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Enggmath 5 Module

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48 views77 pages

Enggmath 5 Module

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harlemetnalob
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MODULE IN

DIFFERENTIAL EQUATIONS

ENGGMATH 5

Electronics Engineering Department

School of Engineering and Architecture

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TABLE OF CONTENTS
Contents Page

Title Page i
I. Course Title 1
II. Course Overview
A. Introduction 1
B. Course Learning Outcome 3
C. Module and Unit Topics 4
III. Course Study Guide 5
IV. Study Schedule 7
V. Evaluation 9
1. Formative Assessment Acitivities
2. Evaluative Assessment Acitivities
VI. Technological Tools 11
VII. Module Contents 12
Module 1: An Overview of Differential 12
Equations
Module 2: Solutions of a Differential 16
Equations
Module 3: First Order Differential 25
Equations
Module 4: Modelling with First-Order 44
Differential Equations –
Linear Models in Application
Module 5: Higher-Order Differential 57
Equations
Module 6: The Laplace Transform 67
VIII. References 70
IX. Contact Information of the Facilitator 70

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ENGGMATH 5
15

INSERT RELATED PICTURE HERE

COURSE LEARNING OUTCOMES


At the end of the module, you should
be able to:
1. Identify different terminologies
attributed to Differential Equations.
2. Solve first-order differential equations
using the most appropriate method to
demonstrate algebraic manipulation
of data numerically and analytically.
3. Interpret, analyze and model real-life
systems and phenomena by creating
mathematical models and obtain
particular solutions that help predict
behavior of the system through critical
thinking and problem solving skills.
4. Solve higher-order differential
DIFFERENTIAL EQUATIONS equations and determine the most
appropriate numerical technique to
obtain the solution.
5. Solve Laplace Transformation
problems to obtain solutions of
Differential Equations.

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In order to solve differential equation
you look at it until a solution occurs to you
- George Polya -

I. COURSE TITLE: DIFFERENTIAL EQUATIONS

II. COURSE OVERVIEW

A. INTRODUCTION
The construction of mathematical models to approximate real-world problems has
been one of the most important aspects of the theoretical development of each
of the branches of science. It is often the case that these mathematical models
involve an equation in which a function and its deirvatives play important roles.
Such equations are called differential equaitons. Our aim is to find methods for
solving differential equation; that is, to find the unknown functions that satisfy the
differential eqautions.

B. COURSE LEARNING OUTCOME

The course ENGGMATH5: Differential Equations prepares you, as a future


electronics engineer, to demonstrate all the intended learning outcomes
of the three-unit course as per the Commission on Higher Education (CHED)
Memorandum Order (CMO) 101 series of 2017, otherwise known as the
Policies, Standards, and Guidelines for the Bachelor of Science in
Electronics Engineering (BSECE) Program Effective Academic Year (AY)

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2018-2019. At the end of the course the student should be able to analyze
and solve differential equations by applying the most appropriate
numerical technique to obtain the solution.

C. MODULE AND UNIT TOPICS


To ensure that you will demonstrate the above cited course learning
outcome at the end of the semester, this course designed to be delivered
in 54 contact hours was structured into six modules. Each module contains
several units with its own topic learning outcomes and topic outline. Each
unit contains activities designed using the 5E constructivist model of
learning, developed by Rodger Bybee, that encourages students to
engage, explore, explain, elaborate, and evaluate their learning of topics
covered therein. This means that at the end of each unit, each module,
and the course as a whole, you will be assessed on your progress in
attaining the course learning outcomes. Outcomes based education
dictates that only when you can clearly demonstrate the course learning
outcomes by the end of this course, can you be given a passing mark. The
modules that form the building blocks to help you attain the course learning
outcomes are as follows:

MODULE 1: An Overview of Differential Equations. This module allows you


to discuss basic differential equation terminologies, classify
differential equations and create mathematical models to
describe behavior of real-life systems or phenomena.
MODULE 2: Solution of a Differential Equation. This module allows to identify
solutions, determine their existence and uniqueness, and
obtain the differential equation for an indicated solution by
elimination of arbitrary constants.

MODULE 3: First Order Differential Equation. This module will provide the
students to identify the type of differential equation given and
obtain its solution using the most appropriate method. In
addition this will help also the student to identify integrating
factors of Linear Equations and use appropriate substitution
methods for more complex differential equations.

MODULE 4: Modelling with First-Order Differential Equations – Linear


Models in Application. This module wil help the learners to
create a mathematical model, and obtain a particular solution
for predicting the behavior of the system defined in the given
application.

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MODULE 5: Higher-Order Differential Equations. After determning the
solution of a first order differential equation, the students will be
tasked to determine the solution of a higher order differential
equations using different methods.
MODULE 6: The Laplace Transform and Inverse Laplace Transform. This
allows the students to use Laplace Transforms to obtain the
solution of Differential Equations.

III. COURSE STUDY GUIDE


Finishing this course successfully relies heavily on your self-discipline and time
management skills. The course modules were prepared for you to learn
diligently, intelligently, and independently. Keeping yourself motivated to
follow the schedules specified in the learning plan, maintaining excellence in
the expected student outputs, and mastering the different technologies and
procedures required in the delivery and feedback for this course, will instill in
you important qualities you will need in the future as an engineer practicing
your profession. The following course guides and house rules are designed for
you to practice decorum consistent with standards expected within a formal
academic environment. These guides shall lay the groundwork for
consistency, coherence, cooperation, and clear communication among
learners and instructors throughout the conduct of this course:

1. MANAGE YOUR MINUTES. Create a study routine and stick to it. Keep
requirement deadlines and study schedules always in mind by providing visual
cues posted in your place of study or listed in your reminders (electronically,
online, or on paper). Remember that there are other daily activities that take
up your time, not to mention other courses you may be concurrently taking.
Choose a time of day when you are most likely to maximize learning.
Communicate your schedule to other members of your household so they could
help you keep it. It would also help to prepare a dedicated space in your
residence conducive for learning.
2. MIND YOUR MANNERS. Treat the distance learning environment as an
academic space not too different from a physical classroom. Do not do in the
distance learning environment, acts you would not normally do in a face-to-
face classroom set up. Avoid asking questions that have already been
answered in the lessons or in the instructions previously discussed or provided.
This reflects your poor focus and uninspired preparation for this course. Practice
Electronic Conversation Etiquette in group chats, open forums, and similar
electronic venues.
a. Use appropriate language and tone, correct grammar and spelling,
and complete sentences acceptable in an academic forum. Avoid
text-speak, slang, and all caps in your posts.

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b. Express your opinions politely and do not dominate the conversation.
c. Avoid lengthy as well as offensive posts by sticking to the topic of the
discussion.
d. Take time to understand the salient points of the discussion, and
provide a meaningful and well-thought response to the posts of other
participants.
e. For a live meeting or video/voice conferencing set-up, mute your
microphone when you are not speaking to keep the focus on the
main speaker.
3. MASTER THE MEDIUM. The distance learning courses will be delivered making
use of the institutional Google Suite account of Saint Louis University. It would
be worthwhile on your part to devote some time and effort to learn the
applications you will need to access your course materials, interact with me and
your classmates, and submit course requirements. Applications of note are
Google Classroom, Google Drive, and Google Meet. There are also available
alternatives to Microsoft Office tools you might want to explore. Certain
requirements will require you to take a video on your smart phone, save it, and
submit it electronically. Work on this skill as well. If you are offline, identify the
most convenient means for express mail correspondence and inform me as
early as possible so we can make the necessary arrangements ahead of time.
4. MAKE MASTERPIECES. Go beyond minimum requirements. The course learning
outcomes will serve as a guide to the minimum expected competencies you
are to acquire at the end of this course. It does not limit you from performing
beyond it. Keep in mind that the quality of your work reflects the amount of
thought and care you put into the process of completing it. It provides a very
tangible measure of how much of the competencies you have developed and
fully obtained throughout this course.
5. CONNECT CONSTANTLY. There are more than sufficient online and offline
modes to ensure that you are well informed and provided on time with the
needed learning materials, instructions, requirements, and feedback either from
me or from your classmates. Exhaust all means possible to keep in touch and
updated. My contact details can be found at the latter part of this document
and will be made available and widely disseminated to enrolees of this course.
6. OBSERVE ORIGINALITY. Your course outputs will largely be submitted in
electronic form. It is going to have a highly traceable and comparable digital
footprint that can be easily checked for originality. Cite your sources properly
for referenced statements you decide to use in your own work. Attribute
statements by persons other than you by using terms like according to, he
said/she said, and the like.
7. INSTIGATE INDEPENDENCE. You are the focus of this course. Nobody else. All
assessment and evaluation tools in this course are designed to measure your
competence and not anybody else’s. You may use all resources at your
disposal, and ask other people for advice. In the end however, it is going to be
your independent work that will be judged against the standards set for this
course. The only way for you to maximize this course to your advantage is to
learn as much from it as an individual. Make it count.

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Additional Guidelines for Offline Students:
• If you are a student opting for the offline mode of distance learning, you will
be tasked to send back the accomplished requirements at given stages of
the course through express mail correspondence on or before the scheduled
date to me. Make sure you will follow it up with me through text or any other
media available for you.
• While waiting for my feedback of your accomplished requirements, continue
doing the task in the succeeding units of the module.
• If needed, do not hesitate to keep in touch with me through any available
means. Remember, if there is a will, there is a way.

IV. STUDY SCHEDULE

Below are details in the conduct of this course arranged in chronological order
vis-à-vis the topic learning outcomes and activities designed for you to undergo
the five stages of the 5E constructivist learning model.

Dates TOPIC LEARNING OUTCOMES ACTIVITIES


MODULE 1 An Overview of Differential Equations
Definitions and Terminologies
Types of Differential Equations
Order and Degree
Differential Equations as Mathematical Models
TLO 1: Discuss basic Enggage: Show and Tell
differential equation Explore: Experiential Learning
terminologies, classify (Viewing)
differential equations and Explain: Lecture/presentation.
create mathematical Elaborate: Problem solving
models to describe Evaluate: Graded Quiz
behavior of real-life systems
or phenomena.

MODULE 2 Solution of a Differential Equations


Definition, Types and Verification of a Solution
Existence and Uniqueness Theorems of Solutions
Elimination of Arbitrary Constants
Differential Form of Families of Curves
TLO 2: Identify solutions, Enggage: Show and Tell
determine their existence Explore: Experiential Learning
and uniqueness, and (Viewing)
obtain the differential Explain: Lecture/presentation.
equation for an indicated Elaborate: Problem solving
Evaluate: Graded Quiz

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solution by elimination of
arbitrary constants.

Module 1 & 2 Evaluative Assessment


Graded Quiz

MODULE 3 First Order Differential Equation


a) Separable Equations
b) Coefficient Homogeneous Equations
c) Exact Equations
d) Solution of Linear Equations using the Integrating Factor
Method
e) Solutions by Substitution Methods – Coefficient
Homogeneous Equations,
f) Bernoulli’s Equation
g) Solutions Linear in Two Variables
TLO 3: Identify the type of Enggage: Show and Tell
differential equation given Explore: Experiential Learning
and obtain its solution using (Viewing)
the most appropriate Explain: Lecture/presentation.
method. Elaborate: Problem solving
TLO 4: Identify integrating Evaluate: Graded Quiz
factors of Linear Equations
and use appropriate
substitution methods for
more complex differential
equations.
Module 3 Evaluative Assessment
Graded Quiz
Module 1, 2, and 3 Evaluative Assessment
Graded Midterm Examination on Module 1, Module 2 and
Module 3
MODULE 4 Modelling with First-Order Differential Equations – Linear
Models in Application
a) Growth and Decay
b) Newton’s Law of Cooling/Warming
c) Mixtures
d) Series Circuits
e) Other Applications
TLO 5: Create a Enggage: Show and Tell
mathematical model, and Explore: Experiential Learning
obtain a particular solution (Viewing)
for predicting the behavior of Explain: Lecture/presentation.

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the system defined in the Elaborate: Problem solving
given application. Evaluate: Graded Quiz
July 9, 2020 Module 3 Evaluative Assessment
Graded Quiz on Applications of Differential Equation

MODULE 5 Higher-Order Differential Equations.


UNIT 1 a) Preliminary Theory of Linear Equations – Homogeneous
and Non-Homogeneous Equations
b) Homogeneous Linear Equations with Constant
Coefficients Undetermined Coefficients
c) Variation of Parameters
July 10, 13 - TLO 6: Obtain the solution of Enggage: Show and Tell
17, 2020 Homogeneous and Non- Explore: Experiential Learning
Homogeneous Equations (Viewing)
using the most appropriate Explain: Lecture/presentation.
method. Elaborate: Problem solving
Evaluate: Graded Quiz
July 18, 2020 Module 5 Evaluative Assessment
Graded Quiz on Higher-Order Differential Equations
MODULE 6 The Laplace Transform and Inverse Laplace Transform
July 20 - 22, TLO 7: Use Laplace Transforms Enggage: Show and Tell
2020 to obtain the solution of Explore: Experiential Learning
Differential Equations. (Viewing)
Explain: Lecture/presentation.
Elaborate: Problem solving
Evaluate: Graded Quiz
July 23, 2020 Module 6 Evaluative Assessment
Graded Quiz on Higher-Order Differential Equations
Module 4, 5, and 6 Evaluative Assessment
Final Examination on Module 4,5 and 6

V. EVALUATION
The course modules rely on formative and summative assessments to determine
the progress of your learning in each module. To obtain a passing grade in this
course, you must:

1. Read all course readings and answer the pre-assessment quizzes, self-
assessment activities, and reflection questions.
2. Submit all assignments and graded quizzes
3. Take the Midterm Examination.

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If you are a student under the offline DL mode, accomplish all print-based and
electronically saved discussion activities and requirements, and submit them on
time via express mail correspondence.

1. Formative Assessment Activities

Formative assessments for this course are applied to ungraded activities that are
used to monitor your learning experience and provide feedback to improve both
your learning approach as well as my instructional approach.

• You are required to answer the pre-assessment quizzes, self-assessment


activities, and reflection questions but your scores in activities will not be
included in the computation of your final grade.
• The reflection questions are designed to help you to critically analyze the
course readings for better understanding while the pre-assessment quizzes
and self-assessment activities are designed as a review management tool
to prepare you for the graded quizzes and examinations.
• Successfully answering formative activity questions and requirements will
serve as prompts to tell you if you need to study further or if you may
already move forward to the next unit of the module.
• The completeness of your answers to the pre-assessment quizzes, self-
assessment activities, and reflection questions will still be checked and will
still be part of your course completion. Hence, all pre-assessment quizzes,
self-assessment activities, and reflection questions must be answered.
• In doing your formative assessment activities, you can always ask the help
of your family and friends.
• The pre-assessment quizzes, self-assessment activities, and reflection
questions are required so you can take it anytime within the scheduled
days assigned for each unit.

2. Summative Assessment Activities


The evaluative assessments are graded activities designed to determine if your
acquisition of learning and performance in tests is at par with standards set at
certain milestones in this course.

A. Quizzes, Examinations, and Assignments


Graded quizzes, examinations, and assignments are essential to determine
whether your performance as a student is at par with standards/goals that
need to be achieved in this course. The scores obtained from each of the
graded activities will contribute to your final grade, the weights of which
are presented in the grading system described in the succeeding sections
of this text. Direct scoring can be used on straightforward requirements like
short answers and multiple choice responses, while scoring rubrics will be

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provided for answers that are typically lengthy and involve a more
complex level of thinking on your part.

