Course title: Differential Equations

Credit Hours: 3+0=3

Course Code: EE-119

Department of Computer Systems Engineering, 3rd semester+BSCS, 5th
Course instructor: Dr. Masood Ur Rehman
Balochistan University of Engineering and Technology, Khuzdar, Balochistan

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Introduction to the course (Orientation):

An Introduction presents a contemporary treatment of ordinary differential equations (ODEs) and an introduction to partial
differential equations (PDEs), including their applications in engineering and the sciences. Designed for a for the present semester
undergraduate course, the course offers a true alternative to books published for past generations of students. It enables students
majoring in a range of fields to obtain a solid foundation in differential equations.

The course covers traditional material, along with novel approaches to mathematical modeling that harness the capabilities of
numerical algorithms and popular computer software packages. It contains practical techniques for solving the equations as well as
corresponding codes for numerical solvers. Many examples and exercises help students master effective solution techniques, including
reliable numerical approximations.

This course describes differential equations in the context of applications and presents the main techniques needed for modeling
and systems analysis. It teaches students how to formulate a mathematical model, solve differential equations analytically and
numerically, analyze them qualitatively, and interpret the results.

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Instructor introduction and communication
information:

Instructor introduction:

Instructor name: Masood Ur Rehman

Qualification: Ph.D. Applied Mathematics

Ph.D. institution: University of Science and Technology of China (USTC)

Research area: Algebraic combinatorics, Spectral graph theory, Algebraic graph

theory

Office hours online / Online access point :

Office hours (Monday to Friday): 9:00 am to 5:00 pm

Zoom ID: masoodqau27@gmail.com

Skype ID: masood _mm

Microsoft teams ID: masoodqau@buetk.edu.pk

WhatsApp: +923448897021

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Instructor introduction and communication
information:

Contact information:

Email: masoodqau27@gmail.com / masoodqau@buetk.edu.pk

Phone #: +923348266836 +923448897021

Emergency phone #: +923348266836 +923448897021

Contact restrictions: No calls between 9:00 pm and 9:00 am

Expected response time for emails, as- With in 48 hours

signment submissions and grading:

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Course Content:

Ordinary Differential Equations of the First Order: Geometrical Considerations, Isoclines, Separable Equations, Equations Reducible
to Separable Form, Exact Differential Equations, Integrating Factors, Linear First-Order Differential Equations, variation of Parameters.
Ordinary Linear Differential Equations; Homogeneous Linear Equations of the Second Order, Homogeneous Second-Order Equations
with Constant Coefficients, General Solution, Real Roots, Complex Roots, Double Root of the Characteristic Equation, Differential
Operators, Cauchy Equation, Homogeneous Linear Equations of Arbitrary Order, Homogeneous Linear Equations of Arbitrary Order with
Constant Coefficients, Non- homogeneous Linear Equations. Modelling of Electrical Circuits. Systems of Differential Equations. Series
Solutions of Differential Equations.

Partial Differential Equations: Method of Separation of variables, wave, Heat Laplace equations
and their solutions by Fourier series method.

Teaching Methodology:

Lectures, Written Assignments, Semester Project, Presentations

Course Assessment:

Sessional Exam, Home Assignments, Quizzes, Project, Presentations, Final Exam

Reference Materials:

(1). A First Course in Differential Equation Zill. Prindle. Weber. Schmidt.1996. Brooks/Cole Publishing. (2).

Advanced Engineering Mathematics, 7th edition, Erwin, K. 1993, John Wiley and Sons Inc.

(3) Elementary Differential Equations with Applications C. H. Edwards. David, E. 1993. Penney, Prentice Hall.

(4) Differential Equations with Boundary-Value Problems, Dennis. G. Zill, Michael, R. Cullen. 1996, Brooks/Cole
Publishing.
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Course Information:

Course Information:

Course Title: Differential Equations

Credits: 3+0=3

Course Code: EE-119

Prerequisite: Calculus and Analytical Geometry

Course Type: Lecture

Contact hours: 48

Practical: 0

Required or Elective: Required

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Course Schedule:

Course Schedule:

Lecture: 3 hrs/week, Meets twice weekly

Office Hours: 3 hrs/week, by instructor

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Course Assessment:

Course Assessment:

Exam: 1 OHT, 1 Final Exam

Home work:

Quizzes:

Quizzes / tests: 10 percent Grading(Tentative)

2 quizzes / tests: Each quizz / test will be con-

ducted after 16 lectures.

