0rdinary Differential Equation

Pshtiwan Sangawi
Instructor:
Pshtiwan Sangawi 2023 - 2024
Department of Mathematics
College of Education
University of Sulaimani
Kurdistan Region - Iraq

Contents
PREFACE ................................................................................................................................... V
CHAPTER 1 FIRST‐ORDER DIFFERENTIAL EQUATIONS ..................................... 1

1.1 DEFINITION OF DIFFERENTIAL EQUATIONS.................................................. 1
1.2 SLOPE FIELDS AND SOLUTION CURVES ...................................................... 10
1.3 SEPARATION OF VARIABLES ..................................................................... 13
1.4 FIRST‐ORDER LINEAR DES ...................................................................... 19
1.5 THE SUBSTITUTION METHODS ................................................................. 27
1.5.1 Polynomial Substitution ........................................................... 27
1.5.2 Homogeneous DEs ....................................................................29
1.5.3 Bernoulli DEs .............................................................................30
1.6 RICCATI DES .......................................................................................... 38
1.7 THE EXACT DES...................................................................................... 43
1.8 SUMMARY............................................................................................... 65
CHAPTER 2 MATHEMATICAL MODELS.................................................................... 68

2.1 NEWTON’S LAW OF COOLING ................................................................... 68
2.2 TORRICELLI’S LAW FOR DRAINING ............................................................ 72
2.3 THE POPULATION MODEL ........................................................................ 79
2.3.1 Introduction ..............................................................................79
2.3.2 General Population Equation ................................................... 80
2.3.3 The Logistic Equation ...............................................................82
2.3.4 Doomsday vs. Extinction .......................................................... 86
2.4 ACCELERATION‐VELOCITY MODEL............................................................ 92
2.4.1 Newton’s Laws of Motion ......................................................... 92
2.4.2 Velocity and Acceleration Models ............................................ 94
vii
Contents
2.4.3 Air Resistance Model ................................................................ 95

2.4.4 Gravitational Acceleration ..................................................... 113
2.5 WINDY DAY PLANE LANDING................................................................. 123
2.6 A SWIMMER’S PROBLEM ........................................................................ 131
2.7 RIVER FERRYBOAT‐DOCKING PROBLEM .................................................. 136
2.8 EQUATION FOR COMPOUND INTEREST .................................................... 141
CHAPTER 3 LINEAR DEs OF HIGHER ORDER ......................................................149

3.1 CLASSIFICATIONS OF LINEAR DES .......................................................... 149
3.2 LINEAR INDEPENDENCE......................................................................... 155
3.3 HOMOGENEOUS DES ............................................................................. 164
3.3.1 DEs with Constant Coefficients .............................................. 164
3.3.2 DEs with Variable Coefficients ............................................... 175
3.4 INHOMOGENEOUS LINEAR DES .............................................................. 187
3.4.1 Method of Undetermined Coefficients .................................. 187
3.4.2 Variation of Parameters ......................................................... 197
CHAPTER 4 SYSTEMS OF LINEAR DEs ...................................................................211
4.1 BASICS OF SYSTEM OF DES .................................................................... 211
4.2 FIRST‐ORDER SYSTEMS AND APPLICATIONS ............................................ 214
4.2.1 One Block and One Spring ...................................................... 214
4.2.2 Two Blocks and Two Springs ................................................. 216
4.2.3 Kirchhoff Circuit Laws ............................................................ 217
4.3 THE SUBSTITUTION METHOD ................................................................. 222
4.4 THE OPERATOR METHOD ...................................................................... 227
4.5 THE EIGEN‐ANALYSIS METHOD ............................................................. 232
4.6 EXAMPLES OF SYSTEMS OF DES .............................................................. 256
4.6.1 Predator‐prey DEs .................................................................. 256
4.6.2 Cascade of Tanks..................................................................... 259
CHAPTER 5 LAPLACE TRANSFORMS ......................................................................262
5.1 LAPLACE TRANSFORMS ......................................................................... 262
5.2 PROPERTIES OF LAPLACE TRANSFORMS .................................................. 264
5.2.1 Laplace Transforms for Polynomials .................................... 265
viii
Contents
5.2.2 The Translator Property......................................................... 268

5.2.3 Transforms of Step and Delta Functions ...............................272
5.2.4 The t‐multiplication Property ................................................ 276
5.2.5 Periodic Functions ..................................................................279
5.2.6 Differentiation and Integration Property ..............................280
5.3 INVERSE LAPLACE TRANSFORMS ............................................................ 285
5.4 THE CONVOLUTION OF TWO FUNCTIONS ................................................. 290
5.5 APPLICATIONS ...................................................................................... 295
APPENDIX A SOLUTIONS TO PROBLEMS ............................................................... 315

CHAPTER 1 FIRST‐ORDER DES ........................................................................ 315
1.1 Definition of DEs..............................................................................315
1.2 Slope Fields and Solution Curves ................................................... 320
1.3 Separation of Variables ...................................................................321
1.4 First‐Order Linear DEs....................................................................327
1.5 Substitution Methods ......................................................................337
1.6 Riccati DEs .......................................................................................357
1.7 The Exact DEs ..................................................................................364
CHAPTER 2 MATHEMATICAL MODELS .............................................................. 376
2.1 Newton’s Law of Cooling ................................................................376
2.2 Torricelli’s Law for Draining .......................................................... 377
2.3 Population Model ............................................................................385
2.4 Acceleration‐Velocity Model .......................................................... 393
2.5 Windy Day Plane Landing ...............................................................413
2.6 A Swimmer’s Problem.....................................................................422
2.7 River Ferryboat‐Docking Problem ................................................. 424
2.8 Equation for Compound Interest ................................................... 427
CHAPTER 3 LINEAR DES OF HIGHER ORDER ..................................................... 435
3.1 Classification of Linear DEs ............................................................ 435
3.2 Linear Independence ......................................................................437
3.3 Homogeneous DEs ..........................................................................444
3.4 Inhomogeneous Linear DEs............................................................ 458
CHAPTER 4 SYSTEMS OF LINEAR DES ............................................................... 481
4.1 Basics of System of DEs...................................................................481
ix
Contents
4.2 First‐Order Systems and Applications........................................... 482

