3c DIFFERENTIAL EQUATIONS

CAPE MATHEMATICS
UNIT 2 MODULE 3: COUNTING, MATRICES AND DIFFERENTIAL

EQUATIONS
(C)
Differential Equations and Modelling
Students should be able to:

1. solve first order linear differential equations y - ky = f(x) using an integrating factor, given
that k is a real constant or a function of x, and f is a function;
2. solve first order differential equations given boundary conditions;
3. solve second order ordinary differential equations with constant coefficients of the form
y + ay + by = f(x), where a, b, c and f(x) is:
(i)
a polynomial,
(ii)
an exponential function,
(iii)
a trigonometric function;
and the complementary function may consist of
(a)
2 real and distinct roots
(b)
2 equal roots
(c)
2complex roots
4. solve second order ordinary differential equations given boundary conditions;
5. use substitution to reduce a second order ordinary differential equation to a suitable form.
Introduction
An equation that involves an unknown function and one or more of its derivatives is
called a differential equation.
EXAMPLES:
1.
f ( x ) f ( x ) x
2.
d 2 y dy
2 y x 2 2x 7
2
dx
dx
where y = f (x).
The study of differential equations has two principal goals:

1.
2.
to discover the differential equation that describes a given situation;

to find the appropriate solution of that equation.
Solving a differential equation involves finding the unknown function, f, for which the
differential equation is true on some interval of real numbers.
Many natural phenomena involve change. The derivative of a function may be regarded
as the rate at which a quantity is changing with respect to the independent variable.
Differential equations are often used to describe the changing universe.
EXAMPLES:
1.
If k is a constant, then every function, f , that satisfies the equation
f(t) = k f(t)
has the form
f(t) = C e kt
CAPE PURE MATHEMATICS
Module 2.1(c) Integration II Differential Equations
MM 2007 Revised 2013
for an appropriate constant C.

Such a function represents exponential growth if k > 0 and
exponential decay if k < 0.
2.
Newtons Law of Cooling: The time rate of change of the temperature,

T(t), of a body is proportional to the difference between T and the
temperature, A, of the surrounding medium, may be modelled by the
differential equation:
dT
k( A T )
dt
where k is a positive constant.

3.
The motion, v, of a falling object may modelled by

dv
9.8t .
dt
4.
The change in the size of a population, P, may be modelled by

dP
kP C ,
dt
where k and C are constants.

5.
The flow of current in an electric current may be modelled by

d2y
dy
a by cos t ,
2
dt
dt
where a and b are constants.
The Solution of a Differential Equation

A solution of a differential equation is a function that is differentiable as many times as
the equation requires and that satisfies the equation when substituted for the unknown
and its derivatives.
If a differential equation has a solution, then it generally has infinitely many solutions.
The general solution of a differential equation is the solution in which all or some of the
constants of integration are not specified. A solution in which all of the constants are
given as specific numbers is called the particular solution. The particular solution is
obtained by determining the values of all the constants in the general solution so that
given initial (or boundary) conditions, which specify the value of the solution or certain
of its derivatives at specific numbers in the domain, are satisfied.
Solutions of differential equations can be express in the form
y = f(x), an explicit solution
or
k(x,y) = 0, an implicit solution.
The Order of a Differential Equation
The order of the differential equation is the order of its highest derivative.
EXAMPLE:
Differential equations with y or
dy
as the highest derivative are called first order
dx
differential equations;
d2y
as the highest derivative are called
dx 2
second order differential equations;
Differential equations with y or
First Order Differential Equations

Equations that may be expressed in the form f ( y )
A.
dy
g( x) .
dx
This type of differential equation is solved by separating the variables and integrating
both sides of the equation with respect to x, the independent variable.
(See Unit 1 notes.)
Exercise 2.3.c.a (Past Examination Questions)
1.
Water lilies are spreading over the surface of a pond at a rate which is
proportional to the area already covered by the water lilies. The area covered
at time t is A(t), where A is a function, assumed to be differentiable. Obtain,
with explanations, a differential equation for A(t), which models this situation.
Give reasons why the description of the spread of the lilies by means of a
differentiable function is justified.
[Specimen Paper 1 6 marks]
2.
The rate of increase of a population P is proportional to P with the constant of

proportionality being 0.03. Write down a differential equation model for P.
3
If the initial population is P0, find P at time t.

