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Ordinary Differential Equations: Fundamentals of Differential Equations

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Harold Jan Terano


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Preface
Differential equations is one of the oldest field in the modern
mathematics. It is consider being the mathematics of applications in the fields
of engineering, physics, life sciences and other areas in the field of
mathematical modeling.

Differential equations is a higher mathematics course of applications.


This needs the prior knowledge of calculus as foundation for this course.

This material is an introduction to ordinary differential equations. This


covers the basic topics on ordinary differential equations that can serve as
foundations in advanced studies in differential equations. This book is
consisted of twelve chapters.

Chapter 1 covers the discussion on the introduction to differential


equations, basic principles and terms that is very important as foundations that
will be use in the succeeding chapters of this material.

Chapters 2 to 7 cover the discussions on the different methods in finding


the solution of a first-order, first-degree differential equations. This includes
solutions to separable differential equations, homogeneous differential
equations, exact differential equations, non-exact differential equations, first-
order linear differential equations and Bernoulli’s differential equations.

Chapters 8 and 9 cover the applications of the first-order, first-degree


differential equations. This includes applications on exponential growth and
decay problems as applications to population growth, radioactive decay,
continuous compound interest problems and cooling and heating problems.
Also, applications on physical and geometrical problems are covered in
chapter 9. This includes physical problems on mechanics, flow problems,
electric circuit problems, velocity of escape, and geometrical problems on
rectangular equations, isogonal trajectories and orthogonal trajectories.

Chapters 10 to 12 cover the discussions on higher-order differential


equations. This includes solutions to higher-order differential equations.

i
The twelve chapters of this material consist of discussions of a certain
topic, sample problems and exercises prepared at the end of every chapter for
further activities for the students.

ACKNOWLEDGMENTS

I would like to express my sincere gratitude and thanks to all my


colleagues both from the Camarines Sur Polytechnic Colleges, Nabua,
Camarines Sur, Bicol University Polangui Campus, Polangui, Albay and
University of Northeastern Philippines, Iriga City, to my students, friends and
relatives, to my family and most of all to the Almighty God for their continual
supports and encouragement for the completion of this work. Without them,
this work will never been in reality.

To all, my sincere thanks and May God bless you!!!

HAROLD JAN R. TERANO, ECE, MET


Faculty Member
College of Engineering and Graduate School
Camarines Sur Polytechnic Colleges, Nabua, Camarines Sur
2015

ii
Table of Contents
Page

Preface i

Chapter 1: INTRODUCTION TO
DIFFERENTIAL EQUATIONS 1
1.1 Basic Definition 2
1.2 Types of Differential Equations 2
1.3 Order of a Differential Equation 2
1.4 Degree of a Differential Equation 3
1.5 Types of Solutions to a Differential Equation 3
1.6 Elimination of Arbitrary Constant 5
Exercises 6

Chapter 2: SEPARABLE DIFFERENTIAL EQUATIONS 9


2.1 Separable Differential Equations 10
2.2 Solutions to Separable Differential Equations 10
Exercises 12

Chapter 3: HOMOGENEOUS DIFFERENTIAL EQUATIONS 13


3.1 Homogeneous Polynomials 14
3.2 Differential Equations with Homogeneous Coefficients 15
Exercises 17

Chapter 4: EXACT DIFFERENTIAL EQUATIONS 19


4.1 Exact Differential Equations 20
4.2 Solutions to Exact Differential Equations 21
Exercises 25

Chapter 5: NON-EXACT DIFFERENTIAL EQUATIONS 27


5.1 Non-Exact Differential Equations 28
5.2 Solutions to Non-Exact Differential Equations 28
Exercises 34

Chapter 6: FIRST-ORDER LINEAR


DIFFERENTIAL EQUATIONS 37
6.1 First-Order Linear Differential Equations 38
6.2 Solutions to First-Order Linear Differential Equations 39
Exercises 40

iii
Chapter 7: BERNOULLI’S DIFFERENTIAL EQUATIONS 43
7.1 Bernoulli’s Differential Equations 44
7.2 Solutions to Bernoulli’s Differential Equations 44
Exercises 47

Chapter 8: APPLICATIONS: EXPONENTIAL GROWTH AND


DECAY PROBLEMS 49
8.1 Population Growth 50
8.2 Radioactive Decay 52
8.3 Continuous Compound Interest Problems 54
8.4 Cooling and Heating Problems 55
Exercises 58

Chapter 9: APPLICATIONS:
PHYSICAL AND GEOMETRICAL PROBLEMS 61
9.1 Mechanics Problems 62
9.2 Flow Problems 65
9.3 Electrical Circuits 69
9.4 Velocity of Escape 73
9.5 Equation of Rectangular Curves 74
9.6 Isogonal Trajectories 75
9.7 Orthogonal Trajectories 77
Exercises 78

Chapter 10: LINEAR DIFFERENTIAL


EQUATIONS OF HIGHER ORDER 81
10.1 Linear Differential Equations of Higher Order 82
10.2 Linearly Independent Solutions 82
10.3 The Wronskian 82
10.4 The Differential Operator D 84
10.5 Linear Differential Equations in Operator Form 85
Exercises 86

Chapter 11: HOMOGENEOUS LINEAR


DIFFERENTIAL EQUATIONS WITH
CONSTANT COEFFICIENTS 87
11.1 Homogeneous Second Order Linear
Differential Equations 88
11.2 nth-Order Homogeneous Linear
Differential Equations 91
Exercises 92

iv
Chapter 12: NON-HOMOGENEOUS LINEAR
DIFFERENTIAL EQUATIONS WITH
CONSTANT COEFFICIENTS 95
12.1 Non-Homogeneous Linear Differential Equations 96
12.2 The Method of Reduction of Order 96
12.3 The Method of Undetermined Coefficients 101
12.4 The Method of Variation of Parameters 105
12.5 Short Methods 108
12.6 Initial Value Problems for Linear
Differential Equations 114
Exercises 115

References 117

v
Chapter 1

INTRODUCTION TO
DIFFERENTIAL EQUATIONS
Outline:
1.1 Basic Definition
1.2 Types of Differential Equations
1.3 Order of a Differential Equation
1.4 Degree of a Differential Equation
1.5 Types of Solutions to a Differential Equation
1.6 Elimination of Arbitrary Constant

Overview:
Differential equations is the mathematics of applications that is very important
in understanding sciences and engineering in which many of the phenomena in
nature can be expressed in terms of the language of differential equations.
At start, it is important to know the main definition and important terms in the
study of differential equations that will be used throughout the discussion of the
topics in this text. It is important so that the user of this material will guide him as he
proceeds progressively throughout the whole chapters.
This chapter will introduce the basic definition of a differential equation, the
types, the order and the degree of a differential equation and the types of solutions to
a differential equation.

Objectives:
Upon completion of this chapter, the students will be able to:
1. Define differential equations.
2. Identify the different types, order and degree of a differential equation.
3. Differentiate general solution from a particular solution.
4. Show that the given solution is the solution to a differential equation.
5. Find the differential equations of a given solution by elimination of
arbitrary constant.

Author: Harold Jan R. Terano, ECE, ME


1.1 Basic Definition
A differential equation is an equation that contains derivatives or differentials.
It can contain one or more terms involving derivatives of one variable with respect to
another variable.
Consider the following examples:
1. ‫ ݕ‬ƍ = 3‫ ݔ‬+ 5
ௗమ ௫
2. + 3‫ = ݐݔ‬4‫ ݔ‬ଶ
ௗ௧ మ
డ௫ డ௫
3. + = ‫ ݓݔ‬ଶ
డ௬ డ௪

1.2 Types of Differential Equations


Differential equation has two types; the ordinary differential equation and the
partial differential equation.

1. Ordinary Differential Equations. It is an equation that contains ordinary


derivatives. It involves only one independent variable.

Examples:
a. ‫ ݕ‬ƍ = ‫ ݔ‬ଶ + 2
b. ‫ ݕ‬ƍƍ = 4‫ ݔ‬+ ‫ ݕ‬ଶ
ௗ௫
c. + 3‫ ݔ‬+ ‫ = ݐ‬5
ௗ௧

2. Partial Differential Equations. It is an equation that contains partial


derivatives. It involves two or more independent variables. For partial
derivatives, ݀ becomes a script delta ߲.

Examples:
డ௫ డ௫
a. డ௬
+ డ௪
= 5
డమ ௫ డమ ௫ డమ ௫
b. + =
డ௬ మ డ௭ మ డ௪ మ

డమ௧ డమ ௧ డ௧
c. + =
డ௫ మ డ௬ మ డ௪

1.3 Order of a Differential Equation


The order of a differential equation is the highest derivative appearing on the
equation.

Examples:
1. ‫ ݕ‬ƍ = 4‫ ݔ‬ଶ - First order

Author: Harold Jan R. Terano, ECE, ME


డమ ௧ డ௧
2. డ௫ మ
+ ‫= ݐݔ‬ డ௬
- Second order
ௗయ ௫ ௗమ ௫ ௗ௫
3. ௗ௧ య
+ ௗ௧ మ
= ௗ௧
+ ‫ݔ‬ଶ - Third order

1.4 Degree of a Differential Equation


The degree of a differential equation is the power to which the highest order
derivative is raised.

Examples:

ௗమ ௬ ௗ௬
1. ቀ ௗ௫ మ ቁ + ௗ௫
= 3‫ݔ‬ - Second degree

ௗమ ௬ ௗ௬ ଷ
2. ቀ ௗ௫ మ ቁ + ቀௗ௫ ቁ = 4‫ ݔ‬+ ‫ݕ‬ - Second degree
ௗ௧
3. ௗ௫
+ 5‫ = ݐݔ‬0 - First degree

4. ‫ ݕ‬+ƍƍƍ (‫ݕ‬ƍƍ) ଶ ƍ
= ‫ ݕ‬+ ‫ݕ‬െ5 - First degree
(ହ) ଶ (ଷ) ଷ
5. ൫‫ݕ‬ ൯ + ൫‫ݕ‬ ൯ = 4‫ݕ‬ƍƍ - Second degree

1.5 Types of Solutions to a Differential Equation


A differential equation can obtain two solutions; a general solution and a
particular solution.
A general solution is the primitive of a differential equation. It involves an
equation having an arbitrary constant (symbol, ܿ).

Consider the example below.


‫ݕ‬ƍ = ‫ݔ‬ଶ + 3
The general solution of the differential equation above can be obtained by
integrating both sides of the equation, as follows.
ௗ௬
ௗ௫
= ‫ݔ‬ଶ + 3

݀‫ ݔ( = ݕ‬ଶ + 3)݀‫ݔ‬
‫ ݔ(׬ = ݕ݀ ׬‬ଶ + 3)݀‫ݔ‬
௫య
‫=ݕ‬ + 3‫ ݔ‬+ ܿ

The particular solution of a differential equation can be obtained from the
general solution by assigning definite values to the arbitrary constants. The values of
the arbitrary constants can be obtained using a given initial conditions or boundary
conditions.
Consider the previous obtained general solution.
௫య
‫=ݕ‬ ଷ
+ 3‫ ݔ‬+ ܿ

given the condition ‫(ݕ‬3) = 1, find the particular solution.


Substitute the values using ‫ = ݔ‬3 and ‫ = ݕ‬1 and find the value of ܿ.

Author: Harold Jan R. Terano, ECE, ME


(ଷ) య
1= ଷ
+ 3(3) + ܿ

ܿ = െ17
Thus the particular solution is,
௫య
‫=ݕ‬ ଷ
+ 3‫ ݔ‬െ 17

A solution of differential equation is any function ‫ )ݔ(݂ = ݕ‬that satisfies the


equation.
From the previous discussions, we obtained the general solution and
particular solution from a given differential equation. We can verify if the given
solution or the obtained solution is actually the solution of a given differential
equation.

Example 1:
Show that ‫ ݁ݔ = ݕ‬௫ is a solution of ‫ ݕ‬ƍƍ െ ‫ ݕ‬ƍ െ ݁ ௫ = 0.
Solution:
First, get the first and second derivatives of the given solution.
‫ ݕ‬ƍ = ‫ ݁ݔ‬௫ + ݁ ௫
‫ ݕ‬ƍƍ = ‫ ݁ݔ‬௫ + ݁ ௫ + ݁ ௫
‫ ݕ‬ƍƍ = ‫ ݁ݔ‬௫ + 2݁ ௫
Then, substitute the derivatives to the differential equation.
‫ ݕ‬ƍƍ െ ‫ ݕ‬ƍ െ ݁ ௫ = 0
௫ ௫ (‫ ݁ݔ‬௫
‫ ݁ݔ‬+ 2݁ െ + ݁ ௫) െ ݁ ௫ = 0
0= 0
Therefore, the particular solution is the solution to the differential
equation.

Example 2:
Show that ‫ ݁ = ݕ‬௫ cos‫ ݔ‬is a solution of ‫ ݕ‬ƍƍ െ 2‫ ݕ‬ƍ + 2‫ = ݕ‬0.
Solution:
Get the first and second derivatives of the function.
‫ ݕ‬ƍ = െ݁ ௫ sin ‫ ݔ‬+ ݁ ௫ cos‫ݔ‬
‫ ݕ‬ƍƍ = െ݁ ௫ cos‫ ݔ‬െ ݁ ௫ sin ‫ ݔ‬െ ݁ ௫ sin ‫ ݔ‬+ ݁ ௫ cos‫ݔ‬
= െ2݁ ௫ sin ‫ݔ‬
Substitute to the differential equation.
‫ ݕ‬ƍƍ െ 2‫ ݕ‬ƍ + 2‫ = ݕ‬0
( െ2݁ sin ‫ ) ݔ‬െ 2(െ݁ sin ‫ ݔ‬+ ݁ cos‫ ) ݔ‬+ 2(݁ ௫ cos ‫ = ) ݔ‬0
௫ ௫ ௫

0= 0

Author: Harold Jan R. Terano, ECE, ME


Example 3:

Show that ‫ = ݕ‬2 + ݁ ି௫ is a solution of ‫ ݕ‬ƍ + 2‫ = ݕݔ‬4‫ݔ‬.
Solution:
Get the first derivative of the function.

‫ ݕ‬ᇱ = െ2‫ି ݁ݔ‬௫
Substitute to the differential equation.
‫ ݕ‬ᇱ + 2‫ = ݕݔ‬4‫ݔ‬
െ2‫݁ݔ‬ ି௫ మ మ
+ 2‫ݔ‬൫2 + ݁ ି௫ ൯ = 4‫ݔ‬
4‫ = ݔ‬4‫ݔ‬

1.6 Elimination of Arbitrary Constant


To find the differential equation given the general or particular solution, first is
to differentiate the general solution, again, differentiate the derived solution, etc., until
the number of the derived equation is equal to the number of the independent
arbitrary constants, and then eliminate the constants from the derived equations.
Example 1:
Find the differential equation of ‫ ݔ‬ଶ + 2‫ܿ = ݕݔ‬.
Solution:
Differentiating the given solution, we have,
2‫ ݔ݀ݔ‬+ 2(‫ ݕ݀ݔ‬+ ‫ = )ݔ݀ݕ‬0
(‫ ݔ‬+ ‫ ݔ݀)ݕ‬+ ‫ = ݕ݀ݔ‬0
Example 2:
Find the differential equation of ‫ܿ = ݕ‬ଵ sin 2‫ ݔ‬+ ܿଶ cos2‫ݔ‬.
Solution:
Differentiate the solution twice since there are two arbitrary constants,
therefore,
‫ ݕ‬ƍ = 2ܿଵ cos2‫ ݔ‬െ 2ܿଶ sin 2‫ݔ‬
‫ ݕ‬ƍƍ = െ4ܿଵ sin 2‫ ݔ‬െ 4ܿଶ cos2‫ݔ‬
‫ ݕ‬ƍƍ = െ4(ܿଵ sin 2‫ ݔ‬+ ܿଶ cos2‫)ݔ‬
Since ‫ܿ = ݕ‬ଵ sin 2‫ ݔ‬+ ܿଶ cos2‫ݔ‬, thus the differential equation is,
‫ ݕ‬ƍƍ = െ4‫ݕ‬
Example 3:
Find the differential equation of ‫ܿ = ݕ‬ଵ ݁ ௫ + ܿଶ‫ ݁ݔ‬௫ .
Solution:
Set the general solution as the first equation.
‫ܿ = ݕ‬ଵ ݁ ௫ + ܿଶ ‫ ݁ݔ‬௫ ĺ equation(1)
Differentiating the solution twice, we have,
‫ ݕ‬ƍ = ܿଵ ݁ ௫ + ܿଶ (‫ ݁ݔ‬௫ + ݁ ௫ )
‫ ݕ‬ƍ = ܿଵ ݁ ௫ + ܿଶ ‫ ݁ݔ‬௫ + ܿଶ ݁ ௫ ĺ equation(2)
‫ܿ = ݕ‬ଵ ݁ + ܿଶ (‫ ݁ݔ‬௫ + ݁ ௫ ) + ܿଶ ݁ ௫
ƍƍ ௫

Author: Harold Jan R. Terano, ECE, ME


‫ ݕ‬ƍƍ = ܿଵ݁ ௫ + ܿଶ ‫ ݁ݔ‬௫ + 2ܿଶ݁ ௫ ĺ equation(3)
Subtracting equation(2) to equation(3), we have,
‫ ݕ‬ƍƍ െ ‫ ݕ‬ƍ = ܿଶ݁ ௫ ĺ equation(4)
Subtracting equation(1) to equation(3), we have,
‫ ݕ‬ƍƍ െ ‫ = ݕ‬2ܿଶ݁ ௫ ĺ equation(5)
Subtracting equation(4) to equation(5), we have,
‫ ݕ‬ƍ െ ‫ܿ = ݕ‬ଶ݁ ௫ ĺ equation(6)
Subtracting equation(6) to equation(4), we have,
‫ ݕ‬ƍƍ െ 2‫ ݕ‬ƍ + ‫ = ݕ‬0
The arbitrary constants had been eliminated; therefore, the differential
equation is, ‫ ݕ‬ƍƍ െ 2‫ ݕ‬ƍ + ‫ = ݕ‬0.

Exercises
I. Show that the following solutions are the solutions to the differential
equations indicated.
ୱ୧୬ ௫
1. sin ‫ = ݕ‬cos ‫ ݕ ;ݔ‬ƍ = െ ୡ୭ୱ ௬

2. ‫ ݔ = ݕ‬+ ݁ ௫ + ݁ ି௫ ; ‫ ݕ‬ƍƍ െ ‫ = ݕ‬െ‫ݔ‬


ଵ ௗ௬
3. ‫= ݕ‬ ୪୬(ଵି௫)
; (1 െ ‫ )ݔ‬ௗ௫ = ‫ ݕ‬ଶ
ௗ௬ ଵା௬ మ
4. Arctan ‫ = ݕ‬Arctan ‫; ݔ‬ െ = 0
ௗ௫ ଵା௫ మ

5. ‫ = ݕ‬sin 2‫ ݐ‬+ cos2‫ ݕ ; ݐ‬ƍƍ + 4‫ = ݕ‬0

II. Find the particular solutions of the given general solutions satisfying the
given conditions.
1. ݁ ௫ െ 4‫ ݕ‬ଶ = ܿ; ‫(ݕ‬ln 2) = 1 Ans: ݁ ௫ െ 4‫ ݕ‬ଶ = െ2
ଶ ଶ
2. ‫ ݔ‬+ ‫(ݕ ;ܿ = ݕ‬1) = 1 Ans: ‫ ݔ‬ଶ + ‫ ݕ‬ଶ = 2
3. ܿ‫ ݕ‬ଶ = ‫ ݔ‬ଷ + ‫ ݕݔ‬ଶ ; ‫(ݕ‬2) = 1 Ans: 10‫ ݕ‬ଶ = ‫ ݔ‬ଷ + ‫ ݕݔ‬ଶ
4. ‫ = ݕ‬tan ‫ ݔ‬+ ܿ; ‫(ݕ‬0) = 0 Ans: ‫ = ݕ‬tan ‫ݔ‬
5. 2‫ ݔ‬+ sin ‫ ܿ = ݔ‬+ (1 + ‫ ݕ‬ଶ ) ଶ; ‫(ݕ‬0) = 1 Ans: 2‫ ݔ‬+ sin ‫ = ݔ‬െ4 + (1 + ‫ ݕ‬ଶ ) ଶ

III. Find the differential equations of the following general solutions.


1. ‫ܿ = ݕ‬ଵ ݁ ଶ௫ + ܿଶ ݁ ି௫ Ans: ‫ ݕ‬ƍƍ െ ‫ ݕ‬ƍ െ 2‫ = ݕ‬0
2. ‫ ݁ݕ‬ଶ௫ െ 2 cos‫ܿ = ݔ‬ Ans: 2(‫ ݁ݕ‬ଶ௫ + sin ‫ ݔ݀)ݔ‬+ ݁ ଶ௫ ݀‫ = ݕ‬0

3. (‫ ݕ‬െ ‫ݔܿ = )ݔ‬ Ans: 3‫ ݕ݀ݔ‬െ (2‫ ݔ‬+ ‫ = ݔ݀)ݕ‬0

Author: Harold Jan R. Terano, ECE, ME



4. ‫ܿ = ݕ‬ଵ݁ ௫ + ܿଶ ݁ ିଷ௫ + ݁ ଶ௫ Ans: ‫ ݕ‬ƍƍ + 2‫ ݕ‬ƍ െ 3‫ ݁ = ݕ‬ଶ௫

5. ‫ܿ = ݕ‬ଵ cos2‫ ݔ‬+ ܿଶ sin 2‫ݔ‬ Ans: ‫ ݕ‬ƍƍ + 4‫ ݕ‬ƍ = 0

IV. Find the differential equations described by the following family of curves.

1. Parabolas ‫ ݔܿ = ݕ‬ଶ . Ans: ‫ ݕ݀ݔ‬െ 2‫ = ݔ݀ݕ‬0


2. Curve ‫ ܿ = ݕ‬cos‫ݔ‬. Ans: cos‫ ݕ݀ ݔ‬+ ‫ ݕ‬sin ‫ = ݔ݀ ݔ‬0
3. Straight lines with slope and ‫ݕ‬-intercept equal. Ans: ‫ ݔ݀ݕ‬െ (‫ ݔ‬+ 1)݀‫ = ݕ‬0

4. Circles with center on the ‫ݕ‬-axis. Ans: ‫ ݕݔ‬ƍƍ െ ൫‫ ݕ‬ƍ൯ െ ‫ ݕ‬ƍ = 0
5. Ellipses having their center at (݄,݇). Ans: ܾ ଶ (‫ ݔ‬െ ݄)݀‫ ݔ‬+ ܽଶ (‫ ݕ‬െ ݇) ଶ = 0

Author: Harold Jan R. Terano, ECE, ME


8

Author: Harold Jan R. Terano, ECE, ME


Chapter 2

SEPARABLE
DIFFERENTIAL EQUATIONS
Outline:
2.1 Separable Differential Equations
2.2 Solutions to Separable Differential Equations

Overview:
We had already discussed the types of solutions to differential equations in chapter 1.
For this chapter, the first method of finding the solution for a differential equation will be
covered.
The solution of a first order differential equation that will be discussed in this chapter
is the solution of a variable separable differential equation. Differential equations that can be
easily separated in which terms of same variables of the equation can be combined are
considered to be separable differential equations. This method applies direct integration on
the separated terms.

Objectives:
Upon completion of this chapter, the students will be able to:
1. Define separable differential equations.
2. Identify the different forms of separable differential equations.
3. Solve separable differential equations.

Author: Harold Jan R. Terano, ECE, ME


2.1 Separable Differential Equations
A first order differential equation is separable if the variables can be separated
and combined like terms so that direct integration can be executed.
Differential equations of the form,
ௗ௬
1. ௗ௫
= ݂(‫)ݔ‬
ௗ௬
2. ௗ௫
= ݃(‫)ݕ‬
ௗ௬
3. ௗ௫
= ݂(‫)ݕ(݃)ݔ‬
ௗ௬ ௙(௫)
4. ௗ௫
= ௚(௬)

ௗ௬ ௚(௬)
5. =
ௗ௫ ௙(௫)

are all separable differential equations.


The above differential equations can be solved by direct integration by writing
in the form,
1. ݀‫ݔ݀)ݔ(݂ = ݕ‬
integrating both sides of the equation, then,
‫ ݔ݀)ݔ(݂ ׬ = ݕ݀ ׬‬+ ܿ
is the general equation of the differential equation.
Other forms are,
ௗ௬
2. = ݃(‫)ݕ‬
ௗ௫
ௗ௬
‫ ׬‬௚(௬) = ‫ ݔ݀ ׬‬+ ܿ
ௗ௬
3. ௗ௫
= ݂(‫)ݕ(݃)ݔ‬
ௗ௬
‫ ׬‬௚(௬) = ‫ ݔ݀)ݔ(݂ ׬‬+ ܿ
ௗ௬ ௙(௫)
4. =
ௗ௫ ௚(௬)

‫ ݔ݀)ݔ(݂ ׬ = ݕ݀)ݕ(݃ ׬‬+ ܿ


ௗ௬ ௚(௬)
5. ௗ௫
= ௙(௫)
ௗ௬ ௗ௫
‫ ׬‬௚(௬) = ‫ ׬‬௙(௫) + ܿ

2.2 Solutions to Separable Differential Equations


The basic forms of separable differential equations were already discussed in
the previous section. Obtaining the general equation of the separable differential
equation can be done by combining like terms and integrating. Consider the following
examples.

10

Author: Harold Jan R. Terano, ECE, ME


Example 1.
Obtain the general solution of ‫ ݕ‬ƍ + 4‫ = ݔ‬5.
Solution:
ௗ௬
‫ݕ‬ƍ can be written in the form .
ௗ௫
ௗ௬
ௗ௫
+ 4‫ = ݔ‬5
ௗ௬
ௗ௫
= 5 െ 4‫ݔ‬

By separating the variables, we get,


݀‫( = ݕ‬5 െ 4‫ݔ݀)ݔ‬
Integrating both sides of the equation, we obtain,
‫(׬ = ݕ݀ ׬‬5 െ 4‫ݔ݀)ݔ‬
‫ = ݕ‬5‫ ݔ‬െ 2‫ ݔ‬ଶ + ܿ
Example 2.
Obtain the general solution of sin ‫ ݔ‬cos‫ = ݕ݀ ݕ‬sin ‫ ݕ‬cos‫ݔ݀ ݔ‬.
Solution:
Separating the variables,
sin ‫ ݔ‬cos‫ = ݕ݀ ݕ‬sin ‫ ݕ‬cos‫ݔ݀ ݔ‬
ୡ୭ୱ ௬ ୡ୭ୱ ௫
ୱ୧୬ ௬
݀‫= ݕ‬ ୱ୧୬ ௫
݀‫ݔ‬

cot ‫ = ݕ݀ ݕ‬cot ‫ݔ݀ ݔ‬


Integrating both sides,
‫ ׬‬cot ‫ ׬ = ݕ݀ ݕ‬cot ‫ݔ݀ ݔ‬
ln sin ‫ = ݕ‬ln sin ‫ ݔ‬+ ܿ
The general solution is already in a correct form, but the presence of
two logarithmic terms suggests that we take also the logarithm of the arbitrary
constant to better simplify the solution.
Thus,
ln sin ‫ = ݕ‬ln sin ‫ ݔ‬+ ln ܿ
Simplifying the terms, we get,
ln sin ‫ ݕ‬െ ln sin ‫ = ݔ‬ln ܿ
By the properties of logarithm, we obtain,
ୱ୧୬ ௬
ln ୱ୧୬ ௫ = ln ܿ

Simplifying the equation, we get,


౩౟౤ ೤
݁ ୪୬ ౩౟౤ ೣ = ݁ ୪୬ ௖
ୱ୧୬ ௬
ୱ୧୬ ௫
= ܿ

Therefore, the general solution is,


sin ‫ ܿ = ݕ‬sin ‫ݔ‬

11

Author: Harold Jan R. Terano, ECE, ME


Example 3.
Obtain the particular solution of ‫ ݕ݀ݕ‬+ 2‫ ݁ = ݔ݀ݔ‬௫ ݀‫ ݔ‬that satisfies the
condition ‫(ݕ‬0) = 1.
Solution:
The equation is already separated, thus, direct integration can be
executed.
Integrating both sides of the equation,
‫ ݕ݀ݕ ׬‬+ 2 ‫ ݁ ׬ = ݔ݀ݔ ׬‬௫ ݀‫ݔ‬


‫ݕ‬ଶ + ‫ݔ‬ଶ = ݁௫ + ܿ

When ‫ = ݔ‬0 and ‫ = ݕ‬1, ܿ = െ , then the particular solution is,

ଵ ଵ
‫ݕ‬ଶ + ‫ݔ‬ଶ = ݁௫ െ
ଶ ଶ

‫ ݕ‬ଶ + 2‫ ݔ‬ଶ = 2݁ ௫ െ 1
Exercises
I. Obtain the general solutions of the given differential equations.

1. 4‫ = ݔ݀ݕ‬5‫ݕ݀ݔ‬ Ans: ‫ ݔ‬ସ = ܿ‫ ݕ‬ହ


௫ మି௬ మ
2. ‫ ݕ‬+ ‫݁ݔ‬ ƍ
= 0 Ans: ݁ ௫ + 2݁ ௬ = ܿ
௫ మାଵ ଵ
3. ‫ ݕ‬ƍ = ௫ିଵ
Ans: ‫= ݕ‬ ଶ
‫ ݔ‬ଶ + ‫ ݔ‬+ ln(‫ ݔ‬െ 1) ଶ + ܿ

4. 3(‫ ݕ‬+ 1)݀‫ ݔ‬+ ‫ = ݕ݀ݕݔ‬0 Ans: ‫ ݔ‬ଷ ݁ ௬ = ܿ(‫ ݕ‬+ 1)



5. csc ‫ = ݔ݀ ݕ‬csc ‫ݕ݀ ݔ‬ Ans: 2‫ ݕ‬െ sin 2‫ ݕ‬+ 4 cos‫ܿ = ݔ‬
ଶ௫ ௬ ଶ
6. ‫݁ݔ(ݕ = ݕ݀ݔ‬ + 1)݀‫ݔ‬ Ans: ln ቀ ቁ െ ݁ ଶ௫ = ܿ

య ఱ

7. ඥ‫ݔ݀ ݔ = ݕ݀ݕݔ‬ Ans: 5‫ ݕ‬െ 3‫ ݔ‬మ = ܿ

8. ‫ ݕ‬ƍ = ‫ ݔ‬sinଶ ‫ݕ‬ Ans: 2 cot ‫ ݕ‬െ ‫ ݔ‬ଶ = ܿ


9. ‫ ݔ‬ଶ ݀‫ ݔ‬+ ‫(ݕ‬1 െ ‫ = ݕ݀)ݔ‬0 Ans: ‫ ݔ‬ଶ + 2‫ ݔ‬+ ln(1 െ ‫ )ݔ‬ଶ െ ‫ ݕ‬ଶ = ܿ
10. (‫ ݕ‬ଶ + 1)݀‫ ݔ‬െ ‫ݔ‬ξ‫ ݔ‬ଶ െ 1݀‫ = ݕ‬0 Ans: Arctan ξ‫ ݔ‬ଶ െ 1 െ Arctan ‫ܿ = ݕ‬

II. Obtain the particular solutions satisfying the indicated conditions.


ௗ௫ ௗ௬
1. ୪୬ ௬ + ௫మ
= 0; ‫(ݕ‬3) = 1 Ans: ‫ ݔ‬ଷ + 3‫ ݕ‬ln ‫ ݕ‬െ 3‫ = ݕ‬24
୪୬ ௫
2. ݀‫(ݕ ;ݕ݀ݔ = ݔ‬1) = 0 Ans: lnଶ ‫ ݔ‬െ 2݁ ௬ = െ2
௘೤
భ భ
ௗ௫ ௫
3. ௬
= (25 െ ‫ ݔ‬ଶ) ିమ݀‫(ݕ ;ݕ‬0) = 1 Ans: 25 Arcsin ቀ ହቁ + ‫(ݔ‬25 െ ‫ ݔ‬ଶ ) మ െ ‫ ݕ‬ଶ = െ1

4. sin ‫ ݔ‬cos‫ ݔ݀ ݕ‬+ sin ‫ ݕ‬cos‫ = ݕ݀ ݔ‬0; ‫(ݕ‬0) = 0 Ans: cos‫ ݔ‬cos‫ = ݕ‬1
ௗ௫ ௫
5. = ݁ ݀‫ = )’(ݕ ;ݕ‬1 Ans: 3݁ ି௫ + ‫ ݕ‬ଷ = 1
௬మ

12

Author: Harold Jan R. Terano, ECE, ME


Chapter 3

HOMOGENEOUS
DIFFERENTIAL EQUATIONS
Outline:
3.1 Homogeneous Polynomials
3.2 Differential Equations with Homogeneous Coefficients

Overview:
This chapter deals on the second method of solving first order ordinary
differential equations. This method is a substitution method of a certain differential
equation known as homogeneous differential equation. By the use of another
variable in substitution, the equation will be reduced eventually to a separable
differential equation that can be easily solved by the solution of a separable
differential equation.

Objectives:
Upon completion of this chapter, the students will be able to:
1. Define homogenous polynomials.
2. Identify whether a polynomial is homogeneous or not.
3. Determine the degree of homogeneous polynomials.
4. Solve homogeneous differential equations.

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Author: Harold Jan R. Terano, ECE, ME


3.1 Homogeneous Polynomials
Polynomials in which all terms are of the same degree are all homogeneous
polynomials.
Such examples are,
1. ‫ ݔ‬ଶ െ 4‫ ݕݔ‬+ ‫ ݕ‬ଶ
2. 8‫ ݔ‬ଶ‫ ݕ‬+ ‫ ݔ‬ଷ
3. 5‫ ݔ‬ସ + ‫ ݕݔ‬ଷ
A function ݂(‫ݔ‬, ‫ )ݕ‬is called homogeneous of degree ݊, if
݂(ߣ‫ݔ‬,ߣ‫ߣ = )ݕ‬௡ ݂(‫ݔ‬,‫)ݕ‬

Example 1.
For the function ݂(‫ݔ‬, ‫ ݔ = )ݕ‬ହ െ ‫ ݔ‬ଶ‫ ݕ‬ଷ , determine whether homogeneous or
not. Determine also the degree of the function.
Solution:
݂(‫ݔ‬, ‫ ݔ = )ݕ‬ହ െ ‫ ݔ‬ଶ ‫ ݕ‬ଷ
݂(ߣ‫ݔ‬,ߣ‫ߣ = )ݕ‬ହ ‫ ݔ‬ହ െ ߣଶ ‫ ݔ‬ଶߣଷ‫ ݕ‬ଷ
݂(ߣ‫ݔ‬,ߣ‫ߣ = )ݕ‬ହ ‫ ݔ‬ହ െ ߣହ ‫ ݔ‬ଶ‫ ݕ‬ଷ
݂(ߣ‫ݔ‬,ߣ‫ߣ = )ݕ‬ହ (‫ ݔ‬ହ െ ‫ ݔ‬ଶ ‫ ݕ‬ଷ )
The function is homogeneous of degree 5.
Example 2.
For the function ݂(‫ݔ‬, ‫ ݔ = )ݕ‬ଷ െ 5‫ ݕ‬ଶඥ‫ ݔ‬ଶ + ‫ ݕ‬ଶ, determine whether
homogeneous or not. Determine also the degree of the function.
Solution:
݂(‫ݔ‬,‫ ݔ = )ݕ‬ଷ െ 5‫ ݕ‬ଶ ඥ‫ ݔ‬ଶ + ‫ ݕ‬ଶ 

݂(ߣ‫ݔ‬,ߣ‫ߣ = )ݕ‬ଷ ‫ ݔ‬ଷ െ 5ߣଶ ‫ ݕ‬ଶ ඥߣଶ ‫ ݔ‬ଶ + ߣଶ ‫ ݕ‬ଶ 

݂(ߣ‫ݔ‬,ߣ‫ߣ = )ݕ‬ଷ ‫ ݔ‬ଷ െ 5ߣଶ ‫ ݕ‬ଶ ඥߣଶ (‫ ݔ‬ଶ + ‫ ݕ‬ଶ)

݂(ߣ‫ݔ‬,ߣ‫ߣ = )ݕ‬ଷ ‫ ݔ‬ଷ െ 5ߣଶ ‫ ݕ‬ଶ ߣඥ‫ ݔ‬ଶ + ‫ ݕ‬ଶ 

݂(ߣ‫ݔ‬,ߣ‫ߣ = )ݕ‬ଷ ‫ ݔ‬ଷ െ 5ߣଷ ‫ ݕ‬ଶ ඥ‫ ݔ‬ଶ + ‫ ݕ‬ଶ 

݂(ߣ‫ݔ‬,ߣ‫ߣ = )ݕ‬ଷ ൫‫ ݔ‬ଷ െ 5‫ ݕ‬ଶ ඥ‫ ݔ‬ଶ + ‫ ݕ‬ଶ ൯


The function is homogeneous of degree 3.
Example 3.
For the function ݂(‫ݔ‬, ‫ ݁ = )ݕ‬௫ + tan ‫ݔ‬, determine whether homogeneous or not.
Determine also the degree of the function.
Solution:
݂(‫ݔ‬, ‫ ݁ = )ݕ‬௫ + tan ‫ݔ‬
݂(ߣ‫ݔ‬,ߣ‫ ݁ = )ݕ‬ఒ௫ + tan ߣ‫ݔ‬
The function is not homogeneous.

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Author: Harold Jan R. Terano, ECE, ME


3.2 Differential Equations with Homogeneous Coefficients
ௗ௬
A first order differential equation in standard form ௗ௫
= ݂(‫ݔ‬,‫)ݕ‬ is
homogeneous if it contains a homogeneous coefficient.
If the differential equation ‫ݔ( ܯ‬, ‫ ݔ݀)ݕ‬+ ܰ(‫ݔ‬,‫ = ݕ݀)ݕ‬0 is homogeneous, this
can be written as,
ௗ௬ ெ( ௫,௬)
ௗ௫
= െ ே(௫,௬)

This now suggests that transformation by introducing a new variable ‫ݒ‬. It is


done by putting, ‫ ݔݒ = ݕ‬and ݀‫ ݔ݀ݒ = ݕ‬+ ‫( ݒ݀ݔ‬product rule of differentiation) or
‫ ݕݒ = ݔ‬and ݀‫ ݕ݀ݒ = ݔ‬+ ‫ݒ݀ݕ‬. The transformation will reduce any homogeneous
equation to the form ‫ݔ (ܯ‬, ‫ ݔ݀ ) ݒ‬+ ܰ( ‫ݔ‬,‫ = ݒ݀ ) ݒ‬0 or ‫ݒ (ܯ‬, ‫ ݒ݀ )ݕ‬+ ܰ( ‫ݒ‬,‫ = ݕ݀ ) ݕ‬0 in
which the variables can be separated. After separating and integrating, ‫ ݒ‬is
௬ ௫
replaced by or to recover the original variables.
௫ ௬
It is easy to substitute the differential ‫ ݔ‬or ‫ ݔ݀( ݕ‬or ݀‫ )ݕ‬that contain few
variables than that of many, say,
(‫ ݔ‬ଶ െ 4‫ ݕݔ‬+ ‫ ݕ‬ଶ )݀‫ ݕ‬+ ‫ = ݔ݀ݕݔ‬0
We can substitute ‫ ݕݒ = ݔ‬and ݀‫ ݕ݀ݒ = ݔ‬+ ‫ݒ݀ݕ‬, since ݀‫ ݔ‬contains only one
term than that of ݀‫ ݕ‬which has three terms.
Example(a).
Obtain the general solution of (‫ ݔ‬ଶ + ‫ ݕ‬ଶ )݀‫ ݔ‬+ ‫ = ݕ݀ݕݔ‬0.
Solution:
The differential equation is homogeneous of degree 3.
Use, ‫ ݔݒ = ݕ‬and ݀‫ ݔ݀ݒ = ݕ‬+ ‫ݒ݀ݔ‬, then,
(‫ ݔ‬ଶ + ‫ ݕ‬ଶ )݀‫ ݔ‬+ ‫ = ݕ݀ݕݔ‬0
(‫ ݔ‬ଶ +‫ݔ ݒ‬ ଶ ଶ )݀‫ݔ‬
+ ‫ ݔ݀ݒ()ݔݒ(ݔ‬+ ‫ = )ݒ݀ݔ‬0
‫ ݔ‬ଶ ݀‫ ݔ‬+ ‫ ݒ‬ଶ ‫ ݔ‬ଶ ݀‫ ݔ‬+ ‫ ݒ‬ଶ ‫ ݔ‬ଶ݀‫ ݔ‬+ ‫ ݔݒ‬ଷ݀‫ = ݒ‬0
By separating and combining like terms, we have,
(1 + 2‫ ݒ‬ଶ )݀‫ ݔ‬+ ‫ = ݒ݀ݔݒ‬0
ௗ௫ ௩

+ (ଵାଶ௩ మ) ݀‫ = ݒ‬0
Integrating both sides of the equation, we get,
ௗ௫ ௩
‫׬‬ + ‫( ׬‬ଵାଶ௩ మ) ݀‫ ׬ = ݒ‬0


ln ‫ ݔ‬+ ln(1 + 2‫ ݒ‬ଶ) = ln ܿ


ln ‫ ݔ‬+ ln(1 + 2‫ ݒ‬ଶ ) ర = ln ܿ

ln ቂ‫(ݔ‬1 + 2‫ ݒ‬ଶ ) ర ቃ = ln ܿ

‫(ݔ‬1 + 2‫ ݒ‬ଶ ) ర = ܿ

Then, substitute ‫ = ݒ‬, thus, the general solution is,


௬ ଶ ర
‫ ݔ‬൤1 + 2 ቀ௫ ቁ ൨ = ܿ

௫ మାଶ௬ మ ర
‫ ݔ‬ቀ ௫మ ቁ = ܿ
‫ ݔ‬ଶ (‫ ݔ‬ଶ + 2‫ ݕ‬ଶ) = ܿ

15

Author: Harold Jan R. Terano, ECE, ME


Example 2.

