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# 1

## STANDARD INTEGRATION FORMULAS

(1)

(2)

(3)

(4)

(5)

(6)

(7)

(8) sin

(9) cos

(10)

tan

(11)

cot

(12) sec sec

(13) csc csc

(14) tan lnsec

(15) cot lnsin lncsc

(16) sec ln sec tan ln sec tan

(17) csc ln csc cot ln csc cot

(18)

sin

(19)

2

(20)

sec

(21)

ln

(22)

ln

(23)

ln

+ c

(24)

tan

(25)

(26) sinh

(27) cosh

(28)

tanh

(29)

coth

(30) cosh

(31) tanh sech

(32) coth csch

(33)

3

Exercise No. 1

Evaluate the following integrals:

1. cos

2.

sin

3.

4.

4

5.

6.

7.

8.

5

9.

10.

11.

12.

6

13.

14.

15.

16.

7

17.

18. ln

19.

20.

8

Unit 1

DEFINITIONS AND NOTATIONS

1. A differential equation (abbreviated as D.E.) is one which contains at least
one derivative. Most often, a D.E. is written in terms of differential a more
convenient form for analysis and solutions.
2. When an equation involves one or more derivatives with respect to a
particular variable, the variable is called an independent variable. A
variable is called dependent if a derivative of that variable occurs. In
the equation

+

i is the dependent variable, t is the independent variable and L, R, C, E
and [ are called parameters.
The equation

has one dependent variable V and independent variable x and y.
3. Ordinary differential equations are those in which all the differential coefficients
have reference to a single independent variable.
Examples:
(1)

(2)

=
(3)

OBJECTIVES: After completing this topic, you will be able to:

1. define differential equation.
2. differentiate dependent to independent variables.
3. identify the order and degree of differential equations.
4. define a solution.
5. discuss the types of solutions.
6. identify a linear and nonlinear differential equations.

9

4. Partial differential equations are those wherein there are two or more
independent variables and partial differential coefficients with reference to any
of them.
Example:
(4)

(5)

5. The order of a D.E. is the same as the order of the highest-order derivative in
the equation.
Example:
Equation
(1) first order
(2) third order
(3) second order
(4) first order
(5) second order
6. The degree of a D.E. is the same as the power (or exponent) to which the
derivative of the highest order in the equation raised.
Example:
Equation
(1) first degree
(2) second degree
(3) third degree
(4) first degree
(5) first degree
7. The solution to a D.E. is the relation involving only the variables and arbitrary
constants free from any derivatives or differentials, and consistent with, or
satisfying, the given D.E.
8. Kinds of Solutions: There are three kinds of solutions of differential equations.
They are:
1. The general solution, which is the solution containing a
number of arbitrary constants equal to the order of the equation.

2. The particular solution, which is the solution obtained
from the general solution by giving particular values to the
constants.

3. The singular solution, which is the solution not containing
any arbitrary constant and is not deducible from the general
solution by giving particular values to the arbitrary constants in it,
save in exceptional cases.
10

Arbitrary constants maybe obtained from known boundary
conditions.
9. The functional notation for the nth-order D.E. of the ordinary type is:

10. A first-ordered D.E. is written in either of the following common forms:

1. Implicit-Derivative:

2. Implicit-Differential:

3. Explicit-Derivative:

11. Considering the differential equation as derived from the general solution, the
latter is called the complete primitive of the former.
12. An equation which is linear, i.e., of the first degree in the dependent variable and
its derivatives, is called linear differential equation. From this definition it
follows that the most general (ordinary) linear differential equation of order n is
of the form:
Eq. 1 p
0
(x)y
(n)
+ p
1
(x) y
( n - 1)
+ . . . + p
n 1
(x) y + p
n
(x) y = r (x)

A differential equation which is not linear, i.e., cannot be put in
the form of Eq. 1, is said to be nonlinear. In general, linear
equations are much easier to solve than nonlinear ones, and most
elementary applications involve linear equations.

Examples:
1. The equation y + 4xy + 2y = cos x is a linear
equation of the second order. The presence of the terms x,
y and cos x does not alter the fact that the equation is
linear because, by definition, linearity is determined solely
by the way the dependent variable y and its derivatives
occur in the equation.

2. The equation y + 4yy + 2y = cosx is a nonlinear
equation because of the occurrence of the product y and
one of its derivatives.

3. The equation y + sin y = 0 is nonlinear because of the
presence of sin y, which is a nonlinear function of y.

13. Initial Value Problem: By an initial value problem for an nth-order differential
equation
11

we mean: Find a solution to the differential equation on an interval I that
satisfies at x
0
the n initial conditions

y(x
0
) = y
0

.
.

where x
0
I and y
0
, y
1
, . . . . , y
n-1
are given conditions.

In the case of a first-order equation, the initial conditions reduce to the single
requirement
y(x
0
) = y
0
,

and in the case of a second-order equation, the initial conditions have the form

y(x
0
) = y
0
,

The terminology initial conditions comes from mechanics, where the
independent variable x represents time and customarily symbolized as t. then if t
0
is the
starting time, y(t
0
) = y
0
represents the initial location of an object and y(t
0
) gives its
initial velocity.

Examples:

1. Show that J(x) = sin x cos x is a solution to the initial value problem

Solution: Observe that J(x) = sin x cos x ,

cos sin

- sin x + cos x are all defined on (-g, g). Substituting into the differential
equation gives

(-sin x + cos x) + (sin x cos x) = 0

12

which holds for all x (-g, g). Hence, J(x) is a solution to the given differential
equation on (-g, g). When we check the initial conditions, we find

J(0) = sin x cos 0 = -1

J

cos

which meets the requirements of the given equation. Therefore, J(x) is a
solution to the given initial value problem.

13

14

Exercise No. 2

Determine the dependent and independent variables of the following:

1. x
2
y + xy

+ (x
2
4) y = 0

2.

3.

4.

5. (y)
2
+ 4y + 3y = x

6. (x + 2) dy = (1 2x) dx

7.

8.

9.

10.

.
.
.
15

Exercise No. 3

Describe each of the following giving its order and degree, and telling whether it is
ordinary or partial and linear or nonlinear.

Order Degree Ordinary/Partial Linear/Nonlinear
2. y + 3y + 2y = x
4

3. y + 6y + 11y + 6y = e
x

4.

5.

6.

7. (y)
2
+ 4(yy)
2
xy = 0

8. x
4
(y)
4
+ (x 1) y = sin x

9.

10.

11.

16

Unit 2

FORMATION OF DIFFERENTIAL EQUATIONS

2.1 An inverse Problem: Elimination of Arbitrary Constants

2.1.1 By Differentiation and Combination

One of the ways differential equations are obtained is the elimination of arbitrary
constants from a given equation. The general method to eliminate n arbitrary constants
is to differentiate the equation n times.

The n arbitrary constants may then be eliminated from the n + 1 equations. The result
will be differential equations of order n.

Eliminate the arbitrary constants from the given equations by combining after
differentiation.

Example 2-1 y = c
1
cos 3x + c
2
sin 3x.

Solution: y = -3c
1
sin 3x + 3c
2
cos 3x
y = -9c
1
cos 3x - 9c
2
sin 3x
= -9(c
1
cos 3x + c
2
sin 3x)
= - 9y
y + 9y = 0 Ans.

Example 2-2 y = x + c
1
e
x
+ c
2
e
-2x
(1)

Solution: y = 1 + c
1
e
x
- 2c
2
e
-2x
(2)

y = c
1
e
x
+ 4c
2
e
-2x
(3)

Subtract Eq. (1) from Eq. (2).
y - y = 1 - x -3c
2
e
-2x
(4)
OBJECTIVES: After completing this topic, you will be able to:

obtain the differential equation by eliminating constants using
differentiation and elimination, isolation of constants, and elimination by
determinants.

17

Subtract Eq. (2) from Eq. (3).
y - y = -1 + 6c
2
e
-2x
(5)
Multiply Eq. (4) by 2.
2y - 2y = 2 - 2x -6c
2
e
-2x
(6)
Adding Eqs. (6) and (5), we obtain

y + y - 2y = 1 - 2x Ans.

Example 2-3 y = c
1
e
-x
+ c
2
e
2x
+ c
3
e
-3x
(1)

Solution: y = - c
1
e
-x
+ 2c
2
e
2x
- 3 c
3
e
-3x
(2)

Adding Eqs. (1) and (2),
y + y = 3c
2
e
2x
- 2c
3
e
-3x

y + y = 6c
2
e
2x
+ 6c
3
e
-3x

= 6 (c
2
e
2x
+ c
3
e
-3x
)
= 6y - 6c
1
e
-x
(3)
y + y = 6y + 6c
1
e
-x
(4)
Adding Eqs. (3) and (4), we have

y + 2y + y = 6y + 6y

y + 2y - 5y - 6y = 0. Ans.

Example 2-4 y = e
x
(c
1
cos 2x + c
2
sin 2x) (1)

Solution: e
-x
y = c
1
cos 2x + c
2
sin 2x (2)

Differentiate Eq. (2).
e
-x
y

- e
-x
y = -2c
1
sin 2x + 2c
2
cos 2x
Differentiating again, we get
e
-x
y

- e
-x
y - e
-x
y

+ e
-x
y
= - 4( c
1
cos 2x + c
2
sin 2x)
= - 4e
-x
y
y - 2y + y = - 4y

y - 2y + 5y = 0 Ans.

Example 2-5 y = c
1
sin at + c
2
cos at,
(a not to be eliminated)
Solution: y = c
1
sin at + c
2
cos at
y = a c
1
cos at - a c
2
sin at
y = - a
2
(c
1
sin at + c
2
cos at) = - a
2
y
y + a
2
y = 0. Ans.

18

Example 2-6 y = Ax
2
+ Be
x
(1)

Solution: Differentiating twice, we obtain
y = 2Ax + Be
x
(2)
y = 2A + Be
x
(3)
Subtracting Eq. (1) from Eq. (2),
y - y = 2Ax - Ax
2
= A(2x - x
2
) (4)
y - y = 2A - 2 Ax = A(2 2x) (5)
Dividing Eq. (5) by Eq. (4), we have

(2x - x
2
)y + (x
2
- 2)y + 2(1-x) y = 0 Ans.

2.1.2 By Isolation of Constants

In this method at each step before differentiation, isolate one of the arbitrary constants,
free from any variable, so that it will disappear after differentiation.

For the following problems, eliminate the arbitrary constants by isolation.

Example 2-7 x sin y - xy
2
= c

Solution: Differentiation once will eliminate the constant c.

x cos y y + sin y - 2xy y - y
2
= 0
(x cos y - 2xy) y - y
2
+ sin y = 0 Ans.

Example 28 y = ax
2
+ bx + c

Solution: y = 2ax + b
y = 2a
y = 0 Ans.

Example 2-9 y = Ax
2
+ Be
x

Solution: Isolate B by multiplying the entire equation by e
-x
.

e
-x
y = Ax
2
e
-x
+ B
e
-x
y - e
-x
y = - Ax
2
e
-x
+ 2Ax
2
e
-x

y - y = - Ax
2
+ 2Ax = A (-x
2
+ 2x)
A =

19

Differentiating again, we get
0 =

(2x - x
2
) y + (x
2
- 2) y + 2 (1 x) y = 0 Ans.

