CEE 104 Differential Equations Manual
CEE 104 Differential Equations Manual
TABLE OF CONTENTS
PAGE
Table of Contents………………………………………………………………………………………. 2
Course Outline…………………………………………………………………………………………... 3
Course Information…………………………………………………………………………………… 7
Topic/ Activity
Metalanguage…………………………………………………………………………………... 11
Essential Knowledge………………………………………………………………………… 11
Self-Help………………………………………………………………………………………….. 15
In a Nutshell…………………………………………………………………………………….. 16
Metalanguage…………………………………………………………………………………... 17
Essential Knowledge………………………………………………………………………… 28
Self-Help………………………………………………………………………………………….. 33
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CC’s Voice: Hello future engineer! Welcome to this course CEE 104: Differential
Equations. By now, I am confident that you really wanted to become
an engineer and that you have acquired enough knowledge in
Engineering Calculus to solve Differential Equations.
Let us begin!
Big Picture
Week 1-3: Unit Learning Outcomes (ULO): At the end of the unit, you are
expected to
Metalanguage
In this section, the essential terms and symbols relevant in the study of
Differential Equations will be discussed to demonstrate ULOa. Please refer to
these definitions in case you will encounter difficulty in understanding educational
concepts.
Essential Knowledge
To perform the aforesaid big picture (unit learning outcomes) for the first three
(3) weeks of the course, you need to review the fundamental concepts in Calculus
that will be laid down in the succeeding pages. Please note that you are not
limited to exclusively refer to these resources. Thus, you are expected to utilize
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other books, research articles and other resources that are available in the
university’s library e.g. ebrary, [Link] etc.
Differential Equation
There is one differential equation that everybody probably knows, that is Newton’s
Second Law of Motion. If an object of mass m is moving with acceleration a and being
acted on with force F then Newton’s Second Law tells us.
Example 1
𝐅 = 𝐦𝐚
𝐝𝐯 𝐝𝟐 𝐬
𝐚= = (𝐝𝐭 𝟐 )
𝐝𝐭
At this point v is the velocity and s is the position of the particle at any time t. In addition,
force F may also be a function of time, velocity, and/or position. So, having this the
Newtons Second Law of Motion can now be written as a differential equation in terms
of 𝐝𝐯/𝐝𝐭 and 𝐝𝐬/𝐝𝐭
𝐝𝐯
𝐅(𝐭, 𝐯) = 𝐦
𝐝𝐭
𝐝𝐬 𝐝𝟐 𝐬
𝐅(𝐭, 𝐬 )=𝐦 𝟐
𝐝𝐭 𝐝𝐭
𝐝𝟐 𝐲 𝐝𝐲
𝐬𝐢𝐧 𝐲 𝟐
= (𝟏 − 𝐲) + 𝐲 𝟐 𝐞−𝟓𝐲
𝐝𝐱 𝐝𝐱
𝛛𝟐 𝐮 𝛛𝐮
∝ =
𝛛𝟐 𝐱 𝛛𝐱
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𝐚𝟐 𝐮𝐱𝐱 = 𝐮𝐭𝐭
𝟐
𝛛𝟑 𝐮 𝛛𝐮
( 𝟐 ) =𝟏+
𝛛 𝐱𝛛𝐭 𝛛𝐭
Definition of Integration.
Integration is the inverse operation to differentiation. In differentiation, we
solve for the differential of a given function whereas in integration, we solve
for the function corresponding to a given differential. The resulting function is
called the integral of the differential.
Indefinite Integral
The collection of all the possible antiderivatives of a given function is called
the indefinite integral. The indefinite integral comprises of the antiderivative
and the constant of integration (𝑪). The presence of this constant of
integration (in indefinite integration) introduces a family of functions which
have the same derivative in all points in their domain.
