol’s Equation, Triode Vacuum Tube)
Introduction to Differential Equations

Assignment 3. Introduction to Differential Equations

CLASSIFICATION OF DIFFERENTIAL EQUATIONS.


Classify the following differential equation as ordinary differential
equation (ODE) or a partial differential equation (PDE), give the order
and degree, and indicate the independent and dependent variable.
Indicate whether the equation is linear or nonlinear.

2
𝑑 𝑦 𝑑𝑦
4. 𝑥 2+
𝑑𝑥 𝑑𝑥
+ 𝑥𝑦 = 0
(Aerodynamics, Stress Analysis)
Introduction to Differential Equations

Assignment 3. Introduction to Differential Equations

CLASSIFICATION OF DIFFERENTIAL EQUATIONS.


Classify the following differential equation as ordinary differential
equation (ODE) or a partial differential equation (PDE), give the order
and degree, and indicate the independent and dependent variable.
Indicate whether the equation is linear or nonlinear.

2 2
𝜕 𝑢 𝜕 𝑢
5. 𝑑𝑡 2
=𝑐 2
𝑑𝑥 2
(Wave Equation)
Introduction to Differential Equations

Assignment 3. Introduction to Differential Equation

ELIMINATION OF ARBITRARY CONSTANTS

Obtain the differential equation of the following equation


by elimination of arbitrary constants.

6. 𝑥 sin 𝑦 + 𝑥 2 𝑦 = 𝐶𝑦
Introduction to Differential Equations

Assignment 3. Introduction to Differential Equation

ELIMINATION OF ARBITRARY CONSTANTS

Obtain the differential equation of the following equation


by elimination of arbitrary constants.

7. 𝑦 = 𝐴𝑥 − 𝐵 sin 𝑥
Introduction to Differential Equations

Assignment 3. Introduction to Differential Equation

ELIMINATION OF ARBITRARY CONSTANTS

Obtain the differential equation of the following equation


by elimination of arbitrary constants.

8. 𝑦 = 𝑐1 + 𝑐2 𝑒 4𝑥
Introduction to Differential Equations

Assignment 3. Introduction to Differential Equation

ELIMINATION OF ARBITRARY CONSTANTS

Obtain the differential equation of the following equation


by elimination of arbitrary constants.

9. 𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑥𝑒 𝑥
Introduction to Differential Equations

Assignment 3. Introduction to Differential Equation

ELIMINATION OF ARBITRARY CONSTANTS

Obtain the differential equation of the following equation


by elimination of arbitrary constants.

10. 𝑦 = 𝑐1 𝑒 2𝑥 cos 3𝑥 + 𝑐2 𝑒 2𝑥 sin 3𝑥


Introduction to Differential Equations

Assignment 3. Introduction to Differential Equation

FAMILIES OF CURVES
Obtain the differential equation of the family of plane
curves given below. Sketch several representative
members of the family.
Straight Lines

11. Straight lines with algebraic sum of the intercepts


fixed as k.
Introduction to Differential Equations

Assignment 3. Introduction to Differential Equation

FAMILIES OF CURVES
Obtain the differential equation of the family of plane
curves given below. Sketch several representative
members of the family.
Circles

12. Circles with center on the line 𝑦 = −𝑥 and


passing through origin.
Introduction to Differential Equations

Assignment 3. Introduction to Differential Equation

FAMILIES OF CURVES
Obtain the differential equation of the family of plane
curves given below. Sketch several representative
members of the family.
Parabolas

13. Parabolas with axis parallel to x-axis and with


distance from the vertex to focus fixed as k.
Introduction to Differential Equations

Assignment 3. Introduction to Differential Equation

FAMILIES OF CURVES
Obtain the differential equation of the family of plane
curves given below. Sketch several representative
members of the family.
Strophoids

14. Strophoids 𝑟 = 𝑎 (sec 𝜃 + tan 𝜃ሻ .


Introduction to Differential Equations

Assignment 3. Introduction to Differential Equation


FAMILIES OF CURVES
Obtain the differential equation of the family of plane
curves given below. Sketch several representative
members of the family.
Confocal Central Conics

