Math 213 Module 4 Midterm
Math 213 Module 4 Midterm
MIDTERM
LEARNING
MODULE 02:
Higher order
derivatives
Prepared by:
AERO FACULTY
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PHILIPPINE STATE COLLEGE OF AERONAUTICS
INSTITUTE OF ENGINEERING AND TECHNOLOGY
AERONAUTICAL ENGINEERING DEPARTMENT
Learning Module 02: Higher Order Derivatives
TABLE OF CONTENTS
Time
Title Page
Allotment
The basics of second order differential equations 9 mins 5
Linear equations 15 mins 5
Homogeneous equations 8 mns 5
Second Order Linear Homogeneous Equations with
8 mns 6
Constant Coefficients
Elementary solutions 30 mins 6
Checking Out Characteristic Equations 20 mins 7
Real and distinct roots 45 mins 7
Complex roots 45 mins 9
Identical real roots 45 mins 13
Theorem of superposition 45 mins 16
Problem set 60 mins 18
Modular Learning report 150 mins 19
.TOTAL 8 hrs
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Learning Module 02: Higher Order Derivatives
TABLE OF REFERENCES
References No.
Trench, William. (2013). Elementary Differential Equations. 1
1001 Engineering Math Problems, 8th Edition 2
Mathalino – Elementary Differential Equations 3
Bronson, Richard,(2006). Schaum`s Outline of Differential Equations 4
Paul Dawkins (2003-2020). Paul’s Online Notes 5
Pierce, Rod. (21 Jul 2020). "Math is Fun". Math Is Fun. Retrieved 24 Aug 2020 6
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Learning Module 02: Higher Order Derivatives
LEARNING OUTCOMES
HONESTY CLAUSE
All students are expected to be honest in their academic endeavors. All academic
work should be performed in a manner that will provide an honest reflection of the
knowledge and abilities of each student
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Learning Module 02: Higher Order Derivatives
THE BASICS OF SECOND ORDER DIFFERENTIAL EQUATIONS
To better understand second order differential equations, first take a look at the
following equation:
𝑑2 𝑦
= 𝑓(𝑥. 𝑦)
𝑑𝑥 2
As you can see, this equation has a second derivative, which makes it a second
order differential equation. But you know what? That’s not quite good enough. The
𝑓(𝑥, 𝑦) is okay for first order differential equations, but it isn’t good enough for second
order ones because the function f may also depend on 𝑑𝑦/𝑑𝑥. So the following is the
general form of a second order differential equation:
𝑑2𝑦 𝑑𝑦
2
= 𝑓 (𝑥. 𝑦, )
𝑑𝑥 𝑑𝑥
Linear equations
The general form of line is:
𝑦 ′′ + 𝑝(𝑥)𝑦′ + 𝑞(𝑥)𝑦 = 𝑔(𝑥)
Where:
𝑑2 𝑦
′′
𝑦 = 2
𝑑𝑥
And:
𝑑𝑦
𝑦′ =
𝑑𝑥
However, a typical second order linear equation is sometimes written as the
following:
𝑃(𝑥)𝑦 ′′ + 𝑄(𝑥)𝑦′ + 𝑅(𝑥)𝑦 = 𝐺(𝑥)
But let’s stick with 𝑦 ′′ + 𝑝(𝑥)𝑦′ + 𝑞(𝑥)𝑦 = 𝑔(𝑥)
Homogeneous equations
A differential equation is a homogeneous equation if and only if the equation is
following the form:
𝑦 ′′ + 𝑝(𝑥)𝑦′ + 𝑞(𝑥)𝑦 = 0
If second order linear differential equations can’t be put into either of these forms, the
equation is said to be nonhomogeneous.
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Learning Module 02: Higher Order Derivatives
Second Order Linear Homogeneous Equations with Constant Coefficients
You may think that second order linear homogeneous differential equations are
intimidating. But they really aren’t, if you know some fundamentals.
