1. Introduction to Differential Equations
1. Introduction to Differential Equations
INTRODUCTION TO
DIFFERENTIAL EQUATIONS
BASIC DEFINITION
A differential equation is an equation that contains derivatives or
differentials. It can contain one or more term involving derivatives of one
variable with respect to another variable.
An initial condition is a condition in which all are given at the same value
of the independent variable and the problem is called initial-value problem.
For example, the differential equation 𝑦 ′′ + 4𝑦 = 𝑒 𝑥 , 𝑦 1 = 2, 𝑦 ′ 1 = −1, is
an initial value problem since the two conditions are given at 𝑥 = 1.
If the conditions are given at more than one value of the independent
variable, the problem is a boundary-value problem and the conditions are
boundary conditions. For example, the differential equation 𝑦 ′′ + 4𝑦 =
𝑒 𝑥 , 𝑦 0 = 2, 𝑦 ′ 1 = −1 , is a boundary-value problem since the two
conditions are given at two different values 𝑥 = 0 and 𝑥 = 1.
9
TYPES OF SOLUTIONS TO A DIFFERENTIAL EQUATION
For a first order differential equation, the condition is either initial condition or
boundary condition or simply called as condition.
Example:
𝑥3
𝑦= + 3𝑥 + 𝑐 , given the condition 𝑦 3 = 1 , find the particular
3
solution.
Solution:
Substitute the values using 𝑥 = 3 and 𝑦 = 1 and find the value of 𝑐.
(3)3
1= 3
+3 3 +𝑐
𝑐 = −17
Thus, the particular solution is,
𝒙𝟑
𝒚= 𝟑
+ 𝟑𝒙 − 𝟏𝟕
10
TYPES OF SOLUTIONS TO A DIFFERENTIAL EQUATION
Solution:
First, get the first and second derivatives of the given solution.
𝑦 = 𝑥𝑒 𝑥
𝑦 ′ = 𝑥𝑒 𝑥 + 𝑒 𝑥
𝑦 ′′ = 𝑥𝑒 𝑥 + 𝑒 𝑥 + 𝑒 𝑥
𝑦 ′′ = 𝑥𝑒 𝑥 + 2𝑒 𝑥
Then, substitute the derivatives to the differential equation.
𝑦 ′′ − 𝑦 ′ − 𝑒 𝑥 = 0
𝑥𝑒 𝑥 + 2𝑒 𝑥 − 𝑥𝑒 𝑥 + 𝑒 𝑥 − 𝑒 𝑥 = 0
𝟎=𝟎
Therefore, the particular solution is the solution to the differential equation.
12
TYPES OF SOLUTIONS TO A DIFFERENTIAL EQUATION
Example(b):
𝑆ℎ𝑜𝑤 𝑡ℎ𝑎𝑡 𝑦 = cos 𝑥 𝑖𝑠 𝑎 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑜𝑓 𝑦 ′′′ + 𝑦 ′′ + 𝑦 ′ + 𝑦 = 0.
Solution:
Get the first to third derivatives of the function.
𝑦 = cos 𝑥
𝑦 ′ = − sin 𝑥
𝑦 ′′ = − cos 𝑥
𝑦 ′′′ = sin 𝑥
Solution:
Get the first and second derivatives of the function.
𝑦 = 𝑠𝑖𝑛2 𝑥
𝑦′ = 2 sin 𝑥 cos 𝑥
𝑦 ′′ = −2𝑠𝑖𝑛2 𝑥 + 2𝑐𝑜𝑠 2 𝑥
Solution:
Get the first and second derivatives of the function.
𝑦 = 𝑒 𝑥 cos 𝑥
𝑦 ′ = −𝑒 𝑥 sin 𝑥 + 𝑒 𝑥 cos 𝑥
𝑦 ′′ = −𝑒 𝑥 cos 𝑥 − 𝑒 𝑥 sin 𝑥 − 𝑒 𝑥 sin 𝑥 + 𝑒 𝑥 cos 𝑥
𝑦 ′′ = −2𝑒 𝑥 sin 𝑥
Solution:
Get the first derivative of the function.
2
𝑦 = 2 + 𝑒 −𝑥
2
𝑦′ = −2𝑥𝑒 −𝑥
Example(a):
𝐹𝑖𝑛𝑑 𝑡ℎ𝑒 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑙 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑜𝑓 𝑥 2 + 2𝑥𝑦 = 𝑐.
