Ceit DE
Ceit DE
Differential Equations
MIDTERM
Module No. 1
Review on Calculus
Objectives: At the end of the lesson, the students are expected to:
• Recall the formulas in differential calculus.
• Recognize the process of solving an integral calculus problem.
Pre-Test: For the following practice problems, calculators are NOT allowed.
𝑥
1. Consider the functions 𝑓(𝑥 ) = 5𝑥 − 10 and 𝑔(𝑥 ) = − 𝑥 2 +1. What is 𝑓(𝑔(2))?
a. −12 b. −8 c. −0 d. 8 e. 12
3 1
2. Calculate the following integral: ∫1 − 𝑥3 𝑑𝑥
a. −1/9 b. −1/27 c. 0 d. 1/27 e. 4/9
( ) 2
3. Find the slope of the line tangent to the function 𝑓 𝑥 = 𝑥 − 3𝑥 + √𝑥 at 𝑥 = 2.
a. 17/16 b. 9/8 c. −9/8 d. 2 e. 1
−𝑥 3 +3𝑥 2 +2𝑥+1
4. Evaluate lim .
𝑛→∞ 2𝑥 4 +3𝑥 2
a. ∞ b. −∞ c. 0 d. −1/2 e. 1/2
1 1
5. Compute the definite integral: ∫0 𝑑𝑥
1+𝑥 2
a. −𝜋/2 b. 0 c. 𝜋/4 d. 𝜋/2 e. none of the choices
6. What is the area bounded between the graphs of 𝑦 = −𝑥 2 + 4 and 𝑦 = 0.
a. −4 b. 0 c. −32/3 d. 32/3 e. 32
𝑑
7. Evaluate: 𝑑𝑥 [𝑥 ln 𝑥] and ∫ 𝑥 ln 𝑥 𝑑𝑥.
Learning Activities
Derivative is one of the two main subjects that form the nucleus of calculus. It is an analytical
construct that uses a limit process in its definition.
The word derivative simply means “rate of change”. In fact, if the derivative of a
function 𝑦 = 𝑓(𝑥) at 𝑥0 exists, then the value is the rate of change of 𝑓 at the point (𝑥0 , 𝑓(𝑥0 )).
In this section, we shall recall the definition of the concept of derivative of a function at
a number. From its definition, one can easily formulate a systematic way for obtaining the
derivative of the function at a number. Useful theorems on differentiation will be given and
some examples will be used to illustrate how these theorems may be applied.
ℎ is differentiable at 𝑥 and
ℎ′ (𝑥 ) = 𝑓(𝑥 ) ⋅ 𝑔′(𝑥 ) + 𝑔(𝑥 ) ⋅ 𝑓 ′(𝑥 ) = 𝑓 (𝑥 ) ⋅ 𝐷𝑥 (𝑔(𝑥 )) + 𝑔(𝑥 ) ⋅ 𝐷𝑥 (𝑓 (𝑥 )).
𝑓(𝑥)
6. (Derivative of a Quotient) If 𝑓 and 𝑔 are differentiable at 𝑥 and if ℎ(𝑥 ) = 𝑔(𝑥) with
𝑔(𝑥 ) ≠ 0, then ℎ is differentiable at 𝑥 and
𝑔(𝑥)𝑓′ (𝑥)−𝑓(𝑥)𝑔′ (𝑥) 𝑔(𝑥)𝐷𝑥 (𝑓(𝑥))−𝑓(𝑥)𝐷𝑥 (𝑔(𝑥))
ℎ′ (𝑥) = [𝑔(𝑥)]2
= [𝑔(𝑥)]2
.
7. (Derivative of a Composite Function – The Chain Rule) Suppose that 𝑓, 𝑔, and 𝑢 are
functions with 𝑓(𝑥 ) = 𝑔(𝑢(𝑥 )) and suppose that 𝑔 and 𝑢 are differentiable at 𝑥. Then 𝑓
is differentiable at 𝑥 and 𝑓(𝑥) = 𝑔′(𝑢(𝑥 )) ⋅ 𝑢′(𝑥).
8. Corollary to the Chain Rule: If 𝑓(𝑥 ) = [𝑢(𝑥 )]𝑟 , where 𝑟 is any rational number, and 𝑢 is
a differentiable function, then 𝑓 ′(𝑥 ) = 𝑟[𝑢(𝑥 )]𝑟−1 (𝑢′(𝑥 )).
The formula in (8) can easily be remembered if we write it using the following scheme:
Chain Rule
( ) [ ] 𝑟
𝑓 𝑥 = expression in 𝑥
𝑓 ′(𝑥 ) = 𝑟[expression in 𝑥 ]𝑟−1 (derivative of the expression in 𝑥)
−6𝑥 2 + 10𝑥 − 3 + 3𝑥 2
=
(3𝑥 − 5)2
−3𝑥 2 + 10𝑥 − 3 5
= 2
, 𝑥≠ .
(3𝑥 − 5) 3
1 1
(d) Notice that 𝑓 (𝑥 ) = √3𝑥 2 − 11 = (3𝑥 2 − 11)2 . If we let 𝑔(𝑥 ) = √𝑥 = 𝑥 2 and 𝑢(𝑥 ) =
3𝑥 2 − 11, then 𝑓 is the composition of 𝑔 and 𝑢, that is,
1
𝑓 (𝑥 ) = 𝑔(𝑢(𝑥 )) = 𝑔(3𝑥 2 − 11) = √3𝑥 2 − 11 = (3𝑥 2 − 11)2 .
Now,
1 1
1 1 1
𝑔′(𝑥 ) = 2 (𝑥 )2−1 = 2 (𝑥 )−2 = 2 and 𝑢′ (𝑥 ) = 6𝑥.
√𝑥
By Theorem 1 (7), we have
1 3𝑥
𝑓 ′ (𝑥 ) = 𝑔′ (𝑢(𝑥 )) ⋅ 𝑢′(𝑥 ) = 𝑔′(3𝑥 2 − 11)(6𝑥 ) = (6𝑥 ) = .
2√3𝑥 2 − 11 √3𝑥 2 − 11
(e) By the corollary (Theorem 1 (8)) and the previous theorems, we have
′(
2𝑥 + 1 4−1 2𝑥 + 1
𝑔 𝑥) = 4 ( ) 𝐷𝑥 ( )
3−𝑥 3−𝑥
2𝑥 + 1 3 (3 − 𝑥 )𝐷𝑥 (2𝑥 + 1) − (2𝑥 + 1)𝐷𝑥 (3 − 𝑥)
= 4( ) [ ]
3−𝑥 (3 − 𝑥 )2
2𝑥 + 1 3 (3 − 𝑥 )(2) − (2𝑥 + 1)(−1)
= 4( ) [ ]
3−𝑥 (3 − 𝑥 ) 2
2𝑥 + 1 3 6 − 2𝑥 + 2𝑥 + 1
= 4( ) [ ]
3−𝑥 (3 − 𝑥 )2
(4)(2𝑥 + 1)3 (7)
=
(3 − 𝑥 ) 3 (3 − 𝑥 )2
28(2𝑥 + 1)3
= .
(3 − 𝑥 )5
′(
1 −
1 1 −
1
2
− csc 2 𝑥
ℎ 𝑥 ) = (cot 𝑥 ) 𝐷𝑥 (cot 𝑥 ) = (cot 𝑥 ) (− csc 𝑥 )𝐷𝑥 𝑥 =
2 2 .
2 2 2√cot 𝑥
(d) By Quotient Rule, Theorem 2 (5) and Theorem 2 (1), we have
(1 − sin 𝑥 )𝐷𝑥 (sec 𝑥 ) − (sec 𝑥 )𝐷𝑥 (1 − sin 𝑥)
𝐹 ′ (𝑥 ) =
(1 − sin 𝑥 )2
(1 − sin 𝑥 )(sec 𝑥 tan 𝑥 ) − (sec 𝑥 )𝐷𝑥 (− cos 𝑥)
=
(1 − sin 𝑥 )2
sec 𝑥 tan 𝑥 − sec 𝑥 tan 𝑥 sin 𝑥 + sec 𝑥 cos 𝑥
=
(1 − sin 𝑥 )2
sec 𝑥 tan 𝑥 − tan2 𝑥 + 1
= .
(1 − sin 𝑥 )2
(e) By Chain Rule and previous results/theorems, (specify which theorems are used)
′(
1 + sin 𝑥 2 1 + sin 𝑥
𝐺 𝑥) = 3 ( ) ⋅ 𝐷𝑥 ( )
cos 𝑥 cos 𝑥
1 + sin 𝑥 2 cos 𝑥 𝐷𝑥 (1 + sin 𝑥 ) − (1 + sin 𝑥 )𝐷𝑥 (cos 𝑥)
= 3( ) ⋅
cos 𝑥 (cos 𝑥 )2
1 + sin 𝑥 2 cos 𝑥 (cos 𝑥) − (1 + sin 𝑥 )(− sin 𝑥)
= 3( ) ⋅
cos 𝑥 (cos 𝑥 )2
1 + sin 𝑥 2 1 + sin 𝑥
= 3( ) ⋅
cos 𝑥 (cos 𝑥 )2
3(1 + sin 𝑥)3
= .
cos4 𝑥
𝑑 1
Theorem 3. For 𝑥 > 0, 𝑑𝑥 ln 𝑥 = 𝑥 .
𝑑 1
Theorem 4. If 𝑔 is a function, then 𝑑𝑥 ln 𝑔(𝑥) = 𝑔(𝑥) 𝑔′ (𝑥 ).
𝑑
Theorem 5. The derivative of the exponential function 𝑦 = 𝑒 𝑥 is 𝑑𝑥 𝑒 𝑥 = 𝑒 𝑥 .
𝑑 1
Note: 1. ln 𝑥 = holds only when 𝑥 > 0.
𝑑𝑥 𝑥
𝑑 1 1
2. If 𝑥 < 0, then ln(−𝑥) = −𝑥 (−1) = 𝑥.
𝑑𝑥
𝑑 1
3. Thus, ln |𝑥| = 𝑥.
𝑑𝑥
Theorem 6. The derivative of the exponential function 𝑦 = 𝑎𝑥 where 𝑎 > 0, 𝑎 ≠ 1 is
𝑑
𝑎 𝑥 = 𝑎𝑥 (ln 𝑎).
