ENS181 - Engineering

Mathematics
First Order Differential Equations
Dr. Rovick P. Tarife
Department of Electrical Engineering & Technology
College of Engineering

Engineering Mathematics Tarife, 2023 |

Differential Equations
- An equation containing the derivatives of one or more dependent
variables, with respect to one or more independent variables.

- The following are examples of differential equations:

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Ordinary Differential Equations (ODE)
- These are equations that contain one or more derivatives of a
function of a single independent variable. For example,

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Partial Differential Equation (PDE)
- These are equations that involve only partial derivatives of
one or more functions of two or more independent variables.
For example,

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Classification of Differential Equations by Order
- The order of a differential equation either ODE or PDE is the
order of the highest derivative in the equation. For example,

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Classification of Differential Equations by Linearity
- An nth-order differential equation is said to be linear if it has
the form

𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚
𝒂𝒏 𝒙 𝒏
+ 𝒂𝒏−𝟏 𝒙 𝒏−𝟏
+ ⋯ + 𝒂𝟏 𝒙 + 𝒂𝟎 𝒙 𝒚 = 𝒈(𝒙)
𝒅𝒙 𝒅𝒙 𝒅𝒙
or in standard form
𝒚′ + 𝒑 𝒙 𝒚 = 𝒒(𝒙)

- A nonlinear ordinary differential equation is simply one that is

not linear.

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Classification of Differential Equations by Linearity
- Examples of Linear Differential Equations:

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Autonomous First-Order Differential Equations
- An ordinary differential equation in which the independent
variable does not appear explicitly. In general form,
𝒅𝒚
= 𝒇(𝒚)
𝒅𝒙

- The following first-order equations are autonomous and non-

autonomous, respectively.

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Separable Differential Equations

- A differential equation is separable if it can be written (after

some algebraic manipulation) as:

𝒅𝒚
= 𝑭 𝒙 𝑮(𝒚)
𝒅𝒙

in which the derivative equals a product of function containing

just the variable x and a function containing just the variable y.

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Separable Differential Equations
- For example, the following differential equations are separable
and non-separable, respectively.

𝒅𝒚
= 𝒙𝟐 𝒚𝟒 𝒆𝟓𝒙−𝟑𝒚
𝒅𝒙

𝒅𝒚
= 𝒚 + 𝐜𝐨𝐬 𝒙
𝒅𝒙

- To see this, note that in the first equation we can manipulate

the equation as,

𝒇 𝒙, 𝒚 = 𝒙𝟐 𝒚𝟒 𝒆𝟓𝒙−𝟑𝒚 = 𝒙𝟐 𝒆𝟓𝒙 𝒚𝟒 𝒆−𝟑𝒚 = 𝒈 𝒙 𝒉(𝒚)

Engineering Mathematics Tarife, 2023 | Page 10
Separable Differential Equations
Method of Solution:

Step 1: For y such that G(y) ≠ 0, write the differential form:

𝟏
𝒅𝒚 = 𝑭 𝒙 𝒅𝒙
𝑮(𝒚)
Step 2: Integrate
𝟏
න 𝒅𝒚 = න 𝑭 𝒙 𝒅𝒙
𝑮(𝒚)
Step 3: Attempt to solve the resulting equation for y in terms of x. If this is
possible, we have an explicit solution. If this is not possible, the solution
is implicitly defined by an equation involving x and y.

Step 4: Following this, go back and check the differential equation for any
values of y such that G(y) = 0.

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Example # 1 – Separable DE
Solve 𝒚′ = 𝒚𝟐 𝒆−𝒙
𝒅𝒚
Rewrite the given DE: = 𝒚𝟐 𝒆−𝒙
𝒅𝒙
If y ≠ 0, this has the 𝟏 −𝒙
differential form: 𝟐
𝒅𝒚 = 𝒆 𝒅𝒙
𝒚

The variables have been 𝟏

separated thus, integrate: න 𝟐 𝒅𝒚 = න 𝒆−𝒙 𝒅𝒙
𝒚
𝟏
− = −𝒆−𝒙 + 𝒌
𝒚
The variables have been 𝟏
𝒚 𝒙 = −𝒙
separated thus, integrate: 𝒆 −𝒌
Engineering Mathematics Tarife, 2023 | Page 12
Example # 2 – Separable DE
Solve 𝒙𝟐 𝒚′ = 𝟏 + 𝒚
𝒅𝒚
Rewrite the given DE: 𝒙𝟐 =𝟏+𝒚
𝒅𝒙
If y ≠ 1 and x = 0, this has 𝟏 𝟏
the differential form: 𝒅𝒚 = 𝟐 𝒅𝒙
𝟏+𝒚 𝒙

