Course Information

(CB1117 Engineering Mathematics)

Faculty : Dr Pui Tze Sian

School : School of Chemistry, Chemical
Engineering and Biotechnology
(CCEB)
Email : tspui@[Link]
Office : N1.3-B2-12
 CB1117 Engineering Mathematics
Lecture Schedule
Every Monday 2.30-4.30 PM, LT20. Every Wednesday 1.30-2.30 PM, LT1A.
Week Contents Tutorial
1 (12 – 16 Jan) Basic concept, separable DE, Homogeneous DE No Tutorial
2 (19 – 23 Jan) 1st ODE, Bernoulli’s equation, Modeling ODE Pui’s Tutorial
3 (26 – 30 Jan) Basic theory of 2nd linear ODE Pui’s Tutorial
4 (2 – 6 Feb) Homogeneous DE with constant coefficient Pui’s Tutorial
5 (9 – 13 Feb) Laplace transform, unit step functions Pui’s Tutorial
6 (16 – 20 Feb) Public Holiday (Eigen value method) No Tutorial
7 (23 – 27 Feb) Prof. Liu’s class Pui’s Tutorial
Recess week
8 (9 – 13 Mar) Review and Quiz 1 No Tutorial
9 16 – 20 Mar) Prof. Liu’s class Liu’s Tutorial
10 (23 – 27 Mar) Prof. Liu’s class Liu’s Tutorial
11 (30 – 3 Apr) Prof. Liu’s class Liu’s Tutorial
12 (6 – 10 Apr) Prof. Liu’s class Liu’s Tutorial
13 (13 – 17 Apr) Prof. Liu’s class Liu’s Tutorial

Quiz (20%): 1.30 – 2.15 PM on 11st March, Wednesday at LT1A.

Grading Policy

• Continuous Assessment (CA): 40% of total grade

➢ Quiz One: 11st Mar, Wednesday: 1.30-2.15 PM (20%)
➢ Quiz Two: TBC
➢ No make-up test

• Final Exam: 60% of total grade

➢ A 2-hour closed-book exam

Topic 1: Introduction 3
What is this course about?

• Part One Ordinary Differential Equations (ODEs)

➢ First-order ODEs: solutions methods and modelling

➢ Second-order and higher-order linear ODEs
➢ Laplace Transforms
➢ System of ODEs

• Part two Multivariable and vector Calculus

➢ Partial differentiation and extrema of multi-variable functions

➢ Multiple integrals
➢ Vector algebra and differential calculus
➢ Line integrals and surface integrals

Topic 1: Introduction 4
Textbooks and Course Materials

• Textbooks
➢ Kreysgiz E, Advanced Engineering Mathematics, 10th edition, John Wiley &
Sons, 2011
➢ Thomas’ Calculus, 15th edition, 2024
➢ Glyn James, Modern Engineering Mathematics, 5th edition, Pearson

• NTULearn

➢ Lecture notes
➢ Lecture slides
➢ Tutorials & solutions

Topic 1: Introduction 5
 First Order Differential Equations

Topic 1: Introduction 6
Outline

1. Basic concepts

2. Separable Differential Equations

3. Homogeneous DE (reducible to separable DE)

4. First-Order Linear Differential Equations

5. Bernoulli’s Equations (reducible to 1st order linear DE)

6. Applications: modeling by ODEs

Topic 1: Introduction 7
Why Differential Equations?

• Differential equation (DE) has become the cornerstone of

mathematical modeling. DE is the main tool to describe physical and
engineering processes.

• DE arise naturally in many areas involving rate of change such as

motion of fluids, motion of mechanical systems, populations
dynamics, option price and many others

• One of the oldest subjects in modern mathematics

Topic 1: Introduction 8
Why Differential Equations?

• Much of our understanding of physical and engineering processes

comes from our ability to solve differential equations

• Only special types of DE can be solved analytically, so the solutions

of most DE have to resort to numerical means.

• For solvable DE, it is essential to identify the type and use the right
technique to resolve the underlying problem.

