EMATH 4 – MODULE 1

I. MODULE TITLE: Introduction to Differential Equations

II. MODULE INTRODUCTION/RATIONALE:

Differential equations have applications and a tool in many problems in Science and Technology; they are
extensively employed in the fields of Engineering, Mechanics, Astronomy, and Physics. An equation involving
an unknown function and one or more of its derivatives is called a differential equation1. Differential equations
are essential for a mathematical description of nature, because they are the central part many physical theories.
The following examples illustrate the process of translating scientific laws and principles into differential
equations. In each of these examples the independent variable is time t, but we will see numerous examples in
which some quantity other than time is the independent variable.

(a) Newton's Law of Cooling: The rate of change with respect to time t of the temperature T of a body is
proportional to the difference between T and the temperature S of the surrounding medium,
𝑑𝑇
= −𝑘(𝑇 − 𝑆),
𝑑𝑡
where k is a constant of proportionality.

(b) Torricelli's Law: The time rate of change of the volume V of water in a draining tank is proportional to the
square root of the depth y of water in the tank:
𝑑𝑦
= −𝑘√𝑦,
𝑑𝑡
where k is a constant. If a cylinder tank with vertical sides and area A, then V = Ay
𝑑𝑉 𝑑𝑦
=𝐴 .
𝑑𝑡 𝑑𝑡
In this case the equation takes the form
𝑑𝑦
= −ℎ√𝑦,
𝑑𝑡
where h = k/A is a constant.
(c) Malthusian Population Growth: The time rate of change of population P with constant birth and death
rates is, in many simple cases, proportional to the size of the population. That is,
𝑑𝑃
= 𝑘𝑃,
𝑑𝑡
where k is the constant of proportionality.

III. MODULE OUTCOMES: At the end of the module, the learner will be able to
a. Recognize different kinds of differential equations;
b. Select the appropriate method of solution and interpret the obtained solution.

IV. LESSON 1 TITLE: Classification of Differential Equations

V. LESSON 1 OUTCOMES: At the end of the module, the learner will be able to
a. Identify a differential equations according to the number of variables with respect to which derivatives
appear in the equation;
b. Identify a differential equations according to the classification attributes like order, degree, and linearity;
c. Identify a first-order ODE according to its form, either differential or derivative form;
d. Verify the type of first-order ordinary differential equations.

1 Grote & Antonsson. (2009). Springer Handbook of Mechanical Engineering, Vol. 10, p. 9.
EMATH 4 – MODULE 1

A. INTRODUCTION
The classification of differential equations is broad, it is either ordinary or partial. Likewise, they can be
classified according to its attributes. They can be classified too based on its form. Nonetheless, we have six
classification of linear differential equation of order one. Let’s begin now.

B. CLASSIFICATION OF DIFFERENTIAL EQUATIONS

1. Notation
The Lagrange's prime notation y', y", y"', y(4) ..., y(n) are often used to represent, respectively, the first,
second, third, fourth, ..., nth derivatives of y with respect to the independent variable under consideration.
Thus, the Lagrange’s prime notation y" represents the Leibniz’ notation d2y/dx2 if the independent variable
is x. If the independent variable is time, usually denoted by t, primes are often replaced by Newton’s dot
notation. Therefore, 𝑦̇ , 𝑦̈ , and 𝑦⃛ represent dy/dt, d2y/dt2, and d3y/dt3, respectively. The most general
differential equation in two variables is F(x, y, y', y", y"'..., y(n)) = C.

2. Ordinary/Partial Differential Equations

Differential equations are classified based on the number of variables with respect to which derivatives
appear in the equation.
a. An ordinary differential equation (ODE) is a differential equation if the unknown function depends on
only one independent variable. For example,
𝑑𝑦
+ 2𝑥𝑦 = 1
𝑑𝑥
is an ordinary differential equations.
b. A partial differential equation (PDE) is a differential equation if the unknown function depends on two
or more independent variables. For example,
𝜕𝑢 𝜕𝑢 𝜕2𝑢 𝜕2𝑢
+ = 0 and + =𝑥
𝜕𝑥 𝜕𝑦 𝜕𝑥 2 𝜕𝑦 2
are linear partial differential equations where u depends on both x and y.
In general, partial differential equations are much more difficult to solve analytically than
are ordinary differential equations. They may sometimes be solved using Green's
function, characteristics, integral transform, and separation of variables, or when all else fails, by
numerical methods such as finite differences. While differential equations are classified by its type,
either ordinary or partial, they can be described further by their attributes like order, degree, and
linearity.

3. Order, Degree, and Linearity

The order of a differential equation is the order of the highest derivative of any unknown function in
the equation; for example,
𝑑2 𝑦 𝑑𝑦
+ − 2𝑦 = sin 𝑥
𝑑𝑥 2 𝑑𝑥
is a second-order ordinary differential equation.
The degree of a differential equation is the power of the highest order derivative in the equation. For
example,
3
𝑑2 𝑦 𝑑𝑦 4
( 2) + 2 ( ) + 𝑦 = 1
𝑑𝑥 𝑑𝑥
is a third-degree ordinary differential equation.
The linearity of a differential equation occurs when the dependent variable and all of its derivatives
appear in a linear fashion, i.e., they are not multiplied together or squared for example or they are not part
of transcendental functions such as the sines, cosines, exponentials, etc. For example,
EMATH 4 – MODULE 1

y' + xy = x + 3,
y'' + 3y' = 2 + sin x,
y''' + 3y'' + 3y' + y = ex
are, in turn, linear first-order, linear second-order, and linear third-order ordinary differential equations.
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 ey', cannot appear in a linear equation; for example:
1. (1 − 𝑦)𝑦 ′ + 3𝑦 = sin 𝑥,
2. 𝑦 ′′ + cos 𝑦 = 2,
3. 𝑦 (4) − 2𝑦 2 = 1,
3
𝑑2 𝑦 𝑑𝑦
4. ( 2 ) + 2 = cos 𝑥
𝑑𝑥 𝑑𝑥
are examples of nonlinear first-order, second-order, and fourth-order ordinary differential equations,
respectively. The 1st equation has nonlinear term (1 – y), the 2nd equation has nonlinear term cos y, the 3rd
equation has nonlinear term, the power of y in the second term is not 1, and the 4th equation has nonlinear
first term, the degree is 3 not 1.