B. Final Course Requirement

To achieve the course learning outcome, a final design project is required.


The learners should present an application of differential equation in their
chosen course. You are going to accomplish this in groups and present the
output as scheduled in the study plan. For online students, a live
presentation will be scheduled on Google Meet. For offline students a
recorded and saved presentation will be accommodated for submission
on a USB flash drive. A separate rubric will be used for the write up and the
presentation.

VI. TECHNOLOGICAL TOOLS


To be able to accomplish all the tasks in this course, you will need a computer
or a laptop with the following software applications: Word Processing,
Presentation, and Publication for requirements that do not require online
access. A smart phone with video recording and editing features will also be
used for activities that will require you to record videos for saving and
submission.

If you are a student online, access to the institutional Google Classroom will be
provided through your institutional account. An invitation to join the Google
Classroom will be sent to you through the SLU Student Portal and your
institutional email account, so make sure to activate your institutional email
account. It is equally important that you check your SLU Student Portal
account at least twice a week and turn your Gmail Notifications on in your
mobile phone and computer.

If you are a student offline, the delivery of instructions and requirements will be
primarily through express mail correspondence of printed modules and saved
digital content on a USB flash drive. Feedback and clarifications will be
facilitated through text messaging and voice calls; hence, you need to have
regular access to a cell phone. If you need to call, or you want to talk to me,
send me a message first and wait for me to respond. Do not give my CP
number to anybody. I will not entertain messages or calls from numbers that
are not registered in my phone. Hence, use only the CP number you submitted
to me.

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VII. MODULE CONTENTS
MODULE 1
An Overview of Differential Equations

At the end of this unit you should be able to:

• Discuss basic differential equation terminologies, classify differential equations and


create mathematical models to describe behavior of real-life systems or
phenomena.

Recall the different methods or techniques in differentiating and integrating a function!

Click or log-in to this link and watch this video:


https://www.khanacademy.org/math/ap-calculus-ab/ab-differential-
equations-new/ab-7-1/v/differential-equation-introduction
Now, what information did you get from these videos?
Get ready for the explain part!

DIFFERENTIAL EQUATIONS
- an equation which involves an unknown function and some of its derivatives.

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Examples
dy
1. dx = xsinx
dy
2. = ysinx
dx
dy
3. = xsiny
dx
dy
4. = xsiny + ysinx
dx
𝑑2 y 1 𝑑𝑦 1
5. = − 100 𝑑𝑥 − 𝑘 (𝑦 − 6 𝑦 3 )
𝑑𝑥 2

TYPES OF DIFFERENTIAL EQUATIONS


1. ORDINARY DIFFERENTIAL EQUATIONS
𝑑𝑦
a. = 2x + 3
𝑑𝑥
𝑑2 𝑦 𝑑𝑦 y is the dependent variable
b. + 3 + ay = 0
𝑑𝑥 2 𝑑𝑥 x is the independent variable
𝑑3 𝑦 𝑑𝑦 4
c. 𝑑𝑥 3
+ [𝑑𝑥] + 6y = 3

2. PARTIAL DIFFERENTIAL EQUATIONS


𝜕2 𝑢 𝜕2 𝑢
a. + =0
𝜕𝑥 2 𝜕𝑦 2
u is the dependent variable
x and y is the independent variable
𝜕2 𝑢 𝜕2 𝑢
b. + =0 u is the dependent variable
𝜕𝑥 4 𝜕𝑡 2
𝜕2 𝑢 𝜕2 𝑢 𝜕𝑢 x & t is the independent variable
c. = − 𝜕𝑡
𝜕𝑥 2 𝜕𝑡 2

ORDER AND DEGREE OF DIFFERENTIAL EQUATIONS


1. ORDER OF DIFFERENTIAL EQUATIONS
• The order of the differential equation is order of the highest derivative
in the differential equation.

Examples:
Differential Equation Order
𝑑𝑦 1
= 2x+3
𝑑𝑥

𝑑2 𝑦 𝑑𝑦 2
+ 3 𝑑𝑥 + 9y=0
𝑑𝑥 2

𝑑3 𝑦 𝑑𝑦 3
+ [𝑑𝑥] 4 + 6y = 3
𝑑𝑥 3

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2. DEGREE OF DIFFERENTIAL EQUATION
• The degree of a differential equation is power of the highest order
derivative term in the differential equation.

Examples:
Differential Equation Degree
𝑑2 𝑦 𝑑𝑦 1
+ 3 𝑑𝑥 + 9y=0
𝑑𝑥 2

𝑑3𝑦 𝑑𝑦 4 1
+ [ ] + 6y = 3
𝑑𝑥 3 𝑑𝑥
3
𝑑2𝑦 3
[ 3 ] + [𝑑𝑦/𝑑𝑥] 3 + 3 = 0
𝑑𝑥

LINEAR AND NON-LINEAR DIFFERENTIAL EQUATION


- A Differential Equations is linear, if
1. Dependent variable and its derivatives are of degree one.
2. Coefficients of a term does not depend upon variable
3. you could write the differential equation in the form
dny d n−1 y d2y
+ a0 y = g (x )
dy
a n n + a n−1 n−1 + .... + a 2 2 + a1
dx dx dx dx
Examples.
𝑑2 𝑦 𝑑𝑦
1. + 3 𝑑𝑥 + 9y = 0 LINEAR
𝑑𝑥 2
𝑑3 𝑦 𝑑𝑦
2. + [𝑑𝑥] 4 + 6y =3 NON-LINEAR (2nd term not degree of 1)
𝑑𝑥 3
𝑑2 𝑦 𝑑𝑦
3. 𝑥 2 𝑑𝑥2 + 𝑦 𝑑𝑥 = 𝑥 3 NON-LINEAR (2nd term coefficient depends on y)

TYPES OF SOLUTION

1. GENERAL SOLUTION
- Most general form that the solution can take and doesn’t take any
initial conditions into accounts
- In term of C
2. PARTICULAR SOLUTION
- Specific solution that not only satisfies the differential equation. But also
satisfies the given initial conditions.
- C has no value

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Illustration: Example:
𝑑𝑦 𝑑𝑦
= 𝑓 (𝑥) = 2𝑥 𝑤ℎ𝑒𝑛 𝑥 = 𝑦 = 0
𝑑𝑥 𝑑𝑥
∫ 𝑑𝑦 = ∫ 𝑓(𝑥)𝑑𝑥
𝑦 = ∫ 𝑓(𝑥)𝑑𝑥 + 𝐶 ∫ 𝑑𝑦 = ∫ 2𝑥 𝑑𝑥
y = 𝑥 2 + 𝐶→ General Solution (G.S.)

Substitute x = y = 0 in G.S. then C = 0


When C = 0 then the particular solution
is: 𝐲 = 𝒙𝟐

Watch Video_Module 1 for more detailed explanations!

Now, let’s try to complete the table below!


Ordinary or Linear or Non- Order Degree Independent Dependent
Partial Linear Variable Variable

y’ = x +6y

y” = 4y +y3

3
𝑑2𝑦 𝑑𝑦
( 2) + +3 =0
𝑑𝑥 𝑑𝑥

y” +2xy’ +4y = cos2x


𝑑𝑦 𝑥 2 −1
=
𝑑𝑥 𝑦+4
𝜕𝑢 𝜕𝑣 𝜕𝑤
+ 𝜕𝑦 + =0
𝜕𝑥 𝜕𝑧
𝜕2𝑢 𝜕2𝑢
= c2 𝜕𝑡 2
𝜕𝑥 2

Take the graded quiz at the end of Module 2.

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MODULE 2
Solutions of a Differential Equations

At the end of this unit you should be able to:


• identify solutions, determine their existence and uniqueness, and obtain
the differential equation for an indicated solution by elimination of
arbitrary constants.

Share the several ways or methods of arriving at a differential equation!

Click or log-in to this link and watch this video:


https://www.youtube.com/watch?v=vw6fzRd-kvs
Now, what information did you get from these videos?
Get ready for the explain part!

1. Solutions of Differential Equation


- A solution of a differential equation in the unknown y and the
independent variable x on the interval I is a function y(x) that satisfies the
differential equation identically for all x in I.
Example:

a. Show that y = Cex is a solution of y’ – y = 0


Differentiate y: y’ = Cex
substitute in the differential equation
Cex - Cex = 0
0 = 0 equation is a solution

b. Show that y = -cosx + c is a solution of y’= sinx


Differentiate y: y’ = sinx
Substitute in the differential equation
sinx = sinx equation is a solution

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c. Verify that the function y = C1ex + C2e2x is a solution of the differential
equation y” – 3y’ + 2y = 0
Differentiate y: y’ = C1ex + 2C2e2x
y” = C1ex + 4C2e2x
y’’ is needed because the highest derivative in the equation is y’’
Substitute y, y’ and y” in the differential equation
C1ex + 4C2e2x – 3(C1ex + 2C2e2x) + 2(C1ex + C2e2x) = 0
Simplify: C1ex + 4C2e2x – 3C1ex + 6C2e2x + 2C1ex + 2C2e2x = 0
0 = 0 equation is a solution

d. Is y(x) = C1sin2x + C2cos2x, where C1 and C2 are arbitrary constants, a


solution of y” + 4y = 0?
Differentiate y: y’ = 2C1cos2x - 2C2sin2x
y” = -4C1sin2x - 4C2cos2x
y’’ is needed because the highest derivative in the equation is y’’
Substitute y, y’ and y” in the differential equation
-4C1sin2x - 4C2cos2x + 4(C1sin2x + C2cos2x) = 0
Simplify: -4C1sin2x - 4C2cos2x + 4C1sin2x + 4C2cos2x = 0
0 = 0 equation is a solution

e. Determine whether y(x) =2e-x + xe-x is a solution y” + 2y’ + y = 0


Differentiate y: y’ = -2e-x + (-xe-x + e-x)
= -e-x - xe-x
y’’ = e-x – (-e-x + xe-x)
y” = xe-x
Substitute y, y’ and y” in the differential equation
xe-x + 2(-e-x - xe-x) + 2e-x + xe-x = 0
simplify: xe-x + -2e-x - 2xe-x + 2e-x + xe-x = 0
0 = 0 equation is a solution

f. Is y(x) = 1 a solution of y” + 2y’ + y = x?


Differentiate: y’ = 0
y” = 0
Substitute y, y’ and y” in the differential equation
0 + 2(0) + 1 = 0
1 = 0 equation is not a solution

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g. Find a solution to the initial value problem y” + 4y = 0; y(0) = 0, y’(0) = 1, if the
general solution to the differential equation is known to be y(x) = C1sin2x +
C2cos2x.
Determine C1 and C2 so that y(x) will satisfy the equation
y(0) = 0
0 = C1sin2(0) + C2cos2(0)
C2 = 0 y’(x) = 2C 1cos2x - 2C2sin2x
y'(0) = 1
1 = 2C1cos2(0) - 2C2sin2(0)
1
C1 = 2
𝟏
y(x) = 𝟐 𝒔𝒊𝒏𝟐𝒙

2. Elimination of Arbitrary Constants


• 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

Examples

a. x3 - 3x2y = c
Get the 1st derivative: 3x2 - (3x2y + 6xy) = 0
3x2 - 3x2y -6xy = 0
𝑑𝑦 𝑥 2 −2𝑥𝑦
x2- x2y -2xy = 0 =
𝑑𝑥 𝑥2
𝑥 2 −2𝑥𝑦
y’ = (x2 -2xy)dx – x2dy = 0
𝑥2

b. ysinx –xy2 = c
Get the 1st devirative: ycosx + y’sinx – (2xyy’ + y2) = 0
y’(sinx -2xy) = y2 – ycosx
y2 −ycosx
y’ = sinx−2xy
(y2 –ycosx)dx - (sinx- 2xy)dy = 0

c. x2y = 1 + cx (2);
Get the 1st devirative: x2y’ + 2xy = c (1)

substitute (2) in (1)


x2y = 1 + x(x2y’ + 2xy) = 0
x2y = 1 + x3y’ 2x2y
−𝐱 𝟐 𝐲−𝟏
Isolate y’ then y’ = 𝐱𝟑

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d. cy2 =x2 + y
𝑐𝑦 2 = 𝑥 2 +𝑦 𝑥2 + 𝑦
;c=
𝑦2 𝑦2
Get the 1st devirative: u = x2 + y ; du = 2x + y’ ; v=y2 ; dv= 2yy’
𝑦 2 (2𝑥 + 𝑦 ′ ) −(𝑥 2 + 𝑦)(2𝑦𝑦 ′ )
0= (𝑦 2 )2
2xy2 + y’y2 -2x2yy’ – 2y2y’ = 0
-y’y2 – 2x2yy’ + 2xy2 = 0
Isolate y’
y’(-y2 -2x2y) + 2xy2 = 0
−2𝑥𝑦 2
y’ = −𝑦 2 −2𝑥2 𝑦
𝟐𝒙𝒚𝟐
y’ =
𝒚𝟐 + 𝟐𝒙𝟐 𝒚

e. y = Asin(𝝎𝒕 + 𝜷) (1)
Until 2nd derivative: y’ = Acos(𝜔𝑡 + 𝛽) (2)
y” = - Acos(𝜔𝑡 + 𝛽) (3)
Add (1) and (2)
y” + y = 0

f. = C1cos2t + C2sin2t
Until 2nd derivative: y’ = -2C1sin2t + 2C2cos2t
y” = -4C1cos2t - 4C2sin2t
y” = -4(C1cos2t + C2sin2t)
y” = -4y
y” + 4y = 0

g. y = C1e2x + C2e3x (1)


Until 2 derivative: y’ = 2C1e + 3C2e
nd 2x 3x (2)
y” = 4C1e + 9C2e
2x 3x (3)
Eliminate C1 : [(1) x (2)] – (2) [(2) x (2)] – (3)
2y = 2C1e2x + 2C2e3x 2y’ = 4C1e2x + 6C2e3x
- y’ = 2C1e2x + 3C2e3x - y” = 4C1e2x + 9C2e3x
2y – y’ = - C2e3x (4) 2y’ – y” = - 3C2e3x (5)

Eliminate C2 : [(4) x (3)] – (5)


6y – 3y’ = 3C2e5x
- -y” + 2y’ = -3C2e3x
y” + 6y - 5y = 0

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Another Solution
y = C1e2x + C2e3x -y + C1e2x C2e3x = 0
y’ = 2C1e2x + 3C2e3x -y’ + 2C1e2x + 3C2e3x = 0
y” = 4C1e2x + 9C2e3x -y” + 4C1e2x + 9C2e3x = 0

Re-write equation in matrix form:


−𝑦 1 1 −𝑦 1
−𝑦′ 2 3 −𝑦′ 2 = 0
−𝑦" 4 9 −𝑦" 4
-18y-3y” -4y’ + 2y” +12y + 9y’= 0
Simplify: y” + 5y’ -6y = 0

3. Family of Curves
-Are equations that includes arbitrary constant. This equation are mostly
standard equations of conic sections of lines, parabolas, circles ellipses and
hyperbolas

Examples:
a. Obtain the differential equation of the family of line passing through the
origin y = mx + b y-axis
0 = m(0) + b
b=0
Working equation : y =mx (1)
y’ = m (2)
Substitute (2) in (1)
y = y’x
𝑦
y’ = 𝑥
𝑑𝑦 𝑦
𝑑𝑥
= 𝑥
ydx –xdy = 0

a. Obtain the differential equation of the family of parabolas opening upward


with vertex at the origin
(x – h)2 = 4a(7 – k)
x2 = 4ay (1)
2𝑥=4𝑎 𝑦′
2
x = 2ay’
𝑥
a = 2𝑦′ (2)

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substitute (2) in (1)
𝑥
x2 = 4(2𝑦′)y
2𝑥𝑦
= 𝑦′
2𝑥𝑦 2𝑦 𝑑𝑦 2𝑦
y’ = = in differential form: =
𝑥2 𝑥 𝑑𝑥 𝑥
2ydx –xdy = 0

b. Obtain the differential equation of the family of circles with centers at the origin.
(x-h)2 + (y-k)2 = r2
X2 + y2 = r2
2𝑥+2𝑦𝑦 ′ =0
1st derivative:
2
x + yy’ = 0
−𝑥
y’ = 𝑦
𝑑𝑦 −𝑥
=
𝑑𝑥 𝑦
xdy + ydx = 0

c. Obtain the differential equation of the family of circles whose centers are on
x –axis
(x-h)2 + (y- k)2 = r2
(x –h)2 + y2 = r2
2 arbritrary constant (r,h) until 2nd derivative:
2(𝑥−ℎ)+2𝑦𝑦 ′ =0
2
x – h + 2yy’ = 0
1 – 0 + yy” + y’y’ = o
(y’)2 + y”y’ + 1 = 0

d. Obtain the differential equation family of lines with equal intercepts.