Topic 1: Introduction 9
Engineering Examples 1 (Mixing Problem)

A tank contains 1000 liters of brine with 15 kg of dissolved salt. Pure water enters the tank at a rate
of 10 liters/min. The solution is kept thoroughly mixed and drains from the tank at the same rate.
-
How much salt is in the tank after t minutes?
-

(kg)
rate :
kg of sal +
/per win
Let A(t) be the amount of salt after t minutes in tank
10 liters/min
dA
= ( rate in of salt ) − ( rate out of salt )
rate ? dt
i
cousx
why

dA (concentration in) x (rate of water flow in)

-

=
10 liters/min
-
N

volume
n dt - (concentration out) x (rate of water flow out)
l
=
kg/min
A (t ) A (t )
-

dA min

= 0− ( )
10 = −
dt 1000 100
↓
comm luce
amount

3 sat not entering only

, waterhe

Topic 1: Introduction 10
Engineering Examples 1 (Mixing Problem-Con’t)

dA A (t ) 1 1
10 liters/min =− =− dt
dt 100 A(t ) 100

Integrate both side

1 1
 dA =  − dt A ( t ) = Ce −1/100t
10 liters/min al A 100
In/A(t)) Toot C can be found using initial condition, A(0) = 15 kg
=

Alt)
= o A ( 0 ) = 15 = Ce −1/100( 0) C = 15
C
So, the salt in the tank after t minutes is

A ( t ) = 15e −1/100t

Topic 1: Introduction 11
What is a Differential Equation?

Definition
• A differential equation is an equation involving one or more derivative of
-

an unknown function. A with the highest order

>
-

• The highest derivative occurring in a differential equation is called the

=

order of the differential equation.

Example of a differential equation:

5
d y d y
3 2

3
+  2  + cos x = 0 or y +(y
'''
)
'' 5
+ cos x = 0
dx  dx 

What is its order? Answer: Order 3

Topic 1: Introduction 12
Ordinary Differential Equations (ODEs)

An ordinary differential equations is one which the unknown function

depends only on one variable

Example
dy
1 + y = x2 of order 1
dx
2  '' ( t ) = − 2 ( t ) of order 2

 d 
3 sin   + tan −1
 =1 of order 1
 dx 

Topic 1: Introduction 13
 ordinary d E is usually
Partial Differential Equations (PDEs)
.

>
-

with one independent

variable :
time (5) while partial

differential equation is involving more

than our variable time and spaces

A PDE is a DE involving an unknown function of two or more variables

1 3D Laplace equation: Find u(x,y,z)

 2u  2u  2u
+ 2 + 2 =0 of order 2
x y
2
z
2 Wave equation: Find w(x,t)
 2  2

=c 2

t 2
x 2
Where x: spatial variable; t: time variable; c: wave speed

Topic 1: Introduction 14
Linear DE v.s. Nonlinear DE

ODEs can be classified into Linear ODE or Nonlinear ODE. How to

distinguish linear DE from nonlinear DE?

Definition
A linear ODE of order n must be of the form

an y ( n ) + an −1 y ( n −1) + ... + a1 y ' + ao y = f ( x )

Where a0, a1, …, an are given constants or given functions of x (note: can
be zero). In each term involving y, y’, y’’, …or y(n), the power of them can
only be exactly ONE.

All DEs not in the above form must be nonlinear.

Topic 1: Introduction 15
Example

a
linearitydepend out

1 The equations isn't this non-linear ?

Vinable
-

ly)

↑
2 how to know the

y ''+ xy '+ sin( x) y = e x

and xy '''+ 4 x y '−
2
y=0 dependent variable ?

=
1+ x 2 y and

are in
Is derivatives
the D .
E

are linear ODE of order 2 and order 3, respectively

the "y" terms
2 The equations over here
are non-linear

y ''+ x sin ( y ' ) − xy = x 2

-
and y ''− x 2 y + y 2 = 0
=

are nonlinear ODE of order 2, where the nonlinear terms

are sin ( y ' ) and y 2

Topic 1: Introduction 16
Exercise

State the order and classify each equation as linear or nonlinear.

