Calculus 3 5

Infinite Series and Differential Equations
Nguyen Thieu Huy
Hanoi University of Science and Technology
Nguyen Thieu Huy (HUST) Infinite Series and Diff. Eq. 1/9
Differential Equations: Motivations
Falling Body Problems
Vertically falling body of mass m with unknown velocity v :
Two forces: 1) Gravitation mg ; 2) Air resistance: −kv , where k: positive

constant.
Differential Equations: Motivations
Falling Body Problems
Vertically falling body of mass m with unknown velocity v :
Two forces: 1) Gravitation mg ; 2) Air resistance: −kv , where k: positive

constant.
Newton’s law: F~ total = m~a ⇔ mg − kv = m dv ⇔ dv + k v = g
dt dt m
Electrical Circuits
RL-circuit consisting of a resistance R, inductor L, electromotive force E .
Let find the current I :
dI
Kirchoff’s Voltage Law: VR + VL = E . Also, VR = RI ; VL = L dt .
Electrical Circuits
dI
dI dI
RI + L = E ⇔ + RL I = EL
dt dt
Electrical Circuits
dI
dI dI
RI + L = E ⇔ + RL I = EL
dt dt
2.1 Definition
A differential equation is an equation involving an unknown function and
its derivatives.
Basic Notions
Unknown function y :
• A differential equation is an
ordinary differential equation
if the unknown function depends on
only one independent variable.
Basic Notions
• If the unknown function depends

on two or more ind. variables,
then the differential equation is a
partial differential equation.
Basic Notions

• The order of a differential equation

is the order of the highest derivative
appearing in the equation.
Basic Notions

• The order of a differential equation

is the order of the highest derivative
appearing in the equation.
Abbreviation:
DE: Differential Equation
2.2 Definition: Solutions
A solution of a DE in the unknown function y and the ind. variable x on
the interval J ⊂ R is a function y (x) that satisfies the DE identically for
all x ∈ J. To solve a DE is to find all its solutions.
Example: The function y (x) = 2 sin 2x + 3 cos 2x is a solution to
y ” + 4y = 0 in (−∞, ∞).
y ” + 4y = 0 in (−∞, ∞).
2.3 Definition: Particular and general solutions.
A particular solution of a DE is any one solution. The general solution of a
DE is the set of all its solutions.
y ” + 4y = 0 in (−∞, ∞).
2.4 Initial-Value and Boundary-Value Problems.
1 A DE with subsidiary conditions on the unknown function and its
derivatives, all given at the same value of the independent variable,

constitutes an initial-value problem.
y ” + 4y = 0 in (−∞, ∞).

constitutes an initial-value problem. The sub. conditions are initial
conditions.
y ” + 4y = 0 in (−∞, ∞).

constitutes an initial-value problem. The sub. conditions are initial
conditions.
2 If the sub. conditions are given at more than one value of the
independent variable, the problem is a boundary-value problem and

the sub. conditions are boundary conditions.
Example:
1 The problem y ” + 2y = x; y (π) = 1, y 0 (π) = 2 is an initial value
problem, because the two subsidiary conditions are both given at
x = π.
Example:
x = π.
2 The problem y ” + 2y 0 = x; y (0) = 1, y (1) = 1 is a boundary-value
problem, because the two subsidiary conditions are given at x = 0 and
x = 1.
Example:
x = π.
x = 1.
2.5 Standard and Differential Forms
1 Standard form for a first-order DE in the unknown function y (x) is
y 0 = f (x, y ) (1)
Example:
x = π.
x = 1.
2.5 Standard and Differential Forms
1 Standard form for a first-order DE in the unknown function y (x) is
y 0 = f (x, y ) (1)
2 The right side of (1) can always be written as a quotient of two other
M(x,y )
functions −M(x, y ) and N(x, y ). Then (1) becomes dydx = − N(x,y )
⇔ Differential form M(x, y )dx + N(x, y )dy = 0 (2)
FIRST-ORDER DIFFERENTIAL EQUATIONS
1. Separable Equations
1.1 Definition
The first-order separable differential equation has the form
A(x)dx + B(y )dy = 0 (3)
1.2 Solutions: The solution to (3) is

Z Z
A(x)dx + B(y )dy = c (4)
where c represents an arbitrary constant.
1.1 Definition
A(x)dx + B(y )dy = 0 (3)

Z Z
A(x)dx + B(y )dy = c (4)

x 2 +2
Example. Solve the equation: dy dx = y .
Rewrite in the differential form (x 2 + 2)dx − ydy = 0 which is separable
2
R 2 A(x) = x R+ 2 and B(y )1 =3 −y . Its solution
with is
(x + 2)dx − ydy = c or 3 x + 2x − 12 y 2 = c for any constant c.
1.1 Definition
A(x)dx + B(y )dy = 0 (3)