The Notation
The symbol ∫ 𝒇(𝒙)𝒅𝒙 is used to indicate the indefinite integral of 𝒇(𝒙). Thus,
we write ∫ 𝟐𝒙 𝒅𝒙 = 𝒙𝟐 + 𝑪. In the expression ∫ 𝒇(𝒙)𝒅𝒙, the function 𝒇(𝒙) is
called the integrand and is mathematically expressed as:
𝒙𝟔 𝒙𝟔
such as 𝟔 + 𝟏, 𝟔 − 𝟑, and etc. can be considered as an answer so we can
write the answer generally as:
𝒙𝟓
∫ 𝒙𝟒 𝒅𝒙 = +𝑪
𝟓
• Using the definition of the indefinite integral, we can find the integral of a
simple functions directly:
o ∫ 𝟎 𝒅𝒙 = 𝑪
o ∫ 𝟏 𝒅𝒙 = 𝒙 + 𝑪
𝒙𝒏+𝟏
o ∫ 𝒙𝒏 𝒅𝒙 = + 𝑪 (𝒏 ≠ −𝟏)
𝒏+𝟏
𝟏
o ∫ 𝒙−𝟏 𝒅𝒙 = ∫ 𝒙 𝒅𝒙 = 𝒍𝒏 |𝒙| + 𝑪 (𝒙 ≠ 𝟎)
𝒂𝒙
o ∫ 𝒂𝒙 𝒅𝒙 = ∫ 𝒍𝒏 𝒂 + 𝑪 (𝒂 ≠ 𝟏, 𝒂 > 𝟎)
o ∫ 𝒄𝒐𝒔 𝒙 𝒅𝒙 = 𝒔𝒊𝒏 𝒙 + 𝑪
o ∫ 𝒔𝒊𝒏 𝒙 𝒅𝒙 = −𝒄𝒐𝒔 𝒙 + 𝑪
Rules of Integration
𝒅 (∫ 𝒇(𝒙)𝒅𝒙) = 𝒇(𝒙)𝒅𝒙
∫ 𝒅(𝑭(𝒙)) = 𝑭(𝒙) + 𝑪
∫ 𝒂𝒇(𝒙)𝒅𝒙 = 𝒂 ∫ 𝒇(𝒙)𝒅𝒙
𝟏
∫ 𝒇(𝒂𝒙 + 𝒃)𝒅𝒙 = 𝑭(𝒂𝒙 + 𝒃 ) + 𝑪
𝒂
And if 𝒃 = 𝟎, then
𝟏
∫ 𝒇(𝒂𝒙 )𝒅𝒙 = 𝑭(𝒂𝒙 ) + 𝑪
𝒂
o Using the last rule, we can easily calculate some integrals without
applying a specific method:
Example:
𝟏
a. ∫ 𝒆𝒂𝒙 𝒅𝒙 = 𝒆𝒂𝒙 + 𝑪
𝒂
𝒅𝒙
b. ∫ 𝒙−𝒂 = 𝒍𝒏 |𝒙 − 𝒂| + 𝑪
−𝒄𝒐𝒔 (𝒂𝒙 )
c. ∫ 𝒔𝒊𝒏(𝒂𝒙 )𝒅𝒙 = +𝑪
𝒂
∫ 𝒇(𝒈(𝒙))𝒈′(𝒙) 𝒅𝒙 = 𝑭(𝒈(𝒙)) + 𝑪
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Example:
𝒙
1. Find the indefinite integral ∫ 𝒅𝒙.
𝟏+𝒙𝟐
Solution:
Let 𝒖 = 𝟏 + 𝒙𝟐 , then 𝒅𝒖 = 𝟐𝒙𝒅𝒙, and we will have:
𝟏
∫
𝒙
𝒅𝒙 = ∫ 𝟐 𝒅𝒖 = 𝟏 ∫ 𝒅𝒖 = 𝟏 𝒍𝒏 |𝒖| + 𝑪
𝟏 + 𝒙𝟐 𝒖 𝟐 𝒖 𝟐
since 𝒖 = 𝟏 + 𝒙𝟐 , thus,
𝟏 𝟏
𝒍𝒏 |𝒖| + 𝑪 = 𝒍𝒏 |𝟏 + 𝒙𝟐 | + 𝑪
𝟐 𝟐
𝟐
2. Find ∫ 𝒙𝒆𝒙 𝒅𝒙.
Solution:
Let 𝒖 = 𝒙𝟐 , then 𝒅𝒖 = 𝟐𝒙𝒅𝒙, and:
𝟐 𝟏 𝟏 𝟏 𝟐
∫ 𝒙𝒆𝒙 𝒅𝒙 = ∫ 𝒆𝒖 (𝟐 𝒅𝒖) = 𝟐
𝒆𝒖 + 𝑪 = 𝟐
𝒆𝒙 + 𝑪
𝒅𝒙
3. Find ∫ , (𝒙 > 𝟎)
𝒙𝒍𝒏 𝒙
Solution:
𝒅𝒙
Let 𝒖 = 𝒍𝒏 𝒙, then 𝒅𝒖 = 𝒙
, and:
𝒅𝒙 𝒙𝒅𝒖 𝒅𝒖
∫ 𝒙𝒍𝒏 𝒙 = ∫ = ∫ = 𝒍𝒏 |𝒖| + 𝑪 = 𝒍𝒏 |𝒍𝒏 (𝒙)| + 𝑪
𝒙𝒖 𝒖
Note that, having success with this method requires finding a relevant substitution,
which comes after lots of practice.
ORDER
It is the largest derivative present in the differential equation. As per listed above a is
a first order DE, while b, c, f, and g are second order DE, h is a third order DE, and e
is a fourth order DE.
