Академический Документы
Профессиональный Документы
Культура Документы
It is expected that at the end of this course students will be able to:
• Identify the types of the ordinary differential equations.
• Define the methods of solutions for separable, homogeneous, linear and exact
differential equations.
• Use suitable substitution to form the differential equation.
• Develop a mathematical model from differential equations problems and find for
solution.
Several methods used to solve these models. The method of solution of these
models will depend on the order of those differential equations. In introductory
calculus, the students have dealt with the situation where given a solution y = e 5 x and
asked to verify that it satisfies the differential equation, y ′ − 5 y = 0. The basic idea
behind this chapter, we are given the differential equation, y ′ − 5 y = 0 , we are
Example 1.1
dy
(i) y ' = cos x (ii) y '' + 9 y = 0 (iii) = e3 x + 2 y
dx
2
A differential equation can be classified according to its order. The order of
differential equation is respect to the highest derivative appears in the differential
equation.
Example 1.2
Determine the order of each of the following differential equations.
dy
(i) x = y2 +1 ………………. is a first order equation
dx
d2y dy
(ii) 2
− 3 + 2 y = x2 …………..........is a second order equation
dx dx
d3y dy
(iii) 3
− y + e4 x = 0 ………………..is a third order equation
dx dx
Exercises
Determine the order of the following differential equations.
dy
(a) x2 − y sin x = 0 (b) y ''' + 2 y '' = − y '
dx
dy
(c) (1 + x) 2 = 1+ y2 (d) y '' − x = 2 y ' − y
dx
Answer
a) First order b) Third order c) Second order d) Second order
Example 1.3
A
Form a differential equation from the function y = x + .
x
Solution
Given
A
y = x+ .................…… (i)
x
If we differentiate equation (i) with respect to x, we obtain
dy A
= 1− 2 ........................ (ii)
dx x
1
Multiply equation (i) with , yields
x
3
y A
= 1+ 2 ..……………. (iii)
x x
Solve equation (ii) and (iii) simultaneously, we get
dy y dy
= 2 − or x = 2x − y .
dx x dx
Alternatively, equation (i) can also be written as A = x( y − x) . Then, substitute A into
dy
equation (ii), we get x = 2 x − y . This is the first order differential equation.
dx
Example 1.4
Form a differential equation from the function y = Ax 2 + Bx .
Solution
We have y = Ax 2 + Bx ……. (i)
dy
= 2 Ax + B ...….. (ii)
dx
d2y
= 2 A. ...…. (iii)
dx 2
Substitute equation (iii) into equation (ii), then we’ll get
dy d2y
B= −x 2 .
dx dx
Substituting for A and B in (i), we have
1 d 2 y 2 dy d2y
y= 2 x + − x x
2 dx dx dx 2
dy x 2 d 2 y
− =x
dx 2 dx 2
and the equation of the second order has been obtained.
Exercises
Answer
( y ' )2 d2y
(a) y '' = (b) x 2 y '' − 2 xy ' − 4 y = x 2 (c) +y=0 (d) xy ' − 2 y = x
y dx 2
4
1.3 CONCEPT OF SOLUTION AND INITIAL VALUE PROBLEM
Example 1.5
Show that y = e 2 x is a solution for y '' + y ' − 6 y = 0 .
Solution
Given y = e 2 x . Differentiate with respect to x, we get y ' = 2e 2 x . Differentiate again, we
have y '' = 4e2 x . Substitute these values into original equation, we finally obtain
4e 2 x + 2e 2 x − 6e 2 x = 0 . Since y = e 2 x satisfies our differential equation, we can
conclude that y = e 2 x is a solution to the differential equation y '' + y ' − 6 y = 0 .
Exercises
1. Given that y '' + 25 y = 0 . Show that
(a) y = cos 5 x and y = sin 5 x is a solution .
(b) y = C cos 5 x + D sin 5 x, C and D are constants is also a solution .
B
2. If y = Ax 2 + , prove that x 2 y '' = 2 y .
x
Example 1.6
The velocity, v = u + at of an object is defined as
ds
v= …………… (i)
dt
where s is the displacement, u is the initial velocity and a is the acceleration, when
t = 0, s = 0 , show that
1
s = ut + at 2 .
2
Solution
Substituting the given equation v = u + at into equation (i)
ds
= u + at
dt
ds = (u + at )dt
Integrates both sides of the equation, we’ll have
∫ ds = ∫ (u + at )dt 5
at 2
∴ s = ut + +C .
2
Substituting the given conditions t = 0, s = 0 :
0 = 0 + 0 + C , gives C = 0 .
Hence, we have
1
s = ut + at 2 .
2
1 2 ds
Notice that s = ut + at is a particular solution of = u + at because we have a
2 dt
particular value for C (=0). Generally, we can determine a value for C by using some
given conditions then the solution is called a particular solution and the conditions are
called the initial conditions or boundary conditions of the differential equation.
Note:
Initial condition: Condition specified at a given point. The number of initial
conditions depends on the order of the differential equation.