𝑥 𝑦
− =1
𝑎 𝑏
a=b
𝑥 𝑦
[ + = 1]a
𝑎 𝑎
x+y=a
1 + y’ = 0

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e. Obtain the differential equation family of ellipses with center at the origin
P(h,k) = P(0,0)
(𝑥−ℎ)2 (𝑦−𝑘)2
+ =1
𝑎2 𝑏2
𝑥2 𝑦2
+ =1
𝑎2 𝑏2
𝑥2 𝑦2
Until 2nd derivative (Eliminate fraction): (𝑎2 + ) 𝑎2 𝑏 2
𝑏2
x2 b2 + y2a2 = a2b2
2𝑥𝑏2 + 2𝑦𝑦’𝑎2 = 0
2
xb2+yy’a2 = 0 (1)
Derive equation 1: b2 + a2(yy” + y’y’) = 0
b2 = -a2(yy” + y’y’) (2)

Substitute equation (2) in (1)


𝑥(−𝑎 (𝑦𝑦” + 𝑦’𝑦’)) + 𝑦𝑦’𝑎2 = 0
2

𝑎2
-xyy” – x(y’)2 + yy’ = 0

Watch Video_Module 2 for more detailed explanations!

Let’s Practice!

I. Obtain the differential equation of the family of curves described and sketch some members
of the family.
1. Straight line with slope and y-intercept equal.
2. Circles with center on the x-axis
3. Parabolas with vertex and focus on the x-axis and opening in the right
4. Ellipses having its centers at the origin and transverse axis x.

II. Find values of 𝐶1 and 𝐶2 so that the given functions will satisfy the prescribed initial
conditions
1. 𝑦(𝑥) = 𝐶1 𝑒 −𝑥 + 𝐶2 𝑒 −𝑥 + 4𝑠𝑖𝑛𝑥; 𝑦(0) = 1, 𝑦 ′ (0) = −1
2. 𝑦(𝑥) = 𝐶1 𝑥 + 𝐶2 + 𝑥 2 − 1; 𝑦(1) = 1, 𝑦 ′ (1) = 2
III. Find the differential equation whose solutions correspond to the following equation
1. 𝑦 = 𝐶1 𝑒 −𝑥 + 𝐶2 𝑒 2𝑥
2. 𝑐𝑥 2 + 𝑥 + 𝑦 2 = 0
3. 𝑦 = 𝐶1 𝑥 2 + 𝐶2 𝑒 −𝑥

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Now let’s check what you have gained in all of our discussions and activities.
Please take note that you should be writing legibly your complete solution and box
your final answer.

NAME: ______________________________ SCORE: ________


I. For the following differential equations, determine (a) order (b) degree
(c)linearity (d)dependent variables (e) independent variable (15pts)

1. (𝑦′)2 3𝑦𝑦 ′ + 𝑥𝑦 = 0
Order: ____________________
Degree: ____________________
Linearity (Yes or No) _________
Dependent Variables: ________
Independent Variables: _______

3 2
𝑑2 𝑟 𝑑2 𝑟 𝑑𝑟
2. ( ) +( ) +𝑦 =0
𝑑𝑡 2 𝑑𝑡 2 𝑑𝑦
Order: ____________________
Degree: ____________________
Linearity (Yes or No) _________
Dependent Variables: _________
Independent Variables: _______

3. 𝑥𝑦 ′′′ − 𝑥 2 𝑦 ′′ − 𝑥 3 𝑦 ′ − 𝑦 = 𝑥
Order: ____________________
Degree: ____________________
Linearity (Yes or No) _________
Dependent Variables: _________
Independent Variables: _______

II. SOLUTIONS OF DIFFERENTIAL EQUATIONS.


On the space provide, write YES if the given function is a solution and NO if not.
1. Which of the following functions are solutions of the differential equation
1
y” – y = 0? (a) ex (b) sinx (c) 4𝑒 −𝑥 (d) 0 (e) 𝑥 2 + 1 (25pts.)
2
a. ______ b. ______ c. ______ d. ______ e. ______
III. Find values of C1 and C2 so that the given functions will satisfy the prescribed initial
conditions. (20pts)
1. 𝑦(𝑥) = 𝐶1 𝑒 𝑥 + 𝐶2 𝑒 −𝑥 + 4𝑠𝑖𝑛𝑥; 𝑦(0) = 1 𝑎𝑛𝑑 𝑦 ′ (0) = −1
𝐶1 = __________
𝐶2 = __________

2. 𝑦(𝑥) = 𝐶1 𝑥 + 𝐶2 + 𝑥 2 − 1; 𝑦(1) = 1 𝑎𝑛𝑑 𝑦 ′ (1) = 2


𝐶1 = __________
𝐶2 = __________

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IV. FAMILIES OF CURVES (20pts)
1. Obtain the differential equation having the solution as the equation
representing all circles of radius 1 and the centers on the line y = x
_______________________________________

2. Find the differential equation having the solution as the equation representing
all ellipses having its centers at the origin and transverse axis x.
_______________________________________

V. ELIMINATION OF ARBITRARY CONSTANTS (20pts)


1. 𝑦 = 𝐴𝑒 2𝑥 + 𝐵𝑥𝑒 2𝑥

_______________________________________

2. 𝑦 = 𝐶1 𝑒 2𝑥 𝑐𝑜𝑠3𝑥 + 𝐶2 𝑒 2𝑥 𝑠𝑖𝑛3𝑥

_______________________________________

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MODULE 3
First Order Differential Equations

At the end of this unit you should be able to:


• identify the type of differential equation given and obtain its
solution using the most appropriate method.
• Identify integrating factors of Linear Equations and use appropriate
substitution methods for more complex differential equations.

This module is the reverse process of module 2. Here, the differential equation is given
and we need to find the corresponding solution in terms of an equation of a function
or relation.

Share the several ways or methods of arriving a solution from a differential equation!

Click or log-in to this link and watch this video:


https://www.youtube.com/watch?v=C5-lz0hcqsE&list=TLPQMTYwODIwMjCV3fUEIhvrAA&index=2
https://www.youtube.com/watch?v=a7wYAtMjORQ&list=TLPQMTYwODIwMjCV3fUEIhvrAA&index=5
https://www.youtube.com/watch?v=j511hg7Hlbg&list=TLPQMTYwODIwMjCV3fUEIhvrAA&index=9
Now, what information did you get from these videos?
Get ready for the explain part!

Let us now discuss the different methods on finding the solution of a first order
differential equations!

1. Separation of Variables

Consider the differential equation in its standard form:


M (x,y)dx + N (x,y)dy = 0
by separation of variables, we put the differential equation in the form
A(x)dx + B(y)dy = 0, then the
General Solution will be:
∫ 𝐴(𝑥 )𝑑𝑥 + ∫ 𝐵(𝑦)𝑑𝑦 = 𝐶

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Examples:
2
a. xyy′ = 1 + y2 when x = 2, y = 3 b. y ′ = xey−x when x = 0, y = 0

Solution: Solution:

c. dr = b(cos ϴdr + r sin θ dϴ) d. xy 2 dx + (y − 1)e−x dy = 0


Solution: Solution:

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2. Homogeneous Differential Equation

Consider the differential equation in its standard form:


M (x,y)dx + N (x,y)dy = 0
where the coefficients M and N are homogeneous functions and are of the same
degree in x and y.

To solve the differential equation, introduce a new variable by letting y = vx or


x = vy. Substitute to the differential equation, then the resulting equation could
be solved by separation of variables

Examples:

a. x 2 y′ = 4x 2 + 7xy + 2y 2

Solution

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y
b. xdx + sin2 (x) (ydx − xdy) = 0 c. y2dx + x (x + y) dy = 0

Solution: Solution:

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3. Exact Differential Equation

A differential equation of the form:


M (x,y)dx + N (x,y)dy = 0
𝜕𝑀 𝜕𝑁
is called an exact differential equation if and only if = .
𝜕𝑦 𝜕𝑥

The general solution is F = C where F can be solved from


𝜕𝐹 𝜕𝐹
= 𝑀(x,y) or = N(x,y)
𝜕𝑥 𝜕𝑦
such that
F = 𝑀 (𝑥, 𝑦)𝜕𝑥 + 𝑇(𝑦) or F = 𝑁 (𝑥, 𝑦)𝜕𝑦 + 𝑄(𝑥 )
𝑇(𝑦) or Q(𝑥 ) can be solved by
𝜕𝐹 𝜕𝐹
= N(x,y) or = M(x,y)
𝜕𝑦 𝜕𝑥

Examples
a. (2xy − 3x 2 )dx + (x 2 + y)dy = 0 b. (y2 − 2xy + 6x)dx − (x 2 − 2xy + 2)dy = 0
Solution: Solution:

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c. (cos2y − 3x 2 y2 )dx + (cos2y − 2xsin2y − 2x 3 y)dy = 0
Solution:

d. (r + sinθ − cosθ)dr + r(sinθ + cosθ)dθ = 0


Solution:

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4. Integrating Factor by Inspection

PROCESS
EXACT DIFFERENTIALS
1. Regroup terms of like
a. 𝑑 (𝑥𝑦) = 𝑥𝑑𝑦 + 𝑦𝑑𝑥 degree to form equations
𝑥 𝑦𝑑𝑥−𝑥𝑑𝑦 from those exact
b. d (𝑦) = 𝑦2 differentials
𝑦 𝑥𝑑𝑦−𝑦𝑑𝑥 2. Substitute the terms with
c. d (𝑥) = 𝑥2 their corresponding
𝑥 𝑦𝑑𝑥−𝑥𝑑𝑦 equivalent of exact
d. d (𝐴𝑟𝑐𝑡𝑎𝑛 𝑦) = differentials.
𝑥 2 +𝑦 2

𝑦 𝑥𝑑𝑦−𝑦𝑑𝑥
3. Integrate.
e. d (𝐴𝑟𝑐𝑡𝑎𝑛 𝑥) = 𝑥 2 +𝑦 2 4. Simply further.

Examples:

a. y(2xy + 1)dx − xdy = 0 b. (x 3 y 3 + 1)dx + x 4 y 2 dy = 0

Solution: Solution:

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c. y(x 4 − y 2 )dx + x(x 4 + y 2 )dy = 0 d. y(x 2 y 2 − 1)dx + x(x 2 y2 + 1)dy = 0
Solution: Solution:

e. x 4 y ′ = −x 3 y − csc(xy) f. y(2x + y2)dx + x(y2 – x)dy = 0


Solution: Solution:

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5. Integrating Factor by Formulas

Standard Form: M(x,y)dx + N (x,y)dy = 0

Formulas for Determining the Integrating Factor

For differential equation that is not exact!


1 𝜕𝑀 𝜕𝑁
1. If 𝑁 ( 𝜕𝑦 − 𝜕𝑥 ) = 𝑓 (𝑥 ) a function of x alone then 𝐼𝐹 = 𝑒 ∫ 𝑓(𝑥)𝑑𝑥

1 𝜕𝑀 𝜕𝑁
2. If 𝑀 ( 𝜕𝑦 − 𝜕𝑥 ) = 𝑔(𝑦) a function of y alone then 𝐼𝐹 = 𝑒 − ∫ 𝑔(𝑦)𝑑𝑦

For differential equation that is homogeneous!


1
1. 𝐼𝐹 = 𝑀𝑥+𝑁𝑦

Examples:
a. (x 2 + y 2 + 1)dx + x(x − 2y)dy = 0 b. y(y + 2x − 2)dx − 2(x + y)dy = 0
Solution: Solution:

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d. xydx − (x 2 + 2y 2 )dy = 0

Solution 1: Solution 2: (considering homogeneous)

6. The Linear Equation

𝑑𝑦
Standard Form: 𝑑𝑥 + 𝑦𝑃(𝑥 ) = 𝑄(𝑥)
𝐿𝑖𝑛𝑒𝑎𝑟 𝑖𝑛 𝑦
Integrating Factor: 𝐼𝐹 = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥
General Solution: y(𝐼𝐹) = ∫ 𝑄(𝑥 ) (𝐼𝐹 )𝑑𝑥 + 𝐶

𝑑𝑥
Standard Form: 𝑑𝑦 + 𝑥𝑃 (𝑦) = 𝑄(𝑦)

Integrating Factor: 𝐼𝐹 = 𝑒 ∫ 𝑃(𝑦)𝑑𝑦 𝐿𝑖𝑛𝑒𝑎𝑟 𝑖𝑛 𝑥

General Solution: x(𝐼𝐹) = ∫ 𝑄(𝑦) (𝐼𝐹 )𝑑𝑦 + 𝐶

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Examples

a. (x 5 + 3y)dx − xdy = 0 b. (y − x + xy cot x)dx + xdy = 0

Solution Solution

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c. 2ydx = (x 2 − 1)(dx − dy) d. udx + (1 − 3u)xdu = 3udu
Solution: Solution:

7. Bernoulli’s Equation

𝑑𝑦
Standard Form: + 𝑦𝑃(𝑥) = 𝑦 𝑛 𝑄(𝑥)
𝑑𝑥

Integrating Factor: 𝐼𝐹 = 𝑒 (1−𝑛) ∫ 𝑃(𝑥)𝑑𝑥

General Solution: 𝑦 (1−𝑛) (𝐼𝐹) = (1 − 𝑛) ∫ 𝑄(𝑥) (𝐼𝐹)𝑑𝑥 + 𝐶

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𝑑𝑥
Standard Form: 𝑑𝑦 + 𝑥𝑃 (𝑦) = 𝑥 𝑛 𝑄(𝑦)

Integrating Factor: 𝐼𝐹 = 𝑒 (1−𝑛) ∫ 𝑃(𝑦)𝑑𝑦

General Solution: 𝑥 (1−𝑛) (𝐼𝐹) = (1 − 𝑛) ∫ 𝑄 (𝑦) (𝐼𝐹 )𝑑𝑦 + 𝐶

Examples

a. y ′ = y − xy 3 e−2x b. xydx + (x 2 − 3y)dy = 0


Solution Solution

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c. 2ydx + x(x 2 lny − 1)dy = 0 d. 6𝑦 2 𝑑𝑥 − 𝑥 (2𝑥 3 + 𝑦)𝑑𝑦 = 0
Solution Solution

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8. Substitution Method

• This is done by changing the variables to transform the differential equation into a
type which we know how to solve. The substitution will be an appropriate method if
we choose certain expression to represent as (u) in the change of variables, then its
differential (du) must also be present in the given equation and, thus, reducing the
equation to a known method.