DEGREE
It is the represented by the power of the highest order derivative in the given differential
equation and which the differential coefficients are free from radicals and fractions.
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As stated earlier at the equations that exists is either an ordinary differential equation
(ODE) or a partial differential equation (PDE). ODE are those equations that contains
ordinary differential signs e.g. 𝐝𝐲/𝐝𝐱, 𝐲 ′ , 𝐮𝐱𝐲 , while in the other hand PDE has partial
𝛛𝟐 𝐮
differential signs like e.g. . From the examples c to e are ODE and f to h are PDE.
𝛛𝟐 𝐱
A linear differential equation is any differential equation that can be written in the
following form.
𝐚𝐧 (𝐭)𝐲 𝐧 (𝐭) + 𝐚𝐧−𝟏 (𝐭)𝐲 𝐧−𝟏 (𝐭) + ⋯ + 𝐚𝟏 (𝐭)𝐲′ (𝐭) + 𝐚𝟎 (𝐭)𝐲(𝐭) = 𝐠(𝐭) (1)
The important thing to note about linear differential equations is that there are no
products of the function, 𝐲(𝐭), and its derivatives and neither the function or its
derivatives occur to any power other than the first power. Also note that neither the
function or its derivatives are “inside” another function, for example, √𝐲′ or 𝐞𝐲
The coefficients 𝐚𝟎 (𝐭), 𝐚𝐧 (𝐭) and 𝐠(𝐭) can be zero or non-zero functions, constant or
non-constant functions, linear or non-linear functions. Only the function 𝐲(𝐭), and its
derivatives are used in determining if a differential equation is linear.
If a differential equation cannot be written in the form of equation 1 then its called a
non – linear differential equation.
In the ODE group from c to e, c and e are considered as linear while d is non – linear.
It is the same concept when solving differential equations - find general solution first,
then substitute given numbers to find particular solutions.
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Example 2
Solve for the a.) general solution of 𝐝𝐲 + 𝟕𝐱𝐝𝐱 = 𝟎 and b.) its particular solution if
𝐲(𝟎) = 𝟑
For the general solution, primarily we can transfer either 𝐝𝐲 or 𝟕𝐱𝐝𝐱 at the left side,
either will have the same outcome.
𝐝𝐲 = −𝟕𝐱𝐝𝐱
∫ 𝐝𝐲 = ∫ −𝟕𝐱𝐝𝐱
𝟕
𝐲 = − 𝐱𝟐 + 𝐂
𝟐
At this point we have solved the general solution of the given differential equation, now
we can easily solve the particular solution by substituting the values of 𝐱 and 𝐲 from
the given.
The values of 𝐲 = 𝟑 , while the value of 𝐱 = 𝟎 that will give us a value for our arbitrary
constant,
𝟕
𝟑 = − (𝟎) + 𝐂
𝟐
𝐂=𝟑
The complete the solution simply plug in the value of 𝐂 to the general solution which
gives us an answer of,
𝟕
𝐲𝐩 = − 𝐱 𝟐 + 𝟑
𝟐
We denoted the particular solution as 𝐲𝐩 to clarity purposes.
𝟕
In summary, our general solution is 𝐲 = − 𝟐 𝐱 𝟐 + 𝐂 while our particular solution is 𝐲𝐩 =
𝟕
− 𝟐 𝐱 𝟐 + 𝟑.
