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A differential equation (Abbreviated D.E.) is one which contains within it at least one derivative.

EXAMPLES

The following are examples of differential equations:

(a) dy/dx = 2x + 5 (d) ∂u/∂t = h2(∂2u/∂x2 + ∂2u/∂y2)

(b) d2s/dt2 – k2s + a = 0 (e) (d2w/dx2)3 + xy(dw/dx) + w = k

(c) (x2 + y2)dx – 2xydy = 0 (f) (d3s/dt3)2 + s(ds/dt) + 2st = 0 (g) y’’ + (y’)2 = y

A differential equation may be classified as to the following characteristics:

(a) ORDER: The order of a differential equation is the order of the highest – ordered derivative in the equation.

(b) DEGREE: The degree of a differential equation is the largest power or exponent of the highest – ordered

derivative present in the equation.

(c) TYPE: A differential equation may be ordinary or partial as to the type of derivatives or differentials appearing in

the equation that is if it contains ordinary derivatives, it is ordinary differential equation and if the

derivative is partial, the equation is a partial differential equation.

EXAMPLES

Consider the examples (a) to (g). Tabulated below are the classifications of these 7 differential equations:

D.E. ORDER DEGREE TYPE

(a) 1 1 Ordinary

(b) 2 1 Ordinary

(c) 1 1 Ordinary

(d) 2 1 Partial

(e) 2 3 Ordinary

(f) 3 2 Ordinary

(g) 2 1 Ordinary

REMARK: In the preceding examples, equation (a) is the only one given in the explicit form, equation (c)

is the only equation written in terms of differentials, and equation (d) is the only partial

differential equation.

The following functional notation is to be adopted as the general form of the nth – ordinary

differential equation

F(dny/dcn, dn-1/dxn-1 , … , dy/dx, x,y) = 0

REMARK: F(dny/dxn,dn-1/dxn-1,…,dy/dx, x,y) = 0 defines any function relating the dependent variable y, the

independent variable x, and the derivative of y relative to x up to and including the nth derivative.

The solution to an ordinary differential equation is another equation free of any derivatives or differentials

expressing the functional relationship between the dependent variables and which, substituted into the

equation, reduces it to an identity.

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EXAMPLE

The solution to the second – ordered differential equation

y’’ = 6x + 4 (1)

is anyone of the following equations:

y1 = x3 + 2x2 y3 = x3 + 2x2 + ax

y2 = x3 + 2x2 – 3x + 5 y4 = x3 + 2x2 + ax + b

where a and b are constants.

REMARKS: 1. y2, y3 and y4 are all solutions to (1) since these are all free of any derivatives or differentials

and which, when substituted into this equation, reduce it to the identity.

6x + 4 = 6x + 4

2. (1) can actually have an infinite number of solutions since the constants a and b in a solution

y3 and y4 can assume an infinite set of values.

The two types of solution to an ordinary differential equation are listed below:

(a) PARTICULAR SOLUTION: The solution to a differential equation is said to be particular if it does

not contain any arbitrary constants.

REMARK: Solution y1 and y2 are particular solutions to (1) since these do not contain any arbitrary constants.

(b) GENERAL SOLUTION: The solution is said to be general if it contains at least one arbitrary constant.

REMARK: Solutions y3 and y4 in (1) are general solutions to (1). Moreover, if the general solution to an nth –

ordered differential equation contains n arbitrary constants, it is called as the complete solution. Solution y4 is an

example of this since there are two (2) arbitrary constants corresponding to the order of (1) which is two (2).

The general form of the complete solution to the nth – ordered ordinary differential equation will contain n

arbitrary elements corresponding to its order n and will take the following functional notation

G(x,y, C1, C2, … , Cn) = 0 *

where C1, C2, … Cn are the n arbitrary constants.

REMARK: The preceding statement can easily be verified by considering the following particular discussion:

Given the simple nth – ordered differential equation

dny/dxn = k (k = constant)

n successive integrations of this will yield a solution which contain the n arbitrary elements specified in *.

