ENGR 3621

Advanced Engineering Mathematics

Instructor: Prof. Margareta Stefanovic

Department of Electrical and Computer Engineering

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 Contact Information and Class Schedule
Instructor: Prof. Margareta Stefanovic
Office: ECS 453 Phone: 303 871 6513
Email: Margareta.Stefanovic@du.edu
Office Hours: Tue, Thu 2-3 pm (Zoom), or by appointment.
Email questions are welcome.
Class Time: Tue, Thu 4:00 –5:50pm
Location:
Tuesdays in ECS 300 or via Zoom if you cannot attend
in person
Thursdays via Zoom only.
Grader: TBA

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 Reading material

• Advanced Engineering Mathematics by Dennis G. Zill,

7th Edition (Jones & Bartlett Learning, 2020, ISBN
9781284206241).

• Additional reading material will be posted on Canvas

(Handouts folder)

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 Course description
• Pre-requisites:
– MATH 2070 (Intro to Differential Equations and MATH
2080 (Calculus of Several Variables)

• Course topics (Mathematical tools applied to engineering

problems):
– Systems and series solutions of ODEs; solutions of some PDEs
– Review of Laplace Transform as a tool for solving dynamical systems
– Linear algebra, matrices, Singular Value Decomposition, vector
calculus, special functions
– Selected topics from: Orthogonality, Projections, Minimum Norm
Least-squares Solutions, Moore-Penrose Pseudoinverse; Finite-
dimensional Vector Space Analysis: Normed Space, Inner Product
Space, Linear Operators. Complex Analysis.

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5
 Project

• List of project topics will be made available by the end of

2nd week.
• Students will select the project problem and register
their choice (topic title) on Canvas.
• By March 16, provide a report with analysis, results,
simulations (if appropriate).
• Project topics are drawn from real-life physics and
engineering problems and are meant to support the
theoretical knowledge obtained in class and through
homework problems.

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 Honor Code
• All work turned in for grading must be your own work. Use of
any material not your own must be fully disclosed and a
permission from the instructor obtained in advance.
• Discussion among students concerning homework and course
topics is allowed, however the work you turn in must be your
own - no copying. See Assistance in the course information
sheet.
• Possession of, or referencing the textbook solution manual, is
strictly not allowed.
• Violation of any of these will be considered a violation of the
Honor Code and will be dealt with in accordance with the
University's policies.

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 Lecture 1:
Introduction to Differential Equations

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Introduction to Differential Equations
➢ Where do we use Differential Equations?

➢ What is a Differential Equation ?

➢ What Calculus background will we need?

➢ Classifying Differential Equations:

o Ordinary Differential Equations (ODEs)
o Partial Differential Equations (PDEs)

➢ ODEs Examples

➢ Applications

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Real Life Applications of Diferential Equations
Modeling physical behavior of dynamical systems using mathematical equations.
Solving these equations to help predict and study the behavior of the system.

Electrical Circuit Chemical Reaction

10
Airflow Around Airfoils Population Growth
Real Life Applications of Diferential Equations

Tumor Growth Population Growth

Traffic Flow 11
Weather and climate prediction
Real Life Applications of Diferential Equations

Financial Markets Rocket propulsion

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Water Pollution Brain Function
 ODEs in Engineering fields
Electrical
Engineering

Chemical/Bio Electrical Circuits Analysis

Engineering Electromagnetics Analysis
Control Systems
Mass Transfer Analysis Signals and Communications
Heat Transfer Analysis
Civil/Environmental
Momentum Transfer Analysis
Engineering
Chemical Reaction Analysis
Heterogeneous Reactors Analysis Predator-prey models
Mechanical
Engineering

Fluid Mechanics Analysis

Heat Transfer Analysis
Kinematic Analysis of Rigid Body Dynamics

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What do those applications have in common?
Rate of Change

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Introduction to Differential Equations
➢ What is a Differential Equation ?

Differentiate : Compute a derivative.

Differential equation: Equation containing a derivative...

