TECHNOLOGICAL INSTITUTE OF THE PHILIPPINES

938 AURORA BLVD. CUBAO QUEZON CITY

DIFFERENTIAL EQUATION PROJECT

MATH 010

SUBMITTED BY:
ARINAZA, BRANDY C.
MINGO, JOBIEN ALLEN A.
CPE31FA2

SUBMITTED TO:
PROF. ADELINE ZAMORANOS

DATE SUBMITTED:
SEPTEMBER 29, 2014

Differential Equation (DE) - an equation that involves derivatives or differentials of a function or functions.
Ordinary Differential Equation - if the unknown function depends on only one independent variable.
Ex.
dy
=x+5
dx
Partial Differential Equation - if the unknown function depends on two or more independent variables.
Ex.
dy dx dx
+ + + x+ y =0
dx dz dt

Order of a Differential Equation

Ex.
y iii + y i +3 x+ y=0
Answer: Order 3
Degree of Differential Equation
Ex.
4
2
( y iii ) + ( y ii ) +3 x +2 y=0
Answer: Degree 4
Linear or Non-Linear Differential Equation
Ex.
1.)
2
2
d y 5xd y
+
+ ysinx=0
d x2
d x2
Answer: Linear
2.)
y i+ e y =0
Answer: Non-linear
3.)
2

ii

x y + x y + y=0
Answer: Linear
4.)

d 2 y dy 3
+
+7 y=0
d x 2 dx

( )

Answer: Non-linear
5.)
ii

cosx y + e y y=sinx
Answer: Linear
Solution of Differential Equation
Ex.
1.)
dy x
=e 1
dx

dy = ( e x 1 ) dx
y=e x x+ c
5=e x 2+c
c=e2 +7
y=e x x+ e2 +7
2.)
2

x 2 ydy=0 if x=1 y=2

x 2 dx2 ydy = 0
x3
y 2=c
3
1
4=c
3
x 33 y 2=11
3.)
dy
3
=
dx 3 x +2
dy=

3
dx
3 x+ 2

y=ln ( 3 x +2 ) +c
4.)
dy tanx
=e sec 2 xdx
dx

dy = e tanx sec 2 xdx

y=etanx +c

Elimination of Arbitrary Constant

Ex.
1.)
y 2=4 ax
2 y y i=4 a
y 2=2 y y i x
y 2=2 xy y i
2.)
2

xsiny+x y=c

( xcosy y i+ siny ) + ( x 2 y ) =0
xcosy y i+ siny+ x2 y i+ 2 xy =0
3.)
2

3 x x y =c

6 xx 2 y y y =0
i

6 x2 xy y y =0

Family of Curves
Ex.
1.) Find the DE of the family of lines that passes through the origin.
y=mx +b
y=mx +0

y i=m
y= y i x
i

x y y=0
2.) All circles, center at origin.
( xh )2 + ( yk )2=r 2
2

x + y =r

2
i

2 x +2 y y =0
i

x+ y y =0
3.) All lines whose slope and y-intercept are equal.
y=mx +b
m=b

y=bx +b
i

y =b
i

y=x y + y

y= y i ( x+1 )
y i ( x +1 ) y =0

First Order Equation

Ex.
1.)
y i=2 xy
dy
=2 xy
dx
dy=2 xydx

dy
= 2 xdx
y

lny=x 2 +c
y=c e x

2.)
y i=xy +2 y
dy
=xy+ 2 y
dx
0= ( x +2 ) dx
c=x 2 +4 x 2lny
2

x
+2 x )
(
2
y=e
2

x
+2 x )
(
y=c e 2

3.)
i
x y +3 y=0
x

dy
+ 3 y =0
dx

dy
3 dx
+
=0
y
x

lny+3 lnx=c

ln ( x 3 y ) =c
3

x y=c

dy
y

Homogeneous Function
Ex.
1.)
f ( x , y ) = x y

xy
2 x y
Homogeneous: D=1/2
2.)
f ( x , y ) =x3 xy + y 2

( x )3( x )( y ) + ( y )2
2
3
2
( x xy + y )

