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Ceit DE

This document provides a review of calculus concepts needed to study differential equations. It covers the definition of the derivative and formulas for finding derivatives of basic functions like polynomials, exponentials, and logarithms. Theorems on differentiation are presented, including the sum, product, quotient and chain rules. Examples demonstrate applying the rules to find derivatives of various functions. The goal is to refresh students' knowledge of differential calculus prior to beginning the study of differential equations.

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Clint Mosenabre
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0% found this document useful (0 votes)
206 views69 pages

Ceit DE

This document provides a review of calculus concepts needed to study differential equations. It covers the definition of the derivative and formulas for finding derivatives of basic functions like polynomials, exponentials, and logarithms. Theorems on differentiation are presented, including the sum, product, quotient and chain rules. Examples demonstrate applying the rules to find derivatives of various functions. The goal is to refresh students' knowledge of differential calculus prior to beginning the study of differential equations.

Uploaded by

Clint Mosenabre
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 69

LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

Differential Equations
MIDTERM

Module No. 1 .............................................................................................................................................. 1


Review on Calculus................................................................................................................................. 1
Module No. 2 ............................................................................................................................................ 21
Introduction to Differential Equations................................................................................................. 21
Existence and Uniqueness of Solutions.............................................................................................. 31
Solution of a Differential Equation (General and Particular) ............................................................. 32
Module No. 3 ............................................................................................................................................ 41
Solution of First Order, First Degree Ordinary Differential Equation .................................................. 41
Module No. 4 ............................................................................................................................................ 57
Application of First Order Differential Equation .................................................................................. 57

MATH 113 – DIFFERENTIAL EQUATIONS 0


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

Module No. 1
Review on Calculus

Topic: Review in Differential Calculus; Review in Integral Calculus

Time Frame: 6 hours

Introduction: A basic understanding of calculus is required to undertake a study of differential


equations. This module presents a short review.

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

Supplementary (LECTURE): https://drive.google.com/file/d/1-BDiEyVaxQlDdc9qaZ5ay-


Zi2BZqqAU0/view?usp=sharing

Video Lectures: (overview on calculus) https://www.youtube.com/watch?v=rCxi-O79sVo


https://www.youtube.com/watch?v=WsQQvHm4lSw
(differential calculus) https://www.youtube.com/watch?v=lEj3dzj2Doc
MATH 113 – DIFFERENTIAL EQUATIONS 1
INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

(integral calculus) https://www.youtube.com/watch?v=o75AqTInKDU and


https://www.youtube.com/watch?v=rCWOdfQ3cwQ

Review in Differential Calculus

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.

Formal Definition of a Derivative

If 𝑓 is a function of an independent variable, say 𝑥, then the derivative of 𝒇 at 𝒙𝟎 ,


denoted by 𝑓′(𝑥0 ), is given by
𝑓(𝑥0 +ℎ)−𝑓(𝑥0 )
𝑓 ′ (𝑥0 ) = lim ,
ℎ→0 ℎ
If this limit exists. If 𝑓′(𝑥0 ) exists, then 𝑓 is said to be differentiable at 𝒙𝟎 . The function
𝑓 is said to be differentiable if it is differentiable at each point in the domain of 𝑓.

The process of finding the derivative of a given function is called differentiation.

Theorem 1. THEOREMS ON DIFFERENTIATION


1. (Derivative of a Constant Function) If 𝑓 (𝑥 ) = 𝑐 for all 𝑥, where 𝑐 is a constant, then
𝑓 ′ (𝑥 ) = 0.
2. If 𝑟 is a rational number and 𝑓 (𝑥 ) = 𝑥 𝑟 , then 𝑓 ′(𝑥 ) = 𝑟𝑥 𝑟−1 .
3. If 𝑓 is a differentiable function at 𝑥 and 𝐹 (𝑥 ) = 𝑐 ⋅ 𝑓(𝑥), where 𝑐 is a constant, then 𝐹 is
a differentiable at 𝑥 and 𝐹 ′(𝑥 ) = 𝑐 ⋅ 𝑓′(𝑥).
4. (Derivative of a Sum) If 𝑓 and 𝑔 are differentiable at 𝑥 and ℎ(𝑥 ) = 𝑓(𝑥 ) + 𝑔(𝑥), then ℎ
is differentiable at 𝑥 and ℎ′ (𝑥 ) = 𝑓 ′(𝑥 ) + 𝑔′(𝑥). [Hence, the derivative of the sum of
two differentiable functions is equal to the sum of the respective derivatives.]
Note: By induction on the number of functions involved, Theorem (4) is true for
any finite number of differentiable functions. That is, the derivative of a finite
sum of differentiable functions is the sum of the derivatives of the functions
involved.
5. (Derivative of a Product) If 𝑓 and 𝑔 are differentiable at 𝑥 and ℎ(𝑥 ) = 𝑓 (𝑥 ) ⋅ 𝑔(𝑥), then

MATH 113 – DIFFERENTIAL EQUATIONS 2


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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)

Example: Find the derivative of each of the following.


(a) ℎ(𝑥 ) = 7𝑥 5 − 11𝑥 + 4 (d) 𝑓 (𝑥 ) = √3𝑥 2 − 11
2
(b) ℎ(𝑥 ) = (3𝑥 + 1)(3𝑥 − 7) 2𝑥+1 4
1−𝑥 2 (e) 𝑔(𝑥 ) = ( 3−𝑥 )
(c) ℎ(𝑥 ) = 3𝑥−5
Solution:
(a) By Theorem 1 (4), (3) and (1), we have
ℎ′ (𝑥 ) = (7)(5)𝑥 4 − 11 + 0 = 35𝑥 4 − 11 .
(b) Note that both (3𝑥 2 + 1) and (3𝑥 − 7) are differentiable functions of 𝑥 (Why?). Thus,
by Theorem 1 (5), we have
ℎ′ (𝑥 ) = (3𝑥 2 + 1)𝐷𝑥 (3𝑥 − 7) + (3𝑥 − 7)𝐷𝑥 (3𝑥 2 + 1)
= (3𝑥 2 + 1)(3) + (3𝑥 − 7)(6𝑥)
= 9𝑥 2 + 3 + 18𝑥 2 − 42𝑥
= 27𝑥 2 − 42𝑥 + 3 .
(c) By Theorem 1 (6), we have
′( )
(3𝑥 − 5)𝐷𝑥 (1 − 𝑥 2 ) − (1 − 𝑥 2 )𝐷𝑥 (3𝑥 − 5)
ℎ 𝑥 =
(3𝑥 − 5)2
(3𝑥 − 5)(−2𝑥) − (1 − 𝑥 2 )𝐷𝑥 (3)
=
(3𝑥 − 5)2

MATH 113 – DIFFERENTIAL EQUATIONS 3


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

−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

Theorem 2. DERIVATIVES OF TRIGONOMETRIC FUNCTIONS


1. If 𝑓 (𝑥 ) = sin 𝑥, then 𝑓 ′ (𝑥 ) = cos 𝑥. 4. 𝐷𝑥 (cot 𝑥 ) = − csc2 𝑥
′ 5. 𝐷𝑥 (sec 𝑥 ) = sec 𝑥 tan 𝑥
2. If 𝑓 (𝑥 ) = cos 𝑥, then 𝑓 (𝑥 ) = − sin 𝑥.
3. 𝐷𝑥 (tan 𝑥 ) = sec 𝑥 2 6. 𝐷𝑥 (csc 𝑥 ) = − csc 𝑥 cot 𝑥

(Chain Rule) Let 𝑢 be a differentiable function of 𝑥.


7. 𝐷𝑥 (sin 𝑢) = (cos 𝑢)𝐷𝑥 𝑢 10. 𝐷𝑥 (cot 𝑢) = − csc2 𝑢 𝐷𝑥 𝑢
8. 𝐷𝑥 (cos 𝑢) = (− sin 𝑢)𝐷𝑥 𝑢 11. 𝐷𝑥 (sec 𝑢) = sec 𝑢 tan 𝑢 𝐷𝑥 𝑢
2
9. 𝐷𝑥 (tan 𝑢) = sec 𝑢 𝐷𝑥 𝑢 12. 𝐷𝑥 (csc 𝑢) = − csc 𝑢 cot 𝑢 𝐷𝑥 𝑢

MATH 113 – DIFFERENTIAL EQUATIONS 4


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

Example: Find the derivative of each of the following.


sec 𝑥
(a) 𝑓 (𝑥 ) = cos(1 − 5𝑥 2 ) (d) 𝐹 (𝑥 ) = 1−sin 𝑥
(b) 𝑔(𝑥 ) = sin 3𝑥 cos 3𝑥 1+sin 𝑥 3
(c) ℎ(𝑥 ) = √cot 𝑥 (e) 𝐺 (𝑥 ) = ( )
cos 𝑥
Solution:
(a) By Theorem 2 (7), we have
𝑓 ′(𝑥 ) = − sin(1 − 5𝑥 2 ) 𝐷𝑥 (1 − 5𝑥 2 )
= − sin(1 − 5𝑥 2 ) (−10𝑥)
= 10𝑥 sin(1 − 5𝑥 2 ).
(b) By Theorem 1 (5) Product Rule, and Theorem 2 (7) and Theorem 2 (8), we have
𝑔′(𝑥 ) = sin 3𝑥 𝐷𝑥 (cos 3𝑥 ) + cos 3𝑥 𝐷𝑥 (sin 3𝑥)
= sin 3𝑥 (− sin 3𝑥 )𝐷𝑥 (3𝑥 ) + cos 3𝑥 (cos 3𝑥 )𝐷𝑋 (3𝑥)
= −3 sin2 3𝑥 + 3 cos 2 3𝑥.
1
(c) First, we write ℎ(𝑥 ) = (cot 𝑥 )2 . Then, Theorem 1 (8) and Theorem 2 (4), we have

′(
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

MATH 113 – DIFFERENTIAL EQUATIONS 5


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

Natural Logarithmic Functions and Exponential Functions


The inverse function of 𝑦 = ln 𝑥 is the exponential function 𝑦 = 𝑒 𝑥 .
Properties:
𝑎
1. ln 1 = 0 4. ln 𝑏 = ln 𝑎 − ln 𝑏
2. ln(𝑎𝑏) = ln 𝑎 + ln 𝑏
3. ln 𝑎𝑟 = 𝑟 ln 𝑎

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

Derivative of Inverse Trigonometric Functions


Recall: The inverse trigonometric functions are defined as follows:
𝜋 𝜋
1. 𝑦 = arcsin 𝑥 means 𝑥 = sin 𝑦 where ≤ 𝑦 ≤ , and −1 ≤ 𝑥 ≤ 1.
2 2
2. 𝑦 = arccos 𝑥 means 𝑥 = cos 𝑦 where 0 ≤ 𝑦 ≤ 𝜋, and −1 ≤ 𝑥 ≤ 1.
𝜋 𝜋
3. 𝑦 = arctan 𝑥 means 𝑥 = tan 𝑦 where − 2 < 𝑦 < 2 , and −1 ≤ 𝑥 ≤ 1.
𝜋 3𝜋
4. 𝑦 = arcsec 𝑥 means 𝑥 = sec 𝑦 where 0 ≤ 𝑦 < 2, or 𝜋 ≤ 𝑦 ≤ , and |𝑥 | ≥ 1.
2
𝜋 𝜋
5. 𝑦 = arccsc 𝑥 means 𝑥 = csc 𝑦 where −𝜋 ≤ 𝑦 ≤ − 2 , or 0 < 𝑦 ≤ 2 , and |𝑥 | ≥ 1.
6. 𝑦 = arccot 𝑥 means 𝑥 = cot 𝑦 where 0 < 𝑦 < 𝜋, and −∞ < 𝑥 < ∞.

