Ordinary

1
CHAPTER
Differential
Equations
1.1 Introduction

Many physical laws and relations can be expressed mathematically in the form of differential
equations. After modelling (translate a physical situation or some other observations into a
mathematical model) any engineering problem, we obtain differential equations that need to be
solved, Figure. 1.1.

The main objectives of this chapter are twofold: the study of ordinary differential equations and
their most important methods for solving them.

▪ Ordinary differential equation (ODE) is a differential equation that has one independent
variable (usually be denoted by 𝒙), For Example:

𝑑𝑦
+ 8𝑦 = 1
𝑑𝑥

𝑑 2 𝑦 𝑑𝑦
+ = sin⁡(𝑥)
𝑑𝑥 2 𝑑𝑥

𝒅𝒚
▪ In ODE, the first derivative of the unknown function (usually be denoted by ) or higher
𝒅𝒙
𝒅𝟐 𝒚
derivatives (𝒅𝒙𝟐 ) appears and the main aim is to find the solution of this ODE.

▪ The solution of the equation is the function that satisfies the differential equation (get rid of
all the derivatives).
Chapter One Ordinary Differential Equations

Figure 1.1: Some applications of differential equations

1.2 Some Basic Concepts of Differential Equations

▪ Order of the differential equation:
The order of an ODE is the order of the highest derivative appearing in the equation. For
example,

𝑑2 𝑦
+ 4𝑥𝑦 = 1 → 2𝑛𝑑 ⁡𝑜𝑟𝑑𝑒𝑟⁡
𝜕𝑥 2

𝑑2𝑦
The highest derivative is , so order is 2
𝜕𝑥 2

𝑑3 𝑦 𝑑2 𝑦
6 3 + 2 + 𝑦 = 𝑥 → 3𝑟𝑑 ⁡𝑜𝑟𝑑𝑒𝑟
𝑑𝑥 𝑑𝑥

𝑑3𝑦
The highest derivative is , so order is 3
𝑑𝑥 3

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Chapter One Ordinary Differential Equations

▪ Degree of the Differential equation

The degree of an ODE is the highest power of the highest order derivative in the
differential equation. For example,

𝑑2 𝑦
2
+ 4𝑦 = 𝑒 𝑥 → 1𝑠𝑡 ⁡𝑑𝑒𝑔𝑟𝑒𝑒⁡
𝜕𝑥

𝑑2𝑦
The highest derivative is , and its power is 1, so the degree is 1
𝜕𝑥 2

4
𝑑2 𝑦 𝑑𝑦
( 2) + 6 = 𝑥 → 4𝑡ℎ ⁡𝑑𝑒𝑔𝑟𝑒𝑒
𝑑𝑥 𝑑𝑥

𝑑2𝑦
The highest derivative is , and its power is 4, so the degree is 4
𝑑𝑥 2

▪ Linear Differential equation

ODE is said to be linear if it is linear in the unknown function and all its derivatives, with
coefficients depending only on the independent variables. For example,

𝑑2 𝑦 𝑑𝑦
+ 4𝑥 + 8𝑦 = 1 → 𝐿𝑖𝑛𝑒𝑎𝑟⁡
𝜕𝑥 2 𝜕𝑥

𝑑3 𝑦
+ 8𝑦 = 𝑥 → 𝐿𝑖𝑛𝑒𝑎𝑟⁡
𝑑𝑦 3
𝑑𝑦 𝑑 2 𝑦 𝑑 3 𝑦
Since 𝑦 and its derivatives 𝑑𝑥, 𝑑𝑥 2 , 𝑑𝑥 3 have degree one, so the differential equation is Linear

4
𝜕2𝑦 𝑑𝑦
( 2) + 6 = 𝑥 → 𝑁𝑜𝑛𝑙𝑖𝑛𝑒𝑎𝑟
𝜕𝑥 𝑑𝑥
𝑑2 𝑦
Since the derivative 𝑑𝑥 2⁡has degree 4, so the differential equation is Nonlinear

𝜕2𝑦 𝑑𝑦
2
+ 𝑥𝑦 = 1 → 𝑁𝑜𝑛𝑙𝑖𝑛𝑒𝑎𝑟
𝑑𝑥 𝑑𝑥
𝑑𝑦
Since 𝑦 is multiplied by its derivative 𝑑𝑥, so the differential equation is Nonlinear

This means, the present of 𝑦 𝑛≥2 or 𝑦 multiplied by one of its derivatives makes the ODE to be a
nonlinear one.