Non-homogeneous
3.)
f ( x , y ) =tanx
tanx

Non-homogeneous
4.)
f ( x , y ) =e

x
y

e y
e

x
y

Homogeneous: D=0
Exact evaluation of the first order and first degree
Ex.
1.)
( 2 x +3 y ) dx+ ( 3 x + 4 y ) dy=0
M
=3
y
N
=3
x

Mdx+ Ndy= ( 2 x +3 y ) dx+ ( 3 x + 4 y ) dy

x +3 xy +2 y =c
2.)
3 y ( x 21 ) dx + ( x 3 +8 y3 x ) dy=0
M
2
=3 x 3
y
N
2
=3 x 3
x

Mdx+ Ndy= 3 y ( x 21 ) dx + ( x 3 +8 y3 x ) dy
x 33 xy+ 4 y 2 =c

INTEGRATING FACTOR
If M(x,y)dx + N(x,y)dy = 0 is not exact, find the integrating factor w/c are a function of a single
variable either x or y to make the function an exact equation if
M N

y x
=F (x )
N

A function of x alone, then f ( x )=e

If

xdx

is an integrating factor of M(x,y)dx + N(x,y)dy = 0

M N

y x
=g ( y )
M

A function of y alone then

ydy
g ( y )=e
Is an integrating factor of M(x,y)dx + N(x,y)dy = 0
Examples:
1. Solve (x2+y2+x)dx + xydy = 0
Testing:

M
=0+2 y +0
y

N
=y
x
2y y NOT EXACT

M N

y x
f ( x )=
N
f ( x )=

IF=e

2 y y y 1
= =
xy
xy x

dxx

=e lnx=x

Multiply IF into the original equation to make the equation EXACT.

x[(x2 + y2 + x)dx + xydy] = 0
= (x3 + xy2 + x2)dx + x2ydy = 0
Test again:
M
=0+ y 2 ( 0 ) + ( x )( 2 y ) +0=2 xy
y
N
=x 2 ( 0 ) + y (2 x )=2 xy
x
2xy = 2xy

EXACT!

Now we can integrate.

.

Mdx=( x 3 + x y 2 +x 2 ) dx

y=c
3

x dx + y

xdx + x 2 dx

x 4 x2 y 2 x 3
+
+
4
2
3

Ndy= x 2 ydy

x=c

x 2 ydy=

x2 y2
2

Mdx+ Ndy= 0

ans .

x x y x
+
+ =C
4
2
3

2. Solve (2xy-y2+y)dx + (3x2-4xy+3y)dy = 0

Testing:
M
=2 x2 y +1
y
N
=6 x4 y +3
x
Not Exact!
M N

y x
g ( y )=
M

( 2 x2 y +1 )( 6 x4 y +3)
[2 xy y 2 + y ]
g ( y )=

IF=e

dy
y

2
y

= y2

y 2 [ ( 2 x ) y 2 + y ) dx + ( 3 x 24 xy +3 x ) dy=0
( 2 x y 3 y 4+ y 3 ) dx+ ( 3 x 2 y 24 xy +3 x y 2 ) dy=0
Testing:
M
=( 2 x ) ( 3 y 2 ) + ( y 3 ) ( 0 )4 y 3 +3 y 2
y
6 x y 24 y 3 +3 y 2

N
=( 3 x 2 ) ( 0 ) + ( y 2 ) ( 6 x )+ (3 x ) ( 0 ) + ( y 2 ) ( 3 )( 4 x )( 0 )+( y 3 )(4)
x
6 x y 24 y 3 +3 y 2
EXACT!
.

y=c

Mdx= ( 2 xy 3 y 4 + y 3 ) dx

2 y

xdx y 4 dx + y 3 dx
3

y x + x y + xy

Ndy= ( 3 x 2 y 24 xy+ 3 x y 2 ) dy
.

x=c
2

3 x

y 2 dy 4 x y 3 dy+3 x y 2 dy
x 2 y 3x y 4 + x y 3

Mdx + Ndy= x 2 y 3x y 4 + x y 3
ans .