Example 1.7
Initial condition: y (0) = 0 and y ' (0) = 1 .
Example 1.8
Boundary conditions: y (2) = 1 and y ' (1) = 3 .
Exercises
1. If y = Ae− x + Be3 x is the general solution for y '' − 2 y ' − 3 y = 0 . Find the
particular solution if initial conditions y (0) = 0 and y ' (0) = −4 .
2. If y = Ax 3 + Bx −3 is the general solution for xy '' + xy ' − 9 y = 0 . Find the
particular solution if for the above equation with boundary
conditions y (2) = 1 and y ' (1) = 0 .
6
Answer
8 3
1) y = e- x − e−3 x 2) y= ( x + x −3 )
65
General form for the first-order differential equations can be written as the
following equation
dy
= f ( x, y ) (i)
dx
To solve equation (i), we simply integrate the both sides of the equations with
respect to x. So we’ll get
y ( x) = ∫ f ( x, y ( x))dx + C (ii)
However, equation (ii) does not lead to the solution of equation (i) because
there is unknown function, y(x) itself inside the integration part. This section suggests
that the solution for equation (i) can be visualized by sketching the direction fields of
that equation. Direction field was defined as a plot of short segments having a slope
passing through various points in xy-plane where the slope should satisfy the given
differential equation. We know from calculus that dy dx is the slope of the curve of
y ( x ) . For example let
dy
= 2x − y
dx (iii)
At point (1,-1), the slope of the solutions for equation (iii) is equal to 3.
However at point (1,2) the slope become zero. Hence, we can say that the slope of
solutions will be different at a certain point.
Recently, direction field was drawn by hand to get the solutions. But in this
notes, we will be using Maple 12 to plot the direction fields. Hence, Figure 1 is the
direction fields of equation (iii) and Figure 2 shows some solution curves of equation
(iii).
7
Figure 1
Figure 2
8
Example 1.9
Given
dy
= x+ y
dx
Plot the direction fields (by using Maple 12) and plot several approximate solution
curves inside the direction fields.
Solution
First of all, we have to load the differential equation package and the ODE plot
package.
Then, we plot the direction fields by using the following command. Hence, we have
The next step is to plot several solution curves. The following command gives
9
1.5 TYPES OF FIRST ORDER DIFFERENTIAL EQUATIONS AND
METHOD OF SOLUTION
i. Separable equations
ii. Homogeneous equations
iii. Linear equations
iv. Exact equations
We need different approaches for solving these four different types of differential
equations.
Example 1.9
The following are all first order differential equations:
dy dy
a) = 2 y + sin x b) (x + 2 ) y ′ = y c) y 2 = x2 + x −1
dx dx
dy 2x + y − 1
d) cos y + e − x (sin y ) = 0 e) y ′ =
dx x + 2y +1
10
1.5.1 Separable Equation
A separable first order differential equation is an equation which may be put into
one of the following forms:
dy f ( x ) dy g ( y ) dy
= , = or = f ( x )g ( y )
dx g ( y ) dx f ( x ) dx
dy f ( x )
= .
dx g ( y )
dy f ( x )
Step 2 Separate the equation into the form. Rearrange = to
dx g ( y )
g ( y ) dy = f ( x ) dx.
Step 3 Integrate both sides of the equation, adding one arbitrary constant, say C, to
the x side. This is done because adding an arbitrary constant to both sides
after integrating is equivalent to adding just a single arbitrary constant to one
side.
Example 1.10
dy 4x
Solve the differential equation = 3.
dx 3 y
Solution
First we recognize that we have a separable differential equation, i.e. we have
dy 4x
= 3
dx 3 y
where f ( x ) = 4 x and g ( y ) = 3y 3 . We rearrange (i.e. separate) this equation to
3 y 3 dy = 4 x dx.
11
Then, integrate both sides of the equation, we get
∫ 3 y dy = ∫ 4 x dx
3
3∫ y 3 dy = 4∫ x dx
y4 x2
3 = 4 + C.
4 2
Rearranging, this equation becomes
3y 4
= 2 x2 + C
4
8 4
y 4 = x 2 + C.
3 3
Finally, the general solution is
1
8 4 4
y = x2 + k , k= C.
3 3
Example 1.11
dy xy 3
Solve e x + = 0.
dx 2
Solution
The given equation can be written as
dy xy 3
=− x.
dx 2e
By separating the variables we have
2 x
3
dy = − x dx.
y e
Then integrate both sides of the equation, we get
dy x
− 2 ∫ 3 = ∫ x dx
y e
− 2 ∫ y −3 dy = ∫ xe − x dx
1
2
= − xe − x + ∫ e − x dx
y
1
2
= − xe − x − e − x + C.
y
Finally, the general solution is
1
2
= C − ( x + 1) e − x .
y
Example 1.12
dy
Solve the differential equation y = tan 2 x which satisfied condition y (0 ) = 2 .
dx
Solution
The given equation can be written as
12
dy tan 2 x
= .
dx y
By separating the variables we have
y dy = tan 2 x dx.
