Differential Equations

15SCIB02C

Lecture 1

Chapter 1

First –Order Differential Equations

With Applications
Assessment:

70% : Final exam

30% : Two course works,15% for each one.

Course wok (1) in the seventh week in the period from

(18/3/2016 to 25/3/2016) -5 Questions in 50 minutes.

Course wok (2) in the tenth week in the period from

(8/4/2016 to 15/4/2016) -5 Questions in 50 minutes.

Main Textbook: Advanced Engineering Mathematics,

10th Edition ,by Erwin Kreyszig,John Wiley and Sons,

E-learning web site:

http://learn.bue.edu.eg
Course contents
Chapter I: First order differential equations with applications

•Separable differential equations

•Homogeneous differential equations
• Reducible to separable and homogeneous differential equations
•Linear first order first degree differential equations
•Bernoulli's differential equations
•Exact differential equations
• Differential Equations reduced to exact equations
•Some applications

Chapter II: Linear differential equations of higher order

•Homogeneous differential equations

•Non-Homogeneous differential equations

Chapter III: Laplace transforms

•Laplace transforms
•Inverse of Laplace transforms
•Solving differential equations using Laplace transforms
•Convolution theorem

Chapter IV:Special functions

•Beta and Gamma.

 Basic Concepts


 A differential equation is an equation that

contains one or more derivatives of an
unknown function.
The order of a differential equation is the
highest derivative that it contains.
The degree of a differential equation is the
highest power of the highest derivative in this
equation provided that the equation has been
made free from fractions and radicals as far
as the derivatives are concerned.
A differential equation is an ordinary
differential equation(ODE) if it involves an
unknown function of only one variable,or a
partial differential equation(PDE)if it involves
partial derivatives of a function of more than
one variable. For now,we shall consider only
ordinary differential equations,and we will just
call them differential equations.
Chapter I:

First order differential equations with applications

Examples of some D.E.

dy
 x5  y"   y'   3y  x 2
2 3
(1) (2)
dx

d2 y dy z z
(3)  3  2y  0 (4) zx
dx 2
dx x y

2z 2z
(5) xy' y  3 (6)  2  x2  y
x 2
y

If there is a single independent variable as in (1), (2),(3),(5) The

derivatives are ordinary derivatives and the equation is called an
ordinary differential equation.

If there are two or more independent variables as in (4), (6) the

derivatives are partial derivatives and the equation is called a partial
differential equation.

The order of a differential equation is the highest derivative

which occurs. Equations (1), (5), (4) are of 1st order. Equations (2),
(3), (6) are of 2nd order.

The degree of a differential equation is the highest power of the

highest derivative contained in the equation. All of the above
examples are of the first degree except (2) which is of the second
degree. A D.E. is said to be linear if the dependent variable and its
derivatives appear to the first degree only and no products between the
dependent variable and its derivatives or between the derivatives. A
D.E. which is not linear is said to be non linear.

In the above examples all are linear except (2). A General

Solution to D.E. is a relation between the dependent and independent
variables which is free from derivatives and satisfies the differential
equations.

Some applications on differential equations

dA
(1) The D.E.  KA
dt

Can be used to estimate the age of

a fossil

dT
(2) The D.E.  K  T  Tm 
dt

is a model of how fast an object

cools.
 dx
(3) The D.E.  kx  n  1  x 
dt

Can be used to predict the number

of people infected with a virus.

d2x
(4) The D.E.m 2  F  x   g  t 
dt

Can help us to understand why a

physical system fails. We will
study some of these models at the
end of the chapter.

For the D.E

y  cosx
y  sinx c
( general solution)
If c is defined
( particular solution)
General solution

All solutions to the differential equations represented in terms

of arbitrary constants.

Particular solution .It contains no arbitrary constants.

Methods of solving D.E. of the first order and first degree.

(1) Separable D.E.

The D.E. M  x, y  dx  N  x, y  dy  0 is separable if it can be

written in the form f1  x  .g 2  y  dx  f 2  x  .g1  y  dy  0

f1  x  g1  y 
 f x
2
dx   
g2  y
dy

Example:

Solve the following D.E.

dy 4y
(1)  .
dx x  y  3

solution

x  y  3 dy  4ydx (divided by xy)

y3 4
dy  dx
y x
  3 4
 1   dy  dx (Integrating)
 y  x

 3 4
  y   x dx
 1   dy 

This is the general solution y  3ln y  4ln x  C

dy 1  y 2
(2)  .
dx 1  x 2

solution

1  x  dy  1  y  dx
2 2

Divided by 1  x 2 1  y 2 

1 1
 1  y2 dy   1  x 2 dx

This is the general solution. tan 1  y   tan 1  x   C

 4y  yx 2  y'   y2  25
2
(3)

solution

y  4  x 2  dy   y 2  25  dx
2

 y. y  25 dy  
2 2 1
dx
4  x2

x
 12  y 2  25   12 tan 1    C
1

2
 dy
(4)  5x 4  5x 4 y 2 , y 0  1
dx

solution

1
  1  y2 dy   5x dx
4
Separable D.E.

tan 1  y   C  x 5  y  tan  C  x 5 


y 0 1

x 0,y 1
1  tan  C   C  tan 1 1 
4

 
The solution is y  tan   x 5 
4 

dy
(5) cos 2 x.  x 1  y2
dx

Solution

1
 1  y2
dy   x sec 2 xdx

sin 1  y   x tan x  ln  cos x   C

Exercise Solve D.E. xy3dx   y  1 e x dy  0.  H.W.

