Academy Higher Institute Of Engineering For Technology & Energy Basic Sciences department

‫المعهد العالى للهندسة وتكنولوجيا السيارات والطاقة‬

BAS 123
MATHEMATICS IV
Ordinary Differential Equations
Lecture 1

Dr. Amal M. Ezz Eldin Fall 2023-2024 Lec. 1 1

 Academy Higher Institute Of Engineering For Technology & Energy Basic Sciences department

‫المعهد العالى للهندسة وتكنولوجيا السيارات والطاقة‬

Dr. Amal M. Ezz Eldin

WhatsApp: 01226422087

You can ask me on chat at any time, and I will answer in the end
of the day…

Our module BAS 123 is of 4 Hrs

{ Lecture : 2 Hrs - Tutorial: 2 Hrs }

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 Academy Higher Institute Of Engineering For Technology & Energy Basic Sciences department

‫المعهد العالى للهندسة وتكنولوجيا السيارات والطاقة‬

Assessment:
Examination 20 % 25 degrees
Final Term Examination 60 % 75 degrees
Semester work 20 % 25 degrees
Total 100 % 125 degrees
Main Textbook:
1. R.K.Nagle, E.B. Satt and A.D. Snider: Fundamentals of differential
Equations& Boundary Value Problems.Addison Wesley, Longman, 2000.
2. Earl. D. Rainvillem and Philip E. Bedient: Elementary Differential Equations,
8th edition, New York, 1974.
3. Eare A. Coddington: An introduction to ordinary differential equations, New
Jersy, 1961.
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 Contents Basic Sciences department

• First order differential equations.

• Higher, order differential equations.
• The Laplace Transform.
• Series Solution Of Linear Equations.

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 Revision Basic Sciences department

Rules of Integration

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 Basic Sciences department

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 Basic Sciences department

Inverse trigonometric Functions

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 Basic Sciences department

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 Basic Sciences department
Integration By Substitution

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 Basic Sciences department
Integration By Substitution

Example Evaluate
‫ 𝑥 ׬‬2 sinh 𝑥 3 𝑑𝑥
solution
If we let 𝑢 = 𝑥 3 , then 𝑑𝑢 = 3𝑥 2 𝑑𝑥 and
1
න 𝑥 sinh 𝑥 𝑑𝑥 = න sinh 𝑥 3
2 3 3𝑥 2 𝑑𝑥
3
1 1
= න sinh 𝑢 𝑑𝑢 = cosh 𝑢 + 𝑐
3 3
1
= cosh 𝑥 3 + 𝑐
3
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 Basic Sciences department
Integration By Parts

න 𝑓 𝑥 𝑔 𝑥 𝑑𝑥

Letting
𝑢 = 𝑓 𝑥 Easy to differentiate
𝑑𝑣 = 𝑔(𝑥) 𝑑𝑥 Easy to integrate

න 𝑢 𝑑𝑣 = 𝑢 𝑣 − න 𝑣 𝑑𝑢

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 Basic Sciences department

Example 29 Evaluate the integral

න 𝑥 sinh 𝑥 𝑑𝑥

Solution.
We use integration by parts: ‫ 𝑣𝑢 = 𝑣𝑑 𝑢 ׬‬− ‫𝑢𝑑𝑣 ׬‬

Let 𝑢 = 𝑥, 𝑑𝑣 = sinh 𝑥 𝑑𝑥. Then

𝑑𝑢 = 𝑑𝑥, 𝑣 = න sinh 𝑥 𝑑𝑥 = cosh 𝑥 .

Hence, the integral is

න 𝑥 sinh 𝑥 𝑑𝑥 = 𝑥 cosh 𝑥 − න cosh 𝑥 𝑑𝑥 = 𝑥 cosh 𝑥 − sinh 𝑥 + 𝑐

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 Basic Sciences department
Integrating Rational Functions By Partial Fractions

1. Linear Factors
2𝑥+3
Example Evaluate ‫𝑥( ׬‬−1)(𝑥+2) 𝑑𝑥

2𝑥 + 3 𝐴 𝐵
= +
(𝑥 − 1)(𝑥 + 2) (𝑥 − 1) (𝑥 + 2)