The best place to start solving second order differential equations is with equations
where P(x), Q(x), and R(x) are constants, a, b, and c. So, for example, you get this
equation when you include the constants:
𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0
Okay, so you’ve narrowed things down. Now you’re talking about second order linear
homogeneous differential equations with constant coefficients. Despite the hairy
name, these equations are pretty easy to solve. In fact, you can always solve an
equation of this type using some elementary solutions and initial conditions.
Elementary solutions
To get you up to speed, I begin with this typical equation:
𝑦 ′′ − 𝑦 = 0
Yes, this qualifies as a second order linear homogeneous differential equation. Why?
Just figure that a = 1, 𝑏 = 0, and 𝑐 = – 1. There you have it.
To solve this differential equation, you need a solution 𝑦 = 𝑓(𝑥) whose second
derivative is the same as 𝑓(𝑥) itself, because subtracting the 𝑓(𝑥) from 𝑓"(𝑥) gives
you 0.
You can probably think of one such solution: 𝑦 = 𝑒 𝑥 . Substituting 𝑦 = 𝑒 𝑥 into the
equation gives you this:
𝑒𝑥 − 𝑒𝑥 = 0
As you can see, 𝑦 = 𝑒 𝑥 is indeed a solution.
In fact, 𝑦 = 𝑐1 𝑒 𝑥 (where 𝑐1 is a constant) is also a solution, because 𝑦" still equals
𝑐1 𝑒 𝑥 , which means that substituting 𝑦 = 𝑐1 𝑒 𝑥 into the original equation gives you:
𝑐1 𝑒 𝑥 − 𝑐1 𝑒 𝑥 = 0
So 𝑦 = 𝑐1 𝑒 𝑥 is also a solution. In fact, that solution is more general than just 𝑦 = 𝑒 𝑥 ,
because 𝑦 = 𝑐1 𝑒 𝑥 represents an infinite number of solutions, depending on the value
of 𝑐1.
You can go further still by noting that 𝑦 = 𝑒 −𝑥 is also a solution, because:
𝑦 ′′ − 𝑦 = 𝑒 𝑥 − 𝑒 𝑥 = 0
Again, note that if 𝑦 = 𝑒 −𝑥 is a solution, then 𝑦 = 𝑐2 𝑒 −𝑥 (where c2 is a constant) is
also a solution because:
𝑦 ′′ − 𝑦 = 𝑐2 𝑒 𝑥 − 𝑐2 𝑒 𝑥 = 0
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And here’s the fun part: If 𝑦 = 𝑐1 𝑒 𝑥 and 𝑦 = 𝑐2 𝑒 −𝑥 are both solutions, then the sum
of these two must also be a solution:
𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥
In other words, if 𝑦 = 𝑓1 (𝑥)and 𝑦 = 𝑓2 (𝑥)are solutions to a second order linear
homogeneous differential equation, then:
𝑦 = 𝑓1 (𝑥) + 𝑓2 (𝑥)
is also a solution.
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When solving a general problem, where:
𝑦(𝑥𝑜 ) = 𝑦𝑜
and:
𝑦′(𝑥𝑜 ) = 𝑦′𝑜
you get the following:
𝑦𝑜 = 𝑐1 𝑒 𝑟1𝑥𝑜 + 𝑐2 𝑒 𝑟2𝑥𝑜
and
𝑦𝑜 = 𝑐1 𝑟1 𝑒 𝑟1𝑥𝑜 + 𝑐2 𝑟1 𝑒 𝑟2𝑥𝑜
Then you can solve for 𝑐1 and 𝑐2 in these equations, which gives you:
𝑦′𝑜 − 𝑦𝑜 𝑟2 −𝑟 𝑥
𝑐1 = 𝑒 1 𝑜
𝑟1 − 𝑟2
and
𝑦𝑜 𝑟1 − 𝑦′ −𝑟 𝑥
𝑐1 = 𝑒 2 𝑜
𝑟1 − 𝑟2
EXAMPLE
How about an example to bring the concept of real and distinct roots into focus? Try
this second order linear homogeneous differential equation:
𝑦 ′′ + 5𝑦 ′ + 6𝑦 = 0
with the initial condition that:
𝑦(0) = 16
and:
𝑦 ′(0) = −38
To solve, make the assumption that the solution is of the form 𝑦 = 𝑐𝑒 𝑟𝑥 .
