ODE 1st order: direct integration & SoVA 1/27/2022

Mathematics Section UniKL MFI

Norhayati Bakri

Types of Differential Equations

A differential equation is an equation with a
function and one or more of its derivatives.

“Ordinary Differential
Equations” (ODEs)
have a single independent
variable
Differential
Equations
“Partial Differential
Equations” (PDEs)
have two or more
independent variables

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Ordinary Differential Equations (ODE)

An equation that contains a function of one
independent variable and its derivatives.

first derivative
second derivative of 𝑦 𝑥 function of one
of 𝑦 𝑥 independent variable, 𝑦 𝑥
𝑑2 𝑦 𝑑𝑦
2
+ 2𝑥 + 𝑦 = 𝑒 2𝑥
𝑑𝑥 𝑑𝑥
independent variable: 𝑥
dependent variable: 𝑦

Classification of ODE

order

degree
Ordinary Differential
Equations
linearity

homogeneity

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Order and Degree of differential equations

The order of a differential equation is the order of the
highest derivative present in the equation. While the
degree of the differential equation is the power of the
highest order derivative term in the differential equation.
2
order 4 𝑑4𝑦 𝑑2 𝑦 𝑑𝑦
+ − 3 +𝑦 = 9
degree 1 𝑑𝑥 4 𝑑𝑥 2 𝑑𝑥
3
order 2 𝑑2 𝑦 𝑑𝑦
degree 3 + = 𝑠𝑖𝑛(𝑥)
𝑑𝑥 2 𝑑𝑥
order 2 𝑑2𝑦 𝑑2𝑦
+ 𝑐𝑜𝑠 = 5𝑥
degree not defined 𝑑𝑥 2 𝑑𝑥 2

Linearity of differential equations

A linear equation must have constant coefficients, or
coefficients which depend on the independent variable.
If the dependent variable or its derivatives appear in the
coefficient the equation is non-linear. The dependent
variable and all its derivatives are of degree one and
they are not part of transcendental functions.

constant 𝑑2𝑦 𝑑𝑦
coefficients + 4 − 5y = 0
𝑑𝑥 2 𝑑𝑥 Linear
differential
coefficients which
2
𝑑2 𝑦 𝑑𝑦 equation
depend on the 𝑥 2
+𝑥 = 𝑠𝑖𝑛(𝑥)
independent variable 𝑑𝑥 𝑑𝑥

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Homogeneity of differential equations

A first order differential equation in the form of

𝑑𝑦
= 𝑓(𝑥, 𝑦) is homogeneous if it does not depend
𝑑𝑥
𝑥 𝑦
on x and y separately but only the ratio or .
𝑦 𝑥
Homogeneous equations are in the form:

𝑑𝑦 𝑦
=𝐹
𝑑𝑥 𝑥

Example 1

Determine if the following differential equation is

homogeneous.

𝑑𝑦 3𝑦 2 + 𝑥𝑦
=
𝑑𝑥 𝑥2 Single denominator

𝑑𝑦 3𝑦 2 𝑥𝑦
= 2 + 2
𝑑𝑥 𝑥 𝑥
𝑑𝑦 𝑦2 𝑦 𝑦 2 𝑦
Rewrite =3 2 + =3 +
𝑑𝑥 𝑥 𝑥 𝑥 𝑥
𝑑𝑦 𝑦 The differential equation
=𝐹 is homogeneous.
𝑑𝑥 𝑥

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Homogeneity of differential equations

A second order differential equation is homogeneous
when all the terms of the equation which involve the
dependent variable are put on the left hand side and
nothing left on the right hand side. If there are terms
involving independent variables or constants on the
right hand side, the equation is nonhomogeneous
𝑑2𝑦 𝑑𝑦 nothing on the RHS
Homogeneous + 6 + 18𝑦 = 0 of the equation
𝑑𝑥 2 𝑑𝑥
term containing
𝑑2𝑦 𝑑𝑦
Non Homogeneous
2
−2 + 2𝑦 = 𝑒 2𝑡 independent variable
𝑑𝑡 𝑑𝑡 on the RHS of the
equation

Example 2

Classify the following ODE

𝑑2 𝑦
2
𝑑𝑦 Linear
3𝑥 + 2𝑙𝑛 𝑥 + 𝑒 𝑥 𝑦 = 3𝑥𝑠𝑖𝑛 𝑥
𝑑𝑥 2 𝑑𝑥 Non homogeneous

𝑑3 𝑦 𝑑𝑦 Non Linear
+ + 𝑒 𝑦 = 𝑐𝑜𝑠 𝑥
𝑑𝑥 3 𝑑𝑥 Non homogeneous

4
𝑑3𝑦 𝑑𝑦 Non Linear
3
+ + 6𝑦 = 0
𝑑𝑥 𝑑𝑥 Homogeneous

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Solving differential equations

Solving a differential equation means finding a

solution which is a function or functions with no
derivatives that satisfies the given differential
equation. This process always involves one or
more integration steps, and sometimes
differentiation. It is important to be able to
identify the type of differential equation before
attempting to solve it.

