Differential Equations and Admath
Differential Equations and Admath
Differential Equations and Admath
For example,
2
′ 𝑑2 𝑥 𝑑𝑦
𝑦 + 2𝑦 + 1 = 0 + 3 (2 + (𝑑𝑥 )) = 0
𝑑𝑦 2
1. Variable Separable
Let
𝑀(𝑥, 𝑦) 𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0
𝑀(𝑥)𝑑𝑥 𝑁(𝑦)𝑑𝑦
∫ 𝑓(𝑥) + ∫ 𝑔(𝑦) = 0
Let
𝑦 = 𝑣𝑥 𝑜𝑟 𝑥 = 𝑢𝑦
𝜕𝑀(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦)
=
𝜕𝑦 𝜕𝑥
4. Linear Differential Equation
Let M(x,y) dx + N(x,y) dy=0
Can be converted to
𝑑𝑦
+ 𝑃(𝑥)𝑦 = 𝑄(𝑥)
𝑑𝑥
General Solution:
𝑑𝑦
𝑦𝑒 ∫ 𝑃(𝑥)𝑑𝑥 = ∫ 𝑄(𝑥)𝑒 ∫ 𝑃(𝑥)𝑑𝑥 𝑑𝑥 + 𝐶--- + 𝑃(𝑥)𝑦 = 𝑄(𝑥)
𝑑𝑥
𝑑𝑥
𝑥𝑒 ∫ 𝑃(𝑦)𝑑𝑦 = ∫ 𝑄(𝑦)𝑒 ∫ 𝑃(𝑦)𝑑𝑦 𝑑𝑦 + 𝐶 --𝑑𝑦 + 𝑃(𝑦)𝑥 = 𝑄(𝑦)
5. Bernoulli’s Equation
Let M(x,y) dx + N(x,y) dy=0
Can be converted to
𝑑𝑦
+ 𝑃(𝑥)𝑦 = 𝑄(𝑥)𝑦 𝑛
𝑑𝑥
General Solution:
𝑦𝑒 (1−𝑛) ∫ 𝑃(𝑥)𝑑𝑥 = (1 − 𝑛) ∫ 𝑄(𝑥)𝑒 (1−𝑛) ∫ 𝑃(𝑥)𝑑𝑥 𝑑𝑥 + 𝐶
A. y’ = 2y / x B. y’ = 2x / y
C. y’ = y / 2x D. y’ = x / 2y
Solution:
In finding the DE, the aim is to eliminate the arbitrary
constant denoted by c.
𝑦 2 = 𝑐𝑥
𝑦2
=𝑐
𝑥
Derive by applying quotient rule.
𝑥(2𝑦𝑦 ′ )−𝑦 2 (1)
=0
𝑥2
′ 2
2𝑥𝑦𝑦 = 𝑦
𝑦2
𝑦 ′ = 2𝑥𝑦
𝑦
𝑦 ′ = 2𝑥
A. x = -y2 + C
B. y = -x2 + C
C. y = x2 + C
D. x = y2 + C
Solution:
𝑚 = 𝑦′
𝑦 ′ = 2𝑥
𝑑𝑦
= 2𝑥
𝑑𝑥
∫ 𝑑𝑦 = ∫ 2𝑥 𝑑𝑥
𝑥2
𝑦 = 2(2) + 𝑐
𝑦 = 𝑥2 + 𝑐
A. (x – 1) y” – xy’ + y = 0
B. (x + 1) y” – xy + y = 0
C. (x – 1) y” + xy’ + y = 0
D. (x + 1) y” + xy’ + y = 0
Solution:
The aim is to eliminate the c1 and c2 in order to obtain
the DE.
The number of derivatives depend on the number of arbitrary
constants.
𝑦 = 𝐶1 𝑥 + 𝐶2 𝑒 𝑥 Eqn. 1
𝑦 ′ = 𝐶1 + 𝐶2 𝑒 𝑥 Eqn. 2
𝑦 ′′ = 𝐶2 𝑒 𝑥 Eqn. 3
Sub the value of 𝐶2 𝑒 𝑥 to eqn. 2.