4.3 Substitution Method ....................................................................... 487
4.4 The Operator Method ..................................................................... 493
4.5 The Eigen‐Analysis Method ............................................................ 501
4.6 Examples of Systems....................................................................... 509
CHAPTER 5 LAPLACE TRANSFORMS ................................................................. 510
5.2 Properties of Laplace Transforms ................................................. 510
5.3 Inverse Laplace Transforms ........................................................... 516
5.4 The Convolution of Two Functions................................................ 519
5.5 Applications ..................................................................................... 521
APPENDIX B LAPLACE TRANSFORMS ......................................................................547
SELECTED LAPLACE TRANSFORMS ................................................................... 547
SELECTED PROPERTIES OF LAPLACE TRANSFORMS ............................................ 548
APPENDIX C BASIC FORMULAS ..................................................................................551

APPENDIX D ABBREVIATIONS ....................................................................................553
REFERENCES....................................................................................................................... 557
INDEX..................................................................................................................................... 559
x
Chapter 1
First‐Order Differential
Equations
1.1 Definition of Differential Equations
A differential equation DE is a mathematical equation that relates

some functions of one or more variables with their derivatives. A DE
is used to describe changing quantities and it plays a major role in
quantitative studies in many disciplines such as all fields of
engineering, physical sciences, life sciences, and economics.
Examples
Are they DEs or not?
0 No
1
Chapter 1 First‐Order Differential Equations
′ 0 Yes Here ′
′ ′ 0 Yes Here ′ and ′
′′ Yes Here ′
To solve a DE is to express the solution of the unknown function the

dependent variable or DV in mathematical terms without the
derivatives.
Examples
0
′ is not a solution
is a solution
In general, there are two common ways in solving DEs: analytically

and numerically. Most DEs, difficult to solve by analytical methods,
must be “solved” by using numerical methods, although many DEs
are too stiff to solve by numerical techniques. Solving DEs by
numerical methods is a different subject requiring basic knowledge
of computer programming and numerical analysis; this book focuses
on introducing analytical methods for solving very small families of
DEs that are truly solvable. Although the DEs are quite simple, the
solution methods are not and the essential solution steps and
terminologies involved are fully applicable to much more
complicated DEs.
Classification of DEs
Classification of DEs is itself another subject in studying DEs. We will
introduce classifications and terminologies to make the contents of
the book flow but one may still need to look up terms undefined here
or abbreviations introduced at the end of the book. First, we
introduce the terms of dependent variables DVs and independent
2
variables IVs of functions. A DV represents the output or effect

while the IV represents the input or the cause. Truly, a DE is an
equation that relates these two variables. A DE may have more than
one variable for each and the DE with one IV and one DV is called an
ordinary differential equation or ODE. The ODE, or simply referred
to as DE, is the object of our book. Continuing, you understand why
this 1‐to‐1 relationship is called ordinary. A DE that has one DV and
2 IVs, 1‐to‐N relationship, is called a partial differential equation
or PDE. Studying PDEs, out of the scope of this book, requires solid
understanding of partial derivatives and, more desirably, full
knowledge of multiple variable calculus. By now, you certainly want
to see two other types of DEs. With 2 DVs and 1 IV, you may
compose an N‐to‐1 system of ODEs. Similarly, with 2 DVs
and 2 IVs, you may compose an N‐to‐M system of PDEs. We
have several other classifications to categorize DEs.
Order of DEs
The order of a DE is determined by the highest order derivative of
the DV and sometimes we interchangeably call it unknown
function . If you love to generalize things, algebraic equations AE
may be classified as 0th order DEs as there are no derivatives for the
unknowns in the AEs.
Examples
Determine the orders of the following DEs.
1st‐order 1st.O DE:
0 1.1
0 1.2
2nd‐order 2nd.O DE:
0 1.3
0 1.4
3
nth‐order nth.O DE:
′′ 0 1.5
5 0 1.6
Definition Examples
ODE:
ODEs ODEs contain only one IV.
vs. PDEs contain two or PDE:
PDEs more IVs.
First‐order
The highest order of the 1st.O :
derivatives of the DVs ′
Order of DEs
determines the order of Second‐order
the DEs 2nd.O :
′′
A DE containing Linear:
Linear
nonlinear term s for the ′
vs. DVs is a nonlinear DE Nonlinear:
regardless of the nature ′′
Nonlinear
of the IVs
4
A 1st‐order 1st.O DE
, ,
0 is Homo DE if both
, and , are 1st.O Homo DE:
homogeneous functions. ′
Otherwise, it is InHomo 1st.O InHomo DE:
Homogeneous DE. ′
vs.
In general, a linear DE of Homo DE:
Inhomogeneous order is a Homo DE if it
cos 0
is of the form InHomo DE:
cos
0
Otherwise, it is InHomo
DE.
Linearity of DEs
DEs can also be classified as linear or nonlinear according to the
linearity of the DVs regardless of the nature of the IVs. A DE that
contains only linear terms for the DV or its derivative s is a linear
DE. Otherwise, a DE that contains at least one nonlinear term for the
DV or its derivative s is a nonlinear DE.
Linear Nonlinear
0 0
0 0
0 0
5
Solutions
A function that satisfies the DE is a solution to that DE. Seeking such
functions is the main objective of the book while composing the DEs,
which may excite engineering majors more, is the secondary
objective of this book.
Solutions can also be classified into several categories, for example,
general solutions GS , particular solutions PS , and singular
solutions SS . A GS, i.e., a complete solution, is the set of all solutions
to the DE and it can usually be expressed in a function with arbitrary
constant s . A PS is a subset of the GS whose arbitrary constant s
are determined by the initial conditions ICs or the boundary
conditions BCs or both. An SS is a solution that is singular. In a less
convoluted definition, an SS is one for which the DE, or the initial
value problem IVP or the Cauchy problem, fails to have a unique
solution at some point in the solution. The set in which the solution
is singular can be a single point or the entire real line.
Examples
Try to guess the solutions of the following DEs:
1 ′ 0
2 ′
3 ′′ 0
4 ′′ sin
5 ′′ sin where, in general,
As briefly mentioned before, there are several methods to find the

