Mathematics: Lecture 1 ‫مدرس مساعد ازهار مالك‬

Differential Equations:

Differential Equations
A differential equation is an equation that involves one or more derivatives, or
differentials. Differential equations are classified by:

1. Type: Ordinary or partial.

2. Order: The order of differential equation is the highest order derivative that occurs in
the equation.
3. Degree: The exponent of the highest power of the highest order derivative.

A differential equation is an ordinary D.Eqs. if the unknown function depends on only

one independent variable. If the unknown function depends on two or more independent
variable, the D.Eqs. is a partial D.Eqs..
2 y 2  y
2
 a is a partial D.Eqs..
x 2 x 2

Ex1:
dy
 5x  3 1st order-1st degree
dx
Ex2:
2 5
 d3y   d2y 
 3     3rd order-2nd degree
 dx   dx 
Ex3:
d3y d2y
4  sin x  5 xy  0 3rd order-1st degree
dx 3 dx 2

Exercise: Find the order and degree of these differential equations.

dy
1.  cos x  0 ans:1st order-1st degree
dx
2. 3dx  4 y 2 dy  0 ans:1st order-1st degree
d2y
3. 2
 y  y2
dx
4. ( y) 2  2 y  x 2
5. y  2( y) 2  xy

Solution
The solution of the differential equation in the unknown function y and the independent
variable x is a function y(x) that satisfies the differential equation.

Note:
The solution in example above is called general solution since it's contain an arbitrary
constant c1 and c2, i.e. the general solution of differential equation is the set of all solutions,
and the particular solution is any one of these solutions.

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Mathematics: Lecture 1 ‫مدرس مساعد ازهار مالك‬
Differential Equations:
Exercise:
1. Show that y=3e2x-e-2x is a solution to y''-4y=0
2. Determine whether y(x)= 2e-x+xe-x is a solution of y''+2y'+y=0
3. Determine whether y= x2-1 is a solution of (y')4+y2=-1

Ordinary Differential Equations:

Ordinary Differential Equations are equations involve derivatives.

A. First Order D.Eqs.

1- Variable Separable.
2- Homogeneous.
3- Linear.
4- Exact.

1- Variable Separable:
A first order D.Eq. can be solved by integration if it is possible to collect all y terms
with dy and all x terms with dx, that is, if it is possible to write the D.Eq. in the form

f ( x)dx  g ( y)dy  0
then the general solution is:

 f ( x)dx   g ( y)dy  c where c is an arbitrary constant.

Ex.1:
dy
Solve  ex y
dx
Sol.:
dy
 ex  e y
dx
dy
y
 e x dx
e
 e dy   e dx
y x

  e y  (dy)   e x dx  - e y  e x  c

Exercise: Separate the variables and solve.

1. x(2y-3)dx+(x2+1)dy=0 ans: (x2+1)(2y-3)=c

2. dy=ex-y dx ans: ey=ex+c

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Mathematics: Lecture 1 ‫مدرس مساعد ازهار مالك‬
Differential Equations:
dy
3. sin x +cosh 2y=0 ans: sinh 2y-2cosx=c
dx
x2  1 x2
y
4. xe dy+ dx  0 y
ans: e (y-1)+ +ln |x|=c
y 2
3 1
dy 2 2
5. 2 xy 1 ans: y  x2  c
dx 3

2- Homogeneous:
Some times a D.Eq. which variables can't be separated can be transformed by a change of
variables into an equation which variables can be separated. This is the case with any equation
that can be put into form:
dy y
 f ( ) …(1)
dx x
Such an equation is called homogenous.
y dy du
Put u  y  ux ,  u  x and (1) becomes
x dx dx
du
x  u  f (u )
dx

Ex.1:
dy x 2  y 2
Solve 
dx xy
Sol.:
y2
1
dy x2 y dy du
  homo. Put u   x u
dx y x dx dx
x
du 1  u2 du 1  u 2  u 2
x u   x 
dx u dx u

du 1 dx
x 
dx u
,  u  du   x

u2 y2
 ln x  c   ln x  c
2 2x 2

Exercise: Show that the following differential equations are homogenous and solve.
1. (x2+y2)dx+xy dy=0 ans: x2(x2+2y2)=c
x
2. x2dy+(y2-xy)dx=0 ans: y 
ln x  c
y y
3. ( xe x  y)dx  xdy  0 ans: ln | x | e x
c

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Mathematics: Lecture 1 ‫مدرس مساعد ازهار مالك‬
Differential Equations:
3 - Linear
dy
The equation of the form  p  y  Q where P and Q are functions of only x or
dx
dy
constant is called linear in y and .
dx
Find integrating factor ( I . f .)  e 
Pdx
, then the general solution is

y  ( I . f .)   ( I . f .) Q . dx

dy y
Ex.1: Solve   x  ex
dx x
1
P( x)   , Q( x)  x.e x
x
1
 dx 1
( I . f .)  e x  e ln x 
x
Solution is
1 1
y     xe x  dx
x x
y
 ex  c
x

Exercise:
dy
1.  2 y  ex ans: y=e-x+ce-2x
dx
dy sin x
2. x  3y  2 ans: x3y=c-cosx
dx x
y c
3. xdy  ydx  ydy ans: x  
2 y

4- Exact
M N
The equation M ( x, y)dx  N ( x, y)dy  0 is said to be exact if 
y x
General Solution is
c   Mdx   (terms in N do not contains x)dy

Ex.1:
Show that the following D.Eq. are exact D.Eq.
a) (3x 2 y  2 xy )dx  ( x3  x 2  2 y)dy  0

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Mathematics: Lecture 1 ‫مدرس مساعد ازهار مالك‬
Differential Equations:
M N
 3x 2  2 x ,  3x 2  2 x
y x
M N

y x
 The D.Eq. is exact.

b) [ x cos( x  y)  sin( x  y)]dx  ( x cos( x  y)dy  0

M
  x sin( x  y )  cos( x  y )
y
N
  x sin( x  y )  cos( x  y )
x
 the D.Eq. is exact.

Exercise:
1. (2+yexy)dx+(xexy-2y)dy=0 ans: c=2x+exy-y2
2. (tanx+tany)dy+(ysec2x+secx tanx)dx=0 ans: c=y tanx-lncosy+secx
3. (2xy+y2)dx+(x2+2xy-y)dy=0 ans: x2y+y2x-y2/2=c

Problems:
Solve the following differential equations:

1- y ln ydx  (1  x 2 )dy  0

2- e x  2 y dy  e y  2 x dx  0

3- (2 x  y)dx  ( x  2 y)dy  0

y
4- x dy  ( y  x cos 2 ( ))dx
x

5- x(ln y  ln x)dy  y(1  ln y  ln x)dx

6- x dy  (2 y  x 2  1)dx  0

7- cos y dx  ( x siny - cos 2 y)dy  0

8- (1  y 2 )dx  (2 xy  y 2  1)dy  0

x y
9- (e x  ln y )dx  ( )dy  0
y
1
10- x(1  e y )dx  ( x 2  y 2 )e y dy  0
2

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Mathematics: Lecture 1 ‫مدرس مساعد ازهار مالك‬
Differential Equations:
References:
1- Calculus & Analytic Geometry (Thomas).
2- Calculus (Haward Anton).
3- Advanced Mathematics for Engineering Studies )‫ رياض احمد عزت‬.‫(أ‬
4- Modern Introduction Differential Equations, Schaum's Outline Series.

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