Rate of Change

A differential equation is the mathematical expresion of change, so

you will see those equations in all sciences: engineering, life sciences,
finance and economics, where you investigate “things” that change
over time. Those “things“ are modeled by differential equations and
we want to see what the solutions look like.
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Notation

d2y
Leibniz notation
dx 2

Prime notation y''

Newton’s dot notation y
Subscript notation (partial derivatives with subscripts indicating
independent variables)
uxx + u yy = 0

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Classifying Differential Equations
Differential
Equations

Ordinary Partial
(ODEs) (PDEs)

(dynamics of falling body; c = air resistance)

𝑑𝑣 𝑐 𝜕2𝑢 𝜕2𝑢
=𝑔− 𝑣 + 2𝑥𝑦 2 + 𝑢 = 1
𝑑𝑡 𝑚 𝜕𝑥 2 𝜕𝑦

1 independent variable 2 or more

independent variables

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Classifying Differential Equations
Differential
Equations

Ordinary Partial
(ODEs) (PDEs)

𝑑𝑣 𝑐
=𝑔− 𝑣
𝑑𝑡 𝑚
By: 1) Order
2) Linearity
3) Homogeneity

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Classification by Order
➢ The order of a differential equation (ODE, PDE) is the highest
derivative in the equation

1st Order: example 𝑑𝑣

= 𝑣ሶ
𝑑𝑡
𝑑𝑣 𝑐 𝑐
=𝑔− 𝑣 𝑣ሶ = 𝑔 − 𝑣
𝑑𝑡 𝑚 𝑚
2nd Order: example

𝑑2 𝑥 𝑘 𝑏 𝑑𝑥 𝑘 𝑏
=− 𝑥− 𝑥ሷ = − 𝑥 − 𝑥ሶ
𝑑𝑡 2 𝑚 𝑚 𝑑𝑡 𝑚 𝑚
nth Order: example
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑝𝑛 𝑥 𝑛
+ 𝑝𝑛−1 𝑥 𝑛−1
+ ⋯ + 𝑝1 𝑥 + 𝑝0 𝑥 𝑦 = 𝑔(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥
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Classification by Linearity
Linear DE implies that the dependent variable (‘function’)
𝑑2 𝑥 𝑘 𝑏 𝑑𝑥
(say, 𝑥 in = − 𝑥 − ) and its derivatives appear in the equation
𝑑𝑡 2 𝑚 𝑚 𝑑𝑡
only with a power of one; that there are no nonlinear functions of 𝑥 in
the equation, and that 𝑥 and its derivatives are multiplied only by
constants or functions of 𝑡 (independent variable).
Linear DE is a linear polynomial in the unknown function and its
derivatives.
2
𝑑2𝑥 𝑑𝑥
𝑆𝑜, 2 𝑖𝑛 𝑎 𝐷𝐸 𝑖𝑠 𝑎 𝑙𝑖𝑛𝑒𝑎𝑟 𝑡𝑒𝑟𝑚, 𝑏𝑢𝑡 𝑖𝑠 𝑛𝑜𝑡.
𝑑𝑡 𝑑𝑡
𝐴𝑙𝑠𝑜, 𝑎𝑛𝑦 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑜𝑓 𝑡ℎ𝑒 𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑠𝑢𝑐ℎ 𝑎𝑠 cos 𝑥 𝑖𝑠 𝑛𝑜𝑛𝑙𝑖𝑛𝑒𝑎𝑟

➢ Linear generally implies “simple(r)” to solve and

non-linear implies “complicated”
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Classification by Linearity
➢ Brief example of how to recognize a linear equation
Recall that the equation for a line is
where m and b are constants
𝑦 = 𝑚𝑥 + 𝑏 (m is the slope, and b is the y-intercept)

➢ If, in a differential equation, the dependent variables and

their derivatives are only multiplied by constants, then the equation is linear

➢ The variables and their derivatives must always appear as a simple

first power

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Classification by Linearity
➢ Some examples

𝑥 ′′ + 𝑥 = 0 Linear

𝑥 ′′ + 2𝑥 ′ + 𝑥 = 0 Linear

𝑥 ′ + 1ൗ𝑥 = 0 Non-linear

𝑥′ + 𝑥2 = 0 Non-linear

𝑥 ′′ + sin(𝑥) = 0 Non-linear

𝑥𝑥 ′ = 1 Non-linear

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Classification by Linearity
➢ Note that the independent variable t (the variable that we are
differentiating by) may appear in a nonlinear way:

𝑥 ′′ + 2𝑥 ′ + 𝑥 = sin(𝑡) Linear ODE in 𝑥

𝑥 ′ + 𝑡2𝑥 = 0 Linear in 𝑥

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Solution of an nth order ODE…

… is any function (x), where x is the independent variable, defined

on an interval I  and having at least n derivatives that are
continuous on I, which when substituted into an nth-order ODE
reduces the equation to an identity.

Interval of existence of a solution I can be an open interval (a, b), a

closed interval [a, b], an infinite interval (a, ), etc.

A solution of a differential equation that is identically zero on an

interval I is called a trivial solution (See example 6, page 6-7, where
the constant solution is y=0 on the interval -  < x < ).

