Chapter 2

First Order Ordinary Differential

Equations
(ODEs)

Engineering Analysis 1

1
Objectives of Chapter 2
 Solve Ordinary Differential Equations
(ODEs).

 Display the different techniques.

 Select the appropriate method for any

particular problem.

 Solve Engineering Application

2
Introduction to ODEs
 Recall basic definitions of ODEs:
◼ Order
◼ Linearity
◼ Initial conditions
◼ Solution
 Classify ODEs based on:
◼ Order, linearity, and conditions.
 Classify the solution methods.
3
Derivatives
Derivatives

Partial Derivatives
Ordinary Derivatives

u
dy
or y 
dx x
y is a function of one u is a function of
more than one
independent variable
independent variable

4
Differential Equations
Differential
Equations

Ordinary Differential Equations

Partial Differential Equations
2
d y
+ 6xy = 1 u u
2 2

2 − 2 =0
dx x 2
y
involve one or more involve one or more
Ordinary derivatives of partial derivatives of
unknown functions
unknown functions
5
Ordinary Differential Equations
Ordinary Differential Equations (ODEs) involve one or
more ordinary derivatives of unknown functions with
respect to one independent variable

Examples :
Ordinary differential
dy equation
− y =ex
dx

y: unknown function,
2
d y dy dependent variable
2
−5 + 2 y = cos( x )
dx dx
x: independent variable
6
Order of a Differential Equation
The order of an ordinary differential equation is the order
of the highest order derivative.
Examples :
dy
− y =ex
dx First order ODE
d 2y dy
2
−5 + 2 y = cos( x ) Second order ODE
dx dx
3
 d y  dy
2

 2 
− + 2 y 4
=1 Second order ODE
 dx  dx
7
Solution of a Differential Equation
A solution to a differential equation is a function that
satisfies the equation.

Example : Solution y = e −x
dy Proof:
+y =0
dx dy −x
= −e
dx
dy −x −x
+ y = −e + e = 0
dx
8
Linear ODE
An ODE is linear if
The unknown function and its derivatives appear to power one
No product of the unknown function and/or its derivatives
Examples :
dy
− y =ex Linear ODE
dx
d 2y dy
2
− 5 + 2 x 2
y = cos( x ) Linear ODE
dx dx
3
 d y  dy
2

 2 − + y =1 Non-linear ODE
 dx  dx 9
Exercises 2.1

10
Methods of Solution
 Separation of Variables

 Exact Differential Equations

 Reducible to Exact Differential Equations

 Linear Differential Equations

 Bernoulli’s Differential Equation

11
Methods of solution
1- Separation of variables

12
Example 0

Find the general solution of the following differential

equation yy  = x
hence; find the particular solution at the point (0,1) .
Solution
𝑑𝑦
𝑦𝑦 ′ =𝑥 ⇒ 𝑦 =𝑥
𝑑𝑥
𝑦𝑑𝑦 = 𝑥𝑑𝑥 ⇒ ‫ 𝑥𝑑𝑥 ׬ = 𝑦𝑑𝑦 ׬‬+c

𝑦2 𝑥 2
= +𝑐 ⇒ 𝑦2 = 𝑥 2 + 𝑐
2 2

Substituting by the point (0,1) , we get c = 1 hence; the

particular solution takes the form

𝐓𝐡𝐞𝐧 𝐬𝐨𝐥𝐮𝐭𝐢𝐨𝐧 𝐢𝐬: 𝒚𝟐 = 𝒙𝟐 + 𝟏 13

Example 1

Find the general solution of the following differential

equation yy  = x + 1
hence; find the particular solution at the point (0,3) .
Solution
𝑑𝑦
𝑦𝑦 ′ = 𝑥+1 ⇒ 𝑦 = 𝑥+1
𝑑𝑥
𝑦𝑑𝑦 = 1 + 𝑥 𝑑𝑥 ⇒ න𝑦𝑑𝑦 = න 1 + 𝑥 𝑑𝑥 + 𝑐

𝑦2 𝑥2
=𝑥+ +𝑐 ⇒ 𝑦 2 = 2𝑥 + 𝑥 2 + 𝑐
2 2

Substituting by the point (0,3) , we get c = 9 hence; the

particular solution takes the form

𝐓𝐡𝐞𝐧 𝐬𝐨𝐥𝐮𝐭𝐢𝐨𝐧 𝐢𝐬: 𝒚𝟐 = 𝟐𝒙 + 𝒙𝟐 + 𝟗 14

Example 2

Find the general solution of the following differential

equation
xy - y + 2 = 0
Solution
dy
xy − y + 2 = 0  x = ( y − 2)  xdy = ( y − 2 ) dx
dx
dy dx dy dx
.y − 2
=
x
  y−2  x +c
=

ln y − 2 = ln x + ln c = ln ( xc )
ln y − 2 = ln ( xc )