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

MATH 113 – DIFFERENTIAL EQUATIONS 6


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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

Theorem 8. If 𝑢(𝑥) is any function of 𝑥 then we have


𝑑(arcsin 𝑢) 1
(i) = 𝑢 ′ (𝑥 ) , − 1 < 𝑢(𝑥) < 1.
𝑑𝑥 √1− 𝑢2
𝑑(arccos 𝑢) −1
(ii) = 𝑢 ′ (𝑥 ) , − 1 < 𝑢(𝑥) < 1.
𝑑𝑥 √1− 𝑢2
𝑑(arctan 𝑢) 1 ′
(iii) = 𝑢 (𝑥 ), 𝑥 ∈ ℝ.
𝑑𝑥 1+𝑢2
𝑑(arccot 𝑢) −1
(iv) = 1+𝑢2 𝑢′ (𝑥 ), 𝑥 ∈ ℝ.
𝑑𝑥
𝑑(arcsec 𝑢) 1
(v) = 𝑢 ′ (𝑥 ), |𝑢(𝑥)| > 1.
𝑑𝑥 𝑢√𝑢2 −1
𝑑(arccsc 𝑢) −1
(vi) = 𝑢 ′ (𝑥 ), |𝑢(𝑥)| > 1.
𝑑𝑥 𝑢√𝑢2 −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.

Example: Suppose that 𝑦 is a differentiable function of the variable 𝑥. Find 𝑦 ′ or 𝐷𝑥 𝑦 of the


following.
(a) (𝑥 + 𝑦)2 − (𝑥 − 𝑦)2 = 𝑥 4 + 𝑦 4 (b) cot 𝑥𝑦 + 𝑥𝑦 = 0
Solution:
(a) Differentiating both sides of the equation term by term, we get
2(𝑥 + 𝑦)(1 + 𝑦 ′) − 2(𝑥 − 𝑦)(1 − 𝑦 ′) = 4𝑥 3 + 4𝑦 3 𝑦 ′
2𝑥 + 2𝑦 + (2𝑥 + 2𝑦)𝑦 ′ − 2𝑥 + 2𝑦 + (2𝑥 − 2𝑦)𝑦 ′ = 4𝑥 3 + 4𝑦 3 𝑦 ′
(4𝑥 − 4𝑦 3 )𝑦 ′ = 4𝑥 3 − 4𝑦.

MATH 113 – DIFFERENTIAL EQUATIONS 7


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

Solving for 𝑦 ′, we get


4𝑥 3 − 4𝑦 𝑥 3 − 𝑦

𝑦 = = .
4𝑥 − 4𝑦 3 𝑥 − 𝑦 3
(b) Using the theorems, (identify which theorem/s is/are used!) we have
(− csc2 𝑥𝑦)𝐷𝑥 (𝑥𝑦) + (𝑥𝑦 ′ + 𝑦 ⋅ 1) = 0
(− csc2 𝑥𝑦)(𝑥𝑦 ′ + 𝑦 ⋅ 1) + (𝑥𝑦 ′ + 𝑦 ⋅ 1) = 0
(− csc2 𝑥𝑦)(𝑥𝑦 ′ + 𝑦) + (𝑥𝑦 ′ + 𝑦) = 0
−𝑥𝑦 ′ csc2 𝑥𝑦 − 𝑦 csc2 𝑥𝑦 + 𝑥𝑦 ′ + 𝑦 = 0
(𝑥 − 𝑥 csc2 𝑥𝑦)𝑦 ′ = 𝑦 csc2 𝑥𝑦 − 𝑦
𝑦 csc2 𝑥𝑦 − 𝑦
𝑦′ = .
𝑥 − 𝑥 csc 2 𝑥𝑦
Therefore,
𝑦(csc2 𝑥𝑦 − 1) 𝑦
𝑦′ = = − .
𝑥(1 − csc2 𝑥𝑦) 𝑥

DERIVATIVES OF HIGHER ORDER

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 ).

Solution: Using the notation of Leibniz, we have


𝑑
(2 sin 𝑥 + 3 cos 𝑥 − 𝑥 3 ) = 2 cos 𝑥 − 3 sin 𝑥 − 3𝑥 2 .
𝑑𝑥
It follows that
𝑑2 𝑑
2
(2 sin 𝑥 + 3 cos 𝑥 − 𝑥 3 ) = (2 cos 𝑥 − 3 sin 𝑥 − 3𝑥 2 )
𝑑𝑥 𝑑𝑥
= −2 sin 𝑥 − 3 cos 𝑥 − 6𝑥 .
Therefore,
𝑑3 3)
𝑑
( 2 sin 𝑥 + 3 cos 𝑥 − 𝑥 = (−2 sin 𝑥 − 3 cos 𝑥 − 6𝑥)
𝑑𝑥 3 𝑑𝑥
= −2 cos 𝑥 + 3 sin 𝑥 − 6 .

Review in Integral Calculus

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

MATH 113 – DIFFERENTIAL EQUATIONS 9


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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.

The next theorem follows from Theorem A. It says that if 𝐹 is an antiderivative of a


function 𝑓 on [𝑎, 𝑏], then every antiderivative of 𝑓 on [𝑎, 𝑏] is of the form 𝐹 + 𝐶, where 𝐶 is a
constant.

Theorem B. Let 𝐹 be an antiderivative of a function 𝑓 on [𝑎, 𝑏]. If 𝐺 is also an antiderivative


of 𝑓 on [𝑎, 𝑏], then 𝐺 = 𝐹 + 𝐶 for some constant 𝐶.

Antidifferentiation or integration is the process of finding the set of all antiderivatives


of a given function. The process is usually denoted by the symbol “∫ ”. The symbol ∫ 𝑓 (𝑥 )𝑑𝑥
(read as “integral of 𝑓(𝑥 )𝑑𝑥”) denotes the set of all antiderivatives or indefinite integrals of
𝑓(𝑥). Here, we call the symbol ∫ as the integral sign and 𝑓 (𝑥 )𝑑𝑥 as the integrand.
If 𝐹 is an antiderivative of 𝑓, then ∫ 𝑓 (𝑥 )𝑑𝑥 = {𝐹 (𝑥 ) + 𝐶: 𝐶 is a constant} by Theorem
B. For convenience, we abuse the notation and write 𝐹 (𝑥 ) + 𝐶 instead of {𝐹 (𝑥 ) +
𝐶: 𝐶 is a constant}, that is, ∫ 𝑓 (𝑥 )𝑑𝑥 = 𝐹 (𝑥 ) + 𝐶. With this new notation, we call the constant
𝐶 as the constant of integration.

For the given example, it follows that ∫ 2𝑥𝑑𝑥 = 𝑥 2 + 𝐶.

Theorem C. (ANTIDIFFERENTIATION FORMULAS)


𝑥 𝑟+1
i. For any rational number 𝑟 ≠ −1, ∫ 𝑥 𝑟 𝑑𝑥 = 𝑟+1 + 𝐶. In particular, ∫ 𝑑𝑥 = 𝑥 + 𝐶.
ii. For any 𝑎 ∈ ℝ, ∫ 𝑎𝑓 (𝑥 )𝑑𝑥 = 𝑎∫ 𝑓 (𝑥 )𝑑𝑥.
iii. If 𝑓 and 𝑔 are real-valued functions on [𝑎, 𝑏], then
∫ [𝑓(𝑥 ) + 𝑔(𝑥 )]𝑑𝑥 = ∫ 𝑓(𝑥 )𝑑𝑥 + ∫ 𝑔(𝑥 )𝑑𝑥 .
By Theorem C (ii), (iii), and the Principle of Mathematical Induction, it can be shown that the
following theorem holds.

Theorem C (iv) If 𝑓1 , 𝑓2 , … , 𝑓𝑛 are real-valued functions on [𝑎, 𝑏] and 𝑎1 , 𝑎2 , … , 𝑎𝑛 are real


numbers, then
∫ [𝑎1 𝑓1 (𝑥 ) + ⋯ + 𝑎𝑛 𝑓𝑛 (𝑥 )]𝑑𝑥 = 𝑎1 ∫ 𝑓1 (𝑥 )𝑑𝑥 + ⋯ + 𝑎𝑛 ∫ 𝑓𝑛 (𝑥 )𝑑𝑥 .

Example: Evaluate each of the following integrals.


2𝑠 5 −7
(a) ∫ 3 𝑑𝑠
𝑠4
(b) ∫ (2𝑥 − 3𝑥 4 + 9𝑥 2 − 12𝑥 + 1)𝑑𝑥
6

MATH 113 – DIFFERENTIAL EQUATIONS 10


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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

MATH 113 – DIFFERENTIAL EQUATIONS 11


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

Example: Evaluate the following indefinite integrals.


