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Definition:
By a Differential Equation (DE), we shall mean any equation that involves the derivatives
or differential of a function or functions.
Example:
Identify the dependent variable (DV) and the independent variable/s (IV) of the following
equations.
DV IV
da
1) 4ab b 2 a b
db
dx d2x
2) 5x x y 2 x y
dy dy
dy
3) y ' cos x 4 y x
dx
y y
4) a b ab y a, b
a b
v v v
5) 0 v x, y, z
x y z
Classification of Differential Equations
Ordinary Differential Equations (ODE) are equations on which the dependent variable
depends on only one independent variable.
The notations usually used to express ODE are:
dy ' d 2 y " df
,y , 2 ,y , , etc.
dx dx dw
Examples of ODE are the following:
dx
1) 2y x 0
dy
2) xy" 1 x 2x 2 1 y ' 0
da
3) 5b 4
db
d2 y dy
4) 5x 2 3x 2 y cos x 0
dx dx
5) ydx 2x xy 3 dy 0
Partial Differential Equations (PDE) are equations on which the dependent variable depends
on two or more independent variables.
The notation used to denote PDE are:
f y 2 y
, .
x x x 2
Examples of PDE are the following:
z z
1) z
x y
u u u
2)
a b c
w
3) 10xy 2 yz 2
x
2y 2y
4) 2 4 2
t x
f f
5) x y 3f
x y
Order and Degree of a Differential Equation
The ORDER of a differential equation is the order of the highest ordered derivative
involved in the equation.
The DEGREE of a differential equation refers to the exponent of the highest ordered
derivative involved in the equation. If the exponent of the highest ordered derivative is one (1),
the degree of the equation is first degree. If the exponent is two (2), the degree is second degree.
If the exponent is three (3), the degree is third degree and so on.
If the differential equation is written as polynomial, then the highest power/exponent to
which the highest ordered derivative appears in the equation is called the degree of the equation.
Linear Differential Equations are equations in which the dependent variable and its
derivative appear to the first degree only and the coefficients are either constant or function only
of the independent variable.
PRIMITIVES OR SOLUTIONS
Concepts of Primitives
Definition:
Primitive or solution is any non-derivative relation between the variables of a
differential equation that satisfies the equation.
Example:
1) Show that y A cos 2x Bsin 2x is the general solution of y" 4y 0, where A and B are
arbitrary constants. Also find the particular solution of it.
Solution :
Since y A cos 2x Bsin 2x contains two arbitrary constants, it is the general solution
of the sec ond order differential equation, if it is a solution. We can see that it is a solution by
differentiating twice the given non derivative equation.
Differentiating the equation
y A cos 2x Bsin 2x
first derivative
y' 2A sin 2x 2Bcos 2x
second derivative
y" 4Acos2x 4Bsin2x
or
y" 4Acos2x Bsin2x
y" 4y
y" 4y 0
Hence, y Acos2x Bsin2x is a solution.
Particular solution can be obtained by assigning values to the arbitrary constants A
and B. For instance, letting A 2 and B 1, then
y 2cos2x sin2x
is a particular solution of the given differential equation.
2) Show that y C1e2x C2e3x is the general solution of y" y' 6y 0 where C1 and C2 are
arbitrary constants.
Solution:
Since two constants are to be eliminated, obtain the two derivatives of
y C1e2x C2e3x (1)
first derivative
y' 2C1e2x 3C2e3x (2)
second derivative
y" 4C1e2x 9C2e3x (3)
eliminating C1 and C2 using det erminants
y e2x e3x
y' 2e2x 3e3x 0 (4)
2x
y"
4e 9e 3x
2x
since e and e can not be zero, equation (4) may be written, with the factors e2x
3x
Condition:
If a relation between two variables involves "n" arbitrary constants, those constants are
essential if they cannot be replaced by a smaller number of constants.
For the following primitives, identify the number of essential constants, where x and y
are the variables. A, B, and C are the arbitrary constants.
1) y A B x 2
2) y Ae
x B
3) y Ax 2 Bx C
In (1), there is only one essential arbitrary constant since A + B is no more than a single
arbitrary constant and can be replaced by a smaller number of constant, say L, without affecting
the given primitive, and it can be written as
y = L + x2
In (2), again only one arbitrary constant is essential since y = Ae(x+B) can be written as
y = AexeB and AeB is no more than a single arbitrary constant, and may be replaced by a smaller
number of constant, say G, then the given primitive can be reduced to
y = Gex
In (3), no constants can be combined and replaced by a single constant, then all of them
are essential.
Rule:
To find the differential equation, differentiate the given relation; differentiate the first
derived equation; differentiate the second derived equation; until the number of derived
equations is equal to the number of essential constants in the given relation.
Eliminate the constants using the given relation and the derived equations.
Reminder:
Before differentiating the given relation, count first the essential constants involved in
order to know the required number of derivatives.
x y
x+C
Families of Curves
xy y x x y
2 2
' 2 2
xy 2xyy y x x y
' 2 ' 2 2 2 2
x y 2xyy y x x y
2 ' 2 ' 2 4 2 2
differential equation
parameter.
For instance, the equation
x2 + (y-k)2 = r2
may be interpreted as the equation of a family of circles having its center anywhere on the y-axis
and its radius of any magnitude.
Figure below shows several members of this family of circles.
If k and r in equation x2 + (y-k)2 = r2 are to be treated as arbitrary constants and
eliminated, the result will be a differential equation of the family of curves represented by that
equation. We shall eliminate both k and r and obtain a second order differential equation for the
family of circles.
Example:
Solution :
first derivative
2x 2 y k y ' 0
x y k y' 0 (1)
sec ond derivative
1 y k y" y ' y ' 0
1 y k y" y ' 0
2
(2)
from (1)
x
k y (3)
y'
substitute (3) int o (2)
x
1 y y ' y" y ' 0
2
y
y ' xy" y' 3
'
0
y
therefore the differential equation that will satisfy the equation for the family of circles is
y ' xy" y' 0
3
differential equation
2) Find the differential equation of the family of circles with centers on the line y = x.
