DIFFERENTIAL EQUATIONS

Engr. Ricky S. Valenzuela

Philippine College of Science and Technology

Old Nalsian Road, Nalsian, Calasiao, Pangasinan Phil.2418

1st Semester, Academic Year 2023-2024

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Differential Equations

Course Description
This course is intended for all engineering students to have a firm
foundation of differential equations in preparing for their
degree-specific advanced mathematics courses. It covers first order
differential equations, nth order linear differential equations and
systems of first order linear differential equations. It also
introduces the concept of Laplace Transforms in solving differential
equations. The students are expected to be able to recognize
different kinds of differential equations, determine the existence
and uniqueness of solution, select the appropriate methods of
solution and interpret the obtained solution. Students are also
expected to relate differential equations to various practical
engineering and scientific problems as well as employ computer
technology in solving and verifying solutions.

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Chapter 1: Definitions, Elimination of Arbitrary Constants

Differential Equation
It is an equation containing differentials or derivatives of a function
of one independent variable. The following are examples of
differential equations:
dy
=x +5
dx
dy
= cos x
dx
d 2y
+ k 2y = 0
dx 2
(x 2 + y 2 )dx − 2xydy = 0
∂2V ∂2V
+ =0
∂x 2 ∂y 2

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Chapter 1: Definitions, Elimination of Arbitrary Constants

Ordinary Differential Equation

If there is a single independent variable, the derivatives are ordinary
derivatives.
d 2y dy
2
+3 + 2y = 0
dx dx

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Chapter 1: Definitions, Elimination of Arbitrary Constants

Partial Differential Equation

If there are two or more independent variable, the derivatives are
partial derivatives.
∂z ∂z
=z +x
∂x ∂y

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Chapter 1: Definitions, Elimination of Arbitrary Constants

Order of a Differential Equation

It is the order of the highest-ordered derivative appearing in the
equation.
d 2y dy
2
+3 + 2y = 0
dx dx
is of the second order.

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Chapter 1: Definitions, Elimination of Arbitrary Constants

Degree of a Differential Equation

It is the degree of the highest ordered derivative which then occurs.

(y ′′ )2 + (y ′ )3 + 3y = x 2

is of the second degree.

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Chapter 1: Definitions, Elimination of Arbitrary Constants
Linear vs Nonlinear Differential Equations

Figure: Linear vs Nonlinear

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Chapter 1: Definitions, Elimination of Arbitrary Constants

Example:

Figure: Examples

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Review Problems

Problem:
Give the order and the degree of the following differential
equations. State whether ordinary or partial,also whether linear or
nonlinear.
2
x 2 dy d y 2
dx + x dx 2 + y = 1

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Review Problems

Problem:
Give the order and the degree of the following differential
equations. State whether ordinary or partial,also whether linear or
nonlinear.
2
x 2 dy d y 2
dx + x dx 2 + y = 1
Order:2, Degree:1, Ordinary, Linear

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Review Problems

Problem:
Give the order and the degree of the following differential
equations. State whether ordinary or partial,also whether linear or
nonlinear.
 3
dy 2
dx + xy ddxy2 = ky

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Review Problems

Problem:
Give the order and the degree of the following differential
equations. State whether ordinary or partial,also whether linear or
nonlinear.
 3
dy 2
dx + xy ddxy2 = ky

Order:2, Degree:1, Ordinary, Nonlinear

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Review Problems

Problem:
Give the order and the degree of the following differential
equations. State whether ordinary or partial,also whether linear or
nonlinear.
y ′′′ − 3y ” + 2y ′ + y = 0

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Review Problems

Problem:
Give the order and the degree of the following differential
equations. State whether ordinary or partial,also whether linear or
nonlinear.
y ′′′ − 3y ” + 2y ′ + y = 0
Order:3, Degree:1, Ordinary, Linear

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Review Problems

Problem:
Give the order and the degree of the following differential
equations. State whether ordinary or partial,also whether linear or
nonlinear.
∂2ω 2
∂t 2
= a2 ∂∂xω2

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Review Problems

Problem:
Give the order and the degree of the following differential
equations. State whether ordinary or partial,also whether linear or
nonlinear.
∂2ω 2
∂t 2
= a2 ∂∂xω2
Order:2, Degree:1, Partial, Nonlinear

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Review Problems

Problem:
Give the order and the degree of the following differential
equations. State whether ordinary or partial,also whether linear or
nonlinear.
∂t ∂t
2x ∂x + 4y ∂y =0

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Review Problems

Problem:
Give the order and the degree of the following differential
equations. State whether ordinary or partial,also whether linear or
nonlinear.
∂t ∂t
2x ∂x + 4y ∂y =0
Order:1, Degree:1, Partial, Linear

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Definitions:

Solution of a Differential Equation

⇒ is any non-derivative relationship between the variables in the
equation and which satisfies the differential equations.