[1999 Paper 1 3 marks]
3.
The rate of decline of an insect population due to the application of a certain

type of insecticide can be modelled by means of the differential equation
dx
600
,
dt
1 6t
where x is the number of insects alive t hours after the application of the
insecticide.
If there were 1000 insects initially, calculate
(a) the number of insects alive after 24 hours
(b) how long the population of insects will survive.
[4 marks]
[2 marks]
[2000 Paper 1 6
marks]
4.
The rate at which an air freshener block evaporates is directly proportional to

its volume. At time, t weeks, the volume of the block is V cm3.
(i) Denoting the positive constant of proportionality by k, write down a
differential equation relating V and t.
[2 marks]
(ii) Hence, show that V Ae kt , where A is a constant.
[4
marks]
(iii) Given that A and k are both positive, sketch a graph showing the variation
of V with t.
[2 marks]
(iv) Initially, the air freshener block has volume 64 cm3. It loses half its
volume after 6 weeks. Calculate the exact values of k and A. [5 marks]
(v) The air freshener block becomes ineffective when its volume reaches
6 cm3. Calculate the time, to the nearest week, at which the block should
be replaced.
[3 marks]
5.
The rate of change of the volume of a sphere is proportional to the volume of

the sphere.
Obtain a differential equation for the radius.

Exact Differential Equations equations that may be expressed in the form

f ( x ) g ( y ) f ( x ) g ( y ) h( x )
Since the left hand side of this equation is the derivative of f(x)g(y), i.e.
d
[ f ( x ) g ( y )] ,
dx
the solution of equations of this type is

d
dx [ f ( x ) g ( y )]dx h( x ) dx
f ( x ) g ( y)
h( x ) dx
EXAMPLE
Find the general solution of the differential equation
x
dy
y ex
dx
Solution
dy
d
y
( xy )
dx
dx
dy
x
y ex
dx
d
x
dx ( xy ) dx e dx
x
xy e x c
where c is the constant of integration.
Exercise 2.3.c.b
Worksheet Exact Differential Equations
Linear First Order Differential Equations equations that may be expressed in the
form
dy
ky f ( x ) , where k is a constant or a function of x.
dx
We use an integrating factor to solve this type of differential equation.

The integrating factor is e ( the coefficient of
e
or
g ( x ) dx G ( x )
y ) dx
( the coefficient of y ) dx
k dx
e kx
g ( x ) dx
e G ( x ) where
[Note the constant of integration is NOT used here.]

Both sides of the differential equation are multiplied by the integrating factor.
e.g.
e kx
dy
e kx ky e kx f ( x )
dx

The L.H.S. of the equation is now equal to the derivative of the product of the integrating
factor and y.
e kx
i.e.
dy
d kx
ke kx y
(e y )
dx
dx
The equation is now an exact differential equation and should be solved as such.
e kx y e kx f ( x ) dx
i.e.
Finally, the general solution is obtained by dividing the equation by the integrating factor.
y e kx e kx f ( x ) dx
i.e.
EXAMPLE
If
dy
3 y x , find y.
dx
Solution
The integrating factor is e 3 dx e 3 x .
dy
3e 3 x y xe 3 x
dx
1
1
3x
Integrating both sides with respect to x, we get e y xe 3 x e 3 x c
3
9
1
1
y x ce 3 x .
Dividing by the integrating factor, we get,
3
9
Multiplying by the integrating factor, we get,
e 3x
EXAMPLE
Solve the differential equation
dy 1
y x 2 , given that y = 3 when x = 2.
dx x
Solution
1
The integrating factor is e x dx e ln x x .

Multiplying by the integrating factor, we get,
i.e.
dy
y x3
dx
d
( xy ) x 3
dx
1 4
x c
4
Integrating both sides with respect to x, we get xy

When x = 2, y = 3
(2)(3)
xy
1
(2) 4 c c 2
4
1 4
x 2
4
Dividing by the integrating factor, we get,
1 3 2
x .
4
x

NOTE: the coefficient of
dy
must be 1 in order when the integrating factor method is
dx
to be used.
Exercise 2.3.c.c
(i)
Worksheet Exact Differential Equations
(ii)
1.
Past Examination Questions

A curve C in the x y plane passes through the point (1,0). At any point ( x,y) on C,
dy
y e x .
dx
(a) Find the general solution of this differential equation.