LINEAR DIFFERENTIAL EQUATION OF THE FIRST ORDER

Linear DE a differential equation of the first degree in the dependent variable y and in each of its
dy
+ P ( x ) y=Q ( x)
derivatives
. If we multiply the first order linear equation by the
dx
integrating factor

P ( x ) dx

and the general solution is

The resulting eqation

d [ y e P x dx ]=e P x dx Q ( x ) dx

[ y e P ( x) dx ]= e P ( x) dx Q ( x ) dx

Steps in solving linear first order.

1. Compute the integrating factor (IF) e

2. Multiply the given equation by the IF.

P ( x ) dx

( )

+ C.

( )

is exact

3. Integrate both sides (the integral of the left member is always y times the integrating factor).
Sample Problem:
1. Solve the DE of the x2dy sin3xdx + 2xy = 0.
Solution:
2

[x dy + 2xy = sin3xdx]

1
x dx
2

dy 2 y sin 3 x
+ =
dx x
x2
2
x

P(x) =
2

IF=e P ( x ) dx =e
x

dx
x

=eln x =x 2

dy 2 y sin3 x 2
+
= 2 x
dx x
x

x 2 y= sin3 xdx
x 2 y=

1
cos 3 x
3

1
2
ans . x y + cos 3 x=C
3
2. Solve the DE of

xdy
3
2 y=x cos 4 x
dx

Solution:
[

xdy
1
2 y=x 3 cos 4 x ]
dx
x

dy 2 y
2
=x cos 4 x
dx x
2
P(x) = x

 P ( x ) dx

IF=e

=e

dx
x

=eln x =

1
2
x

1 dy 2 y
1
[ =x 2 cos 4 x ] 2
2
x dx x
x
1
y = cos 4 xdx
x2
1
sin 4 x
y=
2
4
x
ans .

1
sin 4 x
y
=C
2
4
x

BERNOULLIS EQUATION
dy
+ yP ( x )= y n Q(x) . Is reduced to form
dx

y n dy
1 dv
=
dx
1n dx .

yn+1=V ,

transformation

dv
+V ( 1n ) P( x )=( n1)Q(x ) . By the
dx

Sample Problem:
1.

xdy
y =xy 3
dx

dy y 3 dv
=
dx
2 dx

xdy
1
y=xy 3
dx
x

dy y
+ = y3
dx x
n = 3,

v=

n+1

=y

y n dy
1 dv
=
dx
1n dx

y dy 1 dv 3
=
y
dx
2 dx

y 3 dv y
2
+ = y3 3
2 dx
x
y
dv
2
2 =2
dx x y
But v = y-2
dv 2
V =2
dx x

But V = y-2

Q(x) = -2/x
IF=

1
x2

Y 2 2
= +C
x2 x

V 2
= +C
x2 x

answer :Y =2 X +C x

GROWTH AND DECAY PROBLEM

dx
=kx -
dt

x ( t )=C ekt

1. A culture initially has Po number of bacteria at t = 1hr. the number of bacteria is measured to be 3/2
Po. Determine the time necessary for the number of bacteria to triple.
Solution:

dp/dt = kP
P(t) = C e

Condition:

kt

P(0) = Po
P(1) = 3/2 Po

Reqd:

t when P(t) = 3Po

Get the value of C:

K = ln(3/2)

P(0) = Cek(0)

K = 0.4055

Po = C

P(t) = Poe0.4

Get the value of k:

3 = e0.4

P(1) = Poek(1)
3/2 Po = Poe
3/2 = e

055t

055t

ln3 = 0.4055(t)
k

t = ln3/0.4055 =2.7093 hrs

2. A breeder reactor converts relatively stable uranium 238 into the isotope plutonium 239. After 15
years, it is determined that 0.043% of the initial amount Ao has diminished. Find the half-life of the
isotope.
3. Solution:

dA/dt = kA

4.

A(t) = Cekt

5. Conditions:

A(0) = Ao

6.

A(15) = 0.99957Ao

7. Reqd:

t = ? when A(t) = 0.05Ao

8.

Ao = C

9.

A(t) = Aoekt

10.

A(15) = Aoek(15)

11.

0.99957Ao = Aoek(15)

12.

k = ln(0.99957)/15 = -2.8673x10-5

13.

A(t) = Aoe-2.8673x10^-5t

14.

t = Ln(0.5)/ -2.8673x10-5 t

15.

t = 24 174.2 yrs

16. NEWTONS LAW OF COOLING

17.

