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DIFFERENTIAL EQUATIONS
(A Reference Text)














Prof. Francis Anthony G. Llacuna
Dr. Dante L. Silva
3
rd
Quarter
SY 2004-2005







TABLE OF CONTENTS

Lesson Page

1 Classification of Differential Equations,
Its Definition and Terminology 4

2 Elimination of Arbitrary Constants by Differentiation 11

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3 Families of Curves 13

4 Variable Separable 14

5 Homogeneous Function 16

6 Equations with Homogeneous Coefficients 17

7 Exact Differential Equations 19

8 Reducing to Linear equation of Order One
Non-Exact Differential Equation 25

9 Transforming to Bernoullis Equation
Non-Exact Differential Equation 27

10 Integrating Factor Found by Inspection
Non-Exact Differential Equation 29

11 Integrating Factor Found by Formula
Non-Exact Differential Equation 31

12 Miscellaneous Substitution
Non-Exact Differential Equation 33

13 Coefficients Linear in Two Variables 34

14 Geometric Application Orthogonal Trajectories 36

15 Law of Growth and Decay 38

16 Newtons Law of Cooling 40

17 Continuous Compound Interest 42

18 Mixture Problem 43

19 Simple Electric Circuits 45

20 Newtons Second Law of Motion 47

21 Higher-Order, First Degree Differential Equations 49

22 Homogeneous Linear Equations with
Constant Coefficient 52

23 The Method of Undetermined Coefficients
Non-Homogeneous Equations 55

24 Variation of Parameters
Non-Homogeneous Equations 58

25 R(x) is an Exponential Function
Inverse Operator 59

26 R(x) is a Trigonometric Function
Inverse Operator 61

27 R(x) is a Polynomial Function
Inverse Operator 63

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28 R(x) is a Composite Function
Inverse Operator 64

29 By Inspection 66

30 The Laplace Transform 67

31 The Inverse Laplace Transform 70

References 72











Lesson 1

Classification of Differential Equations,
Its Definition and Terminology

Specific Objectives:

At the end of the lesson, the students are expected to accomplish the following:
define differential equations
distinguish between dependent and independent variables
define parameter and arbitrary constants
classify differential equation according to properties, types, and kinds.

Differential Equation
A statement that two expressions are equal and an equation which contains derivatives or differentials. (Rainville, 2002)


Example 1.1 Which of the following describes a differential equation?

1. cos xdx + sin ydy = 0

2. 3x + x
2
y = 0

3. dy/dx = y/x + tan y/x

4. xdx + ydy = 0

5. (x
2
y
2
) + 2xy y = 0

Exercise 1.1 Which of the following describes a differential equation?

1. (x + 3y)dx (2x-y)dy = 0

2. x
2
y + (y-1) = 2(x-3y)

3. x
2
y
2
= 9

4. (x y)dx/dy + 3x = x(x+y)
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5. sec x tan y tan y = sec
2
x tan
2
y



The Dependent and the Independent Variable
Suppose y = f(x), which is read as y is a function of x, if y is differentiable with respect to x then y is the dependent variable while x is the
independent variable.

Example 1.2 Identify the dependent and the independent variable.

1. + k
2
x = 0 t independent variable; x dependent variable

2. = a
2
t, x independent variable; w dependent variable

Exercise 1.2 From the following differential equations, determine which among the variables involved is the dependent variable and the
independent variable:

1. dy/dx + 1 = x 2y

2. (x-2y)
3. y 2y = y +2x

4. (2x + y) dx + (x + 2y) dy = 0

5. (cosx cosy) dx (sinx siny) dy = 0


Parameter is a constant not to be eliminated while an Arbitrary Constant is a constant to be eliminated.

Example 1.3 Identify the parameters.

1. 5 + 6 + = 100w cos w: w is a parameter/fixed constant


c is an arbitrary constant

Exercise 1.3 Identify the parameters.

1. ( d
2
i / dt
2
) + di/dt + i/c = w coswt






Classification of Differential Equations

1. According to Properties: Order and Degree

Order of the Differential Equation
The order of the differential equation is the order of the highest - ordered derivative appearing in the equation. (Rainville, 2002)

Example 1.4 Find the order of the following differential equations.

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1. + k
2
x = 0 2
nd
order DE

Exercise 1.4 Find the order of the following differential equations.

1. y 2(y)
2
= (y2y)
3

2.

3. 3

Degree of the Differential Equation:
The degree of the differential equation is the same as the exponent of the highest - ordered derivative in the given equation after the equation
has been rationalized or cleared of fractions with respect to all the derivatives.

Example 1.5 Find the degree of the following differential equations

1. + k
2
x = 0 1
st
degree DE

2.
Note; Square both sides of the equation to remove the fractional exponent, hence the degree of the equation is
2.

Exercise 1.5 Find the degree of the following differential equations.

1. y - 2(y)
3
= (y)
2
+ 3y

2.

3.

2. According to Types: Ordinary and Partial DE


Ordinary Differential Equation
An equation which contains total derivatives or differentials only and has only one independent variable is called an ordinary differential
equation.

Example 1.6 Which of the following describes an ordinary differential equations.

1. + k
2
x = 0: t independent variable; x dependent variable

Exercise 1.6 Which of the following describes an ordinary differential equation?

1. xy y = 3(x+1)

2. y-2y+3y = 0

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3. x 3y = 4

Partial Differential Equation
An equation which contains partial derivatives only and has one or more independent variables is called a partial differential equation.


Example 1.7 Which of the following describes a partial differential equation?

1.
2
w/t
2
= a
2
(
2
w/x
2
) t, x - independent variable ; w - dependent variable

2. cosx dy + siny dx = 0

Exercise 1.7 Which of the following describes a partial differential equation?

1. y/x 3yy/z = (x- 2z)

2. (x-2y)dx (3x+y)dy = 0

3. f/t + h/t = 0

3. According to Kind: Linear and Non-Linear

Linearity of an Equation
A differential equation is said to be linear if it satisfies the following conditions:
1. It should be linear in the dependent variable.
2. It should be linear in all the derivatives.
3. It should not contain a product of the dependent variable and its derivative or differential.
4. It should not contain any transcendental functions of the dependent variable

Note: If one of these conditions is not satisfied then the equation is considered non-linear.


Example 1.8 Determine which of the following differential equation is linear:

1. (x + y - 2) dx (x - 2y) dy = 0

2. x dy/dx 3y = 3x - 2x + 1

3. (y) - 2y = 3 (x+y)

4. y dx/dy 3x = x 4y

5. (y-1) dx ( x+2) dy = 0


Exercise 1.8 Determine which of the following differential equation is linear:

1. (y)
2
+ 10 (y)
3
+ 3y = 3x
4

2. 7xy + 13 x
2
y (cos x) y = 0

3. (x 2y)dy + (5x
2
5y
3
)dx = 0

4. 6 5 = 0

5. 5 15 = 0
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Solution of a Differential Equation
The solution of a differential equation is a non-derivative relation between the variables which satisfies the given differential equation. It can be
a General/Primitive Solution, Particular Solution or Singular Solution.

Exercise 1.9 Determine which of the following equations is a solution of the differential equation:

1. y = x - 2x + 3x 4
2. y = 3x - 4x + 3
3. y = c
1
x -c x


1. General Solution or Primitive Solution
The general solution of a differential equation or primitive is a type of solution which contains arbitrary constant/s which is/are usually
represented by letters. Geometrically, this represents family of curves.

Exercise 1.10 Determine which of the following equations is a general solution or primitive:

1. y =
2. y = Ax + Bx + C
3. y = c x c e


2. Particular Solution
The particular solution is obtained from the general solution by determining the value of the arbitrary constant and substituting it in the general
solution.

Exercise 1.11 Determine which of the following equations is a particular solution.

1. y = mx + b
2. y =
3. y = x - 2x + 2

3. Singular Solution
A solution free of arbitrary constants, and which is not obtained from the general solution.

Exercise 1.12
1. Verify that y = e
2x
is a solution of

2. Show that the differential equation (4x
3
y
3
)dx + (2y 3xy
2
)dy = 0
has x
4
xy
3
+ y
2
= c as its solution where c is a constant.

Seatwork: Complete the following table:


Equation

Order

Degree

Kind

IV

DV

1. xdy + ydx = 0

2.


3. y 3y + 3y + y = 0


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4.

5. (y)
3
+ (y)
4
+ (y)
5
+ y = 0


6. x (dy/dx) + x
2
= 0


7. y (dy/dx) + x
2
= 0

8.


9.


10. y/x 3y(y/z) = (x- 2z)



Homework: For each of the following differential equations, identify its order, degree, kind, type, independent and dependent
variables. Present in tabular form.