(a) ∫ 2𝑥 3 (4 + 2𝑥 4 )3 𝑑𝑥
(b) ∫ 𝑦 2 √1 − 𝑦 𝑑𝑦
(c) ∫ cos 𝑥 √3 + sin 𝑥 𝑑𝑥
Solution:
(a) Observe first that ∫ 2𝑥 3 (4 + 2𝑥 4 )3 𝑑𝑥 = ∫ 2(4 + 2𝑥 4 )3 𝑥 3 𝑑𝑥. Next, let 𝑢 = 4 + 2𝑥 4 .
𝑑𝑢
Then 𝑑𝑢 = 8𝑥 3 𝑑𝑥, that is, 𝑥 3 𝑑𝑥 = 8 . Applying necessary substitution and Theorem C
(ii), we get
∫ 2𝑥 3 (4 + 2𝑥 4 )3 𝑑𝑥 = ∫ 2(4 + 2𝑥 4 )3 𝑥 3 𝑑𝑥
1
= 2 ( ) ∫ 𝑢3 𝑑𝑢
8
1
= ∫ 𝑢3 𝑑𝑢 .
4
Therefore, by Theorem C (i), we have
1
∫ 2𝑥 3 (4 + 2𝑥 4 )3 𝑑𝑥 = ∫ 𝑢3 𝑑𝑢
4
1 𝑢4
= ( )+𝐶
4 4
(4 + 2𝑥 4 )4
= +𝐶.
16
1
(b) We write ∫ 𝑦 2 √1 − 𝑦 𝑑𝑦 = ∫ 𝑦 2 (1 − 𝑦)2 𝑑𝑦 and let 𝑢 = 1 − 𝑦. Then 𝑑𝑢 = −𝑑𝑦, that
is, 𝑑𝑦 = −𝑑𝑢. From 𝑢 = 1 − 𝑦, we get 𝑦 = 1 − 𝑢. Substitution and the use of Theorem
C (iv) and (i) yield
1
∫ 𝑦 2 √1 − 𝑦 𝑑𝑦 = ∫ 𝑦 2 (1 − 𝑦)2 𝑑𝑦
1
= − ∫(1 − 𝑢)2 𝑢2 𝑑𝑢
1 3 5
= − ∫ (𝑢2 − 2𝑢2 + 𝑢2 ) 𝑑𝑢
2 3 4 5 2 7
= − ( 𝑢2 − 𝑢2 + 𝑢2 ) + 𝐶
3 5 7
2 3 4 5 2 7
= − (1 − 𝑦)2 + (1 − 𝑦)2 − (1 − 𝑦)2 + 𝐶.
3 5 7
1
(c) First, we write ∫ cos 𝑥 √3 + sin 𝑥 𝑑𝑥 = ∫ (3 + sin 𝑥 )2 cos 𝑥 𝑑𝑥 and let 𝑢 = 3 + sin 𝑥.
Then 𝑑𝑢 = cos 𝑥 𝑑𝑥. It follows that
1 1
∫ cos 𝑥 √3 + sin 𝑥 𝑑𝑥 = ∫ (3 + sin 𝑥 )2 cos 𝑥 𝑑𝑥 = ∫ 𝑢2 𝑑𝑢.
By Theorem C (i), we have
1 3 3
2 2
∫ cos 𝑥 √3 + sin 𝑥 𝑑𝑥 = ∫ 𝑢2 𝑑𝑢 = 3 𝑢2 + 𝐶 = 3 (3 + sin 𝑥 )2 + 𝐶.

MATH 113 – DIFFERENTIAL EQUATIONS 12


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

Theorem D. Antidifferentiation of Some Trigonometric Functions


The following formulas hold:
(1) ∫ sin 𝑥 𝑑𝑥 = − cos 𝑥 + 𝐶 (4) ∫ csc2 𝑥 𝑑𝑥 = − cot 𝑥 + 𝐶
(2) ∫ cos 𝑥 𝑑𝑥 = sin 𝑥 + 𝐶 (5) ∫ sec 𝑥 tan 𝑥 𝑑𝑥 = sec 𝑥 + 𝐶
(3) ∫ sec2 𝑥 𝑑𝑥 = tan 𝑥 + 𝐶 (6) ∫ csc 𝑥 cot 𝑥 𝑑𝑥 = − csc 𝑥 + 𝐶

Example: Evaluate the following indefinite integrals.


5 sec 𝑥−7 cos2 𝑥
(a) ∫ 𝑑𝑥
cos 𝑥
1
(b) ∫(sin 2𝑥 − sin √𝑥)𝑑𝑥
√𝑥
2 cot 𝑥−3 csc2 𝑥 cos 𝑥
(c) ∫ 𝑑𝑥
sin 𝑥
Solution:
(a) Applying Theorem C (ii), (i), Theorem D (3), we have
5 sec 𝑥 − 7 cos 2 𝑥 sec 𝑥 cos 2 𝑥
∫ 𝑑𝑥 = 5 ∫ 𝑑𝑥 − 7 ∫ 𝑑𝑥
cos 𝑥 cos 𝑥 cos 𝑥
= 5 ∫ sec2 𝑥 𝑑𝑥 − 7 ∫ cos 𝑥 𝑑𝑥
= 5 tan 𝑥 − 7 sin 𝑥 + 𝐶 .
(b) Write (by Theorem C (iv))
1 1
∫ (sin 2𝑥 − sin √𝑥) 𝑑𝑥 = ∫ sin 2𝑥 𝑑𝑥 − ∫ sin √𝑥 ( ) 𝑑𝑥.
√𝑥 √𝑥
1 1
1 1 𝑑𝑥
Let 𝑢 = 2𝑥 and 𝑣 = √𝑥 = 𝑥 2 . Then 𝑑𝑢 = 2𝑑𝑥 and 𝑑𝑣 = 2 𝑥 −2 𝑑𝑥 = 2 𝑥 . It

𝑑𝑢 𝑑𝑥
follows that 𝑑𝑥 = = 2𝑑𝑣, and
,
2 √𝑥
1 1
∫ (sin 2𝑥 − sin √𝑥) 𝑑𝑥 = ∫ sin 2𝑥 𝑑𝑥 − ∫(sin √𝑥) ( ) 𝑑𝑥
√𝑥 √𝑥
1
= ∫ sin 𝑢 𝑑𝑢 − 2 ∫ sin 𝑣 𝑑𝑣
2
1
= − cos 𝑢 + 2 cos 𝑣 + 𝐶
2
1
= − cos 2𝑥 + 2 cos √𝑥 + 𝐶,
2
by Theorem C (iv) and D (1).

(c) First, we write


2 cot 𝑥 − 3 csc2 𝑥 cos 𝑥 cot 𝑥 csc2 𝑥 cos 𝑥
∫ 𝑑𝑥 = 2 ∫ 𝑑𝑥 − 3 ∫ 𝑑𝑥
sin 𝑥 sin 𝑥 sin 𝑥
cos 𝑥
= 2 ∫ csc 𝑥 cot 𝑥 𝑑𝑥 − 3 ∫ 3 𝑑𝑥.
sin 𝑥
cos 𝑥
Next, we evaluate ∫ sin3 𝑥 𝑑𝑥 = ∫(sin 𝑥 )−3 cos 𝑥 𝑑𝑥. To do this, we let 𝑢 = sin 𝑥. Then
𝑑𝑢 = cos 𝑥 𝑑𝑥. By substitution and Theorem C (i), we have

MATH 113 – DIFFERENTIAL EQUATIONS 13


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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

The Natural Logarithm as an Integral and their Properties

Definition. For 𝑥 > 0, the natural logarithm of 𝑥 is


𝑥
1
ln 𝑥 = ∫ 𝑑𝑡 .
1 𝑡
Theorem E. The integration formulas hold:
1
1. ∫ 𝑥 𝑑𝑥 = ln |𝑥| + 𝐶
2. ∫ 𝑒 𝑥 𝑑𝑥 = 𝑒 𝑥 + 𝐶 where 𝐶 is a constant.

Theorem F. Some Antidifferentiation Formulas


1
(i) ∫ 2
𝑑𝑢 = arcsin 𝑢 + 𝐶
√1−𝑢
1
(ii) ∫ 1+𝑢2 𝑑𝑢 = arctan 𝑢 + 𝐶
1
(iii) ∫ 𝑑𝑢 = arcsec 𝑢 + 𝐶
𝑢√𝑢2−1

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

The formula for the differential of a product is 𝑑 (𝑢𝑣 ) = 𝑢𝑑𝑣 + 𝑣𝑑𝑢.


By integrating both sides, we obtain 𝑢𝑣 = ∫ 𝑢𝑑𝑣 + ∫ 𝑣𝑑𝑢 or the formula for integrating by
parts:
∫ 𝑢𝑑𝑣 = 𝑢𝑣 − ∫ 𝑣𝑑𝑢.

MATH 113 – DIFFERENTIAL EQUATIONS 14


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

Integration of Trigonometric Expressions

➢ Type A. ∫ sin𝑚 𝑢 cos 𝑛 𝑢 𝑑𝑢


Case 1: Either 𝑚 or 𝑛 is an odd natural number.
If 𝑚 is odd, factor out sin 𝑢 𝑑𝑢 and change the remaining even power of
sine to cosine using the trigonometric identity
sin2 𝑢 = 1 − cos 2 𝑢.
If 𝑛 is odd, factor out cos 𝑢 𝑑𝑢 and change the remaining even power of
cosine to sine using the trigonometric identity
cos 2 𝑢 = 1 − sin2 𝑢.
Case 2: Both 𝑚 and 𝑛 are even natural numbers.
- the following half-angle formulas are used in order to lower the
degree of the expressions:
1−cos 2𝑢 1+cos 2𝑢
sin2 𝑢 = and cos 2 𝑢 =
2 2
➢ Type B. ∫ tan𝑚 𝑢 sec𝑛 𝑢 𝑑𝑢
Case 1: if 𝑛 is an even natural number
- Factor out sec2 𝑢 𝑑𝑢 and change the remaining even power of
secants to tangents using the trigonometric identity
sec2 𝑢 = 1 + tan2 𝑢 .
Case 2: if 𝑚 is an odd natural number
- Factor out sec 𝑢 tan 𝑢 𝑑𝑢 and change the remaining even power of
tangents to secants using the trigonometric identity
tan2 𝑢 = sec2 𝑢 − 1.
➢ Type C. ∫ cot 𝑚 𝑢 csc𝑛 𝑢 𝑑𝑢
Case 1: if 𝑛 is an even natural number
- Factor out csc2 𝑢 𝑑𝑢 and change the remaining even power of
secants to tangents using the trigonometric identity
csc2 𝑢 = 1 + cot 2 𝑢 .
Case 2: if 𝑚 is an odd natural number
- Factor out csc 𝑢 cot 𝑢 𝑑𝑢 and change the remaining even power of
cotangents to cosecants using the trigonometric identity
cot 2 𝑢 = csc2 𝑢 − 1 .

Trigonometric Substitution

- Used when the integrand involves expressions of the form


√𝑎2 − 𝑥 2 , √𝑎2 + 𝑥 2 or √𝑥 2 − 𝑎2
where 𝑎 is a positive constant.
A. If an expression of the form √𝑎2 − 𝑥 2 occurs, make the substitution
𝑥 = 𝑎 sin 𝜃 .
The right triangle which can be used to solve the other trigonometric functions is given

MATH 113 – DIFFERENTIAL EQUATIONS 15


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

below: (Note: 𝜃 should be indicated.)

B. If an expression of the form √𝑎2 + 𝑥 2 occurs, make the substitution


𝑥 = 𝑎 tan 𝜃 .
The right triangle which can be used to solve the other trig functions is given
below: (Note: 𝜃 should be indicated.)

C. If an expression of the form √𝑥 2 − 𝑎2 occurs, make the substitution


𝑥 = 𝑎 sec 𝜃 .
The right triangle which can be used to solve the other trig functions is given
below: (Note: 𝜃 should be indicated.)

Integrands Involving Quadratic Functions

- When an integrand involves a quadratic function of the form 𝑎𝑥 2 + 𝑏𝑥 + 𝑐, the


integration is usually simplified by completing the square:
𝑏
𝑎𝑥 2 + 𝑏𝑥 + 𝑐 = 𝑎 (𝑥 2 + 𝑥) + 𝑐
𝑎
2
𝑏 𝑏2 𝑏2
= 𝑎 (𝑥 + 𝑥 + 2 ) + 𝑐 − 2
𝑎 4𝑎 4𝑎
𝑏
Then the substitution 𝑦 = 𝑥 + 2𝑎 changes the quadratic term in the integrand to form
resembling those that were considered previously.