Solution:
y
y=x
x
The equation of the family of circles is
x h y k r2
2 2
but h k sin ce y x; h and r being an arbitrary constants. We are dealing with two parameter family.
first derivative
2 x h 2 y h y' 0
x h y h y' 0 (1)
sec ond derivative
1 0 y h y" y ' y ' 0
1 y h y" y ' 0
2
(2)
from (1)
x h yy ' hy ' 0
x yy '
h (3)
1 y'
substitute (3) int o (2)
x yy ' "
y y' 0
2
1 y '
1 y
y 1 y ' x yy '
y" y ' 0
2
1
1 y '
0
1 y'
therefore the desired differential equation is
1 y ' yy" 1 y ' y" x yy ' y ' 1 y ' 0
2
1 y 1 y y x y
' ' 2 "
0 differential equation
3) Find the differential equation of the family of central conics with center at the origin and
vertices on the coordinate axes.
Solution :
The equation of the family is
x 2 y2
1
a 2 b2
where a and b being an arbitrary constants. Re arranging the equation
x 2 b 2 y 2a 2 a 2 b 2
first derivative
2xb 2 2yy 'a 2 0
xb 2 yy 'a 2 0 (1)
sec ond derivative
b 2 yy"a 2 y ' a 2 0
2
(2)
from (1)
yy 'a 2
b
2
(3)
x
substitute (3) int o (2)
yy 'a 2
yy a y a 0
' 2 2
" 2
x
yy 'a 2 xyy"a 2 x y ' a 2 0
2
xyy" x y ' yy ' 0
2
differential equation
SOLUTION OF FIRST ORDER, FIRST DEGREE
ORDINARY DIFFERENTIAL EQUATION
SEPARATION OF VARIABLES
A first order, first degree differential equation is separable if it can be expressed in the
form
f1(x)dx + f2(y)dy = 0
where f1(x) is a function only of x and f2(y) is a function only of y.
The variables x and y can be replaced by any two other variables without affecting
separability.
4 x dy 2
y
dx 0
4 x y 4 x y
2 2
dy dx
0
y 4 x2
1 1
Variables are separated with f1 (x) and f 2 (y)
4 x 2
y
x 3
x 2 dy y x 2 dx 0 resulting equation
To separate the var iables, divide the resulting equation by y x 3 x 2 .
x x dy y x 2 dx 0
3 2
y x x
3
y x x
2 3 2
dy x 2
3 dx 0
y x x2
x 2 1
Variables are separated with f1 (x) and f 2 (y)
x 3
x 2
y
The purpose of separating the variables is to make the equation integrable, since the
process of integration is to be used to obtain the solution of the equation. A solution containing
arbitrary constant(s) is called the general solution and solution containing no arbitrary
constant(s) is called the particular solution.
udv uv vdu
x cos xdx x sin x sin xdx
x sin x cos x
C5
then y 2 4y x 2 5 particular solution
Mdx + Ndy = 0
f(x,y) = kn f(x,y)
y = vx or x = vy
Example 1. Deter min e whether f (x, y) xy y 2 is hom ogeneous and if so, find its deg ree.
Solution :
f (kx, ky) (kx)(ky) (ky) 2 k 2 (xy) k 2 y 2
k 2 (xy y 2 ) k 2 f (x, y)
The function is hom ogeneous of deg ree 2.
Example 2. Deter min e whether f (x, y) x 2 y 2 is hom ogeneous and if so, find its deg ree.
Solution :
f (kx, ky) (kx) 2 (ky) 2 k 2 x 2 k 2 y 2 k 2 (x 2 y 2 )
k x 2 y 2 kf (x, y)
The function is hom ogeneous of deg ree 1.
Example 3. Deter min e whether f (x, y) x xy e is hom ogeneous and if so, find its deg ree.
3 2 y
Solution :
kx x
x x
k 3 x 3 k 3 xy 2 e y k 3 (x 3 xy 2 e y ) k 3 f (x, y)
The function is hom ogeneous of deg ree 3.
Example 4. Solve the general solution of a given hom ogeneous equation
xdy y x dx
Solution :
U sin g the substitution equation
y vx and dy vdx xdv
then
xdy y x dx
x vdx xdv vx x dx
x vdx xdv x v 1 dx
vdx xdv v 1 dx 0
combining the coefficients of dx
v v 1 dx xdv 0
dx xdv 0 ; var iables are separable
int egrating term by term
dx
x
dv 0
ln x v C
y
but v
x
y
ln x C
x
x ln x y Cx general solution
vy vy y dy y vdy ydv 0
vy
vy 2 dy y vdy ydv 0
vy y v dy y vdy ydv 0
y v v dy y vdy ydv 0
v v dy vdy ydv 0
combining the coefficients of dy
v
v v dy ydv 0
vdy ydv 0
separating the var iables
dy dv dy dv
0 or 0
y v y v1/ 2
dy
v 1/ 2 dv 0
y
int egrating
dy
y v dv 0
1/ 2
ln y 2v1/ 2 C
x
but v
y
1/ 2
x
ln y 2 C
y
x
or ln y 2 C general solution
y
xdy y x 2 y 2 dx 0
Solution :
U sin g the substitution equation
y vx and dy vdx xdv
then
x vdx xdv vx x 2 x 2 v 2 dx 0
x vdx xdv vx x 2 1 v 2 dx 0
x vdx xdv vx x 1 v 2 dx 0
x vdx xdv x v 1 v 2 dx 0
vdx xdv v
1 v 2 dx 0
combining the coefficients of dx
v v
1 v 2 dx xdv 0
1 v 2 dx xdv 0
separating the var iables
dx dv
0
x 1 v2
int egrating
dx dv
x 1 v2 0
ln x sin 1 v 0
y
but v
x
y
ln x sin 1 C general solution
x
1 2e vdy 1 2e ydv 2e 1 v dy 0
v v v
v 2e dy 1 2e ydv 0
v v
dv 0
y v 2e v
int egrating
dy 1 2e v
y v 2ev dv 0
ln y ln v 2e v ln C
ln y v 2e v ln C
y v 2e v C
x
but v
y
x x
y 2e y C
y
x
x 2ye y
y
y C
x
x 2ye C
y
general solution
y y’ ah + bk + c
h + k +
(h,k)
x'
x
If we refer these two lines to parallel axes with origin (h,k), by the translation
x = x’ + h y = y’ + k
the constant term must vanish. In fact applying the translation (4) to (1) we get
y ' = vx ’ and x ‘ = vy ‘
Example 1. Re duce the equation to hom ogeneous equation and solve the general solution of it.