1. 5 (y)
2
+ 10 (y)
3
+ 3y = 3x
4

2. 7xy + 13 x
2
y (cos x) y = 0

3. (x - 2y) dy + (5x
2
- 5y
3
) dx = 0

4.
2
y/x
2
- 6y/x - 5 = 0

5. (
3
z/x
3
)
2
- (5
2
z/y
2
)
5
- 15z/t = 0



Review: Differentiation Formula

Lesson 2
Elimination of Arbitrary Constants by Differentiation

Specific Objectives
At the end of the lesson, the students are expected to:
be familiar with the method of eliminating the arbitrary constants from a given equation to obtain its differential equation and
determine the differential equation from a given general solution or primitive.

Elimination of Arbitrary Constants:
To find the differential equation from the given general solution, the arbitrary constants involved in the given equation must be eliminated.

Rules:
1. Differentiate the given equation as many times as the number of arbitrary constants.
2. The order of the resulting differential equation should be equal to the number of arbitrary constants.
3. The desired equation is free from arbitrary constants.


Example: Find the differential equations of the following by eliminating the arbitrary constants:

1. y = 3x
2
+ ce
-2x

2. y = c
1
sin4x + c
2
cos4x + x

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3. y = (x + c) e
-x

4. x + y = tan (x + c) Recall: tan
-1
u =

5. (x a)
2
+ y
2
= a
2
Family of Circles with center at (a,0)

6. x = b cos(wt + a) Note: Eliminate b and a, w is a parameter not to be eliminated, then differentiate
with respect to t.

7. y
2
= cx Parabola with Vertex at (0,0) - (Board Problem)

8. y = c
1
x + c
2
e
x
(Board Problem)

9. y = x + c
1
e
-x
+ c
2
e
-3x


Seatwork: Find the differential equations of the following by eliminating the arbitrary constants.

1. y = 2x + ce
x
ans: y - y + 2x - 2 = 0

2. y = c
1
e
x
+ c
2
e
2x
+ x ans: y - 3y - 2x + 2y + 3 = 0


Homework: Find the differential equations of the following by eliminating the arbitrary constants.

1. y = c
1
e
-2x
+ c
2
e
3x
ans: y y 6y = 0

2. cxy + c
2
x + 4 = 0 ans: x
3
(y)
2
+ x
2
yy + 4 = 0

3. y = c
1
e
x
cos3x + c
2
e
x
sin3x ans: y 2y + 10y = 0

4. ln y = c
1
x + c
2
e

5. y = Ax + Bx + C

6. y = c
1
sin wt + c
2
cos wt w is a parameter

7. (y k)
2
= 4a (x h) parabola with vertex at (h,k), and a as parameter

8. y = c
1
e
ax
cosbx + c
2
e
ax
sinbx c
1
and c
2
are arbitrary constants and a and b are parameters


Review: Equation of family of curves (straight line, parabola, circle, and ellipse)













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Lesson 3
Families of Curves

Specific Objectives
At the end of the lesson, the students are expected to:
formulate an equation based on the given condition
apply the appropriate method of eliminating the arbitrary constants.

A family of curves is usually defined by an equation containing one or more arbitrary constant and sometimes a parameter.
The Differential Equation of the family of the curves may be obtained by eliminating the arbitrary constants.

Example. Find the differential Equations of the following:

1. Family of parabolas with vertex at (1,3) and axis parallel to the xaxis. ans. 2y(x -
1) = (y 3)

2. All straight lines with slope and y-intercept equal.
ans. y(x + 1) y = 0

3. Family of circles with center on the xaxis. (Board Problem)
ans. 1+yy + (y)
2
= 0

4. Family of circles through the origin with center on the x-axis.
ans. 2xyy + x
2
y
2
= 0

5. Family of circles with fixed radius r and tangent to the x-axis.
ans. (y - r)
2
(y)
2
+ y
2
2ry = 0
Seatwork:

1. Find the DE in differential form the family of straight lines passing through the origin. (Board Problem) ans. y dx x
dy = 0
2. Find the DE in differential form the family of parabolas having vertices at the origin and then foci on the x axis. ans. y dx 2xdy = 0

Homework:

1. Find the DE of the family of circles with center on the y-axis.
ans. (y)
3
xy + y = 0
2. Find the DE of the family of lines passing through (h,k).
ans. (y-k) dx (x-h)dy = 0
3. Find the DE of the family of parabolas with axis parallel to the x-axis, the distance between the vertex and the focus being a.
ans. 2ay + (y)
3
= 0

Lesson 4
Variable Separable
Solution of First Order, First Degree Differential Equations


Specific Objectives:

At the end of the lesson, the students are expected to:
perform the solution to a differential equation and find the differential equations from a given relation
identify and distinguish differential equations whose coefficients are separable

Variable Separable Differential Equation

Given the general form of differential equation,

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M(x,y)dx + N(x,y)dy = 0

Suppose M(x,y) and N(x,y) can be transformed to distinct functions of x and y as M (x)N (y) and M (x)N (y)
respectively, then the equivalent equation is

M (x)N (y)dx + M (x)N (y)dy = 0

Which can be transformed to:
by means of separation of variables.

The resulting equation can now be integrated to find the general solution, thus



Note: To separate the variables, divide the equation by the unnecessary factor(s) or multiply the equation by the reciprocal of the unwanted factor(s).


Example: Obtain the general solution of the following differential equations.

1. 3x
2
y dx x
3
dy = 0 ans: x
3
= yc

2. cosx siny dx + sinx cosy dy = 0 Recall:
ans: sinx siny = c

3. 2x(1-y
2
)dx y(1+2x
2
)dy = 0 ans: (1 + 2x
2
)(1 - y
2
) = c

4. (y
2
-1)dx 2(2y + xy)dy = 0 ans: (x + 2) = c (y
2
1)

5. x siny dx + e
-x
dy = 0 ans: xe
x
e
x
+ ln(cscy coty) = c
Recall the following:
1. Integration By Parts (IBP)
2.

6. 2y
2
dx + (x
2
y 2xy) dy = 0 ans: y = cx / (x -2)
Recall: Integration By Partial Fraction (IPF)

7. y = ans: 2e
y
=


Seatwork: Obtain the general solution of the following differential equations

1. (xy
2
+ x) dx + (x
2
y y) dy = 0 ans: (x
2
-1)(y
2
+ 1) = c

2. dx = t (1 + t
2
) sec
2
x dt ans: 2x + sin2x = (1+ t
2
)
2
+ c


Homework: Obtain the general solution of the following differential equations

1. y = y sec x (Board Problem) ans: y = c(sec x + tan x)

2. xy (2y - 1) = y (x - 1) (Board Problem) ans: x + 2y + c = ln (xy)

3. x (y - 1) dx + (x + 1) dy = 0; if y = 2
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when x = 1, determine y when x = 2 (Board Problem)
ans: y = 1.55

4. sin x sin y dx + cos x cos y dy = 0 ans: sin y = c cos x

5. sec 2x cos y dx + (cos 2x + cos 2x cot
2
y) dy = 0
ans: tan 2x + 2 ln csc y - cot y = c

6. (xy + x) dx = (x
2
y
2
+ x
2
+ y
2
+ 1) dy ans: ln ( x
2
+ 1)/(y +1)
4
y
2
+ 2y = c

7. x (1-x
2
) dy = y dx ans: y
2
(1- x
2
) cx
2


Review: Homogeneous Function


Lesson 5
Homogeneous Function


The function f(x,y) = 0 is called a homogeneous function of degree n if and only if f(kx,ky) = k f(x,y), of degree n.


Example: Test whether the given function is homogeneous or not, if it is homogeneous then give the degree.

1. f(x,y) = 4x
2
3xy + y
2

2. f(x,y) = 2y +

3. f(x,y) = x sin (y/x) y sin(x/y)
4. f(x,y) =
5. f(x,y) = x lnx x lny

6. f(x,y) = x
3
xy + y
3

7. f(x,y) = x lnx y lny


Seatwork: Test whether the given function is homogeneous or not, if it is homogeneous then give the degree:

1. f(x,y) = x + y - 2xy
2. f(x,y) = y tan

Homework: Test whether the given function is homogeneous or not, if it is homogeneous then give the degree:
1. f(x,y) =
2. f(x,y) = x + y + sinx + cosy

3. f(x,y) = x e
y/x
-




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Lesson 6
Equations with Homogenous Coefficients

Theorem:
If M(x,y) and N(x,y) are homogeneous and of the same degree then
is homogeneous of degree zero.

If M(x,y) and N(x,y) are homogeneous and of degree zero then the ratio can be expressed as a
function of a single variable alone, say v.

Thus, the equation can be transformed to homogeneous type by replacing
y = vx dy = v dx + x dv
or x = vy dx = v dy + y dv

If both M and N are homogeneous and are of the same degree, then the differential equation M(x,y)dx + N(x,y)dy = 0 is homogeneous.

Note: Change the variable whose differential has simpler coefficients.

Example: Test whether each equation is homogeneous or not, if it is homogeneous then find the general solution.

