Applied MathIII Chapter1 PowerPoint
Applied MathIII Chapter1 PowerPoint
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Introduction
Differential equations play a central role in understanding and predicting how systems change over
time. They appear in every branch of science, mathematics, and engineering, forming a powerful
language that describes motion, growth, decay, heat, electricity, vibration, and countless other dy-
namic processes. Studying differential equations helps us see that even the most complex natural
or engineered systems follow simple mathematical rules. Once these rules are understood, we can
design better technologies, interpret scientific data, and explore deeper mathematical ideas.
Learning differential equations is more than learning techniques, it is learning how to convert real-
world situations into mathematical models. These models allow us to simulate situations that may
be too dangerous, expensive, or impossible to test physically. For students of engineering, science,
and mathematics, mastering differential equations is a key step toward becoming a creative problem-
solver who can analyze and shape the world.
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Introduction
First-order ordinary differential equations (ODEs) are the simplest type of differential equations,
yet they appear in many practical contexts. They describe the rate of change of a quantity and are
used to model velocity, population growth, chemical reactions, electrical currents, and temperature
changes. Their structure is simple enough for beginners to grasp, but their applications are rich
enough to demonstrate the power of mathematical modeling.
By starting with first-order ODEs: separable, linear, exact, and homogeneous, we build a strong
foundation that prepares students for more complex equations and systems. Understanding how
solutions depend on initial conditions also helps students develop intuition about system behavior,
stability, and long-term trends-concepts that will reappear in higher-order ODEs, systems of ODEs,
and partial differential equations.
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Introduction
The following short narratives illustrate how differential equations appear naturally in the work of
engineers, mathematicians, and scientists. You are encouraged to read them as inspiration for why
this subject matters.
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Introduction
Picture a civil engineer standing on a suspension bridge during a strong wind. The bridge begins
to oscillate. Too much vibration could cause dangerous structural failure. To understand how the
bridge will move and to prevent disasters like the famous Tacoma Narrows collapse, civil engineers
use differential equations that model oscillation, damping, and resonance.
By solving these equations, engineers determine whether a bridge will remain stable, how strong
the materials should be, and what design modifications are needed for safety. Without differential
equations, modern bridges, skyscrapers, and roads would be far riskier to build.
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Introduction
The relationship between voltage, current, and charge is captured perfectly by a first-order differential
equation. By solving it, the engineer understands the timing of signals, the behavior of filters, and
the dynamics of power systems. These ideas extend to communication devices, digital electronics,
and control systems.
Before a single test drive, the engineer solves this equation to predict whether the car will ride
smoothly or dangerously oscillate. Entire industries from automotive to aerospace depend on differ-
ential equations for design and testing.
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Introduction
4. Chemical Engineering Story - Reactor Temperature Control
A chemical engineer is controlling a reactor where temperature must remain within a safe range. If
it rises too quickly, a runaway reaction may occur. If it drops too low, the reaction may stop. The rate
at which temperature changes depends on heat generation, heat loss, and chemical concentrations.
These interactions form a system of differential equations. By solving them, chemical engineers
determine safe operating conditions, predict concentration changes, and design processes that max-
imize efficiency while minimizing risk.
For a mathematics student, differential equations provide a thrilling bridge between abstract thinking
and real phenomena. They bring together calculus, geometry, analysis, and modeling. From simple
first-order equations to chaotic systems, differential equations show how elegant mathematical ideas
shape the behavior of the natural world.
In biology, differential equations model population dynamics and disease spread. In chemistry, they
describe reaction rates. In physics, they govern motion, electricity, heat flow, and wave behavior.
For science students, learning differential equations means learning the language in which nature’s
laws are written.
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Introduction
Remark
Whether you aim to become an engineer designing safe structures, a mathematician exploring deep
patterns, or a scientist uncovering the laws of nature, differential equations are your essential tools.
They allow you to ask and answer the most important question:
As you begin this course, remember that every breakthrough in modern science and technology,
every engine, vaccine, electronic device, or model of climate change relies on differential
equations. By learning them, you join a long tradition of thinkers who use mathematics to
understand and improve the world.
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Differential Equations (DE)
Definition 1.0
An equation involving one or more derivatives of a dependent variable with respect to one or
more independent variables is called a differential equation(DE).
Example 1.0
𝑦 0 − 𝑥𝑦 = 5
𝜕𝑢 𝜕𝑢
𝜕𝑥 − 𝜕𝑦 = cos(𝑦) 𝐷𝐸 𝑠
𝑑2 𝑢
𝑑 𝑥2
+ cos(𝑥) 𝑑𝑑𝑢𝑥 = 𝑥
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Classifications of a Differential Equations
Definition 1.1
A DE involving one or more derivatives of a dependent variable with respect to only one
independent variable is called an ordinary differential equation(ODE).
Definition 1.2
A DE involving one or more derivatives of a dependent variable with respect to two or more
independent variables is called a partial differential equation(PDE).
Example.
𝑦0 = 𝑥 − 5
𝑂𝐷𝐸 𝑠.
𝑦 00 − 𝑥𝑦 0 + 𝑦 = 𝑥
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Classifications of a Differential Equations
Example 1.1
𝜕𝑍
𝜕𝑥 − 𝜕𝑍
𝜕𝑦 = 0
𝑈𝑧𝑧 − 𝑈 𝑥 𝑥 = 𝑥 2 𝑃𝐷𝐸 𝑠.
𝑈𝑧 − 4𝑈 𝑥 = sin(𝑥)
Remark
In this course we consider only ODE.
Definition 1.3
The order of the highest derivative in a DE is called the order of the equation.