Obtain the general solution of ൬‫ ݁ݕ‬೤ + ‫ݔ‬൰ ݀‫ݔ݀ݕ = ݕ‬.
Solution:
The differential equation is homogeneous of degree 1.
Use ‫ ݕݒ = ݔ‬and ݀‫ ݕ݀ݒ = ݔ‬+ ‫ݒ݀ݕ‬, then,

൬‫ ݁ݕ‬೤ + ‫ݔ‬൰ ݀‫ݔ݀ݕ = ݕ‬
ೡ೤
൬‫ ݁ݕ‬೤ + ‫ݕݒ‬൰ ݀‫ ݕ݀ݒ(ݕ = ݕ‬+ ‫)ݒ݀ݕ‬

(‫ ݁ݕ‬௩ + ‫ ݕ݀ݒ(ݕ = ݕ݀)ݕݒ‬+ ‫)ݒ݀ݕ‬


݁ ௩ ݀‫ ݕ‬+ ‫ ݕ݀ݒ = ݕ݀ݒ‬+ ‫ݒ݀ݕ‬
݁ ௩ ݀‫ݒ݀ݕ = ݕ‬
ௗ௬

= ݁ ି௩ ݀‫ݒ‬
Integrating both sides of the equation, we get,
ௗ௬
‫׬‬ ௬
= ‫ି ݁ ׬‬௩ ݀‫ݒ‬

ln ‫ = ݕ‬െ݁ ି௩ + ܿ
ି௩
݁ + ln ‫ܿ = ݕ‬

Then, substitute ‫ = ݒ‬, thus, the general solution is,


ି
݁ ೤ + ln ‫ܿ = ݕ‬

Example 3.
Obtain the particular solution of ‫ ݔ‬ଶ ݀‫ ݔ( = ݕ‬ଶ + ‫ ݕݔ‬+ ‫ ݕ‬ଶ)݀‫ ݔ‬that satisfies the
condition, ‫(ݕ‬1) = 0.
Solution:
The differential equation is homogeneous of degree 2.
Use ‫ ݔݒ = ݕ‬and ݀‫ ݔ݀ݒ = ݕ‬+ ‫ݒ݀ݔ‬, then,
‫ ݔ‬ଶ ݀‫ ݔ( = ݕ‬ଶ + ‫ ݕݔ‬+ ‫ ݕ‬ଶ )݀‫ݔ‬
ଶ (‫ݔ݀ݒ‬
‫ݔ‬ + ‫ ݔ[ = )ݒ݀ݔ‬ଶ + ‫ )ݔݒ(ݔ‬+ (‫ )ݔݒ‬ଶ]݀‫ݔ‬
‫ ݔ݀ ݔݒ‬+ ‫ ݔ‬ଷ ݀‫ ݔ = ݒ‬ଶ݀‫ ݔ‬+ ‫ ݔݒ‬ଶ ݀‫ ݔ‬+ ‫ ݒ‬ଶ‫ ݔ‬ଶ݀‫ݔ‬

‫ ݔ‬ଷ ݀‫( = ݒ‬1 + ‫ ݒ‬ଶ )‫ ݔ‬ଶ ݀‫ݔ‬


ௗ௩ ௗ௫
ଵା௩ మ
= ௫
ௗ௩ ௗ௫
‫ ׬‬ଵା௩ మ = ‫׬‬ ௫

Arctan ‫ = ݒ‬ln ‫ ݔ‬+ ܿ



Substitute ‫ = ݒ‬௫ , thus, the general solution is,

Arctan ቀ௫ ቁ = ln ‫ ݔ‬+ ܿ

16

Author: Harold Jan R. Terano, ECE, ME


To get the particular solution, set ‫ = ݔ‬1 and ‫ = ݕ‬0, to find the
value of ܿ.
When ‫ = ݔ‬1 and ‫ = ݕ‬0, ܿ = 0, therefore the particular solution is,

Arctan ቀ௫ ቁ = ln ‫ݔ‬

Exercises
I. Obtain the general solutions of the given differential equation.
1. (‫ ݔ‬ଶ + ‫ ݕ‬ଶ)݀‫ ݔ‬+ ‫ = ݕ݀ݕݔ‬0 Ans: ‫ ݔ‬ଶ (‫ ݔ‬ଶ + 2‫ ݕ‬ଶ) = ܿ


2. ‫ ݕ‬ƍ + ௬
= െ2 Ans: (‫ ݔ‬+ ‫ ݁)ݕ‬ೣశ೤ = ܿ

3. (‫ ݔ‬ଶ + ‫ ݕ‬ଶ െ ‫ ݕ݀)ݕݔ‬െ ‫ = ݔ݀ݕݔ‬0 Ans: (‫ ݔ‬െ ‫ ݁)ݕ‬೤ = ܿ
4. (2‫ ݕݔ‬+ ‫ ݔ‬ଶ )݀‫ ݕ‬+ ‫ ݕ‬ଶ ݀‫ = ݔ‬0 Ans: ‫ ݕݔ‬ଷ = ܿ(‫ ݔ‬+ 3‫)ݕ‬

5. (‫ ݔ‬െ ‫ ݔ݀)ݕ‬+ (‫ ݔ‬+ ‫ = ݕ݀)ݕ‬0 Ans: ln(‫ ݔ‬ଶ + ‫ ݕ‬ଶ) + 2 Arctan ቀ ቁ = ܿ

6. ‫ ݔ( = ݕ݀ݕݔ‬ଶ െ 2‫ ݕ‬ଶ )݀‫ݔ‬ Ans: ‫ ݔ‬ସ (3‫ ݕ‬ଶ െ ‫ ݔ‬ଶ) = ܿ


7. (‫ ݔ‬ଶ െ ‫ ݕ‬ଶ)݀‫ ݕ‬െ 2‫ = ݔ݀ݕݔ‬0 Ans: ‫ ݔ‬ଶ + ‫ ݕ‬ଶ = ܿ‫ݕ‬

8. ‫ ݔ݀ݕ‬െ ൫‫ ݔ‬+ ඥ‫ ݕ‬ଶ െ ‫ ݔ‬ଶ൯݀‫ = ݕ‬0 Ans: Arcsin ቀ௬ቁ = ln ܿ‫ݕ‬
௫ ௫
9. ‫ ݔ‬ଶ ln ቀ ቁ ݀‫ ݕ‬+ ‫ = ݔ݀ݕݔ‬0 Ans: ‫ ݕ‬+ ‫ ݕ‬ln ቀ ቁ = ܿ
௬ ௬


௬(௬ௗ௫ି௫ௗ௬)௘ ೣ
10. ݀‫= ݔ‬ Ans: ݁ (‫ ݔ‬െ ‫ ܿ(ݔ = )ݕ‬െ ln ‫)ݔ‬

௫మ

II. Obtain the particular solutions satisfying the indicated conditions.


1. (‫ ݔ‬+ ‫ ݔ݀)ݕ‬+ ‫ = ݕ݀ݔ‬0,‫(ݕ‬0) = െ1 Ans: ‫ ݔ(ݔ‬+ 2‫ = )ݕ‬0
2. (‫ ݔ‬ଶ + ‫ ݕݔ‬+ ‫ݕ‬ ଶ )݀‫ݔ‬
െ ‫ = ݕ݀ݕݔ‬0,‫(ݕ‬1) = 0 Ans: ‫ ݔ‬ln(‫ ݔ‬+ ‫ݕ = )ݕ‬
3. (‫ ݔ‬ଶ െ ‫ ݕ‬ଶ)݀‫ ݔ‬+ ‫ = ݕ݀ݕݔ‬0,‫(ݕ‬1) = െ2 Ans: ‫ ݔ‬ଶ ln(‫ ݔ‬ଶ ) + ‫ ݕ‬ଶ = 4‫ ݔ‬ଶ
4. ‫ ݔ݀ݕ‬+ 2(‫ ݔ‬െ ‫ = ݕ݀)ݕ‬0,‫(ݕ‬െ1) = 1 Ans: ‫ ݕ‬ଶ (3‫ ݔ‬െ 2‫ = )ݕ‬െ5
௫ ௫
5. ቂ‫ ݕ‬csc ቀ ቁ െ ‫ݔ‬ቃ ݀‫ ݕ‬+ ‫ = ݔ݀ݕ‬0,‫(ݕ‬0) = 1 Ans: ln ‫ ݕ‬െ cosቀ ቁ = െ1
௬ ௬

17

Author: Harold Jan R. Terano, ECE, ME


18

Author: Harold Jan R. Terano, ECE, ME


Chapter 4

EXACT
DIFFERENTIAL EQUATIONS
Outline:
4.1 Exact Differential Equations
4.2 Solutions to Exact Differential Equations

Overview:
This chapter deals with another type of differential equation. This differential
equation is called exact differential equation. In solving this kind of equation, it is
important to know the method of partial differentiation because it will be useful in the
determination of the exactness of an equation. Also, partial integration is also
applicable as part of the solution in solving this kind of differential equation.

Objectives:
Upon completion of this chapter, the students will be able to:
1. Define exact differential equations.
2. Test whether a differential equation is exact or not.
3. Solve exact differential equations.

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Author: Harold Jan R. Terano, ECE, MET


4.1 Exact Differential Equations
A first order differential equation ‫ݔ(ܯ‬, ‫ ݔ݀)ݕ‬+ ܰ(‫ݔ‬,‫ = ݕ݀)ݕ‬0, is exact if and
only if,
డெ డே
=
డ௬ డ௫

Example 1.
Test the differential equation (3‫ ݔ‬ଶ + ‫ ݔ݀)ݕ‬+ (‫ ݔ‬െ 3‫ = ݕ݀)ݕ‬0, if it is exact or
not.
Solution:
To test for the exactness of a given differential equation, it should
డெ డே
satisfy the condition డ௬ = డ௫ .
From the given differential equation, set ‫( = ܯ‬3‫ ݔ‬ଶ + ‫ )ݕ‬and
ܰ = (‫ ݔ‬െ 3‫)ݕ‬.
డெ డே
Using the condition = ,
డ௬ డ௫
డெ డ డே డ
= (3‫ ݔ‬ଶ + ‫)ݕ‬ = (‫ ݔ‬െ 3‫)ݕ‬
డ௬ డ௬ డ௫ డ௫
డெ డே
= 1 = 1
డ௬ డ௫

The equation is exact.


Example 2.
Test the differential equation (4‫ ݔ‬+ ‫ ݕ‬ଷ )݀‫ ݔ‬+ (3‫ ݕݔ‬ଶ + ‫ = ݕ݀)ݕ‬0, if it is exact or
not.
Solution:
Set, ‫ = ܯ‬4‫ ݔ‬+ ‫ ݕ‬ଷ and ܰ = 3‫ ݕݔ‬ଶ + ‫ݕ‬,
డெ డ డே డ
= (4‫ ݔ‬+ ‫ ݕ‬ଷ ) = (3‫ ݕݔ‬ଶ + ‫)ݕ‬
డ௬ డ௬ డ௫ డ௫
డெ ଶ డே
డ௬
= 3‫ݕ‬ డ௫
= 3‫ ݕ‬ଶ

The equation is exact.


Example 3.
Test the differential equation ݀‫ ݕ‬+ (1 + 4‫ ݔ‬ଶ ‫ = ݔ݀)ݕ‬0, if it is exact or not.
Solution:
݀‫ ݕ‬+ (1 + 4‫ ݔ‬ଶ ‫ = ݔ݀)ݕ‬0
(1 + 4‫ ݔ‬ଶ ‫ ݔ݀)ݕ‬+ ݀‫ = ݕ‬0
Set, ‫(  = ܯ‬1 + 4‫ ݔ‬ଶ‫ )ݕ‬and ܰ = 1,
డெ డ డே డ
= (1 + 4‫ ݔ‬ଶ ‫)ݕ‬ = (1)
డ௬ డ௬ డ௫ డ௫
డெ డே
డ௬
= 4‫ ݔ‬ଶ డ௫
= 0

The equation is not exact.

20

Author: Harold Jan R. Terano, ECE, MET


4.2 Solutions to Exact Differential Equations
Given that ‫ݔ(ܯ‬, ‫ ݔ݀)ݕ‬+ ܰ(‫ݔ‬,‫ = ݕ݀)ݕ‬0, is exact differential equation, thus, we
may proceed to its solution to get its general solution.
There are two methods for solving for the general solution of an exact
differential equation.

First Method:
If the equation is exact, its solution is ݂(‫ݔ‬,‫ ܿ = )ݕ‬where,
డ௙ డ௙
డ௫
= ‫ݔ(ܯ‬,‫ )ݕ‬and డ௬
= ܰ(‫ݔ‬, ‫)ݕ‬

By that relationship, determine the value of ݂(‫ݔ‬, ‫)ݕ‬.


To solve an exact differential equation using the first method, follow the steps
below.
డ௙ డ௙
1. Let = ‫ݔ(ܯ‬,‫)ݕ‬, be equation(1) and = ܰ(‫ݔ‬, ‫)ݕ‬, be equation(2).
డ௫ డ௬
2. Integrate any of the two equations, say equation(1). It must be integrated
partially with respect to ‫ݔ‬, taking the other variable ‫ ݕ‬as constant and take as
equation(3).
‫ݔ(ܯ ׬ = ݂߲ ׬‬,‫ ݔ߲)ݕ‬+ ݃(‫)ݕ‬
3. Differentiate equation(3) partially with respect to ‫ݕ‬ and take as
equation(4).

[ ‫ݔ(ܯ ׬‬, ‫ ݔ݀)ݕ‬+ ݃(‫])ݕ‬
డ௬

4. For the equation obtained (equation(4)), determine ݃(‫ )ݕ‬by setting the
equation equal to ܰ (‫ݔ‬, ‫)ݕ‬. To determine ݃(‫)ݕ‬, integrate the equation.
5. Then, substitute ݃(‫ )ݕ‬to equation(3), therefore ݂(‫ݔ‬,‫ ܿ = )ݕ‬is the general
solution.

Second Method:
To solve exact differential equation using the second method, follow the steps
below.
1. Take all the direct integrable terms in ‫ ܯ‬and ܰ, e.g., ݂(‫ݔ݀)ݔ‬,݃(‫ݕ݀)ݕ‬, etc.
and choose only one non-direct integrable term (if there are two terms) either in ‫ܯ‬
or ܰ, e.g., ݂(‫ݔ‬,‫ݕ݀)ݕ‬,݃(‫ݔ‬,‫ݔ݀)ݕ‬, etc.
2. Integrate the direct integrable and non-integrable terms. By partial
integration, we can integrate the non-integrable terms with respect to any variable
taking the other variable as constant.
‫ )݈ܾ݁ܽݎ݃݁ݐ݊ܫݐܿ݁ݎ݅ܦ(׬‬+ ‫ ݊݋ܰ(׬‬െ ‫ ׬ = )݈ܾ݁ܽݎ݃݁ݐ݊ܫݐܿ݁ݎ݅ܦ‬0 or
‫ܦ ׬‬.‫ ܫ‬+ ‫ܰ ׬‬. ‫ܦ‬.‫ܫ‬. = ܿ
Example 1.
Obtain the general solution of (3‫ ݔ‬ଶ + ‫ ݔ݀ ) ݕ‬+ (‫ ݔ‬െ 3‫ = ݕ݀ )ݕ‬0.
Solution:
The differential equation is exact.

21

Author: Harold Jan R. Terano, ECE, MET


Using the First Method:
Take,
డ௙
‫=ܯ‬ = 3‫ ݔ‬ଶ + ‫ݕ‬ - equation(1)
డ௫
డ௙
ܰ= డ௬
= ‫ ݔ‬െ 3‫ݕ‬ - equation(2)

Using equation(1):
Integrate both sides of the equation.
‫(׬ = ݂߲ ׬‬3‫ ݔ‬ଶ + ‫ݔ߲ )ݕ‬
݂ = ‫ ݔ‬ଷ + ‫ ݕݔ‬+ ݃(‫)ݕ‬ - equation(3)
Differentiate equation(3) with respect to ‫ݕ‬,
డ డ
(݂) = [‫ ݔ‬ଷ + ‫ ݕݔ‬+ ݃(‫])ݕ‬
డ௬ డ௬
డ௙
డ௬
= ‫ ݔ‬+ ݃ƍ (‫)ݕ‬ - equation(4)

Equate equation(4) and equation(2),


‫ ݔ‬+ ݃ƍ(‫ ݔ = )ݕ‬െ 3‫ݕ‬
݃ƍ(‫ = )ݕ‬െ3‫ݕ‬
Then, integrate to determine ݃(‫)ݕ‬,
‫݃ ׬‬ƍ (‫ ׬ = )ݕ‬െ3‫ݕ݀ ݕ‬

݃(‫ = )ݕ‬െ ‫ ݕ‬ଶ

Substitute ݃(‫ )ݕ‬to equation(3),



݂ = ‫ ݔ‬ଷ + ‫ ݕݔ‬െ ‫ ݕ‬ଶ

It should follow that ݂(‫ݔ‬,‫ܿ = )ݕ‬, so that the general solution is,

‫ ݔ‬ଷ + ‫ ݕݔ‬െ ‫ ݕ‬ଶ = ܿ

2‫ ݔ‬+ 2‫ ݕݔ‬െ 3‫ ݕ‬ଶ = ܿ


Using equation(2):
Integrate both sides of the equation,
‫ ݔ(׬ = ݂߲ ׬‬െ 3‫ݕ߲ )ݕ‬

݂ = ‫ ݕݔ‬െ ‫ ݕ‬ଶ + ݃(‫)ݔ‬ - equation(3)

Differentiate equation(3) with respect to ‫ݔ‬,


డ௙
= ‫ ݕ‬+ ݃ƍ(‫)ݔ‬ - equation(4)
డ௫
Equate equation(4) and equation(1),
‫ ݕ‬+ ݃ƍ(‫ = )ݔ‬3‫ ݔ‬ଶ + ‫ݕ‬
݃ƍ( ‫ = ) ݔ‬3‫ ݔ‬ଶ
Then, integrate to determine ݃(‫)ݔ‬,
‫݃ ׬‬ƍ (‫ ׬ = )ݔ‬3‫ ݔ‬ଶ݀‫ݔ‬

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Author: Harold Jan R. Terano, ECE, MET


݃(‫ ݔ = )ݔ‬ଷ
Substitute ݃(‫ )ݔ‬to equation(3),

݂ = ‫ ݕݔ‬െ ‫ ݕ‬ଶ + ‫ ݔ‬ଷ

It should follow that ݂(‫ݔ‬,‫ܿ = )ݕ‬, so that the general solution is,

‫ ݔ‬ଷ + ‫ ݕݔ‬െ ‫ ݕ‬ଶ = ܿ

2‫ ݔ‬ଷ + 2‫ ݕݔ‬െ 3‫ ݕ‬ଶ = ܿ


The same answers obtained using either of the two equations.
Using the Second Method:
(3‫ ݔ‬ଶ + ‫ ݔ݀)ݕ‬+ (‫ ݔ‬െ 3‫ = ݕ݀)ݕ‬0
Take all direct integrable and non-direct integrable functions in ‫ܯ‬ and
ܰ.
From the equation, the direct integrable terms are, 3‫ ݔ‬ଶ݀‫ ݔ‬and
െ3‫ ݕ݀ݕ‬and the non-direct integrable terms are ‫ ݔ݀ݕ‬and ‫ݕ݀ݔ‬, therefore,
integrating all the direct integrable terms and choose only one non-direct
integrable terms, the general solution is,
‫ܦ ׬‬. ‫ ܫ‬+ ‫ܰ ׬‬.‫ܦ‬. ‫ ׬ = ܫ‬0
‫(׬‬3‫ ݔ‬ଶ ݀‫ ݔ‬െ 3‫ )ݕ݀ݕ‬+ ‫ ׬ = ݔ݀ݕ ׬‬0

‫ ݔ‬ଷ െ ‫ ݕ‬ଶ + ‫ܿ = ݕݔ‬

2‫ ݔ‬ଷ െ 3‫ ݕ‬ଶ + 2‫ܿ = ݕݔ‬


Using either of the two methods will lead to the same general
solutions.

Example 2.
Obtain the general solution of (cos‫ ݔ‬+ sin ‫ ݔ݀)ݕ‬+ (‫ ݔ‬cos‫ ݕ‬+ ‫ = ݕ݀)ݕ‬0.
Solution:
The differential equation is exact.
Using the First Method:
Take,
డ௙
‫=ܯ‬ = cos‫ ݔ‬+ sin ‫ݕ‬ - equation(1)
డ௫
డ௙
ܰ= = ‫ ݔ‬cos‫ ݕ‬+ ‫ݕ‬ - equation(2)
డ௬

Using equation(1), the general solution is,


‫(׬ = ݂߲ ׬‬cos‫ ݔ‬+ sin ‫ݔ߲)ݕ‬
݂ = sin ‫ ݔ‬+ ‫ ݔ‬sin ‫ ݕ‬+ ݃(‫)ݕ‬
డ௙
= ‫ ݔ‬cos‫ ݕ‬+ ݃ƍ (‫)ݕ‬
డ௬

‫ ݔ‬cos ‫ ݕ‬+ ݃ƍ (‫ ݔ = )ݕ‬cos‫ ݕ‬+ ‫ݕ‬


݃ƍ ( ‫ݕ = ) ݕ‬
‫݃ ׬‬ƍ (‫ݕ ׬ = )ݕ‬

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Author: Harold Jan R. Terano, ECE, MET



݃(‫= )ݕ‬ ‫ݕ‬ଶ


݂ = sin ‫ ݔ‬+ ‫ ݔ‬sin ‫ ݕ‬+ ‫ ݕ‬ଶ


sin ‫ ݔ‬+ ‫ ݔ‬sin ‫ ݕ‬+ ଶ ‫ ݕ‬ଶ = ܿ

2 sin ‫ ݔ‬+ 2‫ ݔ‬sin ‫ ݕ‬+ ‫ ݕ‬ଶ = ܿ


2(sin ‫ ݔ‬+ ‫ ݔ‬sin ‫ )ݕ‬+ ‫ ݕ‬ଶ = ܿ
Using the Second Method:
Direct integrable: cos‫ݔ݀ ݔ‬,‫ݕ݀ݕ‬
Non-direct integrable: sin ‫ݔ݀ ݕ‬,‫ ݔ‬cos‫ݕ݀ ݕ‬
By ‫ܦ ׬‬.‫ ܫ‬+ ‫ܰ ׬‬. ‫ܦ‬. ‫ ׬ = ܫ‬0, the general solution is,
‫(׬‬cos‫ ݔ݀ ݔ‬+ ‫ )ݕ݀ݕ‬+ ‫ ׬‬sin ‫ ׬ = ݔ݀ ݕ‬0

sin ‫ ݔ‬+ ‫ ݕ‬ଶ + ‫ ݔ‬sin ‫ܿ = ݕ‬


sin ‫ ݔ‬+ ‫ ݔ‬sin ‫ ݕ‬+ ଶ ‫ ݕ‬ଶ = ܿ

2 sin ‫ ݔ‬+ 2‫ ݔ‬sin ‫ ݕ‬+ ‫ ݕ‬ଶ = ܿ


2(sin ‫ ݔ‬+ ‫ ݔ‬sin ‫ )ݕ‬+ ‫ ݕ‬ଶ = ܿ

Example 3.
Obtain the particular solution of (3‫ ݔ‬ଶ ‫ ݕ‬+ 2‫ ݔ݀)ݔ‬+ (‫ ݔ‬ଷ െ 2‫ = ݕ݀)ݕ‬0, that
satisfies the condition ‫(ݕ‬1) = െ2.
Solution:
The differential equation is exact.
Using the First Method:
Take,
డ௙
‫ = ܯ‬డ௫ = 3‫ ݔ‬ଶ ‫ ݕ‬+ 2‫ݔ‬ - equation(1)
డ௙
ܰ= డ௬
= ‫ ݔ‬ଷ െ 2‫ݕ‬ - equation(2)

Using equation(1), the general solution is,


‫(׬ = ݂߲ ׬‬3‫ ݔ‬ଶ ‫ ݕ‬+ 2‫ݔ߲)ݔ‬
݂ = ‫ ݔ‬ଷ ‫ ݕ‬+ ‫ ݔ‬ଶ + ݃(‫)ݕ‬
డ௙
= ‫ ݔ‬ଷ + ݃ƍ (‫)ݕ‬
డ௬

‫ ݔ‬ଷ + ݃ƍ(‫ ݔ = )ݕ‬ଷ െ 2‫ݕ‬


݃ƍ(‫ = )ݕ‬െ2‫ݕ‬
‫݃ ׬‬ƍ (‫ ׬ = )ݕ‬െ2‫ݕ‬
݃(‫ = )ݕ‬െ‫ ݕ‬ଶ
݂ = ‫ ݔ‬ଷ‫ ݕ‬+ ‫ ݔ‬ଶ െ ‫ ݕ‬ଶ
‫ ݔ‬ଷ‫ ݕ‬+ ‫ ݔ‬ଶ െ ‫ ݕ‬ଶ = ܿ

24

Author: Harold Jan R. Terano, ECE, MET


To find the particular solution, set, ‫ = ݔ‬1 and ‫ = ݕ‬െ2, then solve for
ܿ.
When ‫ = ݔ‬1 and ‫ = ݕ‬െ2, ܿ = െ5.
Then, the particular solution is,
‫ ݔ‬ଷ ‫ ݕ‬+ ‫ ݔ‬ଶ െ ‫ ݕ‬ଶ = െ5

Exercises
I. Obtain the general solutions of the following differential equations.

1. (6‫ ݔ‬+ ‫ ݕ‬ଶ) ݀‫ ݔ‬+ ‫(ݕ‬2‫ ݔ‬െ 3‫ = ݕ݀ ) ݕ‬0 Ans: 3‫ ݔ‬ଶ െ ‫ ݕ‬ଷ + ‫ ݕݔ‬ଶ = ܿ
2. (2‫ ݁ݔ‬௬ + ݁ ௫ )݀‫ ݔ‬+ (‫ ݔ‬ଶ + 1)݁ ௬ ݀‫ = ݕ‬0 Ans: ݁ ௫ + ݁ ௬ (1 + ‫ ݔ‬ଶ ) = ܿ
3. (‫ ݕ‬+ sin ‫ ݔ‬െ cos‫ ݕ݀ )ݔ‬+ ‫(ݕ‬sin ‫ ݔ‬+ cos‫ = ݔ݀)ݔ‬0 Ans: ‫ ݕ‬ଶ + 2‫(ݕ‬sin ‫ ݔ‬െ cos‫ܿ = )ݔ‬
4. (6‫ ݕݔ‬ଶ + 4‫ ݔ‬ଷ ‫ ݔ݀)ݕ‬+ (6‫ ݔ‬ଶ‫ ݕ‬+ ‫ ݔ‬ସ + ‫ ݕ‬ଶ)݀‫ = ݕ‬0 Ans: ‫ ݕ(ݕ‬ଶ + 9‫ ݔ‬ଶ ‫ ݕ‬+ 3‫ ݔ‬ସ ) = ܿ
5. 2‫ ݕ݀ݕݔ‬+ (‫ ݔ‬ଶ +‫ݕ‬ ଶ )݀‫ݔ‬
= 0 Ans: ‫ ݔ(ݔ‬ଶ + 3‫ ݕ‬ଶ ) = ܿ
6. (‫ ݔ‬+ ‫ ݕ‬ଶ )݀‫ ݔ‬+ (2‫ ݕݔ‬െ 3‫ ݕ‬ଶ )݀‫ = ݕ‬0 Ans: ‫ ݔ‬ଶ + 2‫ ݕݔ‬ଶ െ 2‫ ݕ‬ଷ = ܿ
7. (cos ‫ ݕ‬+ 2݁ cos2‫ ݔ݀)ݔ‬െ (‫ ݔ‬sin ‫ ݕ‬െ ݁ sin 2‫ = ݕ݀)ݔ‬0 Ans: ‫ ݔ‬cos‫ ݕ‬+ ݁ ௬ sin 2‫ܿ = ݔ‬
௬ ௬

8. (cos ‫ ݔ‬cos‫ ݕ‬െ cot ‫ ݕ݀)ݕ‬െ sin ‫ ݔ‬sin ‫ = ݔ݀ ݕ‬0 Ans: sin ‫ ݕ‬cos‫ = ݔ‬ln(ܿ sin ‫)ݕ‬
9. (‫ ݔ‬ଶ + 2‫ ݕݔ‬െ 7‫ ݔ݀)ݔ‬+ (‫ ݔ‬ଶ ଶ
+ 2‫ ݕ‬െ 3‫ = ݕ݀)ݕ‬0 Ans: 2‫ ݔ‬ଷ െ 21‫ ݔ‬ଶ + 4‫ ݕ‬ଷ െ
9‫ ݕ‬ଶ + 6‫ ݔ‬ଶ ‫ܿ = ݕ‬
10. (݁ ௫ + 2‫ݕݔ‬ ଶ )݀‫ݔ‬ ଶ
+ 2‫ = ݕ݀ݕ ݔ‬0 Ans: ݁ ௫ + ‫ ݔ‬ଶ‫ ݕ‬ଶ = ܿ

II. Obtain the particular solutions satisfying the indicated conditions.



1. ቂ‫ ݁ݔ‬௬ + ଶ (‫ ݔ‬ଶ sin ‫)ݕ‬ቃ ݀‫ ݕ‬+ (݁ ௬ െ ‫ ݔ‬cos‫ = ݔ݀)ݕ‬0,‫(ݕ‬0) = 0 Ans:2‫ ݁ݔ‬௬ െ ‫ ݔ‬ଶ cos‫ = ݕ‬0
ௗ௬ ଵା௬ ୡ୭ୱ ௫௬
2. ௗ௫
= ଷିଶ௬ି௫ ୡ୭ୱ ௫௬
Ans: ‫ ݔ‬െ 3‫ ݕ‬+ ‫ ݕ‬ଶ +
sin ‫ = ݕݔ‬െ2

3. ‫ ݔ݀ݕ‬+ (‫ ݔ‬+ ‫ ݕ‬ଶ)݀‫ = ݕ‬0, ‫(ݕ‬െ1) = 1 Ans: ‫ ݕ‬ଷ + 3‫ = ݕݔ‬െ2


4. (‫ ݔ‬+ ‫ ݕݔ‬ଶ െ ‫ ݔ݀)ݕ‬+ (‫ ݔ‬ଶ‫ ݕ‬െ ‫ ݔ‬+ ‫ = ݕ݀)ݕ‬0,‫(ݕ‬0) = 1 Ans: ‫ ݔ‬ଶ + ‫ ݕ‬ଶ + ‫ ݔ‬ଶ‫ ݕ‬ଶ െ
2‫ = ݕݔ‬1
మ మ మ
5. ൫‫ ݕ‬ଶ ݁ ௫௬ + 4‫ ݔ‬ଷ ൯݀‫ ݔ‬+ ൫2‫ ݁ݕݔ‬௫௬ െ 3‫ ݕ‬ଶ൯݀‫ = ݕ‬0,‫(ݕ‬0) = െ2 Ans: ‫ ݔ‬ସ െ ‫ ݕ‬ଷ + ݁ ௫௬ = 9

25

Author: Harold Jan R. Terano, ECE, MET


26

Author: Harold Jan R. Terano, ECE, MET


Chapter 5

NON-EXACT
DIFFERENTIAL EQUATIONS
Outline:
5.1 Non-Exact Differential Equations
5.2 Solutions to Non-Exact Differential Equations

Overview:
This chapter extends the solution of the exact differential equations. Another
type of differential equations is the non-exact differential equations. If a differential
equation tends to be not exact, this equation may be considered as non-exact
differential equation. The concept of integrating factors will be introduced as a useful
way in the reduction of these equations into exact differential equations. Therefore,
these equations can be solved using the solution of exact differential equations.
Special cases of non-exact differential equations will be discussed as well as
methods of inspection.

Objectives:

Upon completion of this chapter, the students will be able to:


1. Define non-exact differential equations.
2. Determine non-exact differential equations.
3. Solve non- exact differential equations by using the method of
integrating factors.
4. Solve non- exact differential equations by using the method of
inspection.

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Author: Harold Jan R. Terano, ECE, MET


5.1 Non-Exact Differential Equations
It may happen that if ‫ݔ(ܯ‬,‫ ݔ݀)ݕ‬+ ܰ(‫ݔ‬, ‫ = ݕ݀)ݕ‬0 is not exact, it can be
transformed into an exact equation. Thus, we can use the method of integrating
factors.
Integrating factors are factors of any variables or functions, either ‫ ݔ‬or ‫ ݕ‬that
can be multiplied to both sides of the equation (non – exact equation) for this to be
exact.

5.2 Solutions to Non-Exact Differential Equations


Here are some special cases of non-exact differential equations.
ࣔࡹ ࣔࡺ
ି
ࣔ࢟ ࣔ࢞
I. If = ࢌ(࢞), a function of ࢞ alone, then ࢋ‫࢞ࢊ)࢞(ࢌ ׬‬ is the integrating

factor.

Example:
Obtain the general solution of (2‫ ݕ‬ଶ + ‫ ݔ݀)ݔ‬+ (‫ = ݕ݀)ݕݔ‬0.
Solution:
Set,
డெ
‫( = ܯ‬2‫ ݕ‬ଶ + ‫)ݔ‬ ; = 4‫ݕ‬
డ௬
డே
ܰ = ‫ݕݔ‬ ; డ௫
= ‫ݕ‬

The differential equation is not exact.


By using the above case.
ങಾ ങಿ
ି ସ௬ି௬ ଷ௬ ଷ
ങ೤ ങೣ

= ௫௬
= ௫௬
= ௫

Then, by ݁ ‫ ׬‬௙(௫) ௗ௫ , the integrating factor is,


‫ܫ‬.‫ܨ‬.= ݁ ‫ ׬‬௙(௫)ௗ௫
య య
= ݁ ‫׬‬ೣௗ௫ = ݁ ଷ ୪୬ ௫ = ݁ ୪୬ ௫
‫ܫ‬.‫ܨ‬.= ‫ ݔ‬ଷ
From the original differential equation,
(2‫ ݕ‬ଶ + ‫ ݔ݀)ݔ‬+ (‫ = ݕ݀)ݕݔ‬0
Multiply both sides of the equation by the integrating factor.
[(2‫ ݕ‬ଶ + ‫ ݔ݀)ݔ‬+ (‫ = ݕ݀)ݕݔ‬0]‫ ݔ‬ଷ
(2‫ ݔ‬ଷ‫ ݕ‬ଶ + ‫ ݔ‬ସ) + ‫ ݔ‬ସ‫ = ݕ݀ݕ‬0
Now, the new differential equation was formed.
From the new differential equation, set,
డெ
‫( = ܯ‬2‫ ݔ‬ଷ ‫ ݕ‬ଶ + ‫ ݔ‬ସ) ; = 4‫ ݔ‬ଷ ‫ݕ‬
డ௬
డே
ܰ = ‫ ݔ‬ସ‫ݕ‬ ; = 4‫ ݔ‬ଷ ‫ݕ‬
డ௫

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Author: Harold Jan R. Terano, ECE, MET


Now, the differential equation is exact, therefore, the solution for
exact differential equation can be used to obtain the general solution.
‫(׬ = ݂߲ ׬‬2‫ ݔ‬ଷ ‫ ݕ‬ଶ + ‫ ݔ‬ସ) ߲‫ݔ‬
ଵ ଵ
݂= ‫ ݔ‬ସ‫ ݕ‬ଶ + ‫ ݔ‬ହ + ݃(‫)ݕ‬
ଶ ହ
డ௙ ସ ƍ(‫)ݕ‬
= ‫ݕ ݔ‬+ ݃
డ௬

‫ ݔ‬ସ ‫ ݕ‬+ ݃ƍ(‫ ݔ = )ݕ‬ସ ‫ݕ‬


݃ƍ(‫ = )ݕ‬0
‫݃ ׬‬ƍ(‫ ׬ = )ݕ‬0
݃(‫ܿ = )ݕ‬

Then, the general solution is,


ଵ ଵ
‫ ݔ‬ସ‫ ݕ‬ଶ + ‫ ݔ‬ହ = ܿ
ଶ ହ

5‫ ݔ‬ସ ‫ ݕ‬ଶ + 2‫ ݔ‬ହ = ܿ


ࣔࡺ ࣔࡹ
ି
ࣔ࢞ ࣔ࢟
II. If ࡹ
= ࢍ(࢟), a function of ࢟ alone, then ࢋ‫ ࢟ࢊ)࢟(ࢍ ׬‬is the integrating
factor.

Example:
Obtain the general solution of ‫ ݔ݀ݕ‬+ (‫ ݕ‬ଷ െ ‫ = ݕ݀)ݔ‬0.
Solution:
Set,
డெ
‫ݕ =ܯ‬ ; డ௬
= 1
డே
ܰ = ‫ݕ‬ଷ െ ‫ݔ‬ ; = െ1
డ௫

The differential equation is not exact.


By using the above case,
ങಿ ങಾ
ି ିଵିଵ ଶ
ങೣ ങ೤
= = െ
ெ ௬ ௬

Then, by ݁ ‫ ׬‬௚(௬)ௗ௬ , the integrating factor is,


‫ܫ‬.‫ܨ‬.= ݁ ‫ ׬‬௚(௬)ௗ௬

‫ି ׬‬೤ௗ௬ షమ
= ݁ = ݁ ିଶ ୪୬ ௬ = ݁ ୪୬ ௬

‫ܫ‬.‫ܨ‬.= ‫ି ݕ‬ଶ = ௬మ

From the original equation,


‫ ݔ݀ݕ‬+ (‫ ݕ‬ଷ െ ‫ = ݕ݀)ݔ‬0
Multiply both sides of the equation by the integrating factor.

[‫ ݔ݀ݕ‬+ (‫ ݕ‬ଷ െ ‫ = ݕ݀)ݔ‬0] ቀ మ ቁ

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Author: Harold Jan R. Terano, ECE, MET


ௗ௫ ௫

+ ቀ‫ ݕ‬െ ௬ మ ቁ ݀‫ = ݕ‬0

Now, the new differential equation was formed.


From the new differential equation, set,
ଵ డெ ଵ
‫=ܯ‬ ; = െ
௬ డ௬ ௬మ
௫ డே ଵ
ܰ = ‫ ݕ‬െ ௬మ ; డ௫
= െ ௬మ

Now, the differential equation is exact, therefore the solution for


exact differential equation can be used to obtain the general solution.