The variables have been 𝟏 𝟏

separated thus, integrate: න 𝟏 + 𝒚 𝒅𝒚 = න 𝒙𝟐 𝒅𝒙
𝟏
𝒍𝒏 𝟏 + 𝒚 = − + 𝒌
𝒙
𝟏 𝟏
Find the explicit solution: 𝟏+𝒚 = 𝒆𝒌 𝒆− 𝒙 = 𝒂𝒆 −𝒙
where 𝒂 = 𝒆𝒌
Engineering Mathematics Tarife, 2023 | Page 13
Example # 2 – Separable DE
Solve 𝒙𝟐 𝒚′ = 𝟏 + 𝒚

𝟏 𝟏
Eliminate the absolute 𝟏+𝒚= ±𝒂𝒆 −𝒙
= 𝒃𝒆 −𝒙

value symbol by writing:

where 𝒃 = ±𝒂

𝟏
−𝒙
Thus, 𝒚 𝒙 = −𝟏 + 𝒃𝒆

where 𝒃 ≠ 𝟎

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Example # 4 – Initial Value Problem (IVP)
𝒙−𝟏 𝟐
Solve 𝒚′ =𝒚 ; 𝒚 𝟑 = −𝟏
𝒚+𝟑

𝒚+𝟑 𝟑
In differential form, 𝒅𝒚 = 𝒙 − 𝟏 𝟐 𝒅𝒙 or 𝟏 + 𝒅𝒚 = 𝒙 − 𝟏 𝟐 𝒅𝒙
𝒚 𝒚

𝟏
Integrate to obtain 𝒚 + 𝟑𝒍𝒏 𝒚 = 𝒙−𝟏 𝟑
+𝒌
𝟑

𝟏 −𝟏𝟏
Solve for k, −𝟏 = 𝟐𝟑 + 𝒌 Then 𝒌 =
𝟑 𝟑

Thus, the solution of the initial value problem is implicitly

defined by
𝟏 𝟑
𝟏𝟏
𝒚 + 𝟑𝒍𝒏 𝒚 = 𝒙 − 𝟏 −
𝟑 𝟑
Engineering Mathematics Tarife, 2023 | Page 15
Example # 5 – Newton’s Law of Cooling

A homicide victim is discovered and a lieutenant from the forensics

laboratory is summoned to estimate the time of death. The strategy
is to find an expression T(t) for the body’s temperature at time t,
taking into account the fact that after death the body will cool by
radiating heat energy into the room. T(t) can be used to estimate
the last time at which the victim was alive and had a “normal” body
temperature This last time was the time of death To find T(t), some
information is needed. First, the lieutenant finds that the body is
located in a room that is kept at a constant 68° Fahrenheit. For
some time after death, the body will lose heat into the cooler room.
Assume, for want of better information, that the victim’s
temperature was 98.6°at the time of death.

Engineering Mathematics Tarife, 2023 | Page 16

Example # 5 – Newton’s Law of Cooling

By Newton’s Law of cooling, heat energy is transferred from the

body into the room at a rate proportional to the temperature
difference between the room and the body If T(t) is the body’s
temperature at time t, then Newton’s law says that, for some
constant of proportionality k,

𝒅𝑻
= 𝒌[𝑻 𝒕 − 𝟔𝟖]
𝒅𝒕

This is a separable differential equation, since

𝟏
𝒅𝑻 = 𝒌𝒅𝒕
𝑻 − 𝟔𝟖

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Example # 5 – Newton’s Law of Cooling

Integrate to obtain
𝒍𝒏 𝑻 − 𝟔𝟖 = 𝒌𝒕 + 𝒄

To solve for T, take the exponential of both sides of this equation to

get
𝑻 − 𝟔𝟖 = 𝒆𝒌𝒕+𝒄 = 𝑨𝒆𝒌𝒕
where
𝑨 = 𝒆𝒄
Then,
𝑻 − 𝟔𝟖 = ±𝑨𝒆𝒌𝒕 = 𝑩𝒆𝒌𝒕
So
𝑻 𝒕 = 𝟔𝟖 + 𝑩𝒆𝒌𝒕

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Example # 5 – Newton’s Law of Cooling
Now the constants k and B must be determined. Suppose the lieutenant
arrived at 9:40 PM and immediately measured the body temperature,
obtaining 94.4°F. It is convenient to let 9:40 PM be time zero in carrying
out measurements. Then,

