10/19/2012

1
CHAPTER 2
DIFFERENTIAL
EQUATION
1
2.1 INTRODUCTION TO
DIFFERENTIAL EQUATION
OBJECTIVES : At the end of the lesson, students will be
able to
1) define differential equations
2) understand degree, order and solution
3) define differential equations of separable
variable type
4) solve differential equations of separable variable
type
2
Introduction
A simple type of differential equation is
We integrate it to produce the required solution.
In many practical situations such as population
growth, radioactive decay, chemical mixture,
temperature cooling, velocity and acceleration
problem and etc. we have much more
interesting differential equations
3
2
= x
dx
dy
3
1) Definitions
2) Differential equations with
separable variables
3) Linear first-order differential
equations
4
Definition 1
A differential equation (DE) is one which
relates an independent or dependent variables
with one or more derivatives.
Examples of differential equations:
a)
( )dx x dy 3
2
+ =
b)
5 2
3
+ = x
dx
dy
c)
x y
dx
dy
sin
2
2
= + |
.
|

\
|
d)
0 7 4 3
2
2
= +
dx
dy
dx
y d
5
Definition 2
Order is the highest derivative in a differential
equation.
Degree is the highest power of the highest
derivative which occurs in a differential
equation.
Examples: a)
8 2 3
3
2
2
= + |
.
|

\
|
+ y x
dx
dy
dx
y d
This DE has order 2 (the highest derivative appearing is the second
derivative) and degree 1 (the power of the highest derivative is 1.)
6
10/19/2012
2
b)
This DE has order 1 (the highest derivative appearing
is the first derivative) and degree 5 (the power of the
highest derivative is 5.)
( ) ( ) y x x
dx
dy
sin sin 3 2
5
= |
.
|

\
|
( ) ( ) 3 5 ' 2 "
7 4
= + y y y
This DE has order 2 (the highest derivative appearing
is the second derivative) and degree 4 (the power of
the highest derivative is 4.)
c)
7
Definition 3
General solution The general solution
of a differential equation contains an
arbitrary constant c.
Particular solution - The particular
solution of a differential equation
contains a specified initial value and
containing no constant.
8
Differential Equations with
Separable Variables
Definition 4
Differential equations with separable variables Differential
equations in which the variables can be algebraically separated.
Some differential equations can be solved by the method of
separation of variables. It is the technique used when integrals were
antiderivatives. A differential equation is separable if it can be
written in the form
( ) ( ) 0 = + dy y N dx x M
The method for solving separable differential equations is to
separate the variables so that the ( ) y N
is with dy and the
( ) x M
is with the dx, where ( ) y N is a function of y only and
( ) x M
is a function of x only. Once we can write it in the above form, all
we do is integrate throughout, to obtain our general solution.
9
Below are examples of general solution for the
differential equations.
Example 1:
, where and
This is already in the required form, so we
simply integrate:
, c is constant
0
3 2
= + dx x dy y ( )
3
x x M =
( )
2
y y N =
c dx x dy y = +
} }
3 2
c
x y
= +
4 3
4 3
10
In this chapter we only deal with first
order, first degree differential equations.
A solution for a differential equation is a
function whose elements and derivatives
may be substituted into the differential
equation. There are two types of solution
for differential equations.
11
Example 2:
( ) ( ) 0 1 1 = + +
dx
dy
y x x y
First we must separate the variables:
( ) ( ) 0 1 1 = + + dy y x dx x y Multiply throughout by dx
( )
( )
0
1
1 =
+
+
y
dy y x
dx x
Divide throughout by y
( ) ( )
0
1 1
=
+
+

y
dy y
x
dx x
Divide throughout by x
12
10/19/2012
3
This gives us: 0
1
1
1
1 =
|
|
.
|

\
|
+ + |
.
|

\
|
dy
y
dx
x
where
( ) |
.
|

\
|
=
x
x M
1
1
and ( )
|
|
.
|

\
|
+ =
y
y N
1
1
We now integrate,
( )
constant is
1
1
1
1
c , c
x
y
ln y x
c x ln y ln y x
c y ln y x ln x
c dy
y
dx
x
= |
.
|

