29
7/23/2019 Chap 3 Differential Equations http://slidepdf.com/reader/full/chap-3-differential-equations 1/29  WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations Page 1 of 29 3.1 Definition of A Differential Equation A differential equation is an equation involving derivatives or differentials. The following are some examples of differential equations.  Example 1: ( ) ( ) 3 2 ' 2 3 ' '  y  x  y  = +  where dx dy  y  = ' , 2 2 ' ' dx  y  y  =   Example 2: 2  y  x  y dx dy = +   Example 3: Q dt dQ dt Q 2 sin 4 2 3 2 2 = +   Example 4:  y  x  y  x dx dy + =  or ( ) ( ) 0 = + +  dy  x  y dx  y  x   Example 5: 0 2 2 2 2 = +  y dx  3.2 First Order Differential Equations (solution of differential equation) The order of a differential equation is given by the highest derivative involved in the equation. equation. al differenti order -  third called is  0 4x e dx dy y 3 dx y 3 d equation. al differenti order - second  called is  0 sinx 2 y 2 dx y 2 d  xy  equation. al differenti order - first  called is  0  2 = + = =  y dx dy  x  To solve a differential equation, we have to find the function for which the equation is true. This means that we have to manipulate the equation so as eliminate all the differential coefficients and leave a relationship between  y and  x. The rest of this part is devoted to two methods of solving  first order  differential equations . CHAPTER 3 DIFFERENTIAL EQUATIONS Ordinary Differential  Equations : involving only one independent variable  Partial Differential Equations:  involvin two or more inde endent

Chap 3 Differential Equations

Embed Size (px)

Citation preview

Page 1: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 1/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 1 of 29

3.1 Definition of A Differential Equation

A differential equation is an equation involving derivatives  or differentials.  The following are some

examples of differential equations.

 Example 1:

( ) ( )32'23''   y x y   =+  where

dx

dy y  =' ,

2

2

''dx

 yd  y   =  

 Example 2:

2

 y x

 y

dx

dy

=+  

 Example 3:

t Qdt 

dQ

dt 

Qd 2sin423

2

2

=+−  

 Example 4:

 y x

 y x

dx

dy

+=  or ( ) ( ) 0=−++   dy x ydx y x  

 Example 5:

02

2

2

2

=∂

∂+

 y

dx

V  

3.2 First Order Differential Equations (solution of differential equation)

The order of a differential equation is given by the highest derivative involved in the equation.

equation.aldifferentiorder- thirdcalledis 04x

edx

dyy

3dx

y3

d

equation.aldifferentiorder-second calledis 0sinx2

y2

dx

y2

d xy

 equation.aldifferentiorder-first calledis 0  2

=+−

=−

=− ydx

dy x

 

To solve a differential equation, we have to find the function for which the equation is true. This means

that we have to manipulate the equation so as eliminate all the differential coefficients and leave a

relationship between  y  and  x. The rest of this part is devoted to two methods of solving  first order

 differential equations.

CHAPTER 3 DIFFERENTIAL EQUATIONS

Ordinary Differential Equations : involving

only one independent

variable

 Partial Differential Equations: involvin two or more inde endent

Page 2: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 2/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 2 of 29

3.2.1  Solution of First Order Differential Equations by Separation of Variables

( ) x f   = term of   x  

( ) yg  = term of   y  

To solve this type of equation, all the functions  x   are gathered with dx   and all the functions  y   are

gathered with dy. Then, solve the equation by direct integration.

( ) ( ) yg x f dx

dy=  

( )  ( )∫∫   =   dx x f dy

 yg

( ) ( ) 21   c xF c yF    +=+  

( ) ( )

tsconstanare1c,2cc, 

and1

c2

cc where  −=+=∴   c xF  yF  

Therefore ( ) ( )   c xF  yF    +=  is the general solution for this differential equation.

Caution:

The general solution,   ( ) ( )   c xF  yF    +=   must  only has an arbitrary constant, c   even though initially

there are two arbitrary constants, 21,cc .

I. The solution of equations of the form )( x f dx

dy=  

A diferential equation of the form )( x f dx

dy=  is solved by direct integration, i.e.

∫=   dx x f  y )(  

General Form:

( ) ( ) yg x f dx

dy=  

Other Form:

( )

( )

( ) ( )

( ) ( ) 0

0

=+

=+

=

=

 ygdx

dy x f 

dx

dy yg x f 

 ygdx

dy

 x f dx

dy

 

Page 3: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 3/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 3 of 29

 Example 7:

Determine the general solution of342   x

dx

dy x   −=  

Solution:

Rearranging342   x

dx

dy x   −=  gives:

233

424242

 x x x

 x

 x x

 x

dx

dy−=−=

−=  

Integrating both sides gives:

∫    

  

 −=   dx x

 x y

242

 

i.e. ,3

4ln2 3

c x x y   +−=  which is the general solution.

