Differential Equations: Engineering Mathematics
Differential Equations: Engineering Mathematics
Engineering Mathematics
di ∂2u ∂2u
+ 10i = 2cos 4t 2
+ 2 = f (x, y)
dt ∂x ∂y
10:58 PM DIFFERENTIAL EQUATIONS Engr. Jefril M. Amboy 2
Order and Degree of DE
• The order of a DE is the highest derivative in the equation.
• The degree of a DE is the power of the highest ordered derivative,
after the equation has been rationalized and cleared of fractions
with respect to all the derivatives.
• Examples:
2 3
d y ! $
3 dy
+ y # & + 2y = 2sin x Second order, first degree
dx " dx %
3/2
Ry!! = "#1+ y! $% 2
Second order, second degree
dy dy
+y=0 linear + x 2 = 0 linear
dt dx
dy dy
+ y 2 = 0 non-linear y + x 2 = 0 non-linear
dt dx
10:58 PM DIFFERENTIAL EQUATIONS Engr. Jefril M. Amboy 4
Examples of Differential Equations
dP " P%
= kP $1− ' Logistic equation
dt # M&
d2x 2
2
= −ω x acceleration of a body in SHM
dt
3/2
"
Ry = #1+ y %
!! ! 2$
Radius of curvature
∂2 u 1 ∂2 u
2
= 2 2 one-dimensional wave equation
∂x v ∂t
test
n
= f (x)
dx
• Solution is found by 16
integration
• Example: Solve the DE
8
d2y
2
= 4cos 2x
dx y=-2cosx+x+c1x+c2; c1=1; c2 = 0, 2, 4, 6
-15 -10 -5 0 5 10 15
Examples:
• Find the differential equation of the family of lines passing
through the origin.
Linear
Bernoulli
A. y = 2 ln x – ¾ x3 + c
B. y = 2 ln x – 4/3 x3 + c
C. y = 2 ln x – ¾ x2 + c
D. y = 2 ln x – 4/3 x2 + c
10:58 PM DIFFERENTIAL EQUATIONS Engr. Jefril M. Amboy 14
First Order Equations
Solve the differential equation
Separable
𝒅𝒚 𝟔𝒙𝟐
=
𝒅𝒙 𝟐𝒚 + 𝐜𝐨𝐬 𝒚
A. y2 + sin y = 2x3 + c
B. y2 + sin y = 3x3 + c
C. y2 + sin y = 6x3 + c
D. y2 + sin y = x3 + c
A. 𝒚 = 𝒙𝟐 + 𝒄
B. 𝒚 = 𝒙𝟑 + 𝒄
𝟑
C. 𝒚 = 𝒙𝟐 + 𝒄
𝟑
D. 𝒚 = 𝒙𝟑 + 𝒄
Separable 𝐀. 𝒚 =
𝒙𝟐
𝟏+𝒄
𝒄
𝐁. 𝒚 =
𝟏 + 𝒙𝟐
𝒄𝒙
𝐂. 𝒚 =
𝟏 + 𝒙𝟐
𝒙
𝐃. 𝒚 =
𝟏 + 𝒄𝒙𝟐
2
• Ans: y=
1− 4x 2
A. 𝒚𝟐 − 𝒙𝒚 𝒅𝒙 + 𝒙𝟐 𝒅𝒚 = 𝟎
𝒙
𝟐𝒙𝒚𝒆𝒚
B. 𝒚# = 𝒙
𝒙𝟐 + 𝒚𝟐 𝒔𝒊𝒏
𝒚
C. 𝟑𝒙𝟐 𝒚 𝒅𝒙 + 𝒚 + 𝒙𝟑 𝒅𝒚 = 𝟎
𝒄
A. 𝒚=
𝐥𝐧 𝒙 − 𝒙
𝒄𝒙
B. 𝒚=
𝐥𝐧 𝒙 − 𝒙
𝒙
C. 𝒚=
𝐥𝐧 𝒙 − 𝒄
𝒄𝒙 − 𝒙
D. 𝒚=
𝐥𝐧 𝒙
10:58 PM DIFFERENTIAL EQUATIONS Engr. Jefril M. Amboy 23
First Order Equations
• The differential equation of the form
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
x 2 ydx + (x + 2y)dy = 0
10:58 PM DIFFERENTIAL EQUATIONS Engr. Jefril M. Amboy 24
First Order Equations
Solve the equation
Exact equation
Answer: x2 – 3x – 2y2 + y + xy = C
10:58 PM DIFFERENTIAL EQUATIONS Engr. Jefril M. Amboy 25
Exercise Problem:
• Solve the equation y2dt + (2yt + 1)dy = 0.