4. Standard Form and Differential form

The standard form for a first-order linear differential equation in the unknown function y is y' = F(x, y),
where the derivative y' appears only on the left side. Many first-order differential equations can be written
in standard form by algebraically solving for y' and then setting F(x, y) equal to the right side of the resulting
equation. The right side is a quotient of two other functions M(x, y) and –N(x, y).
Then the standard form is equivalent to the differential form
𝑑𝑦 𝑀(𝑥, 𝑦)
=− ⇔ 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0.
𝑑𝑥 𝑁(𝑥, 𝑦)

5. Classification of First-Order Ordinary Differential Equations

1. Separable Equations. A differential equation in differential form, M(x, y)dx + N(x, y)dy = 0; if M(x, y)
= g(x) and N(x, y) = h(y), the differential equation is separable and can always be expressed as
𝑔(𝑥) 𝑑𝑥 + ℎ(𝑦) 𝑑𝑦 = 0.
2. Homogeneous Equations. A differential equation in standard form dy/dx = F(x, y) is homogeneous if
𝑑𝑦
= 𝐹(𝑥, 𝑦) = 𝐹(𝑣𝑥, 𝑣𝑦) = 𝑣 0 𝐹(𝑥, 𝑦).
𝑑𝑥
for every real number v.
3. Exact Equations. A differential equation in differential form M(x, y)dx + N(x, y)dy = 0 is exact iff
𝜕𝑀(𝑥, 𝑦) 𝜕𝑁(𝑥, 𝑦)
= .
𝜕𝑦 𝜕𝑥
4. Linear Equations. A differential equation in standard form, dy/dx = f(x, y), if f(x, y) can be written as
f(x, y) = –P(x) y + Q(x) then the differential equation is linear. Any linear equations can always be
expressed as
𝑦 ′ + 𝑃(𝑥)𝑦 = 𝑄(𝑥).
5. Bernoulli Equations. A Bernoulli differential equation is an equation of the form
𝑦 ′ + 𝑝(𝑥)𝑦 = 𝑞(𝑥)𝑦 𝑛
where n denotes a real number; when n = 1 or n = 0, a Bernoulli equation reduces to a linear equation.
EMATH 4 – MODULE 1

6. Equations with Coefficients Linear in Two Variables.

Equations linear in a function of two variables are first order differential equations of the form
M(x, y)dx + N(x, y)dy = 0 can always be expressed as
(ax + by + c) dx + (ex + fy + g) dy = 0.

C. ILLUSTRATIVE PROBLEMS
1. Identify the type of the following differential equations according to the number of variables with respect
to which derivatives appear in the equation, whether it either linear or partial ODE.
𝑑𝑦
𝑎. + 2𝑥𝑦 = 1
𝑑𝑥
𝑑2 𝑦 𝑑𝑦
𝑏. + − 2𝑦 = sin 𝑥,
𝑑𝑥 2 𝑑𝑥
𝑑𝑥 𝑑𝑦
𝑐. + = 𝑥 + 2𝑦
𝑑𝑡 𝑑𝑡
𝜕𝑢 𝜕𝑢
𝑑. + =0
𝜕𝑥 𝜕𝑦
𝜕2𝑢 𝜕2𝑢
e. +
𝜕𝑥 2 𝜕𝑦 2
𝜕𝑢 𝜕𝑢
𝑓. + + 𝑢2 = 0
𝜕𝑥 𝜕𝑦
𝜕𝑢 𝜕𝑢 2
g. +( ) =0
𝜕𝑥 𝜕𝑦
2
𝜕 𝑢 𝜕2𝑢
ℎ. + 𝑢 =0
𝜕𝑥 2 𝜕𝑦 2
Solution.
From a to c are linear ODEs, d and f are linear PDEs, f and g are non-linear PDEs, and h is quasi-linear
PDE.

2. Identify the order, degree, linearity, unknown function, and the independent variable in each of the
following differential equations:
a. (dy/dx)3 + 4xy = 0
b. yy" + y = x
c. (dP/dV)4 = 1.4V
d. d3y/dx3 + cos y dy/dx = 2x + 1
e. 𝑥̈ + 3𝑥̇ + 2𝑥 = 𝑡 − 3
f. (y(4))3 + y"' + y" + y' + xy = x + 2
g. ∂u/∂x + ∂u/∂y + y = −x
h. u∂2u/∂x2 + u2 = 0
i. (d2y/dx2)2/3 – y = 4x
j. y(4) + x2y"' + xy" – 2y' + sin y = 0
k. ∂u/∂x + ∂u/∂y = 0
l. ∂2u/∂x2 + (∂u/∂y)3 + 2u = 0
Solution.
a. Order is 1, degree is 3, nonlinear, the unknown function is y, and the independent variable is x.
EMATH 4 – MODULE 1

b. Order is 2, degree is 1, nonlinear because of yy" product, the unknown function is y, and the
independent variable is x.
c. Order is 1, degree is 4, nonlinear, the unknown function is P, and the independent variable is V.
d. Order is 3, degree is 1, nonlinear because of the transcendental function cos y, the unknown function
is y, and the independent variable is x.
e. Order is 2, degree is 1, linear, unknown function is x, and the independent variable is t.
f. Order is 4, degree is 3, nonlinear, unknown function is y, and the independent variable is x.
g. Order is 1, degree is 1, linear, unknown function is u, and the independent variables are x & y.
h. Order is 2, degree is 1, nonlinear because of u∂2u/∂x2 + u2, unknown function is u, and the
independent variables is x.
i. Order is 2, no degree because the equation cannot be written as a polynomial in the unknown function
and its derivatives; the 2/3 power precludes such a possibility, nonlinear because a derivative of the
unknown function is raised to a power other than 1, the unknown function is y, and the independent
variable is x.
j. Order is 4, degree is 1, nonlinear because of the transcendental argument sin y, the unknown function
is y, and the independent variable is x.
k. Order is 1, degree is 1, linear, unknown function is u, and the independent variables are x & y.
l. Order is 2, degree is 1, nonlinear, unknown function is u, and the independent variables are x & y.