\
|
+ +
= + +
= + +
=
|
|
.
|

\
|
+ + |
.
|

\
|

} }
13
Example 3
( )
2
1 y
dx
dy
e
x
=

First we must separate the variables:

( ) dx y dy e
x 2
1 =

Multiply throughout by dx
( )
dx
e
y
dy
x

=
2
1
Divide throughout by
x
e

( )
dx
e
dy
y
x
=

1
1
1
2
Divide throughout by ( )
2
1 y
14
This gives us: ( ) dx e dy y
x
=
2
1
We now integrate:
( )
( )
( )
( )
constant is ,
1
1
1 1
1
1
1
2
c c e
y
c e
y
dx e dy y
x
x
x
+ =

+ =

} }
15
2.2 Separable Variables and
Integrating Factors
Example 1:
Solve the differential equation
0 1
2
= +
dx
dy
ye x x
y
First we must separate the variables:
c dy ye dx x x
dy ye dx x x
y
y
= +
= +
} }
1
0 1
2
2
Consider dx x x 1
2
+
:
16
By using substitution,
Let
1
2
+ = x t
x
dt
dx
x
dx
dt
2
2
=
=
( ) c x
c t
c
t
dt t
x
dt
t x dx x x
+ + =
+ =
+ =
=
= +
}
} }
2
3
2
2
3
2
3
2
1
2
1
3
1
3
1
2
3
2
1
2
1
2
1 Thus,
17
Consider :
By using integration by parts,
Let
dy ye
y
y u =
dy du
dy
du
=
=1
and
y
e
dy
dv
=

y
y
y
e v
dy e dv
dy e dv
=
=
=
} }
( ) 1
Thus,
=
=
=
=
}
} }
y e
e ye
dy e ye
vdu uv dy ye
y
y y
y y
y
18
10/19/2012
4
So the general solution is:
( )
2
3
2
1
3
1
+ x
( ) 0 1 = + c y e
y
19
Example 2
Solve the differential equation ,
First we must separate the variables:
( ) 2 = y x
dx
dy
xdx
y
dy
=
2
We now integrate:
} }
=

xdx
y
dy
2
( ) c
x
y + =
2
2 ln
2
20
We now use the information which means
at , to find c.
, gives
0 = x 5 = y
( ) c + =
2
0
2 5 ln
2
3 ln = c
So the particular solution is:
( ) 3 ln
2
2 ln
2
+ =
x
y
21
Separable Variables and Integrating Factors
Examples of DE with separable variables. These
equations can easily be solved after we separate the
variables
( )
( )( ) xy
dx
dy
x x
y
dx
dy
x
x y
dx
dy
= +
+ =
=
1 1 c)
1 b)
1 x a)
2
22
Examples of DE with non-separable variables.
These equations cannot be solved by separating
the variables, because the variables are unseparable.
These are called linear first-order DE.
x y
dx
dy
x y
dx
dy
x
x
x
y
dx
dy
= +
= +
=
+

3 c)
0 2 b)
1
a)
23
Linear First-Order Differential Equations
A linear first-order differential equation is
one of the form .
The solution must be on an interval where
both and are continuous. The
usual solution to the differential equation
is to change it to an exact equation by
means of an integrating factor. This
integrating factor is
( ) ( ) x Q y x P
dx
dy
= +
( ) x P ( ) x Q
( ). x V
24
10/19/2012
5
By multiplying both sides of the equation by the integrating
factor V(x), you change the left-hand side of the equation into
the derivative of the product V(x)y:
( ) ( ) ( ) ( ) ( ) x Q x V y x V x P
dx
dy
x V = +
Once we have chosen V(x), (we shall do so in a moment) and
carried out the multiplication ,
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) x V x Q x V y x V
dx
d
x Q x V y x V x P
dx
dy
x V
of Choice =
= +
we can solve the above equation by integrating both sides
with respect to x.
25
To find , we find the functions of x that satisfies
the equations
( ) x V
( ) ( ) ( ) ( )
( )
( )
( ) ( ) ( )
( )
( ) ( ) ( )
( )
( ) ( )
( )
( )
( )
( )
( )
( )
( ) ( )
( )
( )
ln
d intergrate Equation
separated Variables
cancelled The
cancelled terms The
s derivative for Rule Product
}
=
=
=
=
=
=
+ = +
+ =
}
} }
dx x P
Ce x V
dx x P x V
dx x P
x V
x dV
dx x P
x V
x dV
y x V x P
dx
x dV
dx
dy
x V y x V x P
dx
x dV
y
y x V x P
dx
dy
x V
dx
x dV
y
dx
dy
x V
y x V x P
dx
dy
x V y x V
dx
d
26
Since we do not need the most general function V(x), we
may take C to be 1 and we get
( )
( )
}
=
dx x P
e x V
.
By multiplying both sides of the equation by the integrating
factor
( )
( )
}
=
dx x P
e x V
, you obtain the exact differential
equation:
( ) ( )
( )
( )
( ) x Q e y x P e
dx
dy
e
dx x P dx x P dx x P
}
=
}
+
}
( )
( )
( ) x Q e
dx
y e d
dx x P
dx x P
}
=
|
.
|