Example 2-10 y = x + c
1
e
x
+ c
2
e
-2x

Solution: e
2x
y = xe
2x
+ c
1
e
3x
+ c
2

e
2x
y + 2e
2x
y = 2xe
2x
+ e
2x
+ 3c
1
e
3x

y + 2y = 2x + 1 + 3c
1
e
x

e
-x
y + 2 e
-x
y = 2x e
-x
+ e
-x
+ 3c
1

e
-x
y - e
-x
y + 2 e
-x
y - 2 e
-x
y
= - 2 xe
-x
+ 2e
-x
- e
-x

y + y - 2y = 1 - 2x. Ans.

Example 2-11 x
2
y = 4 + cy

Solution:

4y + 2xy
2
= 0
2y + xy
2
= 0 Ans.

2.1.3 Elimination By Determinants

A third method of eliminating arbitrary constants is based on a theorem in Algebra:
In order for a system of n + 1 linear equations in n unknowns to be consistent,
the determinant formed from the coefficients of the unknowns and the terms free
of the unknowns must vanish.
The determinant formed is called the eliminant of the arbitrary constants.

For the following problems, eliminate the arbitrary constants using determinants.

Example 2-12 y = Ax
2
+ Be
x

Solution: Differentiate the equation twice.
y = 2Ax + Be
x

y = 2A + Be
x
Form the determinant whose elements are the coefficients of the arbitrary
constants A and B, and the terms y, y and y, which are free of the arbitrary
constants.

20

Since e
x
is a common factor of the term in the third column. Expanding the
determinant, we obtain
(2x - x
2
)y + (x
2
- 2) y + (2 - 2x) y = 0. Ans

Example 2-13 y = c
1
cos 3x + c
2
sin 3x

Solution: Differentiate the equation twice.
y = -3c
1
sin 3x + 3c
2
cos 3x
y = - 9c
1
cos 3x - 9c
2
sin 3x
Form the determinant

Expanding the determinant and simplifying we obtain

y + 9y = 0 Ans.

Example 2-14 y = x + c
1
e
x
+ c
2
e
-2x

Solution: Differentiate the equation twice.
y = 1 + c
1
e
x
- 2c
2
e
-2x
y = c
1
e
x
+ 4c
2
e
-2x
Write the equations as
y = x + c
1
e
x
+ c
2
e
-2x
y = 1 + c
1
e
x
- 2c
2
e
-2x
y = c
1
e
x
+ 4c
2
e
-2x
Form the determinant

Expanding the determinant and simplifying, we get

21

y + y - 2y = 1 - 2x. Ans.

Example 2-15 y = c
1
x
2
+ c
2
x
3

Solution: Differentiate the equation twice.

y = 2c
1
x + 3c
2
x
2

y = 2c
1
+ 6c
2
x

The determinant in this case will be

Expanding the determinant the result is

x
2
y - 4xy + 6y = 0. Ans.

22

Exercise No. 4

Determine the differential equations of the following by eliminating constants using any
method.

1. x sin y y cos x = c

2. y = c
1
+ c
2
e
2x

3. y = c
1
x +

4. y = c
1
x
2
+ c
2
x
3

23

5. y

= c
1
cos 2x + c
2
sin 2x

6. y = c
1
x + c
2
e
x

7. y = c
1
e
2x
+ c
2
x e
2x

8. y = c
1
e
x
+ c
2
x e
2x
+ c
3
x
2
e
x

24

9. y = e
2x
(c
1
cos x + c
2
sin x)

10. y = c
1
e
x
+ c
2
e
-x
+ c
3
x
2
e
-x

25

2.2 Differential Equation of A Family of Curves

A family of curves of curves on a plane is usually defined by an
equation containing one or more parameters together with the
coordinates of a point on the plane. The differential equation of the
family is obtained by eliminating
the parameters by the methods in Art. 2-1

In the following problems obtain the differential equations of the given families of
curves whose properties are indicated.

Example 2-16 All straight lines through the fixed point (h, k)

Solution: The equation of a line through the point (h, k) is

y - k = m(x - h)
y = m.
Hence, the required differential equation is

y - k = (x - h) y Ans.

Example 2-17 All straight lines

Solutions: The equation of a line whose slope is m and whose y-intercept is b is

y = mx + b
Here m and b are arbitrary constants. Differentiating twice, we have

y = m ; y = 0 Ans.

Example 2-18 Straight lines with equal x- and y-intercepts.

Solution: The figure shows a straight line with x- and y-intercepts a and b,
respectively. Using the intercept form of the equation of a straight line, we have

OBJECTIVES: After completing this topic, you will be able to:
determine the differential equation of the given family of curves from
indicated properties.

26

. But a = b

Hence, x + y = a. 1 +

= 0

dx + dy = 0 Ans.

Example 2-19 Circles with center on the y-axis.

Solution: Let the center be at (0, k) and radius = a

x
2
+ (y k) = a
2

2x + 2(y k) y = 0
y - k =

y
3
= -y + xy

xy - y
3
- y = 0 Ans.

Example 2-20 Circles tangent to the y-axis.

Solution: Let (h, k) be the coordinates of the center of the circle. Since the circle is
tangent to the y-axis its radius r = h. The general equation is

(x - h)
2
+ (y - k)
2
= h
2
(1)
x
2
- 2hx + (y - k)
2
= 0
2h = x +

(2)

a

b

a
(0, k)
27

Differentiating Eq. (2), we have

0 = 1 +

(y k)
2
- 2xy (y k) - x
2
= 0

y k = xy s x

(3)

Differentiating Eq. (3), we obtain

y = xy + y s x

after some simplification, we obtain

xy

s xyy s (y
2
+ 1) = 0. Ans.

Example 2-21 Parabolas with the vertex and focus on the y-axis.

Solution: Let the vertex be at (0, sk). The general equation is
x
2
= 4a( y s k)
2x = 4ay ; x = 2ay ; 1 = 2ay

xy - y = 0 Ans.

F

(0, a)

(0, -a)

F

. (h, k)
28

Exercise No. 5

Name: ____________________________ Score: ___________ Rating: ___________

In the following problems obtain the differential equation of the given family of curves
whose properties are indicated.

1. All circles passing through the origin and (0, 4).

2. Straight lines with slope and y-intercept equal.

3. Straight lines with algebraic sum of the intercepts fixed as k.

29

4. All circles tangent to both x and y axes.

5. The cissoids y
2
=

6. The strophoid y
2
=

7. The hyperbolas b
2
x
2
- b
2
y
2
= a
2
b
2
.

30

8. Parabolas with vertex and focus on the x-axis.

9. The folium of Descartes x
3
+ y
3
= 3axy.

10. The trisectrices of Maclaurin y
2
(a + x) = x
2

31

Unit 3

SOLUTIONS TO FIRST-ORDERED DIFFERENTIAL EQUATIONS

3.1 Separation of Variables

1. If the variables in M(x, y) dx + N (x, y) dy = 0 can be
separated into the form
f(x) dx + g(y) dy = 0
the solution is by integration

f(x) dx + g(y) dy = c

2. TEST: The variables are separable if the
functions M and N are factorable as follows:

M(x, y) = F(x) G(y)
N(x, y) = H(x) * (y)

Find the complete the solutions of the following D.E.:

Example 3-1 xcos
2
y dx + tan y dy = 0

Solution: xcos
2
y dx + tan y dy = 0 is reduced by dividing each term
by cos
2
y

x dx + tan y sec
2
y dy = 0
OBJECTIVES: After completing this topic, you will be able to:

1. classify the different forms of first-ordered differential equations:
separation of variables, homogeneous D.E., exact D.E., non-exact D.E., first-
ordered linear D.E., Bernoulli equation, D.E. linear in x and y.
2. identify a variable-separable differential equation.
3. distinguish a homogeneous differential equation.
4. test the exactness of a differential equation.
5. write the given D.E. in the standard form of Bernoulli equation and first-
ordered linear differential equations.
6. find the solution of a D.E. linear in x and y.

32

Both terms are integrable by the power formula,

or x
2
+ tan
2
y = c
1
Ans.

Example 3-2 xy
3
ln x dx - 2 dy = 0

Solution: Division by y
3
separates the variables into,

x lnx dx - 2 y
-3
dy = =

The second term is integrated by the power formula, while
the first is by integration by parts,

Let u = lnx du = dx/x
dx = x dx v = x
2
/2

Substitution gives,

and

Simplification gives,

X
2
(ln x
2
- 1) + 4y
-2
= c
1
Ans.

Example 3-3 y =

Solution: The given D.E. may be written as,

and the variables are separated into,

Integration leads to the ln function

33

ln

Further simplification gives,

Ans.

34

Exercise No. 6

(Separation of Variables)

1. dy = tan x tan y dx

2. e
x+y
dx + (1 + e
x
) dy = 0

3.

dx = 0

35

4. (xy x) dx = (x
2
y
2
- x
2
+ y
2
- 1) dy

5. (xy + x) dx + (1 + x
2
)dy = 0

6. 2e
x
cot y dx - (4 + e
x
) csc
2
y dy = 0

7.

36

8. xlnx lny dy + dx = 0

9. 2e
x
cot y dx + (1 + e
x
) csc
2
y dy = 0

10.

= sin(x + y)

37

3.2 Homogeneous Differential Equations

(a) In M(x, y) dx + N(x, y) dy = 0, if

M(rx, ry) = r
n
M(x, y) and

N(rx, ry) = r
n
N(x, y)

Such that n = m, then the D.E is said to be homogeneous of degree n. Here, r can
either be a variable or a constant.

(b) The solution of such type of D.E is by either of the following
substitution methods:
First: Let y = vx
dy = v dx + x dv

Here, y is eliminated and v introduced into the D.E. In the final
analysis, the D.E. takes the forms in which h the variables are separable.
After the solution, the variable y is substituted back to the equation.

Second: Let x = uy
dx = u dy + y du
Solution is similar to that of the previous method, except that
here x is eliminated.

(c) Suggested Solution

If M is simpler than N: Use x = uy
If N is simpler than M: Use y = vx

For the following D.E., find the solution:

Example 3-4 (x
3
+ y
3
) dx - 3xy
2
dy = 0

Solution: (x
3
+ y
3
) dx - 3xy
2
dy = 0 is homogeneous of degree 3

Here N = -3xy
2
is simpler than M = x
3
+ y,

Use: y = vx and dy = vdx + x dv

Substitute to the given D.E.,

(x
3
+ v
3
x
3
) dx - 3x (v
2
x
2
) (vdx + x dv) = 0
38

Divide each term by x
3
and simplify
(1 + v
3
) dx - 3v
2
(vdx + x dv) = 0
and

Integration leads to the ln functions,

ln x +

ln

Since y = vx and v = y/x , then

ln x +

ln

Simplification finally gives,

x
3
- 2y
3
= c
1
x Ans.

Example 3-5 xy dx - (x + 2y)
2
dy = 0

Solution: xy dx - (x + 2y)
2
dy = 0 is homogeneous of degree 2.

Here, M xy is ismpler than N = -(x + 2y)
2

Use: x = uy and dx = udy + ydu

Substitute to the given D.E.,

uy
2
(udy + ydu) - (uy + 2y)
2
dy = 0

Divide each term by y
2
and simplify,

u
2
dy + uy du - (u + 2)
2
dy = 0
u
2
dy + uy du - (u
2
+ 4u + 4)dy = 0

and uy du - 4(u + 1) dy = 0

Separation of variables gives,

39

Integrate:

Substitute x = uy or u = x/y and simplify,

x - y ln (xy
3
+ y
4
) = c
1
y Ans.