15. Confocal central conics, with a and b held fixed.


𝑥2 𝑦2
2
+ 2 =1
𝑎 +𝜆 𝑏 +𝜆
CHAPTER
First - Order
Differential Equations
First – Order Differential Equations
SECTION 1 SEPARABLE EQUATIONS

A simple class of first-order differential


equations that can be solved using
integration is the class of separable
equations.
First – Order Differential Equations
SECTION 1 SEPARABLE EQUATIONS

A first-order differential equation is separable if it


can be written
𝑑𝑦
from = 𝑓(𝑥, 𝑦ሻ
𝑑𝑥

to ℎ 𝑦 𝑑𝑦 = 𝑔 𝑥 𝑑𝑥
First – Order Differential Equations
SECTION 1 SEPARABLE EQUATIONS

𝑦 ln 𝑥 ln 𝑦 𝑑𝑥 + 𝑑𝑦 = 0
𝑥+𝑦
𝑒 sin 𝑥 𝑑𝑦 + 3𝑑𝑥 = 0
𝑥
sec 𝑑𝑦 = sin 𝑦 𝑑𝑥
𝑦
𝑥𝑦𝑑𝑥 + 𝑥 2 + 𝑦 2 𝑑𝑦 = 0
First – Order Differential Equations

Exercise 1. Separable Equations

Obtain the general and particular solution of the following


separable equations.

1. 1 + 𝑥 𝑑𝑦 − 𝑦𝑑𝑥 = 0
when 𝑥 = 0 and 𝑦 = 2
First – Order Differential Equations

Exercise 1. Separable Equations

Obtain the general and particular solution of the following


separable equations.

2. 𝑦𝑑𝑦 = 𝑥𝑒 −𝑦 cos 𝑥 𝑑𝑥
when 𝑥 = 𝜋 and 𝑦 = 1
First – Order Differential Equations

Exercise 1. Separable Equations

Obtain the general and particular solution of the following


separable equations.

3. 𝑑𝑟 = 𝑏 (cos 𝜃 𝑑𝑟 + 𝑟 sin 𝜃 𝑑𝜃ሻ


1 𝜋
when 𝑟 = and 𝜃 =
2 6
First – Order Differential Equations

Exercise 1. Separable Equations

Obtain the general and particular solution of the following


separable equations.

4. 𝑥𝑦 2 𝑑𝑥 + 𝑒 𝑥 𝑑𝑦 = 0
1
when 𝑥 → ∞ and 𝑦 →
2
First – Order Differential Equations

Exercise 1. Separable Equations

Obtain the general and particular solution of the following


separable equations.

5. sin 𝑥 sin 𝑦 + cos 𝑥 cos 𝑦 𝑦′ = 0


𝜋 5𝜋
when 𝑥 = and 𝑦 =
4 2
First – Order Differential Equations
SECTION 2 HOMOGENEOUS EQUATIONS

The function 𝑓(𝑥, 𝑦ሻ is said to be


homogenous of degree k in x and y if,
and only if,
𝑘
𝑓 𝜆𝑥, 𝜆𝑦 = 𝜆 𝑓(𝑥, 𝑦ሻ
First – Order Differential Equations
SECTION 2 HOMOGENEOUS EQUATIONS

THEOREM 1
If 𝑀(𝑥, 𝑦ሻ and 𝑁(𝑥, 𝑦ሻ are both
homogenous and of the same degree,
𝑀(𝑥,𝑦ሻ
the function is homogenous of
𝑁(𝑥,𝑦ሻ
degree zero.
First – Order Differential Equations
SECTION 2 HOMOGENEOUS EQUATIONS

THEOREM 2
If 𝑓(𝑥, 𝑦ሻ is homogenous of degree zero in
𝑦
x and y, 𝑓(𝑥, 𝑦ሻ is a function of alone.
𝑥
First – Order Differential Equations
SECTION 2 HOMOGENEOUS EQUATIONS

PROOF
Theorem 2 states that if 𝑓(𝑥, 𝑦ሻ is
homogenous of degree zero, 𝑓(𝑥, 𝑦ሻ is a
𝑦
function of 𝑣 alone, where 𝑣 = .
𝑥