 Example 8:

Find the particular solution of the differential equation ,325   =+   xdx

dy 

given the boundary conditions5

21= y .2when = x  

Solution:

Since 325   =+   xdx

dy then

5

2x-

5

3

5

23=

−=

  x

dx

dy 

Hence5

2

5

3∫  

 

  

 −=   dx

 x y  

i.e. ,

55

3 2

c x x

 y   +−=  which is the general solution.

Substituting the boundary conditions 2and 5

21   ==   x y  to evaluate c gives:

c,5

4-

5

6

5

21   +=  from which, c = 1.

Hence the particular solution is .155

3 2

+−=  x x

 y  

Page 4: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 4/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 4 of 29

 Example 9:

Solve the equation .1 when2θgiven,5θ

2   === 

  

 −   t 

dt 

d t t   

Solution:

Rearranging gives:

2

5θ and 

2

t t 

dt 

t dt 

d t    −==−  

Integrating gives:

∫    

  

 −=   dt 

t t 

2

5θ  

i.e. ,ln2

5

2

ct t 

+−=  which is the general solution.

When ct    +−=== 1ln2

5

2

12 thus,1 ,2θ  from which, .

2

3=c  

Hence the particular solution is ( ).3ln52

1θ 2

+−=   t t   

 Example 10:

The bending moment  M    of the beam is given by  xw xlwdx

dM  and where),(   −−=   are constants.

Determine  M   in terms of  x  given:2

2

1wl M   =  when .0= x  

Solution:

wxwl xlw

dx

dM +−=−−= )(  

Integrating with respect to  x  gives:

,2

2

cwx

wlx M    ++−=  which is the general solution.

When .0 ,2

1 2==   xwl M   

Thus cw

wlwl   ++−=2

)0()0(

2

1 22

 from which, .2

1 2wlc =  

Hence the particular solution is:

Page 5: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 5/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 5 of 29

( )

( )2

22

22

21or

22

1 i.e.

2

1

2

 xlw M 

 xlxlw M 

wlwx

wlx M 

−=

+−=

++−=

 

Exercise 1 Further problems on equations of the form  )( x f dx

dy=  

1)  In Problems (a) to (b), solve the differential equations.

a)   x xdx

dy24cos   −=  

b)  332   xdxdy x   −=  

c)  .1 when2given,3   ===+   x y xdx

dy 

d)  .3

πθ when

3

2given,0θsin

θ3   ===+   y

dy 

e)  .0 when1given,321

==−=+   x ydx

dy x

e x 

2)  The gradient of a curve is given by:

 x x

dx

dy3

2

2

=+  

Find the equation of the curve if it passes through the point .3

1 ,1  

 

  

  

II. The solution of equations of the form )( y f dx

dy=  

A differential equation of the form )( y f dx

dy=  is initially rearranged to give

)( y f 

dydx =  and then the solution is obtained by direct integration, i.e.

∫ ∫=)( y f 

dydx  

Page 6: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 6/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 6 of 29

 Example 11: Find the general solution of .23   ydx

dy+=  

Solution:

Rearranging  ydx

dy23+=  gives:

 y

dydx

23+=  

Integrating both sides gives:

∫ ∫  +

= y

dydx

23 

Thus, by using the substitution ),23(   yu   +=  we have

c y x   ++= )23ln(2

 Example 12: Determine the particular solution of  ydx

dy y 3)1( 2

=−  given that .6

12 when1   ==   x y  

Solution:

Rearranging gives:

dy y

 ydy

 y

 ydx

 

  

 −=

 

  

    −=

3

1

33

12

 

Integrating gives: ∫ ∫    

  

 −=   dy

 y

 ydx

3

1

i.e. ,ln3

1

6

2

c y y

 x   +−=  which is the general solution.

When .2which,from ,1ln31

61

612 thus,

612 ,1   =+−===   cc x y  

Hence the particular solution is:

2ln3

1

6

2

+−=   y y

 x  

 Example 13:

At time t  minutes, the rate of change of temperature of a cooling body is proportional to the temperature

C T   o  of that body at that time. Initially, C T    o 72= . Show that kt eT    −=  72   where k  is a constant.

Page 7: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 7/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 7 of 29

Given also that C T   o 32=  when 10=t  , find how much longer it will take the body to cool to C 

o 72  

under these conditions.

Solution:

We can form the differential equation

kT dt 

dT −=  

Separating the variables and solving give

dt k T 

dT    t T 

⋅−= ∫∫ 072 

∴  [ ] [ ]

t T 

kt T  072ln  −=

 

∴  kt T    −=− 72lnln  

∴  kt T 

−= 

  

 

72ln  

∴ kt 

eT    −

=72

 

∴ kt 

eT   −

= 72  

as required.

When C T t    o32,10   == . Substituting intokt 

eT   −

= 72  gives the value of the constant .k   

k e

107232  −

=  

∴ 9

4

72

3210==

−   k e  

∴   

  

 =−

9

4ln10k   

∴   

  

 −=

9

4ln

10

1k   

Now if t  is the time it takes the body to cool to C o27 , we have

kt e−

= 7227  

∴ 8

3

72

27==

−kt e  

Hence

Page 8: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 8/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 8 of 29

 

  

 =−

8

3lnkt   

∴   

  

 = 

  

 

8

3ln9

4ln10

1t   

∴  1.12

9

4ln

8

3ln

10   =

 

  

 

 

  

 

=t   

So it will take the body 12.1 – 10 = 2.1 minutes longer to cool to C o27 .

