DIFFERENTIAL EQUATIONS

What is Differential Equation?

The equations that containing at least one or more differential coefficient.

dy
e.g: (1) x2  y sin x
dx
(2) 3 y 2  3 xy  5 x  7e 4 x

d2y dy
(3) xy 2
y  e3x  0
dx dx

ORDER OF THE DIFFERENTIAL EQUATIONS

The order of a differential equation is given by the HIGHEST DERIVATIVES
that appears in the equation.

dy
e.g: (1) x  y2  0
dx
2
 dy 
(2) x(1  y )   1  x  y  0
 dx 

d3y dy
(3) 3
 ex  y  ln x
dx dx
2
d4y  d3y 
(4)  y  3   e 4 x  0
dx 4  dx 

DEGREE OF THE DIFFERENTIAL EQUATION.

The Degree of the differential equation is the POWER OF THE HIGHEST

ORDER DERIVATIVE COEFFICIENT that appears in the equation.

dy
e.g: (1) x  y2  0
dx
d2y dy
(2) 2
 3  2 y  x2
dx dx
2
d4y  d3y 
(3)  y  3   e 4 x  0
dx 4  dx 
2
 d3y  d2y
(4)  3   x 2  y 4  cos x
 dx  dx

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FIRST ORDER DIFFERENTIAL EQUATIONS.

There are 4 types of first order diff. equation:

(1) Separable equation.

(2) Homogeneous equation.
(3) Linear equation.
(4) Exact equation.

SEPARABLE EQUATION.

This type of equation usually in the form

dy dy f ( x)
 f ( x) g ( y ) or 
dx dx g ( y )

How to solve separable equation.

This type of equation can be solved by separating x with dx and y with dy.
[note: when separating x and y, make sure the y term must be at the LHS.]

dy 2x
Example 1: Solve  .
dx y 1

Solution

1) Separate ( y  1 )dy  (2 x ) dx

2) Integrate  ( y  1)dy   (2 x)dx

y2
Asnwer :  y  x 2  c (do not forget the constant of indefinite integration)
2

dy
Example 2: Find the solution for  2 y sin x .
dx

Solution

2
 dy
1) Separate  sin x dx
2y

1 dy
2) Integrate
2  y
  sin x dx
1
3) ln y   cos x  c
2

4) Simplification ln y  2 cos x  2c

5) Eliminate ln, take e

eln y  e  2 cos x  2c

y  e  2 cos x  e 2c

6) Answer : y  Ae  2 cos x , assume A  e 2c

Note : eln f ( x)
 f ( x)

dy y 2  ty 2
Example 3: Solve  .
dt t 2 y  t 2

Exercises: Solve

dy
(a)  1  x 1  y 
dx

dy
(b) 5y  2x
dx

HOMOGENEOUS EQUATION.

Homogeneous equation is the equation in which we can express the RHS as

f ( x, y ) and f (  x,  y )  f ( x , y ) .

Example 1: Determine whether each of the equations given is homogeneous

equation or not?

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 dy x  3 y
(a) 
dx 2x
dy
(b) 2x 2  x2  y2
dx
(c)  
x3  x 2 y
dy
dx
 xy  y 2

 How to solve Homogeneous equation.

There are 3 steps:

yvx dy dv
Step 1 : Substitute and vx into the
dx dx
equation/question.

dy
(note: before substituting y and , make sure that the
dx
dy
coefficient of is 1)
dx

Step 2 : Separate the variables.

 v with dv = x with dx

Step 3 : Integrate both side of the equation.

** Note: After finding the result of integration, substitute back v = y/x.

Example 1: Find the solution for the equation

dy x  3 y
 .
dx 2x

Example 2: Solve the homogeneous equation dy ( xy )  ( x 2  y 2 ) dx .

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 dy 2 xy  3 y 2
Example 3: Solve the equation  2 .
dx x  2 xy

Exercise: Find the solution of the equations

dy  2x
(a) 2x 2  x2  y2 (ans: y  x )
dx ln x  c

(b) x 2
 xy  dy
dx
 xy  y 2
(ans: xy  Ae y ).
x

LINEAR EQUATIONS.

Linear equation is the equation in the form of

dy
a ( x)  b( x ) y  c ( x )
dx

where a(x) , b(x) and c(x) are functions of x or a constants.

