TMA1101Calculus, Trimester1, 2016/2017 Topic 9a: Ordinary Differential Equations (1st order)

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Topic 9: Ordinary Differential Equation

9.1 Basic Concepts and Ideas

Definition:

A differential equation (DE) is an equation involving an unknown function and its

derivatives.

Differential equations are classified according to type, order, and linearity.

Classification of differential equation

An equation containing only ordinary derivatives, with respect to a single independent

variable, is said to be an ordinary differential equation.

The following are differential equations involving the unknown function y.

dy
Example 1: (i) = cos x y′ = cos x or dy = cos xdx
dx or
dy x
(ii) =− y′ = −
x x
dy = − dx
dx y y y
or or
dy
(iii) x − 4 y = x 6e x . or xy ′ − 4 y = x 6 e x
dx

d2y dy
(iv) 2
− 5 + 6y = 0 y′′ − 5 y′ + 6 y = 0
dx dx or

A partial differential equation (or briefly a PDE) is a mathematical equation that involves
two or more independent variables, an unknown function (dependent on those variables), and
partial derivatives of the unknown function with respect to the independent variables.

Example 2: Here u = u (t , x) is the unknown function with two independent variables t and x.

∂u ∂ 2 u
= (heat equation)
∂t ∂x 2

∂ 2u ∂ 2 u
+ = 0 (Laplace’s equation)
∂x 2 ∂t 2

Classification by Order
The order of the highest-order derivative in a differential equation is called the order of the
equation.

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Example 3:
d2y  dy 
3

+ 5   - 4y = ex second-order ordinary differential equation.

dx 2  dx 
∂ 4u ∂ 2u
a2 + = 0 fourth-order partial differential equation.
∂x 4 ∂t 2

Classification as Linear or Nonlinear

An ordinary differential equation is said to be linear if it can be written in the form

dn y dn−1y dy
an (x) n + an−1(x) n−1 +L+ a1(x) + a0 (x) y = g(x).
dx dx dx
It is characterized by two properties:
(i) The dependent variable y and all its derivatives are of the first degree; that is, the
power of each term involving y is 1.
(ii) Each coefficient depends on only the independent variable x.

An equation that is not linear is said to be nonlinear.

Example 4:

xdy + ydx = 0 Linear first-order ordinary differential equation

y'' - 2y' + y = 0 Linear second-order ordinary differential equation

d3y d2y dy
x3 − x2 + 3x + 5y = e x Linear third-order ordinary differential equation
dx 3 dx 2 dx

yy' ' −2 y' = x Nonlinear second-order ordinary differential equation

because it involves the product of y and y′′ .
d3y
− y2 = 0 Nonlinear third-order ordinary differential equation
3
dx

Concept of Solution

Definition: Any function f defined on some interval I, which when substituted into a
differential equation reduces the equation to an identity, is said to be a solution
of the equation on the interval.

Example 5:
Verify that y = x2 is a solution of the differential equation (DE) xy' = 2y for all x.

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Solution:
To show that y = x2 is a solution of the DE, we have to show that the LHS of the DE is equal
to the RHS. Differentiating y = x2 with respect to x and substituting y’ = 2x into the LHS of
the DE ,we obtain

LHS = xy’ = x(2x) = 2x2

RHS = 2y=2x2

We have an identity in x because LHS=RHS. Therefore y = x2 is a solution of the DE.

Remark: Verifying that y = f(x) is a solution of a DE is usually relatively easy as it involves

differentiation. Solving a DE is much more difficult as it involves finding the unknown
function y = f(x).

Explicit and Implicit Solutions

A solution of an ordinary differential equation that can be written in the form y = f(x) is said
to be an explicit solution. It is also a solution in which the dependent variable is expressed
solely in terms of the independent variable and constant.

A relation G(x, y) = 0 is said to be an implicit solution of an ordinary differential equation on

an interval I provided it determines implicitly a differentiable function y = f (x) that satisfies
the differential equation on I.

