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ES 208
Differential Equations
What is Differential Equation?
Differential Equation is a Mathematical equation that relates some
functions with its derivatives. There are 2 types of D.E., Ordinary
Differential Equation where an equation containing an unknown
function of one or complex variable, and the Partial Differential
Equation, it is a differential equation that contains unknown
multivariable functions and their partial derivatives.
PROPERTIES:
1. The order of differential equation is equal to the number or
arbitrary constant in the given relation
2. The differential equation is consistent with the relation
3. The differential equation is free from arbitrary constant.
Example no. 1
3 * eq 1 + eq 2
3𝑦 + 𝑦 ′ = 5𝐶2𝑒 2𝑥 (4)
3 * eq 2 + eq 3
3𝑦 ′ + 𝑦 ′′ = 10𝐶2𝑒 2𝑥 (5)
2 * eq 4 – eq 5
6𝑦 + 2𝑦 ′ − 3𝑦 ′ − 𝑦 ′′ = 10𝐶2𝑒 2𝑥 − 10𝐶2𝑒 2𝑥
𝟔𝒚 − 𝒚′ − 𝒚′′ = 𝟎
Example no. 2
𝑥 3 − 3𝑥 2 𝑦 = 𝑐
3𝑥 2 𝑑𝑥 + 6𝑥𝑦𝑑𝑥 − 3𝑥 2 𝑑𝑦 = 0
Example no. 3
3𝑥 2 − 𝑥𝑦 2 = 0
6𝑥𝑑𝑥 − 2𝑥𝑦𝑑𝑦 − 𝑦 2 𝑑𝑥 = 0
Example no. 4
2 * eq 1 - eq 2
2𝑦 − 𝑦 ′ = (2𝐶1𝑒 2𝑥 + 2𝐶2𝑒 3𝑥 ) − (2𝐶1𝑒 2𝑥 + 3𝐶2𝑒 3𝑥 )
2𝑦 − 𝑦 ′ = −𝐶2𝑒 3𝑥 (4)
2 * eq 2 - eq 3
2𝑦 ′ − 𝑦 ′′ = −3𝐶2𝑒 3𝑥 (5)
3 * eq 4 – eq 5
6𝑦 − 3𝑦 ′ − (2𝑦 ′ − 𝑦 ′′ ) = −3𝐶2𝑒 3𝑥 − (−3𝐶2𝑒 3𝑥 )
𝟔𝒚 − 𝟓𝒚′ + 𝒚′′ = 𝟎
Example no. 5
eq 1 - eq 2
𝑦 − 𝑦 ′ = (𝐶1𝑒 𝑥 + 𝐶2𝑥𝑒 𝑥 ) − (𝐶1𝑒 𝑥 + 𝐶2𝑥𝑒 𝑥 + 𝐶2𝑒 𝑥 )
𝑦 − 𝑦 ′ = −𝐶2𝑒 𝑥 (4)
eq 2 - eq 3
2𝑦 ′ − 𝑦 ′′ = (𝐶1𝑒 𝑥 + 𝐶2𝑥𝑒 𝑥 + 𝐶2𝑒 𝑥 ) − (𝐶1𝑒 𝑥 + 𝐶2𝑥𝑒 𝑥 + 2𝐶2𝑒 𝑥 )
𝑦 ′ − 𝑦 ′′ = −𝐶2𝑒 𝑥 (5)
Eq 4 – eq 5
𝑦 − 𝑦 ′ − (𝑦′ − 𝑦 ′′ ) = −𝐶2𝑒 𝑥 − (−𝐶2𝑒 𝑥 )
𝒚 − 𝟐𝒚′ + 𝒚′′ = 𝟎
Lesson 2: Variable Separable
Standard form: g(y) dy = f(x)dx
HOW TO SOLVE:
∫ 𝑒 𝑦 𝑑𝑦 = ∫ 3𝑥^𝑑𝑥
𝑒 𝑦 = 𝑥 3 + 𝑐 (𝐼𝑚𝑝𝑙𝑖𝑐𝑖𝑡 𝑓𝑜𝑟𝑚)
ln 𝑒 𝑦 = ln |𝑥 3 ∗ 𝑐| let ln c = k
Example no. 2
𝑑𝑦 𝑦 + 1
=
𝑑𝑥 𝑥 − 1
1st step: Arrange into the standard form.