𝑓 𝑥, 𝑦 = 𝑓 𝑥, 𝑣𝑥 = 𝑥 0 1, 𝑣 = 𝑓(1, 𝑣ሻ
First – Order Differential Equations
SECTION 2 HOMOGENEOUS EQUATIONS

4𝑥 2 − 3𝑥𝑦 + 𝑦 2

2𝑥
𝑥2 + 𝑦2 𝑒 𝑦 + 4𝑥𝑦

𝑥 ln 𝑥 − 𝑦 ln 𝑦
First – Order Differential Equations
SECTION 2 HOMOGENEOUS EQUATIONS

Suppose that the coefficients 𝑀 and 𝑁 in


an equation of order one,

𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0

are both homogenous functions and are


of the same degree in 𝑥 and 𝑦.
First – Order Differential Equations
SECTION 2 HOMOGENEOUS EQUATIONS

𝑀
From Theorems 1 and 2, the ratio is a
𝑁
𝑦
function of alone. Hence
𝑥

𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0

may be put in the form

𝑑𝑦 𝑦
+𝑔 =0
𝑑𝑥 𝑥
First – Order Differential Equations
SECTION 2 HOMOGENEOUS EQUATIONS

This suggests the introduction of a new


variable 𝑣 by putting 𝑦 = 𝑣𝑥.

𝑑𝑣
𝑥 +𝑣+𝑔 𝑣 =0
𝑑𝑥

in which the variables are separable.


First – Order Differential Equations

Exercise 2. Homogenous Equations

Obtain the general solution of the following equations.

1. 2 2
𝑥 − 𝑥𝑦 + 𝑦 𝑑𝑥 − 𝑥𝑦𝑑𝑦 = 0
First – Order Differential Equations

Exercise 2. Homogenous Equations

Obtain the general solution of the following equations.

2. 2 2
𝑥𝑦𝑑𝑥 − (𝑥 + 𝑦 ሻ𝑑𝑦 = 0
First – Order Differential Equations

Exercise 2. Homogenous Equations

Obtain the general solution of the following equations.

3. 2 2
2(2𝑥 + 𝑦 ሻ𝑑𝑥 − 𝑥𝑦𝑑𝑦 = 0
First – Order Differential Equations

Exercise 2. Homogenous Equations

Obtain the general solution of the following equations.

4. 2 ′ 2
𝑥 𝑦 = 4𝑥 + 7𝑥𝑦 + 2𝑦 2
First – Order Differential Equations

Exercise 2. Homogenous Equations

Obtain the general solution of the following equations.

5. 𝑥 − 𝑦 4𝑥 + 𝑦 𝑑𝑥 + 𝑥 5𝑥 − 𝑦 𝑑𝑦 = 0
First – Order Differential Equations
SECTION 3 EXACT EQUATIONS

Consider the differential equation of the form.

𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0

in which the separation of variables may not


be possible.
First – Order Differential Equations
SECTION 3 EXACT EQUATIONS

Suppose that a function 𝐹 𝑥, 𝑦 can be found


that has for its differential the expression.

𝑑𝐹 = 𝑀𝑑𝑥 + 𝑁𝑑𝑦

Then certainly , 𝐹 𝑥, 𝑦 = 𝐶
It follows that, 𝑑𝐹 = 0

0 = 𝑀𝑑𝑥 + 𝑁𝑑𝑦
First – Order Differential Equations
SECTION 3 EXACT EQUATIONS

Total Derivative 𝑑𝐹 = 𝑀𝑑𝑥 + 𝑁𝑑𝑦


Partial Derivative of F
with respect to y
treating x as constant
Partial Derivative of F
with respect to x
treating y as constant
First – Order Differential Equations
SECTION 3 EXACT EQUATIONS

𝑑𝐹 = 𝑀𝑑𝑥 + 𝑁𝑑𝑦

𝜕𝐹 Partial Derivative of F
𝑀= = 𝐹𝑥 with respect to x
𝜕𝑥 treating y as constant

𝜕𝐹 Partial Derivative of F
𝑁= = 𝐹𝑦 with respect to y
𝜕𝑦 treating x as constant
First – Order Differential Equations
SECTION 3 EXACT EQUATIONS