Example 6:
For -1 < x < 1, show that the relation x2 + y2 - 1 = 0 is an implicit solution of the
dy x
differential equation =− .
dx y
Solution: We are going to show by differentiating x2 + y2 - 1 = 0 with respect to x, we
dy x
arrive at the DE =−
dx y
d 2 d d
( x ) + ( y 2 ) − (1) = 0
dx dx dx
dy
2x + 2 y =0
dx
dy x
=− .
dx y

Example 7:
Show that the function y =3xex is a solution of the linear (differential) equation

y'' - 2y' + y = 0

Solution: We find y' = 3xex + 3ex

y'' = 3xex + 3ex + 3ex

= 3xex + 6ex

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Therefore
y'' - 2y' + y = (3xex + 6ex) - 2(3xex + 3ex) + 3xex = 0

Hence y =3xex is a solution of the DE

In general, it can be shown that y = Axex, where A is an arbitrary constant, is a solution of
the differential equation y'' - 2y' + y = 0.
Hence this is known as the general solution of the differential equation while y = 3xex is a
particular solution.

The most general function that will satisfy the differential equation contains one or more
arbitrary constants; it is known as the general solution of the differential equation. Giving
particular numerical values to one or more of the constants in the general solution results in a
particular solution of the equation.

Example 8:
Solve y’ = cos x.
Solution:
y = sin x + c with arbitrary c.

Figure 1 shows some of the solutions, for c = -3, -2, -1, 0, 1, 2, 3, 4.

Initial-Value Problem
An initial value problem is an ordinary differential equation
 dy d n y 
F  x , y , ,..., = 0 (which is an nth-order differential equation)
 dx dx n 
 
together with the initial condition

y(x0) = y0, y’(x0) = y1 , . . . , y(n-1)(x0) = yn-1 ,

where x0, y0, y1 , . . . , yn-1 are arbitrary constants.

Example 9 :
1. The initial value problem. y'(x) = y ; y(0) = 3
2
d y
2. The initial value problem + y = 0 ; y ( 0 ) = − 1, y ' ( 0 ) = 1 .
dx 2

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9.2 Separable Differential Equations

Definition:
A first-order differential equation that can be expressed in the form

g ( y)
dy
= f ( x) or g ( y )dy = f ( x)dx (1)
dx

is said to be separable or to have separable variables where f(x) is a function that depends
only on x and g(y) is a function that depends only on y.
dy
Example 10: Show that = xe ( x + 2 y ) is separable.
dx
Solution:
dy
= xe x e 2 y ; dy = xe x e 2 y dx ;
dx
e −2 y dy = xe x dx

which is of the form g ( y)dy = f ( x)dx

dy
Example 10a: The differential equation = 3 x − y is not separable because it cannot be
dx
expressed in the form g ( y)dy = f ( x)dx

Method of Solution : Separable equation

To solve a separable DE g ( y ) dy = f ( x) we integrate on both sides with respect to x, obtaining
dx
dy
∫ g ( y ) dx dx = ∫ f ( x ) dx + c .

∫ g ( y ) dy = ∫ f ( x ) dx + c .

Example 11:
dy
Solve the differential equation =1 + y
dx
Solution: We note that the DE is separable because it can be expressed in the form
g ( y)dy = f ( x)dx

1
dy = dx
1+ y
1
∫ 1 + y dy = ∫ dx
ln 1 + y = x + c

This is an implicit solution of the DE. It can be converted into an explicit solution of the
form y = f (x) . How?

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Example 12:
Solve the differential equation 9yy' + 4x = 0.
Solution:
dy − 4 x
=
dx 9y
∫ 9 ydy = − ∫ 4 xdx
9 y 2 = − 2 x 2 + c*
2
2
x2 + y = c
9 4
The solution represents a family of ellipses.

