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