2x 3y 4 dx 3x 2y 1 dy 0
Solution :
In this case
2h 3k 4 0, 3h 2k 1 0
from that
3 2h 3k 4 0
2 3h 2k 1 0
9k 4k 12 2 0
k2
if k 2
2h 3(2) 4 0
h 1
The corresponding substitutions are
x x ' h x ' 1; dx dx '
y y ' k y ' 2; dy dy '
making the substitution
2 x ' 1 3 y ' 2 4 dx ' 3 x ' 1 2 y ' 2 1 dy ' 0
2x ' 3y ' dx ' 3x ' 2y ' dy ' 0
the resulting equation is hom ogeneous of deg ree 1.
U sin g the substitution equations
y ' vx ' and dy ' vdx ' x 'dv
then
2x ' 3vx ' dx ' 3x ' 2vx ' vdx ' x 'dv 0
x ' 2 3v dx ' x ' 3 2v vdx ' x 'dv 0
2 3v dx ' 3 2v vdx ' 3 2v x 'dv 0
combining the coefficients of dx '
2 3v 3v 2v dx ' 3 2v x 'dv 0
2
2 2v dx ' 3 2v x 'dv 0
2
2 1 v dx ' 3 2v x 'dv 0
2
3 2v dv 3 2v A B
1 v 2
1 v 1 v 1 v 1 v
3 2v A 1 v B 1 v
3 A B; 2 A B
1 5
A ;B
2 2
3 2v dv dv 5dv
1 v2 2 1 v 2 1 v
1 5
ln 1 v ln 1 v
2 2
then
2dx ' 3 2v dv
x'
1 v2
0
1 5
2 ln x ' ln 1 v ln 1 v ln C
2 2
4 ln x ' ln 1 v 5ln 1 v ln C
u sin g the properties of natural log arithms
x ' 1 v
4 5
ln ln C
1 v
x ' 1 v
4 5
C
1 v
y'
but v
x'
5
x ' 1
4 y'
x' C
y'
1
x'
simplifying
x ' y ' C x ' y '
5
x y 3 C x y 1 general solution
5
2 v dx ' 4x 'dv 0
separating the var iables
dx ' 4dv
0
x' 2 v
dx ' 4dv
x' 2 v 0
ln x ' 4 ln 2 v ln C
ln x ' 2 v ln C
4
x '2 v C
4
y'
but v
x'
4
y'
x ' 2 C
x'
2x ' y ' C x '
4 3
2x y 3 C x 1 general solution
4 3
SIMPLE SUBSTITUTION
Example 2. Solve the general solution and the particular solution when x 1 and y 0
2 x y dx dy 0
Solution :
let
a xy (1)
da dx dy
dx da dy (2)
substitute (1) and (2) int o the given differential equation
2a da dy dy 0
2ada 2ady dy 0
combining the coefficients of dy
2ada 2a 1 dy 0
separating the var iables
2ada
dy 0
2a 1
int egrating term by term
2ada
2a 1 dy 0
2a 1 1
2a 1 da dy 0
2a 1 da
2a 1 da 2a 1 dy 0
1
a ln 2a 1 y C
2
2a ln 2a 1 2y C
but a x y
2 x y ln 2 x y 1 2y C
2x 2y ln 2x 2y 1 2y C
2x ln 2x 2y 1 C generalsolution
ada 6y dy
3
a 2 6y 4
C
2 4
a 2 3y 4
C
2 2
a 2 3y 4 C
but a xy
xy 3y 4 C generalsolution
2
Example 4.Solve the general solution of
2
y
dx dy x y 1 xdy ydx
x
Solution :
2
y
dx dy x y 1 xdy ydx (1)
x
y
let a ; bxy (2)
x
xdy ydx
da ; db dx dy (3)
x2
x 2 da xdy ydx
substitute (3) and (2) int o (1)
db b 1 a x 2da
2
1 a x 2 da
db 2
(4)
b
from (3) and (2)
y
a ; y ax
x
b x y x ax x 1 a
b
x
1 a
b2
x2 (5)
1 a
2
b db da 0
3
b 2 1
a C ; 2a C
2 b2
returning to the original var iables
1 y
2 C generalsolution
x y x
2
Example 5.Solve the general solution of
dy x y 1 dx 2dx
2
Solution :
dy x y 1 dx 2dx
2
(1)
let a x y 1 (2)
da dx dy ; dy da dx (3)
substitute (2) and (3) int o (1)
da dx a 2 2 dx
da a 2 2 dx dx
da a 2 2 1 dx a 2 1 dx
separating the var iables
da
dx
a 1
2
int egrating
da
a 2
1
dx
da 1 a 1
a 2
ln
1 2 a 1
1 a 1
ln xC
2 a 1
returning to the original var iables
1 x y 1 1
ln xC
2 x y 1 1
1
ln
x y x C generalsolution
2 x y 2
Solution : M e x 3x 2 y x 2 and N e x
3 3
M
e x 3x 2 0 3x 2 e x
3 3
y
N
e x 3x 2 3x 2 e x
3 3
x
M N
sin ce ; then the equation is exact.
y y
3
Example 5. Deter min e whether the equation in Example 4 is exact or not after dividing it by e x .
Solution :
from Ex. 4
e x 3x 2 y x 2 dx e x dy 0
3 3
3
dividing it by e x gives
3x y x dx dy 0
2 2
now M 3x 2 y x 2 and N 1
M
3x 2 0 3x 2
y
N
0
x
M N
3
sin ce ; then the equation is not exact if it is divided by e x .
y x
NOTE :
To test for the exactness of a diferential equation, it is advisable not to manipulate the
equation.
Fx M
F M f y
3) Take the partial derivative of 2 with respect to y x cons tan t
F M '
f y
y y
4) Equate N to 3 and solve for f ' y
F '
N f y
y
F
f ' y N
y
5) Integrate f ' y to get f y
6) Substitute 5 int o 2 , the result is the general solution.