solutions of DEs. This book covers the first of the two common
methods, i.e., analytical method and numerical method.
1. To obtain analytical closed form solutions.
Only a small percentage of linear DEs and a few special
nonlinear DEs are simple enough to allow findings of analytical
solutions. There are two major types: the exact methods and the
approximation methods. Examples of the exact methods are 1
6
method of undetermined coefficients MUC ; 2 integrating

factor IF method; 3 method of separation of variables SOV ;
and 4 variation of parameters VOP . The examples of the
approximation but convergent methods are 1 successive
approximations; 2 series methods including power series
methods and the generalized Fourier series methods; 3
multiple scale analysis; and 4 perturbation methods.
2. To obtain numerical solutions.
Most DEs in science, engineering, and finance are too
complicated to allow findings of analytical solutions and
numerical methods are the only viable alternatives for
approximate numerical solutions. Unfortunately, most DEs that
are of vital importance for practical purposes belong to this type.
Indeed, every rose has its thorn. To solve DEs numerically, one
must acquire a different set of skills: numerical analysis and
computer programming. The types of numerical methods for DEs
are too numerous to name. For ODEs, the examples are the Euler
method and the general linear methods such as Runge‐Kutta
methods and the linear multi‐step method. For PDEs, the
examples are finite difference methods and finite element
methods.
This book does not cover any of the numerical methods.
Problems
Problem 1.1.1 Verify by substitution that each given function is a solution

to the given DE. Throughout these problems, primes denote derivatives
with respect to wrt .
3 cos 2 , cos cos 2 , sin cos 2
7
Problem 1.1.2 Verify by substitution that each given function is a solution

to the given DE. Throughout these problems, primes denote derivatives
wrt .
2 0, cos ln , sin ln
Problem 1.1.3 A function is described by some geometric

properties of its graph. Write a DE of the form ⁄ , having the
function as its solution or as one of its solutions . The graph of is
normal to every curve of the form is a constant where they
meet.
Problem 1.1.4 Determine by inspection at least one solution to the

DE 3 . That is, use your knowledge of derivatives to make an
intelligent guess and, then, test your hypothesis.
Problem 1.1.5 Determine by inspection at least one solution to the

DE 0. That is, use your knowledge of derivatives to make an
intelligent guess and, then, test your hypothesis.
Problem 1.1.6 Verify by substitution that the given function is a solution to

the given DE. Primes denote derivatives wrt .
1
2 0,
1
Problem 1.1.7 Verify that satisfies the given DE and determine a value
of the constant so that satisfies the given IC.
3 0, exp , 0 7
tan cos , cos , 0
3 1 , tan , 0 1
8
Problem 1.1.10 Verify that satisfies the given DE and determine a

value of the constant so that satisfies the given IC.
1
3 2 , , 2 1
4
Problem 1.1.11 Verify by substitution that the given functions are

solutions of the given DE. Primes denote derivatives wrt .
9 , exp 3 , exp 3
Problem 1.1.12 Verify by substitution that the given functions are

solutions of the given DE. Primes denote derivatives wrt .
exp 1, ln , 0 0
Problem 1.1.13 Verify that satisfies the given DE and determine a

value of the constant so that satisfies the given IC. In the equation
and its solution, is a given constant.
′ 0, exp , 0 2014
9
1.2 Slope Fields and Solution Curves
Geometrical interpretation is an effective way to help understand the

properties of the DEs and their solutions. A solution can be drawn as
a curve, which is called a Solution Curve. A series of lines with the
same slope for each line , such as a family of curves , for
DE , Figure 1.1 are called Isocline, meaning the same
slope. A line in the ‐plane whose slope is , is called a Slope
Curve and a collection of such slope curves forms a Slope Field
Figure 1.2 , aka, the direction field.
Consider a classical example:
2 1.7
whose GS is
exp 1.8
In the ‐plane, we can draw the isocline by selecting a few
appropriate constant values for the following:
2 1.9
and the solution curves with the given solution by selecting a few
constant values .
10
1.2 Slope Fields and Solution Curves
Figure 1.1 Examples of solution curves exp and isocline .
Example 1
Find the isoclines
sin 1.10
Solution
arcsin
arcsin
Example 2
Find the isoclines
1.11
Solution
The isocline equation
,
It is a circle.
11
Figure 1.2 The isoclines for the two examples.
Problems
Problem 1.2.1 Plot the solution curves and slope field for the DE for the
appropriate ranges for variables and
Problem 1.2.2 Plot the solution curves and slope field for the DE for the
appropriate ranges for variables and
2
12
1.3 Separation of Variables
All 1st.O initial value problem IVP , aka, the Cauchy problem, can be
written as
,
1.12
If , can be written as
1.13
Then, the 1st.O IVP is said to be separable.

Solution
1.14
where is a constant determined by the IC .
Example 1A
Find the PS to the following IVP
6
1.15
0 7
Solution
6
ln 3 ln
exp 3
is the GS to 1.15 as shown in Figure 1.3.
13
Applying the IC 0 7, i.e., 0 exp 0 7, we get 7 and the

PS
7 exp 3
Figure 1.3 The GS exp 3 and the SS 0.
Example 1B
Is 0 a solution to DE 6 ?
Solution
If 0, for the given DE, we have
LHS 0
and
RHS 6 6 ⋅0 0
Thus,
LHS RHS
Therefore,
0
is an SS to 6 .
Example 2
4 2
3 5 1.16
1 3
14
Solution
4 2
3 5
3 5 4 2
Integrating both sides, we get the GS
5 4
Applying the IC 1 3, i.e., 3 15 4 1 , we get 9 and the
PS to the IVP is
5 4 9
Example 3
Find the GS to the following DE
0 1.17
Solution
0
1 1
1 1
1 1
where we selected – , instead of the more common , as the integration

constant for minor convenience. Therefore,
1 1
is the GS to the given DE.
Singular Solutions
A singular solution is a solution for which the IVP fails to have a
unique solution at some point on the solution. The domain on which
a solution is singular is weird as it could be a single point or the
15
entire real line. The SS usually appear s when one divides the DE by
a term that might be zero while solving the DE.
Suppose we have a DE
1.18
To solve 1.18 , we divide it by .
1.19
That gives
1.20
Such division is mathematically allowed if and only if 0.