The rate of the change of the temperature of a body is proportional to the difference
between the temperature of the body and the temperature of the surrounding medium.

18. Let:
19.
20.

T temp of the body

Tm temp of the surrounding medium
dT/dt time rate of change of the body

21. Newtons law of cooling formula:

22.

dT/dt = k(T-Tm)

23.

T = Cekt + Tm

24. Sample Problem:

1. A cup of hot chocolate whose temperature is 200 oF is poured in a room whose temperature is 70
o
F. two minutes later the temperature of the chocolate is 180 oF. How long after the chocolate is
poured does it reach a temp of 155 oF?
25. Solution:
26. Condition 1:

at time 0, T=200 oF Tm = 70 oF

27.

200 oF = Cek(0) + 70 oF

28.

C = 130 oF

29. Condition 2:

at t = 2, T = 180 oF, Tm = 70 oF

30.

180 = 130ek(2) + 70

31.

110/130 = e2k

32.

ln 110/130 = ln e2k

33.

k = -0.0835

34. Condition 3:

at t = ?, T = 155, Tm = 70 oF

35.

155 -70 = 130e-0.835(t)

36.

85/130 = e-0.835(t)

37.

t = 5.09 minutes

2. A 5lb roast initially at 50 oF is put into a 350 oF oven at 5pm. If is found the temperature of the roast
is 125 oF after 75mins, when will the roast be 150 oF?
38. Solution:
39. Condition 1:

at t = 0 T = 50 oF, Tm = 375 oF

40.

50 = Cek(0) + 375

41.

C = -325

42. Condition 2:

t = 75mins, T = 125 oF, Tm = 375

43.

k = -0.0035

44. Condition 3:

t = ?, T = 150 oF, Tm = 375 oF

45.

t = 105.6 mins; time roasted is 6:45pm

46. MIXTURE PROBLEMS

47.

concentration=

amt . of solute
volume of solution

48.

rate=

49.

volume of solution
time

C
( out) ( r out )
dx
= (C ) ( r )
dt

50. Sample problem:

1. A tank contains 200L of fluid in which 30g of salt is dissolved. Brine containing 1 gram of salt per
liter is then pumped into the tank at rate of 4L/min, the well mixed solution is pumped out at the
same rate. Find the amount of the salt in the tank at any time t.
51. Solution:

Cin = 1 g/L ; rin = 4L/min ; Cout = ? ; rout = 4L/min

52.

dx/dt = 1(4) 4(x/200)

53.

dx/dt = 4 x/50

54.

50dx = (200 x)dt

55.

50

200x dx= dt

56.

-50ln(200-x) = t + C

57.

200 x = Ce-t/50

58.

x = 200 - Ce-t/50

59. at t =0, x = 30 grams

60.

30 = 200 - Ce-0/50

61.

C = 200-30 = 170

62.

X(t) = 200 170 e-t/50

2. A large is partially filled with 100 gallons of fluid in which 10lbs of salt are dissolved. Brine
containing 1/2 lbs salt per gallon is pumped into the tank at 6 gal/min. the well mixed solution is
then pumped out at 4 gal/min. Find the amount of the salt after 30 minutes.
63. Given: Cin = lbs/gal ; rin = 6 gal/min; Cout = ?, rout = 4 gal/min
64. Solution:
65.

Cout = x/100+2t

66.

dx/dt = (6) (x/(100+2t))(4)

67.

dx/dt = 3 4x/(100+2t)

68.

dx/dt = x(4/(100+2t)) = 3

69.

IF = (100 + 2t)2

70.

(100 + 2t)2 (x) =

71.

X = (100+2t) + C/(100 + 2t)2

( 100+2 t )2 3 dt

72. At t = 0, x =10lbs
73.

x(0) = (100 + 0) + C/(100 + 0)2

74.

10 =50 + C/1000

75.

C = -4000

76.

x(t) = (100+2t) 4000/(100+2t)2

77.

x(30) = (100 + 2(30) 4000/(100+2(30)) 2

78.

x(30) = 78.44 lbs.

