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DIFFERENTIAL EQUATIONS
1.1 INTRODUCTION
1.1.1
DIFFERENTIAL EQUATIONS
What is the meaning of differential equations?
Mathematical models often yield an equation that
contains some derivatives of an unknown function
which is called differential equations.
EXAMPLE 1
Any equations containing
can be written as
dny
, we called differential equations. The differential equations
dx n
dy
y2 0
dx
(i)
(ii)
xy
d2y
y 2 sin x 0
dx 2
xy y 2 0
xyy y 2 sin x 0
DEFINITION
An equation containing the derivatives of one or more
dependent variables, with respect to one or more independent
variables, is said to be Differential Equations (DE).
1|Page
(i)
(ii)
d 2x
dx
a kx 0
2
dt
dt
dy
2 x y
dx
EXAMPLE 3
Partial Differential Equations (PDE): An equation that involve partial derivatives of one or
more dependent variable with respect to two or more than one independent variable.
Such that:
u u
(i)
and y
(ii)
1.1.2
V
V
3
r ; Multiple independent variable, r and h
r
h
2|Page
EXAMPLE 4
Order
Example
First
dy
y 2 0 xy y 2 0
dx
x
Second
d2y
y2
dx 2
xy" y 2 0
EXAMPLE 5
Classify each of the following as an ordinary differential equation (ODE) or a partial
differential equations (PDE) and give the order:
(i)
(ii)
dy y (2 3 x)
.
dx x(1 3 y )
d 2u d 2u
0.
dx 2 dy 2
Solution:
1.1.3
(i)
ODE
First order
(ii)
PDE
Second Order
A linear differential equations is any differential equation that can be written in the
following form an x
dny
d n 1 y
d1 y
a
x
...
a
x
a0 x y F x .
n 1
1
dx n
dx n 1
dx1
3|Page
the dependent variable and its derivatives occur to the first power only
Example:
d 2 y3
dx 2
ii) no products involving the dependent variable with its derivatives (in other word:
each coefficient depends only on the independent variable, x)
Example: y
dy
dx
dy
yx
dx
(i)
d2y
y3 0
2
dx
(iv)
sin x
(ii)
d2y
y x3
2
dx
(v)
dx
x t3
dt
(iii)
d2y
dy
y
cos x
2
dx
dx
(vi)
d2y
y2 0
2
dx
(vii)
dy
sin y 0
dx
Solution :
Order of differential equations
(i)
4|Page
Second order
Linearity
Nonlinear because the dependent
variable occur to the power of three, y 3
Second order
(ii)
(iii)
Second order
Nonlinear because y
dy
dx
(iv)
(v)
(vi)
(vii)
1.2
dy
ex .
dx
dy
y , for all values of x .
dx
Therefore, y e x is the solution for
5|Page
dy
y.
dx
dy
y.
dx
EXAMPLE 8
dy
y , where C is any constant.
dx
dy
dy
Ce x .
y , for all values of x with C for any constant.
dx
dx
dy
y.
dx
If x 0, y 4;
y Ce x
4 Ce0
4 C (1)
C4
Therefore, y 4e x . This is called a particular solution.
1.2.1
CONDITION
Conditions
Initial
Conditions
Boundary
Conditions
y ( xo ) y0
dy
( xo ) y1 or y '( xo ) y1
dx
6|Page
d n 1 y
( x0 ) yn 1
dx n 1
A differential equation together with an initial condition is called an Initial Value Problem
(IVP) . Such that y f ( x, y ),
y ( x0 ) y0 ;
general solution
Values of a function and its derivative at the same point
Number of initial conditions for a given differential equation depends upon the order
of the differential equation.
EXAMPLE 9
The following example are the Initial Value Problem (IVP) :
(i)
y xy ,
(ii)
4 x 2 y 12 xy 3 y 0 ,
y (0) 1
1
y (4) ,
8
y(4)
3
64
y ( xk ) yk .
Figure 1
A differential equation together with a boundary condition is called an Boundary Value
Problem (BVP). Such that y f ( x, y ),
y( x j ) y j ,
y ( xk ) yk ;
7|Page
Number of boundary conditions for a given differential equations does not depends
upon the order of the differential equations
EXAMPLE 10
The following examples are the Boundary Value Problem (BVP)
(i)
y 2 y 2 y 0 ,
(ii)
3 y 8 y 3 y 0 ,
1.2.2
y (0) 1,
y ( 2) 0
y (3) 1,
y (3) 1 e 2
In this section, we will learn how to solve the first order differential equations. But in order to
do that, we need to understand what type of equations we are dealing with.
