Ordinary Differential Equations

Chapter 1 : First Order Ordinary Differential

Equations
Week 1
by

Centre for Mathematical Sciences

 Chapter Description
Expected Outcomes
1. Classify the differential equations according to the order, degree and the linearity of
the given differential equations.
2. Identify the types of the first-order ordinary differential equations i.e:
• Separable Equations
• Homogeneous Equations
• Linear Equations; and
• Exact Equations.
3. Find the solution of the first-order ordinary differential
equations by using the above mention methods.
4. Model physical problems in the form of the first-order
ordinary differential equations and solve them.
References
– Samsudin Abdullah, Nadirah Nasir, Rahimah Jusoh @ Awang, Laila Amera Aziz,
Wan Nur Syahidah Wan Yusoff,, Module : Ordinary Differential Equations
(BUM2133), 4rd Edition 2016.
 Content

1.1 Introduction
1.2 Basic Definitions and Terminologies
1.3 Basic Integration
1.4 Separable Equations
1.5 Homogenous Equations
1.6 Linear Equations
1.7 Exact Equations
 1.1 INTRODUCTION
What is Differential Equation (DE)?

An equation involving
derivatives of one or more
dependent variables with
respect to one or more
independent variables

Ex: Dependent
•Those that are differentiated df Variables (DV)

Independent
•The variables with respect dx Variables (IV)
to which differentiation
occurs
 Table 1 : Example of Differential Equation

No: Differential equation Dependent Independent

variable variable
df dg
1 6  4x  cos x f,g x
dx dx
2 d2 f df f
dx 2
 4 x
dx
 cos 2 x x
2
3  df  d3 f f x
 3   4x  cos 2 x
 dx2  dx
4 d x dx
dt 2
 x
dt
 4sin t t
5 3 f
 4 x 2
 2y
xy 2

6 dx
4  (sin t ) x  0
dt
t
7 f f
  4x2  2 y f
x y

Excellence is never an accident, but it comes through a hard work!!

 1.2 BASIC DEFINITIONS AND
TERMINOLOGIES
By Type:

ODE : a differential equation df dg

involving ordinary derivatives
6  4 x  cos x
dx dx
of one or more dependent
variables w.r.t. a single
independent variable.

PDE : a differential equation

3 f involving partial derivatives of
 4 x 2
 2y one or more dependent
xy 2
variables w.r.t. more than one
independent variables.
 1.2 BASIC DEFINITIONS AND
TERMINOLOGIES
ORDER: Example :
The highest derivatives in a differential d2 f df
equation 2
 4x  cos 2 x
The order of an equation is not dx dx
affected by any power to which the 3
d 2 y  dy 
derivatives may be raised.     3x  8
 dx 
2
dx

DEGREE:
The degree of a differential equation is the exponent
of the highest derivative in the equation
2
Example :  d f 
3
 df 
2

 2   4 x    cos 2 x
 dx   dx 
 Test your understanding….
Exercise : Order and Degree
Differential Equations Order Degree
d2y 2 dy
 x  3 y  e x

dx 2 dx
2
 dy 
2
d y
 xy   0
 dx 
2
dx
4 2
d x d x
4
 5 2
 3x  sin t
dt dt
y 
2
'''
 yy '  0
d 2i di l
L 2  R  i  Ew cos t
dt dt c
 u  2u
2
 0
x 2 y 2
v v
 0
t s
8
Excellence is never an accident, but it comes through a hard work!!
 1.2 BASIC DEFINITIONS AND
TERMINOLOGIES
LINEARITY:
1. Linear differential equation is easier to solve.
2. A differential equation is said to be linear if:

o the dependent variable and it derivatives occur to the first

power only.
o there are no products involving the dependent variable with
its derivatives.
o there are no non-linear functions of the dependent variable
(e.g: sine, exponent)

3. Otherwise, non-linear.
are nonlinear
f f 3 f
  4x2  2 y  4 x 2
 2y
x y xy 2

2
dx  dx  dx
4  sin x  0    4  0
are linear dt  dt  dt
 Exercise : Linearity

Differential Equations Linearity. If non-linear, give

reason.
dy
 2 y  x  cos x
dx
dy
 y2  x
dx
d2y dy
 y y2
dx 2 dx
d2y dy
 2  ( x  1) y  tan x
dx 2 dx
2
 dx  dx
   2 0
 dt  dt
dx dy
 2  2x  y  t
dt dt
x '' xx '  4 tan t