𝑑𝑥
2
Exercise. Find 𝑦 ′ if: 1. 𝑦 = 2𝑥 2. 𝑦 = 3𝑥
Theorem 7. The derivative of the six inverse trigonometric functions are as follows:
𝑑(arcsin 𝑥) 1
(i) = , −1<𝑥 <1
𝑑𝑥 √1− 𝑥 2
𝑑(arccos 𝑥) −1
(ii) = , −1<𝑥 <1
𝑑𝑥 √1− 𝑥 2
𝑑(arctan 𝑥) 1
(iii) = 1+𝑥2 , 𝑥 ∈ ℝ.
𝑑𝑥
𝑑(arccot 𝑥) −1
(iv) = 1+𝑥2 , 𝑥∈ℝ
𝑑𝑥
𝑑(arcsec 𝑥) 1
(v) = , |𝑥 | > 1
𝑑𝑥 𝑥√𝑥 2 −1
𝑑(arccsc 𝑥) −1
(vi) = , |𝑥 | > 1
𝑑𝑥 𝑥√𝑥 2 −1
IMPLICIT D IFFERENTIATION
If a function 𝑓 is given by 𝑓 = {(𝑥, 𝑦)|𝑦 = 3𝑥 2 + 2}, then we say that the equation 𝑦 =
3𝑥 2 + 2 defines the function 𝑓 explicitly. However, not all relations can be defined in such a
manner. For instance, consider the equation 𝑥 2 − 𝑦 2 = 16. Note that the function 𝑔 defined by
𝑦 = 𝑔(𝑥 ) = √𝑥 2 − 16 satisfies 𝑥 2 − 𝑦 2 = 16; that is,
2
𝑥 2 − [𝑔(𝑥 )]2 = 𝑥 2 − [√𝑥2 − 16] = 𝑥 2 − 𝑥 2 + 16 = 16.
In the same manner, the function ℎ defined by 𝑦 = ℎ(𝑥 ) = −√𝑥 2 − 16 satisfies 𝑥 2 − 𝑦 2 = 16.
In this case, we say that function 𝑔 (or the function ℎ) is defined implicitly by the equation 𝑥 2 −
𝑦 2 = 16.
The process of finding the derivative of a function that is defined implicitly is called
implicit differentiation. We shall now illustrate how this process is applied.
If the function 𝑓 is differentiable, then its derivative 𝑓 ′ is called the first derivative of 𝑓. If the
function 𝑓 ′ is differentiable, then the derivative of 𝑓 ′ is called the second derivative of 𝑓. It is
denoted by 𝑓 ′′ (read as “𝑓 double prime”). Similarly, the third derivative of 𝑓, is defined as the
derivative of 𝑓 ′′, provided that 𝑓 ′′ exists. The third derivative of 𝑓 is denoted by 𝑓 ′′′ (read as “𝑓
triple prime”). The 𝒏th derivative of the function 𝒇, denoted by 𝑓 (𝑛) , is defined as the
derivative of the (𝑛 − 1)st derivative of 𝑓, provided the latter exists.
𝑑𝑦
Remark: The Leibniz notation for the first derivative is 𝑑𝑥, where 𝑦 = 𝑓(𝑥). The Leibniz
notation for the second derivative of 𝑓 with respect to 𝑥 is
𝑑2𝑦 𝑑 𝑑𝑦 𝑑 𝑑
2
= ( )= [ (𝑦)] .
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑑𝑛 𝑦
In general, the symbol 𝑑𝑥𝑛 denotes the 𝑛th derivative of 𝑦 with respect to 𝑥. Other symbols for
𝑑𝑛
the 𝑛th derivative of 𝑓 with respect to 𝑥 are 𝑑𝑥𝑛 [𝑓(𝑥)] and 𝐷𝑥𝑛 [𝑓(𝑥)].
1
Example: Find 𝑔′′′ (𝑥) if 𝑔(𝑥 ) = .
√3𝑥+7
Solution: We write
1 1
𝑔 (𝑥 ) = = (3𝑥 + 7)−2 .
√3𝑥 + 7
Then
1 3 3 3
𝑔′ (𝑥 ) = (− ) (3𝑥 + 7)−2 (3) = (− ) (3𝑥 + 7)−2
2 2
and
MATH 113 – DIFFERENTIAL EQUATIONS 8
INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY
3 3 5 27 5
𝑔′′ (𝑥 ) = (− ) (− ) (3𝑥 + 7)−2 (3) = ( ) (3𝑥 + 7)−2 .
2 2 4
Therefore,
5 27 7 405 7 405
𝑔′′′ (𝑥 ) = (− ) ( ) (3𝑥 + 7)−2 (3) = (− ) (3𝑥 + 7)−2 = − .
2 4 8 8√(3𝑥 + 7)7
𝑑3
Example: Find 𝑑𝑥3 (2 sin 𝑥 + 3 cos 𝑥 − 𝑥 3 ).
Addition and subtraction, multiplication and division, raising to powers and extracting roots are
some of the well-known inverse operations. One may wonder if an inverse process of
differentiation does occur. Unfortunately, the inverse process of differentiation (called
antidifferentiation) cannot always be performed. However, there is a class of functions in
which antidifferentiation is possible.
Definition.
Let 𝐹 and 𝑓 be two real-valued functions defined on [𝑎, 𝑏]. The function 𝐹 is an antiderivative
or indefinite integral of 𝑓 on [𝑎, 𝑏] if 𝐹 ′ (𝑥) = 𝑓(𝑥) for all 𝑥 ∈ [𝑎, 𝑏].
Example: Let 𝑓 (𝑥 ) = 2𝑥 for all 𝑥 ∈ [−1,1]. Then the functions 𝐹1 , 𝐹2 , and 𝐹3 defined by
𝐹1 (𝑥 ) = 𝑥 2 , 𝐹2 (𝑥 ) = 𝑥 2 + 5, and 𝐹3 (𝑥 ) = 𝑥 2 − 1 for all 𝑥 ∈ [−1,1]
are antiderivatives of 𝑓. In fact, if 𝐶 is any constant, then the function 𝐹 defined by 𝐹 (𝑥 ) =
𝑥 2 + 𝐶 is an antiderivative of 𝑓.
From the example above, we see that any two of the given antiderivatives of 𝑓 differ
only by a constant (e.g. 𝐹1 − 𝐹2 = 5). Our first theorem says that this observation is true for
any two antiderivatives of a function.
Theorem A. If 𝐹 and 𝐺 are antiderivatives of a function 𝑓 on [𝑎, 𝑏], then there exists a
constant 𝑘 such that 𝐹 − 𝐺 = 𝑘.
5
(c) ∫ 4√𝑥 (𝑥 2 − ) 𝑑𝑥
√𝑥
Solution:
(a) Using negative exponents and simplifying the resulting expressions, we get
2𝑠 5 − 7 3 17 3
∫ 3 𝑑𝑠 = ∫ 𝑠 −4 (2𝑠 5 − 7)𝑑𝑠 = ∫ (2𝑠 4 − 7𝑠 −4 ) 𝑑𝑠 .
𝑠4
Applying Theorem C (iii), (ii), and (i), we find that
2𝑠 5 − 7 17
−
3
∫ 3 𝑑𝑠 = ∫ (2𝑠 4 − 7𝑠 4 ) 𝑑𝑠
𝑠4
17 3
= 2 ∫ 𝑠 4 𝑑𝑠 − 7 ∫ 𝑠 −4 𝑑𝑠
21 1
2𝑠 4 7𝑠 4
= 21 − 1 +𝐶
4 4
8 21 1
= 𝑠 4 − 28𝑠 4 + 𝐶 .
21
(b) Again, applying Theorem C (iii), (ii), and (i), we get
2 3
∫ (2𝑥 6 − 3𝑥 4 + 9𝑥 2 − 12𝑥 + 1)𝑑𝑥 = 𝑥 7 − 𝑥 5 + 3𝑥 3 − 6𝑥 2 + 𝑥 + 𝐶 .
7 5
(c) Observe that
3
5𝑥 13/4 5𝑥 4 4 13 20 3
∫ 4√𝑥 (𝑥 2 − ) 𝑑𝑥 = − 3 +𝐶 = 𝑥4 − 𝑥4 + 𝐶 .
√𝑥 13/4 13 3
4
Theorem C (v) Chain Rule for Antidifferentiation. If 𝑔 is a differentiable function on [𝑎, 𝑏],
and 𝑟 is a rational number with 𝑟 ≠ −1, then
𝑟 ′( )
[𝑔(𝑥 )]𝑟+1
[ ( )]
∫ 𝑔 𝑥 𝑔 𝑥 𝑑𝑥 = + 𝐶.
𝑟+1
Change of Variable
When it is possible, Theorem (v) actually allows us to perform antidifferentiation after a
change of variable. A change of variable can be done as follows: Let 𝑢 = 𝑔(𝑥). Then the
differential 𝑑𝑢 of 𝑢 is 𝑑𝑢 = 𝑔′(𝑥 )𝑑𝑥. By substitution, we have
∫[𝑔(𝑥 )]𝑟 𝑔′ (𝑥 )𝑑𝑥 = ∫ 𝑢𝑟 𝑑𝑢.
Applying Theorem (i), we obtain
𝑢𝑟+1
∫[𝑔(𝑥 )]𝑟 𝑔′(𝑥 )𝑑𝑥 = ∫ 𝑢𝑟 𝑑𝑢 = +𝐶.
𝑟+1
Since 𝑢 = 𝑔(𝑥), we have
𝑢𝑟+1 [𝑔(𝑥 )]𝑟+1
∫[𝑔(𝑥 )]𝑟 𝑔′(𝑥 )𝑑𝑥 = ∫ 𝑢𝑟 𝑑𝑢 = +𝐶 = +𝐶.
𝑟+1 𝑟+1
cos 𝑥 1 1
∫ 3
𝑑𝑥 = ∫(sin 𝑥 )−3 cos 𝑥 𝑑𝑥 = ∫ 𝑢−3 𝑑𝑢 = − 𝑢−2 + 𝐶1 = − + 𝐶1 .
sin 𝑥 2 2 sin2 𝑥
Therefore, by Theorem D (6), we have
2 cot 𝑥 − 3 csc 2 𝑥 cos 𝑥 cos 𝑥
∫ 𝑑𝑥 = 2 ∫ csc 𝑥 cot 𝑥 𝑑𝑥 − 3 ∫ 3 𝑑𝑥
sin 𝑥 sin 𝑥
3
= −2 csc 𝑥 + 𝐶2 + + 𝐶1
2 sin2 𝑥
3
= −2 csc 𝑥 + +𝐶.
2 sin2 𝑥
Integration by Substitution
– we change the form of the integrand so that the integral can be calculated easily using
the integration formulas.
5𝑥 2
Exercise: Evaluate ∫ 𝑒 3𝑥+4 𝑑𝑥 and ∫ 𝑑𝑥.