𝑻 𝟎 = 𝟗𝟒. 𝟒 = 𝟔𝟖 + 𝑩; 𝑻𝒉𝒖𝒔, 𝑩 = 𝟐𝟔. 𝟒

Now we have

𝑻 𝒕 = 𝟔𝟖 + 𝟐𝟔. 𝟒𝒆𝒌𝒕

To determine the value of k, we need another measurement. The

lieutenant takes the body temperature again at 11:00 PM and finds it to be
89.2°F. Since 11:00 PM is 80 minutes after 9:40 PM, this means that
𝑻 𝟖𝟎 = 𝟖𝟗. 𝟐 = 𝟔𝟖 + 𝟐𝟔. 𝟒𝒆𝟖𝟎𝒌
Engineering Mathematics Tarife, 2023 | Page 19
Example # 5 – Newton’s Law of Cooling
Then
𝟐𝟏. 𝟐
𝟖𝟎𝒌
𝟐𝟏. 𝟐 𝟏 𝟐𝟏. 𝟐
𝒆 = 𝒔𝒐 𝟖𝟎𝒌 = 𝒍𝒏 𝒕𝒉𝒆𝒏 𝒌= 𝒍𝒏
𝟐𝟔. 𝟒 𝟐𝟔. 𝟒 𝟖𝟎 𝟐𝟔. 𝟒
The temperature function is now completely known as

𝟐𝟏.𝟐
𝒍𝒏 𝟐𝟔.𝟒 𝒕
𝑻 𝒕 = 𝟔𝟖 + 𝟐𝟔. 𝟒𝒆 𝟖𝟎

The time of death was the last time at which the body temperature
was 98.6°F (just before it began to cool. Solve for the time t at
which
𝟐𝟏.𝟐
𝒍𝒏 𝟐𝟔.𝟒 𝒕
𝑻 𝒕 = 𝟗𝟖. 𝟔 = 𝟔𝟖 + 𝟐𝟔. 𝟒𝒆 𝟖𝟎
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Example # 5 – Newton’s Law of Cooling
Take the logarithm of this equation to obtain

𝟑𝟎. 𝟔 𝒕 𝟐𝟏. 𝟐
𝒍𝒏 = 𝒍𝒏
𝟐𝟔. 𝟒 𝟖𝟎 𝟐𝟔. 𝟒

According to this model, the time of death was

𝟑𝟎. 𝟔
𝟖𝟎𝒍𝒏
𝒕= 𝟐𝟔. 𝟒 = −𝟓𝟑. 𝟖 𝒎𝒊𝒏𝒖𝒕𝒆𝒔
𝟐𝟏. 𝟐
𝒍𝒏
𝟐𝟔. 𝟒

Thus, death occurred approximately 53.8 minutes before the first

measurement at 9:40 PM, which was chosen as time zero in the model.
This puts the murder at about 8:46 PM.
Engineering Mathematics Tarife, 2023 | Page 21
Example # 5 – Newton’s Law of Cooling
Take the logarithm of this equation to obtain

𝟑𝟎. 𝟔 𝒕 𝟐𝟏. 𝟐
𝒍𝒏 = 𝒍𝒏
𝟐𝟔. 𝟒 𝟖𝟎 𝟐𝟔. 𝟒

According to this model, the time of death was

𝟑𝟎. 𝟔
𝟖𝟎𝒍𝒏
𝒕= 𝟐𝟔. 𝟒 = −𝟓𝟑. 𝟖 𝒎𝒊𝒏𝒖𝒕𝒆𝒔
𝟐𝟏. 𝟐
𝒍𝒏
𝟐𝟔. 𝟒

Thus, death occurred approximately 53.8 minutes before the first

measurement at 9:40 PM, which was chosen as time zero in the model.
This puts the murder at about 8:46 PM.
Engineering Mathematics Tarife, 2023 | Page 22
Example # 6 – Radioactive Decay and Carbon Dating
Solution:
Radioactive decay is governed by the ODE 𝒚′ = 𝒌𝒚. By separation and integration
where t is the time and y0 is the initial ratio 6C14 to 6C12.
𝒅𝒚
= 𝒌𝒅𝒕 𝒍𝒏 𝒚 = 𝒌𝒕 + 𝑪 𝒚 = 𝒚𝟎 𝒆𝒌𝒕
𝒚

Next, we use the half-life, H = 5715 years, to determine the value of k. When t = H,
half of the original substance is still present. Thus,
𝒍𝒏 𝟎. 𝟓 −𝟎. 𝟔𝟗𝟑
𝒚𝟎 𝒆𝒌𝑯 = 𝟎. 𝟓𝒚𝟎 𝒆𝒌𝑯 = 𝟎. 𝟓 𝒌= = = −𝟎. 𝟎𝟎𝟎𝟏𝟐𝟏𝟑
𝑯 𝟓𝟕𝟏𝟓

Finally, we use the ratio of 52.5% for determine the time t when Oetzi died.
𝒍𝒏 𝟎. 𝟓𝟐𝟓
𝒆𝒌𝒕 = 𝒆−𝟎.𝟎𝟎𝟎𝟏𝟐𝟏𝟑𝒕 = 𝟎. 𝟓𝟐𝟓 𝒕= = 𝟓𝟑𝟏𝟐
−𝟎. 𝟎𝟎𝟎𝟏𝟐𝟏𝟑

Thus, Oetzi died about 5312 years ago.