𝑑𝐹 = 𝑀𝑑𝑥 + 𝑁𝑑𝑦

𝜕𝑀 𝜕2𝐹 Partial Derivative of


= 𝑀𝑦 = = 𝐹𝑥𝑦 𝑭𝒙 with respect to y
𝜕𝑦 𝜕𝑥𝜕𝑦 treating x as constant

𝜕𝑁 𝜕2𝐹 Partial Derivative of


= 𝑀𝑥 = = 𝐹𝑦𝑥 𝑭𝒚 with respect to x
𝜕𝑥 𝜕𝑦𝜕𝑥 treating y as constant
First – Order Differential Equations
SECTION 3 EXACT EQUATIONS

A differential equation is said to be exact if,

𝐹𝑥𝑦 = 𝐹𝑦𝑥
First – Order Differential Equations

Exercise 3. Exact Equations

Obtain the general solution of the following equations.

1. 𝑥 + 𝑦 𝑑𝑥 + (𝑥 − 𝑦ሻ𝑑𝑦 = 0
First – Order Differential Equations

Exercise 3. Exact Equations

Obtain the general solution of the following equations.

2. 3
3𝑥 𝑥𝑦 − 2 𝑑𝑥 + 𝑥 + 2𝑦 𝑑𝑦 = 0
First – Order Differential Equations

Exercise 3. Exact Equations

Obtain the general solution of the following equations.

3. 3 2 2
2𝑥 − 𝑥𝑦 − 2𝑦 + 3 𝑑𝑥 − 𝑥 𝑦 + 2𝑥 𝑑𝑦 = 0
First – Order Differential Equations

Exercise 3. Exact Equations

Obtain the general solution of the following equations.

4. 2
2𝑥𝑦 − tan 𝑦 𝑑𝑥 + 𝑥 − 𝑥 𝑠𝑒𝑐 𝑦 𝑑𝑦 = 02
First – Order Differential Equations

Exercise 3. Exact Equations

Obtain the general solution of the following equations.

5. sin 𝜃 − 2𝑟 𝑐𝑜𝑠 2 𝜃 𝑑𝑟 + 𝑟 cos 𝜃 2𝑟 sin 𝜃 + 1 𝑑𝜃 = 0


First – Order Differential Equations
SECTION 4 LINEAR EQUATIONS

If an equation is not exact, it is natural to


attempt to make it exact by introduction of
an appropriate factor, which is then called
“integrating factor”.

The existence of integrating factor can be


demonstrated on one important class of
equations, the Order-One Linear Equation.
First – Order Differential Equations
SECTION 4 LINEAR EQUATIONS

An equation that is linear and of order one in


the dependent variable ‘y’ must by definition
be of the standard form,

𝑑𝑦
+ 𝑷 𝑥 𝑦 = 𝑸(𝑥ሻ
𝑑𝑥
First – Order Differential Equations
SECTION 4 LINEAR EQUATIONS

The integrating factor, 𝒗 , for linear equations


with y as dependent variable, can be expressed
as;

‫𝑥𝑑 𝑥 𝑃 ׬‬
𝑣=𝑒
First – Order Differential Equations
SECTION 4 LINEAR EQUATIONS

And the solution for the order-one linear


equations with y as dependent is,

𝑣𝑦 = න 𝑣𝑄(𝑥ሻ
First – Order Differential Equations

Exercise 4. Linear Equations

Obtain the general solution of the following equations.

1. 2
2 𝑦 − 4𝑥 𝑑𝑥 + 𝑥𝑑𝑦 = 0
First – Order Differential Equations

Exercise 4. Linear Equations

Obtain the general solution of the following equations.

2. 𝑦𝑑𝑥 + 3𝑥 − 𝑥𝑦 + 2 𝑑𝑦 = 0
First – Order Differential Equations

Exercise 4. Linear Equations

Obtain the general solution of the following equations.

3. 𝑥 5 + 3𝑦 𝑑𝑥 − 𝑥𝑑𝑦 = 0
First – Order Differential Equations

Exercise 4. Linear Equations

Obtain the general solution of the following equations.

4. 2
2𝑦 𝑦 − 𝑥 𝑑𝑦 = 𝑑𝑥
First – Order Differential Equations

Exercise 4. Linear Equations

Obtain the general solution of the following equations.

