Beruflich Dokumente
Kultur Dokumente
Calimpitan
Differential Equation:
❖ A differential equation is an equation that involve one or more derivatives.
❖ The order of differential equation is determined by the highest order
derivative occur in the equation.
First-Order Differential Equation
❖ A first-order differential equation is an equation of the form:
𝑑𝑦
= 𝑦′ = 𝑓(𝑥, 𝑦)
𝑑𝑥
1. Separable Differential Equations
A first-order differential equation can be solved by integration if it is possible to
collect all 𝑦 terms with 𝑑𝑦 and all 𝑥 terms with 𝑑𝑥. That is if it is possible to write
the equation in the form:
ℎ(𝑦) 𝑑𝑦 = 𝑔(𝑥) 𝑑𝑥
Then by integrating both sides of this equation
∫ ℎ(𝑦) 𝑑𝑦 = ∫ 𝑔(𝑥) 𝑑𝑥
𝑥3
ln ( 2 )=𝐶
𝑥 + 𝑦2
➢ This result can be further simplified as follow:
𝑥3
ln ( 2 2
) = ln 𝑒 𝐶
𝑥 +𝑦
Let𝑒 𝐶 = 𝐾, then
𝑥3
ln ( 2 ) = ln 𝐾
𝑥 + 𝑦2
Or
𝑥3
=𝐾
𝑥 2 + 𝑦2
∫ 𝑀(𝑥, 𝑦) 𝑑𝑥 + ∫ 𝑁(𝑎, 𝑦) 𝑑𝑦 = 𝑘
𝑎 𝑏
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
𝑥 𝑦
∫ 𝑀(𝑥, 𝑦) 𝑑𝑥 + ∫ 𝑁(𝑎, 𝑦) 𝑑𝑦 = 𝑘
𝑎 𝑏
𝑥 𝑦
∫(2𝑥 + 3𝑦 − 2) 𝑑𝑥 + ∫(3𝑎 − 4𝑦 + 1) 𝑑𝑦 = 𝑘
𝑎 𝑏
𝑥 𝑦
2 2
[𝑥 + 3𝑦𝑥 − 2𝑥] + [3𝑎𝑦 − 2𝑦 + 𝑦] = 𝑘
𝑎 𝑏
𝑥 2 + 3𝑦𝑥 − 2𝑥 − 2𝑦 2 + 𝑦 − 𝐶 = 0
𝑣 𝑦 = ∫ 𝑣 𝑄(𝑥) 𝑑𝑥 + 𝐶
1 1
( 3) 𝑦 = ∫( 3) ∙ 𝑥 𝑑𝑥 + 𝐶
𝑥 𝑥
1 1
( 3) 𝑦 = ∫ 2 𝑑𝑥 + 𝐶
𝑥 𝑥
1 1
( 3 ) 𝑦 = − +𝐶
𝑥
𝑥
Or
3 1 2 3
𝑦 = 𝑥 (− + 𝐶) = −𝑥 + 𝐶𝑥
𝑥
Homework: Solve the linear differential equation:
𝑑𝑦 2
−𝑥 𝑦 =𝑥
𝑑𝑥
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
❖ y= 2𝑥 3
❖ 𝑦 ′= 6𝑥 2
3
❖ 𝑦′ − 𝑥 𝑦 = 0
3
❖ 6𝑥 2 − 𝑥 (2𝑥 3 ) = 0
❖ 6𝑥 2 − 6𝑥 2 = 0
❖ So, y= 2𝑥 3 is a solution
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
1. For the differential equation 𝑥𝑦 ′ − 2𝑦 = 0, verify that y=𝐶𝑥 2 is a solution. Then find the
particular solution determine by initial condition y=1 when x=4.
Solution:
❖ y=𝐶𝑥 2
❖ 𝑦 ′ = 2𝐶𝑥
❖ 𝑥𝑦 ′ − 2𝑦 = 0
❖ 𝑥 (2𝐶𝑥 ) − 2(𝐶𝑥 2 ) = 0
❖ 2𝐶𝑥 2 − 2𝐶𝑥 2 = 0
❖ 0=0
Furthermore, the initial condition y=1 when x=4 yields
❖ y=𝐶𝑥 2 General solution
❖ 1=C(4)2 Substitute initial solution
❖ 1=16C
1
❖ =𝐶 Solve for C
16
SEPARATION OF VARIABLES
𝒅𝒚 𝒙
1.Find the general solution of 𝒅𝒙 = 𝒚𝟐 +𝟏
Solution:
Begin by separating variables, then integrate each side.
