Enggmath 5 Module
Enggmath 5 Module
DIFFERENTIAL EQUATIONS
ENGGMATH 5
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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
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In order to solve differential equation
you look at it until a solution occurs to you
- George Polya -
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.
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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.
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.
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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.
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.
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.
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solution by elimination of
arbitrary constants.
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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
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.
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.
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provided for answers that are typically lengthy and involve a more
complex level of thinking on your part.
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
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
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
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.)
y’ = x +6y
y” = 4y +y3
3
𝑑2𝑦 𝑑𝑦
( 2) + +3 =0
𝑑𝑥 𝑑𝑥
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MODULE 2
Solutions of a Differential Equations
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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
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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
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)
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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
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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
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
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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
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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)
𝑎2
-xyy” – x(y’)2 + yy’ = 0
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.
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: _______
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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.
_______________________________________
_______________________________________
2. 𝑦 = 𝐶1 𝑒 2𝑥 𝑐𝑜𝑠3𝑥 + 𝐶2 𝑒 2𝑥 𝑠𝑖𝑛3𝑥
_______________________________________
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MODULE 3
First Order 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!
Let us now discuss the different methods on finding the solution of a first order
differential equations!
1. Separation of Variables
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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:
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2. Homogeneous Differential Equation
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
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:
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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:
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:
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5. Integrating Factor by Formulas
1 𝜕𝑀 𝜕𝑁
2. If 𝑀 ( 𝜕𝑦 − 𝜕𝑥 ) = 𝑔(𝑦) a function of y alone then 𝐼𝐹 = 𝑒 − ∫ 𝑔(𝑦)𝑑𝑦
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
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)
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Examples
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
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𝑑𝑥
Standard Form: 𝑑𝑦 + 𝑥𝑃 (𝑦) = 𝑥 𝑛 𝑄(𝑦)
Examples
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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:
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dy
c. = sin(x + y)
dx
Solution
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Examples:
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Let’s have a practice problems!
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.
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
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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
where:
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:
= 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
=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 = 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 = 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
𝑑𝑁
− 𝑘𝑁 = 0
𝑑𝑡
Where k is the constant of proportionality.
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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
3
@ t = 1; N = N0 → substitue in (2)
2
then k = 0.41
N = N0 e0.41t → (3)
Solution:
N = Cekt → (1)
𝑙𝑒𝑡 𝑁 𝑏𝑒 𝑡ℎ𝑒 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑖𝑛ℎ𝑎𝑏𝑖𝑡𝑎𝑛𝑡𝑠
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N = 𝑌0 e0.023t → (3)
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
a. If half of the original quantity is present after 2000 years, find the
amount x of the substance remaining after t years.
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Solution:
𝑥 = 𝐶e𝑘𝑡 → (1)
let x be the amount of substance
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:
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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.
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)
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(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:
Solution:
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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
𝒊(𝒕) = 𝟏𝟎 − 𝟏𝟎ⅇ−𝟑𝒕 , 𝑨
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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: ________
(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.
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)
Examples:
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
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Examples:
m1 = 1, m2 = 2, m3 = 2 ; m4 = 2
or
m1 = 1, m2 = 2 (thrice)
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
Examples:
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)
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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:
Solution:
m4 + 8m2 + 16 = 0
(m2 + 4)(m2 + 4) = 0
m = ±2i (twice)
Solution:
(m4 + 6m2 + 9) = 0
(m2 + 3)2 = 0
m = ±√3 i (twice)
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:
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
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:
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
𝐲𝐩 = 𝟕 − 𝟏𝟐𝐜𝐨𝐬𝟐𝐱 + 𝟗𝐬𝐢𝐧𝟐𝐱
y = yc + yp
𝐲 = ( 𝐂𝟏 + 𝐂𝟐 𝐱)𝐞−𝐱 + 𝟕 − 𝟏𝟐𝐜𝐨𝐬𝟐𝐱 + 𝟗𝐬𝐢𝐧𝟐𝐱
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
𝟏 𝟐𝐱 𝟏 𝐱
𝐲𝐩 = 𝐱𝐞 − 𝐞
𝟒 𝟐
y = yc + yp
1 1
𝐲 = C1 e2x + C2 e−x + xe2x −
4 2
Examples:
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
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 − 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)
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 )]
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Now let’s have some practice! Answer the problems below.
C. VARIATION OF PARAMETERS
1. (D2 + 1)y = secx tanx
1
2. (D2 − 3D + 2)y = 1+e−x
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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.
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.
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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
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:
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
Where k is a constant
Examples:
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
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)
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)]
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
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)
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
Property of and for the exclusive use of SLU. Reproduction, storing in a retrieval system, distributing, uploading or posting online, or transmitting in any form or by any
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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)
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
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
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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
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