5. ′
𝑦 = csc 𝑥 + 𝑦 cot 𝑥
First – Order Differential Equations
SECTION 5 INTEGRATING FACTORS FOUND BY INSPECTION
First – Order Differential Equations

Exercise 5. Integrating Factors found by Inspection

Obtain the general solution of the following equations.

1. 3 2
𝑦𝑑𝑥 + 𝑥 + 𝑥 𝑦 𝑑𝑦 = 0
First – Order Differential Equations

Exercise 5. Integrating Factors found by Inspection

Obtain the general solution of the following equations.

2. 𝑦 𝑥 3 − 𝑦 𝑑𝑥 − 𝑥 𝑥 3 + 𝑦 𝑑𝑦 = 0
First – Order Differential Equations

Exercise 5. Integrating Factors found by Inspection

Obtain the general solution of the following equations.

3. 3𝑥 2 𝑦𝑑𝑥 + 𝑦 4 − 𝑥 3 𝑑𝑦 = 0
First – Order Differential Equations

Exercise 5. Integrating Factors found by Inspection

Obtain the general solution of the following equations.

4. 𝑥 2 + 𝑦 2 + 1 𝑑𝑥 + 𝑥 𝑥 − 2𝑦 𝑑𝑦 = 0
First – Order Differential Equations
SECTION 6 Determination of Integrating Factor

Integrating factors can be expressed in the following


rules:

1 𝜕𝑀 𝜕𝑀
a. If − = 𝑓(𝑥ሻ, a function of x alone, then;
𝑁 𝜕𝑦 𝜕𝑥
𝒗 = 𝑒‫𝑓 ׬‬ 𝑥 𝑑𝑥

1 𝜕𝑀 𝜕𝑁
b. If − = 𝑔(𝑦ሻ, a function of y alone, then;
𝑀 𝜕𝑦 𝜕𝑥
𝒗 = 𝑒 ‫ ׬‬−𝑔 𝑦 𝑑𝑦
First – Order Differential Equations

Exercise 6. Determination of Integrating Factor

Obtain the general solution of the following equations.

1. 2 2
𝑥 + 𝑦 + 1 𝑑𝑥 + 𝑥 𝑥 − 2𝑦 𝑑𝑦 = 0
First – Order Differential Equations

Exercise 6. Determination of Integrating Factor

Obtain the general solution of the following equations.

2. 2 2
𝑦 𝑑𝑥 + 3𝑥𝑦 + 𝑦 − 1 = 0
First – Order Differential Equations

Exercise 6. Determination of Integrating Factor

Obtain the general solution of the following equations.

3. 𝑥𝑦 + 1 𝑑𝑥 + 𝑥 𝑥 + 4𝑦 − 2 𝑑𝑦 = 0
First – Order Differential Equations

Exercise 6. Determination of Integrating Factor

Obtain the general solution of the following equations.

4. 𝑦 𝑥 + 𝑦 + 1 𝑑𝑥 + 𝑥 𝑥 + 3𝑦 + 2 𝑑𝑦 = 0
First – Order Differential Equations

Exercise 6. Determination of Integrating Factor

Obtain the general solution of the following equations.

5. 2𝑦 2 + 3𝑥𝑦 − 2𝑦 + 6𝑥 𝑑𝑥 + 𝑥 𝑥 + 2𝑦 − 1 𝑑𝑦
First – Order Differential Equations
SECTION 7 Elementary Applications of Differential Equations

1. Newton’s Law of Universal Gravitation.


 Escape Velocity
2. Newton’s Law of Cooling.
3. Mixture Problems.
First – Order Differential Equations
SECTION 7 Elementary Applications of Differential Equations

1. Newton’s Law of Universal Gravitation.

The law states that every particle attracts every


other particle in the universe with a force which
is directly proportional to the product of their
masses and inversely proportional to the square
of the distance between their centers
First – Order Differential Equations
SECTION 7 Elementary Applications of Differential Equations

 Escape Velocity

The minimum velocity a moving body must


have to escape from the gravitational influence
of the massive body.
First – Order Differential Equations
SECTION 7 Elementary Applications of Differential Equations