Then integrate both sides of the equation, we get
∫ y dy = ∫ tan 2 x dx
y2 1
= − ln (cos 2 x ) + C.
2 2
Rearranging, the general solution becomes
y 2 = − ln (cos 2 x ) + 2C.
Using the initial condition, we substitute x = 0 and y = 2 , we obtain
4 = − ln (cos 0 ) + 2C , that is C = 2.
Finally, the particular solution is
y 2 = 4 − ln (cos 2 x ).
Example 1.13
Using the substitution z = xy , convert
dy
(
x + y = 2x 1 + x 2 y 2
dx
)
to a separable equation. Hence, solve the original equation.
Solution
If z = xy , then we have
dz dy
= x + y.
dx dx
Therefore the differential equation becomes
= 2 x(1 + z 2 ) .
dz
dx
Separating the variables, we obtain
dz
= 2 x dx.
1+ z2
Integrating both sides of the equation we get
dz
∫ 1 + z 2 = ∫ 2 x dx
tan −1 z = x 2 + C
z = tan (x 2 + C ).
Substituting back z = xy into this equation, we obtain
y=
(
tan x 2 + C).
x
Exercises
Find the general solution of each of the following separable equations.
dy x 2 + 1 dy
a) = b) x(1 − y ) y '+ y (2 − x ) = 0 c) x = y2 − y
dx y dx
13
Answer
x3
a) y 2 = + x+C b) x 2 y = Ae x + y , A = e C c) y = Axy + 1 , A = e C
3
dy
The first order differential equation = f ( x, y ) is denoted as the homogeneous
dx
equation if f (λx, λy ) = f (x, y ) .
Step 4 Integrate both sides of the equation and then put only a constant, say C on the
right integration. When this equation is integrated then we obtain a
relationship between x and v.
y
Step 5 Then by substituting v = we have the required solution.
x
Step 6 If there is an initial condition, and then use it to obtain the value for C.
Example 1.14
dy x 2 + y 2
Solve the differential equation = .
dx xy
Solution
Test for homogeneity.
x2 + y2
f ( x, y ) =
xy
( λx ) 2 − ( λ y ) 2 λ 2 ( x 2 − y 2 ) x 2 + y 2
f (λx, λy ) = = = = f ( x, y )
(λx)(λy ) λ2 ( xy ) xy
14
Hence, the equation is homogeneous. By using substitution y = xv and
dy dv
= x + v , the given equation can be written as
dx dx
x 2 + ( xv )
2
dv
x +v =
dx x( xv )
x + x2 v2
2
=
x2 v
1+ v2
= .
v
Rearranging the terms, this equation becomes
dv 1 + v 2
x = −v
dx v
dv 1
x = .
dx v
Separate the variables x and v.
dx
v dv = .
x
Then integrate both sides, we obtain
dx
∫ v dv = ∫ x
v2
= ln x + C
2
v 2 = 2 ( ln x + C ).
y
Hence, by substituting v = , we get
x
y2
= 2 ( ln x + C ).
x2
Finally, the general solution is
y 2 = 2 x 2 ( ln x + C ).
Example 1.15
dy x + 3 y
Solve the differential equation = .
dx 3 x + y
Solution
Test for homogeneity.
x + 3y
f ( x, y ) =
3x + y
f (λx, λy ) =
(λx ) + 3(λy ) = λ (x + 3 y ) = x + 3 y = f (x, y ).
3(λx ) + (λy ) λ (3x + y ) 3 x + y
Hence, the equation is homogeneous.
dy dv
Substitute y = x v and = x + v , we have
dx dx
dv x + 3 xv
x +v =
dx 3 x + xv
15
1 + 3v
=
3+v
dv 1 + 3v v (3 + v )
x = −
dx 3 + v 3+ v
dv 1 − v 2
x =
dx 3 + v
Separate the variables x and v,
3+ v dx
dv = .
1− v 2
x
Then integrate both sides, we get
3+v dx
∫ 1 − v 2 dv = ∫ x
3+v dx
∫ (1 + v )(1 − v ) dv = ∫ x
1 2 dx
∫ 1 + v + 1 − v dv = ∫ x
ln (1 + v ) − 2 ln (1 − v ) = ln x + C
1+ v
ln = ln x + C
(1 − v )2
1+ v
= Ax , A= e C .
(1 − v )2
y
Then by substituting v = , we obtain
x
y
1+
x = Ax
2
y
1 −
x
1
(x + y )
x = Ax
1
(x − y ) 2
x2
x+ y
= A.
( x − y )2
Finally, the solution is
y = A( x − y ) − x.
