National Junior College Mathematics Department 2010

National Junior College 2010 H2 Mathematics (Senior High 1) Differential Equations (Lecture Notes)

Differential Equations
Objectives: At the end of this chapter, students will be able to: formulate a simple statement involving a rate of change as a differential equation. use direct integration to solve differential equations of the form dy = f ( x) , dx d2 y = f ( x) . dx 2
dy = f ( y) . dx dy use a given substitution to reduce a first-order differential equation to the form = f ( x) or dx dy = f ( y) . dx use the method of separable variables to solve differential equations of the form formulate differential equations based on physical interpretation and modelling. understand that the general solution of a differential equation can be represented graphically by a family of curves, and sketch typical members of the family using a graphing calculator. use an initial condition to find a particular solution to a differential equation, and interpret the solution in the context of a problem modelled by the equation. comment on the appropriateness of the models used and the assumptions made.

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1
1.1

Introduction
Definition
A differential equation is an equation that states a relationship between an independent variable x, a dependent variable y and at least one of the derivatives dy , dx

d 2 y d3 y , etc. The order of a differential equation is the order of the highest dx 2 dx 3 derivative that occurs in it. The degree of a differential equation is the degree of the highest derivative that occurs in it.

Differential Equation (DE) dy x = y 2 + 1 dx

d2 y dy + x + y = 0 2 dx dx dy x + 2 + 3 y = 0 dx
2 2 3

Order of DE
1

Degree of DE
1

2 1

1 2

Note: We will only be dealing with first order and second order differential equations.

Solutions of Differential Equations

A solution of a differential equation involving x and y is an equation expressing the relationship between x and y but containing NO derivatives. Note that the solution of an nth order differential equation involves n arbitrary constants. Therefore, the solution of a 1st order differential equation involves 1 arbitrary constant, and the solution of a 2nd order differential equation involves 2 arbitrary constants. Solutions involving arbitrary constants are called general solutions. If some conditions are given so that definite values can be found for the arbitrary constants, then particular solutions are obtained.

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In the following sections from 2.1 to 2.5, we will be dealing with various types of differential equations and the methods in solving them. 2.1 Solving differential equations of the form
Differential equations of the form dy = f ( x) dx

dy = f ( x ) can be solved by direct integration i.e. dx integrating both sides of the equation with respect to x.

Example 1 Find the general solution of the following differential equations: dy dy (a) (b) = x3 = x sin x dx dx Solution

(a)

dy = x 3 dx 1 dy = ( x 3) dx x2 y = 3 x + C. 2

(b)

dy = x sin x dx 1 dy = x cos x + cos x dx y = x cos x + sin x + C.

2.2

Solving differential equations (

dy = g( y ) ) using the method of separable variables dx dy Differential equations of the form = g( y ) can be solved by first bringing g( y ) to dx the other side and then integrating both sides of the equation with respect to x.

Example 2 Find the general solution of the following differential equations: dy dy (a) (b) = ey = 1+ y2 dx dx Solution
(a) dy 1 dy = 1 + y2 =1 dx 1 + y 2 dx 1 dy = 1 dx 1 + y2 tan 1 y = x + C y = tan ( x + C ) . (b) dy = ey dx

dy = 1 dx

e y = x + C
e y = B x y = ln ( B x )

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2.3

Solving differential equations ( variables

Steps to solve: 1.

dy = f ( x)g( y ) ) using the method of separable dx

Bring g( y ) to the other side, i.e.

1 dy = f ( x) , g( y ) dx dy = F( x) , dx

i.e. manipulate the equation to the form: G( y )

where G(y) and F(x) are functions in y and x respectively. 2. Integrate both sides with respect to x to get:

g( y ) dy = f ( x ) dx
3.

or

G( y ) dy = F( x ) dx .

Integrate with respect to y and x respectively.

Example 3
Find the general solution of the following differential equations: 2 dy dy 1 + y (a) (b) ( x 3) = y 2 sec x = dx y dx
(c)
dy x 2 dy (d) + 2 =0 y = e x y dx y dx For (d), find the particular solution given that y = 0 when x = 0 .