𝒅𝒚 𝒙
❖ = Differential Equation
𝒅𝒙 𝒚𝟐 +𝟏
❖ (𝑦 2 + 1) 𝑑𝑦 = 𝑥 𝑑𝑥 Separate Variables
❖ ∫(𝑦 2 + 1) 𝑑𝑦 = ∫ 𝑥 𝑑𝑥 Integrate each side
𝑦3 𝑥2
❖ +𝑦= +𝐶 General Solution
3 2
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
𝒅𝒚 𝒙
2.Find the general solution of 𝒅𝒙 = 𝒚
𝟐
4. Solve the differential equation 𝒙𝒆𝒙 + 𝒚𝒚′ = 𝟎
Solution:
𝟐
❖ 𝒙𝒆𝒙 + 𝒚𝒚′ = 𝟎 Differential Equation
𝒅𝒚 𝒙𝟐 𝟐
❖ 𝒚 𝒅𝒙 = −𝒙𝒆 Subtract 𝒙𝒆𝒙 from each side
𝟐
❖ ∫ 𝒚 𝒅𝒚 = ∫ −𝒙𝒆𝒙 𝒅𝒙 Separate Variables
𝒚𝟐 𝟏 𝟐
❖ = − 𝟐 𝒆𝒙 +C Find antiderivative of each side
𝟐
𝟐 𝒙𝟐
❖ 𝒚 = −𝒆 + C General Solution
❖ 𝑢(𝑥 ) = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥
❖ = 𝑒 ∫ 𝑑𝑥
❖ = 𝑒𝑥 Integrating Factor
This implies that the general solution is
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
1
𝑦= ∫ 𝑄(𝑥 )𝑢(𝑥 )𝑑𝑥
𝑢(𝑥)
1
=𝑒𝑥 ∫ 𝑒 𝑥 (𝑒 𝑥 ) 𝑑𝑥
1
=𝑒 −𝑥 (2 𝑒 2𝑥 + 𝐶)
1
= 2 𝑒 𝑥 + 𝐶𝑒 −𝑥 General Solution
In this form, you can see that P(x)=-2/x and Q(x)=x. So,
2
∫ 𝑃(𝑥 )𝑑𝑥 = − ∫ 𝑑𝑥
𝑥
= -2 In x
= -In 𝑥 2
Which implies that the integrating factor is
𝑢(𝑥 ) = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥
2
=𝑒 −𝐼𝑛 𝑥
1
= 2
𝑒 𝐼𝑛 𝑥
1
= Integrating Factor
𝑥2
1
𝑦 = 𝑢(𝑥) ∫ 𝑄 (𝑥 )𝑢 (𝑥 )𝑑𝑥 Form of general solution
1 1
= ∫ 𝑥 (𝑥2 ) 𝑑𝑥 Substitute
1/𝑥 2
1
= 𝑥 2 ∫ 𝑥 𝑑𝑥 Simplify
= 𝑥 2 ( 𝐼𝑛 𝑥 + 𝐶) General Solution
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
𝑑𝑦
= 5𝑥 + 3
𝑑𝑥
The order of a differential equation is the order of the highest derivative appearing in the
equation
The degree of a differential equation that can be written as a polynomial in the unknown
function and its derivatives is the power to which the highest –order derivative is raised.
𝑑𝑦 𝑑𝑛−1 𝑦 𝑑𝑦
𝑏𝑛 (𝑥 ) 𝑑𝑥 + 𝑏𝑛−1 (𝑥 ) 𝑑𝑥𝑛−1 + ⋯ + 𝑏1(𝑥) 𝑑𝑥 + 𝑏0 (𝑥 )𝑦 = 𝑔(𝑥 ) ( ∗)
The functions 𝑏𝑗 (𝑥 ) (𝑗 = 0,1,2, … , 𝑛) and 𝑔(𝑥) are presumed and depend only on the
variable 𝑥.differintial equations that cannot be put into the form (*) are nonlinear.
IV. Solutions
a. definition of solution
A differential equation along with subsidiary conditions on the unknown function and its
derivatives, all given at the same value of the independent variable, constitutes an initial
problem. The subsidiary conditions are initial conditions. If the subsidiary conditions are
given at more than one value of the independent variable, the problem is boundary –value
problem and the conditions are boundary conditions.
A solution to an initial-value or boundary –value problem is a function y(x) that both solves
the differential equation and satisfies all given subsidiary conditions.
𝑦 ′ = 𝑓(𝑥, 𝑦) (4.1)
the function f(x,y) given in (4.1) can always be written as the quotient of two other functions
𝑑𝑦 𝑑𝑦
M(x,y) and -N(x,y). Thus, recalling that 𝑦 ′ = 𝑑𝑥, we can rewrite (4.1) as 𝑑𝑥
=
𝑀(𝑥, 𝑦)
⁄−𝑁(𝑥, 𝑦) , which is equivalent to the differential form
b. exact equations
test for exactness: if M(x,y) and N(x,y) are continuous functions and have continuous first
partial derivatives on some rectangle of then xy - plane then (4.2) is exact if and only if
𝜕𝑀(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦)
=
𝜕𝑦 𝜕𝑥
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
c. separable equations
Consider a differential equation in differential form (4.2). if M(x,y) = A(x) ( a function only
of x ) and N(x,y) = B(y) ( a function only of y ), then
d. homogeneous equation
f(tx,ty) = f(x,y)
Substitute y = xv
𝑑𝑦 𝑑𝑣
=𝑣+𝑥
𝑑𝑥 𝑑𝑥
After simplifying, the resulting differential equation will be one with variables ( v and x )
separable , which can be solve by the separable method.
e. linear equations
(that is, as a function of x times y, plus another function of x) the differential equation is
linear .
𝑦 ′ + 𝑝 (𝑥 )𝑦 = 𝑞 (𝑥 )
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
( x −1) dy
3
dx
+ 3xy = x is a first-order differential equation as the equation contains the first
derivative only.
d2y dy
2
+ 4 − 3 y = 0 is a second-order differential equation as the equation contains a second
dx dx
derivative.
dy
A first order linear differential equation takes the form + P ( x) y = f ( x)
dx
e.g.
dy
dx
+ 2 xy = e x ( P ( x ) = 2 x, f ( x ) = e x )
dy
dx
+ ( sin x ) y = x 2 ( P ( x ) = sin x, f ( x ) = x 2 )
We may need to perform some manipulation to get the equation in this form.
dy
e.g. x = y + 3x 2
dx
dy y + 3x 2
=
dx x
dy y
= + 3x
dx x
dy 1 −1
− y = 3x P ( x ) = , f ( x ) = 3x
dx x x
The method we use to solve this type of differential equation is called the integrating factor
method.