1. + y )dx + xydy = 0 ans: x
2
(x
2
+ 2y
2
) = c

2. xy dx + 2 (x
2
+ 2y
2
) dy = 0 ans: (3x
2
+ 4y
2
)(y
4
) = c

3. ydx = (x + ) dy ans:
Recall:

4. [ x csx (y/x) y ]dx + x dy = 0 ans: lnx cos (y/x) = c
Recall:
5. (x - xy + y )dx xydy = 0 ans: c(y - x) =

6. x dx + sin
2
(y/x) [ y dx x dy] = 0 ans: lnx
4
2(y/x) + sin2(y/x) = c
Recall:
7. [ x y tan
-1
(y/x)]dx + x tan
-1
(y/x) dy = 0 ans:
Recall: If we let u = , then du =

Seatwork: Test whether each equation is homogeneous or not, if it is homogeneous then find the general solution.


1. (x
2
- y
2
) dx + 2xy dy = 0 ans: x
2
+ y
2
= cx


Homework: Test whether each equation is homogeneous or not, if it is homogeneous then find the general solution.

1. xy(ydx +xdy) 6y dy = 0 ; when y = 1 and x = 2 ans: y
2
x
2
3y
4
= 1

2. - x dy = 0 (Board Problem)
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ans: + y = c
3.
























Lesson 7
Exact Differential Equation


Specific Objectives
At the end of the lesson, the students are expected to:
differentiate partially given functions of two variables
test given equations for exactness
solve equations using the four methods for exact equations


Consider the General Form of DE:

M(x,y) dx + N(x,y) dy = 0

Suppose separation of variables does not hold, assume that there is a function F(x,y) such that M = and N = . Then
differentiate M with respect to y and N with respect to x. That is,


but
Therefore,


which is a necessary and sufficient condition to be an exact equation.

Exact differential equations may be solved using any of the four methods:
1. Integrable Combination
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2. Partial Derivatives
3. Line integral
4. Alternative Solution


1. Integrable Combinations

Integrable combinations consist of group of terms that forms an exact differential, thus it is readily integrable. It may be obtained
by rearranging the terms in the given DE until a group of terms forms an integrable combination.

Some of the integrable combinations are listed below:

1. xdy + ydx = d(xy)
2.
3.
4.
5.
6.
7.
8.
9. mx
m 1
y
n
dx + nx
m
y
n 1
dy = d(x
m
y
n
)
10. mx
m 1
y
n
dx nx
m
y
n 1
dy/(y
n
)
2
=

Example 7-1: Find the general solution of the differential equation.

1. (2x + 3y 5) dx + (3x y 2) dy = 0 ans: 6xy + 2x
2
10x y
2
4y = c

2. (3x
2
y 6x) dx + ( x
3
+ 2y) dy = 0 ans: x
3
y 3x
2
+ y
2
= c

3. 3y (x
2
1) dx + (x
3
+ 8y 3x) dy = 0 ans: 4y
2
+ x
3
y 3xy = c

4. (4x
3
y
3
+ 1/x) dx + (3x
4
y
2
1/y) dy = 0 ans: x
4
y
3
+ ln x/y = c


Seatwork 7-1: Find the general solution of the differential equation.


1. +3)dx + (3y .
ans:

2. 2
ans:

Homework 7-1: Find the general solution of the differential equation.

1. x (3xy 4y
3
+ 6) dx + (x
3
6x
2
y
2
1) dy = 0

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ans: x
3
y 2x
2
y
3
+ 3x
2
y = c

2. (xy
2
+ x 2y + 3) dx + x
2
y dy = 2(x+y)dy when x = 1 and y = 1

ans: (xy 2)
2
+ (x+3)
2
= 2y
2
+ 15

3. (2x + y + 1) dx + (x + 2y 1) dy = 0

ans: x
2
+ y
2
+ x - y + xy = c

4. (cos x cos y cot x) dx + ( sinx sin y) dy = 0

ans: sin x cos y ln sin x = c

5. (2x
3
xy
2
2y + 3) dx (x
2
y + 2x) dy = 0

ans: x
4
- x
2
y
2
- 4xy + 6x = c

2. Partial Derivatives

Consider the equation: M(x,y) dx + N(x,y) dy = 0 (1)

If , then (1) is an exact equation.
Therefore, its solution is F = c where

(2) and - (3)

Determine F from (2) by integrating both sides with respect to x, treating y as constant where the usual arbitrary constant in
indefinite integration is a function T(y) which is yet unknown. To determine T(y), obtain , equate it to (3) and integrate. This time,
no arbitrary constant is needed in obtaining T(y) since one is being introduced on the right side in the solution F = c.


Example 7-2: Find the general solution of the differential equation.

1. (2x + 3y 5) dx + (3x y 2) dy = 0 ans: 6xy + 2x
2
10x y
2
4y = c

2. (3x
2
y 6x) dx + ( x
3
+ 2y) dy = 0 ans: x
3
y 3x
2
+ y
2
= c


3. 3y (x
2
1) dx + (x
3
+ 8y 3x) dy = 0 ans: 4y
2
+ x
3
y 3xy = c

4. (4x
3
y
3
+ 1/x) dx + (3x
4
y
2
1/y) dy = 0 ans: x
4
y
3
+ ln x/y = c


Seatwork 7-2: Find the general solution of the differential equation.

1. 3y (x
2
1) dx + (x
3
+ 8y 3x) dy = 0

2. (4x
3
y
3
+ 1/x) dx + (3x
4
y
2
1/y) dy = 0

Homework 7-2: Find the general solution of the differential equation.

1. x (3xy 4y
3
+ 6) dx + (x
3
6x
2
y
2
1) dy = 0

2. (xy
2
+ x 2y + 3) dx + x
2
y dy = 2(x+y)dy when x = 1 and y = 1

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3. (2x + y + 1) dx + (x + 2y 1) dy = 0

4. (cos x cos y cot x) dx + ( sinx sin y) dy = 0

5. (2x
3
xy
2
2y + 3) dx (x
2
y + 2x) dy = 0


3. Line Integrals

Consider


where a, b = arbitrary constants for which M and N are defined.

If M and N are polynomial functions, set a = b = 0 since a polynomial function is always defined at the origin except when the
functions become undefined. In this case, try substituting other values for a and b that will make the functions defined.

Note: In the first integral, treat y as constant.
In the second integral, replace x by the value of a.

Applicable only when M and N are either polynomial functions or transcendental functions but never a combination of
polynomial and transcendental functions.


Example 7-3: Find the general solution of the differential equation.

1. (2x + 3y 5) dx + (3x y 2) dy = 0 ans: 6xy + 2x
2
10x y
2
4y = c

2. (3x
2
y 6x) dx + ( x
3
+ 2y) dy = 0 ans: x
3
y 3x
2
+ y
2
= c

3. 3y (x
2
1) dx + (x
3
+ 8y 3x) dy = 0 ans: 4y
2
+ x
3
y 3xy = c

4. (4x
3
y
3
+ 1/x) dx + (3x
4
y
2
1/y) dy = 0 ans: x
4
y
3
+ ln x/y = c


Seatwork 7-3: Find the general solution of the differential equation.

1. 3y (x
2
1) dx + (x
3
+ 8y 3x) dy = 0

2. (4x
3
y
3
+ 1/x) dx + (3x
4
y
2
1/y) dy = 0

Homework 7-3: Find the general solution of the differential equation.

1. x (3xy 4y
3
+ 6) dx + (x
3
6x
2
y
2
1) dy = 0

2. (xy
2
+ x 2y + 3) dx + x
2
y dy = 2(x+y)dy when x = 1 and y = 1

3. (2x + y + 1) dx + (x + 2y 1) dy = 0

4. (cos x cos y cot x) dx + ( sinx sin y) dy = 0

5. (2x
3
xy
2
2y + 3) dx (x
2
y + 2x) dy = 0


4. Alternative Solution

Consider the equation: M(x,y) dx + N(x,y) dy = 0

For M: integrate x and treat y as a constant
N: set x = 0, then integrate y
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Example 7-4: Find the general solution of the differential equation.

1. (2x + 3y 5) dx + (3x y 2) dy = 0 ans: 6xy + 2x
2
10x y
2
4y = c

2. (3x
2
y 6x) dx + ( x
3
+ 2y) dy = 0 ans: x
3
y 3x
2
+ y
2
= c

3. 3y (x
2
1) dx + (x
3
+ 8y 3x) dy = 0 ans: 4y
2
+ x
3
y 3xy = c

4. (4x
3
y
3
+ 1/x) dx + (3x
4
y
2
1/y) dy = 0 ans: x
4
y
3
+ ln x/y = c


Seatwork 7-4: Find the general solution of the differential equation.

1. 3y (x
2
1) dx + (x
3
+ 8y 3x) dy = 0

2. (4x
3
y
3
+ 1/x) dx + (3x
4
y
2
1/y) dy = 0

Homework 7-4: Find the general solution of the differential equation.

