PCL0016

Topic 6

PCL0016 CALCULUS
ONLINE NOTES
Topic 6
Differential Equations
0/13
Faculty of Engineering
(FOE)
PCL0016
Topic 6

CHAPTER 6 !"FFERE#T"AL E$UAT"O#S
O%&ecti'e(
To be able to unerstan t!e concept an sol"e t!e proble#s of t!e follo$in%s
1& 'irst(Orer Differential Equations
a) Separable Equations
b) Linear Equations
*& Secon(Orer Differential Equations
a) +o#o%enous Linear Equations
b) Non(!o#o%enous Linear Equations
Content(
6&1 Introuction to Differential Equations
6&* 'or#ation of Differential Equations
6&3 Solution of Differential Equations
6&, 'irst Orer Differential Equations
6&- Secon Orer Differential Equations
6)1 "#TRO!UCT"O# TO !"FFERE#T"AL E$UAT"O#S
. ifferential equation is an equation t!at contains an un/no$n function an its
eri"ati"es ( an equation in $!ic! at least one ter# contains
dx
dy
0
*
*
dx
y d
0 etc&
Classification of ifferential equation1
1& Orer1 'irst orer0 secon orer0 2
*& Linearit3 1 Linear or non(linear
3& +o#o%eneit31 +o#o%eneous or non(!o#o%eneous&
To sol"e a ifferential equation is to fin all possible solutions of t!e equation 4y 5 f4x))&
.n "nitial *alue Pro%le+ 4or "*P) is a ifferential equation alon% $it! an appropriate
nu#ber of initial conitions& 'or e6a#ple1
E,a+-le 1
S!o$ t!at
3
*
y x

=
is t!e solution to
*
, 77 1* 7 3 0 for 0 x y xy y x + + = >
Solution
8e $ill first fin t!e first an secon eri"ati"es1
- 9
* *
3 1-
7 0 77
* ,
y x y x

= =
1/13
PCL0016
Topic 6

Substitute t!ese into t!e ifferential equation
9 - 3
*
* * *
3 3 3
* * *
1- 3
, 1* 3 0
, *
1- 1: 3 0
0 0
x x x x x
x x x



+ + =


+ =
=
So0
3
*
y x

=
oes satisf3 t!e ifferential equation an !ence is a solution&
Or.er is t!e orer of t!e !i%!est eri"ati"e t!at occurs in t!e equation& 'or e6a#ple1
1&
y
dx
dy
x - , = +
'irst orer ifferential equation
( it contains onl3 first(orer eri"ati"es0 ( it is calle a linear ifferential equation
*&
*
*
*
* * x y
dx
dy
dx
y d
= + + Secon orer ifferential equation
( it contains a secon orer eri"ati"es ( t!is is not a linear ifferential equation
. ifferential equation is linear if t!e epenent "ariable an its entire eri"ati"e occur
linearl3 in t!e equation& 'or e6a#ple1
*
Linear
dy
x y x
dx
+ =
;ot! dy/dx an y are linear0 so t!e ifferential equation is linear&
*
3
*
1
3 Non(linear
d y
y x
x dx
=
T!e ter# y
3
is not linear0 so t!e ifferential equation is not linear&
Ho+ogeneou( .ifferential e/uation( in"ol"e onl3 eri"ati"es of y an ter#s in"ol"in%
y0 an t!e37re set to 00 as in t!is equation1
, *
*
, *
0 +o#o%eneous
d y d y
x y
dx dx
+ + =
#on01o+ogeneou( .ifferential e/uation( are t!e sa#e as !o#o%eneous ifferential
equations0 e6cept t!e3 can !a"e ter#s in"ol"in% onl3 x 4an constants) on t!e ri%!t sie0
as in t!is equation1
, *
*
, *
6 3 Non(!o#o%eneous
d y d y
x y x
dx dx
+ + = +
In %eneral0 $e can enote a *n orer !o#o%eneous equation as
77 4 ) 7 4 ) 0 y p x y q x y + + =
$!ile $e can enote a *n orer non(!o#o%eneous equation as
77 4 ) 7 4 ) 4 ) y p x y q x y g x + + =
*/13
PCL0016
Topic 6