Engineering Mathematics Tarife, 2023 | Page 23

Example # 7 – Mixing Problem
A tank contains 1000 gal of water in which initially 100 lb of salt is
dissolved. Brine runs in at a rate of 10 gal/min, and each gallon contains 5
lb of dissolved salt. The mixture in the tank is kept uniform by stirring.
Brine runs out at 10 gal/min Find the amount of salt in the tank at any
time t.

Solution:

Step 1: Set up the model. Let y(t) denote the amount of salt in the tank at
time t. Thus, its rate of change is:

𝒚′ = 𝑺𝒂𝒍𝒕 𝒊𝒏𝒇𝒍𝒐𝒘 𝒓𝒂𝒕𝒆 − 𝑺𝒂𝒍𝒕 𝒐𝒖𝒕𝒇𝒍𝒐𝒘 𝒓𝒂𝒕𝒆

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Example # 7 – Mixing Problem
5 lbs times 10 gallons gives an inflow rate of 50 lb of salt. Now, the outflow is 10
gallons of brine. This is 10/1000 = 0.01 (1%) of the total brine content in the tank,
hence 0.01 of the salt content y(t), that is 0.01y(t). Thus, the model is the ODE
𝒚′ = 𝟓𝟎 − 𝟎. 𝟎𝟏𝒚 = −𝟎. 𝟎𝟏(𝒚 − 𝟓𝟎𝟎𝟎)

Step 2: Solution of the model. The ODE is Separable.

𝒅𝒚
= −𝟎. 𝟎𝟏𝒅𝒕 𝒍𝒏 𝒚 − 𝟓𝟎𝟎𝟎 = −𝟎. 𝟎𝟏𝒕 + 𝑪′ 𝒚 − 𝟓𝟎𝟎𝟎 = 𝑪𝒆𝟎.𝟎𝟏𝒕
𝒚 − 𝟓𝟎𝟎𝟎
Determine the value of the constant C. Initially, y(0) = 100

𝟏𝟎𝟎 − 𝟓𝟎𝟎𝟎 = 𝑪 𝟏 𝑪 = −𝟒𝟗𝟎𝟎

Thus, the amount of salt in the tank at time t is

𝒚 = 𝟓𝟎𝟎𝟎 − 𝟒𝟗𝟎𝟎𝒆𝟎.𝟎𝟏𝒕

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Linear Differential Equations
- A first-order differential equation is linear if it has the form

𝒚′ + 𝒑 𝒙 𝒚 = 𝒒(𝒙)
or
𝒅𝒚
𝒂𝟏 𝒙 + 𝒂𝟎 𝒙 𝒚 = 𝒒(𝒙)
𝒅𝒙

for some functions p and q.

There is a general approach to solving a linear equation. Let

𝒈 𝒙 = 𝒆‫𝒑 ׬‬ 𝒙 𝒅𝒙

and notice that

𝒈′ 𝒙 = 𝒑 𝒙 𝒆‫𝒑 ׬‬ 𝒙 𝒅𝒙
= 𝒑 𝒙 𝒈(𝒙)

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Linear Differential Equations
Now multiply 𝑦 ′ + 𝑝 𝑥 𝑦 = 𝑞 𝑥 by 𝑔(𝑥) to obtain

𝒈 𝒙 𝒚′ + 𝒑 𝒙 𝒈 𝒙 𝒚 = 𝒒 𝒙 𝒈(𝒙)

Similarly, we can write this to

𝒈 𝒙 𝒚′ + 𝒈′ 𝒙 𝒚 = 𝒒 𝒙 𝒈(𝒙)

The left side of the new equation is the derivative of 𝑔 𝑥 𝑦). The
differential equation has now become

𝒅
𝒈 𝒙 𝒚 = 𝒒 𝒙 𝒈(𝒙)
𝒅𝒙

Engineering Mathematics Tarife, 2023 | Page 27

Linear Differential Equations

Which we can integrate to obtain

𝒈 𝒙 𝒚 = න 𝒒 𝒙 𝒈 𝒙 𝒅𝒙 + 𝒄

If 𝒈(𝒙) ≠ 𝟎, we can solve this equation for y:

𝟏 𝒄
𝒚 𝒙 = න 𝒒 𝒙 𝒈 𝒙 𝒅𝒙 +
𝒈(𝒙) 𝒈(𝒙)

Engineering Mathematics Tarife, 2023 | Page 28

Method of Solution for Linear DE
Solution:

Step 1: If the differential equation is linear, 𝒚′ + 𝒑 𝒙 𝒚 = 𝒒 𝒙 . First compute

𝒆‫ 𝒙𝒅 𝒙 𝒑 ׬‬. This is called an integrating factor for the linear DE.

