ELEMENTARY DIFFERENTIAL

EQUATION
MATH 2103
Engr. Ernesto P. Pucyutan

TOPICS
First Quarter
1.
Introduction
2.
Definitions, Classifications and Solution of D.E
and Elimination of Arbitrary Constant
3.
Families of Curves
4.
Equations of order 1
5.
Homogenous Functions
6.
Exact Equations
7.
Linear Equation of Order 1
8.
Elementary applications
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TOPICS
Second Quarter
1.
Linear Equation of Higher Order
2.
Homogenous Linear Equation with Constant
Coefficients
3.
Non-Homogenous Linear Equation with Constant
Coefficients
4.
Laplace Transform

FIRST QUARTER

INTRODUCTION
The construction of mathematical models to appropriate realworld problems has been one of the most important aspects of
the theoretical development of each of the branches of
science. It is often the case that these mathematical models
involve an equation in which a function and its derivatives play
important roles. Such equations are called differential
equations.
The differential equation is one which contains within at least
one derivative. Sometimes, for analytical convenience, the
differential equation is written in terms of differentials. It may
also be given either in explicit or implicit form.
EXAMPLES

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EXAMPLES OF DIFFERENTIAL EQUATION

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INTRODUCTION
When an equation involves one or more derivatives with
respect to a particular variable, that variable is called
independent variable. A variable is called dependent if a
derivative of that variable occurs.

In the equation i is the dependent variable, t the

independent variable and l, r, c, e and are called
parameters.
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CLASSIFICATIONS OF D.E
1. The order of a differential equation is the order of the
highest-ordered derivative appearing in the equation.

2. The degree of a differential equation is the largest

power or exponent the highest-ordered derivative present
in the equation.

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CLASSIFICATIONS OF D.E
3. The type of a differential equation may be ordinary or
partial as to the type of derivatives or differentials
appearing in the equation , that is, if it contains
ordinary derivatives, it is ordinary differential equation
and if the derivatives are partial, the equation is a partial
differential equation.

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SOLUTIONS OF D.E
1. General Solution- involving 1 or more arbitrary constant
Ex: y(t)=C1ekt + C2 ekt
2. Particular Solution- no arbitrary constant
Ex: p= 3.9ekt
3. Complete Solution- combination of two solutions
(particular and a complimentary solution)

Y=Yp+Yc
4. Computer Solution- using computer software
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ELIMINATION OF ARBITRARY
CONSTANTS
Methods for the elimination of arbitrary constants vary
with the way in which the constants enter the given
relation. A method that is efficient for one problem may
be poor for another. One fact persists throughout. Because
each differentiation yields a new relation, the number of
derivatives that need be used is the same as the number
of arbitrary constants to be eliminated. We shall in each
case determine the differential equation that is

(a) Of order equal to the number of arbitrary constants

given relation.
b) Consistent with that relation.
(c) Free from arbitrary constants.
EXAMPLE

EXAMPLE
Example 1.

y = C1e-2x + C2 e3x
(1)
Y = -2C1e-2x +3 C2 e3x
(2)
Y = 4C1e-2x +9 C2 e3x
(3)
Elimination of equations 1 and 2 yields to
y+2y= 15 C2 e3x;
The elimination of C1 from equation 1 and 2 yields
to y + 2y = 5 C2 e3x
Hence, y + 2y = 3(y + 2y) or y c y 6y = 0
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EXAMPLE
Example 2: Find the solution of xsiny + x2y = c
Solution:
xcosy dy + siny dx + x2dy + y2xdx = 0
(siny + 2xy)dx + (xcosy + x2)dy = 0
Example 3: Find the solutionof 3x2 xy2 = c
Solution:
6xdx (x2ydy + y2dx)=0
6xdx 2xydy y2dx = 0
(6x y2)dx 2xydy = 0
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FAMILIES OF CURVES
Obtain the differential equation of the family plane curves
described
1.
2.

3.
4.

5.