Dependent variable independent variable

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Solution of an ODE

• The graph of a solution  of an ODE is a solution curve and it is

continuous on its interval I, but the domain of  may differ from
the interval I

• An explicit solution is one in which the dependent variable is

expressed solely in terms of the independent variable and
constants

• G ( x, y ) = 0 is an implicit solution if at least one function =y(x)

exists that satisfies the relation G=0 and the ODE on I

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The Calculus we need...
➢ differentiation of some basic functions, such as xn , sin(x)
cos(x), ex ln 𝑥
➢Derivative Rules:
o f(x) ± g(x) Sum/Difference
f′(x) ±g′(x)
Product rule
o f(x)g(x) f′(x)g(x)+ f(x)g′(x)

𝑓 𝑥 Quotient rule 𝑓 ′ 𝑥 𝑔 𝑥 −𝑔′ 𝑥 𝑓 𝑥

o 𝑔(𝑥)2
𝑔(𝑥)

Chain rule
o f(g(x)) f ′(g(x))g ′(x)

𝑑𝑦 𝑑𝑦 𝑑𝑢
or =
𝑑𝑥 𝑑𝑢 𝑑𝑥 26
https://www.mathsisfun.com/calculus/derivatives-rules.html
Examples...

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Solutions

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Examples...
➢ 1.1 Exercises page 11. Problem 15:

𝑦 ′′ − 6𝑦 ′ + 13𝑦 = 0; 𝑦 = 𝑒 3𝑥 𝑐𝑜𝑠2𝑥

Verify that the indicated function is an explicit solution of the

given differential equation.

Solution:

From 𝑦 = 𝑒 3𝑥 𝑐𝑜𝑠2𝑥 we obtain:

𝑦 ′ = 3𝑒 3𝑥 𝑐𝑜𝑠2𝑥 − 2𝑒 3𝑥 𝑠𝑖𝑛2𝑥
&

𝑦 ′′ = 5𝑒 3𝑥 𝑐𝑜𝑠2𝑥 − 12𝑒 3𝑥 𝑠𝑖𝑛2𝑥

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Examples...
➢ 1.1 Exercises page 12. Problem 34.

3𝑦 ′ = 4𝑦;
Find values of m so that the function 𝑦 = 𝑒 𝑚𝑥 is a solution of the
given DE.

Solution : m = 4/3

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A Differential Equation...

➢ Is a mathematical equation that relates some function with its

derivatives;

𝑑𝑣 𝑐
=𝑔− 𝑣
𝑑𝑡 𝑚

➢ In applications, the functions usually represent physical quantities,

the derivatives represent their rates of change, and the equation
defines a relationship between the two.

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A Differential Equation...

➢ In pure mathematics, differential equations are studied from

several different perspectives, mostly concerned with their
solutions – the set of functions that satisfy the equation

𝑑𝑣 𝑐
=𝑔− 𝑣
𝑑𝑡 𝑚
Find the
Analytical Solution

𝑐
𝑣 = න 𝑔 − 𝑣 𝑑𝑡
𝑚

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The Analytical Solution

𝑐
𝑣 = න 𝑔 − 𝑣 𝑑𝑡
𝑚

𝑐
𝑔− 𝑣 ≝𝑔 𝑡
𝑚

𝑣 = න 𝑔 𝑡 𝑑𝑡

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The Analytical Solution

𝑣 = න 𝑔 𝑡 𝑑𝑡

𝑣 =𝐺 𝑥 +𝐶

Constant of Integration

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Constant of Integration

𝑣 = න 𝑔 𝑡 𝑑𝑡 𝑣 =𝐺 𝑥 +𝐶

➢ Indicates that the solution is not unique

➢ In fact, it is one of an infinite number of possible functions.

➢ v(x) obtained as G(x)+C is called a 1-parameter family of solutions.

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Example...
4th Order Polynomial

𝑦 = −0.5𝑥 4 + 4𝑥 3 − 10𝑥 2 + 8.5𝑥 + 1

𝑑𝑦
Differentiate
𝑑𝑥

𝑑𝑦
= −2𝑥 3 + 12𝑥 2 − 20𝑥 + 8.5
𝑑𝑥

Differential Equation

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Example...

𝑦 = −0.5𝑥 4 + 4𝑥 3 − 10𝑥 2 + 8.5𝑥 + 1

𝑑𝑦
= −2𝑥 3 + 12𝑥 2 − 20𝑥 + 8.5
𝑑𝑥
➢ The equation above also describes the behavior of the polynomial
but in a different manner!