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Classifications of a Differential Equations
Example 1.2
𝑑𝑦
𝑑𝑥 − 𝑦 = 𝑥2 + 1 𝑜𝑟 𝑑𝑒𝑟1.
𝑦 000 − 𝑦 00 = 𝑥
5 𝑜𝑟 𝑑𝑒𝑟3
(𝑦 0 ) 2 = 𝑦 000 + 1
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Classifications of a Differential Equations
Definition 1.4
𝑓 (𝑐, 𝑥, 𝑦, 𝑦 0 , 𝑦 00 , ..., 𝑦 𝑛 ) = 0
where 𝑓 is a function of (𝑛 + 2) variables with 𝑦 = 𝑦(𝑥) and 𝑐 is a constant.
Definition 1.5
A DE of order, 𝑛, is said to be explicit if it can be expressed in the form:
𝑦 𝑛 = 𝐹 (𝑥, 𝑦, 𝑦 0 , 𝑦 00 , 𝑦 000 , ..., 𝑦 (𝑛−1) ) and 𝐹 is a function of (𝑛 + 1) variables; otherwise it is
called an implicit.
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Classifications of a Differential Equations
Example 1.3
𝑦 00 = 𝑥𝑦 0 + cos(𝑥) 𝑒𝑥 𝑝𝑙𝑖𝑐𝑖𝑡
𝑦 00 = cos(𝑦 00 ) 𝑖𝑚 𝑝𝑙𝑖𝑐𝑖𝑡
Definition 1.6
The degree of ODE (if it exists) is the highest exponent of the highest derivatives that occurs in
the DE, after the DE is expressed as a polynomial of the dependent variable and its derivatives
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Classifications of a Differential Equations
Example 1.4
1 𝑦0 − 𝑦 = 1 order 1, degree 1.
2 (𝑦 00 ) 3 − 𝑥(𝑦 0 ) 5 = 𝑥3 order 2, degree 3.
3 (𝑦 000 ) 3 − (𝑦 000 ) 2 +𝑦 =𝑥 order 3, degree 3.
Example 1.5
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Classifications of a Differential Equations
Solution.
Firstly let us write the given DE as apolynomial of the dependent variable and its derivatives, that
is,
5
(𝑦 0 ) 2 = 𝑦 000 + 1
5
⇔ ((𝑦 0 ) 2 ) 2 = (𝑦 000 + 1) 2
⇔ (𝑦 0 ) 5 = (𝑦 000 ) 2 + 2𝑦 000 + 1
Therefore
5
(𝑦 0 ) 2 = 𝑦 000 + 1 ⇔ (𝑦 0 ) 5 = (𝑦 000 ) 2 + 2𝑦 000 + 1
has order 3 and degree 2.
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Classifications of a Differential Equations
Example 1.6
Solution.
Firstly let us write the given DE as apolynomial of the dependent variable and its derivatives, that
is,
𝑥2
Since 𝑒 𝑥 = 1 + 𝑥 + + ...
2!
00 (𝑦 00 ) 2 (𝑦 00 ) 3
𝑦 00 = 𝑦 + 𝑒 𝑦 ⇔ 𝑦 00 = 𝑦 + (1 + 𝑦 00 + + + ....)
2! 3!
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Classifications of a Differential Equations
(𝑦 00 ) 2 (𝑦 00 ) 3
⇔ 0 = 1+𝑦+ + + ...
2! 3!
Therefore
00 (𝑦 00 ) 2 (𝑦 00 ) 3
𝑦 00 = 𝑦 + 𝑒 𝑦 ⇔ 0 = 1 + 𝑦 + + + ...
2! 3!
has order 2 and no degree.
Exercise
Find the degree of the following DEs
1 𝑦 00 = cos(𝑦 0 ).
2 𝑦 00 = cos(𝑦 00 ).
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Classifications of a Differential Equations
Definition 1.7
Note.
An equation that is not linear is called non-linear.
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Classifications of a Differential Equations
Example 1.7
2
3𝑦 0 + 𝑥𝑦 = 𝑒 −𝑥
𝑒 𝑥 𝑦 00 + 𝑥𝑦 = 2 𝐿𝑖𝑛𝑒𝑎𝑟.
𝑥𝑦 0 + 𝑥𝑦 = 0
𝑦𝑦 00 − 2𝑦 00 = 𝑥
𝑦 000 + 𝑦 2 = 0 𝑁𝑜𝑛 − 𝐿𝑖𝑛𝑒𝑎𝑟.
00 √
𝑦 + 𝑦0 + 𝑦 = 𝑥2
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Solutions of a Differential Equations
Definition 1.8
A function that is free of derivatives and that satisfies identically a DE on some region D is
called a solution of the DE, i.e., 𝑦 = 𝑦(𝑥) is a solution of the DE, 𝐹 (𝑥, 𝑦, 𝑦 0 , 𝑦 00 , ..., 𝑦 𝑛 ) = 0
or satisfies the equation 𝐹 (𝑥, 𝑦, 𝑦 0 , 𝑦 00 , ..., 𝑦 𝑛 ) = 0 if 𝐹 (𝑥, 𝑦(𝑥), 𝑦 0 (𝑥), 𝑦 00 (𝑥), ..., 𝑦 𝑛 (𝑥)) = 0.
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Solutions of a Differential Equations
Example 1.8
𝑦 00 − 2𝑦 0 + 𝑦 = 0.
𝑦 0 = 𝑥𝑒 𝑥 + 𝑒 𝑥 and 𝑦 00 = 𝑥𝑒 𝑥 + 2𝑒 𝑥 .