4𝑥 3 −1
Integration by Parts
Trigonometric Substitution
𝑃(𝑥)
If 𝑃(𝑥 ) and 𝑄(𝑥) are polynomials, an expression of the form is called a rational
𝑄(𝑥)
function.
𝑃(𝑥)
The integration of expressions of the form ∫ 𝑄(𝑥) 𝑑𝑥 can, in theory, always be performed.
Theorem G. Every polynomial (with real coefficients) may be decomposed into a product of
linear and quadratic factors in such a way that each of the factors has real coefficients.
For instance, 𝑥 3 − 2𝑥 2 + 𝑥 − 2 = (𝑥 − 2)(𝑥 2 + 1).
𝑃(𝑥)
❖ Steps in integrating a rational function 𝑄(𝑥).
1. If the degree of 𝑃 is larger than or equal to the degree of 𝑄, apply long division.
2. Factor 𝑄(𝑥) into a product of linear and quadratic factors.
𝑃(𝑥)
3. Write as a sum of simpler equations, each of which can be integrated by the
𝑄(𝑥)
methods we already learned.
The decomposition of a rational function into a sum of simpler expressions is known as
the method of partial fractions.
Case 1. The denominator 𝑄(𝑥) can be performed into linear factors, all different.
If 𝑄(𝑥 ) = (𝑥 − 𝑎1 )(𝑥 − 𝑎2 ) ⋯ (𝑥 − 𝑎𝑟 ), with no two of the 𝑎𝑖 ’s are the same, then we
𝑃
can decompose 𝑄 so that
𝑃(𝑥) 𝐴1 𝐴2 𝐴𝑟
= + +⋯+
𝑄(𝑥) (𝑥 − 𝑎1 ) (𝑥 − 𝑎2 ) (𝑥 − 𝑎𝑟 )
where 𝐴𝑖 ’s are properly chosen constants.
𝑥 2 +2𝑥+3
Exercise: Find ∫ 𝑑𝑥.
𝑥 3 −𝑥
Case 2. The denominator 𝑄(𝑥) can be factored into linear factors, some of which are
repeated. If the decomposition of 𝑄(𝑥) involves a factor (𝑥 − 𝑎)𝑞 , this gives rise to the
terms
𝐴1 𝐴2 𝐴𝑟
+ 2
+ ⋯+
(𝑥 − 𝑎) (𝑥 − 𝑎) (𝑥 − 𝑎 ) 𝑞
𝑥+5
Exercise: Find ∫ 𝑥3 −3𝑥+2 𝑑𝑥
Case 3. The denominator 𝑄(𝑥) can be factored into linear and quadratic factors, and
none of the quadratic factors is repeated. Each unrepeated quadratic factor, say 𝑥 2 +
𝑏𝑥 + 𝑐, in the decomposition of 𝑄(𝑥), gives rise to a term of the form
𝐴𝑥 + 𝐵
2
.
𝑥 + 𝑏𝑥 + 𝑐
MATH 113 – DIFFERENTIAL EQUATIONS 17
INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY
3𝑥 2 +𝑥−2
Exercise: Find ∫ (𝑥−1)(𝑥2 +1) 𝑑𝑥.
Self-evaluation: Use the “rules” (Theorems) to justify your solution in evaluating the
following:
𝑑 2𝑥+1 4 3. ∫ ln 𝑥 𝑑𝑥
1. [( ) ]
𝑑𝑥 3𝑥−1 4. ∫ (ln 𝑥 )2 𝑑𝑥
2. 𝐷𝑥 (sec4 2𝑥 2 ) ln 𝑥
5. ∫ 3 𝑑𝑥
𝑥
Review of Concepts:
Let 𝑢 be a differentiable function in 𝑥.
✓ Differentiation Formulas:
1.) 𝐷𝑥 (𝑢𝑟 ) = 𝑟𝑢𝑟−1 𝑑𝑢 6.) 𝐷𝑥 (cos 𝑢) = − sin 𝑢 𝑑𝑢
2.) 𝐷𝑥 (𝑒 𝑢 ) = 𝑒 𝑢 𝑑𝑢 7.) 𝐷𝑥 (tan 𝑢)𝑑𝑢 = sec2 𝑢 𝑑𝑢
1
3.) 𝐷𝑥 (ln 𝑢) = 𝑢 𝑑𝑢 8.) 𝐷𝑥 (cot 𝑢) = − csc2 𝑢 𝑑𝑢
9.) 𝐷𝑥 (sec 𝑢) = sec 𝑢 tan 𝑢 𝑑𝑢
4.) 𝐷𝑥 (𝑎𝑢 ) = 𝑎𝑢 ln 𝑎 𝑑𝑢
10.) 𝐷𝑥 (csc 𝑢) = − csc 𝑢 cot 𝑢 𝑑𝑢
5.) 𝐷𝑥 (sin 𝑢) = cos 𝑢 𝑑𝑢
1 1
11.) 𝐷𝑥 (arcsin 𝑢) = 𝑑𝑢 13.) 𝐷𝑥 (arcsec 𝑢) = 𝑑𝑢
√1−𝑢2 𝑢√𝑢2−1
1
12.) 𝐷𝑥 (arctan 𝑢) = 1+𝑢2 𝑑𝑢
✓ Integration Formulas:
𝑢𝑛+1 5.) ∫ sin 𝑢 𝑑𝑢 = − cos 𝑢 + 𝐶
1.) ∫ 𝑢𝑛 𝑑𝑢 = 𝑛+1 + 𝐶, 𝑛 ≠ 1
6.) ∫ cos 𝑢 𝑑𝑢 = sin 𝑢 + 𝐶
2.) ∫ 𝑒 𝑢 𝑑𝑢 = 𝑒 𝑢 + 𝐶
1 7.) ∫ sec2 𝑢 𝑑𝑢 = tan 𝑢 + 𝐶
3.) ∫ 𝑢 𝑑𝑢 = ln |𝑢| + 𝐶 8.) ∫ csc2 𝑢 𝑑𝑢 = − cot 𝑢 + 𝐶
𝑎𝑢
4.) ∫ 𝑎𝑢 𝑑𝑢 = ln 𝑎 + 𝐶, 𝑎 > 0
9.) ∫ sec 𝑢 tan 𝑢 𝑑𝑢 = sec 𝑢 + 𝐶 11.) ∫ sec 𝑢 𝑑𝑢 = ln | sec 𝑢 + tan 𝑢 | + 𝐶
10.) ∫ csc 𝑢 cot 𝑢 𝑑𝑢 = − csc 𝑢 + 𝐶
12.) ∫ csc 𝑢 𝑑𝑢 = − ln|csc 𝑢 + cot 𝑢| + 𝐶
1 𝑢
13.) ∫ √𝑎2 −𝑢2 𝑑𝑢 = arcsin (𝑎 ) + 𝐶
1 1 𝑢
14.) ∫ 𝑎2 +𝑢2 𝑑𝑢 = 𝑎 arctan (𝑎 ) + 𝐶
1 1 𝑢
15.) ∫ 𝑢√𝑢2−𝑎2 𝑑𝑢 = 𝑎 arcsec (𝑎 ) + 𝐶
1
16.) ∫ √𝑢2 +𝑎2 𝑑𝑢 = ln(𝑢 + √𝑢2 + 𝑎2 ) + 𝐶
1
17.) ∫ √𝑢2 −𝑎2 𝑑𝑢 = ln(𝑢 + √𝑢2 − 𝑎2 ) + 𝐶, |𝑢| > 𝑎 > 0
1 𝑢+𝑎
1
ln (𝑢−𝑎) + 𝐶, if |𝑢| > 𝑎
18.) ∫ 𝑑𝑢 = {2𝑎
𝑎2 −𝑢2 1 𝑎+𝑢
ln (𝑎−𝑢) + 𝐶, if |𝑢| < 𝑎
2𝑎
𝑑𝑢 1 𝑎+√𝑎2 −𝑢2
19.) ∫ 𝑢√𝑎2 −𝑢2 = − 𝑎 ln | | + 𝐶, for 0 < |𝑢| < 𝑎
𝑢
𝑑𝑢 1 𝑎+√𝑎2 +𝑢2
20.) ∫ 𝑢√𝑎2 +𝑢2 = − 𝑎 ln | 𝑢
| + 𝐶, for 𝑢 ≠ 0
✓ Integration by Substitution – we change the form of the integrand so that the integral
can be calculated easily using the integration formulas.
✓ Integration by Parts (formula) ∫ 𝑢𝑑𝑣 = 𝑢𝑣 − ∫ 𝑣𝑑𝑢
Post-Test: For the following problems, calculators are NOT allowed. Show your DETAILED
solution.
3 1
1. Calculate the following integral: ∫1 − 𝑥3 𝑑𝑥
a. −1/9 b. −1/27 c. 0 d. 1/27 e. 4/9
1 1
2. Compute the definite integral: ∫0 1+𝑥2 𝑑𝑥
a. −𝜋/2 b. 0 c. 𝜋/4 d. 𝜋/2 e. none of the choices
𝑑 ln 𝑥
3. Evaluate: 𝑑𝑥 [𝑥 ln 𝑥], ∫ 𝑥 ln 𝑥 𝑑𝑥 and ∫ 𝑑𝑥.
𝑥3
𝑥 3 −2𝑥
4. Find 𝑑𝑦/𝑑𝑥 for 𝑦 = .
sin 𝑥
𝑑 5
5. Find 𝑑𝑥 ∫𝑥3 sin 𝑡 2 𝑑𝑡. Reason out using the theorems for Differentiation and
Antidifferentiation.
Reference:
Leithold, L. (1990). The Calculus with Analytic Geometry. 6th Ed. Pp 139-212, 531-575.
https://drive.google.com/file/d/1-BDiEyVaxQlDdc9qaZ5ay-
Zi2BZqqAU0/view?usp=sharing
Module No. 2
Introduction to Differential Equations
Introduction: A differential equation (DE) is an equation for a function that relates the values
of the function to the values of its derivatives. The study of DE has three principal goals:
Objectives: At the end of the lesson, the students are expected to:
• Classify the different types of differential equations.
• Utilize the concept of linearity in Differential Equations.
• Apply the Existence and Uniqueness Theorem of solutions and evaluate the general and
particular solutions of a given differential equation;
Pre-test: Identify whether the given differential equation is ordinary or partial. Determine
which variable(s) is(are) dependent/independent. Give the order and degree of each of the
following equations. Finally, determine whether the given DE is linear or not.
