DIFFERENTIAL EQUATION

UNIT 5 : DIFFERENTIAL EQUATION

INTRODUCTION
A differential equation is a mathematical equation for an unknown function of one or several
variables that relates the values of the function itself and its derivatives of various orders.
Differential equations play a prominent role in engineering, physics, economics, and other
disciplines.

Differential equations are the mathematical language to express how things change.
Differential equations arise in many areas of science and technology, specifically, whenever
a deterministic relation involving some continuously varying quantities (modeled by
functions) and their rates of change in space and/or time (expressed as derivatives) is
known or postulated. More generally, differential equations are basis for every meaningful
physical theory in existence. They are the starting point for the mathematics. All of our
physical observations are in the terms of how things change.

LEARNING OUTCOMES

After completing the unit, student should be able to :

1. Determine the degree and order of differential equations,
2. Solve problems involving differential equations with separable variables.
3. Solve first order differential equations.

1
DIFFERENTIAL EQUATION

5.1 INTRODUCTION

A differential equation is a mathematical equation for an unknown function of one

or several variables that relates the values of the function itself and its derivatives of
various orders.

The order of a differential equation is the order of the highest derivative in the
equation.

• First order differential equation : Contains only first derivatives.

• Second order differential equation : Contains second derivatives (and
possibly first derivatives as well).
• Degree: The highest power of the highest derivative which occurs in the
differential equation.

Example 5.1 : Determine the degree and order.

State the degree and order for each differential equation.

1. y = 3 x

Solution : Order: 1 (the highest derivative appearing is the first derivative)

Degree: 1 (the power of the highest derivative is 1).

5
 dy 
2.   − 2 x = 3 sin x − sin y
 dx 

Solution : Order: 1
Degree: 5

3. ( y " ) 4 + 2( y ' ) 7 − 5y = 3

dy
Solution : Order: 2
y' =
Degree: 4 dx
2
d2y  dy 
  
dx2  dx 

2
DIFFERENTIAL EQUATION

UNIT EXERCISE 5.1

Determine the order and degree for each equation.

2y ' + ( y '' ) + y = 0
3
1.

2. y '''− xy '− 5y = e x

 dy   d y 
4 3
3. +
   3  − cos y = 0
 dx   dx 

t 4 y ( ) − ty ''+ 6y = 0
5
4.

2
 d4y 
5.  4  + y2 = 0
 dx 
 
(3y ' )5 + ( y '' ) + y = 0
2
6.
2
 d5y 
 5  +y =0
2
7.
 dx 

3
DIFFERENTIAL EQUATION

5.2 SOLUTIONS OF DIFFERENTIAL EQUATIONS WITH SEPARABLE

VARIABLES

Separation of variables is any of several methods for solving differential equations,

in which allows one to rewrite an equation so that each of two variables occurs on a
different side of the equation.

A first-order differential equation of the form

= g (x )h ( y )
dy
dx
is said to be separable or to have separable variables.

In summary, we have the following procedure for solving first order separable
equations.

Step 1: Separate the variables and rewrite the equation in the differential form
h( y )dy = g ( x)dx

Step 2: Integrate both sides of the equation in step 1(LHS with respect to y and
RHS with respect to x)

 h( y)dy =  g ( x)dx
Step 3: Write down all the solutions. If H ( y ) is any anti derivatives of h( y ) and
G ( y ) is any anti derivatives of g ( y ) , then the equation
H ( y ) = G ( x) + C will generally define a family of solutions implicitly. In
some cases it may be possible to solve this equation explicitly for y.

Step 4: If you are given an IVP ( initial value problems ) , use the initial condition
to find the particular solution.

4
DIFFERENTIAL EQUATION

Example 5.2 : Solve differential equations with separable variable.

dy 2x
1. Solve =
dx y + 1

Solution:

dy
( y + 1) = 2x
dx
( y + 1) dy = 2x dx
 ( y + 1) dy =  2x dx
y2
+ y = x2 + c
2

dy
2. Solve = (1+ x )(1+ y )
dx

Solution:

1
 1 + y dy =  (1 + x ) dx
x2
ln (1 + y ) = x + +c
2

5
DIFFERENTIAL EQUATION

dy
3. Find the general solution of = ex+ y
dx

Solution :

dy
= e x+ y
dx
dy
= exe y
dx
e − y dy = e x dx

e 
−y
dy = e x dx
−y
−e = e +c
x

dy
4. Solve the differential = −4 xy 2 , y(0) = 1
dx

Solution :

