5

Example:

dy d2y
 f  x, y  and  f  x, y , y  
dx dx 2

 Classification by Linearity: An nth-order ordinary differential

n
equation is said to be linear if F is linear in y , y ,……, y . This means
that an nth-order ODE is linear when:

dny d n 1 y dy
an ( x) n
 an 1 ( x ) n 1
 … a1  x   a0  x  y  g  x 
dx dx dx

Example:

dy d2y dy
a1 ( x)  a0 ( x) y  g ( x) and a2 ( x) 2
 a1 ( x)  a0 ( x) y  g ( x)
dx dx dx

A nonlinear ordinary differential equation is simply one that is not linear.

Nonlinear functions of the dependent variable or its derivatives, such as
sin y or e y , cannot appear in a linear equation.

Example: Linear and Nonlinear ODEs

(a) The equations
d3y dy
 y  x  dx  4 x dy  0, y  2 y  y  0, x3 3
 x  5 y  ex
dx dx
are, in turn, linear first, second, and third order ordinary differential
equations. We have just demonstrated that the first equation is Linear in
the variable y by writing it in the alternative form 4xy  y  x

(b) The equations

1  y  y  2 y  e x

Nonlinear term: coefficient depends on y

 6

d2y
 sin y  0
dx 2

Nonlinear term: nonlinear function of y

d4y
4
 y2  0
dx

Nonlinear term: power not 1

are examples of nonlinear first, second and fourth order ordinary differential
equations, respectively.

 Solution: A solution to the nth-order ordinary differential equation

 
F x , y , y , y , …, y    0
n

on the interval a  x  b is a function φ  x  that is continuous on the

interval a  x  b and has all the derivatives present in the differential
equation such that


F x , φ , φ , φ , ,φ
n 
0
On a  x  b

Example: Verification of a Solution

Verify that the indicated function is a solution of the given differential

equation on the interval (, ) :
1 4
a) dy dx  xy ; y  x
1 2

16
b) y   2 y   y  0; y  xe x
 7

SOLUTION: One way of verifying that the given function is a solution is to see,

after substituting, whether each side of the equation is the same for every x

in the interval.

(a) From

dy 1 1 3
Left-hand side:  (4.x 3 )  x ,
dx 16 4
1 2
 1 4 1  1 3
Right-hand side: xy  x. x   x. x 2  x
1 2

 16  4  4

(b) From the derivatives y   xe x  e x and y   xe x  2e x we have, for

every real number x,
Left-hand side: y   2 y   y  ( xe x  2e x )  2( xe x  e x )  xe x  0,
Right-hand side: 0

Each differential equation possesses the constant solution y  0,    x  

on an interval I is said to be a trivial solution.

 Degree: The degree of a differential equation is the power of the highest

order derivative in the equation.
For example
2
d 3y  dy  d 2y
 4 x    y  ey
dx  dx  dx
3 2

Solution:

The ODE has order 3 and first degree.

 8

Example: Classify the differential equation:

3
d 2y  dy
    sin x
 dx
2
 dx

Solution: Its ODE, second order, third degree and nonlinear (because of
3
d 2y 
  )
 dx
2


EXPLICIT AND IMPLICIT SOLUTIONS: A solution in which the dependent

variable is expressed solely in terms of the independent variable and constants

is said to be an explicit solution.

EXAMPLE: Verification of an Implicit Solution

The relation x 2  y 2  25 is an implicit solution of the differential equation

dy x

dx y

On the open interval (-5, 5). By implicit differentiation we obtain

d d d dy
x2  y2  25 or 2 x  2 y 0
dx dx dx dx

Moreover, solving x 2  y 2  25 for y in terms of x yields y   25  x 2 .

The two functions y  φ1 ( x )  25  x 2 and y  φ2 ( x )   25  x 2 satisfy

the relation (that is x 2  φ1 2  25 and x 2  φ2 2  25 ) and are explicit

solutions defined on the interval (-5, 5). The solution curves given in Figures

(b) and (c) are segments of the graph of the implicit solution in Figure (a).
 9

Homework:

1) State the order, degree of the given ordinary differential equation.

Determine whether the equation is linear or nonlinear:

(a) (1  x ) y   4 xy   5 y  cos x

 x
(b) x  1  x  x  0
 3
 10

(c) y (4)  x 2 y  3  x 3

(d) (2  x 2 ) y   x (1  y 2 )  0

2) Determine the order of each differential equation, and whether or not

the given functions are solutions of that equation.

(a) 2 yy   9 sin 2x ; y1 ( x )  sin x , y2 ( x )  3 sin x , y3 ( x )  e x

x x
(b) y   2xy  1; y1 ( x )  Ae  x e t dt , y 2 ( x )  e  x a e dt
2 2 2
t2

0

For any constants A and a.