𝑑𝑦 𝜕𝑢 𝜕2𝑢 𝜕2 𝑢
1. = cos 𝑥 5. = ℎ2 (𝜕𝑥2 + 𝜕𝑦2 )
𝑑𝑥 𝜕𝑡
2. (𝑥 2 + 𝑦 2 )𝑑𝑥 − 2𝑥𝑦𝑑𝑦 = 0 𝜕2𝑖 𝑑𝑖 1
6. 𝐿 +𝑅 + 𝑖 = 𝐸𝜔 cos 𝜔𝑡
𝑑3 𝑦 𝑑2 𝑦 𝜕𝑡 2 𝑑𝑡 𝐶
3. + sin 𝑥 𝑑𝑥2 + 𝑦 = cos 𝑥 𝜕2 𝑉 𝜕2 𝑉
𝑑𝑥 3
7. + 𝜕𝑦2 = 0
𝜕𝑥 2
𝑑𝑦 4 𝑑3 𝑦 2
4. ( ) = √3 − ( )
𝑑𝑥 𝑑𝑥 3
Learning Activities:
A Differential Equation is an equation with a function and one or more of its derivatives.
In our world, things change, and describing how they change often ends up as a Differential
Equation:
Differential Equations can describe how populations change, how heat moves, how springs
vibrate, how radioactive material decays and much more. They are a very natural way to
describe many things in the universe.
On its own, a Differential Equation is a wonderful way to express something, but is hard to use.
So we try to solve them by turning the Differential Equation into a simpler equation without the
differential bits, so we can do calculations, make graphs, predict the future, and so on.
So, we have seen that Differential Equations are great at describing things, but they need to be
solved to be useful—that is, given a physical situation, creating a differential equation is the
first major step but we also need to solve it to discover/describe how the physical situation
‘behaves’ with respect to certain variable(s).
You have probably worked out hundreds of differential equations without even realizing it! It’s
true! Let me give you an example:
∫ 2𝑥 𝑑𝑥
Well, think about what the notation means. You know that integration is the opposite of
differentiation. So, what we’re looking for here is a function 𝑓(𝑥) whose derivative is equal to
2𝑥. In other words, we have to solve:
𝑓 ′(𝑥 ) = 2𝑥
That’s a relation involving an unknown function 𝑓 and its derivative. But this differential
equation is trivial to solve! Just use the power rule for integrals (or guess-and-check).
𝑓 (𝑥 ) = 𝑥 2 + 𝑐.
So, in general, how do we solve DE’s? Over the years, wise people have worked out special
methods to solve some types of Differential Equations. So we need to know what type of
Differential Equation it is first. It is like travel: different kinds of transport have solved how to get
to certain places. Is it near, so we can just walk? Is there a road so we can take a car? Or is it in
another galaxy and we just can't get there yet? So let us first classify the Differential Equation.
To this end, we consider the following concepts:
• When an equation involves one or more derivatives with respect to a particular variable,
that variable is called an independent variable.
• A variable is called dependent if a derivative of that variable occurs.
Examples:
𝑑2 𝑖 𝑑𝑖 1
1. In the equation 𝐿 +𝑅 + 𝑖 = 𝐸𝜔 cos 𝜔𝑡,
𝑑𝑡 2 𝑑𝑡 𝐶
o 𝑖 is the dependent variable
o 𝑡 is the independent variable
o 𝐿, 𝑅, 𝐶, 𝐸, and 𝜔 are called parameters
Note/Definitions:
(Be careful not to confuse order with degree. Some people use the word order when they mean
degree!)
𝑑2 𝑦 𝑑𝑦 3
Example. The DE + 2𝑏 (𝑑𝑥) + 𝑦 = 0 is an equation of order two or a second-order
𝑑𝑥 2
equation.
𝐹(𝑥, 𝑦, 𝑦 ′, … , 𝑦 (𝑛) ) = 0.
Under suitable restrictions on the function 𝐹, the 𝑛th-order ODE can be solved explicitly for
𝑦 (𝑛) in terms of the other 𝑛 + 1 variables 𝑥, 𝑦, 𝑦 ′, … , 𝑦 (𝑛−1) to obtain
For this course, we shall assume that this is always possible. Otherwise, the 𝑛th-order ODE may
−2+√4+6𝑥 3 −2−√4+6𝑥 3
𝑦′ = or 𝑦′ = .
𝑥 𝑥
A function 𝜑, defined on an interval 𝑎 < 𝑥 < 𝑏, is called a solution of the DE ⍟, provided that
the 𝑛 derivatives of the function exist on the interval 𝑎 < 𝑥 < 𝑏 and
Example. Check whether or not the given relation satisfies the given DE.
𝑑2 𝑦 𝑑𝑦
1. + − 6𝑦 = 0; 𝑦 = 𝑒 2𝑥
𝑑𝑥 2 𝑑𝑥
′′′
2. 𝑦 − 3𝑦′ + 2𝑦 = 0; 𝑦 = 𝑒 −2𝑥
3. 𝑦 ′′′ − 3𝑦 ′ + 2𝑦 = 0; 𝑦 = 3𝑒 −2𝑥 + 4𝑒 𝑥
Sol’n:
𝑑2 𝑦
1. Since we have 𝑑𝑥2 , we shall take the second derivative of 𝑦 = 𝑒 2𝑥 . First, we get the
𝑑𝑦 𝑑2 𝑦
first derivative: 𝑑𝑥 = 2𝑒 2𝑥 which gives us 𝑑𝑥2 = 4𝑒 2𝑥 . Substituting these values to the
given equation,
𝑑2 𝑦 𝑑𝑦
+ − 6𝑦 = 4𝑒 2𝑥 + 2𝑒 2𝑥 − 6(𝑒2𝑥 ) = 6𝑒 2𝑥 − 6𝑒 2𝑥 = 0.
𝑑𝑥2 𝑑𝑥
𝑑2 𝑦 𝑑𝑦
Indeed, 𝑦 = 𝑒 2𝑥 is a solution to 𝑑𝑥2 + 𝑑𝑥 − 6𝑦 = 0.
Linearity
Linear equations are an important tool in science and many everyday applications. They allow
scientist to describe relationships between two variables in the physical world, make
predictions, calculate rates, and make conversions, among other things. Graphing linear
equations helps make trends visible. Gaining a strong understanding of linear equations both
helps in scientific problem solving and lays a foundation for exploring other, more
mathematically complex relationships in science.
A very important concept in the study of differential equations is that of linearity. Consider the
following definition:
Simply put, an ODE is linear when the variable (and its derivatives) has no exponent or other
function put on it. So, there must not be 𝑦 2 , 𝑦 3 , √𝑦, sin 𝑦, ln 𝑦, etc., just plain y (or whatever
the variable is).
Examples:
𝑑2 𝑦 𝑑𝑦 3
(1) + 2𝑏 (𝑑𝑥) + 𝑦 = 0 is nonlinear.
𝑑𝑥 2
𝑑2 𝑦 𝑑𝑦
(2) + 𝑑𝑥 − 6𝑦 = 0 is linear.
𝑑𝑥 2
(3) 𝑥 𝑦′′ + 𝑥𝑦′ + (𝑥 2 − 𝑛2 )𝑦 = 4𝑥 3 is also linear.
2
𝑑2 𝑥
3. + 𝑘 2 𝑥 = 0; 𝑥 = sin 𝑘𝑡
𝑑𝑡 2
✓ A differential equation (DE) is an equation for a function that relates the values of the
function to the values of its derivatives.
✓ The first major grouping/classification is:
o "Ordinary Differential Equations" (ODEs) have a single independent variable.
o "Partial Differential Equations" (PDEs) have two or more independent variables.
(We are learning about Ordinary Differential Equations here!)
✓ The order is the highest derivative (is it a first derivative? a second derivative? etc.)
✓ The degree is the exponent of the highest derivative.
✓ A solution of a DE is a function that satisfies the DE.
✓ An ODE of order 𝑛 is called linear if it may be written in the form
𝑑𝑛𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑏0 (𝑥) + 𝑏1 (𝑥) +··· +𝑏𝑛−1 (𝑥) + 𝑏𝑛 (𝑥)𝑦 = 𝑅(𝑥) (∗)
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
That is, an ODE is linear when the variable (and its derivatives) has no exponent or other
function put on it
Post-test:
A. State whether the equation is ordinary or partial, and give its order and degree.
𝑑2 𝑥
1. + 𝑘 2𝑥 = 0
𝑑𝑡 2
2. 𝑥 + 𝑦 2 )𝑑𝑥 + 2𝑥𝑦𝑑𝑦 = 0
( 2
3. 𝑦 ′′′ − 3𝑦 ′ + 2𝑦 = 0
𝜕2 𝑢 𝜕2 𝑢 𝜕2 𝑢
4. + 𝜕𝑦 2 + 𝜕𝑧 2 = 𝑐
𝜕𝑥 2
5. Verify that sin 𝑘𝑡 is a solution of (1).
3
2
6. Verify that for 𝑥 > 0, ( 3) 𝑥 2 is a solution of the equation 𝑦𝑦’’ = 𝑥 .
√
𝑑3 𝑦 𝑑2 𝑦 𝜕2 𝑉 𝜕2𝑉
3. + sin 𝑥 𝑑𝑥2 + 𝑦 = cos 𝑥 7. 𝜕𝑥2 + 𝜕𝑦2 = 0
𝑑𝑥 3
𝑑𝑦 4 𝑑3 𝑦 2
4. (𝑑𝑥 ) = √3 − (𝑑𝑥3 )
References:
Introduction: Once we are given a differential equation, naturally we would like to consider
the following basic questions.
1. Is(Are) there any solution(s)? (Existence)
2. If yes, is it unique or there many solutions? (Uniqueness)
A solution of a differential equation is a relation between the variables (independent and
dependent), which is free of derivatives of any order, and which satisfies the
differential equation identically. Now, let’s get into the details of what ‘differential equations
solutions’ actually are!
Objectives: At the end of the lesson, the students are expected to:
• Apply the Existence and Uniqueness Theorem of solutions; and
• Evaluate the general and particular solutions of a given differential equation.
Learning Activities:
The following theorem tells us that solutions to first-order differential equations exist and are
That is, the theorem guarantees that the given initial value problem will always have (existence
of) exactly one (uniqueness) solution, on any interval containing 𝑡0 as long as both 𝑝(𝑡) and
𝑔(𝑡) are continuous on the same interval. The largest of such intervals is called the interval of
validity of the given initial value problem. In other words, the interval of validity is the largest
interval such that (1) it contains 𝑡0 , and (2) it does not contain any discontinuity of 𝑝(𝑡) nor
𝑔(𝑡). Conversely, neither existence nor uniqueness of a solution is guaranteed at a
discontinuity of either 𝑝(𝑡) or 𝑔(𝑡).
