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DIFFERENTIAL
EQUATIONS
Prepared by Maria Cristina R. Tabuloc
Basic Concepts
Chapter 1 Section 1
Objectives
3
Objectives
4
Definition 1: DE
5
Examples of DE
6
d y
dy
2
5y
2
dx
dx
F F
xy
x y
2 xy 2 x y 3 xy 2 xy 5 x
2
Examples of DE
7
d x dx
e
2
dt
dt
x
z
r
z
t
f xx 2 xf xy 3yf yy 0
dy
d
p( x ) q( x )y w( x )y
dx
dx
Bessel Equation:
x 2 y xy x 2 v 2 y 0
or
v
xy x y 0
x
2u
x
2u
y
CLASSIFICATIONS OF DE
9
ACCORDING TO TYPE
Ordinary differential equations
(ODE) DE involving ordinary
derivatives in which the unknown
function, also known as the
dependent variable, is a function of
a single independent variable.
CLASSIFICATIONS OF DE
10
ACCORDING TO TYPE
Partial differential equations (PDE)
DE involving partial derivatives in
which the unknown function is a
function of multiple independent
variables.
1)
d y
dy
x d x dx
4
)
e
5
y
2
2
dt
dt
dx
dx
2)
F F
x y 5)
x y
3) x2y + y = 2
z
r
z
t
6) f xx 2 xf xy 3yfyy 0
CLASSIFICATIONS OF DE
12
ACCORDING TO ORDER
F ( x , y , y , ... , y
(n)
)0
(n)
d y
n
dx
CLASSIFICATIONS OF DE
13
ACCORDING TO ORDER
Determine the order of the following DE
2
d y
dy
5
y
2
dx
dx
3 xy 5 x y 0
2
is of third order
CLASSIFICATIONS OF DE
14
ACCORDING TO ORDER
Determine the order of the following DE
3
2
z z
x y
x y
dy
1
dx
3/2
is of first order
2
d y
kx 2
dx
is of second
order
CLASSIFICATIONS OF DE
15
ACCORDING TO DEGREE
CLASSIFICATIONS OF DE
16
ACCORDING TO DEGREE
Example: Determine the degree of each DE
2
d z
2 dz
1) 7t 2 4t
z sin t
dt
dt
2)
3 x y'
2
sin x y 0
3
2
is of 6th degree
z z
when
expressed
as
x y
3)
rd degree
polynomial
is
of
3
x y
CLASSIFICATIONS OF DE
17
ACCORDING TO DEGREE
y
e
xy
x x
2
sin( x 1)
sin y y x
Definition 2: Linearity
18
fn ( x )
d y
dx
fn 1 ( x )
n1
dx
n1
dy
f1 ( x ) f0 ( x )y g ( x )
dx
Definition 2: Linearity
19
Linearity
20
1) y 5 xy e 1
2) y 3 xy 5 xy sin x
d x dx
3) e
1
2
dt
dt
t
is non-linear since a
derivative is raised to a
power
Linearity
21
d z dz
2
4) tan v 2
v (v 1)z
dv
dv
2
d x dx
5) e
t
2
dt
dt
x
Examples
22
is nonlinear because of
d x dx
2
6) e
z
z
2 z
1) ( x y )
x
y
2 is a linear
x y
x
y
pde in z
2
v
r v
2
2
2 ) (t 1) 2 e
t r
t
r
2
3) 2 yw xx wy xy
is a linear
pde in v
is a linear pde
in w
v
v
2
4)
2
xv
x
y
is a nonlinear pde
in v because of v2 or
v
is
a
nonlinear
pde
in
w
5) (w xy ) wyyx
because of
3
(w xy )
3
25
w
v w
3
6) x
w 2
xy
x
x x y
is nonlinear pde
because of
2v
w
2
x
which consists of
dependent variable w
and derivative of
another dependent
variable
Exercise
26
27
Solutions of Differential
Equations
Chapter 1 Section 2
Solutions of Ordinary
Differential Equations
28
Solutions of Ordinary
Differential Equations
29
Solutions of Differential
Equations
30
Solutions of Differential
Equations
31
Example:
34
dx
b)
c)
3x
2x
dx
5 cos 2t
dt
2
y 4
x
Exercise
35
36
k
k
dx x a
k
for k 0 , 1 , 2 ,3..., n 1
Example of IVP
43
y x 2 x 4 ; y 6 when x 3
dy cos 3 x
;
dx sin 2 y
y ( 21 ) 31
y 2 y 3 y 0 ; y(0) 4 , y(0) 0
3
