DIFFERENTIAL EQUATIONS I

(MATH 251)

F.A Wireko, PhD

Department Of Mathematics

Kwame Nkrumah University Of Science and Technology

February 7, 2023

F.A Wireko, PhD Department Of Mathematics

DIFFERENTIAL
Kwame Nkrumah
EQUATIONS
University
I (MATH
Of Science
251)and Technology
February 7, 2023 1 / 20
 FIFTH LECTURE

F.A Wireko, PhD Department Of Mathematics

DIFFERENTIAL
Kwame Nkrumah
EQUATIONS
University
I (MATH
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251)and Technology
February 7, 2023 2 / 20
 Integrating Factors

An integrating factor is a function µ(t) by which an ordinary differential

equation (First order Linear differential equation) can be multiplied in
order to make it integrable

Consider the standard form for the first order linear differential equation
dy
+ p(t)y = g (t) (1)
dt
where both p(t) and g(t) are continuous.

Multiply both sides of eq(3) by the function µ(t)

dy
µ(t) + µp(t)y = µg (t) (2)
dt
Assume that µ(t) satisfy the following :
F.A Wireko, PhD Department Of Mathematics
DIFFERENTIAL
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 Cont...

µ′ (t) = µ(t)p(t) (3)

Substituting (5) into (4), we arrive at

dy
µ(t) + µ′ (t)y = µ(t)g (t) (4)
dt
At this point we recognize the left side of (6) is nothing more than a
product rule :
dy
µ(t) + µ′ (t)y = (µ(t)y (t))′ (5)
dt
We can replace the left hand side of eq(6) with this product rule to get :

(µ(t)y (t))′ = µ(t)g (t) (6)

Since we are after y (t), we integrate both sides of (8) then use a little
algebra to get y (t).
F.A Wireko, PhD Department Of Mathematics
DIFFERENTIAL
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EQUATIONS
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 Cont...

Z Z
′
(u(t)y (t)) dt = µ(t)g (t)dt
Z
µ(t)y (t) + c = µ(t)g (t)dt (7)
R
µ(t)g (t)dt + c
=⇒ y (t) = (8)
µ(t)
Now that we have our general solution, we go back to determine what
µ(t) is. From eq(5):
µ(t)p(t) = µ′ (t)
Divide both sides by µ(t)
µ′ (t)
= p(t)
µ(t)

F.A Wireko, PhD Department Of Mathematics

DIFFERENTIAL
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EQUATIONS
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February 7, 2023 5 / 20
 Cont...
From calculus we realize that
µ′ (t)
(lnµ(t))′ = (9)
µ(t)

Integrating both sides of (11) we get

Z
lnµ(t) + k = p(t)dt

Z
lnµ(t) = p(t)dt + k

”Exponentiate” both sides to get µ(t) out of the natural logarithm

R
p(t)dt+k
µ(t) = e
R
p(t)dt
=⇒ µ(t) = ke (10)

F.A Wireko, PhD Department Of Mathematics

DIFFERENTIAL
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 Cont...
We now have a formula for the general solution (10) and the integrating
factor (12). Now we substitute (12) into (10) and rearrange the constants,
R R p(t)dt
ke g (t)dt + c
y (t) = R
p(t)dt
ke
R R p(t)dt
k e g (t)dt + c
= R
p(t)dt
ke
R R p(t)dt
e g (t)dt + kc
= R p(t)dt
e
The solution to a linear differential equation is then
R
µ(t)g (t)dt + c
y (t) = (11)
µ(t)
where, R
p(t)dt
µ(t) = e (12)
F.A Wireko, PhD Department Of Mathematics
DIFFERENTIAL
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EQUATIONS
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251)and Technology
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 Cont...
Solution Process

The solution process for a first order linear differential equation is as

follows :
1 Put the differential equation in the correct initial form

2 Find the integrating factor µ(t) using (14)

3 Multiply everything in the differential equation by µ(t) and verify that

the left side becomes the product rule (µ(t)y (t))’ and write it as such

4 Integrate both sides, make sure you properly deal with the constants
of integration

5 Solve the solution y (t)

F.A Wireko, PhD Department Of Mathematics

DIFFERENTIAL
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EQUATIONS
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February 7, 2023 8 / 20
 Cont...

Find the solution to the following differential equation

dv
= 9.8 − 0.196v (13)
dt

Solution : First we need to get the differential equation in the correct

form
dv
+ 0.196v = 9.8 (14)
dt
From this we can see that p(t) = 0.196 and so µ(t) is
R
0.196dt
µ(t) = e = e 0.196t
We now multiply all terms in the D.E by the integrating factor
dv
e 0.196t + 0.196e 0.196t v = 9.8e 0.196t (15)
dt
F.A Wireko, PhD Department Of Mathematics
DIFFERENTIAL
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EQUATIONS
University
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 Cont...

(e 0.196t v )′ = 9.8e 0.196t (16)

Integrating both sides of (18)
Z Z
(e 0.196t v )′ dt = 9.8e 0.196t dt
(17)
e 0.196t v = 50e 0.196t + c

=⇒ e 0.196t v = 50e 0.196t + c (18)

Divide both sides by e 0.196t

=⇒ v (t) = 50 + ce −0.196t

is the general solution of the D.E

F.A Wireko, PhD Department Of Mathematics

DIFFERENTIAL
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EQUATIONS
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February 7, 2023 10 / 20
 Cont...