1. y ''+ y '+ y = 0 L

y ''+ ( y ') + y = 0
2
2. NL

3. ( sin x ) y '
+y=0 L

4. ( sin ( xy '
)) + y = 0 N

5. 2 xy ''+ y '+ x = 0 3 L

Topic 1: Introduction 17
 for
differential is
not

Solution to an ODE
a
solution
·

the whole
equation number it is the
le
using
function
- is
also mustion
internal
& intervalthat
E
the
the

Definition ensuresecined
in

A function y = f(x) on an interval I is a solution to a DE on I, if the

substitution y=f(x) into the equation makes it hold.
↓ '(x) and
Example: Consider the differential equation sub y =
f(x) , y = 6

and see it
= 0 .

"(X)
yf

y ''− 5 y '+ 6 y = 0
(i) Verify that y1 ( x ) = e 2 x and y2 ( x ) = e3 x are both solutions.
neea
sex/
(x) ez
(ii) What about the linear combination: Y, =

the
222
y ( x ) = c1 y1 ( x ) + c2 y2 ( x ) ,
al
y , ()
=

J,
"
(x) = Ye22

ne102 51214 +
where c1 , c2 are arbitrary real constants
-

0
(snown)
(iii) Find a solution that satisfies y ( 0 ) = 1, y ' ( 0 ) = −1
=

=
RHS
CMS

Topic 1: Introduction 18
Solution to an ODE ( Solved In class)

Topic 1: Introduction 19
General solution v.s. particular solution

A function is called the general solution (GS) of a DE, if it describes all -

solutions of the equation. GS contains arbitrary constants, and the number

-

of constants = order of DE7 y 2x

but if initial solutions
given , eg (1 , 5) ... (solves
solutions .
all
possible eg
: =
to give y , so it is a
particular

.
solution . x2 +Y
Example (2
h
Y = = 2 y =

be anything

The function  ( t ) = C1 sin t + C2 cos t , where C1 and C2 are arbitrary

constants, is a general solution to  ''+  2 = 0

If the constants in a GS are uniquely determined by some initial conditions,

the solution is called a particular solution, e.g., ODE (1) with (iii) in the
previous slide.

Topic 1: Introduction 20
Exercise

1. Find the*
general solution of the differential equation
-

St-best
d 2x
=

E -
e3t +c

= t − 3e 3t

dt 2 x = JE-e3t = + + + 2

2nd order D .
E
constants
means 2
arbitrary

2. Find the function x ( t ) that satisfies the initial-value problem

X :

-3 test
Yet
2
d x dx 5+C +2 4

x ( 0 ) = 4, ( 0 ) = 2,
-
=

= t − 3e 3t
1 D
-

H= 2

dt 2
x+ ( =

dt
-

(2 =
3

sub( = 3 into D
2 =

13 -
3 =
b

Topic 1: Introduction 21
Solution 1 and 2 ( Solved In class)

Topic 1: Introduction 22
Geometric interpretation of first-order ODE

In general, we can write a first-order ODE as

dy
= f ( x, y ) , xI (2)
dx
Where f(x,y) is a known function of x and y.
1. The graph of any solution y =  ( x) in xy-plane is a curve, called a solution
curve.

2. The slope of the tangent line of the solution curve y =  ( x) equals to the value
as by (2),
dy
= f ( x,  ( x ) ) , xI
dx

Topic 1: Introduction 23
Direction field: behavior of solutions

Drawing through each point (x,y) a small line segment with a slope f(x,y), the
resulting sketch is called the slope field or direction field of the equation (2) [Matlab
function: quiver()]

Example: Plot the direction fields of (i) y ' = 2 − y (left); and (ii) y ' = y ( y + 2 )(right)
&

Topic 1: Introduction 24
Types of 1st order ODEs in this course

1 Type I: Separable DE
2 Type II: Reducible to Separable: Homogeneous DE

3 Type III: First Order Linear DE

4 Type IV: Reducible to Type III: Bernoulli’s Equation

5 Type V: Exact DE (to be studied after multivariable calculus)

Skills required: Familiar with basic integration techniques

Topic 1: Introduction 25
Outline

1. Basic concepts

2. Separable Differential Equations

3. Homogeneous DE (reducible to separable DE)

4. First-Order Linear Differential Equations

5. Bernoulli’s Equations (reducible to 1st order linear DE)

6. Applications: modeling by ODEs

Topic 1: Introduction 26
Type I – Separable DE

Definition. A first-order DE is called separable, if it can be written in the

form (can “separate” functions in x, y):

p ( y) y ' = q ( x) or p ( y ) dy = q ( x ) dx (3)

Example: Which of the following DEs is separable?