6)2 FOR3AT"O# OF !"FFERE#T"AL E$UAT"O#S
Differential equations #a3 be for#e in practice fro# a consieration of t!e p!3sical
proble#s to $!ic! t!e3 refer& <at!e#aticall30 t!e3 can occur $!en arbitrar3 constants
are eli#inate fro# a %i"en function&
E6a#ple1 Consier
sin cos y A x B x = +
$!ere A an B are t$o arbitrar3 constants&
( )
*
*
*
*
*
*
cos sin
sin cos sin cos
0
dy
A x B x
dx
d y
A x B x A x B x
dx
d y
y
dx
d y
y
dx
=
= = +
=
+ =
E,a+-le 2
'or# a ifferential equation fro# t!e function
A
y x
x
= +
Solution
8e !a"e
1
A
y x x Ax
x

= + = +
*
*
1 1
dy A
Ax
dx x

= =
'ro# t!e %i"en equation0
*
A
y x A xy x
x
= + =
Substitute A into t!e ifferential equation1
*
*
1 1
dy xy x y x
dx x x

= =
*
dy
x x y
dx
=
E,a+-le 4
'or# a ifferential equation fro# t!e function
x x
y Ae Be

= +
Solution
8e !a"e
x x
dy
Ae Be
dx

=
*
*
x x
d y
Ae Be
dx

= +
T!e =+S of t!e function is ientical to t!e ori%inal equation
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PCL0016
Topic 6

*
*
d y
y
dx
=
*
*
0
d y
y
dx
=
E,a+-le 5
'or# a ifferential equation fro# t!e function
*
y Ax Bx = +
Solution
8e !a"e *
dy
Ax B
dx
= +
To fin A0
* *
* *
1
*
*
d y d y
A A
dx dx
= =
To fin B0 substitute A into dy/dx,
* *
* *
1
*
*
dy d y dy d y
x B B x
dx dx dx dx

= + =


Substitute A an B into t!e %i"en function0
* *
*
* *
1
*
d y dy d y
y x x x
dx dx dx

= +


* *
*
*
dy x d y
y x
dx dx
=
6)4 SOLUT"O# OF !"FFERE#T"AL E$UAT"O#S
. function f is calle a (olution of a ifferential equation if t!e equation is satisfie $!en
) 4x f y =
an its eri"ati"es are substitute into t!e equation& To sol"e a ifferential
equation0 $e !a"e to #anipulate t!e equation so as to eli#inate all t!e eri"ati"es an
lea"e a relations!ip bet$een y an x&
T!ere are t!ree #et!os to sol"e a ifferential equation1
1& <et!o 11 ;3 irect inte%ration
*& <et!o *1 ;3 separatin% t!e "ariables
,/13
PCL0016
Topic 6

3& <et!o 31 ;3 substitutin% y 5 vx 4!o#o%eneous equations)
.) <et!o 1 1 ;3 Direct Inte%ration
. ifferential equation is e6presse
*
3 6 -
dy
x x
dx
= +
To sol"e t!e ifferential equation0 $e can use irect inte%ration1
*
3 6 -
dy
x x
dx
= +
*
3 6 - y x x dx = +

3 *
3 - y x x x C = + +
;) <et!o * 1 ;3 Separatin% t!e >ariables
8e $ill no$ consier a #et!o of solution t!at can often be applie to first(orer
equations t!at are e6pressible in t!e for#
( ) ( )
dy
h y g x
dx
=
T!e na#e ?separable@ arises fro# t!e fact t!at Equation 41) can be re$ritten in t!e
ifferential for#
( ) ( ) h y dy g x dx =
T!e #et!o * is use $!en t!e equation is in t!e si#plest first(orer for# of equation0
t!e e6pression for
dx
dy
can be factore as a function of x ti#es a function of y&
) 4 ) 4 y H x g
dx
dy
=
) 4
) 4
y h
x g
dx
dy
=