Assignments: 10 percent Grading(Tentative)

2 Assignments: Each assignment will be con-

ducted after 16 lectures.

1 One Hour Test (OHT): 20 percent Grading(Tentative)

Final Exam: 60 percent Grading(Tentative)

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Course book and Related Course Material:

Course book and Related Course Material:

Textbook: A First Course in Differential

Equations Dennis. G. Zill, Prindle.
Weber. Schmidt.1996. Brooks/Cole
Publishing.

Textbook: Advanced Engineering Mathe-

matics, 7th edition, Erwin, K. 1993,
John Wiley and Sons Inc.

Reference Book: Elementary Differential Equa- tions

with Applications C. H. Ed- wards.
David, E. 1993. Penney, Prentice
Hall.

Reference Book: Differential Equations with

Boundary-Value Problems, Dennis.
G. Zill, Michael, R. Cullen. 1996,
Brooks/Cole Publishing.

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Course Objectives:

Course Objectives:

To teach techniques for solving ordinary differential equations and impart different concepts of partial differential
equations.

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Course Learning Outcomes (CLOs):

At the end of the course the students will be able to: Domain BT. Level PLO

Clo.1 Gain knowledge about differential equa- tions, C 2 1

solutions of first and higher orders homogenous
and non-homogenous differential equations by suit- able
methods. Solution of linear differential equations using
the Laplace transform technique and power se- ries
methods.

Clo.2 Apply differential equations in circuit anal- C 3 1

ysis, decay phenomena and daily life problems.

Clo.3 Calculate the mass reduction, flow of cur- rent C 4 2 and 3

in a circuit, temperature and population varia-
tions.

C=Cognitive domain, P=Psychomotor domain, A=

Affective domain, BT= Bloom’s Taxonomy

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Relevant program learning outcomes (PLOs):

The course is designed so that students will achieve the fol- lowing
PLOs:

Engineering knowledge: J

Problem analysis: J

Design / Development of solutions: J

Investigation: Q

Modern tool usage: Q

Environment and sustainability: Q

The engineer and society: Q

Ethics: Q

Individual and team work: Q

Communication: Q

Project management: Q

Lifelong learning: Q

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Topics covered in the Course and Level of Coverage:

Belongs Topics covered in the Course and Level of Coverage:

to CLOs

Topics/Teaching plan/Course division lecture wise. Estimated

Contact
Hours

Clo.1 Introduction, basic concepts, types and classification of differential equations, solution of 1.5
differential equations.

Clo.1 First order ordinary differential equations separable variables. 1.5

Clo.1 Homogeneous ordinary differential equations. 1.5

Clo.1 Exact ordinary differential equations and integrating factors. 3

Clo.1 Linear ordinary differential equations. 1.5

Clo.1 Bernoulli differential equation. 1.5

Clo.1 Ricatti and Clairaut differential equation. 1.5

Clo.2 Applications of ordinary differential equations. 1.5

Clo.2 Non-linear ordinary differential equations (with applications). 3

Clo.1 Series solutions of differential equations. 3

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Topics covered in the Course and Level of Coverage:

Belongs to Topics covered in the Course and Level of Coverage:

CLOs

1 Topics/Teaching plan/Course division lecture wise. Estimated

Contact Hours

Clo.1 Linear differential equations of higher order preliminary theory. 3

Clo.1 Homogeneous linear equations with constant coefficients. 1.5

Clo.1 Homogeneous ordinary differential equations. 1.5

Clo.1 Non-Homogeneous linear equations with constant coefficients differential operators. 3

Clo.1 Undetermined coefficients. 3

Clo.1 Variation of parameters. 3

Clo.2 Non-Homogeneous linear equations with variable coefficients Cauchy-Euler equation (with 1.5
applications).