(a) ( y 2 + e y ) y ' = x 2 + sin 3x Yes

(b) y 2 + e y y ' = x sin 3x No

(c) y ' = x e
2 y
Yes

Topic 1: Introduction 27
Solution formula

General Solution. Eqn. (3) has the general solution

 p ( y ) dy =  q ( x )dx + C (4)

Where C is an arbitrary constant.

Derivation: integrating (3) on both sides w.r.t. x:

 p ( y ) y ' dx =  q ( x )dx + C
dy
We get (4).

Topic 1: Introduction 28
Example

dy
Solve (1 + y 2 ) dx
= x cos x, y ( ) = 0

Solution: This differential equation is separable.

Integrating both sides of the differential equation yields

 (1 + y ) dy =  x cos x dx + C (5)
2

We have y3 (6)
 (1 + y ) dy = y + 3
2

Using integration by parts, leads to

 x cos dx = x sin x −  sin x dx = x sin x + cos x (7)

Topic 1: Introduction 29
Example (Cont’d)

Therefore, the GS is
y3
y+ = x sin x + cos x + C ,
3
which is in implicit form
We now impose the condition: y ( ) = 0 (i.e., when x =  , y = 0 )
to determine C:
03
0 + =  sin  + cos  + C  C =1
3 3
y
The particular solution is y+ = x sin x + cos x + 1,
3
Note: For the integrals in (6) – (7), we should add arbitrary constants at RHS.
Here, we omit them for the reason that they will be absorbed by the arbitrary
constant in (5).
Topic 1: Introduction 30
Alternative form: y ' = f ( x )  g ( y )

Is the ODE y ' = f ( x )  g ( y ) separable?

It can be expressed as

1 dy
= f ( x), if g ( y)  0 (8)
g ( y ) dx

The above differential equations is separable, which can be solved as follows

1
 g ( y ) dy =  f ( x ) dx + C (9)

Note that in writing the above DE, we have assumed g ( y )  0

Topic 1: Introduction 31
Example

Solve the DE xy ' = (1 − 2 x 2 ) tan y, tan y  0 (10)

Solution: We rewrite it in a separable form

dy 1 − 2x2
x = (1 − 2 x 2 ) tan y  cot y dy = dx (11)
dx x
Direct integration leads to
(6)
1− 2x 2

 cot y dy =  x dx + C
Working out the integrals gives
(7)
ln sin y = ln x − x 2 + C
Topic 1: Introduction 32
Example (Cont’d)

which implies

ln sin y ln x − x 2 + C − x2 − x2
e =e  sin y = e x eC
 sin y = e xe
C

Denoting Q = e , we find
C

− x2
sin y = Qxe (12)

Topic 1: Introduction 33
Exercise

Solve the equation dx

= 4 xt , x0
dt

Key: The GS is
2t 2 + C
x=e

Topic 1: Introduction 34
Engineering Application - Exponential growth and decay

Overview: A most common separable equation is one for exponential growth.

These types of phenomenon occur when
the rate at which y changing is proportional to y.
𝑑𝑦
In other words, = 𝑘𝑦 , where k is a positive constant
𝑑𝑡

The value k is called the relative growth rate because it measures how quickly y is
changing with respect to itself ,
1 𝑑𝑦
𝑘=
𝑦 𝑑𝑡
𝑑𝑦
Separating the variables and integrating, it can be shown that given = 𝑘𝑦 and 𝑦 0 = 𝑦0
𝑑𝑡
We have
𝑦 = 𝑦𝑜 𝑒 𝑘𝑡

Topic 1: Introduction
Engineering Application Example

A bacteria culture has a constant relative growth rate of 0.672 cells per day.
At the beginning, there are 8 cells.

a. Find the population size after 10 days.

b. When will there be 100,000 cells?