• Ans: y + y2t = C
Ans: yex(x + y – 1) = C
10:58 PM DIFFERENTIAL EQUATIONS Engr. Jefril M. Amboy 27
First Order Equations
first order linear differential equation:
𝒚! + 𝒑 𝒙 𝒚 = 𝒒(𝒙)
General Solution:
𝒙𝒚! + 𝟐𝒚 = 𝟒𝒙𝟐
A. y = 2cos x – 3cos2 x
B. y = 2cos x + 3cos2 x
C. y = 3cos x – 2cos2 x
D. y = 3cos x + 2cos2 x
𝒚! + 𝑷 𝒙 𝒚 = 𝑸 𝒙 𝒚𝒏 Bernoulli equation
let z = y1 – n, dz = (1 – n)y–n dy
dz
+ (1 − n)P(x)z = (1 − n)Q(x) linear in z
Bernoulli dx
𝒅𝒚 𝒚 𝒚𝟐
+ = 𝟐
𝒅𝒙 𝒙 𝒙
𝟐𝒙
𝐀𝐧𝐬: 𝒚 =
𝟏 + 𝑪𝒙𝟐
Use the fact that the world population was 2560 million
in 1950 and 3040 million in 1960 to predict the world
population in 2020.
𝒅𝑻
= −𝒌 𝑻 − 𝑻𝒔 , 𝑻 𝟎 = 𝑻𝟎
𝒅𝒕
𝑻 = 𝑻𝟎 − 𝑻𝑺 𝒆+𝒌𝒕 + 𝑻𝑺
Ans: 8:46 PM
S [kg] = ?
Ri [L/min]
Ci [kg/L] Ro [L/min]
Co [kg/L]
at t = 0, S = S0 and V = V0
𝒅𝑺 𝑺
= 𝑹𝒊 𝑪𝒊 − 𝑹𝒐 𝑪𝒐 𝑪𝒐 =
𝒅𝒕 𝑽𝒐 + 𝑹𝒊 − 𝑹𝒐 𝒕
• Ans: 38.1 kg
10:58 PM DIFFERENTIAL EQUATIONS Engr. Jefril M. Amboy 46
Problem:
𝑑. 𝑦 𝑑.+/ 𝑦 𝑑𝑦
𝑎. . + 𝑎.+/ .+/ + ⋯ + 𝑎/ + 𝑎0 𝑦 = 𝑓 𝑥
𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑑. 𝑦 𝑑 .'/ 𝑦 𝑑𝑦
𝑎. . + 𝑎.'/ .'/ + ⋯ + 𝑎/ + 𝑎0 𝑦 = 0 ⟺ 𝑓 𝐷 𝑦 = 0
𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑑- 𝑦 𝑑𝑦 -
-
− 4 + 3𝑦 = 0 ⟺ 𝐷 − 4𝐷𝑦 + 3 𝑦
𝑑𝑥 𝑑𝑥
10:58 PM DIFFERENTIAL EQUATIONS Engr. Jefril M. Amboy 49
Homogeneous LCCDE
𝑑! 𝑦 𝑑!"#𝑦 𝑑𝑦
𝑎! ! + 𝑎!"# !"# + ⋯ + 𝑎# + 𝑎$𝑦 = 0 → homogeneous LCCDE
𝑑𝑥 𝑑𝑥 𝑑𝑥
𝒅𝟐 𝒚 𝒅𝒚
𝟐
+𝟒 + 𝟑𝒚 = 𝟎
𝒅𝒙 𝒅𝒙
𝑫𝟐 − 𝟒𝑫 + 𝟒 𝒚 = 𝟎
𝒅𝟐 𝒊 𝒅𝒊
𝟐
+ 𝟐 + 𝟓𝒊 = 𝟎
𝒅𝒕 𝒅𝒕
𝒅𝟒 𝒔 𝒅𝟑 𝒔 𝒅𝟐 𝒔 𝒅𝒔
𝟒
− 𝟔 𝟑 + 𝟏𝟑 𝟐 − 𝟏𝟎 =𝟎
𝒅𝒕 𝒅𝒔 𝒅𝒕 𝒅𝒕
10:58 PM DIFFERENTIAL EQUATIONS Engr. Jefril M. Amboy 52
Nonhomogeneous Equations
• The nonhomogeneous LCCDE is written as
n n−1
d y d y dy
an n + an−1 n−1 + ... + a1 + a0 y = f (x)
dx dx dx
• The general solution is composed of two parts: complementary
solution and the particular solution.
y = yC + y P
• The complementary solution yC refers to the solution of the
homogeneous equation obtained when f(x) = 0.
