MATH 2101-DIFFERENTIAL EQUATION

I.A) DEFINITION: Differential Equations are equations containing derivatives or differential

equations of one or more variables.
Example of Differential Equations:
dy
1. = e x  sin x
dx
2. y" - 2y' + y = cosx
 2u  2u u
3.  
x 2
y 2
t
I.B) DIFFERENTIAL EQUATIONS are composed of two kinds of variables
1. DEPENDENT VARIABLES – variables that denote values of a function.
2. INDEFENDENT VARIABLES – is one that may take on the function which the
dependent variables stand for.
THUS, FUNCTION is a relationship between two variables such that to each value one
variable, called the independent variable, there corresponds exactly one value of the other
variable, called the dependent variable.
Examples:
 2i i 1
1.) L 2 + R + i =  cos t
t t c
where: i - is the dependent variable
t - is the independent variable
L, k, c,  and  are called parameters
 2v  2v
2.) + =0
x 2 y 2
where: v - is dependent variable
x and y are independent variables
dy
3) (x 2  y 2 )dx  2 xydy  0 it can be written as (x 2  y 2 )  2 xy  0 or it can also be
dx
dx
written as (x 2  y 2 )
 2 xy  0 so, both x and y may consider either dependent
dy
or independent variables.

I.C) CLASSIFICATIONS OF DIFFERENTIAL EQUATIONS:

1. TYPES OF DIFFERENTIAL EQUATIONS

1) Ordinary Differential Equation –is a differential equation in which all derivatives
are ordinary derivatives of one or more dependent variables with respect to a single
independent variable.
Examples:
dy
1)  e x  sin x
dx
 2) y " 2 y ' y  cos x
3)3x 2 dx  2 ydy  0
2) Partial Differential Equation – is a differential equation containing at least one
partial derivative of some dependent variables
Examples:
 2u  2u u
1) 2  2 
x y t
 2u  2u  2u
2) 2  2  2  0
x y z

2. ORDER OF DIFFERENTIAL EQUATION– is the highest-order derivative in the equation

Examples:
3
d2y  dy 
1)  2b    y  0  is second order
 dx 
2
dx
dy
2)  e 2  sin x  is first-order
dx
3) 3x 2dx + 2ydy = 0 - first-order
4) y" - 2y +y = cosx - second-order
 2u  2u u
5) + = 2 - second-order
x 2
y 2
t
3. DEGREE OF THE DIFFERENTIAL EQUATION – is the largest power or exponent of the
highest-ordered derivative present in the equation.
Examples:

dy
1)  x 2  3 - 1st degree
dx
d2y dy
2) x 2 2 + 2x  y  x 2  2  1st degree
dx dx
2
 d3y  d2y d 2 y dy d3y
3)  3   2 2  2 2  x2  0 - 2nd degree
 dx  dx dx dx dx
4. LINEARITY OF DIFFERENTIAL EQUATIONS: GENERAL STATEMENTS
(1) An Ordinary Differential Equation of order n is called linear if it may be written in the
form
dny d n 1 y dy
b0 ( x ) n  b1 ( x ) n 1  ...  bn 1 ( x )  bn ( x ) y  R( x )
dx dx dx
Examples :
1) y ' p( x ) y  Q ( x )
2) x ( y ")3  ( y ') 4  y  0
3) y " 2 y ' 8 y  x 2  cos x
 2
 d2y 
2
 dy 
4) 3  2   1   
 dx   dx 
2 1
 d 2 y  2  3
  d 2 y 2  2

 2    1   2  
 dx     dx  
4 3
 d 2 y  2  6
  d 2 y 2  6

 2    1   2  
 dx     dx  
4 3
 d 2 y  2    d 2 y  2 
 2    1   2   - 8th degree
 dx     dx  

(2) A Second-Order Linear Partial Differential Equation with two independent variables
can be written in the form
nw 2w nw w w
b0 ( x, y ) n  b1 ( x, y )  b2 ( x, y ) 2  b3 ( x, y )  b4 ( x, y )  b5 ( x, y ) w  R( x, y )
x xy y x y
Examples :
 2u 2  u
2
u  2u
1)  c 2)  c2 2
t 2 x 2 t x
 2u  2u u u
2 2
3)  0 4)   f ( x, y )
x 2 y 2 x 2 y 2
 2u 2 u  2u   2u  2u  2u
2
5) 2  c  2  2  6)   0
t  x y  x 2 y 2 z 2
(3) A first-order Linear Partial Differential Equation with two independent variables can
be written in the form
w w
b0 ( x, y )  b1 ( x, y )  R( x, y )
x y
Examples:
w w
1) u  dx  dy
x y
A Differential equations which cannot be written in these form are called
NONLINEAR.
 EXERCISE - I:
Differential Equation Linearity Order Degree Type
1) y " 2 y ' 8 y  x 2  cos x linear nd
2 -order 1st O. D. E
2) x( y ")3  ( y ') 4  y  0 linear 2nd-oder 3rd O. D. E
 2u  2u
3)  0 Linear 2nd-order 1st P. D. E
x 2 y 2
4)  2u  2u
  f ( x, y ) linear 2nd-order 1st P. D. E
x 2 y 2
2
 d3y  d2y d 2 y dy 3
2 d y
5)  dx 3   2 2
 2 2
 x 0 linear 3rd-order 2nd O. D. E
  dx dx dx dx
di
L  Ri  E
7) dt linear 1st-order 1st O. D. E
 u  2u  2u
2

8)   0 nonlinear 2nd-order 1st P. D. E

x 2 y 2 z 2
dy
 1  xy  y 2
9) dx nonlinear 1st-order 1st O. D. E
2
 d 3w 
4
 dw 
10)  dx 3   2  dx   yw  0 nonlinear 3rd-order 2nd O. D. E
   

I.D) TYPES OF SOLUTION TO ORDINARY DIFFERENTIAL EQUATION.