Solution:
Differentiating the given solution, we have:
2𝑥𝑑𝑥 + 2 𝑥𝑑𝑦 + 𝑦𝑑𝑥 = 0
𝒙 + 𝒚 𝒅𝒙 + 𝒙𝒅𝒚 = 𝟎
19
ELIMINATION OF ARBITRARY CONSTANT
Example(b):
𝐹𝑖𝑛𝑑 𝑡ℎ𝑒 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑙 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑜𝑓 𝑦 = 𝑐1 sin 2𝑥 + 𝑐2 cos 2𝑥 .
Solution:
Differentiate the solution twice since there are two arbitrary constants,
therefore,
𝑦 = 𝑐1 sin 2𝑥 + 𝑐2 cos 2𝑥
𝑦 ′ = 2𝑐1 cos 2𝑥 − 2𝑐2 sin 2𝑥
𝑦 ′′ = −4𝑐1 sin 2𝑥 − 4𝑐2 cos 2𝑥
𝑦 ′′ = −4(𝑐1 sin 2𝑥 + 𝑐2 cos 2𝑥)
Solution:
Differentiating the solution twice, we have,
𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑥𝑒 𝑥 equation 1
𝑦′ = 𝑐1 𝑒 𝑥 + 𝑐2 (𝑥𝑒 𝑥 + 𝑒 𝑥 )
𝑦′ = 𝑐1 𝑒 𝑥 + 𝑐2 𝑥𝑒 𝑥 + 𝑐2 𝑒 𝑥 equation 2
𝑦 ′′ = 𝑐1 𝑒 𝑥 + 𝑐2 𝑥𝑒 𝑥 + 𝑒 𝑥 + 𝑐2 𝑒 𝑥
𝑦 ′′ = 𝑐1 𝑒 𝑥 + 𝑐2 𝑥𝑒 𝑥 + 𝑐2 𝑒 𝑥 + 𝑐2 𝑒 𝑥
𝑦 ′′ = 𝑐1 𝑒 𝑥 + 𝑐2 𝑥𝑒 𝑥 + 2𝑐2 𝑒 𝑥 equation 3
Subtracting equation (2) and (1),
𝑦 ′ − 𝑦 = 𝑐2 𝑒 𝑥 equation 4
Subtracting equation (3) and (2),
𝑦 ′′ − 𝑦 ′ = 𝑐2 𝑒 𝑥 equation 5
21
ELIMINATION OF ARBITRARY CONSTANT
Example(c):
𝐹𝑖𝑛𝑑 𝑡ℎ𝑒 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑙 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑜𝑓 𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑥𝑒 𝑥 .
Solution(continuation):
Subtracting equation (5) and (4),
𝑦 ′′ − 𝑦 ′ − 𝑦 ′ − 𝑦 = 𝑐2 𝑒 𝑥 − 𝑐2 𝑒 𝑥
𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0
The arbitrary constants had been eliminated; therefore the differential equation is
𝒚′′ − 𝟐𝒚′ + 𝒚 = 𝟎
22
ELIMINATION OF ARBITRARY CONSTANT
Example(d):
𝑐
𝐹𝑖𝑛𝑑 𝑡ℎ𝑒 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑙 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑜𝑓 𝑦 = sin 𝑥 + .
sin 𝑥
Solution:
Isolating the arbitrary constant 𝑐 and differentiating, we have,
𝑐
𝑦 = sin 𝑥 +
sin 𝑥
2
𝑦 𝑠𝑖𝑛 𝑥 = 𝑠𝑖𝑛 𝑥 + 𝑐
𝑦 sin 𝑥 − 𝑠𝑖𝑛2 𝑥 = 𝑐
𝑦 cos 𝑥 + sin 𝑥 𝑦 ′ − 2 sin 𝑥 cos 𝑥 = 0
𝑦 ′ + 𝑦 cot 𝑥 − 2 cos 𝑥 = 0
𝑦 ′ + 𝑦 cot 𝑥 = 2 cos 𝑥
The differential equation is,
𝒚′ + 𝒚 𝒄𝒐𝒕 𝒙 = 𝟐 𝒄𝒐𝒔 𝒙
23
ELIMINATION OF ARBITRARY CONSTANT
Example(e):
𝐹𝑖𝑛𝑑 𝑡ℎ𝑒 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑙 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑜𝑓 𝑡ℎ𝑒 𝑓𝑎𝑚𝑖𝑙𝑦 𝑜𝑓 𝑙𝑖𝑛𝑒𝑠 𝑝𝑎𝑠𝑠𝑖𝑛𝑔 𝑡ℎ𝑟𝑜𝑢𝑔ℎ 𝑡ℎ𝑒 𝑝𝑜𝑖𝑛𝑡𝑠 2,5 .
