A106 - Differential Equations

Philippine Handbook Differential Equation
in Chemical Engineering by Susan A. Roces
A6. DIFFERENTIAL EQUATIONS
Differential Equation is an equation that either contains derivatives if explicitly expressed or

differentials if implicitly expressed.
Two types of differential equations:
1. Ordinary Differential Equation (ODE) contains total derivatives only. It is a differential

equation that contains one independent variable.
2. Partial Differential Equation (PDE) contains partial derivatives only; it contains more
than one independent variable with one or more dependent variables.
Order of a differential equation refers to the order of the highest ordered derivative involved
in the equation.
Degree of a differential equation is the algebraic degree of the highest-ordered derivative

involved in the equation.
Linearity of a differential equation – is an equation where the dependent variable and its
corresponding derivatives occur to the first degree only and not to the higher powers or in
products, or as transcendental functions.
General and Particular solutions:
A Solution of a Differential Equation of order n which contains n arbitrary constants is called

a GENERAL SOLUTION.
A Solution of a Differential Equation, which can be obtained from the General Solution by
giving special values to the arbitrary constants is called a PARTICULAR SOLUTION.
A6.1 ORDINARY DIFFERENTIAL EQUATIONS
A6.1.1 Ordinary Differential Equations of the First Order, First Degree
1. Equations with Separable Variables
Standard Form: M  x, y  dx  N  x, y  dy  0
Solution:  A x  dx   B y  dy  C
A6 - 1
Note: Variables can be separated or grouped to a term involving x alone

(combined with dx) and y alone (combined with dy).
General. Solution: F(x, y) = C
2. Homogenous Equations
Homogenous Functions: A function is said to be homogenous of degree k

if and only if: f (x, y) = k f (x, y)
A differential equation M(x, y) dx + N(x, y) dy = 0 is homogenous if both M(x, y) and

N(x, y) are homogenous functions of the same degree.
Standard. Form: M  x, y  dx  N  x, y  dy  0
Solution: If both M(x, y) and N(x, y) are homogenous, the substitution of:
y = vx (if N is simplier than M)

x = vy (if M is simplier than N)
would reduce the resulting equation to the variable separable type.
General Solution: F (x, y) = C
3. Exact Differential Equations
Standard Form: M  x, y  dx  N  x, y  dy  0
Solution: Sufficient and necessary condition for exactness:
 M  x, y   N  x, y 

y x
General Solution: F (x, y) = C
4. Linear Differential Equations
1. Standard Form: Linear in variable y
dy + P(x) dx = Q(x) dx
A6 - 2
P  x  dx
Integrating factor: v x   e 
P  x  dx P  x  dx
General Solution: y e   Q x  e  dx  C
2. Standard Form: Linear in variable x
dx + P(y) dy = Q(y) dy
P  y  dy
Integrating factor: v y   e 
P  y  dy P  y  dy
General Solution: x e   Q y  e  dy  C
3. Standard Form: Linear in a function θ(y)
d θ(y) + P(x) θ(y) dx = Q(x) dx
P  x  dx
P  x  dx P  x  dx
Gen. Solution:   y e   Q x  e  dx  C
5. Bernoulli’s Equations
1. Standard Form: Bernoulli in variable y
dy + P(x) y dx = Q(x) yn dx
 1n  P  x  dx
 1 n  P  x  dx  1n  P  x  dx
General Solution: y (1 n ) e    1  n  Q  x  e  dx  C
2. Standard Form: Bernoulli in variable x
dx + P(y) x dy = Q(y) xn dy
1 n  P  y  dy
Integrating factor: v y   e 
 1 n  P  y  dy  1 n  P  y  dy
General Solution: x (1 n ) e    1  n  Q  y  e  dy  C
A6 - 3
Applications of First Degree, First Order Differential Equations:
1. Decomposition and Growth
The rate of decomposition/growth of a substance is directly proportional to the number of

substance present at anytime t.
Let x = number of substance present at anytime t
dx
Standard Form: α x
dt
x = c ekt (A6 – 1)
2. Newton’s Law of Cooling
The rate at which the temperature of a body changes is directly proportional to the
difference of the temperature of the surroundings from the body itself.
Let T = temperature of the body at anytime t