9.3 Linear Differential Equations

Definition:
A differential equation of the form
dy
a1 ( x ) + a0 ( x) y = g ( x) is said to be a first-order linear equation.
dx

For example,
dy
x − 4 y = x 6e x
dx
is a first order linear DE.
Here a1 ( x ) = x, a0 ( x ) = −4, and g ( x) = x 6 e x

Method of solution :First Order Linear Differential equation

dy
1. Make the coefficient of unity. i.e.
dx
dy
+ P( x) y = r ( x)
dx
For homogeneous equation, r(x) = 0,
dy
+ P( x ) y = 0 is a separable equation.
dx
2. Identify p(x) and find the integrating factor
µ ( x) = e ∫
P ( x ) dx
.
3. Multiply the equation obtained in step (1) by the integrating factor:
e∫ + P ( x )e ∫ y = e∫
P ( x ) dx dy P ( x ) dx P ( x ) dx
r ( x ).
dx
4. The left side of the equation in step (3) is the derivative of the product of the
integrating factor and the dependent variable y; that is,
d ∫ P ( x ) dx
y] = e ∫
P ( x ) dx
[e r ( x).
dx

5. Integrate both sides of the equation found in step (4).

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Example 13:
dy
Solve x − 4 y = x 6e x .
dx

Solution:
dy 4
1. Rewrite the DE as − y = x 5e x .
dx x
4
2 We then note that P ( x) = − . Hence, the integrating factor is given by
x
(− 4x )dx
µ ( x) = e ∫
−4
= e − 4 ln x = e ln( x )
= 1
x4
because e ln f ( x ) = f ( x)
1 dy 4 1
3. ∴ 4
− 5 y = 4 ( x 5e x )
x dx x x

d  1 
4.  y  = xe x
dx  x 4 

1
4
y = ∫ xe x dx = xe x − e x + c
5. x
y = x 5 e x − x 4 e x + cx 4

Example 14:
Solve the initial value problem: y’ + 2xy = x, y(0) = 1.

Solution:
Here P(x) = 2x,

Integrating factor, µ(x) = e

∫ P ( x ) dx
=e ∫ 2 xdx
=e .
x2

x2  dy 
e  + 2 xy  = xe x2
Multiplying into the equation,
 dx 
d x2
dx
( )
e y = xe x
2

1 2
e x y = ∫ xe x dx = e x + c
2 2

2
1
∴ y ( x) = + ce − x .
2

From the initial condition, when x = 0, y=1

1 1
∴ 1= +c Hence, c =
2 2
1 1 −x2
The solution of our initial value problem is y ( x) = + e .
2 2

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9.4 Exact Differential Equations

Revision on Partial Differentiation (Topic 8)

Example:
∂f ∂f
if f ( x, y ) = x + 3 xy + y − 1 .
2
Find and
∂x ∂y
Solution: Regarding y as a constant and differentiating f(x,y) with respect to x, we obtain
∂f ∂
= ( x 2 + 3xy + y − 1) = 2 x + 3 y
∂x ∂x
Regarding x as a constant and differentiating f(x,y) with respect to y, we obtain
∂f ∂
= ( x 2 + 3 xy + y − 1) = 3 x + 1
∂y ∂y

Example:
∂f ∂f
Find and if f ( x, y ) = y sin xy
∂x ∂y

Solution:
∂f ∂ ∂
= ( y sin xy ) = y (sin xy ) = y 2 cos xy
∂x ∂x ∂x
∂f ∂ ∂ ∂
= ( y sin xy ) = y ( sin xy ) + (sin xy ) ( y )
∂y ∂y ∂y ∂y
∂
= y cos xy ( xy ) + sin xy = xy cos xy + sin xy
∂y

Definition of Total Differential

If f = f ( x, y ) then the differential of f , denoted df , is defined by

df = fx (x, y)dx+ f y (x, y)dy df =

∂f ( x, y )
dx +
∂f ( x, y )
dy
or ∂x ∂y

df is also called the total differential of f.