Solution
(a) ( x 3) dy =y dx dy dx = y x3
(b) dy 1 + y 2 sec x = y dx 2y d y = cos x d x 1+ y 2 d y = cos x d x 2 1+ y 2 y 2 ln 1 + y = sin x + C y ln 1 + y = 1 ( sin x + C ) . 2

ln y = ln x 3 + C y = eC x 3 y = B ( x 3) ,

where B = eC is an arbitrary constant.

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(c)

dy x + =0 dx y 2 dy x = 2 dx y y 2 dy = x dx y3 x2 = +C 3 2 3 y 3 = x 2 + A, A = 3C. 2

(d)

2 dy y = e x y dx
2

ye y dy = e x dx 1 y2 e = ex + C 2 e y = 2e x + 2C y 2 = ln(2e x + A)
2

For x = 0 and y = 0, we have 0 = ln(2 + A) A = 1. Hence the particular solution is y 2 = ln(2e x 1).

2.4

Solving first order differential equations using a given substitution

Steps to solve: 1. Differentiate the given substitution with respect to x. Use of implicit differentiation may be necessary. Replace the dy term in the differential equation by the expression obtained in dx Step 1, and the terms in y are also replaced accordingly by the new variable.

2.

3. 4.

A separable variables differential equation will be obtained upon simplification, after which we solve it as in 2.1, 2.2 or 2.3. Replace the new variable by y in the general solution.

Example 4 Using the substitution y = vx , solve the differential equation dy x + y = 2x . dx Solution dy dv Since y = vx, we have = v + x . ----- Step 1 dx dx dy Then x + y = 2 x becomes dx dv x(v + x ) + vx = 2 x ----- Step 2 dx dv v+ x +v = 2 dx dv ----- Step 3 x = 2 2v dx

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1 1 1 1 v dv = x dx 2 1 ln 1 v = ln x + C 2 ln 1 v = ln( x 2 ) + A y ln x 2 1 = A x y x 2 1 = e A = B x x 2 xy = B or y =

ln( x 2 ) + ln 1 v = A ----- Step 4 (Note that e A is an arbitrary constant.)

x2 B B = x . x x

Example 5
Show that the substitution u = x + y reduces the differential equation du 2 = . Hence solve the differential equation. dx 1 u dy 1 + x + y = to dx 1 x y

Solution

Since u = x + y, we have Then

du dy = 1+ dx dx

----- Step 1

dy 1 + x + y = becomes dx 1 x y du 1+ u 1 = ----- Step 2 dx 1 u du 1 + u 2 = +1 = (shown) ----- Step 3 dx 1 u 1 u

(1 u ) du = 2 dx
u2 = 2x + C 2 ( x + y)2 ( x + y) = 2x + C 2 2( x + y ) ( x + y ) 2 = 4 x + 2C u ( x + y )2 + 2( x y ) = A

----- Step 4

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Example 6
Solve the differential equation 2 y that y = 0 when x = 0 . dy xy 2 = x using the substitution u = y 2 , given dx

Solution

Since u = y 2 , we have Then 2 y

du dy = 2y . dx dx

----- Step 1

dy xy 2 = x becomes dx du ux = x dx du = x(1 + u ) dx
1 du = x dx 1+ u x2 ln 1 + u = +C 2 1+ u = e
x2 2 x2

----- Step 2 ----- Step 3

.eC
2

y 2 = Ae

----- Step 4
x2 2

Now when y = 0 and x = 0, A = 1. Therefore the particular solution is y 2 = e

1.

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2.5

Solving differential equations of the form

Differential equations of the form

d2 y = f ( x) dx 2

d2 y = f ( x) can be solved by direct integration as dx 2 in 2.1, except that we now have to integrate the equation with respect to x twice to d2 y reduce the 2 term to the y term, to obtain the general solution. dx

Example 7 Solve the following second order differential equations:

d2 y = cos x dx 2 d2 y = 2 ( e x + e x ) , y = 0 when x = 0 dx 2 and y = 2 when x = 1

(a)

(b)

Solution

(a)

d2 y = cos x dx 2 d2 y 2 dx = cos x dx dx dy = sin x + A dx dy dx = sin x + A dx dx y = cos x + Ax + B.