T0 = temperature of the surroundings/outside
dT
Standard Form: α (T – To)
dt
T = To + c ekt (A6 – 2)
3. Chemical Solutions
The rate of concentration/accumulation of salt in the solution is directly proportional to

the product of the initial concentration of the incoming solution/s and the volumetric
flowrate of the incoming solution/s minus the product of the final concentration of the
outgoing solution/s and the volumetric flowrate of the outgoing solution/s.
m1 Q
QQqq m2 = m
q1 Qo q2
V
Vo
A6 - 4
Let: m = concentration of the solution at anytime t (lb/gal)

m1 = initial concentration of the incoming solution (lb/gal)
m2 = m = concentration of the outgoing solution/concentration of solution
at any instant (lb/gal)
q1 = volumetric flowrate of the incoming solution (gal/min)
q2 = volumetric flowrate of the outgoing solution (gal/min)
Qo = initial amount of salf (lb)
Q
Q = amount of salt at anytime t (lb)
Vo = initial volume of the solution in the tank (gal)
V = volume at anytime (gal)
dQ
Standard Form: = (mq)incoming - (mq)outgoing
dt
Pertinent Equations:
V = Vo + (q1 - q2) t (A6 – 3)
Q
m = (A6 – 4)
V
4. Electric Circuits
Kirchoff’s Law:
The algebraic sum of voltage drop around a loop or electric circuit is zero.
Voltage supplied = sum of voltage drops
Let E = source of energy/voltage potential (EMF) R
ER = voltage drop across a resistor

EL = voltage drop across an inductor E I(t)
EC = voltage drop across a capacitor
Q = charge on a capacitor (coulomb)
I = current (ampere)
Standard. Form: E = ER + EL + EC (A6 – 5)
dI 1
E= RI + L + Q (A6 – 6)
dt c
Pertinent Equations:
dQ
I = (A6 – 7)
dt
A6 - 5
5. Drying
If the rate of drying of a certain solid is proportional to its moisture content, M and the
product of the difference between the concentration of moisture of air very near the
surface of the solid, Hs and the moisture content of the surrounding air, called humidity, H
then the differential equation becomes
dM
  kM ( H s  H )
dt
where Hs and H may vary with M. If the effect of the humidity near the surface and the
surrounding air is negligible, the differential equation becomes similar to decomposition.
6. Velocity of Escape
According to Newton’s Law of Gravity, the acceleration of a particle at any point r from
the center of the earth whose radius is R, is given by
gR 2 dv
a 2
v
r dr
Solving the differential equation we get
2 gR 2
v2  C
r
If a particle leaves the surface at a velocity vo, C = vo2-2gR, thus
2 gR 2
v2   vo2  2 gR
r
In order for a particle projected in a radial direction to escape the gravitational pull of the
earth, it must have a positive velocity and this can only occur if
v o2  2 gR  0
Therefore, the minimum velocity, called the escape velocity is
ve  2 gR
For earth, R is approximately 3960 miles, thus the ve = 6.95 mi/s or 40,260 km/hr.
A6 - 6
A6.1.2. Ordinary Differential Equations of Higher Order
General Equation:
dny d n 1 y dy
b0  x  n
 b1  x  n 1
 ....  bn 1  x   bn  x  y  R x  (A6 - 8)
dx dx dx
If R(x) = 0, the equation is homogenous

R (x)  0, the equation is non-homogenous
Let the differential operator D be defined as

d d2 dn
D ; D2  ; …. D n

dx dx 2 dx n
Equation A6 - 8 may now be written in the simplified form
b0  x  D n y  b1  x  D n 1 y  .....  bn 1  x  Dy  bn  x  y  R x  (A6 - 9)
If Equation A6 – 9 is homogenous, R(x) = 0, or
b0  x  D n y  b1  x  D n 1 y  ....  bn 1  x  Dy  0
(A6 - 10)
1. Homogenous Linear Equations with Constant Coefficients
Standard Form:
dny d n 1 y d n2 y dy
n n 1 n2
ao dx + a1 dx + a2 dx +…. + an – 1 dx + an y = 0
where: ao, a1, a2,……an = constant coefficients

Properties of Homogenous Differential Equations
1. If y1(x) and y2(x) are solutions of Equation A6 - 10, then the linear combination
y  c1 y1  x   c 2 y 2  x 
is also a solution. c1 and c2 are arbitrary constants
Proof: Since y1(x) and y2(x) are solutions, then they must satisfy Equation A6 - 10, i.e,
b0  x  D n y1  b1  x  D n 1 y1  ....  bn 1  x  Dy1  bn  x  y1  0
(A6 - 11)
A6 - 7
b0  x  D n y 2  b1  x  D n 1 y 2  ....  bn 1  x  Dy 2  bn  x  y 2  0 (A6 - 12)
multiply Equation A6 - 11 by c1 and A6 – 12 by c2 and add,

b0  x  D n  c1 y1  c 2 y 2   b1  x  D n 1  c1 y1  c 2 y 2   ....
 bn 1  x   c1 y1  c 2 y 2   bn  x   c1 y1  c 2 y 2   0 (A6 – 13)
Which proves that the sum is also a solution since it satisfies the Differential Equation
Similarly, if y1(x), y2(x), …. yn(x) are solutions of Equation A6 – 10 then
y  c1 y1  x   c 2 y 2  x   ....  c n y n  x  is also a solution (A6 – 14)
2. If y1(x), y2(x) … yn(x) are linearly independent solutions of Equation A6 - 10 then
y  c1 y1  x   c 2 y 2  x   ....  c n y n  x 
is a GENERAL SOLUTION of the homogenous D.E.
Linear Independence
Definition: The functions y1(x), y2(x), y3(x), … yn(x) are said to be linearly independent if
the following identity
c1 y1 ( x)  c 2 y 2 ( x )  c3 y 3 ( x)  ....  c n y n ( x)  0 (A6 – 15)
can not be satisfied unless all the constants are zero.
If the constants, not all zero, can be found such that Equation A6 – 15 is satisfied, then
the functions are said to be linearly dependent.
The Wronskian
Consider a set of functions y1(x), y2(x), y3(x) … yk(x) which are linearly dependent, the
combination of which is
c1 y1 ( x)  c 2 y 2 ( x )  c3 y 3 ( x )  ....  c k y k ( x )  0
taking the derivative up to the (k-1)th derivative