3. Can this differential equation (y' + y)5 = sin (y'/x) be identified as a differential equation in standard form?
Solution. This equation cannot be solved algebraically for y', and cannot be deduced to its standard form.

4. Can this differential equation xy' – y2 = 0 be identified as a differential equation in standard form?
Solution. Yes, this equation can be solved algebraically for y',
xy' = y2 ⇒ y' = y2/x.

5. Can this differential equation y(yy' – 1) = x be identified as a differential equation in differential form?
Solution. Yes,
𝑥+𝑦
𝑦′ = ⇒ (𝑥 + 𝑦)𝑑𝑥 − 𝑦 2 𝑑𝑦 = 0.
𝑦2
6. Identify which of the following differential equation dy/dx = y/x is in differential form:
𝑑𝑥 𝑑𝑦
𝑎. 𝑦𝑑𝑥 + (−𝑥)𝑑𝑦 = 0 𝑏. − =0 𝑐. (𝑦/𝑥)𝑑𝑥 − 𝑑𝑦 = 0.
𝑥 𝑦
Solution. The above DEs are in differential forms derived from dy/dx = y/x by multiplying that equation
through by any other function of x and y.
7. Determine if the following differential equations are separable:
A. sin x dx + y2 dy = 0
B. xy2 dx – x2y2 dy = 0
C. (1 + xy) dx + y dy = 0
Solution.
A. The differential equation is separable; here M(x, y) = A(x) = sin x and N(x, y) = B(y) = y2.
B. The equation is not separable in its present form, since M(x, y) = xy2 is not a function of x alone. But if
we divide both sides of the equation by x2y2 , we obtain the equation
(1/x) dx + (–l)dy = 0, which is separable. Here, A(x) = 1/x and B(y) = –1.
EMATH 4 – MODULE 1

C. The equation is not separable, since M(x, y) = 1 + xy, which is not a function of x alone.
8. Verify whether dy/dx = y2/x is homogeneous.
Solution.
𝑑𝑦 (𝑣𝑦)2 𝑦2
= 𝐹(𝑣𝑥, 𝑣𝑦) = = 𝑣 1 ( ) ≠ 𝐹(𝑥, 𝑦).
𝑑𝑥 𝑣𝑥 𝑥
This equation is not homogeneous because it is degree zero.

9. Verify whether dy/dx = (2y4 + x4)/x y3 is homogeneous.

Solution. This equation is homogeneous because
𝑑𝑦 2(𝑣𝑦)4 + (𝑣𝑥)4 0
2𝑦 4 + 𝑥 4
= 𝐹(𝑣𝑥, 𝑣𝑦) = = 𝑣 ( ) = 𝐹(𝑥, 𝑦).
𝑑𝑥 𝑣𝑥(𝑣𝑦)3 𝑥𝑦 3
This equation is homogeneous because the degree is zero.

10. Verify whether F(x, y) = x + xy is homogeneous and if so, find its degree.
Solution. This equation is not homogeneous because
F(x, y) = vx + (vx)(vy) = vx + v2(xy) ≠ vnF(x, y).

11. Verify if y' + xy = 3 is linear ODE.

Solution. The equation is linear (y’ + P(x) y = Q(x); here P(x) = x and Q(x) = 3.

12. Verify if y' = x sin y + 2ex is linear ODE.

Solution. The equation is non-linear; because of the term sin y.

13. Verify if xy' + y = √2𝑦 is linear ODE.

Solution. The equation is nonlinear because of the term √2𝑦.

14. Verify if y' + x/y = 0 is linear ODE.

Solution. The equation is nonlinear because of the 1/y term.

15. Verify if y' + xy = y3 is a Bernoulli differential equation.

Solution. The equation is a Bernoulli differential equation in standard form where n = 3.

16. Verify if the following differential equations are Euler’s homogeneous differential equation:
a. y’ = (x + y)/x b. y’ = y2/x c. y’ = (x2 + y)/x3
Solution.
a. f(tx, ty) = (tx + ty)/tx = t0(x + y)/x = f(x, y); homogeneous.
b. f(tx, ty) = t2y2/tx = t(y2/x) ≠ f(x, y); nonhomogeneous.
c. f(tx, ty) = (t2x2 +ty)/t3x3.= (tx2 +y)/t2x3 ≠ f(x, y); nonhomogeneous.

17. Verify whether the following differential equations are exact ODE:
a) 3x2y dx + (y + x3) dy = 0
b) xy dx + y2 dy = 0
Solution.
a. The equation is exact; here M(x, y) = 3x2y, N(x, y) = y + x3, and ∂M/∂y = ∂N/∂x = 3x2.
b. The equation is not exact. Here M(x, y) = xy and N(x, y) = y2; hence ∂M/∂y = x, ∂N/∂x = 0,
and ∂M/∂y ≠ ∂N/∂x.
EMATH 4 – MODULE 1

18. Verify whether the following differential equations are linear differential equations of order one with linear
coefficients.
a. (x + y + 1) dx + (x + y + 2) dy = 0.
b. (x + y + 1) dx + (x + y) dy = 0.
c. (x – y + 1) dx + (x + y – 2) dy = 0.
d. (x + 2y + 1) dx + (2x – y + 3) dy = 0.
e. (x + y + 1) dx + (2x + 2y + 2) dy = 0.
Solution.
They are all linear differential equations of order one with linear coefficients.