Method 2.
1) Let Fy N
2) Integrate (1) with respect to y x cons tan t
Fy N
Fy N f (x)
3) Take partial derivative of (2) with respect to x y cons tan t
F N '
f (x)
x x
4) Equate M to (3) and solve for f ' (x)
N '
M f (x)
x
N
f ' (x) M
x
5) Integrate (4) to get f (x)
6) Substitute (5) int o (2), the result is the general solution.
Method 3.
By Formula
F M t, y dt N a, t dt C
x y
a b
M N
where a and b are the smallest number that will give a definite value for .
y x
NOTE :
Use the above methods (methods 1, 2, and 3) only if the differential equation is exact.
Adopt the method that is convinient to you.
Example 6. Solve the general solution of
6x 2
4xy y 2 dx 2x 2 2xy 3y 2 dy 0
Solution :
M N
The equation is exact sin ce .
y x
Method 1.
1) Fx M 6x 2 4xy y 2
2) Fx 6x 2dx 4y xdx y 2 dx
F 2x 3 2x 2 y xy 2 f (y)
F
3) 0 2x 2 2xy f ' (y)
y
F
4) N ; 2x 2 2xy 3y 2 2x 2 2xy f ' (y)
y
f ' (y) 3y 2
5) f '(y) 3y 2dy
f (y) y3
6) F 2x 3 2x 2 y xy 2 y3 C general solution
Method 2.
1) Fy N 2x 2 2xy 3y 2
2) Fy 2x 2 dy 2x ydy 3y 2dy
F 2x 2 y xy 2 y3 f (x)
F
3) 4xy y 2 f ' (x)
x
F
4) M ; 6x 2 4xy y 2 4xy y 2 f ' (x)
x
f ' (x) 6x 2
5) f ' (x) 6x 2dx
f (x) 2x 3
6) F 2x 2 y xy 2 y3 2x 3 C general solution
Method 3.
U sin g the formula
F M t, y dt N a, t dt C
x y
a b
M N
4x 2y
y x
if a 0; b 0
M N
4(0) 2(0) 0
y x
therefore :
F 6t 2 4ty y 2 dt 2a 2 2at 3t 2 dt C
x y
0 o
2 x y
F 2t 2t y ty
3 2
0 0 t3 C
0 0
F 2x 3 2x 2 y xy 2 y3 C general solution
Method 1.
y
1) Fx M
x2
1
2) Fx y 2 dx y x 2dx
x
y
F f y
x
F 1
3) f ' y
y x
F 1 1
4) N ; f ' y
y x x
f ' (y) 0
5) f y 0 sin ce f ' y 0
y y
6) F C; C
x x
y
F C general solution
x
Method 2.
1
1) Fy N
x
1
2) Fy
x
dy
y
F f y
x
F 1 y
3) y 2 f ' x 2 f ' x
x x x
F y y
4) M ; 2 2 f ' x
x x x
f x 0
'
5) f x 0 sin ce f ' x 0
y
6) F C
x
y
F C general solution
x
Method 3.
U sin g the formula
F M t, y dt N a, t dt C
x y
a b
M N 1
y x x 2
if x 0 and y 0
M N 1
; undefined
y x 0
if x 1 and y 1
M N 1
1
y x 1
then a 1 and b 1
therefore :
x y y 1
F dt dt C
a
2
1 t 1
F yt 2 dt dt C
x y
1 1
x
y
F t1 C
y
t1
y y
F y 1 C
x 1
y
F y y 1 C
x
y
F C 1
x
y
F C general solution
x
Method 1.
cos y
1) Fx M
x 3
dx
2) Fx cos y
x 3
F cos y ln x 3 f y
F
3) sin y ln x 3 f ' y
y
F 1
4) N ; sin y ln 5x 15 sin y ln x 3 f ' y
y y
1
f ' y sin y ln 5
y
dy
5) f ' y ln 5 sin ydy
y
f y ln y ln 5cos y
6) F cos y ln x 3 ln y ln 5cos y C
F cos y ln x 3 ln 5 ln y C
F cos y ln 5 x 3 ln y C
F cos y ln 5x 15 ln y C general solution
Method 2.
1
1) Fy N sin y ln 5x 15
y
dy
2) Fy ln 5x 15 sin ydy
y
F cos y ln 5x 15 ln y f x
F 5 cos y '
3) cos y f ' x f x
x 5x 15 x 3
F cos y cos y '
4) M ; f x
x x 3 x 3
f ' x 0
5) f x 0 sin ce f ' x 0
6) F cos y ln 5x 15 ln y C general solution
Method 3.
U sin g the formula
F M t, y dt N a, t dt C
x y
a b
M N sin y
y x x 3
if x 0 and y 0
M N sin 0
0
y x 03
then a 0 and b 0
x cos y y 1
F dt sin t ln 5a 15 dt C
0 t 3 0
t
x cos y y 1
F dt sin t ln15 dt C
0 t 3 0
t
x
F cos y ln t 3 0 ln15cos t ln t 0 C
y
Solution :
Combining the coefficients of dx
2xye x2
3x 2 dx e x dy 0
2
M 2xye x 3x 2 and N e x
2 2
M N
2xe x and 2xe x
2 2
y x
M N
; the equation is exact.
y x
Method 2.
1) Fy N e x
2
2) Fy e x dy
2
F ex y f x
2
F
2xye x f ' x
2
3)
x
F
4) M ; 2xye x 3x 2 2xye x f ' x
2 2
x
f ' x 3x 2
5) f ' x 3 x 2 dx
f x x3
6) F ye x x 3 C general solution
2
a b
if x 0 and y 0
M N 0
; undefined
y x 0
if x 1 and y 1
M N 1
1
y x 1
then a 1 and b 1
x y2 y t
F 2 t dt dt C
1
2t 1 a
x y 2 t 2 y
F t dt tdt C
1
2 1
x y
y2 t 2 t2
F C
t 21 2 1
2 2
y x y 1 y2 1
2
F C
2x 2 2 2 2 2
2 2
y x
F C
2x 2
F y 2 x 3 Cx general solution
INTEGRATING FACTOR
Example 2. Show that the equation is not exact and that the given I x, y is an int egrating factor.