Since there are n arbitrary constants in the complete solution to an nth – ordered differential equation as stated

in the preceding section, there must necessarily be n given initial or boundary conditions for the determination of these

constants. With the knowledge of these constants, which are obtained upon substitution of the given conditions to the

general solution, the corresponding particular solution is determined

REMARKS: 1. The term initial condition is used when the independent variable is the time and the

conditions given are at zero – time, t = 0.

2. The term boundary is used if the independent variable is anyone of the spatial coordinates

x,y, or z and the conditions given are for known values of anyone of these coordinates.

2

EXAMPLE

Consider the fourth solution y4

y4 = x3 + 2x2 + ax + b

Suppose the boundary condition given are:

y = 5 when x = 1

y = 3 when x = 0

determine the particular solution

1. Substitution of the given boundary conditions to the general solution y4 results in the following

(1,5) 5 = 13 + 2(1)2 + a(1) + b

or 2=a+b

(0,3) 3=0+0+0+b

or b=3

y = x3 + 2x2 – x + 3.

SUPPLEMENTARY PROBLEMS

1. Determine the order, degree, and type of the following differential equations:

(a) (x + y)dx + (3x2 - 1)dy = 0 (c) ∂2v/∂x2 + ∂2w/∂x2 = 0 (e) y’’’ + 4y’ + 3y = x

(b) x(d2y/dt2) – y(d2x/dt2) = k (d) x(d2y/dx2) + (dy/dx)4 – y = 0

(a) y = x2 + 4x ; xdy/dx = x2 + y (d) lny = C1ex + C2e-x ;yy’’ – (y’)2 = y2lny

(b) y = Asin5x + Bcos5x ; d2y/dx2 + 25y = 0 (e) y -3 = x3(3ex + C); xy’ + y + x4y4ex = 0

(c) y = (x + 1)e-x ; y’ + y – e-x = 0

SEPARATION OF VARIABLES

(a) In a solution of an ordinary first-ordered differential equation, the simples is the one which the variables, say x and

y, can be separated. By this, it means that the function of x times dx is separable from the function of y times dy.

(b) From F(dny/dcn, dn-1/dxn-1 , … , dy/dx, x,y) = 0, the general form of the first-ordered differential equation may be

derived,

F(dy/dx, x,y) = 0

REMARK: F(dy/dx, x,y) = 0 may also be written in terms of the differentials dx and dy

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

or simply Mdx + Ndy = 0 where M and N are both functions of x and y.

(c) For the case where the variables are separable, M(x.y)dx + N(x,y)dy = 0 or Mdx + Ndy = 0 is written as

f(x)dx + g(y)dy = 0

which is the standard form of the first-ordered ordinary differential equation with variables separable.

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(d) It is easily seen that the standard solution to (fx)dx + g(y)dy = 0 is

∫ f(x)dx + ∫ g(y)dy = C

REMARK: For the differential equation in three (3) variables

Mdx + Ndy + Pdz = 0

where M, N, and P are all functions of x, y, and z, the method of separation of variables may also be applied if it is

reducible to the form

f(x)dx + g(y)dy + h(z)dz = 0 the solution to which is once more obtained by integration.

(a) To determine whether the variables in M(x,y)dx + N(x,y)dy = 0 are separable or not, see if

M(x,y) is factorable into h(x)•Ø(y)

N(x,y) is factorable into g(x)•v(y).

(b) If the function M and N are thus factorable, the variables are separable otherwise x and y can not be

possibly separated.

REMARK: With both M and N factorable as given above,

M(x,y)dx + N(x,y)dy = 0 may now be written as

h(x)•Ø(y) + g(x)•v(y).= 0 or h(x)/g(x) + v(y)/Ø(y) = 0

which is the standard for defined by f(x)dx + g(y)dy = 0 and whose integration leads to the solution given by

∫ f(x)dx + ∫ g(y)dy = C

EXAMPLE PROBLEMS

PROBLEM 1 Find the complete solution of the differential equation

y/dx = (2x + 2xy2)/(y + 2x2y)