D. FORMATIVE ASSESSMENT PROBLEM

19. Identify the type of the following differential equations according to the number of variables with respect
to which derivatives appear in the equation, whether it either linear or partial ODE.
𝑑𝑦
𝑎. −𝑦 =𝑥
𝑑𝑥
𝑑3 𝑦 𝑑𝑦
𝑏. + + 𝑦 = cos 𝑥,
𝑑𝑥 3 𝑑𝑥
𝑑𝑥 𝑑𝑦
𝑐. + =1
𝑑𝑡 𝑑𝑡
𝜕𝑢 𝜕𝑢
𝑑. + =𝑎
𝜕𝑥 𝜕𝑦
𝜕2𝑢 𝜕2𝑢
e. + 2 =0
𝜕𝑥 2 𝜕𝑦 2
𝜕𝑢 𝜕𝑢
𝑓. + + 𝑢2 = 𝑥 + 𝑦
𝜕𝑥 𝜕𝑦
𝜕𝑢 𝜕𝑢 3
g. +( ) =0
𝜕𝑥 𝜕𝑦
𝜕2𝑢 𝜕2𝑢
ℎ. + =1
𝜕𝑥 2 𝜕𝑦 2

20. Identify the order, degree, linearity, unknown function, and the independent variable in each of the
following differential equations:
a. (dy/dx)2 + y' + xy = 0
b. y" + xy = e–x
c. (d2P/dV2)3 = 0
d. y(4) + y3y(3) + y4 = e2x
e. d3y/dx3 + dy/dx + y = 0
f. 𝑥̈ + 𝑥̇ − 6𝑥 = 𝑒 𝑡
g. (d2y/dt2)3/2 – y = xex
h. y"' + y" + y' + y = sin x
i. u∂u/∂x + u∂u/∂y + y = x
j. ∂2u/∂x2 + ∂2u/∂y2 = 0

21. Could this equation (y' − y)2 = cos (y'/x) be identified as a differential equation in standard form?
EMATH 4 – MODULE 1

22. Could this differential equation xy' + 2x = 1 be identified as a differential equation in standard form?
23. Identify which of the following differential equation dy/dx = y/x is written in differential form:
𝑑𝑥 𝑑𝑦 𝑦
𝑎. 𝑦𝑑𝑥 + 𝑥𝑑𝑦 = 0 𝑏. + =0 𝑐. ( ) 𝑑𝑥 + 𝑑𝑦 = 0.
𝑥 𝑦 𝑥
24. Write the given differential equations in standard form.
a. (x – y)dx + y2 dy = 0
b. xy' + cos(y' + y) = l
c. (e2x – y)dx + ex dy = 0
d. exy' – x = y'
e. xy' + y2 = 0 Answer: y' = –y2/x
f. exy' – x = y'
g. dx + dy = 1 Answer: y' = 0
h. xy' + cos(x + y) = 1 Answer: y' = (1 – cos(x + y))/x
i. (y')3 + y2 + y = sin x Answer: Not possible

25. Verify whether the following differential equations are separable:

a. 2sin x dx + xy2 dy = 0
b. xy2 dx + x2y3 dy = 0
c. (1 + x + x2) dx + xy dy = 0

26. Verify whether the following differential equations are Euler’s homogeneous differential equations:
a. y’ = (x – y)/x b. y’ = y3/x c. y’ = (x2 + xy)/x2

27. Verify whether the following differential equations are linear differential equations of order one:
a. y' + (1 + x)y = 1
b. y' = x cos y – 3y
c. y' + xy = √2𝑦
d. y' + x/y = 3

28. Verify whether the following differential equations are Bernoulli differential equation:
a. y' + 2xy = y2
b. y' – (1/x)y = xy3/2
c. y' + y = 1 + y3/2

29. Verify whether the following differential equations are exact ODE:
a. x2y dx + (y – 1) dy = 0
b. 3x2y dx + (y – x3) dy = 0
c. 2xy dx + y2 dy = 0

30. Verify whether the following differential equations are linear differential equations of order one with linear
coefficients.
a. (x + y + 1) dx + (x + y + 3) dy = 0.
b. (x + y + 2) dx + (x + y) dy = 0.
c. (x – y + 1) dx + (x + y – 1) dy = 0.
d. dy/dx = (x + y + 1)/(2y – 1).
e. dy/dx = (x + y + 2)/(2x + 2y + 4).
EMATH 4 – MODULE 1

I. MODULE TITLE: Introduction to Differential Equations

II. MODULE INTRODUCTION/RATIONALE: This module provides the EMath 4 students the general
method of solving separable differential equations and the initial value problems. It will equip them the
necessary skill to solve particular cases of separable differential equations particularly in the application part
of the course module.

III. MODULE OUTCOMES: At the end of the module, the learner will be able to
a. Recognize different kinds of differential equations;
b. Select the appropriate method of solution and interpret the obtained solution.

IV. LESSON 2 TITLE: Solution of Differential Equations

V. LESSON 2 OUTCOMES: At the end of the module, the learner will be able to
a) Verify whether a function is a solution to a given differential equation.
b) Determine the solution to the initial-value problem with a known general solution.
c) Determine the solution to the boundary-value problem with a known general solution.

A. INTRODUCTION
A differential equation is an equation that relates a function with one or more of its known derivatives. That means
to say, the solution is certainly a function. Moreover, the goal is to solve an ODE, to find what function or functions
satisfy the given differential equation. Let’s begin by finding the general method of finding the solution to a given
differential equation.

B. SOLUTION TO DIFFERENTIAL EQUATIONS

1. General Method
A differential equation is an equation involving a differentiable function and one or more of its derivatives.
For instance, 𝑦 ′ + 2𝑦 = 0 is a differential equation. A function y = f(x) is a solution of a differential equation
if the equation is satisfied when y and its derivatives are replaced by f(x) and its derivatives. For example,
𝑦 = 𝑒 −2𝑥 is solution of the differential equation. To verify this assertion, we substitute for
𝑦 = 𝑒 −2𝑥 and 𝑦 ′ = −2𝑒 −2𝑥 in the original differential equation:
𝑦 ′ + 2𝑦 = 0
(−2𝑒 −2𝑥 ) + 2(𝑒 −2𝑥 ) = 0
0 = 0. ∎
In the same way, you can show that 𝑦 = 2𝑒 −2𝑥 , 𝑦 = −3𝑒 −2𝑥 , and 𝑦 = 5𝑒 −2𝑥 are also solutions of the
differential equation. In fact, each function given by 𝑦 = 𝐶𝑒 −2𝑥 , where C is a real number, is a solution of the
equation. This family of solutions is called the general solution of the differential equation.