Examples:

a. (3x − 2y + 1)dx + (3x − 2y + 3)dy = 0 b. (3tanx − 2cosy)sec2 xdx + tanx sinydy = 0


Solution Solution

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dy
c. = sin(x + y)
dx
Solution

9. COEFFICIENTS LINEAR IN THE TWO VARIABLES

Standard Form: (𝑎1 𝑥 + 𝑏1 𝑦 + 𝑐1 )𝑑𝑥 + (𝑎2 𝑥 + 𝑏2 𝑦 + 𝑐2 )𝑑𝑦 = 0


in which a’s, b’s and c’s are constants

Consider the lines: 𝑎1 𝑥 + 𝑏1 𝑦 + 𝑐1 = 0


𝑎2 𝑥 + 𝑏2 𝑦 + 𝑐2 = 0
and its intersection at 𝑃(ℎ, 𝑘)

To solve the differential equation, wet


𝑥 =𝑢+ℎ and 𝑦 = 𝑣 + 𝑘

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Examples:

a. (x − 4y − 9)dx + (4x + y − 2)dy = 0 b. (x − 3y + 2)dx + 3(x + 3y − 4)dy = 0


Solution: Solution:

Watch Video_Module 3 for more detailed explanations!

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Let’s have a practice problems!

I. Obtain the solution as indicated


1. (1 + 𝑙𝑛𝑥)𝑑𝑥 + (1 + 𝑙𝑛𝑦)𝑑𝑦 = 0
2. 𝑥𝑐𝑜𝑠 2 𝑦 𝑑𝑥 + 𝑡𝑎𝑛𝑦𝑑𝑦 = 0
𝑦 𝜋
3. [𝑥𝑐𝑜𝑠 2 ( ) − 𝑦] 𝑑𝑥 + 𝑥𝑑𝑦 = 0; 𝑤ℎ𝑒𝑛 𝑥 = 1, 𝑦 =
𝑥 4
4. 𝑥(𝑥 2 + 𝑦 2 )2 (𝑦𝑑𝑥
− 𝑥𝑑𝑦) + 𝑦 6 𝑑𝑦 = 0
5. (𝑥𝑦 2 + 𝑦 − 𝑥)𝑑𝑥 + 𝑥(𝑥𝑦 + 1)𝑑𝑦 = 0
6. (1 − 𝑥𝑦)−2 𝑑𝑥 + [𝑦 2 + 𝑥 2 (1 − 𝑥𝑦)−2 ]𝑑𝑦 = 0; 𝑤ℎ𝑒𝑛 𝑥 = 2, 𝑦 = 1
7. 𝑦 ′ 𝑡𝑎𝑛𝑥 𝑠𝑖𝑛2𝑦 = 𝑠𝑖𝑛2 𝑥 + 𝑐𝑜𝑠 2 𝑦
8. (𝑥 + 2𝑦 − 1)𝑑𝑥 + (2𝑥 + 4𝑦 − 3)𝑑𝑦 = 0
9. (𝑥 − 1)𝑦 ′ = 𝑦 + 2(𝑥 − 1)3
10. 𝑥𝑑𝑦 − 𝑦𝑑𝑥 − 𝑥𝑦 3 𝑑𝑥 − 𝑥𝑦 3 𝑙𝑛𝑥𝑑𝑥 = 0

Now let’s check what you have gained in all of our discussions and activities!
Please take note that you should be writing legibly your complete solution and box
your final answer.

NAME: ______________________________ SCORE: ________

I. Use any appropriate method in finding the indicated solution of the following differential
equations. (60pts)
1. 𝑠𝑖𝑛𝑥 𝑠𝑖𝑛𝑦 𝑑𝑥 + 𝑐𝑜𝑠𝑥 𝑐𝑜𝑠𝑦 𝑑𝑦 = 0
2. [2𝑥𝑦 cos(𝑥 2 ) − 2𝑥𝑦 + 1]𝑑𝑥 + [𝑠𝑖𝑛(𝑥 2 ) − 𝑥 2 ]𝑑𝑦 = 0
3. 𝑦 2 𝑑𝑥 + (𝑥 2 + 3𝑥𝑦 + 4𝑦 2 )𝑑𝑦 = 0; 𝑤ℎ𝑒𝑛 𝑥 = 2, 𝑦 = 1
4. (2𝑦 cos 𝑥 + 𝑠𝑖𝑛4 𝑥) 𝑑𝑥 = 𝑠𝑖𝑛𝑥 𝑑𝑦
5. 𝑦 ′ = 1 + 3𝑦𝑡𝑎𝑛𝑥
6. (2𝑥 + 3𝑦 − 5)𝑑𝑥 + (3𝑥 − 𝑦 − 2)𝑑𝑦 = 0
7. 𝑦(𝑥𝑡𝑎𝑛𝑥 + 𝑙𝑛𝑦)𝑑𝑥 + 𝑡𝑎𝑛𝑥𝑑𝑦 = 0
8. 4𝑑𝑥 + (𝑥 − 𝑦 + 2)2 𝑑𝑦 = 0
9. (2𝑦 2 + 2𝑦 + 4𝑥 2 )𝑑𝑥 + (2𝑥𝑦 + 𝑥)𝑑𝑦 = 0; when x=-1 and y=0
10. 𝑦 −5 𝑑𝑦 − 𝑦 −4 𝑑𝑥 = 𝑥𝑑𝑥; when x=y=0

II. Obtain the solution using Integrating Factors Found by Inspection.(30pts)


1. 𝑦𝑑𝑥 + 2(𝑦 4 − 𝑥)𝑑𝑦 = 0
2. 𝑦(𝑥 3 𝑒 𝑥𝑦 − 𝑦)𝑑𝑥 + 𝑥(𝑦 + 𝑥 3 𝑒 𝑥𝑦 )𝑑𝑦 = 0
3. 2𝑥 5 𝑦 ′ = 𝑦(3𝑥 4 +𝑦 2 )
4. 𝑦(𝑥 3 𝑦 3 + 2𝑥 2 − 𝑦)𝑑𝑥 + 𝑥 3 (𝑥𝑦 3 − 2)𝑑𝑦 = 0; 𝑤ℎ𝑒𝑛 𝑥 = 1, 𝑦 = 1

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5. (2𝑦 − 3𝑥)𝑑𝑥 + 𝑥𝑑𝑦 = 0

III. Obtain the solution using Integrating Factors Found by Formulas. (15pts)
1. 2(2𝑦 2 + 5𝑥𝑦 − 2𝑦 + 4)𝑑𝑥 + 𝑥(2𝑥 + 2𝑦 − 1)𝑑𝑦 = 0
2. 𝑦(𝑦 + 2𝑥 − 2)𝑑𝑥 − 2(𝑥 + 𝑦)𝑑𝑦 = 0
3. 𝑥𝑦𝑑𝑥 − (𝑥 2 + 2𝑦 2 )𝑑𝑦 = 0

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MODULE 4
Modelling with First-Order Differential Equations – Linear Models in Application

At the end of this unit you should be able to:


• Create a mathematical model, and obtain a particular solution for
predicting the behavior of the system defined in the given application.

Share the different on the applications of a differential equation in your field of


specialization

Click or log-in to this link and watch this video:


https://www.youtube.com/watch?v=vmFz0P9Dvyc
Now, what information did you get from these videos?
Get ready for the explain part!

Watch Video_Module 4 for more detailed solutions and


explanations!

1. NEWTON’S LAW OF COOLING

• States that the rate of change of the temperature of a cooling body is


proportional to the difference between the temperature of the body
and the constant temperature of the medium surroundings of the body.
𝑑𝑇 𝑑𝑇
= −𝐾(𝑇 − 𝑀) or + 𝐾𝑇 = 𝐾𝑀
𝑑𝑡 𝑑𝑡

where:

T− temperature of the body


M− temperature of the surrounding medium
𝑑𝑇
− time rate of change of the temperature of the body
𝑑𝑡

𝐾 − proportionality constant

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Examples:
1. A 5-lb roast, initially at 50°F is put into a 375°F oven at 5:00 PM; it is found that
the temperature of the roast is 125°F after 75 minutes. When will the roast be
150°F?

Solution:

T-M = 𝐶𝑒 −𝑘𝑡 ; 𝑤ℎ𝑒𝑛 𝑀 = 375


T-375 = 𝐶𝑒 −𝑘𝑡

T(0) = 50; to get C


50-375 = 𝐶𝑒 −𝑘(0)
C= -325

T(75) = 125° F; to get k

T- 375 = -325 e−kt


T(75) = 125° F
125-375 = -325 e−k(75)
10
ln = ln e−75k
13
10
ln = −75k ln e
13
10
ln13
k= = 0.003498
−75

𝑇 − 375 = 325 𝑒 −0.003498(𝑡)

T(t) = 150° F; to obtain the final result

150-375 = 325𝑒 −0.0035(𝑡)


t = 105.12 mins
= 1.75 hrs

= 6:45 pm

2. At 12:00 midnight, with the temperature inside the warehouse at 70°F and the
outside temperature at 20°F, the furnace breaks down. Two hours later the
temperature in the building has fallen to 50°F. Determine when the
temperature in the warehouse fall to 40°F.

Solution:
T(0) = 70° F; to get C
70-20= 𝐶𝑒 −𝑘(0)

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C=50
T-20=50𝑒 −𝑘𝑡

T(2)=50° F; to get k
50-20=50𝑒 −𝑘(2)
k = 0.255
T-20=50𝑒 −0.255𝑡

T(t)= 40° F; to obtain the final result


40 - 20= 50𝑒 −0.255𝑡
t = 3.59 hrs

=3:35:24 AM
3. A metal bar at a temperature of 100°F is place in a room at a constant
temperature of 0°F. If after 20 minutes, the temperature of the bar is 50°F, find
a) the time it will take the bar to reach a temperature of 25°F and b)
temperature of the bar after ten minutes.

Solution:

T − M = Ce−kt ; when M = 0; then


T = Ce−kt

T(0) = 100° F; to get C


100 = Ce−k(0)
C = 100

T(20) = 50° F; to get k


T = 100e−kt
T = 100e−kt
50 = 100e−kt
k = 0.035

T = 100e−(0.035)t

a. t =? when T = 25° F
25 = 100e−0.035(t)
𝐭 = 𝟑𝟗. 𝟔𝟏 𝐦𝐢𝐧𝐬

b. t = 10 T =?
T = 100e−0.035(10)
𝐓 = 𝟕𝟎. 𝟓 ° 𝐅

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4. A body of temperature 80°F is placed in a room of constant temperature 50°F
at time t=0, and at the end of 6 minutes, the body has cooled to a temperature
of 75°F. Determine the temperature of the body as a function of time for t>0.
What is the temperature of the body at the end of 60 minutes?

Solution:

T − M = Ce−kt ; when M = 50; then


T − 50 = Ce−kt

@ t = 0; T = 80° F
80 − 50 = Ce−k(0)
C = 30
T − 50 = 30e−kt

@ t = 6 ; T = 75° F
75 − 50 = 30e−k(6)
k = 0.03
T − 50 = 30e−0.03t
T = 50 + 30e−0.03t

T =? ; t = 60 mins
T = 50 + 30e−0.03(60)
𝐓 = 𝟓𝟒. 𝟗𝟔° 𝐅

2. GROWTH AND DECAY


Let N(t) denote the amount of substance (population) that is either growing or
𝑑𝑁
decaying. If we assume that 𝑑𝑡
, the time rate of change of this amount of substance,
𝑑𝑁
is proportional to the amount of substance present, then, 𝑑𝑡
= 𝑘𝑁, or

𝑑𝑁
− 𝑘𝑁 = 0
𝑑𝑡
Where k is the constant of proportionality.

Note that each function of the form


𝑁(𝑡) = 𝐶𝑒 𝑘𝑡
Is a solution of the differential equation
𝑑𝑁
= 𝑘𝑁
𝑑𝑡

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Examples:
1. A culture initially has a number N0 of bacteria. At t = 1hr the number of bacteria
is measured to be 3/2 N0. If the rate of growth is proportional to the number of
bacteria present, determine the time necessary for the number of bacteria to
(a) double (b) triple.
Solution:

N = Cekt → (1)
let N be the number of bacteria

@ t = 0; N = N0 (initial number of bacteria)


then C = N0 ; → substitue in (1)
N = N0 ekt → (2)

3
@ t = 1; N = N0 → substitue in (2)
2
then k = 0.41
N = N0 e0.41t → (3)

a. t =? when N = 2N0 → substitue in (3)


2 N0 = N0 e0.41t
𝐭 = 𝟏. 𝟕𝐡𝐫𝐬

b. t =? when N = 3N0 → substitue in (3)


3 N0 = N0 e0.41t
𝐭 = 𝟐. 𝟕 𝐡𝐫𝐬

2. If the population of a country doubles in 30 years, in how many years will it


treble under the assumption that the rate of increase is proportional to the
number of inhabitants?

Solution:

N = Cekt → (1)
𝑙𝑒𝑡 𝑁 𝑏𝑒 𝑡ℎ𝑒 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑖𝑛ℎ𝑎𝑏𝑖𝑡𝑎𝑛𝑡𝑠

@ t = 0; N = 𝑌0 (initial number of population)


then C = 𝑌0 ; → substitue in (1)
N = 𝑌0 ekt → (2)

@ t = 30; N = 2𝑌0 → substitue in (2)


then k = 0.023

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N = 𝑌0 e0.023t → (3)

t =? when N = 3𝑌0 → substitue in (3)


3𝑌0 = 𝑌0 e0.41t
𝐭 = 𝟒𝟕. 𝟖 𝐲𝐞𝐚𝐫𝐬

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


amount present. If initially there is 50 milligrams of the material present and
after two hours it is observed that the material has lost 20% of its original mass,
find (a) an expression for the mass of the material remaining at any time t, (b)
the mass of the material after five hours; and (c) the time at which the material
has decayed to one-half of its initial mass.