1
Example: Let F = F ( x, y ) = x 3 y 3 . Then
3
∂F ∂F ∂ 1 ∂ 1
dF = dx + dy = ( x 3 y 3 ) dx + ( x 3 y 3 ) dy
∂x ∂y ∂x 3 ∂y 3

dF= x 2 y 3 dx + x 3 y 2 dy

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Definition of Exact Differential Equations

A differential equation
M ( x, y)dx + N ( x, y )dy = 0
is said to be exact in a region R of the xy-plane if there is a function F(x, y) such that

∂F ( x , y ) ∂F ( x, y )
= M ( x, y ) and = N ( x, y ) .
∂x ∂y

That is, the total differential of F satisfies

dF(x, y) = M(x, y)dx+ N(x, y)dy.

Example 15:
1. Show that the differential equation x2y3dx + x3y2dy = 0 is exact.

Solution: To show that the DE is exact we have to find a function F(x,y) such that its
differential
∂F ∂F
dF = dx + dy = x 2 y 3 dx + x 3 y 2 dy
∂x ∂y

1 ∂F ∂F
We claim that F ( x, y ) = x 3 y 3 is such a function because = x 2 y 3 and = x3 y 2
3 ∂x ∂y

dF= x2y3dx + x3y2dy.

Remark : In practice, producing such a function F(x,y) to show that the DE is exact is not
that easy. In fact if we can produce such a function, then the solution of the DE is given
implicitly by F(x,y) = c. Later we will give an easier criterion for testing whether a given
DE is exact or not.
dy sin y
Example 15a: Solve = .
dx 2 y − x cos y

Solution: The above d.e. in differential form can be written as

sin y dx + (x cos y – 2y)dy = 0

To solve the DE we would have to produce a function F(x,y) such that the LHS of the
above DE is dF(x,y), the total differential of F(x,y). We can verify that such a function is

F(x,y) = x sin y – y2..

Therefore
d(x sin y – y2)= 0

Hence x sin y – y2 = c is the solution of the DE.

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Theorem (Criterion for an Exact Differential)

Let M(x, y) and N(x, y) be continuous and have continuous first partial derivatives in a
rectangular region R. Then a necessary and sufficient condition that

M ( x , y ) dx + N ( x , y ) dy
∂M ∂N
be an exact differential is = .
∂y ∂x

Method of solution : Exact equation

∂F
1. If Mdx + Ndy = 0 is exact, then = M . Integrate this last equation with respect to x
∂x
to get F ( x, y ) = ∫ M ( x, y )dx + g ( y ) . (2)

2. To determine g(y), take the partial derivative with respect to y of both sides of
∂F
equation (2) and substitute N for . We can now solve for g’(y).
∂y

3. Integrate g’(y) to obtain g(y) up to a numerical constant. Substituting g(y) into

equation (2) gives F(x, y).

4. The solution to Mdx + Ndy = 0 is given implicitly by F(x, y) = C.

∂F
(Alternatively, starting with = N , the implicit solution can be found by first
∂y
integrating with respect to y)

Example 16:
Solve (e2y - y cos xy)dx + (2xe2y - x cos xy + 2y)dy = 0.
Solution:
Here M ( x, y ) = (e2y - y cos xy) and N ( x, y ) = (2xe2y - x cos xy + 2y).
∂M ∂N
Therefore = 2e 2 y + xy sin xy − cos xy = , the equation is exact.
∂y ∂x
∂F ∂F .
Hence, a function F ( x, y ) exists for which M ( x, y ) = and N ( x, y ) =
∂x ∂y
∂F
∴ = e 2 y − y cos xy
∂x
F ( x, y ) = ∫ e 2 y dx − y ∫ cos xydx = xe 2 y − sin xy + g ( y )
∂F
= 2 xe 2 y − x cos xy + g '( y ) = N = 2 xe 2 y − x cos xy + 2 y
∂y
so that g’(y) = 2y and g(y) = y2+ c.
Hence, a one parameter family of solutions is given by
xe2y – sin xy + y2 + C = 0.
THE END
(nby, July 2016)

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