2. Initial Value Problem, Boundary Value Problem

a. An initial value problem (Cauchy Problem) is a differential equation along with an appropriate number
of initial conditions.
b. A boundary value problem is a differential equation together with a set of additional constraints, called
the boundary conditions. A solution to a boundary value problem is a solution to the differential
equation which also satisfies the boundary conditions.

C. ILLUSTRATIVE PROBLEMS
EMATH 4 – MODULE 1

31. Verify whether y = Asin 2x + Bcos 2x where A and B are constants is a solution of y" + 4y = 0.
Solution.
Differentiating y twice, it follows that
y' = 2Acos 2x – 2Bsin 2x
y" = –4Asin 2x – 4Bcos 2x.
Hence, substituting these values into the differential equation, we obtain
y" + 4y = (–4Asin 2x – 4Bcos 2x) + 4(Asin 2x + Bcos 2x)
Combining like terms, then
y" + 4y = –4Asin 2x + 4Asin 2x – 4Bcos 2x + 4Bcos 2x
y" + 4y = 0. ∎
Therefore, y = Asin 2x + Bcos 2x satisfies the differential equation for all values of x and is a solution on the
interval (–∞, ∞). Therefore, y = Asin 2x + Bcos 2x is indeed a solution.

32. Verify whether y = 0 is a solution of y" + 4y = 0.

Solution.
Differentiating y twice, it follows that
y' = 0
y" = 0.
Therefore,
y" + 4y = 0 + 4(0) = 0. ∎
It follows that y = 0 is indeed a solution to this ODE over the interval (–∞, ∞).

33. Determine the particular solution to the initial-value problem y' + y = 0 and y(3) = 2 where the general solution
to the differential equation is y = Ae–x, where A is an arbitrary constant.
Solution.
We only have one constant in the general solution, then we have to differentiate y once,
y = Ae–x ⇒ y' = –Ae–x.
Hence, substituting back to the given differential equation, we obtain
y' + y = –Ae–x + Ae–x
y' + y = 0.
Next, we apply the initial values, @ x = 3 and y = 2, then we can find the constant A:
y = Ae–x ⇒ 2 = Ae–3
A = 2e3.
Therefore,
y = Ae–x = (2e3)(e–x) ⇒ y = 2e3 – x. ∎

34. Determine the solution to the boundary-value problem y" + 4y = 0, y(0) = 1, y(π/2) = 2, if the general solution
to the differential equation is known to be y = A sin 2x + B cos 2x.
Solution.
Differentiating y = A sin 2x + B cos 2x twice: y' = 2A cos 2x – B sin 2x and y" = – 4A sin 2x – 4B cos 2x.
EMATH 4 – MODULE 1

Hence, substituting these into the differential equation, we obtain

y" + 4y = – 4A sin 2x – 4B cos 2x + 4(A sin 2x + B cos 2x) = 0 is indeed true.
Now we check the boundary conditions, for y = A sin 2x + B cos 2x.
@ x = 0, then y = 1:
1 = A sin 2(0) + B cos 2(0) ⇒ 1 = 0 + B ⇒ B = 1.
@ x = π/2, then y = 2.
2 = A sin 2(π/2) + B cos 2(π/2) ⇒ 2 = 0 + B (–1) ⇒ B = –2.
The boundary conditions have contradictory values for B, therefore, no solution exists.

35. Determine A and B so that y = Aex + Bex + 2sin x satisfy the initial conditions y(0) = 0 and y'(0) = 1.
Solution.

From y = Aex + Bex + 2sin x, @ x = 0 and y = 0, we have:

0 = A(e0) + B(e0) ⇒ 0 = A + B or A + B = 0. (1)
x x
From y' = Ae + Be + 2sin x, @ x = 0 and y' = 1, we have:
1 = 2A(e0) + B(e0) + 2(sin 0) ⇒ 1 = 2A + B + 0 or 2A + B = 1. (2)
Subtract (1) from (2):
Then A = 1; we substitute the result in (1), then B = –1.
Therefore, A = 1 and B = –1.
EMATH 4 – MODULE 1

I. MODULE TITLE: Introduction to Differential Equations

II. MODULE INTRODUCTION/RATIONALE: This module provides the EMath 4 students the general
method of solving separable differential equations and the initial value problems. It will equip them the
necessary skill to solve particular cases of separable differential equations particularly in the application part
of the course module.

III. MODULE OUTCOMES: At the end of the module, the learner will be able to
a. Recognize different kinds of differential equations;
b. Select the appropriate method of solution and interpret the obtained solution.

IV. LESSON 3 TITLE: Solution of Differential Equations

V. LESSON 3 OUTCOMES: At the end of the module, the learner will be able to
a. Obtain the differential equation associated with the given primitive function.
b. Sketch the particular solutions represented by the constant C given the general solution of the
differential equation.
c. Illustrate the Picard iteration scheme for the initial value problem.

A. INTRODUCTION.
A solution to a given differential equation is a relation between the dependent and independent variables
free of derivatives of any order, and satisfies the aforementioned differential equation. Then, let us delve into
the different forms of solutions of the differential equation, primitive functions, and Picard iteration scheme.

B. GENERAL/PARTICULAR/SINGULAR SOLUTION
a. General Solution. Geometrically, the general solution of a differential equation represents a family of
curves known as solution curves. For instance, the general solution of the differential equation is 𝑦 = 𝐶𝑥 2 .

b. Particular Solution. A particular solution of a differential equation is any solution that is obtained by
assigning specific values to the arbitrary constant(s) in the general solution.
The figure at the right shows several
solution curves corresponding to different
values of C. Particular solutions of a differential
equation are obtained from initial conditions
placed on the unknown function and its
derivatives.
For instance, in the said figure, suppose you
want to find the particular solution whose graph
passes through the point (2, 4). This initial
condition can be written as y = 4 when x = 2.
Substituting these values into the general
solution produces 4 = C(2)2, which implies that
C = 1. So, the particular solution is y = x2.