• The particular solution yP can be obtained using the method of
undetermined coefficients
10:58 PM DIFFERENTIAL EQUATIONS Engr. Jefril M. Amboy 53
Nonhomogeneous LCCDE
• In engineering, differential equations, which usually are functions
of time models a certain physical system
n n−1
d y d y dy
an n + an−1 n−1 + ... + a1 + a0 y = f (t)
dt dt dt
SYSTEM
Differential
input, f(t) equation with output, y(t)
initial conditions
'𝒙 '𝟑𝒙
𝟏 𝟐𝒙
𝐀. 𝑨𝒆 + 𝑩𝒆 + 𝒆
𝟓
'𝒙 '𝟑𝒙
𝟏 𝟐𝒙
𝐁. 𝑨𝒆 + 𝑩𝒆 + 𝒆
𝟏𝟎
'𝒙 '𝟑𝒙
𝟏 𝟐𝒙
𝐂. 𝑨𝒆 + 𝑩𝒆 + 𝒆
𝟏𝟓
'𝒙 '𝟑𝒙
𝟏 𝟐𝒙
𝐃. 𝑨𝒆 + 𝑩𝒆 + 𝒆
𝟐𝟎
10:58 PM DIFFERENTIAL EQUATIONS Engr. Jefril M. Amboy 55
Nonhomogeneous Higher Order DE
Solve the equation 𝒚## + 𝟕𝒚# + 𝟏𝟐𝒚 = 𝟓𝒆𝟐𝒙
𝟑𝒙 𝟒𝒙
𝟏 𝟐𝒙
𝐀. 𝑨𝒆 + 𝑩𝒆 + 𝒆
𝟐
𝟑𝒙 𝟒𝒙
𝟏 𝟐𝒙
𝐁. 𝑨𝒆 + 𝑩𝒆 + 𝒆
𝟑
'𝟑𝒙 '𝟒𝒙
𝟏 𝟐𝒙
𝐂. 𝑨𝒆 + 𝑩𝒆 + 𝒆
𝟔
'𝟑𝒙 '𝟒𝒙
𝟏 𝟐𝒙
𝐃. 𝑨𝒆 +𝒆 + 𝒆
𝟒
10:58 PM DIFFERENTIAL EQUATIONS Engr. Jefril M. Amboy 56
Nonhomogeneous Higher Order DE
𝟕 𝟓
Solve the equation 𝒚 + 𝟕𝒚 + 𝟏𝟐𝒚 = 𝟓𝒆 , 𝒚 𝟎 =
## # 𝟐𝒙
𝟔
, 𝒚#
𝟎 = −𝟑
*𝟑𝒙 *𝟒𝒙
𝟏 𝟐𝒙
𝐀. 𝟐𝒆 + 𝟑𝒆 + 𝒆
𝟑
*𝟑𝒙 *𝟒𝒙
𝟏 𝟐𝒙
𝐁. 𝟐𝒆 −𝒆 + 𝒆
𝟒
*𝟑𝒙 *𝟒𝒙
𝟏 𝟐𝒙
𝐂. 𝟐𝒆 +𝒆 + 𝒆
𝟔
𝟏 𝟐𝒙
𝐃. 𝟐𝒆*𝟑𝒙 − 𝒆*𝟒𝒙 + 𝒆
𝟔
𝟏 𝟏
𝐀. − 𝟑 𝐜𝐨𝐬 𝟐𝒙 + 𝐬𝐢𝐧 𝟐𝒙 𝐂. − 𝟐 𝐜𝐨𝐬 𝟐𝒙 + 𝟑 𝐬𝐢𝐧 𝟐𝒙
𝟏𝟎 𝟐𝟎
𝟏 𝟏
𝐁. − 𝟐 𝐜𝐨𝐬 𝟐𝒙 + 𝟑 𝐬𝐢𝐧 𝟐𝒙 𝐃. − 𝟑 𝐜𝐨𝐬 𝟐𝒙 + 𝐬𝐢𝐧 𝟐𝒙
𝟏𝟎 𝟐𝟎
𝒚## + 𝟒𝒚# + 𝟑𝒚 = 𝟓
'𝒙 '𝟑𝒙
𝟓 '𝒙 𝟑𝒙
𝟓
𝐀. 𝑨𝒆 + 𝑩𝒆 + 𝐂. 𝑨𝒆 + 𝑩𝒆 +
𝟐 𝟐
'𝒙 '𝟑𝒙
𝟓 𝒙 𝟑𝒙
𝟓
𝐁. 𝑨𝒆 + 𝑩𝒆 + 𝐃. 𝑨𝒆 + 𝑩𝒆 +
𝟑 𝟑
1. y = 2e–t + 3e2t
2. y = 7e3x + 2x
3. y = 6 + 3x ex – cos x