(b) Hence find the equation of C, giving your answer in the form y = f(x).
[NEAB]
2.
The cost $c of manufacturing x items may be modelled by the differential

equation
dc
2c 10 x .
dx
By using a suitable integrating factor, solve the differential equation, given that
there is a cost of $100 when no items are produced.
8
Second Order Differential Equations

d2y
f ( x)
dx 2
This type of equation is solved by integrating, with respect to x, twice.
Equations that may be expressed in the form
EXAMPLE
d2y
Given that
x , find y.
dx 2
Solution
d2y
x
dx 2
d2y
dy 1 2
dx 2 dx x dx dx 2 x c
dy
1
dx x 2 c dx
dx
2
1 3
y x cx k
6
where c and k are arbitrary constants.

It should be noted that the general solution of a second order differential equation
must contain two arbitrary constants (since it is a second order equation) and
satisfies the equation.
A particular solution is obtained by finding the values of c and k which satisfy two initial
conditions.
Exercise 2.1.c.a
1.
Find the general solutions of the following differential equations
d2y
d2y
(i)
5x 7
(ii)
sin 2 x
(iii)
dx 2
dx 2
2.

and
d2y
ex
2
dx
d2y
32e 2 x 6 x, given that when x = 0, y = 2
dx 2
dy
20 .
dx

3.
4.
d2y
10 , given that when x = -1, y = 3 and when
dx 2
x = 1, y = 15.
1
d2y
x ln x , given that when x = 1, y =
and
2
2
dx
dy
1
.
dx 12
Equations that may be expressed in the form a
d2y
dy
b cy 0 ,
2
dx
dx
where a, b and c are constants.

To solve a
d2y
dy
b cy 0 , we use the substitution y Ae nx , where A and n are
2
dx
dx
constants.
dy
d2y
nAe nx
n 2 Ae nx
2
dx
dx
Substituting these in the given equation, we get that
an 2 Ae nx bnAe nx cAe nx 0
and dividing this equation by Aenx gives the quadratic equation
an 2 bn c 0
This quadratic equation is called the auxiliary equation.
Now,
y Ae nx
The solution of a second order differential equation depends on the type of roots of its
auxiliary equation. A quadratic equation has
I
two real distinct roots or
II
two real equal roots (i.e. repeated root) or
III
two complex roots.
I
If the auxiliary equation has two real distinct roots, say n1 and n2, the general
d2y
dy
solution of the second order differential equation a 2 b cy 0 is
dx
dx
y Ae n1 x Be n2 x ,
where A and B are arbitrary constants.

10
II
If the auxiliary equation has two real equal roots, say n1, the general solution of
d2y
dy
the second order differential equation a 2 b cy 0 is
dx
dx
y ( A Bx )e n1 x .
If the auxiliary equation has two complex roots, say n1 in2, the general solution
d2y
dy
of the second order differential equation a 2 b cy 0 is
dx
dx
III
y e n1 x ( A cos n2 x B sin n2 x ) ,
EXAMPLE
Solve the following second order differential equations:
d2y
dy
(i )
2 3y 0
2
dx
dx
2
d y
dy
(ii )
6 9y 0
2
dx
dx
2
d y dy
(iii ) 2 2
3y 0
dx
dx
Solutions
(i)
The auxiliary equation is n2 + 2n 3 = 0.

(n + 3)(n 1) = 0
n = -3 or 1 (two real distinct roots)

2
d y
dy
2 3 y 0 y Ae 3 x Be x
2
dx
dx
(ii)
The auxiliary equation is n2 6n + 9 = 0

(n 3)2 = 0
n = 3 (two real equal roots)
2
d y
dy
6 9 y 0 y ( A Bx )e 3 x
2
dx
dx
(iii)
The auxiliary equation is 2n2 + n + 3 = 0.

n
1 1 24
1 i 23

(two complex roots)
6
6
6

11
d 2 y dy
2 2
3y 0
dx
dx
ye
1
x
6
A cos
23
23
x B sin
x
6
6

Exercise 2.1.c.d
FURTHER PURE MATHEMATICS EXERCISE 4B
Equations that may be expressed in the form a
d2y
dy
b cy f ( x ) ,
2
dx
dx
where a, b and c are constants.