-/13
PCL0016
Topic 6

) 4
1
) 4 0 ) 4 ) 4
y f
y h x g
dx
dy
y h = =

To sol"e t!e equation1
1. Separate t!e "ariables y fro# x0 i&e&0 b3 collectin% on one sie all ter#s in"ol"in% y
to%et!er $it! dy0 $!ile all ter#s in"ol"in% x to%et!er $it! dx are put on t!e ot!er
sie&
dx x g dy y h ) 4 ) 4 =
2. Inte%rate bot! sies of t!e equation&

= dx x g dy y h ) 4 ) 4
3. If t!e solution can be efine e6plicitl30 i&e&0 it can be sol"e for y as a function of x0
t!en o it& If not0 t!e solution can be efine i#plicitl30 i&e&0 it cannot be sol"e for y
as a function of x.
E,a+-le( 6
Sol"e t!e follo$in% ifferential equations1
1
*
* * *
*
) sies bot! inte%rate 4
) "ariables t!e separate 4
& 1
C e y or C e y
C e
y
dx e dy y
dx e dy y
e
dx
dy
y
x x
x
x
x
x
+ = + =
+ =
=
=
=

C x y y
dx x dy y y
dx x dy y y
x
dx
dy
y y
+ =
=
=
=

3 *
*
*
*
sin *
3 ) cos , 4
3 ) cos , 4
3 ) cos , 4 & *
Note1
1& Solutions for t!e abo"e e6a#ples are calle t!e general (olution(&
*& T!e %eneral solution for e6a#ple 1 is efine e6plicitl30 $!ere as0 t!e %eneral
solution for e6a#ple * is efine i#plicitl3&
3& If C is to be e"aluate0 t!en t!e solution is calle t!e (olution of t1e initial0'alue
-ro%le+&
C) <et!o 3 1 ;3 Substitutin% y 5 vx 4+o#o%eneous Equations)
LetAs consier t!e follo$in% equation1
3
*
dy x y
dx x
+
=
6/13
PCL0016
Topic 6

T!is loo/s si#ple but $e fin t!at $e cannot e6press t!e =+S in t!e for# of ?x(factor@
an ?y(factor@0 so $e cannot sol"e b3 #et!o of separatin% t!e "ariables&
In t!is case0 $e #a/e substitution y 5 vx0 $!ere v is a function of x& Differentiate $it!
respect to x0 $e !a"e
dy dv
v x
dx dx
= +
Substitute into t!e ifferential equation0 $e !a"e
3 1 3
* *
dv x vx v
v x
dx x
+ +
+ = =
=earran%in% t!e equation prouces
1 3 1
* *
dv v v
x v
dx
+ +
= =
T!e abo"e equation is no$ e6presse in ter#s of v an x& No$ $e can use t!e #et!o of
separatin% t!e "ariables1
E,a+-le 6
Sol"e t!e ifferential equation ( )
* *
* x y dx xydy + =

Solution
8e !a"e
dy dv
y vx v x
dx dx
= = + ((((((( 41)
=earran%in% equation 3iels ( )
* *
* *
*
*
dy x y
x y dx xydy
dx xy
+
+ = =
Substitutin% 41) into abo"e equation
( )
( )
*
*
* * *
* *
1
* * *
1 1
* *
x vx dy x y dv v
v x
dx xy dx x vx v
dv v v
x v
dx v v
+ + +
= + = =
+
= =
Separatin% "ariables
9/13
PCL0016
Topic 6

( )
*
*
*
*
*
* *
* 1
ln 1 ln ln
1
ln 1 ln ln
1
1
v
dv dx v x C
v x
v x C
v x C
y
x C
x
x y Cx
= = +

+ =
=


=





=
E,a+-le 7
Sol"e t!e ifferential equation
* *
dy
x y x y
dx
= + &
4+int1
*
*
1
ln 1
1
dv x x C
x
= + + +
+

)
Solution
8e !a"e
dy dv
y vx v x
dx dx
= = + ((((((( 41)
=earran%in% equation 3iels
* *
* *
y x y dy dy
x y x y
dx dx x
+
= + =
Substitutin% 41) into abo"e equation
( )
* *
*
*
*
1
y x y dy
dx x
vx x vx
dv
v x v v
dx x
+
=
+
+ = = +
Separatin% "ariables
( )
*
*
*
*
* *
1 1
1
ln 1 ln ln
1
1
dv dx
x
v
v v x C
v v x C
y y
x C
x x
y x y C
=
+
+ + + =
+ + =