Substituting that equation into 𝑦 ′′ + 5𝑦 ′ + 6𝑦 = 0 gives you:
𝑐𝑟 2 𝑒 𝑟𝑥 + 5𝑐𝑟𝑒 𝑟𝑥 + 6𝑐𝑒 𝑟𝑥 = 0
Next you divide by 𝑐𝑒 𝑟𝑥 to get:
𝑟 2 + 5𝑟 + 6 = 0
which is the characteristic equation for 𝑦 ′′ + 5𝑦 ′ + 6𝑦 = 0. You can also write this
equation as:
(𝑟 + 2)(𝑟 + 3) = 0
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So the roots of the characteristic equation are:
𝑟1 = −2
And
𝑟2 = −3
which means that the solution to 𝑦 ′′ + 5𝑦 ′ + 6𝑦 = 0 is:
𝑦 = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 −3𝑥
where 𝑐1 and 𝑐2 are determined by the initial conditions:
𝑦(0) = 16
and:
𝑦′(0) = – 38
Substituting the initial conditions into your solution gives you these equations:
𝑦(0) = 𝑐1 + 𝑐2 = 16
and:
Complex roots
Besides real and distinct roots (see the previous section), another possibility, when it
comes to characteristic equations, is having a complex root. In this case, the
quadratic formula yields two complex numbers.
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Learning Module 02: Higher Order Derivatives
Check out the following quadratic equation:
−𝑏 ± √𝑏 2 − 4𝑎𝑐
𝑟=
2𝑎
The discriminant, 𝑏 2 − 4𝑎𝑐, is negative, which means that you’re taking the square
root of a negative number, so you get complex numbers. In particular, the imaginary
part of the two roots varies by their sign (+ or –), as shown by the example equation.
𝑦1 = 𝑒 (𝜆+𝑖𝜇)𝑥
And:
𝑦2 = 𝑒 (𝜆−𝑖𝜇)𝑥
Now you have to deal with complex numbers as exponents of e. You may be familiar
with the following handy equations:
𝑒 𝑖𝑎𝑥 = cos 𝑎𝑥 + 𝑖 sin 𝑎𝑥
And:
𝑒 −𝑖𝑎𝑥 = cos 𝑎𝑥 − 𝑖 sin 𝑎𝑥
You’re making progress! You have now removed 𝑖 from the exponent. Putting these
two equations to work gives you these forms for the solutions, 𝑦1 and 𝑦2 :
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Learning Module 02: Higher Order Derivatives
However, you still have that pesky factor of i; and you want to get rid of it. Why? The
general differential equation that 𝑦1 and 𝑦2 are solutions of only has real coefficients:
𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0
Here’s the key: You could get rid of those factors of 𝑖 if you could just divide them
out. After all, 𝑖 is just a constant. For instance, if you had the solution in a form like
this:
𝑦𝑛 = 𝑖𝑒 𝜆𝑥 cos 𝜇𝑥
you could replace i with an arbitrary constant of integration, c, which would look like
this:
𝑦𝑛 = 𝑐𝑒 𝜆𝑥 cos 𝜇𝑥
Now try adding and subtracting 𝑦1 and 𝑦2 . As you recall from the earlier section
“Elementary solutions,” if two functions are a solution to a linear differential equation,
the sum and difference of those functions are also solutions. So you can introduce
the new solutions m(x) and n(x), the sum and difference of 𝑦1 and 𝑦2 :
𝑚(𝑥) = 𝑦1 (𝑥) + 𝑦2 (𝑥)
And:
𝑛(𝑥) = 𝑦1 (𝑥) − 𝑦2 (𝑥)
First, calculating m(x) gives you the following equation:
𝑚(𝑥) = 𝑦1 (𝑥) + 𝑦2 (𝑥) = 𝑒 𝜆𝑥 (cos 𝜇𝑥 + 𝑖 sin 𝜇𝑥)
which you can convert to:
𝑚(𝑥) = 𝑦1 (𝑥) + 𝑦2 (𝑥) = 2𝑒 𝜆𝑥 cos 𝜇𝑥
Your solution now looks fine — there’s no pesky i lurking around. Now how about
calculating n(x)? Here’s what that looks like:
𝑛(𝑥) = 𝑦1 (𝑥) − 𝑦2 (𝑥) = 𝑒 𝜆𝑥 (cos 𝜇𝑥 + 𝑖 sin 𝜇𝑥) − 𝑒 𝜆𝑥 (cos 𝜇𝑥 − 𝑖 sin 𝜇𝑥)
which works out to:
𝑛(𝑥) = 𝑦1 (𝑥) − 𝑦2 (𝑥) = 2𝑖𝑒 𝜆𝑥 sin 𝜇𝑥
Your solution is looking even better, because now m(x) and n(x) have the following
forms:
𝑚(𝑥) = 𝑐1 𝑒 𝜆𝑥 cos 𝜇𝑥
and:
𝑛(𝑥) = 𝑐2 𝑒 𝜆𝑥 sin 𝜇𝑥
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Learning Module 02: Higher Order Derivatives
Yes, it’s true that n(x) as written is multiplied by i: 2𝑖𝑒 𝜆𝑥 sin 𝜇𝑥. But that’s the beauty
of the whole thing: 2𝑖 is just a constant, so it can be replaced by 𝑐2 . And that
substitution gets rid of the pesky i.
You can find the roots of this characteristic equation by using the quadratic equation
from the previous section. Your work should give you these roots:
−2 ± √4 − 8
4
This equation works out to be:
1 1
𝑟=− ± 𝑖
2 2
So the two roots are:
1 1
𝑟1 = − + 𝑖
2 2
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and:
1 1
𝑟2 = − − 𝑖
2 2
Because the two roots are of the form:
𝑟1 = 𝜆 + 𝑖𝜇
and
𝑟2 = 𝜆 − 𝑖𝜇
then
1
𝜆=−
2
and
1
𝜇=
2
So the solution is:
−𝑥⁄ 𝑥 −𝑥⁄ 𝑥
𝑦(𝑥) = 𝑐1 𝑒 2 cos + 𝑐2 𝑒 2 sin
2 2
IDENTICAL REAL ROOTS (REPEATING)
In the previous sections, I cover the cases where the characteristic equation has real
and distinct roots as well as complex roots. All that’s left is the case where the
characteristic equation has two real roots that are identical to each other. You get the
fundamentals and an example in the following sections.
The basics
When the roots of a characteristic equation are identical, the discriminant of the
quadratic equation, 𝑏 2 – 4𝑎𝑐, equals zero, which means that:
−𝑏
𝑟1 =
2𝑎
and:
−𝑏
𝑟2 =
2𝑎
However, now you have a problem. Why? Because second order differential
equations are supposed to have two expressions in their solution. Because 𝑟1 = 𝑟2,
you get this:
𝑏𝑥
𝑦1 = 𝑐1 𝑒 −2𝑎
𝑏𝑥
𝑦2 = 𝑐2 𝑒 −2𝑎
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PHILIPPINE STATE COLLEGE OF AERONAUTICS
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Learning Module 02: Higher Order Derivatives
These solutions differ only by a constant, so they aren’t really different at all; you
could write either 𝑦1 + 𝑦2 or 𝑦1 − 𝑦2 as:
𝑏𝑥
𝑦 = 𝑐𝑒 −2𝑎
So, as you can see, you really only have one solution in this case. How can you find
another? Here’s the traditional way of solving this issue: So far, you’ve been finding
solutions to second order linear differential equations by assuming the solution is of
the following form:
𝑦(𝑥) = 𝑐𝑒 𝑟𝑥
However, consider this: What if you replaced the constant with a function of x, m(x),
instead? Doing so would let you handle more general second order linear differential
