REVIEW

DIFFERENTIAL
EQUATIONS
First Order Differential Equation
• Variable Separable DE
• Homogeneous DE
• Exact DE
• Linear DE
• Bernoulli Equation

Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan

 First Order Differential Equation
• Variable Separable DE
– separation of independent variable and its differential from the
dependent variable
– Factoring, laws of exponents, logarithmic properties, trigonometric identities

F x  G  y dx  f x  g  y dy  0
F
x dx   y dy  0
g
f G Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan
First Order Differential Equation
• Homogeneous DE f x, y   f x 
– Test for homogeneity: replace x with λx and y with λy
– All terms must have the same degree
y  vx
– Logarithmic properties, trigonometric identities dy dv
– Substitution Technique: y=vx or x=uy
vx
dx dx
– Isolate dy/dx and use y=vx
– Isolate dx/dy and use x=uy x  uy
– Leads to a variable-separable DE
dx du
u y
dy dy

Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan

First Order Differential Equation
M x, y dx  N x, y dy  0
• Exact DE
– Standard form:
– Test for exactness:
– All terms must have the same degree M N

– Logarithmic properties, trigonometric identities
– General Solution:
y x

F x, y   C
Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan
First Order Differential Equation
• Exact DE: If M(x,y) is simpler:

I
D
E
I
S
Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan
First Order Differential Equation
• Exact DE: If N(x,y) is simpler:

I
D
E
I
S
Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan
Application of First Order Differential
Equations
• Newton’s Law of Cooling
• Exponential Growth and Decay
– Half-life, Carbon Dating

• Compound Interest
• Mixing and Flow
• Dynamics
– Free fall, Rectilinear, Inclined Plane

• RL Circuits

Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan

 First Order Differential Equation
• Linear DE
 Px  y  Qx 
– Standard form:
dy
– Technique: Integrating factor dx
 x   e  Pdx

– General Solution:

dep var e P

 Q  e  differential of indep. var  C
P

Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan

First Order Differential Equation
• Bernoulli DE
 Px  y  Q x   y
– Standard form:
dy n
– Technique: substitution dx
1 n
vy
– Isolate the dependent variable, and find the derivative
– Substitute expressions into the given DE
– Leads to a Linear DE (use integrating factor so solve the LDE)
– Revert to original variables DE is named after
Jacob Bernoulli
Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan
 Higher-ordered Linear DE
n n 1
 an y  f x 
d y d y dy
a0 n
 a1 n 1
   a n 1
dx dx dx
• Homogeneous Linear DE
– With constant coefficients
f x   0

• Non-homogeneous Linear DE
f x   0
– Yc is obtained by letting f(x)=0 and solving the auxiliary eq.
– Yp
– Undetermined Coefficients y  yC  y P
– Variation of Paramters
Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan
 Higher-ordered Linear DE
• Homogeneous Linear DE
– With constant coefficients
– Auxiliary / characteristic Equation
– GS depends on the nature of the roots of the auxiliary equation

– Case 1. Real and Distinct Roots

y  C1e m1 x
 C2e m2 x
   Cn 1e mn1 x
 Cn e mn x

Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan

Higher-ordered Linear DE
• Homogeneous Linear DE w/ constant coefficients

C  C x  C x 
– Case 2. Real and Repeating Roots

n 1
ye mx
1 2 3
2
   Cn x
– Case 3. Complex and Distinct Roots

ye ax
C1 cosbx  C2 sin bx
– Case 4. Complex and Repeated Roots

 
ax C1  C2 x  C3 x    Cn x
ye 
2 n 1
cos bx 



 Cn  Cn 1 x  Cn  2 x    C2n x
2 n 1
sin bx 
Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan
 Non-homogeneous Higher-ordered
Linear DE
• Undetermined Coefficients
– Limited to a group of functions only
– Yp mimics f(x)
– If f(x)=k, then Yp=Ao
– If f(x)=kenx, then Yp=Ao enx

f x   k1x  k2 x n n 1
   kn 1x  kn
y p x   A0 x  A1 x n n 1
   An 1 x  An
Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan
Non-homogeneous Higher-ordered
Linear DE
• Undetermined Coefficients

f x   k1 sin nx  k2 cos nx
y p x   A0 sin nx  B0 cos nx

Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan

 Non-homogeneous Higher-ordered
Linear DE
• Undetermined Coefficients

f  x   g  x   h x  y p  g  x   h x 
f x   f1 x   f 2 x    f n x 
y p x   y p1  y p2    y pn
y p x   x y p * x 
n
 
Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan
Non-homogeneous Higher-ordered
Linear DE
• Variation of Parameters
– May be used to solve any Linear DE
– Yp depends on Yc

YC  C1 f1 x   C2 f 2 x     Cn f n x 

YP  V1 f1 x   V2 f 2 x     Vn f n x 

Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan

Non-homogeneous Higher-ordered
Linear DE
• Variation of Parameters
– Systems of Equations
– Elimination or Substitution
– Matrices

Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan

Non-homogeneous Higher-ordered
Linear DE
• Variation of Parameters
– Cramer’s Rule
– Wronskian Matrix

Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan

 LAPLACE Transform
• Transforms f(t) to F(s)

L f t    f t dt
  st
0
e
– Trigonometric identities, Hyperbolic Identities

invented by French
mathematician
Pierre-Simon Laplace Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan
INVERSE LAPLACE Transform
• Transforming F(s) to f(t)
• Completing the Square
• Partial Fraction Decomposition
• Recall of basic formulae and techniques
• Be mindful of the shifting property
– Replacing the s with s-a in the denominator, means replicating the step in
the numerator

Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan

LAPLACE Transform and DE
• Steps:
1) Take the Laplace transform of both sides of the DE.
− Let the independent variable in the given DE be t

2) Isolate F(s) on one side of the equation.

3) Take the inverse laplace transform of both sides of the DE.
4) Replace parameter t with the DE’s independent variable, and
f(t) with the DE’s dependent variable.

Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan

LAPLACE Transform and DE

Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan

 LAPLACE Transform and DE

Leonhard Euler introduced much of the mathematical

notation in use today, such as the notation f(x) to
describe a function and the modern notation for the
trigonometric functions. He was the first to use the
letter e for the base of the natural logarithm , now also
known as Euler’s number.
Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan
Prepared by Engr. Decien Dee T. Ferraren - De Cagalitan
Bad grades are like your exes
Best Forgotten,
Because you can do
MUCH BETTER!