𝑑𝑦 𝑑𝑥
=
𝑦+1 𝑥−1
ln|𝑦 + 1| = ln|𝑥 − 1| + 𝑐
𝒚 + 𝟏 = 𝒌(𝒙 − 𝟏) or 𝒚 = 𝒌(𝒙 − 𝟏) − 𝟏
Example no. 3
𝑑𝑦
𝑥𝑠𝑖𝑛2𝑦 ( ) = (𝑥 + 1)2
𝑑𝑥
1st step: Arrange into the standard form.
(𝑥 + 1)2
𝑠𝑖𝑛2𝑦 𝑑𝑦 = 𝑑𝑥
𝑥
2nd step: Integrate both sides.
𝑥 2 + 2𝑥 + 1
∫ 𝑠𝑖𝑛2𝑦 𝑑𝑦 = ∫ 𝑑𝑥
𝑥
cos 2𝑦 1
− = ∫ 𝑥 + 2 + 𝑑𝑥
2 𝑥
cos 2𝑦 𝑥 2
− = + 2𝑥 + ln|𝑥| + 𝑐
2 2
Example no. 4
𝑑𝑦
= 𝑒 3𝑥+2𝑦
𝑑𝑥
1st step: Arrange into the standard form.
𝑑𝑦
= 𝑒 3𝑥 ∗ 𝑒 2𝑦
𝑑𝑥
𝑒 −2𝑦 𝑑𝑦 = 𝑒 3𝑥 𝑑𝑥
∫ 𝑒 −2𝑦 𝑑𝑦 = ∫ 𝑒 3𝑥 𝑑𝑥
1 1
− 𝑒 −2𝑦 = 𝑒 3𝑥 + 𝑐
2 3
3rd step: Simplify if possible
1 1
(−2)[− 𝑒 −2𝑦 = 𝑒 3𝑥 + 𝑐](−2) let -2c=k
2 3
𝟐
𝒆−𝟐𝒚 = − 𝒆𝟑𝒙 + 𝒌
𝟑
Example no. 5
𝑠𝑖𝑛𝑥 𝑠𝑖𝑛𝑦 𝑑𝑥 + 𝑐𝑜𝑠𝑥 𝑐𝑜𝑠𝑦 𝑑𝑦 = 0
∫ 𝑐𝑜𝑡𝑦 𝑑𝑦 = − ∫ 𝑡𝑎𝑛𝑥 𝑑𝑥
𝒔𝒊𝒏𝒚 = 𝒌 𝒄𝒐𝒔𝒙
Lesson 3: Homogeneous Equations (1 st order DE)
𝑑𝑦
A first order differential equation in standard form = 𝑓(𝑥, 𝑦) is homogeneous
𝑑𝑥
if 𝑓(𝑡𝑥, 𝑡𝑦) for very real number 𝑡 in some nonempty interval.
Example no.1
(𝑥 − 𝑦)𝑑𝑥 + 𝑥𝑑𝑦 = 0
Let c = ln k
𝑦 𝑘
= ln | |
𝑥 𝑥
𝒌
𝒚 = 𝒙 𝐥𝐧 | |
𝒙
Example no. 2
(𝑥 + 𝑦)𝑑𝑥 − 𝑥𝑑𝑦 = 0
Let c = ln k
𝑦
= ln |𝑘𝑥|
𝑥
𝒚 = 𝒙 𝐥𝐧 |𝒌𝒙|
Example no. 3
𝑥𝑑𝑥 + (𝑦 − 2𝑥)𝑑𝑦 = 0
(𝑦 − 2𝑥)𝑑𝑦 = −𝑥𝑑𝑥
𝑣 2 𝑥 2 𝑑𝑥 + 𝑣𝑥 2 𝑑𝑥 = 𝑥 3 𝑑𝑣 + 𝑣𝑥 2 𝑑𝑥
1 1
2
𝑑𝑣 = 𝑑𝑥
𝑣 𝑥
2nd step: Integrate
1 1
∫ 𝑑𝑣 = ∫ 𝑑𝑥
𝑣2 𝑥
−𝑣 −1 = ln|𝑥| + 𝑐
Let c = ln k
1
− 𝑦 = ln |𝑘𝑥|
𝑥
−𝑥
= ln |𝑘𝑥|
𝑦
𝒙
𝒚=−
𝐥𝐧|𝒌𝒙|
Example no. 5
𝑥𝑦 2 𝑑𝑦
= 𝑦3 − 𝑥3
𝑑𝑥
1st step: Substitute
𝑥𝑦 2 𝑑𝑦 = 𝑦 3 𝑑𝑥 − 𝑥 3 𝑑𝑥
𝑣 2 𝑥 3 (𝑥𝑑𝑣 + 𝑣𝑑𝑥) = 𝑣 3 𝑥 3 𝑑𝑥 − 𝑥 3 𝑑𝑥
𝑣 2 𝑥 4 𝑑𝑣 + 𝑣 3 𝑥 3 𝑑𝑥 = 𝑣 3 𝑥 3 𝑑𝑥 − 𝑥 3 𝑑𝑥
1 2 4 1
4
(𝑣 𝑥 𝑑𝑣 = −𝑥 3 𝑑𝑥) 4
𝑥 𝑥
1
𝑣 2 𝑑𝑣 = − 𝑑𝑥
𝑥
2nd step: Integrate
1
∫ 𝑣 2 𝑑𝑣 = ∫ − 𝑑𝑥
𝑥
1 3
𝑣 = − ln|𝑥| + 𝑐
3
3rd step: Substitute again and simplify
Let c = ln k