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Definitions:

Particular Solution
⇒ it is derived from the general solution wherein the arbitrary
constant becomes absolute by means of a given initial condition.

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Definitions:

General Solution
⇒ it it contains an arbitrary constant.

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General Solution vs Particular Solution

Example:
Given
y ′ = 2x + 1.
Obtain the general solution and the particular solution at an initial
condition x = 2 and y = 1.

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Elimination of Arbitrary Constants

Example 1:
Eliminate the arbitrary constant

x sin y + x 2 y = c

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Elimination of Arbitrary Constants

Example 1:
Eliminate the arbitrary constant

x sin y + x 2 y = c

Answer: (sin y + 2xy )dx + (x cos y + x 2 )dy = 0

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Elimination of Arbitrary Constants

Example 2:
Eliminate the arbitrary constant

y = c1 + c2 e 3x .

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Elimination of Arbitrary Constants

Example 2:
Eliminate the arbitrary constant

y = c1 + c2 e 3x .

Answer: y ′′ − 3y ′ = 0

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Elimination of Arbitrary Constants

Example 3:
Eliminate the arbitrary constant

x = A sin(ωt + β); ω a parameter not to be eliminated.

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Elimination of Arbitrary Constants

Example 3:
Eliminate the arbitrary constant

x = A sin(ωt + β); ω a parameter not to be eliminated.

d 2x
Answer: dt 2
+ ω2x = 0

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Prelim Quiz No.01
In Each of the following eliminate the arbitrary constants.
1 3x 2 − xy 2 = c
2 cx 2 + x + y 2 = 0
3 x = c1 cos ωt + c2 sin ωt ; ω a parameter.
h
4 y = mx + m ; h a parameter, m to be eliminated
5 y= ax 2 + bx + c
6 y = 4 + c1 e 3x
7 y = c1 e x + c2 e −x

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Families of Curves

Families of Curves
An equation involving a parameter, as well as one or both of the
coordinates of a point in a plane, may be represent a family of
curves, one curve corresponding to each value of the parameter.
For instance, the equation

(x − c)2 + (y − c)2 = 2c 2

may be interpreted as the equation of a family of circles, each

having center on the line y = x and each passing through the
origin.

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Families of Curves
Family of circles, each having center on the line y = x and each
passing through the origin

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Families of Curves

Example 1:
Obtain the differential equation of the family of straight lines
through the origin.

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Families of Curves

Example 1:
Obtain the differential equation of the family of straight lines
through the origin.
Answer: xdy − ydx = 0

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Families of Curves

Example 2:
Obtain the differential equation of the family of circles with center
at the origin.

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Families of Curves

Example 2:
Obtain the differential equation of the family of circles with center
at the origin.
Answer: xdx + ydy = 0

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Chapter 2: Equations of Order One

Separation of Variables
We begin our study of the methods for solving first-order equations
by studying an equation of the form

Mdx + Ndy = 0,

where M and N may be functions of both x and y . Some

equations of this type are so simple that they can put in the form:

A(x)dx + B(y )dy = 0;

that is, the variables can be separated. Then a solution can be

written at once. For it is only a matter of finding a function F
whose total differential is the left member of
A(x)dx + B(y )dy = 0. Then F = c, where c is an arbitrary
constant, is the desired result.
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Separation of Variables

Illustration

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Separation of Variables

When can I use it?