‫ ׬ = ݂߲ ׬‬ቀ௬ቁ ߲‫ݔ‬

݂= ௬
+ ݃(‫)ݕ‬
డ௙ ௫
డ௬
= െ ௬మ + ݃ƍ(‫)ݕ‬
௫ ௫
െ ௬మ + ݃ƍ(‫ ݕ = )ݕ‬െ ௬మ

݃ƍ(‫ݕ = )ݕ‬
‫݃ ׬‬ƍ(‫ݕ ׬ = )ݕ‬

݃(‫= )ݕ‬ ‫ݕ‬ଶ

Then, the general solution is,


௫ ଵ
+ ‫ݕ‬ଶ = ܿ
௬ ଶ

2‫ ݔ‬+ ‫ ݕ‬ଷ = ܿ‫ݕ‬

III. Method of Inspection


The method of inspection depends on the recognition of the combinations of
‫ݔ‬, ‫ݕ‬,݀‫ ݔ‬and ݀‫ݕ‬. Some of the combinations are:

a. If the combination is (࢞ࢊ࢟ െ ࢟ࢊ࢞), use ࢞૛
as the integrating factor with
an equivalent exact differential of

࢞ࢊ࢟ି࢟ࢊ࢞ ࢟
ቂ = ࢊ ቀ ࢞ቁ . ቃ
࢞૛

Example:
Obtain the general solution of ‫(ݔ‬1 + ‫ ݕ݀)ݕݔ‬െ ‫ = ݔ݀ݕ‬0.
Solution:
Arrange and get the combination (‫ ݕ݀ݔ‬െ ‫)ݔ݀ݕ‬.
‫ ݕ݀ݔ‬+ ‫ ݔ‬ଶ‫ ݕ݀ݕ‬െ ‫ = ݔ݀ݕ‬0
(‫ ݕ݀ݔ‬െ ‫ )ݔ݀ݕ‬+ ‫ ݔ‬ଶ ‫ = ݕ݀ݕ‬0

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Author: Harold Jan R. Terano, ECE, MET



Multiply both sides of the equation by its integrating factor ,
௫మ
thus, we have,

[(‫ ݕ݀ݔ‬െ ‫ )ݔ݀ݕ‬+ ‫ ݔ‬ଶ ‫ = ݕ݀ݕ‬0] ቀ మቁ

(௫ௗ௬ି௬ௗ௫)
+ ‫ = ݕ݀ݕ‬0
௫మ

The first group of terms has an equivalent exact differential of



݀ ቀ௫ ቁ, then,

݀ ቀ ቁ + ‫ = ݕ݀ݕ‬0

Integrating both sides of the equation, the general solution is,



‫ ݀ ׬‬ቀ௫ ቁ + ‫ ׬ = ݕ݀ݕ ׬‬0
௬ ଵ
+ ‫ݕ‬ଶ = ܿ
௫ ଶ

2‫ ݕ‬+ ‫ ݕݔ‬ଶ = ܿ‫ݔ‬


b. If the combination is (࢟ࢊ࢞ െ ࢞ࢊ࢟), use ࢟૛
as the integrating factor with
an equivalent exact differential of

࢟ࢊ࢞ି࢞ࢊ࢟ ࢞
ቂ = ࢊ ቀ ቁቃ.
࢟૛ ࢟

Example:
Obtain the general solution of (‫ ݕ‬+ ‫ ݕݔ‬ଶ )݀‫ ݔ‬െ ‫ = ݕ݀ݔ‬0.
Solution:
Arrange and get the combination (‫ ݔ݀ݕ‬െ ‫)ݕ݀ݔ‬.
‫ ݔ݀ݕ‬+ ‫ ݕݔ‬ଶ ݀‫ ݔ‬െ ‫ = ݕ݀ݔ‬0
(‫ ݔ݀ݕ‬െ ‫ )ݕ݀ݔ‬+ ‫ ݕݔ‬ଶ ݀‫ = ݔ‬0

Multiply both sides of the equation by its integrating factor ௬మ
,
thus, we have,

[(‫ ݔ݀ݕ‬െ ‫ )ݕ݀ݔ‬+ ‫ ݕݔ‬ଶ݀‫ = ݔ‬0] ቀ మ ቁ

(௬ௗ௫ି௫ௗ௬)
+ ‫ = ݔ݀ݔ‬0
௬మ

The first group of terms has an equivalent exact differential of



݀ ቀ ቁ, then,


݀ ቀ௬ቁ + ‫ = ݔ݀ݔ‬0

Integrating both sides of the equation, the general solution is,



‫ ݀ ׬‬ቀ௬ቁ + ‫ ׬ = ݔ݀ݔ ׬‬0
௫ ଵ

+ ଶ ‫ݔ‬ଶ = ܿ

2‫ ݔ‬+ ‫ ݔ‬ଶ ‫ݕܿ = ݕ‬

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Author: Harold Jan R. Terano, ECE, MET



c. For the combination (࢞ࢊ࢟ െ ࢟ࢊ࢞) an integrating factor can be use. It
࢞࢟
has an equivalent exact differential of

࢞ࢊ࢟ି࢟ࢊ࢞ ࢟
ቈ = ࢊ ቂ‫ ܖܔ‬ቀ ቁቃ቉ .
࢞࢟ ࢞

Example:
Obtain the general solution of (‫ ݔ‬+ ‫ ݕݔ‬ଶ)݀‫ ݕ‬െ (‫ ݕ‬+ ‫ = ݔ݀)ݕݔ‬0.
Solution:
Arrange and get the combination (‫ ݕ݀ݔ‬െ ‫)ݔ݀ݕ‬.
‫ ݕ݀ݔ‬+ ‫ ݕݔ‬ଶ ݀‫ ݕ‬െ ‫ ݔ݀ݕ‬െ ‫ = ݔ݀ݕݔ‬0
(‫ ݕ݀ݔ‬െ ‫ )ݔ݀ݕ‬+ ‫ ݕݔ‬ଶ ݀‫ ݕ‬െ ‫ = ݔ݀ݕݔ‬0

Multiply both sides of the equation by its integrating factor ௫௬
,
thus, we have,

[(‫ ݕ݀ݔ‬െ ‫ )ݔ݀ݕ‬+ ‫ ݕݔ‬ଶ ݀‫ ݕ‬െ ‫ = ݔ݀ݕݔ‬0] ቀ ቁ
௫௬
(௫ௗ௬ି௬ௗ௫)
௫௬
+ ‫ ݕ݀ݕ‬െ ݀‫ = ݔ‬0

The first group of terms has an equivalent exact differential of



݀ ቂln ቀ ቁቃ, then,


݀ ቂln ቀ௫ ቁቃ + ‫ ݕ݀ݕ‬െ ݀‫ = ݔ‬0

Integrating both sides of the equation, the general solution is,



‫ ݀ ׬‬ቂln ቀ௫ ቁቃ + ‫ ݕ݀ݕ ׬‬െ ‫ ׬ = ݔ݀ ׬‬0
௬ ଵ
ln ቀ ቁ + ‫ ݕ‬ଶ െ ‫ܿ = ݔ‬
௫ ଶ

௬ ଶ
ln ቀ ቁ + ‫ ݕ‬ଶ െ 2‫ܿ = ݔ‬


d. For the combination (࢞ࢊ࢟ െ ࢟ࢊ࢞) an integrating factor ࢞૛ା࢟૛
can be use.
It has an equivalent exact differential of

࢞ࢊ࢟ି࢟ࢊ࢞ ࢟
ቈ ࢞૛ ା࢟૛
= ࢊ ቂ‫ ܖ܉ܜ܋ܚۯ‬ቀ࢞ቁቃ቉.

Example:
Obtain the general solution of (‫ ݔ‬ଶ‫ ݕ‬+ ‫ ݕ‬ଷ + ‫ ݕ݀)ݔ‬െ ‫ = ݔ݀ݕ‬0.
Solution:
Arrange and get the combination (‫ ݕ݀ݔ‬െ ‫)ݔ݀ݕ‬.
‫ ݔ‬ଶ ‫ ݕ݀ݕ‬+ ‫ ݕ‬ଷ ݀‫ ݕ‬+ ‫ ݕ݀ݔ‬െ ‫ = ݔ݀ݕ‬0
( ‫ ݕ݀ݔ‬െ ‫ )ݔ݀ݕ‬+ ‫ ݔ‬ଶ ‫ ݕ݀ݕ‬+ ‫ ݕ‬ଷ ݀‫ = ݕ‬0
(‫ ݕ݀ݔ‬െ ‫ )ݔ݀ݕ‬+ ‫ ݔ(ݕ‬ଶ + ‫ ݕ‬ଶ )݀‫ = ݕ‬0

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Author: Harold Jan R. Terano, ECE, MET



Multiply both sides of the equation by its integrating factor ,
௫ మା௬ మ
thus, we have,

[(‫ ݕ݀ݔ‬െ ‫ )ݔ݀ݕ‬+ ‫ ݔ(ݕ‬ଶ + ‫ ݕ‬ଶ )݀‫ = ݕ‬0] ቀ మ మ ቁ
௫ ା௬
௫ௗ௬ି௬ௗ௫
௫ మ ା௬ మ
+ ‫ = ݕ݀ݕ‬0

The first group of terms has an equivalent exact differential of



݀ ቂArctan ቀ ቁቃ, then,


݀ ቂArctan ቀ௫ ቁቃ + ‫ = ݕ݀ݕ‬0

Integrating both sides of the equation, the general solution is,



‫ ݀ ׬‬ቂArctan ቀ௫ ቁቃ + ‫ ׬ = ݕ݀ݕ ׬‬0
௬ ଵ
Arctan ቀ ቁ + ‫ ݕ‬ଶ = ܿ
௫ ଶ

2 Arctan ቀ ቁ + ‫ ݕ‬ଶ = ܿ


e. If the combination is (࢞ࢊ࢟ + ࢟ࢊ࢞) an integrating factor can be use. It
࢞࢟
has an equivalent exact differential of

࢞ࢊ࢟ା࢟ࢊ࢞
ቈ = ࢊ[‫])࢟࢞(ܖܔ‬቉.
࢞࢟

Example:
Obtain the general solution of (‫ ݔ‬ଶ ‫ ݕ‬+ ‫ ݔ݀)ݕ‬+ (‫ ݕݔ‬ଶ + ‫ = ݕ݀)ݔ‬0.
Solution:
Arrange and get the combination (‫ ݕ݀ݔ‬+ ‫)ݔ݀ݕ‬.
‫ ݔ‬ଶ‫ ݔ݀ݕ‬+ ‫ ݔ݀ݕ‬+ ‫ ݕݔ‬ଶ݀‫ ݕ‬+ ‫ = ݕ݀ݔ‬0
(‫ ݕ݀ݔ‬+ ‫ )ݔ݀ݕ‬+ ‫ ݔ‬ଶ‫ ݔ݀ݕ‬+ ‫ ݕݔ‬ଶ ݀‫ = ݕ‬0

Multiply both sides of the equation by its integrating factor ,
௫௬
thus, we have,

[(‫ ݕ݀ݔ‬+ ‫ )ݔ݀ݕ‬+ ‫ ݔ‬ଶ ‫ ݔ݀ݕ‬+ ‫ ݕݔ‬ଶ݀‫ = ݕ‬0] ቀ ቁ
௫௬
௫ௗ௬ା௬ௗ௫
௫௬
+ ‫ ݔ݀ݔ‬+ ‫ = ݕ݀ݕ‬0

The first group of terms has an equivalent exact differential of


݀[ln(‫])ݕݔ‬, then,
݀[ln(‫ ])ݕݔ‬+ ‫ ݔ݀ݔ‬+ ‫ = ݕ݀ݕ‬0
Integrating both sides of the equation, the general solution is,
‫[݀ ׬‬ln(‫ ])ݕݔ‬+ ‫ ݔ݀ݔ ׬‬+ ‫ ׬ = ݕ݀ݕ ׬‬0
ଵ ଵ
ln(‫ )ݕݔ‬+ ଶ ‫ ݔ‬ଶ + ଶ ‫ ݕ‬ଶ = ܿ

ln(‫ )ݕݔ‬ଶ + ‫ ݔ‬ଶ + ‫ ݕ‬ଶ = ܿ

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Author: Harold Jan R. Terano, ECE, MET



f. If the combination is (࢞ࢊ࢞ + ࢟ࢊ࢟) an integrating factor can be
࢞૛ ା࢟૛
use. It has an equivalent exact differential of

࢞ࢊ࢞ା࢟ࢊ࢟ ૚
ቈ = ࢊ ቂ ‫࢞(ܖܔ‬૛ + ࢟૛)ቃ቉.
࢞૛ ା࢟૛ ૛

Example:
Obtain the general solution of (‫ ݔ‬+ ‫ ݔ‬ଶ cos‫ ݔ‬+ ‫ ݕ‬ଶ cos‫ ݔ݀)ݔ‬+ ‫ = ݕ݀ݕ‬0.
Solution:
Arrange and get the combination, (‫ ݔ݀ݔ‬+ ‫)ݕ݀ݕ‬.
[‫ ݔ‬+ (‫ ݔ‬ଶ + ‫ ݕ‬ଶ) cos‫ ݔ݀]ݔ‬+ ‫ = ݕ݀ݕ‬0
(‫ ݔ݀ݔ‬+ ‫ )ݕ݀ݕ‬+ (‫ ݔ‬ଶ + ‫ ݕ‬ଶ ) cos‫ = ݔ݀ ݔ‬0

Multiply both sides of the equation by its integrating factor ௫ మା௬ మ
,
thus, we have,

[(‫ ݔ݀ݔ‬+ ‫ )ݕ݀ݕ‬+ (‫ ݔ‬ଶ + ‫ ݕ‬ଶ ) cos‫ = ݔ݀ ݔ‬0] ቀ మ మቁ
௫ ା௬
௫ௗ௫ା௬ௗ௬
௫ మା௬ మ
+ cos‫ = ݔ݀ ݔ‬0

The first group of terms has an equivalent exact differential of,



݀ ቂଶ ln(‫ ݔ‬ଶ + ‫ ݕ‬ଶ )ቃ, then,

݀ ቂ ln(‫ ݔ‬ଶ + ‫ ݕ‬ଶ )ቃ + cos‫ = ݔ݀ ݔ‬0

Integrating both sides of the equation, the general solution is,



‫ ݀ ׬‬ቂଶ ln(‫ ݔ‬ଶ + ‫ ݕ‬ଶ )ቃ + ‫ ׬‬cos‫ ׬ = ݔ݀ ݔ‬0

ln(‫ ݔ‬ଶ + ‫ ݕ‬ଶ ) + sin ‫ܿ = ݔ‬

ln(‫ ݔ‬ଶ + ‫ ݕ‬ଶ ) + 2 sin ‫ܿ = ݔ‬

Exercises
I. Obtain the general solution of the following differential equations.

1. (‫ ݔ‬ଷ െ ‫ ݔ݀)ݕ‬+ ‫ = ݕ݀ݔ‬0 Ans: 2‫ ܿ(ݔ = ݕ‬െ ‫ ݔ‬ଶ )



2. ‫ ݔ݀ݕ‬+ (‫ ݔ‬ଶ െ ‫ = ݕ݀)ݔ‬0 Ans: ‫= ݔ‬
௖ା௬

3. (2‫ ݕݔ‬ଶ െ ‫ ݔ݀)ݕ‬+ (‫ ݔ‬+ 3‫ ݕ‬ସ )݀‫ = ݕ‬0 Ans: ‫ ݕ(ݕ‬ଷ + ‫ ݔ‬ଶ + ܿ) = ‫ݔ‬
4. (2‫ ݔ‬ଶ + ‫ ݔ݀)ݕ‬+ (‫ ݔ‬ଶ ‫ ݕ‬െ ‫ = ݕ݀)ݔ‬0 Ans: 4‫ ݔ‬ଶ െ 2‫ ݕ‬+ ‫ ݕݔ‬ଶ = ܿ‫ݔ‬
5. ‫ ݕ( = ݕ݀ݔ‬+ 2‫ ݔ‬ଷ )݀‫ݔ‬ Ans: ‫ ܿ(ݔ = ݕ‬+ ‫ ݔ‬ଶ)
6. ݀‫ ݔ‬+ (3‫ ݕ‬+ ‫ = ݕ݀ ) ݔ‬0 Ans: ‫ ݔ‬+ 3‫ ݕ‬െ 3 = ܿ݁ ି௬
7. ( ‫ ݔ‬+ 2‫ ݔ݀ )ݕ‬െ ‫ = ݕ݀ݔ‬0 Ans: ‫ ݔܿ ( ݔ = ݕ‬െ 1)
8. (2 + ‫ ݕ‬cos‫ ݔ݀)ݔ‬+ ‫ ݔ‬cos‫ = ݕ݀ ݔ‬0 Ans: ln(sec ‫ ݔ‬+ tan ‫ )ݔ‬ଶ + ‫ܿ = ݕݔ‬

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Author: Harold Jan R. Terano, ECE, MET


9. 2(‫ ݕ‬െ ‫ ݔ݀)ݔ‬+ ‫(ݔ‬2‫ ݕ‬െ ‫ ݔ‬+ 2)݀‫ = ݕ‬0 Ans: 2‫ ݁ݕݔ‬௬ െ ‫ ݔ‬ଶ݁ ௬ = ܿ
10. ൫‫ ݔ‬ξ‫ ݔ‬+ ‫ ݔ‬ଶ + ‫ ݕ‬ଶ ൯݀‫ ݔ‬+ ‫ݕ‬ξ‫ = ݕ݀ݔ‬0 Ans: ln(‫ ݔ‬ଶ + ‫ ݕ‬ଶ) + 4ξ‫ܿ = ݔ‬

II. Obtain the particular solutions satisfying the indicated conditions.

1. 2‫ ݔ( = ݔ݀ݕݔ‬ଶ + ‫ ݕ‬ଶ )݀‫ݕ‬,‫(ݕ‬0) = െ1 Ans: ‫ ݕ(ݕ‬+ 1) = ‫ ݔ‬ଶ


2. ‫(ݔ‬1 + ‫ ݕ‬ଷ)݀‫ ݕ‬+ ‫ = ݔ݀ݕ‬0,‫(ݕ‬1) = 1 Ans: ln(‫ )ݕݔ‬ଷ + ‫ ݕ‬ଷ = 1

3. ‫ݕ‬൫1 െ ‫ݕݔ‬ξ‫ ݔ‬ଶ + 1൯݀‫ ݔ‬െ ‫ = ݕ݀ݔ‬0,‫(ݕ‬0) = െ3 Ans: 3‫ ݔ‬+ ‫ ݕ‬െ ‫ ݔ(ݕ‬ଶ + 1) మ = 0

4. ‫ ݕ݀ݔ‬െ ‫(ݕ‬1 + ‫ ݕ‬cos2‫ = ݔ݀)ݔ‬0,‫(ݕ‬0) = Ans: 2‫ ݔ‬+ ‫ ݕ‬sin 2‫ = ݔ‬0

5. (4‫ ݔ‬ଷ െ 3‫ݕ‬ ଶ )݀‫ݔ‬


+ 6‫ = ݕ݀ݕݔ‬0,‫(ݕ‬െ1) = 0 Ans: 2‫ ݔ‬ଷ + 3‫ ݕ‬ଶ = 2‫ݔ‬

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Author: Harold Jan R. Terano, ECE, MET


36

Author: Harold Jan R. Terano, ECE, MET


Chapter 6

FIRST-ORDER LINEAR
DIFFERENTIAL EQUATIONS
Outline:
6.1 First-Order Linear Differential Equations
6.2 Solutions to First-Order Linear Differential Equations

Overview:
Another type of differential equation is the first-order linear differential
equation. With the aid of integrating factor, the solution of this differential equation is
obtained.

Objectives:
Upon completion of this chapter, the students will be able to:
1. Define first-order linear differential equation.
2. Determine first-order linear differential equations.
3. Solve first-order linear differential equations.

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Author: Harold Jan R. Terano, ECE, ME


6.1 First-Order Linear Differential Equations
ௗ௬
A first-order linear differential equation can be written in the form ௗ௫
+
‫)ݔ(ܳ = )ݔ(ܲݕ‬, where ܲ and ܳ are all function of ‫ ݔ‬alone.
To solve for the general solution of the differential equation, we write the
ௗ௬
equation in the form ‫ݔ(ܯ‬, ‫ ݔ݀)ݕ‬+ ܰ(‫ݔ‬, ‫ = ݕ݀)ݕ‬0, thus, from + ‫)ݔ(ܳ = )ݔ(ܲݕ‬, we
ௗ௫
have,
݀‫ ݕ‬+ ‫ݔ݀)ݔ(ܳ = ݔ݀)ݔ(ܲݕ‬
[‫ )ݔ(ܲݕ‬െ ܳ(‫ ݔ݀])ݔ‬+ ݀‫ = ݕ‬0
డெ డே
Now, set ‫ )ݔ(ܲݕ = ܯ‬െ ܳ(‫ )ݔ‬and ܰ = 1, thus, = ܲ(‫ )ݔ‬and = 0. The
డ௬ డ௫
differential equation is not exact, therefore, we can apply the concept of integrating
factors. From,
ങಾ ങಿ
ି ௉(௫)ି଴
ങ೤ ങೣ
= = ܲ(‫)ݔ‬
ே ଵ

we obtained ݁ ‫ ׬‬௉(௫)ௗ௫ as the integrating factor.


From the original differential equation,
[‫ )ݔ(ܲݕ‬െ ܳ(‫ ݔ݀])ݔ‬+ ݀‫ = ݕ‬0
Multiply both sides of the equation by the integrating factor ݁ ‫ ׬‬௉(௫)ௗ௫ , thus, we
have,
{[‫ )ݔ(ܲݕ‬െ ܳ(‫ ݔ݀])ݔ‬+ ݀‫ = ݕ‬0}ൣ݁ ‫ ׬‬௉( ௫)ௗ௫ ൧

ൣ‫ ׬ ݁)ݔ(ܲݕ‬௉(௫)ௗ௫ െ ܳ(‫ ׬ ݁)ݔ‬௉(௫) ௗ௫ ൧݀‫ ݔ‬+ ݁ ‫ ׬‬௉(௫)ௗ௫ ݀‫ = ݕ‬0


Since,

‫ ׬ ݁)ݔ(ܲݕ‬௉(௫)ௗ௫ ݀‫ ݔ‬+ ݁ ‫ ׬‬௉(௫) ௗ௫ ݀‫= ݕ‬ ൫‫ ׬ ݁ݕ‬௉( ௫)ௗ௫ ൯
ௗ௫

Then,

൫‫ ׬ ݁ݕ‬௉(௫) ௗ௫ ൯ െ ܳ(‫ ׬ ݁)ݔ‬௉(௫)ௗ௫ ݀‫ = ݔ‬0
ௗ௫

Integrating both sides of the equation, the general solution is,



‫ ׬‬ௗ௫ ൫‫ ׬ ݁ݕ‬௉( ௫)ௗ௫ ൯ െ ‫ ׬ ݁)ݔ(ܳ ׬‬௉(௫)ௗ௫ ݀‫ ׬ = ݔ‬0

‫ ׬ ݁ݕ‬௉(௫)ௗ௫ െ ‫ ׬ ݁)ݔ(ܳ ׬‬௉( ௫)ௗ௫ ݀‫ܿ = ݔ‬


‫ ׬ ݁ݕ‬௉(௫)ௗ௫ = ‫ ׬ ݁ )ݔ(ܳ ׬‬௉(௫)ௗ௫ ݀‫ ݔ‬+ ܿ or
‫ ݔ݀)ܨܫ( )ݔ(ܳ ׬ = )ܨܫ(ݕ‬+ ܿ
where ‫݁ = ܨܫ‬ ‫ ׬‬௉(௫)ௗ௫ .

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Author: Harold Jan R. Terano, ECE, ME


6.2 Solutions to First-Order Linear Differential Equations
A solution to a first-order linear differential equation can be obtained by the
formula ‫ ݔ݀)ܨܫ( )ݔ(ܳ ׬ = )ܨܫ(ݕ‬+ ܿ, which is the obtained solution to a first-order
ௗ௬
linear differential equation of the form + ‫)ݔ(ܳ = )ݔ(ܲݕ‬.
ௗ௫

Example 1.
Obtain the general solution of (‫ ݔ‬ଷ + ‫ ݔ݀)ݕ‬െ ‫ = ݕ݀ݔ‬0.
Solution:
ௗ௬
Write the equation in the form + ‫)ݔ(ܳ = )ݔ(ܲݕ‬, therefore,
ௗ௫
ௗ௬ ௬
െ = ‫ݔ‬ଶ
ௗ௫ ௫

Find ܲ(‫ )ݔ‬and ܳ(‫)ݔ‬, thus,



ܲ(‫ = )ݔ‬െ and ܳ(‫ ݔ = )ݔ‬ଶ

For integrating factor,



‫ ׬ ݁ = ܨܫ‬௉(௫)ௗ௫ = ݁ ‫ି ׬‬ೣௗ௫
షభ
= ݁ ି ୪୬ ௫ = ݁ ୪୬ ௫

‫ି ݔ = ܨܫ‬ଵ = ௫

By ‫ ݔ݀)ܨܫ( )ݔ(ܳ ׬ = )ܨܫ(ݕ‬+ ܿ, the general solution is,


ଵ ଵ
‫ ݕ‬ቀ ቁ = ‫ ݔ ׬‬ଶ ቀ ቁ ݀‫ ݔ‬+ ܿ
௫ ௫


= ‫ ݔ݀ݔ ׬‬+ ܿ
௬ ଵ ଵ

= ଶ
‫ ݔ‬ଶ + ܿ or ‫= ݕ‬ ଶ
‫ ݔ‬ଷ + ܿ‫ݔ‬

Example 2.

Obtain the general solution of ቀ௫ାଵ െ ݁ ௫ ቁ ݀‫ ݔ‬+ ݀‫ = ݕ‬0.
Solution:
ௗ௬
Write the equation in the form + ‫)ݔ(ܳ = )ݔ(ܲݕ‬, therefore,
ௗ௫
ௗ௬ ௬
+ = ݁௫
ௗ௫ ௫ାଵ

Find ܲ(‫ )ݔ‬and ܳ(‫)ݔ‬, thus,



ܲ(‫= )ݔ‬ ௫ାଵ
and ܳ(‫ ݁ = )ݔ‬௫

For integrating factor,



‫ ׬ ݁ = ܨܫ‬௉(௫)ௗ௫ = ݁ ‫׬‬ೣశభௗ௫ = ݁ ୪୬(௫ାଵ)
‫ ݔ = ܨܫ‬+ 1
By ‫ ݔ݀)ܨܫ( )ݔ(ܳ ׬ = )ܨܫ(ݕ‬+ ܿ, the general solution is,
‫ ݔ(ݕ‬+ 1) = ‫ ݁ ׬‬௫ (‫ ݔ‬+ 1)݀‫ ݔ‬+ ܿ
‫ ݔ(ݕ‬+ 1) = ‫ ݁ݔ(׬‬௫ + ݁ ௫ )݀‫ ݔ‬+ ܿ

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Author: Harold Jan R. Terano, ECE, ME


For ‫ ݁ݔ ׬‬௫ ݀‫ݔ‬, use integration by parts, therefore,
‫ ݁ݔ ׬‬௫ ݀‫ ݁ݔ = ݔ‬௫ െ ݁ ௫
Substituting to the formula, the general solution is,
‫ ݔ(ݕ‬+ 1) = ‫ ݁ݔ‬௫ െ ݁ ௫ + ݁ ௫ + ܿ
௫௘ ೣ ା௖
‫ ݔ(ݕ‬+ 1) = ‫ ݁ݔ‬௫ + ܿ or ‫= ݕ‬
௫ାଵ

Example 3.
Obtain the particular solution of ‫ ݕ( = ݕ݀ݔ‬+ ‫ ݔ‬ଶ sin ‫ݔ݀)ݔ‬, that satisfies the

condition, ‫ ݕ‬ቀ ቁ = 0.

Solution:
ௗ௬
Write the equation in the form ௗ௫
+ ‫)ݔ(ܳ = )ݔ(ܲݕ‬, therefore,
ௗ௬ ௬
ௗ௫
െ ௫ = ‫ ݔ‬sin ‫ݔ‬

Find ܲ(‫ )ݔ‬and ܳ(‫)ݔ‬, thus,



ܲ(‫ = )ݔ‬െ and ܳ(‫ ݔ = )ݔ‬sin ‫ݔ‬

For integrating factor,



‫ ׬ ݁ = ܨܫ‬௉(௫)ௗ௫ = ݁ ‫ି ׬‬ೣௗ௫ = ݁ ି ୪୬ ௫

‫ି ݔ = ܨܫ‬ଵ = ௫

By ‫ ݔ݀)ܨܫ( )ݔ(ܳ ׬ = )ܨܫ(ݕ‬+ ܿ, the general solution is,


ଵ ଵ
‫ ݕ‬ቀ ቁ = ‫ ݔ ׬‬sin ‫ ݔ‬ቀ ቁ ݀‫ ݔ‬+ ܿ
௫ ௫


= െ cos‫ ݔ‬+ ܿ

‫ = ݕ‬െ‫ ݔ‬cos‫ ݔ‬+ ܿ‫ݔ‬



To find the particular solution, set, ‫= ݔ‬ ଶ
and ‫ = ݕ‬0, then solve for
ܿ.

When ‫= ݔ‬ ଶ
and ‫ = ݕ‬0, ܿ = 0.

Then, the particular solution is,


‫ = ݕ‬െ‫ ݔ‬cos‫ݔ‬

Exercises
I. Obtain the general solution of the following differential equations.
ௗ௬ ௬ ଵ ௖
1. ௗ௫
+ ௫
= ‫଺ݔ‬ Ans: ‫= ݕ‬ ଼
‫ ଻ݔ‬+ ௫
ଵ మ
2. ‫ ݕ‬ƍ + 2‫ݔ = ݕݔ‬ Ans: ‫= ݕ‬ + ܿ݁ ି௫


3. ‫ ݕ‬ƍ + ‫ ݁ = ݕ‬ଶ௫ Ans: ‫= ݕ‬ ݁ ଶ௫ + ܿ݁ ି௫

ௗ௬
4. sin ‫ݔ‬ + ‫ ݕ‬cos ‫ = ݔ‬1 Ans: ‫ ݕ‬sin ‫ ݔ = ݔ‬+ ܿ
ௗ௫

40

Author: Harold Jan R. Terano, ECE, ME


ଵ ௗ௬ ଵ మ
5. + 6‫ = ݕ‬2 Ans: ‫= ݕ‬ + ܿ݁ ିଷ௫
௫ ௗ௫ ଷ
ௗ௬ ଵ మ
6. െ ‫(ݔ‬1 െ 2‫ = )ݕ‬0 Ans: ‫= ݕ‬ + ܿ݁ ି௫
ௗ௫ ଶ
ௗ௬
7. ‫ ݔ‬ଷ + 3‫ ݔ‬ଶ ‫ = ݕ‬1 Ans: ‫ ݔ‬ଷ ‫ ݔ = ݕ‬+ ܿ
ௗ௫
ௗ௬
8. = ݁ ଶ௫ + 3‫ݕ‬ Ans: ‫ ݕ‬+ ݁ ଶ௫ = ܿ݁ ଷ௫
ௗ௫

9. ݀‫ ݔ( = ݕ‬െ 2‫ݔ݀)ݕ‬ Ans: 4‫ = ݕ‬2‫ ݔ‬െ 1 + ܿ݁ ିଶ௫


ௗ௬
10. = ‫ ݔ‬െ 2‫ ݕ‬cot 2‫ݔ‬ Ans: 4‫ = ݕ‬1 െ 2‫ ݔ‬cot 2‫ ݔ‬+ ܿ csc 2‫ݔ‬
ௗ௫

II. Obtain the particular solutions satisfying the indicated conditions.


ௗ௬ ଶ௬
1. + = 6‫ ݔ‬ଷ ,‫(ݕ‬1) = 2 Ans: ‫ ݔ‬ଶ (‫ ݔ‬ସ െ ‫ = )ݕ‬െ1
ௗ௫ ௫
ௗ௬
2. ݁ ௫ + 2݁ ௫ ‫ = ݕ‬1,‫(ݕ‬0) = െ2 Ans: ‫ି ݁ = ݕ‬௫ െ 3݁ ିଶ௫
ௗ௫

3. (‫ ݕ‬െ 2‫ ݔ݀)ݔ‬+ ‫ = ݕ݀ݔ‬0, ‫(ݕ‬െ1) = 3 Ans: ‫ ݔ(ݔ‬െ ‫ = )ݕ‬4


ଵ మ
4. ݀‫ ݔ( = ݕ‬െ 4‫ݔ݀)ݕݔ‬,‫(ݕ‬0) = െ Ans: 4‫ = ݕ‬1 െ 2݁ ିଶ௫

5. (‫ ݕ‬tan ‫ ݔ‬െ sin 2‫ ݔ݀)ݔ‬+ ݀‫ = ݕ‬0, ‫(ݕ‬0) = െ1 Ans: ‫ = ݕ‬cos‫( ݔ‬1 െ 2 cos‫)ݔ‬

41

Author: Harold Jan R. Terano, ECE, ME


42

Author: Harold Jan R. Terano, ECE, ME


Chapter 7

BERNOULLI’S
DIFFERENTIAL EQUATIONS
Outline:
7.1 Bernoulli’s Differential Equations
7.2 Solutions to Bernoulli’s Differential Equations

Overview:
This chapter deals with the solution to first order non-linear differential
equations. These equations are called as the Bernoulli’s differential equations. This
equation is non-linear and is reducible to a linear form by a method of substitution
and thus, solution to a first-order linear differential equation is applicable.

Objectives:

Upon completion of this chapter, the students will be able to:


1. Define Bernoulli’s differential equation.
2. Determine Bernoulli’s differential equations.
3. Reduce Bernoulli’s differential equation into a first-order linear
differential equation.
4. Solve Bernoulli’s differential equations.

43

Author: Harold Jan R. Terano, ECE


7.1 Bernoulli’s Differential Equations
ௗ௬
A differential equation of the form ௗ௫ + ‫ ݕ = )ݔ(ܲݕ‬௡ ܳ(‫ )ݔ‬is a Bernoulli’s
differential equation, where ܲ and ܳ are all function of ‫ ݔ‬alone.
To solve for the general solution of the differential equation, divide both sides
of the equation by ‫ ݕ‬௡ thus, we have,
ௗ௬
‫ି ݕ‬௡ ௗ௫ + ‫ି ݕ‬௡ାଵܲ(‫)ݔ(ܳ = )ݔ‬
ௗ௩ ௗ௬
By transformation, we can set ‫ି ݕ = ݒ‬௡ାଵ and ௗ௫
= (െ݊ + 1)‫ି ݕ‬௡ ௗ௫ or
ௗ௩ ௗ௬
(െ݊ + 1) ିଵ = ‫ି ݕ‬௡ . Substituting to the above equation we have,
ௗ௫ ௗ௫
ௗ௩
(െ݊ + 1) ିଵ + ‫)ݔ(ܳ = )ݔ(ܲݒ‬
ௗ௫
ௗ௩
ௗ௫
+ ‫(ݒ‬െ݊ + 1)ܲ(‫( = )ݔ‬െ݊ + 1)ܳ(‫)ݔ‬

Therefore, the new equation formed was now a linear differential equation.
By the solution of linear differential equation, set ܲ(‫( = )ݔ‬െ݊ + 1)ܲ(‫ )ݔ‬and
ܳ(‫()ݔ(ܳ = )ݔ‬െ݊ + 1), thus, the integrating factor is,
݁ ‫ ׬‬௉(௫)ௗ௫ = ݁ ‫ି(׬‬௡ାଵ)௉(௫)ௗ௫
= ݁ ( ି௡ାଵ) ‫ ׬‬௉(௫)ௗ௫
Then, the general solution is,
‫ି( ݁ݒ‬௡ାଵ) ‫ ׬‬௉( ௫)ௗ௫ = (െ݊ + 1) ‫ି( ݁ )ݔ(ܳ ׬‬௡ାଵ) ‫ ׬‬௉(௫)ௗ௫ ݀‫ ݔ‬+ ܿ
ି௡ାଵ
where, ‫ݕ = ݒ‬ .

7.2 Solutions to Bernoulli’s Differential Equations


A solution to a Bernoulli’s differential equation can be obtained by the formula
(ି௡ାଵ) ‫ ׬‬௉( ௫)ௗ௫
‫݁ݒ‬ = (െ݊ + 1) ‫ି( ݁ )ݔ(ܳ ׬‬௡ାଵ) ‫ ׬‬௉(௫)ௗ௫ ݀‫ ݔ‬+ ܿ, where ‫ି ݕ = ݒ‬௡ାଵ , as shown
in the previous section.

Example 1.
ௗ௬
Obtain the general solution of ௗ௫ + ‫ ݕݔ = ݕ‬ସ .
Solution:
Divide both sides of the equation by ‫ ݕ‬ସ, therefore,
ௗ௬
‫ି ݕ‬ସ ௗ௫ + ‫ି ݕ‬ଷ = ‫ݔ‬
ௗ௩ ௗ௬
Then, set ‫ି ݕ = ݒ‬ଷ and ௗ௫
= െ3‫ି ݕ‬ସ ௗ௫ , and substitute to the above
equation, thus,
ଵ ௗ௩
െ +‫ݔ =ݒ‬
ଷ ௗ௫
ௗ௩
െ 3‫ = ݒ‬െ3‫ݔ‬
ௗ௫

The equation is now a linear differential equation.

44

Author: Harold Jan R. Terano, ECE


By the solution of linear differential equation, set ܲ(‫ = )ݔ‬െ3 and
ܳ(‫ = )ݔ‬െ3‫ݔ‬, and the integrating factor is,
݁ ‫ ׬‬௉(௫)ௗ௫ = ݁ ‫ି ׬‬ଷௗ௫
= ݁ ିଷ௫
Then,
‫ି ݁ݒ‬ଷ௫ = ‫ ׬‬െ3‫ି ݁ ݔ‬ଷ௫ ݀‫ ݔ‬+ ܿ
‫ି ݁ݒ‬ଷ௫ = െ3 ‫ି ݁ݔ ׬‬ଷ௫ ݀‫ ݔ‬+ ܿ
For െ3 ‫ି ݁ݔ ׬‬ଷ௫ ݀‫ݔ‬, use integration by parts, therefore,

െ3 ‫ି ݁ݔ ׬‬ଷ௫ ݀‫ି ݁ݔ = ݔ‬ଷ௫ + ݁ ିଷ௫ + ܿ

Substituting to the above equation, we have,

‫ି ݁ݒ‬ଷ௫ = ‫ି ݁ݔ‬ଷ௫ + ݁ ିଷ௫ + ܿ

Since ‫ି ݕ = ݒ‬ଷ, thus the general solution is,

‫ି ݕ‬ଷ ݁ ିଷ௫ = ‫ି ݁ݔ‬ଷ௫ + ଷ ݁ ିଷ௫ + ܿ

‫ି ݕ‬ଷ = ‫ ݔ‬+ ଷ
+ ܿ݁ ଷ௫
Example 2.
Obtain the general solution of ‫ ݕ݀ݔ‬െ [‫ ݕ‬+ ‫ ݕݔ‬ଶ (1 + ln ‫ = ݔ݀])ݔ‬0.
Solution:
ௗ௬
Writing the equation in the form + ‫ ݕ = )ݔ(ܲݕ‬௡ ܳ(‫)ݔ‬, we have,
ௗ௫
ௗ௬ ௬
െ = ‫ ݕ‬ଶ (1 + ln ‫)ݔ‬
ௗ௫ ௫

Divide both sides of the equation by ‫ ݕ‬ଶ, therefore,


ௗ௬ ଵ
‫ି ݕ‬ଶ െ = 1 + ln ‫ݔ‬
ௗ௫ ௫௬
ଵ ௗ௩ ௗ௬
Then, set ‫ = ݒ‬െ௬ and ௗ௫
= ‫ି ݕ‬ଶ ௗ௫ , and substitute to the above
equation, thus,
ௗ௩ ௩
ௗ௫
+ ௫
= 1 + ln ‫ݔ‬

The equation is now a linear differential equation.



By the solution of linear differential equation, set ܲ (‫= )ݔ‬ ௫
and
ܳ(‫ = )ݔ‬1 + ln ‫ݔ‬, and the integrating factor is,

݁ ‫ ׬‬௉(௫)ௗ௫ = ݁ ‫׬‬ೣௗ௫
= ݁ ୪୬ ௫
= ‫ݔ‬
Then,
‫(׬ = ݔݒ‬1 + ln ‫ ݔ݀ݔ )ݔ‬+ ܿ
‫ ݔ(׬ = ݔݒ‬+ ‫ ݔ‬ln ‫ ݔ݀)ݔ‬+ ܿ

‫= ݔݒ‬ ‫ ݔ‬ଶ + ‫ ݔ ׬‬ln ‫ ݔ݀ ݔ‬+ ܿ

For ‫ ݔ ׬‬ln ‫ݔ݀ ݔ‬, use integration by parts, therefore,


ଵ ଵ
‫ ݔ ׬‬ln ‫= ݔ݀ ݔ‬ ଶ
‫ ݔ‬ଶ ln ‫ ݔ‬െ ସ ‫ ݔ‬ଶ + ܿ

45

Author: Harold Jan R. Terano, ECE


Substituting to the above equation, we have,
ଵ ଵ ଵ
‫= ݔݒ‬ ଶ
‫ ݔ‬ଶ + ଶ ‫ ݔ‬ଶ ln ‫ ݔ‬െ ସ ‫ ݔ‬ଶ + ܿ
ଵ ଵ
‫= ݔݒ‬ ‫ ݔ‬ଶ + ‫ ݔ‬ଶ ln ‫ ݔ‬+ ܿ
ସ ଶ

Since ‫ = ݒ‬െ , thus the general solution is,

௫ ଵ ଵ
െ௬ = ସ
‫ ݔ‬ଶ + ଶ ‫ ݔ‬ଶ ln ‫ ݔ‬+ ܿ

4‫ = ݔ‬െ‫ ݔ‬ଶ ‫ ݕ‬െ 2‫ ݔ‬ଶ ‫ ݕ‬ln ‫ ݔ‬+ ܿ‫ݕ‬


‫(ݕ ݔ‬1 + ln ‫ ݔ‬ଶ ) = ܿ‫ ݕ‬െ 4‫ݔ‬

Example 3.
ௗ௬
Obtain the particular solution of ௗ௫ െ ‫ ݕ‬cos‫ ݕ = ݔ‬ଶ cos‫ݔ‬, that satisfies the
condition ‫ = )ߨ(ݕ‬2.
Solution:
Divide both sides of the equation by ‫ ݕ‬ଶ, therefore,
ௗ௬ ୡ୭ୱ ௫
‫ି ݕ‬ଶ െ = cos‫ݔ‬
ௗ௫ ௬
ଵ ௗ௩ ௗ௬
Then, set ‫ = ݒ‬െ௬ and ௗ௫
= ‫ି ݕ‬ଶ ௗ௫ , and substitute to the above
equation, thus,
ௗ௩
ௗ௫
+ ‫ ݒ‬cos‫ = ݔ‬cos‫ݔ‬

The equation is now a linear differential equation.


By the solution of linear differential equation, set ܲ (‫ = )ݔ‬cos‫ ݔ‬and
ܳ(‫ = )ݔ‬cos‫ݔ‬, and the integrating factor is,
݁ ‫ ׬‬௉(௫)ௗ௫ = ݁ ‫ ׬‬ୡ୭ୱ ௫ௗ௫
= ݁ ୱ୧୬ ௫
Then,
‫ ݁ݒ‬ୱ୧୬ ௫ = ‫ ׬‬cos‫ ݁ ݔ‬ୱ୧୬ ௫ + ܿ
‫ ݁ݒ‬ୱ୧୬ ௫ = ݁ ୱ୧୬ ௫ + ܿ
‫ = ݒ‬1 + ܿ݁ ି ୱ୧୬ ௫

Since ‫ = ݒ‬െ ௬ , thus the general solution is,

െ ௬ = 1 + ܿ݁ ି ୱ୧୬ ௫
‫ݕ‬൫1 + ܿ݁ ିୱ୧୬ ௫ ൯ = െ1
To find the particular solution, set ‫ ߨ = ݔ‬and ‫ = ݕ‬2, then solve for
ܿ.

When ‫ ߨ = ݔ‬and ‫ = ݕ‬2, ܿ = െ .

Then, the particular solution is,

‫ ݕ‬ቀ1 െ ଶ ݁ ିୱ୧୬ ௫ ቁ = െ1

‫ݕ‬൫2 െ 3݁ ି ୱ୧୬ ௫ ൯ = െ2

46

Author: Harold Jan R. Terano, ECE


Exercises
I. Obtain the general solution of the following differential equations.