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Example 3
𝐝𝐲 = 𝟓𝐝𝐱
𝐲 = 𝟓𝐱 + 𝐂
𝐲𝐩 = 𝟓𝐱 + 𝟐
NOTE: You can refer to other resources below for further understanding
Problem 1
𝐲 ′ − 𝐜𝐨𝐬 𝐱 = 𝟎
𝐝𝟐 𝐲 𝐝𝐲 𝟐 𝐝𝐲
𝐱𝐲 (𝐝𝐱𝟐 ) + 𝐱 (𝐝𝐱) − 𝐲 𝐝𝐱 = 𝟎
𝐱(𝐮𝐱𝐱𝐲 )𝟐 + 𝟓(𝐮𝐱𝐲 )𝟑 = 𝟎
𝐲 ′′ = 𝐲𝐲 ′ − 𝟗
Problem 2
𝐝𝐲 𝟏
Solve for the general solution of 𝐝𝐱 = 𝐱𝟐 and the particular solution if 𝐲(𝟏) = 𝟒
Problem 3
𝐝𝐲 𝛑
Solve for the general solution of 𝐝𝐱 = −𝟐 𝐬𝐢𝐧 𝐱 and the particular solution if 𝐲 (𝟐) = 𝛑
Problem 4
𝐝𝐱
Solve for the general solution of 𝐝𝐲 − 𝐲 𝟐 + 𝟏 = 𝟎 and the particular solution if 𝐲(𝟎) = 𝟏
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Problem 1
𝟑
𝐝𝟐 𝐲 𝐝𝐲 𝟒
𝐱 (𝐝𝐱𝟐 ) + 𝐱𝐞𝐱 (𝐝𝐱) = 𝟎
𝐝𝐲
𝐝𝟐 𝐲 𝐝𝟑 𝐲
𝐞𝐝𝐱 + 𝐬𝐢𝐧 (𝐱 𝐝𝐱𝟐 ) + 𝐜𝐨𝐬 (𝐱 𝐝𝐱𝟑 ) + 𝟕𝐱𝐲 = 𝟎
𝟑
𝐝𝟐 𝐲 𝐝𝐲 𝐝𝟐 𝐲
𝐱 (𝐝𝐱𝟐 ) − 𝟓𝐞𝐱 (𝐝𝐱𝟐 ) + 𝐲 𝐥𝐨𝐠(𝐱) = 𝟎
𝐝𝐱
𝟒
𝐝𝐲 𝟐 𝐝𝟐 𝐲 𝐝𝐲 𝟕
𝟐 𝐥𝐨𝐠 𝐱 (𝐝𝐱) + 𝟕 𝐜𝐨𝐬 𝐱 (𝐝𝐱𝟐 ) (𝐝𝐱) + 𝐱𝐲 = 𝟎
Problem 2
Solve for the general solution of 𝛉𝟐 𝐝𝛉 = 𝐬𝐢𝐧(𝐭 + 𝟎. 𝟐)𝐝𝐭 and the particular solution if
𝛉(𝛑) = 𝟐
Problem 3
𝐝𝐲
Solve for the general solution of 𝐝𝐱 = 𝟑𝐱 𝟐 − 𝟏 and the particular solution if 𝐲(𝟎) = 𝟒
Problem 4
𝐝𝐲 𝟏
Solve for the general solution of 𝐝𝐱 − 𝐱𝟐 = 𝟎 and the particular solution if 𝐲(𝟏) = 𝟒
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IN A NUTSHELL!
Activity 1
The ORDER of a differential equation depends on the derivative of the highest order
in the equation. The DEGREE of a differential equation, similarly, is determined by the
highest exponent on any variables involved. Can you explain the process of
determining the ORDER and DEGREE of a differential equation? In addition, what is
the relationship of ORDER and DEGREE?
Activity 2
Arbitrary constants are introduced in integral calculus, it represents all the constant
values. Why is it important to solve the particular solution of a differential equation?
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Big Picture Focus in ULO-b. demonstrate the solution of first order differential
equation.
Metalanguage
Essential Knowledge
Process of integration
Step 4: Can we relate the integral to an integral we already know how to do?
in which ƒ(x, y) is a function of two variables defined on a region in the 𝐱𝐲-plane. The
𝐝𝐲
equation is of first order because it involves only the first derivative 𝐝𝐱 (and not
are equivalent to Equation (1) and all three forms will be used interchangeably in the
text. A solution of Equation (1) is a differentiable function defined on an interval I of x
- values (perhaps infinite) such that
𝐝
𝐲(𝐱) = 𝐟(𝐱, 𝐲(𝐱))
𝐝𝐱
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on that interval. That is, when y(x) and its derivative are substituted into Equation (1),
the resulting equation is true for all x over the interval I. The general solution to a first
order differential equation is a solution that contains all possible solutions.
The general solution always contains an arbitrary constant, but having this property
doesn’t mean a solution is the general solution. That is, a solution may contain an
arbitrary constant without being the general solution. Establishing that a solution is the
general solution may require deeper results from the theory of differential equations
and is best studied in a more advanced course.
if the function 𝐟(𝐱, 𝐲) can be factored into the product of two functions of 𝐱 and 𝐲
𝐟(𝐱, 𝐲) = 𝐩(𝐱)𝐡(𝐲)
𝐝𝐲 𝐝𝐲
= 𝐩(𝐱)𝐡(𝐲) → = 𝐩(𝐱)𝐝𝐱
𝐝𝐱 𝐡(𝐲)
𝐝𝐲
∫ = ∫ 𝐩(𝐱)𝐝𝐱 + 𝐂
𝐡(𝐲)
𝐇(𝐲) = 𝐏(𝐱) + 𝐂,
Example 1
𝐝𝐲
= −𝐱𝐞𝐲 → 𝐞−𝐲 𝐝𝐲 = −𝐱𝐝𝐱
𝐝𝐱
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∫ 𝐞−𝐲 𝐝𝐲 = ∫ −𝐱𝐝𝐱 + 𝐂
−𝐲
𝐱𝟐 −𝐲
𝐱𝟐
−𝐞 =− +𝐂 → 𝐞 = +𝐂
𝟐 𝟐
−𝐲
𝐱𝟐 𝐱𝟐
𝐥𝐧 𝐞 = 𝐥𝐧 ( + 𝐂) → −𝐲 = 𝐥𝐧 ( + 𝐂)
𝟐 𝟐
𝐱𝟐
𝐲 = −𝐥𝐧 ( + 𝐂)
𝟐
Example 2
𝐝𝐲
(𝟏 + 𝐞𝐱 ) = 𝐞𝐱 → (𝟏 + 𝐞𝐱 )𝐝𝐲 = 𝐞𝐱 𝐝𝐱
𝐝𝐱
Dividing both sides by 𝟏 + 𝐞𝐱 .