+ + =




+ + =
:/13
PCL0016
Topic 6

6)5 F"RST0OR!ER !"FFERE#T"AL E$UAT"O#S
T!is #et!o is use $!en t!e equation is in t!e for# of linear equation in $!ic! t!e
"ariables cannot be separate&
) 4 ) 4 x Q y x P
dx
dy
= +
4;asic for#)
$!ere
) 4x p
an
) 4x q
B continuous functions on a %i"en inter"al
E,a+-le(
1&
x x
e x Q x x P e y x
dx
dy
= = = + ) 4 C ) 4
* *
*&
3 3
) 4 C sin ) 4 0 ) 4sin x x Q x x P x y x
dx
dy
= = = + +
3&
* ) 4 C - ) 4 * - = = = + x Q x P y
dx
dy
Proceures to sol"e a linear ifferential equation1
1& <ust re#e#ber t!e basic for# 1
) 4 ) 4 x Q y x P
dx
dy
= +
*& <ultipl3 bot! sies b3 t!e integrating factor
) 4x v
%i"es 1
) 4 ) 4 x vQ y x vP
dx
dy
v = +
$!ere

=
dx x P
e x v
) 4
) 4

3& Inte%rate bot! sies of t!e equation obtaine in 4*) an t!e result obtaine is 1

= dx x vQ vy ) 4
,& 'inall30 sol"e for y. ;e sure to inclue t!e constant of inte%ration in t!is step&
E,a+-le 8
Sol"e t!e follo$in% ifferential equations1
x
dx dx x P
x
e e e x v so
x P
e y
dx
dy
3
3 ) 4
3
) 4
3 ) 4 0 for# basic t!e $it! Co#pare
3 & 1
=

=
=
= +

D/13
PCL0016
Topic 6

x
x
x
x x x
x
e
C x
y
C x y e
dx y e
dx e e y e
dx x vQ vy e y
dx
dy
3
3
3
3 3 3
3
) 4 3
+
=
+ =
=
=
= = +

*
) 4
*
) 4
) 4
) 4 ) 4 1 for# ;asic
0 0 & *
x
dx x dx x P
e e e x v
x x P
x xy
dx
dy
x Q y x P
dx
dy
x when y and xy x
dx
dy
=

=
=
= +
= +
= = =
C e y e
dx x e y e
dx x vQ vy x xy
dx
dy
x x
x x
+ =
=
= = +

* *
* *
* *
* *
) 4
*
*
*
*
*
*
1
1
1 0 0
x
x
x
e y
e
e
y
C x when y

=
= = =
6)6 SECO#!0OR!ER !"FFERE#T"AL E$UAT"O#S
10/13
PCL0016
Topic 6

Secon(orer linear ifferential equation !as t!e follo$in% basic equation1
) 4 ) 4 ) 4 ) 4
*
*
x G y x R
dx
dy
x Q
dx
y d
x P = + +
or in alternati"e notation0
) 4 ) 4 ) 4 ) 4 x G y x R y x Q y x P = + +
$!ere P0 Q0 R an G are continuous functions&
If
0 ) 4 = x G
for all x0 t!en0 t!e equation
0 ) 4 ) 4 ) 4
*
*
= + + y x R
dx
dy
x Q
dx
y d
x P is sai to be 1o+ogeneou(&
If
0 ) 4 x G
for all x0 t!en0 t!e equation
) 4 ) 4 ) 4 ) 4
*
*
x G y x R
dx
dy
x Q
dx
y d
x P = + + is sai to be non1o+ogeneou(&
E,a+-le( of secon(orer !o#o%eneous ifferential equations1
0 *
*
*
= + y
dx
dy
dx
y d
0 = + y e y
x
E,a+-le( of secon(orer non!o#o%eneous ifferential equations1
x
e xy
dx
dy
x
dx
y d
= +
*
*
*
x y y y sin 3 = +
Sol'ing Secon.0Or.er Linear Ho+ogeneou( !ifferential E/uation( 9it1 Con(tant
Coefficient()
T$o continuous functions f an g are sai to be lnearly dependen! if one is a constant
#ultiple of t!e ot!er& If neit!er is a constant #ultiple of t!e ot!er0 t!en t!e3 are calle
lnearly ndependen!&
E,a+-le(
x x f sin ) 4 =
an
x x g sin 3 ) 4 =
5E linearl3 epenent
x x f = ) 4
an
*
) 4 x x g = 5E linearl3 inepenent
T!e follo$in% t!eore# is central to t!e stu3 of secon(orer linear ifferential
equations1
T1eore+
11/13
PCL0016
Topic 6