Clo.1 Introduction and basic concepts to partial differential equations. 3

Clo.3 Solution of PDEs using separation of variables and Laplace transform . 3

Clo.3 Solutions of wave, heat and Laplace equations by fourier series method. 3

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Topics covered in the Course and Level of Coverage:

Belongs to Topics covered in the Course and Level of Coverage:

CLOs

1 Topics/Teaching plan/Course division lecture wise. Estimated

Contact Hours

Clo.3 Applications of partial differential equations. 3

Total 32 Total
lectures: C.hours=48

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 LECTURE #2

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 Introduction to Differential Equations Definitions and terminology

Clo.1

Definition
An equation containing the derivatives of one or more unknown functions
(or dependent variables), with respect to one or more independent variables,
is said to be adifferential equation(DE).

If a differential equation contains only ordinary derivatives of one or

more unknown functions with respect to a single independent
variable, it is said to be anordinary differential equation(ODE). An
equation involving partial derivatives of one or more unknown
functions of two or more independent variables is called apartial
differential equation(PDE). Our first example illustrates several of
each type of differential equation.

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 Introduction to Differential Equations Definitions and terminology

Clo.1
The equations
dy
dx + 5y = e ,
x

d 2y
dy − + 6y = 0,
d 2x dx
and
dx dy
dt + =dt2x + y
are examples of ordinary differential
equations.
The following equations are partial
∂2 u ∂2 u ∂2 u ∂2 u ∂u ∂u
+ = 0 equations
differential , = − 2, = − . (1)
∂x 2 ∂y 2 ∂x 2 ∂t 2 ∂t ∂y ∂x
∂v
Notice in the third equation that there are two unknown functions and
two independent variables in the PDE. This means u and v must be
functions of two or more independent variables.
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 Introduction to Differential Equations Definitions and terminology

Clo.1

Ordinary derivatives will be written by using either theLeibniz

2 3
notation dx ,d x d, x ,... or theprime notation y , y j , yjj,... jjj
dy dy 2 dy 3

Definition
Theorder of a differential equation(either ODE or PDE) is the order of
the highest derivative in the equation.

d 2y dy x
+ 5( )3 − 4y = e
is a second order ordinary ddifferential
2x dx
equation.
dy
dx +5y = ex , dx +dtdy = 2xdt + y are first order ordinary differential
equations.

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 Introduction to Differential Equations Definitions and terminology

Clo.1

Definition
Thedegree of a differential equation(either ODE or PDE) is the power of
the highest order derivative involved in the equation.

dy
dx +5y = ex , dx +dtdy = 2xdt + y are of first degree ordinary
differential equations.
∂2u 2
∂x 2 + ∂ u∂y= 0 is of first degree partial differential equation.
2
( dy
dx 2) = 4( dx
dy ) − 2y + 4x is of second degree ordinary differential
2
equation.

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 Introduction to Differential Equations Definitions and terminology

Clo.1

Determine the degree of the ODE

d 2y dy 2
) ) 2.
5
= k(1 + (
dx 2 dx

Take square on both side of the given ODE to rationalise it. By this we get
the following form of the given ODE,
d 2y dy
( )2 = k2 (1 + ( ) 2) 5
dx 2 dx
.

Now, we can see that the power of the highest derivative in the ODE is 2.
Hence 2 is the degree of the given ODE.

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 Introduction to Differential Equations Definitions and terminology

Clo.1

Definition
An nth-order ordinary differential equation F (x, y, y j, y jj, y jjj , ..., y (n)) =
0 (note, that this is the general form of nth-order ordinary differential
equation in one dependent variable where F is a real-valued function of
n + 2 variables: x, y, y j, y jj, y jjj , ..., y (n) is said to belinearif F is linear
in
y, y j, y jj, y jjj , ..., y (n).

This above definition means that an nth-order ODE is linear when

F (x, y, y j, y jj, y jjj , ..., y (n)) = 0 is
n d n− 1
) ddx(n)
an(x )y y
+a
n + a n−1 (x )y
...++aa1(x
(n−1) ++... ) jdy
1(x )y +0(x
dx+ a a 0(x − =g g(x(x) =) 0 or
)y )y
(x ) y
n− 1 dx n− 1

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 Introduction to Differential Equations Definitions and terminology

Clo.1

(y − x )dx + 4xydy = 0 is linear ODE of 1st order. y j j − 2y + y = 0 is

3
linear ODE of 2nd order. x 3 d y + x dy − 5y = e isx linear ODE of 3rd
dx 3 dx
order.
(1 − y )y j + 2y = ex is the nonlinear ODE, because the nonlinear term
2
(1 − y ) coefficient depends on y , ddxy2 + siny = 0, is nonlinear ODE,
because nonlinear term siny is a nonlinear function of y , and
d 4y
dx 4
+ y 2 = 0 is nonlinear ODE, because of the term y 2 since the
power of y is not 1.