➢ Rather than explicitly representing the values of y for each

value of x, it gives the rate of change of y with respect to x
(that is the slope) at every value of x

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➢ Position

➢ Velocity

𝑑𝑥
=𝑣
𝑑𝑡

38
Example...

➢ Now let’s assume that we didn’t know the original function.

➢ All we have is the differential equation

𝑑𝑦
= −2𝑥 3 + 12𝑥 2 − 20𝑥 + 8.5
𝑑𝑥

How can we determine the original function

given the differential equation ?

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Example...

𝑑𝑦
= −2𝑥 3 + 12𝑥 2 − 20𝑥 + 8.5
𝑑𝑥
𝑑𝑦
Integrate න 𝑑𝑥
𝑑𝑥

𝑦 = න −2𝑥 3 + 12𝑥 2 − 20𝑥 + 8.5 𝑑𝑥

40
Example...
Solution

𝑦 = −0.5𝑥 4 + 4𝑥 3 − 10𝑥 2 + 8.5𝑥 + 𝐶

Original Polynomial

𝑦 = −0.5𝑥 4 + 4𝑥 3 − 10𝑥 2 + 8.5𝑥 + 1

Constant of Integration

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Example...

42
Initial-Value Problem
In an initial-value problem (IVP), we seek a
solution y(x) of a differential equation so that
y(x) satisfies initial conditions at xo
The nth-order IVP is the ODE
dny
dx n (
= f x, y, y',..., y ( n-1)
) “Normal” form of
the ODE

Given the following Initial conditions:

y ( x0 ) = y0 , y' ( x0 ) = y1 ,..., y ( n −1)
( x0 ) = yn−1
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Initial-Value Problem
When solving an IVP, consider whether a solution exists
and whether the solution is unique

➢ Existence: Does the differential equation possess

solutions and do any of the solution curves pass
through the point (x0, y0)?

➢ Uniqueness: When can we be certain there is precisely

one solution curve passing through the point (x0, y0)?

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(Theorem 1.2.1)

45
Initial-Value Problem
Note: this is a sufficient condition for existence and
uniqueness of solution, not a necessary one.
Example
Is there a unique solution for 𝑥𝑦 ′ = 𝑦, 𝑦 0 = 0?
Try Theorem 1.2.1:
𝑑𝑦 𝑦 𝑑𝑓 1 𝑦 𝑑𝑓 1
= ⇒ = . Both 𝑓 𝑥, 𝑦 = and = are continuous for all x,y
𝑑𝑥 𝑥 𝑑𝑦 𝑥 𝑥 𝑑𝑦 𝑥
except at x=0, so we define the region R as , for example, 0 < 𝑥 < ∞,
−∞ < 𝑦 < ∞. If the initial point 𝑥0 , 𝑦0 were anywhere in the interior of R,
then the equation would have a unique solution. But here, 𝑥0 = 0 lies
outside of R.

Note that 𝑦 = 𝐶𝑥, for any constant 𝐶, solved the IVP problem above. In
other words, we have infinitely many solutions.

46
47
y

48
Example
Solve the initial value problem:
𝑑𝑦
= 10 − 𝑥, 𝑦 0 = −1
𝑑𝑥

𝑑𝑦
= 10 − 𝑥 → 𝑑𝑦 = 10 − 𝑥 𝑑𝑥
𝑑𝑥

𝑥2
න 𝑑𝑦 = න 10 − 𝑥 𝑑𝑥 → 𝑦 = 10𝑥 − + 𝑐
2
For x=0, y=−1 → c=−1
𝑥2
Solution: 𝑦 = 10𝑥 − −1
2

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Example
Solve the initial value problem:
𝑑𝑠
= 𝑐𝑜𝑠𝑡 + 𝑠𝑖𝑛𝑡, 𝑠 𝜋 =1
𝑑𝑡

𝑑𝑠
= 𝑐𝑜𝑠𝑡 + 𝑠𝑖𝑛𝑡 → 𝑑𝑠 = 𝑐𝑜𝑠𝑡 + 𝑠𝑖𝑛𝑡 𝑑𝑡
𝑑𝑡

න 𝑑𝑠 = න 𝑐𝑜𝑠𝑡 + 𝑠𝑖𝑛𝑡 𝑑𝑡 → 𝑠 = 𝑠𝑖𝑛𝑡 − 𝑐𝑜𝑠𝑡 + 𝑐

For t=π, s=1 → 𝑐 = 0

Solution: 𝑠 = 𝑠𝑖𝑛𝑡 − 𝑐𝑜𝑠𝑡
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Examples...
➢ 1.2 Exersises page 17. Problem 7:

The expression
𝑥 = 𝑐1 𝑐𝑜𝑠𝑡 + 𝑐2 𝑠𝑖𝑛𝑡
Is a family of solutions of the second order DE 𝑥 ′′ + 𝑥 = 0. Find
a solution of the IVP when x(0) = -1, x’(0) = 8.