2
Example 1.16
dy
Solve the differential equation x 2 = y 2 − xy + x 2 , with condition y (1) = 2 .
dx
16
Solution
Firstly, make sure that the given equation is homogeneous. Test for homogeneity
dy y 2 − xy + x 2
=
dx x2
y − xy + x 2
2
f ( x, y ) =
x2
f (λx, λy ) =
( )
(λy )2 − λxλy + (λx )2 = λ2 y 2 − xy + x 2 = y 2 − xy + x 2 = f (x, y ).
(λx )2 λ2 x 2 x2
Hence, the equation is homogeneous.
dy dv
Substitute y = x v and = x + v , we have
dx dx
dv x 2v 2 − x 2v + x 2
x +v =
dx x2
= v2 − v +1
dv
x = v 2 − 2v + 1
dx
= (v − 1) .
2
Example 1.17
Using the substitution x = X + 1 and y = Y − 1 , show that the equation
dy 2 x + y − 1
=
dx x + 2 y + 1
can be reduced to a homogeneous equation. Hence, solve the original equation.
17
Solution
If x = X + 1 and y = Y − 1 , then
dx = dX and dy = dY .
Substitute these results into the original equation, we obtain
dY 2 X + Y
=
dX X + 2Y
which is homogeneous equation. Next, by using the substitution Y = XV , we have
dY 2 X + XV 2 +V
X +V = =
dX X + 2 XV 1 + 2V
dY 2 +V
X = −V
dX 1 + 2V
X
dY 2 1 − V 2
=
( .
)
dX 1 + 2V
1 + 2V 2
dV = dX .
1−V 2
X
1 + 2V 2
∫ 1−V 2
dV = ∫
X
dX
1 3 1 1
∫ −
2 1− V 1+ V
dV = 2 ∫ dX
X
3 1
− ln (1 − V ) − ln (1 + V ) = 2 ln X + k
2 2
ln (1 − V ) (1 + V ) = −4 ln X − 2k
3
[ ]
ln (1 − V ) (1 + V )X 4 = −2k .
3
(1 − V )3 (1 + V )X 4 = A, A = e −2 k .
Y
Substituting V = into this equation, we obtain
X
3
Y Y 4
1 − 1 + X = A
X X
(X − Y ) (X
3
+Y)= A
(x − y − 2)3 (x + y ) = A.
18
Exercises
Verify that each of the following equations is homogeneous and then solve it.
a) 2 xy
dy
dx
= y2 − x2 b) x y ′ = y (ln y − ln x) c) (x 2
)
+ xy y ′ = xy − y 2
Answer
a) x 2 + y 2 = Ax b) y = xe Ax +1 , A = ln C c) ye y = Ax −1e x , A = e C
dy
+ b( x ) y = c( x ) , where a ( x ) , b( x )
The differential equation in the form of a ( x )
dx
and c(x ) are continuous functions of x or constant is called first order linear
equation.
For the purpose of finding solutions of differential of this type, first order linear
dy
equation is rearranged so that the coefficient of is 1. Then first order linear
dx
dy b( x ) c( x)
equation becomes + p( x ) y = q ( x ) , where p (x ) = and q ( x ) = .
dx a( x) a( x)
19
Example 1.18
dy
Solve the differential equation x + 2 y = 5x 3 .
dx
Solution
Write to the general form.
dy 2 y
+ = 5x 2 …........ (i)
dx x
Determine p ( x ) and evaluate ∫ p( x ) dx .
2
p (x ) =
x
2
∫ p(x ) dx = ∫ x dx = 2 ln x = ln x 2
Obtain integrating factor.
u ( x ) = e ln x = x 2
2
Example 1.19
Solve y ′ − y tan x = 8 sin 3 x .
Solution
Write to the general form.
dy
− y tan x = 8 sin 3 x ....... (i)
dx
Determine p ( x ) and evaluate ∫ p( x ) dx .
p ( x ) = − tan x
∫ p(x ) dx = ∫ − tan x dx = ln(cos x )
The integrating factor is
u ( x ) = e ln (cos x ) = cos x
Multiply equation (i) throughout by the integrating factor u ( x ) = cos x , we get
dy
cos x − y tan x cos x = 8 sin 3 x cos x
dx
20
and then write it in the form
d
[ y cos x] = 8 sin 3 x cos x
dx
Exercises
Find the general solution of the following linear equations.
dy dy dy 2
a) − y = e2 x b) x + 2 y = cos x c) + xy = xe x 2
dx dx dx
Answer
x sin x + cos x + C
(
a) y = e x e x + C ) b) y =
x2
1 2 2
c) y = e x + C e − x 2
2
The equation
M ( x, y ) dx + N ( x, y ) dy = 0
is an exact equation if and only if
∂M ∂N
= .
∂y ∂x
Step 3 Integrate equation (i) with respect to x while holding y constant, to obtain
φ ( x, y ) = ∫ M dx + A( y ) ……… (iii)
where A( y ) is an arbitrary function of y.
Step 4 Differentiate equations (iii) with respect to y and equating the result with
equation (ii) to determine the arbitrary function A( y ) .
Step 6 If there is an initial condition, then substitute the condition into the solution to
obtain the value for B.