The integrating factor is I ( x ) = e
P ( x ) dx
.
The strategy for solving these comes from the following.
I ( x ) = e
P ( x ) dx
I ( x ) ) = e
P ( x ) dx
d
dx
( d
dx
= P ( x ) e
P ( x ) dx
(by the Chain Rule)
= P ( x) I ( x)
dy
We now take the equation + P ( x) y = f ( x) .
dx
If we multiply both sides of our equation by I ( x ) we have
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
dy
I ( x) + I ( x) P ( x) y = I ( x) f ( x)
dx
The LHS is
d
dx
( I ( x ) y ) by the product rule as
d
dx
( I ( x ) y ) = ( I ( x )) y + I ( x )
d
dx
dy
dx
dy
= P ( x) I ( x) y + I ( x)
dx
d
dx
( I ( x) y) = I ( x) f ( x)
Now we can integrate both sides of this equation.
I ( x ) dx + I ( x ) P ( x ) y dx = ( I ( x ) f ( x ) )dx
dy
d
dx ( I ( x ) y ) = ( I ( x ) f ( x ) )dx
I ( x ) y = ( I ( x ) f ( x ) )dx
This can now be solved for y .
This is why the integrating factor method works. It will be much clearer how it works by
example.
Examples
dy
① Find the general solution of + 2 y = e3 x
dx
Here P ( x ) = 2 so the integrating factor is e = e2 x .
2 dx
( e y ) = e5 x
d 2x
dx
Now integrate both sides. ( e2 x y )dx = e5 x dx
d
dx
1
e 2 x y = e5 x + C
5
1
y = e3 x + Ce−2 x
5
1
The general solution is y = e3 x + Ce−2 x
5
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
dy y
② Find the general solution of the differential equation + = 4 x2 .
dx x
1
1 dx
P ( x ) = so the integrating factor is e x = eln x = x .
x
Multiply both sides of the differential equation by the integrating factor.
dy y
x + = 4 x3
dx x
d
( xy ) = 4 x3
dx
d
dx ( xy )dx = 4x dx
3
Integrate both sides.
xy = x 4 + C
C
y = x3 +
x
C
The general solution is y = x3 + .
x
dy xy + 4
③ Find the general solution of = .
dx x2
The equation must firstly be rearranged into the correct form.
dy
x2 = xy + 4
dx
dy 1 4
− y= 2
dx x x
−1
−1 dx 1
P ( x ) = so I.F.= e x = e− ln x = eln x =
−1
x x
Multiply both sides of the differential equation by the integrating factor.
1 dy 1 4
− y =
x dx x x3
d 1 −3
y = 4x
dx x
d 1
dx x y dx = 4 x dx
−3
Integrate both sides.
y
= −2 x −2 + C
x
−2
y = 2 + Cx
x
2
The general solution is y = Cx − .
x
dy
④ Find the general solution of the differential equation + 2 xy = 5x .
dx
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
P ( x ) = 2 x so the I.F. = e
2xdx
= ex .
2
dx
d x2
dx
( )
e y = 5xe x
2
5 5
e x y = eu du du = 5xdx
2
2 2
5 2
ex y = ex + C
2
2
5 C
The general solution is y = + x2 .
2 e
Questions
dy dy dy dy
① + 2y =1 ② − 2 y = 1− 2x ③ x − 2 y = 6x4 ④ − 4 xy = 10 x
dx dx dx dx
dy
Rearrange into correct form −x+ y =0
dx
dy
+y=x
dx
P ( x ) = 1 so I.F. = e
1dx
= ex
Multiply both sides of the differential equation by the integrating factor.
dy
e x + y = xe x
dx
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
d x
dx
( e y ) = xe x
u=x v ' = ex
dx ( e y ) dx = xe dx
d x x
Integrate both sides
u' =1 v = ex
e x y = xe x − e x dx
e x y = xe x − e x + C
y = x − 1 + Ce− x
Apply the initial conditions 1 = 1 − 1 + Ce−1
C =e
y = x − 1 + ee− x
So the unique solution is y = x − 1 + e1− x
dy
② Find the particular solution of the differential equation x − y = x 2 given that x = 1
dx
when y = 0 .
dy y
Rearrange into correct form − =x
dx x
−1
−1 1
P ( x) =
dx −1
so I.F. = e x = e− ln x = eln x =
x x
Multiply both sides of the differential equation by the integrating factor.
1 dy y
− =1
x dx x
d 1
y =1
dx x
d 1
Integrate both sides dx x y dx = 1dx
1
y = x+C
x
y = x 2 + Cx
Apply the initial conditions 0 = 12 + C
C = −1
So the particular solution is y = x − x .