Straight lines through the origin. Answer

Straight lines through the fixed (h,k); h and k not to be
eliminated. Answer
Straight lines with slope and x-intercept equal. Answer
Straight lines with slope and y-intercept equal. Answer
Straight lines with the algebraic sum of the intercept
fixed as k. Answer

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FAMILIES OF CURVES
1. General equation:
y = mx
m = slope
y = m or m = dy/dx
Substitute m,
Y = (dy/dx)x
ydx = xdy
ydx-xdy = 0

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2. General equation:
(y k) = m ( x h )
dy = mdx
m = dy/dx
Sustitute
(y k) = dy/dx(x-h)
(y k)dx = (x - h)dy
(y k) dx ( x h) dy =0

FAMILIES OF CURVES
3. General Equation:
y = m(x - a)
m = slope;
a = x-intercept
y = m(x m)
dy = mdx
m=dy/dx =y
Substitute,
y=y (x y)
y= xy - (y)2
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4. General Equation:
y = mx + b
m = slope
b =y-intercept;b = m
y = mx + m
dy = mdx
m = dy/dx
Sustitute,
y = (dy/dx)x + dy/dx
ydx = xdy + dy
ydx (x+1)dy = 0

FAMILIES OF CURVES
5. For x intercept:
y = m(x a)
y = m
y = y (x a)
y = xy ay
a = (xy y)/y
For y- intercept:
y = mx + b
y = m
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Y = yx + b
b = y xy
But, k = a + b
K = (xy y)/y + (y xy)
Multiply by y,
ky = xy y + y (y =xy)
ky= (1 y)(xy y)
ky (1 y)(xy y) = 0

EQUATIONS OF ORDER 1
General Equation :
M(x,y)dx + N(x,y)dy = 0
It can be solved by:
1.
Separation of Variables

2.

Homogenous Equations

3.

Linear Coefficients of two variables

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SEPARATION OF VARIABLES
Solve the following:
1. dr/dt = - 4rt ; when t = 0, r = ro
2. 2xyy = 1 + y2; when x = 2 , y = 3
3. xyy = 1 + y2 ; when x = 2, y =3
4. 2ydx = 3xdy; when x = 2, y = 1
5. 2ydx =3xdy; when x = -2, y= 1

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Answer
Answer
Answer
Answer
Answer

SEPARATION OF VARIABLES
1. dr/dt = - 4rt ; when t = 0, r = ro

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SEPARATION OF VARIABLES
2. 2xyy = 1 + y2; when x = 2 , y = 3

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SEPARATION OF VARIABLES
3. xyy = 1 + y2 ; when x = 2, y =3

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SEPARATION OF VARIABLES
4. 2ydx = 3xdy; when x = 2, y = 1

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SEPARATION OF VARIABLES
5. 2ydx =3xdy; when x = -2, y= 1

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HOMOGENOUS EQUATION
When the equation is Mdx + Ndy = 0
Where: M & N are homogenous functions of the same
degree in x and y.
If M is simpler than N use x = uy otherwise use y = vx
HOMOGENOUS FUNCTION
Example:

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EXAMPLES

HOMOGENOUS EQUATION
Solve the following:
1. 3(3x2 + y2)dx 2xydy = 0
2. (x 2y)dx + (2x + y)dy = 0
3. 2(2x2 + y2)dx xydy = 0
Answers:
1. x3 = c (9x2 + y2)
2. ln (x2 + y2) + 4 Arctan y/x = c
3. x4 = c2 (4x2 + y2)

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Solution
Solution
Solution

HOMOGENOUS EQUATION
1. 3(3x2 + y2)dx 2xydy = 0c

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HOMOGENOUS EQUATION
2. (x 2y)dx + (2x + y)dy = 0

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HOMOGENOUS EQUATION
3. 2(2x2 + y2)dx xydy = 0

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HOMOGENOUS FUNCTION
Determine in each exercise whether or not the function is
homogenous; if it is homogenous, state the degree of
function.
1.

4x2 3xy + y2

2.

x3 xy +y3

3.

2y + (x2 + y2)1/2

4.

