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CHAPTER 1

DIFFERENTIAL EQUATIONS

1.1 INTRODUCTION
1.1.1

DIFFERENTIAL EQUATIONS
What is the meaning of differential equations?
Mathematical models often yield an equation that
contains some derivatives of an unknown function
which is called differential equations.

In sciences and engineering, mathematical models are developed to aid in


understanding of physical phenomena.

Some of applications involved in this world:


free fall of object
radioactive decay
electric circuit
management
rate of change in temperature
mixing problem in tank

EXAMPLE 1
Any equations containing

can be written as

dny
, we called differential equations. The differential equations
dx n
dy
y2 0
dx

(i)

(ii)

xy

d2y
y 2 sin x 0
dx 2

xy y 2 0
xyy y 2 sin x 0

DEFINITION
An equation containing the derivatives of one or more
dependent variables, with respect to one or more independent
variables, is said to be Differential Equations (DE).

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In order to talk further about differential equations, we shall classify differential


equations by type, order and linearity.

Types of differential equations:


Ordinary Differential Equations (ODE)
Partial Differential Equations (PDE)
EXAMPLE 2
Ordinary Differential Equations (ODE): An equation that involve only ordinary derivatives
of one or more dependent variable with respect to a single independent variable. Such
that:

(i)
(ii)

d 2x
dx
a kx 0
2
dt
dt
dy
2 x y
dx

; Single independent variable, t


; Single independent variable, x

EXAMPLE 3
Partial Differential Equations (PDE): An equation that involve partial derivatives of one or
more dependent variable with respect to two or more than one independent variable.
Such that:

u u

x 2 y ; Multiple independent variable, x


x y

(i)

and y
(ii)

1.1.2

V
V
3
r ; Multiple independent variable, r and h
r
h

ORDER OF DIFFERENTIAL EQUATIONS


Order of Differential Equations is determined by the highest derivative.

Order of differential equations:


First Order
Second Order

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EXAMPLE 4
Order

Example

First

dy
y 2 0 xy y 2 0
dx
x

Second

d2y
y2
dx 2

xy" y 2 0
EXAMPLE 5
Classify each of the following as an ordinary differential equation (ODE) or a partial
differential equations (PDE) and give the order:
(i)

Competition between two species, ecology;

(ii)

Laplaces equation, heat, aerodynamics;

dy y (2 3 x)

.
dx x(1 3 y )

d 2u d 2u

0.
dx 2 dy 2

Solution:

1.1.3

Types of differential equations

Order of differential equations

(i)

ODE

First order

(ii)

PDE

Second Order

LINEARITY OF DIFFERENTIAL EQUATIONS

Order of differential equations:


Linear
Nonlinear

A linear differential equations is any differential equation that can be written in the
following form an x

dny
d n 1 y
d1 y

a
x

...

a
x
a0 x y F x .

n 1
1
dx n
dx n 1
dx1

Where an x , an 1 x ,..., a1 x , a0 x are depending on independent variable, it can be zero


or non-zero functions, constant or non-constant functions, linear or non-linear functions.

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Criteria of linear differential equations:


i)

the dependent variable and its derivatives occur to the first power only
Example:

d 2 y3
dx 2

ii) no products involving the dependent variable with its derivatives (in other word:
each coefficient depends only on the independent variable, x)
Example: y

dy
dx

iii) no nonlinear functions of the dependent variable as trigonometric, quadratic,


exponential, etc
Example: sin y (trigonometric functions), y 2 (quadratic equations), e y (exponential)
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
the linear equation.
EXAMPLE 6
Determine each of the following equation with order and linearity:

dy
yx
dx

(i)

d2y
y3 0
2
dx

(iv)

sin x

(ii)

d2y
y x3
2
dx

(v)

dx
x t3
dt

(iii)

d2y
dy
y
cos x
2
dx
dx

(vi)

d2y
y2 0
2
dx

(vii)

dy
sin y 0
dx

Solution :
Order of differential equations

(i)

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Second order

Linearity
Nonlinear because the dependent
variable occur to the power of three, y 3

Second order

(ii)

Linear because the dependent


variable, y occur to the first power

(iii)

Second order

Nonlinear because y

dy
dx

(iv)

(v)

(vi)

(vii)

1.2

THE SOLUTION OF DIFFERENTIAL EQUATIONS

What is the solution of differential equations?