79. SOLUTIONS OF GENERAL LINEAR HOMOGENEOUS EQUATIONS

n

80.
81.

a0 d y
dx

a1 d

n1

dx

n1

+ +

an1 dy
+a n y =0
dx

If m is a root of an equation f(m) = 0 then f(0)y = f(0)e my = 0, y = emx is a solution of f(0)y =

0. f(m) = 0 is the auxiliary equation.

82. Roots of Auxiliary Equation

83. Case 1 Distinct real roots
84. Case 2 Repeated real roots
85. Case 3 Distinct imaginary roots
86. Case 4 Repeated imaginary roots
87. Sample Problems:
88. Case 1: Distinct real roots
89.
90.

Let the roots m1, m2, m3 , mk

General solution:

y = C1em1x + C2em2x + Ckemkx

1. Solve the DE of y + y 2y = 0
91.

AE = m2 + m -2 = 0

92.

(m+2)(m-1) = 0

93.

m = -2 m = 1

94.

y = C1e-2x + C2ex

2. y y 2y = 0

3.

AE = 0

96.

m(m2 m 2) = 0

97.

m1 = 0

98.

y = C1 + C2e-x + C3e2x

m3 = -1

99.

AE = 4m3 13dy/dx + 6y = 0

100.

-13

-8

16

-6

-8

102.

103.

4m2 8m + 3 = 0

104.

(2m 1) (2m 3)

105.

m1 = -2

106.

y = C1e-2x + C2ex/2 + C3e3x/2

m2 =

I-2

m3 = 3/2

Case 2 : Repeated Roots

108.
109.

m2 = 2

4 d 3 y 13 dy

+6 y=0
3
dx
dx

101.

107.

m3 m2 2m = 0

95.

General solution:
Sample problem:

1. y 2y + y = 0
110.

AE:

m2 2m + 1 = 0

111.

(m 1) (m 1)

112.

m1 = 1

113.

m2 = 1

y = C1ex + C2xex

2. (D2 4)(D 2)y = 0

114.

(m2 4)(m 2) = 0

115.

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

116.

m1 = 2, m2 = 2 , m3 = -2

117.

y = C1e-2x + C2e2x + C3xe2x

3. (4D4 - 4D3 23D2 + 12D + 36)y = 0

y = (C1 + C2x + C2x2 + Ckxk-1) em1x

118.

AE

119.

4m4 4m3 23m2 + 12m + 36

4

120.
121.

122.

12

36

-30

-36

-15

-18

24

18

12

124.

4m2 + 12m + 9 (2m +3) (2m +3)

125.

m1 = 2

126.

y = C1e-2x + C2xe2x + C3e-3x/2 + C4xe-3x/2

m2 = 3

127.

129.

-23

123.

4. m1 = 3

128.

-4

m2 = 2

m3 = 3

m3 = -3/2

m4 = 3

134.

I2

m4 = -3/2

m5 = 4

y = C1e-3x + C2xe3x + C3x2e-3x + C4x3e-3x + C5e4x

Case 3 : Distinct Imaginary Roots

In this section we will be looking at solutions to the differential equation
131.

130.
133.

I2

132.
in which roots of the characteristic equation,
135.

136.

137.
are complex roots in the form
.
138.
139.
Now, recall that we arrived at the characteristic equation by assuming that all solutions to
the differential equation will be of the form
140.

141.

142.

143.
144.
Plugging our two roots into the general form of the solution gives the following solutions to
the differential equation.
146.
145.

147.

148.
149.
Now, these two functions are nice enough (theres those words again well get around
to defining them eventually) to form the general solution. We do have a problem however. Since
we started with only real numbers in our differential equation we would like our solution to only
involve real numbers. The two solutions above are complex and so we would like to get our hands
on a couple of solutions (nice enough of course) that are real.
150.
151.
To do this well need Eulers Formula.
153.
152.
155.
156.

157.

154.

A nice variant of Eulers Formula that well need is.

158.
159.

160.
161.
Now, split up our two solutions into exponentials that only have real exponents and
exponentials that only have imaginary exponents. Then use Eulers formula, or its variant, to
rewrite the second exponential.
163.

162.

164.