The types of method that we are going to discuss are:
1) Separable equation
2) Integral Factor
dy
g ( x)h( y ) is said to be separable or have
dx
dy
y 2 xe3 x 4 y ?
dx
Solution:
Firstly, we know that
Then, factorize
dy
f ( x, y ) .
dx
dy
y 2 xe3 x 4 y to be f ( x, y ) ( xe3 x )( y 2e 4 y )
dx
g ( x)
h( y )
8|Page
Given that
dy
g ( x)h( y ) can be rewritten to isolate the variables x and y on the opposite
dx
1
dy g ( x)dx
h( y )
Then we integrate both sides from the above equation;
h( y)dy g ( x)dx
And we obtain;
H ( y ) C1 G ( x) C2
H ( y ) G ( x) C
Where C C1 C2 .
dy
g ( x ) h( y ) .
dx
EXAMPLE 12
Solve the nonlinear equation
dy x 5
2 .
dx
y
Solution:
Step 1 : Separate the variables of equation y 2 dy ( x 5)dx
y3 x2
5x c .
3
2
EXAMPLE 13
Solve the equation (1 x )dy ydx 0 .
Solution:
Step 1 : Separate the variables of equation
9|Page
y dy ( x 5)dx
(1 x )dy ydx
1
1
dy
dx
y
1 x
y dy 1 x dx
ln y ln(1 x ) c
y
ec
1 x
y (1 x)ec
1.2.2.2 Integral factor
The linear first order differential equations can be expressed in the form of
dy
a0 ( x) y b( x) , Where a1 x , a0 x and b x depends only on the independent
dx
variable x .
a1 ( x)
a1 x
dy
(cos x) y x 2 sin x
dx
a0 x
a1 x
b x
dy
a0 ( x) y b( x) with a1 x ;
dx
a1 ( x)dy a0 ( x)
b( x )
y
a1 ( x)dx a1 ( x)
a1 ( x)
Second, from the above, it can be rewritten as;
dy
P( x) y Q( x)
dx
Where P ( x )
Standard Form
a0 ( x)
b( x )
and Q ( x)
.
a1 ( x)
a1 ( x )
10 | P a g e
v( x)
dy
P ( x ) y Q ( x ) and it will give us;
dx
dy
v( x) P ( x) y v( x)Q( x)
dx
dy
v( x) P ( x) y v( x)Q( x) will be;
dx
d
d
v( x) y v( x)Q( x) , where the idea from product rule (uv) udv vdu .
dx
dx
Then integrate both sides of equation
d
v( x) y v( x)Q( x) and we obtain;
dx
dx v( x) y v( x)Q( x)
Finally we will get the general solution, y ( x)
1
v( x)Q( x )dx C .
v( x)
EXAMPLE 14
Solve the linear first ODE 2 x
dy
xy 3 x
dx
Solution:
Step 1: Change the equation to standard form
dy
P ( x ) y Q ( x ) by dividing with
dx
2x . It is becomes,
dy 1
3
y
dx 2
2
1
Step 2: To find the integral factor, let P x into it.
2
11 | P a g e
dx
x
v( x) e 2 e 2
e2
dy 1 12 x
3 1x
e y e2
dx 2
2
1
d 2x
3 1x
(e y ) e 2
dx
2
d 12 x
3 12 x
dx (e y)dx 2e dx
1
e 2 y 3e 2 C
C
Step 5: The general solution y 3 1 x .
e2
EXAMPLE 15
Solve the linear first ODE
dy
y e3x
dx
Solution:
Step 1: Since the above equation is in the standard form then, you dont have to
change anything.
v( x) e
ex
x
Step 3 : Multiply v x e to both sides of standard form equation;
ex
1dx
dy x
e y e x .e3 x
dx
d x
(e y ) e 4 x
dx
12 | P a g e
dx (e
y )dx e 4 x dx
1 4x
e C
4
1 3x C
Step 5: The general solution is y e x .
4
e
ex y
1.2.2.3 Conclusion
Mathematical modeling is the technique of representing real world problem which is
complex, involving multiple variables and some interrelated processes. This method can be
used in the study of growth population, radioactive decay, economics problems, changes in
temperature, mixtures, chemical reactions, biological reactions, mechanics, velocity of a
falling object, electric circuits etc.
References
Zill, D.G. (2001). A First Course in Differential Equations with Modeling Applications, 7th
ed. Brooks/Cole.
Zill, D.G. and Cullen, M.R. (2005). Differential Equations with Boundary-Value Problems,
Brooks/Cole.