1. x (3xy 4y
3
+ 6) dx + (x
3
6x
2
y
2
1) dy = 0

2. (xy
2
+ x 2y + 3) dx + x
2
y dy = 2(x+y)dy when x = 1 and y = 1

3. (2x + y + 1) dx + (x + 2y 1) dy = 0

4. (cos x cos y cot x) dx + ( sinx sin y) dy = 0

5. (2x
3
xy
2
2y + 3) dx (x
2
y + 2x) dy = 0

























Lesson 8
Reducing to Linear Equation of Order One
NonExact Differential Equations


Consider the General Form of DE

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M(x,y) dx + N(x,y) dy = 0 (1)

where .

To transform (1) into an exact equation, multiply it by an integrating factor, (lambda).

Non - Exact differential equations may be solved using any of the four methods:
1. Reducing it to Linear Equation of Order One
2. Transforming to Bernoullis Equation
3. Integrating Factor by Inspection
4. Integrating Factor found by Formula (Partial Differentiation)

1. Reducing to Linear Equation of Order One

Specific Objectives
At the end of the lesson, the students should be able to :
identify a first order linear differential equation
find an integrating factor
solve a linear equation of order one


If the given equation is not exact, reduce it to either form listed below and find an integrating factor, :

Linear in y: dy + y P(x) dx = Q(x) dx
G.S.:

Linear in x: dx + x P(y) dy = S(y) dy

Example: Find the general solution of the differential equation.

1. (x
5
+ 3y) dx x dy = 0 ans: 2y = x
5
+ cx
3

2. dy = ( x- 2y cot 2x) dx ans: 4ysin2x = c2x cos2x+sin 2x
Recall:
3. 2y (y
2
x) dy = dx ans:

4. e
-y
sec
2
y dy = dx + x dy ans: xe
y
= tan y + c
Recall:

Seatwork: Find the general solution of the differential equation.

1. dy + = x
2
dx ans: 4xy = x
4
+ c

2. ye
y
dx = ( y
3
+ 2x e
y
) dy ans: x + y
2
e
-y
= cy
2


Homework: Find the general solution of the differential equation.

1. (2x
3
y) dx + xdy = 0 ans: x
3
+ y = cx

2. (2y sin x cos
3
x) dx + cos xdy = 0 ans: y sec
2
x = x + c

3. (3x
2
+ y + 3x
3
y) dx + xdy = 0 ans: e
x
(xy + 1) = c
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Lesson 9
Transforming to Bernoullis Equation
NonExact Differential Equations


2. Transforming to Bernoullis Equation

Specific Objectives
At the end of the lessons, the students should be able to :
transform a particular equation into a Bernoullis form
identify a Bernoullis Equation
solve a Bernoullis Equation

The standard form of the Bernoulli Equation takes a form similar to that of the linear differential equation of the first order. The
main difference is on the factor y
n
and or x
n
contained at the right side of the Bernoulli equation:

Standard Forms:

dy + y P(x) dx = y
n
Q(x) dx (1)

dx + x P(y) dy = x
n
S(y) dy (2)

Consider (1) and multiply by y
n
:

y
n
dy + y
1n
P(x) dx = Q(x) dx (1)

let u = y
1n

du = (1n)y
n
dy

Substitute in (1):




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Example: Find the general solution of the differential equation.

1. dy + ydx = 2xy
2
e
x
dx ans: 1/ye
x
= - x
2
+ c

2. ans: y = x
2
y sin y + x
2
cos y + cx
2

3. ans: (x
2
/y
2
)= (-4/9) x
3
- (2/3) x
3
ln x + c

4. (3x
2
y
2
3x
2
) dx + x
3
ydy (y
2
1)
3/2
dy = 0
ans: 3x
3
(y
2
- 1)
1/2
= y
3
- 3y + c

Seatwork: Find the general solution of the differential equation.

1. 2xyy = 4x
2
+ 3y
2
ans. y
2
= -4x
2
+ Cx
3

2. xydx + (x
2
3y)dy = 0 ans. x
2
y
2
= 2y
3
+ C

3. 2yxdx + x(x
2
lny 1)dy = 0 ans. y (1 + x
2
-x
2
lny) = cx
2

4. 6y
2
dx x(2x
3
+ y)dy = 0 ans. y = x
3
(2 + Cy
1/2
)

5. dy/dx = y(xy
3
1) ans. 3 = xy
3
+ y
3
+ Ce
3x
y
3

Homework: Find the general solution of the differential equation.

1. x dy/dx + y = 1/y
2
ans. y
3
= 1 + cx
-3

2.

t
2
dy/dt + y
2
= ty ans. e
t/y
ct

3. 2x
3
y = y(y
2
+ 3x
2
) ans. y
2
(c x) = x
3

4. ytanx sin2y = sin
2
x + cos
2
y ans. (sin
2
x+ 3cos
2
y)sinx=c

5. (y
4
2xy)dx + 3x
2
dy = 0 ,
when x =2, y = 1 ans. x
2
= y
3
(x + 2)


Lesson 10
Integrating Factor Found by Inspection
NonExact Differential Equations


3. Integrating Factor Found by Inspection

Specific Objectives
At the end of the lessons, the students should be able to :
identify the appropriate exact differentials in the equation
use the exact differentials in solving the given equation
solve a given differential equation observing the method


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The achievement of a learner in finding the integrating factors by inspection depends largely upon his familiarity and creativity, but
he might do well to keep in his mind the differentials of common functions, namely:

1. xdy + ydx = d(xy)

2.
3.
4.
5.
6.
7.
8.
9. mx
m 1
y
n
dx + nx
m
y
n 1
dy = d (x
m
y
n
)
10. mx
m 1
y
n
dx nx
m
y
n 1
dy/(y
n
)
2
=





Example: Find the general solution of the differential equation.

1. 2xydx + (y
2
x
2
) dy = 0 ans: x
2
+ y
2
= cy

2. 3x
2
y dx + (y
4
x
3
) dy = 0 ans: 3x
3
+ y
4
= cy

3. ydx + (x + x
3
y
2
) dy = 0 ans: -1/2(xy)
2
+ ln y = c

4 y(x
2
+ y) dx + x(x
2
2y) dy = 0 ans: x
2
y y
2
= cx


Seatwork: Find the general solution of the differential equation.

1. (x
2
+ y
2
y) dx + xdy = 0 ans:
2. y(2xy + 1) dx xdy = 0 ans: x
2
y + x = cy

3. y(x
3
y) dx x(x
3
+ y) dy = 0 ans: x
3
+ 2y = cxy
2



Homework: Find the general solution of the differential equation.

1. (x
2
y
2
+ 1)dx + x
4
y
2
dy = 0 ans. lnx
3
+ x
3
y
3
= C

2. y(x
3
+x
5
)dx x(x
3
+ y
5
)dy = 0 ans. x
4
4xy
5
= Cy
4

3. x
4
y = -x
3
y csc(xy) ans. 2x
2
cos(xy) 1 = Cx
2

4 y(x
3
e
xy
y)dx + x(y + x
3
e
xy
)dy = 0 ans. x
3
ye
xy


+ y
2
= Cx
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5. y(y
2
+ 1) + x(y
2
+ 1)y = 0,
when x = 2 , y = -1 ans. xy
2
+ x = -4y















Lesson 11
Integrating Factor Found by Formula (Partial Differentiation)
NonExact Differential Equations


4. Integrating Factor found by Formula (Partial Differentiation)

Specific Objectives
At the end of the lessons, the students should be able to :
identify the integrating factor using partial differentiation;
solve the a particular differential equation using correct integrating factor
solve a given differential equation observing the method

Consider the General Form of DE

M(x,y) dx + N(x,y) dy = 0 (1)

where .



1.


2.
3. If the given equation is a homogeneous equation, then

provided that xM + yN 0.

4. If the given equation can be transformed into the form
y f(x,y) dx + x g(x,y) dy = 0, then provided that xM yN 0.

Example: Find the general solution of the differential equation.

1. (x
2
+ y
2
+ x) dx + xydy = 0 ans: 3x
4
+ 6 x
2
y
2
+ 4x
3
= c


2. (x
2


y
2
) dx + xydy = 0 ans: 2x
2
ln x + y
2
= cx
2

3. (xy
2
+ y) dx + (x
2
y x) dy = 0 ans: xy + ln (x/y) = c

4. (2xy
4
e
y
+ 2xy
3
+ y) dx + (x
2
y
4
e
y
x
2
y
2
3x) dy = 0
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ans: x
2
y
3
e
y
+ x
2
y
2
+ x = cy
3


Seatwork: Find the general solution of the differential equation.

1. y (4x + y) dx 2(x
2
y)dy = 0 ans. 2x
2
+ xy + 2ylnIyI = cy

2. y(y + 2x 2)dx 2(x + y)dy = 0 ans. x(2x + y) = ce
x


3. (x
2
+ y
2
+ 1) + x(x 2y)y = 0 ans. x
2
y
2
+ xy 1= cx


Homework. Find the general solution of the differential equation.