2
Questions
dy
① − 3y = x given x = 0 when y = 1
dx
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
dy
② + y tan x = sec x given y ( 0 ) = 1
dx
dy −3 3
③ = y + e x given x = 3 when y = 5e
dx x 2
dy
④ − y cos x = 2 xesin x given y = 0 when x =
dx
First Order Differential Equations
A differential equation is an equation involving one or more derivative
( x −1) dy
3
dx
+ 3xy = x is a first-order differential equation as the equation contains the first
derivative only.
d2y dy
2
+ 4 − 3 y = 0 is a second-order differential equation as the equation contains a second
dx dx
derivative.
f ( y ) dy = g ( x ) dx
The general solution of the differential equation is then found by integrating each side with
respect to the appropriate variable.
f ( y ) dy = g ( x ) dx
Examples
dy
① = x3 − x
dx
dy = ( x 3 − x ) dx
dy = ( x − x ) dx
3
x4 x2
y= − +C This is the general solution where C is an arbitrary constant.
4 2
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
dy x 2
② =
dx y
y dy = x 2 dx
y dy = x dx
2
y 2 x3
= +C
2 3
3 y = 2 x2 + C
2
When solving differential equations it is convenient for C to denote the ‘total’ constant so far
in each line of working, although strictly speaking a different letter should be used for each
new constant.
③ dy ④ dy 1
e4 y −x=5 =
dx dx 16 + 4 x 2
dy 1
e4 y = x+5 dy = dx
dx 16 + 4 x 2
e4 y dy = ( x + 5)dx 1
dy = 16 + 4 x 2 dx
e dy = ( x + 5)dx
4y
1
y= dx
1 4y 1 2
e = x + 5x + C 4(4 + x 2 )
4 2 1 1
e = 2 x 2 + 20 x + C
4y y= 2 dx
4 2 + x2
4 y = ln(2 x 2 + 20 x + C ) 11 x
y = tan −1 + C
1
y = ln(2 x 2 + 20 x + C )
42 2
4 1 x
y = tan −1 + C
8 2
⑤
dy
dx
= 3x 9 − y 2 ⑥ (1 + x2 ) y 2 dy
dx
=1
dy dx
= 3 x dx y 2 dy =
9 − y2 1 + x2
dx
y dy = 1 + x 2
2
dy
9 − y2
= 3 x dx
1 3
y = tan −1 x + C
y 3x
2
sin −1 = +C 3
3 2 y 3 = 3 tan −1 x + C
y 3x 2
= sin +C
3 2
3x 2
y = 3sin +C
Questions 2
Find the general solution of these differential equations.
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
dy x dy x + 2 dy cos x dy 4 x dy
① = ② = ③ = ④ = ⑤ x + 4y =0
dx y 2 dx y dx y dx e y dx
= x ( 4 + y2 )
dy dy 1 dy dy
⑥ e4 y = x 2 ( x + 1) ⑦ y = ⑧ = 4x 1 − y2 ⑨
dx dx x dx dx
Sometimes the rules of log and exponential functions are needed to simplify general solutions
of differential equations.
ln a + ln b = ln ( ab )
a
ln a − ln b = ln
b
n ln a = ln a n
e( a + b ) = e a eb
Examples
dy dy y − 2
⑦ = 3y ⑧ =
dx dx x + 3
dy dy dx
= 3dx =
y y −2 x+3
dy dy dx
y = 3dx y −2 = x+3
ln y = 3x + C Take exp of both sides ln ( y − 2 ) = ln ( x + 3) + C
y = e(3x +C ) y − 2 = ( x + 3 ) eC
y = e3x eC where A = eC y − 2 = A ( x + 3) where A = eC
y = Ae3x y = A ( x + 3) + 2
⑨ dy = y
dx 2 x + 1
dy dx
=
y 2x +1
dy dx
y = 2x +1
1
ln y = ln ( 2 x + 1) + C
2
1
ln y = ln ( 2 x + 1) 2 + C
Questions
= general
Find ythe 2 x + 1 solution
eC of each differential equation, expressing y explicitly in terms of x .
y = A 2 x + 1 dy
dy + 1= e
wherey A C
dy dy y − 1 dy
① = 2y ② = ③ = 3x 2 ( y + 1) ④ = ⑤ = x ( y + 1)
dx dx x + 2 dx dx 2 x − 1 dx
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
x4
ln y = ln
Questions +C
x +
2x +1 1
① Express 4 in partial fractions and hence find the general solution of the
x x ( x +C1)
y= e
x +1 dy
differential
4
equation x ( x + 1) = y ( 2 x + 1) expressing y explicitly in terms of x .
Ax dx
y= where A = eC
x +1
2x
② Express 2 in partial fractions and hence find the general solution of the differential
x −1
dy 2 xy
equation = expressing y explicitly in terms of x .
dx x 2 − 1
dy xy
③ Find the general solution of the differential equation = expressing y
dx ( x + 2 ) ( x + 1)
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
explicitly in terms of x .
y dy = ( 3x − 1) dx
3 2
1 4 3
y = x − x+C
4
y 4 = 4 x3 − 4 x + C
y = 2 when x = 1 24 = 4 13 − 4 1 + C
is theCparticular
= 16 solution.
y 4 = 4 x 3 − 4 x + 16
dy (3 x+2)
② Find the particular solution of the differential equation =e given that y = e 2
dx
when x = 0 .
dy
= e( 3 x + 2 )
dx
dy = e( 3 x + 2) dx
(3 x + 2)
dy = e dx
1
y = e( 3 x + 2 ) + C
Apply3the initial conditions 1
e2 = e2 + C
3
2
C = e2
3
1 2
y = e( 3 x + 2 ) + e 2
3 3
is the particular solution.
1
(
y = e(3 x + 2) + 2e 2
3
) dy 2
③ Find the particular solution of the differential equation = 4 xy 2 given that y =
dx 3
when x = 2 .