1
ydx x ln xdy 0 I x, y
x
Solution : M y and N x ln x
M N
1 and 1 ln x
y x
M N
sin ce ; then the equation is not exact. U sin g the given I x, y , then
y x
y x ln x
dx dy 0
x x
y x ln x
this time M and N ln x
x x
M 1 N 1
and
y x x x
M N 1 1
, therefore I x, y is the int egrating factor of the given non exact
y x x x
equation.
1
Example 3. Deter min e whether is an int egrating factor for
xy
ydx xdy 0
1
Solution : Multiplying the given differential equation by yields
xy
y x
dx dy 0
xy xy
dx dy
or 0
x y
1 1
M and N
x y
M N
0 and 0
y x
M N 1
sin ce 0, then the given exp ression I x, y is an int egrating factor for
y x xy
the given non exact differential equation.
1 M N
1) If f x , a function of x alone, then the int egrating factor is :
N y x
I e
f x dx
1 M N
2) If g y , a function of y alone, then the int egrating factor is :
M y x
Ie
g y dy
I x2
M y xy 2 and N x
M N
1 2xy and 1
y x
M N
1 2xy 1 2 2xy 2 1 xy
y x
1 M N 2 1 2xy 2 1 2xy 2
function of y alone
N y x y xy 2 y 1 2xy y
therefore, the int egrating factor is
2
dy
Ie
g y dy
e y e 2ln y
1
I y 2
y2
The following examples will illustrate how to solve the general solution of a non exact
differential equation u sin g int egrating factor.
Example 1. Show that the equation is not exact; find an int egrating factor and then the general
solution of x y dx dy 0
Solution : M x y and N 1
M N
1 and 0
y x
M N
the equation is not exact sin ce .
y x
For the int egrating factor
M N
1 0 1
y x
1 M N 1
1
N y x 1
then,
I e e
f x dx dx
e x int egrating factor
multiply the equation by I e x
e x x y dx e x dy 0
this time, M e x x y and N e x
M N
e x and ex
y x
M N
e x , the equation is now exact.
y x
U sin g Method 2.
1) Fy N e x
2) Fy e x dy
F ex y f x
F
3) ye x f ' x
x
F
4) M ; e x x y ye x f ' x ; xe x ye x ye x f ' x ;
x
f ' x xe x
5) f ' x dx xe x dx; f x xe x x (int egration by parts)
6) F ye x xe x e x C general solution
Example 2. Show that the equation is not exact; find an integrating factor and then the general
solution of y + xy 2 dx xdy 0.
2
Solution : M y xy 2 and N x
M N
1 2xy and 1
y x
M N
The equation is not exact sin ce .
y x
Solving for the int egrating factor.
M N
1 2xy 1 2 2xy 2 1 xy
y x
1 M N 2 1 xy 2
; function of y alone
M y x y 1 xy y
the int egrating factor is
2
dy
Ie
g y dy 1
e y e 2ln y y 2 2
y
1
multiplying the given non exact equation by I gives
y2
1 x
2 y xy dx 2 dy 0
2
y y
1
this time M 2 y xy 2 and N 2
x
y y
M 1 N 1
2 and 2
y y x y
M N
the equation is now exact sin ce .
y x
U sin g Method 1.
1
1) Fx M x
y
1
2) Fx dx xdx
y
x x2
F f y
y 2
F x
3) 2 f ' y
y y
F x x
4) N ; 2 2 f ' y
y y y
f ' y 0
5) f y 0 simce f ' y 0
x x2
6) F C general solution
y 2
Example 3. Show that the equation is not exact; find an int egrating factor and then the general
solution of y x y 1 dx x x 3y 2 dy 0.
Solution : M xy y 2 y and N x 2 3xy 2x
M N
x 2y 1 and 2x 3y 2
y x
M N
the equation is not exact sin ce .
y x
Solving for the int egrating factor,
M N
x 2y 1 2x 3y 2 x y 1
y x
1 M N x y 1 1
function of y alone
M y x y x y 1 y
then,
1
dy
Ie
g y dy
e y eln y y
multiplying the given non exact equation by I y gives,
y 2 x y 1 dx xy x 3y 2 dy 0
this time M xy 2 y3 y 2 and N x 2 y 3xy 2 2xy
M N
2xy 3y 2 2y and 2xy 3y 2 2y
y x
the equation is now exact.
U sin g Method 1.
1) Fx M xy 2 y3 y 2
2) Fx y 2 xdx y3 dx y 2 dx
y2 x 2
F xy3 xy 2 f y
2
F
3) x 2 y 3xy 2 2xy f ' y
y
F
4) N ; x 2 y 3xy 2 2xy x 2 y 3xy 2 2xy f ' y
y
f ' y 0
5) f y 0 sin ce f ' y 0
6) F x 2 y 2 2xy3 2xy 2 C general solution
LINEAR DIFFERENTIAL EQUATION
Definition :
Linear Differential Equation is one in which the dependent var iable and its derivatives
appear to the first deg ree only and the coefficients are either a cons tan t or function only of the
independent var iable.
dy
yP x Q x
dx
is a linear first order differential equation sin ce only y and its derivative appear int o the equation
and they are only to the first power. As indicated in the equation above, P and Q are functions of
x alone.