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Separation of Variables

Method

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Separation of Variables

Example 1:
Solve this (k is a constant):

dy
= ky
dx

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Separation of Variables

Solution:

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Separation of Variables

Solution:

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Separation of Variables

Exercises:
Obtain the general solution of
1 (1 − x)y ′ = y 2
Answer: yln|c(1 − x)| = 1
2
2 xy 3 dx + e x dy = 0
2
Answer: e −x + y −2 = c
3 mydx = nxdy
Answer: x m = cy n
4 dr = b(cos θdr + r sin θdθ)
Answer: r = c(1 − b cos θ)

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Homogeneous Functions

Definition:
The function f (x, y ) is said to be homogeneous of degree n in x
and y , if and only if

f (zx, zy ) = z n f (x, y ).

In other words

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Homogeneous Functions

Example 1:

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Homogeneous Functions

Example 2:

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Homogeneous Functions

Example 3:

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Homogeneous Functions

Exercises:
Determine in each exercise whether or not the function is
homogeneous. If it is homogeneous, state the degree of the
function.
1 x 3 − xy + y 3
2 4x 2 − 3xy + y 2

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Homogeneous Functions

Equations with Homogeneous Coefficients

If Mdx + Ndy = 0 is a homogeneous equation, then the solution is:
let
y = vx, dy = vdx + xdv
or
x = vy , dx = vdy + ydv

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Homogeneous Functions

Exercises:
Obtain a family of solutions of
1 (x − 2y )dx + (2x + y )dy = 0
Answer: ln(x 2 + y 2 ) + 4arc tan( yx ) = c
2 xydx − (x 2 + 3y 2 )dy
Answer: x 2 = 6y 2 ln|cy |
3 x 2 y ′ = 4x 2 + 7xy + 2y 2

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Exact Equations

Definition:
∂M ∂N
From the standard form Mdx + Ndy = 0, if ∂y = ∂x , the
equation is an exact equation.

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Exact Equations

Steps:
∂F
1 Let ∂x =M
∂F
2 Let ∂y =N
3 Integrate (1) then add a certain function T (y ) instead of an
arbitrary constant.
∂F
4 Obtain the value of ∂y in the resulting equation of step (3).
5 Equate (2) and (4).
6 Integrate the equation obtained in (5).
7 Substitute the value of T (y ) in (3).
8 Equate (7) to c or lnc.

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Exact Equations

Definition:
Solve the equation: (x + 2y )dx + (2x + y )dy = 0.

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Exact Equations

Definition:
Solve the equation: (x + 2y )dx + (2x + y )dy = 0.

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Exact Equations

Definition:
Solve the equation: (6x + y 2 )dx + y (2x − 3y )dy = 0.

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Exact Equations

Definition:
Solve the equation:
(cos 2y − 3x 2 y 2 )dx + (cos 2y − 2x sin 2y − 2x 3 y )dy = 0.

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Non-Exact Equations

Definition:
From the standard form Mdx + Ndy = 0, if ∂M ∂N
∂y ̸= ∂x , the
equation is said to be non-exact. In order to make the equation
exact, multiply each term of the given equation by an Integrating
Factor (I.F.) i.e. I .F .(Mdx) + I .F .(Ndy ) = 0 after multiplying,
proceed to the solution of exact equation.

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Non-Exact Equations

Determination of Integrating Factor:

  R
Case I: N1 ∂M∂y − ∂N
∂x = P(x) ⇒ I .F . = e P(x)dx
  R
1 ∂N ∂M
Case II: M ∂x − ∂y = P(y ) ⇒ I .F . = e P(y )dy
Case III: M(n)
y − x
N(m)
= ∂N
∂x − ∂M
∂y ⇒ I .F . = x m y n , where m and n
are to be determined.

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Non-Exact Equations

Problem:
Solve the equation: (x 2 + y 2 + 1)dx + x(x − 2y )dy = 0.

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Non-Exact Equations

Problem:
Solve the equation: y (4x + y )dx − 2(x 2 − y )dy = 0.

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Non-Exact Equations

Problem:
Solve the equation: v 2 dx + x(x + v )dv = 0.

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General Solution of a Linear Equation (Order One)

If Mdx + Ndy = 0, reduces to a form

dy
1
dx + P(x)y = Q(x)
dx
2
dy + P(y )x = Q(y )
The solution of which are:
R R R P(x)dx
1 e P(x)dx y = e Q(x)dx
R R
2 e P(y )dy x = e P(y )dy Q(y )dy
R

where:P(x), Q(x) → function of x alone

P(y ), Q(y ) → function of y alone

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General Solution of a Linear Equation (Order One)

Problem:
Solve the equation: (x 4 + 2y )dx − xdy = 0.