𝐞𝐱 𝐝𝐱
𝐝𝐲 =
(𝟏 + 𝐞𝐱 )
Since 𝟏 + 𝐞𝐱 > 𝟎, then we did not miss solutions of the original equation. Integrating
this equation yields:
𝐞𝐱 𝐝𝐱 𝐞𝐱 𝐝𝐱
∫ 𝐝𝐲 = ∫ +𝐂 → 𝐲= ∫ +𝐂
(𝟏 + 𝐞𝐱 ) (𝟏 + 𝐞𝐱 )
𝐲 = 𝐥𝐧(𝟏 + 𝐞𝐱 ) + 𝐂
𝟎 = 𝐥𝐧(𝟏 + 𝐞𝟎 ) + 𝐂
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𝐂 = − 𝐥𝐧 𝟐
A function 𝐏(𝐱, 𝐲) and 𝐐(𝐱, 𝐲) is called a homogeneous function of the degree n and
m are equal
𝐏(𝐭 𝐧𝐱 , 𝐭 𝐦 𝐧 𝐦
𝐲 ) = 𝐐(𝐭 𝐱 , 𝐭 𝐲 )
Example 3:
Let 𝐲 = 𝐱𝐯 and 𝐝𝐲 = 𝐱𝐝𝐯 + 𝐯𝐝𝐱 and substitute to the given equation, we will get
𝟐𝐱𝐝𝐱 − 𝐱 𝟐 𝐝𝐯 = 𝟎 → 𝟐𝐱𝐝𝐱 = 𝐱 𝟐 𝐝𝐯
𝐝𝐱
𝟐∫ = ∫ 𝐝𝐯 + 𝐂
𝐱
𝟐 𝐥𝐧 𝐱 = 𝐯 + 𝐂 → 𝐥𝐧 𝐱 𝟐 = 𝐯 + 𝐂
At this point we observed that the equation contains 𝐱 and 𝐯 variable, were it supposed
to be 𝐱 and 𝐲. But we know that earlier we let 𝐲 = 𝐱𝐯, rearranging this we will have 𝐯 =
𝐲
, so we simply substitute it to our current equation to generate the general solution
𝐱
which is
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𝐲
𝐥𝐧 𝐱 𝟐 = +𝐂 → 𝐲 = 𝐱 𝐥𝐧 𝐱 𝟐 + 𝐂
𝐱
Example 4
(𝐱𝐝𝐯 + 𝐯𝐝𝐱)
(𝐱(𝐱𝐯) + (𝐱𝐯)𝟐 ) = (𝐱𝐯)𝟐
𝐝𝐱
(𝐱 𝟐 𝐯 + 𝐱 𝟐 𝐯 𝟐 )(𝐱𝐝𝐯 + 𝐯𝐝𝐱) = 𝐱 𝟐 𝐯 𝟐 𝐝𝐱
𝐱 𝟑 𝐯𝐝𝐯 + 𝐱 𝟐 𝐯 𝟐 𝐝𝐱 + 𝐱 𝟑 𝐯 𝟐 𝐝𝐱 + 𝐱 𝟐 𝐯 𝟐 𝐝𝐱 = 𝐱 𝟐 𝐯 𝟐 𝐝𝐱
Now we can observe that each term 𝐱 𝟐 is common, we can divide all the equation by
𝐱 𝟐 , resulting.
𝐱𝐯𝐝𝐯 + 𝐯 𝟐 𝐝𝐱 + 𝐱𝐯 𝟐 𝐝𝐱 + 𝐯 𝟐 𝐝𝐱 = 𝐯 𝟐 𝐝𝐱
𝐝𝐯 𝟏 + 𝐱 𝐝𝐯 𝟏
= 𝐝𝐱 → = 𝐝𝐱 + 𝐝𝐱
𝐯 𝐱 𝐯 𝐱
𝐲
𝐥𝐧 𝐯 = 𝐥𝐧 𝐱 + 𝐱 + 𝐂 → 𝐥𝐧 = 𝐥𝐧 𝐱 + 𝐱 + 𝐂
𝐱
To simplify it we can multiply 𝐞 to the whole equation, having the final equation
𝐲
= 𝐱 + 𝐞𝐱 + 𝐂 → 𝐲 = 𝐱 𝟐 + 𝐞𝐱 + 𝐂
𝐱
Exact Differential Equation
Primarily, we will test the exactness of the equation by partially differentiating the terms
with, the key factor is the differential signs 𝐝𝐲 and 𝐝𝐱.