MATH 113 – DIFFERENTIAL EQUATIONS 16


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

Integration of Rational Functions. Methods of Partial Fractions

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.

Two Rationalizing Substitution


𝑝
I. Whenever an integrand contains a single irrational expression of the form (𝑎𝑥 + 𝑏)𝑞 , 𝑝
and 𝑞 integers, the substitution
1 𝑢𝑞 − 𝑏 𝑞
𝑢 = (𝑎𝑥 + 𝑏)𝑝 ⟺ 𝑥 = , 𝑑𝑥 = 𝑢𝑞−1 𝑑𝑢
𝑎 𝑎
will convert the given integrand into a rational function of 𝑢.
3
√𝑥+1
Exercise: Find ∫ 𝑥 𝑑𝑥.
II. If a single irrational expression of one of the forms
√𝑎2 − 𝑥 2 , √𝑎2 + 𝑥 2 or √𝑥 2 − 𝑎2
appears in the integrand, and if 𝑥 𝑞 (𝑞 being an odd integer) also appears in the
integrand, an appropriate substitution will transform the integrand into a rational
function. The correct substitution is respectively, one of the following:
1 1 1
𝑢 = (𝑎 2 − 𝑥 2 )2 or 𝑢 = (𝑥 2 + 𝑎 2 ) 2 or 𝑢 = (𝑥 2 − 𝑎 ) 2 ,
Depending on which expression is involved. The integrand will become a rational
function of 𝑢.
1
Exercise: Find (1.) ∫ 3 2 𝑑𝑥 (2.) ∫ 𝑥 3 √𝑥 2 + 1 𝑑𝑥.
𝑥 √𝑥 +4

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

MATH 113 – DIFFERENTIAL EQUATIONS 18


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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

MATH 113 – DIFFERENTIAL EQUATIONS 19


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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

MATH 113 – DIFFERENTIAL EQUATIONS 20


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

Module No. 2
Introduction to Differential Equations

Topic: Definition and Classifications of Differential Equations; Linearity

Time Frame: 3 hours

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:

1. To discover the DE that describes a specified physical situation.


2. To find—either exactly or approximately—the appropriate solution of that equation.
3. To interpret the solution that is found.

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:

Definition and Classifications of Differential Equations

A Differential Equation is an equation with a function and one or more of its derivatives.

MATH 113 – DIFFERENTIAL EQUATIONS 21


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

Why are Differential Equations useful?

In our world, things change, and describing how they change often ends up as a Differential
Equation:

MATH 113 – DIFFERENTIAL EQUATIONS 22


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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.

What to do with them?

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.

MATH 113 – DIFFERENTIAL EQUATIONS 23


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

For more examples on DE, refer to: https://www.mathsisfun.com/calculus/differential-


equations.html

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

What makes this a differential equation?

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).

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INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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:

Independent, Dependent Variable

• 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

2. Consider (𝑥 2 + 𝑦 2 )𝑑𝑥 + 2𝑥𝑦𝑑𝑦 = 0. Since this equation may be rewritten 𝑥 2 + 𝑦 2 −


𝑑𝑦 𝑑𝑦
2𝑥𝑦 𝑑𝑥 = 0 or (𝑥 2 + 𝑦 2 ) 𝑑𝑥 − 2𝑥𝑦 = 0, we may consider either variable to be
dependent, the other being the independent one.

Note/Definitions:

1. When the dependent variable in a DE is a function of


▪ a single independent variable—then we have an ordinary differential equation
(ODE).
▪ two or more independent variables—then we have a partial differential equation
(PDE).
2. The order of a DE is the order of the highest-ordered derivative appearing in the
equation.
3. The degree is the exponent of the highest derivative.

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INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

(Be careful not to confuse order with degree. Some people use the word order when they mean
degree!)

Remark: An ordinary differential equation (ODE) is a differential equation for a function of a


single variable, e.g., 𝑥(𝑡), while a partial differential equation (PDE) is a differential equation for
a function of several variables, e.g., 𝑣(𝑥, 𝑦, 𝑧, 𝑡). An ode contains ordinary derivatives and a pde
contains partial derivatives. Typically, pde’s are much harder to solve than ode’s.

𝑑2 𝑦 𝑑𝑦 3
Example. The DE + 2𝑏 (𝑑𝑥) + 𝑦 = 0 is an equation of order two or a second-order
𝑑𝑥 2
equation.

More generally, an 𝒏th order ODE is given by

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

𝑦 (𝑛) = 𝑓(𝑥, 𝑦, 𝑦 ′, … , 𝑦 (𝑛−1) ). ⍟

For this course, we shall assume that this is always possible. Otherwise, the 𝑛th-order ODE may

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INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

actually represent more than one equation.

For instance, the DE 𝑥(𝑦′)2 + 4𝑦′ − 6𝑥 2 = 0 represents two equations:

−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

𝜑 (𝑛) (𝑥) = 𝑓(𝑥, 𝜑(𝑥), 𝜑′(𝑥), . . . , 𝜑 (𝑛−1) (𝑥)),

for every 𝑥 in 𝑎 < 𝑥 < 𝑏.

That is, a solution of a DE is a function that satisfies the DE.

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.

Exercise: items 2 and 3.

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

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INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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:

An ODE of order 𝑛 is called linear if it may be written in the form


𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
(
𝑏0 𝑥 ) + 𝑏 1 ( 𝑥 ) +··· +𝑏𝑛−1 ( 𝑥 ) + 𝑏𝑛 (𝑥 )𝑦 = 𝑅 (𝑥 )
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
or (∗)
𝑏0 (𝑥 )𝑦 𝑛 + 𝑏1 (𝑥 )𝑦 𝑛−1 +··· +𝑏𝑛−1 (𝑥 )𝑦 ′ + 𝑏𝑛 (𝑥 )𝑦 = 𝑅(𝑥 ).

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

The notion of linearity may be extended to partial differential equations:


• general first-order linear partial differential equation with two independent variables
𝜕𝑤 𝜕𝑤
𝑏0 (𝑥, 𝑦) 𝜕𝑥
+ 𝑏1 (𝑥, 𝑦) 𝜕𝑥 = 𝑅(𝑥, 𝑦)
• general second-order linear partial differential equation with two independent variables
𝜕2 𝑤 𝜕2 𝑤 𝜕2 𝑤 𝜕𝑤 𝜕𝑤
𝑏0 (𝑥, 𝑦) 𝜕𝑥2 + 𝑏1 (𝑥, 𝑦) 𝜕𝑥𝜕𝑦 + 𝑏2 (𝑥, 𝑦) 𝜕𝑦2 + 𝑏3 (𝑥, 𝑦) 𝜕𝑥 + 𝑏4 (𝑥, 𝑦) 𝜕𝑦 + 𝑏5 (𝑥, 𝑦)𝑤 =
𝑅(𝑥, 𝑦)

Self-evaluation: Classify (order, degree, ordinary/partial, independent and dependent


variables, linear/nonlinear) the following differential equations and check whether or not the
given relation satisfies the given DE.

1. 𝑦 ′′′ − 3𝑦′ + 2𝑦 = 0; 𝑦 = 𝑒 −2𝑥


2. 𝑦 ′′′ − 3𝑦 ′ + 2𝑦 = 0; 𝑦 = 3𝑒 −2𝑥 + 4𝑒 𝑥

MATH 113 – DIFFERENTIAL EQUATIONS 28


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

𝑑2 𝑥
3. + 𝑘 2 𝑥 = 0; 𝑥 = sin 𝑘𝑡
𝑑𝑡 2

Review of Concepts: As a review on the introduction to differential equations, here is a


tutorial showing the simplest type of DE: https://www.youtube.com/watch?v=iwFIXkwJmPQ. Check
this video for more: https://youtu.be/-blkERsLrls.

✓ 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 .

B. Identify whether the given equation is linear or not:


𝑑𝑦 𝜕𝑢 𝜕2 𝑢 𝜕2𝑢
1. = cos 𝑥 5. 𝜕𝑡 = ℎ2 (𝜕𝑥2 + 𝜕𝑦2 )
𝑑𝑥
𝜕2 𝑖 𝑑𝑖 1
2. (𝑥 2 + 𝑦 2 )𝑑𝑥 − 2𝑥𝑦𝑑𝑦 = 0 6. 𝐿 𝜕𝑡 2 + 𝑅 𝑑𝑡 + 𝐶 𝑖 = 𝐸𝜔 cos 𝜔𝑡

MATH 113 – DIFFERENTIAL EQUATIONS 29


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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:

Rainville, E. and Bedient, P. (1989). Elementary Differential Equations. 7 th Ed. Pp 1-10


Borres, M. C.(2017). Differential Equations: Theory and Applications. Arcler Press. USA.
https://www.mathsisfun.com/calculus/differential-equations.html
https://www.youtube.com/watch?v=iwFIXkwJmPQ
https://www.mathsisfun.com/calculus/differential-equations.html

MATH 113 – DIFFERENTIAL EQUATIONS 30


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

Topic: Existence and Uniqueness of Solutions; Solution of a Differential Equation


(General and Particular)

Time Frame: 1.5 hours

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.

Pre-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 a particular solution for the DE in item (1).
3. The solution of the differential equation 𝑒 𝑥 (𝑥 + 1)𝑑𝑥 + (𝑦𝑒 𝑦 + 𝑥𝑒 𝑥 )𝑑𝑦 = 0 with initial
condition 𝑓 (0) = 0 is: (Explain your answer.)
a. 𝑥𝑒 𝑥 + 2𝑦 2 𝑒 𝑦 = 0
b. 2𝑥𝑒 𝑥 + 𝑦 2 𝑒 𝑦 = 0
c. 𝑥𝑒 𝑥 − 2𝑦 2 𝑒 𝑦 = 0
d. 2𝑥𝑒 𝑥 − 𝑦 2 𝑒 𝑦 = 0

Learning Activities:

Existence and Uniqueness of Solutions

(Recall the discussion on a solution of a differential equation.)


That a solution to a differential equation exists does not mean that we will be able to find it. In
reality, most of differential equations, analytical solution(s) is (are) not easy to find.
(Discouraging, right? Exciting since it means there is a lot to learn, right?)

The following theorem tells us that solutions to first-order differential equations exist and are

MATH 113 – DIFFERENTIAL EQUATIONS 31


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

unique under certain reasonable conditions.

Existence and Uniqueness Theorem. (watch https://www.youtube.com/watch?v=53BPf9JrFcU


and https://www.youtube.com/watch?v=CeB2qyUEdaQ for more input on the said theorem)

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).

Solution of a Differential Equation (General and Particular)

If we consider a general 𝑛th order differential equation


𝐹(𝑥, 𝑦, 𝑦 ′, … , 𝑦 (𝑛) ) = 0
where 𝐹 is a real function of its (𝑛 + 2) arguments — 𝑥, 𝑦, 𝑦 ′, … , 𝑦 (𝑛). Then a function 𝜑(𝑥),
defined in an interval 𝑥 ∈ 𝐼 and having an 𝑛th derivative (as well as all of the lower order
derivatives) for all 𝑥 ∈ 𝐼 is known as an explicit solution of the given differential equation only if
𝐹(𝑥, 𝜑(𝑥), 𝜑′(𝑥), … , 𝜑 (𝑛)(𝑥)) = 0, for all 𝑥 ∈ 𝐼.