Example 3-6 (x + y sin y/x) dx - x sin y/x dy = 0

Solution: (x + y sin y/x) dx - x sin y/x dy = 0 is homogeneous of degree
1.

Use: y = vx or v = y/x

dy = vdx + x dv

Substitute to the D.E.,
(x + vx sin v) dx - x sin v (vdx + x dv)= 0

Divide each term by x and simplify,
dx - x sin v dv = 0

and

Integration gives,
ln x + cos v = c

Finally, using v = y/x,

ln x + cos y/x = c Ans.

40

Exercise No. 7

(Homogeneous Differential Equations)

Find the general solution of the following differential equations.

1. (4x
2
- y
2
) dx - xy dy = 0

2.

3. (3xy 2y
2
) dx + (2x
2
- 3xy) dy = 0

41

4.

5.

42

6. x dy - y dx =

dx

7. (2x - y) dx - (x + 4y) dy = 0

8. (x + y sin

) dx - (y + x sin

) dy = 0

43

9. Find the particular solution of (y
2
+ 2xy) dx + 2x
2
dy = 0; x = 1; y = -2

10. Find the particular solution of y(x 6y) dx - x (2x 9y) dy = 0 if y(0) = 1

44

3.3 Exact Differential Equation

(a) The equation M(x, y) dx + N(x, y) dy = 0 is said to
be exact if

(b) Solutions:

(i) Direct:

(ii) Indirect: Mdx + f(y) = c
and Ndy + g(x) = c

REMARKS: (a) The unknown functions f(y) and g(x) are
obtained from the comparison of these two (2)
possible solutions.
(b) In integrating the functions M and N, partial
integration is applied, that is, to hold y constant
when integrating relative to x and to hold x constant
in integrating with respect to y. Same is true in
partial differentiation.

Find the solutions of the following D.E.

Example 3-7 (2xy - 3x
2
)dx + (x
2
+ 2y) dy = 0

Solution: (2xy - 3x
2
)dx + (x
2
+ 2y) dy = 0 is first tested for
exactness.

M = 2xy 3x
2
;

N = x
2
+ 2y ;

So, the given D.E. is exact.

Using the Direct Method,

45

x
2
y x
3
+ (x
2
+ 2y - x
2
) dy = c

Finally, x
2
y x
3
+ y
2
= c Ans.

Example 3-8 (cos y + y cos x) dx - (x sin y - sin x) dy = 0

Solution: In the given D.E.,

M = cos y + y cos x

## = - sin y + cos x and

N = -x sin y + sin x

= - sin y + cos x

Therefore, the D.E. is exact,

Using the Indirect Method,

(1) M dx + f(y) = c
(cos y + y cos x) dx + f(y) = c
x cos y + y sin x + f(y) = c

(2) N dy + g(x) = c
(-x sin y + sin x) dy + g(x) = c
x cos y + y sin x + g(x) = c

Comparison of the two (2) possible solutions (1) and (2) shows
that f(y) = g(x) = 0, so

x cos y + y sin x = c Ans.

Example 3-9 (e
x
+ ln y + y/x) dx + (x/y + ln y + sin y) dy = 0

Solution: Here, the D.E. has

M = e
x
+ ln y +

46

N =

+ ln x + sin y ;

Use the Indirect Method

(1) M dx + f(y) = c
(e
x
+ ln y +

)dx + f(y) = c
e
x
+ xlny + ylnx + f(y) = c

(2) N dy + g(x) = c
(

+ ln x + sin y) dy + g(x) = c
x ln y + y lnx - cos y + g(x) = c

Comparison of solutions (1) and (2) shows that
f(y) = - cos y and g(x) = e
x
, so

e
x
+ xlny + ylnx - cos y = c

47

Exercise No. 8

Exact Differential Equations

Find the general solution of the following differential equations.

1. (2xy - 6x
2
) dx + (x
2
- y) dy = 0

2. (2x + 3y) dx + (3x - y + 5) dy = 0

3. 3y (x
2
- 1) dx + (x
3
+ 8y - 3x) dy = 0

4. (3x
2
- 4y
2
) dx - (3y
2
+ 8xy) dy = 0
48

5. (2xy 3y) dx + (x
2
- 3x) dy = 0

6. (3x
2
y - sin y) dx + x(x
2
cos y) dy = 0

7. ( 1- 2xy + y
2
) dx + (2xy x
2
) dy = 0

49

8. (x - 2y) dx + 2(y - x) dy = 0

9. (y
2
- 2xy + 6x) dx - (x
2
- 2xy + 2) dy = 0

10. (6x + y
2
) dx + y(2x 3y) dy = 0

50

3.4 Non-Exact Differential Equations

(a) The equation M(x, y) dx + N(x, y) dy = 0

then the D.E. is non-exact.

(b) Solution: A non-exact D.E. is solved by other methods
or more often by reducing it to an exact form through the
determination of an integrating factor which, when
multiplied to the D.E., reduces it to

M dx + N dy = 0
such that

where: = (x, y) is the integrating factor.

(c) Special Cases for Finding

CASE 1: When is a function of x alone,

= (x)

TEST: If

Then = e
f(x) dx
.

CASE 2: When is a function of y alone,

= (x)

TEST: If

Then = e
g(y) dy
.

CASE 3: When = x
m
y
n

TEST: If

51

reduces to an identity equation (one wherein the terms at the left side are the
same as on the right side) the exponents m and n may be obtained by the
comparison of terms from both sides of the equation - that is, by equating
coefficients of like terms.

Find the solutions of the following D.E.

Example 3-10 (x
2
+ y
2
+ 1) dx + (x
2
- 2xy) dy = 0

Solution: M = x
2
+ y
2
+ 1 ;

N = x
2
- 2xy ;

= 2x - 2y

so, D.E. is non-exact.

This is under CASE 1 with the integrating factor,

= e
f(x) dx

(2y - 2x + 2y)

=

or

So, = e
(-2/x) dx
= e
-2lnx
= x
-2

Multiply the given D.E. by = x
-2

(1 + x
-2
y
2
+ x
-2
) dx + (1 - 2x
-1
y) dy = 0
The new functions M and N are,

M
n
= 1 + x
-2
y
2
+ x
-2
;

= 2 x
-2
y

N
n
= 1 - 2x
-1
y ;

= 2x
-2
y

So, the reduced D.E. is now exact

52

Use the Indirect Method

(1) M
n
dx + f(y) = c
(1 + x
-2
y
2
+ x
-2
) dx + f(y) = c

x - x
-1
y
2
- x
-1
+ f(y)

= c

(2) N
n
dy + g(x) = c
( 1 - 2x
-1
y ) dy + g(x) = c

y - x
-1
y
2
+ g(x) = C

Comparison of solutions (1) and (2) shows that
f(y) = y and g(x) = x - x
-1
, so

x - x
-1
y
2
- x
-1
+ y = c Ans.

Example 3-11 (2xy - y
2
+ y)dx + (3x
2
- 4xy + 3x ) dy = 0

Solution:

M = 2xy - y
2
+ y;

= 2x - 2y + 1

N = 3x
2
- 4xy + 3x ;

= 6x - 4y + 3

so, D.E. is non-exact.

This D.E. can be solved under CASE 2 with the integrating factor.
= e
g(y) dy

where:

So, = e
(2/y) dy
= e
2lny
= y
2

Multiply each term in the given D.E. by = y
2

(2xy
3
- y
4
+ y
3
)dx + (3x
2
y
2
- 4xy
3
+ 3x y
2
) dy = 0
53

The new M and N functions are,
M
n
= 2xy
3
- y
4
+ y
3
;

= 6xy
2
- 4y
3
+ 3y
2

N
n
= 3x
2
y
2
- 4xy
3
+ 3x y
2
;

= 6xy
2
- 4y
3
+ 3y
2

Having been reduced to an exact form , the D.E, may now be solved
either by the Direct or Indirect Method, to give the final answer,

x
2
y
3
- xy
4
+ xy
3
= c Ans.

Example 3-12 2y dx + (x - x
3
y
3
) dy = 0

Solution: M = 2y ;

N = x - x
3
y
3
;

= 1 - 3x
2
y
3

This non-exact D.E. falls under Case 3 where the integrating
factor is
= x
m
y
n

with m and n obtained from

` 2n - m + mx
2
y
3
= -1 - 3x
2
y
3

Note that this is an identity equation,

where : 2n - m = -1
and m = -3
so, n = -2
and = x
-3
y
-2

Multiply the given D.E. by = x
-3
y
-2
,

2x
-3
y
-1
dx + (x
-2
y
-2
- y) dy = 0

54

The new M and N functions are,

M
n
= 2x
-3
y
-1
;

= - 2x
-3
y
-2

N
n
= x
-2
y
-2
- y ;

= - 2x
-3
y
-2

This is now an exact D.E. which can be solved by either the Direct
or Indirect method, to give

2 x
-2
y
-1
+ y
2
= c Ans.

55

Exercise No. 9

Non-Exact Differential Equations

Find the general solution of the following differential equations.

1. y(4x + y) dx - 2(x
2
- y) dy = 0

2. 3(x
2
+ y
2
) dx + x(x
2
+ 3y
2
+ 6y) dy = 0

3. 2(x y + 2) dx + x(x 2y + 2) dy = 0

56

4. y(2x + y 2)dx 2 (x + y) dy = 0

5. (xy + 1) dx + x(x + 4y 2)dy = 0

6. 2y (x
2
y + x) dx + (x
2
2y) dy = 0

7. (4x + y) dx 2(x
2
y) dy = 0

57

8. (2y
2
+ 3xy 2y + 6x) dx + x(x + 2y 1) dy = 0

9. (2y
2
+ 5xy 2y + 4) dx + x(2x + 2y 1) dy = 0

10. (x
2
y
2
4y 1) dx + 2x(x + y + 2) dy = 0

58

3.5 First-Ordered Linear Differential Equations (FOLDE)

(a) This is a D.E. which is first order in the derivative and linear in the
dependent variables. In the standard form, it is written as

+ y P(x) = Q(x)
dx
(b) Solution: y = Q(x) dx + c

where: = e
P(x) dx

NOTE: FOLDE is actually a non-exact D.E. where is obtained
under CASE 1.

REMARK: For the case where the dependent variable is x, FOLDE is
written in its standard form as

+ x P(y) = Q(y)
having a solution: x = Q(y) dy + c

where: = e
P(y) dy

Find the solutions of the following D.E.

Example 3-13

+ 2xy - 4x = 0

Solution: The standard form of this D.E. in the FOLDE form is,

+ 2xy = 4x

where: P = 2x ; Q = 4x

= e
Pdx
= e
2x dx
=

Solution is: y = Q dx + c

Integration gives,

Ans.

59

Example 3-14 t ds - (t
3
e
3t
+ 3st + s) dt = 0

Solution: Divide the D.E. by tdt and reduce to the FOLDE form,

- s (3 + t
-1
) = t
2
e
3t

where: P = - (3 + t
-1
)
Q = t
2
e
3t

and =

= e
-3t - ln t
or

t
-1
e
-3t

The solution is,

s = Q dt + c
s t
-1
e
-3t
= t
2
e
3t
(t
-1
e
-3t
) dt + c

s t
-1
e
-3t
=

+ c

and s =

t
3
e
3t
+ c t e
3t
. Ans.