Solution:

N = Cekt → (1)
let N be the mass of the material

@ t = 0; N = 50
then C = 50; → substitue in (1)
N = 50ekt → (2)

@ t = 2; N = 40 → substitue in (2)
then k = −0.112
N = 50e−0.112t → (3)

a. 𝐍 = 𝟓𝟎𝐞−𝟎.𝟏𝟏𝟐𝐭
b. N =? when t = 5 → substitue in (3)
N = 50e−0.112(5)
𝐍 = 𝟐. 𝟗𝐦𝐠
b. t =? when N = (0.5 ∗ 50) = 25 → substitue in (3)
25 = 50e−0.112t
𝐭 = 𝟔. 𝟐 𝐡𝐫𝐬

4. A quantity of a radioactive substance originally weighing x0 grams


decomposes at a rate which is proportional to the amount present.

a. If half of the original quantity is present after 2000 years, find the
amount x of the substance remaining after t years.

b. Find the time required to decompose three-fourths of the original


amount.
c. Find the amount of substance left after 3000 years

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Solution:
𝑥 = 𝐶e𝑘𝑡 → (1)
let x be the amount of substance

@ t = 0; x = 𝑥0 (initial mass) → substitute in (1)


𝑡ℎ𝑒𝑛 𝐶 = 𝑥0
𝑥 = 𝑥0 e𝑘𝑡 → (2)

𝑥0
@ t = 2000; x = → substitute in (2)
2
𝑡ℎ𝑒𝑛 𝑘 = −0.000347
𝑥 = 𝑥0 e−0.0003467t → (3)

a. 𝒙 = 𝒙𝟎 ⅇ−𝟎.𝟎𝟎𝟎𝟑𝟒𝟔𝟕𝒕

3
𝑏. 𝑡 = 0; 𝑥 = 𝑥0 → 𝑠𝑢𝑏𝑠𝑡𝑖𝑡𝑢𝑡𝑒 𝑖𝑛 (3)
4
3
𝑥 = 𝑥0 𝑒 −0.0003467𝑡
4 0
𝒕 = 𝟖𝟑𝟎. 𝟎𝟏𝒚ⅇ𝒂𝒓𝒔 ≈ 𝟖𝟑𝟎𝒚ⅇ𝒂𝒓𝒔

c. 𝑡 = 3000; 𝑥 = ? ;
𝑥 = 𝑥0 𝑒 −0.0003467(3000)
𝒙 = 𝟎. 𝟑𝟓𝒙𝟎

3. MIXTURE

In these problems we will start with a substance that is dissolved in a liquid. Liquid
will be entering and leaving a holding tank. The liquid entering the tank may or
may not contain more of the substance dissolved in it. Liquid leaving the tank will
of course contain the substance dissolved in it. If x(t) denotes the amount of the
substance in the container at any time t. Then the derivative dx/dt is the rate of
change. Then define dx/dt as the difference of the rate of inflow into the
container and the rate of outflow out of the container. Simply we have:
𝑑𝑥
= 𝑅𝐴𝑇𝐸 𝐼𝑁 − 𝑅𝐴𝑇𝐸 𝑂𝑈𝑇
𝑑𝑡

Where:

RATE IN = (concentration in) (flow rate in)


RATE OUT = (concentration out) (flow rate out)

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Examples:
1. A tank initially contains 40 gallons of pure water. A salt solution containing 2
pounds of salt per gallon of water is poured into the tank at a rate of 3 gal/min.
The mixture is stirred and is drained out of the tank at the same rate.

a. Find the amount of salt in the tank at any time.


b. Find the amount of salt in the tank after half hour.
c. Find the amount of salt in the tank after a “long time”.

Solution:
dx
= rate in – rate out
dt
dx lbs gal x gal gal
= (2 ) (3 )– ( ) (3 )
dt gal mi̇n 40 min mi̇n
dx 3x
=6−
dt 40

dx 3
+ x ( ) = 6 → linear equation
dt 40
3 3
IF = e∫ 40 dt = e40t
3 3
xe−40t = ∫ 6e40t dt
3 40 3
xe40 = 6 ⋅ e40t + C
3
3 3 1
[ xe40t = 80e40t + c ] ( 3 )
e40t
3
x = 80 + Ce− 40t → (1)

a. when t = 0 and x = 0; → substitute in (1)


then C = −80
𝟑
(𝐭)
𝐱 = 𝟖𝟎 − 𝟖𝟎𝐞−𝟒𝟎 → (2)

b. when t = 1 hour = 30 minutes; x = ? → substitute in (2)


then 𝐱 = 𝟕𝟏. 𝟔 𝐥𝐛𝐬.

c. x = ? ; t = ∞ → substitute in (2)
x = 80 − 80e−∞
𝐱 = 𝟖𝟎𝐥𝐛𝐬
2. A tank initially contains 200 gallons of water in which 50 pounds of salt are
dissolved. A salt solution containing 0.5 pound of salt per gallon is poured into

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the tank at a rate of 1 gal/min. The mixture in the tank is stirred and drained off
at a rate of 2 gal/min.

a. Find the initial-value problem that describes the amount of salt x(t)
in the tank until the tank is empty.

b. Find the amount of salt x(t) in the tank until the tank is empty.
c. Find the concentration c(t) of salt in the tank until the tank is
empty.

d. Find the concentration of salt in the tank at the exact time the
tank becomes empty.
Solution:

dx
= rate in – rate out
dt
dx lbs gal x gal gal
= (0.5 ) (1 )–( ) (2 )
dt gal mi̇n 200 − t min mi̇n
𝑑𝑥 2𝑥
= 0.5 −
𝑑𝑡 200 − 𝑡

𝑑𝑥 2
+𝑥( ) = 0.5 → linear equation
𝑑𝑡 200 − 𝑡
2 −2
IF = 𝑒 ∫ 200−𝑡 𝑑𝑡 = 𝑒 −2𝑙𝑛(200−𝑡) = 𝑒 𝑙𝑛(200−𝑡)
IF = (200 − 𝑡)−2

𝑥 (200 − 𝑡)−2 = ∫ 0.5(200 − 𝑡)−2 𝑑𝑡


200−𝑡 −1
𝑥 (200 − 𝑡)−2 = 0.5 ( ) (−1) + 𝐶
−1
200−𝑡 −1 1
[ 𝑥(200 − 𝑡)−2 = 0.5 ( ) (−1) + 𝐶 ] (
(200−𝑡)−2
)
−1
𝑥 = 0.5(200 − 𝑡) + 𝑐 (200 − 𝑡)2 → (1)

a. when t = 0 and x = 50 → substitute in (1)


1
𝑡ℎ𝑒𝑛 𝐶 = − 800
𝟏
𝒙 = 𝟎. 𝟓(𝟐𝟎𝟎 − 𝒕) − 𝟖𝟎𝟎 (𝟐𝟎𝟎 − 𝒕)𝟐 → (1)

b. when t = 200 and x = ? → substitute in (1)


then x = 0

𝑥(𝑡)
c. let c(t) be the amount of concentration = amount of salt in the tank until the tank is empty
1
𝑥 = 0.5(200 − 𝑡) − 800 (200 − 𝑡)2

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1
= (200 − 𝑡) [0.5 − 800 (200 − 𝑡)]
1 𝑡
= (200 − 𝑡) (0.5 − + )
4 800
1 𝑡
= (200 − 𝑡) ( + )
4 800
200 + 𝑡
= (200 − 𝑡) ( )
800
200+𝑡
𝑥(𝑡) (200−𝑡)( ) 200+𝑡
c(t) = 200−𝑡 = (200−𝑡)
800
= 800
@ t =200 mins. then c(t) = 0.5

3. A tank initially contains 60 gallons of pure water. Starting at time t=0 a brine
containing 2 lbs. of dissolved salt per gallon flows into the tank at the rate of 3
gal/min. The mixture is kept uniform by stirring and the well-stirred mixture
simultaneously flows out of the tank at the same rate.
a. How much salt is in the tank at any time t>0?
b. How much salt is present at the end of 30 mins.?
c. How much salt is present after a long time?

4. ELECTRICAL CIRCUITS

EXAMPLES:

1. Suppose an electrical circuit has a generator supplying 150 Volts and a


resistor of 15 ohms and an inductor of 5 henrys connected in series.
Furthermore, assume that the switch is closed when t=0, that is i=0, when
t=0. Represent i as a function of time.

Solution:

Applying KVL @ the loop:


V=0
150𝑉 − 𝑉𝑅 − 𝑉𝐿 = 0

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𝑉𝑅 + 𝑉𝐿 = 150
𝑑𝑖
𝐿 + 𝑅𝑖 = 150
𝑑𝑡

𝑑𝑖
5 + 15𝑖 = 150
𝑑𝑡
𝑑𝑖
+ 3𝑖 = 30 → 𝐿𝑖𝑛𝑒𝑎𝑟𝐷𝐸
𝑑𝑡
p(𝑡) = 3 ; 𝑄(𝑡) = 30

𝐼. 𝐹 = 𝑒 ∫ 𝑝(𝑡)𝑑𝑡
= 𝑒 ∫ 3𝑑𝑡
= 𝑒 3𝑡

𝑖𝑒 3𝑡 = ∫ 30(𝑒 3𝑡 )𝑑𝑡 + 𝐶
𝑖𝑒 3𝑡 = 10(𝑒 3𝑡 )𝑑𝑡 + 𝐶
𝑖 = 10 + 𝐶𝑒 −3𝑡

𝑊ℎ𝑒𝑛 𝑡 = 0, 𝑖 = 0 𝑡ℎ𝑒𝑛 𝐶 = −10

𝒊(𝒕) = 𝟏𝟎 − 𝟏𝟎ⅇ−𝟑𝒕 , 𝑨

Now let’s have some practice! Answer the problems below.

1. A body at a temperature of 50°F is placed outdoors where the temperature is 100°F. If


after 5 minutes the temperature of the body is 60°F, find (a) how long it will take the body
temperature to reach a temperature of 75°F and (b) the temperature of the body after
20 minutes.
2. 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 20 minutes
the temperature is 15°F, find the unknown initial temperature.
3. If the temperature of the air is 300K and the substance cools from 360K to 330K in 10
minutes, find when the temperature of the substance will be 310K.
4. When a cake is removed from an oven, its temperature is measured at 320°F. Three
minutes later its temperature is 210°F. How long will it take for the cake to cool off to a
room temperature of 80°F?
5. The population of a certain country is known to increase at a rate proportional to the
number of people presently living in the country. If after two years the population has
doubled, and after three years the population is 20,000, find the number of people
initially living in the country.
6. In a certain culture of bacteria, the rate of increase is proportional to the number
present. (a) If it is found that the number doubles in 6 hrs, how many may be expected

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at the end of 18 hrs? (b) If there are 102 at the end of 4 hrs, and 8 ∙ 102 at the end of 8
hrs, how many were there in the beginning?
7. A tank initially contains 60 gallons of brine in which there is dissolved 8 lbs. of salt. Brine
containing 2 lbs. of dissolved salt per gallon flows into the tank at the rate of 5 gal/min.
The mixture is kept uniform by stirring, and the stirred mixture simultaneously flows out at
the slower rate of 3 gal/min. How much salt is in the tank at any time t>0?
8. A 120-gallon tank initially contains 80 lbs. of salt dissolve in 90 gal of water. Brine
containing 2lbs/gal of salt flows into the tank at the rate of 5 gal/min, and the mixture
flows out of the tank at the rate of 4 gal/min. If the tank is full after 40 minutes, how much
salt does the tank contain?
9. A large tank contains 100 gallons of brine in which 10 lbs. of salt is dissolved. Brine
containing 0.2 lbs. of salt to the gallon runs into the tank at the rate of 6 gal/min. The
mixture, kept uniform by stirring, runs out of the tank at the rate of 4 gal/min. Find the
amount of salt in the solution in the tank at the end of t min.

Now let’s check what you have gained in all of our discussions and activities!
Please take note that you should be writing legibly your complete solution and
box your final answer.
NAME: ______________________________ SCORE: ________

1. A thermometer reading 18 ˚F is brought into a room, the temperature of which is 70


˚F. one minute later the reading is 31 ˚F. determine (a) the temperature reading as a
function of time and (b)find the temperature reading 5 minutes after the thermometer
is first brought into the room. (10pts)
(a) _______________________________________
(b) _______________________________________

2. In a certain culture of bacteria, the rate of increase is proportional to the number


present. (a) If it is found that the number doubles in 4hrs, how many may be expected
at the end of 12hours? (b) if there are 104 at the end of 3 hours and 4x104 at the end of
5 hours, how many were in the beginning? (10pts)
(a) _______________________________________

(b) _______________________________________

3. Initially, a large tank with a capacity of 100 gallons contains 50 gallons of pure water.
A salt solution with a concentration of 0.1 lb/gal flows into the tank at a rate of 4
gal/min. The mixture is kept well-stirred and flows out of the tank at the rate of 2
gal/min. (a) Find the initial-value problem that describes the amount of salt in the tank.

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(b) Find the amount of salt in the tank at exact time the tank overflows. (c) Find the
concentration of salt in the tank until the tank overflows. (30pts)
(a) _______________________________________
(b) _______________________________________
(c) _______________________________________
4. A 600-gallon brine tank is to be cleared by piping in pure water at 1 gal/min., and
allowing the well-stirred solution to flow out at the rate of 2 gal/min. If the tank initially
contains 1500 pounds of salt, how much salt is left in the tank after 9 hours and 59
min? (5pts)

_______________________________________

5. At 9 a.m., a thermometer reading 70˚F is taken outside where the temperature is 15˚F.
At 9:05 a.m. the thermometer reading is at 45˚F. At 9:10 a.m. the thermometer is taken
back indoors where the temperature is fixed at 70˚F find the reading 9:20 am. And (b)
when the reading, to the nearest degree, will show the correct (70˚F) indoor
temperature. (10pts)
(a) _______________________________________

(b) _______________________________________

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MODULE 5
Higher-Order Differential Equations
At the end of this unit you should be able to:
• Obtain the solution of Homogeneous and Non-Homogeneous Equations
using the most appropriate method.

Showcase on the several methods on finding the solution of a higher order differential
equation.

Compare and distinguish the different methods on finding the solution of a higher
order differential equation.

Click or log-in to this link and watch this video:


https://www.youtube.com/watch?v=UFWAu8Ptth0
Now, what information did you get from these videos?
Get ready for the explain part!

Let’s discuss the several methods on finding the solution of a higher order differential
equation!