However,
0 1.21
is a solution to the DE because it indeed satisfies the original DE
1.18 . This solution is peculiar and, thus, it is called SS.
Problems
Problem 1.3.1 Find the GS to the following DE

3 2 1 0
Problem 1.3.2 Find the GS implicit if necessary, explicit if convenient of

the following DE. Prime denotes derivatives wrt .
′ 64

the following DE. Prime denotes derivatives wrt . Hint: Factorize the
RHS.
16
′ 1
Problem 1.3.4 Find the explicit PS to the following IVP
exp
0 1

2 cos 2
0 2014

2√ cos
4
4

2 3 exp
0 5

the following DE. Primes denote derivatives wrt .
′ 1 cos

4 5

2 3
1 1

′ 2 sec
17

tan
2 2

1 tan ′

the following DE
3 2
Problem 1.3.15 Find the PS to the following DE

3
1 1
Problem 1.3.16 Find the PS to the following DE

1 cos
0 1

ln
where and are parameters independent of and . If 0
and →∞ , can you express or or both in terms of and
? If so, do it.
18
1.4 First‐Order Linear DEs
All 1st.O linear DEs can be written as

1.22
If 0, the equation is no longer a DE. Thus, we set 0.
If 0, DE 1.22 becomes
1.23
which is a separable DE.
If 0, DE 1.22 becomes
0 1.24
and, after dividing both sides by , we get
1.25
which is also a separable DE.

For a general 1st.O linear DE, we divide both sides 1.22 by ,
1.26
Let
Now, we have
1.27
Let’s now derive the method to solve the general 1st.O linear DE in
the form of 1.27 . The key idea is to absorb the term to a
19
whole derivative by using an IF whose precise composition will

be introduced shortly.
1.28
If we can make the LHS of 1.28

1.29
a whole derivative, 1.28 can be solved easily in terms of .
Equation 1.29 can be written as
1.30
Cancelling ′ on both sides of DE 1.30 , we have
1.31
which is a separable DE with unknown function . To solve this

DE, we have
1.32
ln
Therefore, we have
exp exp 1.33
Since this function can be multiplied by any non‐zero constant
to serve as a factor, without loss of generality while gaining
simplicity, we set 1. The resulting factor
20
exp 1.34
is called the integrating factor IF of DE 1.27 and this IF satisfies

the condition 1.29 . Plugging 1.29 into 1.28 , we have
1.35
i.e.,
1.36
Integrating both sides of DE 1.36 , we get
1.37
Thus, the GS to the DE 1.27 is

1
1.38
Replacing the IF by the given function , we find the GS to

the general 1st.O linear DE as
exp exp 1.39
Now, we outline the steps to solve the 1st.O linear DEs without
memorizing the formula 1.39 .
Step 1: Convert the DE to the standard form
Step 2: Identify
Step 3: Compute the IF
exp 1.40
Step 4: Multiply both sides of the converted DE by the IF
21
exp exp
1.41
exp
Step 5: Write the LHS as a whole derivative using the product rule,
exp exp
1.42
exp
Therefore,
exp exp
1.43
exp exp
Finally, the solution to the DE is
exp exp 1.44
Example 1
1 3 6 1.45
Solution
Step 1: Converting the DE
3 6
1 1
Step 2: Identify
3
1
Step 3: Computing the IF
22
3
exp
1
3 1
exp
2 1
3
exp ln 1
2
1
Step 4: Multiplying the DE by the IF
3 6
1 1 1
1 1
1 3 1 6 1
Step 5: Completing the solution
1 6 1
1 6 1
1
3 1 1
1
1 2 1
2 1
This is the GS to the original DE.
Example 2
sin
1 1.46
Solution
Method 1: The 1st.O linear DE method
sin
The IF
1
exp exp ln
Multiplying the IF yields
sin
⋅
23
sin
1 sin
This is the GS to the original DE where and are constants.

Using the IC 1
1 sin
1
1 1
sin
Now plugging back into , we have

1 sin 1 sin
1 sin
Method 2: Direct use of the formula 1.35

exp exp
1
sin
1 sin 1
exp exp
1 sin
Using the IC 1 , we have

sin
Therefore,
1 sin
Problems
Problem 1.4.1 Find the PS to the following IVP
24
3
1 3 6 exp
2
0 1
Problem 1.4.2 a Show that

exp
is a GS to 0.
b Show that
exp exp
is a PS to .
c Suppose that is any GS to 0 and that is any
PS to . Show that is a GS to
.
Problem 1.4.3 Find the GS to the following IVP

2 7
2 5

cot cos
Problem 1.4.5 Find the GS to the following DE using two different methods
3 7

2 cos

2 1 2 1
Problem 1.4.8 Find the GS to the following DE using two different methods
2 2
1
25

1 2 1
Hint: Regard as DV and as IV.

2 10√

exp 1

2 1 3 1
Problem 1.4.13 Find the GS to the following IVP

1 sin
0 1

2
Problem 1.4.15 Find the GS to the following 2nd.O DE

′′ 3 ′ 4
Hint: Use substitution ′.
26
1.5 The Substitution Methods
Substitution methods S‐methods are those introducing one or

more new variables to represent the variables in the original DE. The
procedure will convert the original DE to a separable or other more
easily solvable DE, e.g., one can change one variable to ,
→
, 0 , 1.47
One may also consider changing both variables.

