Math 1B - Chapter 9 - Differential Equation

1) First Order Differential Equation

Definition 1 (Differential Equation). Any equation that relates a function (curve) with its
derivative(s), and also independent variable (sometimes) is called a differential equation and it is
written as
( )

Definition 2 (First Order Differential Equation). A relation between a function and its slope at any
points in its interval.
(

( )

1.1)Separable Equations
( ) ( )

Definition 3. Any first order D.E. in a form of

separable D.E.
This method was introduced by Leibniz in 1691.
( ) ( )
( )
( )

( )
( )

( ( ))

( )

Example 1.

Practice 1.
1.

2.
3. (
4.

)
( ( )

. ( )

( )
( )

( )

( )

is called

1.2)Population Growth, Compound Interest, Radioactive Decay

Suppose ( ) is the number of individuals in a population having constant birth and death rates
and . During a short time interval t, approximately ( ) births and ( ) deaths
occur, so
(
) ( )
And

where
The first order D.E.

( )

the initial population (

(
The exponential function
(
).

is a separable one. The solution is

).
is increasing if

Compound Interest:
Where
(

where

is

) and decreasing if

( )

and

( )

is the number of dollars in a saving account at time in years.

)

Radio Active Decay:

Where
(

( )

( )

and

( )

is the number of atoms of a certain radio active isotope at time .

1.3)Newtons Law of Cooling and Heating

The rate of change of temperature ( ) with respect to time of a body is proportional to the
difference between ( ) and the surrounding medium.
(

( )
1.4)Draining Tank (Torricellis Law)
The time rate of change of volume of water in a draining tank is proportional to the square root
of the depth of water in the tank.


).
where
(
If the tank is in a cylinder with vertical sides and cross sectional are , then

so

.
.

The solution is

/ .

1.5)Crossing Flowing River:

The line
(

are the banks of the river. The velocity of river

)

The summers direction angle

is
(

Falling object under gravitational acceleration and air resistance. (For low velocities)

for low velocity, drag force

( )
( )
b is called drag coefficient
( )
( )
( )
1.6)First Order Linear Equation
A D.E. which function (

) depends linearly on the dependent variable .

( )
( )
( )
( )
( )

( )

This method was discovered by Leibniz in 1691.

We want to force his D.E. (linear equation) to look like separable equation, so
(

Let multiple both side by ( )

( )
( ( ) )

We know

( )

( )

, ( )

( ) ( )

( )

( )
, ( ) -

( ) ( )
( )

( ) ( )-

( ) ( )

( ) ( )

( ) ( )
( ( ) )

( ) ( ))

We have to set:
( )

( ) ( )

( )
( )

( )
It is called integrating factor.
( ( ) )
( )
( )

( ) ( )

( ) ( )
( )

( ) ( )

( )

Example 2.

( ( )

( )
Practice 2.
. /

1.
2. (
3.
4.

)
(

(
)

)
)

( )
( )
Do the following by linear equation:

5.
(

6.

1.7)Mixture Problem:
Suppose in a tank with capacity , there is liter of solution with
amount of salt. At time
, at the rate of liter/sec, a salt solution with concentration of gram/liter pure into the
tank and after completely mixed with the solution in the tank, some goes out at the rate of
( )

with concentration

for

( )
(
(
Show that

) -

)
( )

, and then solve for ( ) for

1.8)R-C Circuit Problem:

Kirchhoffs 2nd Law states that sum of the voltage drop across the capacitator and the resistor
is equal to the voltage source of the series circuit.
( )
where

(time constant)

Show that 1. for constant ( ), the charge ( ) is ( )

is maximum charge and

/ where

is time constant

Show that 2. for constant ( )

, the current ( )
), the capacitor will be fully charged and then open the circuit. (i.e. no
After a long time (
more current pass across it).
Practice 3. solve R-C circuit with ( )

as its voltage source ( )

and ( )

1.9)R-L Circuit Problem

( )
( )
where

(time constant)

Show that 3. for constant ( ) the current ( ) is ( )

maximum and the rate of change of current

/ where

After a long time (

) the inductor will pass a constant current and it acts as a short circuit.
(i.e. a wire with no resistance).
Practice 4. Solve a R-C circuit and R-L circuit problem with zero voltage source.
Practice 5. Solve a R-L circuit problem with ( )
and describe the relation between
angular frequency of the voltage source and the current passing through the resistor.
Sometimes it is possible to solve a nonlinear equation by changing dependent variable
(transformation) to convert it into a linear equation. The most important class of such equations
( )
( ) and they are called Bernoulli equation after Jacob Bernoulli.
is of the form
1.10)Bernoulli Equation:
(This method of solution was found by Leibniz in 1696).
( )

( )

( )

( )

( )
(

) ( )

Lets make it look like a linear equation by

dividing both side by

( )
(

) ( )

Now, let

, so

It is a linear equation ( )
Use integrating factor to convert it to a
separable equation and then solve it. Then
transform it back to y(x)

Example 3.
Solve
Let

, then

and

(
(

Practice 6.
1.
2.
3.