Z Z
A(x)dx + B(y )dy = c (4)

x 2 +2
Example. Solve the equation: dy dx = y .
Rewrite in the differential form (x 2 + 2)dx − ydy = 0 which is separable
2
R 2 A(x) = x R+ 2 and B(y )1 =3 −y . Its solution
with is
(x + 2)dx − ydy = c or 3 x + 2x − 12 y 2 = c for any constant c.
Sometimes, it may not be algebraically possible to solve for y explicitly in
terms of x. In that case, the solution is left in implicit form.
1.3 Solutions to the Initial-Value Problem:
The solution to the initial-value problem A(x)dx + B(y )dy = 0; y (x0 ) = y0
can be obtained first by formula (4) Rand then substitute y (x0 ) = y0 to find
x Ry
constant c, or another way is using x0 A(t)dt + y0 B(s)ds = 0.
x Ry
2. Homogeneous Equations:
2.1 Definition:
A DE in standard form
dy
= f (x, y ) (5)
dx
is homogeneous if f (tx, ty ) = f (x, y ) for every real number t 6= 0.
x Ry
2.1 Definition:
dy
= f (x, y ) (5)
dx
Consider x 6= 0. Then, f (x, y ) = f (x · 1, x · yx ) = f (1, yx ) := g ( yx ) for a

function g depending only on the ratio yx .
x Ry
2.1 Definition:
dy
= f (x, y ) (5)
dx
Consider x 6= 0. Then, f (x, y ) = f (x · 1, x · yx ) = f (1, yx ) := g ( yx ) for a

function g depending only on the ratio yx .
2.2 Solution: The homogeneous differential equation can be transformed
into a separable equation by making the substitution: y = xv with its
derivative: dy dv dv dv
dx = v + x dx . Then, v + x dx = g (v ) ⇔ g (v )−v = x for
dx
g (v ) 6= v , which is a separable DE and can be solved as previously. For

g (v ) = v it yields another solution of the form y = kx for some constant
k.
3. Exact equations
3.1 Definition
A differential equation in differential form
M(x, y )dx + N(x, y )dy = 0 (6)
is exact if there exists a function g (x, y ) such that

dg (x, y ) = M(x, y )dx + N(x, y )dy .
3. Exact equations
3.1 Definition
M(x, y )dx + N(x, y )dy = 0 (6)

dg (x, y ) = M(x, y )dx + N(x, y )dy .
3. Exact equations
3.1 Definition
M(x, y )dx + N(x, y )dy = 0 (6)

dg (x, y ) = M(x, y )dx + N(x, y )dy .
3.2 Test for exactness: If M(x, y ) and N(x, y ) are continuous functions and
have continuous first partial derivatives on some rectangle of the xy -plane,
then Equation (6) is exact if and only if ∂M(x,y
∂y
)
= ∂N(x,y
∂x
)
in this domain.
3. Exact equations
3.1 Definition
M(x, y )dx + N(x, y )dy = 0 (6)

dg (x, y ) = M(x, y )dx + N(x, y )dy .
3.2 Test for exactness: If M(x, y ) and N(x, y ) are continuous functions and
have continuous first partial derivatives on some rectangle of the xy -plane,
then Equation (6) is exact if and only if ∂M(x,y
∂y
)
= ∂N(x,y
∂x
)
in this domain.
3.3
( Solution: To solve Equation (6), first solve the equations
∂g (x,y )
∂x = M(x, y )
∂g (x,y ) for g (x, y ).
∂y = N(x, y )
The solution to (6) is g (x, y ) = c where c: arbitrary constant.

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Infinite Series and Differential Equations

Nguyen Thieu Huy

Hanoi University of Science and Technology

Two forces: 1) Gravitation mg ; 2) Air resistance: −kv , where k: positive

Two forces: 1) Gravitation mg ; 2) Air resistance: −kv , where k: positive

• If the unknown function depends

• If the unknown function depends

• The order of a differential equation

• If the unknown function depends

• The order of a differential equation

derivatives, all given at the same value of the independent variable,

derivatives, all given at the same value of the independent variable,

derivatives, all given at the same value of the independent variable,

independent variable, the problem is a boundary-value problem and

⇔ Differential form M(x, y )dx + N(x, y )dy = 0 (2)

A(x)dx + B(y )dy = 0 (3)

1.2 Solutions: The solution to (3) is

where c represents an arbitrary constant.

A(x)dx + B(y )dy = 0 (3)

1.2 Solutions: The solution to (3) is

where c represents an arbitrary constant.

A(x)dx + B(y )dy = 0 (3)

1.2 Solutions: The solution to (3) is

where c represents an arbitrary constant.

Consider x 6= 0. Then, f (x, y ) = f (x · 1, x · yx ) = f (1, yx ) := g ( yx ) for a

Consider x 6= 0. Then, f (x, y ) = f (x · 1, x · yx ) = f (1, yx ) := g ( yx ) for a

g (v ) 6= v , which is a separable DE and can be solved as previously. For

M(x, y )dx + N(x, y )dy = 0 (6)

is exact if there exists a function g (x, y ) such that

M(x, y )dx + N(x, y )dy = 0 (6)

is exact if there exists a function g (x, y ) such that

M(x, y )dx + N(x, y )dy = 0 (6)

is exact if there exists a function g (x, y ) such that

M(x, y )dx + N(x, y )dy = 0 (6)

is exact if there exists a function g (x, y ) such that

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