WTW 256 1/22

Welcome to WTW256 - Dierential Equations!

Course Information Available in the Study Guide
Lecture Notes Given in class
Use the prescribed text book
Prescribed textbook Elementary Dierential Equations
with boundary value problems
Edwards & Penny, 6
th
edition
Semester Tests 2 tests*
Dates to be posted on clickUP
Consultations Hours to be posted*
Class Times Group 4: Tu, 09:30 Thuto 3-2
We, 09:30 Eng III 5
Group 5: Mo, 09:30 Eng III 5
Th, 10:30 Eng II 2-37
Module Structure
1
st
order dierential equations (DEs ),
Linear DEs of 2
nd
order plus higher,
Laplace transform for linear DEs ,
Linear systems.
February 09, 2011 c M. Chapwanya
Unit 1.1 2/22
1
1
st
order dierential equations (DEs )
1.1 BASIC IDEAS: (E+P PP 18)
Recall that
dx
dt
= f

(t)
is the derivative of a function f with respect to t.
Example 1.
dx
dt
= x + t
is a dierential equation relating the unknown function x of an independent variable t to the
derivative x

.
A solution to a DE is a challenge to nd the unknown function, e.g., x = x(t) satisfying the DE
in example 1.
Example 2. The time rate of change of a population P(t) is proportional to the current population
size, i.e.,
dP
dt
= kP, (assuming constant birth/dearth rates),
In general
dy
dx
= f(x, y), y(x
0
) = y
0
,
is an initial value problem where y(x
0
) = y
0
is the initial condition denoting the initial value y
0
when x = x
0
.
Denition 1. A function y = y(x) is a solution of a given DE on a given interval provided the
derivatives exist.
Example 3. Verify that y = e
x
e
x
is a solution of y

= y + 2e
x
.
Solution: we dierentiate the solution to get
y

= e
x
+ e
x
and substitute into the ODE to get
e
x
+ e
x
= e
x
e
x
+ 2e
x
= e
x
+ e
x
which is satised exactly.
February 09, 2011 c M. Chapwanya
Unit 1.1 3/22
Denition 2. The order of a DE is the order of the highest derivative that appears in it.
Example 4. Classify the following DEs
1. y

+ y = 1,
2. yy
(4)
+ y

= 4.
Solution: equation (1) is rst order
equation (2) is fourth order
Denition 3. The general form of an n
th
order DE with independent variable x and unknown
function (dependent variable) y is
F(x, y, y

, y

, , y
(n)
) = 0.
We will assume any DE can be rewritten in the normal form
y
(n)
= G(x, y, y

, y

, , y
(n1)
).
Initial Conditions A set of conditions on the solution that allow us to determine which solution
thereafter. They are normally in the form,
y(x
0
) = y
0
, (i.e., y = y
0
when x = x
0
)
Initial Value Problem (IVP) Is a DE along with an appropriate number of initial conditions.
Example 5. The following is an IVP
2xy

+ 4y 3 = 0, y(1) = 4
General Solution A solution to the dierential equation that contains an arbitrary constant.
Exercises 1. Show that
y(x) =
3
4
+
C
x
2
is a general solution to the DE, 2xy

+ 4y 3 = 0, for an arbitrary constant C.

Particular Solution A solution to the DE satisfying a set of given initial conditions.
Example 6. A particular solution to the IVP in Example 5 is
y(x) =
3
4

19
4x
2
satisfying y(1) = 4.
Explicit Solution Any solution to a DE that can be written in the form y = y(x), i.e., can
write y explicitly as a function of x. And an Implicit Solution is a solution which is not
in explicit form.
February 09, 2011 c M. Chapwanya
Unit 1.1 4/22
Example 7. Consider the DE
x + y
dy
dx
= 0.
Here
x
2
+ y
2
= 4
is an implicit solution to the DE, and
y = +