1. y(8x 9y)dx + 2x(x 3y)dy = 0 ans. X
3
y (2x 3y) = c

2. (2y
2
+3xy2y +6x)dx + x(x +2y 1)dy = 0 ans. x
2
(y
2
+ xy y + 2x) = c


More Exercises: Find the integrating factor of the following equations.

1. 2y(x
2
y + x )dx + (x
2
2y)dy = 0 ans. e
2x

2. y
2
dx + (3xy + y
2
1)dy = 0 ans. y

3. y(2x y + 1)dx + x(3x 4y + 3)dy = 0 ans. y
2

















Lesson 12
Substitution Suggested by the Equation
(Miscellaneous Substitution)
NonExact Differential Equations


In this topic, a new variable is introduced to simplify the form of the given equation and the choice depends on the form of the
given equation. Usually, we replace the repeated quantity or the transcendental function by a new variable.


Example: Find the general solution of the differential equation.

1. dx (x + y)
2
dy = 0 ans: tan
1
(x + y) y = c

2. ans: sin (y x) = cx

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3. ans: xy
2
x
2
= c

4. (x
2
+ y
2
)(xdy + ydx) xy(xdx + ydy) = 0 ans: x
2
y
2
= c (x
2
+ y
2
)


Seatwork: Find the general solution of the differential equation.









Homework: Find the general solution of the differential equation.











Lesson 13
Coefficients Linear in Two Variables


Consider the equation:

(a
1
x + b
1
y + c
1
) dx + (a
2
x + b
2
y + c
2
) dy = 0 (1)


1. If c
1
= c
2
= 0, then (1) is a Homogeneous DE

2. If c
1
and c
2
are not both zero, then two cases arise, namely:

Case I: (intersecting lines)

To reduce (1) to a homogeneous DE, use the substitution

x = u + h, dx = du and y = v + k, dy = dv (2)

where h, k are the coordinates of the intersection point.
find h, k using the equations a
1
h + b
1
k + c
1
= 0 and a
2
h + b
2
k + c
2
= 0
substitute h,k in (2) and in turn can be substituted in (1), making it a
homogeneous DE

Substitute v = uz, dv = u dz + z du

Case II. (parallel lines)

Use the substitution:

a
1
x + b
1
y = u hence a
1
dx + b
1
dy = du or
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a
2
x + b
2
y = u hence a
2
dx + b
2
dy = du

which ever of the two has smaller coefficients and the resulting DE becomes variable separable.

Example: Find the general solution of the differential equation.

1. (x + y 1)dx + (2x + 2y + 1)dy = 0 ans: x + 2y 3ln ( x+ y+2) = c

2. (2x + 3y 5) dx + (3x y 2) dy = 0 ans: 2x
2
- 10x + 6xy 4y y
2
= c

3. (6x 3y + 2) dx (2x y 1) dy = 0 ans: 3x y 5 ln (2x y + 4) = c



Seatwork: Find the general solution of the differential equation.


1. (2x + 3y 1) dx 4 (x + 1) dy = 0 ans: (2x y + 3)
4
= c (x + 1)
3


Homework: Find the general solution of the differential equation.

1. (2x + 3y 1) dx + (2x + 3y + 2) dy = 0 ans: x + y + 3 ln (2x + 3y 7) = c

2. (x + 2y 4) dx (2x + y 5) dy = 0 ans: (x y 1)
3
= c (x + y 3)

































Lesson 14
Geometric Application Orthogonal Trajectories
Elementary Applications of FirstOrder, First Degree
Ordinary Differential Equations
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Specific Objectives
At the end of the lesson, the student should be able to:
translate the rate of change into mathematical symbols,
apply the appropriate technique in solving a particular rate
equation,
use the concept of slopes to solve a geometric applications,


1. Geometric Application Orthogonal Trajectories

Two families of curves such that every member of either family cuts each member of the other family at right angles are called
orthogonal trajectories.


where = slope of the original family of curves

= slope of the other family of curves


Example: Find the orthogonal trajectories of the family of curves

1. y
2
= 2x + c (Board Problem) ans: y = ce
x
2. y = cx
2
ans:
3. x
2
+ y
2
= cx ans: x
2
+ y
2
= cy
4. y
2
= 4cx ans:

Seatwork: Find the orthogonal trajectories of the family of curves

1. x 3y = C. ans. y + 3x = C

2. Circles through the origin with centers on the x axis.
Homework: Find the orthogonal trajectories of the family of curves

1. y ( x
2
+ k ) + 2 = 0 ans. y
3
= -6 ln |cx |

2. x = C exp (-y
2
) ans. y = C
1
exp (x
2
)

3. Ellipses with centers at (0,0) and two vertices at (1,0) and (-1,0).
ans. x
2
+ y
2
= 2 ln |cx|

4. y = k ( csc x + cot x) ans. y
2
= 2 (C cos x )









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Lesson 15
Law of Growth and Decay
Elementary Applications of FirstOrder, First Degree
Ordinary Differential Equations



2. Law of Growth and Decay

The rate of growth/decay of a certain population is directly proportional to the amount present.

(1)

where = rate of growth/decay of a certain population
k = constant of proportionality
x = number of population present
t = time

By separating the variables in (1), it yields to

Integrating both sides, we have

Example:

1. Radium decomposes at a rate proportional to the amount at any instant. In 100 years, 100 mg of radium decompose to 96
mg. How many mg will be left after 200 years? (Board Problem) ans: 92.13 mg

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2. Initially, there are 250 bacteria and after seven hours, 800 bacteria are observed in the culture. Find:
a) the approximate number of bacteria that will be present in the culture after 24 hours
b) the time it will take the bacteria to increase to 2500.

ans: a) x = 13,433 bacteria
b) t = 13.9 hrs.
3. If the population of the country doubles in 50 years, how many years it would triple?
ans: 79.2 yrs.

Seatwork:

1. Initially, there is 50 mg of a certain radioactive material present and after 2 hours, it is observed that the material has lost
10 % of its original mass. Find:
a) the mass of the material after 4 hours
b) the time at which the mass has decayed to onehalf of its initial mass (halflife of the material)

ans: a) x = 40.45 mg
b) t = 13.10 hrs.

Homework:

1. The population of a city doubles in 50 years. How many years will it be four times as much? Assume that the rate of change
is proportional to the number of inhabitants. ans. 120 years

2. A certain substance decomposes at a rate proportional to the to the amount present. If one-third of it disappears after
1000 days, what is the percentage lost in 100 days? ans. 3.97%

3. Thirty percent of a radioactive substance disappears in 15 years. Find the half life of the substance.
ans. 29.12 years

4. Sugar decomposes in water at a rate proportional to the amount still unchanged. If there were 50 lb of sugar present initially
and at the end of 5 hours this is reduced to 20 lb, how long will it take until 90% of the sugar is decomposed?

5. Water leaks from a cylinder at a rate proportional to the square root of the volume remaining at any time. If initially there are
64 gallons present and 15 gallons leak out on the first day, how much will be left after 4 days? When will there be 25 gallons?
ans. 16 gal; 3 days






Lesson 16
Newtons Law of Cooling
Elementary Applications of FirstOrder, First Degree
Ordinary Differential Equations



3. Newtons Law of Cooling


Newtons Law of Cooling states that the time rate of change of the temperature of the body is proportional to the temperature
difference between the body and its surrounding medium.



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- (1)

where = time rate of change of the temperature of the body
T = temperature of the body
T
m
= temperature of the medium
k = constant of proportionality
t = time
By separating the variables in (1), it yields to



Integrating both sides, we have




Example: Solve the following

1. A body at a temperature of 50F is placed in an oven whose temperature is kept at 150 F. If after 10 minutes the
temperature of the body is 75F, find the time required the body to reach a temperature of 100F

ans: t = 24.10 mins.