Solution:

c1=-1 and c2 = 8

51
We start by looking into particular techniques used to solve some
special (relatively simple) types of first order ordinary differential
equations.

The techniques were developed in 1700s and 1800s and the

equations include linear equations, separable equations, Euler
homogeneous equations, exact equations, etc.

However, many differential equations cannot be solved by any of the

techniques presented in the first sections of this chapter.

52
• Alternative approach: Instead of solving the equations, we may try to show
whether the equation has solutions or not, if the solution is unique or not, and
what properties such solutions may have. Graphical methods exist for some
ODEs and may give significant insight into the solution behavior.

Directional field for 𝑦′ = 0.2𝑡𝑦 :

• This is less information than obtaining the exact solution, but it is still valuable
information. The theorems describing the existence and uniqueness of
solutions to certain classes of differential equations are useful.

53
First Order Differential Equations
➢ There are 3 different ways that DE can be studied:

Qualitatively Analytically Numerically

Get information about Obtain implicit and Technique for “solving”

the behavior of DE explicit solutions a DE
solutions even if you
don’t have any solution Equations or Use DE to construct a way
in hand formulas to obtaining quantitative
information about an
Direction fields unknown solution

54
Qualitative analysis
DEs can be analyzed qualitatively, allowing us to
approximate a solution curve without solving
the problem.
Two approaches are:
Direction fields
Autonomous first-order DEs

55
Qualitative analysis

Direction fields
Slope of the lineal element
(tangent line) at (x,y(x)) on a
solution curve is the value of
dy/dx at this point
Direction/slope fields of
dy/dx = f(x, y) are collections
of lineal slope elements that
visually suggest the shape of a
family of solution curves

56
Qualitative analysis
Direction Field
– If we systematically evaluate f over a rectangular grid of points in the
xy-plane and draw a lineal element at each point (x, y) of the grid with
slope f(x, y), then the collection of all these lineal elements is called a
direction field or a slope field of the DE dy/dx=f(x, y).

57
First Order Differential Equations
➢ There are 3 different ways that DE can be studied:

Qualitatively Analytically Numerically

Get information about Obtain implicit and Technique for “solving”

the behavior of DE explicit solutions a DE
solutions even if you
don’t have any solution Equations or Use DE to construct a way
in hand formulas to obtaining quantitative
information about an
Direction fields unknown solution

58
First Order Differential Equations
➢ Different Solution Methods
➢Direct (by integration)
➢By separation of variables
➢Using Integrating Factor method
➢Using Exact Differential method
➢By substitution
➢Other methods

➢ Some forms of DEs give simple solution methods

➢Homogeneous DEs
➢Linear DEs

59
Direct integration
– Consider a 1st Order DE dy/dx=f(x, y). When f does not
depend on the variable y, that is f(x, y)=g(x) then the
differential equation dy/dx=g(x) can be solved by integration.

• If g(x) is continuous function then integrating both sides

gives the solution y= ∫g(x)dx=G(x)+c where G(x) is the anti-
derivative of g(x).

– i.e. dy/dx=1+e2x
– Then:
• y=∫(1+e2x)dx or y=x+0.5e2x+c

60
Separable Variables
Definition– Separable Equation:
dy
A first order DE of the form = g ( x) h ( y)
is said to be
dx
separable or to have separable variables.

A separable equation can be rewritten in the form

p ( y ) dy = g ( x ) dx , which is solved by integrating both
sides.

61
Separable Variables
Example – Solving a Separable DE

– Given DE: (1+x)dy-ydx=0

62
Separable Variables
Example – Solution Curve

– Solve the IVP: dy/dx=-x/y, y(4)=-3.

Solution:
– ∫ ydy = - ∫ xdx
– y2/2=-x2/2+c1
– By rewriting: c1=c2 then y2/2=-x2/2+c2
– Apply initial the conditions x=4, y=3
– Then; c2=25
– Equation becomes x2+y2=25
– Circle with radius 5

63
Separable Variables
Losing a Solution - Caution
– Be careful when separating variables, since the variable divisors could
be zero at a point. Specifically, if r is a zero of the function h(y), then
substituting y=r into dy/dx=g(x)h(y) makes both sides zero.
• In other words y=r is a constant solution of the DE.