𝑦 ′ = 𝐶1 + 𝑦′′
𝐶1 = 𝑦 ′ − 𝑦′′
Sub. The value of 𝐶1 and𝐶2 𝑒 𝑥 to Eqn. 1
𝑦 = (𝑦 ′ − 𝑦 ′′ )𝑥 + 𝑦′′
𝑦 = 𝑥𝑦 ′ − 𝑥𝑦 ′′ + 𝑦′′
𝑥𝑦 ′′ − 𝑦 ′′ − 𝑥𝑦 ′ + 𝑦 = 0
(𝑥 − 1)𝑦 ′′ − 𝑥𝑦 ′ + 𝑦 = 0
Solution:
𝑑𝑦
= 𝑦 sec 𝑥
𝑑𝑥
𝑑𝑦
= sec 𝑥 𝑑𝑥
𝑦
𝑑𝑦
∫ = ∫ sec 𝑥 𝑑𝑥
𝑦
ln 𝑦 = ln(sec 𝑥 + tan 𝑥) + 𝐶
ln 𝑦 − ln(sec 𝑥 + tan 𝑥) = 𝐶
𝑦
ln (sec 𝑥+tan 𝑥) = 𝐶
Raised by e.
𝑦
=𝐶
sec 𝑥+tan 𝑥
𝑦 = 𝐶 (sec 𝑥 + tan 𝑥)
7. Solve (x + y) dy = (x – y) dx
A. x2 + y2 = C B. x2 + 2xy + y2 = C
C. x2 – 2xy – y2 = C D. x2 – 2xy + y2 = C
Solution:
0 = (𝑥 − 𝑦)𝑑𝑥 − (𝑥 + 𝑦)𝑑𝑦
Let f(x,y)=(x-y) dx – (x+y) dy
Then,
𝑓(𝑡𝑥, 𝑡𝑦) = (𝑡𝑥 − 𝑡𝑦)𝑑𝑥 − (𝑡𝑥 + 𝑡𝑦)𝑑𝑦
𝑓(𝑡𝑥, 𝑡𝑦) = 𝑡(𝑥 − 𝑦)𝑑𝑥 − 𝑡(𝑥 + 𝑦)𝑑𝑦
𝑓(𝑡𝑥, 𝑡𝑦) = 𝑡[(𝑥 − 𝑦)𝑑𝑥 − (𝑥 + 𝑦)𝑑𝑦]
𝑓(𝑡𝑥, 𝑡𝑦) = 𝑡𝑓(𝑥, 𝑦)
Therefore, the DE is homogeneous.
Let y=vx
dy=v dx +x dv
Sub to the simplified DE.
(𝑥 − 𝑣𝑥)𝑑𝑥 − (𝑥 + 𝑣𝑥)(𝑣𝑑𝑥 + 𝑥𝑑𝑣) = 0
𝑥(1 − 𝑣)𝑑𝑥 − 𝑥(1 + 𝑣)(𝑣𝑑𝑥 + 𝑥𝑑𝑣) = 0
Divide by x both sides for elimination.