If ) 4
1 1
x y y = an ) 4
* *
x y y = are linearly in.e-en.ent (olution( of t!e !o#o%eneous
equation
0 ) 4 ) 4 ) 4
*
*
= + + y x R
dx
dy
x Q
dx
y d
x P 41)
t!en t!e linear co+%ination ) 4 ) 4 ) 4
* * 1 1
x y " x y " x y + = 4*)
is t!e general (olution of equation 41) $!ere
1
" an
*
" are arbitrar3 constants&
FE"er3 solution of equation 41) can be obtaine fro# 4*) b3 c!oosin% appropriate "alues
for t!e arbitrar3 constants
1
" an
*
" G&
8e restrict our attention to secon(orer linear !o#o%eneous ifferential equations $it!
con(tant coefficient( 4t!e coefficient functions P0 Q0 an R are constant functions)&
0
*
*
= + + "y
dx
dy
#
dx
y d
a or
0 = + + "y y # y a
$!ere a, #, an " are constants0 0 a &
=eplacin%
y
$it!
*
r
0
y
$it!
1
r
0 an
y
$it!
0
r
0 $e $ill obtain t!e au,iliary
e/uation1
0
*
= + + " #r ar
T!us0 t!e %eneral solution of t!e seconB orer linear ifferential equation
0 = + + "y y # y a
epens on t!e roots of t!e au6iliar3 equation 0
*
= + + " #r ar &
Ca(e "1 0 ,
*
> a" # 4t!e roots
1
r an
*
r are real an istinct)
t!en
x r x r
e " e " y
* 1
* 1
+ =
Ca(e ""1 0 ,
*
= a" # 4t!e roots are real an equal one real root r)
t!en
rx rx
xe " e " y
* 1
+ =
Ca(e """1 0 ,
*
< a" # 4t!e roots are co#ple6 nu#ber0 r + =
1
an r =
*
)
t!en ) sin cos 4
* 1
x " x " e y
x

+ =
Note1
Eac! of t!ese solutions contains t$o arbitrar3 constants
1
" an
*
" since t!e solution of
a seconBorer ifferential equation in"ol"es * inte%ration&
E,a+-le :
Sol"e t!e follo$in% ifferential equations1
1*/13
PCL0016
Topic 6

x
x
e " e " y sol$!on general !he
r or r
r r
r r eqn A$xlary
y
dx
dy
dx
y d
3
*
*
1
1
*
*
*
0
3
*
1
0 ) 3 )4 1 * 4
0 3 - * 1 &
0 3 - * & 1

+ =
= =
= +
= +
= +
x x
xe " e " y sol$!on general !he
r
r r
r r eqn A$xlary
y
dx
dy
dx
y d
*
*
*
1
*
*
*
0
*
0 ) * )4 * 4
0 , , 1 &
0 , , & *
+ =
=
=
= +
= +
) 3 sin 3 cos 4 0
3 0 1
3 1
*
16 , *
0 , * 1 &
0 , * & 3
* 1
*
*
*
x " x " e y sol$!on general !he
# a
r
r
r r eqn A$xlary
y
dx
dy
dx
y d
x
+ =
= =
=

=
= +
= +
(((((((((((((((((((((((((((((((((((((((((En of Topic 6(((((((((((((((((((((((((((((((((((((((((((((((((
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