INTRODUCTION
𝑑𝑦
❑ Aside from the notation 𝑦 ′ = 𝑑𝑥, we shall define and introduce other notations
for differentiation. We define D as a differential operator

𝑑𝑦
𝐷𝑦 = 𝑑𝑥 ; 1st differentiation with respect to x;
𝑑2 𝑦
𝐷 2 𝑦 = 𝑑𝑥2 ; 2nd differentiation with respect to x;
𝑑𝑛 𝑦
𝐷𝑛𝑦 = ; nth differentiation with respect to x
𝑑𝑥 𝑛

Illustration
dy
1. (xD + 2)y = xDy + 2y = x dx + 2y
d2 y
2. (D2 − 1)y = D2 y − y = −y
dx2
2
3. (xD + 3)(D − 2)y = (xD − 2xD + 3D − 6)y
= xD2 y − 2xDy + 3Dy − 6y
d2 y dy dy
= x dx2 − 2x dx + 3 dx − 6y

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I. LINEAR EQUATIONS WITH CONSTANT COEFFICIENTS
dn y dn−1 y dy
Standard Form: a0 + a1 + ⋯ + an−1 + an y = 0
dxn dxn−1 dx
may be written in the form
dn
f(D)y = 0; where f(D) is a linear differential operator defined as Dn = dxn
The equation f(m) = 0 is called the auxiliary equation of f(D)

A. The Auxiliary Equation: Distinct Roots


If the roots of the auxiliary equation are 𝑚1 , 𝑚2 , … 𝑚𝑛 which are all real and distinct,
then the n solutions are as follows:
𝑦1 = 𝐶1 𝑒 𝑚1 𝑥 , 𝑦2 = 𝐶2 𝑒 𝑚2 𝑥 ..., 𝑦𝑛 = 𝐶𝑛 𝑒 𝑚𝑛 𝑥
and the general solution is
𝒚 = 𝒚𝟏 + 𝒚𝟐 + ⋯ +𝒚𝒏

Examples:

1. 𝐲" + 𝐲′ − 𝟐𝐲 = 𝟎 2. 𝐲′′′ − 𝐲" − 𝟐𝐲′ = 𝟎

Solution: Solution:
d2 y dy d3 y d2 y 2dy
+ − 2y = 0 − 2− =0
dx2 dx dx3 dx dx
3 2
D2 y + Dy − 2y = 0 D y − D y − 2Dy = 0
f(D)y = 0 f(D)y = 0
(D 2 + D − 2 )y = 0 (D3 − D2 − 2D)y = 0
m2 + m − 2 = 0 m3 − m2 − 2m = 0
(m + 2)(m − 1) = 0 m(m2 − m − 2)
m = −2 , m = 1 m(m − 2)(m + 1) = 0
m1 = 0
𝐲 = 𝐂𝟏 𝐞−𝟐𝐱 + 𝐂𝟐 𝐞𝐱 m2 = 2
m3 = −1

y = C1 e(0)x + C2 e2x + C2 e−x


𝐲 = 𝐂𝟏 𝐞𝐱 + 𝐂𝟐 𝐞𝟐𝐱 + 𝐂𝟐 𝐞−𝐱

B. The Auxiliary Equation: Repeated Roots


If the roots of the auxiliary equation are 𝑚1 = 𝑚2 , … = 𝑚𝑛 = 𝑏 which are all
real, then the n solutions are as follows:
𝑦1 = 𝐶1 𝑒 𝑏𝑥 , 𝑦2 = 𝐶2 𝑥𝑒 𝑏𝑥 ..., 𝑦𝑛 = 𝐶𝑛 𝑥 𝑛−1 𝑒 𝑏𝑥
and the general solution is
𝑦 = 𝑦1 + 𝑦2 + ⋯ +𝑦𝑛
𝑦 = 𝐶1 𝑒 𝑏𝑥 + 𝐶2 𝑥𝑒 𝑏𝑥 + ⋯ + 𝐶𝑛 𝑥 𝑛−1 𝑒 𝑏𝑥
𝒚 = (𝑪𝟏 + 𝑪𝟐 𝒙 + ⋯ + 𝑪𝒏 𝒙𝒏−𝟏)ⅇ𝒃𝒙

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Examples:

1. (𝐃𝟒 − 𝟕𝐃𝟑 + 𝟏𝟖𝐃𝟐 − 𝟐𝟎𝐃 + 𝟖)𝐲 = 𝟎

m4 − 7m3 + 18m2 − 20m + 8 = 0 (auxiliary equation)


- apply synthetic division to determine the roots of m

m1 = 1, m2 = 2, m3 = 2 ; m4 = 2
or
m1 = 1, m2 = 2 (thrice)

y = C1 ex + C2 e2x + C3 xe2x + C4 x 2 e2x


𝐲 = 𝐂𝟏 𝐞𝐱 + ( 𝐂𝟐 + 𝐂𝟑 𝐱 + 𝐂𝟒 𝐱 𝟐 )𝐞𝟐𝐱

𝐝𝟒 𝐲 𝐝𝟑 𝐲 𝐝𝟐 𝐲
2. +𝟐 + =𝟎
𝐝𝐱 𝟒 𝐝𝐱 𝟑 𝐝𝐱 𝟐

Solution:
f(D)y = 0
(D4 + 2D3 + D2 )y = 0
m4 + 2m3 + m2 = 0(auxiliary equation)
m2 (m2 + 2m + 1) = 0
m = 0 (2x)
m = −1 (2x)

y = ( C1 + C2 x)e(0)x + ( C3 + C4 x)e−x
𝐲 = 𝐂𝟏 + 𝐂𝟐 𝐱 + ( 𝐂𝟑 + 𝐂𝟒 𝐱)𝐞−𝐱

C. The Auxiliary Equation: Imaginary Roots


If the roots of the auxiliary equation are 𝑚 = 𝑎 ± 𝑏𝑖 then the general solution is
𝑦 = 𝐶1 𝑒 𝑎𝑥 𝑐𝑜𝑠𝑏𝑥 + 𝐶2 𝑒 𝑎𝑥 𝑠𝑖𝑛𝑏𝑥
𝒚 = (𝑪𝟏 𝒄𝒐𝒔𝒃𝒙 + 𝑪𝟐 𝒔𝒊𝒏𝒃𝒙)ⅇ𝒂𝒙

Examples:

1. (𝐃𝟑 − 𝟑𝐃𝟐 + 𝟗𝐃 + 𝟏𝟑)𝐲 = 𝐎 2. (𝐃𝟐 + 𝟏)𝐲 = 𝟎

Solution: Solution:
m3 − 3m2 + 9m + 13 = 0(auxiliary equation) m2 + 1 = 0 (auxiliary equation)
m1 = −1; m2 = 2 ± 3i (the roots of m) m = 0 ± i(the roots of m)

𝐲 = 𝐂𝟏 𝐞−𝐱 + ( 𝐂𝟏 𝐜𝐨𝐬𝟑𝐱 + 𝐂𝟑 𝐬𝐢𝐧𝟑𝐱)𝐞𝟐𝐱 y = ( C1 cosx + C2 sinx)e(0)x


𝐲 = 𝐂𝟏 𝐜𝐨𝐬𝐱 + 𝐂𝟐 𝐬𝐢𝐧𝐱

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D. The Auxiliary Equation: Repeated Imaginary Roots
• Repeated imaginary roots lead to solutions analogous to those of repeated
real roots.
• If the roots of the auxiliary equation are m1 = m2 = a ± bi then the general
solution is
y = (C1 eax cosbx + C2 eax sinbx) + (C1 eax cosbx + C2 eax sinbx)x
𝐲 = (𝐂𝟏 𝐜𝐨𝐬𝐛𝐱 + 𝐂𝟐 𝐬𝐢𝐧𝐛𝐱)𝐞𝐚𝐱 + (𝐂𝟏 𝐜𝐨𝐬𝐛𝐱 + 𝐂𝟐 𝐬𝐢𝐧𝐛𝐱)𝐱𝐞𝐚𝐱

Examples:

1.(𝐃𝟒 + 𝟖𝐃𝟐 + 𝟏𝟔)𝐲 = 𝟎

Solution:

m4 + 8m2 + 16 = 0
(m2 + 4)(m2 + 4) = 0
m = ±2i (twice)

𝐲 = ( 𝐂𝟏 𝐜𝐨𝐬𝟐𝐱 + 𝐂𝟐 𝐬𝐢𝐧𝟐𝐱)𝐞𝐱 + ( 𝐂𝟑 𝐜𝐨𝐬𝟐𝐱 + 𝐂𝟒 𝐬𝐢𝐧𝟐𝐱)𝐱𝐞𝐱

2. (𝐃𝟒 + 𝟔𝐃𝟐 + 𝟗)𝐲 = 𝟎

Solution:

(m4 + 6m2 + 9) = 0
(m2 + 3)2 = 0
m = ±√3 i (twice)

𝐲 = ( 𝐂𝟏 𝐜𝐨𝐬√𝟑 𝐱 + 𝐂𝟐 𝐬𝐢𝐧√𝟑 𝐱 + 𝐂𝟒 𝐬𝐢𝐧√𝟑 𝐱)𝐱𝐞𝐱

II. NONHOMOGENEOUS EQUATIONS: UNDETERMINED COEFFICIENTS


dn y dn−1 y dy
Standard Form: b0 n + b1 n−1 + ⋯ + bn−1 + bn y = R(x)
dx dx dx
where R(x) is itself a particular solution of some homogeneous linear
equation with constant coefficients

General Solution: y = yc + yp
where yc is the complementary solution obtained from f(D)y = 0
yp is the particular solution obtained from R(x)

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Examples:

1. (D2 + D)y = −cosx 2. (D2 + 9)y = 5ex − 162x

Solution: Solution:

𝐲𝐜 : 𝐟(𝐃)𝐲 = 𝟎 𝐲𝐜 : 𝐟(𝐃)𝐲 = 𝟎
(D 2 + D ) y = 0 (D2 + 9)y = 0
m2 + m = 0 m2 + 9 = 0
m(m + 1) = 0 m = ±3i
m = 0, − 1 𝐲𝐜 = 𝐂𝟏 𝐬𝐢𝐧𝟑𝐱 + 𝐂𝟐 𝐜𝐨𝐬𝟑𝐱
yc = C1 e(0)x + C2 e−x
𝐲𝐜 = 𝐂𝟏 + 𝐂𝟐 𝐞−𝐱 𝐲𝐩 = 𝐑(𝐱) = 5ex − 162x
m = 1, 0(twice)
𝐲𝐩 = 𝐑(𝐱) = −𝐜𝐨𝐬𝐱 yp = C1 ex + C2 + C3 x
m=0±i Dyp = C1 ex + C3
yp = ( C1 cosx + C2 sinx)ex D2 yp = C1 ex
yp = C1 cosx + C2 sinx
Dyp = − C1 sinx + C2 cosx (D2 + 9)yp = 5ex − 162x
D2 yp = − C1 cosx − C2 sinx C1 ex + 9C1 ex + 9C2 + 9C3 x = 5ex − 162x

(D2 + D) yp = −cosx Equate the coefficients


2
D yp + D yp = − cos x 1
ex : 10 C1 = 5 ; C1 =
− C1 cosx − C2 sinx − C1 sinx + C2 cosx = −cosx 2
k ∶ 9 C2 = 0 ; C2 = 0
x ∶ 9 C3 = −162 ; C3 = −18
Equate the coefficients
𝟏
cosx: − C1 + C2 = −1 → 1 𝐲𝐩 = 𝐞𝐱 − 𝟏𝟖𝐱
sinx : − C1 − C2 = 0 → 2 𝟐
1 1
C1 = ; C2 = − y = yc + yp
2 2 𝟏
𝟏 𝟏 𝐲 = 𝐂𝟏 𝐜𝐨𝐬𝟑𝐱 + 𝐂𝟐 𝐬𝐢𝐧𝟑𝐱 + 𝐞𝐱 − 𝟏𝟖𝐱
𝐲𝐩 = 𝐜𝐨𝐬𝐱 − 𝐬𝐢𝐧𝐱 𝟐
𝟐 𝟐

y = yc + yp
𝟏 𝟏
𝐲 = 𝐂𝟏 + 𝐂𝟐 𝐞−𝐱 + 𝐜𝐨𝐬𝐱 − 𝐬𝐢𝐧𝐱
𝟐 𝟐

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3. D2 y + 2Dy + y = 7 + 75sin2x

Solution:

(D2 + 2D + 1)y = 7 + 75sin2x

𝐲𝐜 : 𝐟(𝐃)𝐲 = 𝟎
(D2 + 2D + 1)y = 0
m2 + 2m + 1 = 0
(m + 1)2 = 0
m = −1 (twice)
𝐲𝐜 = ( 𝐂𝟏 + 𝐂𝟐 𝐱)𝐞−𝐱

𝐲𝐩 : 𝐑(𝐱) = 𝟕 + 𝟕𝟓𝐬𝐢𝐧𝟐𝐱
m = 0,0 ± 2i
yp = C1 ex + ( C2 cos2x + C3 sin2x)ex
yp = C1 + C2 cos2x + C3 sin2x
D yp = −2 C2 sin2x + 2 C3 cos2x
D2 yp = −4 C2 cos2x − 4 C3 sin2x

(D2 + 2D + 1) yp = 7 + 75sin2x
−4 C2 cos2x − 4 C3 sin2x − 4 C2 sin2x + 4 C3 cos2x + C1 + C2 cos2x + C3 sin2x = 7 + 75sin2x

Equate the coefficients


cos2x ∶ −3 C2 + 4 C3 = 0 → ; C2 = −12
sin2x ∶ −4 C2 − 3 C3 = 75 → 2 ; C3 = 9
k ∶ C1 = 7

𝐲𝐩 = 𝟕 − 𝟏𝟐𝐜𝐨𝐬𝟐𝐱 + 𝟗𝐬𝐢𝐧𝟐𝐱

y = yc + yp
𝐲 = ( 𝐂𝟏 + 𝐂𝟐 𝐱)𝐞−𝐱 + 𝟕 − 𝟏𝟐𝐜𝐨𝐬𝟐𝐱 + 𝟗𝐬𝐢𝐧𝟐𝐱

4. (D2 − 4)y = e2X + 2

Solution:

𝐲𝐜 : 𝐟(𝐃)𝐲 = 𝟎
(D2 − 4)y = 0
m2 − 4 = 0
m = ±2
𝐲𝐜 = 𝐂𝟏 𝐞𝟐𝐱 + 𝐂𝟐 𝐞−𝐱

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𝐲𝐩 : 𝐑(𝐱) = 𝐞𝟐𝐱 + 𝟐
m = 2,0 (twice)
yp = C3 xe2x + C4 e(0)x
yp = C3 xe2x + C4
D yP = C3 (2xe2x + e2x )
D2 yp = 2 C3 (2xe2x + e2x ) + 2 C3 e2x
D2 yp = 4 C3 xe2x + 4 C3 e2x

(D2 − 4)y = e2X + 2


4 C3 xe2x + 4 C3 e2x − 4 C3 xe2x − 4 C4 = e2x + 2

Equate the coefficients


1
e2x ∶ 4 C3 = 1 ; C3 =
4
−1
k ∶ −4 C4 = 2 ; C4 =
2

𝟏 𝟐𝐱 𝟏 𝐱
𝐲𝐩 = 𝐱𝐞 − 𝐞
𝟒 𝟐

y = yc + yp
1 1
𝐲 = C1 e2x + C2 e−x + xe2x −
4 2

III. VARIATION OF PARAMETERS


dn y dn−1 y dy
Standard Form: b0 + b1 + ⋯ + bn−1 + bn y = R(x)
dxn dxn−1 dx
General Solution: y = yc + yp
If yc = C1 y1 + C2 y2 then let yp = Ay1 + By2 where A and B are both fucntions
of x.
Let A′y1 + B′y2 = 0

Examples:

1. (D2 + 1)y = cscx

Solution:

𝐲𝐜 : 𝐟(𝐃)𝐲 = 0
(D2 + 1)y = 0
m2 + 1 = 0
m = ±i
yc = C1 cosx + C2 sinx

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𝐲𝐩 = 𝐀𝐜𝐨𝐬𝐱 + 𝐁𝐬𝐢𝐧𝐱
(D2 + 1) yp = cscx