NOTE: To determine a particular solution, the number of initial conditions must match the number of
constants in the general solution.
c. Singular Solution. Some differential equations have solutions other than those given by their general
solutions. These are called singular solutions. A solution that cannot be obtained by particularly setting any
parameters. The primitive y = (x2/4 + C)2 is the one-parameter family solution of dy/dx = xy1/2; however, y
EMATH 4 – MODULE 1

= 0 is a solution of the above ODE. We cannot set any value of C to obtain the solution y = 0, we call y = 0
is a singular solution.

d. Explicit Solution. Explicit solution is a solution where the dependent variable can be separated. For
example, the solution 4x2 + y = 1 is implicit while y = 1 − 4x2 is explicit.
e. Implicit Solution. The implicit solution is preferred over the explicit solution when the variables are
awkward to separate like 2(𝑥 + 1) + 𝑒 𝑥 𝑦 = sin(𝑥 − 𝑦). If you try to solve it explicitly for y, then
difficulty abounds, and you will end up being content with the implicit solution.
NOTE: A solution curve is a graph of an explicit particular solution. An integral curve is defined by an
implicit particular solution.

The Existence of Solutions

A basic question in the study of first-order initial value problems concerns whether a solution even
exists. A second important question asks whether there can be more than one solution. Some conditions
must be imposed to assure the existence of exactly one solution.
In many applications it is desirable to know that there is exactly one solution to an initial value problem.
Such a solution is said to be unique. Picard’s Theorem gives conditions under which there is precisely one
solution. It guarantees both the existence and uniqueness of a solution.

Picard’s Theorem: Suppose that both f(x, y) and its partial derivative ∂f/∂y are continuous on the interior
of a rectangle R, and that (x0, y0) is an interior point of R. Then the initial value problem dy/dx = f(x, y),
y(x0) = y0 has a unique solution y = y(x) for x in some open interval containing x0.

Picard’s Theorem is verified by applying Picard’s iteration scheme. We noticed that any conceived
solution to the initial value problem must also satisfy the integral equation
𝑥
𝑦(𝑥) = 𝑦0 + ∫ 𝑓(𝑡, 𝑦) 𝑑𝑡.
𝑥0
Why? Observe that
𝑥
𝑑𝑦
∫ 𝑑𝑡 = 𝑦(𝑥) − 𝑦(𝑥0 ).
𝑥0 𝑑𝑡
That indicates that the converse must be true too; if the function y(x) satisfies the above equation, then
dy/dx = f(x, f(x)) and y(x0) = y0.
EMATH 4 – MODULE 1

Why? Observe that

𝑥
𝑦(𝑥) = 𝑦0 + ∫ 𝑓(𝑡, 𝑦) 𝑑𝑡.
𝑥0
If we replace y(t) by the constant y0 and we integrate it and call the resulting right-hand side y1(x) as
𝑥
𝑦1 (𝑥) = 𝑦0 + ∫ 𝑓(𝑡, 𝑦0 ) 𝑑𝑡.
𝑥0
This is just the first step in the iterative process; to keep it going, we use the generating formula:
𝑥
𝑦(𝑛+1) (𝑥) = 𝑦0 + ∫ 𝑓(𝑡, 𝑦𝑛 (𝑡)) 𝑑𝑡.
𝑥0
The proof of Picard’s Theorem is left to the student as an exercise.

C. ILLUSTRATIVE PROBLEMS
36. Obtain the differential equation associated with 𝑦 = 𝐴 cos 𝑎𝑥 + 𝐵 sin 𝑎𝑥, where A and B are arbitrary constant
and a being a fixed constant.
Solution.
Since 𝑦 = 𝐴 cos 𝑎𝑥 + 𝐵 sin 𝑎𝑥 contains two arbitrary constants, we differentiate twice
𝑦 = 𝐴 cos 𝑎𝑥 + 𝐵 sin 𝑎𝑥
𝑦 ′ = −𝑎𝐴 sin 𝑎𝑥 + 𝑎𝐵 cos 𝑎𝑥
𝑦 ′′ = −𝑎2 𝐴 cos 𝑎𝑥 − 𝑎2 𝐵 sin 𝑎𝑥 = −𝑎2 (𝐴 cos 𝑎𝑥 + 𝐵 sin 𝑎𝑥) ⇒ 𝑦 ′′ = −𝑎2 𝑦.
Therefore, the required differential equation is
𝑦 ′′ + 𝑎2 𝑦 = 0.

37. Obtain the differential equation associated with the primitive y = Cx2 + C2.
Solution.
Since we only one constant in the primitive solution, we just differentiate once,
We take the first derivative and solve for the constant C, then
𝑦 ′ = 2𝐶𝑥
Solving for C, we have
𝑑𝑦
𝐶= .
2𝑥 𝑑𝑥
Then, we perform back substitution,
𝑦 = 𝐶𝑥 2 + 𝐶 2
𝑑𝑦 𝑑𝑦 2
𝑦=( ) 𝑥2 + ( ) .
2𝑥 𝑑𝑥 2𝑥 𝑑𝑥
To simplify, we multiply both sides by 4𝑥 2 , then
2 2
𝑑𝑦 2 2
𝑑𝑦 2
4𝑥 𝑦 = 4𝑥 ( ) 𝑥 + 4𝑥 ( ) .
2𝑥 𝑑𝑥 2𝑥 𝑑𝑥
Therefore, the required differential equation is
𝑑𝑦 2 𝑑𝑦
( ) + 2𝑥 3 − 4𝑥 2 𝑦 = 0.
𝑑𝑥 𝑑𝑥

38. Obtain the differential equation associated with the primitive y = C1e3x + C2e2x + C3ex.
Solution. Let us find the derivatives up to the 3rd order, we have
𝑦 = 𝐶1 𝑒 3𝑥 + 𝐶2 𝑒 2𝑥 + 𝐶3 𝑒 𝑥 .
𝑦 ′ = 𝐶1 3𝑒 3𝑥 + 𝐶2 2𝑒 2𝑥 + 𝐶3 𝑒 𝑥 .
𝑦 ′′ = 𝐶1 9𝑒 3𝑥 + 𝐶2 4𝑒 2𝑥 + 𝐶3 𝑒 𝑥 .
EMATH 4 – MODULE 1