Example 3-15 y

- 2x - 3y
2
+ 2 = 0

Solution: Divide the given D.E. by y,

x = 3y - 2 y
-1

which is now in the FOLDE form with,

P = -

; Q = 3y - 2y
-1

and = e
P dy
= e
-(2/y) dy
= e
-2 lny

= y
-2

Solution is: x = Q dy + c

x y
-2
= (3y - 2y
-1
) y
-2
dy + c
60

Integration gives,

x y
-2
= 3 ln y + y
-2
+ c

which simplifies to,
x = y
2
ln y
3
+ 1 + cy
2
Ans.

61

Exercise No. 10

First-Ordered Linear Differential Equations

Name: ____________________________ Score: ___________ Rating: ___________

Find the general solution of the following differential equations.

1.

+ cot x = 3e
cos x

2.

tan = 2 sec x

3. (1 - x
2
)

- xy = 3x (1 - x
2
)

62

4. ydx = (e
y
+ 2xy - 2x) dy

5.

6.

= 2x 2y cot 2x

7. x

- (x + 2)
2
= y

63

8.

y =

9. xdy + (x
2
3y) dx = 0

10. y + (2x + 1) y =

64

3.6 The Bernoulli Equation

(a) The Bernoulli equation is a non-linear D.E. having the standard form

+ y P(x) = y
n
Q(x)

(b) The Bernoulli equation is reducible to a linear form (FOLDE) by
making use of the substitution

z = y
1 n

which gives

With this, the Bernoulli equation is reduced to

+ (1 - n) z P (x) = (1 - n) Q (x)

or

+ z P
r
(x) = Q
r
(x)

where: P
r
(x) = (1 n) P(x)
Q
r
(x) = (1 n) Q(x)

(c) Solution: y
1 n
= Q
r
(x) dx + c

where: = e
Pr (x) dx

REMARK: For the case where the dependent variable is x, the
Bernoulli equation is,

+ x P(y) = x
n
Q(y)

Elements in the solution of this are similar to the
previous discussion.

Example 3-16 y +

- 3x
2
y
2
= 0

Solution: The Bernoulli form of the given D.E. is,
65

y = 3x
2
y
2

with n = 2 ; 1 - n = -1
P =

; Q = 3x
2

The solution is

y
1 - n
= Q
r
dx + c

where: P
r
= (1 n) P = -

Q
r
= (1 n) Q = -3x
2

= e
Pr dx
= e
-(1/x) dx

= e
-ln x
= x
-1

Substitution and integration gives,

y
-1
x
-1
= (-3x
2
) x
-1
dx + c

y
-1
x
-1
= -

x
2
+ c Ans.

Example 3-17 3

+ 3

= 2x
4
y
4

Solution: Divide the given D.E. by 3,

x =

y
4
x
4

which is now in the Bernoulli form

P =

; Q =

y
4

n = 4 and 1 n = - 3

The solution is
66

x
1 - n
= Q
r
dy + c

where: P
r
= (1 n) P = - 3
x
Q
r
= (1 n) Q = - 2y
4

= e
Pr dy
= e
-(3/y) dy

= e
- 3 ln y
= y
3

Substitution and integration leads to,

x
-3
y
-3
= (-2y
4
) y
-3
dy + c
Finally,

x
-3
y
-3
= - y
2
+ c Ans.

Example 3-18 2 wt

= t
2
- 2w
3

Solution: The given D.E. is divided by 2 wt,

t = - w
2
t
-1

which is now in the Bernoulli form

Here, P = -

; Q = - w
2

n = - 1 and 1 n = 2

The solution is

t
1 - n
= Q
r
dw+ c

where: P
r
= (1 n) P = -

Q
r
= (1 n) Q = - 2w
2

= e
Pr dw
= e
-(1/2) dw

67

= e
- ln w
= w
1

Substitution and integrate,

t
2
w
-1
= (-2w
2
) w
-1
dw + c

= - w
2
+ c Ans.

68

Exercise No. 11

Bernoulli Equation

Find the general solution of the following differential equations.

1.

y =

sin x

2.

- y = 2 xy
2
e
-x

3. x

= y + y
3
cos x

69

4.

- x cot 2y = x
3
csc 2y

5.

y =

cos x

6.

x = x
4
y
3

7. 3

y = 2 x
4
y
4

70

8. 3xy + y + x
2
y
4
= 0

9.

=

10.

+ y = 12e
2x
y

71

3.7 D.E. Linear in x and y

(a) The standard form for this 1
st
-ordered D.E. is

(A
1
x + B
1
y + C
1
) dx + (A
2
x + B
2
y + C
2
) dy = 0

where: C
1
and/or C
2
{ 0

(b) Solutions:

CASE 1: When A
1
x + B
1
y + C
1
= 0 and
A
2
x + B
2
y + C
2
= 0 represent two parallel lines,
that is, when:

A
2
= k A
1
and B
2
= k B
1

(k constant of proportionality)]

USE: v = A
1
x + B
1
y
dv = A
1
dx + B
1
dy

and substitute to the D.E., eliminating either x or y.

NOTE: This substitution will reduce to one where the
variables are separable.

CASE 2: When A
1
x + B
1
y + C
1
= 0 and
A
2
x + B
2
y + C
2
= 0 represent two
non-parallel lines,

USE: x = u + h and dx = du
y = v + k and dy = dv

where: (h, k) is the point of intersection of the two parallel
lines.

NOTE: This substitution method will reduce the D.E.
to one that is homogeneous of the first degree.

Example 3-19 (x + y - 1) dx + (2x + 2y + 1) dy = 0

Solution: This D.E. has the coefficients of dx and dy when equated to
zero (0) represent two (2) parallel

72

x + y - 1 = 0 and 2x + 2y + 1 = 0

under CASE 1. with k = 2

Let v = x + y or dv = dx + dy

and substitute to the D.E.,

(v 1)(dv dy) + (2v + 1) dy = 0

vdv dv - vdy + dy + 2v dy + dy = 0

(v - 1)dv + (v + 2) dy = 0

dv + dy = 0

Integrate after reducing the first term,

+ y = c

v - 3 ln(v + 2) + y = c

Substitute v = x + y

x + 2y - ln (x + y + 2)
3
= c

Example 3-20 (x - 4y - 9) dx + (4x + y - 2) dy = 0

Here, when the coefficients of dx and dy are equated to zero (0),

x - 4y - 9 = 0 and 4x + y - 2 = 0
represent two (2) non-parallel lines with point of intersection at (1, -2). this falls
under CASE 2.

Let x = u + 1 and dx = du
y = v - 2 and dy = dv

and substitute to the given D.E.,

{ u + 1 - 4(v 2) - 9} du + {4(u + 1) + v - 2 - 2} dv = 0

or (u - 4v) du + (4u + v) dv = 0
73

which is homogeneous of degree 1

Let u = zv
du = z dv + v dz

Substitute to get,

(zv 4v) (z dv + v dz) + (4 zv + v) dv = 0

Divide by v and simplify,

z
2
dv - 4z dv + vz dz - 4v dz + 4z dv + dv = 0

(z
2
+ 1) dv + v(z - 4) dz = 0

dz = 0

Integrate to get,

ln v +

ln (z
2
+ 1 ) - 4 arc tan z = c

Substitute z = u/v,

ln v +

ln (u
2
/v
2
+ 1 ) - 4 arc tan u/v = c

Finally, substitute u = x - 1 and v = y + 2

to get
ln { (x 1)
2
+ (y + 2 )
2
} - 8 arc tan

= c

74

Exercise No. 12

D.E. Linear in x and y

Find the general solution of the following differential equations.

1. (2x 3y + 2)dx (3x + 2y + 1) dy = 0

2. (x + 2y + 1) dx + (2x + 4y 3) dy = 0

3. (2x 3y 4) dx (3x 4y 2) dy = 0

75

4. (x 2y 7) dx + (2x 4y + 1) dy = 0

5. (2x y 3) dx (x + 4y + 3) dy = 0

76

6. (2x y + 1) dx + (x 2y 1) dy = 0

7. (x y 6) dy = (x y + 2) dx

8. (x 2y + 5) dx + (x 2y 1) dy = 0

77

9. (x 2y + 4) dx + (2x 4y 1) dy = 0

10. (5x + 3y 4) dx + (x + y 2) dy = 0

78

Unit 4

Higher-Ordered Differential Equations

4.1 SPECIAL SECOND-ORDERED DIFFERENTIAL EQUATIONS

CASE 1: d
2
y = f(x)
dx
2
Solution: y = x f(x) dx - x f(x) dx + c
1
x + c
2

CASE 2: d
2
y = g(y)
dx
2

Solution: x = . dy . + c
2
2 g(y) dy + c
1

CASE 3: d
2
y = f dy
dx
2
dx

Solution: x = dp + c
f(p)
or y = pdp + c
f(p)
where: p = dy
dx

CASE 4: d
2
y = f x, dy
dx
2
dx

Solution: Let p = dy and dp = d
2
y
dx dx dx
2

CASE 5: d
2
y = f y, dy
dx
2
dx

Solution: Let p = dy and p dp = d
2
y
dx dy dx
2

CASE 6: d { dy + y P(x) } = Q(x)
dx dx

Solution: Let u = dy + y P(x)
dx
79

REMARK: Cases 4 to 6 will reduce to first-ordered D.E. upon the application of
the suggested substitution. Appropriate method/s is/are applied. (Methods 1 to
7, under Section 3)

Example 4-1 y

= x
2
- 1

Solution: Under CASE 1, the solution of this D.E. is

y = x f(x) dx - x f(x) dx + c
1
x + c
2

where: f(x) = x
2
- 1

Substitute to the D.E.,

y = x (x
2
- 1)dx - x (x
2
- 1) dx + c
1
x + c
2

Integrate to give,

y = 1 x
4
- 1 x
2
+ c
1
x

+ c
2
12 2

Example 4-2 y = y + 2

Solution: Under Case 2, the formula is

x = . dy . + c
2

2 g(y) dy + c
1

where: g(y) = y + 2 and

g(y)dy = y
2
+ 2y
2
Substitute to the formula

x = . dy . + c
2

(y
2
+ 4y + c
1
)
1/2

Use the trigonometric substitution, thus

x = ln{2y + 4 + 2(y
2
+ 4y + c
1
)
1/2
} + c
2

Example 4-3 y = 3y
80

Solution This 2nd-ordered D.E. is under Case 3

where f(p) = 3y or 3 dy
dx

and p = dy
dx
Use the formula,

x = dp + c
1

f(p)
x = dp + c
1

3p
and x = 1 ln p + c
1

3
In the exponential form, this is reducible to

p = c
1
e
3x
= dy
dx
Variable separable method is applied,

dy = c
1
e
3x
dx
Finally,
y = 1 c
1
e3x + c
2
Ans.

3

Example 4-4 xy 2x(y)
2
+ y = 0

Solution: The D.E. is under Case 4 where the variable y is missing.

Let p = dy or y
dx

dp = d
2
y or y
dx

Substitute to the D.E.

x dp 2x(p)
2
+ p = 0
dx

or dp + p = 2p
2
(Bernoulli equation)
dx
81

Here, P = 1 ; Q = 2; n = 2
x

The solution is obtained to be

p
-1
x
-1
= c
1
2 ln x

and p = dy = . 1 .
dx x (c
1
- 2ln x)

Separation of variables finally gives,
y = - 1 ln(c
1
- 2ln x) + c
2
2

Example 4-5 yy + 2(y)
2
= 0

Solution: This is under Case 4 where the variable x is missing.

