Chapter 2-Differential Equation

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    CHAPTER 2

    DIFFERENTIALEQUATION1

    2.1 INTRODUCTION TODIFFERENTIAL EQUATION

    OBJECTIVES : At the end of the lesson, students will be

    able to

    1) define differential equations

    2) understand degree, order and solution

    3) define differential equations of separable

    variable type

    4) solve differential equations of separable variable

    type2

    Introduction

    A simple type of differential equation is

    We integrate it to produce the required solution.

    In many practical situations such as population

    growth, radioactive decay, chemical mixture,

    temperature cooling, velocity and acceleration

    problem and etc. we have much more

    interesting differential equations

    32

    xdx

    dy

    3

    1) Definitions

    2) Differential equations with

    separable variables

    3) Linear first-order differential

    equations

    4

    Definition 1 A differential equation (DE) is one which

    relates an independent or dependent variables

    with one or more derivatives.

    Examples of differential equations:

    a) dxxdy 32

    b) 523 x

    dx

    dy

    c) xydx

    dysin2

    2

    d)0743

    2

    2

    dx

    dy

    dx

    yd

    5

    Definition 2

    Orderis the highest derivative in a differential

    equation.

    Degree is the highest power of the highest

    derivative which occurs in a differential

    equation.

    Examples: a) 823

    3

    2

    2

    yxdx

    dy

    dx

    yd

    This DE has order 2 (the highest derivative appearing is the second

    derivative) and degree 1 (the power of the highest derivative is 1.)6

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    b)

    This DE has order 1 (the highest derivative appearing

    is the first derivative) and degree 5 (the power of the

    highest derivative is 5.)

    yxxdx

    dysinsin32

    5

    35'2" 74 yyy

    This DE has order 2 (the highest derivative appearing

    is the second derivative) and degree 4 (the power of

    the highest derivative is 4.)

    c)

    7

    Definition 3 General solution The general solution

    of a differential equation contains an

    arbitrary constant c.

    Particular solution - The particular

    solution of a differential equation

    contains a specified initial value and

    containing no constant.8

    Differential Equations with

    Separable Variables

    Definition 4

    Differential equations with separable variables Differential

    equations in which the variables can be algebraically separated.

    Some differential equations can be solved by the method of

    separation of variables. It is the technique used when integrals were

    antiderivatives. A differential equation is separable if it can be

    written in the form 0 dyyNdxxMThe method for solving separable differential equations is to

    separate the variables so that the yN is with dy and the xMis with the dx, where yN is a function ofy only and xM

    is a function of x only. Once we can write it in the above form, all

    we do is integrate throughout, to obtain our general solution. 9

    Below are examples ofgeneral solution for the

    differential equations.

    Example 1:

    , where and

    This is already in the required form, so we

    simply integrate:

    , c is constant

    032 dxxdyy 3xxM

    2yyN

    cdxxdyy 32

    cxy

    43

    43

    10

    In this chapter we only deal with first

    order, first degree differential equations.

    A solution for a differential equation is a

    function whose elements and derivatives

    may be substituted into the differential

    equation. There are two types of solution

    for differential equations.11

    Example 2: 011

    dx

    dyyxxy

    First we must separate the variables:

    011 dyyxdxxy Multiply throughout by dx

    01

    1

    y

    dyyxdxx Divide throughout byy

    0

    11

    y

    dyy

    x

    dxxDivide throughout byx

    12

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    This gives us: 01

    11

    1

    dy

    ydx

    x

    where

    xxM

    11 and

    y

    yN1

    1

    We now integrate,

    constantis

    11

    11

    c,cx

    ylnyx

    cxlnylnyx

    cylnyxlnx

    cdyy

    dxx

    13

    Example 3 21 y

    dx

    dye

    x

    First we must separate the variables:

    dxydye x 21 Multiply throughout by dx

    dx

    e

    ydy

    x

    21

    Divide throughout by xe

    dx

    edy

    yx

    1

    1

    12

    Divide throughout by 21 y

    14

    This gives us: dxedyy x 21

    We now integrate:

    constantis,

    1

    1

    11

    1

    1

    1

    2

    ccey

    cey

    dxedyy

    x

    x

    x

    15

    2.2 Separable Variables and

    Integrating Factors

    Example 1:

    Solve the differential equation

    012

    dx

    dyyexx

    y

    First we must separate the variables:

    cdyyedxxx

    dyyedxxxy

    y

    101

    2

    2

    Consider dxxx 12 : 16

    By using substitution,

    Let 12 xt x

    dtdx

    xdx

    dt

    2

    2

    cx

    ct

    ct

    dtt

    x

    dttxdxxx

    2

    32

    2

    3

    2

    3

    2

    1

    2

    13

    13

    1

    2

    32

    1

    2

    1

    21Thus,

    17

    Consider :