To solve equations of this type we first have to find the general solution of the equation
d2y
dy
a 2 b cy 0 . This is called the complementary function (CF).
dx
dx
We now find a particular integral (PI) which satisfies the equation
d2y
dy
a 2 b cy f ( x ) .
dx
dx
A particular integral is an expression which is similar in form to f(x).
EXAMPLE
(i)
(ii)
(iii)
If f (x) is a polynomial of degree n, then the PI is a polynomial of degree

n.
If f(x) = a sin nx or f(x) = b cos nx or f(x) = a sin nx b cos nx, then the PI
is c sin nx + d cos nx (both trig functions and + are ALWAYS used).
If f(x) is an exponential function, then the PI is a similar exponential
function.

12
d2y
dy
The general solution of the second order differential equation a 2 b cy f ( x ) is
dx
dx
the sum of the complementary function and its particular integral.
i.e. If a
d2y
dy
b cy f ( x ) , then y = CF + PI is the general solution.
2
dx
dx
EXAMPLE
Solve the second order differential equations:
d2y
dy
(i)
2 3y 2x2 5
2
dx
dx
2
d y
dy
(ii)
2
3 y 3 sin 2 x
2
dx
dx
d2y
dy
(iii)
2
4 y 3e 7 x
2
dx
dx
Solutions
(i)
In section B, example (i), we found that

d2y
dy
2 3 y 0 y Ae 3 x Be x
2
dx
dx
CF = Ae 3 x Be x
f(x) = 2x2 + 5 is a polynomial of degree 2.

the PI is a polynomial of degree 2.
let y = ax2 + bx + c
dy
d2y
2ax b and
2a
dx
dx 2
Substituting for y and its derivatives in the given equation, we get that
2a 2(2ax b) 3(ax 2 bx c ) 2 x 2 5
Equating the coefficients of like term, we get that

2
3
4a
4a 3b 0 b
3
8
b
9
3a 2 a
2a 2b 3c 5 c
2a 2b 5
3
73
27

13
PI =
2 2 8
73
x x
3
9
27
and the general solution is

y Ae 3 x Be x
2 2 8
73
x x
.
3
9
27
d2y
dy
2
3 y 3 sin 2 x
2
dx
dx
From above, CF = Ae 3 x Be x
Since f(x) = 3 sin 2x, let y = a sin 2 x b cos 2 x
dy
d2y
2a cos 2 x 2b sin 2 x and
4a sin 2 x 4b cos 2 x
dx
dx 2
Substituting in the given equation, we get that
4a sin 2 x 4b cos 2 x + 2( 2a cos 2 x 2b sin 2 x ) 3( a sin 2 x b cos 2 x ) 3 sin 2x
Equating coefficients of like terms, we get that
-7a 4b = 3 and
4a 7b = 0.
Solving these equations simultaneously, we get that
(ii)
427
61
b
and
64
16
427
61
sin 2 x
cos 2 x
PI =
64
16
a
The required general solution is
y Ae 3 x Be x 427 sin 2 x 61 cos 2 x

64
(iii)
16
d2y
dy
2
4 y 3e 7 x
2
dx
dx
From above, CF = Ae 3 x Be x
Since f ( x ) 3e 7 x , let y Ce 7 x
dy
d2y
7Ce 7 x and
49Ce 7 x
2
dx
dx
PI = y
49Ce 7 x 2 7Ce 7 x 4 Ce 7 x 3e 7 x
3
59C 3
C
59
The general solution is
3 7x
e
59
y Ae 3 x Be x
3 7x
e
59

14
Exercise 2.1.c.12c
FURTHER PURE MATHEMATICS EXERCISE 4C
14.
Given that A, B, K and c are constants, verify that the general solution of:
c
y A cos Kx B sin Kx 2 satisfies the differential equation
(a)
k
2
d y
K 2 y c.
2
dx
c
d2y
y Ae Kx Be Kx 2 satisfies the differential equation
(b)
K 2 y c.
2
k
dx
[This type of differential equation occurs in a number of scientific situations.]
15.
Using the standard results in Question 14 or otherwise write down (or derive) the
general solution of the following differential equations.
d2y
36 y 1
dx 2
d2y
(c)
9 y 18
dx 2
(a)
16.
d2y
9 y 18
dx 2
d2y
(d) 4 2 9 y 36
dx
(b)
Use the standard results in Question 14 to solve the following differential

equations.

