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Differential
Equations
Prepared by:
Engr. Mark Joseph Bugarin
CHAPTER
Introduction to
Differential Equations
Introduction to Differential Equations
SECTION 1 DEFINITIONS
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
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
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
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
𝑑𝑦 𝑦(2 − 3𝑥 ሻ
1. =
𝑑𝑥 𝑥(1 − 3𝑦ሻ
(Competition between species)
Introduction to Differential Equations
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
2
𝜕𝑁 𝜕 𝑁 1 𝜕𝑁
3. 𝜕𝑡
= 2 +
𝜕𝑟 𝑟 𝜕𝑟
+ 𝑘𝑁
(Nuclear Fission)
Introduction to Differential Equations
4
𝑑 𝑦
4. 8 4 = 𝑥(1 − 𝑥ሻ
𝑑𝑥
(Deflection of beams)
Introduction to Differential Equations
𝜕2𝑢 𝜕2𝑢
5. +
𝜕𝑥 2 𝜕𝑦 2
= 0
(Laplace’s equation)
Introduction to Differential Equations
SECTION 2 ELIMINATION OF ARBITRARY CONSTANTS
1. 2𝑥 2 − 7𝑥𝑦 2 = 𝐴
Introduction to Differential Equations
ℎ
2. 𝑦 = 𝑚𝑥 +
𝑚
ℎ not to be eliminated.
Introduction to Differential Equations
3. 𝑥 = 𝐴 sin(𝜔𝑡 + 𝐵ሻ
𝜔 not to be eliminated.
Introduction to Differential Equations
4. 2
𝑦 = 𝐴𝑥 + 𝐵𝑥𝑒 𝑥
Introduction to Differential Equations
5. 𝑦 = 𝑥 2 + 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 3𝑥
Introduction to Differential Equations
SECTION 3 FAMILIES OF CURVES
2
Example: 𝑥 = 𝑦 − ln 𝑦 + 1 + 𝐶
Introduction to Differential Equations
SECTION 3 FAMILIES OF CURVES
2
Example: 𝑥 = 𝑦 − ln 𝑦 + 1 + 2
Introduction to Differential Equations
8. All circles.
Introduction to Differential Equations
2
𝑑 𝑥 𝑑𝑥
1. 5 2 −4 + 9𝑥 = 2 cos 3𝑡
𝑑𝑡 𝑑𝑡
(Mechanical Vibrations, Electrical Circuits, Seismology)
Introduction to Differential Equations
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
2
𝑑 𝑦 𝑑𝑦
4. 𝑥 2+
𝑑𝑥 𝑑𝑥
+ 𝑥𝑦 = 0
(Aerodynamics, Stress Analysis)
Introduction to Differential Equations
2 2
𝜕 𝑢 𝜕 𝑢
5. 𝑑𝑡 2
=𝑐 2
𝑑𝑥 2
(Wave Equation)
Introduction to Differential Equations
6. 𝑥 sin 𝑦 + 𝑥 2 𝑦 = 𝐶𝑦
Introduction to Differential Equations
7. 𝑦 = 𝐴𝑥 − 𝐵 sin 𝑥
Introduction to Differential Equations
8. 𝑦 = 𝑐1 + 𝑐2 𝑒 4𝑥
Introduction to Differential Equations
9. 𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑥𝑒 𝑥
Introduction to Differential Equations
FAMILIES OF CURVES
Obtain the differential equation of the family of plane
curves given below. Sketch several representative
members of the family.
Straight Lines
FAMILIES OF CURVES
Obtain the differential equation of the family of plane
curves given below. Sketch several representative
members of the family.
Circles
FAMILIES OF CURVES
Obtain the differential equation of the family of plane
curves given below. Sketch several representative
members of the family.
Parabolas
FAMILIES OF CURVES
Obtain the differential equation of the family of plane
curves given below. Sketch several representative
members of the family.