Then solution is : y − 2 = xc 15
Example 3
Find the general solution of the following differential equation
𝟏 + 𝒙 𝒚′ = 𝟏 + 𝒚
Solution
′
𝑑𝑦
1+𝑥 𝑦 = 1+𝑦 ⇒ 1+𝑥 = 1+𝑦
𝑑𝑥
𝑑𝑦 𝑑𝑥
1 + 𝑥 𝑑𝑦 = 1 + 𝑦 𝑑𝑥 ⇒ =
1+𝑦 1+𝑥
𝑑𝑦 𝑑𝑥
න =න +𝑐 ⇒ ln 1 + 𝑦 = ln 1 + 𝑥 + ln𝑐
1+𝑦 1+𝑥

ln 1 + 𝑦 = ln 1 + 𝑥 + ln𝑐 = ln 𝑐 1 + 𝑥

ln 1 + 𝑦 = ln 𝑐 1 + 𝑥

𝐓𝐡𝐞𝐧 𝐬𝐨𝐥𝐮𝐭𝐢𝐨𝐧 𝐢𝐬: 𝟏+𝒚 =𝒄 𝟏+𝒙 16

Example 4

Find the general solution of the following differential

equation: 𝟑𝒆𝒙 𝐭𝐚𝐧𝒚 𝒅𝒙 + 𝟏 − 𝒆𝒙 𝐬𝐞𝐜 𝟐 𝒚 𝒅𝒚 = 𝟎
Solution
3𝑒 𝑥 tan𝑦 𝑑𝑥 + 1 − 𝑒 𝑥 sec 2 𝑦 𝑑𝑦 = 0 ⇒ 1 − 𝑒 𝑥 sec 2 𝑦 𝑑𝑦 = −3𝑒 𝑥 tan𝑦 𝑑𝑥

sec 2 𝑦 −3𝑒 𝑥 sec 2𝑦 −3𝑒 𝑥

𝑑𝑦 = 𝑥
𝑑𝑥 ⇒ ඲ 𝑑𝑦 = ඲ 𝑥
𝑑𝑥 + 𝑐
tan𝑦 1−𝑒 tan𝑦 1−𝑒

sec 2 𝑦 −𝑒 𝑥
඲ 𝑑𝑦 = 3 ඲ 𝑥
𝑑𝑥 + 𝑐 ⇒ ln tan𝑦 = 3ln 1 − 𝑒 𝑥 + ln𝑐
tan𝑦 1−𝑒

ln tan𝑦 = ln 1 − 𝑒 𝑥 3𝑐

𝐓𝐡𝐞𝐧 𝐬𝐨𝐥𝐮𝐭𝐢𝐨𝐧 𝐢𝐬: 𝒕𝒂𝒏𝒚 = 𝟏 − 𝒆𝒙 𝟑𝒄 17

Example 5

Find the general solution of the following differential

equation: 𝒆𝒙 + 𝒆−𝒙 𝒚′ = 𝒚

Solution
𝑑𝑦
𝑒 𝑥 + 𝑒 −𝑥 𝑦 ′ = 𝑦 ⇒ 𝑒 𝑥 + 𝑒 −𝑥 =𝑦 ⇒ 𝑒 𝑥 + 𝑒 −𝑥 𝑑𝑦 = 𝑦 𝑑𝑥
𝑑𝑥

𝑑𝑦 𝑑𝑥 𝑑𝑦 𝑑𝑥
= 𝑥 ⇒ න =න 𝑥 +𝑐
𝑦 𝑒 + 𝑒 −𝑥 𝑦 𝑒 + 𝑒 −𝑥

𝑑𝑦 𝑒 𝑥 𝑑𝑥
න = ඲ 2𝑥 +𝑐 ⇒ ln𝑦 = tan−1 𝑒 𝑥 + 𝑐
𝑦 𝑒 +1

𝐓𝐡𝐞𝐧 𝐬𝐨𝐥𝐮𝐭𝐢𝐨𝐧 𝐢𝐬: 𝐥𝐧𝒚 = 𝒕𝒂𝒏−𝟏 𝒆𝒙 + 𝒄 18

Exercises 2.2
Solve the following differential equations and the initial
value problems:
𝑦
(𝑎) 𝑦 ′ = −
𝑥

(𝑏) tan𝑥 sin2 𝑦 𝑑𝑥 + cos 2 𝑥 cot𝑦 𝑑𝑦 = 0

൫𝑐) 𝑥𝑦𝑦 ′ = 1 − 𝑥 2

(𝑑) 1 + 𝑒 𝑥 𝑦𝑦 ′ = 𝑒 𝑥 , 𝑦=1 , 𝑥=0

(𝑒) 2𝑥𝑦𝑦 ′ = 1 + 𝑦 2 , 𝑦=3 , 𝑥 =2

19
2- Exact differential equations

If we have the differential equation (‫)معادلة تامة‬:

‫ 𝑥𝑑 أشياء‬+ ‫ = 𝑦𝑑 أشياء‬0
𝑀 𝑑𝑥 + 𝑁 𝑑𝑦 = 0
This equation to be an exact equation it is necessary
that M and N satisfy the condition
‫معادلة تامة لو تحقق الشرط التالي‬

