Course No.: Math 1213 Differential Equation Lecturer: Dr. M. Saifur Rahman
Course No.: Math 1213 Differential Equation Lecturer: Dr. M. Saifur Rahman
: Math 1213
Differential Equation
Department of Mathematics
Rajshahi University of Engineering & Technology
Rajshahi-6204, Bangladesh
Differential Equation
Differential Equation: A differential equation is any equation which contains
derivatives, either ordinary derivatives or partial derivatives.
Order of a Differential Equation: The order of a differential equation is the largest
derivative present in the differential equation.
Degree of a Differential Equation: The degree of a differential equation is the power of
the largest derivative present in the differential equation.
𝑦 − 𝑦′′′ 𝑥2 0 9
𝑦 − 𝑦′′′ 𝑥2 9
𝑦 ′ − 𝑦′′′ 2𝑥 0 6
⇒ ′′ =0 ⇒ 𝑦 ′ − 𝑦′′′ 2𝑥 6 =0
𝑦 − 𝑦′′′ 2 0 12
𝑦 ′′ − 𝑦′′′ 2 12
𝑦′′′ 0 1 −8
⇒ 𝑦 − 𝑦 ′′′ 24𝑥 − 12 − 𝑥 2 12𝑦 ′ − 12𝑦 ′′′ − 6𝑦 ′′ + 6𝑦 ′′′ + 9(2𝑦 ′ − 2𝑦 ′′′ −
2𝑥𝑦 ′′ + 2𝑥𝑦 ′′′ ) = 0
𝜕2 𝐹(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦)
= for all (𝑥, 𝑦) ∈ 𝐷. But, using the continuity of the first partial derivatives of
𝜕𝑥𝜕𝑦 𝜕𝑥
𝜕𝑀(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦)
If (1) and (2) are to be satisfied, then using the hypothesis = , we must have
𝜕𝑦 𝜕𝑥
𝜕2 𝜕2 𝐹(𝑥,𝑦) 𝜕2 𝐹(𝑥,𝑦) 𝜕2
𝜕𝑥𝜕𝑦
𝑀 𝑥, 𝑦 𝜕𝑥 =
𝜕𝑥𝜕𝑦
=
𝜕𝑦𝜕𝑥
=
𝜕𝑦𝜕𝑥
𝑀 𝑥, 𝑦 𝜕𝑥
𝜕 𝜕 𝜕𝑁 𝑥,𝑦 𝜕2
Thus, we obtain 𝑁 𝑥, 𝑦 − 𝑀 𝑥, 𝑦 𝜕𝑥 = − 𝑀 𝑥, 𝑦 𝜕𝑥
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦𝜕𝑥
𝜕 𝜕 𝜕𝑁 𝑥,𝑦 𝜕𝑀(𝑥,𝑦)
and hence 𝑁 𝑥, 𝑦 − 𝑀 𝑥, 𝑦 𝜕𝑥 = −
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦
Solution of First Order ODE
𝜕𝑀(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦)
But by hypothesis = for all (𝑥, 𝑦) ∈ 𝐷. Thus
𝜕𝑦 𝜕𝑥
𝜕 𝜕
𝑁 𝑥, 𝑦 − 𝑀 𝑥, 𝑦 𝜕𝑥 = 0 for all (𝑥, 𝑦) ∈ 𝐷, and so (6) is independent of 𝑥. Thus,
𝜕𝑥 𝜕𝑦
we may write
𝜕𝑀 𝑥,𝑦
𝜑 𝑦 = 𝑥 𝑁 , 𝑦 − 𝜕𝑥 𝑑𝑦
𝜕𝑦
Substituting this into equation (3), we have
𝜕𝑀 𝑥,𝑦
𝐹 𝑥, 𝑦 = 𝑥(𝑀 , 𝑦) 𝜕𝑥 + 𝑥 𝑁 , 𝑦 − 𝜕𝑥 𝑑𝑦 (7)
𝜕𝑦
This 𝐹 𝑥, 𝑦 thus satisfies both (1) and (2) for all (𝑥, 𝑦) ∈ 𝐷, and so 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0 is exact
in 𝐷.