Topic 1: Introduction 36
[Link]
Outline

1. Basic concepts

2. Separable Differential Equations

3. Homogeneous DE (reducible to separable DE)

4. First-Order Linear Differential Equations

5. Bernoulli’s Equations (reducible to 1st order linear DE)

6. Applications: modeling by ODEs

Topic 1: Introduction 37
Type II. Homogeneous DE

The special type is of the form:

 y (13)
y ' = f ( x, y ) = F  
x
y
In other words, the RHS is a function of the ratio only, e.g.,
x
y y3 x x
y ' = + 1; y' = 3 + ; y ' = sin
x x y y

Note that there are many NOT in this form, e.g.,

y y4 y x
y ' = 2 + 1; y' = 3 + ; y ' = sin   + x
x x x  y

Topic 1: Introduction 38
Homogeneous function

Definition. A function f(x,y) is said to be homogeneous, if

f(tx,ty) = tnf(x,y), for t > 0
We call the DE(13) a homogeneous ODE.
x2 − y 2
Example. Check that f ( x, y ) = is homogeneous.
2 xy + y 2
Note: Factoring x 2 from the numerator and denominator, we have
x 2 1 − ( y / x ) 
2
( )
2
  = 1 − y / x
f ( x, y ) =
x 2 y / x + ( y / x)
2   ( )
2 2
2 y / x + y / x
 
Thus it is a function in a single variable
1−V 2 y
f ( x, y ) = F (V ) = , V=
2V + V 2
x
Topic 1: Introduction 39
Substitution technique for Homogeneous DE

Substituting
y
V ( x) = i.e., y = xV (14)
x
Into the homogeneous equation: y ' = F ( y / x ) , we find
d ( xV ) dV
=V + x = F (V ) ,
dx dx
Or equivalently,
dV
x = F (V ) − V
dx

If F (V ) − V  0 , we can solve it as a separate DE:

1 1 1
F (V ) − V
dV = dx
x
  F (V ) − V dV = ln x + C
GS: substituting V = y / x back and check special solutions
Topic 1: Introduction 40
Example

Solve dx
t2
= x 2 + xt , t  0, x  0
dt

Solution. Dividing both sides of the equation by t2 results in

dx x 2 x
= 2 +
dt t t
Making the substitution y = x / t results in
dy 1 dy 1
t + y = y2 + y  =
dt y 2 dt t
The solution of this equation is
dy dt 1 −1 x −t
 y2  t
=  −
y
= ln t + C  y= =
ln t + C t
So, x=
ln t + C

Topic 1: Introduction 41
Exercise

1. Find the solution of the initial-value problem

dx
x3t = 5t 4 + x 4 , x (1) = 4
dt

2. Find the general solution of the differential equation

dx 2  9x 
t = x + 9t sin  
dt  t 

Topic 1: Introduction 42
Solution 1 ( Solved In class)
dx
xt3
= 5t 4 + x 4 , x (1) = 4
dt
Dividing both sides by x4
t dx 5t 4
= 4 +1 (1)
x dt x
x dx dy
Let y = ; since x = yt and therefore =t + y
t dt dt
x dx dy
Substituting y = and = t + y in (1) gives
t dt dt

1  dy  1 dy 1 dy 1
 t + y  = 5 4
+1  t + y=5 3 + y  t =5 3
y  dt  y dt y dt y

Topic 1: Introduction 43
Solution 1 and 2 ( Solved In class)
dt
y dy = 5
3
(2)
t
Integrating on both sides
dt y4
 y dy =  5 t  = 5ln t + C
3
where C is a constant to be determine
4
x
Substituting y =
t x
4

  1 x4
 t  = 5ln t + C  = 5ln t + C (3)
4
4 4t
Substituting t = 1 and x = 4 in (3) gives C = 64
1 x4
4
= 5ln t + 64  x 4 = t 4 ( 20 ln t + 256 )
4t
1
Solution is x = t ( 20 ln t + 256 ) 4

Topic 1: Introduction 44
Solution 2 ( Solved In class)
dx  9x 
t = x + 9t sin 2  
dt  t 

Dividing both sides by t

dx x  9x  (1)
= + 9sin 2  
dt t  t 
x dx dy
Let y = ; since x = yt and therefore =t + y
t dt dt
Substituting the results in equation (1) gives
dy dy
t + y = y + 9sin 2 9 y  t = 9sin 2 9 y
dt dt
Rewrite and integrating both side
1 dy dt 1 dt
9  sin 2 9 y  t 9 t
=  cos ec 2
9 ydy =