𝐴 𝑥 + 2 + 𝐵(𝑥 − 1)
=
(𝑥 − 1)(𝑥 + 2)

Then 2𝑥 + 3 = 𝐴 𝑥 + 2 + 𝐵 𝑥 − 1
5
Put 𝑥 = 1 ⟹ 5 = 2𝐴 ⇒ 𝐴=2
1
Put 𝑥 = −2 ⟹ −1 = −3𝐵 ⇒ 𝐵=3
2𝑥+3 5/2 1/3
Then = (𝑥−1) + (𝑥+2)
(𝑥−1)(𝑥+2)
2𝑥 + 3 5/2 1/3
න 𝑑𝑥 = න 𝑑𝑥 + න 𝑑𝑥
(𝑥 − 1)(𝑥 + 2) (𝑥 − 1) (𝑥 + 2)
5 1
= ln 𝑥 − 1 + ln(𝑥 + 2) + 𝑐
2 3
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 Differential Equations Basic Sciences department

Definition:
A differential equation (DE) is an equation involving
one or more derivatives of an unknown function.
Differential Equations are classified in several ways.
They classify by
• Type,
• Order, and
• Linearity.
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 Classification By Type Basic Sciences department

1. Ordinary Differential Equation (ODE). For example,

2
𝑑𝑦 𝑥
𝑑 𝑦 𝑑𝑦
= 8𝑦 + 𝑒 , 2
− + 7𝑦 = 0,
𝑑𝑥 𝑑𝑥 𝑑𝑥
are ordinary differential equations.

2. Partial Differential Equation (PDE). For example,

𝜕2𝑢 𝜕2𝑢 𝜕2𝑢 𝜕2𝑢 𝜕𝑢
2
+ 2 = 0, 2
= 2 −4
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑡 𝜕𝑡
are partial differential equations.
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 Classification By Order Basic Sciences department

The order of a differential Equation:

The order of a differential equation is the order of the
highest derivative involving in the equation.

The Degree of a differential Equation:

The degree of a differential equation is the degree of the
highest order derivative involving in the equation.

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 Basic Sciences department

𝑑2 𝑦 𝑑𝑦 4
+2 + 7𝑦 = 𝑒 𝑥 has order 2, first degree
𝑑𝑥 2 𝑑𝑥
𝑑3 𝑦 𝑑𝑦 4
+ 4𝑥 = 𝑦 + 𝑒𝑦 has order 3, first degree
𝑑𝑥 3 𝑑𝑥
3 4
𝑑5 𝑦 𝑑4 𝑦 𝑑𝑦
+ + = 𝑒𝑥 has order 5, third degree
𝑑𝑥 5 𝑑𝑥 4 𝑑𝑥

Example : Find Degree and order of differential equation

3 2 3/2
𝑑𝑦 𝑑 𝑦
2 +4=
𝑑𝑥 𝑑𝑥 2

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 Classification By Linearity Basic Sciences department

An nth-order ODE is linear when the equation is

𝑎𝑛 𝑥 𝑦 (𝑛) + 𝑎𝑛−1 𝑥 𝑦 (𝑛−1) + ⋯ + 𝑎1 𝑥 𝑦 ′ + 𝑎0 (𝑥)𝑦 = 𝑔(𝑥) or

𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 + 𝑎𝑛−1 𝑥 + ⋯ + 𝑎1 𝑥 + 𝑎0 (𝑥)𝑦 = 𝑔(𝑥) (1)
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
𝑑𝑦 𝑑2 𝑦 𝑑𝑦
𝑎1 𝑥 + 𝑎0 (𝑥)𝑦 = 𝑔 𝑥 𝑎𝑛𝑑 𝑎2 𝑥 2
+ 𝑎1 𝑥 + 𝑎0 (𝑥)𝑦 = 𝑔(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥
′ ′′ 𝑛
• 𝑦, 𝑦 , 𝑦 , … , 𝑦 are all of the first degree
• The coefficients a0, a1, . . . , an of 𝑦, 𝑦 ′ , 𝑦 ′′ , … , 𝑦 𝑛 depend at most on the independent
variable x.
The equations
′′ ′ 𝑑3𝑦 𝑑𝑦
𝑦 − 𝑥 𝑑𝑥 + 4𝑥 𝑑𝑦 = 0, 𝑦 − 2𝑦 + 𝑦 = 0, And +𝑥 − 5𝑦 = 𝑒 𝑥
𝑑𝑥 3 𝑑𝑥
are, in turn, linear first-, second-, and third-order ordinary differential equations.
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 Basic Sciences department

A nonlinear ordinary differential equation is simply one that is not linear.