Excellence is never an accident, but it comes through a hard work!! 10

 1.2 BASIC DEFINITIONS AND
TERMINOLOGIES
The Solution Of A Differential Equation :
There are 2 types of solution for differential equation
General and Particular Solutions
o The most general function that will satisfy the DE contains one or more
arbitrary constants is known as the general solution.
o The general solution normally contains a number of arbitrary constants
equal to the order of the DE.
dy
o Integrate the differential equation :  2x
dx
 On integrating, we obtain a general solution y  x  C
2

o Giving particular numerical values to the constant in the general

solution result in a particular solution of the equation.
 THE SOLUTION OF A DIFFERENTIAL EQUATION:

Example: dy
Find the unique solution of DE  3x 2 which satisfies the
dx
condition y (1)  4

Solution:

The general solution of the DE is y  x 3  C

Applying the boundary condition
C  3
and the particular solution is

y  x3  3

Excellence is never an accident, but it comes through a hard work!! 12

 OVERVIEW OF FIRST ORDER
DIFFERENTIAL EQUATIONS
EXACT EQUATIONS

5
LINEAR 4 1 DIRECT
EQUATIONS INTEGRATION
METHODS

HOMOGENEOUES
3 2 SEPARABLE
EQUATIONS EQUATIONS
 1.3 DIRECT INTEGRATION
Suppose an ordinary differential equation in the form of

dy
 f  x .
dx
The equation can be solved by integrating both sides with respect to x
dy
 dx dx   f  x  dx
 dy   f  x  dx
y   f  x  dx
Therefore, technique of direct integration can be simplified as follows

dy
If  f  x  , then y   f  x  dx
dx
 1.4 SEPARABLE EQUATIONS
We consider a class of first-order ordinary differential equation of the form
dy
 f  x, y  (1)
dx
Equation (1) is considered to be separable if it can be written in the form
dy
h y  g  x (2)
dx
The solution of equation (2) is obtained by integrating both sides of the
equation with respect to x.
dy
 h  y  dx dx   g  x  dx
(3)

Thus, equation (3) becomes

 h  y  dy   g  x  dx (4)
 1.4 SEPARABLE EQUATIONS
This technique called separable equations because we rearrange the
equation to be solved such that all terms involving the dependent variable
appear on one side of the equation, and all terms involving the
independent variable appear on the other. Integration completes the
solution.
dy g ( x)

dx h( y )

 h  y  dy   g  x  dx
Example : Determining separable equations
dy
 y 2 xe3 x  4 y dy
dx  y  sin x
dx
 ( xe3 x )( y 2 e 4 y )
non separable
 g ( x ) h( y )
separable
 1.4 SEPARABLE EQUATIONS
Solving separable equations :
dy
 Step 1: Rewrite the separable equation dx  g ( x)h( y ) in
separated form 1
dy  g ( x)dx
h( y )
Step 2: Integrate each side of this equation w.r.t its respective variable.

Example : Solving DE by using separable equations

dy 1  x Integrating
 dy :  1  x  dx
2
Solve  2 y
dx y
y3 x2
 x C
3 2
Solution :
3x 2
Separating variables: y  3x 
3
 3C
2
y 2 dy  1  x  dx 3x 2
y  3x 
3
 D, D  3C
2
 1.4 SEPARABLE EQUATIONS
Example : Solving DE by using separable equations

Solve the given differential equation x dy  1  y

dx

Solution :
We get
dy
We write x  1  y as
dx ln 1  y  ln x  C ,C constant.
ln 1  y  ln x  C
dy dx
 1 y
1 y x ln C
Integrate both sides x
1 y
dy dx  eC , D  eC , D constant.
 1 y   x x
or y  Dx  1.
 1.4 SEPARABLE EQUATIONS
In the previous examples, the differential equations are separable.
However, there are also inseparable differential equations that can
be reduced to separable equations by appropriate substitutions.

SEPARABLE EQUATIONS BY SUBSTITUTION

Example : Solving DE using separable equations by substitution

By using a substitution equation z  x  y ,

find the general solution of

dy x y

dx 1  x  y
 1.4 SEPARABLE EQUATIONS
SEPARABLE EQUATIONS BY SUBSTITUTION

Example : Solving DE using separable equations by substitution

By using a substitution equation z  x  y , find the general solution of
dy x y z 1 z
 dz

z
1  
1
dx 1  x  y dx 1  z 1 z 1 z
 1  z  dz   1 dx
Solution :
dy x y
 1 z2
dx 1  x  y z  xC
z  x y  2 2
dz dy Replace back equation (2) to have
 1
dx dx answer in term of y as the DV
 x  y
2
dy dz
 1  3 x y  xC
dx dx
2
Substitute (2) and (3) into (1)
2 y  2 xy  y 2  x 2  D, D  2C
dz z
1 
dx 1 z