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Here, we will partially differentiate 𝐏(𝐱, 𝐲)𝐝𝐱 to 𝛛𝐲 while 𝐐(𝐱, 𝐲)𝐝𝐲 to 𝛛𝐱, in other words
we will differentiate the two terms with their opposite differential signs. Then the
outcome should be equal.
𝛛𝐏 𝛛𝐐
=
𝛛𝐲 𝛛𝐱
The exactness test is not limited into two terms, it depends on how many are there.
As long as you proved correctly that they are exact it can be solved by this type of
differential equation.
Our goal here is to identify the values of 𝐠 𝐲 and 𝐡𝐱 by comparing the unlike terms of
the two partially integrated equations. For 𝐠 𝐲 , it is the unlike 𝐲 variable term at 𝐅𝐲 , while
𝐡𝐱 , is the unlike 𝐱 variable at 𝐅𝐱 .
For the general solution, simply plug in either the values of 𝐠 𝐲 and 𝐡𝐱 to 𝐅𝐲 and 𝐅𝐱
respectively. You can also observe if you plug in the other value the answer will be the
same.
Example 5
𝛛𝐏
= 𝟐𝐱
𝛛𝐲
𝐐 = (𝐱 𝟐 + 𝟑𝐲 𝟐 ) (partially differentiating by 𝐱)
𝛛𝐐
= 𝟐𝐱
𝛛𝐱
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Now that we proved their exactness, we can proceed. We will let 𝐅𝐱 and 𝐅𝐲 be equal
to the respective terms of 𝐏 and 𝐐.
𝐅𝐱 = ∫ 𝟐𝐱𝐲 𝛛𝐱 + 𝐠 𝐲 → 𝐅𝐱 = 𝐱 𝟐 𝐲 + 𝐠 𝐲
𝐅𝐲 = ∫ 𝐱 𝟐 𝛛𝐲 + ∫ 𝟑𝐲 𝟐 𝛛𝐲 + 𝐡𝐱 → 𝐅𝐲 = 𝐱 𝟐 𝐲 + 𝐲 𝟑
So, as we now evaluate the current equation, comparing 𝐅𝐱 and 𝐅𝐱 they have a
common term which is 𝐱 𝟐 𝐲 while the difference is 𝐲 𝟑 from 𝐅𝐲 which will be the value
for 𝐠 𝐲 . For 𝐡𝐱 , since there are no other terms found at 𝐅𝐱 it will be equal to 𝟎.
𝐠 𝐲 = 𝐲 𝟑 and 𝐡𝐱 = 𝟎
𝐅𝐱 = 𝐱 𝟐 𝐲 + 𝐠 𝐲 → 𝐅𝐱 = 𝐱 𝟐 𝐲 + 𝐲 𝟑 + 𝐂
𝐅𝐲 = 𝐱 𝟐 𝐲 + 𝐲 𝟑 + 𝐂
𝐱𝟐𝐲 + 𝐲𝟑 + 𝐂 = 𝟎
Example 6
𝐠 𝐲 = 𝟐𝐱𝐲 and 𝐡𝐱 = 𝟎
𝟐𝐱𝐲 + 𝐱𝐞𝐲 + 𝐂 = 𝟎
where 𝐠(𝐱) and 𝐟(𝐱) are continuous functions of 𝐱, is called a linear differential
equation of first order. An indication that it can be solved by this method is the
arrangement of the equations. We have the 𝐲 ′ , the term 𝐠(𝐱, 𝐲) where found at the left
𝐝𝐱
side and 𝐟(𝐱) at the right side. This can be altered if your arrangement is 𝐝𝐲 which will
𝐝𝐲
be a lot different to 𝐝𝐱, you will have another arrangement of
𝐱 ′ + 𝐱𝐠(𝐲) = 𝐟(𝐲)
After arranging the desired equation, we will introduce two variable which are 𝐏(𝐱) and
𝐐(𝐱). Using equation (1), for 𝐏(𝐱) = 𝐠(𝐱) only, variable y is not included, while 𝐐(𝐱) =
𝐟(𝐱).
In solving the general solution of a linear differential equation, it requires 𝐏(𝐱), 𝐐(𝐱)
and ∅.