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
dy
= 4 xy 2
dx
dy
= 4 x dx
y2
dy
y 2 = 4 x dx
1
− = 2x2 + C
y
1
y=
C − 2 x2
Apply the initial conditions
2 1
=
3 C − 2 ( 2 )2
2 1
=
3 C −8 y=
1
2C − 16 = 3 19
− 2 x2
19 2
C= 2 x + 3 dy + 1 = y given that
y=
④ Find the particular solution of the2 differential equation ( is )the particular solution.
19 − 4 x 2 dx
y = 5 when x = −1 .
dy
( x + 3) + 1 = y
dx
dy
( x + 3) = y − 1
dx
dy dx
=
y −1 x + 3
dy dx
y −1 = x + 3
ln ( y − 1) = ln ( x + 3) + C
y − 1 = ( x + 3) eC
y − 1 = A ( x + 3) where a = eC
=A
Apply ythe ( x + 3conditions
initial ) +1
Particular solution isy = 2 ( x +5 3=) A
+ (12 ) + 1
y = 2 x + 7A = 2
2
⑤ (a) Express in partial fractions.
y ( y + 2)
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
dy
(b) Hence find the particular solution of the differential equation 2 x = y ( y + 2 ) given
dx
that y = 2 when x = 1 .
(a) 2 A B
= +
y ( y + 2) y y + 2
2 = A ( y + 2 ) + By
Let y = 0, A = 1 Let y = −2, B = −1
2 1 1
= −
y ( y + 2) y y + 2
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
dy
(b) 2 x = y ( y + 2)
dx
2dy dx
=
y ( y + 2) x
2dy dx
y ( y + 2) = x
1 1 dx
y − y + 2 dy = x
ln y − ln ( y + 2 ) = ln x + C
y
ln = ln x + C
y+2
y
= xeC
y+2
y
= Ax where A = eC
y+2
y = Axy + 2 Ax
y − Axy = 2 Ax
y (1 − Ax ) = 2 Ax
y=
2 Ax 2 A (1)
Apply initial conditions2 =
1 − Ax 1 − A (1)
2 − 2A = 2A
1
A=
2
1
2 x
y=
2
1
1− x
2
x
y=
2− x
2
is the particular solution.
2x
y=
2− x
Questions
① Find the particular solution of each differential equation, expressing y explicitly in terms
of x .
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
dy dy
(a) y 2 = 2 x2 + 1 y = 1 when x = 1 (b) x = y+2 y = 7 when x = 3
dx dx
dy dy
(c) ( x + 4 ) +3= y y = 13 when x = 1 (d) e y + sin x = 0 y = 0 when x =
dx dx 2
dy dy 1
(e) − 2 xy = 0 y = 3 when x = 0 (f) x + y2 = 0 ( x 0) y= when x = 1
dx dx 2
1
② (a) Express in partial fractions.
y ( y + 1)
dy y ( y + 1)
(b) Hence solve the differential equation = given that y = 4 when x = 2 ,
dx x
expressing y explicitly in terms of x .
2
③ (a) Express in partial fractions.
y −1
2
dy
(b) Hence solve the differential equation 2 x + 1 = y 2 given that y = −3 when x = 1 ,
dx
expressing y explicitly in terms of x .
dy x 2 + 1
④ The gradient of the tangent to a curve is given by = 2 , y 0.
dx y
The point P ( −1,1) lies on the curve.
(b) Solve the differential equation to find the equation of the curve in the form y = f ( x ) .
dy y
⑤ The gradient of the tangent to a curve is given by = .
dx x ( x + 1)
The point P ( 3, 6 ) lies on the curve.
𝑦 ′′ + 𝑎1 𝑦 ′ + 𝑎0 𝑦 = 𝑜 (1)
𝜆2 + 𝑎1 𝜆 + 𝑎0 =0 (2)
the solution of (10 is obtained directly from the roots of (3). There are three cases to
consider.
Case 1. λ1 and 𝝀𝟐 both real and distinct. Two linearly independent solutions are 𝑒 𝜆1 𝑥 and
𝑒 𝜆2 𝑥 , and the general solution is
y=𝑐1𝑒 𝜆1 𝑥 + 𝑐2𝑒 𝜆2 𝑥
Case 2. λ1 = a + ib, a complex number . since a1 and a0 in (1) and (2) are assumed real,
the roots of (2) must appear in conjugate pairs; thus, the other roots is λ2 = a – ib. two
linearly independent solutions are 𝑒 (𝑎+𝑖𝑏)𝑥 and 𝑒 (𝑎−𝑖𝑏)𝑥 , the general solution is
y= 𝑑1 𝑒 (𝑎+𝑖𝑏)𝑥 + 𝑑2 𝑒 (𝑎−𝑖𝑏)𝑥
y=𝑐1 𝑒 𝜆1 𝑥 + 𝑐2𝑥𝑒 𝜆2 𝑥
Homogenous Equations
As these equations involve a second derivative the general solution will contain two arbitrary
constants.
The method we use to find the general solution is to consider a solution of the form y = Aemx
for some values of m (to be calculated) and A (to be calculated if given initial conditions).
y = Aemx
dy
= mAemx
dx
d2y
2
= m2 Aemx
dx
d2y dy
Substitute these into a 2
+ b + cy = 0
dx dx
am Ae + bmAemx + cAemx = 0 divide through by Aemx to get
2 mx
am2 + bm + c = 0
This is known as the auxiliary equation. It can be factorised to solve for m .