A relation 𝑔(𝑥, 𝑦) = 0, is known as the implicit solution of the given differential equation if it
defines at least one real function 𝜑 of the variable 𝑥 on an interval 𝐼 such that this function is
an explicit solution of the differential equation on this interval, as per the above conditions.
A General Solution of an 𝑛th order differential equation is one that involves 𝑛 necessary
arbitrary constants.
If we solve a first order differential equation by variables separable method (to be discussed
later), we necessarily have to introduce an arbitrary constant as soon as the integration is
MATH 113 – DIFFERENTIAL EQUATIONS 32
INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY
performed. Thus you can see that a solution of a differential equation of the first order has 1
necessary arbitrary constant after simplification.
Similarly, the general solution of a second order differential equation will contain 2 necessary
arbitrary constants and so on. The general solution geometrically represents an n-parameter
𝑑𝑦
family of curves. For example, the general solution of the differential equation 𝑑𝑥 = 3𝑥 2 , which
turns out to be 𝑦 = 𝑥 3 + 𝑐 where 𝑐 is an arbitrary constant, denotes a one-parameter family of
curves as shown in the figure below.
A Particular Solution of a differential equation is a solution obtained from the General Solution
by assigning specific values to the arbitrary constants. The conditions for calculating the values
of the arbitrary constants can be provided to us in the form of an Initial-Value Problem (to be
discussed later), or Boundary Conditions, depending on the problem.
Answer: The function 𝑓(𝑡) must satisfy the differential equation in order to be a solution.
So let us first write down the derivatives of 𝑓:
Thus, we find the left-hand side of the differential equation to be equal to the right-hand side
after simplification. Therefore, given 𝑓(𝑡) is a solution of the differential equation.
Besides, since the order of the differential equation is 2, and the number of arbitrary constants
in the function 𝑓(𝑡) is 2, we find that the solution given by 𝑓(𝑡) is indeed the General Solution
of the differential equation.
From the expression 𝑓 (𝑡) = 𝑐1𝑒 𝑡 + 𝑐2𝑒 −3𝑡 + sin 𝑡, at 𝑡 = 0 we get 𝑓 (0) = 𝑐1 + 𝑐2 = 2 --eq(1).
Similarly, from 𝑓 ′ (𝑡) = 𝑐1 𝑒 𝑡 − 3𝑐2𝑒 −3𝑡 + cos 𝑡, at 𝑡 = 0, we get 𝑓 ′(0) = 𝑐1 − 3𝑐2 + 1 = −5 --
eq(2). On solving the simultaneous linear equations eq(1) and eq(2), we can get the values of
c1 and c2 as – 𝑐1 = 0 and 𝑐2 = 2. Thus, the required particular solution is
𝑓(𝑡) = 2𝑒 −3𝑡 + sin 𝑡.
Similarly, all other problems on differential equations solutions can be handled. This concludes
our discussion on this topic of differential equations solutions.
Example. Find the general solution for the differential equation 𝑑𝑦 + 7𝑥𝑑𝑥 = 0; and find
the particular solution given that 𝑦(0) = 3.
Sol’n: For the first part, we simply need to subtract 7𝑥 𝑑𝑥 from both sides, then insert integral
signs and integrate:
𝑑𝑦 = −7𝑥𝑑𝑥
∫ 𝑑𝑦 = −∫ 7𝑥𝑑𝑥
7
𝑦 = − 𝑥2 + 𝑐
2
This is the general solution for the given DE.
Now, we use the information 𝑦(0) = 3 to find 𝑐 : this means that at x = 0, y = 3. We substitute
these values into the equation that we found to find the particular solution.
7
3 = 2 (0)2 + 𝑐 gives 𝑐 = 3.
Self-evaluation:
Review of Concepts:
✓ When solving differential equations, find general solution first, then substitute given
numbers/conditions to find particular solution(s).
✓ A general solution to a linear ODE is a solution containing a number of arbitrary
variables (equal to the order of the ODE) corresponding to the constants of integration.
A particular solution is derived from the general solution by setting the constants of
integration to values that satisfy the initial value conditions of the problem.
Post-test:
Answer the following:
𝑑𝑦 𝑦
1. After solving the differential equation 𝑑𝑥 ln 𝑥 − 𝑥 = 0, (we will see how to solve this DE
in the next module—Separation of Variables), we obtain the result 𝑦 = 𝑐 ln 𝑥. Did we
get the correct general solution? Justify your answer.
2. Give two particular solutions for the DE in item (1).
3. Given that 𝑦(0) = 3, 𝑦 ′(1) = 4, 𝑦 ′′ (2) = 6, find the particular solution of 𝑦’’’ = 0.
Show your complete and detailed solution. Check your solution.
4. Determine the values of 𝑟 for which the given differential equation has solutions of the
form 𝑦 = 𝑒 𝑟𝑡 : 𝑦 ′′ + 𝑦 ′ − 6𝑦 = 0.
References:
Rainville, E. and Bedient, P. (1989). Elementary Differential Equations. 7 th Ed.
Borres, M. C.(2017). Differential Equations: Theory and Applications. Arcler Press. USA.
https://www.toppr.com/guides/maths/differential-equations/general-and-particular-
solutions-of-a-differential-equation/
Introduction: In most physical phenomena, the process can be commonly observed but the
differential equation that is responsible to it cannot be directly worked out. As a result, the
general solution is readily at disposal before the equation of which it is the solution is known.
Let’s begin with the topic to understand the ordinary differential equations in further detail.
Objectives: At the end of the lesson, the students are expected to: analyze a process of
eliminating the arbitrary constants.
Pre-test: What are arbitrary constants? Do you think the subject matter (elimination of
arbitrary constants) is necessary? Why? Why not?
Learning Activities: From a given relation, obtain the desired differential equation that is
(1) of order equal to the number of arbitrary constants in the given relation;
(2) consistent with the given relation; and
(3) free from arbitrary constants.
The Algorithm
Given: A relation (general solution) with 𝑛 arbitrary constants. The steps necessary to find the
ordinary differential equations satisfied by this solution are –
• Differentiate the general solution with respect to the independent variable
exactly 𝑛 times.
• Use the (𝑛 + 1) number of expressions (𝑛 derivatives) obtained to eliminate
the 𝑛 arbitrary constants in terms of the dependent variable or its derivatives.
• Obtain the final expression which contains absolutely no arbitrary constant. This is the
required differential equation.
To get a proper idea about the working of this algorithm, we consider the following:
From a theorem in elementary algebra, the three equations (1),(2), (3), considered as equations
in the two unknowns 𝑐1 and 𝑐2 , can have a solution if
−𝑦 𝑒 −2𝑥 𝑒 3𝑥
| −𝑦′ −2𝑒 −2𝑥 3𝑒 3𝑥 | = 0 (4)
−2𝑥 3𝑥
−𝑦′′ 4𝑒 9𝑒
Since 𝑒 −2𝑥 and 𝑒 3𝑥 cannot be zero, equation (4) may be written, with the factors -1,
𝑒 −2𝑥 and 𝑒 3𝑥 removed, as
𝑦 1 1
′
| 𝑦 −2 3| = 0
𝑦 ′′ 4 9
1. (𝑥 − 𝑎)2 + 𝑦 2 = 𝑎2
Sol’n: Direct differentiation yields 2(𝑥 − 𝑎) + 2𝑦𝑦 ′ = 0 from which 𝑎 = 𝑥 + 𝑦𝑦’.
Therefore, using the original equation, we find:
[𝑥 − (𝑥 + 𝑦𝑦 ′)]2 + 𝑦 2 = (𝑥 + 𝑦𝑦 ′)2
(𝑦𝑦 ′ )2 + 𝑦 2 = (𝑥 + 𝑦𝑦 ′)2 𝑜𝑟
2 2
𝑦 =𝑥 +2xyy’
which may be written in the form
(𝑥 2 − 𝑦 2 )𝑑𝑥 + 2𝑥𝑦𝑑𝑦 = 0.
(Another method: Isolation of an arbitrary constant)
(𝑥 − 𝑎 ) 2 + 𝑦 2 = 𝑎 2
𝑥 2 + 𝑦 2 − 2𝑎𝑥 = 0
𝑥2 + 𝑦2
= 2𝑎
𝑥
Self-evaluation:
Review of Concepts:
✓ To obtain the desired differential equation from a given relation, we shall eliminate the
arbitrary constants by differentiating the given relation 𝑛 times, where 𝑛 is the number
of constants to be eliminated. Use the resulting equations from the (multiple)
differentiation process(es) to eliminate the constants analytically. The required
differential equation is the equation free of constants.
✓ That is, here are the properties:
• The order of differential equation is equal to the number of arbitrary constants
in the given relation.
• The differential equation is consistent with the relation.
• The differential equation is free from arbitrary constants.
References:
Module No. 3
Solution of First Order, First Degree Ordinary Differential Equation
Introduction: Generally, there are three principal methods for analyzing and solving differential
equations. These are
- Qualitative analysis
- Numerical approximation
- Analytic (exact) analysis
From previous lessons, we established that most realistic ODEs cannot be solved exactly. For
these problems, one does a qualitative analysis to get a rough idea of the behavior of the
solution. Then a numerical method is employed to get an accurate solution. In this way, one can
verify the answer obtained from the numerical method by comparing it with the answer
obtained from qualitative analysis. In a few fortunate cases, a first-order OED can be solved
exactly. In this lesson, we shall discuss the different methods—as stipulated in the topic—that
can be employed in order to solve first order ODEs.
Learning Activities:
As stated in Module 2, classify first the ODEs before solving them. Methods in solving first order
ordinary differential equations will be discussed here. As an overview, refer to the following:
The natural logarithmic function and the natural exponential function are inverses of each
other: ln(𝑒 𝑥 ) = 𝑥 if and only if 𝑒 ln x = 𝑥.
Theorem
• ln 1 = 0
• If 𝑎 and 𝑏 are any positive numbers, then
𝑎
ln(𝑎𝑏) = ln 𝑎 + ln 𝑏 and ln (𝑏 ) = ln 𝑎 − ln 𝑏.
• If 𝑎 is any positive number and 𝑟 is any rational number, then ln 𝑎𝑟 = 𝑟 ln 𝑎.
Then equation (1) is a variable separable type and the solution is obtained by integrating (2)
term by term.
𝑑𝑦 2𝑦
Example (a) Solve the equation = , 𝑥 > 0, 𝑦 > 0.