𝑦 ′′′ = 𝐶1 27𝑒 3𝑥 + 𝐶2 8𝑒 2𝑥 + 𝐶3 𝑒 𝑥 .
The elimination of constants by elementary methods is tedious. If the above equations are solved for its arbitrary
constants by determinants, the result may be put in the form (called eliminant):
𝑒 3𝑥 𝑒 2𝑥 𝑒𝑥 𝑦 + − + −
3𝑒 3𝑥 2𝑒 2𝑥 𝑒 𝑥 𝑦′
| 3𝑥 2𝑥 𝑒 𝑥 ′′ | = 0. |−
+
+ − +|
− + −
9𝑒 4𝑒 𝑦
27𝑒 3𝑥
8𝑒 2𝑥 𝑒 𝑥 𝑦 ′′′ − + − +

Determinants property2 #3: If one row A is multiplied by k to produce a matrix B, then |𝐵| = 𝑘|𝐴|.
Therefore,
𝑒 3𝑥 𝑒 2𝑥 𝑒𝑥 𝑦 1 𝑒 2𝑥 𝑒𝑥 𝑦 1 1 𝑒𝑥 𝑦
𝑥 ′ 𝑥 ′
3𝑒 3𝑥
2𝑒 2𝑥 𝑒 𝑦 3𝑥 3 2𝑒 2𝑥 𝑒 𝑦 3𝑥 2𝑥 3 2 𝑒 𝑥 𝑦′
| 3𝑥 𝑥 | = 𝑒 ∙ | | = 𝑒 ∙ 𝑒 | |=
9𝑒 4𝑒 2𝑥 𝑒 𝑦 ′′ 9 4𝑒 2𝑥 𝑒
𝑥
𝑦 ′′ 9 4 𝑒 𝑥 𝑦 ′′
27𝑒 3𝑥 8𝑒 2𝑥 𝑒 𝑥 𝑦 ′′′ 27 8𝑒 2𝑥 𝑒 𝑥 𝑦 ′′′ 27 8 𝑒 𝑥 𝑦 ′′′
1 1 1 𝑦 1 1 1 𝑦 1 1 1 𝑦
3 2 1 𝑦′ 3 2 1 𝑦 ′
3 2 1 𝑦′
𝑒 3𝑥 ∙ 𝑒 2𝑥 ∙ 𝑒 𝑥 | | = 𝑒 (3𝑥+2𝑥+𝑥)
| | = 𝑒 6𝑥
| | = 0.
9 4 1 𝑦 ′′ 9 4 1 𝑦 ′′ 9 4 1 𝑦 ′′
27 8 1 𝑦 ′′′ 27 8 1 𝑦 ′′′ 27 8 1 𝑦 ′′′
From here onward, we apply Laplace development for the determinant above through column 4,
3 2 1 1 1 1 1 1 1 1 1 1
𝑒 6𝑥 {−𝑦 | 9 4 1| + 𝑦 ′ | 9 4 1| − 𝑦 ′′ | 3 2 1 | + 𝑦 ′′′
| 3 2 1|} = 0.
27 8 1 27 8 1 27 8 1 9 4 1
3 2 1
4 1 9 1 9 4
𝑦| 9 4 1| = 𝑦 {3 | |− 2| |+| |} = 𝑦{3(4 − 8) − 2(9 − 27) + (72 − 108)} = {−12}𝑦.
8 1 27 1 27 8
27 8 1
1 1 1
4 1 9 1 9 4
𝑦′ | 9 4 1| = 𝑦 ′ {| |−| |+| |} = 𝑦 ′ {(4 − 8) − (9 − 27) + (72 − 108)} = {−22}𝑦 ′ .
8 1 27 1 27 8
27 8 1
1 1 1
2 1 3 1 3 2
𝑦 ′′ | 3 2 1| = 𝑦 ′′ {| |−| |+| |} = 𝑦 ′′ {(2 − 8) − (3 − 27) + (24 − 54)} = {−12}𝑦 ′′ .
8 1 27 1 27 8
27 8 1
1 1 1
2 1 3 1 3 2
𝑦 ′′′ |3 2 1| = 𝑦 ′′′ {| |−| |+| |} = 𝑦 ′′′ {(2 − 4) − (3 − 9) + (12 − 18)} = {−2}𝑦 ′′′ .
4 1 9 1 9 4
9 4 1
Therefore, the required differential equation is
𝑒 6𝑥 {−(−12𝑦) + (−22𝑦 ′ ) − (−12𝑦 ′′ ) + (−2𝑦 ′′′ )} = 𝑒 6𝑥 {12𝑦 − 22𝑦 ′ + 12𝑦 ′′ − 2𝑦 ′′′ } = 0.
−2𝑒 6𝑥 {𝑦 ′′′ − 6𝑦 ′′ + 11𝑦 ′ − 6𝑦} = 0.
𝑦 ′′′ − 6𝑦 ′′ + 11𝑦 ′ − 6𝑦 = 0.
39. Given that 2y2 – x2 = C is the general solution of the differential equation 2y (dy/dx) – x = 0 sketch the
particular solutions represented by C = 0, ±1 and ±4.
Solution.
The particular solutions represented by and are shown below by a Desmos graph.

2 https://www.math.drexel.edu/~jwd25/LM_SPRING_07/lectures/lecture4B.html
EMATH 4 – MODULE 1

40. Illustrate the Picard iteration scheme for the initial value problem y' = x – y, y(0) = 1.
Solution.
For the problem at hand, y' = f(x, y) = x – y, then
𝑥
𝑦1 = 𝑦0 + ∫ 𝑓(𝑡, 𝑦0 ) 𝑑𝑡
𝑥0
𝑥 𝑥
𝑡2 𝑥2
𝑦1 (𝑥) = 1 + ∫ (𝑡 − 1) 𝑑𝑡 = 1 + [ − 𝑡] ⇒ 𝑦1 (𝑥) = 1 + − 𝑥.
0 2 0
2
If we now use
𝑥
𝑦(𝑛+1) = 𝑦0 + ∫ 𝑓(𝑡, 𝑦𝑛 (𝑡)) 𝑑𝑡.
𝑥0
The first iteration is n =1, gives
𝑥
𝑡2 𝑥
𝑡2 𝑥
𝑡2
𝑦2 = 1 + ∫ (𝑡 − (1 + − 𝑡)) 𝑑𝑡 = 1 + ∫ (𝑡 − 1 − + 𝑡) 𝑑𝑡 = 1 + ∫ (−1 + 2𝑡 − ) 𝑑𝑡
0 2 𝑥0 2 𝑥0 2
𝑥
𝑡3 𝑥3
= 1 + [−𝑡 + 𝑡 − ] ⇒ 𝑦2 = 1 − 𝑥 + 𝑥 2 − .
2
3 0 6
The second iteration is n = 2, gives
𝑥
2
𝑡3 𝑥
2
𝑡3
𝑦3 = 1 + ∫ (𝑡 − (1 − 𝑡 + 𝑡 − )) 𝑑𝑡 = 1 + ∫ (𝑡 − 1 + 𝑡 − 𝑡 + ) 𝑑𝑡
0 6 0 6