1. GENERAL SOLUTION – The solution is said to be general if it contains at least one
arbitrary constant.
Examples:
1) xy  c, where c is the arbitrary constant
2) ln y  c1e x  c2e x , where c1 and c2 are arbitrary constants
2. PARTICULAR SOLUTION – The solution to a differential equation is said to be particular
if it does not contain any arbitrary constants.
Examples:
1) dx  dy  0, where: y = 1, and x = 0

 dx   dy  0
x + y = c, @ y = 1, x = 0
0+1=c
c=1
 x + y = 1  Particular solution.
 2) Determine the particular solution of
y  x 3  2 x 2  ax  b, with boundary conditions y = 5 when x =1; y = 3 when x = 0
solution :
when (1,5)
5  13  2(1)2  a (1)  b
2  a  b  eq.1

when (0,3)
3000b
b  3  eq.2
2 in 1
a = -1
so, the particular solution under the given conditions then is
y  x 3  2 x 2  x  3  particular solution

I.E) ELIMINATION OF ARBITRARY CONSTANTS:

GENERAL RULE: the number of arbitrary constants in the equation would determine the
order of derivatives.
EXAMPLES:

1. Eliminate c1 and c2 in the equation y  c1e2 x  c2e3 x

Solution : The equation requires 2nd order derivatives because it contains two arbitrary constants
y  c1e 2 x  c2e3 x  c1e 2 x  c2e3 x  y  0  eq.1
2 x 2 x
y'  2c1e  3c2 e 3x
  2c1e  3c2 e  y '  0  eq.2 is the first order derivative
3x

2 x 2 x
y"  4c1e  9c2 e 3x
 4c1e  9c2e3 x  y "  0  eq.3 is the second order derivative
by determinants
e 2 x e3 x y
2e 2 x 3e3 x y'  0
4e2 x 9e3 x y"
1 1 y
2 x 3 x
e e 2 3  y '  0
4 9 y"
e x [(3 y " 4 y ' 18 y )  ( 12  9 y ' 2 y ")]  0
e x [5 y " 5 y ' 30 y ]  0
-5[ y " y ' 6 y ]  0
y " y ' 6 y  0  ans.
 Alternative Solution :
By u sin g the simple method of e lim ination and substitution.
From eq. 1 y  c1e2 x  c2e3 x
c1e2 x  y  c2e3 x  eq.4
4 in 2 and in 3
y '  -2( y  c2e3x )  3c2e3x
y '  2 y  2c2e3 x  3c2e3 x
y '  2 y  5c2e3 x  eq.5
y "  4( y  c2e3 x )  9c2e3 x
y "  4 y  4c2e3 x  9c2e3 x
y "  4 y  5c2e3 x  eq.6
subtruct eq. 5 by eq. 6
y '  2 y  5c2e3 x  eq.5
y "  4 y  5c2e3 x  eq.6
y ' y "  6 y
y " y ' 6 y  0  Ans.
2. Eliminate the constant a from the equation ( x  a )2  y 2  a 2
Solution : Since the equation has only one arbitrary constant "a", it needs first order derivative.
( x  a) 2  y 2  a 2  eq.1
2( x  a)  2 yy '  0
x-a + yy' = 0
a = x + yy'  eq.2
2 in 1
(x  x  yy ') 2  y 2  ( x  yy ') 2
(yy') 2  y 2  x 2  2 xyy ' ( yy ') 2
y 2  x 2  2 xyy '
(x 2  y 2 ) dx  2 xydy  0  answer
3. Eliminate B and  from the relation
x  B cos(t   )
Solution :
x  B cos(t   ) 1
x '   B sin(t   )  2
x "   2 B cos(t   )  3
 substitute 1 in 3
x"   2 x, or x" +  2 x  0
d 2x
2
  2 x  0  answer
dt
4. Eliminate c from the equation cxy  c 2 x  4  0
Solution :
cxy  c 2 x  4  0  eq.1
c( xy ' y )  c  0
2

c  ( y  xy ')  eq.2
2 in 1
xy[-( y  xy ')]  [-( y  xy ')]2 x  4  0
xy[- y  xy ']  [ y 2  2 xyy ' ( xy ') 2 ] x  4  0
 xy 2  x 2 yy ']  xy 2  2 x 2 yy ' x ( xy ') 2 ]  4  0
x 2 yy ' x 3 ( y ') 2  4  0
x 3 ( y ') 2  x 2 yy ' 4  0  answer