D yp = −Asinx + A′ cosx + Bcosx + B ′ sinx


A′ cosx + B ′sinx = 0
B′ sinx
A′ = − cosx → (1)
D yp = −Asinx + Bcosx

D2 yp = −Acosx − A′ sinx − Bsinx + B ′ cosx


(D2 yp + yp ) = cscx
−Acosx − A′ sinx − Bsinx + B ′cosx + Acosx + Bsinx = cscx
−A′ sinx + B ′cosx = cscx → (2)

Substitute (1) in (2) Substitute 𝐵′ = 𝑐𝑜𝑡𝑥 in (1)


B′ sinx 𝑠𝑖𝑛𝑥
− (− cosx
) sinx + B ′cosx = cscx 𝐴′ = −𝑐𝑜𝑡𝑥 ( )
sin2 x
𝑐𝑜𝑠𝑥
B′ cosx + B ′cosx = cscx 𝑐𝑜𝑠𝑥 𝑠𝑖𝑛𝑥
𝐴′ = − ( )
B′ sin2 x+B′ cos2 x 𝑠𝑖𝑛𝑥 𝑐𝑜𝑠𝑥
= cscx 𝐴′ = −1
cosx
2 2
B′(sin x + cos x) = cscx cosx
1 𝐴 = ∫ −1𝑑𝑥
B ′ = sinx cosx
𝐴 = −𝑥
B ′ = cotx
B = ∫ cotxdx
𝑦𝑝 = −𝑥𝑐𝑜𝑠𝑥 + (𝑙𝑛𝑠𝑖𝑛𝑥 )𝑠𝑖𝑛𝑥
B = lnsinx
𝑦 = 𝑦𝑐 + 𝑦𝑝
𝑦 = 𝐶1 𝑐𝑜𝑠𝑥 + 𝐶2 𝑠𝑖𝑛𝑥 − 𝑥𝑐𝑜𝑠𝑥 + (𝑙𝑛𝑠𝑖𝑛𝑥 )𝑠𝑖𝑛𝑥
𝒚 = ( 𝑪𝟏 − 𝒙)𝒄𝒐𝒔𝒙 + ( 𝑪𝟐 + 𝒍𝒏𝒔𝒊𝒏𝒙)𝒔𝒊𝒏𝒙

2. (𝐷 2 − 2𝐷 + 1)𝑦 = 𝑒 2𝑥 (𝑒 𝑥 + 1)−2

Solution:

𝒚𝒄 : 𝒇 (𝑫 )𝒚 = 𝟎
(𝐷 2 − 2𝐷 + 1)𝑦 = 0
𝑚2 − 2𝑚 + 1 = 0
(𝑚 − 1)2 = 0
𝑚 = 1(𝑡𝑤𝑖𝑐𝑒)
𝒚 𝒄 = ( 𝑪 𝟏 + 𝑪 𝟐 𝒙 ) ⅇ𝒙

𝒚𝒑 = (𝑨 + 𝑩𝒙)ⅇ𝒙
(𝐷 2 − 2𝐷 + 1) 𝑦𝑝 = 𝑒 2𝑥 (𝑒 𝑥 + 1)−2

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𝑦𝑝 = 𝐴𝑒 𝑥 + 𝐵𝑥𝑒 𝑥
D𝑦𝑝 = 𝐴𝑒 𝑥 + 𝐴′𝑒 𝑥 + 𝐵(𝑥𝑒 𝑥 + 𝑒 𝑥 )+𝐵′ 𝑥𝑒 𝑥
𝐴′𝑒 𝑥 + 𝐵′ 𝑥𝑒 𝑥 = 0
𝐵′ 𝑥𝑒 𝑥
𝐴′ = − = −𝐵′𝑥 → (1)
𝑒𝑥
𝐷 𝑦𝑝 = 𝐴𝑒 𝑥 + 𝐵𝑥𝑒 𝑥 + 𝐵𝑒 𝑥

𝐷 2 𝑦𝑝 = 𝐴𝑒 𝑥 + 𝐴′𝑒 𝑥 + 𝐵(𝑥𝑒 𝑥 + 𝑒 𝑥 ) + 𝐵′ 𝑥𝑒 𝑥 + 𝐵𝑒 𝑥 + 𝐵′𝑒 𝑥


= 𝐴𝑒 𝑥 + 𝐴′𝑒 𝑥 + 𝐵𝑥𝑒 𝑥 + 2𝐵𝑒 𝑥 + 𝐵′ 𝑥𝑒 𝑥 + 𝐵′ 𝑒 𝑥

(𝐷 2 − 2𝐷 + 1) 𝑦𝑝 = 𝑒 2𝑥 (𝑒 𝑥 + 1)−2
𝐴𝑒 𝑥 + 𝐴′ 𝑒 𝑥 + 𝐵𝑥𝑒 𝑥 + 2𝐵𝑒 𝑥 + 𝐵′ 𝑥𝑒 𝑥 + 𝐵′ 𝑒 𝑥 − 2𝐴𝑒 𝑥 − 2𝐵𝑥𝑒 𝑥 − 2𝐵𝑒 𝑥 + 𝐴𝑒 𝑥 + 𝐵𝑥𝑒 𝑥 = 𝑒 2𝑥 (𝑒 𝑥 + 1)−2
𝐴′𝑒 𝑥 + 𝐵′𝑥𝑒 𝑥 + 𝐵′ 𝑒 𝑥 = 𝑒 2𝑥 (𝑒 𝑥 + 1)−2 → (2)

Substitute (1) in (2) Substitute 𝐵′ = 𝑒 𝑥 (𝑒 𝑥 + 1)−2 in (1)


−𝐵′𝑥𝑒 𝑥 + 𝐵′𝑥𝑒 𝑥 + 𝐵′𝑒 𝑥 = 𝑒 2𝑥 (𝑒 𝑥 + 1)−2 𝐴′ = −(𝑒 𝑥 )(𝑒 𝑥 + 1)−2 𝑥
𝑒 2𝑥 (𝑒 𝑥 + 1)−2 𝐴′ = − ∫ 𝑥 𝑒 𝑥 (𝑒 𝑥 + 1)−2 𝑑𝑥
𝐵′ =
𝑒𝑥 𝑢 =𝑥 𝑑𝑣 = 𝑒 𝑥 (𝑒 𝑥 + 1)2 𝑑𝑥
𝐵′ = 𝑒 𝑥 (𝑒 𝑥 + 1)−2
𝑑𝑢 = 𝑑𝑥 𝑣 = −(𝑒 𝑥 + 1)−1
𝐵 = ∫(𝑒 𝑥 + 1)−2 𝑒 𝑥 𝑑𝑥 𝑥 1
𝐴 = −[− 𝑥 +∫ 𝑥 𝑑𝑥]
𝑒 +1 𝑒 +1
𝑢 = 𝑒𝑥 𝑥 1 𝑒 −𝑥
𝑑𝑢 = 𝑒 𝑥 𝑑𝑥 𝐴= 𝑥
𝑒 +1
−∫ 𝑥
𝑒 +1
𝑑𝑥 . −𝑥
𝑒
1 𝑥 𝑒 −𝑥 𝑑𝑥
𝐵 = −(𝑒 𝑥 + 1)−1 = − 𝐴= 𝑥 −∫
𝑒𝑥 + 1 𝑒 +1 1 + 𝑒 −𝑥
𝑢 = 1 + 𝑒 −𝑥
𝑑𝑢 = −𝑒 −𝑥 𝑑𝑥
𝑥
𝐴= 𝑥 + ln(1 + 𝑒 −𝑥 )
𝑒 +1
𝑥 1
𝑦𝑝 = [ 𝑥 + ln(1 + 𝑒 −𝑥 )] 𝑒 𝑥 − ( 𝑥 ) 𝑥𝑒 𝑥
𝑒 +1 𝑒 +1

𝑦 = 𝑦𝑐 + 𝑦𝑝
𝑥 1
𝑦 = ( 𝐶1 + 𝐶2 𝑥)𝑒 𝑥 + [ + ln(1 + 𝑒 −𝑥 )] 𝑒 𝑥 − ( 𝑥 ) 𝑥𝑒 𝑥
𝑒 𝑥 +1 𝑒 +1
𝑥𝑒 𝑥 𝑥𝑒 𝑥
𝑦 = ( 𝐶1 + 𝐶2 𝑥)𝑒 𝑥 + 𝑥 + 𝑒 𝑥 ln(1 + 𝑒 𝑥 ) − 𝑥
𝑒 +1 𝑒 +1
𝒚 = ( 𝑪𝟏 + 𝑪𝟐 𝒙)ⅇ𝒙 + ⅇ𝒙 [𝐥𝐧(𝟏 + ⅇ−𝒙 )]

Watch Video_Module 5 for more detailed explanations!

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Now let’s have some practice! Answer the problems below.

Obtain the general solution unless otherwise instructed


A. LINEAR EQUATIONS WITH CONSTANT COEFFICIENTS
1. (9D4 + 6D3 + D2 )y = 0
2. (4D4 − 45D2 − 70D − 24)y = 0
d3 x d2 x dx
3. − 2 dt2 − 3 dt = 0
dt3
4. (D3 − 4D2 + 4D)y = 0
5. (2D4 − 3D3 − 2D2 )y = 0
6. (D5 − 16D3 )y = 0
7. (D2 − 2D + 5)y = 0
8. (D4 + 5D2 + 4)y = 0
9. (D2 − 2D + 5)2 y = 0
10. (D2 − 2D − 3)y = 0 when x = 0, y = 0, y ′ = −4

B. NONHOMOGENEOUS EQUATIONS: UNDETERMINED COEFFICIENTS


1. D2 (D − 1)y = 3ex + sinx
2. (D2 + D − 2)y = 2x − 40cos2x
3. (D2 + 1)y = sinx

C. VARIATION OF PARAMETERS
1. (D2 + 1)y = secx tanx
1
2. (D2 − 3D + 2)y = 1+e−x

Let’s check what you have learned!

NAME: ______________________________ SCORE: ________

Obtain the general solution unless otherwise instructed


d2 y
1. dx2
− y = 10sin2 x
2. y − y′ − x = 0
′′′

3. (D2 − 3D + 2)y = e2x (1 + e2x )−1


4. (D5 + D4 − 7D3 − 11D2 − 8D − 12)y = 0
−24
5. y ′′′ + 4y′′ + 9y′ + 10y = e−x
when x = y = 0, y′ = −4, y′′ = 10

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MODULE 6
The Laplace Transform and Inverse Laplace Transform
At the end of this unit you should be able to:
• Use Laplace Transforms to obtain the solution of Differential Equations.
• Evaluate inverse Laplace transforms.

Share the importance of Laplace Transform and Inverse Laplace Transform!

Click or log-in to this link and watch this video:


https://www.youtube.com/watch?v=KqokoYr_h1A
Now, what information did you get from these videos?
Get ready for the explain part!

I. LAPLACE TRANSFORMS
The Laplace Transform relates time functions to frequency-dependent functions of
a complex variable. Laplace Transform method is used extensively to facilitate and
systematize the solution of linear constant-coefficient integrodifferential equations.

MATHEMATICAL DEFINITION OF THE LAPLACE TRANSFORM


The direct Laplace Transform of a function, f(t), is given mathematically as

𝓛[𝒇(𝒕)] = ∫ 𝑓 (𝑡)𝑒 −𝑠𝑡 = 𝐹 (𝑠)
0

Where 𝓛[𝒇(𝒕)] is the shorthand notation for the Laplace Integral

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Examples:

1. ℒ [1] 2. ℒ[𝑒 𝑎𝑡 ]


= ∫ 𝑓(𝑡) 𝑒 −𝑠𝑡 𝑑𝑡
= ∫ 𝑓(𝑡) 𝑒−𝑠𝑡 𝑑𝑡 0
0 ∞

= ∫ 𝑒 𝑎𝑡 𝑒 −𝑠𝑡 𝑑𝑡
= ∫ (1) 𝑒−𝑠𝑡 𝑑𝑡 0
0 ∞
−1 = ∫ 𝑒 𝑎𝑡−𝑠𝑡 𝑑𝑡
= [ e−st ]∞
0 0
s ∞
−1 −s(∞)
= [e − e−s(0) ] = ∫ 𝑒 −𝑡(𝑠−𝑎) 𝑑𝑡
s 0
−1
= s (0 − 1) −1
= [𝑒 −𝑡(𝑠−𝑎) ]∞
0
𝟏 𝑠−𝑎
𝓛 [𝟏] = −1
𝐬 = [𝑒 −∞(𝑠−𝑎) − 𝑒 0(𝑠−𝑎) ]
𝑠−𝑎
𝟏
𝓛[ⅇ𝒂𝒕 ] =
𝒔−𝒂

TABLE OF LAPLACE TRANSFORM

f(t) F(s)
f(t) = 1 𝟏
𝐅 (𝐬) =
𝐬
f(t) = t 𝟏
𝐅(𝐬) =
𝐬𝟐
𝛚
f(t) = sin ωt 𝐅(𝐬) = 𝟐
𝐬 + 𝛚𝟐
𝐬
f(t) = cos ωt 𝐅(𝐬) = 𝟐
𝐬 + 𝛚𝟐
f(t) = eat 𝟏
𝐅(𝐬) =
𝐬− 𝐚
𝟏
f(t) = e−at 𝐅(𝐬) =
𝐬+ 𝐚
f(t) = eat sin ωt 𝛚
𝐅(𝐬) =
(𝐬 − 𝐚)𝟐 + 𝛚𝟐
f(t) = e−at sin ωt 𝛚
𝐅(𝐬) =
(𝐬 + 𝐚)𝟐 + 𝛚𝟐
f(t) = eat cos ωt 𝐬−𝐚
𝐅(𝐬) =
(𝐬 − 𝐚)𝟐 + 𝛚𝟐
f(t) = e−at cos ωt 𝐬+𝐚
𝐅(𝐬) =
(𝐬 + 𝐚)𝟐 + 𝛚𝟐
f ( t) = t 2 𝟐
𝐅(𝐬) = 𝟑
𝐬
f(t) = t n 𝐧!
𝐅(𝐬) = 𝐧+𝟏
𝐬

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Examples: Find the Laplace Transform for each of the following functions:

1. ℒ [ⅇ𝟒𝒕 ] 4. ℒ [𝐬𝐢𝐧 𝟐𝒕]


𝟏
2. ℒ [𝐜𝐨𝐬 𝒕] 5. ℒ [ⅇ−𝒕 𝐬𝐢𝐧 𝒕]
𝟐

3. ℒ [ⅇ𝟐𝒕 𝐜𝐨𝐬 𝟑𝒕] 6. ℒ [𝒕𝟑 ]

Solutions:

1. ℒ[𝑒 4𝑡 ] ; a = 4 4. ℒ(𝑠𝑖𝑛2𝑡) ; 𝜔 = 2
1
ℒ[𝑒 𝑎𝑡 ] = 𝜔
𝑠−𝑎 ℒ(𝑠𝑖𝑛𝜔𝑡) =
1 𝑠 2 + 𝜔2
= 2
𝑠−4 =
𝑠 2 + 22
2
= 2
𝑠 +4

1 1
2 . ℒ[cos 𝑡] ; 𝜔 = 5. ℒ(𝑒 −𝑡 𝑠𝑖𝑛𝑡) ; 𝜔 =1, a=1
2 2
𝒔 𝜔
ℒ[cos 𝜔𝑡] = 𝒔𝟐 + 𝝎𝟐 ℒ(𝑒 −𝑎𝑡 𝑠𝑖𝑛𝑤𝑡) =
(𝑠 + 𝑎)2 + 𝜔2
𝑠 1
= =
1 (𝑠 + 1)2 + 12
𝑠 2 + ( )2 1
2
= 2
𝑠 𝑠 + 2𝑠 + 2
=
1
𝑠2 + 4