equations. By doing this, you get:
𝑦(𝑥) = 𝑚(𝑥)𝑒 𝑟𝑥
In this case, 𝑟 = – 𝑏/2𝑎, so you get this form of the solution:
𝑏𝑥
𝑦(𝑥) = 𝑚(𝑥)𝑒 −2𝑎
Differentiating the equation gives you:
𝑏𝑥 𝑏 𝑏𝑥
𝑦′(𝑥) = 𝑚′(𝑥)𝑒 −2𝑎 − 𝑚(𝑥)𝑒 −2𝑎
2𝑎
You also need y"(x) to substitute into the differential equation. Doing so gives you:
𝑏𝑥 𝑏 ′ 𝑏𝑥 𝑏2 𝑏𝑥
𝑦 ′′(𝑥) = 𝑚′′ (𝑥)𝑒 −2𝑎 − 𝑚 (𝑥)𝑒 −2𝑎 + 2 𝑚(𝑥)𝑒 −2𝑎
2𝑎 2𝑎
Substituting y(x), y'(x), and y"(x) into the following differential equation:
𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0
gives you (after rearranging the terms):
′′ (𝑥) ′(𝑥)
𝑏2 𝑏2
𝑎𝑚 + (𝑏 − 𝑏)𝑚 +( − + 𝑐) 𝑚(𝑥) = 0
4𝑎 2𝑎
So b – b = 0 in the second term, along with combining the fractions in the third term,
gives you:
′′ (𝑥)
𝑏2
𝑎𝑚 + (𝑐 − ) 𝑚(𝑥) = 0
4𝑎
Here’s the trick: Note that 𝑐 – 𝑏 2 /4𝑎 is the discriminant of the characteristic equation,
and in this case (the case of real identical roots), the discriminant equals zero. So
you have:
𝑎𝑚′′ (𝑥) = 0
or simply, dividing by a:
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𝑚′′ (𝑥) = 0
Wow, that looks pretty easy after all. After integrating, you get this final form for m(x):
𝑚(𝑥) = 𝑑1 𝑥 + 𝑑2
where 𝑑1 and 𝑑2 are constants.
Because the second solution you’ve been looking for is 𝑦2 (𝑥) = 𝑚(𝑥)𝑒 𝑟𝑥 = 𝑑1 𝑥𝑒 𝑟𝑥 ,
here’s the general solution of the differential equation in the case where the
characteristic equation’s roots are real and identical:
𝑏𝑥⁄ 𝑏𝑥⁄
𝑦(𝑥) = 𝑐1 𝑥𝑒 − 2𝑎 + 𝑐2 𝑥𝑒 − 2𝑎
This trick, it turns out, can often be used to find a second solution to a second order
linear homogeneous differential equation if you already know one solution. In fact,
trying a solution of the form y(x) = m(x)f(x) is so useful that it has been given a name:
the method of reduction of order. I discuss this method in more detail later in this
chapter.
Example
Want to see an example so that the identical real root concept can really take hold?
Take a look at this differential equation:
𝑦 ′′ + 2𝑦 ′ + 𝑦 = 0
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THEOREM OF SUPERPOSITION
If you have the second order linear homogeneous differential equation:
𝑦 ′′ + 𝑝(𝑥)𝑦 ′ + 𝑞(𝑥) = 0
and have two solutions, 𝑦1 (𝑥) and 𝑦2 (𝑥), then any linear combinations of these
solutions:
𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2
where 𝑐1 and 𝑐2 are constants, is also a solution of the differential equation.
In plain English, this theorem simply says that if you have two solutions to a second
order linear differential equation, a linear combination of those two solutions is also a
solution. You actually use this theorem throughout the first part of this chapter as you
solve second order linear homogeneous differential equations for two solutions, 𝑦1
and 𝑦2 , and give the general solution as a linear combination of the two.