Solution of First Order ODE
Ex-1: Solve the equation 3𝑥 2 + 4𝑥𝑦 𝑑𝑥 + 2𝑥 2 + 2𝑦 𝑑𝑦 = 0
Solution: First we have to determine whether the equation is exact or not. Here
𝑀 𝑥, 𝑦 = 3𝑥 2 + 4𝑥𝑦 and 𝑁 𝑥, 𝑦 = 2𝑥 2 + 2𝑦
𝜕𝑀(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦) 𝜕𝑀(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦)
= 4𝑥 and = 4𝑥 ∴ =
𝜕𝑦 𝜕𝑥 𝜕𝑦 𝜕𝑥
Hence the above equation is exact. Thus, we must find a function 𝐹 𝑥, 𝑦 such that
𝜕𝐹(𝑥,𝑦) 𝜕𝐹(𝑥,𝑦)
= 3𝑥 2 + 4𝑥𝑦 (1) and = 2𝑥 2 + 2𝑦 (2)
𝜕𝑥 𝜕𝑦
Integrating (1) with respect to 𝑥, we get
𝐹 𝑥, 𝑦 = 𝑥 3 + 2𝑥 2 𝑦 + 𝜑(𝑦) (3)
Now differentiating (3) with respect to 𝑦, we get
𝜕𝐹(𝑥,𝑦) 𝑑𝜑(𝑦)
= 2𝑥 2 + (4)
𝜕𝑦 𝑑𝑦
𝑑𝜑(𝑦) 𝑑𝜑(𝑦)
Comparing (2) and (4), we get 2𝑥 2 + 2𝑦 = 2𝑥 2 + ⇒ = 2𝑦 (5)
𝑑𝑦 𝑑𝑦
Solution of First Order ODE
Integrating (5) we get 𝜑 𝑦 = 𝑦 2 + 𝑐0 , where 𝑐0 is an arbitrary constant, and so
𝐹 𝑥, 𝑦 = 𝑥 3 + 2𝑥 2 𝑦 + 𝑦 2 + 𝑐0
Hence the general solution is 𝐹 𝑥, 𝑦 = 𝑐1 , or 𝑥 3 + 2𝑥 2 𝑦 + 𝑦 2 + 𝑐0 = 𝑐1
Combining the constants 𝑐0 and 𝑐1 we may write the solution as 𝑥 3 + 2𝑥 2 𝑦 + 𝑦 2 = 𝑐
where 𝑐 = 𝑐1 − 𝑐0 is an arbitrary constant.
Method of Grouping:
We can write the differential equation in the form
3𝑥 2 𝑑𝑥 + (4𝑥𝑦𝑑𝑥 + 2𝑥 2 𝑑𝑦) + 2𝑦𝑑𝑦 = 0
⇒ 𝑑(𝑥 3 ) + 𝑑(2𝑥 2 𝑦) + 𝑑(𝑦 2 ) = 0
⇒ 𝑑(𝑥 3 + 2𝑥 2 𝑦 + 𝑦 2 ) = 0
Integrating we get 𝑥 3 + 2𝑥 2 𝑦 + 𝑦 2 = 𝑐
Solution of First Order ODE
Ex-2: Solve the initial-value problem
2𝑥𝑐𝑜𝑠𝑦 + 3𝑥 2 𝑦 𝑑𝑥 + 𝑥 3 − 𝑥 2 𝑠𝑖𝑛𝑦 − 𝑦 𝑑𝑦 = 0, 𝑦 0 = 2
Solution: Here 𝑀 𝑥, 𝑦 = 2𝑥𝑐𝑜𝑠𝑦 + 3𝑥 2 𝑦 and 𝑁 𝑥, 𝑦 = 𝑥 3 − 𝑥 2 𝑠𝑖𝑛𝑦 − 𝑦