4 x
2
, y =

4 x
2
are two explicit solutions to the DE.
Chick HERE for more reading material.
February 09, 2011 c M. Chapwanya
Unit 1.2 5/22
1.2 SEPARABLE EQUATIONS & APPLICATIONS
(E+P PP 3242)
Separable DE?
Denition 1. Consider a 1
st
order DE;
dy
dx
= H(x, y).
The DE is called separable provided H(x, y) can be written as a product of a function of x alone,
and a function of y alone, i.e.,
dy
dx
= H(x, y) = g(x)h(y) =
g(x)
f(y)
.
If so, we can write
f(y)dy = g(x)dx.
This equation can easily be solved by integrating both sides wrt x, or equivalently,
_
f(y)dy =
_
g(x)dx + c
Example 1. Solve the following initial value problem (IVP),
dy
dx
= 6xy, y(0) = 7
Solution: This is a separable equation so that
_
dy
y
= 6
_
xdx + c
that is
lny = 3x
2
+ c
or
y = ae
3x
2
and using y(0) = 7 we have
y(x) = 7e
3x
2
Example 2. Show that the DE
dy
dx
=
x
2
1 y
2
is separable and solve the DE for y(0) = 1.
February 09, 2011 c M. Chapwanya
Unit 1.2 6/22
Solution: DE is separable since we can write
(1 y
2
)dy = x
2
dx
and
_
(1 y
2
)dy =
_
x
2
dx + c
y
1
3
y
3
=
1
3
x
3
+ c
where we nd c = 2/3 so that the particular solution is
y
1
3
y
3
=
1
3
x
3
+
2
3
1.2.1 EXISTENCE AND UNIQUENESS
Example 3. Consider the initial value problem (IVP),
y

=
1
x
, y(0) = 0.
This DE has no solution, i.e.,
y =
_
1
x
dx = ln|x| + c
is not dened at x = 0.
***failure of existence***
Example 4. Consider the IVP,
y

= 2

y, y(0) = 0.
This DE has 2 solutions,
y
1
(x) = x
2
, y
2
(x) = 0.
***failure of uniqueness***
Important to know if solution exist before attempting to solve,
May also want to know if there is one solution,
Can we solve a DE to show that a solution exist?
Theorem 1. Suppose the function f

(x) and g(y) are continuous on the interval J and I respec-

tively. If a I and b J, then the initial value problem
dy
dx
= f(x)g(y), y(a) = b
has at most one solution.
Here the IVP has one and only one solution dened near the point x = a provided both the
function f

and g are continuous near the point (a, b).

February 09, 2011 c M. Chapwanya
Unit 1.2 7/22
1.2.2 MODELING WITH 1
ST
ORDER DEs
This section will be considered by covering several examples.
GROWTH/DECAY
Consider a population (e.g., bacteria, radioactive atoms, e.t.c) in which there is reproduction &
death.
For many such cases, we can assume a steady birth + death rate. That is, rate of birth and death
at any given time is proportional to the population at the time.
If we let N be population at a given time t, N is the population increase between t and t + t,
then
N = Nt Nt
where > 0 and > 0 are birth & death rates respectively.
We can write
N
t
= ( )N
An taking the limit
dN
dT
= kN
This is clearly a separable DE, and
_
dN
N
=
_
kdt + c
To get, if N(0) = N
0
,
N = N
0
e
kt
Example 5 (Population Growth). In a certain culture of bacteria, the number of bacteria in-
creased sixfold in 10 hours. How long did it take for the population to double.
Solution: Here the IVP is
N

= kN, N(0) = N
0
in addition we are given
N(10) = 6N
0
, and to nd t when N = 2N
0
The solution to IVP is
N = N
0
e
kt
and the given condition gives
k =
ln 6
10
February 09, 2011 c M. Chapwanya
Unit 1.2 8/22
so that
2N
0
= N
0
e
ln 6
10
t
=t =
ln 2
ln 6/10
3.87hrs
NEWTONS LAW
Consider a body of temperature T immersed in a medium of constant temperature A.
E.g. pap cooling in air.
We can assume the rate at which temperature approaches A is proportional to T A, or
dT
dt
= k(T A)
If the initial temperature T(0) = T
0
, then
T = A+ (T
0
A)e
kt
Example 6 (Newtons Law). A cake is removed from an oven at 210
o
F and left to cool at room
temperature, which is 70
o
F. After 30 minutes, the temperature of the cake is 140
o
F. When will
it be 100
o
F.
Solution: Here we assume Newtons law holds so that temperature of the cake is given by
T = A+ (T
0
A)e
kt
where from the problem statement
T
0
= 210, A = 70 and T(0.5) = 140
The last condition given
k = 2 ln 0.5
February 09, 2011 c M. Chapwanya
Unit 1.2 9/22
so that when T = 100 we have
100 = 70 + 140e
kt
=t =
ln(3/14)
2 ln(1/2)
1.11hrs
TORRICELLIS LAW
If V is the volume of liquid in a container, the Torricellis Law suggest that the change in volume
(if liquid ows out through a bottom hole) is given by
dV
dt
= k