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Chapter One Ordinary Differential Equations

Example Classify each of the following differential equations by stating the order, the degree and the linearity
1.1
𝒅𝟐 𝒚 𝒅𝒚
(a) +𝟑 + 𝟐 𝒚 = 𝒙𝟒
𝒅𝒙𝟐 𝒅𝒙

Order: 2 Degree: 1 Linearity: Linear

Therefore, it is a second order first degree linear ordinary differential equation.
𝟐 𝒅𝒚 𝒅𝟐 𝒚
(b) 𝒚′′ + 𝒚′ + 𝒚′ = 𝟑𝒙, Here as in the calculus(𝒚′ = 𝒅𝒙 ⁡and⁡𝒚′′ = 𝒅𝒙𝟐 )

Order: 2 Degree: 1 Linearity: Nonlinear

Therefore, it is a second order first degree nonlinear ordinary differential equation.
(c) 𝒚(𝟑) + 𝒙𝒚′ + 𝒚𝟐 = 𝒙𝟒

Order: 3 Degree: 1 Linearity: Nonlinear

Therefore, it is a third order first degree nonlinear ordinary differential equation.
(d) (𝒚′′′′ )𝟐 + 𝒙𝒚′ + 𝒚 = 𝒙𝟒

Order: 4 Degree: 2 Linearity: Linear

Therefore, it is a fourth order second degree linear ordinary differential equation.

1.3 Solution of Differential Equations

The solution of the equation is the function that satisfies the differential equation.

• Concept of Solution

A function
𝑦 = 𝑓 (𝑥 )

is called a solution of a given ODE on some interval if 𝑓(𝑥) is defined and differentiable throughout the
interval and is such that the equation becomes an identity if ⁡𝑦 and 𝑦′ are replaced with 𝑓 and 𝑓 ′ ,
respectively.
Example Verifying Solutions of Differential Equations
1.2
Verify that

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Chapter One Ordinary Differential Equations

𝒚 = 𝒆−𝟑𝒙 + 𝟐𝒙 + 𝟑
is a solution of the given differential equation
𝑦 ′ + 3𝑦 = 6𝑥 + 11
Solution:
To verify the solution, we first compute 𝑦 ′
𝐷𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑡𝑒⁡
𝒚 = 𝑒 −3𝑥 + 2𝑥 + 3 → 𝑦 ′ = −3𝑒 −3𝑥 + 2
Then substituting 𝑦 and 𝑦 ′ in the left-hand side (L.H.S) of the differential equation
L.H.S = 𝑦 ′ + 3𝒚 = −3𝑒−3𝑥 + 2 + 3(𝑒−3𝑥 + 2𝑥 + 3) = 6𝑥 + 11
Thus, we find the left-hand side of the differential equation to be equal to the right-hand side.
Therefore 𝑦 = 𝑒 −3𝑥 + 2𝑥 + 3 is a solution of the differential equation.

• General solution of ODE

A General Solution of an 𝑛𝑡ℎ order differential equation is one that involves 𝑛 necessary arbitrary
constants. The general solution of a differential equation of the first order has one necessary arbitrary
constant. Similarly, the general solution of a second order differential equation will contain two
necessary arbitrary constants and so on.
• Particular solution of the differential equation
A unique solution obtained from the general solution by assigning specific values to the arbitrary
constants.