𝑑𝑥 𝑥
𝑑𝑦 2𝑑𝑥
Sol’n. Separating the variables, we have = .
𝑦 𝑥
Hence, upon integrating both sides, we obtain a family of solutions
ln|𝑦| = 2 ln|𝑥 | + 𝑐.
Since we are in the first quadrant,
𝑦 = 𝑒 𝑐 𝑥 2.
𝑐
If we put 𝑐1 = 𝑒 , we can write
𝑦 = 𝑐1𝑥 2 , 𝑐1 > 0,
the general solution to the given DE.
𝑑𝑦
Sol’n. The given problem is an IVP. Writing 𝑦’ as 𝑑𝑥,
𝑑𝑦
2𝑥𝑦 = 1 + 𝑦2
𝑑𝑥
Separating the variables, we get
2𝑦𝑑𝑦 𝑑𝑥
2
= .
1+𝑦 𝑥
Integrating both sides yields:
ln|1 + 𝑦 2 | = ln|𝑥 | + 𝑐 ; that is,
1 + 𝑦 2 = x𝑐 where 𝑐1 = 𝑒 𝑐 ;
y = √𝑥𝑐1 − 1 --- general solution
for 𝑥 = 2, 𝑦 = 3,
3 = √2𝑐1 − 1
2
(3 = √2𝑐1 − 1)
9 + 1 = 2𝑐1
𝑐1 = 5
Thus, the particular solution is given by 𝑦 = √5𝑥 − 1 .
2
Example (c) Solve the equation: 𝑦 ′ = 𝑥𝑒 𝑦−𝑥 , when 𝑥 = 0, 𝑦 = 0.
Examples: 𝑥 2 − 3𝑥𝑦 + 4𝑦 2 , 𝑥 3 + 𝑦 3, 𝑥 4 𝑦 + 7𝑦 5
Extend the concept of homogeneity so it will apply to functions other than polynomials.
Examples:
𝑦 𝑥4
1. Consider the function 𝑓(𝑥, 𝑦) = 2𝑦 3 exp (𝑥) − (𝑥+3𝑦). Then
𝜆𝑦 𝜆4 𝑥 4
𝑓 (𝜆𝑥, 𝜆𝑦) = 2𝜆3 𝑦 3 exp (
)−( )
𝜆𝑥 𝜆𝑥 + 3𝜆𝑦
We see at once that 𝑓 (𝜆𝑥, 𝜆𝑦) = 𝜆3 𝑓(𝑥, 𝑦) ;hence, 𝑓(𝑥, 𝑦) is homogenous of degree 3
in 𝑥 and 𝑦.
1
2. The function √𝑥 + 4𝑦 is homogeneous of degree 2 in x and y. (Show this!)
𝑥
3. The function is homogeneous of degree zero in𝑥 and 𝑦. (Show this!)
√𝑥 2 +𝑦2
𝑥3
Exercise: Consider the functions 𝘔(𝑥, 𝑦) = 𝑥√𝑥𝑦 + 𝑦 2 and 𝘕(𝑥, 𝑦) = 𝑥+𝑦. Determine
whether or not the function is homogeneous. If it is, state the degree of the function.
Theorem. If 𝘔(𝑥, 𝑦) and 𝘕(𝑥, 𝑦) are both homogeneous and of the same degree, the function
𝘔(𝑥,𝑦)
is homogeneous of degree zero.
𝘕(𝑥,𝑦)
𝑦
Theorem. If 𝑓(𝑥, 𝑦) is homogeneous of degree zero in 𝑥 and 𝑦, 𝑓(𝑥, 𝑦) is a function of 𝑥 alone.
Consider the ODE
where 𝘔 and 𝘕 are homogeneous functions of the same degree in 𝑥 and 𝑦. Equation (3) can be
𝑑𝑦 𝘔(𝑥,𝑦)
written as + 𝘕(𝑥,𝑦) = 0. (4)
𝑑𝑥
𝘔(𝑥,𝑦) 𝑑𝑦
Let (𝑔) = . Then equation (3) becomes + 𝑔 = 0, (5)
𝘕(𝑥,𝑦) 𝑑𝑥
𝑦 𝑥 𝑦
where 𝑔 is a function of 𝑥 alone (or, function of 𝑦 alone). In addition, let 𝑣 = 𝑥. Then
𝑦 = 𝑣𝑥
and
𝑑𝑦 𝑑𝑣
=𝑣+𝑥 (6)
𝑑𝑥 𝑑𝑥
Substituting equation (6) to equation (5), we have
𝑑𝑣
𝑥 + 𝑣 + 𝑔 (𝑣 ) = 0
𝑑𝑥
a variable separable type. We then proceed as in the variable separable method.
1. (𝑥 2 − 𝑥𝑦 + 𝑦 2 )𝑑𝑥 − 𝑥𝑦𝑑𝑦 = 0
𝑦
Sol’n. Let 𝑣 = 𝑥 ; 𝑦 = 𝑣𝑥 and 𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣. Substitute to the given DE:
[𝑥 2 − 𝑥 (𝑣𝑥 ) + (𝑣𝑥 )2 ]𝑑𝑥 − 𝑥(𝑣𝑥 )(𝑣𝑑𝑥 + 𝑥𝑑𝑣) = 0
𝑥 2 (1 − 𝑣 + 𝑣 2)𝑑𝑥 − 𝑥 2 [𝑣 2 𝑑𝑥 + 𝑣𝑥𝑑𝑣 ] = 0
(1 − 𝑣 + 𝑣 2 )𝑑𝑥 − 𝑣 2 𝑑𝑥 + 𝑣𝑥𝑑𝑣 = 0
(1 − 𝑣 + 𝑣 2 )𝑑𝑥 − 𝑣(𝑣𝑑𝑥 + 𝑥𝑑𝑣) = 0
or (1 − 𝑣 )𝑑𝑥 − 𝑥𝑣𝑑𝑣 = 0
Separating the variables,
𝑑𝑥 𝑣𝑑𝑣 𝑑𝑥 1
+ 𝑣−1 = 0; that is, + (1 + 𝑣−1) 𝑑𝑣 = 0;
𝑥 𝑥
Integrating term by term, we have the family of solutions
ln|𝑥 | + 𝑣 + ln |𝑣 − 1| = ln |𝑐|, or 𝑥 (𝑣 − 1)𝑒 𝑣 = 𝑐.
In terms of the original variables, these solutions are given by
𝑦 𝑦 𝑦
𝑥 (𝑥 − 1) exp (𝑥) = 𝑐, or (𝑦 − 𝑥 )exp (𝑥) = 𝑐.
2. 𝑥𝑦𝑑𝑥 + (𝑥 2 + 𝑦 2 )𝑑𝑦 = 0
Sol’n. Put 𝑥 = 𝑣𝑦 then 𝑑𝑥 = 𝑣𝑑𝑦 + 𝑦𝑑𝑣, and substitution to the given DE gives:
(𝑣𝑦)𝑦(𝑣𝑑𝑦 + 𝑦𝑑𝑣 ) + [(𝑣𝑦)2 + 𝑦 2 ]𝑑𝑦 = 0
For instance, if we use 𝑦 = 𝑣𝑥 to solve example (2), then 𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣 and substitution to
the DE in Example(2),
(𝑣 3 + 2𝑣 )𝑑𝑥 + 𝑥 (𝑣 2 + 1)𝑑𝑣 = 0
𝑑𝑥 (𝑣 2 + 1)𝑑𝑣
+ = 0.
𝑥 𝑣 3 + 2𝑣
(𝑣 2 +1)𝑑𝑣
For ∫ , we may employ the technique of partial fractions:
𝑣 3 +2𝑣
(NOTE: You are ALLOWED to use any technique of integration. Use what you think is most
appropriate.)
By partial fractions:
(𝑣 2 +1) 𝐴 𝐵𝑣+𝐶 𝐴(𝑣 2 +2)+𝑣(𝐵𝑣+𝐶)
= 𝑣+ 𝑣2 +2 =
𝑣(𝑣 2 +2) 𝑣(𝑣 2 +2)
Then we get the system of equations composed of 𝐶𝑣 = 0; 2𝐴 = 1, and 𝐴 + 𝐵 = 1; that is, we
1 1
get 𝐴 = 2, 𝐵 = 2 and 𝐶 = 0. Thus,
(𝑣 2 + 1) 1 𝑑𝑣 1 𝑣𝑑𝑣 1 1
∫ 2
𝑑𝑣 = ∫ + ∫ 2 = ln 𝑣 + ln(𝑣 2 + 2) + 𝑐1.
𝑣 (𝑣 + 2) 2 𝑣 2 𝑣 +2 2 4
𝑑𝑥 (𝑣 2 +1)𝑑𝑣
Integrating the variable separable equation 𝑥 + 𝑣3 +2𝑣 = 0, we obtain
1 1
ln|𝑥 | + ln 𝑣 + ln(𝑣 2 + 2) = ln 𝑐
2 2
4 ln|𝑥 | + 2 ln 𝑣 + ln(𝑣 2 + 2) = 4 ln 𝑐
𝑥 4 (𝑣 2 + 2)𝑣 2 = 𝑐 4
𝑥 4 (𝑣 4 + 2𝑣 2) = 𝑐 4
𝑦
plugging in 𝑣 = , we get
𝑥
𝑦4 𝑦2
𝑥 4 + 2 2 = 𝑐4
4
𝑥 𝑥
𝑦 4 + 2𝑦 2 𝑥 2 = 𝑐 4
or, simply, 𝑦 2 (2𝑥 2 + 𝑦 2 ) = 𝑐 (this constitutes the solution).
𝑥
Answer: ln|𝑥 | − 𝑦+4𝑥 = 𝑐
Using the definition to check if the equation is exact would be a bit complicated. (Why?) Here is
a result which will be extremely useful to address this difficulty.
Theorem.
𝜕𝑀 𝜕𝑁
If 𝑀, 𝑁, , and are continuous functions of 𝑥 and 𝑦, then a necessary and sufficient
𝜕𝑦 𝜕𝑥
𝜕𝑀 𝜕𝑁
condition that 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0 be an exact equation is that = .
𝜕𝑦 𝜕𝑥
Due to the theorem above, we conclude that the given DE is exact. Thus, its solution is
𝐹 = 𝑐, where
𝜕𝐹 2 𝜕𝐹
= 𝑀 = 3𝑥 𝑦 − 6𝑥 and = 𝑁 = 𝑥 3 + 2𝑦.