Here’s another example; say that you have the following second order linear
differential equation:
𝑦 ′′ − 𝑦 ′ = 0
You can guess that the solution is of the form 𝑦 = 𝑒 𝑛𝑥 and that substituting it in
gives you:
𝑛2 𝑒 𝑛𝑥 − 𝑒 𝑛𝑥 = 0
or:
𝑛2 − 1 = 0
Therefore:
𝑛 = ±1
So the two solutions you’ve worked out are:
𝑦1 = 𝑐1 𝑒 𝑥
and
𝑦2 = 𝑐2 𝑒 −𝑥
According to this theorem, the following linear superposition of these solutions is also
a solution:
𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥
You can verify your solution by substituting it into the original equation:
𝑦 ′′ − 𝑦 ′ = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥 − (𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥 ) = 0
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PHILIPPINE STATE COLLEGE OF AERONAUTICS
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AERONAUTICAL ENGINEERING DEPARTMENT
Learning Module 02: Higher Order Derivatives
SOLVED PROBLEM
Solve the differential equations
1. 𝑦 ′′ + 𝑦 ′ − 6𝑦 = 0
𝑑2 𝑦 𝑑𝑦
2. 3 + 𝑑𝑥 − 𝑦 = 0
𝑑𝑥
3. 4𝑦 ′′ + 12𝑦 ′ + 9𝑦 = 0
4. 𝑦 ′′ − 6𝑦 ′ + 13𝑦 = 0
−1 ± √13
𝑟=
6
Since the roots are real and distinct, the general solution is
−1+√13 −1−√13
( )𝑥 ( )𝑥
6 6
𝑦 = 𝑐1 𝑒 + 𝑐2 𝑒
Solution for number 3
4𝑦 ′′ + 12𝑦 ′ + 9𝑦 = 0
The auxiliary equation is
4𝑟 2 + 12𝑟 + 9 = 0
We can factory the auxiliary equation.
(2𝑟 + 3)2 = 0
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PHILIPPINE STATE COLLEGE OF AERONAUTICS
INSTITUTE OF ENGINEERING AND TECHNOLOGY
AERONAUTICAL ENGINEERING DEPARTMENT
Learning Module 02: Higher Order Derivatives
3
So the only root is 𝑟 = − 2, in which we have identical roots. The general solution is
−3𝑥 −3𝑥
𝑦 = 𝑐1 𝑒 2 + 𝑐2 𝑥𝑒 2
6 ± √36 − 52
𝑟=
2
𝑟 = 3 ± 2𝑖
The general solution of the differential equation is
𝑦 = 𝑒 3𝑥 (𝑐1 cos 2𝑥 + 𝑐2 sin 2𝑥)
Problem set: Analyze and solve. Write FULL SOLUTION in A4 or short bond paper
or long bond paper or any white clean paper. Please write your name on the top left
corner and your course, year level, and the section below. Insert “Midterm
Assignment” at the top center of the paper. No erasures or alterations allowed. Box
all your final answers. Submit your scanned work to the provided link in the google
classroom. Indicate method/solution used.
A. Arrange the differential equation to its General form and classify if it is a 2 nd
order linear homogeneous equation
𝑑2 𝑦 𝑑𝑦
a. 3 𝑑𝑥 2 + 𝑑𝑥 − 𝑦 = 0
b. 4𝑦 ′′ + 3𝑦 = 0
c. 𝑦 ′ sin 𝑥 + 𝑦 cos 𝑥 𝑦 ′ = 5
d. 𝑦 ′′ = 1
B. If the equation on A is a 2nd order linear homogeneous equation, find the
general solution
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PHILIPPINE STATE COLLEGE OF AERONAUTICS
INSTITUTE OF ENGINEERING AND TECHNOLOGY
AERONAUTICAL ENGINEERING DEPARTMENT
Learning Module 02: Higher Order Derivatives
It should contain a report about the important parts/Key points of every topic in this module in the way you understand it.
Include some examples about every topic as much as possible.
PS. You don’t need to give examples that you haven’t learned yet or not included in the module.
Rubrics
Score CRITERIA
Knowledge Generate new ideas Completeness
5 The report shows full The report shows The report covers all
knowledge with a well best new ideas for the topics in the
concise explanations advancement of module
learning
4 The report shows numerous The report shows The report covers
knowledge with a well some new ideas for 80% of the topics in
concise explanations advancement of the module
learning
3 The report shows numerous The report shows a The report covers
knowledge with concise well generated new 60% of the topics in
explanations ideas the module
2 The report shows numerous The report shows The report covers
knowledge with some some new ideas 40% of the topics in
concise explanations the module
1 The report shows some The report doesn’t The report covers
knowledge with some show new ideas 20% of the topics in
concise explanations the module
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