𝐲∅ = ∫ ∅𝐐(𝐱)𝐝𝐱 + 𝐂
Where:
Example 7
𝐲 ′ − 𝐲(𝟏) = 𝐱𝐞𝐱
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Now, we let 𝐏(𝐱) = −𝟏 and 𝐐(𝐱) = 𝐱𝐞𝐱 and solve for the integrating factor which will
be 𝐞−𝐱.
∅ = 𝐞∫(−𝟏)𝐝𝐱 = 𝐞−𝐱
At this point we will just need to substitute it to our general solution formula and
integrate, then we will have an answer.
𝐱𝟐
𝐲 = 𝐞𝐱 ( + 𝐂)
𝟐
Example 8
𝟑𝐲 𝟐
Solve the differential equation (IVP) 𝐲 ′ + = 𝐱𝟐 with the initial condition 𝐲(𝟏) = 𝟐.
𝐱
𝐝𝐲 𝟑 𝟐
+ 𝐲( ) = 𝟐
𝐝𝐱 𝐱 𝐱
𝟑
𝐏(𝐱) =
𝐱
𝟐
𝐐(𝐱) =
𝐱𝟐
For the integrating factor,
𝟑 𝐝𝐱
∅ = 𝐞∫𝐱𝐝𝐱 → ∅ = 𝐞𝟑 ∫ 𝐱
∅ = 𝐱𝟑
𝟐
𝐲𝐱 𝟑 = ∫ 𝐱 𝟑 ( 𝟐 ) 𝐝𝐱 + 𝐂 → 𝐲𝐱 𝟑 = ∫ 𝟐𝐱𝐝𝐱 + 𝐂
𝐱
𝐲𝐱 𝟑 = 𝐱 𝟐 + 𝐂
Bernoulli’s Equation
Bernoulli equation is one of the well-known nonlinear differential equations of the first
order. It is written as
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𝐲 ′ + 𝐲𝐠(𝐱) = 𝐡(𝐱)𝐲 𝐧
𝐳 = 𝐲 𝟏−𝐧
𝐝𝐳
= 𝐳 ′ + 𝐳𝐏(𝐱)𝐑 = 𝐐(𝐱)𝐑
𝐝𝐱
Where:
𝐏(𝐱)𝐑 = (𝟏 − 𝐧)𝐏(𝐱)
𝐐(𝐱)𝐑 = (𝟏 − 𝐧)𝐐(𝐱)
∅ = 𝐞∫ 𝐏(𝐱)𝐑𝐝𝐱
As we can observe, the 𝐲 variable from the linear DE is just replaced by 𝐳. Which gives
us, a new general solution formula,
𝐳∅ = ∫ ∅𝐐(𝐱)𝐑 𝐝𝐱 + 𝐂
Example 9
Same as the process of linear DE, first we identify (𝐱) ,𝐐(𝐱), and 𝐧.
𝐏(𝐱) = −𝟏
𝐐(𝐱) = 𝐞𝐱
𝐧=𝟐
Take note that 𝐧 is just the power of our variable y at the left-hand side, where 𝐳 =
𝟏
𝐲 𝟏−𝐧 = 𝐲 −𝟏 . Where its derivative is 𝐳’ = (− 𝐲𝟐 ) 𝐲’
𝐲′ 𝟏
𝐲 ′ − 𝐲 = 𝐲 𝟐 𝐞𝐱 → − + = −𝐞𝐱
𝐲𝟐 𝐲
𝟏 −𝐲’
Now, we substitute 𝐳 = 𝐲 and 𝐳’ = .
𝐲𝟐
𝐳 ′ + 𝐳(𝟏) = −𝐞𝐱
∅ = 𝐞∫ 𝐝𝐱 = 𝐞𝐱
𝐱 𝐱 (𝐞 𝐱 )𝐝𝐱 𝐱
𝐞𝟐𝐱
𝐳𝐞 = ∫ −𝐞 +𝐂 → 𝐳𝐞 = − +𝐂
𝟐
At this point what we need is to turn it back to its original variables 𝐱 and 𝐲. A while
𝟏
ago we learned that 𝐳 = 𝐲 𝟏−𝐧 or 𝐳 = 𝐲, plugging in it to our current equation, we will
have a final answer of.
𝟏 −𝐞𝐱 𝐂
= + 𝐱 → 𝟐𝐲 = 𝐂𝐞−𝐱 − 𝐞𝐱
𝐲 𝟐 𝐞
Example 10
Find the solution of the DE 𝟒𝐱𝐲𝐲′ = 𝐲 𝟐 + 𝐱 𝟐 , satisfying the initial condition 𝐲(𝟏) = 𝟏.
Here in first glance, its not obvious that it is under Bernoulli, but with a bit of equation
rearranging it can be Bernoulli.