y
Further, if A is the top surface area, then
A(y)
dy
dt
= k

y
Example 7 (Torricellis Law). A tank is shaped like a cylinder; it initially contains water to a
depth of 9m, and a bottom plug is removed at time t = 0 hours. After one hour, the depth of the
water has dropped to 4m. How long does it take for all the water to drain from the tank.
A(y)
y
Solution: Here Torricellis Law holds in the form
dy
dt
= K

y, y(0) = 9
Note we also have A =constant since tank is cylindrical in shape - and the constants A and k
are combined to give a new constant K = k/A. Solving the IVP we have K = 2 so that
2

y = 2t + 6
February 09, 2011 c M. Chapwanya
Unit 1.2 10/22
and y(t) = 0 gives
t = 3
Example 8 (Torricellis Law). A hemispherical bowel has a top radius 4m and at t = 0 is full of
water. At that moment a circular hole is opened at the bottom of the tank. Use Torricellis law
in the form
A(y)
dy
dt
=

y
to nd how long it will take for the water to drain from the tank.
y
4 y
r
4m
4m
Solution: Here the bowel is hemispherical so that A changes with depth of water. In particular
A(y) = r
2
= (8y y
2
). The IVP is
(8y y
2
)
dy
dt
=

y, y(0) = 4
Whis is a separable DE
_
(8y
1/2
y
3/2
)dy =
_
dt + c
=
16
3
y
3/2

2
5
y
5/2
= t + c
Here y(0) = 4 gives c = 448/15 and y(t) = 0 gives
t = 448/15seconds
Example 9 (Torricellis Law). Suppose that a cylindrical tank initially containing V
0
litters of
water drains (through a bottom hole) in T minutes. Use Torricellis law in the form
A(y)
dy
dt
= k

y
to show that the volume of water in the tank after t T minutes is V = V
0
[1 (t/T)]
2
.
February 09, 2011 c M. Chapwanya
Unit 1.2 11/22
Solution: Here we note that A is a constant so that
A
dy
dt
=
dV
dt
= k

y = k

A
= B

V
And we solve the IVP
dV
dt
= B

V , V (0) = V
0
to get
2

V = kt + 2
_
V
0
and V (T) = 0 gives
V = V
0
(1 t/T)
2
Example 10 (Torricellis Law). A water reservoir is shaped like a right circular cone with vertical
axis of symmetry. Its height is 25m and the diameter at the top is 25m. The reservoir is initially
full of water and after one hour, the height of the water in the tank is 10m. Use Torricellis law
in the form
A(y)
dy
dt
= k

y
to nd how long it will take for the water to drain.
r
Solution: This is a conical reservoir, so that A = r
2
= y
2
. We take the IVP in the form
y
2
dy
dt
= K

y, y(0) = 25
and we are also given y(1) = 10. The IVP and the later condition gives
Example 11 (Torricellis Law). (E+P. Q58) A water tank has the shape obtained by revolving
the curve y = x
4/3
around the y-axis. A plug at the bottom is removed at 12 noon, when when the
depth of the water in the tank is 12m. At 1 pm, the depth of the water is 6m. When will the tank
be empty?
February 09, 2011 c M. Chapwanya
Unit 1.2 12/22
y = f(x)
Solution: Here A = r
2
= y
3/2
. We take the IVP in the form
y
3/2
dy
dt
= k

y, y(0) = 12
and we are also given y(1) = 6. The IVP and the later condition gives
February 09, 2011 c M. Chapwanya
Unit 1.3 13/22
1.3 LINEAR 1
ST
ORDER DE (PP 4651)
Linear DE.
Theorem 1. Suppose the functions P(x), Q(x) are continuous on the interval I, b is any real
number and a I. Then the IVP
dy
dx
+ P(x)y = Q(x), y(a) = b
has at most one solution on I.
NOTE:
the IVP in Theorem 1 is linear,
and has NO singular solutions on I.
Example 1. Consider the IVP
dy
dx
+ 2y = 1, y(0) = 1
Solution: Multiply both sides by a function (x),
(x)
dy
dx
+ (x)2y = (x)
Observe that the LHS is the derivative of the product (x)y, provide
d
dx
= 2(x)
That is
d

= 2dx = = e
2x
This is known as the integrating factor. We have assumed the arbitrary constant is zero.
The DE becomes
e
2x
dy
dx
+ e
2x
2y = e
2x
=
d
dx
(e
2x
y) = e
2x
and integrate
=e
2x
y =
1
2
e
2x
+ c, genral solution
Since y(0) = 1, then
y =
1
2
(1 e
2x
)
The General Approach for a linear DE:
February 09, 2011 c M. Chapwanya
Unit 1.3 14/22
write the DE in standard form,
calculate the integrating factor
(x) = e