Strophoids
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
1. 1 + 𝑥 𝑑𝑦 − 𝑦𝑑𝑥 = 0
when 𝑥 = 0 and 𝑦 = 2
First – Order Differential Equations
2. 𝑦𝑑𝑦 = 𝑥𝑒 −𝑦 cos 𝑥 𝑑𝑥
when 𝑥 = 𝜋 and 𝑦 = 1
First – Order Differential Equations
4. 𝑥𝑦 2 𝑑𝑥 + 𝑒 𝑥 𝑑𝑦 = 0
1
when 𝑥 → ∞ and 𝑦 →
2
First – Order Differential 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
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
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
𝑑𝑦 𝑦
+𝑔 =0
𝑑𝑥 𝑥
First – Order Differential Equations
SECTION 2 HOMOGENEOUS EQUATIONS
𝑑𝑣
𝑥 +𝑣+𝑔 𝑣 =0
𝑑𝑥
1. 2 2
𝑥 − 𝑥𝑦 + 𝑦 𝑑𝑥 − 𝑥𝑦𝑑𝑦 = 0
First – Order Differential Equations
2. 2 2
𝑥𝑦𝑑𝑥 − (𝑥 + 𝑦 ሻ𝑑𝑦 = 0
First – Order Differential Equations
3. 2 2
2(2𝑥 + 𝑦 ሻ𝑑𝑥 − 𝑥𝑦𝑑𝑦 = 0
First – Order Differential Equations
4. 2 ′ 2
𝑥 𝑦 = 4𝑥 + 7𝑥𝑦 + 2𝑦 2
First – Order Differential Equations
5. 𝑥 − 𝑦 4𝑥 + 𝑦 𝑑𝑥 + 𝑥 5𝑥 − 𝑦 𝑑𝑦 = 0
First – Order Differential Equations
SECTION 3 EXACT EQUATIONS
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
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
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
𝐹𝑥𝑦 = 𝐹𝑦𝑥
First – Order Differential Equations
1. 𝑥 + 𝑦 𝑑𝑥 + (𝑥 − 𝑦ሻ𝑑𝑦 = 0
First – Order Differential Equations
2. 3
3𝑥 𝑥𝑦 − 2 𝑑𝑥 + 𝑥 + 2𝑦 𝑑𝑦 = 0
First – Order Differential Equations
3. 3 2 2
2𝑥 − 𝑥𝑦 − 2𝑦 + 3 𝑑𝑥 − 𝑥 𝑦 + 2𝑥 𝑑𝑦 = 0
First – Order Differential Equations
4. 2
2𝑥𝑦 − tan 𝑦 𝑑𝑥 + 𝑥 − 𝑥 𝑠𝑒𝑐 𝑦 𝑑𝑦 = 02
First – Order Differential Equations
𝑑𝑦
+ 𝑷 𝑥 𝑦 = 𝑸(𝑥ሻ
𝑑𝑥
First – Order Differential Equations
SECTION 4 LINEAR EQUATIONS
𝑥𝑑 𝑥 𝑃
𝑣=𝑒
First – Order Differential Equations
SECTION 4 LINEAR EQUATIONS
𝑣𝑦 = න 𝑣𝑄(𝑥ሻ
First – Order Differential Equations
1. 2
2 𝑦 − 4𝑥 𝑑𝑥 + 𝑥𝑑𝑦 = 0
First – Order Differential Equations
2. 𝑦𝑑𝑥 + 3𝑥 − 𝑥𝑦 + 2 𝑑𝑦 = 0
First – Order Differential Equations
3. 𝑥 5 + 3𝑦 𝑑𝑥 − 𝑥𝑑𝑦 = 0
First – Order Differential Equations
4. 2
2𝑦 𝑦 − 𝑥 𝑑𝑦 = 𝑑𝑥
First – Order Differential Equations
5. ′
𝑦 = csc 𝑥 + 𝑦 cot 𝑥
First – Order Differential Equations
SECTION 5 INTEGRATING FACTORS FOUND BY INSPECTION