TUTORIAL 1
DIFFERENTIAL EQUATIONS
1. Classify which are independent variable and dependent variable in each equation.
You should also determine whether it is Ordinary Differential Equation (ODE) or
Partial Differential Equation (PDE).
a)
dy
sin 5 x
dx
2
b) dy ( y 1) dx 0
Solution :
Solution :
x = independent variable
y = dependent variable
c)
du du
2t 4 x
dt dx
Solution :
13 | P a g e
d 2u d 2u
0
d)
dx 2
dy 2
Solution :
du
dv
dx dy
2x 3 y
dt dt
e) dy dx
f)
Solution :
Solution :
dy
6 y e 2x
g)
dx
dy
3x 2
h)
dx 2 x 3
Solution :
Solution :
i)
du
du
2x
4y2
dx
dy
Solution :
d 2 y dy
6y 0
j)
dx 2 dx
Solution :
2. Determine whether the following equations are linear or nonlinear and decide the
order of the equation whether it is First Order or Second Order.
14 | P a g e
d2y
sin y 0
a)
dx 2
b) (1 y ) y '2 y e x
Solution :
Nonlinear
Second order
Solution :
d) ( y x) dx 4 xdy 0
Solution :
Solution :
d2y
(2 x 1) 4 y
dx 2
e)
f)
dx
x 2t 2
dt
Solution :
Solution :
g)
d 2u
u x2
2
dx
Solution :
h)
d2y
2 y 2 x3
2
dx
Solution :
15 | P a g e
dx
4( x 2 1), x( ) 1
dt
4
b)
dy x 2 1
; y (1) 2
dx y 2 1
Solution :
Step 1 :
Solution :
1
dx 4dt
x 1
2
1
dx 4dt
1
tan 1 ( x ) 4t C
Step 2 : x
tan 1 (1) 4( ) C
4
C
4
3
C
4
x tan( 4t C )
Step 3 :
3
x tan( 4t )
4
c)
dy
x
; y (3) 4
dx
y
2
d) x
dy
y xy; y ( 1) 1
dx
Solution :
Solution :
e)
dy
5
2 y 1; y (0)
dt
2
Solution :
16 | P a g e
f)
dy
xy; y (0) 2
dx
Solution :
4. Find the general solution for the following ODE by separation of variables.
a)
dy
( x 1) 2
dx
b) dy ( y 1) 2 dx 0
Solution :
c)
17 | P a g e
x3
x2 x C
3
dy
2 xy 0
dx
Solution :
Solution :
d)
dy 2 y 3
dx 4 x 5
Solution :
e)
dy
e 3x2 y
dx
Solution :
f) x
dy
4y
dx
Solution :
h)
dQ
k (Q 70)
dt
Solution :
Solution :
5. Find the general solution for the following ODE by using the integral factor method.
a)
dy
y e 3x
dx
b) 3
dy
6 y 3e x
dx
Solution :
Step 1: Since the equation is already in
the standard form then, no need to do
anything.
P( x) 1
Step 2 :
( x) e 1dx e x
dy
ex
e x y e x .e 3 x
dx
Step 3 :
d x
e y e4x
dx
18 | P a g e
Solution :
d
dx e y dx e
x
Step 4 :
ex y
Step 5 : y
c)
4x
dx
1 4x
e C
4
1 3x C
e x
4
e
y ' y e x
d) x
dy
2 y x 3 cos x 0
dx
Solution :
Solution :
e) x
dy
2y 3
dx
Solution :
19 | P a g e
2
f) ( x 2)
Solution :
dy
5 8 y 4 xy
dx
g) 3
dy
12 y 4
dx
h)
dy
12 x 4 x
dx
Solution :
6. Determine the general solution of this non linear first ODE using integral factor.
3
20 | P a g e
dy 1
y 5e x when x 0 and y 1
dx 3
Solution :
(i)
dx
2 x .
dt
Solve the above equation by using separation of variables. Given that initial
amount of x is 1 where t 1 0 .
(ii)
Determine the solution when it took 3 minutes for the hydrogen peroxide to be
1
2
21 | P a g e
(July 2011)
8. The basic equation governing the amount of current in a simple RL circuit is given by
dI
2I 5
dt
(i)
Indicate whether the given differential equation is linear or nonlinear and state
the order of the equation.
(ii)
Solve the above equation by using integral factor, given the value of I 2
and t 0 .
Solution:
22 | P a g e
(January 2012)
9.
1 dy
y e4x
2 dx
(i)
(ii)
Solve the equation by using integral factor, given the value of y 2 when
x 0.
Solution:
23 | P a g e
(July 2012)
10. Given the following differential equation,
dy
2 y 10 x 2
dx
(i)
Identify the dependent and independent variables.
(ii)
Determine the type, order and linearity of the equation.
(iii)
Solve the equation, given y (1) 3
Solution:
24 | P a g e
(September 2013)
11. Given the following differential equation,
( x 2 1)
(i)
dy
4 xy 0
dx
(ii) Solve the equation by using separation of variables, given the value of y 2
when x 0 .
Solution:
25 | P a g e
(January 2014)
12. Solve the following differential equation using the integral factor method
p 2 2
Solution:
26 | P a g e
dq
5 8q 4 pq
dp
(September 2014)
27 | P a g e