)
( )

4.

Show that 4. Bernoulli equation

also separation of variable method.

and

can be solved by linear equation method and

1.11)Population Dynamics:
In case of population growth and decay, we can assume that rate of change of population is
proportional to the population with constant .

If

( ) (a non-linear D.E) but assuming ( ) is

is a function of the population then

linear
Given ( )
( )

.
and ( )

where
, where

is called the carrying capacity of the environment

and

1.12)Logistic Equation
(

Practice 7. Solve the above D.E. in two different methods:

1. Separation of variable.
2. Bernoullis method.
And then show that for ( )

, we have ( )

1.13)Resistance Proportional to Square of Velocity:

) so
can be found empirically in case mid-speed can be 2 (
. The choice of sign depends on the direction of motion which is always opposes.
| |

Drag force

use separation of variable to show ( )

Upward Motion:

( ) and also ( )

with

( ) and also ( )

with

Compare it for
We need to know {

|.

, then the terminal velocity | |

Since

use separation of variable to show ( )

Downward Motion:

1.14)Riccatis Equation:
( )
Suppose that some particular solution
( ).
obtained by

( )

( )

of this equation is known. A general solution can be

Show that 5. The substitution convert the Riccatis equation into

( ), a linear equation.
How do we find
(

( ) )

for Riccatis equations

Lets try

( ( )

(a line)

( )

Solve the above D.E.

(

( )

Practice 8.
1.
2.
(

3.

4.
( )

( )

( )

0
0
0

( )
( )

( )

Riccatis Equation
Separable Equation
Separable Equation
Linear Equation
Bernoullis Equation

( )
( )

( )
( )

( )

( )

1.15)Homogeneous and Non-homogeneous:

Isobaric
A differential equation of form
is dimensionally consistent when the
dimensionality of is some power of the dimensionality of .
(
)
(
)
(
)
(
)
Such equations are said to be isobaric and the substitution

or

/ reduces the

equation to a separable one.

Example 4. Find the transformation u for each:
(

1.

. /

2.
{
3.

. /
(
(

)
)

( )

)
(

)
(

)
(

The substitution

to avoid fractional powers.

Let
Solve the last example (problems).
1.

2.

3. (

It reduces the DE to
(

1.16 Exact Differential Equation:

Theorem 1. Let the function
holes in it) R, then

be continuous in a simply connected region (no

(

is an exact differential equation in R if and only if

is, there exists a vector function

such that

)
(

) at each point of R. That

is conservative in R.

Proof. First we show that if there is a function F such that

are true, then
Since
are continuous, this guarantees their equality

then
Since
know
(

then

( )

(
)

( )

(
)

is an exact DE. Now, lets construct (

) We

)
( )

)
)

)(

[ (

( )

)
)

(
(

Sometimes, it is not possible to find the solution explicitly.

Example 5. (

Show that it is an exact differential equation.

(
(
( )
(

( )

( )
( )

( )
)

Note: if the different equation is not an exact D.E and you try to solve it as the above-mentioned
method, then g(y) would be function of x and y together.
11.7)Integrating Factors:

)
(
)
If the differential equation (
an integrating factor (
) to make it exact.
(

) (

is not an exact D.E, then we multiply it by

(

) (

Now, we need to find such an integral factor. Since the above equation is exact, then
(

(
equation is very difficult partial differential equation to solve.
Let say

( ) usually this

is a function of x only
(

From the above equation (1) we have

(

Then ( )

factor.
Let say

is a function of y only

Same argument, find

(

Example 6.

( )

Example 7. (

( )

)
(

Practice 9.

(
)

(
(

)-

is an integrating

Other Method od Finding Integrating Factor:

( )

Case 1 if

( (

+
(

Example 8. (

( )

))
*

/ .