Step 2: Multiply the differential equation by the integrating factor.

Step 3: Write the left side of the resulting equation as the derivative of the
product of y and the integrating factor. The integrating factor is designed to
make this possible. The right side is a function of just the variable x.

Step 4: Integrate both sides of this equation and solve the resulting
equation for y, obtaining the general solution. The resulting general solution
may involve integrals which cannot be evaluated in elementary form.
Engineering Mathematics Tarife, 2023 | Page 29
Example # 8 – Linear DE
Solve 𝒚′ + 𝒚 = 𝒙
Solution:

The equation is linear with p(x) = 1 and q(x) = x. Thus, the integrating factor is
𝒆‫ 𝒙𝒆 = 𝒙𝒅 ׬𝒆 = 𝒙𝒅 𝒙 𝒑 ׬‬.

Multiply the differential equation by 𝒆𝒙 to get 𝒆𝒙 𝒚′ + 𝒆𝒙 𝒚 = 𝒙𝒆𝒙 . This is 𝒚𝒆𝒙 ′ = 𝒙𝒆𝒙 .

Integrate this equation to obtain 𝒚𝒆𝒙 = ‫ 𝒙𝒆𝒙 = 𝒙𝒅 𝒙𝒆𝒙 ׬‬− 𝒆𝒙 + 𝑪

Finally, solve for y by multiplying this equation by 𝒆−𝒙 :

𝒚 = 𝒙 − 𝟏 + 𝑪𝒆−𝒙

Engineering Mathematics Tarife, 2023 | Page 30

Example # 9 – Linear DE (IVP)
𝒚
Solve 𝒚′ = 𝟑𝒙𝟐 − ; 𝒚 𝟏 =𝟓
𝒙
Solution:
𝟏
𝟏
Rewriting the equation as, 𝒚 + = 𝟑𝒙 . The integrating factor is
𝒅𝒙
′
𝒚 𝟐
𝒆‫𝒙 ׬‬ = 𝒆𝒍𝒏(𝒙) = 𝒙
𝒙

Multiply the differential equation by x to obtain 𝒙𝒚′ + 𝒚 = 𝟑𝒙𝟑 or 𝒙𝒚 ′

= 𝟑𝒙𝟑

𝟑 𝟑 𝑪
Integrate to obtain 𝒙𝒚 = 𝒙𝟒 + 𝑪. Simplifying this, we have 𝒚 = 𝒙𝟑 +
𝟒 𝟒 𝒙

𝟑 𝟏𝟕
For the initial condition, we need 𝒚 𝟏 = + 𝑪 = 𝟓, 𝑪=
𝟒 𝟒

𝟑 𝟑 𝟏𝟕
Thus, the solution of the initial value problem is 𝒚= 𝒙 +
𝟒 𝟒𝒙
Engineering Mathematics Tarife, 2023 | Page 31
Example # 9 – Linear DE (IVP)
Suppose a tank contains 200 gallons of brine (salt mixed with water) in which
100 pounds of salt are dissolved. A mixture consisting of 1/8 pound of salt per
gallon is pumped into the tank at a rate of 3 gallons per minute, and the
mixture is continuously stirred. Brine also is allowed to empty out of the tank
at the same rate of 3 gallons per minute How much salt is in the tank at any
time?

Engineering Mathematics Tarife, 2023 | Page 32

Example # 9 – Linear DE (IVP)
Solution:
Let Q(t) be the amount of salt in the tank at time t. The rate of change of Q(t) with
respect to time must equal the rate at which salt is pumped in minus the rate at
which it is pumped out:
𝒅𝑸 𝟏 𝒍𝒃 𝒈𝒂𝒍 𝑸 𝒕 𝒍𝒃 𝒈𝒂𝒍 𝟑 𝟑
= 𝒓𝒂𝒕𝒆 𝒊𝒏 − 𝒓𝒂𝒕𝒆 𝒐𝒖𝒕 = 𝟑 − 𝟑 = − 𝑸(𝒕)
𝒅𝒕 𝟖 𝒈𝒂𝒍 𝒎𝒊𝒏 𝟐𝟎𝟎 𝒈𝒂𝒍 𝒎𝒊𝒏 𝟖 𝟐𝟎𝟎