Exercise 2 Further problems on equations of the form  )( y f dxdy =  

1)  In Problems (a) to (c), solve the differential equations.

a)   ydx

dy32 +=  

b)   ydx

dy 2cos2=  

c)  ( ) .

2

1  when1given,522

===+   x y y

dx

dy y  

2)  The velocity of a chemical reaction is given by

,in timensferedamount tratheis where),(   t  x xak dt 

dx−=  

andconstantais ak  ionconcentrattheis at time .0 when0   ==   xt   Solve the equation and

determine .of in terms t  x  

III. The solution of equations of the form )()(   y f  x f dx

dy⋅=  

A differential equation of the form )()(   y f  x f dx

dy⋅=  where  )( x f    is a function of  x  

only and )( y f   is a function of  y  only, may be rearranged as

,)()(

dx x f  y f 

dy=  and then the solution is obtained by direct integration, i.e.

∫∫   =   dx x f  y f 

dy)(

)( 

Page 9: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 9/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 9 of 29

 Example 13:

Solve the equation 14 2−= y

dx

dy xy  

Solution: 

Seperating the variable gives:

dx x

dy y

 y 1

1

42

  = 

  

 

− 

Integrating both sides gives:

∫ ∫  

 

 

 

 =

 

 

 

 

−dx

 x

dy

 y

 y 1

1

42

 

Using the substitution ,12−= yu  the general solution is:

( )   c x y   +=− ln1ln2 2 

 Example 14: Determine the particular solution of ,2θ   θ23   −=

  t e

dt 

d  given that .0θ when0   ==t   

Solution:

),)((22θ   θ23θ23   −−

==   eeedt 

d    t t  

by the laws of indices.

Seperating the variable gives:

,2θ 3

θ2  dt e

e

d    t =

− 

i.e. dt ed e   t 3θ22θ  =  

Integrating both sides gives:

∫ ∫=   dt ed e   t 3θ2 2θ  

Thus the general solution is:

cee   t +=

3θ2

3

2

2

When : thus,0θ ,0   ==t   

cee   +=00

3

2

2

1, from which, .

6

1

3

2

2

1−=−=c  

Page 10: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 10/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 10 of 29

Hence the particular solution is:

6

1

3

2

2

1 3θ2−=

  t ee   or 143

3θ2−=

  t ee .

 Example 15:

Find the curve which satisfies the equation ( )dx

dy x xy

21+=  and passes through the point (0, 1).

Solution:

Seperating the variables gives:

( )   y

dydx

 x

 x=

+21

 

Integrating both sides gives:

( )   c y x   +=+ ln1ln2

1 2 

When x = 0, y = 1 thus ,1ln1ln2

1c+=  from which, .0=c  

Hence the particular solution is ( ) .ln1ln2

1 2 y x   =+  

i.e. ( ) ,ln1ln 2

1

2  y x   =+  from which, ( ) .1 2

1

2  y x   =+  

Hence the equation of the curve is ( )21   x y   += .

 Example 16:

For an adiabatic expansion of a gas ,0=+V 

dV C 

P

dPC   pv   where  pC    and vC    are constants. Given

,v

 p

C C n  =  show that constants.=

n pV   

Solution:

Seperating the variables gives:

dV C 

P

dPC   pv   −=  

Page 11: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 11/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 11 of 29

Integrating both sides gives:

∫ ∫−==V 

dV C 

P

dPC   pv  

i.e. k V C  pC   pv   +−= lnln .

Dividing throughout by constant vC   gives:

vv

 p

k V 

C  p   +−= lnln  

Since . where,lnln then,vv

 p

k K K V n pn

C ==+=  

i.e. ,lnorlnln K  pV K V  p   nn==+  by the laws of logarithms.

Hence constant.i.e. ,eK

==

  nn

 pV  pV   

Exercise 3 Further problems on equations of the form  )()(   y f  x f dx

dy⋅=  

1)  In Problems (a) to (d), solve the differential equations.

a)   x ydx

dycos2=  

b)  )13()12( 2+=−   x

dx

dy y , given 1= x  when .2= y  

c)  y xe

dx

dy   −=

2, given 0= x  when .0= y  

d)  0)1()1(2   =++−dx

dy y x x y , given 1= x  when .1= y  

3.2.2 

The Linear First Order Differential Equations

( ) ( ) xQ xP ,   are the function of  x  

1st step:

To solve this type of equation, Firstly we have to find the integral factor, ( ) xV  .

General Form:

( ) ( ) xQ y xPdx

dy=+  

Page 12: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 12/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 12 of 29

( )  ( )∫

=  dx xP

e xV   

For example: a) If ( )   xee xV  x

 xP   xdx x ==

∫==

ln1

 ,1

)(  

( )   x xV    =∴  

2nd step:

Multiply both side of differential equation with integral factor, ( ) xV  . Then integrate the equation.