2. A body with a temperature of 100C is immersed in a liquid that is kept at a constant temperature of 20C. After 15
minutes, the temperature of the body decreased to 60C.
a) Find the time it will take for the temperature of the body to decrease to 40C.
b) What will be the temperature of the body after 40 minutes?

ans: a) t = 30 mins.
b) T = 32.6C


Seatwork: Solve the following:

1. If a thermometer is taken from a room in which the temperature is 75C into the open, where the temperature is 35C, and
the thermometer reading is 65C after 30 sec,
a) How long after the removal will the reading be 50C?
b) What will be the thermometer reading 3 minutes after the removal?
ans. a) 102 sec
b) 42.1C

Homework: Solve the following

1. At 1:00 pm, a thermometer reading 70 F is taken outside where the air temperature is - 10 F. At 1:02 pm, the reading is
26 F. at 1:05 pm, the thermometer is taken back indoors where the air is at 70 F. What is the thermometer reading at 1:09 pm?
ans. 56 F

2. A body at a temperature of 50 F is placed in an oven whose temperature is kept at 150 F. If after 10 minutes the
temperature of the body is 75 F, find the time required for the body to attain a temperature that is within a half degree of the oven
temperature. ans. 184.16 min





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Lesson 17
Continuous Compound Interest
Elementary Applications of FirstOrder, First Degree
Ordinary Differential Equations


4. Continuous Compound Interest

Rate Equation: P or = r P

Let P = amount of money at any time
r = annual rate of interest
t = time

By separating the variables, it yields to


Integrating both sides, we have


Example: Solve the following:

1. An annual interest of 4% is given on an account . What is the accumulated amount of Php 100,000 after 5 years?
ans. Php 122,140.27

2. If Php 50,000 is borrowed at an interest of 12% per year compounded continuously, and the loan is to be repaid in one
payment at the end of 2 years, how much must the borrower repay? ans. Php 63,562.05


Seatwork: Solve the following

1. If an amount of money doubles itself in 10 years at an interest compounded continuously, how long will it take for the original
amount to triple itself? ans. 15.85 years




Lesson 18
Mixture Problem
Elementary Applications of FirstOrder, First Degree
Ordinary Differential Equations


5. Mixture Problem

The mixing of two salt solutions of differing concentrations gives rise to a firstorder differential equation for the amount of salt
contained in the mixture. If x(t) denotes the amount of salt in the tank at time t, then the rate at which x(t) changes is a net rate:

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where and
Let x = amount of substance present at any time
q
i
= volumetric flow rate of the solution coming in
q
o
= volumetric flow rate of the solution going out c
i
= concentration of the solution
coming in
c
o
= concentration of the solution going out
t = time
= rate of change

Example: Solve the following

1. A tank initially contains 100 gal. of salt solution, where 50 lbs. of salt is added. Salt solution containing 1 lb/gal of salt goes
into the tank at the rate of 2 gal/min and the solution thoroughly mixed goes out at the rate of 1 gal/min. Find the amount of pure salt
after 100 minutes. ans: x = 175 lbs.

2. Find the amount of pure salt after 100 minutes described in the previous problem if the solution thoroughly mixed out goes
at the rate of 2 gal/min.
ans: x = 92.93 lbs.

Seatwork: Solve the following

1. A tank initially contains 50 gal. of fresh water. Brine (water in which a certain number of pounds of salt have been
dissolved), containing 2 lb/gal of salt, flows into the tank at the rate of 2 gal/min and the mixture kept uniform by stirring runs out at the
same rate. How long will it take to increase from 40 lbs. to 80 lbs.? ans: t =
27 28

Homework: Solve the following

1. A tank contains 100 liters of fresh water and brine containing 2 kg of salt per liter, flows into the tank at the rate of 3 liters
per min and the mixture, kept uniform by stirring, flows out at the same rate. How many kg of salt are there in the tank at the end of
30 minutes. ans. 118.7kg

2. Into a 100 - gal tank initially filled with brine containing 50 lb of salt flow 3 gal/min of brine containing 2 lb/gal of salt and the
solution, kept uniform by stirring, flows out at the rate of 2 gal/min. How much salt is in the tank at the end of 100 minutes?
ans. 350 lb

3. A sewage disposal plant has a big holding tank of 100,000-gal capacity. It is filled with liquid to start with and contains
60,000 lb of organic material in suspension. Fresh water runs into the tank at the rate of 20,000 gal/hr and the well-stirred mixture
leaves at the rate of 15,000 gal/hr. How much organic material is in the tank at the end of 3 hours? ans. 34,722.2 lbs

4. A tank initially holds 80 gal of brine containing 1/8 lb of salt per gallon. Another brine solution, containing 1 lb/gal of salt, is
poured into the tank at the rate of 4 gal/min and the well-stirred mixture leaves at the rate of 8 gal/min. Find the amount of salt in the
tank a) at any time, b) after 3 minutes and c) the time when the tank will hold 40 gallons of solution.





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Lesson 19
Simple Electric Circuits
Elementary Applications of FirstOrder, First Degree
Ordinary Differential Equations


6. Simple Electric Circuits

Only simple electric circuits containing a resistor and an inductor or a capacitor in series with an electromotive force is
considered in this section. Kirchhoffs Voltage Law will be used to solve the problems.

Kirchhoffs Voltage Law states that the algebraic sum of the voltage drops in a simple closed electric circuit is zero.


Figure: R
L




Let t (seconds) = time
Q (coulombs) = quantity of electricity; e.g. charge on a capacitor
i (amperes) = current, time rate of flow of electricity
E (volts) = electromotive force or voltage
R (ohms) = resistance
L (henrys) = inductance
C (farads) = capacitance

Thus,

1. If the circuit contains resistance and inductance only (R-L circuit), the
differential equation will be

L + Ri = E

2. If the circuit contains resistance and capacitance (RC circuit), the
differential equation will be

R + Q = E

Example: Solve the following:

1. A resistance and inductance are connected in series in a circuit containing an impressed voltage of 100 V. If R = 10 ohms,
L = 2 henries and i = 0 when t = 0, find i when t = .02second.
ans. 0.95 amp

2. A resistance of 3 ohms and an inductance of 2 henries are connected in series with an electromotive force of 8e
-.0001t
volts. When will the current be 0.8 amperes if no current flows initially?
ans. 0.237 sec


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Seatwork: Solve the following

1. An inductance of 2 henries and a variable resistance r = ohms are connected in series with a constant emf of E
volts. Ifi = 0 when t =0 and i = 50 amp when t = 5 seconds, find the emf , E .
ans. 28.42 V


Homework: Solve the following

1. When a simple electric circuit, containing no condensers but having inductance and resistance, has the electromotive force
removed, the rate of decrease of the current is proportional to the current. The current is i amperes t seconds after the cut-off,and i =
40 amperes when t = 0. If the current dies down to 15 amperes in 0.01 sec, find i in terms of time, t .
ans. I =













Lesson 20
Newtons Second Law of Motion
Elementary Applications of FirstOrder, First Degree
Ordinary Differential Equations


7. Newtons Second Law of Motion

The unbalanced force acting on the body is proportional to the product of the mass and its acceleration and is in the direction
of the acceleration.

P

f

w

Let F be the unbalanced force

F a ma or F = kma where k = 1 based on experiment

but F = P f , m = w/g and a = dv/dt

hence

P f = w/g ( dv/dt)

Where: F = force
m = mass
v = velocity
a = acceleration
t = time
g = acceleration due to gravity
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32 ft/ sec
2
or 9.8

Example: Solve the Following

1. A wagon weighing 256 lbs is pulled by a constant force of 80 lbs along a smooth road. Friction between the wagon and the
smooth road is negligible but there is a wind resistance equivalent to twice the instantaneous velocity of the wagon expressed
in lbs. If the wagon starts from rest, find:
a. Velocity of the wagon after 4 sec
b. The distance traveled by the wagon after 4 sec.
c. The limiting velocity (t = )

2. A body weighing 1960 N is pulled by a constant force of 492 N along a horizontal plane where the coefficient of friction
between the body and the plane is 0.20. There is a wind resistance equal to twice the instantaneous velocity. Determine the velocity
after 20 seconds. ans. 9.06 m/sec



Seatwork: Solve the following

1. A body falls from rest against a resistance that varies directly as the velocity. If the limiting speed or terminal velocity is 160
ft/sec, find the speed after 5 seconds. Assume g = 32 .
ans. 101. 14 ft/sec


Homework: Solve the following

1. A weight, W lb, slides down an inclined plane that makes an angle with the horizontal. Assume that no force other than
gravity is acting on the body, that is, there is no friction, no air resistance etc. At time t = 0, let the distance traveled x be x
0
and let the
initial velocity be v
0
. Determine x for t 0.
ans. x =





















Lesson 21
HigherOrder, First Degree Differential Equations
(Linear Differential Equations with Constant Coefficients)


Standard Form:

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where a
0
, a
1
, a
2
. . . a
n1
are constants and R(x) is a function of x.


Preliminary Theory

1. InitialValue and Boundary Value Problems

For a linear differential equation, an nthorder initialvalue problem is

Solve:
Subject to:

Another type of problem in which the dependent variable y or its derivatives are specified at different points is called a
boundaryvalue problem.

Solve:
Subject to:

The prescribed values and are called boundary conditions.

2. Homogeneous Equations

Standard Form:

(1)

where a
0
, a
1
, a
2
, . . ., a
n 1
are constants and R(x) = 0

(1) is a homogeneous linear differential equation since the degree of the derivatives of each term is of first degree.

3. NonHomogeneous Equations

Standard Form:



where a
0
, a
1
, a
2
. . . a
n1
are constants and R(x) is a function of x.