c1 y1 ' ( x )  c 2 y 2 ' ( x )  c3 y 3 ' ( x )  ....  c k y k ' ( x )  0
c1 y1 ' ' ( x )  c 2 y 2 ' ' ( x )  c 3 y 3 ' ' ( x)  ....  c k y k ' ' ( x )  0
c1 y1 ' ' ' ( x)  c 2 y 2 ' ' ' ( x)  c3 y 3 ' ' ' ( x)  ....  c k y k ' ' ' ( x)  0
:
:
c1 y1k 1 ( x)  c 2 y 2k 1 ( x )  c3 y 3k 1 ( x )  ....  c k y kk 1 ( x )  0
A6 - 8
Writing the above equations in determinant form to evaluate for ck
y1 ( x) y 2 ( x) y 3 ( x)..... 0
y1 ' ( x) y 2 ' ( x) y 3 ' ( x )..... 0
y1 ' ' ( x) y 2 ' ' ( x) y 3 ' ' ( x )..... 0
:
:
k 1
y 1 ( x) y 2k 1 ( x ) y 3k 1 ( x )..... 0
ck 
y1 ( x) y 2 ( x) y 3 ( x )..... y k ( x)
y1 ' ( x ) y 2 ' ( x) y 3 ' ( x)..... y k ' ( x)
y1 ' ' ( x ) y 2 ' ' ( x) y 3 ' ' ( x)..... y k ' ' ( x)
:
:
k 1
y 1 ( x) y 2k 1 ( x) y 3k 1 ( x)..... y kk 1 ( x)
A
ck 
W
Since A  0 and c k  0 as the functions are linearly dependent, then it follows that
W  0, to satisfy the identity.
Thus, y1, y2, y3, …. yn are linearly dependent if W  0 and they are linearly
independent if W  0 .
The determinant W is called the WRONSKIAN of the k functions involved.
Standard Forms: f(D) y = 0
a o D n y  a1 D n 1 y  a 2 D n 2 y  ......  a n1 Dy  a n y  0
or a D
o
n
 a1 D n 1  a 2 D n  2  ......  a n 1 D  a n y  0 
GENERAL SOLUTION:
If m is any root of the equation f ( m)  0 , called the auxiliary equation, then

f ( D )e mx
0
which means that y  ce mx
is a solution of Equation A6 – 15
If y1  e m1x , y 2  e m2 x ,.... y n  e mx
Where e m1 x , e m2 x ,....e mx are linearly independent, then the sum
A6 - 9
y  c1e m1x  c 2 e m2 x  ....  c n e mn x
is the GENERAL SOLUTION of Equation A6 – 15
Proof: Since D k (e mx )  m k e mx , where k is a positive integer, then the effect of the

operator D upon emx may be determined.
n 1
Let f ( D)  a0 D  a1 D  ....  a n 1 D  a n with constant coefficients
n
Then, f ( D)e mx  a 0 m n e mx  a1 m n 1e mx  ....  a n 1 me mx  a n e mx

n 1
or f ( D)e  e [a0 m  a1 m  ....  a n 1m  a n ]
mx mx n
 e mx f (m)
If m is the root of the equation, f(m) = 0
 f ( D )e mx  0
The Auxiliary Equation: f(m) = 0
or a o m n  a1m n1  a 2 m n2  ......  a n1m  a n  0
Roots of Auxiliary Equation:
Case 1. Distinct and Real Roots
Solution: f(m) = 0 roots m1, m2, m3, …… mn
General Solution:
y  C1e m1x  C 2 e m2 x  C 3 e m3 x  .......  C n e mn x
Case 2. Repeated Real Roots
Solution: f(m) = 0 with roots m1= m2 = m3 = …… = mn
General Solution:
A6 - 10
y   C1  C 2 x  C 3 x 2  .......  C n x n 1 e mx
Case 3. Distinct and Imaginary Roots
Solution: f(m) = 0 with roots m = a  ib
m1 = a + ib, m2 = a – ib
where: a, b = real numbers and b ≠ 0
General Solution:
y  C1e ax sin bx  C 2 e ax cos bx
Case 4. Repeated Imaginary Roots
Solution: f(m) = 0 with roots m1 = m2 = m3 = m = a  ib
where: a, b = real numbers and b ≠ 0
General Solution:
  