𝑥3 𝑥4
𝑦3 = 1 − 𝑥 + 𝑥 2 − + .
3 4!
The exact solution of
𝑑𝑦
+𝑦 =𝑥
𝑑𝑥
is a first-order differential equation that is linear in y. You will learn how to find the general solution
𝑦 = 𝑥 − 1 + 𝐶𝑒 −𝑥 .
The solution of the initial value problem is
𝑦 = 𝑥 − 1 + 2𝑒 −𝑥 .
If we substitute the Maclaurin series for in this particular solution, we get
𝑥2 𝑥3 𝑥4
𝑦 = 𝑥 − 1 + 2 (1 − 𝑥 + − + − ⋯ ).
2! 3! 4!
EMATH 4 – MODULE 1

𝑥3 𝑥4
𝑦 = 1 − 𝑥 + 𝑥2 − + 2 ( − ⋯ ).
3 4!
and we see that the Picard scheme producing y3(x) has given us the first four terms of this expansion.

To verify the veracity of the above iteration, we found by advanced method that the answer to the above
problem is y = x – 1 + 2𝑒 −𝑥 . The Tailor expansion3 for 𝑒 −𝑥 is
𝑥2 𝑥3
𝑒 −𝑥 = 1 − 𝑥 + − + ⋯.
2! 3!
Therefore,
y = x – 1 + 2𝑒 −𝑥
𝑥2 𝑥3
𝑦 = 𝑥 − 1 + 2 (1 − 𝑥 + − + ⋯)
2! 3!
𝑥3 𝑥4 𝑥5
𝑦 = 𝑥 − 1 + 2 − 2𝑥 + 𝑥 2 − 3
+ 2 ( 4! − 5!
+ ⋯)
𝑥3 𝑥4
y = 1 − 𝑥 + 𝑥2 − + 2( − ⋯) □
3 4!

D. FORMATIVE ASSESSMENT

41. Which of the following functions are solutions of the differential equation y' – 5y = 0?
A. y = 5 B. y = 5x C. y = e-5x D. y = e5x
49. Which of the following functions are solutions of the differential equation dy/dt – 2ty = t.
2 2
A. y = –2 B. y = 2 C. y = 𝑒 𝑡 − 1/2 D. y = 2𝑒 𝑡 + 1/2
50. Which of the following functions are solutions of the differential equation dy/dt = y/t.
A. y = 0 B. y = 1 C. y = 2t D. y = t2
51. Which of the following functions are solutions of the differential equation y' = (x4 + 2y4)/(xy2)?
A. y = x B. y = x8 – x4 C. y = (x8 – x4)1/2 D. y = (x8 – x4)1/4
52. Which of the following functions are solutions of the differential equation y" – y = 0?
4

A. y = ex B. y = e–x C. y = ex + e–x `D. y = ex – e–x

53. Which of the following functions are solutions of the differential equation 𝑥̈ – 4𝑥̇ + 4x = et?
A. x = et B. x = e2t C. x = et + te2t D. x = te2t + e2t + et
54. Which of the following functions are solutions of the differential equation y" – xy' + y = 0?5
A. y = 0 B. y = x C. y = l – x2 D. y = 2x2 – 2
55. Find A and B so that y = Asin x + Bcos x will satisfy the given conditions and determine whether the given
conditions are initial conditions or boundary conditions.
a. y(0) = 1, y'(0) = 2
b. y(0) = 2, y'(0) = 1
c. y(0) = 1, y(π/2) = 1 Answer: A = B = 1, boundary condition

3 https://en.wikipedia.org/wiki/Taylor_series
4 Contributed by John Ray de la Cruz (08/15/19); it is true for only homogeneous linear ODE; “By the Principle of Superposition, any linear
combination of y1 and y2 is also a solution”- Abell & Braselton. (2018) Introduction to Differential Equation, 5th ed., p. 149.
5 Solution contributed by Arjay C. Oñate 9/5/19
EMATH 4 – MODULE 1

d. y(π/4) = 0, y(π/6) = 1 Answer: boundary condition

e. y(0) = 1, y(π) = 2
f. y(π/2) = 1, y'(π/2) = 2

56. Find values of A and B so that the given functions will satisfy the prescribed initial conditions.
a. y = Aex + Bex + 4sin x; y(0) = 1, y'(0) = –1 Answer6: A + B = 1, & –5, no real solution, ivp.
b. y = Aex + Bex + x2 – 1; y(1) = 1, y'(0) = 2
c. y = Aex + Bex + 3e3x; y(1) = 1, y'(0) = 0
d. y = A sin 2x + B cos 2x + 1; y(π) = 0, y'(π) = 0
e. y = Aex + Bxex + x2ex; y(1) = 1, y'(1) = –1

57. In the previous problem, determine whether the equations are homogeneous and/or linear, and, if not linear,
whether they are Bernoulli; determine whether the equations in differential form, as given, are separable
and/or exact.

58. Use Picard’s iteration scheme to find yn(x) for n = 0, 1, 2, and 3 in the following exercises.
a) y' = x, y(1) = 2
b) y' = y, y(0) = 1
c) y' = xy, y(1) = 1
d) y' = x + y, y(0) = 0
e) y' = 2x – y, y(–1) = 1

6 Contributed by Jimmy Jegonia