Let p = y and p dp = y
dy

and substitute to the given D.E.,

y p dp + 2 p
2
= 0
dy

or y dp + 2p = 0
dy

Separation of variables and integration gives

ln p + 2 lny = c

or ln p + ln y
2
= c

ln py
2
= c

py
2
= e
c
= c
1

p = c
1
y
-2

Since p = dy = c
1
y
-2

dx

82

c
1
dx = y
2
dy

Finally, c
1
x = y
3
+ c
2
Ans.
3

Example 4-5 d (dy/dx + y) = e
-x

dx

Solution: This 2
nd
ordered D.E. falls under Case 6
Let u = dy + y
dx

and so, du = e
-x

dx

or u = -e
-x
+ c
1

Substitute back to u = dy + y
dx

This is FOLDE where

P = 1 ; Q = -e
-x
+ c
1

and J = e
P dx
= e
x

The solution is

y J = Q J dx + c
2

y e
x
= (-e
-x
+ c
1
) e
x
dx + c
2

y e
x
= -x + c
1
e
x
+ c
2

Finally,

y = c
1
+ c
2
e-
x
- x e
-x

83

Exercise No. 13

Special Second-Ordered D.E.

Name: ____________________________ Score: ___________ Rating: ___________
.
Find the general solution of the following differential equations.

1. y + y = 0
2. (x
2
1)y + xy = 0
3. y + 2y = 0
4. y + y = 0
5. y (y)
2
- 1 = 0
6. y + yy = 0
7. yy - 2(y)
2
+ y
2
= 0

84

4.2 HOMOGENEOUS HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS (HHOLDE)

1.The general form of the HHOLDE is:

Normal Form:

A
0
d
n
y + a
1
d
n1
y + . . . + a
n 1
dy + a
n
y = 0
dx
n
dx
n-1
dx

Operator Form

(a
0
D
n
+ a
1
D
n-1
+ . . . +a
n-1
D + a
n
)y = 0

where: D = d ; D
r
= d
r
(r u 0)
dx dx
r

The coefficients as are generally functions of x.

2.Connected with the HHOLDE is an auxiliary equation having the form,

a
0
m
n
+ a
1
m
n-1
+ . . . + a
n-1
m + a
n
= 0

where m which replaced D, is called the auxiliary or characteristic
equation. The form of the solution of HHOLDE depends upon the nature
of the roots of the auxiliary equation.

Four cases arises:

Case 1. The auxiliary equation has real and distinct roots. None of
which is repeated. If the real and distinct roots of the auxiliary equation
are m
1
, m
2
, . . . m
n-1
, and m
n
, then the solution of the HHOLDE is,

y = c
1
e
m1x
+ c
2
e
m2x
+ . . . + c
n
e
m n x

Case 2. The auxiliary equation has real and repeated roots. Suppose a root m
i
of
the auxiliary equation is real and multiplicity p, then the part of the
solution of HHOLDE for this repeated root is

y = (c
1
+ c
2
x + c
3
x
2
+ . . . c
p
x
p-1
) e
mi x

85

Case 3. The auxiliary equation has some complex or imaginary roots, none of
which is repeated. If all the as are real constants, then the complex
roots of the auxiliary equation will occur in conjugate pairs. Let a s bi be
such a pair. Then the part of the solution of HHOLDE for this pair is

y = e
a x
(c
1
cos bx + c
2
sin bx)

Case 4. The auxiliary equation has some repeated complex or imaginary roots. If
the conjugate pair a s bi is a root of the auxiliary equation repeated p
times, then the part of the solution of HHOLDE for these roots is

y = e
a x
[(c
1
+ c
2
x + . . . + c
p
x
p-1
) cos bx
+ (c
p + 1
+ c
p+2
x + . . .+ c
2p
x
p-1
) sin bx]

REMARK: If the nature of the roots of the auxiliary equations happen to be a
combination of real and complex numbers, the above cases may be collectively
applied.

Examples for Case 1: All roots real and distinct.

Example 5-1 (D
3
7D
2
+ 12D)y = 0.

Solution: The auxiliary equation is

m
3
7m
2
+ 12m = m(m 3)(m 4) = 0

m = 0, 3, and 4

y = c
1
+ c
2
e
3x
+ c
3
e
4x

Example 5-2 (D
3
- 5D
2
+ 2D + 8)y = 0.

Solution: The auxiliary equation is

m
3
- 5m
2
+ 2m + 8 = 0

By synthetic division the roots are found to be

M = 2, 4, and 1

The solution is: y = c
1
e
2x
+ c
2
e
4x
+ c
3
e
-x

Examples for Case 2: Auxiliary equation has repeated real roots.

86

Example 5-3 (D
2
- 4D + 4)y = 0.

Solution: The auxiliary equation is

m
2
- 4m + 4 = 0 ; (m 2)
2
= 0

m = 2 (twice)

y = (c
1
+ c
2
x)e
2x

Example 5-4 (D
2
- 6D + 9)
2
y = 0.

Solution: The auxiliary equation is

(m
2
- 6m + 9)
2
= 0 ; (m 3)
4
= 0

m = 3 (4 times)

y = (c
1
+ c
2
x + c
3
x
2
+ c
4
x
3
) e
3x

Examples for Case 3: Auxiliary equation has some complex roots, none repeated.

Example 5-5 (D
2
8D + 25)y = 0

Solution: m
2
8m + 25 = 0 ; m = 4 s 3i.

y = e
4x
(c
1
cos 3x + c
2

Example 5-6 (D
3
8D
2
+ 25 D)y = 0

Solution: m
3
- 8m
2
+ 25m = 0 ; m(m
2
8m + 25) = 0

m = 0 , 4 s 3i

y = c
1
+ e
4x
(c
2
cos 3x + c
3

Example 5-7 (2D
4
+ D
3
- 4D
2
10D - 4)y = 0

Solution: 2m
4
+ m
3
- 4m
2
10m - 4 = 0

By synthetic division, we find the roots to be

m = 2, - , and -1 s I

87

y = c
1
e
2x
+ c
2
e
-x/2
+ e
-x
(c
3
cos x + c
4

Examples for Case 4: Auxiliary equation has complex roots, some repeated.
Example 5-8 (D
2
+ 36)
2
y = 0

Solution: (m
2
+ 36)
2
= 0 ; m = s 6i (twice)

y= (c
1
+ c
2
x) cos 6x + (c
3
+ c
4
x) sin 6x. Answer.

Example 5-9 (D
2
+ 4D + 20)
2
y = 0

Solution: (m
2
+ 4m + 20)
2
= 0; m = -2 s 4i (twice).

y = e
-2x
[(c
1
+ c
2
x) cos 4x + (c
3
+ c
4
x) sin 4x] Answer.

Exercise No. 14

Homogeneous Higher-Ordered Linear D.E.

Name: ____________________________ Score: ___________ Rating: ___________

Find the general solution of the following differential equations.

1. (D
3
+ 2D
2
D 2)y = 0 Answer: y = c
1
e
x
+ c
2
e
-x
+ c
3
e
-2x

88

2. D
2
(D + 2)
4
y = 0 Answer: y = c
1
+ c
2
x

+ e
-2x
(c
3
+ c
4
x +
c
5
x
2
+ c
6
x
3
)

3. (D
3
+ 4D
2
+ D 6)y = 0 Answer: y = c
1
e
x
+ c
2
e
-2x
+ c
3
e
-3x

4. (D
3
+ 6D
2
+ 25D)y = 0 Answer: y = c
1
+ e
-3x
(c
2
cos 4x +
c
3
sin 4x)

89

5. (D
2
2D 3)
3
y = 0 Answer: y = (c
1
+ c
2
x + c
3
x
2
)e
3x
+ (c
4
+
c
5
x + c
6
x
2
)e
-x

6. (D
2
10D + 34)
3
y = 0 Answer: y = e
5x[
(c
1
+ c
2
x + c
3
x
2
)cos 3x
+ (c
4
+ c
5
x + c
6
x
2
)sin 3x]

90

7. (D 2)
2
(D + 3)
4
y = 0 Answer: y = (c
1
+ c
2
x)e
2x
+ (c
3
+
c
4
x + c
5
x
2
+ c
6
x
3
)e
-3x

8. (D
2
+ 12D + 40)
4
y = 0 Answer: y = e
-6x
[(c
1
+ c
2
x + c
3
x
2

+c
4
x
3
)cos 2x + (c
5
+ c
6
x + c
7
x
2
+ c
8
x
3
)sin 2x]

9. (D
2
3D 4)
3
y = 0 Answer: y = (c
1
+ c
2
x + c
3
x
2
)e
4x
+ (c
4
+
c
5
x + c
6
x
2
)e
-x

91

10. (D
2
2D 3)
3
(2D
2
5D 7)
2
y = 0 Answer: y = (c
1
+ c
2
x + c
3
x
2
)e
3x

+ (c
4
+ c
5
x + c
6
x
2
+ c
7
x
3
+ c
8
x
4
)e
-x
(c
9
+ c
10
x)e
7x/2

92

.
4.3 NON-HOMOGENEOUS HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS
(NHOLDE)
4.3.1 NHOLDE with Constant Right-Hand Function

a. Operator Form:

(a
0
D
n
+ a
1
D
n-1
+ . . . +a
n-1
D + a
n
)y = f(x) { 0

where: D = d ; D
r
= d
r
(r u 0)
dx dx
r

b. Solution of the NHOLDE with Constant as and f(x) = F
o
(a constant)

CASE 1: When a
n
{ 0

Solution: y = y
c
+ y
p

where: y
p
= F
0

a
n

y
c
is obtained by the method of Section 5

CASE 2: when a
n
= 0

Solution: y = y
c
+ y
p

where: y
p
= F
0
x
k
k!a
n-k

(k = order of the lowest ordered derivative)

y
c
is obtained by the method of Section 5

REMARK: For the case where the right-hand function f(x) is not a
constant, three methods of solution are commonly used:
(1) Reduction of Order; (2) Undetermined Coefficients;
(3) Variation of Parameters. A special higher order D.E. with
variable coefficients, the Euler equation will be discussed in
93

example problems together with the above-mentioned
methods of solving a non-homogeneous higher linear D.E.
(NHOLDE) with f(x) { constant.

NOTE: In the solutions under section 6.1, y
c
and y
p
are known as
the complementary function and particular integral,
respectively. y
p
, being a particular solution, does not
contain any arbitrary constants.

Example 6-1 Find the complete solutions of the following:

(a) (D
2
+ 4D + 4)y = 12

(b) (D
3
- 9D)y = - 27

Solution :

(a) (D
2
+ 4D + 4)y = 12 is non-homogeneous with f(x) = F
o
= 12 and
a
n
= 4 { 0

(i) Complete solution: y = y
p
+ y
c

(i) For y
p
: Use CASE 1, SECTION 6.1

y
p
= F
o
= 12 = 3
a
n
4

(ii) For y
c
: Auxiliary equation is,

m
2
+ 4m + 4 = 0

(m + 2)
2
= 0

r
1
= r
2
= -2 (Real and equal)

By Case II, Section 5

y
c
= e
-2x
(c
1
+ c
2
x)

(iii) Finally, y = y
p
+ y
c

y = 3 + e
-2x
(c
1
+ c
2
x)

94

(b) Likewise, (D
3
- 9) y = -27 is non-homogeneous with f(x) = F
o
= -
27 and a
n
= 0.