Observe that
𝑦 00 − 2𝑦 0 + 𝑦 = (𝑥𝑒 𝑥 + 2𝑒 𝑥 ) − 2(𝑥𝑒 𝑥 + 𝑒 𝑥 ) + 𝑥𝑒 𝑥 = 0.
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Solutions of a Differential Equations
Example 1.9
Consider the DE
𝑦0 − 𝑦 = 0
Take 𝑦 = 𝑒 𝑥 then 𝑦 0 = 𝑒 𝑥 , therefore 𝑦 0 − 𝑦 = 𝑒 𝑥 − 𝑒 𝑥 = 0. Thus 𝑦 = 𝑒 𝑥 is the solution of
𝑦 0 − 𝑦 = 0. In general 𝑦 = 𝑐𝑒 𝑥 , 𝑐 ∈ < are solutions of the DE.
Exercise
Show that 𝑦 = 𝑐𝑒 𝑥 is a solution of 𝑦 0 = 2𝑥𝑦.
2
1
Show that 𝑦 = 𝑥4
is a solution of 𝑦 0 = 𝑥𝑦 2 .
1
2 16
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Solutions of a Differential Equations
Definition 1.9
1 A solution of a DE of the form 𝑦 = ℎ(𝑥) is called an explicit solution.
2 A solution of the form ℎ(𝑥, 𝑦) = 0 where it is not easy to express 𝑦 interms of 𝑥 is
called an implicit solution.
3 A solution of a DE that is free of arbitrary parameters is called a particular solution,
otherwise it is general solution.
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Formation of a Differential Equations
Note
An ODE is formed in an attempt to elliminate certain arbitrary constants from a relation in the
variables and constants.
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Formation of a Differential Equations
Example 1.10
Since we have two constants, 𝐴 and 𝐵, therefore to elliminate 𝐴 and 𝐵 from the equation we
have to defferentiate the given equation twice, i.e.,
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Formation of a Differential Equations
Exercise
(1). Form the DE from the following equation.
(a). 𝑦 = 𝑎𝑥 3 + 𝑏𝑥 2 .
(b). 𝑥𝑦 = 𝐴𝑒 𝑥 + 𝐵𝑒 −𝑥 .
(c). 𝑦 = 𝑒 𝑥 ( 𝐴 cos(𝑥) + 𝐵 sin(𝑥)).
(d). 𝑦 = (𝑥 − 𝑏) 2 .
(2). obtain the DE of all circles of radius 𝑎 with center at (ℎ, 𝑘).
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Initial and Boundary Value Problems
Definition 1.10
For different applications solutions to DE may be required to satisfied certain defined condi-
tions such conditions are called initial conditions (IC) if they are given at only one point of
the independent variable, while conditions given at more than one point of the independent
variable are called boundary conditions (BC).
Definition 1.11
A DE together with a set of initial conditions/boundary conditions is called initial Value
problem(IVP)/boundary value problem(BVP).
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Initial and Boundary Value Problems
Example 1.11
𝑦 00 = cos(𝑥)
𝑦(0) = 1 𝐼𝑉 𝑃
𝐼𝐶
𝑦 0 (0) = −1
𝑦 00 = cos(𝑥)
𝑦(0) = 1 𝐵𝑉 𝑃
𝐵𝐶
𝑦 0 (1) = −1
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Elementary (Separated) First Order Ordinary Differential Equations
Form: 𝑦 0 = 𝑓 (𝑥).
Method of solving: Integration, that is
𝑑𝑦
𝑦 0 = 𝑓 (𝑥) ⇔ = 𝑓 (𝑥)
𝑑𝑥
∫ ∫
⇔ 𝑑𝑦 = 𝑓 (𝑥)𝑑𝑥 ⇔ 𝑑𝑦 = 𝑓 (𝑥)𝑑𝑥 + 𝑐
∫
⇔𝑦= 𝑓 (𝑥)𝑑𝑥 + 𝑐
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Elementary (Separated) First Order Ordinary Differential Equations
Example 1.12
Solution.
𝑑𝑦
= cos(𝑥 + 1) ⇔ 𝑑𝑦 = cos(𝑥 + 1)𝑑𝑥
𝑑𝑥
∫ ∫
⇔ 𝑑𝑦 = cos(𝑥 + 1)𝑑𝑥 + 𝑐
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Elementary (Separated) First Order Ordinary Differential Equations
Exercise
Solve
1 𝑑𝑦 − ln(𝑥)𝑑𝑥 = 0.
𝑦0 = 𝑥2 + 𝑥 + 1
2 𝐼𝑉 𝑃.
𝑦(1) = 2
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Separable First Order Ordinary Differential Equations
Definition 1.12
If in an equation it is possible to collect all functions of 𝑥 and 𝑑𝑥 on one side and all the
functions of 𝑦 and 𝑑𝑦 on the other side then the variables are said to be separable.
Form: 𝑦 0 = 𝑓 (𝑥)𝑔(𝑦).
Method of solving: 𝑦 0 = 𝑓 (𝑥)𝑔(𝑦) ⇔ 𝑑𝑦
𝑑𝑥 = 𝑓 (𝑥)𝑔(𝑦)
𝑑𝑦
⇔ = 𝑓 (𝑥)𝑑𝑥
𝑔(𝑦)
∫ ∫
𝑑𝑦
⇔ = 𝑓 (𝑥)𝑑𝑥 + 𝑐
𝑔(𝑦)
is the general solution.
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Separable First Order Ordinary Differential Equations
Example 1.13
Solution.