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 Introduction to Differential Equations Solution of differential equations

Clo.1

Definition
A solution of a differential equation in the unknown function y and the
independent variable x on the interval I is a function y (x ) that satisfies
the differential equation identically for all x in I.

Example. Verify that the function y = xex is the solution of

y jj − 2y j + y = 0 in the interval (−∞, ∞ )
Solution. From the derivatives y j = xex + ex and y j j = xex + 2ex for every
real number x , by using these two expression and y = xex in
y jj − 2y j + y = 0 we have
y jj − 2y j + y = (xex + 2ex ) − 2(xex + ex ) + xex = 0. This shows that
y = xex is the solution of y jj − 2y j + y = 0 in the interval (−∞, ∞).

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 Introduction to Differential Equations Solution of differential equations

Clo.1

Example. Is y (x ) = c1sin2x + c2cos2x , where c1 and c2 are arbitrary

constants, a solution of y j j + 4y = 0?
Solution. Differentiating y , we find

y j = 2c1cos2x − 2c2sin2x

and
y j j = −4c1sin2x − 4c2cos2x
Hence,

y j j + 4y = (−4c1sin2x − 4c2cos2x ) + 4(c1sin2x + c2cos2x )

= (−4c1 + 4c1)sin2x + (−4c2 + 4c2)cos2x

=0
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 Introduction to Differential Equations Exercise

Clo.1

Determine the order, unknown function, and the independent variable in

each of the following ordinary differential equations:
(1) y j jj − 5xy j = ex + 1
√
(2) ty j j + t 2 y j − (sint) y = t 2 − t + 1
2
(3) s 2 ddst 2+ st dt =
ds s
(4) 5( d 4b 5) + 7( db )10 + b 7− b =5 p
dp4 dp
2
(5) y ddyx 2 = y 2 + 1
dx 2
(6) y ( dy ) = x 2+ 1
(7) 2x j j j + 3x j − 5x = 0
(8) 17y (4) − t 6 y (2) − 8y 5 = 3cost

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 Introduction to Differential Equations Exercise

Clo.1

(1) Determine whether y (x ) = 2e − x + xe − x is a solution of

y j j + 2y j + y = 0.
(2) Is y (x ) = 1 a solution of y j j + 2y j + y = x ?
(3) Show that y = lnx is a solution of xy j j + y j = 0 on I = (0, ∞).
(4) Show that y = (x 1 1) is a solution of y +j 2xy = 20 on I = (−1 , 1) but
2−
not on any larger interval containing I.

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 Introduction to Differential Equations Exercise

Clo.1

(1)Which of the following functions are solutions of the ODE y j − 5y = 0? (a)

y = 5 (b) y = 5x (c) y = x 5 (d) y = e5x (e) y = 2e5x (f) y = 5e2x .
(2)Which of the following functions are solutions of the ODE y j − 3y = 6? (a)
y = −2 (b) y = 0 (c) y = e3x − 2 (d) y = e2x − 3 (e) y = 4e3x − 2.
(3) Which of the following functions are solutions of the ODE
y j − 2ty = t? 1 1 1
(a) y = 2 (b) y = − 2 (c) y=e t 2 (d) y = e t 2 − (e) y = −7e
2
t2 − .
2

(4) Which of the following functions are solutions of the ODE dy =dty ? t
(a) y = 0 (b) y = 2 (c) y = 2t (d) y = −3t (e) y = t 2 .

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 Introduction to Differential Equations SEPARABLE EQUATIONS

SEPARABLE EQUATIONS

REVIEWMATERIAL

Basic integration formulas.