Example 1.21
( )
Find the general solution to 2 xe y dx + x 2e y + cos y dy = 0 .
Solution
Firstly, show that the given differential equation is exact. In this example,
M = 2 xe y , N = x 2e y + cos y
Then
∂M ∂N
= 2 xe y , = 2 xe y .
∂y ∂x
Since
∂M ∂N
= ,
∂y ∂x
the differential equation is exact. Now, we like to find φ ( x, y ) that satisfies
∂φ
= M = 2 xe y …….. (i)
∂x
∂φ
= N = x 2e y + cos y …….. (ii)
∂y
We can find φ ( x, y ) by integrating equation (i) with respect to x while holding y
constant.
φ ( x, y ) = ∫ M dx
= ∫ 2 xe y dx
23
= x 2 e y + A( y ) …….. (iii)
∂φ
= x 2 e y + A′( y ) = N = x 2 e y + cos y
∂y
This gives
A′( y ) = cos y. …….. (iv)
Integrate equation (iv) with respect to y, gives
A( y ) = sin y + k
and substitute this result into equation (iii). Therefore equation (iii) becomes
φ ( x, y ) = x 2e y + sin y + k .
Since the general solution of an exact solution is of the form φ ( x, y ) = B , then
x 2e y + sin y + k = B
or
x 2e y + sin y = C , C = B−k
Example 1.22
( ) ( )
Solve 4 x 3 + 2 xy 2 + 2 y − 3 dx + 2 x 2 y + 2 x dy = 0 .
Solution
Firstly, test for exactness. In this example,
M = 4 x 3 + 2 xy 2 + 2 y − 3 , N = 2x2 y + 2x
Then
∂M ∂N
= 4 xy + 2 , = 4 xy + 2
∂y ∂x
Since
∂M ∂N
= ,
∂y ∂x
the differential equation is exact.
Now, find φ ( x, y ) that satisfies
∂φ
= M = 4 x 3 + 2 xy 2 + 2 y − 3 …….. (i)
∂x
∂φ
= N = 2 x 2 y + 2 x. …….. (ii)
∂y
Find φ ( x, y ) by integrating equation (i) with respect to x while holding y constant.
φ ( x, y ) = ∫ M dx
( )
= ∫ 4 x 3 + 2 xy 2 + 2 y − 3 dx
= x + x y + 2 xy − 3 x + A( y ).
4 2 2
….. (iii)
Differentiate equation (iii) to determine A( y ) and equating the result obtained with
equation (ii).
24
∂φ
= 2 x 2 y + 2 x + A′( y )
∂y
∂φ
= 2 x 2 y + 2 x.
∂y
This gives
A′( y ) = 0 …….. (iv)
Integrate equation (iv) with respect to y, gives
A( y ) = 0
and substitute this result into equation (iii). Therefore equation (iii) becomes
φ ( x, y ) = x 4 + x 2 y 2 + 2 xy − 3 x + 0 .
Since the general solution of an exact solution is of the form φ ( x, y ) = B , then
x 4 + x 2 y 2 + 2 xy − 3 x = B or x 4 + x 2 y 2 + 2 xy − 3 x = B.
Example 1.23
Show that the differential equation
( ) ( )
3 y 2 + 5 x 2 y dx + 3 xy + 2 x 3 dy = 0
is not exact. If µ ( x, y ) = x 2 y is its integrating factor, then find the solution.
Solution
Firstly, show that the given differential equation is not exact.
M ( x, y ) = 3 y 2 + 5 x 2 y , N ( x, y ) = 3 xy + 2 x 3 ,
∂M ∂N
= 6 y + 5x 2 , = 3 y + 6x2 ,
∂y ∂x
∂M ∂N
∴ ≠ (Not exact)
∂y ∂x
Now if the equation is multiplied by the integrating factor µ (x, y ) = x 2 y , then we
have
( ) ( )
3 x 2 y 3 + 5 x 4 y 2 dx + 3 x 3 y 2 + 2 x 5 y dy = 0
Hence, we have
M = 3x 2 y 3 + 5 x 4 y 2 , N = 3x 3 y 2 + 2 x 5 y
Then
∂M ∂N
= 9 x 2 y 2 + 10 x 4 y , = 9 x 2 y 2 + 10 x 4 y
∂y ∂x
Since
∂M ∂N
= ,
∂y ∂x
hence the differential equation is exact.