– But after separating variables, observe that the left side of

dy/h(y)=g(x)dx is undefined at r. As a consequence, y=r may not show up
in the family of solutions obtained after integration and simplification.
Such a solution is called a singular solution.

64
Separable Variables
Example – Losing a Solution:
– Solve dy/dx=y2-4

– Correct Form: dy/(y2-4)=dx

– Using Partial Fractions:

– Integrate and simplify:

• By factorizing the RHS of the DE it can be seen that 𝑦 = 2

And 𝑦 = −2 are two constant (equilibrium) solutions.
– However, note that 𝑦 = 2 is a member of the family of solutions for
𝑐 = 0, whereas 𝑦 = −2 is truly a singular solution.

65
Linear Equations

dy
A first-order DE of the form a1 ( x ) + a0 ( x ) y = g ( x ) is
dx
a linear equation in the dependent variable y
The DE is homogenous when g ( x ) = 0 ; otherwise,
it is nonhomogenous
The Standard Form of a linear DE is obtained by
dividing both sides by the lead coefficient
dy
+ P ( x) y = f ( x)
dx

66
Linear Equations
The standard form equation has the property
that its solution y is the sum of the solution of
the associated homogenous equation yc and the
particular solution of the nonhomogenous
equation yp
The homogenous equation is separable, allowing us
to solve for yc
The Variation of Parameters method can be used to
solve the nonhomogenous equation for yp

67
Linear Equations
Guidelines for solving a 1st ODE

Step 1: 𝑑𝑦
Put a linear equation into the standard form + 𝑃 𝑥 𝑦 = 𝑓(𝑥) and then
𝑑𝑥

determine P(x) and the integration factor 𝑒 ‫𝑃 ׬‬ 𝑥 𝑑𝑥

Step 2:
Multiply the standard form by the integration factor (IF). The left side of the resulting
Equation is automatically the derivative of the integration factor and y. Write
𝑑 ‫𝑃׬‬ 𝑥 𝑑𝑥
𝑒 . 𝑦 = 𝑒‫𝑃 ׬‬ 𝑥 𝑑𝑥
. 𝑓(𝑥)
𝑑𝑥
and then integrate both sides of this equation.

68
Linear Equations
➢ Occasionally a first-order DE is not linear in one variable but
it is linear in the other variable. For example, the DE
𝑑𝑦 1
=
𝑑𝑥 𝑥 + 𝑦 2

➢ It is not linear in variable y. But its reciprocal

𝑑𝑥 𝑑𝑥
= 𝑥 + 𝑦2 − 𝑥 = 𝑦2
𝑑𝑦 𝑑𝑦
From table of integrals

y e dy =
n ay
is recognized as linear in the variable x
1 n ay n n −1 ay
= y e −  y e dy
Integration Factor: 𝑒 ‫ ׬‬−1𝑑𝑦 = 𝑒 −𝑦 a a
Verify solution: 𝑥 = −𝑦 2 − 2𝑦 − 2 + 𝑐𝑒 𝑦

69
Linear Equations
Example – Solving a Linear DE
– Solve: dy/dx-3y=6

– The DE dy/dx-3y=6 is already in standard from

• P(x)=-3 (Coefficient of y)
• Hence, the integrating factor is e ∫P(x)dx = e ∫-3dx=e-3x

– Then write: (This is standard form ODE multiplied by IF)

– Which is the same as:

– Integrating both sides: ye-3x= 2e-3x + c

– The solution of the DE is y= 2+ ce-3x , and the interval of existence of
the solution is - ∞<x< ∞
70
Linear Equations
Example – General Solution
𝑑𝑦
– Solve: 𝑥 − 4𝑦 = 𝑥 6 𝑒 𝑥
𝑑𝑥

𝑑𝑦 4𝑦
– Standard from: −= 𝑥5𝑒 𝑥 • P(x)=-4/x (Coefficient of y)
𝑑𝑥 𝑥
• Hence, the integrating factor is e ∫P(x)dx = e ∫(-4/x)dx = e-4ln(x) = x-4