Dividing by (1 + 𝑥)𝑦, we can write 𝑑𝑦
𝑦 = (1+𝑥 ) ,
𝑑𝑥
from which it follows that
∫ ∫
𝑑𝑦 𝑑𝑥
= =⇒ ln |𝑦| = ln |1 + 𝑥| + 𝑐 1
𝑦 (1 + 𝑥)
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Separable First Order Ordinary Differential Equations
= ±𝑒 𝑐1 (1 + 𝑥) = 𝑐(1 + 𝑥)
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Separable First Order Ordinary Differential Equations
Example 1.14
𝑦 0 = − 𝑦𝑥
𝐼𝑉 𝑃.
𝑦(4) = 2
Solution.
From 𝑦𝑑𝑦 = −𝑥𝑑𝑥 we get
𝑦2 𝑥2
∫ ∫
𝑦𝑑𝑦 = − 𝑥𝑑𝑥 =⇒ = − + 𝑐.
2 2
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Separable First Order Ordinary Differential Equations
From the initial condition, 𝑐 = 10, therefore the particular solution of the IVP is
𝑥 2 + 𝑦 2 = 20
Example 1.15
𝑦 0 = 𝑒 ( 𝑥+𝑦)
𝐼𝑉 𝑃.
𝑦(0) = 0
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Separable First Order Ordinary Differential Equations
Solution.
𝑦 0 = 𝑒 ( 𝑥+𝑦) = (𝑒 𝑥 ) (𝑒 𝑦 ) ⇔ 𝑒 −𝑦 𝑑𝑦 = 𝑒 𝑥 𝑑𝑥
∫ ∫
⇔ 𝑒 −𝑦 𝑑𝑦 = 𝑒 𝑥 𝑑𝑥 + 𝑐
⇔ 𝑒 −𝑦 + 𝑒 𝑥 = −𝑐 = 𝐶
But 0 = 𝑦(0) ⇔ 0 = 𝑒 −0 + 𝑒 0 = 2 = 𝐶 ⇔ 𝐶 = 2
Therefore
𝑒 −𝑦 + 𝑒 𝑥 = 2 is the particular solution.
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Separable First Order Ordinary Differential Equations
Exercise
Solve
𝑥 cos(𝑦) + (𝑥 2 − 1) (sin(𝑦))𝑦 0 = 0
𝐼𝑉 𝑃.
𝑦(0) = 𝜋3
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Equations Reducible to Separable Form
Definition 1.13
The DE 𝑦 0 = 𝑓 ( 𝑦𝑥 ) is called homogeneous DE.
Note.
Any Homogeneous DE can be reduced to separable DE.
Justification.
Any homogeneous DE has the form 𝑦 0 = 𝑓 ( 𝑦𝑥 ).
𝑦 𝑑𝑦 𝑑 (𝑥𝑣)
Put 𝑣 = ⇔ 𝑦 = 𝑣𝑥 ⇔ =
𝑥 𝑑𝑥 𝑑𝑥
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Equations Reducible to Separable Form
𝑑𝑦 𝑑𝑣
⇔ 𝑦0 = = 𝑣+𝑥 = 𝑣 + 𝑥𝑣 0
𝑑𝑥 𝑑𝑥
𝑦
⇔ 𝑣 + 𝑥𝑣 0 = 𝑦 0 = 𝑓 ( ) = 𝑓 (𝑣)
𝑥
⇔ 𝑣 + 𝑥𝑣 0 = 𝑓 (𝑣)
𝑑𝑣 𝑑𝑥
⇔ = which is separated.
𝑓 (𝑣) − 𝑣 𝑥
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Equations Reducible to Separable Form
Example 1.16
Solution.
𝑦 2 + 𝑥𝑦 𝑦 𝑦 𝑦
𝑦0 = 2
= ( ) 2 + = 𝑓 ( ) is homogeneous.
𝑥 𝑥 𝑥 𝑥
𝑦
Let 𝑣 = ⇔ 𝑦 = 𝑥𝑣
𝑥
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Equations Reducible to Separable Form
𝑑𝑦 𝑑𝑣
⇔ 𝑦0 = = 𝑣+𝑥 = 𝑣 + 𝑥𝑣 0
𝑑𝑥 𝑑𝑥
𝑦 𝑦
⇔ 𝑣 2 + 𝑣 = ( ) 2 + = 𝑦 0 = 𝑣 + 𝑥𝑣 0
𝑥 𝑥
𝑑𝑣 𝑑𝑥
⇔ 𝑣 2 + 𝑣 = 𝑣 + 𝑥𝑣 ⇔ = .
𝑣2 𝑥
∫ ∫
− 𝑑𝑥
⇔ 𝑣 2𝑑𝑣 = ⇔ −𝑣 − 1 = ln |𝑥| + 𝑐
𝑥
𝑥
⇔− = ln |𝑥| + 𝑐
𝑦
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Equations Reducible to Separable Form
𝑥
⇔𝑦=− is the general solution.
ln |𝑥| + 𝑐
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Exact First Order Ordinary Differential Equations
Definition 1.14
Suppose for the DE 𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝑁 (𝑥, 𝑦)𝑑𝑦 = 0 there exists a continuous differentiable func-
tion 𝑓 (𝑥, 𝑦) such that 𝑑𝑓 = 𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝑁 (𝑥, 𝑦)𝑑𝑦, i.e., 𝑓 𝑥 = 𝑀 (𝑥, 𝑦) and 𝑓 𝑦 = 𝑁 (𝑥, 𝑦) then
1 The DE 𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝑁 (𝑥, 𝑦)𝑑𝑦 = 0 can be written as 𝑓 𝑥 𝑑𝑥 + 𝑓 𝑦 𝑑𝑦 = 0 or 𝑑𝑓 = 0.
2 The DE 𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝑁 (𝑥, 𝑦)𝑑𝑦 = 0 is called an exact DE.
3 𝑓 (𝑥, 𝑦) = 𝑐, 𝑐 ∈ < defines implicitly a set of solutions of 𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝑁 (𝑥, 𝑦)𝑑𝑦 = 0.