𝜕𝑀(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦) 𝜕𝑀(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦)
= −2𝑥𝑠𝑖𝑛𝑦 + 3𝑥 2 and = 3𝑥 2 − 2𝑥𝑠𝑖𝑛𝑦 ∴ =
𝜕𝑦 𝜕𝑥 𝜕𝑦 𝜕𝑥
Hence the above equation is exact. Thus, we must find a function 𝐹 𝑥, 𝑦 such that
𝜕𝐹(𝑥,𝑦) 𝜕𝐹(𝑥,𝑦)
= 2𝑥𝑐𝑜𝑠𝑦 + 3𝑥 2 𝑦 (1) and = 𝑥 3 − 𝑥 2 𝑠𝑖𝑛𝑦 − 𝑦 (2)
𝜕𝑥 𝜕𝑦
Integrating (1) with respect to 𝑥, we get
𝐹 𝑥, 𝑦 = 𝑥 2 𝑐𝑜𝑠𝑦 + 𝑥 3 𝑦 + 𝜑(𝑦) (3)
Now differentiating (3) with respect to 𝑦, we get
𝜕𝐹(𝑥,𝑦) 𝑑𝜑(𝑦)
= −𝑥 2 𝑠𝑖𝑛𝑦 + 𝑥 3 + (4)
𝜕𝑦 𝑑𝑦
𝑑𝜑(𝑦)
Comparing (2) and (4), we get𝑥 3 − 𝑥 2 𝑠𝑖𝑛𝑦 −𝑦 = −𝑥 2 𝑠𝑖𝑛𝑦 + 𝑥3 +
𝑑𝑦
Solution of First Order ODE
𝑑𝜑(𝑦)
⇒ = −𝑦 (5)
𝑑𝑦
𝑦2
Integrating (5) we get 𝜑 𝑦 = − + 𝑐0 , where 𝑐0 is an arbitrary constant, and so
2
2 3 𝑦2
𝐹 𝑥, 𝑦 = 𝑥 𝑐𝑜𝑠𝑦 + 𝑥 𝑦 − + 𝑐0
2
2 3 𝑦2
Hence the general solution is 𝑥 𝑐𝑜𝑠𝑦 + 𝑥 𝑦 − =𝑐
2
𝜕 𝐹(𝑥) 𝜕 𝑔(𝑦)
This equation is exact, since =0=
𝜕𝑦 𝑓(𝑥) 𝜕𝑥 𝐺(𝑦)
𝐹(𝑥) 𝑔(𝑦)
Denoting by 𝑀(𝑥) and by 𝑁(𝑦), equation (2) takes the form 𝑀(𝑥)𝑑𝑥 + 𝑁(𝑦)𝑑𝑦 = 0.
𝑓(𝑥) 𝐺(𝑦)
Since 𝑀 is a function of 𝑥 only and 𝑁 is a function of 𝑦 only, we see at once that a one-
parameter family of solutions is 𝑥𝑑 𝑥 𝑀 + 𝑐 = 𝑦𝑑 )𝑦(𝑁 , where 𝑐 is the arbitrary constant.
Solution of First Order ODE
Ex-1: Solve the equation 𝑥 − 4 𝑦 4 𝑑𝑥 − 𝑥 3 𝑦 2 − 3 𝑑𝑦 = 0
⇒ (𝑥 −2 − 4𝑥 −3 )𝑑𝑥 − (𝑦 −2 − 3𝑦 −4 )𝑑𝑦 = 0
Integrating, we have the one-parameter family of solutions
1 2 1 1
− + + − =𝑐
𝑥 𝑥2 𝑦 𝑦3
Solution of First Order ODE
Ex-2: Solve the initial-value problem
𝜋
𝑥𝑠𝑖𝑛𝑦𝑑𝑥 + 𝑥 2 + 1 𝑐𝑜𝑠𝑦𝑑𝑦 = 0, 𝑦 1 =
2
1
⇒ log 𝑥 2 + 1 + log 𝑠𝑖𝑛𝑦 = log(𝐴) ⇒ log 𝑥 2 + 1 + 2 log 𝑠𝑖𝑛𝑦 = 2log(𝐴)
2
⇒ 𝑦 + 𝑥 2 + 𝑦 2 = 𝑐𝑥 2