, →
, → 1.48
, 0 ,
Let’s discover the power of the S‐methods by solving several families
of DEs.
1.5.1 Polynomial Substitution
Solve
1.49
where , , and are constants.
Step 1: Introducing a new variable .
1.50
Step 2: Transform the original DE 1.49 into a new DE of .
′
1 1.51
After the substitution, the original DE 1.49 now becomes

1.52
27
Substituting ′ with the function containing ′, we have

1
1 1.53
which is now separable.

Step 3: Solve DE 1.53 .
1
1.54
Example
3 1.55
Solution
Let
3
1
1
After the substitution, the original DE becomes
1
1
tan
tan
Substituting back into the above DE, we obtain
28
3 tan
Thus,
tan 3
1.5.2 Homogeneous DEs
For the 1st.O homogeneous DEs Homo DEs
1.56
After a different substitution with which and

, we convert the original DE 1.56 into
1.57
which is a separable DE. Solving it, we get
ln
1.58
exp
exp
Example
2 4 3 1.59
Solution
Dividing DE 1.59 by 2
2 3
2
29
This is a Homo DE.

Let . Then, and ′.
Substituting this back into the DE, we have
2 3
2
1 2
2
2
4
4
4
ln 4 ln
4
Plugging back in, we have
4
4
1.5.3 Bernoulli DEs
Given the DE
1.60
We have a few cases depending on .
Case 1 0 :
DE 1.60 is a general 1st.O nonlinear DE.
Case 2 0 :
DE 1.60 is the 1st.O linear DE whose
solution method was introduced before.
Case 3 :
30
Case 4 1 :
DE 1.60 is 1st.O linear DE 0
which is separable.
Case 5 2 :
DE 1.60 is a special 1st.O nonlinear DE, i.e., the Riccati DE.
Case 6 2 :
To sum up, for 0, 1, we know that DE 1.60 is a 1st.O nonlinear
DE and we have not learned any methods to solve the DE for such
cases. Now, let’s use a substitution to solve the Bernoulli DEs for
0, 1.
Solution steps
Step 1: Select a proper substitution
1.61
Step 2: Find a relationship to replace one variable
1 ′ 1.62
Step 3: Divide DE 1.60 by
1.63
Since 1, we have
1
1 1.64
1
Inserting and ′ in 1.61 and 1.62 , respectively, into DE 1.64
yields
1
′ 1.65
1
31
Or
1 1 1.66
Step 4: Solve this DE 1.66 in terms of . Since it is now a 1st.O
linear DE, we can solve it by any of the methods that were
introduced before.
Step 5: Solve DE 1.66 to find .
Step 6: Back substituting variable with to express the solution in
the original variables.
Example
6 3 1.67
Solution
Slight reformatting 3 leads to an obvious Bernoulli DE for
which we have
6
3
4
3
Let’s follow the step‐by‐step procedure to solve this Bernoulli DE.
Step 1:
Step 2:
1
′
3
3
3
Step 3:
3 6 3
3 6 3
2
32
2
1
Step 4: Now, it becomes a 1st.O linear DE that can be solved using IF
exp
2
exp
exp 2 ln
where we used .
Multiplying the IF on both sides of the DE
1 2 1
1 1
1 1
Step 5: Plug back in
1
1
Problems

4
33
Problem 1.5.3 Show that the substitution ln transforms the DE

ln into the linear DE .
Problem 1.5.4 Find the GS to the following DE. Prime denotes derivatives
wrt .
5 2

4 2 ln 0

′ 1 2 ln 0

6 12

3

3
Problem 1.5.10 Find the GS to the following DE using two different

methods.
′

methods.
sin
Problem 1.5.12 Show that the solution curves of the following DE

2
2
are of the form 3 .
Hint: Use substitution ⁄ .
34

exp

1

2 sin cos 4 sin
Hint: Use substitution .

exp exp 1

3

1 1

exp 2 exp exp 2

4 ln 2 ln 0
where 2 is a constant integer.
35

6 2 9 8 ′ 0
Problem 1.5.24 Given a 1st.O nonlinear DE

′ 7 3 3
1 Prove that after substitution, , one can transform
this DE into a Bernoulli DE;
2 Solve the resulting Bernoulli DE.

3 4
Hint: Use substitution ′.

′ 1000 2 0

0

2 ′ 2 1 0

methods
1 ′ 2 2 0
Problem 1.5.30 Find the PS to the following IVP
1
0
where and are constants and ∈ 0, . Additionally, please
1 sketch the solution for 1;
4 identify a case for which 0 0 possible?
36

8 4
′ 3
Hint: Use substitution .

′
When the function is given as and 1, find the
specific form of the solution.

′
where , 0 are constants and 0, 2. You need to consider both
values of .
37
1.6 Riccati DEs
DEs that can be expressed as follows are called Riccati DEs, named
after the Italian mathematician J. F. Riccati 1676–1754 ,
1.68
If 0, DE 1.68 reduces to a Bernoulli DE.
If 0, DE 1.68 reduces to the 1st.O linear DE.
By intuition or by guessing, one may propose a pilot solution
with which the following solution is proposed,
1
1.69
Thus,
′
1.70
1 2
Plugging 1.69 and its associated terms 1.70 into the original
Riccati DE 1.68 , we have
1 1 2
1.71
which, after reorganization of the terms, can be written as
1 1 2 1.72
Because is a solution to the original Riccati DE, the LHS of 1.72

must be zero, i.e.,
0 1.73
Thus,
38
1.6 Riccati DEs
1 1 2
0 1.74
Multiplying DE 1.74 by , we get

2 1.75
which is a 1st.O linear DE that can be solved, conveniently.
If defining
2 1.76
1.77
we get the standard form of a 1st.O linear DE
1.78
Example 1
2
1.79
Solution
This is a simple Riccati DE and, by inspection, we may assume a PS in the
following form where is a constant to be determined. Since it is a
PS, it must satisfy the original DE, i.e.,
2
1.80
We can easily find two roots 1, 2 to satisfy 1.80 for arbitrary values
of , resulting in two PS’s: or .
Next, we may select any one of the PS’s to compose the GS as
1 1
where we selected the PS: .