1
dy = −4 xdx
y2
1
 y2
dy = − 4 xdx
1
− = −2 x 2 + c (general solution)
y
1
− = −2(0)2 + c  c = −1
1
1 1
 − = −2 x 2 − 1@ y = (particular solution)
y 2x + 1
2

6
DIFFERENTIAL EQUATION

UNIT EXERCISE 5.2

1. Solve the following differential equations by separation of variables.

dy
a. = y + xy
dx

dy
b. ( x + 1) = 2y
dx

dy
c. = ex− y
dx

dy
d. y = cos x
dx

e. (2 + 2 y 2 ) y = e x y

7
DIFFERENTIAL EQUATION

2. Find general and particular solutions for

a.
dy
dx
( )
= x 2 − 1 y, y (0) = 1

dy
b. (4 y − cos y ) − 3x 2 = 0, y (0) = 0
dx

dy
x2 = y − xy, y(1) = 1
c. dx

8
DIFFERENTIAL EQUATION

5.3 SOLUTIONS OF FIRST ORDER LINEAR DIFFERENTIAL EQUATIONS

A first-order differential equation of the form

a 1(x ) + a 0 (x ) y = g (x )
dy
dx
is said to be linear equation in the dependent variable y.

The Method of Integrating Factors

dy
Step 1: Express the differential equations in the form of + P( x) y = Q( x)
dx
Step 2 : Calculate the integrating factor,  = e  P ( x ) dx

Step 3 : Multiply both sides of the equation with integrating factor, and express
the result as
d
( y ) = Q( x)
dx

Step 4 : Integrate both sides of the equation obtained in step 3,

 dx (y) dx =  Q( x) dx
d

Example 5.3 : Solve first order linear differential equations.

dy
1. Solve the differential equation + y =1
dx
Solution : dy
Compare to + P( x) y = Q( x)
=e  1dx
= ex
dx
We can see, P(x)=1 and Q(x)=1
dy
e x ( + y = 1)
dx
Multiply both side with ex
e y = e x (1)
d x
dx
d x
e y = ex d
dx
( y ) = Q ( x )
d x
 dx 
e y dx = e x dx dx

e y = ex + c@ y = 1+ c
x

9
DIFFERENTIAL EQUATION

dy
2. Solve the differential equation − y = e2 x
dx
Solution :
dy
− y = e2 x
dx

=e  −1dx
= e− x
dy
e− x ( − y = e2 x )
dx
d −x
e y = e − x e2 x
dx
d −x
e y = ex
dx
d −x
dx 
e y dx = e x dx
−x
e y = e x + c @ y = e2 x + ce x

10
DIFFERENTIAL EQUATION
dy 1
3. Solve x 2 − 2 xy =
dx x

Solution:

dy
Divide through by x 2 as coefficient of =1
dx
dy 2 1
then − y= 3
dx x x
dy
Compare to + P( x) y = Q( x)
dx
2 1
P ( x ) = − and Q( x ) =
x x3

 = e
2
− dx
x
= e − 2 ln x = x − 2
dy 2 1
x−2( − y= 3)
dx x x
d −2 2 1
x y− 3 y = 5
dx x x
d −2 1
x y= 5
dx x
d −2 1
dx
x y dx = 
x5
dx

− x−4
x−2 y = +c
4

11
DIFFERENTIAL EQUATION
dy 1
4. Find the particular solution for differential equation − y = 1 when
dx x
given that y( 1) = 2
Solution:


1
− dx
1
=e x
=
x
1  dy  1  1  1
  −  y  == (1)
x  dx  x  x  x
d 1 1
( y) =
dx x x
d 1 1
 ( y ) dx =
dx x x
dx 
1
y = ln x + c,
x
2
= ln1 + c  c = 2
1
y
= ln x + 2
x
y = x ln x + 2 x Particular solution

12
DIFFERENTIAL EQUATION

UNIT EXERCISE 5.3

1. Solve the differential equation by the method of integrating factors.

dy
a. + 4 y = e−3 x
dx

dy
b. + 3 y = e−3 x
dx

dy
c. 2 + 4y = 1
dx

dy
d. ex + 2e x y = 1
dx

dy y
e. =2−
dx x

13
DIFFERENTIAL EQUATION

2. Find general and particular solutions for

dy
a. − y = 4 , y (0) = 4
dx

b. y '+5 y = 3e x , y(0) = 1

= 5 , y (1) = 0
dy 4 y
c. −
dx x

14