Exercises
Solve the given differential equations.
a) (y 2
)
+ cos x dx + (2 xy + sin y ) dy = 0 ( )
b) 4e 2 x + 2 xy − y 2 dx + ( x − y ) dy = 0
2
1 y x
c) − 2 dx + 2
2
dy = 0
x x +y x + y2
Answer
y
a) xy 2 − cos y + sin x = C b) 6e 2 x + 3 x 2 y − 3 xy 2 + y 3 = C c) tan −1 + ln x = C
x
26
1.6.1 Newton’s Law of Cooling
Newton’s law of cooling can be stated as the rate at which the temperature T(t)
changes in a cooling body is proportional to the difference between the temperature of
the body and the constant temperature Ts of the surrounding medium.
dT
= − k (T − Ts ), T (0) = T0 , (1.1)
dt
dT
∫ T − T = ∫ −k dt
s
ln T − Ts = − kt + C (1.3)
Using the properties of natural logarithms and simplifying, yields
T = Ts + Ae − kt , A = eC (1.4)
Example 1.24
A pie is removed from an oven with temperature of 350° F and placed to cool in a
room with temperature 75° F . In 15 minutes, the pie has a temperature of 150° F .
Determine the time required to cool the pie to a temperature of 80° F .
Solution
Information given, T0 = 350, T15 = 150 and Ts = 75 .
Substituting these values into T (t ) = Ts + Ae − kt ,
350 = 75 + Ae − k (0)
A = 275.
Then, our equation can be written as T (t ) = 75 + 275e − kt . To solve the problem we
must find k .
At t = 15 , T = 150 . Therefore,
Example 1.25
The temperature of a dead body when it was found at 3 o’clock in the morning
is 85° F . The surrounding temperature at that time was 68° F . After two hours, the
temperature of the dead body decreased to 74° F . Assuming that the normal body
temperature is 98.6° F , determine the time of murdered.
Solution
Let T (t ) denote the temperature of the body of time t , T (0) represents the temperature
of the body when it is discovered and T (2) represents the temperature of the body two
hours after it is discovered.
Substituting these values into T (t ) = Ts + Ae − kt , at t = 0, T = 85° F .
85 = 68 + Ae − k (0)
A = 17.
Thus, our equation now can be written as
T = 68 + 17e − kt ………… (i)
At t = 2, T = 74° F . Substitute these values into equation (i), we can find the value of
k
74 = 68 + 17e − k (2)
k ≈ 0.5207.
98.6 = 68 + 17e−0.5207 t
t ≈ −1.1288.
From the result that we have obtained, we can say that the time of death is 1.1288
hours before it was discovered. Therefore, the time of death is (0300-1 hour 7
minutes) at 1.53 o’clock in the morning.
General population models can always be written in the form of a standard balance
equation,
[ rate of change of quantity ] = [ production rate of quantity] − [loss rate of quantity]
(1.5)
where for this application, the quantity of interest relates to the number of members of
28
a given population. For many studies, the production and loss rates are simply the
birth and death rates associated with a given population.
By using this terminology and P(t) representing the amount of species of interest
present at time t, equation (1.5) can be written as
dP(t )
= birth rate-death rate
dt
= BP - DP
= (B-D)P
Assuming that B and D are constants, then we have
dP
= kP (1.6)
dt
Note that k can be positive or negative.
Consider the equation (1.6), we can separate the variables, then we have
dP
= k dt (1.7)
P
Integrate both sides of equation (7), we get
ln P = kt + C (1.8)
By taking exponent at both sides of equation (8), we will have
P = Ae kt , A = eC (1.9)
We note that at t = 0 , P = P0 . Therefore,
P = P0 e kt (1.10)
Thus, we can say that the solution represents a growth model when k > 0 and a decay
model when k < 0 .
Example 1.26
The population of a country is growing at a rate that is proportional to the population
of the country. The population in 1990 was 20 million and in 2000, the population
was 22 million. Estimate the population in 2020.
Solution
Initially, in 1990, P (0) = 20m and in 2000, P (10) = 22m . We are going to find the
population in 2020, i.e. P (30) = ? .
By considering equation (1.6) to (1.9),
P = Ae kt , A = eC
20 = Ae0 k = A
P = 20e kt
Using second condition, P (10) = 22m
22 = 20e10 k .
Solving the equation, we obtain k ≈ 0.009531 .
Then, P = 20e0.009531t .
Thus, in 2020,
P (30) = 20e0.009531(30)
29
≈ 26.62 million people.
Example 1.27
Suppose that the number of cells in a bacteria culture doubles after 3 days. Determine
the number of days required for the initial population to triple.
Solution
In this case, P (0) = P0 . So, the population is given by
P = P0 e kt and P (3) = 2 P0 ,
because the population doubles after 3 days. Substituting this value into P = P0 e kt , we
have
P(3) = P0 e3 k = 2 P0
P0 e3 k = 2 P0
e3k = 2
e k = 21/ 3 .
Substitution into P = P0 e kt , then yields
P (t ) = P0 (21/ 3 )t .
If y (t ) gives the amount of the substance dissolved in the liquid in the tank at any
time t we want to develop a differential equation that, and when we solve, we will
have an expression for y (t ) . We assume that the concentration of the substance in the
liquids uniform throughout the tank.
30
The main equations involved in this model are
dy y (t )
= ci (t )ri (t ) − r0 (t ), y (0 ) = y0
dt V (t )
dV
= ri (t ) − r0 (t )
dt
and
t
V (t ) = V0 + ∫ [ri (s ) − r0 (s )]ds.