I. F) FAMILY OF CURVES
An equation involving a parameter as well as one or both of a coordinates of a point
in a plane represents a family of curves. Each value of the parameter will have a
corresponding equation of a curve. If an equation involves an arbitrary constant C, we get a
family of curves.
Example : ( x  c) 2  ( y  c) 2  2c 2
 if the constant c is treated as parameter then is interpreted as the equation of a family
of circles whose centers are on the line y  x passing through the origin as
x - c  0, y - c  0
x  c, yc
x  y  equation of the line
 But if the constant C is treated as an arbitrary constant then it is to be eliminated and
the result will be called the Differential Equation of the family represented by the
equation ( x  c) 2  ( y  c) 2  2c 2 as
x 2  2cx  c 2  y 2  2cy  c 2  0
x 2  2cx  2cy  y 2  0
x 2  y 2  2c( x  y )  0
x2  y2
2c 
( x  y)
(2 xdx  2 ydy )( x  y )  ( x 2  y 2 )(dx  dy )
0=
( x  y)2
 But if the constant C is treated as an arbitrary constant then it is to be eliminated and
the result will be called the Differential Equation of the family represented by the
equation ( x  c ) 2  ( y  c ) 2  2c 2 as
x 2  2cx  c 2  y 2  2cy  c 2  0
x 2  2cx  2cy  y 2  0
x 2  y 2  2c ( x  y )  0
x2  y2
2c 
( x  y)
(2 xdx  2 ydy )( x  y )  ( x 2  y 2 )( dx  dy )
0=
( x  y )2

0  2 x ( x  y )dx  2 xydy  2 y 2 dy  x 2 dx  y 2 dx  x 2 dy  y 2 dy
0  ( x 2  2 xy  y 2 )dx  ( y 2  2 xy  x 2 )dy
( x 2  2 xy - y 2 )dx  ( x 2  2 xy - y 2 )dy  0  differential equation of the family of circles
represented by that general solution.
•The coefficients of both dx and dy are also representations of families of lines, however, only
the ( x 2  2 xy - y 2 ) of dy has the real values.
( x 2  2 xy - y 2 )  discarded for it is resulting to imaginary results.
So, let ' s take ( x 2  2 xy - y 2 ) by using Quadratic Formula:
x 2  2 xy - y 2  0
b  b2  4ac
y where : a  1, b  2 x and c  - x 2
2a
y  ( 1  2) x, and y  ( 1  2) x  equations of the lines
EXAMPLES:
1. Find the differential equation of the family of parabolas shown in the
Fig. below, having their vertices at the origin and their foci on the y-axis.

Solution :
y  ax 2  1 equation of parabolas whose v (0, 0) and foci on the y - axis.
y'=2ax
y'
a= 2
2x
2 in 1
y' 2
y x
2x
2 y  xy '
xy ' 2 y  0  answer
2. Find the differential equation of the family of circles shown in Fig. below, having their center
on the y-axis
Solution:
(x-h)2  ( y  k )2  r 2  standard equation of the circle whose center @ ( h, k )
x 2  ( y  k )2  r 2  equation of the circle whose center is anywhere on the y - axis
 Eliminate k and r
2 x  2( y - k ) y '  0
x  yy '- ky '  0
x  yy '
k
y'
y '[1  yy '' y ' y ']  y ''( x  yy ')
0
( y ')
0  y '(1  yy " ( y ') 2  y "( x  yy ')
0  y ' yy ' y " ( y ')3  xy " yy ' y "
0  y ' ( y ')3  xy "
xy " ( y ')3  y '  0  answer
3. The circles r  2a(sin  - cos )
Solution :
r  2a(sin  - cos  )
r
2a  1
(sin  - cos  )
dr  2a(cos sin  )d  2
1 in 2
r
dr  (cos sin  )d
(sin  - cos  )
(sin  - cos  )dr  r (cos sin  )d
1 (sin  - cos  )dr  r (cos sin  )d 
(cos   sin  )dr  r (cos sin  )d  0  Ans.
4. The cardoids r  a(1- sin  )
Solution :
r
a
(1- sin  )
(1- sin  )dr  r ( cos  )d
0
(1- sin  ) 2
(1- sin  )dr  r (cos  )d
(1- sin  )dr  r (cos  )d  0  Ans.

5. The cissoids r  a sin  tan 

Solution :
r
a
sin  tan 
sin  tan  dr  r (cos  tan   sin  sec 2  )d
0
(sin  tan  )2
0  sin  tan  dr  r (cos  tan   sin  sec 2  )d
1
but sec2  
cos 2 
  sin   
0  sin  tan  dr  r cos  tan      d
  cos 2
 
  sin   
0  sin  tan  dr  r cos  tan      d
 cos   
2

  tan   
0  sin  tan  dr  r cos  tan      d
  cos   
 cos 2  tan   tan  
0  sin  tan  dr  r   d
 cos  
 cos 2   1 
sin  tan  dr  r tan    d
 cos  
sin  cos  dr  r (cos 2   1)d
sin  cos  dr  r (cos 2   1)d  0  Ans.