𝑑𝑥 − 𝑣𝑑𝑥 − (𝑣𝑑𝑥 + 𝑣 2 𝑑𝑥 + 𝑥𝑑𝑣 + 𝑣𝑥𝑑𝑣) = 0
𝑑𝑥 − 𝑣𝑑𝑥 − 𝑣𝑑𝑥 − 𝑣 2 𝑑𝑥 − 𝑥𝑑𝑣 − 𝑣𝑥𝑑𝑣 = 0
𝑑𝑥 − 2𝑣𝑑𝑥 − 𝑣 2 𝑑𝑥 − 𝑥(1 + 𝑣)𝑑𝑣 = 0
(1 − 2𝑣 − 𝑣 2 )𝑑𝑥 − 𝑥(1 + 𝑣)𝑑𝑣 = 0
−(𝑣 2 + 2𝑣 − 1)𝑑𝑥 = 𝑥(𝑣 + 1)𝑑𝑣
𝑑𝑥 (𝑣+1)𝑑𝑣
∫ − 𝑥 = ∫ 𝑣2 +2𝑣−1
𝑑𝑥 1 2(𝑣+1)𝑑𝑣
−∫ = 2 ∫ 𝑣2 +2𝑣−1
𝑥
1
[− ln 𝑥 + 𝑐 = 2 ln(𝑣 2 + 2𝑣 − 1)] 2
−2 ln 𝑥 + 𝑐 = ln(𝑣 2 + 2𝑣 − 1)
𝑐 = 2 ln 𝑥 + ln(𝑣 2 + 2𝑣 − 1)
𝑐 = ln 𝑥 2 + ln(𝑣 2 + 2𝑣 − 1)
𝑐 = ln 𝑥 2 (𝑣 2 + 2𝑣 − 1)
Raised by e both sides.
𝑒 𝑐 = 𝐶 = 𝑥 2 (𝑣 2 + 2𝑣 − 1)
Let v=y/x
𝑦2 2𝑦
𝐶 = 𝑥 2 (𝑥 2 + 𝑥 − 1)
𝑦 2 + 2𝑥𝑦 − 𝑥 2 = 𝐶
Multiply by – both sides
𝑥 2 − 2𝑥𝑦 − 𝑦 2 = 𝐶
Solution:
Test whether the DE is exact or not.
𝑀 = cos 𝑥 cos 𝑦 − cot 𝑥 𝑁 = − sin 𝑥 sin 𝑦
𝜕𝑀 𝜕𝑁
= cos 𝑥 (− sin 𝑦) = − cos 𝑥 sin 𝑦
𝜕𝑦 𝜕𝑥
𝜕𝑀 𝜕𝑁
= − sin 𝑦 cos 𝑥 = − sin 𝑦 cos 𝑥
𝜕𝑦 𝜕𝑥
Therefore, they are exact.
𝜕𝑀
Set 𝜕𝑥 = cos 𝑥 cos 𝑦 − cot 𝑥
∫ 𝜕𝑀 = ∫(cos 𝑥 cos 𝑦 − cot 𝑥)𝜕𝑥
𝑀 = ∫ cos 𝑥 cos 𝑦 𝜕𝑥 − ∫ cot 𝑥 𝜕𝑥
cos 𝑥
𝑀 = cos 𝑦 ∫ cos 𝑥 𝜕𝑥 − ∫ sin 𝑥 𝜕𝑥
𝑀 = cos 𝑦 sin 𝑥 − ln(sin 𝑥) + 𝑓(𝑥)
Derive M with respect to y, partially.
𝜕𝑀 𝜕𝑓(𝑥)
= − sin 𝑦 sin 𝑥 + 𝜕𝑦
𝜕𝑦
Equate:
𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑦
𝜕𝑓(𝑥)
− sin 𝑦 sin 𝑥 + = − sin 𝑥 sin 𝑦
𝜕𝑦
𝜕𝑓(𝑥)
=0
𝜕𝑦
∫ 𝜕𝑓(𝑥) = ∫ 0
𝑓(𝑥) = 𝐶
Sub value of f(x) to the partial general equation of M.
𝑀 = cos 𝑦 sin 𝑥 − ln(sin 𝑥) + 𝐶
sin 𝑥 cos 𝑦 − ln(sin 𝑥) = 𝑀 − 𝐶
sin 𝑥 cos 𝑦 − ln(sin 𝑥) = 𝐶
sin 𝑥 cos 𝑦 − ln(sin 𝑥) = ln 𝐶
sin 𝑥 cos 𝑦 = ln 𝐶 + ln 𝑠𝑖𝑛 𝑥
sin 𝑥 cos 𝑦 = ln(𝐶 sin 𝑥)
10. Solve the linear equation: dy/dx + y / x = x2
A. xy^2 = x3 / 4 + C
B. xy = x4 / 4 + C
C. x2y = x4 / 4 + C
D. y = x3 / 4 + C
Solution:
𝑑𝑦 𝑦
+ 𝑥 = 𝑥2
𝑑𝑥
Identify P(x) and Q(X).