Thus,
1 ′
1 2 1
39
Plugging the above two formulas into the original DE:

1 1 2 1 2
We get
2
1
whose solution is
3
Finally, the GS for the DE is
1 3
Example 2
2 1 1.81
Solution
This is a simple Riccati DE and, by inspection, we found a PS . The
original DE can be written as
1 2
where 1 , 2 , 1. Using substitution

, we have
2
i.e.,
1
whose GS is
After back substitution, we get

1
Alternatively, we may use the S‐method: 1 with

substitution , we get 1 ′ and
1 1
Thus, . After back substitution, we get
40
1.6 Riccati DEs
Problems
Problem 1.6.1 The DE
is called a Riccati DE. Suppose that one PS of this DE is known, show

that the substitution can transform the Riccati DE into a linear
DE 2 .

1
given that is a solution.

1
′ 1
4

′ 13 26 1

′ 4 4
41

2 cos sin
′
2 cos
given that sin is a solution.

′ 2
and express it in terms of the given function . We know that this DE
has one solution .

2
42
1.7 The Exact DEs
1.7 The Exact DEs
Consider a DE
6 4 3 3 0 1.82
Is it
 1st‐order?
 Nonlinear?
 Homo DE?
 InHomo DE?
 Inseparable?
 Non‐Bernoulli?
New methods must be introduced in order to solve DEs of this kind.
The GS to all DEs can be written as
, 1.83
With this claim, we get
1.84
, 0
Thus,
0 1.85
Therefore, we have
0 1.86
Let
43
,
1.87
,
This gives
, , 0 1.88
All 1st.O DEs can be written in the above manner.
The condition for the DEs to be exact is
1.89
That is, if , 1.88 is exact. In fact, one prove that the

necessary and sufficient condition for 1.88 to be exact is .
Example 1
Is DE
6 4 3 3 0
1.90
exact?
Solution
We have
, 6
, 4 3 3
Here
6 6 3
4 3 3 6 3
Since
6 3
The DE is exact.
Example 2
Is DE
44
1.7 The Exact DEs
3 0 1.91
exact?
Solution
From DE, we get
,
, 3
Here
1
3 3
That means
The DE is not exact.
Example 3
Is DE
3 0 1.92
exact?
Solution
We get
,
, 3
Here
3
3 3
That means
3
The DE is exact.
Let’s find its solution. There is a new set of methods for solving the
exact DEs. As mentioned in the beginning of this section, the solution
to any DE can be written as
, 1.93
45
From the above example, we have
, 1.94
, 3 1.95
So, from 1.94 , we have
Here we have as a constant wrt . Consider the constant be a

function of : . Now we have
, 1.96
Plugging 1.96 back into 1.95 , we get
3 3
0
So, we find that is actually a constant.

Plugging into 1.96 , we get
, 1.97
Therefore, from 1.93 , we have
1.98
Thus, the solution is
1.99
Steps for solving exact DEs:
46
1.7 The Exact DEs
Step 1: Write the DE in the following form

, , 0 1.100
and get the formulas for
, 1.101
, 1.102
Step 2: Find
, , 1.103
Step 3: Plugging , into 1.102 obtains .

Step 4: The GS is
, 1.104
Remarks
In the above steps, we start from 1.101 , integrate it and, then,
plug it back into 1.102 to get the solution. Similarly, we can
start from 1.102 , integrate it and plug back into 1.101 to get
the same solution, different by a constant.
Let’s now clarify a few points:
1 Not all DEs are exact. Some non‐exact DEs can be converted
to exact DEs while others cannot. So, the question is, under
what condition s a non‐exact DE can be converted to an
exact DE.
47
2 If a non‐exact DE can be converted to an exact DE, is the

conversion unique? In other words, is there more than one
method to convert a non‐exact DE into an exact DE?
Let’s now convert a non‐exact DE to an exact DE. Suppose we have a
DE
, , 0 1.105
If we have the IF such that
, , 0 1.106
is exact, we should have
, , 1.107
That means
, , ,
⋅ ⋅ ⋅
⋅ 1.108
exp
Here the integrand
1.109
must be a function with a single variable .
Exact DE Theorem
48
1.7 The Exact DEs
For DE
, , 0 1.110
1 If
1.111
is a function of one variable , we have the IF
exp
2 If
1.112
is a function of one variable , we have the IF
exp 1.113
Remarks
1 For one DE, and may both exist. In this case, use
the most convenient form.
2 It is possible that neither nor exists.
3 You must have noticed that has no negative sign in the
exponential term while has a negative sign in the
exponential term. So, given below is the proof of why we
need the negative sign for but not for .
Proof of the negative sign in in 1.113 .
, , 0 is the given DE. The IF is chosen as
, , 0 1.114
Let
49
, , 1.115
, , 1.116
We get the DE: , , 0. We want it to be exact
and, thus, we set
1.117
i.e.,
, ,
, , ,
1.118
That is
′
1.119
where
1.120
as noted above.
Solving 1.119 , we get
exp 1.121
We sum up the above discussion in the following theorems:
Theorem 1
50
1.7 The Exact DEs
For a given 1st.O DE , , 0, if
1.122
is a function of purely , the DE can be converted into an exact DE by

multiplying the original DE with
exp 1.123
Theorem 2
For a given 1st.O DE , , 0, if
1.124
is a function of purely , the DE can be converted into an exact DE by

multiplying the original DE with
exp 1.125
Next, let’s work on one example to enhance the understanding of the

theorems expressed by the IF’s 1.123 and 1.125 . We also make a
few remarks afterwards.
Example 4
Determine whether the DE
3 0 1.126
is exact or not. If not, convert it to an exact DE and solve it.
Solution
From the given DE, we get
,
, 3
Here, we have
1
51
3 3
Since , we know that the given DE is not exact. For solving this DE,
there are two methods of doing this.
Method 1: Using the IF to covert the DE.