 
(6) 9cos x  y 2 cos x  dx  2ysin xdy  0 , y    4
2

Solution

cos x 2y
Separable D.E.   dx   dy
sin x 9  y2

 ln  sin x   C  ln  9  y 2 



y 4 
 ln  sin   C  ln  25 
2

 2

 The solution is ln  25   ln  sin x   ln  9  y 2 

(2) Homogeneous D.E.

The D.E. M  x, y  dx  N  x , y  dy  0 is said to be

homogeneous D.E. if M  x, y  , N  x, y  are homogeneous of the same

degree.

Homogeneous function.

A function f(x, y) is said to be homogeneous of degree n in the

variables if f  x, y    n f  x, y  . Many differential equations that are
not separable and homogeneous can be reduced to separable D.E. by
using the following substitution

y dy du
y  ux,u  , ux
x dx dx
Example:

Solve the following D.E.

(1) x 3
 3xy 2  dx   y3  3x 2 y  dy  0 .

Solution:

M  x, y   x 3  3xy 2 , N  x, y   y3  3x 2 y

Notice that both M, N are homogeneous of degree 3 then D.E. is

homogeneous.

dy x 3  3xy 2
 3 (1)
dx y  3x 2 y

y dy du
Let u ,  u  x. (2)
x dx dx

From (1) divided by x3

2
y
1  3 
dy
 x (3)
3
dx y y
   3 
x x

From (2) in (3)

du 1  3u 2
u  x.   3
dx u  3u

du  1  3u 2   u  u 3  3u  
x   
dx  u 3
 3u 
 du 1  3u 2  u 4  3u 2
x 
dx u 3  3u

du u 4  6u 2  1
x 
dx u 3  3u

u 3  3u 1
 u 4  6u 2  1 du    x dx
1 4  u  3u 
3
1

4 u  6u  1
4 2
du    x
dx

1
ln u 4  6u 2  1   ln x  C
4
4 2
u
y
1 y u

 x
ln    6    1   ln x  C
4 x x

dy
(2) x  y  ln y  ln x  1
dx

Solution:

 y 
xdy  y ln  1 dx
 x 

The D.E. is homogeneous.

y dy du
Let u ,  u  x. (1)
x dx dx

dy y   y  
 ln    1 (2)
dx x   x  

From (1) in (2) 

 du
ux  u ln  u   1
dx

du
x  u ln  u   u  u
dx

xdu   u ln u  dx

1
1 1 u du  1 dx
 u ln u du  x dx   ln u x
ln ln u  ln x  C

y
y
u

 x
ln ln    ln x  C
x

dy y
(3) xy3  y 4 ln    y 4
dx x

 y 
xy3dy   y 4 ln    y 4  dx (1)
 x 

Homogeneous D.E. of order 4

y dy du
Let u , y  ux , ux
x dx dx

Divided (1) by x4

y
3
 y  4  y   y  4 
  dy    .ln       dx
x  x   x   x  

 du 
u 3 .  u  x    u 4 ln  u   u 4 
 dx 
 du
u 4  u3x  u 4 .ln  u   u 4
dx

u 3 xdu  u 4 .ln  u  dx

1 1
 u ln  u   x dx
du 

y
ln ln  u   ln x  C , ln ln    ln x  C
x

dy 4y3  4x 2 y  4x 3
(4) 
dx 3xy 2  2x 3
3
y y
4    4    4 1
   x
dy x
Divided by x 3  2
dx y
3   2
x

Homogeneous D.E.

y dy du
Let u , ux
x dx dx

du 4u 3  4u  4
ux 
dx 3u 2  2

du u 3  2u  4
x 
dx 3u 2  2

3u 2  2 dx
 u 3  2u  4  x
du 

ln  u 3  2u  4   ln  x   C
 u
y  y 3 y 

 x
ln    2    4   ln  x   C
 x   x  

dy y
(5) x  y  x cot   .
dx x

Solution

dy y y
  cot   .
dx x x

du
Homogeneous D.E. then u  x  u  cot  u 
dx

1
 tan u du   x dx  ln  sec u   ln x  C
  y 
ln  sec     ln x  C
  x 

dy
(6) 3x 2  9x 2  3xy  y 2
dx
2
dy  y  1 y 
 3     H.D.E.
dx  x  3 x 

du 1
ux  3  u  u2
dx 3

3 1 1  u 
 9  u2 du  x dx  tan    ln x  C
3

 y 
tan 1    ln x  C
 3x 
Further readings…
For more details about this course, you may use the following:
1-Our text book: Erwin Kreyszig ,"Advanced Engineering
Mathematics", John Wiley and Sons, (2006), ISBN-13:978-0-470-
th
45836-5,10 Edition.
2-William E.Boyce and Richard C.Diprima,"Elementary Differential
th
equations and Boundary Value Problems", 7 Edition,John Wiley&
Sons,Inc.(2001),ISBN:0-471-31999-6.
3-Robert T.Smith,Roland B.Minton,"Calculus,Early Transcendental
th
Functions " 4 Edition, McRraw-Hill Publications,(2012)
ISBN:978-0-07-131656-9.
4-William F.Trench,"Elementary Differential Equations",Cole
Thomson ,2001.
5-Mary L.Boas,"Mathematical Methods in the Physical
Sciences",John Wiley and Sons,(2006).