1
𝑃(𝑥) = 𝑥 𝑄(𝑥) = 𝑥 2
Find the general solution using simplified Gen. Sol.
𝑦𝑒 ∫ 𝑃(𝑥)𝑑𝑥 = ∫ 𝑄(𝑥)𝑒 ∫ 𝑃(𝑥)𝑑𝑥 𝑑𝑥 + 𝐶
1 1
𝑦𝑒 ∫𝑥𝑑𝑥 = ∫ 𝑥 2 𝑒 ∫𝑥𝑑𝑥 𝑑𝑥 + 𝐶
𝑦𝑒 ln 𝑥 = ∫ 𝑥 2 𝑒 ln 𝑥 𝑑𝑥 + 𝐶
𝑦𝑥 = ∫ 𝑥 2 ∗ 𝑥𝑑𝑥 + 𝐶
𝑦𝑥 = ∫ 𝑥 3 𝑑𝑥 + 𝐶
𝑥4
𝑦𝑥 = +𝐶
4
A. 40.54 ft/sec
B. 38.65 ft/sec
C. 30.45 ft/sec
D. 34.12 ft/sec
Solution:
Given the differential equation,
𝑑𝑣 𝑣
+ 10 = 32 Linear DE
𝑑𝑡
Solve for the gen. sol.
𝑦𝑒 ∫ 𝑃(𝑥)𝑑𝑥 = ∫ 𝑄(𝑥)𝑒 ∫ 𝑃(𝑥)𝑑𝑥 𝑑𝑥 + 𝐶
Replace y->v, x->t, P(x)=1/10 and Q(x)=32
1 1
𝑣𝑒 ∫10𝑑𝑡 = ∫ 32𝑒 ∫10𝑑𝑡 𝑑𝑡 + 𝐶
𝑡 𝑡
𝑣𝑒 10 = 32 ∫ 𝑒 10 𝑑𝑡 + 𝐶
𝑡 1 𝑡
1 𝑑𝑡
𝑣𝑒 10 = 32 ( 10 ) ∫ 𝑒 10 (10) + 𝐶
𝑡 𝑡
𝑣𝑒 10 = 320𝑒 10 + 𝐶
Solve for C when t=0,v=0.
0 0
(𝑜)𝑒 10 = 320 (𝑒 10 ) + 𝐶
𝐶 = −320
Hence, the particular solution is
𝑡 𝑡
𝑣𝑒 10 = 320𝑒 10 − 320
Solve for the velocity when t=1 s.
1 1
𝑣𝑒 10 = 320 (𝑒 10 ) − 320
𝑓𝑡
𝑣 = 30.45 𝑠
A. P13,620.10
B. P13,500.10
C. P13,650.20
D. P13,498.60
Solution:
𝑃 = 𝑃𝑜 𝑒 𝑘𝑡
Where:
𝑃𝑜 = 𝑃10,000 𝑘 = 0.03
𝑃 = 10,000𝑒 0.03𝑡
Solve for the accumulated amount after 10 years.
𝑃 = 10,000𝑒 0.03∗10
𝑃 = 𝑃13,498.59
A. 33. 59 min
B. 43.60 min
C. 35.39 min
D. 45.30 min
Solution:
Use the simplified gen. sol.
𝑇 = 𝑇𝑎 + 𝑐𝑒 −𝑘𝑡
Solve for c when Ta=30o and T=100o, then t=0.