To solve the general solution of a linear differential equation, the first thing to do is to
reduce the given equation in the form
dy
yP x Q x
dx
dx
xG y H y
dy
ye Q x e
dy P x dx P x dx
1) yP x Q x dx C
dx
xe H y e
dx G y dy G y dy
2) xG y H y dy C
dy
Example 1. Solve the general solution of a given linear differential equation.
dy y
x3 3
dx x
Solution :
dy y
x3 3 linear in y
dx x
1
P and Q x 3 3
x
therefore the general solution is
ye Qe
P x dx P x dx
dx C
dx dx
x x
ye x 3 3 e dx C
yeln x x 3 3 eln x dx C
yx x 3 3 xdx C
xy x 4 3x dx C
x 5 3x 2
xy C
5 2
10xy 2x 5 15x 2 C general solution
xe He
G y dy G y dy
dy C
the general solution is,
3dy 3dy
xe y
2ye y
dy C
xe3ln y 2ye3ln y dy C
xy3 2y y3 dy C
xy3 2y 4 dy C
2y5
xy3
C
5
5xy3 2y5 C general solution
ye Qe
P x dx P x dx
dx C
2dx 2dx
ye x
x 1 e x
dx C
ye 2ln x x 1 e 2ln x dx C
yx 2 x 1 x 2dx C
y 1
x 2 dx C
x
2
x
y 1
2
ln x C
x x
y x ln x x C
2
general solution
ye Qe
P x dx P x dx
dx C
PHYSICAL APPLICATION OF FIRST ORDER
FIRST DEGREE DIFFERENTIAL EQUATIONS
Radioactive Decay
It has been found experimentally that radioactive substance decompose at a rate propor -
tional to the quantity of substance present.
If we let Q(t) represent the quantity of substance at time t, then the statement above may
be exp ressed mathematically by the differential equation
dQ
kQ
dt
where k is the cons tan t of proportionality. Re arranging the equation gives
dQ
kdt
Q
dQ
Q
kdt
ln Q kt C working equation
Example 1. Radium decomposes at a rate proportional to the amount present. If of 100 grams set
aside now there will be left 96 grams ten years hence. Find how much will be left after 20 years.
What is the half life of the radium ?
Solution :
Q 100 when t0
Q 96 when t 10
Q? when t 20
Q 50 when t ?
U sin g the working equation
ln Q kt C
when Q 100, t 0
ln100 k(0) C; C ln100
when Q 96, t 10
ln 96 k(10) ln100
ln 96 ln100 10k
96
ln 10k
100
1 96
k ln 0.00408
10 100
a) Q ? when t 20
ln Q (0.00408)(20) ln100
ln Q 4.524
Q ln 1 (4.524) 92.16 grams
b) Q 50 when t ?
ln 50 (0.00408)(t) ln100
ln 50 ln100 0.00408 t
50
ln 0.00408 t
100
50
ln
t 100 169.89 years
0.00408
Example 2. If 5% of the radioactive subs tan ce decompose in 5 years, what percentage will be
present at the end of 500 years ? 1000 years ?
Solution :
Q Q0 when t0
Q 0.95Q0 when t 50
Q xQ 0 when t 500
Q xQ 0 when t 1000
when Q Q0 , t 0
ln Q0 k (0) C; C ln Q 0
when Q 0.95Q0 , t 50
ln 0.95Q0 k(50) ln Q0
ln 0.95Q0 ln Q0 50k
ln 0.95 50k
ln 0.95
k 1.03 x 103
50
a) Q xQ0 when t 500
ln xQ0 (1.03 x 103 )(500) ln Q 0
ln xQ0 ln Q0 0.515
xQ0
ln 0.515
Q0
ln x 0.515
x ln 1 (0.515) 0.5975 or 59.75%
b) Q xQ0 when t 1000
ln xQ 0 (1.03 x 103 )(1000) ln Q 0
ln xQ 0 ln Q0 1.03
xQ0
ln 1.03
Q0
ln x 1.03
x ln 1 (1.03) 0.3570 or 35.70%
Example 3. If the half life of a radioactive subs tan ce is 1800 years, what percentage is present
at the end of 100 years ? In how many years does only 10% of the subs tan ce remain ?
Solution :
Q 0.5Q0 when t 1800
Q Q0 when t0
Q xQ 0 when t 100
Q 0.10Q 0 when t ?
when Q Q 0 , t 0
ln Q0 k(0) C; C ln Q 0
when Q 0.5Q0 , t 1800
ln 0.5Q0 k(1800) ln Q 0
ln 05Q0 ln Q0 1800k
0.5Q0
ln 1800k
Q0
ln 0.5
k 3.85 x 104
1800
a) Q xQ0 , t 100
ln xQ 0 (3.85 x 104 )(100) ln Q 0
ln xQ 0 ln Q0 0.0385
xQ0
ln 0.0385
Q0
ln x 0.0385
x ln 1 (0.0385) 0.9622 or 96.22%
b) Q 0.10Q 0 , t ?
ln 0.10Q 0 (3.85 x 104 )(t) ln Q0
ln 0.10Q 0 ln Q0 (3.85 x 104 ) t
0.10Q0
ln 3.85 x 104 t
Q0
ln 0.10
t 5980.74 years
3.85 x 104
Example 4. A certain radioactive subs tan ce has a half life of 38 hrs. Find how long it will take
for 90% of the radioactivity to be dissipated.
Solution :
Q Q0 when t0
Q 0.5Q0 when t 38
Q 0.10Q 0 when t ?
when Q Q 0 , t 0
ln Q0 k(0) C; C ln Q 0
when Q 0.5Q0 , t 38
ln 0.5Q0 k(38) ln Q 0
ln 0.5Q0 ln Q0 38k
0.5Q0
ln 38k
Q0
ln 0.5
k 0.01824
38
therefore, when Q 0.10Q0 ; t ?
ln 0.10Q 0 (0.01824)(t) ln Q0
ln 0.10Q 0 ln Q0 0.01824 t
0.10Q0
ln 0.01824 t
Q0
ln 0.10
t 126.24 hrs.
0.01824
Population Growth
Example 2. If the population of the city doubled in the past 25 years and the present population
is 100000, when will the city have a population of 500000?
Solution :
P 50000 when t0
P 100000 when t 25
P 500000 when t ?
Solution :
when P 50000, t 0
ln 50000 k(0) C; C ln 50000
when P 100000, t 25
ln100000 k(25) ln 50000
ln100000 ln 50000 25k
100000
ln 25k
50000
ln 2
k 0.02773
25
therefore; when P 500000, t ?
ln 500000 (0.02773)(t) ln 50000
ln 500000 ln 50000 0.02773 t
500000
ln 0.02773 t
50000
ln10
t 83 years
0.02773
then
t 83 25 58 years from now
Example 3. Express the following proposition as a differential equation : The population of the
city increases at a rate which is proportional to the current population and the difference bet.