4. Differential Operators, DOperators

DOperator

An operator is a symbol indicating an operation to be performed. For Doperator, it means taking the derivative of a function
with respect to x. Thus,

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Algebraic Properties of DOperator

1. Commutative with respect to Addition/Multiplication

2. Associative with respect to Addition/ Multiplication


3. Distributive with respect to Addition



4.
where Q(D) is a polynomial in D


Example: Perform the indicated operations:

1. (D 2) x
3
ans: x
2
(3 2x)

2. (D + 1)
2
xe
x
ans: 0

3. (D
2
36) sin 2x ans: 40sin 2x

4. D
8
(D m) e
mx
ans: 0

Seatwork: Perform the indicated operations:

1. D
2
(2x
3
) ans: 12x

2. (D
2
4D + 3)(3x
2
+ 2 cosx) ans: 9x
2
24x + 6 + 8sinx + 4 cos x


Homework: Perform the indicated operations:

1. D(x lnx) ans: 1 + lnx

2. D(x
2
+ sin 4x lnx) ans: 2x + 4 cos 4x 1/x

3. (2D
2
3D + 5)(x cosx 3) ans: 3xsinx + 3xcosx 4sinx 3cosx - 15

4. (D
3
+ 2D 4) (e
-x
sinx + e
2x
) ans: 4e
-x
(cosx - sinx) + 8e
2x



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Lesson 22
Homogeneous Linear Equations with Constant Coefficient


To find its general solution, y = y
c
+ y
p
where the complementary solution, y
c,
may be determined from the roots of the auxiliary
solution, f(m) = 0 and the particular solution,

y
p
, is zero since R(x) = 0. Therefore y = y
c


Recall:


Using Doperators,



Standard Form:

(1)


Suppose y = e
mx
is a particular solution of (1). Substitute it in (1),






Recall:







For e
mx
to be a particular solution of (1), it is necessary and sufficient that f (m) = 0. This relation is called the characteristic or
auxiliary equation of (1). The roots of the auxiliary equation, f(m) = 0. Determine the general solution of (1) as follows:

1. The Auxiliary Equation with Real Roots

1.1 Distinct Roots

Suppose the auxiliary equation, f(m) = 0, has m
1
, m
2
, and m
3
as its roots, then e
m
1
x
, e
m
2
x
and e
m
3
x
are the particular
solution of (1) and the general solution is given by:

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Example: Find the general solution of the differential equation.

1. (D
2
2D 3) y = 0

2. (D
2
+ 5D + 4) y = 0

Seatwork: Find the general solution of the differential equation

1. (D
3
7D + 6) y = 0 ans: y = C
1
e
x
+ C
2
e
2x
+ C
3
e
-3x

2. (D
5
9D
4
+ 13D
3
+ 57D
2
86D 120) y = 0
ans: y = C
1
e
-x
+ C
2
e
-2x
+ C
3
e
3x
+ C
4
e
4x
+ C
5
e
5x


1.2 Repeated Roots

Suppose the roots of the auxiliary equation, f(m) = 0, are m
1
(taken twice as a root) and m
2
(taken 4 times as a root) so that
each term could be linearly independent, then the general solution is given by:




Example: Find the general solution of the differential equation.

1. (D
2
+ 4D + 4) y = 0

2. (D
3
+ 3D
2
+ 3D + 1) y = 0

Seatwork: Find the general solution of the differential equation

1. (D
3
4D
2
+ 4D) y = 0 ans: y = C
1
+ (C
2
+ C
3
x) e
2x


2. (D
4
6D
3
24D
2
+ 224D 384) y = 0
ans: y = C
1
e
-6x
+ (C
2
+ C
3
x + C
4
x
2
) e
4x
2. The Auxiliary Equation with Complex/Imaginary Roots

2.1 Distinct Roots

Suppose the roots of the auxiliary equation, f(m) = 0, are m
1
= a + bi and m
2
= a bi, then the general solution is given by:


Example: Find the general solution of the differential equation.

1. (D
2
+ 6D + 13) y = 0

2. (D
2
+ 4D + 5) y = 0

Seatwork: Find the general solution of the differential equation

1. (D
4
+ 10D
2
+ 16) y = 0
ans: y=(C
1
cos 22 x + C
2
sin 22 x)+(C
3
cos2 x +C
4
sin 2 x)

2.2 Repeated Roots

Suppose the roots of the auxiliary equation, f(m) = 0, are m
1
= a + bi (taken twice as a root) and m
2
= a bi (taken twice as a
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root), then the general solution is given by:


Example: Find the general solution of the differential equation.

1. (D
2
2D + 5)
2
y = 0

2. (D
4
+ 18D
2
+ 81) y = 0

Seatwork: Find the general solution of the differential equation

1. (D
4
4D
3
+ 8D
2
8D + 4) y = 0
ans: y = [(C
1
+ C
2
x) cos x + (C
3
+ C
4
x) sinx] e
x

2. (D
6
+ 3D
4
+ 3D
2
+ 1) y = 0
ans: y = [(C
1
+ C
2
x + C
3
x
2
) cos x + (C
4
+ C
5
x + C
6
x
2
) sin x]







Lesson 23
The Method of Undetermined Coefficients
NonHomogeneous Equations


Methods to be used in solving non-homogeneous equations:
1. The Method of Undetermined Coefficients
2. Variation of Parameters
3. Inverse Operators
4. By Inspection


Standard Form:



To find its general solution, y = y
c
+ y
p
. The complementary solution, y
c
, may be determined from the roots of the auxiliary
equation, f(m) = 0, and the particular solution, y
p
, may be determined by:


1. The Method of Undetermined Coefficients


Step 1. Consider the right hand side of the equation, R(x) and determine its roots.

Case 1. If there is no repetition of roots between the auxiliary equation and R(x) such that



when R(x) is a then y
P
is



a. constant like 2, 3, etc. A

b. linear function like 3x, 2x + 5, etc. Ax + B

c. quadratic function like x
2
, x
2
3x, etc. Ax
2
+ Bx + C
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d. x
n

Ax
n
+ Bx
n 1
+...+ Dx + F

e. e
ax
Ae
ax

f. sin ax, cos ax, sin ax + cos ax A sin ax + B cos ax



Case 2. If there is a repetition of roots between the auxiliary equation and R(x), follow the principles
discussed in the homogeneous linear differential equation under repetition of
roots.

Step 2. Differentiate y
P
according to the order of the given equation.

Step 3. Substitute these equations in the given equation. Solve for the literal constants by comparing/collecting
their coefficients.


Example: Find the general solution of the differential equation.

1. (D
2
D 2) y = 5

2. (D
2
+ 4) y = 4x + 3

3. (D
2
+ 2D + 2) y = 2x
2
+ 3x + 8

4. (D
2
+ 4D + 4) y = 2e
2x


5. (D
2
+ 9) y = 10 sin 2x + 5 cos 2x


Seatwork: Find the general solution of the differential equation.

1. (D
2
3D + 2) y = 2x
3
4x
2
+ 6x + 3 ans.

2. (D
2
9) y = x + e
2x
sin 2x ans.


Homework: Find the general solution of the differential equation.

1. (D
2
2D 3) y = x
3
+ sin x
ans.

2. (D
2
2D) y = e
x
sin x
ans:

3. (D
2
4D + 4) y = x
3
e
2x
+ 2xe
2x
ans.

4. (D
2
9) y = 2x + 3e
2x
sin x

5. (D
2
+ 1) y = 2 sin x + 4x cos x
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Lesson 24
Variation of Parameters
Non-Homogeneous Equations


Step 1. Change the constants in the y
C
to a function of the independent variable (parameters), say A, B,
etc. where A, B are functions of x.

Step 2. Differentiate y
P
according to the order of the given equation setting the sum of all functions of the
derivatives of the independent variable to zero and the last nth derivative of the independent
variable to R(x).

Step 3. By solving simultaneously these equations, find the parameters.


Example: Find the general solution of the differential equation.

1. (D
2
D 2) y = 5

2. (D
2
1) y = e
x
+ 1

3. (D
3
+ D) y = csc x
ans: y = C
1
+ C
2
cos x + C
3
sinx + ln (csc x - cot x) - cosx ln (sin
x) - x sinx
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Seatwork: Find the general solution of the differential equation.
1. (D
2
6D + 9) y =
ans: y = C
1
+ C
2
cos x + C
3
sin x + ln (csc x cot x)
cos x ln (sin x) x sin x

Homework: Find the general solution of the differential equation.

1. (D
2
-4)y = 4x 3e
x
ans: y = e
x
x + c
1
e
2x
+ c
2
e
-2x

2. (D
3
2D
2
+ d)y = x ans: x
2
/2 + 2x + 3 + c
1
xe
x
+ c
2
e
x
+ c
3








Lesson 25
R(x) is an Exponential Function
Inverse Operator


Consider the equation,
F(D) y
P
= R(x) (1)

Applying the inverse operator in (1),
y
P
= R(x)

Note: y
P
depends on the type of function represented by R(x).

R(x) may be:
1. Exponential Function
2. Trigonometric Function
3. Polynomial Function
4. Composite Function
4.1 Exponential Shift
4.2 X Shift


Properties of Inverse Operators:

Let and be inverse operators.

1. =

2. =

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3.







1. R(x) is an Exponential Function

1. Given: F(D) y
P
= e
ax

Such that F(a) 0

2. Given: (D a)
m
y = e
ax

Such that F(a) = 0


Example: Find the particular solution of the differential equation.