( )

(
(

)(

)
)

multiplied y the original D.E, the equation become

an exact D.E.
(

Practice 10.

(
(

Differential equations which can be reduce to homog. D.E: we already have seen
(transformation) that can solve a homogeneous D.E.
Example 9. (

)
(

(
(

)(

Practice 11.
(

.
(

/
(

1.18) Linear Operator:

Any operator that satisfies *

constant is a linear operator.

( )

* ( )+

( )+

* ( )+

are

Example 10. Which operator is a linear operator.

Integral operator (
Differential operator
Sine operator (
Log operator
(

1.18.1)

)
(

)
)
)

Order Differential Operator:

can operate on y to build a differential equation.

Homogeneous D.E ( )
Non-homogeneous D.E. ( )

( )

be solution of ( )
on an interval I. The linear combination

is also a solution on the interval and the set of ys is

called fundamental set of solutions on interval I.
Theorem 2. Let set

is a linear operator then , ( )

Proof. Since

(
( ) =0 then ( )

( )

( )

*
Definition 4. A set of function

if
has only the trivial solutions
linearly dependent.
*

Example 11. Set

( )

( )

( )

( )

called linearly independent on interval I,

otherwise, the set S is

(
)
*
+
all cs must be zero. But set
are linearly
dependent because one can write one of the function as linear combination of the others.

( )

( )

or

( )
( )

(
(

)
)

( )

Note:
For a system of equation {

given that det |

For a
( )
( )

one can determine:

order homogeneous differential equation ( )

( )
( ) as

( )

( )

( )

as boundary values and

Assignment for Group Project (Differential equations)

A- Solve the following in two different techniques.
1. (

3. (

5. (
(

8. (

(
)

)
(

)
(

( )
)

( )

15.

16.

20.

13.

14.

18. (

9.

( )

7.

11.

12.

)
( )

2.
4.

(
)

( )
/

6.

10.

17.

)
( )

19.
21.

)
(

( )

22. (

23. .

( )

( )
( ) is called Bernoullis equation.
B- Differential Equation of form ( )
Explain mathematically (step by step) how to convert it to a linear equation of form
( )
( )
( ) and then separation of variables. Solve the DE

(
)
C-The Logistic equation
1) Solve it in two different methods.
2) Show that the answers are the same.
3) Graph the solution.

( )

D)
1) A 200-volt voltage source is connected to an R-C series circuit. Find the charge q(t) on the
capacitor if I(0) = 0.4 Ampere.

Figure for problem D1

2) Given the circuit below with

Figure for problem D2

and

Henry and ( )

. Find ( ) if ( )

E-A thermometer is taken from an inside room to the outside where the air temperature is 5
F. After 1 minute the thermometer reads 55 F, and after 5 minutes the reading is 30 F. What
is the initial temperature of the thermometer?
F- A large tank is partially filled with 100 gallons of fluid in which 10 lb of salt is dissolved.
Brine containing lb of salt per gallon is pumped into the tank at a rate of 6 gallons per
minute. The well-mixed solution is then pumped out at a slower rate of 4 gallons per minute.
Find the number of pounds of salt in the tank after 30 minutes.

G- Find the orthogonal trajectory of

H- Prove the formula for integrating factor to solve a linear equation.

Separation of Variables Problems

1.
2. (

3.

6.

14. (

(
(

)
(

18. (

19. (
.

17.

7. (

20.
21.

10.
11.

16.

5.

9.

13. (

15.

4.

8.

12.

( )

22.

Solution for Practice Problems

Practice 1
(

( )

2.

| |

( )

3. (

| |

| |

| |

( )

)
(

)
(

)
( )

4.

. /

Practice 2
1.

. /

( )

. /

. /

. /

. /

3.

( )

(
(

,(

(
( )

( )

) (

,(

| |

( )
(

(
)

/
(

( )

( )

( )

Practice 3

( )
.
Practice 4
*

*
( )

( )

*
( )

( )

Practice 5

( )
.

Practice 6
1.
2.
3.

( )
(

4.

Solution for Assignment for group project

A- Solve the following in two different techniques.

( )
)
This equation can be solved in only one method
the integrating factor is

( )
( )
)
By the same method of problem o. The integrating factor is

( )
( )
( ) is called Bernoullis equation.
B- Differential Equation of form ( )
Explain mathematically (step by step) how to convert it to a linear equation of form
( )
( )
( ) and then separation of variables. Solve the DE

The idea is to make this Bernoullis equation in to first order linier equation.
In order to make this in to first order linier equation, we divide both sides by ( )
the

Bernoullis

( )

equation

then
(

( )

and

( )

( )

( )

( )

( )
(

( )

C-1) Solve it in two different methods.