𝟏 𝐱 𝟏
Next will be, we identified that 𝐏(𝐱) = − 𝟒𝐱 , 𝐐(𝐱) = 𝟒, and 𝐧 = −𝟏. So 𝐏(𝐱)𝐑 = 𝟒𝐱 and
𝐱
𝐐(𝐱)𝐑 = − 𝟒
But as we can observe the value of 𝐧 = −𝟏, which results 𝐳 = 𝐲 𝟏−𝐧 = 𝐲 𝟐 , and the
resulting derivative of this is 𝐳’ = 𝟐𝐲𝐲’. In this case we will multiply the equation (1) by
𝟐𝐲
′
𝟐𝐲 𝟐 𝟐𝐲𝐱 ′
𝐲𝟐 𝐱
𝟐𝐲𝐲 − = → 𝟐𝐲𝐲 − =
𝟒𝐱 𝟒𝐲 𝟐𝐱 𝟐
𝟏 𝐱
𝐳 + 𝐳( )=
𝟐𝐱 𝟐
𝐝𝐱 𝟏 𝟏
𝐥𝐧 𝟏
At this point the integrating factor will be ∅ = 𝐞− ∫𝟐𝐱 = 𝐞−𝟐 𝐥𝐧 𝐱 = 𝐞 √𝐱 = , then
√𝐱
𝐱
substitute it to our general solution formula with 𝐐(𝐱)𝐑 = 𝟐.
𝟏 𝟏 𝐱
𝐳( ) = ∫ ( ) 𝐝𝐱 + 𝐂
√𝐱 √𝐱 𝟐
We integrate the equation and we will have,
𝟑
𝟏 𝟏 𝟏
𝟏 𝐱𝟐
𝐳 ( ) = ∫ √𝐱 𝐝𝐱 + 𝐂 → 𝐳( ) = ( ) + 𝐂
√𝐱 𝟐 √𝐱 𝟐 𝟑
𝟐
𝟏 𝟏 𝟑 𝐱𝟐
𝐳 ( ) = (𝐱 𝟐 ) + 𝐂 → 𝐳 = + 𝐂√ 𝐱
√𝐱 𝟑 𝟑
Substitute back the value of 𝐳 = 𝐲 𝟐 , and we will have the general solution
𝐱𝟐
𝐲= √ + 𝐂√ 𝐱
𝟑
Finally, for the particular solution. Simply solve for the value of 𝐂 if 𝐲 = 𝟏 and 𝐱 = 𝟏
𝟐
where 𝐂 = 𝟑 that results into our final answer
𝐱 𝟐 𝟐√ 𝐱
𝐲= √ +
𝟐 𝟑
NOTE: You can refer to other resources below for further understanding
Zill, Dennis G.(2009). A first course in differential equations with modeling applications.
9th Australia: Brooks/Cole Cengage Learning
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Problem 1
Identify the differential equation type that will the given equation, and explain how.
𝐲′ + 𝐲𝐱 = 𝐲 𝟐
𝐱𝐲′ = 𝐲 + 𝟐𝐱 𝟑
(𝐱 𝟑 + 𝐱𝐲 𝟐 )𝐲′ = 𝐲 𝟑
(𝟔𝐱 𝟐 − 𝐲 + 𝟑)𝐝𝐱 + (𝟑𝐲 𝟐 − 𝐱 − 𝟐)𝐝𝐲 = 𝟎
(𝐱 𝟐 + 𝟒)𝐲 ′ = 𝟐𝐱𝐲
Problem 2
Problem 3
𝐱−𝐲+𝟑
Solve the differential equation 𝐲 ′ = 𝐱−𝐲
Problem 4
Problem 5
Solve the DE 𝐱 𝟐 𝐲′ + 𝐱𝐲 + 𝟐 = 𝟎.
Problem 6
𝟐𝐲
Determine the solution of 𝐲 ′ + = 𝟐𝐱√𝐲.
𝐱
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Problem 1
𝐲
For 𝐲 ′ 𝐥𝐧 𝐱 − 𝐱 = 𝟎 what will be its solution?
Problem 2
𝑑𝑦
Solve the differential equation + 3𝑥 2 𝑦 = 6𝑥 2
𝑑𝑥
Problem 3
Problem 4
Solve 𝑦’ + 2𝑥𝑦 = 1
Problem 5
y
Solve y ′ + x − √y = 0 if y(1) = 0
Problem 6
IN A NUTSHELL!
Activity 1
From our previous lesson, we learned about what is order and degree. Now how does
the topic related at the types of differential equations?
Activity 2
We learned all about the different types of differential equation and their different
approaches to an equation. Now can you share your knowledge on how to a differential
equation? Explain what are the indications for each types of differential equation.
Then for the next question, what will be the time needed to attain 30,000 units?