Techniques of integration: integration by parts and partial fraction
decomposition

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 Introduction to Differential Equations SEPARABLE EQUATIONS

SEPARABLE EQUATIONS

Definition
A first-order differential equation of the form

dy
dx = g (x )h(y )
is said to be separable or to have separable
variables.
For example, the equations
dy
= y 2xe 3x +4y
dx
and
dy
dx = y + sinx
are separable and nonseparable, respectively.
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 Introduction to Differential Equations SEPARABLE EQUATIONS

SEPARABLE EQUATIONS

In the first equation we can factor f (x, y ) = y 2xe3x +4y as

f (x, y ) = y 2 xe3x +4y = (xe3x )(y 2 e4y ) ⇒ f (x, y ) = g (x )h(y ).

but in the second equation there is no way of expressing y + sinx as a

product of a function of x times a function of y .

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 Introduction to Differential Equations SEPARABLE EQUATIONS

Solving a Separable DE

Example 1. Solve (1 + x )dy − ydx = 0.

dy dx
Solution. Dividing by (1 + x )y , we can write y = (1+x ) , from which it
follows that ∫ ∫
dy dx
=
y (1 + x )
ln|y | = ln|1 + x| + c1
by laws of exponents

e ln|y| = eln|1+x|+c1 y

= e ln|1+x|+c1

y = eln|1+x|.ec1

(BUETK) y = |1 + x|.ec1 32 / 39
 Introduction to Differential Equations SEPARABLE EQUATIONS

Now we know that if x ≥ −1 , then |x + 1| = x + 1 and if x < −1, then

|x + 1| = −(x + 1).
y = ±e .(1
c1 + x )

Now replacing ec1 by c we get,

y = ±c(1 + x ).

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 Introduction to Differential Equations SEPARABLE EQUATIONS

Solving a Separable DE
Example 2. Solve the initial-value problem dydx = − ,y y (4) = − 3.
x
Solution. Rewriting the equation as ydy = −xdx , we get
∫ ∫
ydy = −
xdx

y22
− x+2 c1.
2
=
y = −x + 2c1.
2 2

y 2 + x 2 = 2c1.
We can write the result of the integration as y 2 + x 2 = c 2 by replacing the
constant 2c1 by c 2 . This solution of the differential equation represents a
family of concentric circles centered at the origin. Now when
x = 4, y = −3, so c 2 = 25. Thus the initial-value problem determines the
circle y 2 + x 2 = 25 with radius 5.
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 Introduction to Differential Equations SEPARABLE EQUATIONS

Solving a Separable DE

Example 3. Solve y j = x +1y .4+1

Solution. Rewriting the equation as (x + 1)dx + (− y 4 − 1)dy , which
is
separable. Its solution is

∫ ∫
(x + 1)dx + (−y 4 − 1)dy = 0
x2
+x y=c
2 y5
.
Since it is impossible algebraically to solve this equation explicitly for y ,
the solution must be left in its present implicit form.

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 Introduction to Differential Equations SEPARABLE EQUATIONS

Solving a Separable DE
Example 4. Solve dy = 2t(y 2 + 9)dt.
Solution. The equation may be rewritten as
dy
− 2tdt = 0
y 2+ 9
which is separable in variables y and t. Its solution is
∫ ∫
dy
− 2tdt = 0
y +9
2

upon evaluating the given integrals,

1 −1 y
tan ( ) − t =2c
3 3
y
tan − 1 ( ) − 3t =23c
3
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 Introduction to Differential Equations SEPARABLE EQUATIONS

y
tan −1 ( 3) = 3t 2 + 3c
y 2
3 = tan(3t + 3c)
y = 3tan(3t2 + 3c)
y = 3tan(3t2 + k) with k = 3c.

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 Introduction to Differential Equations SEPARABLE EQUATIONS

Solving a Separable DE

Example 5. Solve ex dx − ydy = 0, y (0) = 1.

Solution. B integrating we get.

∫ ∫
ex dx − ydy = 0

y2
ex − =c
2
2ex − y 2 = 2c
−y 2 = 2c − 2ex
y 2 = −2c + 2ex
y 2 = 2ex + k with k = −2c,

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 Introduction to Differential Equations SEPARABLE EQUATIONS

y 2 = 2ex + k.
Apply the initial condition, we obtain (1)2 = 2e0 + k, 1
= 2 + k ⇒ k = −1.
y 2 = 2ex
√
y= 2ex −
− 11.

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