Topic 1: Introduction 45
Solution 2 ( Solved In class)

1 dy dt 1 dt
9  sin 2 9 y  t 9 t
=  cos ec 2
9 ydy =

That is,
1 1 where C is an arbitrary
− cot 9 y = ln t + ln C  cot 9 y = − ln ( tC )
81 81 positive constant
x
Substituting y = ;
t
1  9x   1  x 1 −1   1 
cot   = ln    = cot  81ln   
81  t   tC  t 9   tC  

The general solution is

1   1 
x ( t ) = t cot −1  81ln   
9   tC  

Topic 1: Introduction 46
Type III First-Order Linear ODE

Definition
First-order linear ODE in the standard form:
y '+ p ( x ) y = q ( x ) , (15)

where p ( x ) and q ( x ) are known continuous on some interval.

In general, all first-order linear ODE are in the form

dy
a ( x) + b ( x) y = r ( x),
dx
Which can always be converted into the standard form (15).

Topic 1: Introduction 47
Theorem

The first-order linear ODE in the standard form:

y '+ p ( x ) y = q ( x ) ,
has the general solution
1 
I ( x ) = e
p ( x ) dx
y ( x) =   I ( x ) q ( x ) dx + C  , , (16)
I ( x)

or equivalently

y ( x) = e 
− p ( x ) dx  q x e  p( x )dx dx + C 
  ( )
(17)


How to derive this solution formula?

Topic 1: Introduction 48
Formula Derivation (in class)

Topic 1: Introduction 49
Example

Which differential equations are linear? If so, write them in the standard
form.
dy Linear
1 x2
+ xy = x 2 e x , x0
dx
dy
2 ( x + y ) + xy = e x , x  0 Non linear
dx
dy
3 + x 3 y = x, x0 Non linear
dx

dy x
4 ( x + 1) dx + e y = x sin y
2
Non linear

Topic 1: Introduction 50
Steps to solve a ( x ) y '+ b ( x ) y = r ( x )

1 Important: Convert
a ( x ) y '+ b ( x ) y = r ( x )
to the standard form where the coefficient of y’ is 1:
y '+ p ( x ) y = q ( x )
2 Compute the integrating factor:

I ( x) = e  p ( x ) dx

3 General solution is given by

1 
y ( x) =  I ( x ) q ( x ) dx + C 
I ( x)  

Topic 1: Introduction 51
Example

Solve the differential equation

dy 1
+ y = ex , x0 (18)
dx x

Solution. The above is a first order linear differential equation in standard form, where
1
coefficient of y is p ( x ) = .
x
Compute the integration factor:
1
I ( x ) = e
dx
x
= eln x = x (19)

Then by the solution formula and using integration by parts, we find the GS is
1 1
𝑦= න𝑥𝑒 𝑥 𝑑𝑥 + 𝐶 = [𝑥𝑒 𝑥 − 𝑒 𝑥 + 𝐶]
𝑥 𝑥

Topic 1: Introduction 52
Example

Solve the initial value problem (IVP):

xy '− 2 y = 5 x 2 , y (1) = 2

Solution. We first convert it into the standard form

2
y '− y = 5 x
x
Then compute
2 1
−  dx 1
I ( x ) = e
p ( x ) dx −2ln x
ln 2
=e x =e =e x = 2 ,
x
and 1
 I ( x ) q ( x ) dx =  x 2 5xdx = 5ln x + C
Therefore the general solution is
y ( x) =
1
I ( x)
(  I ( x ) q ( x ) dx )
+ C = x 2
( 5ln x + C )

Topic 1: Introduction 53
Example(Cont’d)

Using the initial condition y (1) = 2 (i.e. x = 1 and y = 2) , we get C = 2. The

particular solution is
y ( x ) = x 2 ( 5ln x + 2 )

The graphs below show several integral curves for the differential equation, and
a particular solution (in red) whose graph passes through the initial point (1, 2).

Topic 1: Introduction 54
Engineering Application Example

A tank contains 10 liters of brine with 15 kg of dissolved salt. A solution of 2 kg/liter salt enters
the tank at a rate of 2 liters/min. The solution is kept thoroughly mixed and drained from the tank
at 1 liter/min. How much salt is in the tank after 5 minutes?