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.

Example: Determine whether the function 𝑓 (𝑡) = 𝑐1 𝑒 𝑡 + 𝑐2 𝑒 −3𝑡 + sin 𝑡 is a general


solution of the differential equation given as
𝑑2𝐹 𝑑𝐹
2
+2 − 3𝐹 = 2 cos 𝑡 − 4 sin 𝑡.
𝑑𝑡 𝑑𝑡
Also, find the particular solution of the given differential equation satisfying the initial value
conditions 𝑓 (0) = 2 and 𝑓 ′(0) = −5.

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:

MATH 113 – DIFFERENTIAL EQUATIONS 33


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

𝑓 (𝑡) = 𝑐1 𝑒 𝑡 + 𝑐2 𝑒 −3𝑡 + sin 𝑡


𝑓 ′(𝑡) = 𝑐1 𝑒 𝑡 − 3𝑐2 𝑒 −3𝑡 + cos 𝑡
𝑓 ′′(𝑡) = 𝑐1 𝑒 𝑡 + 9𝑐2 𝑒 −3𝑡 − sin 𝑡
Now let us use these values for 𝐹 in the left-hand side of the differential equation and compute
the result.
𝑑2 𝑓 𝑑𝑓
+ 2 𝑑𝑡 − 3𝑓
𝑑𝑡 2
= (𝑐1𝑒 𝑡 + 9𝑐2 𝑒 −3𝑡 − sin 𝑡 ) + 2(𝑐1 𝑒 𝑡 − 3𝑐2 𝑒 −3𝑡 + cos 𝑡) − 3(𝑐1 𝑒 𝑡 + 𝑐2 𝑒 −3𝑡
+ sin 𝑡)
= 2 cos 𝑡 − 4 sin 𝑡

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.

We shall now move on to the determination of the particular solution:

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.

MATH 113 – DIFFERENTIAL EQUATIONS 34


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

Thus, the particular solution is


7
𝑦 = − 2 𝑥 2 + 3,
an “𝑛”-shaped parabola. Here is the graph of the particular solution we just found:

Self-evaluation:

A. Solve the following differential equations.


𝑑𝑦
1. = 𝑥, for the general solution; for the particular solution with 𝑦(0) = 1.
𝑑𝑥
𝑑𝑦
2. 𝑑𝑥
= √9 − 𝑥 2 , for the general solution; for the particular solution with 𝑦(0) = 3.
B. Consider the ODE 𝑦 ′′ + 𝑦 = 0. Show that the general solution has the form 𝑦𝑔 =
𝐴 cos 𝑥 + 𝐵 sin 𝑥, where 𝐴, 𝐵 are real numbers. Then find the particular solution given the
initial conditions 𝑦(0) = 0, 𝑦 ′(0) = 5.

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.

MATH 113 – DIFFERENTIAL EQUATIONS 35


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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/

MATH 113 – DIFFERENTIAL EQUATIONS 36


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

Topic: Elimination of Arbitrary Constants

Time Frame: 1.5 hours

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:

Example. Eliminate the arbitrary constant(s) from the relation

𝑦 = 𝑐1𝑒 −2𝑥 + 𝑐2𝑒 3𝑥 (1)


Sol’n. Since two constants are to be eliminated, obtain the two derivatives,
𝑦 ′ = −2𝑐1 𝑒 −2𝑥 + 3𝑐2 𝑒 3𝑥 (2)
′′ −2𝑥 3𝑥 (3).
𝑦 = 4𝑐1 𝑒 + 9𝑐2 𝑒
Elimination of 𝑐1 and 𝑐2 from equations (2) and (3) yields
𝑦 ′′ + 2𝑦 ′ = 15 𝑐2 𝑒 3𝑥 .
MATH 113 – DIFFERENTIAL EQUATIONS 37
INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

Elimination of 𝑐1 and 𝑐2 from equations (1) and (2) yields


𝑦 ′′ + 2𝑦 ′ = 5 𝑐2𝑒 3𝑥 .
Hence, the required differential equation is 𝑦 ′′ + 2𝑦 ′ = 3(𝑦 ′ + 2𝑦); that is,
𝑦 ′′ − 𝑦 ′ − 6𝑦 = 0.

Another method: (Using a bit of knowledge on Linear Algebra)

Taking derivatives, we obtain the system:


y = 𝑐1𝑒 −2x +𝑐2 𝑒 3x (1)
𝑦 ′ = −2𝑐1 𝑒 −2𝑥 + 3𝑐2 𝑒 3𝑥 (2)
𝑦 ′′ = 4𝑐1 𝑒 −2𝑥 + 9𝑐2 𝑒 3𝑥 (3)

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

for which the differential equation 𝑦 ′′ − 𝑦 ′ − 6𝑦 = 0 follows immediately.

Observation: The elimination of arbitrary constants 𝑐1 , 𝑐2 , . . . , 𝑐𝑛 from a relation of the form


𝑦 = 𝑐1𝑒 𝑚1 𝑥 + 𝑐2𝑒 𝑚2 𝑥 +··· +𝑐𝑛 𝑒 𝑚𝑛𝑥
will always lead to a linear differential equation
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎0 𝑛
+ 𝑎1 𝑛−1
+··· +𝑎𝑛−1 + 𝑎𝑛 𝑦 = 0,
𝑑𝑥 𝑑𝑥 𝑑𝑥
where the coefficients 𝑎0 , 𝑎1 , . . . , 𝑎𝑛 are constants.

Example. Eliminate the constant(s) from the given relation.

MATH 113 – DIFFERENTIAL EQUATIONS 38


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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

Differentiation both sides lead to


𝑥 (2𝑥𝑑𝑥 + 2𝑦𝑑𝑦) − (𝑥 2 + 𝑦 2 )𝑑𝑥
= 0;
𝑥2
or
(𝑥 2 + 𝑦 2 )𝑑𝑥 + 2𝑥𝑦𝑑𝑦 = 0, as desired.

2. 𝑥 = 𝐵 cos(𝜔𝑡 + 𝛼)--- (5) in which 𝜔 is a parameter (not to be eliminated).


Sol’n: We obtain two derivatives of 𝑥 with respect to 𝑡:
𝑑𝑥
= −𝜔𝐵 sin(ωt + α) (6)
𝑑𝑡
𝑑2 𝑥
= −𝜔2 𝐵 cos(ωt + α) (7)
𝑑𝑡
𝑑2 𝑥 𝑑2 𝑥
Comparisons of equations (5) and (7) shows 𝑑𝑡
= −𝜔2 𝑥; that is, 𝑑𝑡
+ 𝜔2 𝑥 = 0.

3. Eliminate 𝑐 from the equation 𝑐𝑥𝑦 + 𝑐 2 𝑥 + 4 = 0.


Sol’n: Differentiation yields
𝑐 (𝑥𝑦 ′ + 𝑦) + 𝑐 2 = 0
𝑐 [(𝑥𝑦 ′ + 𝑦) + 𝑐 ] = 0.
Since 𝑐 ≠ 0, 𝑐 = −(𝑦 + 𝑥𝑦 ′ ). Substitution into the original equation yields:
−(𝑦 + 𝑥𝑦 ′)𝑥𝑦 + (𝑦 + 𝑥𝑦′)2 x + 4 = 0
−𝑥𝑦 2 + 𝑥 2 yy ′ + x𝑦 2 + 2𝑥 2 yy′ + x(𝑥𝑦 ′ )2 + 4 = 0
𝑥 3 (𝑦′)2 + 𝑥 2 𝑦𝑦 ′ + 4 = 0

MATH 113 – DIFFERENTIAL EQUATIONS 39


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

Self-evaluation:

1. In your own words, provide a substantial motivation for this topic.


2. Eliminate 𝑐1 and 𝑐2 from 𝑥 = 𝑐1 cos 𝜔𝑡 + 𝑐2 sin 𝜔𝑡; 𝜔 being a parameter not to be
eliminated.

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.

Post-test: Eliminate the arbitrary constants:


1. 𝑥 sin 𝑦 + 𝑥 2 𝑦 = 𝑐
2. 3𝑥 2 − 𝑥𝑦 2 = 𝑐
3. 𝐴 sin(ωt + β) ; ω is parameter; not to be eliminated.

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://arslearningportal.wordpress.com/subjects-2/differential-equations/lesson-2-
introduction-to-differential-equations/
https://www.mathalino.com/reviewer/elementary-differential-equations/problem-06-
elimination-arbitrary-constants

MATH 113 – DIFFERENTIAL EQUATIONS 40


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

Module No. 3
Solution of First Order, First Degree Ordinary Differential Equation

Topic: Variable Separable Method, Homogeneous Coefficient Method, Exact


Equation Method, Linear Equation Method, and Bernoulli Equation Method

Time Frame: 10 hours

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.

Objectives: At the end of the topic, students are expected to:


• Calculate the solution of a DE using Variable Separable Method
• Analyze the application of Homogeneous Coefficient Method
• Organize a technique of solving first order differential equations using Exact Method
• Assess the linearity of a given differential equation using Linear Equation Method
• Evaluate a Bernoulli differential equation

Pre-test: Answer the following. Show complete solution/explanation.


𝑑𝑦
1. (Circle all that apply!) The differential equation 𝑥 𝑑𝑥 = 𝑥 − 𝑦 is
(a) separable (b) linear (c) homogeneous (d) exact
2. Which of the following equations can be rearranged into separable equations?
(a) (𝑥 + 𝑦)𝑦 ′ = 𝑥 − 𝑦 (d) None of the choices
(b) 𝑦 ′ − 𝑒 𝑦 = 𝑒 𝑥+𝑦
(c) 𝑦 ′ = ln(𝑥𝑦)
3. Which method will you use to solve the DE 𝑦 ′ = −2𝑥𝑦? Explain.

MATH 113 – DIFFERENTIAL EQUATIONS 41


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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:

Recall: (Natural Logarithmic Function; Natural Exponential Function)


Source: TCWAG (6th ed.) by Leithold, pp. 442-443, 455-457

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.

MATH 113 – DIFFERENTIAL EQUATIONS 42


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

Variable Separable Method

Consider the first order ordinary differential equation


𝘔𝑑𝑥 + 𝘕𝑑𝑦 = 0 (1)
(𝑀 and 𝑁 are functions in variables 𝑥 and 𝑦; i.e., 𝑀(𝑥, 𝑦) and 𝑁(𝑥, 𝑦))

If equation (1) can be written in the form


𝛢(𝑥 )𝑑𝑥 + 𝐵(𝑦)𝑑𝑦 = 0, (2)

Then equation (1) is a variable separable type and the solution is obtained by integrating (2)
term by term.

Reading Assignment: Read “Family of curves”

We recall our discussion on solutions of a DE.