1 𝑦 3
(3)( ( ) = − ln|𝑥| + 𝑐)(3)
3 𝑥
𝑦3
= −3ln |𝑘𝑥|
𝑥3
𝟏/𝟑
𝒚 = (−𝟑𝒙𝟑 𝒍𝒏|𝒌𝒙|)
Lesson 4: Exact Equations
A differential equation 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 is exact if there exists a
function 𝐹(𝑥, 𝑦) such that 𝑑𝐹(𝑥, 𝑦) = 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦. If 𝑀(𝑥, 𝑦)𝑎𝑛𝑑 𝑁(𝑥, 𝑦)
are continuous first partial derivative on some rectangle of the (𝑥, 𝑦) plane,
then the differential equation 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 is exact if and only if
𝜕𝑀(𝑥, 𝑦) 𝜕𝑁(𝑥, 𝑦)
=
𝜕𝑦 𝜕𝑥
Example no. 1
2𝑥𝑦𝑑𝑥 + (1 + 𝑥 2 )𝑑𝑦 = 0
3. Combine all similar terms from both M and N, including the constants.
𝑥2𝑦 + 𝑦 = 𝐶
4. Solve for the explicit or particular solution if required.
𝒄
𝒚= 𝟐
𝒙 𝒚
Example no. 2
(2𝑥𝑦 − 3𝑥 2 )𝑑𝑥 + (𝑥 2 + 2𝑦)𝑑𝑦 = 0
∫ 2𝑥𝑦 − 3𝑥 2 𝑑𝑥 ∫ 𝑥 2 + 2𝑦𝑑𝑦
= 𝑥 2 𝑦 − 𝑥 3 + ℎ(𝑦) + 𝐶1 = 𝑥 2 𝑦 + 𝑦 2 + 𝑔(𝑥) + 𝐶2
3rd Step: Combine all similar terms from both M and N, including the
constants. Simplify if required
𝒙 𝟐 𝒚 − 𝒙 𝟑 + 𝒚𝟐 = 𝑪
Example no. 3
(6𝑥 + 𝑦 2 )𝑑𝑥 + (2𝑥𝑦 − 3𝑦 2 )𝑑𝑦 = 0
∫ 6𝑥 + 𝑦 2 𝑑𝑥 ∫ 2𝑥𝑦 − 3𝑦 2 𝑑𝑦
= 3𝑥 2 + 𝑥𝑦 2 + ℎ(𝑦) + 𝐶1 = 𝑥𝑦 2 − 𝑦 3 + 𝑔(𝑥) + 𝐶2
3rd Step: Combine all similar terms from both M and N, including the
constants. Simplify if required
𝒙𝒚𝟐 − 𝒚𝟑 + 𝟑𝒙𝟐 = 𝑪
Example no. 4
(𝑐𝑜𝑠𝑥𝑐𝑜𝑠𝑦 − 𝑐𝑜𝑡𝑥)𝑑𝑥 − (𝑠𝑖𝑛𝑥𝑠𝑖𝑛𝑦)𝑑𝑦 = 0
3rd Step: Combine all similar terms from both M and N, including the
constants. Simplify if required
𝒔𝒊𝒏𝒙𝒄𝒐𝒔𝒚 − 𝐥𝐧 |𝒔𝒊𝒏𝒙| = 𝑪
Example no. 5
(2𝑥𝑦 − 𝑡𝑎𝑛𝑦)𝑑𝑥 + (𝑥 2 − 𝑥𝑠𝑒𝑐 2 𝑦)𝑑𝑦 = 0
3rd Step: Combine all similar terms from both M and N, including the
constants. Simplify if required
𝒙𝟐 𝒚 − 𝒙𝒕𝒂𝒏𝒚 = 𝑪