d y
d y
dy
y(0) 1 ,
6
y
0
;
3
2
dx
dx
dx
y(0) 7 , y(0) 1
Examples of BVP
44
y 3y 10 y 0 ; y(0) 0 , y(2) 1
3
d x
d x
dx
x(0 ) 1
x
(
1)
0
,
9
x
0
;
3
2
dt
dt
dt
t , x 0
4
3
2
d y
d y
d y
y
(1)
0
,
0
;
y
(0)
0
,
4
3
2
dx
dx
dx
y(-1) 6 , x , y 1
2
d y
2
cos
x
;
y(0) 0 , y( ) 0
2
dx
45
1) y x 2 x 4 ; y 6 when x 3
Solution:
dy x 2 x 4 dx
2
dy x 2 x 4 dx
3
2
1
y 3 x x 4x C
1 (3)3
3
(3) 4(3) C C 6
46
dy cos 3 x y ( 1 ) 1
2)
;
2
3
dx sin 2 y
3 21 2( 1) C 0
sin 2 ydy cos 3 x dx
1
C
1 cos 2 y 1 sin 3 x
3 cos 2 y 2 sin 3 x 21 0
2
3
3 cos 2 y 2 sin 3 x C 0 6 cos 2 y 4 sin 3 x 1
3 cos 2 3 2 sin 32 C 0
Exercise 1
47
dy
2
2x x 2
b)
dx
dv
c)
3 tan 4z ;
dz
; y = 2 when x = 0
v = 3 when z =0
Examples:
1) Show that x2 3y + 5x 2 = 0 is an
1
implicit solution of y 3 2 x 5
2) Show that y = 2e3x + 4x is an explicit
solution of
y =
3x
6e
+4
50
1) x cy ,
x
dy 2 y
dx 3 x
2 ) y ae b sin x ;
(1 cot x )y 2 y (1 cot x )y 0
51
y 2(e
2x
cos x 2 sin x );
y y 10 e
2x
Exercise 2
52
y 3y + y y = 4 12x
Exercise 2
53
0,
x
x
1
y3
x2
for all x 2; y + y2 = 0
Exercise 2
54
6) y1 = ex x 1,
y2 = cos x + sin x + ex x 1;
y y + y y = x
Exercise 3
55
2
tz
dz
4 ln t = 0, t
5
t
4
z
0
2
dt
dt
2
d z
Exercise 3
56
3yy + y(y 1) =0
5. r sin + cos 2r + 5 = 0,
d 3r
d
sin 2
d 2r
d
cos 2 sin
dr
sin 1 r sin 0
d
Ready for
extra long
bond papers
Topics
Basic Concepts
Definitions
Types & Classifications
of
DE
Linearity
Solutions Of DE
Verification of Solutions
of DE
59
Chapter 1: Section 3
Elimination of Arbitrary
Constants
60
Algebraic Elimination
Eliminant Method
Isolation of Constants
61
Elimination of Arbitrary
Constants
62
Elimination of Arbitrary
Constants
1) y a sin (3 x b)
2 ) r a(sec tan )
3) y Ae
B cos 2 x
1) y Ae B cos 2 x
4 x
4 x
2) y C1e
C 2 xe
1) y ax
x
2) y
a x
2
66
Elimination of Arbitrary
Constants
67
Chapter 1 Section 4
Differential Equations
of Family of Curves
68
Example 1
69
Example 1
70
Example 2
71
Example 2
72
cos y sin 0
y
y cot cot
1
Example 2
73
1 (y )
and cos
1 (y )
2
1 ( y)
1
4
2
1 ( y)
Example 2
74
Then, simplifying
xy y 4 1 (y)
( xy y ) 16 1 (y)
Example 3
75
Example 3
76
( x h) y r
2( x h)(1) 2 yy 0
1 0 yy yy 0
Example 3
77
Solution:
y y ( y ) 1 0
Example 4
78
Example 4
79
( x h) 4a(y k )
( x h) C( y k )
Example 4
80
Solution
Differentiate
2( x h) Cy
xh C
y
2
(
x
h
)
y
0
2
( y)
Example 4
81
Solution
xy y
h
y xy hy 0
y
y( xy y y) ( xy y)y
0
2
( y )
Example 4
82
Simplifying
xyy xyy yy 0
Or simply
yy 0
y 0
Example 5
83
Example 5
84
2x
a
2 yy
2
1
2
yy
2
b
a
b x
1 x(yy yy) (yy)(1)
0 2
2
b
x
Example 5
85
xyy x y yy 0
2
2 2
2 2
b x a y a b
Differentiate
2
2 b x 2 a yy 0 b x a yy 0
Example 5
87
Solution
0
yy y
b a yy y
2
b a
xyy x y
yy 0
Exercises
88
Exercises
89
y = 4x2
8.
9.
10.
Exercises
90
11.
12.
13.
14.
15.
Exercises
91
16.
17.
18.
19.
20.
Ready a
blank bond
paper or
long pad for
your scratch
works.
Do not use
pencil or
friction pen
during
exam. Use
only blue or
black pen.
Topics
Elimination of Arbitrary
Constants
Family of Curves
References
93