Method 1.
(

C-The Logistic equation

( )

Let

. The integrating factor is

( )

Let

) . With this substitution we get

. We get

the equation becomes

.
Therefore,
(
)

( )

now we can find integrating factor.

divide by

becomes

so

( )

then
(

Therefore,

With initial condition ( )

, we can find C=0.

( )
Method 2.
From
Let

, divide both sides by

, then the equation becomes

.
Therefore, ( )

( )

and get

The integrating factor can be found by

by initial condition, C=1.

( )

C-2) Show that the answers are the same.

C-3) Graph the solution.

D- 1) A 200-volt voltage source is connected to an R-C series circuit. Find the charge q(t) on
the capacitor if I(0) = 0.4 Ampere.

Figure for problem D1

Solution:The voltage formula of capacitor is
and since the voltage drops when current
passes resistor and capacitor, we get equation
Because

the equation becomes

Change the equation to standard format

then the integrating factor is

( )
When t=0, we assume that q=0. Therefore, q(0)=0 so we get
( )

D-2) Given the circuit below with R 1 and L 1 Henry and V (t ) sin t . Find i(t ) if i(0) 0

Figure for problem D2

Solution:Because of the electromagnetic induction, the inductor resist to voltage source by
formula of
. Therefore we get
.
Since ( )
found by

, the equation becomes

. The integrating factor can be

because the standard form of the differential equation above is

. So we get
.

{
)

Therefore we get ( )

(
)

( )

. ( )
(

E-A thermometer is taken from an inside room to the outside where the air temperature is 5
F. After 1 minute the thermometer reads 55 F, and after 5 minutes the reading is 30 F. What
is the initial temperature of the thermometer?
Solution:Newtons law of cooling states

).

If we solve this equation,

When
When
When
We get
Therefore ( )

( )

F- A large tank is partially filled with 100 gallons of fluid in which 10 lb of salt is dissolved.
Brine containing lb of salt per gallon is pumped into the tank at a rate of 6 gallons per
minute. The well-mixed solution is then pumped out at a slower rate of 4 gallons per minute.
Find the number of pounds of salt in the tank after 30 minutes.

Solution:The most fundamental idea of solution to this problem is that the rate of change of
salt is the difference between rate in and out. Which could be written as
(
)
Let the function of amount of salt be A(t). The rate of salt coming in is

The rate of salt going out could not be calculated in numeric way
because the concentration of salt water keeps on changing respect to time. The concentration
( )
of saltwater of tank at time t is
because the amount of saltwater at time t is 100+2t.
( )

Therefore, the rate of salt going out could be described as

( )

From this, we get differential equation

( )

This equation can be transformed into a standard format

integrating factor

Solve by multiplying : (
(

( )

( )

(
)

)
)

( )

)
)

so we can find

) .
)

(
(

therefore, the salt at 30 min is A(30)=70.234

H- Prove the formula for integrating factor to solve a linear equation.

Solution:If we take a look at the general form of first order differential equation,
( )
( )
( ). This equation can be transformed into standard form
( )

( )

( )

( )

. The main idea is to make left side of equation integrable. To make this

possible, we multiply both side by unknown integrating factor ( ).

The equation becomes ( )
( )

( )
( )

( )

| ( )|

( )

( )

( )

. It is reasonable to think that if

( )

( ) the left side of equation becomes ( )

Then we can solve for y, ( )

From ( )

( )

( )
( )

( )

( )

( )

( )

( )

( )

( )

( )

( )
( )

( )

( )
( )

( )
( )

( )
( )

( ( ) ).
( )

( ) ( )
( )

( )

( )

So we get ( )

Solution for Separation of Variables Problems

1.

2. (

| |

|
(

3.

| |

| |

| |

| |

|
|

|
(

| |

7. (
(

)
|

|
(

9.

8.

| |

| |

| |

10.

| |

( )

11.

( )

( )

( )

(
(

12.

)
(

13. (

.
)

)
(

14. (

))

)(

( )

.
(

0(

*(

) .

15.
( ) ( )
( ) ( )

)(

( )

( )

)(

( )

( )

|
|
16.

|
|

|
|

| |

|
|

|
|

| |

17.

18. (

19. (

21.

20.

| |

| |

| |