( ) ( ) ( ) ( ) xQ xV  y xPdx

dy xV    =

+  

( ) ( ) ( ) ( ) ( ) xQ xV  y xP xV dx

dy xV    =+  

⇒   ( ) ( )[ ]   ( ) ( )  xQ xV  y xV dx

dx

dy xV    =+  

⇒   ( )[ ]   ( ) ( ) xQ xV  y xV dx

d =  

( )[ ]   ( ) ( )∫∫   ⋅=⋅ dxxQxVdxyxVdx

d Integrate

 Example 17:

Solve2

3

2

1

3 x y

 x

 x

dx

dy=

 

  

 

++ .Express  y  in terms of  x .

Solution:

Given,2

3

2

1

3 x y

 x

 x

dx

dy=

 

  

 

++ . (linear differential equation)

Find the integral factor:

 xee

 xee

 xe

 x x

 x x

 x

11

2

lnln

2lnln2

ln

==

==

=

−−

 

( ) ( ) ( )  solution.generalaisdxxQxVyxV ∫   ⋅=∴  

Page 13: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 13/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 13 of 29

( ) ( )

( )   ∫=∴

  

 

+=

⋅  

  

+

dx x

 x

e xV 

 x xQ x

 x xP

13

23

2

3

2

,1

3

 

( )

( )13

1ln 3

+=

=   +

 x

e   x

 

To find the general solution, use the formula

( ) ( ) ( )  dx xQ xV  y xV  ∫   ⋅=  

( ) ( )   dx x x y x .11 233

∫   +=+∴  

( )dx x x .132

∫   +=  

( )   C  x   ++= 13

1 3 

( )( ) ( )11

1

3

133

3

++

+

+=

 x

 x

 x y  

∴ ( )13

13+

+= x

C  y  

 Example 18:

Solve23   x y

dx

dy x   =+  if given

5

2= y  when 1−= x .

Solution:

equationaldifferentilinear.................. 3

3 2

 x y xdx

dy

 x y

dx

dy x

=+

=+

 

Find the integral factor:

( ) ( )

( )  ∫=∴

==

⋅dx xe xV 

 x xQ x

 xP

3

,3

 

Page 14: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 14/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 14 of 29

3

ln

ln3

3

 x

e

e

 x

dx x

=

=

∫=  ⋅

 

To find the general solution, use the formula

( ) ( ) ( )  dx xQ xV  y xV  ∫   ⋅=  

 xdx x y x   ⋅=∴ ∫33

 

dx x∫=4

 

c x

+= 5

5

 

5

2,1   =−=   y x when  

( )  ( )

c+−

=−∴5

51

5

231

5

1−=∴ c  

5

1

5

53

−=∴  x

 y x  

 Example 19:

Solve the following differential equation

1

12

−=+

 x y

 xdx

dy 

Solution

1

12

−=+

 x y

 xdx

dy  …… linear differential equation

Find the integral factor

( ) ( )

( )   ∫=∴

−==

⋅dx xe xV 

 x xQ

 x xP

2

1

1,

2

 

Page 15: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 15/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 15 of 29

 xe ln2

=  

2ln x

e=  

2 x=  

To find the general solution, use the formula

( ) ( ) ( )  dx xQ xV  y xV  ∫   ⋅=  

∴   dx x

 x y x ∫

−=  

1

22

 

dx x-

 x∫    

  

 ++=  

1

11  

∴   ( )   c x x x y x   +−++= 1ln2

22 

 Example 20:

a)  Find the general solution of the equation

1)1(

)1(3)2(   =

+

−+−   y

 x

 x

dx

dy x  

b)  Given the boundary conditions that 5= y  when 1−= x , find the particular solution of the equation

given in (a).

Solution

a) 

i)  Rearranging gives:)2(

1

)2)(1(

)1(3

−=

−+

−+

 x y

 x x

 x

dx

dy which is of the form ,QPy

dx

dy=+  where

.)2(

1

 and )2)(1(

)1(3

−=

−+

−=

 xQ x x

 x

P  

ii)  ∫ ∫  −+

−= ,

)2)(1(

)1(3dx

 x x

 xPdx  which is integrated using partial fractions.

Let

)2)(1(

)1()2(

)2()1()2)(1(

)1(3

−+

−+−

−+

+≡

−+

 x x

 x B x A

 x

 B

 x

 A

 x x

 x

 