y  C1  C 2 x  C3 x 2 e ax sin bx  C 4  C5 x  C6 x 2 e ax cos bx
2. Non-Homogenous Linear Equations with Constant Coefficients
Standard Form:
dny d n 1 y d n2 y dy
bo dx n + b1 dx n 1 + b2 dx n  2 +…. + bn – 1 dx + bn y = R(x)
(bo Dn + b1 Dn-1 + b2 Dn-2 + …. + bn – 1D + bn) y = R(x)
General Solution: y = yc + yp
where: yc = complementary function which is the general solution of the

homogenous equation f(D) y = 0
yp = particular solution of the original equation
Proof: Substitute the general solution, Equation A6 - 10 in Equation A6 - 9

(a 0 y cn  a1 y cn 1  ....  a n 1 y c ' a n y c )
A6 - 11
 ( a 0 y np  a1 y np1  ....  a n 1 y p ' a n y p )  0  R ( x )
 f ( D ) y c  0 and f ( D ) y p  R ( x )
which shows that both yc and yp are solutions and that yp depends on R(x).
Two methods in solving for the particular solution:
1. Method of Undetermined Coefficients
Note: The right member of the equation R(x) is itself a particular solution of some
homogeneous linear differential equation with constant coefficients.
Complementary Solution: yc
Auxiliary equation: f(m) = 0
yc will either have the following general solution depending on the roots of the
auxiliary equation:
y c  C1e m1x  C 2 e m2 x  C3 e m3 x  .......  C n e mn x

y c  C1  C 2 x  C3 x 2  .......  C n x n1 e mX 
ax ax
y c  C1e sin bx  C 2 e cos bx
   
y c  C1  C 2 x  C3 x 2 e ax sin bx  C 4  C 5 x  C 6 x 2 e ax cos bx
where: C1, C2, C3, C4, C5, …. Cn are arbitrary constants
Particular Solution: yp
R(x) itself is a solution of a homogenous linear differential equation with constant

coefficient, hence the roots, m1’, m2’ ……,mn’ can be determined from the given R(x) .
yp then will be based on the m’s and treat the roots as roots from the auxiliary
equation. yp will then have any of the following forms:
y p  Ae m1x  Be m2 x  Ce m3 x  .......  Ze mn x
y p   A  Bx  Cx 2  .......  Zx n 1 e mx
y p  Ae ax sin bx  Be ax cos bx
  
y p  A  Bx  Cx 2 e ax sin bx  D  Ex  Fx 2 e ax cos bx 
where A, B, C, D, ….. , Z are to be determined numerically so that yp will
satisfy the original differential equation.
A6 - 12
2. Method of Variation of Parameters
Note: The right member of the equation R(x) is not a particular solution of some
homogeneous linear differential equation with constant coefficients.
Complementary Solution: yc
Auxiliary equation: f(m) = 0
yc will either have the following general solution depending on the roots of the
auxiliary equation:
y c  C1e m1x  C 2 e m2 x  C3 e m3 x  .......  C n e mn x
y c   C1  C 2 x  C3 x 2  .......  C n x n 1 e mx
y c  C1e ax sin bx  C 2 e ax cos bx
   
y c  C1  C 2 x  C3 x 2 e ax sin bx  C 4  C 5 x  C 6 x 2 e ax cos bx
where: C1, C2, C3, C4, C5, …. Cn are arbitrary constants
Particular Solution: yp
yp will be based on the solved yc above except for the arbitrary constants are converted
to functions of x (or parameters) and will either have the following solution:
y p  Ae m1x  Be m2 x  Ce m3 x  .......  Ze mn x
y p   A  Bx  Cx 2  .......  Zx n 1 e mx
y p  Ae ax sin bx  Be ax cos bx
  
y p  A  Bx  Cx 2 e ax sin bx  D  Ex  Fx 2 e ax cos bx
where: A, B, C, D, ….. , Z are functions of x to be determined so that yp will
satisfy the original differential equation.
Application of Linear Differential Equation:
Deflection of Beams
Consider a horizontal beam of length 2Lwhich is freely supported at both ends. We would like
to determine the equation of its elastic curve and its maximum deflection when the load is W
lb/ft of length.
x
1/2x
A6 - 13
P(x, 4)
wL wx wL
EI
For a uniform horizontal beam, M  where: M = bending moment; E = modulus of
R
elasticity; I = moment of Inertia; and R = radius of curvature, which is defined as
1
R 2
d y
dx 2
d2y
  M  EI
dx 2
Consider the free body diagram at the left of the figure, a summation of moments at point P,
gives
1 d2y
  Mp : wlx  x( wx)  EI
2 dx 2
d2y 1
integrating EI 2
 wlx  x 2 w
dx 2
dy 1 1
EI  wlx 2  wx 3  c1
dx 2 6
dy 1
at the middle of the beam: x  l , 0  c1   wl 3
dx 3
dy 1 1 1
 EI  wlx 2  wx 3  wl 3
dx 2 6 3
1 1 1
integrating again, EIy  wlx 3  wx 4  wl 3 x  c 2
6 24 3
at x  0, x  y  0 , and c 2  0 , the equation of the elastic curve is then

y
w
24 EI
 4lx 3  x 4  8l 3 x 
when x  l ,  y max  
w
24 EI
 4l 4  l 4  8l 4  =
5wl 4
24 EI
A6.1.3. Laplace Transform
A. Definition of the Laplace Transform of any function F(t):
A6 - 14