1
𝑎∝ 2
𝑟
3
𝑚
𝐺 = 6.674 × 10−11
𝐺𝑀𝑚 𝑘𝑔. 𝑠 2
𝐹= 𝑀 = 5.972 × 1024 𝑘𝑔
𝑅𝑅2 = 6 371 𝑘𝑚
First – Order Differential Equations
SECTION 7 Elementary Applications of Differential Equations

2
2𝑔𝑅
𝑣2 = + 𝑣𝑒 2 − 2𝑔𝑅
𝑟
𝑣𝑒 = 2𝑔𝑅
First – Order Differential Equations

Exercise 7. Escape Velocity

1. The radius of the moon is roughly 1080 miles.


The acceleration of gravity at the surface of the
moon is about 16.5% of the acceleration of
gravity at the surface of the earth. Determine
the velocity of escape for the moon.

2. Calculate the escape velocity for Mars.


First – Order Differential Equations
SECTION 7 Elementary Applications of Differential Equations

2. Newton’s Law of Cooling.

The temperature of the body changes at a


rate that is proportional to the difference in
temperature between the outside medium
and the body itself.
First – Order Differential Equations
SECTION 7 Elementary Applications of Differential Equations

𝑑𝑇
∝ 𝑇 − 𝑇𝑠
𝑑𝑡
First – Order Differential Equations

Exercise 7. Newton’s Law of Cooling

1. A thermometer reading 18℉ is brought into


the room where the temperature is 70℉. One
minute later the thermometer reading is 31℉.

a. Determine the temperature reading as a


function of time.
b. Find the temperature reading 5 minutes
after the thermometer is first brought into
the room
You are called to the scene of a crime where
a dead body has just been found.
When you arrive on the scene at 10:23PM you
started the investigation. Immediately, the
temperature of the body is taken and is found to
be 80 ° F. You check the programmable
thermostat and finds that the room has been
kept at a constant 68°F for the past 3 days.
At 11:36PM, after the evidences have been
collected, the temperature of the body is taken
once more and found to be 78.5°F. The police
approached and asked you, “what time did the
victim die?” Assume the normal human body
temperature is 98.6 °F.
First – Order Differential Equations

Exercise 7. Newton’s Law of Cooling

2. At 9:00AM a thermometer reading 70℉ is


taken outdoors, where the temperature is 15℉.
At 9:05AM the thermometer reading is 45℉. At
9:10AM the thermometer is taken back indoors,
where the temperature is fixed as 70℉.

a. Find the reading at 9:20AM.


b. When will the reading shows the indoor
temperature?
First – Order Differential Equations
SECTION 7 Elementary Applications of Differential Equations

3. Mixture Problems.

𝑑𝑄
= 𝑄𝑖𝑛𝑝𝑢𝑡 − 𝑄𝑜𝑢𝑡𝑝𝑢𝑡
𝑑𝑡
First – Order Differential Equations

Exercise 7. Mixture Problems

1. A tank contains 80 gallons of pure water. A


brine solution with 2 lb/gal of salt enters at 2
gal/min, and a well-stirred mixture leaves at the
same rate.

a. Find the amount of salt in the tank at any


time.
b. Amount of salt after 2 minutes.
First – Order Differential Equations

Exercise 7. Mixture Problems

2. A tank has pure water flowing into it at 12


L/min. The contents of the tank are kept
thoroughly mixed, and the contents flow out at
10 L/min. Initially the tank contains 10 kg of salt in
100 L of water.

a. Find the amount of salt in the tank at any


time.
b. Amount of salt after 30 minutes.
First – Order Differential Equations
SECTION 8 Substitution Suggested by the Equation.

The general form of the Order-One Differential


Equation may not yield at once to the previous
methods. It may be possible by some change of
variables to transform the equation into a type
that we know how to solve.
First – Order Differential Equations

Exercise 8. Substitution Suggested by the Equation

Obtain the general solution of the following equations.

1. 3𝑥 − 2𝑦 + 1 𝑑𝑥 + 3𝑥 − 2𝑦 + 3 𝑑𝑦 = 0
First – Order Differential Equations

Exercise 8. Substitution Suggested by the Equation

Obtain the general solution of the following equations.

2. 𝑦 ′ = (9𝑥 + 4𝑦 + 1ሻ2
First – Order Differential Equations

Exercise 8. Substitution Suggested by the Equation

Obtain the general solution of the following equations.