100 = 30 + 𝑐𝑒 −(𝑘∗𝑜)
100 − 30 = 𝑐
𝑐 = 70
𝑇 = 30 + 70𝑒 −𝑘𝑡
Solve for k when T=70o and t=15 mins.
70 = 30 + 70𝑒 −𝑘∗15
70 − 30 = 70𝑒 −15𝑘
40 = 70𝑒 −15𝑘
1
4 −15𝑘 15
(7 = 𝑒 )
1
4 15
𝑒 −𝑘 = (7)
𝑡
4 15
𝑇 = 30 + 70 (7)
Solve for t when T=50.
𝑡
4 15
50 = 30 + 70 (7)
𝑡
4 15
20 = 70 (7)
𝑡
2 4 15
(7) = (7)
Multiply ln both sides.
2 𝑡 4
Ln (7) = 15 ln (7)
2
15 ln( )
7
𝑡= 4
ln( )
7
𝑡 = 33.58 𝑚𝑖𝑛𝑠
A. 15.45 kg
B. 19.53 kg
C. 12.62 kg
D. 20.62 kg
Solution:
Draw the diagram.
Let Q be the amount of salt
In the tank at any time t.
𝑑𝑄
= 𝑄𝑖𝑛 − 𝑄𝑜𝑢𝑡
𝑑𝑡
Where:
𝐿 𝑘𝑔
𝑄𝑖𝑛 = ( 3 ) (0 )=0
𝑚𝑖𝑛 𝐿
𝐿
𝑄𝑜𝑢𝑡 = (2 𝑚𝑖𝑛) 𝐶
Solve for the concentration.
𝑄
𝐶=𝑉
𝑄
𝐶 = 100+(3−2)𝑡
𝑄
𝐶 = 100+𝑡
2𝑄
𝑄𝑜𝑢𝑡 = 100+𝑡
Substitute the value of Qout.
𝑑𝑄 2𝑄
= 0 − 100+𝑡
𝑑𝑡
𝑑𝑄 2𝑄
= − 100𝑡
𝑑𝑡
𝑑𝑄 𝑑𝑡
∫ = ∫ −2 100+𝑡
𝑄
ln 𝑄 = −2 ln(100 + 𝑡) + 𝐶
Set C= ln C
ln 𝑄 = ln(100 + 𝑡)−2 + ln 𝐶
ln 𝑄 = ln 𝐶(100 + 𝑡)−2
Raised by e both sides, it gives
𝑄 = 𝐶(100 + 𝑡)−2
At t=0, Q=50 kg
50 = 𝐶(100 + 0)−2
𝐶 = 50(100)2
𝐶 = 500,000
𝑄 = 500,000(100 + 𝑡)−2
60𝑚𝑖𝑛𝑠
Solve for Q when t= 1 ℎ𝑟 ∗ 1ℎ𝑟 = 60 𝑚𝑖𝑛𝑠
𝑄 = 500,000(100 + 60)−2
𝑄 = 19.53 𝑘𝑔
Higher order of Linear Differential Equation
𝑑
(𝑎𝐷𝑛 + 𝑏𝐷𝑛−1 +. . . +𝑎)𝑦 = 0 𝐷 = 𝑑𝑦
𝑎𝑑2 𝑦 𝑑𝑦
+ 𝑏 𝑑𝑥 + 𝑑𝑦 = 0
𝑑𝑥 2
Cont:
15. Solve. (𝐷 2 − 2𝐷 + 5)𝑦 = 0
a. y=e^x (C_1 cos 2x+C_2 sin 2x)
b. y=e^x (C_1 cos 3x+C_2 sin 3x)
c. y=e^-x (C_1 cos 2x+C_2 sin 3x)
d. y=e^-x (C_1 cos 3x+C_2 sin 3x)
Solution:
𝐷2 𝑦 − 2𝐷𝑦 + 5𝑦 = 0
Let y=e^mx
𝑦 ′ = 𝑚𝑒 𝑚𝑥 𝑦 ′′ = 𝑚2 𝑒 𝑚𝑥
Sub.