1. ‫ ݕ‬ƍ + 2‫ ݕ = ݕ‬ଶ Ans: ‫(ݕ‬1 + ܿ݁ ଶ௫ ) = 2


ௗ௬ ௬
2. െ = (‫ ݁ݕ‬௫ ) ଶ Ans: ‫(ݕ‬2‫ ݁ݔ‬ଶ௫ + ݁ ଶ௫ + ܿ) = െ4(‫ ݔ‬+ 1)
ௗ௫ (௫ାଵ)

3. ‫ ݕ‬ƍ + ‫ ݕݔ = ݕݔ‬ଶ Ans: ‫= ݕ‬ ೣమ
ଵା௖௘ మ
ௗ௬ ௬
4. ௗ௫
+ ௫
= ‫ି ݕ‬ଶ Ans: ‫ ݔ‬ଷ (4‫ ݕ‬ଷ െ 3‫ܿ = )ݔ‬
భ మ ଶ
ௗ௬
5. + ‫ݔ = ݕݔ‬ඥ‫ݕ‬ Ans: ‫ = ݕ‬ቀ1 + ܿ݁ ିర௫ ቁ
ௗ௫

6. ‫ ݕݔ‬ƍ + ‫ ݕݔ = ݕ‬ଷ Ans: ‫ ݕݔ‬ଶ(2 + ܿ‫ = )ݔ‬1


ଷ ௫
ƍ
7. ‫ ݕ‬+ ‫݁ ݕ = ݕ‬ Ans: ‫ ݕ‬ଶ ݁ ௫ (2 + ܿ݁ ௫ ) = 1
ௗ௬ ଶ௬
8. ௗ௫
+ ௫
= (‫ ݔ‬െ 1)‫ ݕ‬ଶ Ans: ‫ ݔܿ(ݕݔ‬െ ‫ ݔ‬ln ‫ ݔ‬െ 1) = 1
య భ ଶ

9. ‫ ݕ‬ƍ ƍ + + (‫ ݔ‬+ 2) ଶ‫ ݕ‬మ = 0 Ans: ‫ ݔ‬ଶ ‫ ݕ‬ቀ3‫ ݔ‬ଶ + 20‫ ݔ‬+ 60 + ܿ‫ି ݔ‬మ ቁ = 225

10. ݀‫ ݕ‬+ (‫ ݕ‬tan ‫ ݔ‬െ ‫ ݕ‬ଷ)݀‫ = ݔ‬0 Ans: ‫ ݕ‬ଶ (ܿ െ 2‫ ݔ‬െ sin 2‫ = )ݔ‬2cosଶ ‫ݔ‬

II. Obtain the particular solutions satisfying the indicated conditions.


ௗ௬
1. + 2‫ ݕ = ݕ‬ଷ ݁ ସ௫ ,‫(ݕ‬0) = 1 Ans: ‫ ݕ‬ଶ (1 െ 2‫ି ݁ = )ݔ‬ସ௫
ௗ௫
ௗ௬ ௬ ௬ఱ
2. ௗ௫
െ௫ = ௫య
, ‫(ݕ‬1) = െ1 Ans: ‫ ݕ‬ସ (3 െ 2‫ ݔ‬ଶ ) = ‫ ݔ‬ସ
య మ
ௗ௬
3. ௗ௫
+ 3‫ ݕݔ = ݕݔ‬ଶ ,‫(ݕ‬0) = െ3 Ans: ‫ ݕ‬ቀ1 െ 2݁ మ௫ ቁ = 3

4. ‫(ݕݔ‬2 െ ‫ ݕ‬ଶ )݀‫ ݔ‬+ ݀‫ = ݕ‬0, ‫(ݕ‬0) = 1 Ans: ‫ ݕ‬ଶ ൫1 + ݁ ଶ௫ ൯ = 2
ௗ௬ గ
5. + ‫ ݕ‬cot ‫ ݔ‬െ ‫ ݕ‬ଶ sin ‫ = ݔ‬0,‫ ݕ‬ቀ ቁ = 1 Ans: ‫(ݕ‬2‫ ݔ‬+ 2 െ ߨ) sin ‫ = ݔ‬2
ௗ௫ ଶ

47

Author: Harold Jan R. Terano, ECE


48

Author: Harold Jan R. Terano, ECE


Chapter 8

APPLICATIONS:
EXPONENTIAL GROWTH AND
DECAY PROBLEMS
Outline:
8.1 Population Growth
8.2 Radioactive Decay
8.3 Continuous Compound Interest Problems
8.4 Cooling and Heating Problems

Overview:
Problems on applications of the first-order differential equation is an important
thing to be consider after all the theoretical works taken up in the previous chapters.
The previous topics on the solutions to a differential equation are now ready to use in
some practical applications.
This chapter deals with the applications on the law of exponential change.
This can be an exponential growth or its opposite process known as exponential
decay. Problems on these natures will be taken up in this chapter.

Objectives:
Upon completion of this chapter, the students will be able to:
1. Determine some applications on exponential growth and decay
problems.
2. Solve problems on exponential growth and decay using first order
differential equations.
3. Solve cooling and heating problems by applying the Newton’s Law
of Cooling.

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Author: Harold Jan R. Terano, ECE, ME


8.1 Population Growth
Population grows in proportion to the population present at any given time.
Thus, the time rate of change of the population is directly proportional to the
population at any time. Given that ܲ is the population and ‫ ݐ‬is the time, then,
ௗ௉
‫ܲן‬
ௗ௧
ௗ௉
= ݇ܲ
ௗ௧

By separation of variables, we have,


ௗ௉
= ݇݀‫ݐ‬

Integrating both sides of the equation, we have,


ln ܲ = ݇‫ ݐ‬+ ܿ
ܲ = ݁ ௞௧ା௖
ܲ = ݁ ௞௧ ݁ ௖
ܲ = ܿ݁ ௞௧
Since ܿ is the constant to be determined, use the initial condition ‫ = ݐ‬0 and
ܲ = ܲ଴ , thus from the equation,
ܲ = ܿ݁ ௞௧
When, ܲ = ܲ଴ and ‫ = ݐ‬0,
ܲ଴ = ܿ݁ ଴
ܿ = ܲ଴
Therefore,
ࡼ = ࡼ૙ ࢋ࢑࢚
The population at any time ‫ ݐ‬is ܲ = ܲ଴ ݁ ௞௧ .

Example 1.
The present population of a certain country is 10,000,000. Five years ago, the
population is 9,560,000. What will be the population of the country in the next 20
years?
Solution:
We can initially assign ܲ଴ = 9,560,000, ܲ = 10,000,000 and ‫ = ݐ‬5
years to find ݇.
From the formula ܲ = ܲ଴݁ ௞௧ , assign the values and find ݇, thus,
10,000,000 = 9,560,000݁ ௞(ହ)
ଶହ଴
= ݁ ହ௞
ଶଷଽ
ଵ ଶହ଴
݇= ln ቀ ቁ
ହ ଶଷଽ

The population of the country at any time ‫ ݐ‬is


భ మఱబ
ܲ = 10,000,000݁ ቂఱ ୪୬ቀమయవቁቃ௧

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Author: Harold Jan R. Terano, ECE, ME


When ‫ = ݐ‬20 years,
భ మఱబ
ܲ = 10,000,000݁ ቂఱ ୪୬ቀమయవቁቃ(ଶ଴)
ܲ = 11,972,048 inhabitants
Example 2.
A certain bacteria are being grown in a culture. At start, there are 50 bacteria
and after 1 hour, there are 600 bacteria, how many will there be at the end of one
day?
Solution:
We can initially assign ܲ଴ = 50, ܲ = 600 and ‫ = ݐ‬1 hour to find ݇.
From the formula ܲ = ܲ଴ ݁ ௞௧ , assign the values and find ݇, thus,
600 = 50݁ ௞(ଵ)
12 = ݁ ௞
݇ = ln(12)
The number of bacteria at any time ‫ ݐ‬is
ܲ = 50݁ [୪୬(ଵଶ)]௧
After 1 day (24 hours), the bacteria is,
ܲ = 50݁ [୪୬(ଵଶ)](ଶସ)
ܲ = 3.975 × 10ଶ଻ bacteria
Example 3.
In 1990, the population of a country doubles compared to that of 1970. In
what year will the population treble?
Solution:
From 1970 to 1990, ‫ = ݐ‬20 years and ܲ = 2ܲ଴. Using the
following values ݇ will be,
ܲ = ܲ଴ ݁ ௞௧
2ܲ଴ = ܲ଴݁ ௞( ଶ଴)

݇= ln(2)
ଶ଴

The population at any time ‫ ݐ‬is,



ܲ = ܲ଴ ݁ ቂమబ ୪୬(ଶ)ቃ௧
When ܲ = 3ܲ଴, ‫ ݐ‬will be,

3ܲ଴ = ܲ଴݁ ቂమబ ୪୬(ଶ) ቃ௧
‫ = ݐ‬31.7 years
Thus, the population of the country will be treble after 31.7 years or
in the year 2002.

51

Author: Harold Jan R. Terano, ECE, ME


8.2 Radioactive Decay
Radioactive decay works as same as population growth. The time rate of
change of decay of radioactive substances is proportional to the amount present at
any time ‫ݐ‬, then,
ௗோ
‫ܴן‬
ௗ௧
ௗோ
= ܴ݇
ௗ௧

By separation of variables, we have,


ௗோ
= ݇݀‫ݐ‬

Integrating both sides of the equation, we have,


ln ܴ = ݇‫ ݐ‬+ ܿ
ܴ = ݁ ௞௧ା௖
ܴ = ݁ ௞௧ ݁ ௖
ܴ = ܿ݁ ௞௧
Since ܿ is the constant to be determined, use the initial condition ‫ = ݐ‬0 and
ܴ = ܴ଴ , thus, from the equation,
ܴ = ܿ݁ ௞௧
When ܴ = ܴ଴ and ‫ = ݐ‬0,
ܴ଴ = ܿ݁ ଴
ܿ = ܴ଴
Therefore,
ࡾ = ࡾ૙ࢋ࢑࢚
The amount of radioactive material/substance at any time ‫ ݐ‬is ܴ = ܴ଴ ݁ ௞௧ .

Example 1.
A certain radioactive material decays at a rate proportional to the amount
present. If initially, there are 500 mg of the material present and after 3 years, it is
observed that 10 percent of the original amount has decayed. How many years it
would take to decay 50 percent of the original amount of the material?
Solution:
Initially ‫ = ݐ‬3 years, ܴ଴ = 500 mg and ܴ = 450 mg, since 10% of
the material decayed, then find ݇.
ܴ = ܴ଴ ݁ ௞௧
450 = 500݁ ௞(ଷ)
ଵ ଽ
݇= ଷ
ln ቀଵ଴ቁ

The radioactive material decay at any time ‫ ݐ‬is,


భ వ
ቂ ୪୬ቀ ቁቃ௧
ܴ = 500݁ య భబ

When ܴ = 250 mg since 50% is totally decayed, then find for ‫ݐ‬.
భ వ
ቂ ୪୬ቀ ቁቃ௧
ܴ = 500݁ య భబ

52

Author: Harold Jan R. Terano, ECE, ME


భ వ
250 = 500݁ ቂయ ୪୬ቀభబቁቃ௧
‫ = ݐ‬19.74 years
It would take 19.74 years to decay 50% of the material.

Example 2.
Cobalt 60 has a half-life of 5.7 years. Initially, there are 100 grams of Cobalt
60, how much will be left after 5 years?
Solution:
Initially, ‫ = ݐ‬5.7 years, ܴ଴ = 100 grams and ܴ = 50 grams, since
after 5.7 years, the substance remains only half of its total amount, then find
݇.
ܴ = ܴ଴ ݁ ௞௧
50 = 100݁ ௞(ହ.଻)
ଵ ଵ
݇= ln ቀ ቁ
ହ.଻ ଶ

The radioactive material decay at any time ‫ ݐ‬is,


భ భ
ቂ ୪୬ቀ ቁቃ௧
ܴ = 100݁ ఱ.ళ మ

When ‫ = ݐ‬5 years, ܴ will be,


భ భ
ቂ ୪୬ቀ ቁቃ௧
 ܴ = 100݁ ఱ.ళ మ

భ భ
ቂ ୪୬ቀ ቁቃ(ହ)
ܴ = 100݁ ఱ.ళ మ

ܴ = 54.44 grams
After 5 years, only 54.44 grams of Cobalt 60 remain.
Example 3.
The amount of a certain radioactive substance is reduced from 30 grams to
23 grams in 30 days. What is its half-life?
Solution:
Initially, ܴ଴ = 30 grams, ܴ = 23 grams and ‫ݐ‬଴ = 30 days, then,
find, ݇.
ܴ = ܴ଴ ݁ ௞௧
23 = 30݁ ௞(ଷ଴)
ଵ ଶଷ
݇= ln ቀ ቁ
ଷ଴ ଷ଴

The radioactive substance decay at any time ‫ ݐ‬is,


భ మయ
ܴ = 30݁ ቂయబ ୪୬ቀయబቁቃ௧
To find for its half-life,
ோబ
ܴ=

ଷ଴
ܴ= = 15

From the formula, substitute ܴ = 15 and find ‫ݐ‬.

53

Author: Harold Jan R. Terano, ECE, ME


భ మయ
ܴ = 30݁ ቂయబ ୪୬ቀయబቁቃ௧
భ మయ
ቂ ୪୬ቀ ቁቃ௧
15 = 30݁ యబ యబ

‫ = ݐ‬78.26 days
Thus, the half-life of the substance is 78.26 days.

8.3 Continuous Compound Interest Problems


The time rate of change of the amount in an account is directly proportional to
the amount present at any time ‫ݐ‬. Thus,
ௗ஺
‫ܣן‬
ௗ௧
ௗ஺
ௗ௧
= ݇‫ܣ‬

By separation of variables, we have,


ௗ஺

= ݇݀‫ݐ‬
Integrating both sides of the equation, we have,
ln ‫= ܣ‬ ݇‫ ݐ‬+ ܿ
‫=ܣ‬ ݁ ௞௧ା௖
‫=ܣ‬ ݁ ௞௧ ݁ ௖
‫=ܣ‬ ܿ݁ ௞௧
Since ܿ is the constant to be determined, use the initial condition ‫ = ݐ‬0 and
‫ܣ = ܣ‬଴ , thus, from the equation,
‫ ݁ܿ = ܣ‬௞௧
When, ‫ܣ = ܣ‬଴ and ‫ = ݐ‬0,
‫ܣ‬଴ = ܿ݁ ଴
ܿ = ‫ܣ‬଴
Therefore,
࡭ = ࡭૙ ࢋ࢑࢚
The amount at any time ‫ ݐ‬is ‫ܣ = ܣ‬଴ ݁ ௞௧ .

Example 1.
A man places ݄ܲ‫݌‬10,000.00 in an account. Assuming no additional deposits
or withdrawals, how much will the man have after 10 years if the bank pays 4.5%
interest per annum compounded continuously for the entire period?
Solution:
Initially ‫ܣ‬଴ = ݄ܲ‫݌‬10,000.00, ݇ = 4.5% = 0.045 and ‫ = ݐ‬10 years.
From the formula,
‫ܣ = ܣ‬଴ ݁ ௞௧
‫ = ܣ‬10,000݁ ଴.଴ସହ(ଵ଴)
‫݌݄ܲ = ܣ‬15,683.12
After 10 years, the amount will be ݄ܲ‫݌‬15,683.12.

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Author: Harold Jan R. Terano, ECE, ME


Example 2.
Initially, there is ݄ܲ‫݌‬20,000.00 in an account. If, after 20 years, the amount
grows up to ݄ܲ‫݌‬50,000.00, considering no additional deposits or withdrawals, what
is the interest per annum compounded continuously for the entire period? In how
many years will the amount be ݄ܲ‫݌‬100,000.00?

Solution:
From the formula,
‫ܣ = ܣ‬଴ ݁ ௞௧
When ‫ܣ‬଴ = ݄ܲ‫݌‬20,000.00, ‫݌݄ܲ = ܣ‬50,000.00 and ‫ = ݐ‬20 years,
then,
50,000 = 20,000݁ ௞(ଶ଴)
ଵ ହ
݇= ln ቀ ቁ = 0.0458 = 4.58%
ଶ଴ ଶ

The interest per annum is 0.0458 or 4.58%.


The amount at any time ‫ ݐ‬is,
భ ఱ
ቂ ୪୬ቀ ቁቃ௧
‫ = ܣ‬20,000݁ మబ మ

When ‫݌݄ܲ = ܣ‬100,000.00, then,


భ ఱ
ቂ ୪୬ቀ ቁቃ௧
100,000 = 20,000݁ మబ మ

‫ = ݐ‬35 years
The amount will be ݄ܲ‫݌‬100,000.00 after 35 years.
Example 3.
A woman places ݄ܲ‫݌‬50,000.00 in an account. During the first five years, the
bank pays, 5% interest per annum compounded continuously. Another five years,
the bank pays 5.5% interest per annum compounded continuously. In that period of
time, how much will the woman have?
Solution:
For the first five years, the amount is,
‫ = ܣ‬50,000݁ ଴.଴ହ(ହ)
‫݌݄ܲ = ܣ‬64,201.27
For the next five years, use ‫ܣ‬଴ = ݄ܲ‫݌‬64,201.27 and ݇ = 0.055, then
the amount will be,
‫ = ܣ‬64,201.27݁ ଴.଴ହହ(ହ)
‫݌݄ܲ = ܣ‬84,522.94

8.4 Cooling and Heating Problems


According to Newton’s Law of Cooling, “the time rate of change of temperature
of a body is proportional to the temperature difference between the body and its
surrounding medium.” Thus,
ௗ்್
‫ܶ( ן‬௕ െ ܶ௠ )
ௗ௧
ௗ்್
= ݇(ܶ௕ െ ܶ௠ )
ௗ௧

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Author: Harold Jan R. Terano, ECE, ME


where, ܶ௕ , is the temperature of the body at any time ‫ݐ‬, ܶ௠ , is the temperature of
the medium and (ܶ௕ െ ܶ௠ ) is the difference in temperature.
Going back to the above equation,
ௗ்್
ௗ௧
= ݇(ܶ௕ െ ܶ௠ )

By separation of variables, we have,


ௗ்್
(்್ ି்೘ )
= ݇݀‫ݐ‬

Integrating both sides of the equation, we have,


ln(ܶ௕ െ ܶ௠ ) = ݇‫ ݐ‬+ ܿ
(ܶ௕ െ ܶ௠ ) = ݁ ௞௧ା௖
ܶ௕ = ܿ݁ ௞௧ + ܶ௠
Since ܿ is the constant to be determined, use the initial condition ‫ = ݐ‬0,
ܶ௕ = ܶ௕଴ and ܶ௠ = ܶ௠ , thus from the equation,
ܶ௕ = ܿ݁ ௞௧ + ܶ௠
When ‫ = ݐ‬0, ܶ௕ = ܶ௕଴ and ܶ௠ = ܶ௠ ,
ܶ௕଴ = ܿ݁ ଴ + ܶ௠
ܿ = ܶ௕଴ െ ܶ௠
Therefore,
ࢀ࢈ = (ࢀ࢈૙ െ ࢀ࢓ )ࢋ࢑࢚ + ࢀ࢓
The temperature of a body at any time ‫ ݐ‬is ܶ௕ = (ܶ௕଴ െ ܶ௠ )݁ ௞௧ + ܶ௠ .
Example 1.
A thermometer reading 50଴ ‫ ܥ‬is taken out where the temperature is 30଴ ‫ܥ‬.
After 5 minutes, the reading drops to 35଴ ‫ܥ‬. Find the thermometer reading 7
minutes after the thermometer was brought outside. Find the time it would take to
drop the thermometer reading equal to 40଴ ‫ܥ‬.
Solution:
Initially, ܶ௕଴ = 50଴ ‫ ܥ‬and ܶ௠ = 30଴ ‫ ܥ‬and after 5 minutes,
ܶ௕ = 35଴ ‫ܥ‬. Find ݇.
From the formula,
ܶ௕ = (ܶ௕଴ െ ܶ௠ )݁ ௞௧ + ܶ௠
35 = (50 െ 30)݁ ௞(ହ) + 30
ଵ ଵ
݇= ln ቀ ቁ
ହ ସ

The temperature of the body at any time ‫ ݐ‬is,


భ భ
ܶ௕ = 20݁ ቂఱ ୪୬ቀరቁቃ௧ + 30
After 7 minutes,
భ భ
ܶ௕ = 20݁ ቂఱ ୪୬ቀరቁቃ(଻) + 30
ܶ௕ = 32.87଴ ‫ܥ‬

56

Author: Harold Jan R. Terano, ECE, ME


The thermometer reads 40଴ ‫ ܥ‬after,
భ భ
40 = 20݁ ቂఱ ୪୬ቀరቁቃ௧ + 30
‫ = ݐ‬2.5 minutes
Example(b).
Cookies at 190଴‫ ܥ‬is removed from the oven and placed in a room where the
temperature is 25଴‫ܥ‬. Two minutes later, the temperature of the cookies are 90଴‫ܥ‬.
How long will you wait for the cookies to cool down to a eating temperature of 30଴ ‫?ܥ‬
Solution:
Initially, ܶ௕଴ = 190଴‫ ܥ‬and ܶ௠ = 25଴‫ ܥ‬and after 2 minutes,
ܶ௕ = 90଴‫ܥ‬. Find ݇.
From the formula,
ܶ௕ = (ܶ௕଴ െ ܶ௠ )݁ ௞௧ + ܶ௠
90 = (190 െ 25)݁ ௞(ଶ) + 25
ଵ ଵଷ
݇ = ଶ ln ቀଷଷቁ
The temperature of the body at any time ‫ ݐ‬is,
భ భయ
ቂ ୪୬ቀ ቁቃ௧
ܶ௕ = 165݁ మ యయ + 25
When ܶ௕ = 30଴ ‫ܥ‬, ‫ ݐ‬will be,
భ భయ
30 = 165݁ ቂమ ୪୬ቀయయቁቃ௧ + 25
‫ = ݐ‬7.5 minutes
Example(c).
A metal bar is immerse in a large body of boiling water. If the bar heats from
20଴ ‫ ܥ‬to 85଴‫ ܥ‬in 15 seconds, what is its temperature after 22 seconds? How long
will it take the metal bar to reach the temperature of 50଴ ‫?ܥ‬
Solution:
Initially, ܶ௕଴ = 20଴ ‫ ܥ‬and ܶ௠ = 100଴ ‫(ܥ‬since the water is boiling) and
after 15 seconds, ܶ௕ = 85଴ ‫ܥ‬. Find ݇.
From the formula,
ܶ௕ = (ܶ௕଴ െ ܶ௠ )݁ ௞௧ + ܶ௠
85 = (20 െ 100)݁ ௞(ଵହ) + 100
ଵ ଷ
݇ = ln ቀ ቁ
ଵହ ଵ଺
The temperature of the body at any time ‫ ݐ‬is,
భ య
ቂ ୪୬ቀ ቁቃ௧
ܶ௕ = െ80݁ భఱ భల + 100
When ‫ = ݐ‬22 seconds, ܶ௕ will be,
భ య
ቂ ୪୬ቀ ቁቃ(ଶଶ)
ܶ௕ = െ80݁ భఱ భల + 100

ܶ௕ = 93.13 ‫ܥ‬
When ܶ௕ = 50଴ ‫ܥ‬, ‫ ݐ‬will be,
భ య
ቂ ୪୬ቀ ቁቃ௧
50 = െ80݁ భఱ భల + 100
‫ = ݐ‬4.21 seconds

57

Author: Harold Jan R. Terano, ECE, ME


Exercises
Solve the following problems.
1. The population of a community will be treble by the year 2009. If the population in
the year 1998 initially has 2,025, find the year when the population will be doubled.
What is the population in the year 2012?
Ans: 2005; 8,198

2. In 8: 00 AM, the population of a bacteria is 1000. At 10: 30 AM, the number of


bacteria triples. At what time will the population become 100 times the initial
population of bacteria? What will be the population at 2:00 PM?
Ans: 6:29 PM; 13,967

3. If the present population of a certain country is 40 million and in 10 years, the


population is 50 million, what will be its population 20 years from now?
Ans: 62.5 million

4. A radioactive substance plutonium-239 has a half-life of 24,100 years. Initially,


there is 30mg of the substance, find how much will remain for the first 1000 years.
How long for the substance to decay 90% of its initial mass?
Ans: 29.15 mg; 80,058.47 years

5. A thermometer reading of 500C was plunged into a tub of frozen water. If the
thermometer reads 300 after 5 seconds, what will be the reading after 10 seconds?
How long will it take for the thermometer reading to drop to 200C?
Ans: 180C; 8.97 seconds

6. The Bureau of Census record in 1975 shows that the population in the country
doubles compared to that of 1955. In what year will the population quadruple?
Ans: 1995

7. A body of unknown temperature is placed in a refrigerator at a constant


temperature of 00F. If after 20 minutes, the temperature of the body is 400F and after
40 minutes, the temperature of the body is 200F, find the initial temperature of the
body.
Ans: 800F

8. The man puts a total amount of ݄ܲ‫݌‬30,000.00 to an account. For the first three
years, the bank pays 4% compounded continuously and for the succeeding 7
years, the bank pays 5.5%, compounded continuously. How much will he have for
the first 10 years?
Ans: Php 49,709.57

9. Initially, there are 30 grams of Astatine, a highly radioactive element made in


nuclear reactors. The half-life of the element is 8 hours. Find the amount of
substance remains for the first 5 hours. How long will it take for the 99.9% of its
mass to decay?
Ans: 19.45 g; 79.73 hours

58

Author: Harold Jan R. Terano, ECE, ME


10. A certain substance was placed inside a room where the temperature is 170C. It
is observed that after 30 seconds, the temperature of the substance drops to 270C
and after 1 minute, the temperature drops to 200C. What is the initial temperature of
the body?
Ans: 50.330C

11. Many scientists believe that large asteroid struck the earth that kill off dinosaurs.
Fragment of asteroid had found out and contain 97.7% of its original uranium-238.
How old is the fragment of the asteroid? The half-life of uranium-238 is 4.5 billion
years.
Ans: 151.06 million years

12. A thermometer reading of 350C is plunged into a tub of boiling water. If the
thermometer reads 450C after 6 seconds, what will it read after 10 seconds?
Ans: 50.80C

13. Consider a woman puts ݄ܲ‫݌‬20,000.00 in an account. After 3 years, she has a
total amount of ݄ܲ‫݌‬36,000.00. How long will it take to have ݄ܲ‫݌‬50,000?
Ans: 4.68 years

14. A certain artifact was found in 2010 to contain presently 90% of its original
carbon-14? In what year do the artifact existed? The half-life of carbon-14 is
approximate 5,740 years.
Ans: 1137

15. A steel bar initially 1200C is immersed into a body of water where the
temperature is 50C. After 10 seconds, the temperature of the bar drops to 700C. How
long will it take for the bar to reach the temperature of 250C? What will be the
temperature of the bar after 1 minute?
Ans: 30.66min.; 8.750C

59

Author: Harold Jan R. Terano, ECE, ME


60

Author: Harold Jan R. Terano, ECE, ME


Chapter 9

APPLICATIONS:
PHYSICAL AND
GEOMETRICAL PROBLEMS
Outline:
9.1 Mechanics Problems
9.2 Flow Problems
9.3 Electrical Circuits
9.4 Velocity of Escape
9.5 Equation of Rectangular Curves
9.6 Isogonal Trajectories
9.7 Orthogonal Trajectories

Overview:
This chapter deals with the second part of the applications of the first-order
differential equations which include problems on physical and geometrical
applications.
Problems on physics, mechanics, electricity and geometry will be covered in
this chapter.

Objectives:
Upon completion of this chapter, the students will be able to:
1. Determine some physical and geometrical applications
2. Solve problems on mechanics and fluids applications.
3. Solve problems on electrical networks and velocity of escape.
4. Solve problems on geometrical applications.

61

Author: Harold Jan R. Terano, ECE, M


9.1 Mechanics Problems
For a vertically falling body with a mass of ݉ that is acted only by the gravity
݃ and an air resistance which is proportional to the velocity of the falling body.
The Newton’s Second Law of Motion is
‫ܽ݉ = ܨ‬
ௗ௩
‫ ݉ = ܨ‬ௗ௧

Consider the figure,


࢑࢜

࢓ࢍ

From the figure,


‫ ݃݉ = ܨ‬െ ݇‫ݒ‬
ௗ௩
Since ‫݉ = ܨ‬ , thus,
ௗ௧
ௗ௩
݉݃ െ ݇‫݉ = ݒ‬
ௗ௧

Then,
ௗ௩ ௞
ௗ௧
+ ௠
‫݃ =ݒ‬

Solving the differential equation, we have,


ௗ௩ ௞
ௗ௧
= ݃ െ ௠‫ݒ‬
ௗ௩
ೖ = ݀‫ݐ‬
ቀ௚ି ௩ቁ

Integrating both sides of the equation,


ௗ௩
‫׬‬ ೖ = ‫ݐ݀ ׬‬
ቀ௚ି ௩ቁ

௠ ௞
െ ln ቀ݃ െ ‫ݒ‬ቁ = ‫ ݐ‬+ ܿ
௞ ௠
௞ ௞
ln ቀ݃ െ ‫ݒ‬ቁ = െ ‫ݐ‬+ ܿ
௠ ௠

௞ ି ௧
݃െ ‫݁ܿ = ݒ‬ ೘


௠௚
‫=ݒ‬ െ ܿ݁ ି೘௧

For a free-falling body, the initial velocity is zero, thus, at ‫ = ݐ‬0, ‫ = ݒ‬0,
௠௚
0= ௞
െ ܿ݁ ଴
௠௚
ܿ=

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Author: Harold Jan R. Terano, ECE, M


Therefore,

௠௚ ௠௚
‫=ݒ‬ ௞
െ ௞
݁ ି೘ ௧

࢓ࢍ
࢜= ൬૚ െ ࢋି࢓࢚ ൰

is the velocity at any time ‫ݐ‬.


The above equations are only valid for an air resistance that is proportional to
the velocity and an initial velocity (for a free-falling body) that is equal to zero.
For a falling body given an initial velocity, then, at ‫ = ݐ‬0, ‫ ݒ = ݒ‬଴, thus,

௠௚
‫ݒ‬଴ = ௞
െ ܿ݁ ି೘௧
௠௚
ܿ= ௞
െ ‫ݒ‬଴

Therefore, the velocity of the body at any time ‫ ݐ‬given an initial velocity ‫ݒ‬଴
is,

௠௚ ௠௚
‫=ݒ‬ െቀ െ ‫ݒ‬଴ ቁ ݁ ି೘௧
௞ ௞

࢓ࢍ ࢓ࢍି࢑࢜૙
࢜= െቀ ቁ ࢋି࢓࢚
࢑ ࢑

When ݇ > 0, the limiting velocity ‫ݒ‬௅ is,


࢓ࢍ
࢜ࡸ = ‫࢚ܕܑܔ‬՜’ ࢜ = ࢑

Example 1.
A certain object with a mass ݉ is dropped with zero initial velocity. Assuming
no air resistance, what is the expression of the velocity of the body at any time ‫ݐ‬.
Find the expression of the vertical distance traveled ‫ ݏ‬at any time ‫?ݐ‬
Solution:
ௗ௩ ௞
Since ௗ௧ = ݃ െ ௠ ‫ ݒ‬and ݇ = 0, thus,
ௗ௩
= ݃
ௗ௧

Solving the differential equation,


‫ ݐ݃ = ݒ‬+ ܿ
At ‫ = ݐ‬0,‫ = ݒ‬0, thus, ܿ = 0, thus the velocity of the body at any
time ‫ ݐ‬is,
‫ݐ݃ = ݒ‬
ௗ௦
Since ‫= ݒ‬ ௗ௧
, thus, the expression of the height ݄ at any time ‫ ݐ‬is,
ௗ௦
ௗ௧
= ݃‫ݐ‬
‫ݐ݀ ݐ ׬ ݃ = ݏ݀ ׬‬
௧మ
‫݃ = ݏ‬ቀ ቁ+ ܿ


‫=ݏ‬ ݃‫ ݐ‬ଶ + ܿ

At ‫ = ݐ‬0,‫ = ݏ‬0, thus, ܿ = 0, therefore,



‫=ݏ‬ ݃‫ ݐ‬ଶ

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Author: Harold Jan R. Terano, ECE, M


Notice that the above derived expressions are the equations for
free-falling bodies.

Example 2.
An object has a mass of 4 kg is dropped from a building 20 meters with no

velocity. As it falls, the object encounters air resistance that is equal to ‫ݒ‬. What is

the velocity at any time ‫ ? ݐ‬What is the velocity after 2 seconds?
Solution:
ଵ ଵ
The given are ݉ = 4 kg, ݄ = 20 meters and ݇‫ݒ = ݒ‬, thus, ݇ = ,
ଶ ଶ
therefore, the velocity at any time ‫ ݐ‬is,

௠௚
‫=ݒ‬ ௞
൬1 െ ݁ ି೘௧ ൰

(ସ)(ଽ.଼ଵ) మ
‫=ݒ‬ భ ቆ1 െ ݁ ି ర ௧ ቇ


‫ = ݒ‬78.48 ቀ1 െ ݁ ିఴ௧ ቁ

After ‫ = ݐ‬2 seconds,



‫ = ݒ‬78.48 ቀ1 െ ݁ ିఴ(ଶ) ቁ

‫ = ݒ‬17.36 m/s
Example 3.
A metal ball weighing 8 pounds is dropped from the top of a 1,000 ft building

with no velocity. As it falls, the object encounters air resistance that is equal to ‫ݒ‬.

What is the velocity at any time ‫ ? ݐ‬What is the limiting velocity? What is the time
required for the ball to reach the ground?
Solution:
ଵ ଵ
The given are ‫ = ݓ‬8 lb, ݄ = 1,000 ft and ݇‫ = ݒ‬ସ ‫ݒ‬, thus, ݇ = ସ and

the mass is ‫ ݃݉ = ݓ‬൫8 = ݉(32)൯,݉ = ସ
slugs, therefore, the velocity at any
time ‫ ݐ‬is,

௠௚
‫=ݒ‬ ൬1 െ ݁ ି೘௧ ൰



(ଷଶ) ି రభ ௧
‫=ݒ‬ ర
భ ቌ1 െ ݁ ర ቍ

‫ = ݒ‬32(1 െ ݁ ି௧ )
For the limiting velocity,
௠௚
‫ݒ‬௅ = lim௧՜’ ‫= ݒ‬ ௞

( ଷଶ)
‫ݒ‬௅ = ర
భ = 32 m/s

For the time required to reach the ground, find for an expression that
ௗ௦
represents the distance as a function of time, since ‫ = ݒ‬ௗ௧ , thus,
ି௧ )
‫ = ݒ‬32(1 െ ݁

64

Author: Harold Jan R. Terano, ECE, M


ௗ௦
= 32 െ 32݁ ି௧
ௗ௧

Solving the differential equation, we have,


݀‫ = ݏ‬32݀‫ ݐ‬െ 32݁ ି௧ ݀‫ݐ‬
‫ = ݏ݀ ׬‬32 ‫ ݐ݀ ׬‬െ 32 ‫ି ݁ ׬‬௧ ݀‫ݐ‬
‫ = ݏ‬32‫ ݐ‬+ 32݁ ି௧ + ܿ
At ‫ = ݐ‬0,‫ = ݏ‬0, thus,
‫ = ݏ‬32‫ ݐ‬+ 32݁ ି௧ + ܿ
0 = 32 + ܿ
ܿ = െ32
Therefore,
‫ = ݏ‬32‫ ݐ‬+ 32݁ ି௧ െ 32
‫ = ݏ‬32(‫ ݐ‬+ ݁ ି௧ െ 1)
For the time required to reach the ground, ‫ = ݏ‬1,000 ft, thus,
1,000 = 32(‫ ݐ‬+ ݁ ି௧ െ 1)
To solve for ‫ݐ‬, use approximation method to solve the equation,
thus,
‫ = ݐ‬32.25 seconds

9.2 Flow Problems


Consider the figure,
ࢊࡽ
൬ ൰
ࢊ࢚ ࢏࢔
࢈ (lb/ gal
or kg/ liter)
ࢋ (gal/ min
or liters/ min)

ࢊࡽ ࢂ࢕ (gal or liters)
൬ ൰
ࢊ࢚ ࢕࢛࢚
ࢇ (lb or kg)

ࢌ (gal/ min
or liters/ min)

The tank initially contains ܸ଴ (gallons/gal or liters) of brine that contains ܽ


(pounds/lb or kg) of salt. Another brine solution contains ܾ (lb/gal or kg/liter of salt)
is poured into the tank at a rate of ݁ (gal/min or liters/min). The well-stirred solution
leaves the tank at a rate of ݂ (gal/min or liters/min). The problem is to find the
amount of salt ܳ at any given time ‫ݐ‬.

65

Author: Harold Jan R. Terano, ECE, M


For ܳ, the amount of salt at any given time in pounds or kg, the time rate of
ௗொ ௗொ
change of the amount is equal to the rate at which the salt enters the tank ቀ ቁ
ௗ௧ ௗ௧ ௜௡
ௗொ
minus the rate at which the salt leaves the tank ቀ ௗ௧ ቁ , thus,
௢௨௧
ௗொ ௗொ ௗொ
ௗ௧
= ቀ ௗ௧ ቁ െ ቀ ௗ௧ ቁ
௜௡ ௢௨௧
ௗொ
For the rate of the salt enters ቀ ቁ , that is ܾ݁ (lb/min or kg/min) and the
ௗ௧ ௜௡
rate of the salt that leaves, that is the initial volume ܸ଴ plus the volume of the brine
added ݁‫ ݐ‬minus the volume of the brine removed ݂‫ݐ‬, thus the volume of the brine at
any time ‫ ݐ‬is,
ܸ = ܸ଴ + ݁‫ ݐ‬െ ݂‫ݐ‬
ொ ொ
The concentration of the salt in the tank at any time ‫ ݐ‬is ௏
= ௏బ ା௘௧ି௙௧
, thus,
the salt leaves the tank at a rate of,
ௗொ ொ
ቀ ቁ = ݂ቀ ቁ
ௗ௧ ௢௨௧ ௏బ ା௘௧ି௙௧

Therefore,
ௗொ ொ
= ܾ݁ െ ݂ ቀ ቁ
ௗ௧ ௏బ ା௘௧ି௙௧
ௗொ ௙
ௗ௧
+ ௏బ ା௘௧ି௙௧
ܳ = ܾ݁
ௗொ ௙
ௗ௧
+ ௏బ ା( ௘ି௙) ௧
ܳ = ܾ݁

Example 1.
A tank initially contains 50 gal of brine solution with 10 lb of salt. At ‫ = ݐ‬0,
another brine solution containing 2 lb of salt per gallon is poured into the tank at the
rate of 5 gal/min, while the well-stirred mixture leaves the tank at the same rate. What
is the amount of salt in the tank at any time ‫ݐ‬. What is the amount of salt at the end
of 5 minutes?
Solution:
From the problem, ܸ଴ = 50 gal, ܽ = 10 lb, ܾ = 2 lb/gal and
݁ = ݂ = 5 gal/min, thus,
ௗொ ௙
+ ܳ = ܾ݁
ௗ௧ ௏బ ା(௘ି௙)௧
ௗொ ହ
ௗ௧
+ ହ଴ା(ହିହ) ௧
ܳ = 2(5)
ௗொ ଵ
ௗ௧
+ ଵ଴
ܳ = 10

The equation is linear, therefore,



ܲ(‫= )ݐ‬ ଵ଴
and ܳ(‫ = )ݐ‬10
భ భ
‫ ׬‬ௗ௧
‫ܫ‬.‫ܨ‬.= ݁ భబ = ݁ భబ௧
The solution is,
భ భ
ܳ݁ భబ௧ = 10 ‫ ݁ ׬‬భబ௧ ݀‫ ݐ‬+ ܿ
భ భ
ܳ݁ భబ௧ = 10(10)݁ భబ௧ + ܿ

ܳ = 100 + ܿ݁ ିభబ௧

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Author: Harold Jan R. Terano, ECE, M


At ‫ = ݐ‬0,ܳ = 10 lb,

10 = 100 + ܿ݁ ିభబ
(଴)

ܿ = െ90
Thus, the amount of salt at any time ‫ ݐ‬is,

ܳ = 100 െ 90݁ ିభబ௧
At the end of 5 minutes, the amount of salt is,

ܳ = 100 െ 90݁ ିభబ
(ହ)

ܳ = 45.41 lb
Example 2.
A tank initially contains 50 liters of fresh water. Brine solution containing 3 kg
of salt per liter is being poured into the tank at a rate of 5 liters/minute and the well-
stirred solution leaves the tank at the rate of 2 liters/minute. What is the amount of
salt in the tank at any time ‫ ?ݐ‬What is the amount of salt at the end of 20 minutes?
Solution:
From the problem, ܸ଴ = 50 liters, ܽ = 0 kg, ܾ = 3 kg/liter, ݁ = 5
liters/min and ݂ = 2 gal/min, thus,
ௗொ ௙
+ ܳ = ܾ݁
ௗ௧ ௏బ ା(௘ି௙)௧
ௗொ ଶ
ௗ௧
+ ହ଴ା(ହିଶ) ௧
ܳ = 3(5)
ௗொ ଶ
ௗ௧
+ ହ଴ାଷ௧
ܳ = 15

The equation is linear, therefore,



ܲ(‫= )ݐ‬ ହ଴ାଷ௧
and ܳ(‫ = )ݐ‬15
೏೟ మ
ଶ‫׬‬
‫ܫ‬.‫ܨ‬.= ݁ ఱబశయ೟ = ݁ య ୪୬( ହ଴ାଷ௧)
మ మ
‫ܫ‬.‫ܨ‬.= ݁ ୪୬(ହ଴ାଷ௧) య = (50 + 3‫ )ݐ‬య
The solution is,
మ మ
ܳ(50 + 3‫ )ݐ‬య = 15 ‫(׬‬50 + 3‫ )ݐ‬య ݀‫ ݐ‬+ ܿ
మ ఱ
ଵ ଷ
ܳ(50 + 3‫ )ݐ‬య = 15 ቀ ቁ ቀ ቁ (50 + 3‫ )ݐ‬య + ܿ
ଷ ହ

ܳ = 3(50 + 3‫ )ݐ‬+ ܿ(50 + 3‫ି )ݐ‬య
At ‫ = ݐ‬0,ܳ = 0 lb,

ܳ = 3(50 + 3‫ )ݐ‬+ ܿ(50 + 3‫ି )ݐ‬య

ܿ = െ150(50) య
Thus,
మ మ
ܳ = 3(50 + 3‫ )ݐ‬െ 150(50) య (50 + 3‫ି )ݐ‬య
At the end of 20 minutes, the amount of salt is,
ܳ = 241.32 kg

67

Author: Harold Jan R. Terano, ECE, M


Example 3.
A tank initially contains 150 gal of brine solution with 20 lb of salt. At ‫ = ݐ‬0,
another brine solution containing 5 lb of salt per gallon is poured into the tank at the
rate of 8 gal/min, while the well-stirred mixture leaves the tank at the rate of 5
gal/min. What is the amount of salt in the tank at any time ‫ݐ‬. What is the amount of
salt at the end of 10 minutes? How long will it take to for the solution in the tank to
contains 200 lb of salt?
Solution:
From the problem, ܸ଴ = 150 gal, ܽ = 20 lb, ܾ = 5 lb/gal, ݁ = 8
gal/min and ݂ = 5 gal/min, thus,
ௗொ ௙
+ ܳ = ܾ݁
ௗ௧ ௏బ ା( ௘ି௙) ௧
ௗொ ହ
ௗ௧
+ ଵହ଴ା(଼ିହ)௧
ܳ = 5(8)
ௗொ ହ
ௗ௧
+ ଵହ଴ାଷ௧
ܳ = 40

The equation is linear, therefore,



ܲ(‫= )ݐ‬ ଵହ଴ାଷ௧
and ܳ(‫ = )ݐ‬40
೏೟ ఱ
ହ‫׬‬
‫ܫ‬.‫ܨ‬.= ݁ భఱబశయ೟ = ݁ య ୪୬(ଵହ଴ାଷ௧)
ఱ ఱ
‫ܫ‬.‫ܨ‬.= ݁ ୪୬(ଵହ଴ାଷ௧) య = (150 + 3‫ )ݐ‬య
The solution is,
ఱ ఱ
ܳ(150 + 3‫ )ݐ‬య = 40 ‫(׬‬150 + 3‫ )ݐ‬య ݀‫ ݐ‬+ ܿ
ఱ ఴ
ଵ ଷ
ܳ(150 + 3‫ )ݐ‬య = 40 ቀ ቁ ቀ ቁ (150 + 3‫ )ݐ‬య + ܿ
ଷ ଼

ܳ = 5(150 + 3‫ )ݐ‬+ ܿ(150 + 3‫ି )ݐ‬య
At ‫ = ݐ‬0,ܳ = 20 lb,

ܳ = 5(150 + 3‫ )ݐ‬+ ܿ(150 + 3‫ି )ݐ‬య

ܿ = െ739(150) య
Thus,
ఱ ఱ
ܳ = 5(150 + 3‫ )ݐ‬െ 730(150) య (150 + 3‫ି )ݐ‬య
At the end of 10 minutes, the amount of salt is,
ܳ = 361.29 lb.
When ܳ = 200 lb, then,
ఱ ఱ
200 = 5(150 + 3‫ )ݐ‬െ 730(150) య (150 + 3‫ି )ݐ‬య
By approximation method,
‫ = ݐ‬4.93 minutes

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Author: Harold Jan R. Terano, ECE, M


9.3 Electrical Circuits
A resistor-inductor circuit (RL circuit) is an electric circuit composed of resistor
and inductors driven by a voltage source. A first order RL circuit is composed of one
resistor and one inductor and is the simplest type of RL circuit.