The solution of a differential equation is a relationship


between the dependent and independent variables
such that the differential equation is satisfied for all
values of the independent variable over a specified
domain.
EXAMPLE 7
Verify that y e x is a solution of the differential equation
Solution :
If y e x , then

dy
ex .
dx

dy
y , for all values of x .
dx
Therefore, y e x is the solution for

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dy
y.
dx

dy
y.
dx

EXAMPLE 8

dy
y , where C is any constant.
dx

Verify that y Ce x is a solution of


Solution:
If y Ce x , then

dy
dy
Ce x .
y , for all values of x with C for any constant.
dx
dx

C is called an arbitrary constant.


Therefore, y Ce x is the general solution of

dy
y.
dx

If x 0, y 4;

y Ce x
4 Ce0
4 C (1)
C4
Therefore, y 4e x . This is called a particular solution.

1.2.1

CONDITION

Conditions
Initial
Conditions

Boundary
Conditions

1.2.1.1 Initial Condition


Solution to the differential equation on an interval, I that satisfies at x0 the n initial
condition.

y ( xo ) y0
dy
( xo ) y1 or y '( xo ) y1
dx

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d n 1 y
( x0 ) yn 1
dx n 1

Where x0 I and y1 , y2 , , yn-1 are given constant.

A differential equation together with an initial condition is called an Initial Value Problem
(IVP) . Such that y f ( x, y ),

y ( x0 ) y0 ;

With x as independent variable (instead of t )


x0 and y0 are given values

The initial condition y x0 y0 is used to determine the value of A and B in the

general solution
Values of a function and its derivative at the same point
Number of initial conditions for a given differential equation depends upon the order
of the differential equation.

EXAMPLE 9
The following example are the Initial Value Problem (IVP) :
(i)

y xy ,

(ii)

4 x 2 y 12 xy 3 y 0 ,

y (0) 1
1
y (4) ,
8

y(4)

3
64

1.2.1.2 Boundary Condition


Solution to the differential equations on an interval, I that specified at two distinct points x j
and xk where y ( x j ) y j ,

y ( xk ) yk .

Figure 1
A differential equation together with a boundary condition is called an Boundary Value
Problem (BVP). Such that y f ( x, y ),

y( x j ) y j ,

y ( xk ) yk ;

Values of a function and its derivative not at the same point

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Number of boundary conditions for a given differential equations does not depends
upon the order of the differential equations

EXAMPLE 10
The following examples are the Boundary Value Problem (BVP)
(i)

y 2 y 2 y 0 ,

(ii)

3 y 8 y 3 y 0 ,

1.2.2

y (0) 1,

y ( 2) 0

y (3) 1,

y (3) 1 e 2

FIRST ORDER DIFFERENTIAL EQUATIONS

In this section, we will learn how to solve the first order differential equations. But in order to
do that, we need to understand what type of equations we are dealing with.
The types of method that we are going to discuss are:
1) Separable equation
2) Integral Factor

1.2.2.1 Separable Equation


A first order differential equations of the form,

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

to separate the variables.


EXAMPLE 11
How to separate the variables of

dy
y 2 xe3 x 4 y ?
dx

Solution:
Firstly, we know that
Then, factorize

dy
f ( x, y ) .
dx

dy
y 2 xe3 x 4 y to be f ( x, y ) ( xe3 x )( y 2e 4 y )
dx
g ( x)

h( y )

How to solve the differential equations by using


separable equation method? Explain generally.

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Given that

dy
g ( x)h( y ) can be rewritten to isolate the variables x and y on the opposite
dx

side of the equation. It is such as,

1
dy g ( x)dx
h( y )
Then we integrate both sides from the above equation;

h( y)dy g ( x)dx
And we obtain;

H ( y ) C1 G ( x) C2
H ( y ) G ( x) C

Where C C1 C2 .

Therefore, H ( y ) G ( x) C is the general solution for

dy
g ( x ) h( y ) .
dx

EXAMPLE 12
Solve the nonlinear equation

dy x 5
2 .
dx
y

Solution:
Step 1 : Separate the variables of equation y 2 dy ( x 5)dx

Step 2 : Integrate both sides of the equation

Step 3: The general solution is

y3 x2
5x c .
3
2

EXAMPLE 13
Solve the equation (1 x )dy ydx 0 .

Solution:
Step 1 : Separate the variables of equation

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y dy ( x 5)dx

(1 x )dy ydx
1
1
dy
dx
y
1 x

Step 2 : Integrate both sides of the equation

y dy 1 x dx
ln y ln(1 x ) c

Step 3 : The general solution is

y
ec
1 x
y (1 x)ec
1.2.2.2 Integral factor
The linear first order differential equations can be expressed in the form of

dy
a0 ( x) y b( x) , Where a1 x , a0 x and b x depends only on the independent
dx
variable x .
a1 ( x)

For example, the equation (sin x)

a1 x

dy
(cos x) y x 2 sin x
dx
a0 x

a1 x

b x

How to solve the differential equations by using integral


factor method? Explain generally.