SOLUTION

(a) The given D.E. may be written as 2x(1 + y2)dx – y(1 + 2x2)dy = 0

or (2x)dx/(1 + 2x2) – (y)dy/(1 + y2) = 0

(b) Integration of each term leads to

(1/2)ln(1 + 2x2) – (1/2)ln(1 + y2) = C or ln sqr[(1 + 2x2)/ (1 + y2)] = C

sqr[(1 + 2x2)/ (1 + y2)] = C1 (C1 = eC)

and 1 + 2x2 = C2(1 + y2) (C2 = C1)2

PROBLEM 2 Find the complete solution of LdI + RIdt = 0 (L and R are constants)

SOLUTION (a) Write the given D.E. as dI/I + Rdt/L = 0

(b) Integrate ln I + Rt/L = C

ln I = C – kt (k = R/L) and

I = C1e -kt (C1 = eC)

SOLUTION (a) From the given D.E. exdx – e-2ydy = 0

(b) Integration gives ex + e-3y/3 = C

(c) When x = 0, y = 0 and C = 4/3 So the particular solution is

ex + e-3y/3 = 4/3 or 3ex + e-3y/3 = 4

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PROBLEM 4 Find the complete solution of x cos2ydx + tanydy = 0

(a) From the given equation xdx + tanydy/cos2y = 0 or xdx + sinydy(cosy)-3 = 0

(b) Integrate each term x2/2 + (cosy)-2/2 = C or xx2 + sec2y = C1 (C1 = 2C)

SOLUTION

(a) From the given equation (2 – y)2dx – 2(1 + x)1/2dy = 0 or 1dx/(1 + x)1/2 – 2dy(2 – y)2 = 0

(b) Integrate ∫(1 + x)-1/2dx – 2(2 – y)-2dy = 0

2(1 + x)1/2 – 2(2 – y)-1 = C and

SOLUTION

(a) Separating the variables, we have dy/y – dx/x2(1-x2) = 0

(b) Integrate each term, the second term with the use of reduction to partial fractions method,

lny + 1/x + ln sqr(x – 1)/(x + 1) = C or 1/x + lny sqr(x – 1)/(x + 1) = C

(c) When x = 2, y = -2 and C = -½ + ln (-2)/sqr(3)

So the particular solution is 1/x + lny sqr(x – 1)/(x + 1) + ln (-2)/sqr(3)

SOLUTION

(a) From the given equation, separate the variables dx/(x2 + 4) – dy/y = 0

(b) Integration gives ½[tan-1(x /2)] – lny = C

(c) When y = 1, x = 4 and C = (1/2)tan-12

The particular solution is (1/2)tan-1(x/2) – lny = (1/2)tan-12

SOLUTION

(a) The equation is written as xlnxdx – 2y-3dy = 0

(b) Integrate each term, the first by the method of integration by parts (x2/2)lnx – x2/4 + 1/y2 = C

SUPPLEMENTARY PROBLEMS

Find the complete solutions of the following differential equations:

1. dy/dx = (4x + xy2)/(y – x2y) 6. xeydy + (x2 + 1)dx/y = 0

2 2

ans. (4 + y )(1 – x ) = C ans. (y – 1)ey + x2/2 + lnx = C

2. y’ – 2y = y2; y = 3 when x = 0 7. xy3dx + (y + 1)e-xdy = 0

ans. 5y = 3(y + 2)e2x ans. ex(x – 1) = 1/y + 1/2y2 + C

3. dr = b(cosӨdr + rsinӨdӨ) (b is a constant) 8. 2xyy’ = 1 + y2; y = 3 when x = 2

ans. r = C(1 – bcosӨ) ans. y2 = 5x – 1

4. ylnx lnydx + dy = 0 9. (4z + x2z)dz + (1 + z2)dx – (yz2 + y)(4 + x2)dy = 0

ans. xlnx + ln(lny) = x+ C ans. ln(1 + z2) + tan-1(x/2) – y2 = C

2 2 2

5. (y’) = (1 – y )/(1 – x ); y = ½ when x = 1 10. dz – (4x3 – 4x3z + x3z2)dx + (4y – 1)(2 – z)2dy = 0

ans. sin-1x – sin-1y = π/3 ans. 1/(2 – z) – x4/4 + 2y2 – y = C

12-06-06

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