E L

For the circuit above, the equation governing the ܴ‫ ܮ‬circuit is given by,
ࢊࡵ ࡾ ࡱ
ࢊ࢚
+ ࡸࡵ= ࡸ

where ‫ ܫ‬is the amount of current (in A, amperes), ܴ LVWKHUHVLVWDQFH LQȍRKPV 
‫ ܮ‬is the inductance (in H, henries) and ‫ ܧ‬is the electromotive force (in V, volts).
A resistor-capacitor circuit (RC circuit) is an electric circuit composed of
resistor and capacitors driven by a voltage source. A first order RC circuit is
composed of one resistor and one capacitor and is the simplest type of RC circuit.

E C

For an ܴ‫ ܥ‬circuit as shown above, the equation is given by,


ࢊࢗ ૚ ࡱ
ࢊ࢚
+ ࡾ࡯
ࢗ= ࡾ

where ‫ ܥ‬is the capacitance (in F, farads) and ‫ ݍ‬is the charge (in C, Coulombs).
The relation between ‫ ݍ‬and ‫ ܫ‬is given by,
ௗ௤
‫ = ܫ‬ௗ௧
Example 1.
An RL circuit has an emf of 10 volts, a resistance of 20 ohms, an inductance
of 4 henries and zero initial current. Find the current in the circuit at any time ‫ݐ‬. What
is the current after 0.05 seconds?
Solution:
From the problem, ‫ = ܧ‬10 volts, ܴ = 20 ohms and ‫ = ܮ‬4 henries,
thus,
ௗூ ோ ா
+ ‫=ܫ‬
ௗ௧ ௅ ௅
ௗூ ଶ଴ ଵ଴
+ ‫=ܫ‬
ௗ௧ ସ ସ
ௗூ ହ
ௗ௧
+ 5‫= ܫ‬ ଶ
The equation is linear, therefore,

ܲ(‫ = )ݐ‬5 and ܳ(‫ = )ݐ‬ଶ

‫ܫ‬.‫ܨ‬.= ݁ ହ ‫ ׬‬ௗ௧ = ݁ ହ௧
The solution is,

‫ ݁ܫ‬ହ௧ = ଶ
‫ ݁ ׬‬ହ௧ ݀‫ ݐ‬+ ܿ

‫ ݁ܫ‬ହ௧ = ଶ
݁ ହ௧ + ܿ

‫ = ܫ‬+ ܿ݁ ିହ௧

At ‫ = ݐ‬0,‫ = ܫ‬0,

0= ଶ
+ ܿ݁ ଴

ܿ = െଶ

Thus, the current at any time ‫ ݐ‬is,


ଵ ଵ
‫=ܫ‬ ଶ
െ ଶ ݁ ିହ௧

At ‫ = ݐ‬0.05 seconds, the current is,


ଵ ଵ
‫=ܫ‬ ଶ
െ ଶ ݁ ିହ(ହ)

‫ = ܫ‬0.11 amperes
Example 2.
An RL circuit has an emf given by 4 sin ‫ ݐ‬volts, a resistance of 15 ohms, an
inductance of 1 henry and an initial current of 3 amperes. Find the current in the
circuit at any time ‫ݐ‬. What is the current at the end of 0.03 seconds?
Solution:
From the problem, ‫ = ܧ‬4 sin ‫ ݐ‬volts, ܴ = 15 ohms and ‫ = ܮ‬1
Henry, thus,
ௗூ ோ ா
+ ‫=ܫ‬
ௗ௧ ௅ ௅
ௗூ
+ 15‫ = ܫ‬4 sin ‫ݐ‬
ௗ௧

The equation is linear, therefore,


ܲ(‫ = )ݐ‬15 and ܳ(‫ = )ݐ‬4 sin ‫ݐ‬
‫ܫ‬.‫ܨ‬.= ݁ ଵହ ‫ ׬‬ௗ௧ = ݁ଵହ௧
The solution is,
‫ ݁ܫ‬ଵହ௧ = 4 ‫݁ ׬‬ଵହ௧ sin ‫ ݐ݀ ݐ‬+ ܿ
For ‫ ݁ ׬‬ଵହ௧ sin ‫ݐ݀ ݐ‬, use integration by parts,
let ‫ ݁ = ݑ‬ଵହ௧ and ݀‫ = ݒ‬sin ‫ݐ݀ ݐ‬
Thus,
݀‫ = ݑ‬15݁ ଵହ௧ ݀‫ ݐ‬and ‫ = ݒ‬െcos‫ݐ‬
‫ ݁ ׬‬ଵହ௧ sin ‫ = ݐ݀ ݐ‬െ݁ଵହ௧ cos‫ ݐ‬+ 15 ‫ ݁ ׬‬ଵହ௧ cos‫ݐ݀ ݐ‬

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For ‫ ݁ ׬‬ଵହ௧ cos‫ݐ݀ ݐ‬, let ‫݁ = ݑ‬ଵହ௧ and ݀‫ = ݒ‬cos‫ݐ݀ ݐ‬, thus, ݀‫ = ݑ‬15݁ଵହ௧ ݀‫ݐ‬
and ‫ = ݒ‬sin ‫ݐ‬, therefore,
‫݁ ׬‬ଵହ௧ cos‫ ݁ = ݐ݀ ݐ‬ଵହ௧ sin ‫ ݐ‬െ 15 ‫݁ ׬‬ଵହ௧ sin ‫ݐ݀ ݐ‬
And,
‫݁ ׬‬ଵହ௧ sin ‫[ = ݐ݀ ݐ‬െ݁ଵହ௧ cos‫ ݐ‬+ 15(݁ଵହ௧ sin ‫ ݐ‬െ 15 ‫݁ ׬‬ଵହ௧ sin ‫])ݐ݀ ݐ‬
‫݁ ׬‬ଵହ௧ sin ‫ = ݐ݀ ݐ‬െ݁ଵହ௧ cos‫ ݐ‬+ 15݁ ଵହ௧ sin ‫ ݐ‬െ 225 ‫݁ ׬‬ଵହ௧ sin ‫ݐ݀ ݐ‬
(1 + 225) ‫ ݁ ׬‬ଵହ௧ sin ‫ = ݐ݀ ݐ‬െ݁ ଵହ௧ cos‫ ݐ‬+ 15݁ଵହ௧ sin ‫ݐ‬
226 ‫݁ ׬‬ଵହ௧ sin ‫ = ݐ݀ ݐ‬െ݁ଵହ௧ cos‫ ݐ‬+ 15݁ ଵହ௧ sin ‫ݐ‬
ଵ ଵହ
‫݁ ׬‬ଵହ௧ sin ‫ = ݐ݀ ݐ‬െ ଶଶ଺ ݁ ଵହ௧ cos‫ ݐ‬+ ଶଶ଺
݁ ଵହ௧ sin ‫ݐ‬
Thus,
ଵ ଵହ
‫݁ܫ‬ଵହ௧ = 4 ቀെ ݁ଵହ௧ cos ‫ ݐ‬+ ݁ଵହ௧ sin ‫ݐ‬ቁ + ܿ
ଶଶ଺ ଶଶ଺
ଶ ଷ଴
‫݁ܫ‬ଵହ௧ = െ ݁ଵହ௧ cos‫ ݐ‬+ ݁ ଵହ௧ sin ‫ ݐ‬+ ܿ
ଵଵଷ ଵଵଷ
ଶ ଷ଴
‫ =ܫ‬െ cos‫ ݐ‬+ sin ‫ ݐ‬+ ܿ݁ ିଵହ௧
ଵଵଷ ଵଵଷ
At ‫ = ݐ‬0,‫ = ܫ‬3 amperes,
ଶ ଷ଴
3= െ cos(0) + sin(0) + ܿ݁ ିଵହ(଴)
ଵଵଷ ଵଵଷ
ଷସଵ
ܿ=
ଵଵଷ

Therefore, the current at any time ‫ ݐ‬is,


ଶ ଷ଴ ଷସଵ
‫ =ܫ‬െ cos‫ ݐ‬+ sin ‫ ݐ‬+ ݁ ିଵହ௧
ଵଵଷ ଵଵଷ ଵଵଷ

At ‫ = ݐ‬0.03 seconds, the current is,


ଶ ଷ଴ ଷସଵ
‫ =ܫ‬െ cos(0.03) + sin(0.03) + ݁ ିଵହ(଴.଴ଷ)
ଵଵଷ ଵଵଷ ଵଵଷ

‫ = ܫ‬1.91 amperes
Example 3.
An RC circuit has an emf given by 300 cos2‫ ݐ‬volts, a resistance of 150 ohms
and a capacitance of 10 microfarad. Initially, the charge of the capacitor is zero.
Find the current in the circuit at any time ‫ݐ‬.
Solution:
From the problem, ‫ = ܧ‬300 cos2‫ ݐ‬volts, ܴ = 150 ohms and
‫ = ܥ‬10 × 10ି଺ farad, thus,
ௗ௤ ଵ ா
+ ‫=ݍ‬
ௗ௧ ோ஼ ோ
ௗ௤ ଵ ଷ଴଴ ୡ୭ୱ ଶ௧
+ (ଵହ଴)(ଵ଴× ଵ଴షల )
‫=ݍ‬
ௗ௧ ଵହ଴
ௗ௤ ଶ଴଴଴
+ ‫ = ݍ‬2 cos 2‫ݐ‬
ௗ௧ ଷ

The equation is linear, thus,


ଶ଴଴଴
ܲ(‫= )ݐ‬ and ܳ(‫ = )ݐ‬2 cos2‫ݐ‬

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మబబబ మబబబ
‫ ׬‬ௗ௧ ௧
‫ܫ‬.‫ܨ‬.= ݁ య = ݁ య

The solution is,


మబబబ మబబబ
௧ ௧
‫݁ݍ‬ య = 2‫݁׬‬ య cos2‫ݐ݀ ݐ‬
మబబబ

For ‫݁ ׬‬ య cos2‫ݐ݀ ݐ‬, use integration by parts,
మబబబ

let ‫݁ = ݑ‬ య and ݀‫ = ݒ‬cos2‫ݐ݀ ݐ‬
మబబబ
ଶ଴଴଴ ௧ ଵ
݀‫= ݑ‬ ଷ
݁ య ݀‫ ݐ‬and ‫= ݒ‬ ଶ
sin 2‫ݐ‬
మబబబ మబబబ మబబబ
௧ ଵ ௧ ଵ଴଴଴ ௧
‫݁׬‬ య cos2‫= ݐ݀ ݐ‬

݁ య sin 2‫ ݐ‬െ

‫݁׬‬ య sin 2‫ݐ݀ ݐ‬
మబబబ మబబబ
௧ ௧
For ‫݁ ׬‬ య sin 2‫ݐ݀ ݐ‬, let ‫݁ = ݑ‬ య and ݀‫ = ݒ‬sin 2‫ݐ݀ ݐ‬, thus,
మబబబ
ଶ଴଴଴ ௧ ଵ
݀‫= ݑ‬ ݁ య ݀‫ݐ‬ and ‫ = ݒ‬െ cos2‫ݐ‬, therefore,
ଷ ଶ
మబబబ మబబబ మబబబ
௧ ଵ ௧ ଵ଴଴଴ ௧
‫݁׬‬ య sin 2‫ = ݐ݀ ݐ‬െ ଶ ݁ య cos2‫ ݐ‬+ ଷ
‫݁׬‬ య cos2‫ݐ݀ ݐ‬
And,
మబబబ మబబబ మబబబ మబబబ
௧ ଵ ௧ ଵ଴଴଴ ଵ ௧ ଵ଴଴଴ ௧
‫݁׬‬ య cos2‫= ݐ݀ ݐ‬ ݁ య sin 2‫ ݐ‬െ ቀെ ݁ య cos2‫ ݐ‬+ ‫݁׬‬ య cos2‫ݐ݀ ݐ‬ቁ
ଶ ଷ ଶ ଷ
మబబబ మబబబ మబబబ మబబబ
௧ ଵ ௧ ହ଴଴ ௧ ଵ,଴଴଴,଴଴଴ ௧
‫݁׬‬ య cos2‫= ݐ݀ ݐ‬

݁ య sin 2‫ ݐ‬+

݁ య cos2‫ ݐ‬െ

‫݁׬‬ య cos2‫ݐ݀ ݐ‬
మబబబ మబబబ మబబబ
ଵ,଴଴଴,଴଴଴ ௧ ଵ ௧ ହ଴଴ ௧
ቀ1 + ቁ‫݁׬‬ య cos2‫= ݐ݀ ݐ‬ ݁ య sin 2‫ ݐ‬+ ݁ య cos2‫ݐ‬
ଽ ଶ ଷ
మబబబ మబబబ మబబబ
ଵ,଴଴଴,଴଴ଽ ௧ ଵ ௧ ହ଴଴ ௧

‫݁׬‬ య cos2‫= ݐ݀ ݐ‬

݁ య sin 2‫ ݐ‬+

݁ య cos2‫ݐ‬
మబబబ మబబబ మబబబ
௧ ଽ ௧ ଵ,ହ଴଴ ௧
‫݁׬‬ య cos2‫= ݐ݀ ݐ‬ ଶ,଴଴଴,଴ଵ଼
݁ య sin 2‫ ݐ‬+ ଵ,଴଴଴,଴଴ଽ
݁ య cos2‫ ݐ‬+ ܿ
Thus,
మబబబ మబబబ
௧ ௧
‫݁ݍ‬ య = 2‫݁׬‬ య cos2‫ݐ݀ ݐ‬
మబబబ మబబబ మబబబ
௧ ଽ ௧ ଵ,ହ଴଴ ௧
‫݁ݍ‬ య = 2 ቀଶ,଴଴଴,଴ଵ଼ ݁ య sin 2‫ ݐ‬+ ଵ,଴଴଴,଴଴ଽ
݁ య cos2‫ݐ‬ቁ + ܿ
మబబబ మబబబ మబబబ
௧ ଽ ௧ ଷ,଴଴଴ ௧
‫݁ݍ‬ య = ଵ,଴଴଴,଴଴ଽ
݁ య sin 2‫ ݐ‬+ ଵ,଴଴଴,଴଴ଽ
݁ య cos2‫ ݐ‬+ ܿ
మబబబ
ଽ ଷ,଴଴଴ ି య ௧
‫=ݍ‬ sin 2‫ ݐ‬+ cos2‫ ݐ‬+ ܿ݁
ଵ,଴଴଴,଴଴ଽ ଵ,଴଴଴,଴଴ଽ
At ‫ = ݐ‬0,‫ = ݍ‬0,
మబబబ
ଽ ଷ,଴଴଴
cos2(0) + ܿ݁ ି
(଴)
0= ଵ,଴଴଴,଴଴ଽ
sin 2(0) + ଵ,଴଴଴,଴଴ଽ

ଷ,଴଴଴
ܿ= െ
ଵ,଴଴଴,଴଴ଽ

Therefore, the charge at any time ‫ ݐ‬is,


మబబబ
ଽ ଷ,଴଴଴ ଷ,଴଴଴
‫=ݍ‬ ଵ,଴଴଴,଴଴ଽ
sin 2‫ ݐ‬+ ଵ,଴଴଴,଴଴ଽ
cos2‫ ݐ‬െ ଵ,଴଴଴,଴଴ଽ ݁ ି య

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ௗ௤
Since ‫= ܫ‬ , then, the current at any time ‫ ݐ‬is,
ௗ௧
మబబబ
ௗ௤ ଵ଼ ଺,଴଴଴ ଺,଴଴଴,଴଴଴
‫=ܫ‬ ௗ௧
= ଵ,଴଴଴,଴଴ଽ
cos2‫ ݐ‬െ ଵ,଴଴଴,଴଴ଽ sin 2‫ ݐ‬+ ଷ,଴଴଴,଴ଶ଻
݁ି య

మబబబ
ௗ௤
‫=ܫ‬ ௗ௧
= 18 × 10ି଺ cos2‫ ݐ‬െ 6 × 10ିଷ sin 2‫ ݐ‬+ 2݁ ି య

9.4 Velocity of Escape


Velocity of escape is the minimum velocity imparted to a certain object so that
it will never return to a specific surface of a certain heavenly body (such as the
surface of planets).
The acceleration of a body is inversely proportional to the square of the
distance, such that,

ܽ= మ

where ‫ ݎ‬is the distance, ܽ acceleration and ݇ is a constant.


ௗ௩
Since ܽ = ௗ௧ , then,
ௗ௩ ௞
ܽ= ௗ௧
= ௥మ

When ‫(ܴ = ݎ‬radius of a certain heavenly body) and ܽ = െ݃(gravitational


acceleration, (െ) since the gravity always acting downward.

െ݃ = మ

݇ = െܴ݃ଶ
Substitute ݇ = ܽ‫ ݎ‬ଶ , thus,
ܽ‫ ݎ‬ଶ = െܴ݃ଶ
௚ோ మ
ܽ= െ ௥మ
ௗ௏ ௗ௥
And ܽ = ௗ௧
and ܸ = ௗ௧
, then,
ௗ௏ ௗ௥

= ௏
ௗ௏
ܽ= ܸ
ௗ௥
௚ோ మ
Substitute ܽ = െ ௥మ
,
௚ோమ ௗ௏
െ ௥మ
= ܸ ௗ௥

Then, solve the differential equation,


ௗ௥
െܴ݃ଶ = ܸܸ݀
௥మ
ௗ௥
െܴ݃ଶ ‫ ׬‬௥ మ = ‫ܸܸ݀ ׬‬
ଵ ଵ
െܴ݃ଶ ቀെ ቁ = ܸଶ + ܿ
௥ ଶ
ଶ௚ோ మ
= ܸଶ + ܿ

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ଶ௚ோమ
ܸଶ = ௥ + ܿ
Initially, when ‫( ܴ = ݎ‬radius of the certain body), the velocity of escape is,
ܸ ଶ = 2ܴ݃ + ܿ
At ܴ = 0, ܸ = 0, thus, ܿ = 0, therefore, the velocity of escape is,
ܸ ଶ = 2ܴ݃
ࢂ = ඥ૛ࢍࡾ
Example 1.
Find the velocity of escape of a space shuttle as it projected from the earth’s
surface. The radius of the earth is approximately 6,400 km and the acceleration due
to gravity is 9.81 m/s 2.
Solution:
The radius is ܴ = 6,400,000 m and ݃ = 9.81 m/s2, thus,
ܸ = ඥ2ܴ݃

ܸ = ඥ2(9.81)(6,400,000)
ܸ = 11,205.71 m/sec or 11.21 km/sec
The velocity of escape in the earth’s surface is 11.21 km/sec.
Example 1.
The radius of the moon is approximately 1,737 km and its surface
gravitational acceleration is about one-sixth than that of the earth’s gravitational
acceleration, what is moon surface velocity of escape?
Solution:

The radius is ܴ = 1,737,000 m and ݃ = (9.81) = 1.635 m/s 2, thus,

ܸ = ඥ2(1.635)(1,737,000)
ܸ = 2,383.27 m/sec or 2.38 km/sec.

9.5 Equation of Rectangular Curves


Given a curve ‫ )ݔ(݂ = ݕ‬the slope of the curve at any given point is equal to
the slope of the tangent line at that point, thus,
ࢊ࢟
ࢊ࢞
= ࢓ࢀ

For normal lines (or perpendicular lines), the slope is equal to the negative
reciprocal of the tangent line, thus,
ଵ ௗ௫
݉ே = െ ௠ or ݉ே = െ ௗ௬

Example 1.
Find the equation of the curve passing through the point (0,1) and having a
௫ మ ା௬
slope at any point (‫ݔ‬,‫ )ݕ‬equal to .
௬ మ ି௫
Solution:
ௗ௬
Since ݉ ் = , thus,
ௗ௫
ௗ௬ ௫ మା௬
=
ௗ௫ ௬ మି௫

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Author: Harold Jan R. Terano, ECE, M


Solving the differential equation,
(‫ ݔ‬ଶ + ‫ ݔ݀)ݕ‬+ (െ‫ ݕ‬ଶ + ‫ = ݕ݀)ݔ‬0
The equation is exact, thus,
‫ ݔ(׬‬ଶ ݀‫ ݔ‬െ ‫ ݕ‬ଶ݀‫ )ݕ‬+ ‫ ׬ = ݔ݀ݕ ׬‬0
௫య ௬య

െ ଷ
+ ‫ܿ = ݕݔ‬
ଷ ଷ
‫ ݔ‬െ ‫ ݕ‬+ 3‫ܿ = ݕݔ‬
Since the curve passes at point (0,1), then,
(0) ଷ െ (1) ଷ + 3(0)(1) = ܿ
ܿ = െ1
The equation of the curve is,
‫ ݔ‬ଷ െ ‫ ݕ‬ଷ + 3‫ = ݕݔ‬െ1
Example 2.
Find the equation of the curve at every point that passes through the origin
and which the tangent line at any point (‫ݔ‬, ‫ )ݕ‬has a slope of 3‫ ݔ‬ଶ .
Solution:
Since the slope is 3‫ ݔ‬ଶ , thus,
ௗ௬
= 3‫ ݔ‬ଶ
ௗ௫
Then,
‫ = ݕ݀ ׬‬3 ‫ ݔ ׬‬ଶ ݀‫ݔ‬
‫ݔ = ݕ‬ଷ + ܿ
At the origin (0,0),
ܿ= 0
Thus, the equation of the curve is,
‫ݔ = ݕ‬ଷ

9.6 Isogonal Trajectories


Consider a family of curves
‫ݔ(ܨ‬, ‫ݕ‬,ܿ) = 0
Another family of curves that intersects every curve of ‫ ܨ‬at a fixed angle ߠ,
is called the isogonal trajectories and given by
‫ݔ( ܪ‬,‫ݕ‬, ݇) = 0
To find for the isogonal trajectories, we know that from analytic geometry, the
angle formed between two lines is given by,
௠భ ି௠మ
ߠ = Arctan
ଵା௠భ ௠మ

where ݉ଵ and ݉ଶ are the slopes of the lines.

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ௗ௬ ௗ௬
Let ቀௗ௫ ቁ as the slope of ‫ݔ(ܪ‬, ‫ݕ‬,ܿ) and ቀௗ௫ ቁ as the slope of ‫ݔ(ܨ‬, ‫ݕ‬,݇),
ு ி
then, we have,
ࢊ࢟ ࢊ࢟
ቀࢊ࢞ ቁ ିቀࢊ࢞ቁ 
ࣂ = ‫ܖ܉ܜ܋ܚۯ‬ ࡴ
ࢊ࢟ ࢊ࢟

૚ାቀ ቁ ቀ ቁ 
ࢊ࢞ ࡴ ࢊ࢞ ࡲ

Example 1.

Find the isogonal trajectories of the family of curves ‫ ݔ‬ଶ െ ‫ ݕ‬ଶ = ܿ if tan ߠ = ଶ.
Solution:
‫ݔ‬ଶ െ ‫ݕ‬ଶ = ܿ
ௗ௬
By implicit differentiation, find ௗ௫ ,

2‫ ݔ‬െ 2‫ ݕݕ‬ƍ = 0

‫ݕ‬ƍ = ௬
Thus,
ௗ௬ ௫
ቀ ቁ =
ௗ௫ ி ௬

Then, from,
೏೤ ೏೤
ቀ೏ೣቁ ିቀ ೏ೣ ቁ 
ߠ = Arctan ಹ
೏೤ ೏೤

ଵାቀ ቁ ቀ ቁ 
೏ೣ ಹ ೏ೣ ಷ

೏೤ ೏೤
ቀ ቁ ିቀ ቁ 
೏ೣ ಹ ೏ೣ ಷ
tan ߠ = ೏೤ ೏೤
ଵାቀ ቁ ቀ ቁ 
೏ೣ ಹ ೏ೣ ಷ

ଵ ௗ௬ ௫
Substitute tan ߠ = and ቀ ቁ = , therefore,
ଶ ௗ௫ ி ௬
೏೤ ೣ
ଵ ି
೏ೣ ೤

= ೏೤ ೣ
ଵା ቀ ቁ
೏ೣ ೤

ଵ ௫ ௗ௬ ௗ௬ ௫
+ ቀ ቁ= െ௬
ଶ ଶ௬ ௗ௫ ௗ௫

௫ ௗ௬ ௫ ଵ
ቀ െ 1ቁ ቀௗ௫ ቁ = െ ௬ െ ଶ
ଶ௬

௫ିଶ௬ ௗ௬ ିଶ௫ି௬
ቀ ቁቀ ቁ =
ଶ௬ ௗ௫ ଶ௬
ௗ௬ ଶ௫ା௬
ௗ௫
= െ ௫ିଶ௬

Then, solve the differential equation,


(2‫ ݔ‬+ ‫ ݔ݀)ݕ‬+ (‫ ݔ‬െ 2‫ = ݕ݀)ݕ‬0
The equation is exact, thus, the isogonal trajectories is,
‫(׬‬2‫ ݔ݀ݔ‬െ 2‫ )ݕ݀ݕ‬+ ‫ ׬ = ݔ݀ ݕ ׬‬0
‫ ݔ‬ଶ െ ‫ ݕ‬ଶ + ‫݇ = ݕݔ‬

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Author: Harold Jan R. Terano, ECE, M


9.7 Orthogonal Trajectories
Consider a family of curves
‫ݔ(ܨ‬, ‫ݕ‬,ܿ) = 0
Another family of curves that intersects at right angles the original curves are
called the orthogonal trajectories and given by
‫ݔ( ܪ‬,‫ݕ‬, ݇) = 0
Since ‫ݔ(ܨ‬, ‫ݕ‬,ܿ) = 0 intersects ‫ݔ(ܪ‬,‫ݕ‬, ݇) = 0 at 90଴ , thus, we will use the
relation of the slopes of two perpendicular lines, thus,
૚ ࢊ࢟ ૚
࢓ࡴ = െ ࢓ or ቀࢊ࢞ ቁ = െ ࢊ࢟ 
ࡲ ࡴ ቀ ቁ
ࢊ࢞ ࡲ

Therefore, the solution of the differential equation is the equations of the


orthogonal trajectories.
Example 1.
Find the orthogonal trajectories of the family of curves ‫ ݔܿ = ݕ‬ଶ.
Solution:
‫ ݔܿ = ݕ‬ଶ
First is to isolate ܿ, thus

ܿ = ௫మ
ௗ௬
Then, by implicit differentiation, find ,
ௗ௫
௫ మ௬ ƍ ି௬(ଶ௫)
0= (௫ మ ) మ
ௗ௬ ଶ௬
‫ݕ‬ƍ = =
ௗ௫ ௫
ௗ௬ ଵ
Since the orthogonal trajectories is the solution to ቀ ቁ = െ ೏೤ ,
ௗ௫ ு ቀ ቁ
೏ೣ ಷ
thus,
ௗ௬ ଵ
ௗ௫
= െ మ೤

ௗ௬ ௫
= െ
ௗ௫ ଶ௬

Solving the equation,


2‫ = ݕ݀ݕ‬െ‫ݔ݀ݔ‬
2 ‫ = ݕ݀ݕ ׬‬െ ‫ݔ݀ݔ ׬‬
௫మ
‫ݕ‬ଶ = െ ଶ

ଶ ଶ
2‫ ݕ‬+ ‫݇ = ݔ‬
Example 2.
Find the orthogonal trajectories of the family of curves ‫ ݔ‬ଶ െ ‫ ݕ‬ଶ = ܿ.
Solution:
‫ݔ‬ଶ െ ‫ݕ‬ଶ = ܿ
By implicit differentiation, find ‫ݕ‬ƍ,
2‫ ݔ‬െ 2‫ ݕݕ‬ƍ = 0
ௗ௬ ௫
‫ݕ‬ƍ = ௗ௫
= ௬

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ௗ௬ ଵ
Since the orthogonal trajectories is the solution to ቀ ቁ = െ ೏೤ ,
ௗ௫ ு ቀ ቁ
೏ೣ ಷ
thus,
ௗ௬ ଵ
= െೣ
ௗ௫

ௗ௬ ௬
= െ
ௗ௫ ௫

Solving the equations,


ௗ௬ ௗ௫

= െ ௫
ௗ௬ ௗ௫
‫׬‬ = െ‫׬‬
௬ ௫
ln ‫ = ݕ‬െ ln ‫ ݔ‬+ ln ݇

ln ‫ = ݕ‬ln ቀ ቁ


‫=ݕ‬ ௫

‫݇ = ݕݔ‬

Exercises
Solve the following problems.
1. An object has a mass of 2 kg is dropped from the top of a building 30 meters tall.
The initial velocity is zero. As it falls, the object encounters air resistance that is equal

to ‫ݒ‬. What is the velocity and altitude of the object after 1.5 seconds?

Ans: 13.02m/s; 19.83 m

2. A tank initially contains 50 gal of fresh water. At ‫ = ݐ‬0, brine solution containing 2
lb of salt per gallon is poured into the tank at the rate of 12 gal/min, while the well-
stirred mixture leaves the tank at the rate of 8 gal/min. What is the amount of salt at
the end of 5 minutes? How long will it take to obtain an amount of 50 lb?
Ans: 88.98lb; 2.47 min

3. Given an RC series circuit that has an emf source of 50 volts, a resistance of 20


kilo-ohms, a capacitance of 6 microfarad and the initial charge of the capacitor is 1
micro coulomb. What is the charge in the capacitor at the end of 0.01 second? What
is the current in the circuit at the end of 0.05 seconds?
AnV—&P$

4. Initially a tank holds 100 gal of a brine solution containing 20 lb of salt. At t = 0,


fresh water is poured into the tank at the rate of 5 gal/min, while the well-stirred
mixture leaves the tank at the rate of 3 gal/min. What is the amount of salt in the tank
after 1 hour? How long will it take for the tank to contain 10 lb of salt?
Ans: 6.12 lb; 29.37 min.

5. The radius of the planet Mars is approximately 3,396 km and has a gravitational
acceleration equal to three-eighths times than that of the earth. What is the velocity
of escape?
Ans: 5 km/s

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Author: Harold Jan R. Terano, ECE, M


6. An object weighing 16 pounds is dropped from the top of a 1,000 ft building with
an initial velocity of 10 ft/sec. As it falls, the object encounters air resistance that is

equal to ‫ݒ‬. What is the velocity of the object at the end of 5 seconds? What is the

limiting velocity?
Ans: 59.57 ft/s; 64 ft/s

7. A certain planet has an average surface area that is 2.5% larger than the earth
and a gravitational acceleration that is one-fifth times than that of the earth’s
gravitational acceleration. What is the velocity of escape on that planet?
Ans: 5.04 km/s

8 Find the equation of the curve at every point that passes through the point (0,െ1)

and which the normal line at any point (‫ݔ‬, ‫ )ݕ‬has a slope of െ .
ଶ(௫ାଵ)
Ans: ‫ ݔ = ݕ‬ଶ + 2‫ ݔ‬െ 1

9. Given the family of curves ‫ ݔ‬ଶ + ‫ ݕ‬ଶ = ܿ‫ݔ‬, find the family of curves of the orthogonal
trajectories.
Ans: ‫ ݔ‬ଶ + ‫ ݕ‬ଶ = ݇‫ݕ‬

10. An RL circuit has an emf of 24‫ ݐ‬volts, a resistance of 10 k-ohms, an inductance


of 5H with an initial current of 1 mA. What is the current after 0.05 seconds?
$QV—$

11. Initially a tank holds 75 gal of a brine solution containing 12 lb of salt. At t = 0,


fresh water is poured into the tank at the rate of 3 gal/min, while the well-stirred
mixture leaves the tank at the rate of 2 gal/min. What is the amount of salt in the tank
after 1 hour?
Ans: 3.70 lb

12. Given an RC series circuit that has an emf source of 100 volts, a resistance of 30
kilo-ohms, a capacitance of 5 microfarad and the initial charge of the capacitor is 1
coulomb. What is the current in the circuit at the end of 0.03 seconds?
Ans: -5.455 A

13. Consider that an object weighing 50 lb is dropped from a height of 1,000 ft with
zero initial velocity. Assume that the air resistance is proportional to the velocity of
the body. If the limiting velocity is known to be 200 ft/sec, find the time it would take
for the object to reach the ground?
Ans: 9.985 sec.

14. A certain planet has an average surface area that is 2.25% larger than the earth
and a gravitational acceleration that is three-fifth times than that of the earth’s
gravitational acceleration. What is the velocity of escape on that planet?
Ans: 8,728.33 m/s

15. Find the isogonal trajectories of the family of curves ‫ ݔ‬ଶ + ‫ ݕ‬ଶ = ܿ if ߠ = 45଴.

Ans: ln(‫ ݔ‬ଶ + ‫ ݕ‬ଶ) + 2Arctan ቀ ቁ = ݇

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Author: Harold Jan R. Terano, ECE, M


80

Author: Harold Jan R. Terano, ECE, M


Chapter 10

LINEAR DIFFERENTIAL
EQUATIONS OF HIGHER
ORDER
Outline:
10.1 Linear Differential Equations of Higher Order
10.2 Linearly Independent Solutions
10.3 The Wronskian
10.4 The Differential Operator ࡰ
10.5 Linear Differential Equations in Operator Form

Overview:
This chapter is the start of the discussion on higher-ordered differential
equations. The concept of the differential operator will be introduced in this chapter
since it is important in the solution of the linear equations.

Objectives:

Upon completion of this chapter, the students will be able to:


1. Define linear differential equations of higher order.
2. Identify linear differential equations of higher order.
3. Define differential operator.
4. Solve functions using differential operator.
5. Use differential operator to reduce differential equation.

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Author: Harold Jan R. Terano, ECE, ME


10.1 Linear Differential Equations of Higher Order
A differential equation of the form
ܽ଴ ‫( ݕ‬௡) + ܽଵ ‫( ݕ‬௡ିଵ) + ‫ ڮ‬+ ܽ௡ିଵ ‫ ݕ‬ƍ + ܽ௡ ‫)ݔ(݂ = ݕ‬
is a linear differential equation of order ݊.
If ݂(‫ = )ݔ‬0, the resulting equation is,
ܽ଴ ‫( ݕ‬௡) + ܽଵ ‫( ݕ‬௡ିଵ) + ‫ ڮ‬+ ܽ௡ିଵ ‫ ݕ‬ƍ + ܽ௡ ‫ = ݕ‬0
This is known as homogeneous linear equation.
On the other hand, if ݂(‫ ് )ݔ‬0, the differential equation is known as non-
homogeneous linear equation.

10.2 Linearly Independent Solutions

The ݊‫݄ݐ‬-order linear homogeneous differential equation ܽ଴ ‫( ݕ‬௡) + ܽଵ‫( ݕ‬௡ିଵ) +


‫ ڮ‬+ ܽ௡ିଵ ‫ ݕ‬ƍ + ܽ௡ ‫ = ݕ‬0 always has ݊ linearly independent solutions. If
‫ݕ‬ଵ (‫)ݔ‬,‫ݕ‬ଶ (‫)ݔ‬,…, ‫ݕ‬௡ (‫ )ݔ‬represent these solutions, then the general solution is
‫ܿ = )ݔ(ݕ‬ଵ‫ݕ‬ଵ (‫ )ݔ‬+ ܿଶ ‫ݕ‬ଶ (‫ )ݔ‬+ ‫ ڮ‬+ ܿ௡ ‫ݕ‬௡ (‫)ݔ‬
where ܿଵ, ܿଶ, …,ܿ௡ denote arbitrary constants.
The following is the test for determining linearly dependent and linearly
independent solutions.
A set of functions {‫ݕ‬ଵ (‫)ݔ‬,‫ݕ‬ଶ (‫)ݔ‬,…, ‫ݕ‬௡ (‫ })ݔ‬is linearly dependent on a ܽ ൑ ‫ ݔ‬൑
ܾ if there exist constants ܿଵ, ܿଶ, …,ܿ௡ , not all zero, such that
ܿଵ ‫ݕ‬ଵ (‫ )ݔ‬+ ܿଶ ‫ݕ‬ଶ (‫ )ݔ‬+ ‫ ڮ‬+ ܿ௡ ‫ݕ‬௡ (‫ = )ݔ‬0
on ܽ ൑ ‫ ݔ‬൑ ܾ. If the only solution to the equation is ܿଵ = ܿଶ = ‫ܿ = ڮ‬௡ = 0, then the
set of functions {‫ݕ‬ଵ (‫)ݔ‬,‫ݕ‬ଶ (‫)ݔ‬,…,‫ݕ‬௡ (‫ })ݔ‬is linearly independent on ܽ ൑ ‫ ݔ‬൑ ܾ.

Example:
The set {‫ݔ‬, ݁ ௫ , 2‫ݔ‬,cos ‫ }ݔ‬is linearly dependent on [െ1,1] since
ܿଵ ‫ ݔ‬+ ܿଶ ݁ ௫ + ܿଷ 2‫ ݔ‬+ ܿସ cos‫ = ݔ‬0
where ܿଵ = െ2,ܿଶ = 0, ܿଷ = 1 and ܿସ = 0

10.3 The Wronskian


The Wronskian is another test in determining linearly dependent and linearly
independent solutions.
The Wronskian of a set of functions {‫ݕ‬ଵ (‫)ݔ‬,‫ݕ‬ଶ (‫)ݔ‬,…, ‫ݕ‬௡ (‫ })ݔ‬on the interval
ܽ ൑ ‫ ݔ‬൑ ܾ, having the property that each function possesses ݊ െ 1 derivatives on
this interval, is given by the determinant
‫ݕ‬ଵ ‫ݕ‬ଶ  …‫ݕ‬௡
‫ݕ‬ଵƍ ƍ ƍ ‫ݕ‬ଶƍ ƍ ƍƍƍ …‫ݕ‬௡ƍ ƍ ƍ
ተ ተ
ƍƍ ƍƍ
ܹ{‫ݕ‬ଵ ( ‫) ݔ‬, ‫ݕ‬ଶ ( ‫) ݔ‬,…, ‫ݕ‬௡ (‫= })ݔ‬ ‫ݕ‬ଵƍ ƍ  ‫ݕ‬ଶƍ ƍ  …‫ݕ‬௡ƍ ƍ ƍƍ
...
ተ ... ተ
(௡ିଵ) (௡ିଵ) ( ௡ିଵ)
‫ݕ‬ଵƍ ƍ  ‫ݕ‬ଶƍ ƍ …‫ݕ‬௡ƍ ƍ

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If the Wronskian of a set of ݊ functions defined on the interval ܽ ൑ ‫ ݔ‬൑ ܾ is
nonzero for at least one point in this interval, then the set of functions is linearly
independent there. If the Wronskian is identically zero on this interval and if each of
the functions is a solution to the same linear differential equation, then the set of
functions is linearly dependent.