(x y )1/2

5.

ex

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Answer: Homogenous 2nd degree

Solution
Answer: Not homogenous
Solution
Answer: Homogenous 1st degree
Solution
Answer: Homogenous degree
Solution
Answer: Not homogenous
Solution

HOMOGENOUS FUNCTION
1. f (x , y) = 4x2 3xy + y2
f (x , y) = (x)2 3(x)( y) + (y)2
= 4 2x2 32xy + 2y2
f (x , y) = 2(4x2 3xy + y2)
Homogenous, 2nd degree

2. f (x , y) = x3 xy +y3
f (x , y) = (x)3 (x)( y) + (y)3
= 3x3 2xy + 3y3
f (x , y) = 3x3 2xy + 3y3
NOT Homogenous

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HOMOGENOUS FUNCTION

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EXACT EQUATION
The equation M(x,y)dx + N(x,y)dy = 0 is an exact equation if:

Then,

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EXAMPLES

EXACT EQUATION
Test for the exactness and find the complete solution of
the following.
1.

(2xy 3x2)dx + (x2 + 2y)dy = 0

Answer: x2y + y2 x3 = c

Solution

2.

(cos2y 3x2y2)dx + (cos2y 2xsin2y 2x3y)dy = 0

Answer: xcos2y x3y3 + sin2y = c Solution

3.

(yexy 2y3)dx + (xexy 6xy2 2y) dy = 0

Answer: exy 2xy3 y2 + 3 =0
Solution

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EXACT EQUATION

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EXACT EQUATION

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EXACT EQUATION

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LINEAR EQUATION OF ORDER 1

GENERAL EQUATION:

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EXAMPLES

LINEAR EQUATION OF ORDER 1

Find the general solution of the following:
1.
2.
3.

(x4 + 2y) dx xdy = 0

y = cscx ycotx
(3x 1 ) y = 6y 10(3x 1)1/3

Solution
Solution
Solution

Answers:
1. 2y = x4 + C1x2
(C1 = 2C)
2. y sin x = x + C
3. y = 2 (3x 1)1/3 + C (3x 1)2

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LINEAR EQUATION OF ORDER 1

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LINEAR EQUATION OF ORDER 1

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LINEAR EQUATION OF ORDER 1

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ELEMENTARY APPLICATION

Isogonal and Orthogonal Trajectories

Newtons Law of Cooling

Exponential Growth or Decay

Mixture Problem

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ELEMENTARY APPLICATION
Isogonal Trajectories
1.

Find the isogonal trajectories of the one parameter

family of curves (x + c) y2 .= 1 if = Arctan 4. Answer

Orthogonal Trajectories
2.

Find the orthogonal trajectories of the following:

a.) x 4y = 0
b.) x2 + y2 = c2
C.) x2 y2 = C1

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Answer

ELEMENTARY APPLICATION
The 2nd term is first reduced to a
proper fraction by the method of
partial fraction. Thus

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ELEMENTARY APPLICATION

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NEWTONS LAW OF COOLING

The rate of change in the temperature of a body is directly
proportional to the difference in the temperature
between the body and the environment.

Example: The thermometer reading 18 F brought into

a room where the temperature is 70 F ; 1 min later the
thermometer reading is 31 F
. Determine the
temperature reading as a function of time and, in
particular, find the temperature reading 5 min after the
thermometer is brought into the room. Answer
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NEWTONS LAW OF COOLING

Examples Solution:
When t=0 and u=18

C = -52
When t= 5 min
When t=1 min and u=31

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EXPONENTIAL GROWTH OR DECAY

Problems:
1. Radium decomposes at a rate proportional to the
amount present. In 100 years, 100 mg of radium
decompose to 96 mg. How many mg will be left after
another 100 years? What is the half-life of Radium?
Answer
2.

The population of a certain community follows the law

of exponential change. If the present population of the
community is 144,000 and 10 years ago was 100000
when will the population double? In 10 years what will
be the population of the community? Answer

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EXPONENTIAL GROWTH OR DECAY

Solution to No. 1:

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EXPONENTIAL GROWTH OR DECAY

Solution to No. 2:

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MIXTURE PROBLEM
Example:
1.