4𝑠
=
4𝑠 2 +1

6. ℒ(𝑡 3 ) ; 𝑛 = 3
3. ℒ [𝑒 2𝑡 cos 3𝑡] ; 𝜔 =3, a=2
𝑛!
ℒ [𝑒 𝑎𝑡 cos 𝜔𝑡] = (𝑠−𝑎)2 +𝝎2
𝑠−𝑎 ℒ (𝑡 𝑛 ) =
𝑠 𝑛+1
𝑠−2 3!
= (𝑠−2)2 +32 =
𝑠 3+1
𝑠−2
= (𝑠−2)2 +9 6
=
𝑠4
𝑠−2
= 𝑠 2 −4𝑠+13

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LAPLACE TRANSFORM THEOREMS / PROPERTIES

1. LINEARITY – multiplication of a constant

𝓛[𝒌𝒇(𝒕)] = 𝒌𝓛[𝒇(𝒕)] = 𝒌 𝑭(𝒔)

Where k is a constant

Examples:

a. ℒ [3 sin 2𝑡] 𝑏. ℒ(4)


= 3ℒ(𝑠𝑖𝑛2𝑡) = 4ℒ(1)
2 1
=3 2 = 4( )
𝑠 + 22 5
6 4
= 2 =
𝑠 +4 𝑠

2. SUPERPOSITION – sum and difference of a number of functions

𝓛[𝒇𝟏 (𝒕) ± 𝒇𝟐 (𝒕)] = 𝓛[𝒇𝟏 (𝒕)] ± 𝓛[𝒇𝟐 (𝒕)] = 𝑭𝟏 (𝒔) ± 𝑭𝟐 (𝒔)

Examples:
a. ℒ[sin 2t + cos 2t] 𝑏. ℒ(1 − 𝑒 −2𝑡 + 𝑒 −𝑡 )
= ℒ(1) − ℒ(𝑒 2𝑡 ) + ℒ(𝑒 −𝑡 )
= ℒ(sin2t) + ℒ(cos2t) 1 1 1
2 s = − +
= 2 2
+ 2 𝑠 𝑠−2 𝑠+1
s +2 s + 22
s+2
= 2
s +4

3. REAL DIFFERENTIATION
d
ℒ[ f (t)] = s F(s) − f(0)
dt

where F(s) = ℒ[f(t)] , f(0) = f(t) at t=0 (initial value)

NTH DIFFERENTIATION

d2
ℒ[ ] = s 2 F(s) − s1 f(0) − s 0 f ′ (0)
dt 2

dn
ℒ[ ] = s n F(s) − s n−1 f(0) − s n−2 f ′ ′(0) − s n−3 f ′ "(0) − ⋯ − s 0 f n−2 (0))
dt n

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Examples:
𝑑 𝑑3
a. ℒ( 𝑐𝑜𝑠3𝑡) 𝑏. 𝓛 [ sin 2𝑡]
𝑑𝑡 𝑑𝑡 3
= 𝑠𝐹(𝑠) − 𝑓(0) = s 3 F(s) − s 2 f(0) − s1 f ′ (0) − s 0 f′′(0)

𝑓(𝑡) = cos 3𝑡 𝑓(𝑡) = sin 2𝑡


𝑠
𝐹(𝑠) = 2 2
𝑠 + 32 F(s) = 2
s +4
𝑓(0) = 𝑐𝑜𝑠3𝑡| 𝑡 = 0
f(0) = sin2t | t = 0
=1
f(0) = 0
𝑠
= 𝑠( ) −1 f ′ (t) = 2cos2t | t = 0
𝑠2 + 9
𝑠2 f′(0) = 2
=( )−1
𝑠2 + 9
f ′′ (t) = −4sin2t | t = 0
𝑠2 − 𝑠2 − 9 f′′(0) = 0
=( )
𝑠2 + 9
−9 2
=( 2 ) = s3 ( ) − s 2 (0) − s1 (2) − s 0 (0)
𝑠 +9 s2 +4
2s 3
= − 2s
s2 + 4

II. INVERSE LAPLACE TRANSFORMS

If F(s) is the Laplace transform of f(t), then f(t) is the Inverse Laplace transform of F(s),
which is denoted as

f(t) = ℒ −1 [F(s)]

where ℒ −1 is called the Inverse Laplace Operator

TABLE OF INVERSE LAPLACE TRANSFORM

F(s) f(t)
1 𝟏
𝑠
1 𝒕
𝑠2
1 𝒕𝒏−𝟏
𝑠𝑛 ( 𝒏 − 𝟏 )!
1
ⅇ±𝒂𝒕
𝑠∓𝑎
1
ⅇ∓𝒂𝒕 𝒕
(𝑠 ± 𝑎 ) 2

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1 ⅇ±𝒂𝒕 𝒕𝒏−𝟏
(𝑠 ± 𝑎 )𝑛 ( 𝒏 − 𝟏 )!
𝜔
𝐬𝐢𝐧 𝝎𝒕
𝑠 + 𝜔2
2
𝑠
𝐜𝐨𝐬 𝝎𝒕
𝑠 2 + 𝜔2
𝜔 ⅇ∓𝒂𝒕 𝐬𝐢𝐧 𝝎𝒕
(𝑠 ± 𝑎 )2 + 𝜔 2
(𝑠 ± 𝑎 ) ⅇ∓𝒂𝒕 𝐜𝐨𝐬 𝝎𝒕
(𝑠 ± 𝑎 ) 2 + 𝜔 2

Examples: Find the Inverse Laplace Transform for each of the following functions:
2 3𝑠
1. ℒ −1 [𝑠+3] 3. ℒ −1 [𝑠 2 +16]

2𝑠 4𝑠 2+10𝑠+20
2. ℒ −1 [(𝑠+2)2 ] 4. ℒ −1 [ ]
𝑠 3+2𝑠2 +5𝑠

Solutions:
2 3𝑠
1. ℒ −1 ( ) 3. ℒ −1 (𝑠2+16)
𝑆+3
1 = 3 ℒ−1 (𝑠2+16)
𝑠
2ℒ −1 ( )
𝑠+3 𝑠
= 𝟐ⅇ−𝟑𝒕 = 3 ℒ−1 (𝑠2+42)
= 3cos(4𝑡)
2𝑠
2. ℒ −1 [ ]
(𝑠+2)2
𝑠
= 2ℒ −1 [ ]
(𝑠 + 2)2
(𝑠 + 2 − 2)
= 2ℒ −1 [ ]
(𝑠 + 2)2
𝑠+2 2
= 2ℒ −1 [ 2 − ]
(𝑠 + 2) (𝑠 + 2)2
1 2
= 2ℒ −1 [ − ]
𝑠 + 2 (𝑠 + 2)2
1 2
= 2ℒ −1 [ ] − 2ℒ −1 [ ]
𝑠+2 (𝑠 + 2)2
1
= 2 (𝑒 −2𝑡 ) − 2(2)ℒ −1 [ ]
(𝑠 + 2)2
= 𝟐ⅇ−𝟐𝒕 − 𝟒𝒕ⅇ−𝟐𝒕

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2
−1 4𝑠 +10𝑠+20
4. ℒ ( 3 )
𝑠 +2𝑠 2+5𝑠

*Use Partial Fraction to get the Inverse Laplace Transform*


4𝑠2 +10𝑠+20 𝐴 𝐵𝑠+𝐶
( ) = 𝑠 + (𝑠 2 +2𝑠+5)
𝑠(𝑠2 +2𝑠+5)
4𝑠 + 10𝑠 + 20 = 𝐴(𝑠 2 + 2𝑠 + 5) + 𝐵(𝑠 2 ) + 𝐶𝑠
2

𝐴: 20 = 5𝐴 ; 𝐴 = 4
𝑠: 10 = 2𝐴 + 𝐶 ; 𝐶 = 20
𝑠 2: 4 = 𝐴 + 𝐵 ; 𝐵 = 0
4 2
= ℒ −1 ( 𝑠 + 𝑠 2 +2𝑠+5 )
1 1
= 4 ℒ −1 ( 𝑠 ) + 2ℒ −1 (𝑠 2 +2𝑠+1+4 )
2
= 4 (1) + ℒ −1 ( )
𝑠 2+2𝑠+1+4
2
= 4 + ℒ −1 ((𝑠+1)2 +22 )
= 4 + 𝑒 −𝑡 sin(2𝑡)

III. INTEGRO-DIFFERENTIAL EQUATIONS


• an equation that involves both integrals and derivatives of a function.
• using the Laplace transform of integrals and derivatives, an integro-differential
equation can be solved.

Examples:

1. 𝑦 ′′ − 3𝑦 ′ + 2𝑦 = 𝑒 3𝑡 ; 𝑦(0) = 𝑦 ′ (0) = 0
Determine y(s) and y(t)

Solution:
𝑑2 𝑦 𝑑𝑦
−3 + 2𝑦 = 𝑒 3𝑡 ; get the Laplace transform to determine y(s)
𝑑𝑥 2 𝑑𝑥

*find y(s)*
1
𝑠2 𝑦(𝑠) − 𝑠1 𝑦(0) − 𝑠 0 𝑦 ′ (0) − 3(𝑠1 𝑦(𝑠) − 𝑠0 𝑦(0)) + 2𝑦(𝑠) =
𝑠−3
𝑖𝑓: 𝑦(0) = 𝑦 ′ (0) = 0
1
𝑠2 𝑦(𝑠) − 3𝑠𝑦(𝑠) + 2𝑦(𝑠) =
𝑠−3
1
𝑦(𝑠)(𝑠2 − 3𝑠 + 2) =
𝑠−3
1
𝑦(𝑠) =
(𝑠−3)(𝑠 2 −3𝑠+2)
𝟏
𝒚(𝒔) = (𝒔−𝟑)(𝒔−𝟐)(𝒔−𝟏) ; to determine y(t), solve for ℒ −1 𝑦(𝑠)

*find y(t)*
1
ℒ −1 ((𝑠−3)(𝑠−2)(𝑠−1))
*Use Partial Fraction to get the Inverse Laplace Transform*
1 𝐴 𝐵 𝐶 1 1
(𝑠−3)(𝑠−2)(𝑠−1)
= + + 𝑡ℎ𝑒𝑛 𝐴 = 𝐵 = −1 𝐶=
𝑠−3 𝑠−2 𝑠−1 2 2

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1 1
2 1
𝑦(𝑡) = ℒ −1 ( − + 2 )
𝑠−3 𝑠−2 𝑠−1
1 1
𝑦(𝑡) = 𝑒 3𝑡 − 𝑒 2𝑡 + 𝑒 𝑡
2 2

𝑑2
2. 𝑑𝑡 2 𝑥(𝑡) + 4𝑥 (𝑡) = 0 ; 𝑥 (0) = 3 & 𝑥 ′ (0) = 2
Determine x(s) and x(t)

Solution:

*find x(s)*
𝑠 2 𝑥(𝑠) − 𝑠 1 𝑥(0) − 𝑠 0 𝑥 ′ (0) + 4𝑥 (𝑠) = 0
𝑖𝑓: 𝑥 (0) = 3 & 𝑥 ′(0) = 2 then;
𝑠 𝑥 𝑠 − 3𝑠 1 − 2𝑠 0 + 4𝑥 (𝑠) = 0
2 ( )

𝑥(𝑠)(𝑠 2 + 4) = 3𝑠 + 2
3𝑠+2
𝑥(𝑠) = 𝑠 2+4

*FIND x(t)*
3s 2
𝑥 (𝑡) = ℒ −1 ( + )
𝑠 2+4 𝑠 2 +4
−1 𝑠 1
𝑥 (𝑡 ) = 3ℒ 𝑠 2+22 + 2ℒ −1 𝑠 2 +22
𝑥 (𝑡) = 3 cos(2𝑡) + 2 sin(2𝑡)

Watch Video_Module 6 for more detailed explanations!

Try these practice problems!


I. Find the Laplace Transform of the given function using the definition of
Laplace Transform
a. f(t) = 5
b. f(t) = t5
c. f(t) = cos3t

II. Use the Table of Laplace Transform to find the Laplace Transform of the
given function.
a. te−3t + 2sint
b. cos 2 t
c. (1 + e2t )2

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d. sin3t cos3t
e. −4t3 + 16t + 9

III. Find the Inverse Laplace of the following


1
a. s2 +6s+25
s2
b. (s−1)3
7 5 6 8
c. − s3 − s2 − s
s4
2s−9
d. s2 +2
1
e. (s2 +1)(s2+4s+8)

Let us measure how far you have understood about the lessons by answering the
following problems.
NAME: ______________________________ SCORE: ________

I. Use the Table of Laplace Transform to find the Laplace Transform of the given
function. (50pts)
a. 𝑠𝑖𝑛2𝑡 𝑠𝑖𝑛5𝑡
b. (𝑡 − 1)4
c. 𝑒 −2𝑡−5
d. 𝑒 2𝑡 𝑐𝑜𝑠 2 𝑡
e. (𝑒 𝑡 − 𝑒 −𝑡 )2

II. Find the Inverse Laplace of the following. (50pts)


2𝑠
a. (𝑠+2)2
−6𝑠+8
b. 16𝑠2 +9
𝑠
c. 𝑠 2 −4𝑠+13
1
d. (𝑠+1)(𝑠2 +1)
𝑠+7
e. 𝑠 2 −𝑠−2

III. Solve the problem. (40pts)


a. 𝑦 ′ − 𝑦 = 𝑒 −𝑡 ; 𝑦(0) = 1
b. 𝑦 𝑥 + 9𝑦(𝑥 ) = 40𝑒 𝑥 ;
′′ ( )
𝑦(0) = 5, 𝑦′(0) = −2

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means, electronic, mechanical, photocopying, recording, or otherwise of any part of this document, without the prior written permission of SLU, is strictly prohibited. 75
• For students who are offline, detailed instructions are provided in your offline printed
modules which will guide you in utilizing learning materials, performing learning
activities, accomplishing requirements, and formatting/ saving reports and outputs
for offline submission.

VIII. REFERENCES

A. Main Reference
Rainville, E.D., & Bedient, P.E. (1981).(6th Ed.)New York: MacMillan Publising.

B. Books
Bronson, R (2003). Schaum’s Easy Outline-Differential Equations. McGraw-Hill
Companies Inc.

Edwards, C.H. & Penny, D. (2008). Elementary Differential Equations (6th Ed.) New
Jersey: Pearson Education Inc.

Zill, D.G. (2014). A first Course in Differential Equations with Modeling Application (10 th
Ed.). Singapore: Cengage

IX. CONTACT INFORMATION OF THE FACILITATOR

Engr. Michael A. Cagaoan


ENGGMATH 5 Course Facilitator

Cellphone : +63906 662 35 30


SLU local extension number : Electronics Engineeing, loc. 298
Institutional email address : mcagaoan@slu.edu.ph

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means, electronic, mechanical, photocopying, recording, or otherwise of any part of this document, without the prior written permission of SLU, is strictly prohibited. 76

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