Example: Determine whether each of the equation below linear or not.

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(1) 1  x  dy  5 y  e 7 x
dx

dy y
 2   x  y
2
(2)
dx x

dy
(3) 7  e 3 x y  1
dx

 How To Solve Linear Equations:

dy
Step 1 : Make sure the coefficient of is 1.
dx

 The equation becomes

dy
 Py  Q
dx

 Determine what are the values of P and Q.

Step 2 : Find  P dx .

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 Step 3 : Calculate the integrating factor (µ)

 e 
P dx

Step 4 : Solve  y    Q dx

Find what is y.

dy
Example 1: Find the solution for  5 y  e2x .
dx

dy
Example 2: Solve the equation x  y  x sin x .
dx

dy
Example 3: Solve x  5 y  x7 .
dx
EXACT EQUATIONS.

The equation in the form of M ( x, y ) dx  N ( x, y ) dy  0

is an exact equation only if

M N
 .
y x

Example: Determine if each of the equations below is an exact equation or not.

(a)  2 x  3 y  dx   6 xy  2 y  dy  0
2

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 y 2  x3 
(b)   3 x  dx  
 1   dy  0
x   y 

(c) 1  cos x 
2
dy   y sin 2 x  dx

How to Solve Exact Equations.

Notes : exact equations of ODEs has to be written in the form of
M ( x, y ) dx  N ( x, y ) dy  0

Then, only the algorithm is applied.

There are 5 steps to solve exact equations.

Step 1 : Proof that the given equation is an exact equation.

Step 2 : Find u ( x, y ) such as u M dx   ( y )

Step 3 : Find the partial differential of u in term of y.

u
?
y

u
Determine ( y ) by comparing N .
y

Step 4 : Find  ( y ) where

( y )   ( y ) dy

Step 5 : The solution to the given equation is

u ( x, y )  A

where A is a constant.

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Example 1: Find the solution of 6x 2
  
 10 xy  3 y 2 dx   5 x 2  6 xy  3 y 2 dy  0 .

Solution :

Step 1 :


M = 6 x 2  10 xy  3 y 2 
M
 10 x  6 y
y


N =  5 x 2  6 xy  3 y 2 
N
 10 x  6 y
x

So, the given first order ODEs is exact

Step 2 :

Find partial solution of  ( x, y ) by integrating M with respect to x.


M = 6 x 2  10 xy  3 y 2 
6 x 3 10 x 2 y
 (6 x  10 xy  3 y 2 ) dx =
2
  3 xy 2   ( y )
3 2

= 2 x 3  5 x 2 y  3 xy 2   ( y )

 ( x, y ) = 2 x 3  5 x 2 y  3 xy 2   ( y )

Step 3 :

Differentiate  ( x, y ) = 2 x 3  5 x 2 y  3 xy 2   ( y ) with respect to y.

u
y

 5 x 2  6 xy   ( y ) compare with N =  5 x 2  6 xy  3 y 2 
u
Determine  ( y ) by comparing N .
y

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 ( y )  3 y 2

Step 4 :

Find  ( y ) where

( y )   ( y ) dy

 ( y )    3 y 2 dy
=  y3

Step 5 :

The solution to the given equation is

u ( x, y )  A

 ( x, y ) = 2 x 3  5 x 2 y  3xy 2  y 3

Therefore,

2 x 3  5 x 2 y  3 xy 2  y 3  A , where A is a constant

Example 2: Solve  sin x  dy   y cos x  x sin x  dx  0

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Example 3: Determine whether the differential equation
3 x 2 y 2 dx  ( 2 x 3 y  e 7 y ) dy

is exact equation. If so, solve it.

Exercise

Linear Differential Equations

dy
1)  3 y  e2x
dx

dy
2)  y  x2
dx

dy
3)  y  ex , y (0)  1
dx

dy x
4) x y , y (1)  0
dx x 1

Exact Differential Equations

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1) (3 x 2  y sin xy)dx  ( x sin xy) dy  0

2) (2 x  3 cos y ) dx  (2 y  3x sin y )dy  0

3) (3x 2  y 2  2 xy) dx  (3 y 2  x 2  2 xy)dy  0

4) xdy  ( y  2 x 3 ) dx  0

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