First – Order Differential Equations
1. 3 2
𝑦𝑑𝑥 + 𝑥 + 𝑥 𝑦 𝑑𝑦 = 0
First – Order Differential Equations
2. 𝑦 𝑥 3 − 𝑦 𝑑𝑥 − 𝑥 𝑥 3 + 𝑦 𝑑𝑦 = 0
First – Order Differential Equations
3. 3𝑥 2 𝑦𝑑𝑥 + 𝑦 4 − 𝑥 3 𝑑𝑦 = 0
First – Order Differential Equations
4. 𝑥 2 + 𝑦 2 + 1 𝑑𝑥 + 𝑥 𝑥 − 2𝑦 𝑑𝑦 = 0
First – Order Differential Equations
SECTION 6 Determination of Integrating Factor
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
1. 2 2
𝑥 + 𝑦 + 1 𝑑𝑥 + 𝑥 𝑥 − 2𝑦 𝑑𝑦 = 0
First – Order Differential Equations
2. 2 2
𝑦 𝑑𝑥 + 3𝑥𝑦 + 𝑦 − 1 = 0
First – Order Differential Equations
3. 𝑥𝑦 + 1 𝑑𝑥 + 𝑥 𝑥 + 4𝑦 − 2 𝑑𝑦 = 0
First – Order Differential Equations
4. 𝑦 𝑥 + 𝑦 + 1 𝑑𝑥 + 𝑥 𝑥 + 3𝑦 + 2 𝑑𝑦 = 0
First – Order Differential Equations
5. 2𝑦 2 + 3𝑥𝑦 − 2𝑦 + 6𝑥 𝑑𝑥 + 𝑥 𝑥 + 2𝑦 − 1 𝑑𝑦
First – Order Differential Equations
SECTION 7 Elementary Applications of Differential Equations
Escape Velocity
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
𝑑𝑇
∝ 𝑇 − 𝑇𝑠
𝑑𝑡
First – Order Differential Equations
3. Mixture Problems.
𝑑𝑄
= 𝑄𝑖𝑛𝑝𝑢𝑡 − 𝑄𝑜𝑢𝑡𝑝𝑢𝑡
𝑑𝑡
First – Order Differential Equations
1. 3𝑥 − 2𝑦 + 1 𝑑𝑥 + 3𝑥 − 2𝑦 + 3 𝑑𝑦 = 0
First – Order Differential Equations
2. 𝑦 ′ = (9𝑥 + 4𝑦 + 1ሻ2
First – Order Differential Equations
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
1. 9𝑥 − 4𝑦 + 4 𝑑𝑥 + 2𝑥 − 𝑦 + 1 𝑑𝑦 = 0
First – Order Differential Equations
2. 𝑥 + 2𝑦 − 1 𝑑𝑥 − 2𝑥 + 𝑦 − 5 𝑑𝑦 = 0
First – Order Differential Equations
SECTION 10 Bernoulli’s Equation
𝑑𝑦
+ 𝑷 𝑥 𝑦 = 𝑸(𝑥ሻ
𝑑𝑥
First – Order Differential Equations
SECTION 10 Bernoulli’s Equation
𝑑𝑦
+ 𝑷 𝑥 𝑦 = 𝑸(𝑥ሻ𝑦 𝑛
𝑑𝑥
−𝑛
𝑑𝑦
𝑦 + 𝑷 𝑥 𝑦1−𝑛 = 𝑸(𝑥ሻ
𝑑𝑥
𝑑𝑧
+ 1−𝑛 𝑷 𝑥 𝑧 = 1−𝑛 𝑸 𝑥
𝑑𝑥
𝑑𝑧
+ 1−𝑛 𝑷 𝑥 𝑧 = 1−𝑛 𝑸 𝑥
𝑑𝑥
Integrating factor,
1−𝑛 𝑷 𝑥 𝑑𝑥
𝑣 = 𝑒
1. 𝑦 ′ = 𝑦 − 𝑥𝑦 3 𝑒 −2𝑥
First – Order Differential Equations
2. 𝑥𝑦𝑑𝑥 + 𝑥 2 − 3𝑦 𝑑𝑦 = 0
First – Order Differential Equations
3. 6𝑦 2 𝑑𝑥 − 𝑥 2𝑥 3 + 𝑦 𝑑𝑦 = 0
CHAPTER
Laplace
Transformation
Laplace Transformation
SECTION 1 Laplace Transforms
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;
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