𝜕𝑀 𝜕𝑁
=
‫تفاضل‬ 𝜕𝑦 𝜕𝑥
‫جزئي‬
20
 ‫تذكير بالتفاضل الجزئي‬

Solve the following differential equation

𝒁 = 𝟓𝒙𝟑 + 𝟖𝒚𝟒 + 𝟑𝒙𝟐 𝒚 + 𝟒𝒙 + 𝟐𝒚 + 𝟏𝟎

Solution

𝜕𝑍
Then = 𝟏𝟓𝒙𝟐 + 𝟎 + 𝟔𝒙𝒚 + 𝟒 + 𝟎 + 𝟎
𝜕𝑥

𝜕𝑍
= 𝟎 + 𝟑𝟐𝒚𝟑 + 𝟑𝒙𝟐 + 𝟎 + 𝟐 + 𝟎
𝜕𝑦
Example 1
Solve the following differential equation
𝟑𝒙 𝒙𝒚 − 𝟐 𝒅𝒙 + 𝒙𝟑 + 𝟐𝒚 𝒅𝒚 = 𝟎
Solution

𝐓𝐡𝐞 𝐞𝐪𝐮𝐚𝐭𝐢𝐨𝐧 (𝟑𝒙𝟐𝒚 − 𝟔𝒙) 𝒅𝒙 + 𝒙𝟑 + 𝟐𝒚 𝒅𝒚 = 𝟎

Let 𝑀 = 3𝑥 2𝑦 − 6𝑥 , 𝑁 = 𝑥 3 + 2𝑦

𝜕𝑀 𝜕𝑁 𝜕𝑀 𝜕𝑁
Then = 3𝑥 2 , = 3𝑥 2 ⇒ = ‫تامة‬
𝜕𝑦 𝜕𝑥 𝜕𝑦 𝜕𝑥
The equation is exact equation, then, the solution as follows:

න(3𝑥2𝑦 − 6𝑥) 𝑑𝑥 + න 2𝑦 𝑑𝑦 = c ‫حذف أي حد‬

‫يختوي على‬
x
𝒙𝟑 𝒚 − 𝟑𝒙𝟐 + 𝒚𝟐 = 𝒄 22
Example 2
Solve the following differential equation

𝟐𝒙𝟑 − 𝒙𝒚𝟐 − 𝟐𝒚 + 𝟑 𝒅𝒙 − 𝒙𝟐 𝒚 + 𝟐𝒙 𝒅𝒚 = 𝟎
Solution

Let 𝑀 = 2𝑥 3 − 𝑥𝑦 2 − 2𝑦 + 3 , 𝑁 = −𝑥 2𝑦 − 2𝑥

𝜕𝑀 𝜕𝑁 𝜕𝑀 𝜕𝑁
= −2𝑥𝑦 − 2 , = −2𝑥𝑦 − 2 ⇒ = ‫تامة‬
𝜕𝑦 𝜕𝑥 𝜕𝑦 𝜕𝑥
The equation is exact equation, then, the solution as follows:

න 𝟐𝒙𝟑 − 𝒙𝒚𝟐 − 𝟐𝒚 + 𝟑 𝒅𝒙 − න 𝟎 𝒅𝒚 = 𝒄

𝒙𝟒 𝒙𝟐 𝒚𝟐
∴ − − 𝟐𝒚𝒙 + 𝟑𝒙 = 𝒄
𝟐 𝟐 23
Example 3
Solve the following differential equation
𝑦𝑒 𝑥 + 2𝑥cos𝑦 𝑑𝑥 + 𝑒 𝑥 − cos𝑦 − 𝑥 2sin𝑦 𝑑𝑦 = 0

Solution

𝐿𝑒𝑡 𝑀 = 𝑦𝑒 𝑥 + 2𝑥cos𝑦 , 𝑁 = 𝑒 𝑥 − cos𝑦 − 𝑥 2 sin𝑦

𝜕𝑀 𝜕𝑁 𝜕𝑀 𝜕𝑁
= 𝑒 𝑥 − 2𝑥sin𝑦 , 𝑥
= 𝑒 − 2𝑥sin𝑦 ⇒ = ‫تامة‬
𝜕𝑦 𝜕𝑥 𝜕𝑦 𝜕𝑥
The equation is exact equation, then, the solution as follows:

න 𝑦𝑒 𝑥 + 2𝑥cos𝑦 𝑑𝑥 + න −cos𝑦 𝑑𝑦 = 𝒄

∴ 𝒚𝒆𝒙 + 𝒙𝟐 𝒄𝒐𝒔𝒚 − 𝒔𝒊𝒏𝒚 = 𝒄

24
Example 4
Solve the following differential equation

2𝑥𝑦𝑑𝑥 + 𝑥 2 + 3𝑦 2 𝑑𝑦 = 0
Solution
Let 𝑀 = 2𝑥𝑦 , 𝑁 = 𝑥 2 + 3𝑦 2

𝜕𝑀 𝜕𝑁 𝜕𝑀 𝜕𝑁
= 2𝑥 , = 2𝑥 ⇒ = ‫تامة‬
𝜕𝑦 𝜕𝑥 𝜕𝑦 𝜕𝑥
The equation is exact equation, then, the solution as follows:

න 2𝑥𝑦𝑑𝑥 + න 𝑥 2 + 3𝑦 2 𝑑𝑦 = c

∴ 𝒙𝟐 𝒚 + 𝒚𝟑 = 𝒄
25
Exercises 2.3
Solve the following differential equations :
𝑎) 𝑥 2 + 𝑦 2 + 2𝑥 𝑑𝑥 + 2𝑥𝑦𝑑𝑦 = 0

b) 𝑥 3 + 3𝑥𝑦 2 + 2 𝑑𝑥 + 3𝑥 2 𝑦 − 𝑦 2 𝑑𝑦 = 0

c) 2𝑥𝑦 − tan𝑦 𝑑𝑥 + 𝑥 2 − 𝑥sec 2𝑦 𝑑𝑦 = 0

2 𝑥2
d) 1 + 𝑦 + 𝑥𝑦 𝑑𝑥 + + 2𝑥𝑦 𝑑𝑦 = 0
2

e) 1 + 𝑦 2 𝑑𝑥 + 2𝑥𝑦 + 𝑦 𝑑𝑦 = 0

26
3- Reducible to Exact differential eq.

27
3- Reducible to Exact differential eq.

28
Example 3

29
Example 3

1 𝑦−1 1
∴ ‫ ׬‬− 𝑦2 dy =‫׬‬ −𝑦 −2 dy = − =
−1 𝑦

30
Example 4

31
Example 4

32
Exercises 2.4
Solve the following differential equations :

1− 2𝑦 2 + 3𝑥 𝑑𝑥 + 2𝑥𝑦𝑑𝑦 = 0

2 − 𝑦 𝑥 + 𝑦 + 1 𝑑𝑥 + 𝑥 + 2𝑦 𝑑𝑦 = 0

3 − 6𝑥𝑦𝑑𝑥 + 4𝑦 + 9𝑥 2 𝑑𝑦 = 0

4 − 𝑥𝑑𝑥 + 𝑥 2 𝑦 + 4𝑦 𝑑𝑦 = 0, 𝑦 4 = 0

33
4- Linear differential equations

34
Solution of Linear differential eqs.

Firstly obtain 𝜇 : 𝜇 = 𝑒‫𝑃 ׬‬ 𝑥 𝑑𝑥

1
Then obtain y: 𝑦= ‫ 𝑥𝑑 𝑥 𝑄 𝜇 ׬‬+ 𝑐
𝜇

35
Example 1
Solve the following differential equation
𝑑𝑦
+ 𝑦 = 𝑒 −𝑥
Solution 𝑑𝑥

𝑃=1 & 𝑄 = 𝑒 −𝑥 𝜇 = 𝑒‫𝑥 𝑃 ׬‬ 𝑑𝑥

𝜇 = 𝑒 ‫𝑥 𝑒 = 𝑥𝑑 ׬‬

Then, the general solution takes the form

1
1 𝑦 = න𝜇 𝑄 𝑥 𝑑𝑥 + 𝑐
𝑦 = 𝑥 න𝑒 𝑥 𝑒 −𝑥 𝑑𝑥 𝜇
𝑒

𝑦 = 𝑒 −𝑥 න𝑑𝑥

𝑦 = 𝑒 −𝑥 𝑥 + 𝑐
36

∴ 𝒚 = 𝒙𝒆−𝒙 + 𝒄 𝒆−𝒙
Example 2
Solve the following differential equation
𝑑𝑦
𝑥+1 − 𝑦 = 𝑒𝑥 𝑥 + 1 2
𝑑𝑥
Solution
𝑑𝑦 ‫يجب أن يكون معامل‬
𝑥+1 − 𝑦 = 𝑒𝑥 𝑥 + 1 2
𝑑𝑦
𝑑𝑥 1 =) (
𝑑𝑥
𝑑𝑦 1
⇒ − 𝑦 = 𝑒𝑥 𝑥 + 1
𝑑𝑥 𝑥+1

−1
∴𝑃= & 𝑄 = 𝑒𝑥 𝑥 + 1
𝑥+1
𝜇 = 𝑒‫𝑥 𝑃 ׬‬ 𝑑𝑥
−𝑑𝑥
න
𝑥+1 −ln 𝑥+1 ln 𝑥+1 −1 1
𝜇=𝑒 =𝑒 =𝑒 =
𝑥+1
37
Example 2

Then, the general solution takes the form

‫مقام المقام‬
‫يصبح يسط‬ 1
𝑦 = න𝜇 𝑄 𝑥 𝑑𝑥 + 𝑐
𝜇

1
∴𝑦= 𝑥+1 න 𝑒 𝑥 𝑥 + 1 𝑑𝑥
𝑥+1

∴ 𝑦 = 𝑥 + 1 න𝑒 𝑥 𝑑𝑥 = 𝑥 + 1 𝑒 𝑥 + 𝑐

∴ 𝒚 = 𝒆𝒙 𝒙 + 𝟏 + 𝒄 𝒙 + 𝟏
38
Example 3
Solve the following differential equation
2
𝑑𝑦
𝑥 +1 + 2𝑥 𝑦 = 3𝑥 2
𝑑𝑥
Solution
‫يجب أن يكون معامل‬
𝑑𝑦
𝑑𝑦 2𝑥 3𝑥 2 1 =) (
𝑑𝑥
+ 2 𝑦= 2
𝑑𝑥 𝑥 +1 𝑥 +1