Find the solution to the IVP

1
ty ′ + 2y = t 2 − t + 1 y (1) = (19)
2

Solution : Divide through by t to get the differential equation into correct

form
2 1
y′ + y = t − 1 +
t t
Since p(t) = 2t , the integrating factor µ(t) becomes
2
R
dt
µ(t) = e t = e 2ln|t|

Re, write the integrating factor in the form ,

2
µ(t) = e 2ln|t| = e ln|t| = |t|2 = t 2

F.A Wireko, PhD Department Of Mathematics

DIFFERENTIAL
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 Cont...
Multiply the rewritten differential equation by the integrating factor t 2

(t 2 y )′ = t 3 − t 2 + t

Integrate both sides and solve for the solution :

Z
t y = t 3 − t 2 + tdt
2

1 1 3 1 2
= t4 − t + t +c
4 3 2
1 1 1 c
y (t) = t 2 − t+ + 2
4 3 2 t
Applying the initial condition to get the value of c
1 1 1 1 1
= y (1) = − + + c =⇒ c =
2 4 3 2 12

F.A Wireko, PhD Department Of Mathematics

DIFFERENTIAL
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 Cont...

The solution is then,

1 1 1 1
y (t) = t 2 − t + +
4 3 2 12t 2

Find the solution to the following IVP

√
 
′ 3 π
1. cos(x)y + sin(x)y = 2cos (x)sin(x) − 1 y = 3 2 (20)
4

3
2. ty ′ − 2y = t 5 sin(2t) − t 3 + 4t 4 y (π) = π (21)
2

Note : Integrating factors are also used to convert a non-exact differential

equation into a an exact differential equation.
F.A Wireko, PhD Department Of Mathematics
DIFFERENTIAL
Kwame Nkrumah
EQUATIONS
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February 7, 2023 13 / 20
 Bernoulli’s Equation
A Bernoulli equation is a first order differential of the form

y ′ + p(x)y = q(x)y n (22)

where p(x) and q(x) are continuous functions on the interval of discussion
and n is a real number. This equation differs from a standardized linear
differential equation in first degree at the right side of the equation. Here
there is a multiplication of y n , n ̸= 0, n ̸= 1, at the R.H.S. Then divide
(8) through by y n and substitute z = y 1−n .

y ′ y −n + p(x)y 1−n = q(x)

′
Let z = y 1−n =⇒ z ′ = (1 − n)y −n y ′ =⇒ 1−n
z
= y n y ′ . The equation
becomes:
z ′ + (1 − n)p(x)z = (1 − n)q(x).
The solution is obtained using first order linear equation in first degree
solution techniques.
F.A Wireko, PhD Department Of Mathematics
DIFFERENTIAL
Kwame Nkrumah
EQUATIONS
University
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251)and Technology
February 7, 2023 14 / 20
 Example

Solve the differential equation

4
y ′ + y = x 3y 2 y (2) = −1, x >0
x

Solution : Write it in the form y ′ + p(x)y = q(x)y n that is :

4
y ′ + y = x 3y 2 (23)
x
Divide through by y −2
4
y −2 y ′ + y −1 = x 3
x
Let z = y −1 and z ′ = −y −2 y ′ which is linear first order in first degree
− x4 dx
R
=⇒ µ(x) = e = e −4ln|x| = x −4

F.A Wireko, PhD Department Of Mathematics

DIFFERENTIAL
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EQUATIONS
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 Cont...

Therefore, Z  ′ Z
z.x =4
x v dx = −x −1 dx
−4

x −4 v = −ln|x| + c =⇒ z(x) = cx 4 − x 4 lnx

but
z = y −1 =⇒ y −1 = x 4 (c − lnx)
Applying the initial conditions,
1
(−1)−1 = c24 − 24 ln2 =⇒ c = ln2 −
16
1 −16
y (x) = = 4
x 4 (ln2 1
− 16 − lnx) x (1 + 16ln x2 )

F.A Wireko, PhD Department Of Mathematics

DIFFERENTIAL
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EQUATIONS
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 Cont...

Solve the differential equations

dy
x 2y − x 3 = y 4 cosx
dx

Solution : Write it in the form y ′ + p(x)y = q(x)y n that is :

y cosx
y′ − = − 3 y4 (24)
x x
Divide through by y 3 :
y −3 cosx
y −4 y ′ − =− 3
x x
, Let z = y −3 and z ′ = −3y −4 y ′ , which is linear first order in first degree
3
R R
p(x)dx dx
=⇒ µ(x) = e =e x = e 3lnx = x 3
F.A Wireko, PhD Department Of Mathematics
DIFFERENTIAL
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EQUATIONS
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251)and Technology
February 7, 2023 17 / 20
 Cont...

Therefore,
Z Z
3 3cosx 3
z.x = x dx = 3cosxdx =⇒ zx 3 = sinx + c
x

But
x3
z = y −3 =⇒ = 3sinx + c
y3
Hence,
x3
y3 =
3sinx + c

F.A Wireko, PhD Department Of Mathematics

DIFFERENTIAL
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EQUATIONS
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 Cont...

Exercise
Solve the following IVP

y ′ = 5y + e −2x y 2 y (0) = 2

and
y √
y′ + − y =0 y (1) = 0
x

F.A Wireko, PhD Department Of Mathematics

DIFFERENTIAL
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EQUATIONS
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251)and Technology
February 7, 2023 19 / 20
 THANK YOU

F.A Wireko, PhD Department Of Mathematics

DIFFERENTIAL
Kwame Nkrumah
EQUATIONS
University
I (MATH
Of Science
251)and Technology
February 7, 2023 20 / 20