Nonlinear functions of the dependent variable or its derivatives, such as sin y or
𝑦 ′
𝑒 , cannot appear in a linear equation.

Examples

1 − 𝑦 𝑦 ′ + 2𝑦 = 𝑒 𝑥 nonlinear term: coefficient depends on y

𝑑2 𝑦
+ sin 𝑦 = 0 nonlinear term: nonlinear function of y
𝑑𝑥 2

𝑑4 𝑦
+ 𝑦2 = 0 nonlinear term: power not 1
𝑑𝑥 4
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 Basic Sciences department
First Order Differential Equations

In this chapter we will develop technique for solving several

types of first – order ODEs. Specifically,
1.Separable Equations,
2.Linear Equations,
3.Homogeneous Equations,
4.Exact Equations, and
5.Bernoulli’s Equation

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 Separable Equations Basic Sciences department

Most first –order equations are of the form

𝑑𝑦
= 𝑓 𝑥, 𝑦 .
𝑑𝑥
To solve the separable equation
𝑑𝑦
=𝑔 𝑥 ℎ 𝑦 , (3)
𝑑𝑥
we rewrite it in the form

න ℎ 𝑦 𝑑𝑦 = න 𝑔 𝑥 𝑑𝑥 (4)

And integrating both sides.

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 Basic Sciences department

Example 1.1. Solve

1 + 𝑥 𝑑𝑦 − 𝑦𝑑𝑥 = 0
Solution: dividing by 1 + 𝑥 𝑦 which follows that
𝑑𝑦 𝑑𝑥
න = න
𝑦 (1 + 𝑥)
ln 𝑦 = ln 1 + 𝑥 + 𝑐1
𝑦 = 𝑒 ln 1+𝑥 +𝑐1 = 𝑒 ln 1+𝑥 ∙ 𝑒 𝑐1
Then the solution is 𝑦 = 𝑐(1 + 𝑥)
Where 𝑐 = 𝑒 𝑐1

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 Basic Sciences department

Example 1.2. Solve the initial value problem

𝑑𝑦
= 𝑥 2𝑦3 ,𝑦 1 = 3
𝑑𝑥
Solution: multiplying by 𝑑𝑥/𝑦 3 which follows that
𝑑𝑦
න 3 = න 𝑥 2 𝑑𝑥
𝑦
−1 𝑥 3
2
= +𝑐
2𝑦 3

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 Basic Sciences department

7
At 𝑥 = 1 ⟹ 𝑦=3 𝑡ℎ𝑒𝑛 𝑐= −
18
−1 6𝑥 3 − 7
2
=
2𝑦 18
−1 6𝑥 3 − 7
2
=
𝑦 9
2
9
𝑦 =
7 − 6𝑥 3
Then the solution is
3
𝑦=
7 − 6𝑥 3
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 Basic Sciences department

Example 1.3. Solve the initial value problem

𝑑𝑦 𝑥
=− , 𝑦 4 = −3
𝑑𝑥 𝑦
Solution: multiplying by 𝑦𝑑𝑥 which follows that
න 𝑦 𝑑𝑦 = න −𝑥 𝑑𝑥

𝑦2 𝑥2
= − +𝑐
2 2
25
At 𝑥 = 4 ⟹ 𝑦 = −3 𝑡ℎ𝑒𝑛 𝑐=
2
𝑦 2 𝑥 2 25
= − +
2 2 2
Then the solution is
𝑦 = 25 − 𝑥 2
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 Basic Sciences department