2𝑥 3𝑥2
∴𝑃= & 𝑄=
𝑥2 +1 𝑥2 +1
𝜇 = 𝑒‫𝑥 𝑃 ׬‬ 𝑑𝑥

2𝑥
න 𝑑𝑥
∴𝜇 =𝑒 𝑥2 +1 = 𝑒 ln 𝑥2 +1 = 𝑥2 + 1

39
Example 3

Then, the general solution takes the form

1
𝑦 = න𝜇 𝑄 𝑥 𝑑𝑥 + 𝑐
𝜇

1 3𝑥 2
∴𝑦= 2 ඲ 𝑥2 + 1 2
𝑑𝑥
𝑥 +1 𝑥 +1

1 2
1
∴𝑦= 2 න3𝑥 𝑑𝑥 = 2 𝑥3 + 𝑐
𝑥 +1 𝑥 +1

𝒙𝟑 𝐜
∴𝒚= 𝟐 + 𝟐
𝒙 +𝟏 𝒙 +𝟏
40
Exercises 2.5
Solve the following differential equations :

a) 𝑦 ′ = csc𝑥 − 𝑦cot𝑥

b) 𝑦 ′ = 𝑥 − 3𝑦

c) 𝑦 ′ = 𝑥 − 2𝑥𝑦

d) 𝑦 ′ = 𝑥 − 2𝑦cot2𝑥

41
5- Bernoulli differential equations

42
Solution of Bernoulli diff. eqs.

Firstly obtain 𝜇 : 𝜇 = 𝑒 ‫(׬‬1−𝑛)𝑃 𝑥 𝑑𝑥

1
Then obtain y: 𝑦(1 − 𝑛 ) = ‫(׬‬1 − 𝑛)𝜇 𝑄 𝑥 𝑑𝑥 + 𝑐
𝜇

43
Example 1
Solve the following differential equation
𝑦 ′ + 𝑥𝑦 = 𝑥𝑦 2
Solution
𝑛 = 2 , 1 − 𝑛 = −1 , 𝑃=𝑥 , 𝑄=𝑥
𝜇 = 𝑒 ‫(׬‬1−𝑛)𝑃 𝑥 𝑑𝑥

𝑥2
‫ ׬‬−𝑥 𝑑𝑥 −2
𝜇=𝑒 = 𝑒
1
𝑦 1−𝑛 = න𝜇 1 − 𝑛 𝑄 𝑑𝑥 + 𝑐 ‫دالة أسية * مشتقة‬
𝜇
‫األس‬
𝑥2 𝑥2
−2
𝑦 −1 = 𝑒2 ඲−𝑥 𝑒 𝑑𝑥 + 𝑐
‫اإلجابة= نفس الدالة‬
𝑥2 𝑥2 ‫األسية بدون مشتقة‬
−2
∴ 𝑦 −1 = 𝑒2 𝑒 +𝑐 ‫األس‬
1 𝑥2 𝑥2 44
∴ = 1 + 𝑐 𝑒 2 𝑜𝑟 𝑦 1 + 𝑐 𝑒 2 = 1
𝑦
Example 2
Solve the following differential equation
1
𝑦 + 𝑦 = 𝑥 2 𝑦6
′
𝑥
Solution
1
𝑛 = 6 , , 1 − 𝑛 = −5 𝑃 = , 𝑄 = 𝑥2
𝑥
−5
න 𝑥 𝑑𝑥
𝜇 = 𝑒 ‫ ׬‬1−𝑛 𝑃 𝑥 𝑑𝑥
=𝑒 = 𝑒 −5ln𝑥 = 𝑥 −5

1
𝑦 1−𝑛 = න 1 − 𝑛 𝜇 𝑄 𝑑𝑥 + 𝑐
𝜇

𝑥 −2
∴ 𝑦 −5 = 𝑥 5 −5 න𝑥 −3 𝑑𝑥 + 𝑐 = 𝑥 5 −5 +𝑐
−2

𝟓 𝟑
∴ 𝒚−𝟓 = 𝒙 + 𝒄𝒙𝟓 45
𝟐
Example 3
Solve the following differential equation
′
2 4
2 3
𝑦 + 𝑦 = 3𝑥 𝑦
Solution 𝑥
4 −1 2
𝑛= , , 1− 𝑛 = 𝑃= , 𝑄 = 3𝑥 2
3 3 𝑥
−2 1 −2 −2
‫ ׬‬1−𝑛 𝑃 𝑥 𝑑𝑥 3 න𝑥 𝑑𝑥
𝜇=𝑒 =𝑒 = 𝑒 ln𝑥 3 = 𝑥3
1
𝑦 1−𝑛 = න 1 − 𝑛 𝜇 𝑄 𝑑𝑥 + 𝑐
𝜇