Page 16: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 16/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 16 of 29

from which, ).1()2(33   ++−=−   x B x A x  

When ,1−= x  

,36   A−=−  from which, .2= A  

When ,2= x  

,33   b=  from which, .1=b  

Hence

[ ])2()1(ln

)2ln()1ln(2

2

1

1

2

)2)(1(

)1(3

2−+=

−++=

−+

+=

−+

∫∫

 x x

 x x

dx x x

dx x x

 x

 

iii)  Integrating factor

[ ] )2()1()( 2)2()1(ln 2

−+==∫

=  −+

 x xee xV   x xPdx

 

iv)  Substituting in equation ( ) ( ) ( )  dx xQ xV  y xV  ∫   ⋅= gives:

dx xdx x

 x x y x x ∫∫   +=−

−+=−+222 )1(

)2(

1)2()1()2()1(  

v)  Hence the general solution is .)1(31)2()1( 32

c x y x x   ++=−+  

b)  When .0which,from ,0)3)(0(5 thus5 ,1   =+=−=−=   cc y x  

Hence32 )1(

3

1)2()1(   +=−+   x y x x  

i.e)2()1(3

)1(2

3

−+

+=

 x x

 x y  

and hence the particular solution is

)2(3

)1(

+=

 x

 x y  

 Example 21 ( Mixing Problem)

Consider a large tank holding 1000L of water into which a brine solution of salt begins to flow at a

constant rate of 6L/min. The solution inside the tank is kept well stirred and is flowing out of the tank at a

rate of 6L/min. If the concentration of salt in the brine entering the tank is 1kg/L, determine when theconcentration of salt in the tank will reach 0.5kg/L.

Page 17: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 17/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 17 of 29

Solution :

Step 1: Set up the mathematical model.

Let  x(t)  be the quantity of salt in the tank at time t.

The rate of change of salt in the tank is .rateoutput rateinput dt 

dx−=  

Input rate = quantity of the salt × volume of the water

= (1 kg/l)× (6 l/min) = 6 kg/min.

Output rate =  

  

 

1000

 xkg/l × (6 l/min) =

1000

6 xkg/min.

Then, the rate of change is

500

36

1000

66

  x x

dt 

dx−=−= .

Step 2 : Solve the differential equation.

Initial value, when t  = 0,  x = 0.

( )500

10003

500

33000   x x

dt 

dx   −=

−=  

∫∫   =−

dt dx x 500

3

1000

( )

( )   ct  x

ct  x

+−=−

+=−−

500

31000ln

500

31000ln

 

( )

( )

( )

 

  

 −=

=−

=

⋅=−

==

⋅==−

=

−+−

+−−

c

c

t c

ct 

ct  x

e x

e x

e

ee

t  x

eee x

ee

500

3

500

3

0

500

3

500

3

500

3

1000ln

11000

10001000

.1000

01000

:0,0

)1000(

 

Step 3 : Solve the particular problem in the question.

Find the time t  when the concentration of the salt reach  x = 0.5kg/L.

Equation 1

Page 18: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 18/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 18 of 29

.min52.1153

5006931.0

6931.0500

3

)5.0ln(ln

5.05.01

11000

500

500

3

500

3

500

3

  

 −−=

−=−

=  

  

=−=

−=

e

e

e

 

 Example 22 : (Radioactive decay) 

Radioactive material decays at a rate proportional to the amount present For a certain radioactivesubstance, approximately 10% of the original quantity decomposes in 25 years. Find the half-life of this

radioactive material, that is find the time that elapses for the quantity of material to decay to one-half of

its original quantity.

Solution:

Step 1: Set up the mathematical model.

Let Q0 represent the original quantity present and Q is the amount present at any time t  (in years). The

observed rate of decay process is

dt 

dQ∝ Q

kQdt 

dQ= .

Step 2 : Solve the differential equation.

kdt dQQ

kQdt 

dQ

=

=

1

 

Then, we have

C kt Q

kdt dQQ

+=

=∫ ∫ln

1

 

When t = 0, Q = Q0,

0

0

ln

)0(ln

QC 

C k Q

=

+=

 

Page 19: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 19/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 19 of 29

Then, the equation is,

.

ln

lnln

lnln

0

0

0

0

0

kt 

kt 

eQQ

eQ

Q

kt Q

Q

kt QQ

Qkt Q

=

=

 

 

 

=−

+=

 

Step 3 : Solve the particular problem in the question.

First, we have to find the value of the constant  k. Given that after 25 years, 10% of the material has

decayed.

That is, for t = 25, 00 9.0)10.01(   QQQ   =−= .

Put inside Equation 1,

.00421.025

9.0ln

9.0ln25

ln9.0ln

9.0

9.0

25

25

)25(

00

−==

=

=

=

=

e

e

eQQ

 

Now to determine the half-life of the radioactive represents which is represent the time for the material to

decay to one-half of its original quantity, that is .2

0QQ  =  

Then,2

0QQ  =  put inside Equation 2,

.1652ln

00421.0

2ln

2

1

20

0

 yearst 

kt 

e

eQQ

kt 

kt 

=−

−=

=−

=

=

 

Equation 2

Page 20: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 20/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 20 of 29

 Example 23: 

The current  I  in a series circuit with constant inductance L, constant resistance R and a constant voltage

V  applied is described by the differential equation

V  RI dt 

dI 

 L  =+

.

Find the equation for the current I as a function of time t .