Example 1.5. Solve the initial value problem

2𝑦
𝑑𝑦
𝑒 − 𝑦 cos 𝑥 = 𝑒 𝑦 sin 2𝑥 ,𝑦 0 = 0
𝑑𝑥
𝑒 𝑦 cos 𝑥
Solution: dividing by which follows that
𝑑𝑥
𝑒 2𝑦 − 𝑦 sin 2𝑥
න 𝑑𝑦 = න 𝑑𝑥
𝑒𝑦 cos 𝑥

𝑦 −𝑦
2 sin 𝑥 cos 𝑥
න 𝑒 − 𝑦𝑒 𝑑𝑦 = න 𝑑𝑥
cos 𝑥
𝑒 𝑦 + 𝑦𝑒 −𝑦 + 𝑒 −𝑦 = −2 cos 𝑥 + 𝑐

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 Basic Sciences department

At 𝑥 = 0 ⟹ 𝑦=0 𝑡ℎ𝑒𝑛 𝑐=4

𝑒 𝑦 + 𝑦𝑒 −𝑦 + 𝑒 −𝑦 = −2 cos 𝑥 + 4
Then the solution is
𝑦 = 4𝑒 𝑦 −2𝑒 𝑦 cos 𝑥 − 𝑒 2𝑦 − 1

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 Basic Sciences department
The Exact Equations

Criterion for an Exact Differential

Let 𝑀(𝑥, 𝑦) and 𝑁(𝑥, 𝑦) be continuous and have continuous first
partial derivatives in a rectangular region R defined by 𝑎 < 𝑥
< 𝑏, 𝑐 < 𝑦 < 𝑑. Then a necessary and sufficient condition that
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 be an exact differential is

𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥

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 Basic Sciences department

Method Of Solution
Given an equation in the differential form
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
If it does, then the equation is exact equation.

We can find the solution by integrating M(x, y) with respect to x

while holding y constant, and integrating N(x, y) with respect to y while
holding x constant, then adding the result without repeated.
‫𝑥 𝑀 ׬‬, 𝑦 𝑑𝑥 + ‫𝑥 𝑁 ׬‬, 𝑦 𝑑𝑦 = 𝑐 (11)
Where c is an integration constant.
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 Basic Sciences department

Example 1.14.
Solve 2𝑥𝑦 𝑑𝑥 + 𝑥 2 − 1 𝑑𝑦 = 0
Solution
With 𝑀(𝑥, 𝑦) = 2𝑥𝑦 and 𝑁 𝑥, 𝑦 = 𝑥 2 − 1
𝜕𝑀 𝜕𝑁
we have = 2𝑥 = Thus the equation is exact,
𝜕𝑦 𝜕𝑥
Then ‫𝑥 𝑀 ׬‬, 𝑦 𝑑𝑥 = ‫ ׬‬2𝑥𝑦 𝑑𝑥 = 𝑥 2 𝑦

න 𝑁 𝑥, 𝑦 𝑑𝑥 = න(𝑥 2 − 1) 𝑑𝑦 = 𝑥 2 − 1 𝑦 = 𝑥 2 𝑦 − 𝑦

The solution of the DE is

න 𝑀 𝑥, 𝑦 𝑑𝑥 + න 𝑁 𝑥, 𝑦 𝑑𝑦 = 𝑐

𝑥2𝑦 − 𝑦 = 𝑐

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 Basic Sciences department

Example 1.15. Solve

(𝑒 2𝑦 − 𝑦 cos 𝑥𝑦) 𝑑𝑥 + 2𝑥𝑒 2𝑦 − 𝑥 cos 𝑥𝑦 + 2𝑦 𝑑𝑦 = 0
Solution
With 𝑀(𝑥, 𝑦) = 𝑒 2𝑦 − 𝑦 cos 𝑥𝑦 and 𝑁 𝑥, 𝑦 = 2𝑥𝑒 2𝑦 − 𝑥 cos 𝑥𝑦 + 2𝑦
𝜕𝑀 𝜕𝑁
we have = 2𝑒 2𝑦 + 𝑥𝑦 sin 𝑥𝑦 − cos 𝑥𝑦 = Thus the equation is exact,
𝜕𝑦 𝜕𝑥
Then ‫𝑥 𝑀 ׬‬, 𝑦 𝑑𝑥 = ‫ 𝑒(׬‬2𝑦 − 𝑦 cos 𝑥𝑦) 𝑑𝑥 = 𝑥𝑒 2𝑦 − sin 𝑥𝑦