165.
166.
This doesnt eliminate the complex nature of the solutions, but it does put the two solutions
into a form that we can eliminate the complex parts.
167.
168.
Recall from the basics section that if two solutions are nice enough then any solution
can be written as a combination of the two solutions. In other words,
169.
170.
171.

172.
173.
174.

will also be a solution.

Using this lets notice that if we add the two solutions together we will arrive at.
176.

175.

177.

178.
179.
This is a real solution and just to eliminate the extraneous 2 lets divide everything by a 2.
This gives the first real solution that were after.
181.

180.

183.
184.
185.

182.

Note that this is just equivalent to taking

186.

187.

188.
189.
Now, we can arrive at a second solution in a similar manner. This time lets subtract the
two original solutions to arrive at.
191.
190.

192.

193.
194.
On the surface this doesnt appear to fix the problem as the solution is still complex.
However, upon learning that the two constants, c1 and c2 can be complex numbers we can arrive at
a real solution by dividing this by 2i. This is equivalent to taking
195.
196.
197.

198.
199.

Our second solution will then be

201.

200.

202.

203.
204.
We now have two solutions (well leave it to you to check that they are in fact solutions) to
the differential equation.
206.
205.

207.

208.
209.
210.

It also turns out that these two solutions are nice enough to form a general solution.

211.

So, if the roots of the characteristic equation happen to be

the general solution to the differential equation is.
213.

212.

214.

Repeated Roots
215.
In this section we will be looking at the last case for the constant coefficient, linear,
homogeneous second order differential equations. In this case we want solutions to
217.
216.
219.
220.

218.
where solutions to the characteristic equation
221.

222.

223.

are double roots r1 = r2 = r.

224.
225.

This leads to a problem however. Recall that the solutions are

227.

226.

228.

229.
230.
These are the same solution and will NOT be nice enough to form a general solution. I
do promise that Ill define nice enough eventually! So, we can use the first solution, but were
going to need a second solution.
231.
232.
Before finding this second solution lets take a little side trip. The reason for the side trip
will be clear eventually. From the quadratic formula we know that the roots to the characteristic
equation are,
234.

233.

235.

236.
237.
238.

In this case, since we have double roots we must have

239.

240.

241.
242.

This is the only way that we can get double roots and in this case the roots will be
244.

243.
246.

245.

So, the one solution that weve got is

247.
248.
249.
To find a second solution we will use the fact that a constant times a solution to a linear
homogeneous differential equation is also a solution. If this is true then maybe well get lucky and
the following will also be a solution
250.
251.
252.
(1)

253.
with a proper choice of v(t). To determine if this in fact can be done, lets plug this back
into the differential equation and see what we get. Well first need a couple of derivatives.
255.

254.

256.

257.
258.
We dropped the (t) part on the v to simplify things a little for the writing out of the
derivatives. Now, plug these into the differential equation.
259.
260.
261.

262.
263.
We can factor an exponential out of all the terms so lets do that. Well also collect all the
coefficients of v and its derivatives.
265.

264.

266.

267.
268.
Now, because we are working with a double root we know that that the second term will be
zero. Also exponentials are never zero. Therefore, (1) will be a solution to the differential equation
provided v(t) is a function that satisfies the following differential equation.

270.
269.

271.

272.
273.
We can drop the a because we know that it cant be zero. If it were we wouldnt have a
second order differential equation! So, we can now determine the most general possible form that
is allowable for v(t).
275.
274.

276.

277.
278.
This is actually more complicated than we need and in fact we can drop both of the
constants from this. To see why this is lets go ahead and use this to get the second solution. The
two solutions are then
280.

279.

281.

282.
283.
Eventually you will be able to show that these two solutions are nice enough to form a
general solution. The general solution would then be the following.
284.
285.
286.

287.
288.

Notice that we rearranged things a little. Now, c, k, c1, and c2 are all unknown constants so
any combination of them will also be unknown constants. In particular,c1+c2 k and c2 c are
unknown constants so well just rewrite them as follows .
290.

289.

291.

292.
293.
So, if we go back to the most general form for v(t) we can take c=1 and k=0 and we will
arrive at the same general solution.
294.
295.
Lets recap. If the roots of the characteristic equation are r1 = r2 = r, then the general
solution is then
296.

298.

297.