Answer :

 

 

 

 −=

 

  

 −   t 

 L

 R

e R

V  I  1  

Exercise 4 Further problems on linear first order differential equations

1)  Solve the following differential equations.

a)   ydx

dy x   −= 3  

b)  )21(   y xdx

dy−=  

c)   yt dt 

dyt    −=− 5  

d)  11

=+ ydx

dy

 x 

e)   y xdx

dy2=+  

2)   y xdx

dy x 21 3

−= 

  

 + , given 1= x  when .3= y  

3)  Solve 241

=+   ydx

dy

 x given the boundary conditions 0= x  when .4= y  

4)  Show that the solution of the equation  x

 y

dx

dy

−=+1   is given by  ,2

3 2

 x

 x y

  −

=   given 1= x   when

.1= y  

5)  Determine the particular solution of 0=+−   y xdx

dy, given that 0= x  when .2= y  

6)  Given the equation  y xdx

dy x   −

+=

2

2 show that the particular solution is  ),2ln(

2+=   x

 x y  given the

boundary conditions that 1−= x  when .0= y  

Page 21: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 21/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 21 of 29

3.3 Second Order Differential Equations

3.3.1  Second Order Differential Equations of the form 02

2

=++   cydx

dyb

dx

 yd a  

(homogeneous differential equations)

Procedure to solve differential equations of the form  02

2

=++   cydx

dyb

dx

 yd a  

a)  Rewrite the differential equation

02

2

=++   cydx

dyb

dx

 yd a  

as 0)( 2=++   ycbDaD  

b)  Substitute m  for  D  and solve the auxiliary equation .for02

mcbmam   =++  

c)  If the roots of the auxiliary equation are:

i)  real and different, say α=m  and β=m , then the general solution is

 x x  Be Ae y   βα+=  

ii)  real and equal, say α=m  twice, then the general solution is

 xe B Ax y   α)(   +=  

iii)  complex, say ,βα   jm   ±= then the general solution is

( ) x B x Ae y   x βsinβcosα+=  

d)  Given boundary conditions, constants A and B, may be determined and the particular solution of

the differential equation obtained.

 Example 24:

Determine the general solution of .03522

2

=−+   ydx

dy

dx

 yd  Find also the particular solution given that

when and 4 ,0   ==   y x .9=dx

dy 

Solution:

a)  0352 2

2

=−+   ydx

dy

dx

 yd  in D- operator form is ,0)352(

2

=−+   y D D  where .dx

d  D  ≡  

Page 22: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 22/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 22 of 29

b)  Substituting m for D gives the auxiliary equation

.0352 2=−+   mm  

Factorizing gives: ,0)3)(12(   =+−   mm  from which, .3or2

1−==   mm  

c)  Since the roots are real and different the general equation is .32

1

 x x

 Be Ae y  −+=  

d)  When x = 0, y = 4,

Hence  B A +=4  ……………….. equation (1)

Since x

 x Be Ae y 32

1

−+=  then

 x x

 Be Aedx

dy 32

1

32

1   −−=  

When 9 ,0  ==dx

dy

 x  thus  B A 32

1

9  −=

  ……………….. equation (2)

Solving the simultaneous equations (1) and (2) gives A = 6 and B = -2.

Hence the particular solution is x

 xee y

32

1

26   −−=   ■ 

 Example 25:

Find the general solution of 0162492

2

=+−   ydt 

dy

dt 

 yd   and also the particular solution given the

boundary conditions that when .3 ,0   ===dt 

dy yt   

Solution:

a)  0162492

2

=+−   ydt 

dy

dt 

 yd  in D- operator form is ,0)16249( 2

=+−   y D D  where .dt 

d  D  ≡  

b)  Substituting m for D gives the auxiliary equation

.016249 2=+−   mm  

Factorizing gives: ,0)43)(43(   =−−   mm  i.e.3

4=m twice.

c)  Since the roots are real and equal, the general equation is .)( 3

4t 

e B At  y   +=  

d)  When t = 0, y = 3, then

,)0(3 0e B+=  i.e. B = 3.

Page 23: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 23/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 23 of 29

Sincet 

e B At  y 3

4

)(   +=  then ,3

4)( 3

4

3

4t t 

 Aee B At dt 

dy+

 

 

 

 +=  by the product rule.

When 3 ,0   == dt 

dy

t   thus00

3

4

)0(3   Aee B   ++=  

i.e.  A B +=3

43  from which, A = -1, since B = 3.

Hence the particular solution ist 

et  y 3

4

)3(   +−=  ort 

et  y 3

4

)3(   −=   ■ 

 Example 26 :

Solve the differential equation 01362

2

=++   ydxdy

dx yd  , given that when .7and ,3y ,0   ===

dxdy x  

Solution:

a)  01362

2

=++   ydx

dy

dx

 yd  in D-operator form is ,0)136( 2

=++   y D D  where .dx

d  D  ≡  

b)  Substituting m for D gives the auxiliary equation

.01362

=++   mm  

Using the quadratic formula:

)1(2

)13)(1(466 2−±−

=m  

ii

232

46

2

)16(6±−=

±−=

−±−=  

c)  Since the roots are complex, the general equation is ).2sin2cos(3  x B x Ae y   x+=

  − 

d)  When x = 0, y = 3, hence ),0sin0cos(3 0 B Ae   +=  i.e. A = 3.

