SEPARABLE ORDINARY

DIFFERENTIAL EQUATIONS
A Presentation by
Engr. Eduardo M. Oroz Jr.
And
Engr. Kamar V. Boloto Jr.

In fulfillment of the
Requirements in
Advanced Engineering Mathematics
Under
Prof. Marven Jabian
INTRODUCTION
In a given engineering problem, our goal is to understand the
behavior of the physical system. The basic steps in understanding
these physical laws and relations are as follows:

I. MODELING or formulating mathematical expressions
(equations) from the physical solution.

II. Finding SOLUTION (a function that satisfies the equation) by
mathematical method, exploring its properties, and finding its
values.

III. Interpreting it in its physical terms.
BASIC CONCEPTS
MODELING

Mathematical modeling or simply
modeling is the process by which engineering
problems, which are usually of a physical nature,
have to be formulated as a mathematical expression
(or model) in terms of variables, functions, and
equations.

Since many physical concepts, such as
velocity and acceleration, are derivatives, a model is
very often an equation containing derivatives of an
unknown function. Such a model is called a
differential equation.

Hence, the basic importance of differential
equations in engineering mathematics is its use as a
model to express mathematically many physical laws
and relations.

BASIC CONCEPTS
The Concept of SOLUTION

A function y = h(x) is called a solution of a given differential
equation on some open interval* a<x<b if h(x) is defined and
differentiable throughout the interval.

When a solution contains an arbitrary constant (usually
denoted by c), it is called a general solution. If we choose a
specific value for the arbitrary constant (c), we obtain what is called
a particular solution. Thus, a particular solution does not contain
any arbitrary constant.

Example 1a. y = ce
3t
(c is an arbitrary constant) has the derivative
y = dy/dx = 3ce
3t
= 3y

This shows that y = ce
3t
is a general solution of y= 3y.
*An open interval a<x<b means that the endpoints a and b are not regarded as points belonging
to the interval.
BASIC CONCEPTS
ORDINARY DIFFERENTIAL EQUATIONS (ODEs)

An ordinary differential equation is that which contains one
or several derivatives of an unknown function, which we usually call y(x).
The equation may also contain y itself, known functions of x, and
constants.

Examples: (1) y = cos x
(2) y + 9y = 0
(3) x
2
yy + 2e
x
y = (x
2
+ 2) y
2

The term ordinary distinguishes them from partial differential
equations (PDEs) which involve partial derivatives of an unknown
function of 2 or more variables. (ex.
2
u/ x
2
+
2
u/ y
2
= 0)

An ODE is said to be of order n if the nth derivative of the
unknown function y is the highest derivative of y in the equation. Thus,
in our 3 examples above, (1) is of the 1
st
order, (2) of 2
nd
order, and (3)
of third order.
BASIC CONCEPTS
INITIAL VALUE PROBLEM (IVP)

In most cases, the particular solution is obtained from the
general solution by an initial condition y(x
o
) = y
o
, with given
values of x
o
and y
o
that are used to determine a value of the
arbitrary constant (c).

An ODE together with an initial condition is called an
initial value problem (IVP). Thus,
y = f(x,y) [ODE] ; y(x
o
) = y
o
[initial condition] IVP

Example 1b. Solve the IVP
y = dy/dx = 3y ; y(0) = 5.7
With reference to example 1a (see slide 4), the general
solution is y(x)=ce
3x
.
From this general solution and the initial condition, we obtain
y(0) = ce
0
= c = 5.7
Hence, the IVP has the particular solution
y(x) = 5.7e
3x
.
SEPARABLE ODEs
A differential equation is separable if it can be written as
dy/dx = F(x) G(y)
in which the derivative equals a product of a function just of x and a
function just of y.
This suggests the following method of solution:

STEP 1. Separation of Variables. For y such that G(y) 0, write
the differential form
_1_ dy = F(x)dx.
G(y)
STEP 2. Integration.
STEP 3. Finding Solution. Attempt to solve the resulting equation
for y in terms of x. If this is possible, we have an explicit solution (see
examples 2a and 2b). Otherwise, the solution is implicitly defined by an
equation involving x and y (see example 2c).
STEP 4. Check. Go back and check for any values of y such that
G(y)=0. This may lead to additional solutions excluded in writing
1/G(y)0 in step 1 (see example 2a).
SEPARABLE ODEs
Example 2a. To solve y = y
2
e
-x
, first write
dy/dx = y
2
e
-x
.
If y 0, this has a differential form
_1_ dy = e
-x
dx [STEP 1]
y
2

After having the variables separated, integrate
dy/y
2
= e
-x
dx [STEP 2]
Or -1/y = -e
-x
+ k (where k is a constant of integration)
Solve for y to get
y(x) = 1/ (e
-x
- k) [STEP 3]
Notice that this general solution for the arbitrary constant k
explicitly defines the solution (i.e., y in terms of x).
Now, go back and examine [STEP 4] the assumption y 0
that was needed to separate the variables. Since y=0 itself satisfies
the differential equation, it provides another solution (y=0) called a
singular solution.
SEPARABLE ODEs
Example 2b. Solve the initial value problem
y = y
2
e
-x
; y(1) = 4.
From example 2a, the general solution of the differential
equation is
y(x) = 1/ (e
-x
- k).
From the initial condition
y(1) = 1/ (e
-x
- k) = 4
e
-1
- k =
k = e
-1
-
Therefore, the particular solution of the IVP is
y(x) = 1/(e
-x
+ - e
-1
) [explicit solution]
SEPARABLE ODEs
Example 2c. Solve the initial value problem
y = y (x-1)
2
; y(3) = -1
y+3
The differential equation itself requires y -3. In differential
form
(y+3) dy = (x-1)
2
dx
y
Or (1 + 3/y)dy = (x-1)
2
dx
Integrating both sides, the implicit general solution is
y + 3ln|y| = (1/3) (x-1)
3
+ k.
For the initial condition y(3) = -1, we get
-1 + 3ln|-1| = (1/3) (3-1)
3
+ k
Or -1 = (8/3) + k or k = -(11/3)
The particular solution of the IVP is implicitly defined by
y + 3ln|y| = (1/3) (x-1)
3
(11/3).
EXTENDED METHOD
Reduction to Separable Form
Certain non-separable ODEs can be made separable by
transformations that introduce for y a new unknown function.
A class of ODEs of particular importance are equations of the
form
y = f(y/x).
This form suggests that we set y/x = u; thus,
y = ux and y = ux + u
then
y = f(y/x) = ux + u = f(u)
Or ux = f(u) u.
Since u = du/dx, this form can be separated
_dx_ = __du__
x f(u) - u
EXTENDED METHOD
Reduction to Separable Form
Example 3. Solve
2xyy = y
2
x
2

To get the explicit form, divide the equation by 2xy
y = _y
2
_

_x
2
_ = _y_ - _x_
2xy 2xy 2x 2y
For u = y/x (or y = ux)
y = ux + u = (1/2)(y/x) (1/2)(x/y) = (1/2)(u) (1/2)(1/u)
Subtracting u from both sides
ux = - (u/2) (1/2u) = (-u
2
1)/2u
Separating variables
2udu/(1+u
2
) = -dx/x
Integrating both sides
ln|1+u
2
| = -ln|x| + c = ln|1/x| + c
Or 1 + u
2
= c/x = 1 + (y/x)
2


Multiplying by x
2
cx = x
2
+ y
2
(general solution).