𝑑𝑦
– Then write: 𝑥 −4 − 4𝑥 −5 𝑦 = 𝑥𝑒 𝑥
𝑑𝑥

𝑑
– Which is the same as: 𝑥 −4 𝑦 = 𝑥𝑒 𝑥
𝑑𝑥  xe dx = ( x − 1) e
x x

– Integrating both sides we get the solution below. It is defined on (0, ∞)

y= x5ex- x4ex+cx4
71
Linear Equations
Example – IVP

𝑑𝑦
– Solve the IVP: + 𝑦 = 𝑥, 𝑦 0 = 4
𝑑𝑥

𝑑𝑦
– Standard from: +𝑦 =𝑥
𝑑𝑥
• P(x)= 1 (Coefficient of y)
• Hence, the integrating factor is e ∫P(x)dx = e ∫1dx = ex
𝑑
– Then write: 𝑦𝑒 𝑥 = 𝑥𝑒 𝑥
𝑑𝑥

– Integrating both sides and the solution: y=x-1+ce-x

– Apply initial conditions: x=0, y=4 then c=5.
– Hence the solution of the problem is: y=x-1+5e-x , - ∞<x< ∞
72
Exact Equations

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
f ( x, y ) function
M ( x, y ) dx + N ( x, y ) dy = 0 is an exact equation if the
left side is an exact differential
A condition of exact differentials is:
M N
=
y x

73
Exact Equations
Example
–ODE: 2xydx+(x2-1)dy=0

– M(x, y)=2xy (Coefficient of dx)

– N(x, y)=(x2-1) (Coefficient of dy)
∂M/∂y = 2x = ∂N/∂x. Therefore, the equation is exact
therefore there exists a function f(x, y) such that:
𝜕𝑓 𝜕𝑓
• = 2𝑥𝑦 and = 𝑥2 − 1
𝜕𝑥 𝜕𝑦
– After integrating ∂f/∂x=2xy; we get: f(x, y)=x2y+g(y)
– Taking the partial derivative with respect to y and setting it equal to
N(x, y)
• ∂f/∂y = x2+g’(y) = x2-1 which means that g’(y)=-1 and hence g(y)=-y
– Therefore implicit solution is: x2y-y=c
– Explicit solutions is: y=c/(1-x2)
74
Exact Equations
➢ When testing an equation for exactness, make sure it is of the
precise form 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0.

Sometimes a DE is written 𝐺 𝑥, 𝑦 𝑑𝑥 = 𝐻 𝑥, 𝑦 𝑑𝑦.

In this case, first rewrite it as 𝐺 𝑥, 𝑦 𝑑𝑥 − 𝐻 𝑥, 𝑦 𝑑𝑦 = 0, and

then identify 𝑀 𝑥, 𝑦 = 𝐺(𝑥, 𝑦) and 𝑁 𝑥, 𝑦 = −𝐻(𝑥, 𝑦)
before using
𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥

75
Exact Equations
Example – Solving an Exact DE
– Solve: (e2y-ycos(xy))dx+(2xe2y-xcos(xy)+2y)dy=0

M(x, y)= e2y-y(cosxy) (Coefficient of dx)

N(x, y)= 2xe2y-x(cosxy)+2y (Coefficient of dy)
∂M/∂y = 2e2y+xysinxy-cosxy = ∂N/∂x. Therefore, the equation is exact
 there exists a function f(x, y) such that:

• ∂f/∂x=M(x, y) and ∂f/∂y= N(x, y). Now we integrate either expression.

– Let’s use ∂f/∂y= 2xe2y-xcosxy+2y
– Integrating (∂f/∂y) wrt y we get f(x, y)=2x∫e2ydy-x∫cos(xy)dy+2∫ydy +h(x)
• we get: f(x, y) = xe2y-sin(xy)+y2+h(x)

– Taking the partial derivative with respect to x and setting it equal to M(x, y):

• ∂f/∂x = e2y-ycos(xy)+h’(x) = e2y-ycosxy which means that h’(x)=0 and hence h(x)=c
– Therefore the family of solution is: xe2y-sinxy+y2+c
76
A Non-exact DE Made to be Exact
– Solve the non-linear non-exact DE: xydx+(2x2+3y2-20)dy=0

– M(x, y)= xy (Coefficient of dx)

– N(x, y)= 2x2+3y2-20 (Coefficient of dy)
– My=∂M/∂y = x whereas Nx=∂N/∂x=4x. Therefore, the equation is non-exact. The DE
can be put into an exact form via multiplication by an appropriately defined integrating
factor (IF). To see which IF to use, examine the following two quotients:
𝑀𝑦 −𝑁𝑥
𝑀𝑦 −𝑁𝑥 ‫׬‬ 𝑑𝑥
– If the quotient depends only on x, then the IF to be used is 𝑒 𝑁
𝑁

−𝑀𝑦 +𝑁𝑥
– Otherwise, if quotient depends only on y, then the IF to be used is
𝑀
−𝑀𝑦 +𝑁𝑥
‫׬‬ 𝑑𝑦
𝑒 𝑀