1. (D
2
D 2) y
p
= 5 ans: y
p
= -5/2

2. (D
2
+ 4D + 4) y
p
= 2e
2x
ans: y
p
= 1/8 (e
2x
)


Seatwork: Find the particular solution of the differential equation.

1. (D
3
2D
2
5D + 6) y
p
= (e
2x
+ 3)
2

ans: y
p
= 1/18 (e
4x
) 3/2 (e
2x
) + 3/2


2. (D
3
5D
2
+ 8D 4) y
p
= e
2x
+ 2e
x
+ 3e
x

ans: y
p
= x
2
/2 (e
2x
) + 2xe
x
1/6 (e
-x
)


Homework: Find the particular solution of the differential equation.

1. (D
2
2D 3) y
p
= e
-2x
+ e
x
+ 6

2. (D
2
+ 2D + 1) y
p
= 2 sinh 2x

3. (D
2
D 2) y
p
= e
2x
+ e
-x







Lesson 26
R(x) is a Trigonometric Function
Inverse Operator

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2. R(x) is a Trigonometric Function

2.1 Given: F(D
2
) y
P
= sin ax or F(D
2
) y
P
= cos ax

a.
b.

Such that F(a
2
) 0

2.2 Given: (D
2
+ a
2
) y = sin ax or (D
2
+ a
2
) y = cos ax

a.

b. Such that F(a
2
) = 0


Example: Find the particular solution of the differential equation.

1. (D
2
+ 9) y
p
= 10 sin2x + 5 cos 2x ans: y
p
= 2sin2x + 5 cos2x

2. (D
2
+ 3D 4) y
p
= sin 2x ans: y
p
= -1/50(3cos2x + 4sin2x)

3. (D
2
+ 4) y
p
= cos 2x + cos 4x ans: y
p
=(x sin2x) 1/12(cos4x)


Seatwork: Find the particular solution of the differential equation.

1. (D
2
+ 4) y
p
= sin 3x ans: y
P
=
2. (D
4
+ 10D
2
+ 9) y
p
= cos (2x + 3) ans: y
P
=




Homework: Find the particular solution of the differential equation.

1. (D
2
+ 16) y
p
= sin 2x + cos 2x ans: y
p
= 1/12(sin2x) + 1/7(cos3x)

2. (D
2
+ 9) y
p
= 2 sin
2
x ans: y
p
= 1/9 1/5(cos2x)

3. (D 6) y
p
= sin 2x ans: y
p
= -1/20(cos2x) -3/20(sin2x)

4. (D
2
+ D 2) y
p
= sin 2x ans: y
p
= -1/20(cos2x + 3sin2x)








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Lesson 27
R(x) is a Polynomial Function
Inverse Operator


3. R(x) is a Polynomial Function

Given: F(D) y
P
= x
n


Note: is obtained by expanding in ascending powers of D and suppressing all terms beyond D
m
since
D
m
(x
n
) = 0 when m > n.


Example: Find the particular solution of the differential equation.

1. (D
2
+ 4) y
p
= 4x + 3 ans: y
p
= x + 3/4

2. (D
2
+ 2D + 2) y
p
= 2x
2
+ 3x + 8 ans: y
p
= x
2
(x) + 3/2


Seatwork: Find the particular solution of the differential equation.

1. (2D
2
+ 2D + 3) y
p
= x
2
+ 2x 1 ans:
2. (D
3
4D
2
+ 3D) y
p
= x
2
ans:
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Homework: Find the particular solution of the differential equation.

1. (D
2
+ 1) y
p
= x
6
ans: y
p
= x
6
- 30x
4
+ 360 x
2
- 720

2. (D
2
+ D 2) y
p
= x
2
ans: y
p
= - ( x
2
+ x + 3/2)








Lesson 28
R(x) is a Composite Function
Inverse Operator


4. R(x) is a Composite Function

4.1 Given:



Using exponential shift


4.2 Given:

Using xshift



Example: Find the particular solution of the differential equation.

1. (D
2
- 2D) y
p
= e
x
sin x ans: y
p
= -1/2 (e
x
sinx)

2. (D
2
+ 2D + 4) y
p
= e
x
sin 2x ans: y
p
= -1/73(e
x
)(8cos2x - 3sin2x)

3. (D
2
+ 3D + 2) y
p
= x sin 2x ans: y
p1
= -1/20(x) (3cos2x + sin2x)
y
p2
= -1/200(24sin2x + 7cos2x)


Seatwork: Find the particular solution of the differential equation.

1. (D
2
4) y
p
= x
2
e
3x

ans:

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2. (D
3
3D
2
6D + 8) y = xe
3x

ans:


Homework: Find the particular solution of the differential equation.

1. (D 2)
2
y
p
= x e
2x
ans: y
p
= 1/6 (x
3
e
2x
)

2. (D
2
4D + 13) y
p
= e
2x
sinx ans: y
p
= 1/8 (e
2x
sinx)

3. (D
2
+ 9) y
p
= x sin 2x ans: y
p
= 1/25(5xsin2x 4cos2x)

4. (D + 1) y
p
= x cosx ans: y
p
= x/2(sinx + cosx) (sinx)
































Lesson 29
By Inspection

It is easy to obtain a particular solution of a nonhomogeneous linear differential equation by inspection if R(x) is a constant,
R
0
.

Standard Form:



Case I.

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Case II.

Where: R
0
= constant found on the right side of the equation
a
n
= constant term
a
nk
= coefficient of the lowestordered derivative
k = lowestordered derivative

Example: Find the particular solution of the differential equation.

1. (D
2
+ 4) y
p
= 12

2. (D
2
D 2) y
p
= 5

3. (D
5
9D
3
) y
p
= 81

Seatwork: Find the particular solution of the differential equation.

1. (D
2
2D + 8) y
p
= 16

2. (D
3
+ D
2
2D) y
p
= 20

Homework: Find the particular solution of the differential equation.

1. (D
2
9D - 3) y
p
= 27

2. (D
4
2D
3
- 5D
2
+ 6D) y
p
= 15



Lesson 30
The Laplace Transform


Let f(t) be a function of t defined for each positive values of t. Then the Laplace transform of f(t), donated by , is
defined by

(1)

provided that the integral exists. s is a parameter, which may be a real or complex number. being clearly a function of s is
briefly written as F(s). That is,



where or Laplace Transform of f(t).

Transforms of Elementary Functions

The Laplace transforms of some exponential, trigonometric, polynomials and hyperbolic functions are:

1.


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2.


3.

4.


Properties of Laplace Transforms

1. Linearity Property

If a, b, c be any constants and f, g, h be any functions of t, then



2. First Shifting Property

If , then



Application of this property leads us to the following useful results:

1.

2.

3.

4.

5.

where in each case, s > a.

Example: Find the Laplace transform of the following:

1. f(t) = 2e
2t
3 sin 3t + 7 cos 3t + 5t
3

2. f(t) = t
3
e
3t

3. f(t) = e
2t
sin 4t

Seatwork: Find the Laplace transform of the following:
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1. f(t) = e
3t
(2 cos 5t 3 sin 5t) ans:

2. f(t) = sin 2t sin 3t ans:

Homework: Find the Laplace transform of the following:

1. f(t) = te
4t
sin 3t

2. f(t) = 2t
2
+ sint + 2e
3t

































Lesson 31
Inverse Laplace Transforms


If represents the Laplace transform of a function , that is, then is the inverse Laplace transform
of , that is, .


Table of Inverse Laplace Transform
1.
2.
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3.
4.
5.
6.
7.
8.
9.
10.
11.
12.

When evaluating inverse transforms, it often happens that a function of s under consideration does not match exactly the form
of a Laplace transform given in a table. It may be necessary to fix up the function of s by multiplying and dividing by an
appropriate constant.

Linearity Property: is a Linear Transform, that is, for constants :


Partial fractions play an important role in finding Laplace transforms when the denominator of f(s) is factorable into distinct
linear factors.


Example: Evaluate the following

1. ans:
2. ans:
3. ans:
4. ans:


Seatwork: Evaluate the following:

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1.


Homework: Evaluate the following

1.

2.




References:

Asin, Ricardo C. , Differential Equations, A Handy Reference Book for College, Tru-Copy Publishing House, Inc. 1997

Bautista, Lincoln et.al. Differential Equations. Philippines, 1999.

De La Fuente, Ruben A. et al, Elementary Differential Equations, Reference Text, Merriam and Webster Bookstore, Inc, Manila,
Philippines, 1999

Mateo, Rolando A. et al. Differential Equations, MRTTC

Rainville, Earl D. and Bedient, Phillip E. Elementary Differential Equations. Macmillan Publishing Company. 8
th
ed.

Richard Bronson, Ph.D., Schaums Solved Problems Series, Differential Equations, Mc Graw Hill Book Company, USA

Zill, Dennis G; A First Course in Differential Equations with Modeling Applications; Brooks/Cole. 7
th
ed., 2000.







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