L F  t    0 e  st F  t  dt  f  s 
where:
L = Laplace operator which transforms each function F(t) into

some function f(s)
F(t) = any function such that the integration encountered maybe
legitimately performed
s = parameter
e-st = kernel of the transformation
B. Linearity Property of Laplace Transform
L C1 F1  t   C 2 F2  t   C1 L F1  t   C 2 L F2  t 
C. Transforms of Elementary Functions

a
1. L{a} = , a = constant (A6 – 16)
s
1
2. L{t} = (A6 – 17)
s2
n
3. L { tn } = , n = positive integer (A6 – 18)
s n 1
1
4. L { e at } = (A6 – 19)
sa
1
5. L { e - at } = (A6 – 20)
sa
s
6. L { cos kt } = (A6 – 21)
s  k2
2
k
7. L { sin kt } = (A6 – 22)
s  k2
2
s
8. L { cosh kt } = (A6 – 23)
s k2
2
k
9. L { sinh kt } = (A6 – 24)
s k2
2
A6 - 15
D. Transforms of Derivatives
The laplace transform of the derivative Fn(t) can be expressed in terms of L{F(t)} by
successive integration by parts.

L F  t   0 e  st F  t  dt  f  s 
L F '  t   sf  s   F  0
L F ' '  t    s 2 f  s   sF  0   F ' (0)
L F ' ' '  t   s 3 f  s   s 2 F  0   sF ' (0)  F ' ' (0) .
.
.
 
L F n  t   s n f  s   s n1 F  0   s n2 F ' (0)  s n3 F ' ' (0)  .....F  n1  0 
E. Transforms of eat F(t)
L { e at F(t) } = f(s – a)
n
1. L { e at tn } = (A6 – 25)
( s  a ) n 1
k
2. L { e at sin kt } = (A6 – 26)
(s  a) 2  k 2
sa
3. L { e at cos kt } = (A6 – 27)
(s  a) 2  k 2
k
4. L { e at sinh kt } = (A6 – 28)
( s  a) 2  k 2
sa
5. L { e at cosh kt } = (A6 – 29)
( s  a) 2  k 2
First-Shifting Theorem:
L-1 { f(s – a) } = e at L-1 { f(s) } (A6 – 30)
L-1 { f(s – a) } = e at F(t) (A6 – 31)
F. Transforms of tn F(t) – Derivatives of Laplace Transform
A6 - 16
f’(s) = L { - t F(t) }
f’’(s) = L { t2 F(t) }
f’’’(s) = L { - t3 F(t) }
.
.
.
fn (s) = L { (- t)n F(t) }
2sk
6.1 L { t sin kt } =
s 2
 k2  2 (A6 – 32)
s2  k 2
6.2 L { t cos kt } = (A6 – 33)
s 2
 k2  2
G. Inverse Transforms
Definition: L { F(t) } = f(s)
F(t) = L-1 { f(s) }
a
1. L-1 { } = a (A6 – 34)
s
1
2. L-1 { } = t (A6 – 35)
s2
n
3. L-1 { n 1 } = tn (A6 – 36)
s
1
4. L-1 { } = e at (A6 – 37)
sa
1
5. L-1 { } = e – at (A6 – 38)
sa
k
6. L-1 { }= sin kt (A6 – 39)
s  k2
2
s
7. L-1 { }= cos kt (A6 – 40)
s  k2
2
A6 - 17
k
8. L-1 { }= sinh kt (A6 – 41)
s k2
2
s
9. L-1 { }= cosh kt (A6 – 42)
s k2
2
H. Initial Value Problems
The Laplace operator will transform a differential equation with constant coefficients
into an algebraic equation in the transformed equation. This method is at its best when
the boundary conditions are actually initial conditions, those giving the value of the
function and its derivatives at time zero.
I. Unit Step Function – alpha ( )
0, , , , , t  0
Definition:  (t)  
1, , , , , t  0
Second-Shifting Theorem (Laplace of a Step Function):
L { F(t - c)  (t - c) } = e – c s L { F(t) }
= e – c s f(s)
Inverse Laplace Transform of Second-Shifting Theorem:
F(t - c)  (t - c) = L-1 { e – c s f(s) }
J. Laplace Transforms of Integrals