There are 3 possible cases when solving the auxiliary equation-
m = 2 (twice)
The general solution is y = Ae + Bxe2 x .
2x
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
d2y dy
Find the general solution of the differential equation 2
+ 2 + 5y = 0 .
dx dx
The auxiliary equation is m2 + 2m + 5 = 0 .
−2 22 − 4 1 5
m=
2
−2 −16
m=
2
1
m = −1 16i 2
2
m = −1 2i
The general solution is y = e− x ( A cos 2 x + B sin 2 x ) .
Questions
d 2 y dy d2y dy d2y dy
① − − 6y = 0 ② + 6 + 9y = 0 ③ + 4 + 13 y = 0
dx 2 dx dx 2
dx dx 2
dx
d2y dy 2
d y dy d y2
dy
④ 2
+ 6 + 5y = 0 ⑤ 2 − 2 + 17 y = 0 ⑥ 2 2 + 5 = 3y
dx dx dx dx dx dx
Examples
d2y dy
① Find the particular solution of 2
− 3 + 2 y = 0 given that when x = 0 , y = 0 and
dx dx
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
dy
= 2.
dx
Auxiliary equation is m2 − 3m + 2 = 0 .
( m − 1)( m − 2 ) = 0
m = 1 or m = 2
General solution is y = Ae x + Be2 x .
Particular solution is y = 2e 2 x − 2e x
d2y dy
② Find the particular solution of 2
− 10 + 25 y = 0 given that when x = 0 , y = 1 and
dx dx
dy
= 2.
dx
m = 5 (twice)
General solution is y = Ae + Bxe5 x .
5x
d2y dy
③ Find the particular solution of the differential equation 4 2
+ 4 + 9 y = 0 given that
dx dx
dy
when x = 0 , y = 6 and = 1.
dx
−1
m= 2i
2
−x
General solution is y = e 2
( A cos 2 x + B sin 2 x )
−x
(
Apply initial conditions: y = e 2 A cos 2 x + B sin 2 x ) → 6 = e0 ( A cos 0 + B sin 0 )
A=6
−x
−x
dy −e
( A cos ) ( )
2
= 2 x + B sin 2 x + e 2 − 2 A sin 2 x + 2 B cos 2 x
dx 2
−1
→ 1 = ( 6 + B ( 0)) + ( − 2 A ( 0) + 2B )
2
1 = −3 + 2B
4
B= =2 2
2
−x
Particular solution is y = e 2
( 6cos 2 x + 2 2 sin 2 x )
Questions
d2y dy dy
① 2 2 + 5 − 3 y = 0 given that when x = 0 , y = 1 and =3
dx dx dx
d2y dy dy
② 2
+ 4 + 13 y = 0 given that when x = 0 , y = 2 and =0
dx dx dx
d2y dy
③ 4 2 − 20 + 25 y = 0 given that when x = 0 , y = 2 and when x = 2 , y = 3e5
dx dx
d2y dy
④ 16 2
− 9 y = 0 given that when x = 0 , y = 1 and =3
dx dx
d 2 y dy dy
⑤ 2
− + y = 0 given that when x = 0 , y = 1 and =4
dx dx dx
Non-Homogenous Equations
When we are dealing with a non-homogenous equation we initially deal with it as if it were
homogenous.
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
We set the RHS=0 to obtain the auxiliary equation which we then solve for m . We then use
these values of m to obtain the complementary function.
To deal with the RHS we need something called a particular integral which should take the
form (or similar form) to the RHS.
Finally-
general solution = complementary function + particular integral
Some examples will make this clearer.
Examples
d 2 y dy
① Find the general solution of the differential equation + − 2 y = 4e2 x .
dx 2 dx
d 2 y dy
The corresponding homogenous equation is + − 2y = 0 .
dx 2 dx
The auxiliary equation is m2 + m − 2 = 0
( m − 1)( m + 2 ) = 0
m = 1 or m = −2
The complementary function is y = Ae x + Be−2 x .
The particular integral is of the form y = ke 2 x .
dy
= 2ke2 x
dx
d2y
2
= 4ke2 x
dx
d 2 y dy
Substitute these into the differential equation 2
+ − 2 y = 4e2 x
dx dx
4ke + 2ke − 2ke2 x = 4e2 x
2x 2x
4ke2 x = 4e2 x
k =1
So the particular integral is y = e2 x .
d2y dy
② Find the general solution of the differential equation 2
− 3 + 2 y = 2x .
dx dx
d2y dy
The corresponding homogenous equation is 2
− 3 + 2y = 0 .
dx dx
The auxiliary equation is m − 3m + 2 = 0
2
( m − 1)( m − 2 ) = 0
m = 1 or m = 2
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
d2y dy
The corresponding homogenous equation is 2
−5 + 4y = 0
dx dx
The auxiliary equation is m2 − 5m + 4 = 0
( m − 1)( m − 4 ) = 0
m = 1 or m = 4
The complementary function is y = Ae4x + Be x .