15
1 d2y
(a)
y 2 given that when x , y 1 and when x , y 1 .
2
4
2
4 dx
2
dy
d y
6.
(b)
y 2 given that when x 0, y 2 and
2
dx
dx
dy
d2y 1
1 .
(c)
y 4 given that when x , y 19 and
2
dx
4
dx
(d) 4
dy
d2y
d2y 3
x
0
,
4
given
that
when
and
.
dx
2
dx 2
dx 2
UNDERSTANDING PURE MATHEMATICS EXERCISE 20E QUESTIONS 6 TO 9
FURTHER PURE MATHEMATICS EXERCISE 4C
SOLUTION OF DIFFERENTIAL EQUATIONS BY SUBSTITUTION

Bibliography
Further Pure Mathematics by Brian and Mark Gaulter
Understanding Pure Mathematics by A.J. Sadler and D.W.S. Thorning
16
Calculus with Analytic Geometry (5th Edition) by Robert Ellis and Denny Gulick
Applied Calculus (3rd Edition) by Dennis Berkey
Elementary Differential Equation (3rd Edition) by C.H.Edwards, Jr. and David E. Penney
A Level Mathematics (4th Edition) by R. C. Solomon
A Level and AS Level Mathematics by Michael Kenwood and Cyril Moss

17

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CAPE MATHEMATICS

UNIT 2 MODULE 3: COUNTING, MATRICES AND DIFFERENTIAL

Differential Equations and Modelling

Students should be able to:

The study of differential equations has two principal goals:

to discover the differential equation that describes a given situation;

for an appropriate constant C.

Newtons Law of Cooling: The time rate of change of the temperature,

where k is a positive constant.

The motion, v, of a falling object may modelled by

The change in the size of a population, P, may be modelled by

where k and C are constants.

The flow of current in an electric current may be modelled by

The Solution of a Differential Equation

Differential equations with y or

First Order Differential Equations

The rate of increase of a population P is proportional to P with the constant of

If the initial population is P0, find P at time t.

The rate of decline of an insect population due to the application of a certain

The rate at which an air freshener block evaporates is directly proportional to

The rate of change of the volume of a sphere is proportional to the volume of

CAPE PURE MATHEMATICS

Exact Differential Equations equations that may be expressed in the form

the solution of equations of this type is

where c is the constant of integration.

Worksheet Exact Differential Equations

We use an integrating factor to solve this type of differential equation.

[Note the constant of integration is NOT used here.]

CAPE PURE MATHEMATICS

Multiplying by the integrating factor, we get,

The integrating factor is e x dx e ln x x .

Integrating both sides with respect to x, we get xy

Dividing by the integrating factor, we get,

CAPE PURE MATHEMATICS

NOTE: the coefficient of

Worksheet Exact Differential Equations

Past Examination Questions

(a) Find the general solution of this differential equation.

The cost $c of manufacturing x items may be modelled by the differential

[2007 Paper 1 8 marks]

Second Order Differential Equations

Equations that may be expressed in the form

where c and k are arbitrary constants.

Solve the differential equation

CAPE PURE MATHEMATICS

Solve the differential equation

Equations that may be expressed in the form a

where a, b and c are constants.

where A and B are arbitrary constants.

CAPE PURE MATHEMATICS

The auxiliary equation is n2 + 2n 3 = 0.

n = -3 or 1 (two real distinct roots)

The auxiliary equation is n2 6n + 9 = 0

The auxiliary equation is 2n2 + n + 3 = 0.

CAPE PURE MATHEMATICS

where A and B are arbitrary constants.

FURTHER PURE MATHEMATICS EXERCISE 4B

Equations that may be expressed in the form a

where a, b and c are constants.

If f (x) is a polynomial of degree n, then the PI is a polynomial of degree

CAPE PURE MATHEMATICS

In section B, example (i), we found that