3) Verify that:

u (x , t )  (Ax  B )(Ct  D )  (E sin kx  F cos kx )(G sin kct  H cos kct )

is a solution of the one dimensional wave equation:

 2u  2u
c2 
x 2 t 2

for any constants A, B, …, H, k.

 General and Particular Solutions: A solution of an nth order equation

that contains n arbitrary constants is called general solution of the

equation. If the arbitrary constants in the general solution are assigned

specific values, the result is called a particular solution of the equation.

 Singular Solution: A solution that cannot be obtained from the general

solution for any choice of its arbitrary constants is called a singular

solution. In the case of linear equations, all possible solutions of the

 11

equation can be obtained from the general solution, so linear equations

have no singular solutions. Nonlinear equations possess a more

complicated structure that often allows the existence of one or more

singular solutions.

Example:

(a) The general solution of the linear constant coefficient

nonhomogeneous equation

d 2y
 4y  x
dx 2

is y  Ae 2 x  Be 2 x  x / 4 where A and B are arbitrary constants. This is

easily checked, because substituting for y in the equation leads to the identity

x x.

(b) The nonlinear equation

2
 dy 
  y  1
2

 dx 

has the general solution y  sin( x  A ) . However, y  1 are also seen to be

solutions, though as these cannot be obtained from general solution for any

choice of A, they are singular solutions.

 12

 Initial-Value Problems: On some interval I containing x 0 the problem

d ny
Solve:  f ( x , y , y , , y (n  1) )
dx n

Subject to: y (x 0 )  y0 , y ( x 0 )  y1 ,…,y (n 1) (x 0 )  yn 1

where y 0 , y1 , …, yn 1 are arbitrary specified real constants, is called an initial-

value problem (IVP). The values of y ( x ) and its first n-1 derivatives at a

single point x 0 , y (x 0 )  y 0 , y (x 0 )  y1 , , y (n 1) (x 0 )  yn 1 , are called initial

conditions.

Example: FIRST AND SECOND-ORDER IVPS

dy
Solve  f (x , y )
dx

Subject to y (x 0 )  y0

d 2y
Solve  f ( x , y , y )
dx 2

Subject to y ( x 0 )  y 0 , y ( x 0 )  y1
 13

(1) First Order ODEs:

Note:

 The first derivative as slope of a tangent line.

 The algebraic sign of the first derivative indicates increasing or
decreasing.
 Techniques of integration: integration by parts and partial fraction
decomposition (Review from Calculus).

(a) Separable Variable:

A first-order differential equation is separable if it can be written (perhaps

after some algebraic manipulation) as:

dy
 g ( x ) h (y)
dx

Method of Solution: p ( y )dy  g ( x )dx

Or H ( y )  G (x )  c

where H(y) and G(x) are antiderivatives of p ( y )  1 / h ( y ) and g(x)

respectively.

Example:

Solve: y   ( x  1) y 2

dy
Solution: y 2
  (x  1)dx

1 x2 2
  x  c1  y ( x ) 
y 2 2x  x 2  c

where c  2c1
 14

Example: Solve the initial value problem for the equation expressed in
differential form:

x 2 y 2dx  (1  x 2 )dy  0, y (0)  1

Solution:

dy x2
 dx
y2 (1  x 2 )

dy x2
  y2   dx
(1  x 2 )

x2 1
 (1  x 2 )dx   (1  x 2  1 )dx
 x  tan 1 x  c

 1 y  x  tan 1 x  c

This general solution will satisfy the initial condition y (0)  1  c  1 , so

the required solution is seen to be:
1
y 
tan 1
x x 1

(b) Linear Equation:

A first-order differential equation of the form:

dy
a1 ( x )  a0 ( x ) y  g (x ) ……………()
dx

is said to be a linear equation in the dependent variable y.

STANDARD FORM: By dividing both sides of () by the lead coefficient

a1 ( x ) , we obtain a more useful form, the standard form, of a linear
equation:
 15

dy
 P ( x ) y  f ( x ) …………()
dx

THE PROPERTY: The differential equation () has the property that its

solution is the sum of the two solutions: y  yc  y p , where yc is a solution

of the associated homogeneous equation:

dy
 P (x ) y  0
dx

and y p is a particular solution of the nonhomogeneous equation (). To

see this, observe that:

d dy dy p
[ yc  y p ]  P ( x )[ yc  y p ]  [ c  P ( x ) yc ]  [  P (x ) y p ]  f (x )
dx dx dx

0 f(x)

dy
  P ( x )dx  0
y

 P ( x )dx
 yc  ce 

 P ( x )dx
For convenience let us write yc  cy1 ( x ) , where y1 ( x )  e  The fact
that dy1 dx  P ( x ) y1  0 will be used next to determine y p .