If L f (t )  f ( s ), then L  f (t )dt  f (ss)
0
t
K. Change of Scale property
1 s
L f ( at )  f 
a a
A6 - 18
L. Laplace Transforms of a Power Series
If f(t) has a power series expansion (Taylor’s series) given by


f (t )  a 0  a1t  a 2 t 2  ...   a n t n
f ( n ) ( 0)
where: a n 
n 0 n!

a a 2!a n! a n
Then L f (t )  0  21  3 2  ...   n 1
s s s n0 s
 (n)
f (0)
L f (t )   n 1
n 0 s
M. Initial Value Theorem
F (t )  lim sf ( s )
If the limit exists, then t lim
 0 s  
N. Final Value Theorem
F (t )  lim sf ( s )
If the limit exists, then t lim
  s  0
O. The Gamma Function
This is especially useful for determining the Laplace transforms of non-integral

powers of t.

Definition: ( x)  0
e   x 1
d x0
replacing x by x  1: ( x  1)  
0

e    x d
Let u   x d  e   d
du  x x 1 d   e  

=  e x  
0   e   x 1
xd
0

( x  1)  x  e    z 1
d
0
 ( x  1)  x( x)
For n a positive integer
( n  1)  n( n)
= n( n  1)( n  1)
= n(n  1)(n  2)(n  2)
= (n  1)(n  2)(n  3)...3  2  1(1)

 e   d  e   
but  (1) 
0
0 1
A6 - 19
 ( n  1)  n!
( x  1)
It can be shown that L t 
x
  s  0, x  1
s x 1
If we let x   1 , Lt  s
1
2
1 2 Since L t     s 
1
2
1
2
2 1
2
1
    x
2
G. Periodic Functions
If F(t) is periodic with period , F (t   )  F (t )


Then L F (t ) 
 0
e  s F (  )d
where   t  n
 s
1 e
H. Solution of Systems of Linear Differential Equation with Initial Values (Laplace

Transform Method)
The Laplace operator can be used to transform a system of linear differential equations
with constant coefficients into a system of algebraic equations. The application of the
Laplace operator transforms the problem into solving a pair of simultaneous algebraic
equations.
A6.1.4. Application of Laplace Transforms
Vibration of a Spring
A6 - 20
Let x = distance from the point of equilibrium;  = Hooke’s spring proportional constant
W = weight of the body; R = resistance of medium to motion; b = proportionality
constant due to resistance of medium
Assume:
1. Weight of spring is negligible
2. Resistance of medium is proportional to velocity, i.e.,
dx
R  b  b
dt
3. The motion of the body is always vertical.
Applying Newton’s Law of Motion to the free body : F  ma

dx W d 2 x
W   x  W   b 
dt g dt 2
W d 2x dx
2
 b  x  0
g dt dt
W
If an additional force F  t  is imposed upon the system:
g
W d 2x dx W
2
 b  x  F t 
g dt dt g
dx
With initial conditions: t = 0, x = xo, o
dt
Rewriting the above equation:

d 2 x bg dx g
  x  Ft
dt 2 W dt W
Let
bg g
 2 ,  2
W W
d 2x dx
2
 2   2x  Ft
dt dt
or
x"  t   2 x'  t    2 x t   F  t 
Taking the Laplace transform, let L x t   u  s  and L F  t   f  s 
S 2u  s   su  0   u '  0  2  su  s   u  0    2u  s   f  s 
A6 - 21
here u  0  xo and u '  0   o
S 2u  s   sxo   o  2su  s   2xo   2u  s   f  s 
 
u  s  s 2  2s   2  f  s   sx o   o  2x o
xo  s      o  xo f  s
u s    2
s  2s  
2 2
s  2s   2
xo  s     ( o  xo ) f  s
u s   
( s  2s   )    
2 2 2 2
(s   )   2   2
2
xo  s     ( o  xo ) f  s
u s   
(s   2 )   2   2 (s   )2   2   2
1. Undamped Vibration. The resistance of medium is zero, i.e.,
R = 0, b = 0,  =0
xo t   o f  s
u s    2
s 
2 2
s 2
a) If F(t) = 0 or f(s) = 0
xo s 
u s    2 o 2
s 2 2
s 
taking the inverse Laplace Transform

o
x t   xo cos t  sin t

which describes a simple harmonic motion.
If initial velocity is zero,  o  0

, x t   xo cos t
2
2 2  
  xo   o 
A  xo   o   
  xo
xo
tan   o
o / 

A6 - 22
In terms of the phase lag,

x(t )  A sin(    )
b. If F(t) = A sin ωt, the Laplace transform is ,

A
f s  
s  2
2
xo s   o A
 u s    2
s 
2 2
 s   2  s 2   2 
xo s  A  1 1 
or u  s    2 o 2  2  2  2 
s 
2 2
s   2 s 
2
s   2 
Taking the inverse Laplace transform,
o A sin  t A sin t
x t   x o cos  t 
sin  t   2
  (   )    2
2 2
If    , that is, the frequency of vibration is the same as the frequency of the
induced force, resonance will occur,
xo s   0 A
u s   
s 
2 2