Solutions of differential equations

A solution of a differential equation is a function in terms
of the independent variables which is free of derivatives
of any order which satisfies the differential equation.
General Solution
with initial / boundary
A function that involves 𝑛 conditions
arbitrary constants. It is a
family of functions that
satisfy the DE. Particular Solution

A solution obtained from the general

solution by assigning specific values to
the arbitrary constants. The conditions
are provided in the form of Initial-Value
Problem or Boundary Conditions.

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Direct Integration & Separation of Variables

Mathematics Section UniKL MFI

Norhayati Bakri

𝑑𝑦
Equations of the form = 𝑓(𝑥)
𝑑𝑥

A differential equation of the above form is solved

by direct integration. 𝑦 = න 𝑓(𝑥) 𝑑𝑥

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Example 3

𝑑𝑦 2

= 𝑥2 𝟒
𝑑𝑥 1.5
𝑪=
𝟑 2

𝑑𝑦 𝑪=𝟏
න 𝑑𝑥 = න 𝑥 2 𝑑𝑥
1
1.5
𝟐
𝑑𝑥 𝑪=
𝟑
𝑪=
𝟏
0.5
𝟑 1 𝟐
𝑪=
3
𝑥 𝑪=𝟎
𝟑
𝑦 + 𝑐1 = + 𝑐2 0
0.5
3 -1.5 -1 -0.5 0 0.5 1 1.5

𝑥3 -0.5
-1.5 -1 -0.5
0
0 0.5 1 1.5
𝑦= +𝑪
3 -1
-0.5

General If given an initial condition

solution 𝑦 = 1 when 𝑥 = 1 -1

1 3 𝑥3 2
1= +𝑪 𝑦= +
3 3 3
Particular
2
𝑪= solution
3

Example 4

𝑑𝑦
𝑥 = 2 − 4𝑥 3
𝑑𝑥
𝑑𝑦 2
= − 4𝑥 2
𝑑𝑥 𝑥

the solution is given by

𝑑𝑦 2
න 𝑑𝑥 = න − 4𝑥 2 𝑑𝑥
𝑑𝑥 𝑥
4
𝑦 = 2 𝑙𝑛 𝑥 − 𝑥 3 + 𝑪
3
General solution

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Example 5

𝑑𝜃
2𝑡 𝑡 − =5 where 𝜃 = 2 when 𝑡 = 1
𝑑𝑡

𝑑𝜃 5 Initial condition:
=𝑡−
𝑑𝑡 2𝑡 1 2 5
𝟐= − 𝑙𝑛 1 + 𝑪
the 2 2
solution is
𝑑𝜃 5
න 𝑑𝑡 = න 𝑡 − 𝑑𝑡 3
given by 𝑑𝑡 2𝑡 𝑪=
2
𝑡2 5
𝜃= − 𝑙𝑛 𝑡 + 𝑪
2 2 𝑡2 5 3
𝜃= − 𝑙𝑛 𝑡 +
General solution 2 2 2
Particular solution

𝑑𝑦
Equations of the form = 𝑓(𝑥)
𝑑𝑥

A differential equation of the above form is solved

by direct integration. 𝑦 = න 𝑓(𝑥) 𝑑𝑥

𝑑𝑦
Equations of the form = 𝑓(𝑦)
𝑑𝑥
𝑑𝑦
A differential equation of the above form is solved න 𝑑𝑥 = න
𝑓(𝑦)

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Example 6

𝑑𝑦
5 = 𝑠𝑖𝑛2 (3𝑦)
𝑑𝑥 trigonometric identity
5 1
𝑐𝑠𝑐 𝑥 =
𝑑𝑥 = 2
𝑑𝑦 𝑠𝑖𝑛(𝑥)
𝑠𝑖𝑛 (3𝑦)

න 𝑑𝑥 = 5 න 𝑐𝑠𝑐 2 3𝑦 𝑑𝑦

1
𝑥 = 5 − 𝑐𝑜𝑡(3𝑦) + 𝑪
3
5
𝑥 = − 𝑐𝑜𝑡 3𝑦 + 𝑪
3
General solution

𝑑𝑦
Equations of the form = 𝑓(𝑥)
𝑑𝑥

A differential equation of the above form is solved

by direct integration. 𝑦 = න 𝑓(𝑥) 𝑑𝑥

𝑑𝑦
Equations of the form = 𝑓(𝑦)
𝑑𝑥
𝑑𝑦
A differential equation of the above form is solved න 𝑑𝑥 = න
𝑓(𝑦)