Substituting y p  uy1 into () gives:

dy1 du  dy1  du
u  y1  P ( x ) uy1  f ( x ) or u  P ( x ) y1   y1  f (x )
dx dx  dx  dx

0
 16

du
 y1  f (x )
dx

 f (x )
u  dx
 y1 ( x )

  f (x )    P ( x )dx  P ( x )dx P ( x )dx

 y p  uy1    dx e e   e f ( x )dx
  y (x ) 
 1 
 P ( x )dx  P ( x )dx
 y  ce  e  e
P ( x )dx
f ( x )dx

yc yp

 e 0 y  c  e
P ( x )dx P ( x )dx
f0( x ) dx

d
dx d e  P ( x )dx y   e  P ( x )dx f ( x )
   
dx

P ( x )dx dy P ( x )dx P ( x )dx

 e  P ( x )e  y  e f (x )
dx

dy
 P ( x ) y  f ( x )  ()
e  P ( x ) dx

dx

SOLVING A LINEAR FIRST-ORDER EQUATION

(i) Put a linear equation of form () into the standard form ().
(ii) From the standard form identify P(x) and then find the
P ( x )dx
integrating factor e  .
(iii) Multiply the standard form of the equation by the integrating
factor. The left-hand side of the resulting equation is
automatically the derivative of the integrating factor and y :
d e  P ( x )dx y   e  P ( x )dx f ( x )
dx  
(iv) Integrate both sides of this last equation.
 17

dy
Example: Solve  3y  0
dx
P ( x )dx 3dx
Solution: P ( x )  3 , integrating factor (I) I  e   e  e 3 x

dy d  3x 
e 3x  3e 3x y  0 
is the same as
 e y  0
dx dx 

Integrating both sides of the last equation gives:

e 3x y  c

Solving for y gives us the explicit solution: y  ce 3x ,    x   .

Homework:

Q1:

(a) Solve the initial value problem:

dy
cos x  y  sin x , y (0)  2
dx
(1  x ) cos x
(Ans. y ( x )  1  )
1  sin x

(b) Solve:
dy  1, 0  x  1 
 
 y  f ( x ), y (0)  0 
where
f (x )   
dx 

0, x  1

Q2:

1 x
(a) y  y  (e  e  x )
2
5y
(b) y   3x 3  x , y (1)  4
9x
 18

(c) Exact Equation:

A differential expression M (x , y )dx  N (x , y )dy is an exact differential in a

region R of the xy-plane if it corresponds to the differential of some function
f (x , y ) defined in R. A first-order differential equation of the form is said
to be an exact equation if the expression on the left-hand side is an exact
differential.

Criterion for an Exact Differential:

Let M ( x , y ) and N ( x , y ) be continuous and have continuous first partial

derivatives in a rectangular region R defined 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

METHOD OF SOLUTION:

f
 M (x , y )
x

f ( x , y )   M ( x , y )dx  g ( y )

f 
y

y  M ( x , y )dx  g ( y )  N ( x , y )


 g ( y )  N ( x , y )   M ( x , y )dx
y
 19

Another way to solve


f ( x , y )   N ( x , y )dy  h ( x )  h ( x )  M (x, y)   N (x , y )dy
x

Example: Solve

(e 2 y  y cos xy )dx  (2 xe 2 y  x cos xy  2 y )dy  0

Solution:

M N
 2e 2 x  xy sin xy  cos xy 
y x

f f
M (x , y )  and N ( x , y ) 
x y

f
 2 xe 2 y  x cos xy  2 y
y

f ( x , y )  2 x  e 2 y dy  x  cos xy dy  2  y dy

f ( x , y )  xe 2 y  sin xy  y 2  h ( x )

f
 e 2 y  y cos xy  h ( x )  e 2 y  y cos xy  M (x , y )
x

h(x )  0  h (x )  c

A family of solution is:

xe 2 y  sin xy  y 2  c  0

INTEGRATING FACTORS:

The differential equation: M (x , y )dx  N (x , y )dy  0

 If (M y  N x ) N is a function of x alone, then an integrating factor is:

 20

 M y N x
 dx
μ (x )  e  N

 If (N x  M y ) M is a function of y alone, then an integrating factor is:

 N x M y
 dy
μ( y )  e  M

Example: Solve

xy dx  (2x 2  3y 2  20)dy  0

Solution:

M  xy , N  (2x 2  3y 2  20)
M y  x  N x  4x
My  Nx x  4x 3x
 
N 2 x  3 y  20 2 x  3 y 2  20
2 2 2

We get nowhere, since it depends on x and y .

