Professional Documents
Culture Documents
DIFFERENTIAL
EQUATIONS
First Order Differential Equation
• Variable Separable DE
• Homogeneous DE
• Exact DE
• Linear DE
• Bernoulli Equation
F x G y dx f x g y dy 0
F
x dx y dy 0
g
f G Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan
First Order Differential Equation
• Homogeneous DE f x, y f x
– Test for homogeneity: replace x with λx and y with λy
– All terms must have the same degree
y vx
– Logarithmic properties, trigonometric identities dy dv
– Substitution Technique: y=vx or x=uy
vx
dx dx
– Isolate dy/dx and use y=vx
– Isolate dx/dy and use x=uy x uy
– Leads to a variable-separable DE
dx du
u y
dy dy
F x, y C
Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan
First Order Differential Equation
• Exact DE: If M(x,y) is simpler:
I
D
E
I
S
Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan
First Order Differential Equation
• Exact DE: If N(x,y) is simpler:
I
D
E
I
S
Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan
Application of First Order Differential
Equations
• Newton’s Law of Cooling
• Exponential Growth and Decay
– Half-life, Carbon Dating
• Compound Interest
• Mixing and Flow
• Dynamics
– Free fall, Rectilinear, Inclined Plane
• RL Circuits
– General Solution:
dep var e P
Q e differential of indep. var C
P
• Non-homogeneous Linear DE
f x 0
– Yc is obtained by letting f(x)=0 and solving the auxiliary eq.
– Yp
– Undetermined Coefficients y yC y P
– Variation of Paramters
Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan
Higher-ordered Linear DE
• Homogeneous Linear DE
– With constant coefficients
– Auxiliary / characteristic Equation
– GS depends on the nature of the roots of the auxiliary equation
y C1e m1 x
C2e m2 x
Cn 1e mn1 x
Cn e mn x
C C x C x
– Case 2. Real and Repeating Roots
n 1
ye mx
1 2 3
2
Cn x
– Case 3. Complex and Distinct Roots
ye ax
C1 cosbx C2 sin bx
– Case 4. Complex and Repeated Roots
ax C1 C2 x C3 x Cn x
ye
2 n 1
cos bx
Cn Cn 1 x Cn 2 x C2n x
2 n 1
sin bx
Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan
Non-homogeneous Higher-ordered
Linear DE
• Undetermined Coefficients
– Limited to a group of functions only
– Yp mimics f(x)
– If f(x)=k, then Yp=Ao
– If f(x)=kenx, then Yp=Ao enx
f x k1x k2 x n n 1
kn 1x kn
y p x A0 x A1 x n n 1
An 1 x An
Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan
Non-homogeneous Higher-ordered
Linear DE
• Undetermined Coefficients
f x k1 sin nx k2 cos nx
y p x A0 sin nx B0 cos nx
f x g x h x y p g x h x
f x f1 x f 2 x f n x
y p x y p1 y p2 y pn
y p x x y p * x
n
Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan
Non-homogeneous Higher-ordered
Linear DE
• Variation of Parameters
– May be used to solve any Linear DE
– Yp depends on Yc
YC C1 f1 x C2 f 2 x Cn f n x
YP V1 f1 x V2 f 2 x Vn f n x
L f t f t dt
st
0
e
– Trigonometric identities, Hyperbolic Identities
invented by French
mathematician
Pierre-Simon Laplace Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan
INVERSE LAPLACE Transform
• Transforming F(s) to f(t)
• Completing the Square
• Partial Fraction Decomposition
• Recall of basic formulae and techniques
• Be mindful of the shifting property
– Replacing the s with s-a in the denominator, means replicating the step in
the numerator