𝑚2 𝑒 𝑚𝑥 − 2𝑚𝑒 𝑚𝑥 + 5𝑒 𝑚𝑥 = 0
Divide e^mx both sides.
𝑚2 − 2𝑚 + 5 = 0
Solve for m using calculator.
𝑚1 = 1 ± 2𝑖
Where a=1 and b=2.
𝑦 = 𝑒 𝑥 (𝐶1 cos 2𝑥 + 𝐶2 sin 2𝑥)
16. Find the values of m for which y=e raised to the power mx is
a solution of 6y’’-y’-y=0.
a. m=-1/2, 2/3
b. m=-1,2,3
c. m=-1/3,1/2
d. m=-3, 1/3
Solution:
Let y=e^mx, y’=me^mx y’’=m^2 e^mx
Sub.
6𝑚2 𝑒 𝑚𝑥 − 𝑚𝑒 𝑚𝑥 − 𝑒 𝑚𝑥 = 0
Divide e^mx both sides.
6𝑚2 − 𝑚 − 1 = 0
Solve for m using calculator.
1 1
𝑚 = 2,−3
I. Complex Numbers
𝑖 = √−1
𝑖 2 = −1
𝑖 3 = −𝑖
𝑖4 = 1
Trigonometric form / polar form of complex numbers
𝑧 = 𝑥 + 𝑖𝑦
𝑧 = 𝑟 cos 𝐴 + 𝑖 rsin 𝐴
𝑧 = 𝑟(cos 𝐴 + 𝑖 sin 𝐴)
𝑧 = 𝑟 𝑐𝑖𝑠 𝐴
z=r∠A
𝑥 = 𝑟 cos 𝐴 𝑦 = 𝑟 sin 𝐴
Cis=∠
III. Determinants
Is a scalar calculated from a square matrix.
Sample Problems:
1. Simplify: i^29 + i^21 + i
A. 3i B. 1 – I C. 1 + I D. 2i
Solution:
Press 2(complex). Then type the given equation.
For I, Press shift then ENG.
𝑖 29 + 𝑖 21 + 𝑖
𝑖(𝑖 28 + 𝑖 20 + 1)
A. 27.7 ∠ 45°
B. 35.1 ∠ 45°
C. 30.8 ∠ 45°
D. 33.4 ∠ 45°
Solution:
Rewrite these expressions into r∠A.
𝐴 = 40∠1200
B=20∠-40o
𝐶 =26.46∠0
Add.
40∠1200 + 20∠ − 40 o + 26.46∠00
30.8∠45o
6+2.5𝑖
3. Determine the rationalized complex number: 3+4𝑖
a. -1.22+0.66i
b. 1.12-0.66i
c. 0.32-0.66i
d. -32+0.66i
4.
a. 4 b. 2 c.5 d. 0
Solution:
Press mode 6(matrix), then choose (1)MatA. Choose (1) 3x3.
Encode the given matrix in calculator.
Press AC.
Press shift then 4. Choose (7)Det.
Press again shift then 4. Choose (3)MatA.
Press equal.
5.
6.
Solution:
Let MatA= and MatB=
(MatA)(MatB)=
Laplace Transform
A. sin wt
B. w
C. e^wt
D. cos wt
A. 2 cos x – sin 3x
B. 2 cos 3x – 6 sin 3x
C. 3 cos 2x – 2 sin 6x
D. 6 cos x – 3 sin 2x
Solution:
2𝑠 18
ℒ −1 (𝑠2 +9 − 𝑠2 +9)
2𝑠 1
ℒ −1 (𝑠2 +9) − 18ℒ −1 (𝑠2 +9)
𝑠 18 3
2ℒ −1 (𝑠2 +32 ) − ℒ −1 (𝑠2 +9)
3
2 cos 3𝑥 − 6 sin 3𝑥