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Exact First Order Ordinary Differential Equations
Theorem 1.0
Let 𝑀, 𝑁, 𝜕𝑀
𝜕𝑦 and 𝜕𝑥 be continuous functions of 𝑥 and 𝑦 then the DE
𝜕𝑁
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Exact First Order Ordinary Differential Equations
or
𝑓 𝑥 = 𝑀 and 𝑓 𝑦 = 𝑁
that is 𝑑𝑓 = 0 ⇔ 𝑓 (𝑥, 𝑦) = 𝑐,
which is the general solution.
To find 𝑓 (𝑥, 𝑦) we use the following methods.
Method 1: Method of grouping.
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Exact First Order Ordinary Differential Equations
Example 1.17
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Exact First Order Ordinary Differential Equations
∫
=⇒ 𝑓 (𝑥, 𝑦) = 𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝑔(𝑦). (1)
∫
𝜕𝑓 𝜕
=⇒ = 𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝑔(𝑦) .
𝜕𝑦 𝜕𝑦
∫
𝜕𝑓 𝜕
=⇒ = 𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝑔 0 (𝑦).
𝜕𝑦 𝜕𝑦
Since 𝜕𝑓
𝜕𝑦 = 𝑁 (𝑥, 𝑦) then
∫
𝜕𝑓 𝜕
= 𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝑔 0 (𝑦).
𝜕𝑦 𝜕𝑦
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Exact First Order Ordinary Differential Equations
∫
𝜕
=⇒ 𝑁 (𝑥, 𝑦) = 𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝑔 0 (𝑦)
𝜕𝑦
∫
0 𝜕
=⇒ 𝑔 (𝑦) = 𝑁 (𝑥, 𝑦) − 𝑀 (𝑥, 𝑦)𝑑𝑥
𝜕𝑦
∫ ∫
𝜕
=⇒ 𝑔(𝑦) = 𝑁 (𝑥, 𝑦) − 𝑀 (𝑥, 𝑦)𝑑𝑥 𝑑𝑦
𝜕𝑦
But from equation (1), we’ve
∫
𝑓 (𝑥, 𝑦) = 𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝑔(𝑦)
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Exact First Order Ordinary Differential Equations
∫ ∫ ∫
𝜕
=⇒ 𝑓 (𝑥, 𝑦) = 𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝑁 (𝑥, 𝑦) − 𝑀 (𝑥, 𝑦)𝑑𝑥 𝑑𝑦
𝜕𝑦
Since 𝑓 (𝑥, 𝑦) = 𝑐, hence
∫ ∫ ∫
𝜕
𝑐= 𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝑁 (𝑥, 𝑦) − 𝑀 (𝑥, 𝑦)𝑑𝑥 𝑑𝑦
𝜕𝑦
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Exact First Order Ordinary Differential Equations
∫
=⇒ 𝑓 (𝑥, 𝑦) = 𝑁 (𝑥, 𝑦)𝑑𝑦 + 𝑔(𝑥) (2)
∫
𝜕𝑓 𝜕
=⇒ = ( 𝑁 (𝑥, 𝑦)𝑑𝑦 + 𝑔(𝑥))
𝜕𝑥 𝜕𝑥
∫
𝜕𝑓 𝜕
=⇒ = 𝑁 (𝑥, 𝑦)𝑑𝑦 + 𝑔 0 (𝑥).
𝜕𝑥 𝜕𝑥
Since 𝜕𝑓
𝜕𝑥 = 𝑀 (𝑥, 𝑦) then ∫
𝜕𝑓 𝜕
= 𝑁 (𝑥, 𝑦)𝑑𝑦 + 𝑔 0 (𝑥)
𝜕𝑥 𝜕𝑥
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Exact First Order Ordinary Differential Equations
∫
𝜕
=⇒ 𝑀 (𝑥, 𝑦) = 𝑁 (𝑥, 𝑦)𝑑𝑦 + 𝑔 0 (𝑥)
𝜕𝑥
∫
𝜕
=⇒ 𝑔 0 (𝑥) = 𝑀 (𝑥, 𝑦) − 𝑁 (𝑥, 𝑦)𝑑𝑦
𝜕𝑥
∫ ∫
𝜕
=⇒ 𝑔(𝑥) = 𝑀 (𝑥, 𝑦) − 𝑁 (𝑥, 𝑦)𝑑𝑦 𝑑𝑥.
𝜕𝑥
But from equation (2), we’ve
∫
𝑓 (𝑥, 𝑦) = 𝑁 (𝑥, 𝑦)𝑑𝑦 + 𝑔(𝑥)
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Exact First Order Ordinary Differential Equations
∫ ∫ ∫
𝜕
=⇒ 𝑓 (𝑥, 𝑦) = 𝑁 (𝑥, 𝑦)𝑑𝑦 + 𝑀 (𝑥, 𝑦) − 𝑁 (𝑥, 𝑦)𝑑𝑦 𝑑𝑥
𝜕𝑥
Since 𝑓 (𝑥, 𝑦) = 𝑐, hence
∫ ∫ ∫
𝜕
𝑐= 𝑁 (𝑥, 𝑦)𝑑𝑦 + 𝑀 (𝑥, 𝑦) − 𝑁 (𝑥, 𝑦)𝑑𝑦 𝑑𝑥
𝜕𝑥
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Exact First Order Ordinary Differential Equations
Example 1.18
Solve
2𝑥𝑦𝑑𝑥 + (𝑥 2 − 1)𝑑𝑦 = 0.
Solution.