200000 and the current population.
Solution :
P0 initial population
P population at any time t
dP
rate of increase
dt
the rate of increase is jo int ly proportional to both P and (200000 P), then
dP
kP(200000 P) differential equation
dt
where k is the cons tan t of proportionality
Example 4. The initial population of the city is 100000 and after 20 years, the population is
50000. What will be the population after 35 years, following the rate of increase given in ex. 3.
Solution :
from ex. 3,
dP
kP(200000 P)
dt
dP
kdt
P(200000 P)
int egrating both sides of the equation gives,
dP
P(200000 P) k dt
1 A B
P(200000 P) P 200000 P
1 A(200000 P) BP
solving for A and B,
1
AB
200000
therefore;
dP dP
200000P 200000(200000 P) k dt
1 1
ln P ln(200000 P) kt C
200000 200000
1 P
ln kt C working equation
200000 200000 P
when P 10000, t 0
1 10000
ln k(0) C
200000 200000 10000
1
ln 0.0526 C
200000
C 1.4722 x 105
when P 50000, t 20
1 50000
ln k(20) 1.4722 x 105
200000 200000 50000
1
ln 0.3333 20k 1.4722 x 105
200000
5.493 x 106 1.4722 x 105 20k
k 4.6144 x 107
when t 35, P ?
1 P
ln 4.6144 x 107 (35) 1.4722 x 105
200000 200000 P
P
ln 200000[4.6144 x 107 (35) 1.4722 x 105 ]
200000 P
P
ln 0.28568
200000 P
P 114190 after 35 years
Newton’s Law of Cooling
Experiments has shown that under certain conditions, a good approximation to the tempe -
rature of an object can be obtained by using Newton's Law of Cooling.
Newton 's Law of Cooling stated that "the temperature of the body changes at a rate that
is proportional to the difference in temperature between the outside medium and the body itself ".
We shall assume that the cons tan t of proportionality is the same whether the temperature
is increa sin g or decrea sin g.
Expres sin g the above statement int o mathematical equation give,
dTb
k Tb Tm
dt
where :
Tb temperature of the body
Tm temperature of the outside medium
re arranging the equation and int egrating gives,
dTb
kdt
Tb Tm
ln Tb Tm kt C working equation
ln Tb 70 ln 52
52
39
5
Tb 70 52
52
Tb 12.34 70
Tb 57.66 C
Example 2. A pie ois removed from a 350 C oven and placed in the kitchen with 70 C
sorrounding temperature. In half an hour, the pie has a temperature of 150 C. How soon
will it be at 100 C and thus ready to eat ?
Solution :
Tb 350 when t 0; Tm 70
Tb 150 when t 30
Tb 100 when t ?
when Tb 350, t 0, Tm 70
ln Tb Tm kt C
ln 350 70 k(0) C; C ln 280
when Tb 150, t 30, Tm 70
ln 150 70 k(30) ln 280
ln 80 30k ln 280
ln 80 ln 280 30k
80
ln 30k
280
80
ln
k 280 0.04176
30
when Tb 100, t ?, Tm 70
ln 100 70 0.04176 t ln 280
ln 30 ln 280 0.04176t
30
ln 0.04176t
280
2.2336
t 53.49 min
0.04176
Example 3. At 9 : 00 AM, a thermometer reading 70 C is taken outdoor where the temperature
is 15 C. At 9 : 05 AM, the thermometer reading is 45 C. At 9 :10 AM, the thermometer is taken
indoors where the temperature is fixed at 70 C. Find the reading at 9 : 20 AM.
Solution :
outside Tm 15 inside Tm 70
Tb 70, t 0 Tb1 ?, t 0
Tb 45, t 5 Tb2 ?, t 10
Tb1 ?, t 10 ref . time : 9 :10 AM
OUTSIDE
when Tb 70, t 0
ln 70 15 k(0) C; C ln 55
when Tb 45, t 5
ln 45 15 5k ln 55
ln 30 ln 55 5k
30
ln 5k
55
30
ln
k 55
5
when Tb1 ?, t 10
30
ln
ln Tb1 15 10 55 ln 55
5
2
30
ln Tb1 15 ln 55
55
2
30
Tb1 15 55
55
Tb1 31.36 C reading at 9 :10 AM
INSIDE (ref . time is 9 :10 AM)
when Tb1 31.36, t 0
ln 31.36 70 k(0) C
ln 38.64 C
when Tb2 ?, t 10
30
ln
ln Tb2 70 10 55 ln 36.84
5
2
30
ln Tb2 70 ln 36.84
55
2
30
Tb2 70 36.84
55
Tb2 58.5 C reading at 9 : 20 AM
Example 4. If the temperature of the air is 300 K and the subs tan ce cools from 370 K to 340 K
in 15 min utes, find whe the temperature will be 310 K.
Solution :
Tb 370 when t 0; Tm 300
Tb 340 when t 15
Tb 310 when t ?
when Tb 370, t 0
ln 370 300 k(0) C; C ln 70
when Tb 340, t 15
ln 340 300 15k ln 70
ln 40 ln 70 15k
40
ln
k 70 0.0373
15
when Tb 310, t ?
ln 310 300 0.0373t ln 70
ln10 ln 70 0.0373t
10
ln 0.0373t
70
10
ln
t 70
0.0373
t 52.15 min utes
Mixture Problems
entering leaving
rate rate
C concentration C concentration
dQ
entering leaving
dt
dQ
C C working equation
dt
Example 1. Pure water is poured at the rate of 3 gal / min int o a tan k containing 300 kg of salt
dissolved in 100 gallons of water and the solution, kept well stirred, pours out at 2 gal / min . Find
the amount of salt at the end of 100 min utes.
Given :
ln Q 2 ln 100 t C
ln Q 100 t C
2
Q 100 t C
2
when t 0, Q 300
300 100 0 C; C 300 100
2 2
therefore,
Q 100 100 300 100
2 2
300 100
2
Q 75 kg of salt
200
2
Example 2. A tan k initially holds 100 gallons of brine solution containing 1 kg of salt. At t 0,
another brine solution containing 1 kg of salt per gallon is poured int o the tan k at the rate of
3 gpm, while the well stirred mixture leaves the tan k at the same rate.