−1 2 1 −2 2 2 4
𝑦3 = 𝑥3 ඲ − 𝑥 3 3𝑥 𝑑𝑥 + 𝑐 = 𝑥 3 න −𝑥 3 𝑑𝑥 + 𝑐
3

−1 2 4 2 3 7
∴ 𝑦3 = 𝑥3 න −𝑥 3 𝑑𝑥 + 𝑐 = 𝑥3 − 𝑥3 + 𝑐
7
−𝟏 𝟑 𝟑 𝟐 46
∴ 𝒚𝟑 = − 𝒙 + 𝒄𝒙𝟑
𝟕
‫‪Example 4‬‬
‫‪Solve the following differential equation‬‬
‫𝑥‬ ‫𝑥‬
‫‪𝑦′ +‬‬ ‫𝑦‬ ‫=‬
‫‪Solution‬‬ ‫‪1 − 𝑥2‬‬ ‫𝑦‬
‫𝑥‬ ‫𝑥‬ ‫‪−1‬‬
‫‪𝑦′ +‬‬ ‫‪2‬‬ ‫=𝑦‬ ‫‪= 𝑥𝑦 2‬‬
‫𝑥‪1−‬‬ ‫𝑦‬
‫‪−1‬‬ ‫‪3‬‬ ‫𝑥‬
‫=𝑛‬ ‫‪,‬‬ ‫‪1− 𝑛 = ,‬‬ ‫=𝑃‬ ‫‪,‬‬ ‫𝑥=𝑄‬
‫‪2‬‬ ‫‪2‬‬ ‫‪1 − 𝑥2‬‬
‫‪3‬‬ ‫𝑥‬ ‫‪−3‬‬ ‫‪−3‬‬
‫𝑥𝑑 𝑥 𝑃 𝑛‪ 1−‬׬‬ ‫𝑥𝑑 ‪2 න1−𝑥2‬‬ ‫‪2‬‬
‫‪1−𝑥 4‬‬
‫𝑒=𝜇‬ ‫𝑒=‬ ‫=‬ ‫‪𝑒 ln‬‬ ‫=‬ ‫‪2‬‬
‫‪1−𝑥 4‬‬
‫‪3‬‬ ‫‪3‬‬ ‫‪3‬‬ ‫‪−3‬‬
‫‪𝑦2‬‬ ‫=‬ ‫‪2‬‬
‫‪1− 𝑥 4‬‬ ‫‪න 𝑥 1 − 𝑥2‬‬ ‫‪4‬‬ ‫𝑐 ‪𝑑𝑥 +‬‬ ‫دالة * مشتقتها‬
‫‪2‬‬
‫‪3‬‬
‫‪2‬‬
‫‪3‬‬ ‫‪3‬‬ ‫‪−3‬‬
‫‪𝑦2‬‬ ‫=‬ ‫‪1− 𝑥 4‬‬ ‫‪− න −2𝑥 1 − 𝑥 2‬‬ ‫‪4‬‬ ‫𝑐 ‪𝑑𝑥 +‬‬
‫‪4‬‬ ‫اإلجابة= نزود على‬
‫‪3‬‬ ‫‪3‬‬ ‫‪1‬‬
‫األس ‪ 1‬ونقسم على‬
‫‪𝑦2‬‬ ‫=‬ ‫‪2‬‬
‫‪1− 𝑥 4‬‬ ‫‪−3‬‬ ‫‪2‬‬
‫𝑐 ‪1− 𝑥 4+‬‬ ‫األس الجديد بدون‬
‫𝟑‬ ‫𝟑‬ ‫المشتقة‬ ‫‪47‬‬

‫∴‬ ‫𝟐𝒚‬ ‫𝒄 ‪= −𝟑 𝟏 − 𝒙𝟐 +‬‬ ‫𝟐‬

‫𝟒 𝒙‪𝟏−‬‬
Exercises 2.6
Solve the following differential equations :

a) 𝑦 ′ = 𝑦 − 𝑥𝑦 3 𝑒 −2𝑥

b) 𝑥𝑦 ′ − 𝑦 = 𝑥 3 𝑦 2
 Applications
to
First Order
Ordinary Differential Equations
 Where do ODE’s arise

◼ Economics
◼ All branches of Engineering
◼ Chemistry, Physics etc
◼ Biology and Medicine
Anytime you wish to find out how
something changes with time (and
sometimes space)

Slide number 50
 Applications of First-order
Differential Equations

1
POPULATION
GROWTH
Slide number 51
Modelling population growth, the maths

• The models try to trace what will happen little by

little as time passes
• A small change in time is given by ∆t
This is usually reduced to dt
• Time may be measured in regular units such as years
or even days
• A small change in numbers is given by ∆N
This is usually reduced to dN
• A change in numbers as time passes by is given by:
dN/dt
Slide number 52
 Modelling the Problem
◼ dN/dt = k N
◼ where N denotes population at time t
and k is a constant of proportionality
◼ k is the rate of increase
◼ Example if a population increases
by 4% per year
dN/dt = 0.04N
Slide number 53
 Solution of this equation:
dN
◼ = k dt
N
◼ Integrating both sides we get
lnN = k t + c
kt + c
◼ or N = e
kt
◼ i.e. N = ce
c can be determined if N is given at
certain time.
Slide number 54
Exponential growth