\
| }
( ) ( )
( )dx x Q e y e d
dx x P dx x P
}
=
|
.
|

\
| }
To solve this differential equation, integrate both sides and
solve for y. 27
Example 1:
Solve
This is already in the required form
with and
The integrating factor is
0 = + y
dx
dy
( ) ( ) x Q y x P
dx
dy
= +
( ) 1 = x P
( ) 0 = x Q
( )
( )
}
=
dx x P
e x V
}
=
dx
e
Thus the integrating factor is
x
e . Multiplying both
sides of the equation by
x
e
28
( )
0 =
dx
y e d
x
( ) 0 = y e d
x
( ) dx y e d
x
} }
= 0
c y e
x
=
x
e
c
y =
gives the solution:
0 = + y e
dx
dy
e
x x
29
Example 2:
Solve
1
1 2

= +
x
y
x dx
dy
This is already in the required form
( ) ( ) x Q y x P
dx
dy
= +
with
( )
x
x P
2
=
and ( )
1
1

=
x
x Q
.
The integrating factor is
( )
}
=
dx
x
e x V
2
x
e
ln 2
=
2
ln x
e =
2
x =
30
10/19/2012
6
Multiply by to both sides of the equation gives
2
x
1
2
2
2

= |
.
|

\
|
+
x
x
x
x
y
dx
dy
1
2
2
2

= +
x
x
yx
dx
dy
x
( )
1
2 2

=
x
x
dx
y x d
( ) dx
x
x
y x d
1
2
2

=
( )
} }

= dx
x
x
y x d
1
2
2
31
Consider divide the denominator into
the numerator to obtain
}

dx
x
x
1
2
dx
x
x |
.
|

\
|

+ +
1
1
1
Let
} }
|
.
|

\
|

+ + =

dx
x
x dx
x
x
1
1
1
1
2
Thus ( )
} }
|
.
|

\
|

+ + = dx
x
x y x d
1
1
1
2
c x x
x
y x + + + = 1 ln
2
2
2
32
Solve differential equations using integrating
factors (particular solutions)
Example 1:
Solve and that when . 2
3 x y
dx
dy
x = +
5
2
= y
1 = x
First we change the equation to the required form:
( ) ( ) x Q y x P
dx
dy
= +
by multiplying it throughout by dx.
x
x
y
dx
dy
= +
3
with ( )
x
x P
3
= and ( ) x x Q =
.
The integrating factor is
( )
}
=
dx
x
e x V
3
x
e
ln 3
=
3
ln x
e =
3
x =
33
Multiply by to both sides of the equation
gives
3
x
( )
3 3
3
x x x
x
y
dx
dy
= |
.
|

\
|
+
4 2 3
3 x yx
dx
dy
x = +
( )
4
3
x
dx
y x d
=
( ) dx x y x d
4 3
=
( )
} }
= dx x y x d
4 3
c
x
y x + =
5
5
3
34
We now use the information which means
at , to find c. 1 = x
5
2
= y
( )
( )
c + = |
.
|