With 𝑀 (𝑥, 𝑦) = 2𝑥𝑦 and 𝑁 (𝑥, 𝑦) = 𝑥 2 − 1, we have
𝜕𝑀 𝜕𝑁
= 2𝑥 =
𝜕𝑦 𝜕𝑥
Thus the equation is exact, there exists a function 𝑓 (𝑥, 𝑦) such that
𝜕𝑓 𝜕𝑓
= 𝑥𝑦 and = 𝑥 2 − 1.
𝜕𝑥 𝜕𝑦
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Exact First Order Ordinary Differential Equations
𝑓 (𝑥, 𝑦) = 𝑥 2 𝑦 + 𝑔(𝑦).
Taking the partial derivative of the last expression with respect to 𝑦 and setting the result equal to
𝑁 (𝑥, 𝑦) gives
𝜕𝑓
= 𝑥 2 + 𝑔 0 (𝑦) = 𝑥 2 − 1
𝜕𝑦
it follows that 𝑔 0 (𝑦) = −1 and 𝑔(𝑦) = −𝑦. Therefore, 𝑥 2 𝑦 − 𝑦 = 𝑐 is the general solution.
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Exact First Order Ordinary Differential Equations
Example 1.19
Solve
2𝑥 + 𝑦 3 + (3𝑥𝑦 2 − 𝑒 −2𝑦 )𝑦 0 = 0.
Solution.
2𝑥 + 𝑦 3 + (3𝑥𝑦 2 − 𝑒 −2𝑦 )𝑦 0 = 0
𝜕𝑓
⇐⇒ = 𝑀 (𝑥, 𝑦) = 2𝑥 + 𝑦 3
𝜕𝑥
⇐⇒ 𝑓 (𝑥, 𝑦) = 𝑥 2 + 𝑦 3 𝑥 + 𝑔(𝑦)
𝜕𝑓
⇐⇒ = 3𝑦 2 𝑥 + 𝑔 0 (𝑦) = 𝑁 = 3𝑥𝑦 2 − 𝑒 −2𝑦
𝜕𝑦
⇐⇒ 𝑔 0 (𝑦) = −𝑒 −2𝑦 .
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Exact First Order Ordinary Differential Equations
𝑒 −2𝑦
⇐⇒ 𝑔(𝑦) = + 𝑐1
2
Therefore
𝑒 −2𝑦
𝑓 (𝑥, 𝑦) = 𝑥 2 + 𝑦 3 𝑥 + + 𝑐1
2
𝑒 −2𝑦
⇐⇒ 𝑥 2 + 𝑦 3 𝑥 + + 𝑐1 = 𝑐2
2
or
𝑒 −2𝑦
𝑥2 + 𝑦3𝑥 + +𝑐 = 0
2
is an implicit solution of the DE.
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Exact First Order Ordinary Differential Equations
Exercise
Solve
(sin(𝑥) cosh(𝑦))𝑑𝑥 − (cos(𝑥) sinh(𝑦))𝑑𝑦 = 0
1 𝐼𝑉 𝑃
𝑦(0) = 0
2 (𝑥 2 − 𝑦 2 )𝑑𝑥 − 2𝑥𝑦𝑑𝑦 = 0.
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Integrating Factors
Definition 1.15
Suppose the DE 𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝑁 (𝑥, 𝑦)𝑑𝑦 = 0 is not exact but after multiplying it by a suitable
function say 𝐼 (𝑥, 𝑦), the new equation 𝐼 𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝐼 𝑁 (𝑥, 𝑦)𝑑𝑦 = 0 is exact. In this case
such a multiplier function 𝐼 (𝑥, 𝑦) is called an integrating factor of the DE.
then
𝐼 𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝐼 𝑁 (𝑥, 𝑦)𝑑𝑦 = 0
is exact DE, i.e.,
(𝐼 𝑀) 𝑦 = (𝐼 𝑁) 𝑥 ⇔ 𝐼 𝑦 𝑀 + 𝑀 𝑦 𝐼 = 𝐼 𝑥 𝑁 + 𝑁 𝑥 𝐼.
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Integrating Factors
Remark
Generally finding an integrating factor is difficult, however for some DEs the following theorem
can be used.
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Integrating Factors
Theorem 1.1
Consider the DE 𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝑁 (𝑥, 𝑦)𝑑𝑦 = 0 which is not exact
but 𝐼 𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝐼 𝑁 (𝑥, 𝑦)𝑑𝑦 = 0 is exact, then
If 𝐼 and 𝑁1 (𝑀 𝑦 − 𝑁 𝑥 ) are independent of 𝑦 and say 𝑁1 (𝑀∫𝑦 − 𝑁 𝑥 ) = 𝑔(𝑥) then the integrating
factor of 𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝑁 (𝑥, 𝑦)𝑑𝑦 = 0 is given by 𝐼 (𝑥) = 𝑒 𝑔 ( 𝑥 ) 𝑑 𝑥 .
If 𝐼 and 𝑀1
(𝑀 𝑦 − 𝑁 𝑥 ) are independent of 𝑥 and say 𝑀1
(𝑀 𝑦 ∫− 𝑁 𝑥 ) = ℎ(𝑦) then the integrating
factor of 𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝑁 (𝑥, 𝑦)𝑑𝑦 = 0 is given by 𝐼 (𝑦) = 𝑒 − ℎ( 𝑦) 𝑑𝑦 .
Proof: Left as exercise.
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Integrating Factors
Example 1.20
Solution.
=⇒ 𝑀 𝑦 = 4𝑦 cos(𝑦 2 ) ≠ 𝑦 cos(𝑦 2 ) = 𝑁 𝑥
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Integrating Factors
which is independent of 𝑦.