Numbers

Time
Slide number 55
 Example
Let population of country be decreasing at
the rate proportional to its population. If
the population has decreased to 25% in 10
years, how long will it take to be half?
Solution
kt
N = ce
Let N = N0 at t = 0, where N0 the initial population,
then c = N0. The equation of population becomes

N = N0 ekt (1)
Slide number 56
 For t =10, we have N = 0.25 N0
Sub. In (1)
0.25 N0 = N0 e10k
or e10k = 0.25 or 10k = ln(0.25)
or k = ln(0.25)/10
The equation of population becomes
N = N0 e(ln(0.25)/10) t (2)
Slide number 57
Set N = 0.5 N0
Sub. In (2)
0.5 N0 = N0 e(ln(0.25)/10) t
Or 0.5 = e(ln(0.25)/10) t
i.e. t = ln(0.5) / (ln(0.25)/10)
or t = 5 years.

Slide number 58
 Applications of First-order
Differential Equations

2
Deformation of a
Beam
Slide number 59
 Deformation of a Beam

Slide number 60
 Deformation of a Beam

Slide number 61
 Deformation of a Beam

Slide number 62
 Deformation of a Simple
Beam – Example 1
1- Deflection of a simple beam under
uniform load
A beam of length L is simply supported
at both ends and has constant weight W
per unit length,

a) find the deflection of the beam.

b) determine the maximum deflection.

Slide number 63
 Deformation of a Simple
Beam – Example 1
Deflection of a simple beam under uniform load

Slide number 64
 Deformation of a Simple
Beam – Solution
The total weight of the beam is WL, so each end
supports weight ½WL. Let x be the distance from
the left end A of the beam. To find the bending
moment M at x,
1 1
M = WLx − Wx 2
2 2
Boundary Conditions:
1 − y (0) = 0

2 − y (L ) = 0
Slide number 65
 Deformation of a Simple
Beam – Solution
d 2y
dx 2
= −
M
=
W
EI 2EI
( x 2
− Lx )

▪ Step 1: dy W x3 x2

=  −L  + C1
Integrate dx 2EI  3 2 

▪ Step 2:
Integrate again to
obtain the general
y =
W
24EI
( x 4
− 2 Lx 3
) + C 1x + C 2
solution:

Slide number 66
 Deformation of a Simple
Beam – Solution
▪ Step 3:
Use the boundary conditions to obtain the
particular solution.
y =
W
24EI
( x 4 − 2Lx 3 ) + C 1x + C 2

y (0) = 0 0=
W
24EI
( 04 − 2L *03 ) + C 1 *0 + C 2  C 2 = 0

y (L ) = 0
3
W L
0=
W
24EI
( )
L 4 − 2 L 4 + C 1L  C1 =
24EI
▪ Step 4:

◼ Substitute back the values for C1 and C1

y =
W
24EI
(
x 4 − 2Lx 3 + L3x )
Slide number 67
 Deformation of a Simple
Beam – Solution

▪ The maximum deflection occurring

at x = L/2 is;

y =
W
24EI
( x 4
− 2 Lx 3
+ L 3
x)
x = L /2

4
5W L
 y =
384EI

Slide number 68
 Deformation of a Cantilever
Beam – Example 2
2- Deflection of a cantilever beam

A cantilever beam has one end horizontally

imbedded in concrete and a force W acting on
the other end. Find;

a) the deflection.
b) the maximum deflection of the beam
assuming its weight to be negligible.

Slide number 69
 Deformation of a Cantilever
Beam – Example 2
2- Deflection of a cantilever beam

Slide number 70
 Deformation of a Cantilever
Beam – Example 2
Considering the portion of the beam to the right of
x, the bending moment at x is -W(L-x). Then;,

M = −W ( L − x )

Boundary Conditions:
1 − y (0) = 0

dy
2− (0) = 0
Slide number 71
dx
 Deformation of a Cantilever
Beam – Example 2
d 2y M W
2
=− = (L − x )
dx EI EI

▪ Step 1: dy W  x2
=  Lx −  + C1
Integrate dx EI  2 

▪ Step 2:
W  x2 x3
Integrate again to y = L −  + C 1x + C 2
obtain the general EI  2 6 
solution:

Slide number 72
 Deformation of a Cantilever
Beam – Example 2
▪ Step 3:
Use the boundary conditions to obtain the
particular solution.
y =
W
6EI
( 3Lx 2 − x 3 ) + C 1x + C 2

y (0) = 0 0=
W
6EI
( 3L *02 − 03 ) + C 1 *0 + C 2  C 2 = 0
dy
(0) = 0
dx 0=
W
6EI
( 6L *0 − 3*02 ) + C 1  C1 = 0

▪ Step 4:

◼ Substitute back the values for C1 and C1

y =
W
6EI
(
3Lx 2 − x 3 )
Slide number 73
 Deformation of a Cantilever
Beam – Example 2