Using initial condition 𝑦 1 = 0 we get
0 + 12 + 0 = 𝑐 ⇒ 𝑐 = 1
Hence the required solution is
𝑦 + 𝑥2 + 𝑦2 = 𝑥2
Solution of First Order ODE
Solve the following Differential Equations Solve the following initial-value problems
1. 4𝑥𝑦𝑑𝑥 + 𝑥 2 + 1 𝑑𝑦 = 0
14. 𝑦 + 2 𝑑𝑥 + 𝑦 𝑥 + 4 𝑑𝑦 = 0, 𝑦 −3 = −1
2
2. 𝑥𝑦 + 2𝑥 + 𝑦 + 2 𝑑𝑥 + 𝑥 + 2𝑥 𝑑𝑦 = 0
15. 3𝑥 + 8 𝑦 2 + 4 𝑑𝑥 − 4𝑦 𝑥 2 + 5𝑥 + 6 𝑑𝑦 = 0,
3. 2𝑟 𝑠2 + 1 𝑑𝑟 + 𝑟4 + 1 𝑑𝑠 = 0
4. 𝑐𝑜𝑠𝑒𝑐𝑦𝑑𝑥 + 𝑠𝑒𝑐𝑥𝑑𝑦 = 0 𝑦 1 =2
5. 𝑒 𝑣 + 1 𝑐𝑜𝑠𝑢𝑑𝑢 + 𝑒 𝑣 𝑠𝑖𝑛𝑢 + 1 𝑑𝑣 = 0 16. 𝑥 2 + 3𝑦 2 𝑑𝑥 − 2𝑥𝑦𝑑𝑦 = 0, 𝑦 2 = 6
6. 𝑥 + 4 𝑦 2 + 1 𝑑𝑥 + 𝑦 𝑥 2 + 3𝑥 + 2 𝑑𝑦 = 0 17. 2𝑥 − 5𝑦 𝑑𝑥 + 4𝑥 − 𝑦 𝑑𝑦 = 0, 𝑦 1 = 4
7. 𝑥 + 𝑦 𝑑𝑥 − 𝑥𝑑𝑦 = 0 18. 3𝑥 2 + 9𝑥𝑦 + 5𝑦 2 𝑑𝑥 − 6𝑥 2 + 4𝑥𝑦 𝑑𝑦 = 0,
8. 2𝑥𝑦 + 3𝑦 2 𝑑𝑥 − 2𝑥𝑦 + 𝑥 2 𝑑𝑦 = 0
𝑦 2 = −6
3 3 2
9. 𝑣 𝑑𝑢 + 𝑢 − 𝑢𝑣 𝑑𝑣 = 0
𝑦
10. 𝑥𝑡𝑎𝑛 𝑥
+ 𝑦 𝑑𝑥 − 𝑥𝑑𝑦 = 0
11. 2𝑠 2 + 2𝑠𝑡 + 𝑡 2 𝑑𝑠 + 𝑠 2 + 2𝑠𝑡 − 𝑡 2 𝑑𝑡 = 0
12. 𝑥 3 + 𝑦 2 𝑥 2 + 𝑦 2 𝑑𝑥 − 𝑥𝑦 𝑥 2 + 𝑦 2 𝑑𝑦 = 0
13. 𝑥 + 𝑦 + 𝑥 − 𝑦 𝑑𝑥 + ( 𝑥 − 𝑦 − 𝑥 + 𝑦)𝑑𝑦 = 0
Solution of First Order ODE
Equation (2) is not exact unless 𝑃 𝑥 = 0, in this case equation (1) generates into a simple
separable equation. However, equation (2) possesses an integrating factor that depends on 𝑥
only and may easily be found. Let us proceed to find it.
Solution of First Order ODE
Let us multiply equation (2) by 𝜇(𝑥), obtaining
𝜇(𝑥)𝑃 𝑥 𝑦 − 𝜇(𝑥)𝑄 𝑥 𝑑𝑥 + 𝜇(𝑥)𝑑𝑦 = 0 (3)
By definition, 𝜇(𝑥) is an integrating factor of equation (3) if and only if equation (3) is
𝜕 𝜕
exact; that is, if and only if 𝜇(𝑥)𝑃 𝑥 𝑦 − 𝜇(𝑥)𝑄 𝑥 = 𝜇(𝑥)
𝜕𝑦 𝜕𝑥
𝑑 𝑑𝜇
This condition reduces to 𝜇(𝑥) = 𝜇(𝑥)𝑃 𝑥 ⇒ = 𝑃 𝑥 𝑑𝑥
𝑑𝑥 𝜇