2 liters/min

1 liter/min

55
Outline

1. Basic concepts

2. Separable Differential Equations

3. Homogeneous DE (reducible to separable DE)

4. First-Order Linear Differential Equations

5. Bernoulli’s Equations (reducible to 1st order linear DE)

6. Applications: modeling by ODEs

Topic 1: Introduction 56
Type IV Bernoulli’s Equation

Definition
The Bernoulli’s equation of order n reads
dy
+ p ( x) y = q ( x) yn , (22)
dx
Where n (  0,1) is a real number. Observe that if n = 1, it is separable,
while if n = 0, it becomes linear. Hereafter, let n  1

General solution:


−(1− n ) p ( x ) dx  1 − n q x e(1− n )  p( x )dx dx + C 
( ) ( )
1− n
y =e  (23)

Topic 1: Introduction 57
 1− n
Substitution: U = y

Dividing (22) by yn, yields the equation

dy
+ p ( x ) y1− n = q ( x )
y−n (24)
dx
We make the change of variable:
du − n dy dy 1 du
U=y 1− n
 = (1 − n ) y  y −n
= ,
dx dx dx 1 − n dx
And eliminate y and y’ from (24):
dy 1 du
y −n
+ p ( x ) y1− n = q ( x )  + p ( x)u ( x) = q ( x)
dx 1 − n dx
Rewrite the new equation in the standard form:
du
+ (1 − n ) p ( x ) u ( x ) = (1 − n ) q ( x )
dx
P ( x) Q ( x)
Topic 1: Introduction 58
Solution Technique (Cont’d)

It is a linear equation in the unknown functions u(x). Thanks to the formula (17), the
general solution is

− P ( x ) dx
 Q x e  P( x )dx dx + C 
u ( x) = e   ( ) 


−(1− n ) p ( x ) dx  1 − n q x e(1− n )  p( x )dx dx + C 
=e ( ) ( ) 
Finally we change the variable back:


−(1− n ) p ( x ) dx  1 − n q x e(1− n )  p( x )dx dx + C 
( ) ( )
1− n
y =e 

Topic 1: Introduction 59
Example

Solve dy 3
+ y=
12
y 2/3
, x0 (25)
(1 + x )
1/2
dx x 2

Solution. This equation is a Bernoulli’s equation or order n=2/3. Dividing both sides of
DE by y2/3 : −2/3 dy 3 1/3 12
y + y =
dx x (1 + x )
2 1/2 (26)

We now let
du 1 −2/3 dy
u=y 1/3
 = y
dx 3 dx
Substitute them into (26) yields
du 3 12
3 + u=
dx x (1 + x )
2 1/2

Topic 1: Introduction 60
Example (Cont)

The standard form reads du 1 4

+ u=
dx x ( )
1 + x 2 1/2
(27)
An integrating factor for this equation is
1
I ( x) = e  x
dx
= eln x = x

So that equation (27) can be written as

d 4
( Iu ) = I
dx (1 + x )
2 1/2

So Integrating, we obtain
(1
u ( x ) = 4 (1 + x ) + C ,
x
2 1/2
)
And so the general solution to the original equation is
y1/3 =
1
x(4 (1 + x 2 ) + C
1/2
)
Topic 1: Introduction 61
Remark

We can directly substitute the functions and n into (23) to calculate the solution. More
precisely, we have

3 12 2
p ( x) = , q ( x) = , n=
(1 + x )
1/2
x 2 3

So by (23), the GS is
 
−(1/3)  (3/ x )dx  1 12 (1/3)  ( 3/ x ) dx
y1/3 = e  e dx + C 
 3 (1 + x 2 )1/2

 

= ... =
1
x (
4 (1 + x 2 ) + C
1/2
)

Topic 1: Introduction 62
Exercise

Solve the differential equation

dx
t x −t
2 3
= x 4 cos t
dt

Answer:
 t3 
x (t ) = 3  
 3sin t + C 

Topic 1: Introduction 63
Outline

1. Basic concepts

2. Separable Differential Equations

3. Homogeneous DE (reducible to separable DE)

4. First-Order Linear Differential Equations

5. Bernoulli’s Equations (reducible to 1st order linear DE)

6. Applications: modeling by ODEs

Topic 1: Introduction 64
Application 1: Modeling Electric Circuits

Circuit Measurements

Measurement Symbol Units

Time 𝑡 Seconds (sec)