The general solution of a first order DE 𝐹 (𝑥, 𝑦, 𝑦 ′) = 0 determines a family of integral


curves in the plane, one for each choice of the arbitrary constant. Sometimes, we just
want a particular solution whose integral curve passes through a chosen point, say
(𝑥0 , 𝑦0 ). This is equivalent to seeking a solution of a DE subject to a condition 𝑦(𝑥0 ) =
𝑦0 .
We call this an initial condition (or boundary condition); and a problem of the form
𝐹(𝑥, 𝑦, 𝑦 ′ ) = 0
𝑦(𝑥0 ) = 𝑦0
is called an initial value problem (IVP).

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.

Example (b) Solve the equation: 2𝑥𝑦𝑦 ′ = 1 + 𝑦 2 , when x = 2, y = 3.

MATH 113 – DIFFERENTIAL EQUATIONS 43


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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.

Sol’n. This is an IVP. We now separate the variables:


𝑑𝑦 2
= 𝑥𝑒 𝑦−𝑥
𝑑𝑥
𝑑𝑦 𝑥𝑑𝑥
= 𝑥2
𝑒𝑦 𝑒
2
−𝑦
−𝑒 −𝑥
−𝑒 = +𝑐
2
2
2𝑒 −𝑦 = −𝑒 −𝑥 − 𝑐
2
ln(2) − 𝑦 = ln(𝑒 −𝑥 + 𝑐)
2
𝑦 = ln 2 − ln(𝑒 −𝑥 + 𝑐)– general solution
if 𝑥 = 0, 𝑦 = 0,
0 = ln(2) − ln(𝑐 + 1)
c+1=2
c=1
2
Thus, the particular solution is given by 𝑦 = ln 2 − ln(𝑒 −𝑥 + 1).
This concludes our discussion on the solution of a DE using Variable Separable Method.

MATH 113 – DIFFERENTIAL EQUATIONS 44


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

Homogeneous Coefficient Method

First off, what are Homogeneous Equations?


Polynomials in which all terms are of the same degree are called homogeneous
polynomials.

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.

Definition. A function 𝑓(𝑥, 𝑦) is called a homogeneous function of degree 𝑘 in 𝑥 and 𝑦 if and


only if 𝑓 (𝜆𝑥, 𝜆𝑦) = 𝜆𝑘 𝑓 (𝑥, 𝑦) where 𝑘 is any real number.

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.

Some useful results:

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

𝘔(𝑥, 𝑦)𝑑𝑥 + 𝘕(𝑥, 𝑦)𝑑𝑦 = 0 (3)

MATH 113 – DIFFERENTIAL EQUATIONS 45


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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.

Example. Solve the following equations.

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

MATH 113 – DIFFERENTIAL EQUATIONS 46


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

𝑣𝑦 2 (𝑣𝑑𝑦 + 𝑦𝑑𝑣 ) + [(𝑣𝑦)2 + 𝑦 2 ]𝑑𝑦 = 0


𝑣 (𝑣𝑑𝑦 + 𝑦𝑑𝑣 ) + [𝑣 2 + 1]𝑑𝑦 = 0
𝑣𝑦𝑑𝑣 + (2𝑣 2 + 1)𝑑𝑦 = 0
𝑣𝑑𝑣 𝑑𝑦
2
+ =0
2𝑣 + 1 𝑦
1
ln|2𝑣 2 + 1| + ln 𝑦 = ln |𝑐|
4
ln|2𝑣 2 + 1| + 4 ln 𝑦 = ln |𝑐|
𝑦 4 (2𝑣 2 + 1) = 𝑐
2𝑥 2
Thus, the desired solutions are given by 𝑦 4 ( 𝑦2 + 1) = 𝑐; i.e., 𝑦 2 (2𝑥 2 + 𝑦 2 ) = 𝑐 4 (for
symmetry).

Note: It is quite immaterial whether one uses 𝑦 = 𝑣𝑥 or 𝑥 = 𝑣𝑦. However, it is sometimes


easier to substitute for the variable whose differential has the simpler coefficient.

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

MATH 113 – DIFFERENTIAL EQUATIONS 47


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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).

5-minute Exercise: Solve the equation


(16𝑥 2 + 𝑦 2 + 7𝑥𝑦)𝑑𝑥 + 𝑥 2 𝑑𝑦 = 0

𝑥
Answer: ln|𝑥 | − 𝑦+4𝑥 = 𝑐

Exact Equation Method

Definition (Exact Equation)


The equation 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 is an exact equation if there exists a differential
(equation) function 𝐹(𝑥, 𝑦) such that
𝜕𝐹 𝜕𝐹
𝑀(𝑥, 𝑦) = and 𝑁(𝑥, 𝑦) = .
𝜕𝑥 𝜕𝑦

If 𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 is exact, then its solution is 𝐹 (𝑥, 𝑦) = 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

Example. Solve the equation 3𝑥 (𝑥𝑦 − 2)𝑑𝑥 + (𝑥 3 + 2𝑦)𝑑𝑦 = 0.


Sol’n. First, we check if the equation is exact:
𝜕𝑀 𝜕𝑁
= 3𝑥 2 and = 3𝑥 2
𝜕𝑦 𝜕𝑥

MATH 113 – DIFFERENTIAL EQUATIONS 48


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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.

What if we start with 𝑁? Will we get the same set of solutions?

Consider 𝑁 = (𝑥 3 + 2𝑦)𝑑𝑦. From the definition,


𝜕𝐹
= 𝑁 = (𝑥 3 + 2𝑦)𝑑𝑦.
𝜕𝑦
Integration with respect to 𝑦 yields 𝐹 = 𝑥 3 𝑦 + 𝑦 2 + 𝑇(𝑥 ). To determine 𝑇(𝑥 ), we use
𝜕𝐹
the fact that = 𝑀 = 3𝑥 2 𝑦 − 6𝑥 = 3𝑥 2 𝑦 + 𝑇 ′ (𝑥 ). From here, we get 𝑇(𝑥 ) = −3𝑥 2 .
𝜕𝑦
Thus, we obtain a set of solutions
𝐹 = 𝑥 3 𝑦 + 𝑦 2 − 3𝑥 2 = 𝑐.

Remark. Whether you start with 𝑀 or 𝑁 is immaterial. You will arrive at the same answer.

EXAMPLE. Solve the equation (2𝑥 3 − 𝑥𝑦 2 − 2𝑦 + 3)𝑑𝑥 − (𝑥 2 𝑦 + 2𝑥 )𝑑𝑦 = 0.


Sol’n. Check if the equation is exact:
𝜕𝑀 𝜕𝑁
= −2𝑥𝑦 − 2 and = −2𝑥𝑦 − 2.
𝜕𝑦 𝜕𝑥
Hence, the given equation is exact. From the definition of exact equation,
𝜕𝐹 𝜕𝐹
𝑀= = 2𝑥 3 − 𝑥𝑦 2 − 2𝑦 + 3; 𝑁 = = −𝑥 2 𝑦 − 2𝑥
𝜕𝑥 𝜕𝑦
Using 𝑁, we integrate with respect to 𝑦:
1
𝐹 = − 𝑥 2 𝑦 2 − 2𝑥𝑦 + 𝑄(𝑥 ).
2

MATH 113 – DIFFERENTIAL EQUATIONS 49


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

𝜕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

What if the equation is not exact?

Linear Equation Method

If an equation is not exact, it is natural to attempt to make it exact by the introduction of an


appropriate factor, called an integrating factor.

Goal: Obtain an integrating factor to make the given equation exact.

Linear Equation of Order One in the dependent variable 𝑦:


𝑑𝑦
𝐴(𝑥) 𝑑𝑥 + 𝐵(𝑥)𝑦 = 𝐶(𝑥) (7)
Dividing each member of equation (7) by 𝐴(𝑥):
𝑑𝑦 𝐴(𝑥) 𝐶(𝑥)
+ 𝐵 (𝑥 ) 𝑦 = and we get the standard form:
𝑑𝑥 𝐴(𝑥)

standard form for the linear equation of order one


𝑑𝑦
+ 𝑃(𝑥)𝑦 = 𝑄(𝑥)
𝑑𝑥

♣ Reading Assignment: Discussion for the steps involved in solving linear equations of order
one.

Summary of the steps:


dy
• Put the equation into standard form + 𝑃𝑦 = 𝑄.
dx
• Obtain the integrating factor exp(∫ 𝑃𝑑𝑥).

MATH 113 – DIFFERENTIAL EQUATIONS 50


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

• 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.

Example: Solve the following equations


1. 2(𝑦 − 4𝑥 2 )𝑑𝑥 + 𝑥𝑑𝑦 = 0
Sol’n. Note that the equation is linear in 𝑦. (Why?) We now put the equation into
standard form in the dependent variable 𝑦. After a few algebraic manipulations, we
have the equation in standard form:
𝑑𝑦 2
𝑑𝑥
+ 𝑥 𝑦 = 8𝑥. (7)
Next, obtain the integrating factor:
2
exp (∫ 𝑑𝑥) = exp(2 ln |𝑥|) = exp(ln 𝑥 2 ) = 𝑥 2 .
𝑥
Multiply both sides of equation (7) by the integrating factor; (thus obtaining the exact
equation—verify!)
𝑑𝑦
𝑥2 + 2𝑥𝑦 = 8𝑥 3 (8)
𝑑𝑥
𝑑
that is, (𝑥 2 𝑦) = 8𝑥 3 . (9)
𝑑𝑥
Integrating (9), we get the solution
𝑥 2 𝑦 = 2𝑥 4 + 𝑐 (10)

Check: From (10), we get (8) by differentiation. Original DE follows from (8). Hence, (10)
defines a set of solutions of the original equation.

2. 𝑦𝑑𝑥 + (3𝑥 − 𝑥𝑦 + 2)𝑑𝑦 = 0


Sol’n. Since the product 𝑦𝑑𝑦 occurs here, the equation is not linear in 𝑦. But it is linear
in 𝑥. Arrange the terms as follows: 𝑦𝑑𝑥 + (3 − 𝑦)𝑥𝑑𝑦 = −2𝑑𝑦.
Standard form:
𝑑𝑥 3 −2
+ (𝑦 − 1) 𝑥 = , for 𝑦 ≠ 0 (11)
𝑑𝑦 𝑦
Integrating factor:
3
exp (∫ ( − 1) 𝑑𝑦) = exp(3 ln|𝑦| − 𝑦) = exp(3 ln|𝑦|) 𝑒 −𝑦 = |𝑦|3 𝑒 −𝑦
𝑦

MATH 113 – DIFFERENTIAL EQUATIONS 51


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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 .

♣ Reading Assignment: (Additional Topics on Equations of Order One)


▪ Integrating factors found by inspection
▪ The determination of integrating factors
▪ Substitution suggested by the equation
- may be given as bonus items for quizzes/exams.