Therefore ∫ 3
𝐼 (𝑥) = 𝑒 𝑥 𝑑𝑥 = 𝑥3
Hence
2𝑥 3 sin(𝑦 2 )𝑑𝑥 + 𝑥 4 𝑦 cos(𝑦 2 )𝑑𝑦 = 0
is exact DE.
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Integrating Factors
Exercise
1 Find an integrating factor of the DE
2 Determine whether − 𝑥12 is an integrating factor for the DE 𝑦𝑑𝑥 − 𝑥𝑑𝑦 = 0 or not.
Remark
The solution of exact DE 𝐼 𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝐼 𝑁 (𝑥, 𝑦)𝑑𝑦 = 0 is the solution of non-exact DE
𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝑁 (𝑥, 𝑦)𝑑𝑦 = 0, where 𝐼 is an integrating factor of 𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝑁 (𝑥, 𝑦)𝑑𝑦 = 0.
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Linear First Order Differential Equations
Definition 1.16
A DE that can be expressed of the form
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Linear First Order Differential Equations
Example 1.21
Method of Solving.
Case 1. If 𝑓 (𝑥) = 0, then equation 3 becomes,
𝑑𝑦
𝑦 0 + 𝑝(𝑥)𝑦 = 0 ⇐⇒ = −𝑝(𝑥)𝑑𝑥 { Separated DE.
𝑦
∫
⇐⇒ ln |𝑦| = − 𝑝(𝑥)𝑑𝑥 + 𝑐 1
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Linear First Order Differential Equations
∫ ∫
⇐⇒ |𝑦| = 𝑒 𝑐1 𝑒 − 𝑝(𝑥)𝑑𝑥
= 𝑐𝑒 − 𝑝(𝑥)𝑑𝑥
∫
⇐⇒ 𝑦 = 𝑐𝑒 − 𝑝(𝑥)𝑑𝑥
{ is the general solution.
Case 2. If 𝑓 (𝑥) ≠ 0, then equation 3 becomes,
⇐⇒ ( 𝑝(𝑥)𝑦 − 𝑓 (𝑥))𝑑𝑥 + 𝑑𝑦 = 0
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Linear First Order Differential Equations
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Linear First Order Differential Equations
∫ ∫ ∫
𝑝(𝑥)𝑑𝑥 𝑝(𝑥)𝑑𝑥 𝑝(𝑥)𝑑𝑥
⇐⇒ 𝑒 𝑑𝑦 + 𝑦 𝑝(𝑥)𝑒 𝑑𝑥 = 𝑓 (𝑥)𝑒 𝑑𝑥
∫ ∫
𝑝(𝑥)𝑑𝑥 𝑝(𝑥)𝑑𝑥
⇐⇒ 𝑑 𝑦𝑒 = 𝑓 (𝑥)𝑒 𝑑𝑥
∫ ∫ ∫
𝑝(𝑥)𝑑𝑥 𝑝(𝑥)𝑑𝑥
⇐⇒ 𝑦𝑒 = 𝑓 (𝑥)𝑒 𝑑𝑥 + 𝑐
∫ ∫ ∫
− 𝑝(𝑥)𝑑𝑥 𝑝(𝑥)𝑑𝑥
⇐⇒ 𝑦 = 𝑒 𝑓 (𝑥)𝑒 𝑑𝑥 + 𝑐
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Linear First Order Differential Equations
∫
1 ∫
𝑝(𝑥)𝑑𝑥 𝑐
⇐⇒ 𝑦 = 𝑓 (𝑥)𝑒 𝑑𝑥 +
𝐼 (𝑥) 𝐼 (𝑥)
is the general solution
Remark
Sometimes FOODE can’t be put in the standard form 𝑦 0 + 𝑝(𝑥)𝑦 = 𝑓 (𝑥) for such DEs we regard 𝑦
as an independent variable and 𝑥 a dependent variable and may write the DE of the form,
𝑑𝑥
𝑑𝑦 + 𝑝 1 (𝑦)𝑥 = 𝑞 1 (𝑦).
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Linear First Order Differential Equations
Example 1.22
(𝑥 + 2𝑦 3 ) 𝑑𝑑𝑦𝑥 = 𝑦 { Non-Linear
But 𝑥 0 − 1𝑦 𝑥 = 2𝑦 2 is Linear
Example 1.23
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Linear First Order Differential Equations
Solution. Write the given equation as
1
𝑦0 + 𝑦 = 2
𝑥
here 𝑝(𝑥) = 1𝑥 , then I.F is 𝑒 ln( 𝑥 ) = 𝑥 , and so
𝑑
(𝑥𝑦) = 2𝑥
𝑑𝑥
gives 𝑥𝑦 = 𝑥 2 + 𝑐. Solving for 𝑦 yields the general solution
𝑐
𝑦 =𝑥+
𝑥
But 𝑦(1) = 0 implies 𝑐 = −1. Hence the particular solution is
1
𝑦 = 𝑥 − , 0 < 𝑥 < ∞.
𝑥
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Linear First Order Differential Equations
Example 1.24
Solve
𝑦 0 + 5𝑦 = 𝑥.
Solution.
In this DE 𝑝(𝑥) = 5. Hence
∫ ∫
𝑝(𝑥)𝑑𝑥 5𝑑 𝑥
𝐼 (𝑥) = 𝑒 =𝑒 = 𝑒 5𝑥 ⇐⇒ 𝐼 (𝑥) = 𝑒 5𝑥
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Linear First Order Differential Equations
Therefore
𝑦 0 𝑒 5𝑥 + 5𝑦𝑒 5𝑥 = 𝑥𝑒 5𝑥
is exact DE. ∫ ∫
5𝑥
⇐⇒ 𝑑 (𝑦𝑒 ) = 𝑥𝑒 5𝑥 𝑑𝑥 + 𝑐
𝑥 5𝑥 1 5𝑥
⇐⇒ 𝑦𝑒 5𝑥 = 𝑒 − 𝑒 +𝑐
5 25
𝑥 1
⇐⇒ 𝑦 = − + 𝑐𝑒 −5𝑥
5 25
is the General Solution.