(i) Complete solution: y = y
p
+ y
c

(ii) For y
p
: Use CASE 2, SECTION 6.1

y
p
= F
o
x
k
= - 27x = 3x
k!a
n- k
1!(-9)

Here, k = 1 (order of the lowest derivative)

a
n- k
= -9

(iii) For y
c
: Auxiliary equation is,

m
2
9m = 0

m(m 3) (m + 3) = 0

r
1
= 0 ; r
2
= 3 ; r
3
= - 3 (Real and distinct
roots)

By Case 1

y
c
= c
1
e
0
+ c
2
e
3x
+ c
3
e
-3x

(iv) Finally, y = y
p
+ y
c

y = 3x + c
1
e
0
+ c
2
e
3x
+ c
3
e
-3x

4.4 NHOLDE with Right-Hand Function in terms of the Variable x
4.4.1 Reduction of Order Method

(1) Based form the roots of the auxiliary equation, write the given D.E
as

a
o
(D r
1
)(D r
2
) . . . (D r
n
)y = f(x)

and let z = (D r
2
) . . . (D r
n
)y

This will reduce the D.E. to

95

a
o
(D r
1
)z= f(x)

which is now a FOLDE (SECTION 3.5) and can be solved in the form

z = g(x)

(2) Substitute this back into z,

(D r
2
) . . . (D r
n
)y = g(x)

and let v = (D r
3
) . . . (D r
n
)y
reducing to the form

(D r
2
) v = g(x)

which is again a FOLDE and can be solved as

v = h(x)

(3) Once more substitute v to its original value and repeat the
procedure until the last factor is reached, that is,

(D r
n
)y = J (x)

which will finally give,

y = y
p
= F(x)

REMARK: Since y
p
is a particular solution, the constant of integration is
omitted in the procedure outlined above. The value of y
c
to
complete the solution by using the theorems on homogeneous D.E.

Example 6-3 Find the complete solution of: (D
2
4D + 4) y = e
x
using
reduction of order method.

Solution:

General Procedure:

(i) In the given D.E., (D
2
4D + 4)y = e
x
, the auxiliary equation is,

m
2
4m + 4 = 0
(m 2)
2
= 0

96

r
1
= r
2
= 2 (real and equal)

So, by Case 2, y
c
= e
2x
(c
1
+ c
2
x)

(ii) To get y
p
by the Reduction of Ordre method, write the given D.E. in the
factored form,

(D 2) (D 2)y = e
x

Let z = (D 2)y, and so

(D 2)z = e
x

or dz - 2 z = e
x
(FOLDE)
dx
with P = -2 ; Q = e
x
; J = e
-2x

So, by the formula,

zJ = Q J dx

z e
-2x
= e
x
e
-2x
dx

z e
-2x
= - e
-x

z = - e
x

Now, (D 2)y = z = - e
x

or dy - 2y = - e
x
(FOLDE)

with P = -2; Q = -e
x
; J = e
-2x
.

Finally, yJ = Q J dx

y e
-2x
= (-e
x
) e
-2x
dx

y e
-2x
= e
-x

and y = y
p
= e
x
.

(iii) So, y = y
p
+ y
c

97

y = e
x
+ e
2x
(c
1
+ c
2

Example 6-4 Solve (D
2
6D + 8)y = 4e
3x
using Reduction of Order.

Solution: The complementary function is

y
c
= c
1
e
2x
+ c
2
e
4x

Write the operator in the factored form:

(D 2) (D 4)y = 4e
3x

Let (D 4)y = z; then (D 2)z = 4e
3x
or

dz - 2 z = 4e
3x
dx

Solving this equation whose integrating factor is e
-2x
, we find
z = 4e
3x
. There is no need to include a constant of integration
since this is a part of y
p
. Next we solve

(D 4)y = z = 4e
3x

whose solution is y
p
= - 4e
3x

Hence, y = y
c
+ y
p
= c
1
e
2x
+ c
2
e
4x
- 4e
3x

Exercise No. 15

98

Non-Homogeneous Higher-Ordered Linear D.E.
(Reduction of Order)

Name: ____________________________ Score: _________ Rating: _________

Solve the following problems by Reduction of Order.

1. (D
2
1)y = 2e
x
Answer: y = c
1
e
x
+ c
2
e
-x
+ xe
x

2. (D
2
D 2)y = 12x 6e
2x
Answer: y = c
1
e
2x
+ c
2
e
-x
6x + 3
-
2xe
2x

99

3. (D
2
2D + 1)y = e
2x
x
2
Answer: y = (c
1
+ c
2
x)e
x
+ e
2x
x
2

4x - 6

4. (D
2
5D + 4)y = 48x 12e
x
Answer: y = c
1
e
x
+ c
2
e
4x
+ 12x +
15 + 4xe
x

100

5. (D
2
5D + 6)y = 15 sinx 15 cosx Answer: y = c
1
e
2x
+ c
2
e
3x
+ 3 sin x

6. (D
2
D 2)y = 4x
2
Answer: y = c
1
e
-x
+ c
2
e
2x
2x
2
+
2x 3

101

7. (D
2
4D + 3)y = 20 cosx Answer: y = c
1
e
x
+ c
2
e
3x
+ 2 cos x
4 sinx

8. (D
2
1)y = 10 sin
2
x Answer: y = c
1
e
x
+ c
2
e
-x
+ cos 2x
- 5
102

9. (D
2
1)y = 10 e
2x
sinx Answer: y = c
1
e
x
+ c
2
e
-x
+
e
2x
( sinx 2 cos x)

103

10. (D
2
+ 4D + 4)y = 12x
2
e
-2x
Answer: y = (c
1
+ c
2
x)e
-2x
+ x
3
e
2x

4.4.2 Undetermined Coefficients Method

This method for finding y
p
has a decided advantage over the first, since it
requires no integration processes but ony differentiation. However, it can be
applied only to special types of the right-hand function, listed under the
following rules:

RULE 1: When f(x) = K x
p
e
qx
( q = 0; a
n
{ 0)

y
p
= Ax
p
+ Bx
p 1
+ . . . + Lx + M

RULE 2: When f(x) = K x
p
e
qx
(q = 0; a
n
= 0)
104

y
p
= (Ax
p
+ Bx
p 1
+ . . . + Lx + M) x
r

where: r is the number of times 0 appears as a root of
the auxiliary equation.

RULE 3: When f(x) = Kx
p
e
qx
(q { 0)

y
p
= e
qx
(Ax
p
+ Bx
p 1
+ . . . + Lx + M) x
r

where: r is the number of times q appears as a root of
the auxiliary equation.
RULE 3: When f(x) = Kx
p
e
qx
cos bx or Kx
p
e
qx
sin bx

y
p
= e
qx
(A
1
x
p
+ B
1
x
p 1
+ . . . + L
1
x + M
1
) x
r
cos bx
e
qx
(A
2
x
p
+ B
2
x
p 1
+ . . . + L
2
x + M
2
) x
r
sin bx

where: r is the number of times q + bi appears as a root
of the auxiliary equation.

Example 6-5 In the given D.E., (D
2
4D + 4)y = e
,

we have

4.4.3 Variation of Parameters Method
4.5 The Euler Equation

Unit 5

GEOMETRICAL AND PHYSICAL APPLICATIONS OF ORDINARY DIFFERENTIAL EQUATIONS

105

1.1 Geometrical Applications

1.1.1 Rectangular Curves

Example 7-1 Find the equation of the family of curves for which the slope at
any point (x, y) is x .
y

Solution: The slope at any point is equal to the derivative.

dy = x or xdx = ydy
dx y

Integrating, x
2
= y
2
+ C
1
or

x
2
- y
2
= c
2
, (c
2
= 2c
1

Example 7-2 Find the equation of the family of curves for which the slope at any point
equals of the product of its coordinates.

Solution:

In this case, dy = xy or dy = xdx
dx dy

Integrating, ln y = x
2
+ k and
2

2

y = e
k
e
x /2

2
y = c e
x /2

1.1.2 Orthogonal Trajectories

An orthogonal trajectory of a given family of curves is a curve that is perpendicular to
every curve of the family. Thus, if dy/dx is the slope of the given family of curves at any
point, then for the orthogonal trajectories,

dy = - 1 .
dx
O.T.
dy
dx

Example 7-3 Find the equation of the system of orthogonal trajectories of the
parabolas x + y = a, a > 0.
106

Solution: From x + y = a, we have

1 + dy/dx = 0 or dy = - y .
2x 2y dx x

For the orthogonal trajectories,

dy = + x . or x dx = y dy.
dx y

Integrating, 2 x
3/2 _
2 y
3/2
= c or x
3/2 _
y
3/2
3 3

Example 7-4 Find the equation of the system of orthogonal trajectories of the
family of circles x
2
+ y
2
= cx.

Solution: Differentiating the given equation, we get,

x
2
+ y
2
= cx , 2x + 2yy = c

x
2
+ y
2
= (2x + 2yy

) x = 2x
2
+ 2xyy

y = slope of the circles at any point

= y
2
- x
2

2xy
For the orthogonal trajectories,

dy =
_
2xy = 2xy .
dx y
2
x
2
x
2
y
2

2xy = (x
2
y
2
)

2xydx - x
2
dy + dy = 0 ;
y
2

x
2
+ y = k ; x
2
+ y
2
y

To sketch the given family of curves and the orthogonal trajectories, transform the
equation to their standard forms. The standard forms are:

For the given family of curves:

107

(x c )
2
+ y
2
= c
2

2 4
For the orthogonal trajectories:

x
2
+ (y k )
2
= k
2

a. 4

Example 7-5 Find the equation of the system of orthogonal trajectories of the
ellipses 2x
2
+ y
2
= c.

Solution:
2x
2
+ y
2
= c , 4x + 2yy = 0 , y = -2x
y

For the orthogonal trajectories,

dy = + y ; 2 dy = dx

2lny = ln x + lnk

ln y
2
= lnkx

y
2

Thus, the orthogonal trajectories are the parabolas y
2
= kx, where k is an arbitrary
constant.

O.T.
108

1.1.3 Isogonal Trajectories

1.2 Physical Applications of Ordinary Differential Equations

1.2.1 Law of Exponential Change

In the physical world, there are elements/objects
which continually undergo changes. Bacteria, for
example, increases its count with time, while
radioactive elements decreases its strength or
energy as time increases. It may be possible that the
rate at which the amount of this element or object is
proportional (or ONLY approximately proportional) to
the amount at any instant. In which case, the
complete behavior of the element or object as it
undergoes change may be defined by an exponential
function in the following manner:

(2) From the above stated rate of change,

dA = k A
dt
where: A is the amount of the element or object at any instant.
(3) Separation of variables and integration gives,
Ln A = kt + C

or A = e
kt + C
= e
kt
e
C
Finally, A = C e
kt
NOTE:
109

(ii) For the basic equation, A = C e
kt
, to be completely defined, two (2)
boundary conditions are necessary for the determination of the
arbitrary constants C and k.
(iii) From the resulting basic equation, the law that defines this process is
termed law of exponential change.
(iv) When k > 0: Change is known as growth.
When k < 0: Change is called decay.

Example 7-6: A certain radioactive element follows the law of exponential change
and has a half-life of 38 hours. Find (a) how long it takes for 90% of the radioactivity
of the element to be dissipated; (b) the percentage of radioactivity that remains after 76
hours. (NOTE: Half-life of an element is the time required for 50% of the
radioactivity to be dissipated.)

Solution:

Let R
P
= percentage of radioactivity of the element at any instant

Basic Equation: R
P
= C e
kt
.

Given: When t = 0 (present time); R
P
= 100%
When t = 38 hrs (half-life); R
P
= 50%

Required: When t = ? ; R
P
= 10%
When t = 76 hrs; R
P
= ?