Find the time at which the mixture contains 2 kg of salt.
Given :
Re quired : t when Q 2 kg
Solution :
Q
C
100
dQ Q
(3)(1) 3
dt 100
dQ Q
33
dt 100
dQ Q
3 3 linear differential equation
dt 100
3 3
100 dt 100 dt
Qe 3e dt C
3 3
t t
Qe 100
3e 100
dt C
3 3
t t
Qe100 100e100 C
3
t
Q 100 Ce 100
when t 0, Q 1
1 100 C; C 99
therefore,
3
t
2 100 99e 100
3
t 98
e 100
99
3 98
t ln
100 99
t 0.338 min
Example 3. A tan k contains 80 gallons of pure water. A brine solution with 2 kg / gal of salt
enters at 2 gpm, and the well stirred mixture leaves at the same rate.
Find the time at which the brine leaving will contain 1 kg / gal of salt.
Given :
Re quired : t so that C 1 kg / gal
Solution :
dQ Q Q
(2)(2) 2 4
dt 80 40
dQ Q
4 linear
dt 40
dt dt
40 40
Qe 4e dt C
t t
Qe 40 4e 40 C
t t
Qe 40
160e C
40
t
Q 160 Ce 40
when t 0, Q 0
0 160 C; C 160
therefore,
t
Q 160 160e 40
Q
when C 1 ; Q 80
80
t
80 160 160e 40
t
e 40
0.5
t
ln(0.5)
40
t 27.73 min
Motion in a Straight Line
In this topic, we use the notation t, s, v, a, m, and F for time, dis tan ce, velocity, accele
ration, mass, and force respectively. From calculus, we have
ds dv dv
v and a v
dt dt ds
If a particle of mass m moves in a straight line under the inf luence of one or more forces
having resul tan t F, then, in accordance with Newton 's law of motion, we have
d
F mv
dt
assu min g that m is cons tan t, then
dv a W dv
Fm ma W
dt g g dt
where :
g 9.8 m / s 2 98 cm / s 2 32.2 ft / s 2
Example 1. A boat with its load weighs 322 lbs. If the force exerted upon the boat by the motor
in the direction of the motion is equivalent to a cons tan t force of 15 lbs, if the resis tan ce (in lb)
to motion is equal numerically to twice the speed (in ft / s), that is, 2v lb and if the boat starts from
rest, find the speed after 10 sec onds.
Solution :
W dv
F
g dt
322 dv
15 2v
32.2 dt
dv
15 2v 10
dt
15 2v dt 10dv
10dv 5dv
dt
15 2v 7.5 v
int egrating
dv
dt 5 7.5 v
t 5ln 7.5 v C
when t 0, v 0
0 5ln 7.5 0 C
C 5ln 7.5
therefore,
10 5ln 7.5 v 5ln 7.5
10 5ln 7.5 5ln 7.5 v
0.0745 5ln 7.5 v
0.0745
ln 7.5 v
5
0.0745
7.5 v e 5
0.0745
v 7.5 e 5
v 6.48 ft / s
Example 2. An iceboat with load weighs 322 lbs. It is propelled by a force of 2 v o v lb when
moving at the rate of v ft / s in a v o ft / s tail wind. There is a cons tan t resis tan ce to motion of
10 lbs. (a) Find the speed v at time t sec from rest in a 40 ft / s wind. (b) Find its speed after 10 s
from rest.
Solution :
W dv
(a) F
g dt
322 dv
2 v o v 10
32.2 dt
dv
vo v 5 5
dt
5dv
dt
vo v 5
int egrating
5dv
dt v o v5
t 5ln v o v 5 C
when t 0, v 0 and v o 40
0 5ln 40 0 5 C
C 5ln 35
therefore,
t 5ln 40 v 5 5ln 35
t 5ln 35 v 5ln 35
5ln 35 t 5ln 35 v
t
ln 35 v ln 35
5
t
ln 35
35 v e 5
t
ln 35
v 35 e 5
(b) when t 10
10
ln 35
v 35 e 5
v 35 eln 35 2
v 30.26 ft / s
Example 3. A boat is being towed at the rate of 20 kph. At the ins tan t (t 0) that the towing
line is cast off , a man in the boat begins to row in the direction of motion exerting a force of
90 N. If the combined mass of the man and the boat is 225 kg and the resis tan ce is equal to
26.25v, find the speed of the boat after 1/ 2 min ute.[Ans. 3.5 m / s]
Other Rate Problems
Example 1. The rate of change of air pressure with altitude (distance above the earth) is propor -
tional to the air pressure. If the air pressure on the ground is 101 KPa and if at an altitude of
3050 m it is 70 KPa, find the air pressure at an altitude of 4575 m.
Solution :
h0 P 101 KPa
h 3050 P 70 KPa
h 4575 P?
dP
kP
dh
dP
kdh
P
int egrating
dP
P kdh
ln P kh C working equation
when h 0, P 101
ln101 k(0) C; C ln101
when h 3050, P 70
ln 70 3050k ln101
ln 70 ln101 3050k
70
ln
k 101 1.2 x 104
3050
when h 4575
ln P 1.2 x 104 4575 ln101
ln P 4.065
P e 4.065
P 58.28 Kpa
Example 2. Water leaks from a cylinder through a small orifice in its base at a rate proportional
to the square root of the volume remaining at any time. If the cylinder contains 64 gallons ini
tially and 15 gallons leaks out the first day, when will 25 gallons remain ? How much will remain
at the end of four days ?
Solution :
v 64 when t0
v 49 when t 1
t ? when v 25
t4 when v?
water leaks at the rate proportional to the square root of the volume remaining at any
time, then
dv
k v
dt
separating the var iables and int egrating,
dv
kdt
v
1
v 2
dv kdt
1
2v 2 kt C
2 v kt C working equation
when t 0, v 64
2 64 k(0) C; C 16
when t 1, v 64 15 49
2 49 k(1) 16
k 2(7) 16 2
when t ?, v 25
2 25 2t 16
2t 16 2(5)
t 3 days
when t 4, v ?
2 v 2(4) 16
2 v 8
v 16 gallons