First, we have to divide all terms in equation a1 ( x)

dy
a0 ( x) y b( x) with a1 x ;
dx

a1 ( x)dy a0 ( x)
b( x )

y
a1 ( x)dx a1 ( x)
a1 ( x)
Second, from the above, it can be rewritten as;

dy
P( x) y Q( x)
dx
Where P ( x )

Standard Form

a0 ( x)
b( x )
and Q ( x)
.
a1 ( x)
a1 ( x )

Third, we need to determine the integrating factor, v( x) ; v( x) e P ( x ) dx .

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Forth, multiply v( x) to both sides of equation

v( x)

dy
P ( x ) y Q ( x ) and it will give us;
dx

dy
v( x) P ( x) y v( x)Q( x)
dx

From left-hand side of equation v( x)

dy
v( x) P ( x) y v( x)Q( x) will be;
dx

d
d
v( x) y v( x)Q( x) , where the idea from product rule (uv) udv vdu .
dx
dx
Then integrate both sides of equation

d
v( x) y v( x)Q( x) and we obtain;
dx

dx v( x) y v( x)Q( x)
Finally we will get the general solution, y ( x)

1
v( x)Q( x )dx C .

v( x)

EXAMPLE 14
Solve the linear first ODE 2 x

dy
xy 3 x
dx

Solution:
Step 1: Change the equation to standard form

dy
P ( x ) y Q ( x ) by dividing with
dx

2x . It is becomes,

dy 1
3
y
dx 2
2
1
Step 2: To find the integral factor, let P x into it.
2

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dx
x
v( x) e 2 e 2

Step 3 : Multiply v x e 2 to both sides of standard form equation;


1

e2

dy 1 12 x
3 1x
e y e2
dx 2
2
1
d 2x
3 1x
(e y ) e 2
dx
2

Step 4 : Integrate both sides from equation in Step 3

d 12 x
3 12 x
dx (e y)dx 2e dx
1

e 2 y 3e 2 C
C
Step 5: The general solution y 3 1 x .
e2

EXAMPLE 15
Solve the linear first ODE

dy
y e3x
dx

Solution:
Step 1: Since the above equation is in the standard form then, you dont have to
change anything.

Step 2: To find the integral factor let P x 1 into v( x) e P ( x ) dx . Then,

v( x) e

ex

x
Step 3 : Multiply v x e to both sides of standard form equation;

ex

1dx

dy x
e y e x .e3 x
dx
d x
(e y ) e 4 x
dx

Step 4 : Integrate both sides of the equation in Step 3

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dx (e

y )dx e 4 x dx

1 4x
e C
4
1 3x C
Step 5: The general solution is y e x .
4
e
ex y

1.2.2.3 Conclusion
Mathematical modeling is the technique of representing real world problem which is
complex, involving multiple variables and some interrelated processes. This method can be
used in the study of growth population, radioactive decay, economics problems, changes in
temperature, mixtures, chemical reactions, biological reactions, mechanics, velocity of a
falling object, electric circuits etc.
References
Zill, D.G. (2001). A First Course in Differential Equations with Modeling Applications, 7th

ed. Brooks/Cole.
Zill, D.G. and Cullen, M.R. (2005). Differential Equations with Boundary-Value Problems,
Brooks/Cole.

TUTORIAL 1

DIFFERENTIAL EQUATIONS

1. Classify which are independent variable and dependent variable in each equation.
You should also determine whether it is Ordinary Differential Equation (ODE) or
Partial Differential Equation (PDE).
a)

dy
sin 5 x
dx

2
b) dy ( y 1) dx 0

Solution :
Solution :

x = independent variable

y = dependent variable

Ordinary Differential Equation (ODE)

c)

du du

2t 4 x
dt dx

Solution :

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d 2u d 2u

0
d)
dx 2
dy 2

Solution :

du

dv

dx dy

2x 3 y
dt dt

e) dy dx

f)

Solution :

Solution :

dy
6 y e 2x
g)
dx

dy
3x 2

h)
dx 2 x 3

Solution :

Solution :

i)

du
du
2x
4y2
dx
dy

Solution :

d 2 y dy

6y 0
j)
dx 2 dx
Solution :

2. Determine whether the following equations are linear or nonlinear and decide the
order of the equation whether it is First Order or Second Order.