From the GIVEN conditions,

(1) 100% = Ce
0
and C = 100%
(2) 50% = C e
38k
= 100% e
38j

and e
38k
= 0.50
38k = - 0.693
k = - 0.018

So, R
P
= 100% e
-0.018t

(4) For R
P
= 10% (90% dissipation),

10% = 10% e
-0.018t
e
-0.018t
= 0.10
-0.018t = - 2.30
t = 128 hours. Answer.

110

(5) For t = 76 hours,
R
P
= 100% e
-0.018(76)

R
P

Example 7-7: A bacterial population follows the law of exponential change. If
between noon and 2:00 P.M. the population triples, at what time would the population
become 100 times what it was at noon? At 10:00 A.M., what was the percentage of the
bacterial population in terms of the population at noon?

Solution: Let P
b
= bacterial population at any instant

Basic Equation: P
b
= C e
kt

Given: When t = 0 (NOON); P
b
= P
o

When t = 2 hrs (2 P.M.); P
b
= 3P
o

Required: When t = ?; P
b
= 100P
o

(3) From the GIVEN conditions,
(1) P
o
= C e
o
or C = P
o
(6) 3P
o
= C e
2k
= P
o
e
2k

or e
2k
= 3
2k = 1.10
and k = 0.55
So, P
b
= P
o
e
0.55t

(4) (1) When P
b
= 100P
o
,
100P
o
= P
o
e
0.55t

e
0.55t
= 100
0.55t = 4.605
t = 8.37 hrs

Time is: 8:22.2 P.M. Answer
(3) When t = -2 hours (10 A.M.)

P
b
= P
o
e
0.55(-2)
= 0.33 P
o

So, at 10:00 A.M., the bacterial population was 33% of the
population at noon.

111

Example 7-8: The rate of change of the male population of a particular barangay is
proportional to the male population at any time. If the present male population of the
barangay is 30,000 and ten (10) years ago, there were 20,000 males in the barangay,
when will the population double its present count? How many males were there 4
years ago?

Solution: Let P
m
= male population of the barangay at any instant

Basic Equation: P
b
= C e
kt

Given: When t = 0, P
m
= 30,000
When t = - 10 years; P
m
= 20,000

Required: When t = ? ; P
m
= 60,000
When t = -4 years; P
m = ?

From the GIVEN conditions,

(1) 30,000 = Ce
0
or C = 30,000

(2) 20,000 = C e
-10k
= 30,000 e
-10k

e
-10k
= 0.667
10k = - 0.405
k = 0.405

So, P
m

= 30,000 e
0.0405

(1) When P
m
= 60,000
60,000 = 30,000 e
0.0405t

e
0.0405t
= 2
0.0405t = 0.693

t = 17.10 years

(2) When t = - 4 years,
P
m
= 30,000 e
0.0405(-4)

P
m
= 25,514
Exercise No. 20

Law of Exponential Change

Name: ___________________________ Score: _________ Rating: _________

Solve the following problems.
112

1. Radium decomposes at a rate proportional to the quantity present. If at the end of
20 years approximately 1% of the original quantity has decomposed, how long will it
take for one-half of the original quantity to decompose? (Answer: 1,379 years)

2. A certain radioactive substance has a half-life of 50 hours, that is, half of the original
quantity has decomposed at the end of 50 hours. How long will it take for 95% of
the substance to dissipate? (Answer: 216 hours)

113

3. If I represents the intensity of light which has penetrated to a depth of x meters,
then the arte of change of I is directly proportional to I. If I at a rate of 10 m is 4/9
of the intensity at the surface, find the intensities at depths of 20 meters and 40
meters.
o
, 0.0390 I
o
)

4. The rate of population growth of a certain country is proportional to the number of
inhabitants. If the population of a certain country is now 4o million and 50 million
10 years later, what will be its population 20 years from now?

114

5. The rate at which a chemical substance decomposes is proportional to the amount
of the substance still unchanged. What is the proportional constant if the amount
of the substance changes from 1000 grams to 500 grams in 2 hours? (Answer: -
0.347)

6. A certain radioactive element changes at a rate proportional to the amount at any
instant (law of exponential change). How many grams of the element will be left in
300 years, if 100 grams was set aside 50 years ago and at present is only 90 grams?

115

7. A certain radioactive element dissipates at a rate proportional too its amount
instantaneously present. If one-half of any given amount of the element dissipates
in 1,600 years, what fraction will dissipate during the second century?

8. A certain spherical object increases in mass at a rate proportional to the
instantaneous surface area of the object. If half its mass was gained in 100 seconds,
how long will its take its radius to increases to twice its initial value. In 200 seconds,
116

what percentage increase of its radius was gained by the object? (Answer: 385
seconds; 52%)

1.2.2 Law of Newton on Cooling

The Newtons Law on Cooling is stated as follows: The
rate of change of the temperature of a body placed in a
medium of constant temperature is proportional to the
difference between the temperatures of the body and
medium provided this differences is NOT large. In
differential equation form

dT
b
= k(T
b
- T
m
)
dt

which when solved by separation of variables,

T
b
= C e
kt
+ T
m
where: T
b
= variable temperature of the body
T
m
= constant temperature of the medium

117

Example 7-9 The temperature of a metal is 20rC. It is submerged in a large
body of liquid of temperature 5rC. After one (1) minute, the temperature of the metal
dropped down to 10rC. When will the metals temperature be 6rC? After 30 seconds,
what will be temperature of the metal?

Solution: Basic Equation: T
b
= Ce
kt
+ T
m

Where: T
m
= 5rC (liquid medium)

GIVEN: When t = 0; T
b
= 20rC

When t = 1 min; T
b
= 10rC

REQUIRED: When t =? ; T
b
= 6rC

When t = 0.50 min ; T
b
= ?

(i) From the GIVEN conditions,

(1) 20 = C e
0
+ 5 or C = 15

(2) 10 = C e
k
+ 5 = 15 e
k
+ 5

or e
k
= 5
15
k = - 1.10

So, T
b
= 15 e
-1.10t
+ 5

(ii) (1) When T
b
= 6rC,

6 = 15 e
-1.10t
+ 5

e
-1.10t
= 1
15
- 1.10t = - 2.71

t = 2.46 min Answer

(2) When t = 0.50 min (30 seconds)

T
b
= 15 e
-1.10(0.50)
+ 5
118

T
b
= 13.65 rC Answer

Example 7-10 At a certain time, a thermometer reading 70rF is taken outdoors where
the temperature is 15rF. Five minutes later, the thermometer reading is 45rF. After
another five minutes, the thermometer is taken back indoors where the temperature is
fixed at 70rF. What is the thermometer reading ten minutes after it was brought back
indoors? When will the reading, to the nearest degree, return back to its original

Solution:

Basic Equation: T
b
= Ce
kt
+ T
m

Where: T
m
= 15rF (gas medium)

GIVEN: When t = 0; T
b
= 70rF

When t = 5 min; T
b
= 45rF

REQUIRED: T
b
= ? after 10 minutes outdoors and another 10 minutes indoor

t = ? when T
b
= 69rF (indoor)

(i) From the GIVEN conditions,

(1) 70 = C e
0
+ 15 or C = 55

(2) 45 = C e
5k
+ 15 = 15 e
5k
+ 15

or e
5k
= 30
55
5k = - 0.606
k = - 0.1212

So, T
b
= 55 e
-0.1212t
+ 15

NOTE: This equation is true for the case where the thermometer
is outdoors.

(ii) Five (5) minutes further, the thermometer was taken back indoors.
The reading here is,

119

T
b
= 55 e
-0.1212t
+ 15

T
b
= 31.4rF

So, in bringing back the thermometer indoors,

T
b
= 31.4rF when t = 0

and the temperature of the medium, T
m
= 70rF, resulting into
a new relation,

T
b
= C e
kt
+ 70

Substitute T
b
= 31.4rF when t = 0

31.4 = C e
0
+ 70 or C = -38.6

and so, T
b
= -38.6 e
-0.1212t
+ 70

(iii) When t = 10 min (indoors),

T
b
= -38.6 e
-0.1212(10)
+ 70

T
b

(iv) When T
b
= 69rF

69 = -38.6 e
-0.1212t
+ 70

e
-0.1212t
= 1 .
38.6
t = 30 minutes

NOTE: The value of k for the case when the thermometer is inside is the same as when
it is outside.

Exercise No. 21

120

Newtons Law on Cooling

Name: ___________________________ Score: _________ Rating: _________

1. If in air at 60 rC a body cools from 90 rC to 80rC in 10 minutes, find its temperature
20 minutes later. (Answer: 73.35rC)

2. A thermometer reading 50 rC is taken outside where the temperature is 30 rC. Five
minutes later the reading is 40rC. Find the temperature reading 10 minutes later
after the thermometer was brought outside.(Answer: 35rC)

121

3. In Problem 2, find the time it will take for the temperature to drop from 50 rC to
within 30.5 rC. (Answer: 26.62 minutes)

4. A 12:00 noon a thermometer reading 60 rC is taken outside where the air
temperature is 24 rC. At 12:02 P.M. the reading is 32 rC. At 12:06 P.M. the
thermometer is taken back indoors where the temperature is 60rC. What is the
thermometer reading at 12:10 P.M.? (Answer: 58.24 rC)

122

5. A thermometer reading 10rC is brought into a room where the temperature is 32rC.
Two minutes later the thermometer reading is 15r. Determine the temperature
reading 5 minutes after the thermometer is first brought into the room. (Answer:
20.26rC)

6. A thermometer reading 45rC is brought outside where the temperature is 25rC.
Five minutes later the thermometer is 33rC. Find (a) the thermometer reading 10
minutes after the thermometer was brought outside; and (b) the time it will take for
the reading to drop to 26rC.
123

7. At 1:00 P.M. a thermometer reading 35rC is taken outside there the air temperature
is 6 rC. At 1:04 P.M. the reading is 18 rC. At 1:09 P.M. the thermometer is taken
back indoors where the temperature is 35 rC. What is the thermometer reading at
1:15 P.M. ? (Answer: 29.84rC)

124

8. The rate at which a body is cooling to the difference in the temperatures of the body
and the surrounding medium. If a body cools from 120r to 70rF in one (1) hour,
after placing it in a medium whose temperature is 20rF, how long will the body cool
to 30rF? After 2 hours, what will be the temperature of the body? (Answer: 45rF, 3
hours, 19 minutes)

1.2.3 Simple Electric Circuits

(1) A simple electric circuit (SEC) is one in which an inductance L ( henry), a resistance
R (ohm), and a capacitance C 9farad), are connected in series with a source of
electromotive force, EMF of E volt). The differential equation necessary to solve
E
12V
R
1ohm
L
1H
C
1F
125

the various problems relative to this circuit is derived with the use of the Ohm and
Kirchhoffs laws.