Example 1.
Find the Wronskian of the set {sin 2‫ ݔ‬, cos2‫ }ݔ‬and determine whether it is
linearly dependent or linearly independent on (െ’,’).
Solution:
sin 2‫ݔ‬ cos 2‫ݔ‬
ܹ (sin 2‫ ݔ‬, cos2‫ = )ݔ‬ቤௗ(ୱ୧୬ ଶ௫) ௗ(ୡ୭ୱ ଶ௫) ቤ
ௗ௫ ௗ௫

sin 2‫ݔ‬ cos2‫ݔ‬


ܹ(sin 2‫ ݔ‬, cos2‫ = )ݔ‬ቚ ቚ
2 cos2‫ ݔ‬െ2 sin 2‫ݔ‬
ܹ (sin 2‫ ݔ‬, cos2‫( = )ݔ‬sin 2‫()ݔ‬െ2 sin 2‫ )ݔ‬െ (2 cos2‫()ݔ‬cos2‫)ݔ‬
ܹ(sin 2‫ ݔ‬, cos2‫ = )ݔ‬െ2 sinଶ 2‫ ݔ‬െ 2 cosଶ 2‫ݔ‬
ܹ(sin 2‫ ݔ‬, cos2‫ = )ݔ‬െ2(sinଶ 2‫ ݔ‬+ cosଶ 2‫)ݔ‬
ܹ(sin 2‫ ݔ‬, cos2‫ = )ݔ‬െ2
The Wronskian of this set is െ2. Since it is nonzero for atleast one
point in the interval, therefore the set is linearly independent.

Example 2.
Find the Wronskian of the set {‫ݔ‬,2‫ ݔ‬െ 1,3‫ ݔ‬+ 2} and determine whether it is
linearly dependent or linearly independent on (െ’,’).
Solution:
‫ ݔ‬2‫ ݔ‬െ 1 3‫ ݔ‬+ 2
ܹ (‫ݔ‬, 2‫ ݔ‬െ 1,3‫ ݔ‬+ 2) = อ1 2 3 อ
0 0 0
‫ ݔ‬2‫ ݔ‬െ 1 3‫ ݔ‬+ 2 ‫ ݔ‬2‫ ݔ‬െ 1
ܹ (‫ݔ‬, 2‫ ݔ‬െ 1,3‫ ݔ‬+ 2) = อ1 2 3 อ1 2 อ
0 0 0 0 0
ܹ(‫ݔ‬, 2‫ ݔ‬െ 1,3‫ ݔ‬+ 2) = 0
The Wronskian is identically zero, therefore apply the first test.
The equation is,
ܿଵ‫ ݔ‬+ ܿଶ(2‫ ݔ‬െ 1) + ܿଷ (3‫ ݔ‬+ 2) = 0
(ܿଵ + 2ܿଶ + 3ܿଷ )‫ ݔ‬+ (െܿଶ + 2ܿଷ ) = 0
The linear equation can be satisfied for all ‫ݔ‬ only if both
coefficients are zero. Thus,
ܿଵ + 2ܿଶ + 3ܿଷ = 0 and െܿଶ + 2ܿଷ = 0
Setting ܿଵ = 1 (or any nonzero number), then,
2ܿଶ + 3ܿଷ = െ1 and െܿଶ + 2ܿଷ = 0

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Solve the equations simultaneously, we obtain,
ଶ ଵ
ܿଶ = െ ଻ and ܿଷ = െ ଻
ଶ ଵ
The set of constants are ܿଵ = 1,ܿଶ = െ and ܿଷ = െ , therefore, the
଻ ଻
set of functions is linearly dependent.

Example 3.
Find the Wronskian of the set {݁ ି௫ ,݁ ଶ௫ } and determine whether it is linearly
dependent or linearly independent on (െ’,’).
Solution:
݁ ି௫ ݁ ଶ௫
ܹ(݁ ି௫ ,݁ ଶ௫ ) = ቤௗ(௘ షೣ ) ௗ(௘ మೣ ) ቤ
ௗ௫ ௗ௫
ି௫ ଶ௫
ܹ(݁ ,݁ି௫
= ቚ ݁ ି௫ ݁ ଶ௫ ቚ
ଶ௫ )
െ݁ 2݁
ܹ (݁ ି௫ ,݁ ଶ௫ ) = (݁ ି௫ )(2݁ ଶ௫ ) െ (െ݁ ି௫ )(݁ ଶ௫ )
ܹ(݁ ି௫ ,݁ ଶ௫ ) = 2݁ ௫ + ݁ ௫
ܹ(݁ ି௫ ,݁ ଶ௫ ) = 3݁ ௫
The Wronskian is in general a nonconstant function. Since it is
nonzero for at least one point in the interval, then, the set is linearly
independent.

10.4 The Differential Operator D


Differential operator ‫ ܦ‬is an operator used in the transformation of a function
into its derivatives. In operator form, it is,

‫=ܦ‬
ௗ௫
where the symbol ‫ ܦ‬is denoted the operation of differentiation with respect to ‫ݔ‬.

Examples:
1. ‫(ܦ‬4‫ ݔ‬ଶ) = 8‫ݔ‬
2. ‫ ݔ(ܦ‬ଶ െ 3‫ ݔ‬+ 1) = 2‫ ݔ‬െ 3
3. ‫ ݁ݔ(ܦ‬௫ ) = ‫ ݁ݔ‬௫ + ݁ ௫ = ݁ ௫ (‫ ݔ‬+ 1)
4. ‫(ܦ‬sin 4‫ = )ݔ‬4 cos 4‫ݔ‬

5. ‫(ܦ‬ln(5‫ ݔ‬െ 2)) = ହ௫ିଶ

For ‫ ܦ‬௡ that is equal to,


ௗ೙
‫ܦ‬௡ = ௗ௫ ೙

in which ‫ ܦ‬௡ indicate the nth derivative of the function with respect to ‫ݔ‬.
Examples:
1. ‫ܦ‬ଶ (3‫ ݔ‬ଶ ) = 6
2. ‫ܦ‬ଷ (݁ ଷ௫ ) = 27݁ ଷ௫

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Author: Harold Jan R. Terano, ECE, ME


3. ‫ ܦ‬଴ (‫ ݔ‬cos‫ ݔ = )ݔ‬cos‫ݔ‬
4. ‫ ܦ‬ସ (sin ‫ = )ݔ‬sin ‫ݔ‬
5. ‫ ܦ‬ଶ (‫ ݔ‬ଷ െ 2‫ ݔ‬ଶ + 3‫ ݔ‬െ 1) = 6‫ ݔ‬െ 4
Differential operators are not algebraic terms but they obey the fundamental
laws of algebra such as the laws of exponents and the fundamental operations of
terms.

Examples:
1. (‫ܦ‬ହ + ‫ ܦ‬ଷ )‫ ܦ( = ݔ‬ଷ + ‫ ܦ‬ହ)‫ݔ‬
2. (‫ܦ‬ହ ‫ ܦ‬ଷ )‫ ܦ( = ݔ‬ଷ ‫ ܦ‬ହ )‫ݔ‬
3. (‫ܦ‬ହ ‫ ܦ‬ଷ )‫ ܦ( = ݔ‬ହାଷ )‫ݔ) ଼ ܦ( = ݔ‬
4. ‫ ܦ‬ହ (ܿ‫ ܦܿ = )ݔ‬ହ ‫ ݔ‬where ܿ is constant

10.5 Linear Differential Equations in Operator Form


The differential equation of the form

ܽ଴ ‫( ݕ‬௡) + ܽଵ ‫( ݕ‬௡ିଵ) + ‫ ڮ‬+ ܽ௡ିଵ ‫ ݕ‬ƍ + ܽ௡ ‫)ݔ(݂ = ݕ‬


can now be written in terms of the differential operator. It is now equivalent to,
(ܽ଴ ‫ܦ‬௡ + ܽଵ‫ ܦ‬௡ିଵ + ‫ ڮ‬+ ܽ௡ିଵ‫ ܦ‬+ ܽ௡ )‫)ݔ(݂ = ݕ‬
Example 1.
Let ߠ(‫ ܦ = )ܦ‬ଶ െ 1 operate on the function ݂(‫ ݔ = )ݔ‬+ cos‫ݔ‬. Determine the
result of the operation.
Solution:
ߠ(‫ ܦ( = )ݔ(݂)ܦ‬ଶ െ 1)(‫ ݔ‬+ cos‫)ݔ‬
= ‫ܦ‬ଶ (‫ ݔ‬+ cos‫ )ݔ‬െ (‫ ݔ‬+ cos‫)ݔ‬
= ‫ܦ‬ଶ (‫ )ݔ‬+ ‫ ܦ‬ଶ (cos‫ )ݔ‬െ ‫ ݔ‬െ cos‫ݔ‬
= 0 െ cos‫ ݔ‬െ ‫ ݔ‬െ cos‫ݔ‬
= െ‫ ݔ‬െ 2 cos‫ݔ‬
Example 2.
Let ߠ (‫ ܦ = )ܦ‬ଶ + 4‫ ܦ‬+ 4 operate on the function ݂(‫ = )ݔ‬4‫ ݔ‬ଶ െ 3݁ ௫ .
Determine the result of the operation.
Solution:
ߠ(‫ ܦ( = )ݔ(݂)ܦ‬ଶ + 4‫ ܦ‬+ 4)(4‫ ݔ‬ଶ െ 3݁ ௫ )
= ‫ܦ‬ଶ (4‫ ݔ‬ଶ െ 3݁ ௫ ) + 4‫(ܦ‬4‫ ݔ‬ଶ െ 3݁ ௫ ) + 4(4‫ ݔ‬ଶ െ 3݁ ௫ )
= ‫ܦ‬ଶ (4‫ ݔ‬ଶ ) െ 3‫ܦ‬ଶ (݁ ௫ ) + 16‫ ݔ(ܦ‬ଶ ) െ 12‫ ݁(ܦ‬௫ ) + 4(4‫ ݔ‬ଶ ) + 4(െ3݁ ௫ )
= 8 െ 3(݁ ௫ ) + 16(2‫ )ݔ‬െ 12(݁ ௫ ) + 16‫ ݔ‬ଶ െ 12݁ ௫
= 16‫ ݔ‬ଶ + 32‫ ݔ‬െ 27݁ ௫ + 8

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Exercises
I. Find the Wronskian of the following functions and determine whether it is
linearly dependent or linearly independent on (െ’,’).

1. {‫ ݔ‬ଶ ,‫ ݔ‬+ 1,‫ ݔ‬െ 3} Ans: ܹ = 8, linearly independent

2. {3݁ ଶ௫ ,݁ ଶ௫ } Ans: ܹ = 0, linearly dependent


ଶ}
3. {ln ‫ ݔ‬, ln ‫ݔ‬ Ans: ܹ = 0, linearly dependent

4. {2 + ‫ݔ‬, 1 െ ‫ݔ‬, 3 + ‫ ݔ‬ଶ } Ans: ܹ = െ6, linearly independent

5. {‫ ݔ‬ଶ ,‫ ݔ‬ଷ , ‫ ݔ‬ସ } Ans: ܹ = 2‫଺ ݔ‬, linearly independent

II. Evaluate the following functions in differential operator form.

1. ‫ ݔ(ܦ‬ଶ + 2‫ ݔ‬െ 3) Ans: 2‫ ݔ‬+ 2


2. ‫ ܦ‬ଶ (‫ ݁ݔ‬ଷ௫ െ ݁ ସ௫ ) Ans: 9‫ ݁ݔ‬ଷ௫ + 6݁ ଷ௫ െ 16݁ ସ௫
(௫ାଵ) మ ଼
3. ‫ ܦ‬ଶ ቀ ௫ିଵ
ቁ Ans: (௫ିଵ) య

4. ‫(ܦ‬ln(‫ ݔ‬ଶ െ 2‫ ݔ‬+ 1)) Ans: ௫ିଵ

5. ‫ ܦ‬ଷ (sin 4‫ ݔ‬െ sin ‫ ݔ‬cos‫)ݔ‬ Ans: 4(cos2‫ ݔ‬െ 16 cos4‫)ݔ‬

III. Let ࣂ(ࡰ)operates on the function ࢌ(࢞). Determine the result of the
operation.

1. ߠ(‫ ܦ( = )ܦ‬+ 3),݂(‫ ݔ( = )ݔ‬ଶ െ 4‫ ݔ‬+ 1) Ans: ߠ(‫ = )ݔ(݂)ܦ‬3‫ ݔ‬ଶ െ 10‫ ݔ‬െ 1
2. ߠ(‫= )ܦ‬ (‫ ܦ‬ଶ െ ‫ ܦ‬+ 1),݂(‫= )ݔ‬ (‫ ݔ‬ଶ + 3‫ ݔ‬െ 4) Ans: ߠ(‫ ݔ = )ݔ(݂)ܦ‬ଶ + ‫ ݔ‬െ 5
3. ߠ(‫ ܦ( = )ܦ‬ଷ െ ‫ ܦ‬ଶ + 2‫ ܦ‬+ 3),݂(‫( = )ݔ‬2݁ ଷ௫ ) Ans: ߠ(‫ = )ݔ(݂)ܦ‬54݁ ଷ௫
4. ߠ(‫= )ܦ‬ (‫ ܦ‬ଶ + 2‫ ܦ‬െ 2),݂(‫ݔ( = )ݔ‬sin 4‫)ݔ‬ Ans: ߠ(‫ = )ݔ(݂)ܦ‬8 cos4‫( ݔ‬1 + ‫)ݔ‬
+ 2 sin 4‫( ݔ‬1 െ 9‫)ݔ‬
5. ߠ(‫( = )ܦ‬3‫ ܦ‬ଶ െ 4‫ ܦ‬+ 2),݂(‫( = )ݔ‬cosଶ ‫)ݔ‬ Ans: ߠ(‫ = )ݔ(݂)ܦ‬4(sin 2‫ ݔ‬+ cos2‫)ݔ‬

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Author: Harold Jan R. Terano, ECE, ME


Chapter 11

HOMOGENEOUS LINEAR
DIFFERENTIAL EQUATIONS
WITH CONSTANT
COEFFICIENTS
Outline:
11.1 Homogeneous Second Order Linear Differential Equations
11.2 nth-order Homogeneous Linear Differential Equations

Overview:
This chapter will introduce the solution to a homogeneous linear differential
equation with constant coefficients. The solution to this differential equation is called
the complementary function which contains the arbitrary constants.
The complementary functions can be solved either by any of the four cases
that will be presented.

Objectives:
Upon completion of this chapter, the students will be able to:
1. Determine the auxiliary or characteristic equation of a given
differential equation.
2. Identify the roots of an auxiliary equation.
3. Solve higher-order homogeneous linear differential equations.

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Author: Harold Jan R. Terano, ECE, ME


11.1 Homogeneous Second Order Linear Differential Equations
A differential equation of the form,
ܽ଴ ‫ ݕ‬ƍƍ + ܽଵ‫ ݕ‬ƍ + ܽଶ‫ = ݕ‬0
is the general second order homogeneous linear differential equations with constant
coefficients. By using differential operator, it is equivalent to,
(ܽ଴‫ ܦ‬ଶ + ܽଵ ‫ ܦ‬+ ܽଶ )‫ = ݕ‬0
The general solution of the differential equation is,
‫ܿ = ݕ‬ଵ‫ݕ‬ଵ + ܿଶ‫ݕ‬ଶ
Let us consider ‫ ݁ = ݕ‬௠௫ as the solution of the differential equation since the
derivatives of the function ݁ ௠௫ constant multiples of itself, thus, ‫ ݕ‬ƍ = ݉݁ ௠௫ and
‫ ݕ‬ƍƍ = ݉ଶ ݁ ௠௫ , therefore substituting to the above differential equations, we have,
ܽ଴ ݉ଶ ݁ ௠௫ + ܽଵ ݉݁ ௠௫ + ܽଶ ݁ ௠௫ = 0
(ܽ଴݉ଶ + ܽଵ ݉ + ܽଶ )݁ ௠௫ = 0
and therefore,
ܽ଴ ݉ଶ + ܽଵ ݉ + ܽଶ = 0
is called the auxiliary or characteristic equation of the differential equation.

CASE I: DISTINCT REAL ROOTS


If the auxiliary equation has distinct real roots ݉ଵ and ݉ଶ , then, ‫ݕ‬ଵ = ݁ ௠భ ௫
and ‫ݕ‬ଶ = ݁ ௠మ ௫ are the solutions, therefore,
‫ܿ = ݕ‬ଵ݁ ௠భ ௫ + ܿଶ ݁ ௠మ ௫
is the general solution.

Example 1.
Solve ‫ ݕ‬ƍƍ + 5‫ ݕ‬ƍ െ 6‫ = ݕ‬0.
Solution:
The equation is equal to (‫ ܦ‬ଶ + 5‫ ܦ‬െ 6)‫ = ݕ‬0 and the auxiliary
equation is ݉ଶ + 5݉ െ 6 = 0 and the roots are ݉ଵ = 1 and ݉ଶ = െ6,
therefore, the general solution is,
‫ܿ = ݕ‬ଵ݁ ௫ + ܿଶ ݁ ି଺௫
Example 2.
Solve ‫ ݕ‬ƍƍ + 7‫ ݕ‬ƍ + 10‫ = ݕ‬0.
Solution:
The equation is equal to (‫ ܦ‬ଶ + 7‫ ܦ‬+ 10)‫ = ݕ‬0. The auxiliary equation
is ݉ଶ + 7݉ + 10 = 0 and the roots are ݉ଵ = െ2 and ݉ଶ = െ5, therefore,
the general solution is,
‫ܿ = ݕ‬ଵ݁ ିଶ௫ + ܿଶ ݁ ିହ௫
Example 3.
Solve 2‫ ݕ‬ᇱᇱ െ ‫ ݕ‬ᇱ െ 3‫ = ݕ‬0

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Author: Harold Jan R. Terano, ECE, ME


Solution:
The equation is equal to (2‫ ܦ‬ଶ െ ‫ ܦ‬െ 3)‫ = ݕ‬0. The auxiliary equation is

2݉ଶ െ ݉ െ 3 = 0 and the roots are ݉ଵ = and ݉ଶ = െ1, therefore, the

general solution is,

‫ܿ = ݕ‬ଵ ݁ మ௫ + ܿଶ݁ ି௫

CASE II: REPEATED ROOTS


If the auxiliary equation has repeated root ݉, then, ‫ݕ‬ଵ = ݁ ௠௫ and ‫ݕ‬ଶ = ‫ ݁ݔ‬௠௫
are the solutions, therefore,
‫ܿ = ݕ‬ଵ ݁ ௠௫ + ܿଶ ‫ ݁ݔ‬௠௫
is the general solution.
Example 1.
Solve ‫ ݕ‬ƍƍ + 4‫ ݕ‬ƍ + 4‫ = ݕ‬0.
Solution:
The equation is equal to (‫ܦ‬ଶ + 4‫ ܦ‬+ 4)‫ = ݕ‬0 and the auxiliary
equation is ݉ଶ + 4݉ + 4 = 0 and ݉ = െ2 is a double root, then, ‫ݕ‬ଵ = ݁ ିଶ௫
and ‫ݕ‬ଶ = ‫ି ݁ݔ‬ଶ௫ , therefore, the general solution is,
‫ܿ = ݕ‬ଵ ݁ ିଶ௫ + ܿଶ ‫ି ݁ݔ‬ଶ௫
Example 2.
Solve 4‫ ݕ‬ƍƍ െ 4‫ ݕ‬ƍ + ‫ = ݕ‬0.
Solution:
The equation is equal to (4‫ ܦ‬ଶ െ 4‫ ܦ‬+ 1)‫ = ݕ‬0. The auxiliary equation


is 4݉ଶ െ 4݉ + 1 = 0 and ݉ = is a double root, then, ‫ݕ‬ଵ = ݁ మ௫ and


‫ݕ‬ଶ = ‫ ݁ݔ‬మ௫ , therefore, the general solution is,
భ భ
‫ܿ = ݕ‬ଵ ݁ మ௫ + ܿଶ‫ ݁ݔ‬మ௫
Example 3.
Solve ‫ ݕ‬ƍƍ െ 10‫ ݕ‬ƍ + 25‫ = ݕ‬0.
Solution:
The equation is equal to (‫ ܦ‬ଶ െ 10‫ ܦ‬+ 25)‫ = ݕ‬0. The auxiliary equation
is ݉ଶ െ 10݉ + 25 = 0 and ݉ = 5 is a double root, therefore, the general
solution is,
‫ܿ = ݕ‬ଵ ݁ ହ௫ + ܿଶ ‫ ݁ݔ‬ହ௫

CASE III: DISTINCT COMPLEX ROOTS


A complex number is a number of the form ܽ + ܾ݅ where ܽ and ܾ are real
numbers and ݅ = ξെ1 or ݅ ଶ = െ1.
Any quadratic equation ݉ଶ + ܾ݉ + ܿ = 0 with ܾଶ െ 4ܿ < 0 have complex
roots. Using the quadratic formula to solve the quadratic equation, the roots yield a
complex number. The roots of the equation always result to conjugate roots.

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The roots of the auxiliary equation ݉ଶ + ܾ݉ + ܿ = 0 with ܾଶ െ 4ܿ < 0 will be
conjugate complex numbers, say ܽ ± ܾ݅. Thus, the solution is,
‫ݕ‬ଵ = ݁ (௔ା௕௜)௫ = ‫ݕ‬ଵ = ݁ ௔௫ ݁ ௕௜௫
‫ݕ‬ଶ = ݁ (௔ି௕௜)௫ = ‫ݕ‬ଵ = ݁ ௔௫ ݁ ି௕௜௫
By Euler’s Formula,
݁ ௜௫ = cos‫ ݔ‬+ ݅ sin ‫ݔ‬
Using Maclaurin series,
௫మ ௫య
݁௫ = 1 + ‫ ݔ‬+ ଶ!
+ ଷ!
+‫ڮ‬
௫య ௫ర
sin ‫ ݔ = ݔ‬െ ଷ!
+ ହ!
െ‫ڮ‬
௫మ ௫ర
cos‫ = ݔ‬1 െ + െ‫ڮ‬
ଶ! ସ!

Replacing ݁ ௫ by ݁ ௜௫ , we have,
(௜௫) మ ( ௜௫) య
݁ ௜௫ = 1 + (݅‫ )ݔ‬+ ଶ!
+ ଷ!
+‫ڮ‬
ଶ ଷ ସ
Since ݅ = െ1, ݅ = െ݅, ݅ = 1 and so on, we have,
௫మ ௫య
݁ ௜௫ = 1 + ݅‫ ݔ‬െ ଶ!
െ݅ ଷ!
+‫ڮ‬
௫మ ௫య
݁ ௜௫ = ቀ1 െ ଶ!
+ ‫ ڮ‬ቁ + ݅ ቀ‫ ݔ‬െ ଷ!
+ ‫ڮ‬ቁ
௜௫
݁ = cos‫ ݔ‬+ ݅ sin ‫ݔ‬
Going back to the solution,
‫ݕ‬ଵ = ݁ (௔ା௕௜)௫ = ‫ݕ‬ଵ = ݁ ௔௫ ݁ ௕௜௫ = ݁ ௔௫ (cosܾ‫ ݔ‬+ ݅ sin ܾ‫)ݔ‬
‫ݕ‬ଶ = ݁ (௔ି௕௜)௫ = ‫ݕ‬ଵ = ݁ ௔௫ ݁ ି௕௜௫ = ݁ ௔௫ (cosܾ‫ ݔ‬െ ݅ sin ܾ‫)ݔ‬
By the general solution,
‫ܿ = ݕ‬ଵ‫ݕ‬ଵ + ܿଶ‫ݕ‬ଶ
‫ܿ = ݕ‬ଵ݁ ௔௫ (cosܾ‫ ݔ‬+ ݅ sin ܾ‫ )ݔ‬+ ܿଶ ݁ ௔௫ (cosܾ‫ ݔ‬െ ݅ sin ܾ‫)ݔ‬
Simplifying the solution, we have,
‫ ݁ = ݕ‬௔௫ (ܿଵ cosܾ‫ ݔ‬+ ܿଵ ݅ sin ܾ‫ ݔ‬+ ܿଶ cosܾ‫ ݔ‬െ ܿଶ ݅ sin ܾ‫)ݔ‬
‫ ݁ = ݕ‬௔௫ [(ܿଵ + ܿଶ) cosܾ‫ ݔ‬+ (ܿଵ െ ܿଶ )݅ sin ܾ‫]ݔ‬
Considering a real values solution, the general solution is,
‫ ݁ = ݕ‬௔௫ (ܿଵ cosܾ‫ ݔ‬+ ܿଶ sin ܾ‫)ݔ‬
Example 1.
Solve ‫ ݕ‬ƍƍ െ 2‫ ݕ‬ƍ + 2‫ = ݕ‬0.
Solution:
The equation is equal to (‫ ܦ‬ଶ െ 2‫ ܦ‬+ 2)‫ = ݕ‬0. The auxiliary equation is
݉ଶ െ 2݉ + 2 = 0, by quadratic equation,
ଶ± ξସି଼
݉= = 1± ݅

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Thus, ܽ = 1 and ܾ = 1, the general solution is,
‫ ݁ = ݕ‬௫ (ܿଵ cos‫ ݔ‬+ ܿଶ sin ‫)ݔ‬
Example 2.
Solve ‫ ݕ‬ƍƍ െ 2‫ ݕ‬ƍ + 6‫ = ݕ‬0.
Solution:
The equation is equal to (‫ ܦ‬ଶ െ 2‫ ܦ‬+ 6)‫ = ݕ‬0. The auxiliary equation is
݉ଶ െ 2݉ + 6 = 0, by quadratic equation,
ଶ± ξସିଶସ
݉= = 1 ± ξ5݅

Thus, ܽ = 1 and ܾ = ξ5, the general solution is,
‫ ݁ = ݕ‬௫ ൫ܿଵ cosξ5‫ ݔ‬+ ܿଶ sin ξ5‫ݔ‬൯
Example 3.
Solve ‫ ݕ‬ƍƍ + 4‫ = ݕ‬0.
Solution:
The equation is equal to (‫ ܦ‬ଶ + 4)‫ = ݕ‬0. The auxiliary equation is
݉ଶ + 4 = 0, thus the roots are ± 2݅. Therefore, ܽ = 0 and ܾ = 2. The
general solution is,
‫ܿ = ݕ‬ଵ cos2‫ ݔ‬+ ܿଶ sin 2‫ݔ‬

11.2 nth-Order Homogeneous Linear Differential Equations


A differential equation of the form
ܽ଴ ‫( ݕ‬௡) + ܽଵ ‫( ݕ‬௡ିଵ) + ‫ ڮ‬+ ܽ௡ିଵ ‫ ݕ‬ƍ + ܽ௡ ‫ = ݕ‬0
is called an nth-order homogeneous linear differential equation. By differential
operator, it is equal to,
(ܽ଴ ‫ܦ‬௡ + ܽଵ‫ ܦ‬௡ିଵ + ‫ ڮ‬+ ܽ௡ିଵ‫ ܦ‬+ ܽ௡ )‫ = ݕ‬0
The auxiliary equation is,
ܽ଴ ݉௡ + ܽଵ ݉௡ିଵ + ‫ ڮ‬+ ܽ௡ିଵ ݉ + ܽ௡ = 0
The solution of the differential equation can be determine by finding the roots
of the auxiliary equation and applying the solutions discussed in section 11.1 and
combining the solutions associated with the other roots to obtain the complete
solution.

Example 1.
Solve ‫ ݕ‬ƍƍƍ െ 7‫ ݕ‬ƍƍ + 14‫ ݕ‬ƍ െ 8‫ = ݕ‬0.
Solution:
The equation is equal to (‫ ܦ‬ଷ െ 7‫ ܦ‬ଶ + 14‫ ܦ‬െ 8)‫ = ݕ‬0. The auxiliary
equation is ݉ଷ െ 7݉ଶ + 14݉ െ 8 = 0, then the factors are,
(݉ െ 1)(݉ െ 2)(݉ െ 4) = 0
The equation has distinct real roots and ݉ଵ = 1,݉ଶ = 2 and
݉ଷ = 4, therefore the general solution is,
‫ܿ = ݕ‬ଵ ݁ ௫ + ܿଶ ݁ ଶ௫ + ܿଷ ݁ ସ௫
Example 2.
Solve ‫ ݕ‬ƍƍƍ െ ‫ ݕ‬ƍƍ െ 4‫ ݕ‬ƍ + 4‫ = ݕ‬0.

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Solution:
The equation is equal to (‫ ܦ‬ଷ െ ‫ܦ‬ଶ െ 4‫ ܦ‬+ 4)‫ = ݕ‬0. The auxiliary
equation is ݉ଷ െ ݉ଶ െ 4݉ + 4 = 0, then the factors are,
(݉ െ 1)(݉ െ 2)(݉ + 2) = 0
The equation has the roots ݉ଵ = 1,݉ଶ = 2 and ݉ଷ = െ2, the roots
are distinct real, therefore,
‫ܿ = ݕ‬ଵ݁ ௫ + ܿଶ ݁ ଶ௫ + ܿଷ ݁ ିଶ௫
Example 3.
Solve ‫ ݕ‬ƍƍƍ െ 4‫ ݕ‬ƍƍ + 5‫ ݕ‬ƍ െ 2‫ = ݕ‬0.
Solution:
The equation is equal to (‫ ܦ‬ଷ െ 4‫ ܦ‬ଶ + 5‫ ܦ‬െ 2)‫ = ݕ‬0. The auxiliary
equation is ݉ଷ െ 4݉ଶ + 5݉ െ 2 = 0, then the factors are,
(݉ െ 2)(݉ െ 1)(݉ െ 1) = 0
The equation has a distinct real root ݉ଵ = 2 and double roots
݉ = 1, therefore, the general solution is,
‫ܿ = ݕ‬ଵ݁ ଶ௫ + ܿଶ ݁ ௫ + ܿଷ ‫ ݁ݔ‬௫
For special cases in which the complex roots of the auxiliary equation are
repeated, then we can consider the fourth case.

CASE IV: REPEATED COMPLEX ROOTS


If the auxiliary equation has repeated complex roots (ܽ ± ܾ݅) ଶ, then, the
solution is,
‫ ݁ = ݕ‬௔௫ (ܿଵ + ܿଶ ‫ )ݔ‬cosܾ‫ ݔ‬+ ݁ ௔௫ (ܿଷ + ܿସ ‫ )ݔ‬sin ܾ‫ݔ‬
Example(a)
Solve ‫ ݕ‬ƍƍƍƍ + 2‫ ݕ‬ƍƍ + ‫ = ݕ‬0.
Solution:
The equation is equal to (‫ ܦ‬ସ + 2‫ܦ‬ଶ + 1)‫ = ݕ‬0. The auxiliary equation is
݉ସ + 2݉ଶ + 1 = 0, thus, the factors are,
݉ସ + 2݉ଶ + 1 = (݉ଶ + 1) ଶ
and the roots are ݉ଵ = ݉ଶ = 0 ± ݅ and is repeated, therefore, ܽ = 0 and
ܾ = 1, therefore, solution is,
‫( ݁ = ݕ‬଴)௫ (ܿଵ + ܿଶ ‫ )ݔ‬cos ‫ ݔ‬+ ݁ (଴)௫ (ܿଷ + ܿସ‫ )ݔ‬sin ‫ݔ‬
‫ܿ( = ݕ‬ଵ + ܿଶ ‫ )ݔ‬cos‫ ݔ‬+ (ܿଷ + ܿସ‫ )ݔ‬sin ‫ݔ‬

Exercises
I. Solve the following linear differential equations.

1. ‫ ݕ‬ƍƍ െ 10‫ ݕ‬ƍ + 25‫ = ݕ‬0 Ans: ‫ܿ = ݕ‬ଵ ݁ ହ௫ + ܿଶ ‫ ݁ݔ‬ହ௫


2. ‫ ݕ‬ƍƍ െ 4‫ ݕ‬ƍ + 3‫ = ݕ‬0 Ans: ‫ܿ = ݕ‬ଵ ݁ ௫ + ܿଶ ݁ ଷ௫

3. 2‫ ݕ‬ƍƍ + ‫ ݕ‬ƍ െ 3‫ = ݕ‬0 Ans: ‫ܿ = ݕ‬ଵ ݁ ௫ + ܿଶ ݁ ିమ௫
4. ‫ ݕ‬ƍƍ + 4‫ ݕ‬ƍ + 7‫ = ݕ‬0 Ans: ‫ି ݁ = ݕ‬ଶ௫ ൫ܿଵ cosξ3‫ ݔ‬+ ܿଶ sin ξ3‫ݔ‬൯

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5. 2‫ ݕ‬ƍƍ െ 7‫ ݕ‬ƍ + 3‫ = ݕ‬0 Ans: ‫ܿ = ݕ‬ଵ ݁ ଷ௫ + ܿଶ݁ మ௫
6. ‫ ݕ‬ƍƍ െ 2‫ ݕ‬ƍ = 0 Ans: ‫ܿ = ݕ‬ଵ + ܿଶ ݁ ଶ௫
షవశξలభ షవషξలభ
௫ ௫
7. ‫ ݕ‬ƍƍ + 9‫ ݕ‬ƍ + 5‫ = ݕ‬0 Ans: ‫ܿ = ݕ‬ଵ ݁ మ + ܿଶ ݁ మ

భ భ
8. 4‫ ݕ‬ƍƍ െ 4‫ ݕ‬ƍ + ‫ = ݕ‬0 Ans: ‫ܿ = ݕ‬ଵ ݁ మ௫ + ܿଶ ‫ ݁ݔ‬మ௫
9. ‫ ݕ‬ƍƍƍ െ 9‫ ݕ‬ƍƍ + 27‫ ݕ‬ƍ െ 27‫ = ݕ‬0 Ans: ‫ܿ = ݕ‬ଵ ݁ ଷ௫ + ܿଶ‫ ݁ݔ‬ଷ௫ + ܿଷ ‫ ݔ‬ଶ ݁ ଷ௫
10. ‫ ݕ‬ƍƍƍ + 2‫ ݕ‬ƍƍ െ 13‫ ݕ‬ƍ + 10‫ = ݕ‬0 Ans: ‫ܿ = ݕ‬ଵ ݁ ିହ௫ + ܿଶ ݁ ଶ௫ + ܿଷ݁ ௫
ƍƍƍ
11. ‫ ݕ‬െ 4‫ = ݕ‬0 ƍ
Ans: ‫ܿ = ݕ‬ଵ + ܿଶ ݁ ଶ௫ + ܿଷ ݁ ିଶ௫
12. ‫ ݕ‬ƍƍƍ + 3‫ ݕ‬ƍƍ + 4‫ ݕ‬ƍ െ 8‫ = ݕ‬0 Ans: ‫ܿ = ݕ‬ଵ ݁ ௫ + ݁ ିଶ௫ (ܿଶ cos2‫ ݔ‬+ ܿଷ sin 2‫)ݔ‬
13. ‫( ݕ‬ସ) െ 4‫ ݕ‬ƍƍ = 0 Ans: ‫ܿ = ݕ‬ଵ + ܿଶ ‫ ݔ‬+ ܿଷ ݁ ଶ௫ + ܿସ ݁ ିଶ௫
(ସ) ƍƍ
14. ‫ݕ‬ + 8‫ ݕ‬+ 16‫ = ݕ‬0 Ans: ‫ܿ( = ݕ‬ଵ + ܿଶ ‫ )ݔ‬cos2‫ ݔ‬+ (ܿଷ + ܿସ ‫ )ݔ‬sin 2‫ݔ‬
(ସ) ƍƍ
15. ‫ݕ‬ + 4‫ ݕ‬+ 4‫ = ݕ‬0 Ans: ‫ܿ( = ݕ‬ଵ + ܿଶ ‫ )ݔ‬cosξ2 ‫ ݔ‬+ (ܿଷ + ܿସ ‫ )ݔ‬sin ξ2 ‫ݔ‬

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Author: Harold Jan R. Terano, ECE, ME


Chapter 12

NON-HOMOGENEOUS LINEAR
DIFFERENTIAL EQUATIONS
WITH CONSTANT
COEFFICIENTS
Outline:
12.1 Non-Homogeneous Linear Differential Equations
12.2 The Method of Reduction of Order
12.3 The Method of Undetermined Coefficients
12.4 The Method of Variation of Parameters
12.5 Short Methods
12.6 Initial Value Problems for Linear Differential Equations

Overview:
The solution of a non-homogeneous linear differential equation with constant
coefficients is a combination of the particular integral and the complementary
function. The complementary function of a differential equation is already discussed
in the previous chapter. It is the general solution of the associated homogeneous
differential equation. The particular integral will be discussed in this chapter.

Objectives:
Upon completion of this chapter, the students will be able to:
1. Define non-homogeneous linear differential equations.
2. Determine non-homogeneous linear differential equations.
3. Differentiate complementary function and particular integral.
4. Solve non-homogeneous linear differential equations using the method of
reduction of order, method of undetermined coefficients, method of variation of
parameters and short methods.
5. Solve linear differential equations given an initial or boundary conditions.

95
12.1 Non-Homogeneous Linear Differential Equations
A differential equation of the form,
ܽ଴ ‫( ݕ‬௡) + ܽଵ ‫( ݕ‬௡ିଵ) + ‫ ڮ‬+ ܽ௡ିଵ ‫ ݕ‬ƍ + ܽ௡ ‫ )ݔ(݂ = ݕ‬or
(ܽ଴‫ ܦ‬௡ + ܽଵ ‫ ܦ‬௡ିଵ + ‫ ڮ‬+ ܽ௡ିଵ ‫ ܦ‬+ ܽ௡ )‫)ݔ(݂ = ݕ‬
is called an nth-order non-homogeneous linear differential equation where ݂(‫ )ݔ‬is a
nonzero function. The associated homogeneous differential equation is,
ܽ଴ ‫( ݕ‬௡) + ܽଵ ‫( ݕ‬௡ିଵ) + ‫ ڮ‬+ ܽ௡ିଵ ‫ ݕ‬ƍ + ܽ௡ ‫ = ݕ‬0 or
(ܽ଴‫ ܦ‬௡ + ܽଵ ‫ ܦ‬௡ିଵ + ‫ ڮ‬+ ܽ௡ିଵ ‫ ܦ‬+ ܽ௡ )‫ = ݕ‬0
The general solution of a non-homogeneous differential equation is,
‫ݕ = ݕ‬஼ + ‫ݕ‬௉
where ‫ݕ‬௉ is the particular solution or particular integral and ‫ݕ‬஼ is the general
solution of the associated homogeneous differential equation or the complementary
function.

12.2 The Method of Reduction of Order


The method of reduction of order is applicable in finding the particular solution
considering the following,
1. That the roots of the auxiliary equation are all real.
2. That the order of the differential equation is not too large.
3. That the functional operator is expressible in factored form.
To find the particular solution by the method of reduction of order, first write
the factored form of the roots of the auxiliary equation, such as,
(‫ ܦ‬െ ݉ଵ )(‫ ܦ‬െ ݉ଶ ) …(‫ ܦ‬െ ݉௡ )‫)ݔ(݂ = ݕ‬
Let (‫ ܦ‬െ ݉ଶ )(‫ ܦ‬െ ݉ଷ ) …(‫ ܦ‬െ ݉௡ )‫ݖ = ݕ‬, therefore,
(‫ ܦ‬െ ݉ଵ )‫)ݔ(݂ = ݖ‬
And the corresponding differential equation is,
ௗ௭
െ ݉ଵ ‫)ݔ(݂ = ݖ‬
ௗ௫

The differential equation reduces to first-order linear differential equation and


can be solve using the solution for this type of differential equation, such that, the
solution will be,
‫)ݔ(݃ = ݖ‬
Then, substitute the obtained solution ‫ )ݔ(݃ = ݖ‬to (‫ ܦ‬െ ݉ଶ )(‫ ܦ‬െ ݉ଷ ) …(‫ ܦ‬െ
݉௡ )‫ݖ = ݕ‬, and reduces to,
(‫ ܦ‬െ ݉ଶ )(‫ ܦ‬െ ݉ଷ ) …(‫ ܦ‬െ ݉௡ )‫)ݔ(݃ = ݕ‬
Once more, let (‫ ܦ‬െ ݉ଷ )(‫ ܦ‬െ ݉ସ ) …(‫ ܦ‬െ ݉௡ )‫ ݒ = ݕ‬and reduces to,
(‫ ܦ‬െ ݉ଶ )‫)ݔ(݃ = ݒ‬
And again, the resulting differential equation is a first-order linear differential
equation and can be solve using the solution for this type of differential equation.

96
Repeat the procedure until the last factor is reached, such as,
(‫ ܦ‬െ ݉௡ )‫)ݔ(ߴ = ݕ‬
and give the solution ‫ݕ = ݕ‬௣ = ‫)ݔ(ܨ‬.