1.4 First Order Ordinary Differential Equations

In this chapter we shall consider first-order ODEs. Such simplest ODEs contain only the first derivative of
the unknown function and no higher derivatives. Hence, we can write them as
𝑑𝑦
= 𝑓(𝑥, 𝑦)
𝑑𝑥

The first order differential equation can be solved using different methods. Some of these methods are
1. Separable differential equation
2. Exact differential equation
3. Linear differential equation

1.4.1 Separable Differential Equations

A first order differential equation is separable if it can be written as

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Chapter One Ordinary Differential Equations

𝑓(𝑥)
⏟ ⁡𝑑𝑥 = 𝑔(𝑦)
⏟ 𝑑𝑦
𝑐𝑜𝑛𝑡𝑎𝑖𝑛𝑠⁡𝑥⁡𝑜𝑛𝑙𝑦 𝑐𝑜𝑛𝑡𝑎𝑖𝑛𝑠⁡𝑦⁡𝑜𝑛𝑙𝑦

Note that, the variables 𝑥 and 𝑦 have been separated completely from each other in such a way
that 𝑥 appears only in the coefficient of 𝑑𝑥 and 𝑦 appears only in the coefficient of 𝑑𝑦.
To solve this equation, integrating both sides

∫ 𝑓 (𝑥)𝑑𝑥 = ∫ 𝑔(𝑦)𝑑𝑦 + 𝑐

Example Solution of Separable differential equation

1.3
Solve
𝑑𝑦 sin(𝑥)
=
𝑑𝑥 1+𝑦
Solution:
By separating the variables:
(1 + 𝑦)𝑑𝑦 = sin(𝑥) 𝑑𝑥
Integrating both sides

∫(1 + 𝑦) 𝑑𝑦 = ∫ sin(𝑥) 𝑑𝑦 + 𝑐

The solution is

𝑦2
𝑦+ = − cos(𝑥) + 𝑐
2

Example Solution of Separable differential equation

1.4
Solve

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Chapter One Ordinary Differential Equations

𝑑𝑦
= 3𝑒 𝑥 𝑦 2
𝑑𝑥
Solution:
By separating the variables:
1
𝑑𝑦 = 3𝑒 𝑥 𝑑𝑥
𝑦2
Integrating both sides

∫ 𝑦 −2 𝑑𝑦 = ∫ 3𝑒 𝑥 𝑑𝑦

The solution is

𝑦 −1 −1
= 3𝑒 𝑥 + 𝑐 → 𝑦 = 𝑥
−1 3𝑒 + 𝑐

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Chapter One Ordinary Differential Equations

Ordinary
1
SHEET
Differential
Equations
Classify each of the following differential equations by stating the type,
Problem 1.1
order, degree and linearity
𝑑2𝑦
(1) + 4𝑥 = 0
𝑑𝑥 2
2
𝑑3𝑦 𝑑𝑦 4
(2) (
𝑑𝑥 3
) − 2 (𝑑𝑥 ) + 𝑥 = 0

(3) 𝑦 ′′ + 2𝑦 ′ − 8𝑦 = 𝑥 ln(𝑦)
2 4
(4) 𝑦 ′′ + 𝑦 ′′ − 𝑦 = cos(𝑥)

Problem 1.2 Verify that each given function is a solution of the differential equation
(1) 𝑦 ′ = 3𝑥 2 , 𝑦 = 𝑥 3 + 7
(2) 𝑦 ′′ + 4𝑦 = 0, 𝑦 = 𝑐1 cos(2𝑥) + 𝑐2 sin(2𝑥)
1
(3) 𝑦 ′ + 2𝑥𝑦 2 = 0,⁡⁡⁡𝑦 =
1+𝑥 2

Problem 1.3 Solve each of the following separable equations

2𝑥+1
(1) 𝑦 ′ =
5𝑦 4 +1

𝑥2
(2) 𝑦′ =
1+𝑦

(3) 𝑦 ′ = 𝑒 2𝑥 (𝑦 + 5)
3
(4) 𝑥 2 𝑦𝑦 ′ = (𝑦 2 − 1)2
(5) (𝑥𝑦 2 + 3𝑥𝑦)𝑑𝑥 − 𝑑𝑦 = 0