P(x)dx
,
multiply both sides of the DE by the integrating factor (x),
Observe that
(x)
dy
dx
+ (x)P(x)y =
d
dx
_
(x)y
_
= (x)Q(x),
integrate to solve the DE, i.e.,
(x)y =
_
(x)Q(x)dx + c
Example 2. Solve the IVP
dy
dx
+ 2xy = x, y(0) = 2
Solution: Here we have P(x) = 2x, Q(x) = x and the integrating factor
(x) = e

P(x)dx
= e

2xdx
= e
x
2
Multiply both sides by (x)
e
x
2 dy
dx
+ 2xe
x
2
y = xe
x
2
=
d
dx
_
e
x
2
y
_
= xe
x
2
=e
x
2
y =
_
xe
x
2
+ c
and using integration by parts on the RHS term we have y = 1/2(1 + 3e
x
2
)
NOTE: the solution to a given linear IVP can be found from
(x) = e

x
x
0
P(x)dx
y(x) =
1
(x)
_
y
0
+
_
x
x
0
(t)Q(t)dt
_
1.3.1 APPLICATION OF THEOREM 1
Example 3. Consider the IVP
dy
dx
+ 2xy = x, y(0) = 2
February 09, 2011 c M. Chapwanya
Unit 1.3 15/22
Solution: Here P(x) = 2x, Q(x) = x, and they are all continuous everywhere so that by
Theorem 1, there exist a solution
Example 4. Consider the IVP
dy
dx
+
y
x
= x
2
, y(0) = 2
Solution: Here P(x) =
1
x
, Q(x) = x
2
and P(x) is not continuous at x = 0, so that by Theorem
1, there is NO solution
February 09, 2011 c M. Chapwanya
Unit 1.4 16/22
1.4 SUBSTITUTION METHODS (PP 5964)
Recall: methods for solving DEs
separation of variables, and
integrating factors (linear equations).
Objectives
use substitution methods to solve DEs , and
apply uniqueness Theorem.
Most DEs can be reduced to a familiar form by using appropriate substitutions.
Example 1. Consider the DE
y

=
_
x + y + 1, (E+P: 1.6#16)
Solution: A suitable substitution will be v =

x + y + 1, that is
v

=
1
2
1

x + y + 1
(1 + y

)
and substituing
v =
_
x + y + 1, y

=
_
x + y + 1 = v
=v

=
1 + v
2v
which is separable.
And the equation can be solved as follows
_
v
1 + v
dv =
_
1
2
dx + c
=
_
1dv
1
1 + v
dv =
x
2
+ c
=v ln |1 + v| =
x
2
+ c
The above example suggests that a DE of the form
dy
dx
= F(ax + by + c)
can be transformed and solved using the substitution
February 09, 2011 c M. Chapwanya
Unit 1.4 17/22
Solution:
v = ax + bx + c
That is
v

= a + by

= a + bF(v)
which is separable
_
dv
a + bF(v)
=
_
dx + c.
Most substitutions are by inspection, but in some cases one can capitalize on the structure of the
DE.
1.4.1 HOMOGENEOUS EQUATIONS
A homogenous rst oder IVP is one that can be written in the form
dy
dx
= F
_
y
x
_
, y(a) = b
where a = 0
The substitution
v =
y
x
i.e.,
v

=
y

x

y
x
2
=
F(v)
x

v
x
2
Transforms the DE into
dv
dx
= x
1
(F(v) v), v(a) =
b
a
which is separable.
Example 2. Solve the DE
x
2
y

= xy + y
2
Solution: This equation is neither separable nor linear. However, we can write
dy
dx
=
xy + y
2
x
2
=
y
x
+
y
2
x
2
February 09, 2011 c M. Chapwanya
Unit 1.4 18/22
so we use subst: v = y/x to get F(x, y) = v + v
2
, and
v

=
1
x
(F(v) v) =
v
2
x
=
_
dv
v
2
=
_
dx
x
+ c
=
1
v
= ln x + c
=v = (ln x + c)
1
=y(x) = x(ln x + c)
1
1.4.2 BERNOULLI EQUATIONS
Theorem 1 (Bernoulli equations). Let n be any real number excluding zero and one and consider
the IVP
dy
dx
+ P(x)y = Q(x)y
n
, y(a) = b
where b 0 if n is not an integer. If the function P(x) is continuous on the interval I and a I,
then the IVP has at most one solution.
NOTE: if n = 0 or n = 1 we have a linear DE.
Consider a substitution
v = y
1n
Solution:
=v