𝜕𝑥 𝜕𝑥
Using these, we will solve for 𝐹. Consider the function 𝑀 (𝑥, 𝑦) = 3𝑥 2 𝑦 − 6𝑥
𝜕𝐹
𝑀= = 3𝑥 2 𝑦 − 6𝑥
𝜕𝑥
Integrating both sides with respect to 𝑥, we get 𝐹 = 𝑥 3 𝑦 − 3𝑥 2 + 𝑇(𝑦).
To determine 𝑇(𝑦), we use the fact that it must satisfy:
𝜕𝑓
𝑁= = 𝑥 3 + 𝑇 ′(𝑦) = 𝑥 3 + 2𝑦
𝜕𝑦
𝑇 ′ (𝑦) = 2𝑦
𝑑𝑇
= 2𝑦
𝑑𝑦
𝑇 (𝑦 ) = 𝑦 2
Thus, 𝐹 = 𝑥 3 𝑦 − 3𝑥 2 + 𝑦 2 and the set of solutions: 𝑥 3 𝑦 − 3𝑥 2 + 𝑦 2 = 𝑐.
Remark. Whether you start with 𝑀 or 𝑁 is immaterial. You will arrive at the same answer.
𝜕𝐹
Next, we solve for 𝑄(𝑥). Differentiating 𝐹 with respect to 𝑥 (i.e., we obtain 𝜕𝑥 ), and
𝜕𝐹
equating to 𝑀 (since 𝑀 = ),
𝜕𝑥
−𝑥𝑦 − 2𝑦 + 𝑄′(𝑥 ) = 2𝑥 3 − 𝑥𝑦 2 − 2𝑦 + 3
2
𝑄′(𝑥) = 2𝑥 3 + 3
1
𝑄(𝑥) = 𝑥 4 + 3𝑥
2
Set of solutions:
1 1 1
𝐹 = − 2 𝑥 2 𝑦 2 − 2𝑥𝑦 + 2 𝑥 4 + 3𝑥 = 𝑐 or
2
𝑥 4 − 𝑥 2 𝑦 2 − 4𝑥𝑦 + 6𝑥 = 𝑐
♣ Reading Assignment: Discussion for the steps involved in solving linear equations of order
one.
• Multiply both sides of the equation (in standard form) by the integrating factor.
• Solve the resultant exact equation.
Remark: One integrating factor is sufficient. Hence, we may use in the 𝑒𝑥𝑝 (∫ 𝑃𝑑𝑥) any
function whose derivative is P.
Note: In integrating the exact equation, the integral of the left member is always the product of
the dependent variable and the integrating factor used.
Check: From (10), we get (8) by differentiation. Original DE follows from (8). Hence, (10)
defines a set of solutions of the original equation.
That is, for 𝑦 > 0, 𝑦 3 𝑒 −𝑦 is an integrating factor for equation (11), and for 𝑦 < 0,
−𝑦 3 𝑒 −𝑦 serves as an integrating factor. Multiply 𝑦 3 𝑒 −𝑦 to the equation in standard
form:
𝑑𝑥 3 −2
𝑦 3 𝑒 −𝑦 [ + ( − 1) 𝑥 = ]
𝑑𝑦 𝑦 𝑦
𝑦 3 𝑒 −𝑦 𝑑𝑥 + 𝑦 2 (3 − 𝑦)𝑒 −𝑦 𝑥𝑑𝑦 = −2𝑦 2 𝑒 −𝑦 𝑑𝑦
from which,
𝑥𝑦 3 𝑒 −𝑦 = −2 ∫ 𝑦 2 𝑒 −𝑦 𝑑𝑦 = 2𝑦 2 𝑒 −𝑦 + 4𝑦𝑒 −𝑦 + 4𝑒 −𝑦 + 𝑐.
Family of solutions: 𝑥𝑦 3 = 2𝑦 2 + 4𝑦 + 4 + 𝑐𝑒 𝑦 .
◊ Hence, any Bernoulli equation can be solved with the aid of the foregoing change of
variable (unless for 𝑛 = 1, when no substitution is needed.)
2. 6𝑦 2 𝑑𝑥 − 𝑥(2𝑥 3 + 𝑦)𝑑𝑦 = 0
Sol’n. The given equation is a Bernoulli equation with 𝑥 as the dependent variable. (Why?)
6𝑦 2 𝑑𝑥 − 𝑥 (𝑦𝑑𝑦) − 2𝑥 4 𝑑𝑦 = 0.
1
Exercise: Find the particular solution of (2𝑥 + 3)𝑦 ′ = 𝑦 + (2𝑥 + 3)2 when 𝑥 = −1, 𝑦 = 0.
Self-evaluation:
1. Suppose that you are given a first order ordinary differential equation for which the
solution can be solved analytically. How are you going to begin solving it? Are there
1
𝑣 ′ + 𝑃(𝑥 )𝑣 = 𝑄(𝑥)
1−𝑛
References:
Module No. 4
Application of First Order Differential Equation
Pre-test:
1. Choose one:
a. A certain culture of bacteria grows at a rate proportional to its size. If the size
doubles in 4 days, find the time required for the culture to increase to 10 times
to its original size.
b. Use the fact that the world population was 2560 million in 1950 and 3040 million
in 1960 to model the population of the world in the second half of the 20th
century. (Assume that the growth rate is proportional to the population size.)
What is the relative growth 𝑘? Use the model to estimate the world population
in 2020, and to predict the population in the year 2025.
c. Assume that the population of a certain city increases at a rate proportional to
the number of its inhabitants at any time. If the population doubles in 40 years,
in how many years will it triple?
2. An apple pie with an initial temperature of 1700 C is removed from the oven and left to
cool in a room with an air temperature of 200 C. Given that the temperature of the pie
initially decreases at a rate of 3.00 C/min, how long will it take for the pie to cool to a
temperature of 300 C?
3. A large tank initially contains 200 gal of brine in which 15lb of salt is dissolved. Starting
at 𝑡 = 0, brine containing 4lb of salt per gallon flows into the tank at the rate of 3.5
gal/min. The mixture is kept uniform by stirring and the well- stirred mixture leaves the
tank at the rate of 4 gal/min. How much salt is in the tank at the end of one hour? How
much salt is in the tank when the tank contains only 50 gal of brine?
4. A capacitor with a capacitance of 5.0 coulombs/volt holds an initial charge of 350
coulombs. The capacitor is attached to a resistor with a resistance of 8.0 volt ·
sec/coulomb. How quickly will the charge held by the capacitor initially decrease? How
quickly will the charge be decreasing after 20 seconds?
Learning Activities:
In many natural phenomena, quantities grow or decay at a rate proportional to their size. For
example, if 𝑦 = 𝑦(𝑡) is the number of individuals in a population of animals or bacteria at time
𝑡, then it seems reasonable to expect that the rate of growth 𝑦 ′(𝑡)is proportional to the
population 𝑦(𝑡); that is, 𝑦 ′(𝑡) = 𝑘𝑦(𝑡) for some constant 𝑘.
The mathematical model given by the equation 𝑦 ′(𝑡) = 𝑘𝑦(𝑡) can be predicted what actually
happens fairly accurately under ideal conditions (unlimited environment, adequate nutrition,
immunity to disease). Also, we can see many examples in nuclear physics, chemistry and
finance.
In general, if 𝑦(𝑡) is the value of a quantity 𝑦 at time 𝑡 and if the rate of change of 𝑦 with
respect to 𝑡 is proportional to its size 𝑦(𝑡) at any time, then
𝑑𝑦
= 𝑘𝑦,
𝑑𝑡
where 𝑘 is a constant, and the above equation is sometimes called the law of natural growth (if
𝑘 > 0) or the law of natural decay (if 𝑘 < 0).
In view of the above discussion, it what follows, 𝑦 is 𝑁: Let 𝑁(𝑡) denote any amount of
𝑑𝑁
substance (or population) that is either growing or decaying. If we assume that 𝑑𝑡 , the time
rate of change of this amount of substance, is proportional to the amount of substance present,
then
𝑑𝑁
= 𝑘𝑁
𝑑𝑡
when 𝑘 is positive, population (substance) grows, when 𝑘 is negative, population (substance)
decays.
We are assuming that 𝑁 (𝑡) is a differentiable, hence continuous, function of time. For
population problems, where 𝑁(𝑡) is actually discrete and integer-valued, this assumption is
incorrect. Nonetheless, above model still provides a good approximation to the physical laws
governing such a system.
Observe that the model equation is separable. Rewriting it, we obtain
𝑑𝑁
= 𝑘𝑑𝑡 .
𝑁
Integration of both sides gives: ln 𝑁 = 𝑘𝑡 + 𝑐1 or 𝑁 = 𝐶𝑒 𝑘𝑡 where 𝐶 = 𝑒 𝑐1 .
If we are given that 𝑁 (0) = 𝑁0 , then 𝑁0 = 𝐶𝑒 𝑘⋅0 = 𝐶𝑒 0 = 𝐶; that is, 𝐶 = 𝑁0 . Hence,
𝑁 = 𝑁0 𝑒 𝑘𝑡 .
Note: If 𝑘 > 0 the exponential growth occurs, and if 𝑘 < 0 the exponential decay occurs.
Example 1. The population of a certain island is known to increase at a rate proportional to the
number of people presently living in the island. If after two years the population has doubled,
and after three years the population is 20000, estimate the number of people initially living in
the island.
Solution: Let 𝑁0 be the number of people initially living in the island. Then
𝑁(0) = 𝑁0 , 𝑁(2) = 2𝑁0 , 𝑁(3) = 20000.
As was shown above, if 𝑁(0) = 𝑁0 , then 𝑁 = 𝑁0 𝑒 𝑘𝑡 . Now, since 𝑁(2) = 2𝑁0 ,
𝑁(2) = 2𝑁0 = 𝑁0 𝑒 𝑘⋅2 or 2𝑘 = ln 2.
This gives
ln 2
𝑘= .
2
The equation for the model can be rewritten as
ln 2
𝑡
𝑁 = 𝑁0 𝑒 2 .
Exercise: A radioactive material has an initial mass 100mg. After two years, 75mg is left of
the said material. Find the amount of the material at any time. What is the period of its half-
life?
Let 𝑇 denote the temperature of the body and let 𝑇𝑚 denote the temperature of the
𝑑𝑇
surrounding medium. Then the time rate of change of the temperature of the body is 𝑑𝑡 , and
Newton’s law of cooling can be formulated as
𝑑𝑇
= −𝑘(𝑇 − 𝑇𝑚 )
𝑑𝑡
𝑑𝑇
+ 𝑘𝑇 = 𝑘𝑇𝑚
𝑑𝑡
where 𝑘 is a positive constant of proportionality. Once 𝑘 is chosen positive, the minus sign is
𝑑𝑇
required in Newton's law to make negative in a cooling process, when 𝑇 is greater than 𝑇𝑚,
𝑑𝑡
and positive in a heating process, when 𝑇 is less than 𝑇𝑚.