Nx  My 4x  x 3x 3
  
M xy xy y
 3dy

μ( y )  e  e 3ln y  e ln y  y 3
3
y

After we multiply the given DE by μ ( y )  y 3 , the resulting equation is:

xy 4 dx  (2x 2 y 3  3y 5  20 y 3 )dy  0

M  xy 4 , N  (2x 2 y 3  3y 5  20 y 3 )

M y  4 xy 3 

 N x  4 xy 3

f x 2y 4
 xy  f ( x , y ) 
4
 g (y )
x 2
 21

f
 2 x 2 y 3  g ( y )  2 x 2 y 3  3 y 5  20 y 3
y

 g ( x )  3y 5  20 y 3

y6
g (y )   5y4
2

A potential function is:

1 2 4 1 6
 f (x , y )  x y  y  5y4
2 2

A general solution is:

1 2 4 1 6
x y  y  5y4  c
2 2

Homework:

Q1: Solve

dy 2 xy 3  2

dx 3x 2 y 2  8e 4 y

(Ans. x 2 y 3  2 x  2e 4 y  c )

Q2: Solve

2 y 2  9xy  (3xy  6x 2 ) y   0
 22

(d) Homogeneous Equations:

If a function f possesses the property f (tx , ty )  t α f ( x , y ) for some real

number α , then f is said to be a homogeneous function of degree α . For
example, f ( x , y )  x 3  y 3 is a homogeneous function of degree 3, since:

f (tx , ty )  (tx )3  (ty )3  t 3 ( x 3  y 3 )  t 3f ( x , y )

whereas f ( x , y )  x 3  y 3  1 is not homogeneous. A first-order DE in

differential form:

M (x , y )dx  N (x , y )dy  0

is said to be homogeneous if both coefficient functions M and N are

homogeneous equations of the same degree. In other words,

M (tx , ty )  t α M (x , y ) and N (tx , ty )  t α N (x , y )

Example: Solve

( x 2  y 2 )dx  ( x 2  xy )dy  0

Solution:

M (tx , ty )  t 2 ( x 2  y 2 ) and N (t x , t y )  t 2 ( x 2  xy )

 these coefficients are homogeneous functions of degree 2.

Let y  ux  dy  udx  xdu

 ( x 2  u 2 x 2 )dx  ( x 2  ux 2 )[udx  xdu ]  0

x 2 (1  u )dx  x 3 (1  u ) du  0

1u dx
du  0
1u x
 23

 2  dx
 1   du   0  long division
 1u x

u  2 ln(1  u )  ln x  ln c

y y y
  2 ln(1  )  ln x  ln c  resubstituting u 
x x x

 ( x  y )2  y y

ln    or ( x  y )2  cxe x

 cx  x

(e) Bernoulli’s Equation:

The differential equation (nonlinear)

dy
 P ( x ) y  f ( x ) y n , (n  1)
dx

The substitution

u  y 1 n

reduces the above ODE to the linear first order ODE

1 du
 P ( x )u  f ( x )
1  n dx

Example: Solve

dy
x  y  x 2y 2
dx

Solution:

n  2  u  y 1 or y  u 1

dy dy du du
  u 2  chain Rule
dx du dx dx
 24

du 1
 u  x
dx x

The integrating factor for this linear equation:

 dx x
e   e  ln x  x 1

d
Integrating [ x 1u ]  1
dx

 x 1u  x  c or u  x 2  cx

Since u  y 1 , so a solution of the given equation is:

1
y 
 x 2  cx

REDUCTION TO SEPARATION OF VARIABLES: A differential equation of the

form

dy
 f (Ax , By  C )
dx

can always be reduced to an equation with separable variables by means of

the substitution u  Ax  By  C , B  0 .

Example: Solve

dy
 (2 x  y )2  7 , y (0)  0
dx

Solution:

du dy
Let u  2 x  y then  2 
dx dx

du du
  2  u2  7 or  u2  9
dx dx
 25

The last equation is separable. Using partial fractions:

du 1 1 1 
 dx or    du  dx
(u  3)(u  3) 6 u  3 u  3 

1 u 3 u 3
 ln  x  c1 or  ce 6 x 
6 u 3 u 3
c 6 1
replace e by c

3(1  ce 6 x ) 3(1  ce 6 x )
u  or y  2x 
1  ce 6 x 1  ce 6 x

y (0)  0  c  1

3(1  e 6 x )
 y  2x 
1  e 6x

Homework:

Q1) Solve  y 2 ( x  1)  y  dx  (2 xy  1)dy  0

 

(Ans. xy 2e x  ye x  c

Q2) Solve (5 xy 2  2 y )dx  (3x 2 y  x )dy  0

(Hint: you can assume an integration factor of the form μ ( x , y )  x a y b )

1 4 2
(Ans. x 5 y 3  x y  c)
2

Q3) Solve  ydx  x   

xy dy  0

 
2
(Ans. y ln y  c  4x )

dy
Q4) Solve 3(1  t 2 )  2ty ( y 3  1)
dt

(Ans. y 3  1  c (1  t 2 ) )