Thus, the linear differential equation is given as

′
𝟑 𝟑
𝑸 𝒕 + 𝑸=
𝟐𝟎𝟎 𝟖
𝟑 𝟑𝒕
An integrating factor is equal to . Multiply the differential equation to
𝒅𝒕
𝒆‫𝟎𝟎𝟐 ׬‬ =𝒆 𝟐𝟎𝟎

obtain
𝟑𝒕 ′ 𝟑 𝟑𝒕
𝑸𝒆𝟐𝟎𝟎 = 𝒆𝟐𝟎𝟎
𝟖
Engineering Mathematics Tarife, 2023 | Page 33
Example # 9 – Linear DE (IVP)
Solution:

Integrate to obtain
𝟑𝒕 𝟑 𝟐𝟎𝟎 𝟑𝒕
𝑸𝒆𝟐𝟎𝟎 = 𝒆𝟐𝟎𝟎 + 𝑪
𝟖 𝟑

Then,
𝟑𝒕
−
𝑸 𝒕 = 𝟐𝟓 + 𝑪𝒆 𝟐𝟎𝟎

Now use the initial condition given

𝑸 𝟎 = 𝟏𝟎𝟎 = 𝟐𝟓 + 𝑪 𝑪 = 𝟕𝟓

Finally, we have
−𝟑𝒕
𝑸 𝒕 = 𝟐𝟓 + 𝟕𝟓𝒆𝟐𝟎𝟎

Engineering Mathematics Tarife, 2023 | Page 34

Homogeneous Differential Equations

- Polynomials in which all terms are of the same degree, such as:

are called homogeneous polynomials. We wish now to extend the

concept of homogeneity so it will apply to functions other than
polynomials.

Engineering Mathematics Tarife, 2023 | Page 35

Homogeneous Differential Equations
- A formal definition of homogeneity is:

The function 𝑓(𝑥, 𝑦) is said to be homogeneous of degree k in x and y if

and only if
𝒇 𝝀𝒙, 𝝀𝒚 = 𝝀𝒌 𝒇(𝒙, 𝒚)

For example, the function are homogeneous of degree 3 in x and y.

Engineering Mathematics Tarife, 2023 | Page 36

Method of Solution for Linear DE
Theorem 1: If M(x,y) and N(x,y) are both homogeneous and of the same
𝑴 𝒙,𝒚
degree, the function is homogeneous of degree zero.
𝑵(𝒙,𝒚)

Theorem 2: If f(x,y) is homogeneous of degree zero in x and y, f(x,y) is a

𝒚
function of alone.
𝒙

Proof: Let us put y = vx. Theorem 2 states that if f(x,y) is homogeneous of

degree zero, f(x,y) is a function of v alone. Now,

𝒇 𝒙, 𝒚 = 𝒇 𝒙, 𝒗𝒙 = 𝒙𝟎 𝒇 𝟏, 𝒗 = 𝒇(𝟏, 𝒗)

in which the variable x is now playing the role taken by λ.

Engineering Mathematics Tarife, 2023 | Page 37

Homogeneous Differential Equations
Homogeneous Equations are also Separable. Suppose that the
coefficients M and N in an equation of order one,

𝑴 𝒙, 𝒚 𝒅𝒙 + 𝑵 𝒙, 𝒚 𝒅𝒚 = 𝟎

are both homogeneous functions and are of the same degree in x and
y. By Theorems 1 and 2,
𝒅𝒚 𝒚
+𝒈 =𝟎
𝒅𝒙 𝒙

Let y = vx, the equation becomes

𝒅𝒗
𝒙 +𝒗+𝒈 𝒗 =𝟎
𝒅𝒙
Engineering Mathematics Tarife, 2023 | Page 38
Example # 10 – Homogeneous DE
Solve 𝒙𝟐 − 𝒙𝒚 + 𝒚𝟐 𝒅𝒙 − 𝒙𝒚𝒅𝒚 = 𝟎.
Solution:

Let y = vx,
𝒙𝟐 − 𝒙𝟐 𝒗 + 𝒙𝟐 𝒗𝟐 𝒅𝒙 − 𝒙𝟐 𝒗 𝒗𝒅𝒙 + 𝒙𝒅𝒗 = 𝟎

Simplifying the equation,

𝟏 − 𝒗 + 𝒗𝟐 𝒅𝒙 − 𝒗 𝒗𝒅𝒙 + 𝒙𝒅𝒗 = 𝟎
Or
𝟏 − 𝒗 𝒅𝒙 − 𝒙𝒗 𝒅𝒗 = 𝟎
Separating the variables, we have

𝒅𝒙 𝒗𝒅𝒗
+ =𝟎
𝒙 𝒗−𝟏
Engineering Mathematics Tarife, 2023 | Page 39
Example # 10 – Homogeneous DE
Then,
𝒅𝒙 𝟏
+ 𝟏+ 𝒅𝒗 = 𝟎
𝒙 𝒗−𝟏