Solution: Given: 𝑇(0) = 50, 𝑇(10) = 75, 𝑇𝑚 = 150. The differential equation is:
𝑑𝑇
+ 𝑘𝑇 = 150𝑘
𝑑𝑡
This is again, as in Example 1, a first order linear differential equation. Its solution is
𝑇 = 𝐶𝑒 −𝑘𝑡 + 150.
Since 𝑇(0) = 50, then 50 = 𝐶𝑒 −𝑘𝑡 + 150; that is, 𝐶 = −100. Now the equation has the form
𝑇 = −100𝑒 −𝑘𝑡 + 150.
ln(0.75)
Since 𝑇(10) = 75, we have 75 = −100𝑒 −10𝑘 + 150; or 𝑘 = − . Finally, we have the
10
following form:
ln(0.75)
𝑡
𝑇 = −100𝑒 10 + 150
We shall now find 𝑡 such that 𝑇(𝑡) = 100:
ln(0.75)
100 = −100𝑒 10 𝑡 + 150
ln 0.5
𝑡 = 10 ≈ 24.0942 minutes.
ln 0.75
Exercise:
a. A glass of a hot water has an initial temperature of 800 C, placed in a room where the
temperature is 300 C. After one minute, the water temperature drops to 700 C. What will
be the temperature after 3 minutes? At what time will the water cool down to 400 C?
b. A bottle of soda at room temperature 720 F is placed in a refrigerator where the
temperature is 440 F. After half an hour, the soda has cooled to 610 F.
i. What is the temperature of the soda after another half hour?
ii. How long does it take for the soda to cool to 500 F?
Consider a tank which initially holds 𝑉0 gal of brine that contains 𝑎 lb of salt. Another brine
solution, containing 𝑏 lb of salt per gallon, is poured into the tank at the rate of 𝑒 gal/min while,
simultaneously, the well-stirred solution leaves the tank at the rate of 𝑓 gal/min. The problem is
to find the amount of salt in the tank at any time 𝑡.
Let 𝑄 denote the amount (in pounds) of salt in the tank at any time 𝑡. The time rate of
𝑑𝑄
change of 𝑄, 𝑑𝑡 , equals the rate at which salt enters the tank minus the rate at which salt
leaves the tank. Salt enters the tank at the rate of 𝑏𝑒 lb/min. To determine the rate at which
salt leaves the tank, we first calculate the volume of brine in the tank at any time 𝑡, which is the
initial volume 𝑉0 plus the volume of brine added 𝑒𝑡 minus the volume of brine removed 𝑓𝑡.
Thus, the volume of brine at any time is
𝑉0 + 𝑒𝑡 − 𝑓𝑡.
The concentration of salt in the tank at any time is
𝑄
,
𝑉0 +𝑒𝑡−𝑓𝑡
from which it follows that salt leaves the tank at the rate of
𝑄
𝑓 𝑉 +𝑒𝑡−𝑓𝑡 gal/min.
0
Thus,
𝑑𝑄 𝑄 𝑑𝑄 𝑄
= 𝑏𝑒 − 𝑓 𝑉 +𝑒𝑡−𝑓𝑡 or + 𝑓 𝑉 +(𝑒−𝑓)𝑡 = 𝑏𝑒 .
𝑑𝑡 0 𝑑𝑡 0
Example 1. A tank initially holds 100 gal of a brine solution containing 20 Ib of salt. At 𝑡 = 0,
fresh water is poured into the tank at the rate of 5 gal/min, while the well-stirred mixture
leaves the tank at the same rate. Find the amount of salt in the tank at any time 𝑡.
Example 2. A tank contains 40 L of solution containing 2 g of substance per liter. Salt water
containing 3 g of this substance per liter runs in at the rate of 4 L/min and the well-stirred
mixture runs out at the same rate. Find the amount of substance in the tank after 15 minutes.
Note that here we have problem in terms of liters and grams, not in terms of pounds and
gallons. It doesn't matter. The main thing is that all variables were presented using same units.
Initially, there are 40 L of solution and each liter contains 2 grams of substance; that is, initially,
there are 40 ⋅ 2 = 80 grams of substance. Thus, we have 𝑉0 = 40, 𝑎 = 80, 𝑏 = 3, 𝑒 = 𝑓 = 4.
And the equation is written as
𝑑𝑄 1
+ 𝑄 = 12 ,
𝑑𝑡 10
𝑡
a linear equation. Its solution is 𝑄(𝑡) = 120 + 𝐶𝑒 −10 . (WHY?)
At 𝑡 = 0, we are given that 𝑄 = 𝑎 = 80, thus,
0
80 = 120 + 𝐶𝑒 −10 or 𝐶 = −40.
𝑡
−
Hence, 𝑄(𝑡) = 120 − 40𝑒 10 . We need to find 𝑄(15):
15
𝑄(𝑡) = 120 − 40𝑒 −10 ≈ 111.075 grams.
Exercise: A tank contains a salt water solution consisting initially of 20 kg of salt dissolved into
10 L of water. Fresh water is being poured into the tank at a rate of 3 L/min. and the solution
(kept uniform by stirring) is flowing out at 2 L/min. The figure below shows this setup. Find the
amount of salt in the tank after 5 minutes.
Electric Circuits
The basic laws governing the flow of electric current in a circuit or a network will be given here
without derivation. Common notations:
𝑡 (sec) = time
𝑄 (coulombs) = quantity of electricity; for example, charge on a capacitor
𝐼 (amperes) = current, time rate of flow of electricity
𝐸 (volts) = electromotive force or voltage
𝑅 (ohms) = resistance
𝐿 (henrys) = inductance
𝐶 (farads) = capacitance
The current at each point in a network may be determined by solving the equations that result
MATH 113 – DIFFERENTIAL EQUATIONS 64
INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY
RL circuit: RC circuit:
The basic equation governing the amount of current 𝐼 (in amperes) in a simple RL circuit
consisting of a resistance 𝑅 (in ohms), an inductor 𝐿 (in henries), and an electromotive force
(abbreviated emf) 𝐸 (in volts) is
𝑑𝐼 𝑅 𝐸
+ 𝐿 𝐼 = 𝐿.
𝑑𝑡
1 1
𝐼 = − 10 𝑒 −50𝑡 + 10.
1
The quantity − 10 𝑒 −50𝑡 is called a transient current since this quantity goes to zero (“dies out”)
1
as 𝑡 → ∞. The quantity 10 is called the steady-state current. As 𝑡 → ∞, the current 𝐼 approaches
the value of the steady-state current.
Example 2. An RC circuit has an emf of 300 cos(2𝑡) volts, a resistance of 150 ohms, a
1
capacitance of 600 farad, and an initial charge on the capacitor of 5 coulombs. Find the charge
on the capacitor at any time 𝑡 and the steady-state current.
1
Solution: Here, 𝐸 = 300 cos(2𝑡), 𝑅 = 150, 𝐶 = 600. So,
𝑑𝑄
+ 4𝑄 = 2 cos(2𝑡),
𝑑𝑡
1
Thus, 𝑄 = 5 [𝑒 −4𝑡 + sin(2𝑡) + 2 cos(2𝑡)].
𝑑𝑞
Next, since 𝐼 = then
𝑑𝑡
1
𝐼= [−92𝑒 −4𝑡 + 2 cos(2𝑡) − 4 sin(2𝑡)]
5
and the steady-state current is
1
[2 cos(2𝑡) − 4 sin(2𝑡)].
𝐼𝑠 =
5
92
(− 5 𝑒 −4𝑡 is transient because this quantity goes to zero as 𝑡 → ∞, unlike 𝐼𝑠 .)
1. In 1974, Stephen Hawking discovered that black holes emit a small amount of
radiation, causing them to slowly evaporate over time. According to Hawking, the mass
M of a black hole obeys the differential equation
𝑑𝑀 𝑘
= −
𝑑𝑡 𝑀2
23 3
where 𝑘 = 1.26 × 10 kg /year.
(a) Use separation of variables to find the general solution to this equation.
(b) After a supernova, the remnant of a star collapses into a black hole with an initial
mass of 6.00 × 1031 kg. How long will it take for this black hole to evaporate
completely?
2. Water is being drained from a spout in the bottom of a cylindrical tank. According to
Torricelli’s law, the volume 𝑉 of water left in the tank obeys the differential equation
𝑑𝑉
= −𝑘√𝑉
𝑑𝑡
where 𝑘 is a constant.
(a) Use separation of variables to find the general solution to this equation.
(b) Suppose the tank initially holds 30.0 L of water, which initially drains at a rate of
1.80 L/min. How long will it take for tank to drain completely?
Review of Concepts:
𝑑𝑦
✓ The natural growth equation is the differential equation 𝑑𝑡 = 𝑘𝑦 where 𝑘 is a constant.
Its solutions have the form 𝑦 = 𝑦0 𝑒 𝑘𝑡 where 𝑦0 = 𝑦(0) is the initial value of 𝑦.
- The constant 𝑘 is called the rate constant or growth constant, and has units of
inverse time (number per second). The sign of 𝑘 governs the behavior of the
solutions:
o If 𝑘 > 0, then the variable 𝑦 increases exponentially over time. This is called
exponential growth.
o If 𝑘 < 0, then the variable 𝑦 decreases over time, approaching zero
asymptotically. This is called exponential decay.
✓ Newton’s law of cooling is a differential equation that predicts the cooling of a warm
body placed in a cold environment. According to the law, the rate at which the
temperature of the body decreases is proportional to the difference of temperature
between the body and its environment. In symbols,
𝑑𝑇
= −𝑘(𝑇 − 𝑇𝑚 )
𝑑𝑡
where 𝑘 is a positive constant of proportionality. Once 𝑘 is chosen positive, the minus
𝑑𝑇
sign is required in Newton's law to make 𝑑𝑡 negative in a cooling process, when 𝑇 is
greater than 𝑇𝑚, and positive in a heating process, when 𝑇 is less than 𝑇𝑚.
References:
(online resources/references are optional)
http://faculty.bard.edu/~belk/math213s14/ApplicationsOfDifferentialEquations.pdf
https://www.civil.uwaterloo.ca/xie/Graphics/XIE_Differential%20Equations%20for%20E
ngineers_Excerpt.pdf
Rainville, E. and Bedient, P. (1989). Elementary Differential Equations. 7 th Ed.