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General Solution of a Linear Equation (Order One)

Problem:
Solve the equation: y ′ = x − 2y cot 2x.

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Integrating Factor Found By Inspection

Integrable Combinations:
1 d(xy ) = xdy + ydx
ydx−xdy
2 d( yx ) = y2
3 d( yx ) = xdyx−ydx
2

4 d(Arc tan y ) = ydx−xdy

x
x 2 +y 2
y xdy −ydx
5 d(Arc tan x ) = x 2 +y 2
x+y −ydx
6 d( 21 ln x−y ) = xdy
x 2 −y 2
2 2xydx−x 2 dy
7 d( xy ) = y2
8 etc. . .

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Integrating Factor Found By Inspection

Problem:
Solve the equation: y (2xy + 1)dx − xdy = 0.

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Integrating Factor Found By Inspection

Problem:
Solve the equation: y (y 2 + 1)dx + x(y 2 − 1)dy = 0.

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Substitution Suggested By the Equation

Problem:
Solve the equation: (3x − 2y + 1)dx + (3x − 2y + 3)dy = 0.

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Bernoulli’s Equation
If Mdx + Ndy = 0, reduces to a form:
dy
1
dx + P(x)y = y n Q(x)
dx
2
dy + P(y )x = x n Q(y )
The solutions are:
R R
Pr (x)dx y (1−n) Pr (x)dx Q (x)dx
R
1 e = e r
R R
Pr (y )dy x (1−n) Pr (y )dy Q (y )dy
R
2 e = e r

where: P(x), Q(x) → functions of x alone

P(y ), Q(y ) → functions of y alone
Pr (x) = (1 − n)P(x)
Qr (x) = (1 − n)Q(x)
Pr (y ) = (1 − n)P(y )
Qr (y ) = (1 − n)Q(y )
n → exponent of either x or y
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Bernoulli’s Equation

Problem:
Solve the equation: y ′ = y − xy 3 e −2x .

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Bernoulli’s Equation

Problem:
Solve the equation: 2ydx + x(x 2 lny − 1)dy = 0.

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Elementary Applications

Velocity Escape
p
ve = 2gR

where R = radius of planet/celestial body (for earth R = 3960 miles)

g = gravitational acceleration (for earth g = 32.2 ft/s/s)

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Velocity Escape

Problem:
The radius of the moon is roughly 1080 miles. The acceleration of
gravity at the surface of the moon is about 0.165g , where g is the
acceleration of gravity at the surface of the earth. Determine the
velocity of escape for the moon.

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Exponential Growth or Decay

Problem:
Radium decomposes at a rate proportional to the quantity of
radium present. Suppose that it is found that in 25 years
approximately 1.1 percent of a certain quantity of radium has
decomposed. Determine approximately how long it will take for
one-half the original amount of radium to decompose.

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Exponential Growth or Decay

Problem:
A certain radioactive substance has a half-life of 38 hours. Find
how long it takes for 90 percent of the radioactivity to be
dissipated.

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Newton’s Law of Cooling
Newton’s Law of Cooling:
The temperature of a body changes at a rate that is proportional
to the difference in temperature between the outside medium and
the body itself.

let T = temperature of the body

u = temperature of outside medium

dT
α(T − u)
dt
Z T2 Z t2
dT
= kdt
T1 T − u t1

where T1 → initial temperature at t1

T2 → final temperature at t2
t1 → time at T1 , t2 → time at T2
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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Newton’s Law of Cooling

Problem:
A thermometer reading 75o F is taken out where the temperature
is 20o F , the reading is 30o F 4 minutes later. Find the reading 7
minutes after the thermometer brought outside.

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
Newton’s Law of Cooling

Problem:
At 1:00 p.m., a thermometer reading 70o F is taken outside where
the air temperature is −10o F (ten below zero). At 1:02 p.m., the
reading is 26o F . At 1:05 p.m., the thermometer is taken back
indoor where the air is at 70o F . What is the reading at 1:09 p.m.?

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Engr. Ricky S. Valenzuela DIFFERENTIAL EQUATIONS
 Thank You!

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