1 3 2
3 3
It is clear that is a function of purely .
exp
2
exp
3
2
exp ln
3
Multiplying on both sides of the original DE, we have

3 ⋅ 0
This is now our new DE. Here we have
, 1.127
, 3 1.128
Thus, we have
3
Since , the new DE is exact and can be solved by using either
1.127 or 1.128 to find , . It appears the function in 1.128 is
easier to integrate and we opt for 1.128 to find , . We have
, 3
, 3 3 1.129
Substituting 1.129 back into 1.127 , we have
This solves 0. That means . Substituting this back into

1.129 , we have
52
1.7 The Exact DEs
, 3
That gives the solution to the DE
,
That is
One may even write the GS as
where is another constant.
Method 2: Using the IF to covert the DE.
We now discuss the second method of converting a non‐exact DE to an

exact DE.
1 3 2
The IF
exp
2
exp
Multiplying on both sides of the original DE, we have

3 0
as our new DE. Here we have
, 1.130
, 3 1.131
and
3
3 3
Since , the new DE formed is now exact.
We can now use either 1.130 or 1.131 to find , . Since the
function in 1.130 is easier to integrate, we choose 1.130 to find , .
We have
, 1.132
53
Substituting 1.132 back into 1.130 , we have

3 3
It gives
0
which means
Substituting this back into 1.132 , we have

,
Thus, the GS to the DE is
That is
This is the same answer as we found in Method 1.
Summary
We have four ways for solving a non‐exact DE, which is summarized
as follows.
Steps for solving a non‐exact DE by converting it into an exact DE
exp ,
where ,
No
Exact DEs
exp ,
where ,
Figure 1.4 Steps for converting a non‐exact DE to an exact DE.
Step 1 Determine , and , .

Check if ? If so, go to Step 5
54
1.7 The Exact DEs
Step 2 Check if is a function of purely or if

is a function of purely .
Step 3 Find the easiest IF
exp 1.133
Or
exp 1.134
Step 4 Compute the new and using either or
, , 1.135
, , 1.136
Step 5 Construct the partial DEs
,
1.137
,
Step 6 Use either of the DEs 1.137 to find ,
, , 1.138
or equivalently,
, , 1.139
Step 7 Substituting the , obtained as 1.138 or 1.139 into

one of the DEs 1.137 , we have either
55
, , 1.140
Or
, , 1.141
Step 8 Solving DE 1.140 or 1.141 produces or .

Inserting or into 1.138 or 1.139 forms the final GS to
the DE , C.
, , 0
Convertible
Convertible
Not an Exact Equation Exact Equation
Figure 1.5 Steps for solving a non‐exact DE.
56
1.7 The Exact DEs
Example 5
, , 0 1.142
Solution
We can compose two simple partial DEs with as the DV and and as
the IVs
, 1.143
, 1.144
Solving 1.143 , we get

, ,
Plugging the above into 1.144 , we get
, ,
, ,
Solving this, we have
, ,
Thus, we get the GS to the DE as
, , ,
Example 6
Is the following DE exact? Find the GS.
6 4 3 3 0 1.145
Solution
From the given DE, we have
, 6
, 4 3 3
Now we evaluate
6 6 3
57
4 3 3 6 3
Since , the given DE is exact. Now, we find ,
, 6
, 6
3
Plugging it into
,
we have
3 4 3 3
3 3 4 3 3
4
2
Therefore, the GS to the DE is
3 2
Let’s examine the following to show that not all DEs can be solved
this way.
Example 7
3 5 3 2 0 1.146
Solution
From the given DE, we have
, 3 5
, 3 2
3 5 6 5
3 2 3 6
Since , the given DE is not exact. Let’s now check if we can convert
it to an exact DE.
3
3 2
is not a function of purely , and
58
1.7 The Exact DEs
3
3 5
is not a function of purely . Therefore, the given DE cannot be converted
to an exact DE.
Finally, we show the relationship between the exact DE method and

the linear DE we previously studied.
Converting the 1st.O linear DE to an exact DE
Now the question arises whether all linear DEs are exact. If not, are
they convertible? Let’s now answer these queries. The standard form
of the 1st.O linear DE is
1.147
That is
0
1.148
0
Now we have
,
, 1
1.149
0
Since in general , 1.147 is not an exact DE.
If a DE is not exact in its original form, we may convert it to an exact

DE.
Compare the following two formulas.
1.150
59
Apparently, working with the first one is much easier than working
with the second one. Thus, we have our IF
1.151
exp
Multiplying on both sides of 1.148 , we have
exp
1.152
exp 0
which is now the new DE. Thus, we have
, exp 1.153
, exp 1.154
exp
exp 1.155
exp
exp
exp 1.156
60
1.7 The Exact DEs
Since , the new DE is exact.
Now we can use either 1.153 or 1.154 to find , . Since the

function in 1.154 is easier to integrate, we use it to find:
, exp
1.157
exp
Substituting this back to 1.153 , we have
exp
exp
exp
exp exp 1.158
exp
1.159
exp
Substituting this back to , , we have
, exp exp
1.160
61
Therefore, the GS to the DE is
exp exp 1.161
That is
exp exp 1.162
Problems

1 ln 0
Problem 1.7.2 Given a 1st.O DE

, , 0
which is not an exact DE in general, but the function , and ,
satisfy the following relationship
, ,
/ ,
where is a function of one variable . Prove that, after multiplying the

original DE by an IF exp , one can transform the original
non‐exact DE into an exact DE.
Problem 1.7.3 Given 1st.O linear DE

0
where 0.
1 Use the exact DE method to solve the DE and express the GS in terms
of , , and .
2 Use the 1st.O linear DE method to solve the DE and express the GS in
terms of , , and .
62
1.7 The Exact DEs
Problem 1.7.4 The 1st.O linear DE can be expressed alternatively as

0
where functions 0 and 0 are given. Please
1 Check if this DE is exact.
2 If not, convert it to an exact DE.
3 Solve the DE using the exact DE method; your solution may be
expressed in terms of the functions and .
4 If and , get the specific solution.