Example 1.
Solve ‫ ݕ‬ƍƍ െ 4‫ ݕ‬ƍ + 4‫ = ݕ‬2‫ݔ‬.
Solution:
The equation is equal to (‫ ܦ‬ଶ െ 4‫ ܦ‬+ 4)‫ = ݕ‬2‫ݔ‬.
The auxiliary equation is,
(݉ଶ െ 4݉ + 4) = 0
(݉ െ 2)(݉ െ 2) = 0
The roots are ݉ଵ = ݉ଶ = 2.
The complementary function ‫ݕ‬௖ is,
‫ݕ‬஼ = ܿଵ݁ ଶ௫ + ܿଶ ‫ ݁ݔ‬ଶ௫
The factored form of the equation is,
(‫ ܦ‬െ 2)(‫ ܦ‬െ 2)‫ = ݕ‬2‫ݔ‬
To find the particular integral ‫ݕ‬௉ by the method of reduction of
order, let ‫ ܦ( = ݖ‬െ 2)‫ ݕ‬and (‫ ܦ‬െ 2)‫ = ݖ‬2‫ݔ‬.
The resulting differential equation is,
(‫ ܦ‬െ 2)‫ = ݖ‬2‫ݔ‬
ௗ௭
െ 2‫ = ݖ‬2‫ݔ‬
ௗ௫
The equation is a first-order linear equation with ܲ(‫ = )ݔ‬െ2 and
ܳ(‫ = )ݔ‬2‫ݔ‬, then ‫ܫ‬. ‫ି ݁ = ܨ‬ଶ ‫ ׬‬ௗ௫ = ݁ ିଶ௫ , therefore, the solution is,
‫ି ݁ݖ‬ଶ௫ = 2 ‫ି ݁ ݔ ׬‬ଶ௫ ݀‫ݔ‬
For 2 ‫ି ݁ ݔ ׬‬ଶ௫ ݀‫ݔ‬, by integration by parts,

Let ‫ ݔ = ݑ‬and ݀‫ି ݁ = ݒ‬ଶ௫ ݀‫ݔ‬, thus, ݀‫ ݔ݀ = ݑ‬and ‫ = ݒ‬െ ݁ ିଶ௫ ,

therefore,
ଵ ଵ
2 ‫ି ݁ ݔ ׬‬ଶ௫ ݀‫ = ݔ‬2 ቀെ ଶ ‫ି ݁ݔ‬ଶ௫ + ଶ ‫ି ݁ ׬‬ଶ௫ ݀‫ݔ‬ቁ

= െ‫ି ݁ݔ‬ଶ௫ െ ଶ ݁ ିଶ௫ + ܿ
Then,

‫ି ݁ݖ‬ଶ௫ = െ‫ି ݁ݔ‬ଶ௫ െ ݁ ିଶ௫ , (ܿ is omitted)


‫ = ݖ‬െ‫ ݔ‬െ

Substitute the obtained solution to ‫ ܦ( = ݖ‬െ 2)‫ݕ‬, thus,

െ‫ ݔ‬െ ଶ = (‫ ܦ‬െ 2)‫ݕ‬

And the resulting differential equation is,


ௗ௬ ଵ
െ 2‫ = ݕ‬െ‫ ݔ‬െ
ௗ௫ ଶ

Again, the equation is a first-order linear differential equation with



ܲ( ‫ = ) ݔ‬െ2 and ܳ( ‫ = ) ݔ‬െ‫ ݔ‬െ ଶ, then ‫ܫ‬. ‫ܨ‬. = ݁ ିଶ ‫ ׬‬ௗ௫ = ݁ ିଶ௫ , thus,

97

‫ି ݁ݕ‬ଶ௫ = ‫ ׬‬ቀെ‫ ݔ‬െ ଶቁ ݁ ିଶ௫ ݀‫ݔ‬

‫ି ݁ݕ‬ଶ௫ = െ ‫ି ݁ݔ ׬‬ଶ௫ ݀‫ ݔ‬െ ‫ି ݁ ׬‬ଶ௫ ݀‫ݔ‬

ଵ ଵ ଵ
‫ି ݁ݕ‬ଶ௫ = െ ቀെ ଶ ‫ି ݁ݔ‬ଶ௫ + ଶ ‫ି ݁ ׬‬ଶ௫ ݀‫ݔ‬ቁ + ସ ݁ ିଶ௫
ଵ ଵ ଵ
‫ି ݁ݕ‬ଶ௫ = ‫ି ݁ݔ‬ଶ௫ + ݁ ିଶ௫ + ݁ ିଶ௫
ଶ ସ ସ
ଵ ଵ
‫ݔ =ݕ‬+
ଶ ଶ
Therefore,
ଵ ଵ
‫ݕ‬௉ = ଶ ‫ ݔ‬+ ଶ

Then, the general solution is,


‫ݕ = ݕ‬஼ + ‫ݕ‬௉
ଵ ଵ
‫ܿ = ݕ‬ଵ݁ ଶ௫ + ܿଶ ‫ ݁ݔ‬ଶ௫ + ‫ ݔ‬+
ଶ ଶ

Example 2.
Solve ‫ ݕ‬ƍƍƍ െ ‫ ݕ‬ƍƍ െ 4‫ ݕ‬ƍ + 4‫ = ݕ‬3݁ ି௫ .
Solution:
The equation is equal to (‫ ܦ‬ଷ െ ‫ܦ‬ଶ െ 4‫ ܦ‬+ 4)‫ = ݕ‬3݁ ି௫ .
The auxiliary equation is,
(݉ଷ െ ݉ଶ െ 4݉ + 4) = 0
(݉ െ 1)(݉ െ 2)(݉ + 2) = 0
The roots are ݉ଵ = 1,݉ଶ = 2 and ݉ଷ = െ2.
The complementary function ‫ݕ‬௖ is,
‫ݕ‬஼ = ܿଵ ݁ ௫ + ܿଶ ݁ ଶ௫ + ܿଷ ݁ ିଶ௫
The factored form of the equation is,
(‫ ܦ‬െ 1)(‫ ܦ‬െ 2)(‫ ܦ‬+ 2)‫ = ݕ‬3݁ ି௫
To find the particular integral ‫ݕ‬௉ by the method of reduction of
order, let ‫ ܦ( = ݖ‬െ 1)(‫ ܦ‬െ 2)‫ ݕ‬and (‫ ܦ‬+ 2)‫ = ݖ‬3݁ ି௫ .
The resulting differential equation is,
(‫ ܦ‬+ 2)‫ = ݖ‬3݁ ି௫
ௗ௭
+ 2‫ = ݖ‬3݁ ି௫
ௗ௫

The equation is a first-order linear equation with ܲ(‫ = )ݔ‬2 and


ܳ(‫ = )ݔ‬3݁ ି௫ , then ‫ܫ‬.‫ ݁ = ܨ‬ଶ ‫ ׬‬ௗ௫ = ݁ ଶ௫ , therefore, the solution is,
‫ ݁ݖ‬ଶ௫ = 3 ‫ି ݁ ׬‬௫ ݁ ଶ௫ ݀‫ݔ‬
‫ ݁ݖ‬ଶ௫ = 3 ‫ ݁ ׬‬௫ ݀‫ݔ‬
‫ ݁ݖ‬ଶ௫ = 3݁ ௫
‫ = ݖ‬3݁ ି௫
Substitute the obtained solution to ‫ ܦ( = ݖ‬െ 1)(‫ ܦ‬െ 2)‫ݕ‬, thus,
3݁ ି௫ = (‫ ܦ‬െ 1)(‫ ܦ‬െ 2)‫ݕ‬
(‫ ܦ‬െ 1)(‫ ܦ‬െ 2)‫ = ݕ‬3݁ ି௫

98
And let (‫ ܦ‬െ 1)‫ݒ = ݕ‬, thus,
(‫ ܦ‬െ 2)‫ = ݒ‬3݁ ି௫
The resulting differential equation is,
ௗ௩
െ 2‫ = ݒ‬3݁ ି௫
ௗ௫

Again, the equation is a first-order linear differential equation with


ܲ(‫ = )ݔ‬െ2 and ܳ(‫ = )ݔ‬3݁ ି௫ , then ‫ܫ‬. ‫ܨ‬.= ݁ ିଶ ‫ ׬‬ௗ௫ = ݁ ିଶ௫ , thus,
‫ି ݁ݒ‬ଶ௫ = 3 ‫ି ݁ ׬‬௫ ݁ ିଶ௫ ݀‫ݔ‬
‫ି ݁ݒ‬ଶ௫ = 3 ‫ି ݁ ׬‬ଷ௫ ݀‫ݔ‬
‫ି ݁ݒ‬ଶ௫ = െ݁ ିଷ௫
‫ = ݒ‬െ݁ ି௫
Then, substitute this back to the second reduction (‫ ܦ‬െ 1)‫ݒ = ݕ‬,
thus,
(‫ ܦ‬െ 1)‫ = ݕ‬െ݁ ି௫
The corresponding differential equation is,
ௗ௬
െ ‫ = ݕ‬െ݁ ି௫
ௗ௫

which is a first-order linear differential equation with ܲ(‫ = )ݔ‬െ1 and


ܳ(‫ = )ݔ‬െ݁ ି௫ , then, ‫ܫ‬.‫ܨ‬. = ݁ ି ‫ ׬‬ௗ௫ = ݁ ି௫ , thus,
‫ି ݁ݕ‬௫ = ‫ି ݁(׬‬௫ )(െ݁ ି௫ )݀‫ݔ‬
‫ି ݁ݕ‬௫ = െ ‫ି ݁ ׬‬ଶ௫ ݀‫ݔ‬

‫ି ݁ݕ‬௫ = ଶ
݁ ିଶ௫

‫ = ݕ‬ଶ ݁ ି௫
Therefore,

‫ݕ‬௉ = ݁ ି௫

Then, the general solution is,
‫ݕ = ݕ‬஼ + ‫ݕ‬௉

‫ܿ = ݕ‬ଵ ݁ ௫ + ܿଶ ݁ ଶ௫ + ܿଷ ݁ ିଶ௫ + ଶ ݁ ି௫

Example 3.
Solve ‫ ݕ‬ƍƍ െ ‫ ݕ‬ƍ െ 2‫ = ݕ‬2݁ ିସ௫ + 3‫ݔ‬.
Solution:
The equation is equal to (‫ ܦ‬ଶ െ ‫ ܦ‬െ 2)‫ = ݕ‬2݁ ିସ௫ + 3‫ݔ‬.
The auxiliary equation is,
(݉ଶ െ ݉ െ 2) = 0
(݉ െ 2)(݉ + 1) = 0
The roots are ݉ଵ = 2 and ݉ଶ = െ1.
The complementary function ‫ݕ‬௖ is,
‫ݕ‬஼ = ܿଵ݁ ଶ௫ + ܿଶ ݁ ି௫

99
The factored form of the equation is,
(‫ ܦ‬െ 2)(‫ ܦ‬+ 1)‫ = ݕ‬2݁ ିସ௫ + 3‫ݔ‬
To find the particular integral ‫ݕ‬௉ by the method of reduction of
order, let ‫ ܦ( = ݖ‬+ 1)‫ ݕ‬and (‫ ܦ‬െ 2)‫ = ݖ‬2݁ ିସ௫ + 3‫ݔ‬.
The resulting differential equation is,
(‫ ܦ‬െ 2)‫ = ݖ‬2݁ ିସ௫ + 3‫ݔ‬
ௗ௭
െ 2‫ ܦ( = ݖ‬െ 2)‫ = ݖ‬2݁ ିସ௫ + 3‫ݔ‬
ௗ௫

The equation is a first-order linear equation with ܲ(‫ = )ݔ‬െ2 and


ܳ(‫ = )ݔ‬2݁ ିସ௫ + 3‫ݔ‬, then ‫ܫ‬.‫ି ݁ = ܨ‬ଶ ‫ ׬‬ௗ௫ = ݁ ିଶ௫ , therefore, the solution is,
‫ି ݁ݖ‬ଶ௫ = ‫(׬‬2݁ ିସ௫ + 3‫ି ݁ )ݔ‬ଶ௫ ݀‫ݔ‬
‫ି ݁ݖ‬ଶ௫ = 2 ‫଺ି ݁ ׬‬௫ ݀‫ ݔ‬+ 3 ‫ି ݁ݔ ׬‬ଶ௫ ݀‫ݔ‬

‫ି ݁ݖ‬ଶ௫ = 2 ቀെ ቁ ݁ ି଺௫ + 3 ‫ି ݁ݔ ׬‬ଶ௫ ݀‫ݔ‬

For 3 ‫ି ݁ ݔ ׬‬ଶ௫ ݀‫ݔ‬, by integration by parts,



Let ‫ ݔ = ݑ‬and ݀‫ି ݁ = ݒ‬ଶ௫ ݀‫ݔ‬, thus, ݀‫ ݔ݀ = ݑ‬and ‫ = ݒ‬െ ଶ ݁ ିଶ௫ ,
therefore,
ଵ ଵ
3 ‫ି ݁ ݔ ׬‬ଶ௫ ݀‫ = ݔ‬3 ቀെ ଶ ‫ି ݁ݔ‬ଶ௫ + ଶ ‫ି ݁ ׬‬ଶ௫ ݀‫ݔ‬ቁ
ଷ ଷ
= െ ଶ ‫ି ݁ݔ‬ଶ௫ െ ସ ݁ ିଶ௫
Then,
ଵ ଷ ଷ
‫ି ݁ݖ‬ଶ௫ = െ ݁ ି଺௫ െ ‫ି ݁ݔ‬ଶ௫ െ ݁ ିଶ௫
ଷ ଶ ସ
ଵ ଷ ଷ
‫ = ݖ‬െ ଷ ݁ ିସ௫ െ ଶ ‫ ݔ‬െ ସ

Substitute the obtained solution to ‫ ܦ( = ݖ‬+ 1)‫ݕ‬, thus,


ଵ ଷ ଷ
(‫ ܦ‬+ 1)‫ = ݕ‬െ ݁ ିସ௫ െ ‫ ݔ‬െ
ଷ ଶ ସ
The resulting differential equation is,
ௗ௬ ଵ ଷ ଷ
ௗ௫
+ ‫ = ݕ‬െ ଷ ݁ ିସ௫ െ ଶ ‫ ݔ‬െ ସ

The equation is a first-order linear differential equation with ܲ(‫ = )ݔ‬1


ଵ ଷ ଷ
and ܳ(‫ = )ݔ‬െ ଷ ݁ ିସ௫ െ ଶ ‫ ݔ‬െ ସ, then ‫ܫ‬. ‫ܨ‬.= ݁ ‫ ׬‬ௗ௫ = ݁ ௫ .
Thus,
ଵ ଷ ଷ
‫ ݁ݕ‬௫ = ‫ ׬‬ቀെ ଷ ݁ ିସ௫ െ ଶ ‫ ݔ‬െ ସቁ (݁ ௫ )݀‫ݔ‬
ଵ ଷ ଷ
‫ ݁ݕ‬௫ = െ ଷ ‫ି ݁ ׬‬ଷ௫ ݀‫ ݔ‬െ ଶ ‫ ݁ݔ ׬‬௫ ݀‫ ݔ‬െ ସ ‫ ݁ ׬‬௫ ݀‫ݔ‬
ଵ ଷ ଷ
‫ ݁ݕ‬௫ = ݁ ିଷ௫ െ ‫ ݁ݔ ׬‬௫ ݀‫ ݔ‬െ ݁ ௫
ଽ ଶ ସ

For ‫ ݁ݔ ׬‬௫ ݀‫ݔ‬, by integration by parts,


Let ‫ ݔ = ݑ‬and ݀‫ ݁ = ݒ‬௫ ݀‫ݔ‬, thus, ݀‫ ݔ݀ = ݑ‬and ‫ ݁ = ݒ‬௫ , thus,
‫ ݁ݔ ׬‬௫ ݀‫ ݁ݔ = ݔ‬௫ െ ‫ ݁ ׬‬௫ ݀‫ݔ‬
= ‫ ݁ݔ‬௫ െ ݁ ௫

100
Therefore,
ଵ ଷ ଷ
‫ ݁ݕ‬௫ = ଽ
݁ ିଷ௫ െ ଶ (‫ ݁ݔ‬௫ െ ݁ ௫ ) െ ସ ݁ ௫
ଵ ଷ ଷ
‫ ݁ݕ‬௫ = ଽ
݁ ିଷ௫ െ ଶ ‫ ݁ݔ‬௫ + ସ ݁ ௫
ଵ ଷ ଷ
‫=ݕ‬ ݁ ିସ௫ െ ‫ ݔ‬+
ଽ ଶ ସ
Thus,
ଵ ିସ௫ ଷ ଷ
‫ݕ‬௉ = ଽ
݁ െ ଶ‫ ݔ‬+ ସ

Then, the general solution is,


‫ݕ = ݕ‬஼ + ‫ݕ‬௉
ଵ ଷ ଷ
‫ܿ = ݕ‬ଵ ݁ ଶ௫ + ܿଶ ݁ ି௫ + ݁ ିସ௫ െ ‫ ݔ‬+
ଽ ଶ ସ

12.3 The Method of Undetermined Coefficients


To find the particular integral ‫ݕ‬௉ of a non-homogeneous differential equation,
the method of undetermined coefficient is applicable. For the function ݂(‫)ݔ‬, the
following cases are applicable.

Case 1: For ࢌ(࢞) = ࢖࢔ (࢞) an nth-degree polynomial in ‫ݔ‬. The particular integral is
‫ݕ‬௉ = ‫ܣ‬௡ ‫ ݔ‬௡ + ‫ܣ‬௡ିଵ‫ ݔ‬௡ିଵ + ‫ ڮ‬+ ‫ܣ‬ଵ ‫ ݔ‬+ ‫ܣ‬଴
where ‫ܣ‬௡ ,‫ܣ‬௡ିଵ ,…, ‫ܣ‬ଵ ,‫ܣ‬଴ are constants to be determined.

Example 1.
Solve ‫ ݕ‬ƍƍ െ 4‫ ݕ‬ƍ + 4‫ = ݕ‬2‫ݔ‬.
Solution:
The equation is equal to (‫ ܦ‬ଶ െ 4‫ ܦ‬+ 4)‫ = ݕ‬2‫ݔ‬.
The complementary function is,
‫ݕ‬஼ = ܿଵ݁ ଶ௫ + ܿଶ ‫ ݁ݔ‬ଶ௫
For the particular integral, since ݂(‫ݔ = )ݔ‬, a first-degree polynomial,
the assumption is,
‫ݕ‬௉ = ‫ܣ‬ଵ ‫ ݔ‬+ ‫ܣ‬଴
Then, find ‫ݕ‬௉ƍ and ‫ݕ‬௉ƍƍ , thus,
‫ݕ‬௉ƍ = ‫ܣ‬ଵ
‫ݕ‬௉ƍƍ = 0
Substitute to the differential equation,
0 െ 4‫ܣ‬ଵ + 4(‫ܣ‬ଵ ‫ ݔ‬+ ‫ܣ‬଴ ) = 2‫ݔ‬
4‫ܣ‬ଵ ‫ ݔ‬+ (െ4‫ܣ‬ଵ + 4‫ܣ‬଴ ) = 2‫ݔ‬
Equating the coefficients of similar powers of ‫ݔ‬, we have,

4‫ܣ‬ଵ = 2 or ‫ܣ‬ଵ =

101

െ4‫ܣ‬ଵ + 4‫ܣ‬଴ = 0 or ‫ܣ‬଴ = ‫ܣ‬ଵ, ‫ܣ‬଴ =

Thus,
‫ݕ‬௉ = ‫ܣ‬ଵ ‫ ݔ‬+ ‫ܣ‬଴
ଵ ଵ
‫ݕ‬௉ = ‫ݔ‬+
ଶ ଶ

Therefore, the solution is,


‫ݕ = ݕ‬஼ + ‫ݕ‬௉
ଵ ଵ
‫ܿ = ݕ‬ଵ݁ ଶ௫ + ܿଶ ‫ ݁ݔ‬ଶ௫ + ଶ ‫ ݔ‬+ ଶ

Example 2.
Solve ‫ ݕ‬ƍƍ + ‫ ݕ‬ƍ െ 2‫ ݔ = ݕ‬ଶ .
Solution:
The equation is equal to (‫ ܦ‬ଶ + ‫ ܦ‬െ 2)‫ ݔ = ݕ‬ଶ.

The complementary solution is,


‫ݕ‬஼ = ܿଵ ݁ ௫ + ܿଶ ݁ ିଶ௫
For the particular integral, since ݂(‫ ݔ = )ݔ‬ଶ , a second-degree
polynomial, the assumption is,
‫ݕ‬௉ = ‫ܣ‬ଶ ‫ ݔ‬ଶ + ‫ܣ‬ଵ‫ ݔ‬+ ‫ܣ‬଴
Then, find ‫ݕ‬௉ƍ and ‫ݕ‬௉ƍƍ , thus,
‫ݕ‬௉ƍ = 2‫ܣ‬ଶ ‫ ݔ‬+ ‫ܣ‬ଵ
‫ݕ‬௉ƍƍ = 2‫ܣ‬ଶ
Substitute to the differential equation,
2‫ܣ‬ଶ + (2‫ܣ‬ଶ ‫ ݔ‬+ ‫ܣ‬ଵ ) െ 2(‫ܣ‬ଶ‫ ݔ‬ଶ + ‫ܣ‬ଵ‫ ݔ‬+ ‫ܣ‬଴ ) = ‫ ݔ‬ଶ
െ2‫ܣ‬ଶ‫ ݔ‬ଶ + (2‫ܣ‬ଶ െ 2‫ܣ‬ଵ)‫ ݔ‬+ (2‫ܣ‬ଶ + ‫ܣ‬ଵ െ 2‫ܣ‬଴) = ‫ ݔ‬ଶ
Equating the coefficients of similar powers of ‫ݔ‬, we have,

െ2‫ܣ‬ଶ = 1 or ‫ܣ‬ଶ = െ


2‫ܣ‬ଶ െ 2‫ܣ‬ଵ = 0 or ‫ܣ‬ଵ = ‫ܣ‬ଶ, ‫ܣ‬ଵ = െ

ଶ஺మ ା஺భ ଷ
2‫ܣ‬ଶ + ‫ܣ‬ଵ െ 2‫ܣ‬଴ = 0 or ‫ܣ‬଴ = , ‫ܣ‬଴ = െ
ଶ ସ
Thus,
ଵ ଵ ଷ
‫ݕ‬௉ = െ ଶ ‫ ݔ‬ଶ െ ଶ ‫ ݔ‬െ ସ

Therefore, the solution is,


‫ݕ = ݕ‬஼ + ‫ݕ‬௉
ଵ ଵ ଷ
‫ܿ = ݕ‬ଵ݁ ௫ + ܿଶ ݁ ିଶ௫ െ ‫ ݔ‬ଶ െ ‫ ݔ‬െ
ଶ ଶ ସ

Case 2: For ࢌ( ࢞) = ࢑ࢋࢇ࢞ where ݇ and ܽ are known constants. The particular
integral is
‫ݕ‬௉ = ‫ ݁ܣ‬௔௫
where ‫ ܣ‬is a constant to be determined.

102
Example 1.
Solve ‫ ݕ‬ƍƍ + 2‫ ݕ‬ƍ െ 3‫ ݁ = ݕ‬ଶ௫ .
Solution:
The equation is equal to (‫ ܦ‬ଶ + 2‫ ܦ‬െ 3)‫ ݁ = ݕ‬ଶ௫ .
The complementary function is,
‫ݕ‬஼ = ܿଵ݁ ௫ + ܿଶ ݁ ିଷ௫
For the particular integral, since ݂(‫ ݁ = )ݔ‬ଶ௫ , the assumption is,
‫ݕ‬௉ = ‫ ݁ܣ‬ଶ௫
Then, find ‫ݕ‬௉ƍ and ‫ݕ‬௉ƍƍ , thus,
‫ݕ‬௉ƍ = 2‫ ݁ܣ‬ଶ௫
‫ݕ‬௉ƍƍ = 4‫ ݁ܣ‬ଶ௫
Substitute to the differential equation,
4‫ ݁ܣ‬ଶ௫ + 2(2‫ ݁ܣ‬ଶ௫ ) െ 3‫ ݁ܣ‬ଶ௫ = ݁ ଶ௫
5‫ ݁ܣ‬ଶ௫ = ݁ ଶ௫

‫=ܣ‬

Thus,

‫ݕ‬௉ = ହ ݁ ଶ௫
Therefore, the solution is,
‫ݕ = ݕ‬஼ + ‫ݕ‬௉

‫ܿ = ݕ‬ଵ ݁ ௫ + ܿଶ ݁ ିଷ௫ + ݁ ଶ௫

Example 2.
Solve ‫ ݕ‬ƍƍƍ െ ‫ ݕ‬ƍƍ െ 4‫ ݕ‬ƍ + 4‫ = ݕ‬3݁ ି௫ .
Solution:
The equation is (‫ ܦ‬ଷ െ ‫ ܦ‬ଶ െ 4‫ ܦ‬+ 4)‫ = ݕ‬3݁ ି௫ .
The complementary function is,
‫ݕ‬஼ = ܿଵ݁ ௫ + ܿଶ ݁ ଶ௫ + ܿଷ݁ ିଶ௫
For the particular integral, since ݂(‫ = )ݔ‬3݁ ି௫ , the assumption is,
‫ݕ‬௉ = ‫ି ݁ܣ‬௫
Then, find ‫ݕ‬௉ƍ and ‫ݕ‬௉ƍƍ , thus,
‫ݕ‬௉ƍ = െ‫ି ݁ܣ‬௫
‫ݕ‬௉ƍƍ = ‫ି ݁ܣ‬௫
‫ݕ‬௉ƍƍƍ = െ‫ି ݁ܣ‬௫
Substitute to the differential equation,
െ‫ି ݁ܣ‬௫ െ ‫ି ݁ܣ‬௫ െ 4(െ‫ି ݁ܣ‬௫ ) + 4(‫ି ݁ܣ‬௫ ) = 3݁ ି௫

‫=ܣ‬

Thus,

‫ݕ‬௉ = ଶ ݁ ି௫
Therefore, the solution is,
‫ݕ = ݕ‬஼ + ‫ݕ‬௉

‫ܿ = ݕ‬ଵ ݁ ௫ + ܿଶ ݁ ଶ௫ + ܿଷ ݁ ିଶ௫ + ଶ ݁ ି௫

103
Case 3: For ࢌ(࢞) = ࢑૚ ‫ ࢞ࢇ ܖܑܛ‬+ ࢑૛ ‫࢞ࢇ ܛܗ܋‬ where ݇ଵ,݇ଶ and ܽ are known
constants. The particular integral is,
‫ݕ‬௉ = ‫ ܣ‬sin ܽ‫ ݔ‬+ ‫ ܤ‬cosܽ‫ݔ‬
where ‫ ܣ‬and ‫ ܤ‬are constants to be determined.

Example 1.
Solve ‫ ݕ‬ƍƍ െ 5‫ ݕ‬ƍ + 6‫ = ݕ‬sin 3‫ݔ‬.
Solution:
The equation is equal to (‫ ܦ‬ଶ െ 5‫ ܦ‬+ 6)‫ = ݕ‬sin 3‫ݔ‬.

The complementary function is,


‫ݕ‬஼ = ܿଵ ݁ ଶ௫ + ܿଶ ݁ ଷ௫
For the particular integral, since ݂(‫ = )ݔ‬sin 3‫ ݔ‬the assumption is,
‫ݕ‬௉ = ‫ ܣ‬sin 3‫ ݔ‬+ ‫ ܤ‬cos 3‫ݔ‬
Then, find ‫ݕ‬௉ƍ and ‫ݕ‬௉ƍƍ , thus,
‫ݕ‬௉ƍ = 3‫ ܣ‬cos3‫ ݔ‬െ 3‫ ܤ‬sin 3‫ݔ‬
‫ݕ‬௉ƍƍ = െ9‫ ܣ‬sin 3‫ ݔ‬െ 9‫ ܤ‬cos3‫ݔ‬
Substitute to the differential equation,
െ9‫ ܣ‬sin 3‫ ݔ‬െ 9‫ ܤ‬cos3‫ ݔ‬െ 5(3‫ ܣ‬cos3‫ ݔ‬െ 3‫ ܤ‬sin 3‫ )ݔ‬+ 6(‫ ܣ‬sin 3‫ ݔ‬+ ‫ ܤ‬cos3‫ = )ݔ‬sin 3‫ݔ‬
(െ3‫ ܣ‬+ 15‫ )ܤ‬sin 3‫ ݔ‬+ (െ15‫ ܣ‬െ 3‫ )ܤ‬cos3‫ = ݔ‬sin 3‫ݔ‬
Equating the coefficients of like terms, we have,
െ3‫ ܣ‬+ 15‫ = ܤ‬1
െ15‫ ܣ‬െ 3‫ = ܤ‬0
Solving the two equations,
ଵ ହ
‫ =ܣ‬െ and ‫= ܤ‬
଻଼ ଻଼
Thus,
ଵ ହ
‫ݕ‬௉ = െ ଻଼ sin 3‫ ݔ‬+ ଻଼ cos3‫ݔ‬
Therefore, the solution is,
‫ݕ = ݕ‬஼ + ‫ݕ‬௉
ଵ ହ
‫ܿ = ݕ‬ଵ݁ ଶ௫ + ܿଶ ݁ ଷ௫ െ sin 3‫ ݔ‬+ cos3‫ݔ‬
଻଼ ଻଼

Case 4: For ࢌ(࢞) = ࢋࢇ࢞ ࢖࢔ (࢞), a product of polynomial and exponential function,
where ܽ is a known constant. The particular integral is,
‫ݕ‬௉ = ݁ ௔௫ (‫ܣ‬௡ ‫ ݔ‬௡ + ‫ܣ‬௡ିଵ‫ ݔ‬௡ିଵ + ‫ ڮ‬+ ‫ܣ‬ଵ ‫ ݔ‬+ ‫ܣ‬଴ )
where ‫ ܣ‬is a constant to be determined.

Example 1.
Solve ‫ ݕ‬ƍƍ െ 9‫ ݔ = ݕ‬ଶ ݁ ଶ௫ .
Solution:
The equation is equal to (‫ ܦ‬ଶ െ 9)‫ ݔ = ݕ‬ଶ ݁ ଶ௫ .

104
The complementary solution is,
‫ݕ‬஼ = ܿଵ݁ ଷ௫ + ܿଶ ݁ ିଷ௫
For the particular integral, since ݂(‫ ݔ = )ݔ‬ଶ ݁ ଶ௫ , the assumption is,
‫ݕ‬௉ = ݁ ଶ௫ (‫ܣ‬ଶ ‫ ݔ‬ଶ + ‫ܣ‬ଵ ‫ ݔ‬+ ‫ܣ‬଴ )
‫ݕ‬௉ = ‫ܣ‬ଶ ‫ ݔ‬ଶ݁ ଶ௫ + ‫ܣ‬ଵ‫ ݁ݔ‬ଶ௫ + ‫ܣ‬଴݁ ଶ௫
Then, find ‫ݕ‬௉ƍ and ‫ݕ‬௉ƍƍ , thus,
‫ݕ‬௉ƍ = 2‫ܣ‬ଶ ‫ ݔ‬ଶ ݁ ଶ௫ + 2‫ܣ‬ଶ ‫ ݁ݔ‬ଶ௫ + 2‫ܣ‬ଵ‫ ݁ݔ‬ଶ௫ + ‫ܣ‬ଵ ݁ ଶ௫ + 2‫ܣ‬଴ ݁ ଶ௫
‫ݕ‬௉ƍƍ = 4‫ܣ‬ଶ ‫ ݔ‬ଶ ݁ ଶ௫ + 8‫ܣ‬ଶ ‫ ݁ݔ‬ଶ௫ + 2‫ܣ‬ଶ݁ ଶ௫ + 4‫ܣ‬ଵ ‫ ݁ݔ‬ଶ௫ + 4‫ܣ‬ଵ݁ ଶ௫ + 4‫ܣ‬଴݁ ଶ௫
Substitute to the differential equation,
(‫ܦ‬ଶ െ 9)‫ ݔ = ݕ‬ଶ ݁ ଶ௫
4‫ܣ‬ଶ ‫ ݔ‬ଶ ݁ ଶ௫ + 8‫ܣ‬ଶ ‫ ݁ݔ‬ଶ௫ + 2‫ܣ‬ଶ ݁ ଶ௫ + 4‫ܣ‬ଵ ‫ ݁ݔ‬ଶ௫ + 4‫ܣ‬ଵ݁ ଶ௫ + 4‫ܣ‬଴ ݁ ଶ௫ െ
9[‫ܣ‬ଶ ‫ ݔ‬ଶ ݁ ௔௫ + ‫ܣ‬ଵ ‫ ݁ݔ‬௔௫ + ‫ܣ‬଴ ݁ ௔௫ ] = ‫ ݔ‬ଶ ݁ ଶ௫ 
െ5‫ܣ‬ଶ ‫ݔ‬ଶ + 8‫ܣ‬ଶ ‫ ݔ‬+ 2‫ܣ‬ଶ െ 5‫ܣ‬ଵ ‫ ݔ‬+ 4‫ܣ‬ଵ െ 5‫ܣ‬଴ = ‫ ݔ‬ଶ
Equating the coefficients of like terms, we have,
െ5‫ܣ‬ଶ = 1

‫ܣ‬ଶ = െ

8‫ܣ‬ଶ െ 5‫ܣ‬ଵ = 0

8 ቀെ ହቁ െ 5‫ܣ‬ଵ = 0

‫ܣ‬ଵ = െ ଶହ

2‫ܣ‬ଶ + 4‫ܣ‬ଵ െ 5‫ܣ‬଴ = 0


ଵ ଼
2 ቀെ ቁ + 4 ቀെ ቁ െ 5‫ܣ‬଴ = 0
ହ ଶହ
ସଶ
‫ܣ‬଴ = െ ଵଶହ
Thus,
ଵ ଼ ସଶ
‫ݕ‬௉ = െ ‫ ݔ‬ଶ ݁ ଶ௫ െ ‫ ݁ݔ‬ଶ௫ െ ݁ ଶ௫
ହ ଶହ ଵଶହ

Therefore, the solution is,


‫ݕ = ݕ‬஼ + ‫ݕ‬௉
ଵ ଼ ସଶ
‫ܿ = ݕ‬ଵ ݁ ଷ௫ + ܿଶ ݁ ିଷ௫ െ ହ ‫ ݔ‬ଶ ݁ ଶ௫ െ ଶହ ‫ ݁ݔ‬ଶ௫ െ ଵଶହ ݁ ଶ௫

12.4 The Method of Variation of Parameters


Variation of parameters is another method of finding the particular solution of
a certain non-homogeneous differential equation.
Given the complementary function,
‫ݕ‬஼ = ܿଵ‫ )ݔ(ݕ‬ଵ + ܿଶ ‫ )ݔ(ݕ‬ଶ + ‫ ڮ‬+ ܿ௡ ‫ )ݔ(ݕ‬௡

105
The particular integral has the form,
‫ݕ‬௉ = ‫ݒ‬ଵ ‫ݕ‬ଵ + ‫ ݒ‬ଶ‫ݕ‬ଶ + ‫ ڮ‬+ ‫ݒ‬௡ ‫ݕ‬௡
To solve for ‫ݒ‬ଵ,‫ݒ‬ଶ, ‫ݒ‬ଷ,… solve the following linear equation simultaneously,
‫ݒ‬ଵƍ ‫ݕ‬ଵ + ‫ݒ‬ଶƍ ‫ݕ‬ଶ + ‫ ڮ‬+ ‫ݒ‬௡ƍ ‫ݕ‬௡ = 0
‫ݒ‬ଵƍ ‫ݕ‬ଵƍ + ‫ݒ‬ଶƍ ‫ݕ‬ଶƍ + ‫ ڮ‬+ ‫ݒ‬௡ƍ ‫ݕ‬௡ƍ = 0
.
.
(௡ିଶ) (௡ିଶ) (௡ିଶ)
‫ݒ‬ଵƍ ‫ݕ‬ଵ  + ‫ݒ‬ଶƍ ‫ݕ‬ଶ + ‫ ڮ‬+ ‫ݒ‬௡ƍ ‫ݕ‬௡ = 0
(௡ିଵ) (௡ିଵ) (௡ିଵ)
‫ݒ‬ଵƍ ‫ݕ‬ଵ  + ‫ݒ‬ଶƍ ‫ݕ‬ଶ + ‫ ڮ‬+ ‫ݒ‬௡ƍ ‫ݕ‬௡ = ݂(‫)ݔ‬
For special cases where ݊ = 3, we have
‫ݒ‬ଵƍ ‫ݕ‬ଵ + ‫ݒ‬ଶƍ ‫ݕ‬ଶ + ‫ݒ‬ଷƍ ‫ݕ‬ଷ = 0
‫ݒ‬ଵƍ ‫ݕ‬ଵƍ + ‫ݒ‬ଶƍ ‫ݕ‬ଶƍ + ‫ݒ‬ଷƍ ‫ݕ‬ଷƍ = 0
‫ݒ‬ଵƍ ‫ݕ‬ଵƍƍ + ‫ݒ‬ଶƍ ‫ݕ‬ଶƍƍ + ‫ݒ‬ଷƍ ‫ݕ‬ଷƍƍ = ݂(‫)ݔ‬
For ݊ = 2,
‫ݒ‬ଵƍ ‫ݕ‬ଵ + ‫ݒ‬ଶƍ ‫ݕ‬ଶ = 0
‫ݒ‬ଵƍ ‫ݕ‬ଵƍ + ‫ݒ‬ଶƍ ‫ݕ‬ଶƍ = ݂(‫)ݔ‬
Example 1.
Solve ‫ ݕ‬ƍƍ + 2‫ ݕ‬ƍ െ 3‫ ݁ = ݕ‬ଶ௫ .
Solution:
The equation is equal to (‫ ܦ‬ଶ + 2‫ ܦ‬െ 3)‫ ݁ = ݕ‬ଶ௫ .
The complementary function is,
‫ݕ‬஼ = ܿଵ ݁ ௫ + ܿଶ ݁ ିଷ௫
For the particular integral, by variation of parameters, we have
‫ݕ‬௉ = ‫ݒ‬ଵ ݁ ௫ + ‫ݒ‬ଶ ݁ ିଷ௫
Since, ‫ݕ‬ଵ = ݁ ௫ and ‫ݕ‬ଶ = ݁ ିଷ௫ , thus, ‫ݕ‬ଵƍ = ݁ ௫ and ‫ݕ‬ଶƍ = െ3݁ ିଷ௫ ,
substituting to the systems of equation for ݊ = 2,
‫ݒ‬ଵƍ ݁ ௫ + ‫ݒ‬ଶƍ ݁ ିଷ௫ = 0
‫ݒ‬ଵƍ ݁ ௫ + ‫ݒ‬ଶƍ (െ3݁ ିଷ௫ ) = ݁ ଶ௫ 
Solving the equation simultaneously, we have,

‫ݒ‬ଵƍ = ݁௫


‫ݒ‬ଶƍ = െ ݁ ହ௫

Then, find for ‫ݒ‬ଵ and ‫ݒ‬ଶ by integrating ‫ݒ‬ଵƍ and ‫ݒ‬ଶƍ with respect to
‫ݔ‬, thus,
ଵ ଵ
‫ݒ‬ଵ = ସ ‫ ݁ ׬‬௫ ݀‫ = ݔ‬ସ ݁ ௫
ଵ ଵ
‫ݒ‬ଶ = െ ‫ ݁ ׬‬ହ௫ ݀‫ = ݔ‬െ ݁ ହ௫
ସ ଶ଴

106
Substitute the values of ‫ݒ‬ଵ and ‫ݒ‬ଶ to ‫ݕ‬௉ = ‫ݒ‬ଵ ݁ ௫ + ‫ ݒ‬ଶ݁ ିଷ௫ ,
ଵ ଵ
‫ݕ‬௉ = ቀସ ݁ ௫ ቁ ݁ ௫ + ቀെ ଶ଴ ݁ ହ௫ ቁ ݁ ିଷ௫
ଵ ଵ ଵ
‫ݕ‬௉ = ସ
݁ ଶ௫ െ ଶ଴ ݁ ଶ௫ = ହ
݁ ଶ௫

Therefore, the general solution is,


‫ݕ = ݕ‬஼ + ‫ݕ‬௉

‫ܿ = ݕ‬ଵ ݁ ௫ + ܿଶ ݁ ିଷ௫ + ݁ ଶ௫

Example 2.
Solve ‫ ݕ‬ƍƍ െ ‫ ݕ‬ƍ െ 2‫ = ݕ‬2݁ ିସ௫ + 3‫ݔ‬.
Solution:
The equation is equal to (‫ ܦ‬ଶ െ ‫ ܦ‬െ 2)‫ = ݕ‬2݁ ିସ௫ + 3‫ݔ‬.
The complementary function is,
‫ݕ‬஼ = ܿଵ݁ ଶ௫ + ܿଶ ݁ ି௫
For the particular integral, by variation of parameters, we have
‫ݕ‬௉ = ‫ݒ‬ଵ ݁ ଶ௫ + ‫ݒ‬ଶ ݁ ି௫
Since, ‫ݕ‬ଵ = ݁ ଶ௫ and ‫ݕ‬ଶ = ݁ ି௫ , thus, ‫ݕ‬ଵƍ = 2݁ ଶ௫ and ‫ݕ‬ଶƍ = െ݁ ି௫ ,
substituting to the systems of equation for ݊ = 2,
‫ݒ‬ଵƍ ݁ ଶ௫ + ‫ݒ‬ଶƍ ݁ ି௫ = 0
‫ݒ‬ଵƍ (2݁ ଶ௫ ) + ‫ݒ‬ଶƍ (െ݁ ି௫ ) = 2݁ ିସ௫ + 3‫ݔ‬
Solving the equation simultaneously, we have,

‫ݒ‬ଵƍ = ଷ
݁ ି଺௫ + ‫ି ݁ݔ‬ଶ௫

‫ݒ‬ଶƍ = െ ଷ ݁ ିଷ௫ െ ‫ ݁ݔ‬௫

Then, find for ‫ݒ‬ଵ and ‫ݒ‬ଶ by integrating ‫ݒ‬ଵƍ and ‫ݒ‬ଶƍ with respect to
‫ݔ‬, thus,
ଶ ଵ ଵ ଵ
‫ݒ‬ଵ = ଷ ‫଺ି ݁ ׬‬௫ ݀‫ ݔ‬+ ‫ି ݁ݔ ׬‬ଶ௫ ݀‫ = ݔ‬െ ଽ ݁ ି଺௫ െ ଶ ‫ି ݁ݔ‬ଶ௫ െ ସ ݁ ିଶ௫
ଶ ଶ
‫ݒ‬ଶ = െ ଷ ‫ି ݁ ׬‬ଷ௫ ݀‫ ݔ‬െ ‫ ݁ݔ ׬‬௫ ݀‫= ݔ‬ ଽ
݁ ିଷ௫ െ ‫ ݁ݔ‬௫ + ݁ ௫

Substitute the values of ‫ݒ‬ଵ and ‫ݒ‬ଶ to ‫ݕ‬௉ = ‫ݒ‬ଵ ݁ ଶ௫ + ‫ݒ‬ଶ ݁ ି௫ ,


ଵ ଵ ଵ ଶ
‫ݕ‬௉ = ቀെ ݁ ି଺௫ െ ‫ି ݁ݔ‬ଶ௫ െ ݁ ିଶ௫ ቁ ݁ ଶ௫ + ቀ ݁ ିଷ௫ െ ‫ ݁ݔ‬௫ + ݁ ௫ ቁ ݁ ି௫
ଽ ଶ ସ ଽ
ଵ ିସ௫ ଷ ଷ
‫ݕ‬௉ = ݁ െ ‫ݔ‬+
ଽ ଶ ସ

The general solution is,


‫ݕ = ݕ‬஼ + ‫ݕ‬௉
ଵ ଷ ଷ
‫ܿ = ݕ‬ଵ ݁ ଶ௫ + ܿଶ ݁ ି௫ + ଽ ݁ ିସ௫ െ ଶ ‫ ݔ‬+ ସ

Example(c).
Solve ‫ ݕ‬ƍƍƍ + 2‫ ݕ‬ƍƍ െ ‫ ݕ‬ƍ െ 2‫ = ݕ‬3‫ݔ‬.
Solution:
The equation is equal to (‫ ܦ‬ଷ + 2‫ ܦ‬ଶ െ ‫ ܦ‬െ 2)‫ = ݕ‬3‫ݔ‬.