\
|
5
1
5
2
1
5
3
, gives
5
1
= c
So the particular solution is:
5
1
5
5
3
+ =
x
y x
35
Example 2
Solve ( ) ( ) 2 0 , cos tan
2
= = + y x y x
dx
dy
( ) ( ) ( ) x x Q x x P y x
dx
dy
2 2
cos and tan x with cos tan = = = +
The integrating factor is ( )
( )
}
=
dx x P
e x V
}
=
xdx
e
tan
x
e
e
e
e
x
x
dx
x
x
dx
x
x
sec
cos
1
ln
cos ln
cos
sin
cos
sin
=
=
=
}
=
}
=

36
10/19/2012
7
Multiplying both sides of the equation by gives : x sec
( )
( ) | |
( ) | |
( ) | |
( ) | |
( )
x
c x
y
c x y x
xdx y x d
xdx y x d
xdx x y x d
x x
dx
y x d
x x y x x
dx
dy
x
sec
sin
sin sec
cos sec
cos sec
cos sec sec
cos sec
sec
cos sec tan sec sec
2
2
2
+
=
+ =
=
=
=
=
= +
} }
37
We now use the information which means at ,
to find c.
0 = x
2 = y
0 sec
0 sin
2
c +
= , gives 2 = c
So the particular solution is:
x
x
y
sec
2 sin +
=
( ) x x cos 2 sin + =
38
Applications of Differential Equations
Now we will apply the methods in this section to the solution
of some practical situations.
A) population growth model
The simplest growth model has a constant relative growth
rate. If we denote the population we are considering by ,
then the rate of change of the population is . To say that
the rate of change is proportional to the population is just
saying that there is a constant of proportionality k such that
( ) t y
dt
dy
39
ky
dt
dy
=
Since k is constant, this can be immediately separated and
integrated to yield
kdt
y
dy
=
} }
= kdt
y
dy
c kt y + = ln
c kt
e y
+
=
c kt
e e y =
kt
Ae y =
40
Example 1:
Assume that the population of the earth changes
at a rate proportional to the current population.
a) Write the differential equation satisfied by
the population
b) In 1650 the population is estimated to have
been about 600 million and in 1950 about 2800
million. By solving the differential equation and
fitting this data, estimate the population at time
t (years AD).
c) Using this fitted solution, and assuming that
the greatest population the earth can support is
people, in what year will this limit be reached?
41
Solution
a)
b)
42
10/19/2012
8
43
c)
Radioactive decay models, on the other hand, are very
accurate over long periods of time. They are the
primary method for determining age of prehistoric
fossils and ancient artifacts. If we denote the decay we
are considering by , then the decreasing rate of
the decay is . To say that the decreasing rate is
proportional to the decay is just saying that there is a
constant of proportionality k such that
( ) t C
B) Radioactive decay models
dt
dC
44
Since k is constant, this can be
immediately separated and integrated to
yield
kC
dt
dC
=
kdt
C
dC
=
} }
= kdt
C
dC
c kt C + = ln
c kt
e C
+
=
c kt
e e C =

kt
Ae C

=
45
The rate of decay for a radioactive substance is
proportional to the remaining concentration. Write
down the differential equation satisfied by the decay.
If one third of the substance still remains within 12
years, how much left is still available after 3 years.
Solution:
concentration of radioactive substance at t
time
( ) = t C
46
Example :
47
C) Newton's Law of Cooling
When an object has a temperature greater than the
ambient temperature, it cools according to Newton's
Law of cooling which states that the rate of cooling is
proportional to the difference in the temperatures, that
is: , where is the temperature of
the object at any time t and a is the ambient temperature.
The solution to this separable differential equation is:
( ) a k
dt
d
= u
u
( ) t
48
10/19/2012
9
( )dt a k d = u u
kdt
a
d
=
u
u
} }
=

kdt
a
d
u
u
( ) c kt a + = u ln
a e
c kt
=
+
u
a e
c kt
+ =
+
u
a Ae
kt
+ =

u
49
Example :
A turkey is taken from the oven at 300
o
F and
placed at room temperature of 70
o
F. In t = 2
minutes, the turkey's temperature is 200
o
F. Find
how long it takes the turkey to cool to 150
o
F.
Solution
temperature of object at t time ( ) = t
50
51