= (1 n)y
n
y

= (1 n)y
n
[P(x)y + Q(x)y
n
]
= (1 n)y
1n
P(x) + (1 n)Q(x)
= (1 n)P(x)v + (1 n)Q(x)
To get the linear equation
dv
dx
+ (1 n)P(x)v = (1 n)Q(x)
Example 3. Consider the DE
x
2
dy
dx
+ 2xy = 5y
3
, (E+P: 1.6#19)
which is neither separable nor linear.
Solution: The equation is a Bernoulli, so we use subs. v = y
13
= y
2
. Now
v

= 2y
3
y

= 2y
3
_
5y
3
2xy
x
2
_
February 09, 2011 c M. Chapwanya
Unit 1.4 19/22
so that
v

=
4
x
v =
10
x
2
which is linear with integrating factor
e

4
x
=
1
x
4
i.e.,
_
v
x
4
_

=
10
x
2
1
x
4
=
v
x
4
=
10
5
x
5
+ c
i.e.,
v =
2
x
+ cx
4
, and y(x) =
x
2 + cx
5
Example 4. Consider Example 3: application to Theorem with
1. y(1) = 1, I = [5, 10]
2. y(1) = 0, I = (, 0)
Solution: Here P(x) = 2/x and n = 3.
1. x = 1 [5, 10], but P(x) is not continuous on I, hence no solution.
2. x = 1 (, 0) and P(x) is continuous on I, hence the is at most one solution.
Example 5. Consider more examples in your Study Guide.
February 09, 2011 c M. Chapwanya
Unit 1.5 20/22
1.5 AUTONOMOUS DIFFERENTIAL EQUATIONS
Denition 1. Autonomous dierential equations are DEs that are of the form
dx
dt
= f(x),
i.e., the only place the independent variable, t in this case, appears is in the derivative.
Example 1. These are examples of Autonomous DEs
1.
dx
dt
= k(x A), Newtons law of cooling
2.
dx
dt
= kx, Population growth
3.
dx
dt
= kx(M x), Logistic equation
4.
dy
dx
= y
2
y 6.
Notice that if f(x
0
) = 0 for some value x = x
0
then this will also be a solution to the IVP.
These values are called equilibrium solutions.
Example 2. Consider Newtons law of cooling, with a solution
x(t) = A+ (x
0
A)e
kt
.
We notice that
lim
t
x(t) = A,
that is temperature approaches its surrounding. Here x(t) = A is also a solution. Notice the right
hand side of the DE is
f(x) = k(Ax)
so that f is positive if x < A and negative if x > A.
Here solution f(x) = 0 are called equilibrium/critical points of the autonomous DE.
And even if we cannot solve an autonomous DE, we can have some idea of the behavior of the
solutions.
Example 3. Sketch the solutions of the DE
dy
dx
= y
2
y 6,
without solving the DE.
Solution:
1. Find critical points: here
f(y) = (y 3)(y + 2) = 0 = x = 2, x = 3
February 09, 2011 c M. Chapwanya
Unit 1.5 21/22
2. Determine where function increasing/decreasing. Using critical points, we divide region
into subintervals
< y < 2, 2 < y < 3, 3 < y <
y

< 0 on 2 < x < 3

y

> 0 on < y < 2 and 3 < y <

3. Show graph of x cannot intersect graph of constant solutions. This is a separable equation
and we can write
dy
dx
= y
2
y 6 = f(y)g(x)
with f(y) = y
2
y6 and g(x) = 1. We apply Theorem 1 (appendix 1) to nd f

(y) = 2y1
which is continuous on R. g(x) is continuous on R so that we have at most one solution
at every point.
4. Show sketch
Example 4. Sketch the solutions of the DE
dx
dt
= (x 5)(x 2),
without solving the DE.
Solution:
1. Find critical points: here
f(x) = (x 5)(x 2) = 0 = x = 5, x = 2
2. Determine where function increasing/decreasing. Using critical points, we divide region
into subintervals
< x < 2, 2 < x < 5, 5 < x <
February 09, 2011 c M. Chapwanya
Unit 1.5 22/22
x

> 0 on 2 < x < 5

x

< 0 on < x < 2 and 5 < x <

3. Show graph of x cannot intersect graph of constant solutions. This is a separable equation
and we can write
dx
dt
= (x 5)(x 2) = f(x)g(t)
with f(x) = (x 5)(x 2) and g(t) = 1. We apply Theorem 1 (appendix 1) to nd
f

(x) = 7 2x which is continuous on R. g(t) is continuous on R so that we have at most

one solution at every point.
4. Show sketch
February 09, 2011 c M. Chapwanya