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The order of a differential equation is the order of the highest derivative which occurs in it.
The degree of a differential equation is the power of the highest derivative which occurs in it.
Example 1:
dy
Solve the differential equation = 2.
dx
Solution:
dy
=2
dx
By integration, y = 2 x + C , where C is an arbitrary constant (i.e. any real number).
Note:
(i) y = 2 x + C is the “general solution” (i.e. a collection of all possible solutions) of the
dy
differential equation = 2.
dx
(ii) The general solution of a first order DE contains one arbitrary constant.
(iii) We can find the particular solution of a differential equation if conditions (e.g. y =
7 when x = 0) are given.
2 Chapter 13 Differential Equations
Example 2:
dy
Determine the general solution of the differential equation = 2 x + x 2 + ln x, for x > 0 .
dx
Solution:
Self-review 1:
dy 10 2x − 3
Solve the differential equation = 2 . [Answer: y = 10 ln | | +c ]
dx 2 x − 5 x + 3 x −1
Example 3:
dy
Find the general solution of the differential equation − 2y = 0.
dx
Solution:
4 Chapter 13 Differential Equations
Example 4:
dy 1 + y 2
Find the general solution of the differential equation 2 = .
dx y
Solution:
dy 1 + y 2
2 =
dx y
2 y dy
2
=1
1 + y dx
Integrating both sides, we have
2y
∫ 1 + y
2
dy = ∫ 1dx
ln ( 1 + y 2 ) = x + c
1 + y 2 = e x +c
y 2 = Ae x − 1, A = ec
∴ The general solution is y 2 = Ae x − 1.
Example 5:
dy −3 y 2
Find the particular solution of the differential equation y + e =0,
dx
given that y = 0 when x = 0.
Solution:
Chapter 13. Differential Equations 5
Some of the first order differential equations are not directly integrable (or separable). However,
we can perform a simple substitution to make the differential equation directly integrable (or
separable).
Procedure:
(i) Get rid of y (the dependent variable) and its derivative in the original differential equation
using the given substitution.
du
(ii) The new differential equation (involving x and u, or z or v and respective derivatives ,
dx
dz dv
or ) will be “variable separable”.
dx dx
Note: The variables u, v, or z are all functions of x and they can be differentiated with respect
Example 6:
dy 2 x + y + 2
The variables x and y are related by the differential equation = . Using the
dx 2 x + y − 1
dz 3z
substitution z = 2x + y, show that = . Solve this equation and hence find the general
dx z −1
solution of y.
Solution:
Integrating both sides, we have
z −1
∫ z
dz = ∫ 3 dx
1
∫ 1 − z dz = 3 x + c
z − ln | z |= 3x + c
(NOTE: The final answer should be in the original variables. Leave the final answer in the form
y = f(x) whenever possible.)
6 Chapter 13 Differential Equations
Example 7:
dv
Use the substitution u = −2t + v to solve the differential equation = (−2t + v ) 2 − 7 , given that
dt
v = 0 when t = 0.
Solution:
(***notice the independent variable is now t, not x)
du dv
Given: u = −2t + v ⇒ = −2 +
dt dt
dv u −3
= ( −2t + v ) 2 − 7 ln = 6t + 6c
dt u +3
du u −3
+ 2 = u2 − 7 = e 6t + 6 c
dt u +3
du u −3
= u2 − 9 = ±e 6c e6t = Ae6t where A = ±e6c
dt u +3
1 du 3( Ae6t + 1)
=1 u=
u − 9 dt
2
1 − Ae6 t
1 3( Ae 6t + 1)
∫ u 2 − 32 du = ∫ 1 dt −2t + v =
1 − Ae 6t
1 u −3 3( Ae6t + 1)
ln = t +c v = 2t +
6 u + 3 1 − Ae6t
3( Ae6t + 1)
The general solution is v = 2t +
1 − Ae 6t You can only substitute in values
3( A + 1) from conditions when your
When t = 0, v = 0, 0= ∴ A = −1 equations no longer have any
1− A
modulus sign.
3(−e6t + 1)
The particular solution would be y = 2t +
1 + e6t
Self review 3:
Use the substitution y = vx , where v is a function of x, to reduce the differential equation to a
dy dv
x = 3 x + y differential equation of the form = f ( x ) . Solve this equation for v and hence
dx dx
find y in terms of x. [Answer: y = 3 x ln x + cx ]
Example 8:
Chapter 13. Differential Equations 7
d2 x
Find the general solution to the differential equation = − sin 3t . Hence find the particular
dt 2
dx
solution to the above differential equation if x = 2, = 1 when t = 0.
dt
Solution:
*Note: i) the general solution of a 2nd order DE contains two arbitrary constants.
ii) To find the particular solution, two sets of conditions are required
dx
(in the above example, { t = 0, x = 2 } and { t = 0, =1} )
dt
Self review 4:
d2 y
Find the general solution to the differential equation 2 = e 2 x . Hence, find the particular solution
dx
dy
for which y = 1 and =2 when x = 0.
dx
1 2x 1 2x
[Answer: y = e + cx + d , y = (e + 6 x + 3) ]
4 4
8 Chapter 13 Differential Equations
Example 9:
dy
i) Sketch the family of solution curves of the differential equation = 2. (see Example 1)
dx
dy
ii) Solve the differential equation = 2 x − 2 and sketch the family of solution curves.
dx
Solution:
dy
i) From example 1, y = 2 x + C is the general solution of the differential equation = 2.
dx
Putting C = –2, 0, 2, we get the following solutions respectively:
y = 2x – 2, y = 2x, y = 2x + 2.
dy
ii) = 2x − 2
dx
Integrate with respect to x : ∫ 1 dy = ∫ 2 x − 2 d x
∴ The general solution is y = x 2 − 2 x + c.