Integrating the equation,

𝒍𝒏 𝒙 + 𝒗 + 𝒍𝒏 𝒗 − 𝟏 = 𝒍𝒏 𝒄 𝒙 𝒗 − 𝟏 𝒆𝒗 = 𝑪

Thus,

𝒚 𝒚
𝒙 − 𝟏 𝒆𝒙 = 𝑪
𝒙
𝒚
𝒚−𝒙 𝒆𝒙 =𝑪
Engineering Mathematics Tarife, 2023 | Page 40
Example # 11 – Homogeneous DE
Solve 𝒙𝒚𝒅𝒙 + 𝒙𝟐 + 𝒚𝟐 𝒅𝒚 = 𝟎
Solution:
Let x=vy,
𝒗𝒚𝟐 𝒗𝒅𝒚 + 𝒚𝒅𝒗 + 𝒗𝟐 𝒚𝟐 + 𝒚𝟐 𝒅𝒚 = 𝟎
𝒗 𝒗𝒅𝒚 + 𝒚𝒅𝒗 + 𝒗𝟐 + 𝟏 𝒅𝒚 = 𝟎

Separating the variables,

𝒗𝒚𝒅𝒗 + 𝟐𝒗𝟐 + 𝟏 𝒅𝒚 = 𝟎
Integrating the equation,
𝒍𝒏 𝟐𝒗𝟐 + 𝟏 + 𝟒𝒍𝒏 𝒚 = 𝒍𝒏 𝑪
𝒚𝟒 𝟐𝒗𝟐 + 𝟏 =𝑪
𝟐
𝟐𝒙
𝒚𝟒 𝟐
+𝟏 =𝑪
𝒚
𝒚𝟐 𝟐𝒙𝟐 + 𝒚𝟐 =𝑪
Engineering Mathematics Tarife, 2023 | Page 41
Exact Differential Equations
- A differential equation 𝑀 𝑥, 𝑦 + 𝑁 𝑥, 𝑦 𝑦 ′ = 0 can be written in
differential form as

𝑴 𝒙, 𝒚 𝒅𝒙 + 𝑵 𝒙, 𝒚 𝒅𝒚 = 𝟎

Recall that the differential of a function 𝝋(𝒙, 𝒚) of two variables is

𝝏𝝋 𝝏𝝋
𝒅𝝋 = 𝒅𝒙 + 𝒅𝒚
𝝏𝒙 𝝏𝒚
If we can find a function 𝝋(𝒙, 𝒚) such that
𝝏𝝋 𝝏𝝋
= 𝑴 𝒙, 𝒚 𝒂𝒏𝒅 = 𝑵(𝒙, 𝒚)
𝝏𝒙 𝝏𝒚
Then the differential equation Mdx + Ndy = 0 is just

𝑴 𝒙, 𝒚 𝒅𝒙 + 𝑵 𝒙, 𝒚 𝒅𝒚 = 𝒅𝝋 = 𝟎
Engineering Mathematics Tarife, 2023 | Page 42
Exact Differential Equations
But if 𝒅𝝋 = 𝟎, then 𝝋 𝒙, 𝒚 = constant. The equation becomes
𝝋 𝒙, 𝒚 = 𝑪
With C as an arbitrary constant which implicitly defines the
general solution of Mdx + Ndy = 0.

Test of Exactness:
Theorem 3: Let M(x,y) and N(x,y) be continuous and have
continuous first partial derivatives in a rectangular region R by
a<x<b, c<y<d. Then, a necessary and sufficient condition that
M(x,y)dx + N(x,y)dy be an exact differential is

𝝏𝑴 𝝏𝑵
=
𝝏𝒚 𝝏𝒙

Engineering Mathematics Tarife, 2023 | Page 43

Exact Differential Equations
Method of Solution:

Given an equation of the form 𝑴 𝒙, 𝒚 𝒅𝒙 + 𝑵 𝒙, 𝒚 𝒅𝒚 = 𝟎, determine

whether the equality is exact. If it is exact, then there exists a
function, f, for which
𝝏𝒇
= 𝑴(𝒙, 𝒚)
ð𝒙

We can find f by integrating M(x,y) with respect to x, while holding

y constant:

𝒇 𝒙, 𝒚 = න 𝑴 𝒙, 𝒚 𝒅𝒙 + 𝒈(𝒚)

Where the arbitrary function g(y) is the “constant” of integration.