(b)

d2 y = 2 ( e x + e x ) 2 dx d2 y 2 dx = 2 ( e x + e x ) dx dx dy = 2 ( e x e x ) + A dx dy dx = 2 ( e x e x ) + A dx dx y = 2 ( e x +e x ) + Ax + B.

x = 0, y = 0 : 0 = 2(1 + 1) + B B = 4 x = 1, y = 2 : 2 = 2(e + e 1 ) + A 4 A = 6 2(e + e1 ) y = 2 ( e x +e x ) + 6 x 2(e + e 1 ) x 4.

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3
3.1

Formulation of Differential Equations

Mathematical Interpretation of Physical Properties Example A body falls from rest in a medium that causes the velocity to decrease at a rate proportional to the velocity.
Let v be the velocity of the falling body in the medium at time t. Then dv v dt dv = kv, k R + dt

3.2

Mathematical Interpretation of Laws of Growth & Decay Example The rate of decay of a radioactive material is proportional to the amount of material present.
Let m be the amount of radioactive material at time t. Then dm m dt dm = km, k R + dt Note that the halflife of a substance is the time taken for half of the amount of substance to decay.

3.3

Mathematical Interpretation of Laws of Cooling Example The rate of cooling of a body is proportional to the difference between the temperature of the body and that of the surrounding.
Let T be the temperature of the body at time t and T0 be the temperature of the surroundings (constant). Then dT (T T0 ) dt dT = k (T T0 ), k R + dt

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Example 9 A colony of bacteria is being grown in a shallow dish of area 100 cm2. After t minutes, the area of the colony is x cm2. The growth of the colony is modeled by the dx 1 differential equation = t (100 x) . d t 25 Given that initially, the colony occupies 1 cm2, solve the differential equation giving x in terms of t, and calculate the time, correct to 2 decimal places, that will elapse before the colony has covered half the remaining area of the dish (i.e. x = 50.5 cm2). Solution

Integrating

dx 1 = t (100 x) on both sides w.r.t. x, we get dt 25 1 1 100 x dx = 25 t dt Since x < 100, ln (100 x ) = 1 t2 +C 25 2
2

t 1 = e 50 . eC 100 x t2 50

x = 100 Ae When t = 0 and x = 1, we have 1 = 100 A A = 99. Therefore the particular solution is x = 100 99e
t2 50 .

Remaining area = 99 cm 2 . Half of remaining area = 49.5 cm 2 . Required area = Initial area + Covered area = 49.5 + 1 = 50.5 cm 2 . Now when x = 50.5, we need to solve for t. 50.5 = 100 99e e
t2 50 t2 50

1 2

t2 1 = ln 50 2 t = 50 ln 1 = 5.89 minutes 2

Hence the time that will elapse before the colony has covered half the remaining area of the dish is 5.89 minutes.

Something to ponder on: What can you gather about the size of the colony (i.e. x) after a prolong period of time (i.e. as time t tends to infinitely large value)?
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Example 10
In a small town, there was an outbreak of the SARS (Severe Acute Respiratory Syndrome) virus and the rate of infection can be modeled by the differential equation dy = y (1 y ) , where t is in days and y is the proportion of the population in the town dt who are infected. Given that by the 9th day of the outbreak, 10% of the population were infected, estimate the time taken before 60% of the population becomes infected with the virus, assuming that no preventive measures are taken to curb the spread of the virus.

Solution dy = y (1 y ) dt 1 y (1 y ) dy = dt

y + 1 y dy = dt
ln y ln 1 y = t + C y = et + C 1 y
When y = 0.1 at t = 9 , 0.1 = e9 +C C 11.2 1 0.1

When y = 0.5 ,

0.6 = et 11.2 t 11.6 days 1 0.6

Approximately by the 12th day of the outbreak, 60% of the town population will be infected by the virus. Note that it is not necessary to make y the subject in order to solve for the arbitrary constant C and finding out the required t value in this question.

Do you know?
Singapore was among the first nations hit by SARS in 2003. Over two hundred cases of SARS were reported in Singapore and 27 people died from the outbreak.