Since )2sin2cos(3  x B x Ae y   x+=

  − then

( ) ( ),2sin2cos32cos22sin233

 x B x Ae x B x Aedt 

dy   x x+−+−=

  −− 

by the product rule,

( ) ( )[ ] x B A x A Bedt 

dy   x 2sin322cos323+−−=

  − 

When ,7 ,0   ==

dx

dy x  hence ( ) ( )[ ]0sin320cos327 0

 B A A Be   +−−=  

Page 24: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 24/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 24 of 29

i.e. ,327   A B −=  from which, B = 8, since A = 3.

Hence the particular solution is )2sin82cos3(3 x xe y   x

+=  −

■ 

Exercise 5 Further problems on differential equations of the form 02

2

=++   cydx

dybdx

 yd a  

1)  In Problems (a) to (b), determine the general solution of the given differential equations.

a)  0262

2

=−−   ydt 

dy

dt 

 yd  

+=

−   t t 

 Be Ae y 2

1

3

2

 

b)  0θθ4θ42

2

=++dt d 

dt d   

+=

−   t 

e B At  2

1

)(θ  

c)  0522

2

=++   ydx

dy

dx

 yd   [ )2sin2cos(3

 x B x Ae y  x

+=  −

]

2)  In problems (a) to (d), find the particular solution of the given differential equations for the stated

boundary conditions.

a)  ;06562

2=−+   y

dx

dy

dx

 yd  when and 5 ,0   ==   y x .1−=

dx

dy 

+=

−   x x

ee y 23

32

23  

b)  ;0542

2

=+−   ydt 

dy

dt 

 yd  when and 1 ,0   ==   yt  .2−=

dt 

dy 

−=

  t t 

ee y 34 4

1

 

c)  ,0)25309( 2=++   y D D  when and 0 ,0   ==   y x .2=

dx

dy 

=

−   x

 xe y 3

5

2  

d)  ;0962

2

=+−   xdt 

dx

dt 

 xd  when and 2 x,0   ==t  .0=

dt 

dx 

t et  x3)31(2   −=  

e)  ;01362

2

=++   ydx

dy

dx

 yd  when and 4 ,0   ==   y x .0=

dx

dy  )2sin32cos2(2 3

 x xe y  x

+=  −

 

f)  ,0θ)125204( 2 =++   D D  when and 3θ ,0   ==t  .5.2θ =dt d    )5sin25cos3(θ 5.2 t t e   t  +=   −  

Page 25: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 25/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 25 of 29

3.3.2  Second Order Differential Equations of the form )(2

2

 xQcydx

dyb

dx

 yd a   =++  

(non-homogeneous differential equations)

Procedure to solve differential equations of the form  )(2

2

 xQcydx

dyb

dx

 yd a   =++  

a)  Rewrite the differential equation

)(2

2

 xQcydx

dyb

dx

 yd a   =++  

as )()( 2 xQ ycbDaD   =++  

b)  Substitute m  for  D  and solve the auxiliary equation .for02

mcbmam   =++  

c)  Obtain the complementary solution, c y , which is achieved using the same procedure as in

Section 3.3.1(c) , page 19.

d)  To determine the particular solution,  p y , firstly assume a particular integral which is suggested

by )( xQ , but which contains undetermined coefficients. Table 3.1 provides some guidance on

choosing the general form of the particular solution to a nonhomogeneous differential equation.

e)  Substitute the suggested P.I. into the differential equation )()( 2  xQ ycbDaD   =++  and equate

relevant coefficients to find the constants introduced.

f)  The general solution is given by  pc   y y y   +=  

g)  Given boundary conditions, arbitrary constants in the complementary solution, may be

determined and the particular solution of the differential equation obtained.

Page 26: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 26/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 26 of 29

 Example 27 :

Solve the differential equation .422

2

=−+   ydx

dy

dx

 yd  

Solution:

a)  422

2

=−+   ydx

dy

dx

 yd  in D-operator form is ,4)2( 2

=−+   y D D  where .dx

d  D  ≡  

b)  Substituting m for D gives the auxiliary equation

.022

=−+ mm  

Factorizing gives:

0)2)(1(   =+−   mm , from which .2or1   −==   mm  

c)  Since the roots are real and different, the complementary solution,  .2 x x

c

  Be Ae y  −+=  

d)  Since the term on the right hand side of the given equation is a constant, i.e. ,4)(   = xQ   let the

particular solution also be a constant, say .k  y p   =  

e)  Substituting k  y p   =   into ,4)2( 2=−+   p y D D   gives .4)2( 2

=−+   k  D D   Since

0)( and 0)( 2==   k  Dk  D   then ,42   =−   k    from which .2−=k   Hence the the particular solution

.2−= p y  

f)  The general solution is given by pc

  y y y   +=  i.e. 22−+=

  −   x x  Be Ae y  ■ 

 Example 28:

Determine the particular solution of the equation ,932

2

=−dx

dy

dx

 yd  given the boundary conditions that

when .0 and 0 ,0   ===dx

dy y x  

Solution:

a)  932

2

=−dx

dy

dx

 yd  in D-operator form is .9)3( 2

=−   y D D  where .dx

d  D  ≡  

b)  Substituting m for D gives the auxiliary equation

.032=−   mm  

Factorizing gives:

0)3(   =−mm , from which .3or0   ==   mm  

c)  Since the roots are real and different, the complementary solution,  .3 x

c  Be A y   +=  

Page 27: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 27/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 27 of 29

d)  Since the complementary solution contains a constant (i.e.  A ) then let the particular solution,

.kx y p   =  

e)  Substituting kx y p   =   into ,9)3( 2=−   p y D D   gives .9)3( 2

=−   kx D D   Since

0)( and )( 2 ==   kx Dk kx D   then ,930   =−   k    from which .3−=k    Hence the particular solution

.3 x y p   −=  

f)  The general solution is given by  pc   y y y   +=  i.e. .33  x Be A y   x−+=  ■ 

g)  When ,0 ,0   ==   y x thus ,00 0−+=   Be A  

i.e.  B A +=0   ……………….. equation (1)

;33 3−=

  x Be

dx

dy  ,0  when0   ==   x

dx

dy  thus  330

0−=   Be   from which,  .1= B   From equation

(1), .1−= A  

Hence the particular solution is

,311 3 xe y   x

−+−=  

i.e. 133−−=   xe y   x

 ■ 

 Example 29:

Solve the differential equation .2312112 2

2

−=+−   x ydx

dy

dx

 yd  

Solution:

a)  23121122

2

−=+−   x ydx

dy

dx

 yd   in D-operator form is .23)12112( 2

−=+−   x y D D   where

.dx

d  D  ≡  

b)  Substituting m for D gives the auxiliary equation

.0121122

=+−   mm  

Factorizing gives:

,0)4)(32(   =−−   mm  from which, .4or2

3==   mm  

c)  Since the roots are real and different, the complementary solution,  .42

3

 x x

c   Be Ae y   +=  

d)  Since 23)(   −=   x xQ  is a polynomial, let the particular solution , .bax y p   +=  

e)  Substituting bax y p   +=  into 23)12112( 2 −=+−   x y D D  p  gives:

Page 28: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 28/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Page 28 of 29

23))(12112( 2−=++−   xbax D D ,

i.e. ,23)(12)(11)(2 2−=+++−+   xbaxbax Dbax D  

i.e. 231212110   −=++−   xbaxa  

Equating the coefficient of  x  gives: ,312   =a  from which, .41=a  

Equating the constant terms gives:

21211   −=+−   ba  

i.e. 2124

111   −=+

 

  

 −   b , from which,

4

3

4

11212   =+−=b   .

16

1=∴b  

Hence the particular solution is .16

1

4

1+=+=   xbax y p  

f)  The general solution is given by  pc   y y y   +=  i.e.16

1

4

142

3

+++=   x Be Ae y  x x

 ■ 

 Example 30:

Solve the equation xe y

dx

dy

dx

 yd  4

2

2

32   =+−   given the boundary conditions that when

.3

14 and 

3

2 ,0   =−==

dx

dy y x  

Solution:

a)  xe y

dx

dy

dx

 yd  4

2

2

32   =+−  in D-operator form is xe y D D 42 3)12(   =+−  where .

dx

d  D  ≡  

b)  Substituting m for D gives the auxiliary equation

.0122

=+−   mm  

Factorizing gives:

,0)1)(1(   =−−   mm , from which, 1=m  twice.

c)  Since the roots are real and equal, the complementary solution,  ( ) . x

c  e B Ax y   +=  

d)  Since xe xQ 43)(   =  is an exponential function, let the particular solution , .4 x

 p   ke y   =  

e)  Substituting x

 p   ke y4

=  into xe y D D 42 3)12(   =+−  gives:

 x x eke D D 442 3)12(   =+− ,

i.e. x x x x ekeke Dke D 44442 3)(1)(2)(   =+−  

i.e.  x x x x ekekeke 4444 3816   =+−  

Page 29: Chap 3 Differential Equations

7/23/2019 Chap 3 Differential Equations

http://slidepdf.com/reader/full/chap-3-differential-equations 29/29

 WLB 10102 / MATHEMATICS 2 Chapter 3 Differential Equations

Hence ,39 44   x x eke   =  from which, .3

1=k   

Hence the particular solution is .3

1 44   x x

 p   eke y   ==  

f)  The general solution is given by  pc   y y y   +=  i.e. ( )   x x ee B Ax y4

3

1++=  ■ 

g)  When ,3

2 ,0   −==   y x thus ,

3

1)0(

3

2 00ee B   ++=−  from which, .1−= B  

.3

4)()( 4 x x x

e Aee B Axdx

dy+++=  

0When = x , ,3

14=

dx

dy  thus 

3

4

3

13++=   A B   from which,  ,4= A   since .1−= B   Hence the

particular solution is

 x xee x y

4

3

1)14(   +−=  ■