0
where
1. y = y (t ) denote the amount of substance at time t.
2. Initial amount of substance, y0 .
3. The differential equation involved here:
dy
= input rate − output rate
dt
[ rate of change of y (t )] = [ rate at which y(t ) enters the tank ] − [ rate at which y(t ) leaves the tank ]
where
dy (t )
rate of change of y (t ) =
dt
'
= y (t )
31
Example 1.28
Consider a tank with volume 100 litres containing a salt solution. Suppose a solution
with 2kg/liter of salt flows into the tank at the rate of 5liters/min. The solution in the
tank is well mixed. Solution flows out of the tank at a rate 5liters/min. If initially there
is 20kg of salt in the tank, how much salt will be in the tank as function of time?
Solution
IN OUT
Rate in= ri (t ) = 5 litres/min Rate out= r0 (t ) = 5 litres/min
Concentration= ci (t ) =2 kg/litres
t t
V (t ) = V0 + ∫ [ri (s ) − r0 (s )]ds ⇒ V (t ) = V0 + ∫ [5 − 5]ds = 100
0 0
Thus V (t ) = 100.
y (t ) y (t )
Concentration(OUT) = =
V (t ) 100
dy y (t )
= ci (t )ri (t ) − r0 (t ) = [concentration(in).rate(in) − concentration(out ).rate(out )]
dt V (t )
dy y
= 2(5) − (5)
dt 100
dy y
= 10 − , y (0) = 20
dt 20
Solve using integrating factor method,
32
Example 1.29
A 1500 litres tank initially contains 600 litres of water with 5kg of salt dissolved in it.
Water enters the tank at a rate of 9 litres/hour and the water entering the tank has a
1
salt concentration of (1 + cos(t ) ) kg/litre. If a well mixed solution leaves the tank at a
5
rate of 6 litres/hour, how much salt is in the tank when it overflows (t = 300 hours) .
Solution
Firstly, we notice that “well mixed solution” holds our assumption that was
mentioned earlier.
We need to set up the IVP in order to solve this problem, i.e. to obtain y (t ) . We
already got flow rate of water entering, the concentration of salt in the water entering
and the flow rate the water leaving. We have to find out what is the concentration of
the salt in the water exiting because it is not given in the problem.
Initially we have 600 litres, then every hour, 9 litres enter and 6 litres leave. If we use
t in hours, every 3 litres enters the tank, or at any time t , there is 600 + 3t of water in
the tank.
1 y (t )
y ' (t ) = 9 (1 + cos(t ) − 6 , y (0) = 5
5 600 + 3t
9 2 y (t )
y ' (t ) = (1 + cos(t )) − , y (0) = 5
5 200 + t
By rearranging the equation, we will get the equation is in the form of linear DE, i.e.
2 9
y ' (t ) + y (t ) = (1 + cos(t )) .
200 + t 5
Therefore, we already have p(t) and q(t). By determining its integrating factor, then
we are able to solve this linear DE. The general solution is
9 1 2 cos(t ) 2 sin(t ) C
y (t ) = (200 + t ) + sin(t ) + − 2
+
5 3 200 + t (200 + t ) (200 + t ) 2
Now, apply the initial condition y (0) = 5 , we will obtain the value of the constant, C.
33
Thus, the amount of salt in the tank at any time t is
The tank will overflow at t = 300 hours. Therefore, the amount of salt in the tank at
that time is
y (300) = 279.797 kg .
Example 1.30
A tank contains of 70 litres of liquid with composition 80% of water and 20% alcohol.
The second liquid with composition 50% of water and 50% of alcohol is then inserted
into the tank at the rate of 4 litres/minute. When the second liquid enters the tank, the
liquid inside the tank leaves at the rate of 5 litres/min. Assuming that it is a well-
mixed solution, how much alcohol in the tank after ten minutes?
Solution
Let y be the amount of alcohol inside the tank at any time t . We know that y = 14
when t = 0 . Thus, the amount of liquid inside the tank at any time t is 70 − t and the
tank loses 5 litres of liquid per minute.
34
1.6.4 Other applications
Almost all the differential equations that we will use in our job are there, because
somebody at the some time modelled a situation to come up with an equation that we
are using. Apart from three applications that we have discussed, there are many other
applications that can be modelled as first order differential equation, such as
radioactive decay and carbon dating, series of circuits, survivability with AIDS, drug
distribution in human body, harvesting of renewable natural resources, economics and
finance and so on.