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Example 11 The rate at which a substance evaporates is K times the amount of substance that has not yet evaporated where K is a positive constant. If the initial amount of substance was A and the amount which has evaporated at time t is x, write down a differential equation involving x, and solve it to give x in terms of A, K and t.
Sketch the graph of x against t. Show that the time taken for half the substance to 1 evaporate is ln 2 . K Solution d( A x) = K ( A x) dt dx = K ( A x) dt dx = K ( A x) dt

A x dx = K dt
x = A Be Kt

ln ( A x ) = Kt + C

Now when t = 0 and x = 0, we have 0 = A B B = A. Therefore the particular solution is x = A(1 e Kt ).

x A

When x =

1 A, we need to find t. 2 1 i.e. A = A(1 e Kt ) 2 1 1 e Kt = 2 1 e Kt = 2 1 Kt = ln 2 1 t = ln 2 (shown) K

12

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4
4.1

Sketching of Family of Solution Curves

Family of Solution Curves
Recall that the general solution of a first order differential equation contains an arbitrary constant. Geometrically, the general solution of the differential equation represents a family of solution curves. If the value of the arbitrary constant is known, we obtain a particular solution which represents a typical member of the family of solution curves. Refer to Example 1 (a). The general solution of constant. Thus, the general solution represents a family of solution curves y = where C takes on any real value. If we are given that a particular solution curve passes through the point (0, 1), then we 1 obtain the value of C = 1. Hence, the equation of the solution curve is y = x 2 3 x + 1 , 2 1 which is member of the family of solution curves y = x 2 3 x + C . 2 We may use the GC to sketch typical members of a family of solution curves. The following table illustrates the use of GC to sketch 3 members of the family of 1 curves y = x 2 3 x + C , for C = 1, 0, 1. 2 1 2 x 3x + C , 2 dy 1 = x 3 is y = x 2 3 x + C , where C is an arbitrary dx 2

Steps 1 Enter the equation of the curve. Note that instead of entering 3 equations for the 3 different values of C, we may enter just one equation using the notation { 1, 0, 1} to graph the 3 members of the family of curves.
2 The GC shows 3 solution curves, each belonging to a different value of C.

Screen

Note: When you present your answers on paper, remember to label your graphs clearly, i.e. label any axial intercepts, stationary points and asymptotes.

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Note: C = 1, 0, 1 is only a suggestion to the possible constants to be used. In general, we should use a variety of constants that can illustrate all possible variations of the family of curves. Example 12 illustrates an example that all possible variations could be obtained with C = 1, 0, 1 without the need for other constants. However, not all family of solutions curves could be obtained by just using C = 1, 0, 1. Example 12 Consider the family of solution curves represented by y = x + Cx 2 , where C is an arbitrary constant..
Sketch, on the same diagram, the solution curves for C = 1, 0, and 1.

C=1

C=0

C = -1

Summary
A first order variables separable differential equation is of the form where f is a function of x only and g is a function of y only. Steps to solve: 1. Bring g( y ) to the other side, i.e. 1 dy = f ( x) , g( y ) dx dy = F( x) , dx dy = f ( x ) g( y ) dx

i.e. manipulate the equation to the form: G( y )

where G(y) and F(x) are functions in y and x respectively. 2. Integrate both sides with respect to x to get:

g( y ) dy = f ( x ) dx
3.

or

G( y ) dy = F( x ) dx .

Integrate with respect to y and x respectively.

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In solving first order differential equations using a given substitution, adopt the following steps: 1. 2. Differentiate the given substitution with respect to x. dy term in the differential equation by the expression obtained in dx Step 1, and the terms in y are also replaced accordingly by the new variable. Replace the A separable variables differential equation will be obtained upon simplification, after which we solve it. Replace the new variable by y in the general solution. d2 y = f ( x) dx 2 dy = f ( x ) dx . dx

3. 4.

Differential equations of the form

Steps to solve: 1. 2.

Integrate both sides with respect to x to get

Integrate both sides with respect to x again to get y =

( f ( x ) dx ) dx .

The general solution represents a family of curves, and a particular solution represents one of the curves.

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