107
The complementary function is,
‫ݕ‬஼ = ܿଵ ݁ ௫ + ܿଶ ݁ ି௫ + ܿଷ ݁ ିଶ௫
For the particular integral, by variation of parameters, we have
‫ݕ‬௉ = ‫ݒ‬ଵ ݁ ௫ + ‫ݒ‬ଶ ݁ ି௫ + ‫ݒ‬ଷ ݁ ିଶ௫
Since, ‫ݕ‬ଵ = ݁ ௫ , ‫ݕ‬ଶ = ݁ ି௫ and ‫ݕ‬ଷ = ݁ ିଶ௫ , thus,
‫ݕ‬ଵƍ = ݁ ௫ ,‫ݕ‬ଶƍ = െ݁ ି௫ and ‫ݕ‬ଷƍ = െ2݁ ିଶ௫ , and
‫ݕ‬ଵƍƍ = ݁ ௫ ,‫ݕ‬ଶƍƍ = ݁ ି௫ and ‫ݕ‬ଷƍƍ = 4݁ ିଶ௫
Substituting to the systems of equation for ݊ = 3,
‫ݒ‬ଵƍ ݁ ௫ + ‫ݒ‬ଶƍ ݁ ି௫ + ‫ݒ‬ଷƍ ݁ ିଶ௫ = 0
‫ݒ‬ଵƍ ݁ ௫ + ‫ݒ‬ଶƍ (െ݁ ି௫ ) + ‫ݒ‬ଷƍ (െ2݁ ିଶ௫ ) = 0
‫ݒ‬ଵƍ ݁ ௫ + ‫ݒ‬ଶƍ ݁ ି௫ + ‫ݒ‬ଷƍ (4݁ ିଶ௫ ) = 3‫ݔ‬
Solving the equation simultaneously, we have,

‫ݒ‬ଵƍ = ଶ
‫ି ݁ݔ‬௫

‫ݒ‬ଶƍ = െ ‫ ݁ݔ‬௫

‫ݒ‬ଷƍ = ‫ ݁ݔ‬ଶ௫
Then, find for ‫ݒ‬ଵ ,‫ݒ‬ଶ and ‫ ݒ‬ଷ by integrating ‫ݒ‬ଵƍ ,‫ݒ‬ଶƍ and ‫ݒ‬ଷƍ with
respect to ‫ݔ‬, thus,
ଵ ଵ ଵ
‫ݒ‬ଵ = ‫ି ݁ݔ ׬‬௫ ݀‫ = ݔ‬െ ‫ି ݁ݔ‬௫ െ ݁ ି௫
ଶ ଶ ଶ
ଷ ଷ ଷ
‫ݒ‬ଶ = െ ଶ ‫ ݁ݔ ׬‬௫ ݀‫ = ݔ‬െ ଶ ‫ ݁ݔ‬௫ + ଶ ݁ ௫
ଵ ଵ
‫ݒ‬ଷ = ‫ ݁ݔ ׬‬ଶ௫ ݀‫= ݔ‬ ଶ
‫ ݁ݔ‬ଶ௫ െ ସ ݁ ଶ௫

Substitute the values of ‫ݒ‬ଵ ,‫ݒ‬ଶ and ‫ݒ‬ଷ to ‫ݕ‬௉ = ‫ݒ‬ଵ ݁ ௫ + ‫ݒ‬ଶ ݁ ି௫ +
‫ݒ‬ଷ ݁ ିଶ௫ ,
ଵ ଵ ଷ ଷ ଵ ଵ
‫ݕ‬௉ = ቀെ ଶ ‫ି ݁ݔ‬௫ െ ଶ ݁ ି௫ ቁ ݁ ௫ + ቀെ ଶ ‫ ݁ݔ‬௫ + ଶ ݁ ௫ ቁ ݁ ି௫ + ቀଶ ‫ ݁ݔ‬ଶ௫ െ ସ ݁ ଶ௫ ቁ ݁ ିଶ௫
ଵ ଵ ଷ ଷ ଵ ଵ
‫ݕ‬௉ = െ ଶ ‫ ݔ‬െ ଶ െ ଶ ‫ ݔ‬+ ଶ
+ ଶ‫ݔ‬െସ
ଷ ଷ
‫ݕ‬௉ = െ ଶ ‫ ݔ‬+ ସ

Therefore, the general solution is,


‫ݕ = ݕ‬஼ + ‫ݕ‬௉
ଷ ଷ
‫ܿ = ݕ‬ଵ݁ ௫ + ܿଶ ݁ ି௫ + ܿଷ ݁ ିଶ௫ െ ‫ ݔ‬+
ଶ ସ

12.5 Short Methods


Another way in determining a particular integral of a linear differential equation
with constant coefficients is the method that will be discussed in this section.

108

For a linear differential equation ‫)ݔ(݂ = ݕ)ܦ(ܨ‬, then, ‫=ݕ‬ ݂(‫)ݔ‬. The
ி(஽)
following can be considered for the values of ݂(‫ )ݔ‬.

a. If ࢌ(࢞) is in the form of ࢋࢇ࢞ , then,


ଵ ଵ
‫ݕ‬௉ = ி(஽)
݁ ௔௫ = ி(௔)
݁ ௔௫

Example 1.
Solve ‫ ݕ‬ƍƍ + 2‫ ݕ‬ƍ െ 3‫ ݁ = ݕ‬ଶ௫ .
Solution:
The equation is equal to (‫ ܦ‬ଶ + 2‫ ܦ‬െ 3)‫ ݁ = ݕ‬ଶ௫ .
The complementary function is,
‫ݕ‬஼ = ܿଵ݁ ௫ + ܿଶ ݁ ିଷ௫
The particular integral is,

‫ݕ‬௉ = (஽ିଵ)(஽ାଷ)
݁ ଶ௫
ଵ ଵ
‫ݕ‬௉ = (ଶିଵ)(ଶାଷ)
݁ ଶ௫ = ହ
݁ ଶ௫

Therefore, the general solution is,


‫ݕ = ݕ‬஼ + ‫ݕ‬௉

‫ܿ = ݕ‬ଵ ݁ ௫ + ܿଶ ݁ ିଷ௫ + ହ ݁ ଶ௫

Example 2.
Solve ‫ ݕ‬ƍƍƍ െ ‫ ݕ‬ƍƍ െ 4‫ ݕ‬ƍ + 4‫ = ݕ‬3݁ ି௫ .
Solution:
The equation is equal to (‫ ܦ‬ଷ െ ‫ ܦ‬ଶ െ 4‫ ܦ‬+ 4)‫ = ݕ‬3݁ ି௫ .
The complementary function is,
‫ݕ‬஼ = ܿଵ݁ ௫ + ܿଶ ݁ ଶ௫ + ܿଷ݁ ିଶ௫
The particular integral is,

‫ݕ‬௉ = (஽ିଵ)(஽ିଶ) (஽ାଶ)
݁ ି௫
ଷ ଵ
‫ݕ‬௉ = (ିଵିଵ)( ିଵିଶ)(ିଵାଶ)
݁ ି௫ = ݁ ି௫

Therefore, the general solution is,


‫ݕ = ݕ‬஼ + ‫ݕ‬௉

‫ܿ = ݕ‬ଵ ݁ ௫ + ܿଶ ݁ ଶ௫ + ܿଷ ݁ ିଶ௫ + ݁ ି௫

b. If ࢌ(࢞) is in the form of ‫ ࢞ࢇ(ܖܑܛ‬+ ࢈) or ‫ ࢞ࢇ(ܛܗ܋‬+ ࢈), then,


ଵ ଵ
‫ݕ‬௉ = ி(஽ మ)
sin(ܽ‫ ݔ‬+ ܾ) = ி(ି௔మ )
sin(ܽ‫ ݔ‬+ ܾ)
ଵ ଵ
‫ݕ‬௉ = ி(஽ మ)
cos(ܽ‫ ݔ‬+ ܾ) = ி(ି௔ మ )
cos(ܽ‫ ݔ‬+ ܾ)

Example 1.
Solve ‫ ݕ‬ƍƍ + 4‫ = ݕ‬cos4‫ݔ‬.

109
Solution:
The equation is equal to (‫ ܦ‬ଶ + 4)‫ = ݕ‬cos4‫ݔ‬.
The complementary function is,
‫ݕ‬஼ = ܿଵ cos2‫ ݔ‬+ ܿଶ sin 2‫ݔ‬
The particular integral is,

‫ݕ‬௉ = (஽ మାସ)
cos4‫ݔ‬

‫ݕ‬௉ = [ି(ସ మ )ାସ]
cos4‫ݔ‬

‫ݕ‬௉ = െ cos4‫ݔ‬
ଵଶ

The general solution is,


‫ݕ = ݕ‬஼ + ‫ݕ‬௉

‫ܿ  = ݕ‬ଵ cos2‫ ݔ‬+ ܿଶ sin 2‫ ݔ‬െ ଵଶ cos 4‫ݔ‬

Example 2.
Solve ‫ ݕ‬ƍƍ െ 5‫ ݕ‬ƍ + 6‫ = ݕ‬sin 3‫ݔ‬.
Solution:
The equation is equal to (‫ ܦ‬ଶ െ 5‫ ܦ‬+ 6)‫ = ݕ‬sin 3‫ݔ‬.
The complementary function is,
‫ݕ‬஼ = ܿଵ ݁ ଶ௫ + ܿଶ ݁ ଷ௫
The particular integral is,

‫ݕ‬௉ = (஽ିଶ)( ஽ିଷ)
sin 3‫ݔ‬

The operator is not of the form ி(஽ మ)
, thus, we can manipulate the
denominator to obtain the desired operator, thus, we can multiply the
numerator and denominator by (‫ ܦ‬+ 2)(‫ ܦ‬+ 3), therefore,
ଵ (஽ାଶ)(஽ାଷ)
‫ݕ‬௉ = (஽ିଶ)( ஽ିଷ)
ή (஽ାଶ)(஽ାଷ) sin 3‫ݔ‬

஽ మାହ஽ା଺
‫ݕ‬௉ = (஽ మିସ)(஽ మିଽ)
sin 3‫ݔ‬
Then,
஽ మାହ஽ା଺
‫ݕ‬௉ = [ି(ଷమ )ିସ] [ି(ଷమ)ିଽ]
sin 3‫ݔ‬

‫ݕ‬௉ = (‫ ܦ‬ଶ + 5‫ ܦ‬+ 6) sin 3‫ݔ‬
ଶଷସ

‫ݕ‬௉ = {[‫ ܦ‬ଶ (sin 3‫ ])ݔ‬+ [5‫(ܦ‬sin 3‫ ])ݔ‬+ 6 sin 3‫}ݔ‬
ଶଷସ

‫ݕ‬௉ = [െ9 sin 3‫ ݔ‬+ 5(3 cos3‫ )ݔ‬+ 6 sin 3‫]ݔ‬
ଶଷସ
ଵ ହ ଵ
‫ݕ‬௉ = െ ଶ଺ sin 3‫ ݔ‬+ ଻଼
cos3‫ ݔ‬+ ଷଽ
sin 3‫ݔ‬
ଵ ହ
‫ݕ‬௉ = െ sin 3‫ ݔ‬+ cos3‫ݔ‬
଻଼ ଻଼

Therefore, the general solution is,


‫ݕ = ݕ‬஼ + ‫ݕ‬௉
ଵ ହ
‫ܿ = ݕ‬ଵ݁ ଶ௫ + ܿଶ ݁ ଷ௫ െ sin 3‫ ݔ‬+ cos3‫ݔ‬
଻଼ ଻଼

110
c. If ࢌ(࢞) is in the form of ࢞࢔ , then,

‫ݕ‬௉ = ‫ ݔ‬௡ = (ܽ଴ + ܽଵ‫ ܦ‬+ ܽଶ ‫ ܦ‬ଶ + ‫ ڮ‬+ ܽ௡ ‫ ܦ‬௡ )‫ ݔ‬௡
ி(஽)
ଵ ଵ
where = ܽ଴ + ܽଵ ‫ ܦ‬+ ܽଶ ‫ ܦ‬ଶ + ‫ ڮ‬+ ܽ௡ ‫ ܦ‬௡ and is obtained by expanding in
ி(஽) ி(஽)
ascending powers of ‫ܦ‬.
Example 1.
Solve ‫ ݕ‬ƍƍ + ‫ ݕ‬ƍ െ 2‫ ݔ = ݕ‬ଶ .
Solution:
The equation is equal to (‫ ܦ‬ଶ + ‫ ܦ‬െ 2)‫ ݔ = ݕ‬ଶ.
The complementary solution is,
‫ݕ‬஼ = ܿଵ݁ ௫ + ܿଶ ݁ ିଶ௫
The particular integral is,

‫ݕ‬௉ = (஽ మା஽ିଶ) ‫ ݔ‬ଶ

By expanding the terms,


ଵ ଵ ଵ ଵ ଷ
(஽ మା஽ିଶ)
= (ିଶା஽ା஽ మ) = െ ଶ െ ସ ‫ ܦ‬െ ଼ ‫ ܦ‬ଶ

Then,
ଵ ଵ ଷ
‫ݕ‬௉ = ቀെ െ ‫ ܦ‬െ ‫ܦ‬ଶ ቁ ‫ ݔ‬ଶ
ଶ ସ ଼
ଵ ଵ ଷ
‫ݕ‬௉ = െ ‫ ݔ‬െ ‫ ݔ(ܦ‬ଶ) െ ‫ ܦ‬ଶ (‫ ݔ‬ଶ )

ଶ ସ ଼
ଵ ଵ ଷ
‫ݕ‬௉ = െ ‫ ݔ‬ଶ െ (2‫ )ݔ‬െ (2)
ଶ ସ ଼
ଵ ଶ ଵ ଷ
‫ݕ‬௉ = െ ଶ ‫ ݔ‬െ ଶ ‫ ݔ‬െ ସ

The general solution is,


‫ݕ = ݕ‬஼ + ‫ݕ‬௉
ଵ ଵ ଷ
‫ܿ = ݕ‬ଵ ݁ ௫ + ܿଶ ݁ ିଶ௫ െ ‫ ݔ‬ଶ െ ‫ ݔ‬െ
ଶ ଶ ସ

Example 2.
Solve ‫ ݕ‬ƍƍ െ ‫ ݕ‬ƍ െ 2‫ = ݕ‬2݁ ିସ௫ + 3‫ݔ‬.
Solution:
The equation is equal to (‫ ܦ‬ଶ െ ‫ ܦ‬െ 2)‫ = ݕ‬2݁ ିସ௫ + 3‫ݔ‬.
The complementary function is,
‫ݕ‬஼ = ܿଵ݁ ଶ௫ + ܿଶ ݁ ି௫
The particular integral is,
ଶ ଷ
‫ݕ‬௉ = (஽ିଶ)(஽ାଵ)
݁ ିସ௫ + (஽ మି஽ିଶ)
‫ݔ‬

For (஽ మି஽ିଶ)
‫ݔ‬, expand the terms,
ଷ ଷ ଵ ଵ ଷ ଷ
(஽ మି஽ିଶ)
= (ିଶି஽ା஽ మ)
= 3 ቀെ ଶ + ସ ‫ܦ‬ቁ = െ ଶ + ସ ‫ܦ‬

Then,
ଶ ଷ ଷ
‫ݕ‬௉ = (ିସିଶ)( ିସାଵ)
݁ ିସ௫ + ቀെ ଶ + ସ ‫ܦ‬ቁ ‫ݔ‬

111
ଵ ଷ ଷ
‫ݕ‬௉ = ݁ ିସ௫ െ ‫ ݔ‬+ ‫)ݔ(ܦ‬
ଽ ଶ ସ
ଵ ିସ௫ ଷ ଷ
‫ݕ‬௉ = ݁ െ ‫ݔ‬+
ଽ ଶ ସ

The general solution is,


‫ݕ = ݕ‬஼ + ‫ݕ‬௉
ଵ ଷ ଷ
‫ܿ = ݕ‬ଵ݁ ଶ௫ + ܿଶ ݁ ି௫ + ଽ ݁ ିସ௫ െ ଶ ‫ ݔ‬+ ସ

d. If ࢌ(࢞) is in the form of ࢋࢇ࢞ ࡳ(࢞), then,


ଵ ଵ
‫ݕ‬௉ = ݁ ௔௫ ‫ ݁ = )ݔ(ܩ‬௔௫ ‫)ݔ(ܩ‬
ி(஽) ி(஽ା௔)

Example 1.
Solve ‫ ݕ‬ƍƍ െ 9‫ ݔ = ݕ‬ଶ ݁ ଶ௫ .
Solution:
The equation is equal to (‫ ܦ‬ଶ െ 9)‫ ݔ = ݕ‬ଶ ݁ ଶ௫ .
The complementary solution is,
‫ݕ‬஼ = ܿଵ ݁ ଷ௫ + ܿଶ ݁ ିଷ௫
The particular integral is,
ଵ ଵ
‫ݕ‬௉ = ஽ మିଽ
‫ ݔ‬ଶ ݁ ଶ௫ = ݁ ଶ௫ (஽ାଶ) మ ିଽ ‫ ݔ‬ଶ

‫ݕ‬௉ = ݁ ଶ௫ ‫ݔ‬ଶ
஽ మାସ஽ିହ
ଵ ଵ ଵ ସ ଶଵ
Then, the expansion of = is ቀെ െ ‫ܦ‬െ ‫ ܦ‬ଶ ቁ,
஽ మ ାସ஽ିହ ିହାସ஽ା஽ మ ହ ଶହ ଵଶହ
thus,
ଵ ସ ଶଵ
‫ݕ‬௉ = ݁ ଶ௫ ቀെ െ ‫ܦ‬െ ‫ ܦ‬ଶቁ ‫ ݔ‬ଶ
ହ ଶହ ଵଶହ
ଵ ସ ଶଵ
‫ݕ‬௉ = ݁ ଶ௫ ቂെ ‫ ݔ‬ଶ െ ‫ ݔ(ܦ‬ଶ ) െ ‫ ܦ‬ଶ (‫ ݔ‬ଶ )ቃ
ହ ଶହ ଵଶହ
ଵ ସ ଶଵ
‫ݕ‬௉ = ݁ ଶ௫ ቂെ ‫ ݔ‬ଶ െ (2‫ )ݔ‬െ (2)ቃ
ହ ଶହ ଵଶହ
ଵ ଼ ସଶ
‫ݕ‬௉ = ݁ ଶ௫ ቂെ ‫ ݔ‬ଶ െ ‫ݔ‬െ ቃ
ହ ଶହ ଵଶହ
ଵ ଼ ସଶ
‫ݕ‬௉ = െ ‫ ݔ‬ଶ ݁ ଶ௫ െ ‫ ݁ݔ‬ଶ௫ െ ݁ ଶ௫
ହ ଶହ ଵଶହ

The general solution is,


ଵ ଼ ସଶ
‫ܿ = ݕ‬ଵ݁ ଷ௫ + ܿଶ ݁ ିଷ௫ െ ‫ ݔ‬ଶ ݁ ଶ௫ െ ‫ ݁ݔ‬ଶ௫ െ ݁ ଶ௫
ହ ଶହ ଵଶହ

e. If ࢌ(࢞) is in the form of ࢞ࡳ(࢞), then,


ଵ ଵ ிƍ (஽)
‫ݕ‬௉ = ‫ݔ = ܩݔ‬ ‫ )ݔ(ܩ‬െ [ி( ‫)ݔ(ܩ‬
ி(஽) ி(஽) ஽)] మ

Example 1.
Solve ‫ ݕ‬ƍƍ + 2‫ ݕ‬ƍ െ 3‫ ݔ = ݕ‬cos2‫ݔ‬.
Solution:
The equation is equal to ( ‫ ܦ‬ଶ + 2‫ ܦ‬െ 3)‫ ݔ = ݕ‬cos2‫ݔ‬.
The complementary function is,
‫ݕ‬஼ = ܿଵ ݁ ௫ + ܿଶ ݁ ିଷ௫

112
The particular integral is,
ଵ ଵ ଶ஽ାଶ
‫ݕ‬௉ = ஽ మାଶ஽ିଷ ‫ ݔ‬cos2‫ ݔ = ݔ‬஽ మାଶ஽ିଷ cos2‫ ݔ‬െ (஽ మାଶ஽ିଷ) మ cos2‫ݔ‬
ଵ ଶ஽ାଶ
‫ݕ‬௉ = ‫(ି ݔ‬ଶమ )ାଶ஽ିଷ cos 2‫ ݔ‬െ ஽ రାସ஽ యିଶ஽ మିଵଶ஽ାଽ cos2‫ݔ‬
ଵ ଶ஽ାଶ
‫ݕ‬௉ = ‫ݔ‬ cos2‫ ݔ‬െ cos 2‫ݔ‬
ଶ஽ି଻ ஽ రାସ஽ యିଶ஽ మିଵଶ஽ାଽ
ଵ ଶ஽ା଻ ଶ஽ାଶ
‫ݕ‬௉ = ‫ݔ‬ ή cos2‫ ݔ‬െ cos2‫ݔ‬
ଶ஽ି଻ ଶ஽ା଻ ஽ మ஽ మାସ஽ మ஽ିଶ஽ మିଵଶ஽ାଽ
ଶ஽ା଻ ଶ஽ାଶ
‫ݕ‬௉ = ‫ ݔ‬ସ஽ మିସଽ cos2‫ ݔ‬െ [ି(ଶమ)][ ି(ଶమ )]ାସ[ି(ଶమ)]஽ିଶ[ି(ଶమ) ]ିଵଶ஽ାଽ cos2‫ݔ‬
ଶ஽ା଻ ଶ஽ାଶ
‫ݕ‬௉ = ‫ݔ‬ cos2‫ ݔ‬െ cos2‫ݔ‬
ସ[ ି(ଶమ )]ିସଽ ିଶ଼஽ାଷଷ
ଶ஽ା଻ ଵ
‫ݕ‬௉ = ‫ݔ‬ cos2‫ ݔ‬+ [2‫(ܦ‬cos2‫ )ݔ‬+ 2 cos2‫]ݔ‬
ି଺ହ ଶ଼஽ିଷଷ
௫ ଵ
‫ݕ‬௉ = െ ଺ହ [ 2‫ (ܦ‬cos 2‫ )ݔ‬+ 7 cos 2‫ ]ݔ‬+ ଶ଼஽ିଷଷ
[ 2(െ2 sin 2‫ )ݔ‬+ 2 cos 2‫]ݔ‬
௫ ଵ
‫ݕ‬௉ = െ [2(െ2 sin 2‫ )ݔ‬+ 7 cos2‫ ]ݔ‬+ (െ4 sin 2‫ ݔ‬+ 2 cos2‫)ݔ‬
଺ହ ଶ଼஽ିଷଷ

‫ݕ‬௉ = െ ଺ହ (െ4 sin 2‫ ݔ‬+ 7 cos2‫ )ݔ‬+
ଵ ଶ଼஽ାଷଷ
ଶ଼஽ିଷଷ
ή ଶ଼஽ାଷଷ (െ4 sin 2‫ ݔ‬+ 2 cos2‫)ݔ‬
ସ ଻ ଶ଼஽ାଷଷ
‫ݕ‬௉ = ‫ ݔ‬sin 2‫ ݔ‬െ ଺ହ ‫ ݔ‬cos2‫ ݔ‬+ (െ4 sin 2‫ ݔ‬+ 2 cos2‫)ݔ‬
଺ହ ଻଼ସ஽ మିଵ,଴଼ଽ
ସ ଻ ଶ଼஽ାଷଷ
‫ݕ‬௉ = ‫ ݔ‬sin 2‫ ݔ‬െ ‫ ݔ‬cos 2‫ ݔ‬+ (െ4 sin 2‫ ݔ‬+ 2 cos 2‫)ݔ‬
଺ହ ଺ହ ଻଼ସ[ ି(ଶమ )] ିଵ,଴଼ଽ
ସ ଻ ଶ଼஽ାଷଷ
‫ݕ‬௉ = ‫ ݔ‬sin 2‫ ݔ‬െ ‫ ݔ‬cos2‫ ݔ‬+ (െ4 sin 2‫ ݔ‬+ 2 cos2‫)ݔ‬
଺ହ ଺ହ ିସ,ଶଶହ
ସ ଻ ଵ
‫ݕ‬௉ = ‫ ݔ‬sin 2‫ ݔ‬െ ‫ ݔ‬cos2‫ ݔ‬െ [28‫(ܦ‬െ4 sin 2‫ ݔ‬+ 2 cos2‫ )ݔ‬+
଺ହ ଺ହ ସ,ଶଶହ

33(െ4 sin 2‫ ݔ‬+ 2 cos2‫])ݔ‬


ସ ଻ ଵ
‫ݕ‬௉ = ଺ହ
‫ ݔ‬sin 2‫ ݔ‬െ ଺ହ ‫ ݔ‬cos2‫ ݔ‬െ ସ,ଶଶହ [28(െ8 cos2‫ ݔ‬െ 4 sin 2‫ ])ݔ‬െ

132 sin 2‫ ݔ‬+ 66 cos2‫ݔ‬


ସ ଻ ଶଶସ ଵଵଶ
‫ݕ‬௉ = ‫ ݔ‬sin 2‫ ݔ‬െ ‫ ݔ‬cos2‫ ݔ‬+ cos2‫ ݔ‬+ sin 2‫ ݔ‬+
଺ହ ଺ହ ସ,ଶଶହ ସ,ଶଶହ
ଵଷଶ ଺଺
sin 2‫ ݔ‬െ cos2‫ݔ‬
ସ,ଶଶହ ସ,ଶଶହ
ସ ଻ ଵହ଼ ଶସସ
‫ݕ‬௉ = ‫ ݔ‬sin 2‫ ݔ‬െ ‫ ݔ‬cos2‫ ݔ‬+ cos2‫ ݔ‬+ sin 2‫ݔ‬
଺ହ ଺ହ ସ,ଶଶହ ସ,ଶଶହ
ଵ ଶ
‫ݕ‬௉ = ‫(ݔ‬4 sin 2‫ ݔ‬െ 7 cos2‫ )ݔ‬+ (79 cos2‫ ݔ‬+ 122 sin 2‫)ݔ‬
଺ହ ସ,ଶଶହ

The general solution is,


‫ݕ = ݕ‬஼ + ‫ݕ‬௉
ଵ ଶ
‫ܿ = ݕ‬ଵ ݁ ௫ + ܿଶ ݁ ିଷ௫ + ଺ହ
‫(ݔ‬4 sin 2‫ ݔ‬െ 7 cos 2‫ )ݔ‬+ ସ,ଶଶହ
( 79 cos 2‫ ݔ‬+ 122 sin 2‫)ݔ‬

113
2.6 Initial Value Problems for Linear Differential Equations
Initial value problems can be solved by applying the given initial conditions to
the general solution of the differential equation.
Example 1.
Solve ‫ ݕ‬ƍƍ + 2‫ ݕ‬ƍ െ 3‫ ݁ = ݕ‬ଶ௫ , ‫(ݕ‬0) = 1,‫ ݕ‬ƍ (0) = 2.
Solution:
The general solution of the differential equation is,

‫ܿ = ݕ‬ଵ݁ ௫ + ܿଶ ݁ ିଷ௫ + ݁ ଶ௫

Then,

‫ ݕ‬ƍ = ܿଵ ݁ ௫ െ 3ܿଶ ݁ ିଷ௫ + ହ ݁ ଶ௫

Applying the first initial condition ‫(ݕ‬0) = 1,



‫ܿ = ݕ‬ଵ݁ ௫ + ܿଶ ݁ ିଷ௫ + ݁ ଶ௫


‫(ݕ‬0) = ܿଵ݁ ଴ + ܿଶ ݁ ିଷ(଴) + ହ ݁ ଶ(଴) = 1

ܿଵ + ܿଶ = ହ
ĺ eqn. 1

Applying the second initial condition ‫ ݕ‬ƍ(0) = 2



‫ ݕ‬ƍ = ܿଵ ݁ ௫ െ 3ܿଶ ݁ ିଷ௫ + ݁ ଶ௫


‫ ݕ‬ƍ(0) = ܿଵ ݁ ଴ െ 3ܿଶ ݁ ିଷ(଴) + ହ ݁ ଶ(଴) = 2

ܿଵ െ 3ܿଶ = ହ
ĺ eqn. 2

Solving equations 1 and 2 simultaneously, we find that ܿଵ = 1 and



ܿଶ = െ , thus, the solution is,

ଵ ଵ
‫ ݁ = ݕ‬௫ െ ݁ ିଷ௫ + ݁ ଶ௫
ହ ହ

Example 2.
Solve ‫ ݕ‬ƍƍ + ‫ ݕ‬ƍ െ 2‫ ݔ = ݕ‬ଶ ,‫(ݕ‬0) = 1 and ‫ ݕ‬ƍ (0) = 4.
Solution:
The general solution is,
ଵ ଵ ଷ
‫ܿ = ݕ‬ଵ݁ ௫ + ܿଶ ݁ ିଶ௫ െ ଶ ‫ ݔ‬ଶ െ ଶ ‫ ݔ‬െ ସ
Then,

‫ ݕ‬ƍ = ܿଵ ݁ ௫ െ 2ܿଶ ݁ ିଶ௫ െ ‫ ݔ‬െ

Applying the first initial condition ‫(ݕ‬0) = 1,


ଵ ଵ ଷ
‫ܿ = ݕ‬ଵ݁ ௫ + ܿଶ ݁ ିଶ௫ െ ‫ ݔ‬ଶ െ ‫ ݔ‬െ
ଶ ଶ ସ
ଵ ଵ ଷ
‫(ݕ‬0) = ܿଵ݁ ଴ + ܿଶ ݁ ିଶ(଴) െ (0) ଶ െ (0) െ = 1
ଶ ଶ ସ

ܿଵ + ܿଶ = ĺ eqn. 1

Applying the second initial condition ‫ ݕ‬ƍ(0) = 4,



‫ ݕ‬ƍ = ܿଵ ݁ ௫ െ 2ܿଶ ݁ ିଶ௫ െ ‫ ݔ‬െ

114

‫(ݕ‬0) = ܿଵ݁ ଴ െ 2ܿଶ ݁ ିଶ(଴) െ (0) െ = 4


ܿଵ െ 2ܿଶ = ĺ eqn. 2


Solving equations 1 and 2 simultaneously, we find that ܿଵ = ଷ
and
ଵଵ
ܿଶ = െ , thus, the solution is,
ଵଶ
଼ ଵଵ ଵ ଵ ଷ
‫=ݕ‬ ݁௫ െ ݁ ିଶ௫ െ ‫ ݔ‬ଶ െ ‫ ݔ‬െ
ଷ ଵଶ ଶ ଶ ସ

Example 3.

Solve ‫ ݕ‬ƍƍ െ 5‫ ݕ‬ƍ + 6‫ = ݕ‬sin 3‫ ݔ‬, ‫(ݕ‬0) = 2,‫ ݕ‬ƍ(0) = .

Solution:
The general solution is,
ଵ ହ
‫ܿ = ݕ‬ଵ ݁ ଶ௫ + ܿଶ ݁ ଷ௫ െ sin 3‫ ݔ‬+ cos3‫ݔ‬
଻଼ ଻଼
Then,
ଵ ହ
‫ݕ‬ƍ = 2ܿଵ݁ ଶ௫ + 3ܿଶ ݁ ଷ௫ െ ଶ଺ cos3‫ ݔ‬െ ଶ଺ sin 3‫ݔ‬

Applying the first initial condition ‫(ݕ‬0) = 2,


ଵ ହ
‫ܿ = ݕ‬ଵ ݁ ଶ௫ + ܿଶ ݁ ଷ௫ െ sin 3‫ ݔ‬+ cos3‫ݔ‬
଻଼ ଻଼
ଵ ହ
‫(ݕ‬0) = ܿଵ݁ ଶ(଴) + ܿଶ݁ ଷ(଴) െ ଻଼ sin 3(0) + ଻଼
cos3(0) = 2
ଵହଵ
ܿଵ + ܿଶ = ଻଼
ĺ eqn. 1

Applying the second initial condition ‫ ݕ‬ƍ(0) = ଶ,
ଵ ହ
‫ݕ‬ƍ = 2ܿଵ݁ ଶ௫ + 3ܿଶ ݁ ଷ௫ െ ଶ଺ cos3‫ ݔ‬െ ଶ଺ sin 3‫ݔ‬
ଵ ହ ଵ
‫ ݕ‬ƍ(0) = 2ܿଵ ݁ ଶ(଴) + 3ܿଶ݁ ଷ(଴) െ cos3(0) െ sin 3(0) =
ଶ଺ ଶ଺ ଶ

2ܿଵ + 3ܿଶ = ĺ eqn. 2
ଵଷ
ଵଷ଻
Solving equations 1 and 2 simultaneously, we find that ܿଵ = and
ଶ଺
ଵ଴
ܿଶ = െ , thus, the solution is,

ଵଷ଻ ଵ଴ ଵ ହ
‫=ݕ‬ ݁ ଶ௫ െ ݁ ଷ௫ െ sin 3‫ ݔ‬+ cos3‫ݔ‬
ଶ଺ ଷ ଻଼ ଻଼

Exercises
I. Solve the following non-homogeneous linear differential equations using any
of the methods.

1. ‫ ݕ‬ƍƍ െ 6‫ ݕ‬ƍ + 8‫ = ݕ‬4݁ ିଶ௫ Ans: ‫ܿ = ݕ‬ଵ ݁ ସ௫ + ܿଶ݁ ଶ௫ + ଺ ݁ ିଶ௫
଼ଵ
2. ‫ ݕ‬ƍƍ െ ‫ ݕ‬ƍ െ 2‫ = ݕ‬3 sin 5‫ݔ‬ Ans: ‫ܿ = ݕ‬ଵ ݁ ି௫ + ܿଶ ݁ ଶ௫ െ ଻ହସ sin 5‫ݔ‬
ଵହ
+ cos5‫ݔ‬
଻ହସ

3. ‫ ݕ‬ƍƍ + 9‫ = ݕ‬sin 5‫ݔ‬ Ans: ‫ܿ = ݕ‬ଵ cos 3‫ ݔ‬+ ܿଶ sin 3‫ ݔ‬െ sin 5‫ݔ‬
ଵ଺

115

4. ‫ ݕ‬ƍƍ + 2‫ ݕ‬ƍ + ‫ି ݁ݔ = ݕ‬௫ Ans: ‫ܿ = ݕ‬ଵ ݁ ି௫ + ܿଶ ‫ି ݁ݔ‬௫ + ‫ ݔ‬ଷ ݁ ି௫

ƍƍ ƍ ଶ௫ ଶ௫ ସ ଷ
5. ‫ ݕ‬െ 4‫ ݕ‬+ 4‫ = ݕ‬5 cos‫ݔ‬ Ans: ‫ܿ = ݕ‬ଵ ݁ + ܿଶ ‫݁ݔ‬ െ sin ‫ ݔ‬+ cos‫ݔ‬
ହ ହ

6. ‫ ݕ‬ƍƍƍ െ ‫ ݕ‬ƍ = ‫ݔ‬ Ans: ‫ܿ = ݕ‬ଵ + ܿଶ݁ ௫ + ܿଷ ݁ ି௫ െ ‫ ݔ‬ଶ

ିଶ௫ ௫ ௫ ଵ ିଶ௫ ଶ
ƍƍ ƍ
7. ‫ ݕ‬െ 2‫ ݕ‬+ ‫ = ݕ‬3‫݁ݔ‬ Ans: ‫ܿ = ݕ‬ଵ ݁ + ܿଶ ‫ ݁ݔ‬+ ଷ ‫݁ݔ‬ + ଽ ݁ ିଶ௫

8. ‫ ݕ‬ƍƍ + 4‫ ݕ‬ƍ + 5‫ = ݕ‬4‫ ݔ‬ଶ Ans: ‫ܿ = ݕ‬ଵ ݁ ିଶ௫ cos‫ ݔ‬+ ܿଶ ݁ ିଶ௫ sin ‫ ݔ‬+ ହ ‫ ݔ‬ଶ
ଷଶ ଼଼
െ ‫ݔ‬+
ଶହ ଵଶହ

9. ‫ ݕ‬ƍƍƍ + 2‫ ݕ‬ƍƍ െ ‫ ݕ‬ƍ െ 2‫ ݁ = ݕ‬ସ௫ Ans: ‫ܿ = ݕ‬ଵ ݁ ௫ + ܿଶ ݁ ି௫ + ܿଷ ݁ ିଶ௫ + ݁ ସ௫
ଽ଴

10. ‫ ݕ‬ƍƍƍ െ 4‫ ݕ‬ƍƍ + ‫ ݕ‬ƍ + 6‫ = ݕ‬3‫ ݔ‬+ 4݁ ହ௫ Ans: ‫ܿ = ݕ‬ଵ ݁ ି௫ + ܿଶ ݁ ଶ௫ + ܿଷ݁ ଷ௫ + ‫ݔ‬

ଵ ହ௫ ଵ
+ ݁ െ
ଽ ଵଶ

II. Solve the following initial value problems.


ସ ଵ ଶ
1. ‫ ݕ‬ƍƍ + 2‫ ݕ‬ƍ െ 8‫ = ݕ‬2݁ ௫ , ‫(ݕ‬0) = 1,‫ ݕ‬ƍ(0) = 2 Ans: ‫= ݕ‬ ݁ ଶ௫ + ݁ ିସ௫ െ ݁ ௫
ଷ ଵହ ହ
ଵ ଵ ଵ ଷ ଵ
2. ‫ ݕ‬ƍƍ െ 4‫ = ݕ‬sin 2‫ ݔ‬, ‫(ݕ‬0) = ,‫ ݕ‬ƍ (0) = Ans: ‫= ݕ‬ ݁ ିଶ௫ + ݁ ଶ௫ െ sin 2‫ݔ‬
ଶ ସ ଼ ଼ ଼
ଶଽ ଶଽ ଵ
3. ‫ ݕ‬ƍƍ െ 6‫ ݕ‬ƍ + 9‫ ݔ = ݕ‬ଶ ,‫(ݕ‬0) = െ1,‫ ݕ‬ƍ (0) = െ2 Ans: ‫ =ݕ‬െ ݁ ଷ௫ + ‫ ݁ݔ‬ଷ௫ + ‫ ݔ‬ଶ +
ଶ଻ ଶ଻ ଽ
ସ ଶ
ଶ଻
‫ݔ‬+ ଶ଻
ଵ ଵ ଶ ଵ
4. ‫ ݕ‬ƍƍ + 9‫ = ݕ‬2݁ ିଷ௫ ,‫(ݕ‬0) = ଷ
, ‫ ݕ‬ƍ(0) = െ ଷ Ans: ‫= ݕ‬ ଽ
cos3‫ ݔ‬+ ଽ ݁ ିଷ௫
ଵ ଷ
5. ‫ ݕ‬ƍƍƍ െ 4‫ ݕ‬ƍƍ െ ‫ ݕ‬ƍ + 4‫ ݔ = ݕ‬+ 1,‫(ݕ‬0) = 1,‫ ݕ‬ƍ (0) = െ ଶ , ‫ ݕ‬ƍƍ (0) = െ ଶ
଻ ଵ ଵ ଵ
Ans:‫ = ݕ‬െ ݁ ସ௫ + ݁ ௫ + ݁ ି௫ + ‫ ݔ‬+
ସ଼ ଷ ଶ ସ

ଵ଺

116
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Author: Harold Jan R. Terano, ECE, MET


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