When c = –2: y = x2 − 2 x − 2
When c = 0: y = x2 − 2 x
When c = 2: y = x2 − 2 x + 2
The assumptions made about a system frequently involve a rate of change of one or more of the
variables. This gives rise to equations involving derivatives i.e. a differential equation or a system
of differential equations. The independent variable is usually time, denoted by t, since the change
is occurring over a time period.
For mathematics at H2 level, you should obtain one differential equation which looks like either
dy dy d2 y
= f ( x) , = g( y ) or = h( x) . The problem is usually whether you can
dx dx dx 2
(i) identify the dependent and independent variables, and form the differential equation
(ii) identify the initial conditions
(iii) solve the resulting DE by integration
The rate at which a certain radioactive substance decays is proportional to the amount present. A
block of this substance having a mass of 100g originally is observed. After 40 hrs, its mass reduces
to 90 g.
Find (i) an expression for the mass of the substance at any time and give a sketch to illustrate the
process of decay with time t;
(ii) the time-lapse before the block decays to one half of its original mass.
Solution:
(i)
Solution:
Let n be the number of micro-organisms.
Rate of increase ∝ n ⇒ Rate of increase = kn, wher e k > 0
Rate of decrease = 0
When t = 0, n = no: a = no
n = n0 e kt
Since colony doubles in size in T hours, i.e. n = 2n0 at t =T:
2no = no e kT
ln 2
⇒ 2 = e kT ⇒ ln 2 = kT ⇒ k =
T
ln 2
t
Thus, at time t, n = n e T
o
For colony to triple in size, let the time taken be θ hours i.e.
ln 2
(θ )
3no = no e T
ln 2
θ ln 2 ln 3
⇒ 3=e T ⇒ ln 3 = θ ⇒θ = T.
T ln 2
(i) Given that the volume of fuel in the tank stabilizes at 1 m3 , show that the increase of the fuel
is given by the differential equation
dx
dt
(
= − x2 + 2x − 3 . )
(ii) Given that the tank is initially empty, find x in terms of t.
Solutions:
(i)
(ii)
dx
dt
(
= − x2 + 2x − 3 )
1 dx
2
= −1
x + 2x − 3 d t
∫ ∫
1
2
d x = − dt
x + 2x − 3
∫ ∫
1
d x = − dt
( x + 1) 2 − 22
1 x −1
ln = −t + C
4 x+3
x −1
= e −4t + 4C = e −4t × e 4C
x+3
x −1
= A e −4t where A = ± e 4C
x+3
1
When t = 0 , x = 0 , A = − ,
3
−3 ( x − 1) = ( x + 3) e −4t Alternatively:
( )
x 3 + e −4t = 3 − 3e −4t 1−
4
x+3
1
= − e −4 t
3
x=
(
3 1 − e −4 t ) x=
12
−3
3+ e −4 t 3 + e −4 t
(iii)
Chapter 13. Differential Equations 13
Summary
Differential Equations
dy d2 y
1st order i.e. 2nd order i.e.
dx dx 2
d2 y
(A) Variable separable (C) = f ( x)
dx 2
dy ( perform integration twice; two
(a) = f ( x)
dx arbitrary constants in general
dy solution. )
(b) = g( y )
dx
(one arbitrary constant in general solution)
D) Application Problems
Self-reading
Appendix: General case of “variable separable” differential equations
dy
= f ( x)g( y ) ( rhs can be written as a PRODUCT of expressions
dx
in x and y ).
(this case is excluded from the H2 syllabus; it does not involve any new concept and may appear in
some JC prelim exam papers).
dy
In general, the two variables of the differential equation can be separated if can be written as a
dx
PRODUCT of a function in x and a function in y.
dy 1
i.e.
dx
= f ( x)g( y ) ⇒ ò g( y) dy = ò f ( x) dx
Example: Are the following differential equations “separable”?
dy dy dy
i) =x+y ii) ( x +1) = 2 - sin y iii) y ( x - 1) = x( y + x) - x
dx dx dx
Example:
dy
Find the general solution of the differential equation (1 + x ) − xy (1 + y ) = 0 .
2
dx
Solution:
dy xy (1 + y ) x
= ( note : f ( x) = and g( y ) = y (1 + y ) )
dx 1+ x 2
1 + x2
1 x
∫ y(1 + y) dy = ∫ 1 + x 2 dx
1 1 1 2x
∫ y − 1 + y dy = 2 ∫ 1 + x 2 dx
1
ln y − ln 1 + y = ln ( 1 + x 2 ) + c
2
y 1
ln = ln ( 1 + x 2 ) + c
1+ y 2
y 1+ x 2 + c
= ±eln
1+ y
y
= A 1 + x2 , A = ± ec
1+ y
A 1 + x2
y=
1 − A 1 + x2
A 1 + x2
Thus, the general solution is y = .
1 − A 1 + x2