    By using integration by parts,

    Let

    dyye y

    yu

    dydudy

    du

    1

    and yedy

    dv

    y

    y

    y

    ev

    dyedv

    dyedv

    1

    Thus,

    ye

    eye

    dyeye

    vduuvdyye

    y

    yy

    yy

    y

    18

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    So the general solution is:

    23

    21

    3

    1x 01 cyey

    19

    Example 2

    Solve the differential equation ,

    First we must separate the variables:

    2 yxdx

    dy

    xdxy

    dy

    2

    We now integrate: xdx

    y

    dy

    2

    cx

    y 2

    2ln2

    20

    We now use the information which means

    at , to find c.

    , gives

    0x 5y

    c2

    025ln

    2

    3lnc

    So the particular solution is:

    3ln22ln2

    xy

    21

    Separable Variables and Integrating Factors

    Examples of DE with separable variables. These

    equations can easily be solved after we separate the

    variables

    xydxdyxx

    ydx

    dyx

    xydx

    dy

    11c)

    1b)

    1xa)

    2

    22

    Examples of DE with non-separable variables.

    These equations cannot be solved by separating

    the variables, because the variables are unseparable.

    These are called linear first-order DE.

    xydx

    dy

    xydx

    dyx

    xx

    y

    dx

    dy

    3c)

    02b)

    1a)

    23

    Linear First-Order Differential Equations

    A linear first-order differential equation is

    one of the form .

    The solution must be on an interval where

    both and are continuous. The

    usual solution to the differential equation

    is to change it to an exact equation by

    means of an integrating factor. This

    integrating factor is

    xQyxPdx

    dy

    xP xQ

    .xV24

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    By multiplying both sides of the equation by the integrating

    factorV(x), you change the left-hand side of the equation into

    the derivative of the product V(x)y:

    xQxVyxVxPdx

    dyxV

    Once we have chosen V(x), (we shall do so in a moment) and

    carried out the multiplication ,

    xVxQxVyxVdx

    d

    xQxVyxVxPdx

    dyxV

    ofChoice

    we can solve the above equation by integrating both sideswith respect to x.

    25

    To find , we find the functions ofx that satisfies

    the equations xV

    ln

    dintergrateEquation

    separatedVariables

    cancelledThe

    cancelledtermsThe

    sderivativeforRuleProduct

    dxxPCexV

    dxxPxV

    dxxPxV

    xdV

    dxxPxV

    xdV

    yxVxPdx

    xdV

    dx

    dyxVyxVxP

    dx

    xdVy

    yxVxP

    dx

    dyxV

    dx

    xdVy

    dx

    dyxV

    yxVxPdx

    dyxVyxV

    dx

    d

    26

    Since we do not need the most general function V(x), we

    may take Cto be 1 and we get dxxPexV

    .

    By multiplying both sides of the equation by the integrating

    factor

    dxxPexV , you obtain the exact differential

    equation:

    xQeyxPe

    dx

    dye

    dxxPdxxPdxxP

    xQe

    dx

    yeddxxP

    dxxP

    dxxQeyeddxxPdxxP

    To solve this differential equation, integrate both sides andsolve for y. 27

    Example 1:

    Solve

    This is already in the required form

    with and

    The integrating factor is

    0 ydx

    dy

    xQyxPdx

    dy 1xP 0xQ

    dxxP

    exV dx

    e

    Thus the integrating factor is xe . Multiplying bothsides of the equation by xe

    28

    0dxyed

    x

    0yed x

    dxyed x 0

    cyex

    xe

    cy

    gives the solution: 0 yedx

    dye

    xx

    29

    Example 2:

    Solve1

    12

    x

    yxdx

    dy

    This is already in the required form xQyxPdx

    dy

    with x

    xP2

    and 1

    1

    x

    xQ

    .

    The integrating factor is dx

    xexV2

    xe

    ln22ln xe2x

    30

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    Multiply by to both sides of the equation gives2x

    1

    22

    2

    x

    xx

    x

    y

    dx

    dy

    1

    22

    2

    x

    xyx

    dx

    dyx

    1

    22

    x

    x

    dx

    yxd

    dxx

    xyxd

    1

    22

    dxxx

    yxd1

    2

    2

    31

    Consider divide the denominator into

    the numerator to obtain

    dxxx

    1

    2

    dxx

    x

    1

    11

    Let

    dx

    xxdx

    xx

    111

    1

    2

    Thus

    dxx

    xyxd1

    112

    cxxx

    yx 1ln2

    22

    32

    Solve differential equations using integrating

    factors (particular solutions)

    Example 1:

    Solve and that when .23 xydx

    dyx

    5

    2y 1x

    First we change the equation to the required form:

    xQyxPdx

    dy by multiplying it throughout by dx.

    xx

    y

    dx

    dy

    3with

    xxP

    3 and xxQ

    .