(2) The first law of Kirchhoff states that the algebraic sum of all the potentials around
a closed electric circuit is zero. Applying in this law to the SEC being considered,
we have

E E
L
E
R
E
c
= 0

where: E
L
= L dI (volt)
dt

E
R
= RI (volt)

E
C
= Q (volt)
C

So, L dI + RI + Q = E
dt C

and L d
2
Q + RdQ + Q = E
dt
2
dt C

NOTE: (i) The two (2) basic equations used in SEC are:

(1) When the capacitance is not present,

L dI + RI = E
dt

(2) With the capacitance in the SEC,

L d
2
Q + RdQ + Q = E
dt
2
dt C
126

or ( LD
2
+ RD + 1 ) Q = E
C

With D = d
dt

(ii) The inductance L is a circuit parameter which opposes a change in
the current I (ampere) causing a potential drop of E
L
.
(iii) The resistance R is a circuit parameter which opposes the current I
causing a potential drop E
R
.
(iv) The capacitance C is a circuit parameter which opposes a change in the
voltage causing a potential drop E
C
.
(v) The current I is the rate of change of the electric chanrge Q(coulomb) or

I = dQ
dt

and so
dI = d
2
Q
dt dt
2

Example 7-11 A coil of inductance 1 henry and resistance 10 ohms is connected in
series with an EMF of E
o
sin 10t volts. When t = 0, the current is zero. If I = 5 amperes
when t = 0.1 second, what must be the value of E
o
?

Solution: This is a SEC where there is NO capacitance, and so the basic equation is,

L dI + RI = E
dt

where: L = 1 henry

R = 10 ohms

E = E
o
sin 10t volts

(i) Substitute all known values,

1 dI + 10 I = E
o
sin 10t (FOLDE)
dt

with P = 10; Q = E
o
sin 10t ; J = e
10t

127

(ii) Solution is: I J = Q J dt + C

I e
10t
= E
o
sin 10t e
10t
dt + C

Evaluate the integral to get,

I e
10t
= E
o
(

e
10t

)

(10 sin 10t 10 cos 10t) + C
200
or I = E
o
(sin 10t cos 10t) + C e
-10t

20

But I = 0 when t = 0, giving C = Eo
20

So, I = E
o
(sin 10t cos 10t + e
-10t
)
20
(iii) Finally, for t = 0.1 second, I = 5 amperes,

5 = E
o
(sin 1 cos 1 + e
-1
)
20

giving E
o
= 149 volts

Example 7-12 A sinusoidal EMF 110 sin 400t volts is connected in series in a circuit with
an inductance of 0.1 henry, a resistance of 10 ohms, and a capacitance of 250
microfarad. Find the steady-state solutions of the charge Q and the current I in terms of
the time t. Also determine the maximum values of the steady-state Q and I.

Solution: This is SEC contains all the parameters L, R, and C.

Basic Equation: ( LD
2
+ RD + 1 ) Q = E
C

where: L = 0.10 henry

R = 10 ohms
C = 250 x 10
-6

E = 110 sin 400t volts

(i) Substitute all known values,
128

(0.10D
2
+ 10D + 4000)Q = 110 sin 400t

NOTE: The steady-state solutions for this SEC with sinusoidal EMF
are:

(1) Q
ss
=
_
E
o
(X sin [t + R cos [t)
[Z
2

(2) I
ss
= E
o
(R sin [t - X cos [t)
Z
2

With [ = 400

X = L[ - 1 = 30 (reactance)
C[

Z
2
= R
2
+ X
2
= 1000 (impedance)

(ii) With the computed value, we have

Q
ss
= - 0.00275 (3 sin 400t + cos 400t) Answer
and
I
ss
= 1.10(sin 400t 3 cos 400t) Answer

(iii) To dtermine the maximum values of Q
ss
and I
ss
sset their derivatives rto
zero, solve for the time t and substitute back to the basic
equations of Q
ss
and I
ss
.

(1) dQ
ss
=
_
0.00275 (1200 cos 400t 400 sin 400t) = 0

or 400 t = 1.25 radians

So, max. Q
ss
= -0.00275( 3 sin 1.25 + cos 1.25)

= 0.0087 coulomb Answer

(2) dI
ss
= 1.10 (400 cos 400t + 1200 sin 400t) = 0

or 400t = - 0.32 radian

So, max. I
ss
= 1.10( - sin 0.32 - 3 cos 1.25)
= 3.48 amperes Answer

129

Example 7-13 A coil of inductance 1 henry and negligible resistance is connected in
series with a capacitance of 10
-6
farad and an emf E volts. Considering Q and I
are both zero when t = 0, find the charge Q and current I when t = 0.001 second
with
(a) E = 100 volts; (b) E = 100 sin 500t volts.

Solution: The basic equation here is (LD
2
+ RD + 1 )Q = E
C
Where: L = 1 henry

R = 0 (negligible)

C = 10
-6

E = 100 volts; 100 sin 500t volts

(i) Substitute given values (for E = 100 volts),

(D
2
+ 10
6
) Q = 100 (NHOLDE with Constant Right-Hand Function)

(ii) (1) Auxiliary equation: m
2
+ 10
6
= 0

with roots: r
1
= 1000i ; r
2
= -1000i

so, Q
c
= e
o
(C
1
cos 1000t + C
2
sin 1000t)

(2) Particular integral, Q
p
= 100 = 10
-4
10
6
So, complte solution is: Q = Q
c
+ Q
p

Q = C
1
cos 1000t + C
2
sin 1000t + 10
-4

and I = dQ = - 1000C
1
sin 1000t + 1000C
2
cos 1000t
dt

(iii) Values of C
1
and C
2
; Using the boundary conditions: I = Q = 0

When t = 0, which gives C
1
= - 10
-4
and C
2
= 0

Q = 10
-4
(1 cos 1000t)

and I = 0.10 sin 1000t
130

When t = 0.001 second,

Q = 10
-4
(1 cos 1000t) = 4.60(10)
-5
coulomb
and I = 0.10 sin 1 = 8.40(10)
-2

(iv) For E = 100 sin 500t volts,

(D
2
+ 10
6
) = 100 sin 500t

a NHOLDE with sinusoidal emf

Here, Q
c
= C
1
cos 1000t + C
2
sin 1000t, which is the same as in
the previous case.

The value of Q
p
is given by the formual

Q
p
=
_
E
o
(X sin [t + R cos [t)
[Z
2

where: [ = 400

X = L[ - 1 = -1500 (reactance)
C[

Z
2
= R
2
+ X
2
= 2.25(10)
6
(impedance)

E
o
= 100

(v) Substitute to Q
p
,

Q
p
= 1.33(10)
-4
sin 500 t

and so Q = Q
c
+ Q
p

Q = C
1
cos 1000t + C
2
sin 1000t + 1.33(10)
-4
sin 500 t

and I = dQ = 1000(-C
1
sin1000t + C
2
cos1000t) + 0.067 cos 500t
dt

Using the boundary condition: I = Q = 0 at t = 0

To give C
1
= 0 and C
2
= -6.79(10)
-5

131

(vi) Finally,

Q = - 6.70(10)
-5
sin 1000t + 1.33(10)
-4
sin 500t

and I = - 6.70(10)
-2
cos 1000t + 0.0670 cos 500t

When t = 0.001 second

Q = - 6.70(10)
-5
sin 1 + 1.33(10)
-4
sin 0.50

= 7.40(10)
-6

and I = -6.70(10)
-2
cos 1 + 0.0670 cos 0.50

= 2.20(10)
-2
ampere

Exercise No. 22

Simple Electric Circuits

Name: ___________________________ Score: _________ Rating: _________

1. For the circuit in Figure 1, find the current at any instant, and show that as time goes
on the current approaches the limit E/R.
(Answer: I = E/R (1 e
-Rt/L
)

132

2. A coil of inductance 2 henrys and a resistance of 10 ohms is connected with an emf E
= 200 sin 20 t volts, where t is the time in seconds. I = 0 when t = 0. Find I when t =
0.05 second. (Answer: 2.11 amperes

133

3. An inductance of 2 henrys and a variable resistance R = 4/(t + 10) are connected in
series with a constant emf of E volts. If I = 0 when t = 0, determine E so that I = 50
amperes when t = 5 seconds.

134

4. A coil of inductance 1 henry and negligible is connected in series with a capacitance
of 4 x 10
-6
farad, and an emf of E = 200 volts. When t = 0, Q = 0 and I = 0. Find Q and
I at any time t. (Answers: Q = 1/1,250(1 cos 500t;
I = 2/5 sin 500t)
135

136

5. When a resistance R (ohms) and a capacitance C (farads) are connected in series
with an emf E (volts), the current I (amperes) is given by the equation

R dI + 1 I = dE
dt C dt
If R = 1,000 ohms, C = 5 x10
-4
farad, and I = 10 amperes for t = 0, find
the current for t = 1 second and E = 100 volts. (Answer: 1.35 amperes)

137

6. An inductance of 1 henry, a resistance of 1,200 ohms, and a capacitance of 10
-6
are connected in series with an emf E = 100 sin 400t volts. If the charge and current
are both zero when t = 0, find the expression for current I at any time t thereafter.
[Answer: I = e
-600t (0.091
(sin 8oot + 0.036 cos 800t) + 0.036 cos 800t + 0.021 sin 400t]

138

7. An inductance of 4 henrys and a resistance of 30 ohms are connected in series with
an emf of E volts. If I = 0 when t = 0, determine I when t = 0.01 second if E = 220
volts. (Answer: 0.533 ampere)

139

8. A coil of inductance 1 henry and a resistance of 10 ohms is connected in series with
an emf E = 100 sin 10 t volts. I = 0 when t = 0. Find I when t = 0.2 second.

140

9. An inductance of 2 henrys and a variable resistance R = 4/(t + 10) ohms are
connected in series with an emf E volts. If I = 0 when t = 0, determine E such that I =
40 amperes when t = 5 seconds. (Answer: 22.70 volts)

141

10. An inductance of 1 henry and a resistance of 2 ohms are connected in series with an
emf of Ee
-t
volts. When t = 0, I = 0. Determine the value of E if I = 20 amperes
when t = 1 second. (Answer: 86.1 volts)

142

143

11. An inductance of 1 henry, a resistance of 100 ohms and a capacitance of
10
-4
farad are connected in series with an emf E = 220 volts. The charge and current
are both zero when t = 0. Find I when t = 0.002 second.

144

12. A coil of inductance 2 henrys and negligible resistance is connected with a
capacitance of 2 x 10
-6
farad and an emf E = 200 volts. If the charge Q and the
current I are both zero when t = 0, find Q and I when t = 0.001 second.
(Answer: Q = 0.000 0488 coulomb; I = 0.094 ampere)

145

13. An inductance of 1 henry, a resistance of 3,000 ohms, and a capacitance of 5 x 10
-7

farad are connected in series with an emf of E = 200 e
-1,000t
volts. If the charge and
current are both zero when t = 0, find I when t = 0.001 second. (Answer: 0.0194
ampere)

146

14. An inductance of 1 henry, a resistance of 1,600 ohms, and a capacitance of 10
-6
are connected in series with an emf of 200 sin 500t volts. Find the general
expression for the charge Q.
[Answer: Q = e
-800t
(C
1
cos600t +C
2
sin 600t) - 1/7,750 (15sin500t + 16cos500t)]

147

15. An inductance of 1 henry, a resistance of 1,200 ohms, and a capacitance of 10
-6
are connected in series with an emf E = 200 sin 600t volts. The charge and current
are both zero when t = 0. (a) Find the value of Q and I at any time t. (b) Find I when
t = 0.002 second.

1.2.4 2
nd
Law of Newton on Dynamics

1.2.5 A Problem on Chemical Solution
1.2.6 Unsteady Flow in Orifices
1.2.7 Heat Flow Problems
1.2.8 Deflection of Beams Problems
1.2.9 Problems on Catenary Curves
1.2.10 Different Types of Vibrations
1.2.11 Motion of a Falling Body Under a Resistance
Proportional to the Square of the Velocity
148

1.2.12 Problems on Transmission Lines Under Steady-State Conditions
1.2.13 The Tractrix