A tank initially contains 200 L of fresh water. Brine

containing 2.5 N/L of dissolved salt runs into the tank
at the rate of 8 L/min and the mixture kept uniform by
stirring runs out at the same rate. How long will it take
for the quantity of salt in the tank to be 180 N? In 10
min, determine the concentration of salt in the
mixture.
Answer: t = 11.2 min
c = 0.825 N/ L
Solution

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MIXTURE PROBLEM
Solution to Example:

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The Wronskian W: A Functional

Determinant
Ex.

Show that the functions 1, x and x2 are

linearly independent in all intervals.

y1= 1 y1= 0 y1=o

y2= x y2=1 y2=0
y3= x2 y3=2x y3=2

=2

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therefore 1, x and x^2 are

lenearly dependent.

The Differential operator

D(2x3) = 6x2
D2(2x3)= 12 x

LDE of Higher Order Operator form

Derivatives of Exponential Shift

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HOMOGENOUS L.E W/ CONSTANT

COEFFICIENTS (YC).
Case 1: r1, r2 and rn of the auxiliary equation are real and
distinct

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HOMOGENOUS L.E W/ CONSTANT

COEFFICIENTS (YC).
Case 2: roots are real, repeated and distinct

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HOMOGENOUS L.E W/ CONSTANT

COEFFICIENTS (YC).
Case 3: has two conjugate complex roots

a=2

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b=1

HOMOGENOUS L.E W/ CONSTANT

COEFFICIENTS (YC).
Case 4: has repeated conjugate complex roots

A=0

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p=2

b=3

NON-HOMOGENOUS L.E W/ CONSTANT

COEFFICIENTS (YC + YP).
1. Reduction of Order
a. The roots of the auxiliary equation are all equal
b. The order of the equation is not too large
c. The equation is factorable
2. Undetermined Coefficients

3. Variation of Parameters

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REDUCTION OF ORDER
Find the general solution of the following:
1.
2.

( D2 4 )y = 4x 3ex
( D3 2D2 + D )y = x

Solution
Solution

Answer:
1. y = c1e2x + c2e-2x + ex x
2. y = x2/2 + 2x + 3 + ex (+c1 + c2x) + c3

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REDUCTION OF ORDER
1. ( D2 4 )y = 4x 3ex
(a) the auxiliary equation m2 4= 0 or
( m 2 )(m + 2) = 0 has the roots r1 = 2 and r2
= -2
(b) the factored form of the given equation is (
D 2 )(D + 2)y = 4x 3ex
(c) to get Yc consider ( D 2 )(D + 2)y = 0;
Yc = c1e2x + c2e-2x
(d) for the particular integral Yp. Use the
method of reduction of order:
Let z = (D + 2)y and so (D + 2)z = 4x 3ex
P = - 2 Q = 4x 3ex and = e-2x
z = dx or z e-2x = e-2x (4x 3ex)

which by integration by parts yields to:

z = -2x 1 + 3 ex

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Subsitute back to z = (D + 2)y give

dy/dx + 2y = -2x 1 + 3 ex
P=2

Q = -2x 1 + 3 ex and = e2x

y = Qdx

y e2x (-2x 1 + 3 ex)

y = Yp = ex x
y = Yp + Yc or
y = c1e2x + c2e-2x + ex x

REDUCTION OF ORDER
2. ( D3 2D2 + D )y = x
(a) the auxiliary equation
m3 2m2 + m= 0 or m( m 1 )2 = 0 has
the roots r1 = r2= 1and r3 = 0
(b) the factored form of the given
equation is D( D 1 )(D 1)y = x
(c) to get Yc consider
D( D 1 )(D 1)y = 0;

Yc =

ex

(+c1 + c2x) + c3

(d) for the particular integral Yp. Use the

method of reduction of order:

Let (D 1) y = v
P=-1

(D 1)v = x2/2
Q = x2/2 and = e-x

v = Qdx or v e-x = e-x x2/2

which by integration by parts yields to:
v = - x2/2 - x 1
Subsitute back ; (D 1) y = - x2/2 - x 1
Whose solution is y = Yp = x2/2 + 2x + 3
y = Yp + Yc or

Let z = ( D 1 )(D 1)y and so Dz = x

z = x2/2 substitue to the above equation
( D 1 )(D 1)y = x2/2

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y = x2/2 + 2x + 3 + ex (+c1 + c2x) + c3