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d2y
sin y 0
a)
dx 2

b) (1 y ) y '2 y e x

Solution :

Nonlinear
Second order

Solution :

c) y ' '2 y ' y 0

d) ( y x) dx 4 xdy 0

Solution :

Solution :

d2y
(2 x 1) 4 y
dx 2

e)

f)

dx
x 2t 2
dt

Solution :
Solution :

g)

d 2u
u x2
2
dx

Solution :

h)

d2y
2 y 2 x3
2
dx

Solution :

3. Find the solution to given initial-value problem by using separation of variables


method.
a)

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dx

4( x 2 1), x( ) 1
dt
4

b)

dy x 2 1

; y (1) 2
dx y 2 1

Solution :
Step 1 :

Solution :

1
dx 4dt
x 1
2

1
dx 4dt
1
tan 1 ( x ) 4t C

Step 2 : x

To find the value of C;


tan 1 ( x) 4t C

tan 1 (1) 4( ) C
4

C
4
3
C
4
x tan( 4t C )
Step 3 :
3
x tan( 4t )
4

c)

dy
x
; y (3) 4
dx
y

2
d) x

dy
y xy; y ( 1) 1
dx

Solution :
Solution :

e)

dy
5
2 y 1; y (0)
dt
2

Solution :

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f)

dy
xy; y (0) 2
dx

Solution :

4. Find the general solution for the following ODE by separation of variables.
a)

dy
( x 1) 2
dx

b) dy ( y 1) 2 dx 0

Solution :

Step 1: 1dy ( x 2 2 x 1)dx


2
Step 2 : 1dy ( x 2 x 1)dx
Step 3: y

c)

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x3
x2 x C
3

dy
2 xy 0
dx

Solution :

Solution :

d)

dy 2 y 3

dx 4 x 5

Solution :

e)

dy
e 3x2 y
dx

Solution :

f) x

dy
4y
dx

Solution :

g) sin 3 xdx 2 y cos 3 xdy 0

h)

dQ
k (Q 70)
dt

Solution :
Solution :

5. Find the general solution for the following ODE by using the integral factor method.
a)

dy
y e 3x
dx

b) 3

dy
6 y 3e x
dx

Solution :
Step 1: Since the equation is already in
the standard form then, no need to do
anything.
P( x) 1
Step 2 :
( x) e 1dx e x
dy
ex
e x y e x .e 3 x
dx
Step 3 :
d x
e y e4x
dx

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Solution :

d
dx e y dx e
x

Step 4 :

ex y

Step 5 : y

c)

4x

dx

1 4x
e C
4

1 3x C
e x
4
e

y ' y e x

d) x

dy
2 y x 3 cos x 0
dx

Solution :
Solution :

e) x

dy
2y 3
dx

Solution :

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2
f) ( x 2)

Solution :

dy
5 8 y 4 xy
dx

g) 3

dy
12 y 4
dx

h)

dy
12 x 4 x
dx

Solution :

6. Determine the general solution of this non linear first ODE using integral factor.
3

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dy 1
y 5e x when x 0 and y 1
dx 3

Solution :

7. In a chemical reaction, hydrogen peroxide is continuously converted into water and


oxygen. At time t minutes after the reaction started, the quantity of hydrogen peroxide
that has not been converted is x cm3 and the rate at which 2 cm is decreasing
proportional to x .

The problem above can be translated by mathematical word,

(i)

dx
2 x .
dt

Solve the above equation by using separation of variables. Given that initial
amount of x is 1 where t 1 0 .

(ii)

Determine the solution when it took 3 minutes for the hydrogen peroxide to be

1
2

reduced to half the original amount where t 3 .


Solution :

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(July 2011)
8. The basic equation governing the amount of current in a simple RL circuit is given by
dI
2I 5
dt
(i)

Indicate whether the given differential equation is linear or nonlinear and state
the order of the equation.

(ii)

Solve the above equation by using integral factor, given the value of I 2
and t 0 .

Solution:

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(January 2012)
9.

Given the following differential equation,

1 dy
y e4x
2 dx

(i)

State the type, order and linearity of the equation.

(ii)

Solve the equation by using integral factor, given the value of y 2 when

x 0.
Solution:

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(July 2012)
10. Given the following differential equation,

dy
2 y 10 x 2
dx

(i)
Identify the dependent and independent variables.
(ii)
Determine the type, order and linearity of the equation.
(iii)
Solve the equation, given y (1) 3
Solution:

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(September 2013)
11. Given the following differential equation,
( x 2 1)
(i)

dy
4 xy 0
dx

State the type and linearity of the equation.

(ii) Solve the equation by using separation of variables, given the value of y 2
when x 0 .
Solution:

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(January 2014)
12. Solve the following differential equation using the integral factor method

p 2 2
Solution:

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dq
5 8q 4 pq
dp

(September 2014)

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