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5
Differential
Equations
Prepared by:
Midori Kobayashi
Humber College
35.1 DEFINITIONS
dy
(a)
x 2y
dx
First derivative
d 2 y dy
(b)
3x
2
dx
dx
Second derivative
First derivative
(c) 5 y 3 y xy
Third derivative
Second derivative
( y) 2
2nd power
(a) ( y)3 5( y) 7
Highest - order
derivative
(b)
x
1
y 2
x
y 2
( x) ( y 2)
2
x y 2
2
only one
derivative
1st power
At (0, 0) m x 2 y 0 2(0) 0
At (0, 1) m x 2 y 0 2(1) 2
At (5, 5) m x 2 y 5 2(5) 5
(cont)
(cont)
x
1
1
2
2
y
(1)
At (2, 2):
x
2
1
y 2 (2) 2 2
At (3, 2.5):
x
3
0.5
2
2
y
( 2.5)
At (4, 3.0):
x
4
m 2
0.4
2
y
(3.0)
dx
= x
35.3 FIRST-ORDER
DIFFERENTIAL EQUATION,
VARIABLES SEPARABLE
dy x 2
dx y
x2
dy dx
y
y dy x 2 dx
Integrate:
2
y
dy
dx
(cont)
y dy x dx
2
y 2 x3
C1
2
3
Simplify the answer by multiplying by the LCD 6.:
3 y 2 2 x 3 6C1
ANS : 3y 2 2 x 3 C
dy
4 xy.
dx
dy 4 xydx
Separate the variables by dividing both sides by y
dy
4 xdx
y
Integrate:
1
dy 4 xdx
y
(cont)
ye
ye
2 x 2 C1
2 x2
eC1
ANS : y Ce
2 x2
.
dx 5 x
Multiplying by dx :
y
dy
dx
5 x
Separate the variables by dividing both sides by y
dy
1
dx
y 5 x
Integrate:
1
1
dy
dx
y
5 x
(cont)
1
1
dy
dx
y
5 x
dy
y
.
dx 5 x
u=5x
du = dx
ln y ln 5 x C1
Solve for y:
ln y ln 5 x C1
ln y (5 x) C1
y (5 x ) eC1
eC1
y
5 x
C
ANS : y
5 x
Left side :
Product rule
d ( xy )
dy
dx
x y
or d ( xy ) xdy ydx
dx
dx
dx
x2
xy C
2
x C
ANS : y
2 x
.
dx
x
Clear denominators by multiplying through by xdx :
xdy y (1 xy )dx
Removing the bracket:
xdy ydx xy 2 dx
Move xdy term to
the right side:
xy 2 dx ydx xdy
(cont)
.
dx
x
xy 2 dx ydx xdy
Divide by y 2 :
ydx xdy
xdx
y2
Integrate both sides:
ydx xdy
xdx
y2
x2
x
C1
2
y
Solve for y:
x 2 2C1 x
2
y
y ( x 2 2C1 ) 2 x
ANS : y
2x
x2 C
2 xdy y 2 dx 4 xdx
Since:
d xy
dy dx 2
x 2 y
y
dx dx
d xy 2 2 xydy y 2 dx
So:
2 xdy y dx 4 xdx
2
2
d ( xy ) 4 xdx
xy 2 2 x 2 C
Substituting the boundary conditions:
(1)(2) 2 2(1) 2 C
2C
ANS : xy 2 2 x 2
(a ) (x 2 y 2 ) dx xydy 0
All second - degree
ANS : Homogeneous DE
1st degree
xdy ydx x 2 y 2 dx
xdy x 2 y 2 dx ydx 0
xdy ( x 2 y 2 y )dx 0
( x 2 y 2 y )dx xdy 0
M
dy
y x2 y 2 .
dx
( x 2 y 2 y )dx xdy 0
M
x2 y2 y
(tx ) 2 (ty ) 2 ty t x 2 y 2 ty
Of first degree
t ( x2 y 2 y)
Of first degree
(cont)
Substitute y vx
to transform the given equation into one whose variables can be separated.
However:
Product Rule!
dy
dx
dv
d (vx) v x
dx
dx
dx
Substitute y vx and
dy
dv
v x
dx
dx
dy
dv
v x into the equation:
dx
dx
dy
x y x2 y 2
dx
x (v x
dv
) vx x 2 v 2 x 2
dx
(cont)
x dv 1 v 2 dx
1
1
dv dx
x
1 v2
Integrate:
1
dv dx
2
x
1 v
dv
x 1 v2
dx
(cont)
dx
x
1 v2
ln v v 2 1 ln x C1
v v2 1
ln
C1
x
u = v, a =1, and
du = dv
ln v v 2 1 ln x C1
v v 2 1 C1
e
x
v v2 1
C
x
(cont)
v v 1 Cx
2
Simplify:
v 2 1 Cx v
( v 2 1) 2 (Cx v) 2
v 2 1 C 2 x 2 2Cvx v 2
1 C 2 x 2 2Cvx
1 C 2 x 2 2Cy
35.6 FIRST-ORDER
LINEAR DIFFERENTIAL
EQUATIONS
Rearranging gives:
xy y xy e x
1 x
ex
y
y
x
x
By factoring:
xy y (1 x) e x
Divide by x:
y (1 x) e x
y
x
x
dy/dx
3.
dx x
The above equation is in standard form with p
dy 4
y 3
dx x
Then:
4
and Q 3
x
By log property
logAp =PlogA
4
1
4
Pdx
dx
dx 4ln x ln x
x
x
425, a first-order linear differential equation, can always be made into an
integrable combination by multiplying by an integrating factor R.