UNDETERMINED COEFFICIENTS
Find the solution of the following:
1. (D2 4 )y = 4x 3ex
Solution
2. (D2 + 2D + 5)y = 3e-xsinx 10 Solution
3. (D3 D ) y = 4e-x + 3e2x
Solution
Answer:
1. Y = -x + ex + C1 e2x + C2 e-2x
2. Y = e-x(C1cos2x + C2sin2x) +exsinx 2
3. Y = 2xe-x + + e2x + C1 + C2ex+ C3e-x
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UNDETERMINED COEFFICIENTS
1. (D2 4 )y = 4x 3ex
Yc = C1 e2x + C2 e-2x

(a)

(b) For 4x: ( q = 0, an = 4 0, p = 1)

(c) substitute;

Yp1 = A xp + Bxp-1 + . + Lx + M or

(D2 4 )Yp= 4x 3ex

Yp1 = Ax + B

Cex 4(Ax + B + Cex) = 4x 3ex

For 3ex : ( q = 1, p = 0, p = 0)

Therefore; C = 1. B = 0 and A = -1

Yp2 = eqx (A xp + Bxp-1 + . + Lx +

M)xr or

Yp = Ax + B + Cex ;
Yp = -x + ex

Yp2 = Aex
So Yp = Yp1 + Yp2
Yp = Ax + B + Cex

Yp=A + Cex
Yp= Cex

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(d)

y = Yc + Yp
Y = -x + ex + C1 e2x + C2 e-2x

UNDETERMINED COEFFICIENTS
2. (D2 + 2D + 5)y = 3e-xsinx 10
(a) m2 + 2m + 5 = 0 has the complex
roots r1 = -1 + 2i r2 = -1 2i

(c) substitute;

(D2 + 2D + 5)Yp = 3e-xsinx 10

(b) Yc = e-x(C1cos2x + C2sin2x)

(c) For 3e-xsinx: ( q = -1, b = 1, p = 0)

Therefore; C = -2. B = 1 and A = 0

Yp =e-xsinx 2

Yp1 = Ae-xcosx + Be-xsinx

For 10: ( q = 0, p = 0, an 0)
Yp2 = C
So Yp = Yp1 + Yp2

Yp = Ae-xcosx + Be-xsinx + C
Yp=-(A+ B) e-xsinx (A B ) e-xcosx
Yp= -2Be-xcosx + 2Ae-xsinx

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(d)

y = Yc + Yp

Y = e-x(C1cos2x + C2sin2x) +exsinx 2

UNDETERMINED COEFFICIENTS
3. (D3 D ) y = 4e-x + 3e2x
(a) m (m+1)(m 1) = 0 has the complex
roots
r1 = 0 r2 = 1 and r3 = -1

Yc = C1 + C2ex+ C3e-x

(b)

(c) substitute;

(D3 D ) Yp = 4e-x + 3e2x

(c) For 4e-x: ( q = -1, r = 1, p = 0)

Yp1 = Axe-x

Therefore; B = 1/2 and A = 2

Yp =2xe-x + + e2x

For 3e2x: ( q = 2, p = 0, r = 0)
Yp2 = B e2x

(d) y = Yc + Yp
Y = 2xe-x + + e2x + C1 + C2ex+ C3e-x

So Yp = Yp1 + Yp2
Yp = Axe-x + B e2x

Yp=A(-xe-x+ e-x)+2 B e2x

Yp= A(xe-x -2e-x)+ 4B e2x
Yp= A(-xe-x+ 3e-x)+8 B e2x

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LAPLACE TRANSFORM
From Complex to algebraic
Developed by Pierre Simon de Laplace
Time domain to s domain
It is used in control system and signal analysis

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PROPERTIES OF LAPLACE
1.

Constant multiple

2.

Linearity

3.

Change scale

4.

Shifting

5.

Unnamed

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LAPLACE TRANSFORM TABLE

INVERSE LAPLACE TRANSFORM

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INVERSE LAPLACE TRANSFORM

Example:

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LAPLACE TRANSFORM OF DERRIVATIVE

Example:

Use partial fraction