35
Practice 1
1. Find the general solution of the following separable equations. If initial
condition is given, find the corresponding particular solution.
a) (1 + x )2 dy + y 2 = 1 b) y ′e x + xy 2 = 0
dx
c) (2 xy + 6 x )dx + (x 2 − 1)dy = 0 d) x 2 y ′ = y ( y − 1)
dy π
e) cos y + (1 + e − x ) sin y =0, y (0 ) =
dx 4
f)
dy
dx
(
= 2x 1 + y 2 , ) y (0 ) = 0
a) y' = ( x + 4 y) 2 , z = x + 4y
dy x+ y
b) = , z = x+ y
dx 1 + x + y
3. Verify that each of the following equations is homogeneous and then solve it.
dy
a) 2 x 2 = x2 + y2 b) x y ' = y + x 2 + y 2
dx
(
c) x 2 + y 2 ) dy
dx
= xy d) (x − y )
dy
dx
= x+ y
dy
e) x − y = x2 − y2 , y (1) = 1
dx
dy 2 x − y
f) = , y (1) = 1
dx x + 4 y
dy 2( x − 4)
a) = , x = X + 4, y =Y −2
dx y − x + 6
dy x + y + 3
b) = , x = X + 1, y =Y −4
dx x − y − 5
5. Find the general solution of the following linear equations. If initial condition
is given, find the corresponding particular solution.
dy
a) −y=x b) y′ cos x + y sin x = x sin 2 x + x 2
dx
dy dy 4
c) + 5 y = e 2x d) ( 2 x − 1) +8 y =
dx dx ( 2 x − 1) 2
36
dy
e) x y′ + y = x 3 f) + y cot x = cos x
dx
dy 2 y
g) + = 4x , y (1) = 2
dx x
h) y ′ + y tan x = cos x , y (0 ) = 1
a) (2 x + 3) + (2 y − 2 ) y ′ = 0 b) (2 x + 4 y ) dx + (2 x − 2 y ) dy = 0
ax + by
( )
c) 9 x 2 + y − 1 − (4 y − x ) y ′ = 0 d)
dy
dx
=−
bx + cy
(
e) (sin xy + xy cos xy + 2 x ) dx + x 2 cos xy + 2 y dy = 0 )
f) (
ye xy dx + 2 y − xe xy dy = 0 ) g) ( y cos xy − sin x ) dx + ( x cos xy ) dy = 0
h) (3x 2
)
ln x + x 2 − y dx − xdy = 0 , y (1) = 5
π
i) (ye xy
)
+ cos x dx + xe xy dy = 0 , y = 0
2
7. Show for each of the following differential equation that they are not exact,
but they become exact when multiplied with the integrating factors given.
Hence, solve them.
1
a) x 2 y 3 + x(1 + y 2 ) y ' = 0 ; ρ ( x, y ) =
xy 3
37
10. A tank contains 200 gal of a brine solution in which 10 lb of salt is initially
dissolved. A brine solution with concentration 2 lb/gal is then allowed to flow
into the tank at a rate of 4 gal/min and the well-stirred mixture flows out of the
tank at a rate of 3 gal/min. Determine the amount of salt y(t) at any time t. if the
tank can hold a maximum of 400 gal, what is the concentration of the brine
solution in the tank when volume reaches this maximum?
12. Suppose that a culture of bacteria has initial population of n = 100. if the
population doubles every three days, determine the number of bacteria present
after 30 days. How much time is required for the population to reach 4250 in
number?
13. The population of a community is known to increase at a rate proportional to
the number of people present at a time t. If the population has doubled in 6
years, how long it will take to triple ?
Answer
1 + y 2 1
1. a). ln + =C b). = A − (x + 1) e − x
1 − y 1 + x y
1
A −
c). y= −3 d). y = Aye x
+ 1, A = eC
x −1
2
ex +1
e). cos y = f). y = tan x 2
2 2
1
2. a) x + 4 y = tan(2 x + A) , A = 2C b) ln (2 x + 2 y + 1) = 2 x − 2 y + A
2
2x
3. a) y = x− b) y = x sinh (ln x + C )
ln x + C
c)
2 2
ye 2 y = Ae x , A = e − C d) x 2 + y 2 = Ae
2 tan −1 ( ) , A = e −2 C
y
x
e) y = x sin (ln x + π2 ) f) 2 y 2 + xy − x 2 = 2
4. a) (x + y − 2)2 (2 x − y − 10) = B , B = −C 3
e2x 4( x 2 − 1) + C
c) y = + Ce −5 x d) y =
7 (2 x − 1)4
x2 C sin x
e) y = + f) y = + C csc x
4 x 2
x4 +1
g) y= h) y = ( x + 1) cos x
x2
6. a) x 2 + 3 x + y 2 − 2 y = C b) Not exact
ax 2 cy 2
c) 3 x 3 + xy − x − 2 y 2 = C d) + bxy + =C
2 2
x 3 ln x + 5
g) sin xy + cos x = C h) y =
x
ln (2 − sin x )
i) y=
x
x2 1
7. a) − 2 + ln y = C b) e x sin y + 2 y cos x = C
2 2y
8. 12.59 minutes
9. 12.33 p.m
R1 = 4gal/min
10. R2 = 3gal/min
y = 2t + 400 − 390.2003 (t + 200)−3
11. y (t ) = 5000 − 4900e −0.01t
12. 102400, t = 16.23 days
13. t ≈ 9 years 6 months
39