The particular integral is of the form y = ax 2 + bx + c
dy
= 2ax + b
dx
d2y
= 2a
dx 2
d2y dy
Substitute these into the differential equation 2
− 5 + 4 y = 8x2 + 3
dx dx
2a − 5 ( 2ax + b ) + 4 ( ax + bx + c ) = 8 x 2 + 3
2
4ax 2 + ( 4b − 10a ) x + ( 2a − 5b + 4c ) = 8 x 2 + 3
Equating coefficients: 4a = 8 4b − 10a = 0 2a − 5b + 4c = 3
a=2 4b = 20 4 − 25 + 4c = 3
b=5 c=6
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
d2y dy
④ Find the general solution of the differential equation 2
+ 2 + 2 y = 5sin 2 x
dx dx
d2y dy
The corresponding homogenous equation is 2
+ 2 + 2y = 0 .
dx dx
The auxiliary equation is m2 + 2m + 2 = 0
−2 22 − 4 1 2
m=
2
1
m = −1 4i 2
2
m = −1 i
d2y dy
⑤ Find the general solution of the differential equation 2
− 3 + 2 y = e4 x + cos x .
dx dx
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
d2y dy
The corresponding homogenous equation is 2
− 3 + 2y = 0 .
dx dx
The auxiliary equation is m2 − 3m + 2 = 0 .
( m − 1)( m − 2 ) = 0
m = 1 or m = 2
The complementary function is y = Ae2x + Be x .
The particular integral is of the form y = ae4 x + p cos x + q sin x
dy
= 4ae4 x − p sin x + q cos x
dx
2
d y
= 16ae4 x − p cos x − q sin x
dx 2
d2y dy
Substitute these into the differential equation 2
− 3 + 2 y = e4 x + cos x
dx dx
16ae − p cos x − q sin x − 3 ( 4ae − p sin x + q cos x ) + 2 ( ae + p cos x + q sin x ) = e 4 x + cos x
4x 4x 4x
Questions
d 2 y dy
① + − 6 y = sin x
dx 2 dx
d2y dy
② 2
+ 2 + 3 y = 22e2 x
dx dx
d2y dy
③ 2
+ 2 + 3 y = 9 x 2 − 3x
dx dx
d 2 y dy
④ + − 12 y = x
dx 2 dx
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
Examples
d2y dy
① Find the general solution of the equation 2
− 5 + 6 y = 8e2 x .
dx dx
d2y dy
The corresponding homogenous equation is 2
− 5 + 6y = 0
dx dx
The auxiliary equation is m − 5m + 6 = 0
2
( m − 2 )( m − 3) = 0
m = 2 or m = 3
The complementary function is y = Ae2 x + Be3 x
For the particular integral we cannot use y = ke 2 x as this is already part of the
complementary function so we use y = kxe2x .
dy
= ke2 x + 2kxe2 x
dx
d2y
dx 2 (
= 2ke2 x + 2 ke2 x + 2kxe2 x )
= 4ke2 x + 4kxe2 x
d2y dy
Substitute these into the differential equation 2
− 5 + 6 y = 8e2 x .
dx dx
4ke2 x + 4kxe2 x − 5 ( ke2 x + 2kxe2 x ) + 6kxe2 x = 8e2 x
−ke2 x = 8e2 x
k = −8
So the particular integral is y = −8 xe2 x .
The general solution is y = Ae2 x + Be3 x − 8xe2 x .
NB If you pick the wrong particular integral a contradiction will occur at some stage in the
calculation and this should flag it up.
d2y dy
② Find the general solution of the differential equation 2
− 8 + 16 y = 6e4 x .
dx dx
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
d2y dy
The corresponding homogenous equation is 2
− 8 + 16 y = 0 .
dx dx
m = 4 (twice)
The complementary function is y = Ae4 x + Bxe4 x .
For the particular integral we cannot use y = ke 4 x or y = kxe4x as these are both already
in the complementary function so use y = kx 2 e 4 x .
dy
= 2kxe4 x + 4kx 2e4 x
dx
2
d y
2
= 2ke4 x + 8kxe4 x + 8kxe4 x + 16kx 2e4 x
dx
= 2ke4 x + 16kxe4 x + 16kx 2e4 x
d2y dy
Substitute these into the differential equation 2
− 8 + 16 y = 6e4 x .
dx dx
2ke 4 x + 16kxe4 x + 16kx 2 e4 x − 8 ( 2kxe4 x + 4kx 2 e4 x ) + 16kx 2 e4 x = 6e4 x
2ke4 x = 6e4 x
2k = 6
k =3
So the particular integral is y = 3x 2e4 x .
The general solution is y = Ae4 x + Bxe4 x + 3x 2e4 x .
d2y
③ Find the general solution of the differential equation 4 2 + 36 y = sin 3x .
dx
d2y
The corresponding homogenous equation is 4 + 36 y = 0 .
dx 2
The auxiliary equation is 4m2 + 36 = 0 .
m2 = −9
m = 3i
The complementary function is y = e0 ( A cos 3x + B sin 3x )
y = A cos3x + B sin 3x
For the particular integral try y = x ( p cos 3x + q sin 3x ) .
dy
= p cos3x + q sin 3x + x ( −3 p sin 3x + 3q cos3x )
dx
d2y
= −6 p sin 3x + 6q cos3x − 9 xp cos3x − 9 xq sin 3x
dx 2
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
d2y
Substitute these into the equation 4 + 36 y = sin 3x .
dx 2
4 ( −6 p sin 3x + 6q cos 3x − 9 xp cos 3 x − 9 xq sin 3x ) + 36 x ( p cos 3 x + q sin 3x ) = sin 3x
−24 p sin 3x + 24q cos3x = sin 3x
Equating terms: −24 p = 1 24q = 0
−1
p= q=0
24
−x
So the particular integral is y = cos3x .
24
−x
The general solution is y = A cos3x + B sin 3x cos3x .