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Linear First Order Differential Equations
Exercise
Solve
1 𝑦 0 + 𝑦 cos(𝑥) = sin(𝑥).
2 𝑦0 + 𝑦 = 1
1+𝑒2𝑥
.
𝑦 0 = 𝑥 3 − 2𝑥𝑦
3 𝐼𝑉 𝑃.
𝑦(1) = 1
4 (𝑥 + 2𝑦 3 )𝑦 0 = 𝑦.
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Non-Linear First Order Differential Equations
Bernoulli’s DE
Form:
𝑦 0 + 𝑝(𝑥)𝑦 = 𝑓 (𝑥)𝑦 𝑟 , 𝑟 ∈ R. (5)
Method of Solving.
1 If 𝑟 = 0 then (5) reduced to FOLDE.
2 If 𝑟 = 1 then (5) is separable.
3 For 𝑟 ≠ 0,
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Non-Linear First Order Differential Equations
𝑣0
+ 𝑝(𝑥)𝑣 = 𝑞(𝑥) ⇐⇒ 𝑣 0 + (1 − 𝑟) 𝑝(𝑥)𝑣 = (1 − 𝑟)𝑞(𝑥).
1−𝑟
Which is FOLDE. Therefore the Bernoulli’s DE with 𝑣 = 𝑦 (1−𝑟 ) reduces to a linear FODE.
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Non-Linear First Order Differential Equations
Example 1.25
Solve
𝑥𝑦 0 − 𝑦 = 𝑥 2 𝑦 2 , 𝑥 > 0.
Solution.
The DE is Bernoulli’s with 𝑟 = 2. 𝑥𝑦 0 − 𝑦 = 𝑥 2 𝑦 2 ⇐⇒ 𝑦 0 𝑦 (−2) − 1𝑥 𝑦 −1 = 𝑥. Put 𝑣 = 𝑦 −1 , then
𝑣 0 = −𝑦 −2 𝑦 0 .
Substituting: −𝑣 0 − 1𝑥 𝑣 = 𝑥 ⇐⇒ 𝑣 0 + 1𝑥 𝑣 = −𝑥 { FOLDE.
∫ 1
𝐼 (𝑥) = 𝑒 𝑥 𝑑𝑥 = 𝑥.
𝑑 ( 𝑥𝑣)
=⇒ 𝑥𝑣 0 + 𝑣 = −𝑥 2 ⇐⇒ 𝑑𝑥 = −𝑥 2
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Non-Linear First Order Differential Equations
−𝑥 3
∫
⇐⇒ 𝑥𝑣 = −𝑥 2 𝑑𝑥 + 𝑐 ⇐⇒ 𝑥𝑣 = 3 +𝑐
−𝑥 2
⇐⇒ 𝑦 −1 = 3 + 𝑐𝑥 −1
⇐⇒ 𝑦 = 3
3𝑐𝑥 −1 −𝑥 2
is the required G.S.
Exercise
Solve
1 𝑦 0 + 𝑦 = 𝑥 2 𝑦 −2 .
2 2𝑥𝑦𝑑𝑦 − (𝑥 2 + 𝑦 2 + 1)𝑑𝑥 = 0.
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Non-Linear First Order Differential Equations
The Riccati’s DE
Form:
𝑦 0 + 𝑝(𝑥)𝑦 + 𝑓 (𝑥)𝑦 2 = 𝑟 (𝑥). (7)
Method of solving.
• If 𝑓 (𝑥) = 0, then (7) is FOLDE.
• If 𝑟 (𝑥) = 0, then (7) is Bernoulli’s DE.
• In general Riccati’s DE can’t be solved by elementary methods. However, it can be solved if at
least one non-trivial particular solution is known.
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Non-Linear First Order Differential Equations
Suppose 𝑦 1 = 𝑦 1 (𝑥) is a non-trivial solution of (7). Let 𝑦 = 𝑣 + 𝑦 1 be the general solution of (7),
then 𝑦 0 = 𝑣 0 + 𝑦 10 and if we substitute these equations in (7), we get,
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Non-Linear First Order Differential Equations
which is Bernoulli’s DE. Therefore, if 𝑣 is the general solution of (8), then the general solution of
(7) is 𝑦 = 𝑣 + 𝑦 1 , where 𝑦 1 is the given non-trivial solution of (7).
Example 1.26
Solution.
The given DE is Riccat’s DE.
Let 𝑦 = 𝑣 + 𝑦 1 = 𝑣 + 1 is the general solution.
{ 𝑦0 = 𝑣0.
Substituting: 𝑣 0 + 𝑥(𝑣 + 1) 2 = 𝑥
⇐⇒ 𝑣 0 + 𝑥𝑣 2 + 2𝑥𝑣 + 𝑥 = 𝑥
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Non-Linear First Order Differential Equations
⇐⇒ 𝑣 0 + 𝑥𝑣 2 + 2𝑥𝑣 = 0
⇐⇒ 𝑣 0 + 2𝑥𝑣 = −𝑥𝑣 2 which is Bernoulli’s DE.
After some calculation, we get, 𝑣 = 1 1 𝑥2 .
− 2 +𝑐𝑒
Thus 𝑦 = 1
2 + 1 is the required general solution.
− 12 +𝑐𝑒 𝑥
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