(cont)
3.
dx x
4
Pdx ln x
By log property
blog b x x
Integrating factor:
Re
Pdx
ln x 4
x4
dy 4 4 4
x x y 3x 4
dx
x
Multiply by dx
x 4 dy 4 x 3 ydx 3x 4 dx
(cont)
3.
dx x
x 4 dy 4 x 3 ydx 3x 4 dx
Notice that the left side is
the derivative of x 4 y:
d x 4 y x 4 dy 4 x 3 ydx
So,
x dy 4 x ydx 3 x dx
4
4
4
d
(
x
y
)
3
x
dx
3x
x y
C
5
4
3x C
y 4
5 x
35.7 GEOMETRIC
APPLICATIONS OF FIRST
- ORDER DIFFERENTIAL
EQUATIONS
1
dy
( x 2 y)
dx 10
First, see if the variables
can be separated:
1 2
dy x ydx
10
10
dy x 2 dx
y
1
10 dy x 2 dx
y
x3
10ln y C1
3
x3
ln y C2
30
10C1
(cont)
ye
x3
30
C2
x3
x3
e 30 eC Ce 30
2
At (2, 3),
3 C e
C
3
e
8
30
(2)3
30
2.30
x3
y 2.30e 30
1
1
dy dx
y
x
dy
y
dx
x
Integrating gives:
1
1
dx dx
y
x
ln y ln x C1
(cont)
A curve passes through the point (4, 2), as shown in Fig. 35-5.
If from any point P on the curve, the line OP and the tangent
PT are drawn, the triangle OPT is isosceles.
Find the equation of the curve.
Integrating gives: ln y ln x C1
Simplifying gives:
ln y ln x C1
ln xy C1
At (4, 2):
xy (4)(2) C
C 8
xy e C1
xy C
8
xy 8 or y
x
35.8 EXPONENTIAL
GROWTH AND DECAY
1
dy ndt
a y
u=ay
du = dy
a constant of
proportionality
dy
n( a y )
dt
Integrating gives:
1
dy ndt
a y
ln a y nt C1
(cont)
a y e nt C1 e nt C1 e nt e C1 Ce nt
a y Ce nt
y a Ce nt
0 a Ce n(0)
Ca
y a Ce nt a ae nt
y a (1 e nt )
W dv
F ma
g dt
F W kv
a constant of
proportionality
So:
F W kv
W dv
W kv
g dt
W dv
W kv
9.806 dt
(cont)
9.806 dt
Find k by noting that the acceleration must be zero when the limiting speed
(66.4 m/s) is reached
W k (66.4) 0
W
66.4
W
W dv
W (
)v
66.4
9.806 dt
|v| = 66.4
Multiply by 66.4/W
66.4 v
66.4 dv
9.806 dt
dv
66.4 v 6.77
dt (cont)
1
dv
dt
6.77
66.4 v
dv
0.148dt
66.4 v
Integrating gives:
dv
0.148dt
66.4 v
0.148t ln 66.4 v C1
dt
u = 66.4 v
du = dv
ln 66.4 v 0.148t C1
66.4 v e 0.148t C1
When t 0, v 0
66.4 0 Ce 0.148(0)
C 66.4
v 66.4(1 e 0.148t )
(cont)
6.98
v 6.98m / s at 0.75 s
vR v
Furthermore:
the current through the resistor, vR (or v) / R
the current Cdv / dt in the capacitor.
v
dv
C
R
dt
(cont)
1
1
dt dv
RC
v
1
1
dt
dv
v
RC
1
ln v
tk
RC
1
ln E
(0) k
RC
1
ln v
t ln E
RC
ln E k
(cont)
1
ln v ln E
t
RC
v
1
ln
t
E
RC
Going to exponential form and simplifying yields:
1
t
v
e RC
E
v Ee
t RC
(cont)
v Ee
Since i
t RC
v
,
R
Ee
t RC
E t RC
i e
R
1
1
106
5.19
6
RC 1540 125 10
1540 125
From Eq.A83,
At 0.060 s:
(0.7324208)
i
e
1540
1540
0.0547 A
i 0.0547 A 54.7 mA at t 60 ms
E R1 t
115 5.19t
i e
e
R
1540
(cont)
For the circuit of Fig. 35 12, R 1540 , C 125 mF, and E 115 V.