24
dy
(a) A mathematical biologist believes that the differential equation x − 3 y = x 4 models a
dx
process. Find the general solution of the differential equation.
(b) The biologist subsequently decides that a better model is given by the equation
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
dy
y − 3x = x 4 .
dx
Given that y = 2 when x = 1 , obtain y in terms of x .
d2y dy
2
− 3 + 2 y = 20sin x
dx dx
dy
Hence find the particular solution for which y = 0 and = 0 when x = 0 .
dx
dx
given that y = 16 when x = 1 , expressing the answer in the form y = f ( x ) .
(b) Hence find the area enclosed by the graphs of y = f ( x ) , y = (1 − x ) and the x -axis.
4
−3 dy 1
Find the particular solution for which y = and = when x = 0 .
2 dx 2
1
(a) Express in partial fractions.
( x − 1)( x + 2 )
2
𝜆𝑛 + 𝑎𝑛−1 𝜆𝑛−1 + ⋯ + 𝑎1 𝜆 + 𝑎0 =0
In theory it is always possible to factor the characteristic equation , but in practice this can
be extremely difficult , especially for differential equations of high order.in such cases, one
must often use numerical techniques to approximate the roots or develop other methods of
solution.
𝑏1 (𝑥) 𝑏0 (𝑥)
Where P(x) = and Q(x) = , and it is assumed that P(x) and Q(x) are
𝑏2 (𝑥) 𝑏2 (𝑥)
a. analytic functions
The point 𝑥0 is an ordinary point of the differential equation (*2) if both P(x) and Q(x) are
analytic at 𝑥0 . If either of these functions is not analytic at 𝑥0 , then 𝑥0 is a singular point of
(*2).
The point 𝑥0 is regular singular point of (*2) if (1) 𝑥0 is a singular point of (*2) and (2)
both functions (𝑥 − 𝑥0 )𝑃 (𝑥 ) 𝑎𝑛𝑑 (𝑥 − 𝑥0 )2 Q(x) are analytic at 𝑥0 . Singular points which are
not regular are called irregular.
∑∞ 𝑛
𝒏=𝟎 𝒂𝒏 (𝑥 − 𝑥0 ) = 𝑎0 𝑦1 (𝑥 ) + 𝑎1 𝑦2 (𝑥 )
dx
(a) The rate of increase of the bacteria is . The number of bacteria present is x .
dt
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
dx dx
As is proportional to x we write this as = kx where k is a constant.
dt dt
dx
= kx
dt
dx
= k dt
x
dx
x = k dt
ln x = kt + C
x = e( kt +C )
x = e kt eC is the general solution.
x = Ae ktinitial conditions t: = 0, x = 350
(b) Apply 350 = Aek 0
350 = Ae0
A = 350
t = 4, x = 1700 1700 = Aek 4
1700 = 350e4 k
1700
e4 k =
350
1700
4k = ln
350
1 170003951t
k =x =ln
So the particular solution is e
350
4 350
When t = 7, x = 350e039517
k = 0 3951
x = 350e27657
x = 5562
So after 1 week there will be 5562 bacteria present.
dm
The rate of increase of the mass is . The mass is m .
dt
dm dm
As is proportional to m we write this as = −km . This time k is negative because
dt dt
the mass is decreasing.
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
dm
= −km
dt
dm
= −k dt
m
dm
m = −k dt
ln m = −kt + C
m = e( − kt +C )
m = e − kt eC is the general solution.
Ae − kt conditions : t = 0, m = 700 700 = Ae− k 0
m =initial
Apply
700 = Ae0
t = 8, m = 550 550 = Ae − k 8 A=700
550 = 700 e −8 k
550
e −8 k =
700
550
− 8k = ln
700
−1 550 t
So the particular solution isk =m = 700 ln e−003015
.
8 700
To find the half-life, make km==0350 03015
and solve the equation for t .
350 = 700e−003015t
1
e −003015t =
2
1
−0 03015t = ln
2
t 23
So it will take approximately 23 years for half of the mass of the radioactive substance to decay.
③ Newton’s law of cooling states that the rate at which an object cools is proportional to
the difference between its temperature and the temperature of the surrounding
environment.
When an object cools surrounded by air at a temperature of 25C , the cooling of the
object is given by a differential equation of the form
dT
= −k (T − 25)
dt
where TC is the temperature of the object after t minutes of cooling and k is a
constant.
PM102 (Differential Equations) Compilation of Solutions by Juffrey P. Calimpitan
(a) Find the general solution of this differential equation, expressing T as a function of t.
(b) Given that a cup of liquid cools from 110C to 80C after 10 minutes in a room whose
air temperature is 25C , find the
(i) the temperature of the liquid after another 15 minutes
(ii) the time taken for the liquid to fall to 40C .
dT
= −k (T − 25 )
dt
dT
= −k dt
T − 25
dT
T − 25 = −k dt
ln (T − 25 ) = −kt + C
T − 25 = e − kt +C
T − 25 = e − kt eC
− kt
T −t25
(b) When = Ae
= 0, T = 110where = e=C 25 + Ae − k 0
A110
T = 25 + Ae − kt is the general
110 = 25 +A
solution.
A = 85
When t = 10, T = 80 80 = 25 + Ae− k 10
80 = 25 + 85e−10 k
55 = 85e−10 k
55
e−10 k =
85
11
− 10k = ln
17
−1 11
k= ln
10 17
So T = 25 + 85e−00435t
k = 0 0435
(i) When t = 25, T = 25 + 85e−0043525
T = 53.6C