𝑑𝑦 𝑑𝑦 𝑓(𝑥)
Equations of the form = 𝑓(𝑥)𝑔(𝑦) and = 𝑔(𝑦)
𝑑𝑥 𝑑𝑥
When two variables are rearranged into two separate groups, each
containing only one variable, the variables are said to be separable. The
solution is obtained by integrating both sides.
𝑑𝑦
න = න 𝑓 𝑥 𝑑𝑥 and න 𝑔(𝑦)𝑑𝑦 = න 𝑓(𝑥)𝑑𝑥
𝑔(𝑦)

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Example 7

𝑑𝑦 u-substitution 𝒖 = 𝑦2 − 1
4𝑥𝑦 = 𝑦2 − 1 𝑑𝒖
𝑑𝑥 𝑑𝑦
= 2𝑦

separate the variables 4𝑦 4𝑦 𝑑𝒖

න 2 𝑑𝑦 = න
4𝑦 1 𝑦 −1 𝒖 2𝑦
𝑑𝑦 = 𝑑𝑥 1
𝑦2 − 1 𝑥 = 2 න 𝑑𝒖
𝒖
standard = 2 𝑙𝑛 𝒖 + 𝑪 𝟏
integral
4𝑦 1 = 2 𝑙𝑛 𝑦 2 − 1 + 𝑪 𝟏
න 2
𝑑𝑦 = න 𝑑𝑥
𝑦 −1 𝑥
u-substitution

2 𝑙𝑛 𝑦 2 − 1 + 𝑪𝟏 = 𝑙𝑛 𝑥 + 𝑪𝟐

2 𝑙𝑛 𝑦 2 − 1 = 𝑙𝑛 𝑥 + 𝑪 General solution

Example 7 … continue

**the general solution can be written in different ways.

General
2 𝑙𝑛 𝑦 2 − 1 = 𝑙𝑛 𝑥 + 𝑪
solution
Applying property of
log: 𝑘𝑙𝑛𝑀 = 𝑙𝑛𝑀𝑘 𝑙𝑛 𝑦 2 − 1 2
− 𝑙𝑛 𝑥 = 𝑪

Applying property of 𝑦2 − 1 2
𝑀 𝑙𝑛 =𝑪
log: 𝑙𝑛𝑀 − 𝑙𝑛𝑁 = 𝑙𝑛
𝑁 𝑥
2
To remove 𝑙𝑛 we use 𝑦 2 −1
𝑙𝑛
the property: 𝑒 𝑙𝑛 𝑥 = 𝑥 𝑒 𝑥 = 𝑒𝑪

𝑦2 − 1 2
General
= 𝑒𝑪 solution
𝑥

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Example 7 … continue

**the general solution can be written in different ways.

𝑦2 − 1 2
General
= 𝑒𝑪 solution
𝑥
𝑦2 − 1 2
=𝐴
𝑥
General
𝑦2 − 1 2
= 𝐴𝑥
solution

There are 3 valid general solutions

for the same differential equation.

Example 8

𝑑𝜃
= 2𝑒 3𝑡−2𝜃 where 𝑡 = 0 when 𝜃 = 0
𝑑𝑡

𝑑𝜃 Initial condition:
= 2𝑒 3𝑡 𝑒 −2𝜃
𝑑𝑡 1 𝟎 2 𝟎
separate the variables 𝑒 = 𝑒 +𝑪
2 3
and integrate 1
𝑪=−
6
න 𝑒 2𝜃 𝑑𝜃 = න 2𝑒 3𝑡

1 2𝜃 2 3𝑡 1 2𝜃 2 3𝑡 1
𝑒 = 𝑒 +𝑪 𝑒 = 𝑒 −
2 3 2 3 6
General solution Particular solution

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Example 9
One model for the spread of rumour is that
the rate of spread is proportional to the
product of the portion 𝑦 of the population
who have heard the rumour and the
portion who have not heard the rumour.

𝑑𝑦
= 𝑘𝑦 1 − 𝑦
𝑑𝑡

(a) Solve the differential equation.

(b) A small town has 1000 inhabitants. At 8:00 am, 80

people have heard a rumour. By noon half the town has
heard it. At what time will 90% of the population have heard
the rumour?

Example 9 … continue

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Example 9 … continue

Example 9 … continue

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