Bernoulli Equation Method

Bernoulli’s equation 𝑦’ + 𝑃(𝑥)𝑦 = 𝑄(𝑥)𝑦 𝑛 (12)

For 𝑛 = 1: 𝑦′ + 𝑃(𝑥 )𝑦 = 𝑄(𝑥 )𝑦


Upon manipulation, we get
𝑑𝑦 + 𝑦[𝑃 (𝑥 ) − 𝑄 (𝑥 )] 𝑑𝑥 = 0,
a variable separable type. Hence, for 𝑛 = 1, we proceed with the variable separable method.

We shall concentrate on the case 𝑛 ≠ 1.

Equation (12) may be put in the form


𝑦 −𝑛 𝑑𝑦 + 𝑃𝑦 −𝑛+1 𝑑𝑥 = 𝑄𝑑𝑥. (13)
But the differential of 𝑦 −𝑛+1 is (1 − 𝑛)𝑦 −𝑛 𝑑𝑦, so equation (13) may be simplified by putting
𝑦 −𝑛+1 = 𝑧, from which (1 − 𝑛)𝑦 −𝑛 𝑑𝑦 = 𝑑𝑧. Thus, the equation in 𝑧 and 𝑥 is
𝑑𝑧 + (1 − 𝑛)𝑃𝑧𝑑𝑥 = (1 − 𝑛)𝑄𝑑𝑥,
a linear equation in standard form.

MATH 113 – DIFFERENTIAL EQUATIONS 52


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

◊ 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.)

Example: Solve the following equations.

1. 𝑦(6𝑦 2 − 𝑥 − 1)𝑑𝑥 + 2𝑥𝑑𝑦 = 0


Sol’n: We first manipulate the given equation to see if it is a Bernoulli equation. Group the
terms according to powers of 𝑦:
2𝑥𝑑𝑦 − 𝑦(𝑥 + 1)𝑑𝑥 + 6𝑦 3 𝑑𝑥 = 0
The equation is a Bernoulli equation since it involves only the terms containing,
respectively, 𝑑𝑦, 𝑦, 𝑦 𝑛 (𝑛 = 3 here). Divide both sides of the above equation by 𝑦 3 :
2𝑥𝑦 −3 𝑑𝑦 − 𝑦 −2 (𝑥 + 1)𝑑𝑥 = −6𝑑𝑥.
This equation is linear in 𝑦 −2 , so we put 𝑦 −2 = 𝑣, obtain 𝑑𝑣 = −2𝑦 −3 𝑑𝑦. Changing the
variables, (that is, applying substitution):
−𝑥𝑑𝑣 − 𝑣(𝑥 + 1)𝑑𝑥 = −6𝑑𝑥
𝑥𝑑𝑣 + 𝑣(𝑥 + 1)𝑑𝑥 = 6𝑑𝑥
1
𝑑𝑣 + 𝑣 (1 + ) 𝑑𝑥 = 6𝑥 −1 𝑑𝑥
𝑥
𝑑𝑣 1
+ (1 + ) 𝑣 = 6𝑥 −1 ,
𝑑𝑥 𝑥
a linear equation in standard form in the dependent variable 𝑣. We now solve for the
integrating factor and proceed with the Linear Equation method.
1
exp (∫ (1 + 𝑥) 𝑑𝑥) = exp(𝑥 + ln |𝑥|) = |𝑥 |𝑒 𝑥 .
We then multiply the integrating factor to both sides of the equation in standard form and
find that the equation
𝑥𝑒 𝑥 𝑑𝑣 + 𝑣𝑒 𝑥 (𝑥 + 1)𝑑𝑥 = 6𝑒 𝑥 𝑑𝑥
is exact. Its solution set is
𝑥𝑣𝑒 𝑥 = 6𝑒 𝑥 + 𝑐.
Since 𝑣 = 𝑦 −2,
𝑥𝑦 −2 𝑒 𝑥 = 6𝑒 𝑥 + 𝑐
𝑒 −𝑥 𝑦 2 (𝑥𝑦 −2 𝑒 𝑥 = 6𝑒 𝑥 + 𝑐)
𝑦 2 (6 + 𝑐𝑒 −𝑥 ) = 𝑥 − final answer

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.

MATH 113 – DIFFERENTIAL EQUATIONS 53


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

Divide by 𝑥 4 : 6𝑥 −4 𝑦 2 𝑑𝑥 − 𝑥 −3 𝑦𝑑𝑦 = 2𝑑𝑦


The above equation is linear in 𝑥 −3 (justify). Put 𝑥 −3 = 𝑣, then 𝑑𝑣 = −3𝑥 −4 𝑑𝑥. Thus,
−2𝑦 2 𝑑𝑣 − 𝑣𝑦𝑑𝑦 = 2𝑑𝑦
1
[2𝑦 2 𝑑𝑣 + 𝑣𝑦𝑑𝑦 = −2𝑑𝑦]
2𝑦 2 𝑑𝑦
𝑑𝑣 𝑣
+ = −𝑦 −2
𝑑𝑦 2𝑦
Integrating factor:
1 1 1
exp (∫ 𝑑𝑦) = exp ( ln|𝑦|) = 𝑦 2
2𝑦 2
1
Multiply 𝑦 2 to the equation in standard form. The equation
1 𝑑𝑣 𝑣 −3
𝑦2 + 1 = −𝑦 2
𝑑𝑦 2𝑦 2
is exact. Integration yields:
1 1
𝑣𝑦 2 = 2𝑦 −2 + 𝑐.
Since 𝑣 = 𝑥 −3 , the solution is given by
1 1
𝑥 −3 𝑦 2 = 2𝑦 −2 + 𝑐
1 1 1
𝑥 3 𝑦 2 (𝑥 −3 𝑦 2 = 2𝑦 −2 + 𝑐)
1
𝑦 = 2𝑥 3 + 𝑥 3 𝑦 2 𝑐
1 2
(𝑦 − 2𝑥 3 = 𝑥 3 𝑦 2 𝑐)
(2𝑥 3 − 𝑦)2 = 𝑐𝑥 6 𝑦.

1
Exercise: Find the particular solution of (2𝑥 + 3)𝑦 ′ = 𝑦 + (2𝑥 + 3)2 when 𝑥 = −1, 𝑦 = 0.

Supplementary lecture (OPTIONAL): Watch the following lecture videos.


➢ https://www.youtube.com/watch?v=ZEJVyybsiT4
➢ https://www.youtube.com/watch?v=gd1FYn86P0c
➢ https://www.youtube.com/watch?v=gd1FYn86P0c
➢ https://www.youtube.com/watch?v=BoI_ej-T0V4

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

MATH 113 – DIFFERENTIAL EQUATIONS 54


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

conditions which you have to consider? Discuss.


2. Given (𝑥 + 𝑦)𝑑𝑥 + 𝑥𝑑𝑦 = 0. Solve by two methods.

Review of Concepts: This topic focuses on the discussion of the different


methods/techniques in solving a first-order ODE.
𝑑𝑦
✓ Recall that a separable first order differential equation is in the form 𝑀(𝑥) + 𝑁(𝑦) 𝑑𝑥 =
0. If our differential equation is in this form, then provided that integrating 𝑀 with
respect to 𝑥 and 𝑁 with respect to 𝑦 is not too difficult, then we can solve for y by
isolating one variable to one side of the equation, and the other variable to the other
side, then integrating. Note that using the method of separable equations often results
in us obtaining implicit solutions.
✓ Sometimes a rather difficult looking first order differential equation can be drastically
𝑦 𝑥
simplified by making the substitution 𝑣 = 𝑥 or 𝑣 = 𝑦. If such a substitution looks
applicable, then in doing so, we may end up with a first order differential equation that
can be solved using some of the other techniques like the variable separable method.
Note that using the method of homogeneous coefficients requires us to check first if the
given equation is homogeneous.
✓ If we have a differential equation in the form of 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0, then this
differential equation is said to be exact if there exists a function 𝐹(𝑥, 𝑦) such that
𝜕𝐹 𝜕𝐹
𝑀(𝑥, 𝑦) = and 𝑁(𝑥, 𝑦) = . Suppose further that these partial derivatives are
𝜕𝑥 𝜕𝑦
𝜕𝑀 𝜕𝑁
continuous. Then we use the theorem “If 𝑀, 𝑁, , and are continuous functions of
𝜕𝑦 𝜕𝑥
𝑥 and 𝑦, then a necessary and sufficient condition that 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0 be an exact
𝜕𝑀 𝜕𝑁
equation is that = ” to find 𝐹. And so, an (often times) implicit solution to our
𝜕𝑦 𝜕𝑥
differential equation can be obtained in the form: 𝐹 = 𝑐.
𝑑𝑦
✓ If we have a linear differential equation in the form 𝑑𝑥 + 𝑃(𝑥)𝑦 = 𝑄(𝑥) or a
differential equation that can be easily put into this form, then we can let 𝜇(𝑥) =
exp(∫ 𝑃𝑑𝑥) be what is known as an integrating factor for our differential equation.
Recall that 𝜇(𝑥) has the properties such that 𝜇′(𝑥) = 𝜇(𝑥)𝑝(𝑥). We then multiply both
sides of our differential by 𝜇(𝑥) and solve for 𝑦 by integrating both sides of the equation
1
and simplifying the resulting equation. (Simply put, 𝑦 = ∫ 𝜇 (𝑥 )𝑄(𝑥 )𝑑𝑥.)
𝜇(𝑥)
✓ A nonlinear first order differential equation is a Bernoulli differential equation if it is in
the form 𝑦’ + 𝑃(𝑥)𝑦 = 𝑄(𝑥)𝑦 𝑛 . We can solve this class of differential equations by
using the substitution 𝑣 = 𝑦 1−𝑛 . If we differentiate 𝑣, we get that 𝑣 ′ = (1 − 𝑛)𝑦 −𝑛 𝑦′.
We then divide our original differential equation by 𝑦 𝑛 and apply these substitutions to
get a linear first order differential equation that can be solved using some of the other
techniques mentioned on this lesson.
𝑦’ + 𝑃(𝑥)𝑦 = 𝑄(𝑥)𝑦 𝑛
𝑦 −𝑛 𝑦 ′ + 𝑃(𝑥 )𝑦1−𝑛 = 𝑄(𝑥)

MATH 113 – DIFFERENTIAL EQUATIONS 55


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

1
𝑣 ′ + 𝑃(𝑥 )𝑣 = 𝑄(𝑥)
1−𝑛

Post-test: Answer the following. Show your detailed solution.