3. sin 𝑦 𝑥 + sin 𝑦 𝑑𝑥 + 2𝑥 2 cos 𝑦 𝑑𝑦 = 0


First – Order Differential Equations
SECTION 9 Coefficients Linear in Two Variables

Consider a differential equation in the form


𝑎1 𝑥 + 𝑏1 𝑦 + 𝑐1 𝑑𝑥 + 𝑎2 𝑥 + 𝑏2 𝑦 + 𝑐2 𝑑𝑦 = 0

where 𝑎, 𝑏, and 𝑐 are constants


First – Order Differential Equations
SECTION 9 Coefficients Linear in Two Variables

If the lines;
𝑎1 𝑥 + 𝑏1 𝑦 + 𝑐1 = 0
𝑎2 𝑥 + 𝑏2 𝑦 + 𝑐2 = 0
are parallel, then 𝑎1 𝑥 + 𝑏1 𝑦 = 𝑎2 𝑥 + 𝑏2 𝑦
𝑢 = 𝑎1 𝑥 + 𝑏1 𝑦
𝑑𝑢 = 𝑎1 𝑑𝑥 + 𝑏1 𝑑𝑦
By substitution of 𝑢, the equation becomes
a separable equation.
First – Order Differential Equations
SECTION 9 Coefficients Linear in Two Variables

If the lines;
𝑎1 𝑥 + 𝑏1 𝑦 + 𝑐1 = 0
𝑎2 𝑥 + 𝑏2 𝑦 + 𝑐2 = 0
Will intersect a point ℎ, 𝑘 , then;
𝑥 =𝑢+ℎ
𝑦 =𝑢+𝑘
By substitution, the equation becomes a
homogenous equation.
First – Order Differential Equations

Exercise 9. Coefficients Linear in Two Variables

Obtain the general solution of the following equations.

1. 9𝑥 − 4𝑦 + 4 𝑑𝑥 + 2𝑥 − 𝑦 + 1 𝑑𝑦 = 0
First – Order Differential Equations

Exercise 9. Coefficients Linear in Two Variables

Obtain the general solution of the following equations.

2. 𝑥 + 2𝑦 − 1 𝑑𝑥 − 2𝑥 + 𝑦 − 5 𝑑𝑦 = 0
First – Order Differential Equations
SECTION 10 Bernoulli’s Equation

A first-order linear equation may be written in


the standard form discussed on Section 4,

𝑑𝑦
+ 𝑷 𝑥 𝑦 = 𝑸(𝑥ሻ
𝑑𝑥
First – Order Differential Equations
SECTION 10 Bernoulli’s Equation

And a Bernoulli’s Equation can be written in


standard form,

𝑑𝑦
+ 𝑷 𝑥 𝑦 = 𝑸(𝑥ሻ𝑦 𝑛
𝑑𝑥

It is a non-linear equation because of the


term containing 𝑦 𝑛 .
First – Order Differential Equations
SECTION 10 Bernoulli’s Equation

But by some rearrangements, it can also be


expressed as

−𝑛
𝑑𝑦
𝑦 + 𝑷 𝑥 𝑦1−𝑛 = 𝑸(𝑥ሻ
𝑑𝑥

If we let 𝑧 = 𝑦1−𝑛 and 𝑑𝑧 = (1 − 𝑛ሻ𝑦 −𝑛 𝑑𝑦 and


substitute to back to the equation, in terms
of 𝑧.
First – Order Differential Equations
SECTION 10 Bernoulli’s Equation

𝑑𝑧
+ 1−𝑛 𝑷 𝑥 𝑧 = 1−𝑛 𝑸 𝑥
𝑑𝑥

Which is now a linear equation in 𝑧 , and


solutions to linear equation can be used.
First – Order Differential Equations
SECTION 10 Bernoulli’s Equation

𝑑𝑧
+ 1−𝑛 𝑷 𝑥 𝑧 = 1−𝑛 𝑸 𝑥
𝑑𝑥
Integrating factor,
1−𝑛 𝑷 𝑥 𝑑𝑥
𝑣 = 𝑒‫׬‬

And the solution,


𝑣𝑧 = න 1 − 𝑛 𝑄 𝑥 𝑑𝑥
First – Order Differential Equations

Exercise 10. Bernoulli’s Equation

Obtain the general solution of the following equations.