Engineering Mathematics Tarife, 2023 | Page 44
Exact Differential Equations

Now, differentiate the previous equation with respect to y and

𝝏𝒇
assume that = 𝑵(𝒙, 𝒚)
𝝏𝒚

𝝏𝒇 ð
= න 𝑴 𝒙, 𝒚 𝒅𝒙 + 𝒈′ 𝒚 = 𝑵(𝒙, 𝒚)
𝝏𝒚 ð𝒚
Thus,
𝝏
𝒈′ 𝒚 = 𝑵 𝒙, 𝒚 − න 𝑴 𝒙, 𝒚 𝒅𝒙
𝝏𝒚
Integrate the equation above with respect to y and substitute back
to f(x,y). The implicit solution of the equation is f(x,y) = C.

Engineering Mathematics Tarife, 2023 | Page 45

Example # 12 – Exact DE
Solve 𝟑𝒙 𝒙𝒚 − 𝟐 𝒅𝒙 + 𝒙𝟑 + 𝟐𝒚 𝒅𝒚 = 𝟎
Solution:
First, from the fact that
𝝏𝑴 𝝏𝑵
= 𝟑𝒙𝟐 𝒂𝒏𝒅 = 𝟑𝒙𝟐
𝝏𝒚 𝝏𝒙

Therefore, its solution is F = c, where

𝝏𝑭 𝝏𝑭
= 𝑴 = 𝟑𝒙𝟐 𝒚 − 𝟔𝒙, = 𝑵 = 𝒙𝟑 + 𝟐𝒚
𝝏𝒙 𝝏𝒚

Integration of both sides of M(x,y) with respect to x, holding y constant, yields

𝑭 = 𝒙𝟑 𝒚 − 𝟑𝒙𝟐 + 𝑻(𝒚)
Engineering Mathematics Tarife, 2023 | Page 46
Example # 12 – Exact DE
Differentiating F with respect to y and equating it to N(x,y),

𝒙𝟑 + 𝑻′ 𝒚 = 𝒙𝟑 + 𝟐𝒚
𝑻′ 𝒚 = 𝟐𝒚

Then,
𝑻 𝒚 = 𝒚𝟐 ,
Substituting this to F,

𝑭 = 𝒙𝟑 𝒚 − 𝟑𝒙𝟐 + 𝒚𝟐

Finally,

𝒙𝟑 𝒚 − 𝟑𝒙𝟐 + 𝒚𝟐 = 𝑪

Engineering Mathematics Tarife, 2023 | Page 47

Example # 13 – Exact DE
Solve 𝟐𝒙𝟑 − 𝒙𝒚𝟐 − 𝟐𝒚 + 𝟑 𝒅𝒙 − 𝒙𝟐 𝒚 + 𝟐𝒙 𝒅𝒚 = 𝟎.
Solution:
First, from the fact that
𝝏𝑴 𝝏𝑵
= −𝟐𝒙𝒚 − 𝟐 =
𝝏𝒚 𝝏𝒙

Therefore, its solution is F = c, where

𝝏𝑭 𝝏𝑭
= 𝟐𝒙𝟑 − 𝒙𝒚𝟐 − 𝟐𝒚 + 𝟑, = −𝒙𝟐 𝒚 − 𝟐𝒙
𝝏𝒙 𝝏𝒚

Integration of both sides of N(x,y) with respect to y, holding x constant, yields

𝟏
𝑭 = − 𝒙𝟐 𝒚𝟐 − 𝟐𝒙𝒚 + 𝑸(𝒙)
𝟐

Engineering Mathematics Tarife, 2023 | Page 48

Example # 12 – Exact DE
Differentiating F with respect to x and equating it to M(x,y),

−𝒙𝒚𝟐 − 𝟐𝒚 + 𝑸′ 𝒙 = 𝟐𝒙𝟑 − 𝒙𝒚𝟐 − 𝟐𝒚 + 𝟑

𝑸′ 𝒙 = 𝟐𝒙𝟑 + 𝟑

Therefore,
𝟏 𝟒
𝑸 𝒙 = 𝒙 + 𝟑𝒙,
𝟐

And the desired set of solutions of F is defined implicitly by,

𝟏 𝟐 𝟐 𝟏 𝟒 𝟏
− 𝒙 𝒚 − 𝟐𝒙𝒚 + 𝒙 + 𝟑𝒙 = 𝑪
𝟐 𝟐 𝟐

𝒙𝟒 − 𝒙𝟐 𝒚𝟐 − 𝟒𝒙𝒚 + 𝟔𝒙 = 𝑪
Engineering Mathematics Tarife, 2023 | Page 49
Homework # 1 – First Order Differential Equations

Suppose that in Winter the daytime temperature in a

certain office building is maintained at 70°F. The heating
is shut off at 10 PM and turned on again at 6 AM. On a
certain day the temperature inside the building at 2 AM
was found to be 65°F. The outside temperature was
50°F at 10 PM and had dropped to 40°F by 6 AM. What
was the temperature inside the building when the heat
was turned on at 6 AM?

Engineering Mathematics Tarife, 2023 | Page 50