If the switch is thrown from position 1 to position 2 at t 0,
find the current and the voltage across the capacitor at t 60 ms.
1
5.19
RC
At 0.060 s:
From Eq.A86,
v Ee
1t
R
115e 5.19t
v 84.2 V at t 60 ms
35.10 SECOND-ORDER
DIFFERENTIAL
EQUATIONS
d ( y ) / dx 3cos x
Separating variables gives:
d ( y ) 3cos xdx
Integrating gives us:
Since y 1 when x 2,
1 3sin(2) C1
C1 1 3sin 2 1.73
So,
y 3sin x 1.73
d ( y ) 3cos xdx
y 3sin x C1
(cont)
Replacing y by dy / dx
dy (3sin x 1.73) dx
dy
3sin x 1.73
dx
y 3cos x 1.73 x C2
dy (3sin x 1.73)dx
Since y 1 when x 2,
1 3cos(2) 1.73(2) C2
35.10 - EXAMPLE+
Solve the equation y x 2 (where x is in radians)
if y 1 at the point (0, 0).
Replacing y by d ( y) / dx
d ( y ) / dx x 2
Separating variables gives:
d ( y) x 2 dx
Integrating gives us:
2
d ( y) x dx
Since y 1 when x 0,
03
1 C1
3
C1 1
So,
x3
y 1
3
x3
y C1
3
(cont)
dy x
1
dx 3
Separating variables gives:
x3
dy ( 1)dx
3
x
x C2
12
Since y 0 when x 0,
C2 0
x4
y x
12
35.11
SECOND-ORDER
DIFFERENTIAL
EQUATIONS WITH
CONSTANT
COEFFICIENTS AND
RIGHT SIDE ZERO
m 2 3m 2 0
Solve the auxiliary equation:
(m 1)(m 2) 0
m1 1, m2 2
By Eq.430,
y C1e C2 e
x
2x
m 2 5m 0
Solve the auxiliary equation:
m(m 5) 0
m1 0, m2 5
By Eq.430,
y C1e0 x C2 e5 x
y C1 C2 e5 x
m 2 6m 9 0
Solve the auxiliary equation:
(m 3) 0
m3
2
By Eq.431,
y C1e3 x C2 xe3 x
y C1e C2 xe
3x
3x
35.12 SECOND-ORDER
DIFFERENTIAL
EQUATIONS WITH
RIGHT SIDE NOT
ZERO
Since f ( x) 3 x,
f ( x) 3
and
f 0
Then:
Let y p Ax B
(cont)
yp A
and
yp 0
y 5 y
6y
3x
0 5( A) 6( Ax B ) 3x
Solve for A and B:
5 A 6 Ax 6 B 3 x
6 Ax (6 B 5 A) 3 x 0
6A 3 A
6B 5 A 0
1
2
6 B 5( 12 ) 0 B
1
5
yp x
2
12
5
12
m 2 5m 6 0
Solve the auxiliary equation:
yC C1e 2 x C2e 3 x
( m 2)(m 3) 0
By Eq.430,
m1 2, m2 3
Since y y y ,
C
y C1e
2x
1
5
C2 e x
2
12
3x
m2 m 6 0
Solve the auxiliary equation:
(m 2)(m 3) 0
By Eq.430,
m1 2, m2 3
yC C1e
2 x
C2 e
3x
(cont)
Determine yP :
Since f ( x) 36 x 50sin x,
Then:
yp B C cos x D sin x
and
yp C sin x D cos x
36 x 50sin x
6 B 36 B 6
B 6 A 0 A 1
D 7C 50
D 7C 50
C 7 D 0 7 49 D 7C 0
7(1) C
C 7
50 D 50 D 1
(cont)
A 1 B 6 C 7 D 1
So:
y p 1 6 x 7 sin x 1cos x
and
yC C1e 2 x C2e3 x
Since y y y ,
C
R
225
75.0 rad/s
2 L 2(1.50)
<
1
1
LC
1.50(4.75 10 6 )
106
375 rad/s
7.13
(cont)
By Eq. A94,
n 375 rad/s
75.4
e 75.0t sin 367t (A) 137e 75.0t sin 367t (mA)
367(1.50)
R
0
a
0 rad/s
2 L 2(1.50)
<
1
1
LC
1.50(4.75 10 6 )
106
375 rad/s
7.13
(cont)
By Eq. A94,
n 375 rad/s
75.4
sin 375t (A)
375(1.50)
R
2550
a
850 rad/s
2 L 2(1.50)
>
1
1
LC
1.50(4.75 10 6 )
106
375 rad/s
7.13
(cont)
By Eq. A94,
n 375 rad/s
d n 2 a 2
j2 = 1
(cont)
a jd 87.0
a jd 1613
By Eq. A95,
75.4
e 1613t e 87.0t
i
2(763)(1.50)
(A)
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