Solution:
From geometry, the general equation of the line given a points and slope 𝑚, is,
𝑦 − 𝑦1 = 𝑚(𝑥 − 𝑥1 )
Substituting the points (2,5), we have,
𝑦 − 5 = 𝑚(𝑥 − 2)
Since 𝑚 is a constant, it should be eliminated. By isolating the constant and differentiating,
we have,
(𝑦−5)
𝑚 = (𝑥−2)
𝑥−2 𝑑𝑦− 𝑦−5 𝑑𝑥
0=
(𝑥−2)2
0 = 𝑥 − 2 𝑑𝑦 − 𝑦 − 5 𝑑𝑥
Therefore, the differential equation is,
𝒙 − 𝟐 𝒅𝒚 − 𝒚 − 𝟓 𝒅𝒙 = 𝟎
24
ELIMINATION OF ARBITRARY CONSTANT
Example(f):
𝐹𝑖𝑛𝑑 𝑡ℎ𝑒 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑙 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑜𝑓 𝑎 𝑐𝑖𝑟𝑐𝑙𝑒 𝑤𝑖𝑡ℎ 𝑐𝑒𝑛𝑡𝑒𝑟 𝑎𝑡 (ℎ, 𝑘).
Solution:
The general equation of a circle with center at (ℎ, 𝑘) is,
(𝑥 − ℎ)2 +(𝑦 − 𝑘)2 = 𝑟 2
Solution:
The general equation of an ellipse having their vertices at the origin is,
𝑥2 𝑦2
+ 𝑏2 =1
𝑎2
II. Find the particular solutions of the given general solutions satisfying the given conditions.
1. ) 𝑒 𝑥 − 4𝑦 2 = 𝑐 ; 𝑦(ln 2) = 1
2. ) 𝑥 2 + 𝑦 2 = 𝑐 ; 𝑦(1) = 1
3. ) 𝑐𝑦 2 = 𝑥 3 + 𝑥𝑦 2 ; 𝑦 2 = 1
4. ) 𝑦 = tan 𝑥 + 𝑐 ; 𝑦 0 = 0
5. ) 2𝑥 + sin 𝑥 = 𝑐 + 1 + 𝑦 2 2 ; 𝑦 0 = 1
27
CHAPTER EXERCISE
III. Find the differential equations of the following general solutions.
1. ) 𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 −𝑥
2. ) 𝑦𝑒 2𝑥 − 2 cos 𝑥 = 𝑐
3. ) (𝑦 − 𝑥)3 = 𝑐𝑥
1
4. ) 𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −3𝑥 + 𝑒 2𝑥
5
5. ) 𝑦 = 𝑐1 cos 2𝑥 + 𝑐2 sin 2𝑥
IV. Find the differential equations described by the following family of curves.
1. ) 𝑃𝑎𝑟𝑎𝑏𝑜𝑙𝑎𝑠 𝑦 = 𝑐𝑥 2 .
2. ) 𝐶𝑢𝑟𝑣𝑒 𝑦 = 𝑐 cos 𝑥 .
3. ) 𝑆𝑡𝑟𝑎𝑖𝑔ℎ𝑡 𝑙𝑖𝑛𝑒𝑠 𝑤𝑖𝑡ℎ 𝑠𝑙𝑜𝑝𝑒 𝑎𝑛𝑑 𝑦 − 𝑖𝑛𝑡𝑒𝑟𝑐𝑒𝑝𝑡 𝑒𝑞𝑢𝑎𝑙.
4. ) 𝐶𝑖𝑟𝑐𝑙𝑒𝑠 𝑤𝑖𝑡ℎ 𝑐𝑒𝑛𝑡𝑒𝑟 𝑜𝑛 𝑡ℎ𝑒 𝑦 − 𝑎𝑥𝑖𝑠.
5. ) 𝐸𝑙𝑙𝑖𝑝𝑠𝑒𝑠 ℎ𝑎𝑣𝑖𝑛𝑔 𝑡ℎ𝑒𝑖𝑟 𝑐𝑒𝑛𝑡𝑒𝑟 𝑎𝑡 ℎ, 𝑘 .