    The integrating factor is dx

    xexV

    3xe ln3

    3lnxe

    3x33

    Multiply by to both sides of the equation

    gives

    3x

    333 xxxx

    y

    dx

    dy

    423 3 xyxdx

    dyx

    43x

    dx

    yxd

    dxxyxd 43

    dxxyxd43

    cx

    yx 5

    53

    34

    We now use the information which means

    at , to find c.1x5

    2y

    c

    5

    1

    5

    21

    53 , gives

    5

    1c

    So the particular solution is:

    5

    1

    5

    53

    xyx

    35

    Example 2

    Solve 20,costan 2 yxyxdx

    dy

    xxQxxPyxdxdy

    22 cosandtanx withcostan

    The integrating factor is dxxPexV xdxe tan

    x

    e

    e

    e

    e

    x

    x

    dxx

    x

    dxx

    x

    sec

    cos

    1ln

    cosln

    cos

    sin

    cos

    sin

    36

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    Multiplying both sides of the equation by gives :xsec

    x

    cxy

    cxyx

    xdxyxd

    xdxyxd

    xdxxyxd

    xxdx

    yxd

    xxyxxdx

    dyx

    sec

    sin

    sinsec

    cossec

    cossec

    cossecsec

    cossecsec

    cossectansecsec

    2

    2

    2

    37

    We now use the information which means at ,

    to find c.

    0x

    2y

    0sec

    0sin2

    c , gives 2c

    So the particular solution is:

    x

    xy

    sec

    2sin

    xx cos2sin

    38

    Applications of Differential Equations Now we will apply the methods in this section to the solution

    of some practical situations.

    A) population growth model

    The simplest growth model has a constant relative growth

    rate. If we denote the population we are considering by ,

    then the rate of change of the population is . To say that

    the rate of change is proportional to the population is just

    saying that there is a constant of proportionality ksuch that

    ty

    dt

    dy

    39

    kydt

    dy

    Since kis constant, this can be immediately separated and

    integrated to yieldkdt

    y

    dy

    kdtydy

    ckty lncktey ckt

    eey ktAey

    40

    Example 1:

    Assume that the population of the earth changes

    at a rate proportional to the current population.

    a) Write the differential equation satisfied bythe population

    b) In 1650 the population is estimated to havebeen about 600 million and in 1950 about 2800million. By solving the differential equation andfitting this data, estimate the population at timet(years AD).

    c) Using this fitted solution, and assuming thatthe greatest population the earth can support ispeople, in what year will this limit be reached?

    41

    Solution

    a)

    b)

    42

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    43

    c)

    Radioactive decay models, on the other hand, are very

    accurate over long periods of time. They are theprimary method for determining age of prehistoric

    fossils and ancient artifacts. If we denote the decay we

    are considering by , then the decreasing rate of

    the decay is . To say that the decreasing rate is

    proportional to the decay is just saying that there is a

    constant of proportionality ksuch that

    tC

    B) Radioactive decay models

    dt

    dC

    44

    Since kis constant, this can beimmediately separated and integrated toyield

    kCdt

    dC

    kdtC

    dC

    kdtC

    dC

    cktC lnckteC

    ckt

    eeC ktAeC

    45

    The rate of decay for a radioactive substance is

    proportional to the remaining concentration. Write

    down the differential equation satisfied by the decay.

    If one third of the substance still remains within 12

    years, how much left is still available after 3 years.

    Solution:

    concentration of radioactive substance at t

    time

    tC

    46

    Example :

    47

    C) Newton's Law of Cooling When an object has a temperature greater than the

    ambient temperature, it cools according to Newton's

    Law of cooling which states that the rate of cooling is

    proportional to the difference in the temperatures, that

    is: , where is the temperature of

    the object at any time tand a is the ambient temperature.

    The solution to this separable differential equation is:

    akdt

    d

    t

    48

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    dtakd

    kdta

    d

    kdtad

    ckta ln

    ae ckt

    ae ckt

    aAe kt 49

    Example :

    A turkey is taken from the oven at 300 o F and

    placed at room temperature of 70o F. In t= 2

    minutes, the turkey's temperature is 200o F. Find

    how long it takes the turkey to cool to 150 o F.

    Solution

    temperature of object at t time t

    50

    51