1. Determine the particular solution of 𝑒 𝑥 𝑒 𝑦 𝑑𝑥 – 𝑒 −2𝑦 𝑑𝑦 = 0 ; 𝑦 = 0 when 𝑥 = 0.
A. 𝑒 2𝑥 + 𝑒 3𝑦 = 4 C. 𝑒 𝑥 + 𝑒 3𝑦 = 2
B. 𝑒 𝑥 − 𝑒 −3𝑦 = 4 D. 3𝑒 𝑥 + 𝑒 −3𝑦 = 4
𝑑𝑥 𝑥𝑑𝑦
3. Find the general solution of − = 0.
𝑦 𝑦2
A. 𝑥 = 𝐶𝑦 B. 𝑦 = 𝐶𝑥 C. 2𝑥 = 𝐶𝑦 3 D. 𝑥 2 = 3𝐶𝑦
𝑦 𝑦
3. Find the solution of the differential equation, 𝑦 ′ = − cot .
𝑥 𝑥
𝑦 𝑥 𝑦 𝑦
A. sin = 𝐶𝑥 2 B. cos = 2𝐶𝑥 C. cos = 𝐶𝑥 D. sin = 𝐶𝑥
𝑥 𝑦 𝑥 𝑥
4. Find the complete solution of 𝑦𝑑𝑥 – 4𝑥𝑑𝑦 = 𝑦 6; 𝑥 = 4 when 𝑦 = 1.
A. 2𝑥 2 = 𝑦 4 (𝑦 2 + 7) B. 2𝑥 = 𝑦 4 (𝑦 2 + 7) C. 𝑥 = 𝑦 4 (𝑦 2 + 5) D. 2𝑦 = 𝑥 4 𝑦 2
1
5. If 𝑓 ′(𝑥 ) = 𝑥2 for 𝑥 > 0, and 𝑓 (1) = 5, find the expression for 𝑓(𝑥) for 𝑥 > 0.
6. Find a set of solutions for the DE 𝑦 ′ + 𝑦 2 sin 𝑥 = 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.
http://sites.science.oregonstate.edu/math/home/programs/undergrad/CalculusQuestSt
udyGuides/ode/first/intro/intro.html

MATH 113 – DIFFERENTIAL EQUATIONS 56


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

Module No. 4
Application of First Order Differential Equation

Topic: Decomposition and Growth, Newton’s Law of Cooling, Mixing (Non-Reacting


Fluids), and Electric Circuits

Time Frame: 6 hours

Introduction: Differential Equations are widely applied to model natural phenomena,


engineering systems and many other situations. This module will discuss the applications
mentioned in the aforementioned topic.

Objectives: At the end of the topic, students are expected to:


• Apply method of solving first order DE in solving decomposition and growth problems.
• Apply Newton’s Law of Cooling in solving temperature problems.
• Apply methods of solving first order DE in solving mixing problems of non-reacting
fluids.
• Apply methods of solving first order DE in solving electric circuit problems.

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

MATH 113 – DIFFERENTIAL EQUATIONS 57


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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:

Decomposition and Growth

- also known as Growth and Decay.

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).

exponential growth exponential decay

MATH 113 – DIFFERENTIAL EQUATIONS 58


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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 .

Since 𝑁(3) = 20000, then we have


ln 2
3
20000 = 𝑁0 𝑒 2

MATH 113 – DIFFERENTIAL EQUATIONS 59


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

𝑁0 = 20000𝑒 −1.5 ln 2 ≈ 7071 people.


Therefore, there are approximately 7071 initially living in the island.

Example 2. A certain radioactive material is known to decay at a rate proportional to the


amount present. If after one hour it is observed that 10 percent of the material has decayed,
find the half-life (period of time it takes for the amount of material to decrease by half) of the
material.

Solution: Let the initial amount of radioactive material be 𝑁0 then


𝑁(0) = 𝑁0 , 𝑁(1) = (1 − 0.1)𝑁0 = 0.9 𝑁0 .
𝑁0
We need to find 𝑡 such that 𝑁 (𝑡) = .
2

As was shown above, if 𝑁(0) = 𝑁0 , then 𝑁 = 𝑁0 𝑒 𝑘𝑡 . Since 𝑁(1) = 0.9𝑁0 then


0.9𝑁0 = 𝑁0 𝑒 𝑘⋅1
𝑘 = ln 0.9
Now, equation has form 𝑁(𝑡) = 𝑁0 𝑒 (ln 0.9) 𝑡 . Find 𝑡 such that 𝑁(𝑡) = 0.5𝑁0 .
0.5𝑁0 = 𝑁0 𝑒 (ln 0.9) 𝑡
ln 0.5
𝑡= ≈ 6.58 hours.
ln 0.9

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?

Newton’s Law of Cooling

- equally applicable to heating


- states that the time rate of change of the temperature of a body is proportional to
the temperature difference between the body and its surrounding medium.

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

MATH 113 – DIFFERENTIAL EQUATIONS 60


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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.

Example 1. A body at an unknown temperature is placed in a room which is held at a constant


temperature of 30° F. If after 10 minutes the temperature of the body is 0° F and after 20
minutes the temperature of the body is 15° F, find the unknown initial temperature.

Solution. We have that 𝑇𝑚 = 30, so differential equation is


𝑑𝑇
𝑑𝑡
+ 𝑘𝑇 = 30𝑘.

This is a first-order linear differential equation. Integrating factor is: 𝑒 ∫ 𝑘𝑑𝑡 = 𝑒 𝑘𝑡 .


After multiplying equation by integrating factor, we obtain:
𝑑𝑇
𝑒 𝑘𝑡 + 𝑘𝑇𝑒 𝑘𝑡 = 30𝑘𝑒 𝑘𝑡
𝑑𝑡
𝑑(𝑇𝑒 𝑘𝑡 )
= 30𝑘𝑒 𝑘𝑡
𝑑𝑡
Integrating both sides gives
𝑇𝑒 𝑘𝑡 = 30𝑒 𝑘𝑡 + 𝐶 or 𝑇 = 𝐶𝑒 −𝑘𝑡 + 30.
We are given that 𝑇(10) = 0 or 0 = 𝐶𝑒 −10𝑘 + 30. Also, 𝑇(20) = 15 or 15 = 𝐶𝑒 −20𝑡 + 30.
Thus, we have system of two equations:
−10𝑘
{𝐶𝑒 −20𝑘 = −30
𝐶𝑒 = −15
Dividing first equation by second gives 𝑒 10𝑘 = 2. Now, from the first equation,
𝐶 = −30𝑒 10𝑘 = −30 ⋅ 2 = −60.
Finally, 𝑇0 = 𝑇(0) = 𝐶𝑒 −𝑘⋅0 + 30 = 𝐶 + 30 = −60 + 30 = −30.

Example 2. A body at a temperature of 50° F is placed in an oven whose temperature is kept at


150° F. If after 10 minutes the temperature of the body is 75° F, find the time required for the
body to reach a temperature of 100° F.

MATH 113 – DIFFERENTIAL EQUATIONS 61


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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?

Mixing (Non-Reacting Fluids)

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

MATH 113 – DIFFERENTIAL EQUATIONS 62


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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.

Solution: Here, 𝑉0 = 100, 𝑎 = 20, 𝑏 = 0 and 𝑒 = 𝑓 = 5. So, the equation is


𝑑𝑄 1
+ 𝑄 =0.
𝑑𝑡 20
Solution to this linear equation is (WHY?)
𝑡
𝑄(𝑡) = 𝐶𝑒 −20 .
0
At 𝑡 = 0, we are given that 𝑄 = 𝑎 = 20, so, 20 = 𝐶𝑒 −20 or 𝐶 = 20. Thus,
𝑡
𝑄(𝑡) = 20𝑒 −20
Note that 𝑄 → 0 when 𝑡 → ∞ as it should, since only fresh water is being added.

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,

MATH 113 – DIFFERENTIAL EQUATIONS 63


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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

By the definition of 𝑄 and 𝐼, it follows that


𝑑𝑄
𝐼(𝑡) = .
𝑑𝑡

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

from applying Kirchhoff's laws:


(a) The sum of the currents into (or away from) any point is zero.
(b) Around any closed path the sum of the instantaneous voltage drops in a specified
direction is zero.
A circuit is treated as a network containing only one closed path.

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

For an RC circuit consisting of a resistance, a capacitance 𝐶 (in farads), an emf, and no


inductance, the equation governing the amount of electrical charge 𝑄 (in coulombs) on the
capacitor is
𝑑𝑄 1 𝐸
+ 𝑅𝐶 𝑄 = 𝑅.
𝑑𝑡

Example 1. An RL circuit has an emf of 5 volts, a resistance of 50 ohms, an inductance of 1


henry, and no initial current. Find the current in the circuit at any time 𝑡.

Solution. Here, 𝐸 = 5, 𝑅 = 50, and 𝐿 = 1; hence the differential equation becomes


𝑑𝐼
+ 50 𝐼 = 5,
𝑑𝑡
a linear equation. Using the method for linear differential equation, we find that the solution is
found to be
1
𝐼 = 𝑐𝑒 −50𝑡 + 10.
At 𝑡 = 0, 𝐼 = 0; thus,
1 1
0 = 𝑐𝑒 −50⋅0 + 10 or 𝑐 = − 10.
Hence, the current at any time is given by:

MATH 113 – DIFFERENTIAL EQUATIONS 65


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

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

a linear differential equation. It can be rewritten as follows:


𝑑𝑄 4𝑡
𝑒 + 4𝑒 4𝑡 𝑄 = 2𝑒 4𝑡 cos(2𝑡)
𝑑𝑡
𝑑(𝑄𝑒 4𝑡 )
= 2𝑒 4𝑡 cos(2𝑡)
𝑑𝑡
Integrating both sides gives
𝑄𝑒 4𝑡 = ∫ 2𝑒 4𝑡 cos(2𝑡) 𝑑𝑡 .
Using integration by parts, we obtain
𝑒 4𝑡
𝑄𝑒 4𝑡 = 𝑐 + 5 [sin(2𝑡) + 2 cos(2𝑡)].
Charge on the capacitor at any time 𝑡 is
1
𝑄 = 𝑐𝑒 −4𝑡 + [sin(2𝑡) + 2 cos(2𝑡)].
5
Since 𝑄 = 5 when 𝑡 = 0 then
1 23
5 = 𝑐𝑒 −4⋅0 + 5 [sin(2 ⋅ 0) + 2 cos(2 ⋅ 0)] or 𝑐= .
5

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 .)

MATH 113 – DIFFERENTIAL EQUATIONS 66


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

Self-evaluation: Answer the following:

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.

MATH 113 – DIFFERENTIAL EQUATIONS 67


INSTRUCTOR: Michelle T. Panganduyon, PhD
LEARNING MODULE SURIGAO STATE COLLEGE OF TECHNOLOGY

✓ Procedure for Solving an Application Problem:


▪ Establish the governing differential equations based on physical principles and
geometrical properties underlying the problem.
▪ Identify the type of these differential equations and then solve them.
▪ Determine the arbitrary constants in the general solutions using the initial or
boundary conditions.

Post-test: Answer the following:


1. The Gompertz equation has been used to model the growth of malignant tumors. The
equation states that
𝑑𝑃
= 𝑘𝑃(ln 𝑃max − ln 𝑃)
𝑑𝑡
where 𝑃 is the population of the cancer cells, and 𝑘 and 𝑃max are constants.
(a) Use separation of variables to find the general solution to this equation.
(b) A tumor with 5000 cells is initially growing at a rate of 200 cells/day. Assuming
the maximum size of the tumor is 𝑃max = 100,000 cells, how large will the
tumor be after 100 days?
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. 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?

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?

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.

MATH 113 – DIFFERENTIAL EQUATIONS 68


INSTRUCTOR: Michelle T. Panganduyon, PhD

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