2 0
Problem 1.7.6 Find the GS to the following DE using two different methods.
3 2
′
4
2 1
1
3
3

2 0

′ 2 1 2

′ ′ 0
63
Problem 1.7.12 Check whether the following DE is exact

cos ln exp 0
If it is exact according to your verification above, solve it using the exact
DE method. Otherwise, use a different method to solve it.

methods.
exp cos exp sin ′ 0
64
1.8 Summary
1.8 Summary
Most of the DEs we discuss can be summarized in the following

Figure 1.6.
Homogeneous Autonomous
Inhomogeneous Non-autonomous
Explicit Constant coefficients Linear

Implicit Variable coefficients Nonlinear
Figure 1.6 This diagram illustrates the classification of DEs by various categories.
Classifying DEs according to homogeneous Homo and

inhomogeneous InHomo will produce two types. Of each
type, further classification according to autonomous and non‐
autonomous will produce two sub‐types. Thus, we have four
types using these two classifications. Adding linear and
nonlinear, explicit and implicit, constant coefficients c‐coeff
and variable coefficients v‐coeff , we have a total of 2 32
types. Further, if adding the orders of the DEs, we have 32
types of 1st.O DEs and 32 types of 2nd.O DEs, etc.
Based on their intrinsic properties and solution methods, 1st.O
DEs like many other types of DEs may be classified into
several overlapping groups: separable, 1st.O linear,
substitutable, the Bernoulli, the Riccati, and the exact DEs.
65
Commonly, one single DE may belong to multiple groups and,

thus, can be solved by multiple solution methods although the
algebraic complexity of the methods may differ dramatically.
Therefore, when given a DE to solve, the most important first
step is to identify the group s the DE belongs to and, then,
select the most effective solution method s to solve it. The
following Venn diagram Figure 1.7 illustrates the logical
relationship of all 1st.O DEs and their solution methods.
Riccati , , 0 Substitutable
2
′ is Exact if and only if ′
′ /
Linear 1st Order Bernoulli

′ ′
Separable
Figure 1.7 This Venn diagram illustrates the logical relationships of 1st.O
DEs and their solution methods.
Problems
Problem 1.8.1 Find the GS to the following DE using at least two methods
66
1.8 Summary
′ sin
Problem 1.8.2 Find the GS to the following DE using at least two methods:
30 1 15
67

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Pshtiwan Sangawi

Kurdistan Region - Iraq

CHAPTER 1 FIRST‐ORDER DIFFERENTIAL EQUATIONS ..................................... 1

CHAPTER 2 MATHEMATICAL MODELS.................................................................... 68

2.4.3 Air Resistance Model ................................................................ 95

CHAPTER 3 LINEAR DEs OF HIGHER ORDER ......................................................149

5.2.2 The Translator Property......................................................... 268

APPENDIX A SOLUTIONS TO PROBLEMS ............................................................... 315

4.2 First‐Order Systems and Applications........................................... 482

APPENDIX C BASIC FORMULAS ..................................................................................551

1.1 Definition of Differential Equations

A differential equation DE is a mathematical equation that relates

To solve a DE is to express the solution of the unknown function the

In general, there are two common ways in solving DEs: analytically

variables IVs of functions. A DV represents the output or effect

1st‐order 1st.O DE:

nth‐order nth.O DE:

As briefly mentioned before, there are several methods to find the

method of undetermined coefficients MUC ; 2 integrating

This book does not cover any of the numerical methods.

Problem 1.1.1 Verify by substitution that each given function is a solution

Problem 1.1.2 Verify by substitution that each given function is a solution

Problem 1.1.3 A function is described by some geometric

Problem 1.1.4 Determine by inspection at least one solution to the

Problem 1.1.5 Determine by inspection at least one solution to the

Problem 1.1.6 Verify by substitution that the given function is a solution to

Problem 1.1.10 Verify that satisfies the given DE and determine a

Problem 1.1.11 Verify by substitution that the given functions are

Problem 1.1.12 Verify by substitution that the given functions are

Problem 1.1.13 Verify that satisfies the given DE and determine a

1.2 Slope Fields and Solution Curves

Geometrical interpretation is an effective way to help understand the

Figure 1.1 Examples of solution curves exp and isocline .

Figure 1.2 The isoclines for the two examples.

1.3 Separation of Variables

Then, the 1st.O IVP is said to be separable.

where is a constant determined by the IC .

Applying the IC 0 7, i.e., 0 exp 0 7, we get 7 and the

Figure 1.3 The GS exp 3 and the SS 0.

where we selected – , instead of the more common , as the integration

is the GS to the given DE.

Such division is mathematically allowed if and only if 0.

Problem 1.3.1 Find the GS to the following DE

Problem 1.3.2 Find the GS implicit if necessary, explicit if convenient of

Problem 1.3.3 Find the GS implicit if necessary, explicit if convenient of

Problem 1.3.4 Find the explicit PS to the following IVP

Problem 1.3.5 Find the explicit PS to the following IVP

Problem 1.3.6 Find the explicit PS to the following IVP

Problem 1.3.7 Find the explicit PS to the following IVP

Problem 1.3.8 Find the GS implicit if necessary, explicit if convenient of

Problem 1.3.9 Find the GS to the following DE

Problem 1.3.10 Find the explicit PS to the following IVP

Problem 1.3.11 Find the GS implicit if necessary, explicit if convenient of

Problem 1.3.12 Find the explicit PS to the following IVP

Problem 1.3.13 Find the GS implicit if necessary, explicit if convenient of

Problem 1.3.14 Find the GS implicit if necessary, explicit if convenient of

Problem 1.3.15 Find the PS to the following DE

Problem 1.3.16 Find the PS to the following DE

Problem 1.3.17 Find the GS to the following DE