න 𝑁 𝑥, 𝑦 𝑑𝑥 = න 2𝑥𝑒 2𝑦 − 𝑥 cos 𝑥𝑦 + 2𝑦 𝑑𝑦 = 𝑥𝑒 2𝑦 − sin 𝑥𝑦 + 𝑦 2

The solution of the DE is

න 𝑀 𝑥, 𝑦 𝑑𝑥 + න 𝑁 𝑥, 𝑦 𝑑𝑦 = 𝑐

𝑥𝑒 2𝑦 − sin 𝑥𝑦 + 𝑦 2 = 𝑐
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 Basic Sciences department

Example 1.16. Solve

𝑑𝑦 𝑥𝑦 2 −cos 𝑥 sin 𝑥
= 𝑦 0 =1
𝑑𝑥 𝑦 (1−𝑥 2 )
Solution
We write the differential equation in standard form
(cos 𝑥 sin 𝑥 − 𝑥𝑦 2 ) 𝑑𝑥 + 𝑦 1 − 𝑥 2 𝑑𝑦 = 0
With 𝑀(𝑥, 𝑦) = cos 𝑥 sin 𝑥 − 𝑥𝑦 2 and 𝑁 𝑥, 𝑦 = 𝑦 1 − 𝑥 2
𝜕𝑀 𝜕𝑁
we have = −2𝑥𝑦 =
𝜕𝑦 𝜕𝑥
Thus the equation is exact,
1 22
1 2 2
න 𝑀 𝑥, 𝑦 𝑑𝑥 = න(cos 𝑥 sin 𝑥 − 𝑥𝑦 ) 𝑑𝑥 = − 𝑐𝑜𝑠 𝑥 − 𝑥 𝑦
2 2

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 Basic Sciences department

2
1 2 1 2 2
න 𝑁 𝑥, 𝑦 𝑑𝑥 = න 𝑦 1 − 𝑥 𝑑𝑦 = 𝑦 − 𝑥 𝑦
2 2
The solution of the DE is

න 𝑀 𝑥, 𝑦 𝑑𝑥 + න 𝑁 𝑥, 𝑦 𝑑𝑦 = 𝑐

1 2
1 2 2 1 2
− 𝑐𝑜𝑠 𝑥 − 𝑥 𝑦 + 𝑦 = 𝑐
2 2 2
The initial condition 𝑦 = 2 when 𝑥 = 0, then 𝑐 = 3
1 2
1 2 2 1 2
− 𝑐𝑜𝑠 𝑥 − 𝑥 𝑦 + 𝑦 = 3
2 2 2
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 Basic Sciences department

Example 1.17.
𝑥2𝑦 2 𝑥2𝑦
Solve (2𝑥𝑦𝑒 + 1) 𝑑𝑥 + 𝑥 𝑒 − 2𝑦 𝑑𝑦 = 0
Solution
𝑥 2𝑦 2 𝑥 2𝑦
With 𝑀(𝑥, 𝑦) = 2𝑥𝑦𝑒 + 1 and 𝑁 𝑥, 𝑦 = 𝑥 𝑒 − 2𝑦
𝜕𝑀 𝑥 2𝑦 3 𝑥 2𝑦 𝜕𝑁
we have = 2𝑥𝑒 + 2𝑦𝑥 𝑒 = Thus the equation is exact,
𝜕𝑦 𝜕𝑥

2𝑦 2𝑦
න 𝑀 𝑥, 𝑦 𝑑𝑥 = න(2𝑥𝑦𝑒 𝑥 + 1) 𝑑𝑥 = 𝑒 𝑥 +𝑥

2 𝑥 2𝑦 𝑥 2𝑦
න 𝑁 𝑥, 𝑦 𝑑𝑥 = න 𝑥 𝑒 − 2𝑦 𝑑𝑦 = 𝑒 − 𝑦2

𝑥 2𝑦
The solution of the DE is 𝑒 + 𝑥 − 𝑦2 = 𝑐
Dr. Amal M. Ezz Eldin Fall 2023-2024 Lec. 1 34