▪ The maximum deflection occurring

at x = L is;

y =
W
6EI
( 3Lx 2
− x 3
)
x =L

W L3
 y =
2EI

Slide number 74
 Applications of First-order
Differential Equations

3
LRC Series
Circuits
Slide number 75
 LRC Series Circuits

Slide number 76
 LRC Series Circuits

Slide number 77
 LRC Series Circuits

 =e  20dt
= e 20t
1 
i = 20t  20e 20t dt + C  = e −20t e 20t + C 
e  
− 20t
i = 1 + Ce
I .C . → 0 = 1 + Ce 0 → C = −1, therefore
i = 1 − e − 20t
Slide number 78
 Applications of First-order
Differential Equations

4
Newton’s law of
Cooling/Warming
Slide number 79
 Cooling of a cup of coffee
Amount of heat in a cup of coffee:
heat volume specific heat

Q = VcT
density temperature

Heat balance equation (words):

◼ Rate of change of heat = heat lost to surrounding air

Slide number 80
 Cooling of a cup of coffee
Newton’s law of cooling:
◼ Heat lost to the surrounding air is
proportional to temperature difference
between the object and the air

◼ The proportionality constant involves

the surface area multiplied by a heat
tranfer coefficient
Heat balance equation (maths) :
dQ
= −hA(T − TRoom )
dt
Slide number 81
 Cooling of a cup of coffee
dQ
= −hA(T − TRoom )
dt
Substitute
Q = VcT dT
Vc = −hA(T − TRoom )
dt
where
rearrange dT
= − (T − TRoom ) =
hA
dt Vc

Now we solve the equation together with

the initial condition:
T (0) = TInitial

Slide number 82
 Cooling of a cup of coffee -
Solution
dT
= − (T − TRoom )
dt
▪ Step 1: dT
= −dt
Separate (T − TRoom )

▪ Step 2: ln(T − TRoom ) = −t + c

Integrate Make explicit in unknown T

T − TRoom = e −t +c

−t where
T − TRoom = Ae
A = ec

Slide number 83
 Cooling of a cup of coffee -
Solution
T − TRoom = Ae −t T (0) = TInitial
▪ Step 3:
Use Initial TInitial − TRoom = Ae − 0
Condition
A = (TInitial − TRoom )

▪ Step 4:
Substitute T = T −t
Room + (TInitial − TRoom ) e
back to
obtain final
answer

Slide number 84
 Example
When a chicken is removed from an oven,
its temperature is measured at 3000F. Three
minutes later its temperature is 200o F. How
long will it take for the chicken to cool off
to a room temperature of 70oF.
Solution
T Room = 70F , T Initial = 300F
T = T Room + (T Initial − T Room ) e −t
− t
 T = 70 + 230e
Slide number 85
At t = 3, T = 200 then,
− *3
 200 = 70 + 230 e
Therefore,
-3α130
e =
230
13
Or, -3α=ln
23
1 13
 α = − ln = 0.19018
3 23
Slide number 86
 Thus T =70+230 e-0.19018 t

We observe that temperature tends to

T(t) = 70 since:

limit T(t) =70.

t→ 
Slide number 87
 Applications of First-order
Differential Equations

5
Biology and
Medicine
Slide number 88
 Estimating Time of Death
The time of death of a killed person can be
determined with the help of modeling through
differential equation. A police personnel discovers the
body of a dead person and the problem is to estimate
the time of death. The body is located in a room that is
kept at a constant 70-degree F. For some time after
the death, the body will radiate heat into the cooler
room, causing the body’s temperature to decrease if
the victim’s temperature was normal 98.6F at the time
of death. Forensic expert will try to estimate this time
from body’s current temperature and calculating how
long it would have had to lose heat to reach this point.

Slide number 89
 Estimating Time of Death
According to Newton’s law of cooling, the body
will radiate heat energy into the room at a rate
proportional to the difference in temperature
between the body and the room.

T = T Room + (T Initial − T Room ) e −t

Let the officer arrived at 10.40 p.m. and the body
temperature was 94.4 degrees. This means that if
the officer considers 10:40 p.m. as t=0 then

− t
 T = 70 + 24.4e
Slide number 90
Let the officer makes another measurement of the
temperature say after 90 minutes, that is, at 12.10
a.m. and temperature was 89 degrees. This means
that
− *90
 89 = 70 + 24.4 e
Therefore,
-90 19
e =
24.4
19
-90α=ln
24.4
1 19
  = − ln
90 24.4
The officer has now temperature function
t  19 
ln  
T = 70 + 24.4e 90  24.4 

Slide number 91
In order to find when the last time the body was
98.6 (the time of death), one has to solve for time
the equation
t  19 
ln  
98.6 = 70 + 24.4e 90  24.4 

To do this, the officer writes,

t  19 
28.6 ln  
=e 90  24.4 

24.4
and takes logarithms of both sides to obtain,
 28.6  t  19 
ln   = ln  
 24.4  90  24.4 

Slide number 92
Therefore, the time of death, according to
this mathematical model, was
90ln(28.6 / 24.4)
t= –57.07 minutes
ln(19 / 24.4)

The death occurred approximately 57.07

minutes before the first measurement at
10.40 p.m., that is at 9.43 p.m.
approximately

Slide number 93