77
A Non-exact DE Made to be Exact
– Back to solving xydx+(2x2+3y2-20)dy=0

𝑀𝑦 −𝑁𝑥
In this example, the quotient depends on both x and y
𝑁
𝑀𝑦 − 𝑁𝑥 𝑥 − 4𝑥 −3𝑥
= 2 =
𝑁 2𝑥 + 3𝑦 2 − 20 2𝑥 2 + 3𝑦 2 − 20

– However the second quotient does not depend on either x or y, so the IF is

e ∫3dy/y= e 3lny=y3
– Multiply the DE with y3 results in xy4dx+(2x2y3+3y5-20 y3)dy=0
– And now you can verify that this is an exact equation:

78
79
Solutions by Substitutions

Substitution is often used to get a DE in a form

such that a known procedure can be used to find
a solution.
Chain rule may need to be used as a tool.
Reduction to separation of variables can facilitate
solving the DE dy = f ( Ax + By + C ) by substituting
dx

u = Ax + By + C , B  0

80
Solutions by Substitutions

Example: An Initial Value Problem

Solve the IVP dy / dx = ( −2 x + y ) − 7, y ( 0) = 0
2

Let u = −2 x + y then du / dx = −2 + dy / dx giving

du / dx + 2 = u 2 − 7 or du / dx = u 2 − 9
Separating using partial fractions
du
or = dx 1 1 1 
( u − 3)( u + 3)  − 
6 u − 3 u + 3
du = dx
Integrating yields
1 u−3 u − 3 6 x +6c1
ln = x + c1  =e = ce6 x
6 u+3 u +3

81
Solutions by Substitutions
𝑑𝑦
+ 𝑃 𝑥 𝑦 = 𝑓(𝑥)𝑦 𝑛 Bernoulli’s Equation
𝑑𝑥
where n is any real number
If n = 0 and n =1 the equation is linear

𝑑𝑦 𝑑𝑦
+ 𝑃 𝑥 𝑦 = 𝑓(𝑥) and +𝑃 𝑥 𝑦 =𝑓 𝑥 𝑦
𝑑𝑥 𝑑𝑥

If n ≠ 0 and n ≠ 1, the substitution 𝑢 = 𝑦1−𝑛 reduces any

Bernoulli’s equation to a linear equation.

82
Solutions by Substitutions
Example – Solving a Bernoulli Equation
𝑑𝑦
– Solve: 𝑥 + 𝑦 = 𝑦2𝑥 2
𝑑𝑥

𝑑𝑦 1
– Rewrite equation as: + y = x𝑦 2 (x0)
𝑑𝑥 𝑥
– Hence, n=2
– Substitute y=u-1
– Chain Rule: dy/dx = -u-2du/dx

– Simplifies to: du/dx –(1/x)u= -x

– The integrating factor: e-∫dx/x= e –lnx = x-1

𝑑
– Integrating: 𝑥 −1 𝑢 = −1
𝑑𝑥
1
– The solution of the given equation is: 𝑦=
−𝑥 2 +𝑐𝑥
83
“Homogeneous nonlinear equations”
Are equations of the form 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
Where both coefficient functions M(x,y) and N(x,y) satisfy the following
Conditions:
𝑀 𝑡𝑥, 𝑡𝑦 = 𝑡𝑀 𝑥, 𝑦 for some real . (same  for 𝑁 𝑥, 𝑦 ).

Then, ODE can be reduced to a separable form using substitution

𝑦 = 𝑢𝑥 or 𝑥 = 𝑣𝑦 where 𝑢, 𝑣 are new dependent variables.

84
Solutions by Substitutions
Example – Solving a Homogeneous NL Equation
– Solve: (x2+y2)dx+(x2-xy)dy=0
• Solution
– By inspection: M(x, y)=x2+y2 and N(x, y)=x2-xy Homogeneous
function of degree 2

– Let y=ux then dy=udx+xdu then the equation becomes:

• (x2+u2x2)dx+(x2-ux2)(udx+xdu)=0
1−𝑢 𝑑𝑥
• x2(1+u)dx+x3(1-u)du=0 which can be also written as 𝑑𝑢 + = 0
1+𝑢 𝑑𝑥
2 𝑑𝑥
• After long division : −1 + 𝑑𝑢 + =0
1+𝑢 𝑥

• After integration and logarithmic properties the solution is written as:

𝑥 + 𝑦 2 = cx𝑒 𝑦/𝑥
85