s2   2  2

 1 
 1
sin ce L1    sin   t cos t 
 
 s 
2 2
 2

 2  3
o A
x t   x 0 cos t  sin t   sin   t cos t 
 2 2
It is seen that the last term is increasing with time. This will make x(t) unbounded.
2. Damped Vibrations
Let F(t) = 0 (no external impressed force)
xo  s      o   o 
u s  
s   2   2   2 
Case 1: If    ,  2   2  0 Let  2   2   2
A6 - 23
xo  s      o   o 
u s  
s   2   2
Taking the inverse Laplace transform
 o  x0
x t   e t ( x0 cos t 
sin t

This motion is referred to as an underdamped motion.
Case 2. If   
xo  s      o   o 
u s  
s   2
x t   e t ( x0 ( o  x0 )t
This motion is called critically damped motion
Case 3. If    ,  2   2  0 Let  2   2   2
xo  s      o   o 
u s  
s   2  2
Taking the inverse Laplace transform
 o  x0
x t   e t ( x0 cos t 
sinh t

This motion is called an overdamped motion.
A6.1.5. Special Differential Equations
A. Euler’s Equation
Given: x n y  n   a1 x n1 y  n1  ......  a n1 xy ' a n y  R x  Linear
Equation
Solution:
1. Reduce to a linear equation with constant coefficients by the

changing the variable x et.
2. Substitute y xr to solve the homogeneous equation
3. Cancel the powers of x which are the same for all the terms,
and solve the resulting polynomial for r.
A6 - 24
4. In case of multiple or complex roots, these results into the

form
y  xr(log x)r and y  x[cos ( log x)  i sin ( log

x)]
B. Bessel’s Equation
Standard Bessel Equation:
    
x 2 d 2 y dx 2  1  2  x dy dx    2 2 x 2   2  p 2 2 y = 0
The Bessel Equation can have the following solutions by series

methods:
when p not an integer or zero
y  Ax J p  x    Bx J p  x  

when p an integer
 x
J p  x   
p 
  1 k  x / 2 2k
where: 
 2 k 0 k!   p  k  1
 x
J  p  x    
p 
  1 k  x / 2 2k
p not an
 2  k 0 k!   p  k  1
integer

  n  0 x n 1e  x dx n 0 is the
gamma function
 x
J p  x   
p 
  1 k  x / 2 2k
 2
 k! p  k ! p an
k 0
integer
C. Legendre’s Equation
Standard Legendre Equation:
(1 x2)y2xyn(n 1)y 0 n 0
Solution: yAun(x) Bvn(x) for n not

an integer
where
A6 - 25
n n  1 2 n n  2  n  1 n  3 4 n n  2  n  4  n  1 n  3 n  5 6

un  x  1  x  x  x  .....
2! 4! 6!
when: n is an even integer or zero, un is a polynomial in x
vn  x   x 
 n  1 n  2 x 3   n  1 n  3 n  3 n  4 x 5  .....
3! 5!
when: n is an odd integer, then vn is a polynomial
If n is an integer let:
un  x
Pn  x    for n even or
u n 1
zero
vn  x 
Pn  x    for n odd
v n 1
where: Pn = Legendre polynomials,
P0(x) 1, P1(x) x, P2(x) = 1 2 (3x2 1), P3(x)  1 2 5x3 3x),
....
D. Laguerre’s Equation
Standard Laguerre Equation
x(d2y/dx2) (c x)(dy/dx) ay 0
E. Hermite’s Equation
Standard Hermite Equation:
y2xy2ny 0
Solution:
This standard equation is satisfied by the Hermite polynomial of
degree n:
y AHn(x) when: n is a positive

integer or zero
where, H0(x) 1

H1(x) 2x
A6 - 26
H2(x) 4x2 2

H3(x) 8x3 12x
H4(x) 16x4 48x2 12
Hr 1(x) 2xHr(x) 2rHr 1(x)
F. Chebyshev’s Equation
Standard Chebyshev’s Equation:
(1 x2)yxyn2y 0
Solution: If n is a positive integer or zero, above equation is satisfied

by the nth Chebyshev polynomial
y ATn(x)
where, T0(x) 1

T1(x) x
T2(x) 2x2 1
T3(x) 4x3 3x
T4(x) 8x4 8x2 1
Tr 1(x) 2xTr(x) Tr 1(x)
A6.2. PARTIAL DIFFERENTIAL EQUATIONS
A partial differential equation involves two or more independent

variables.
Examples:
T  2T
K unsteady one dimensional conduction
t x 2
of heat
4 y  2 y
 0 unsteady transverse motion of a
x 4 EI t 2
uniform beam
u u c 2 p p p u
u  0 and u p 0 expansion of a
t x p x t x x
gas
A6 - 27
  2  
  2   e z  heating of a diathermanous solid
 x  t
Solution:
f g(x) h(y)
where: g(x) and h(y) are arbitrary differentiable functions
Note:
1. The general solution of partial differential equations involves
arbitrary functions.
2. The solution of a partial differential equation must satisfy both
the equation and certain auxiliary conditions called initial
and/or boundary conditions, which are given in the problem.
Partial Differential Equations of Second and Higher Order
Standard second-order differential equation:

 2u  2u  2u
a b c  f
x 2 xy y 2
where a, b, c, and f depend upon x, y, u, u/x, and u/.
Note:
b2 4ac 0 equation is hyperbolic
b2 4ac 0 equation is parabolic
b2 4ac 0 equation is elliptic
1. Example of a Hyperbolic Equation: The Wave equation in the form

of
 2u  2u  2u
  0
x 2 y 2 t 2
2. Example of a Parabolic Equation: Heat Equation in the form of
 2u  2u u
 
x 2 y 2 t
3. Example of an Elliptic Equation: Poisson’s Equation in the form of
A6 - 28
 2u  2u
 2  f or  2 u  f
x 2
y
If f = 0, the equation reduces to the Laplace Equation
 2u  2u
 0
x 2 y 2
The above partial differential equations may be solved together with the
appropriate boundary conditions analytically, graphically or numerically.
A6 - 29

A106 - Differential Equations

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A106 - Differential Equations

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Philippine Handbook Differential Equation

in Chemical Engineering by Susan A. Roces

A6. DIFFERENTIAL EQUATIONS

Differential Equation is an equation that either contains derivatives if explicitly expressed or

Two types of differential equations:

1. Ordinary Differential Equation (ODE) contains total derivatives only. It is a differential

Degree of a differential equation is the algebraic degree of the highest-ordered derivative

General and Particular solutions:

A Solution of a Differential Equation of order n which contains n arbitrary constants is called

A6.1 ORDINARY DIFFERENTIAL EQUATIONS

A6.1.1 Ordinary Differential Equations of the First Order, First Degree

1. Equations with Separable Variables

Note: Variables can be separated or grouped to a term involving x alone

General. Solution: F(x, y) = C

Homogenous Functions: A function is said to be homogenous of degree k

A differential equation M(x, y) dx + N(x, y) dy = 0 is homogenous if both M(x, y) and

y = vx (if N is simplier than M)

would reduce the resulting equation to the variable separable type.

General Solution: F (x, y) = C

3. Exact Differential Equations

Solution: Sufficient and necessary condition for exactness:

General Solution: F (x, y) = C

4. Linear Differential Equations

1. Standard Form: Linear in variable y

2. Standard Form: Linear in variable x

3. Standard Form: Linear in a function θ(y)

d θ(y) + P(x) θ(y) dx = Q(x) dx

1. Standard Form: Bernoulli in variable y

2. Standard Form: Bernoulli in variable x

Applications of First Degree, First Order Differential Equations:

1. Decomposition and Growth

The rate of decomposition/growth of a substance is directly proportional to the number of

Let x = number of substance present at anytime t

2. Newton’s Law of Cooling

Let T = temperature of the body at anytime t

The rate of concentration/accumulation of salt in the solution is directly proportional to

Let: m = concentration of the solution at anytime t (lb/gal)

V = Vo + (q1 - q2) t (A6 – 3)

Voltage supplied = sum of voltage drops

Let E = source of energy/voltage potential (EMF) R

ER = voltage drop across a resistor

Standard. Form: E = ER + EL + EC (A6 – 5)

Solving the differential equation we get

If a particle leaves the surface at a velocity vo, C = vo2-2gR, thus

Therefore, the minimum velocity, called the escape velocity is

A6.1.2. Ordinary Differential Equations of Higher Order

If R(x) = 0, the equation is homogenous

Let the differential operator D be defined as

Equation A6 - 8 may now be written in the simplified form

If Equation A6 – 9 is homogenous, R(x) = 0, or

1. Homogenous Linear Equations with Constant Coefficients

where: ao, a1, a2,……an = constant coefficients

b0  x  D n y 2  b1  x  D n 1 y 2  ....  bn 1  x  Dy 2  bn  x  y 2  0 (A6 - 12)

multiply Equation A6 - 11 by c1 and A6 – 12 by c2 and add,

Similarly, if y1(x), y2(x), …. yn(x) are solutions of Equation A6 – 10 then

y  c1 y1  x   c 2 y 2  x   ....  c n y n  x  is also a solution (A6 – 14)

2. If y1(x), y2(x) … yn(x) are linearly independent solutions of Equation A6 - 10 then

is a GENERAL SOLUTION of the homogenous D.E.

taking the derivative up to the (k-1)th derivative

Writing the above equations in determinant form to evaluate for ck

The determinant W is called the WRONSKIAN of the k functions involved.

Standard Forms: f(D) y = 0

If m is any root of the equation f ( m)  0 , called the auxiliary equation, then