Charge 𝑄(𝑡) Coulombs

Current 𝐼(𝑡) Amperes (amps)

Electromotive force (EMF) 𝐸(𝑡) Volts (V)

At any time t, the current 𝐼(𝑡) and the charge 𝑄(𝑡)
are related by two important rules: Circuit Devices

Device name Symbol Units Voltage drop

𝑑𝑄(𝑡)
𝐼 𝑡 = Capacitor 𝐶 Farads (F) 1
𝑑𝑡 𝐸𝐶 = 𝑄
𝐶
Kirchhoff’s Law Resistor 𝑅 Ohms (Ω) 𝐸𝑅 = 𝑅𝐼
𝐸𝐿 + 𝐸𝑅 + 𝐸𝐶 = 𝐸 Inductor 𝐿 Henries (H) 𝑑𝐼
𝐸𝐿 = 𝐿
𝑑𝑡

Topic 1: Introduction 65
Application 1: Modeling Electric Circuits

𝑑𝐼 1
𝐿 + 𝑅𝐼 + 𝑄 = 𝐸
𝑑𝑡 𝐶

𝑑𝑄
Since 𝐼 = , we get
𝑑𝑡

At any time t, the current 𝐼(𝑡) and the charge 𝑄(𝑡) 𝑑2 𝑄 𝑑𝑄 1

are related by two important rules: 𝐿 2 +𝑅 + 𝑄=𝐸
𝑑𝑡 𝑑𝑡 𝐶
𝑑𝑄(𝑡)
𝐼 𝑡 = Which is a second ODE
𝑑𝑡
Kirchhoff’s Law
𝐸𝐿 + 𝐸𝑅 + 𝐸𝐶 = 𝐸

Topic 1: Introduction 66
Application 1: Solving the DE for a series RL circuit

𝑑𝑖
Proof that the solution of the differential equation 𝑅𝑖 + 𝐿 = 𝑉 is
𝑑𝑡
𝑉 𝑅 Τ𝐿 𝑡
𝑖= 1−𝑒
𝑅

Topic 1: Introduction 67
Application example: The RL circuit

A series of RL circuit has an emf of 5 V, a resistance of 50 Ω, an inductance of 1 H, and no initial current.

Find the current in the circuit at any time t. Distinguish between the transient and steady-state current.

Topic 1: Introduction
Application 2: Cooling law

Suppose that we bring an object with temperature To into a room. If the temperature
of the object is higher than that of the room with temperature A, then the object will
begin to cool down. The process is governed by the Newton’s law of cooling:

The rate change of temperature of an object is proportional to the temperature

difference between the object and room.

Assume that the room is big enough, so the room temperature remains constant A.
The mathematical translation of the law is

dT
= k ( A −T ), t  0; T ( t = 0 ) = To (28)
dt

where T is the temperature of the object at time t, and k is the proportional constant.

Topic 1: Introduction 69
 It is evident that (28) is a linear equation in the standard form:

dT
+ kT = kA, t  0; T ( 0 ) = To (29)
dt

Using the formula (17) with xo = 0, p = k and q = kA (note: now t is the independent
variable), we

T ( t ) = To e − kt + A (1 − e − kt ) = A + (To − A ) e − kt

This solution tells us how the temperature changes with time, and indicates that as t
→ ∞, the temperature of this object approaches that of the surrounding medium.

Topic 1: Introduction 70
Application example: Cooling of Coffee

Marry stayed at Starbucks and ordered a cup of cappuccino. When the coffee was served at
around 8:15 PM, its temperature is 75oC. The temperature inside is maintained at 18oC. At
around 8:30 PM, the temperature of the coffee dropped by 15 degrees. What is the
temperature of the coffee at exactly 8:40 PM? If Marry wants to drink the coffee when its
temperature is 45oC, at what time will this happen?

Topic 1: Introduction 71
 End of Topic 1:
First-order ODEs

Topic 1: Introduction 72