1. 𝑦 ′ = 𝑦 − 𝑥𝑦 3 𝑒 −2𝑥
First – Order Differential Equations

Exercise 10. Bernoulli’s Equation

Obtain the general solution of the following equations.

2. 𝑥𝑦𝑑𝑥 + 𝑥 2 − 3𝑦 𝑑𝑦 = 0
First – Order Differential Equations

Exercise 10. Bernoulli’s Equation

Obtain the general solution of the following equations.

3. 6𝑦 2 𝑑𝑥 − 𝑥 2𝑥 3 + 𝑦 𝑑𝑦 = 0
CHAPTER
Laplace
Transformation
Laplace Transformation
SECTION 1 Laplace Transforms

Let 𝑓(𝑡ሻ be a function of 𝑡 defined for as positive


values of 𝑡, then the Laplace transforms of 𝑓(𝑡ሻ,
denoted by ℒ{𝑓 𝑡 } is defined by

−𝒔𝒕
𝓛𝒇 𝒕 = 𝑭(𝑠ሻ = න 𝒆 𝒇 𝒕 𝒅𝒕
𝟎
Provided that the integral exists. ‘s’ is the
parameter which may be real or complex
number.
Laplace Transformation

Exercise 1. Laplace Transforms

Find the Laplace transform of the following functions.

𝟏. 𝑓 𝑡 =𝑐
𝟐. 𝑓 𝑡 =𝑡
𝟑. 𝑓 𝑡 = 𝑡𝑛
𝑘𝑡
𝟒. 𝑓 𝑡 =𝑒
𝟓. 𝑓 𝑡 = sin 𝑘𝑡
𝟔. 𝑓 𝑡 = co𝑠 𝑘𝑡
Laplace Transformation
SECTION 2 Properties of Laplace Transformations

LINEARITY PROPERTY
Let 𝒂 and 𝒃 be any constants and 𝒇 and 𝒈 be any
function of 𝒕, then by definition;

𝓛 𝑎𝒇 𝑡 + 𝑏𝒈(𝑡ሻ = 𝑎𝓛 𝒇(𝑡ሻ + b𝓛 𝒈(𝑡ሻ


Laplace Transformation
SECTION 2 Properties of Laplace Transformations

FIRST-SHIFTING PROPERTY

If 𝓛 𝒇 𝑡 = 𝑭(𝑠ሻ, then,

𝓛 𝒆𝑎𝑡 𝒇 𝑡 = 𝑭(𝑠 − 𝑎ሻ
Laplace Transformation
SECTION 2 Properties of Laplace Transformations

MULTIPLICATION BY 𝒕𝒏

If 𝓛 𝒇 𝑡 = 𝑭(𝑠ሻ, then,
𝑛
𝑛 𝑛
𝑑
𝓛𝑡 𝒇 𝑡 = (−1ሻ 𝑛
𝑭(𝑠ሻ
𝑑𝑠
Laplace Transformation
SECTION 2 Properties of Laplace Transformations

TRANSFORM OF DERIVATIVE

If 𝒇′(𝑡ሻ be continuous and 𝓛 𝒇 𝑡 = 𝑭(𝑠ሻ, then,

𝓛 𝒇(𝑛ሻ 𝑡 = 𝑠 𝑛 𝑭 𝑠 − 𝑠 𝑛−1 𝒇 0 − 𝑠 𝑛−2 𝒇′ 0 − ⋯ − 𝒇 𝑛−1


(0ሻ
Laplace Transformation

Exercise 2. Properties of Laplace Transforms

Find the Laplace transform of the following functions.


3 2𝑡
𝟏. 𝑡 𝑒
𝟐. 𝑒 𝑡 cos 2𝑡
𝟑. sin 3𝑡 cos 𝑡
𝟒. 𝑓′′ 𝑡 if 𝑓 𝑡 = cos 4𝑡
𝟓. 𝑓′′ 𝑡 + 2𝑓′ 𝑡 + 3𝑓(𝑡ሻ if 𝑓 ′ 0 = 1 and 𝑓 0 = 3

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