Applied Mathematics III 2015 E.
Chapter One
Ordinary Differential Equations of the First Order
1.1Basic Concepts (Some Definitions and Terminology)
Definition A Differential Equation (DE) is an equation involving a dependent variable and its
derivative with respect to one or more independent variable.
Definition A differential equation involves functions of only a single variable is called an
Ordinary Differential Equation (ODE).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 an
ordinary differential equation (ODE).
The PDE (Partial Differential Equation) is an equation which involves partial derivatives of
an unknown function of two or more variables. That is, the derivatives of functions of more than
one variable.
Definition The order of the equation is the order of the highest derivatives that appears
Definition The degree of a DE is the highest exponent of the highest order derivatives which
involves in the DE.
An ODE is said to be order n is the nth derivative of the unknown function Y is the highest
derivative of Y in the equation.
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Examples
Equation Type Order
1 ODE First
2 PDE second
3 ODE second
4 ODE Third
Example In the differential equation
differential equation Degree Order
1 1 1
2 2 3
3 2 3
4 √ 2 3
5 No 2
Notation: The first ordered differential equation can be written as
(Implicit form)
Or often in the form
(Explicit form)
Example : The implicit ODE (Where x
can be written explicit as
4
Generally, the ordinary differential equation (ODE) written as
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The number n is called the order of ODE.
Definition The most general nth order linear differential equation can be written
𝑎 𝑥 𝑦𝑛 𝑎 𝑥 𝑦𝑛 𝑎𝑛 𝑥 𝑦 𝑓 𝑥 *
where,
The known 𝑎 𝑥 𝑎 𝑥is called
function 𝑎𝑛 non
𝑥 called the coefficient
homogeneous of the equation
term, equation (*) is called homogeneous
if
If the coefficients in (*) are constant, so that (*) becomes
which is called constant coefficient linear equation. , otherwise the equation would not
be the nth order. An ordinary differential equation that is not linear is said to be non-linear.
Example
ODE Property
1. linear variable coefficient,
non homogeneous first order equation
2. linear variable coefficient, non-homogeneous, 3rd
order equation,
3. linear variable coefficient
non homogeneous 2nd order equation
4. with -constant non-linear 2nd order equation ,because
occurs non-linearly in the function sin
5. non-linear, homogeneous, 4th order equation .
Solutions of a Differential Equation
Definition A function relation between two variables (dependent and independent variables) which
satisfy the given DE is called the solution of an ODE or integral curve. A solution of an nth order
equation that contains n arbitrary constants is called the general solution of the equation. If the
arbitrary constants in the general solution are assigned specific value, the result is called a particular
solution of the equation.
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Note: it is possible to have more than one solution of a differential equation. For instance
and are solution of the differential equation
Definition An ODE together with an initial condition is called an initial value problem. Thus,
if the ordinary differential equation is explicit
𝑦 𝑓 𝑥𝑦
the initial value problem is of the form
𝑦 𝑓 𝑥𝑦 𝑦 𝑥 𝑦
Example : Solve the initial value problem
1.2 Separable equations
Definition An equation 𝑦 𝑓 𝑥𝑦 is called separable if it can be written in the
form
𝑦 𝐹 𝑥 𝐺 𝑦 (*)
For some function𝐹 𝑥 a dependent only on𝑥and𝐺 𝑦 dependent on 𝑦
Equation (*) itself to be variable separable type.
Solution Method:
Equation (*) can be written as
∫ ∫
Where,
∫ and ∫
Example : Solve
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Solution: Dividing by , we can write
From which it follows that
∫ ∫
Replacing, then gives
Example : (An initial value problem)
Solve
Solution: Dividing the equation by gives
dx
Before integrating we use term wise division on the left-hand side and the trigonometric identity
on the right-hand side. Then
∫ ∫
Using Integration by parts yields:
The initial condition when implies
Thus, a solution of the initial value problem is
Exercises
Solve the given differential equation by separation of variables
( a) ( c) ( e) (g)
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( b) (d) (f)
1.3 Homogenous Equations
Definition 1.9 A function is said to be algebraically homogenous of degree or simply
homogenous of degree ,
if
,
for some real number and all for .
Example
a) is homogenous
b) Show that for is homogenous of degree 0.
Note: A homogenous function of degree in and can also be expressed as
or .
Example
a) , homogenous
b) , not homogenous
c) , homogenous
d) , not homogenous.
Definition The first order ODE in differential form
is called homogenous if and are homogeneous function of the same degree or equivalently,
if when written in the form
the function can be written as
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General Solution of a Homogenous Differential Equation
The substitution will reduce either form of the homogenous equation to an equation
involving the dependent variable and the new dependent variable in which the variable
separable. Let
,
is a homogenous of degree
( ) or
Now,
( )
It follows that,
(Separable variable)
∫ ∫
Hence the solution of the given differential equation becomes
Example : Solve the differential equation
a)
Solution: If we divide both sides by then we obtain
( )
Which is homogeneous. Now, setting
,yields the equation
After rearrange
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Then integrating yields
∫ ∫
Solving for gives
Hence,
Example : Solve the differential equation
Solution:If we divide the numerator and denominator of the fraction by ,we obtain
which is homogeneous. Now setting or
Yields,
Separating and integrating yields
∫ ∫
Solving for gives √
and then
Exercises
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Solve a)
c)
1.3 Exact Differential Equation
Definition : The first ordered differential equation
𝑀 𝑥 𝑦 𝑑𝑥 𝑁 𝑥 𝑦 𝑑𝑦
is side to be exact if a function 𝐹 𝑥 𝑦 exists such that the total differential
𝑑𝐹 𝑥𝑦 𝑀 𝑥 𝑦 𝑑𝑥 𝑁 𝑥 𝑦 𝑑𝑦
Test for exactness:
The DE is exact if and only if
Method of solution:Given an equation in the differential form
, which is exact. Then the solution can be obtained using the following systematic way.
Let (a) and (b)
By integrating (a) with respect to x, we obtain
∫ , (*)
plays the role of a constant .
To determine , we derive (differentiate with respect to y) from (*). Use (b) to get and
then integrating to get k.
Example : Solve
Solution: With and ,we have
Thus, the equation is exact, and so there exist a function such that
and
From the first of these equations, we obtain after integrating
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Taking the partial derivative of the last expression with respect to y and setting the result equal to
, gives
It follows that and .
Hence
Note: in the above example, the equation could be solved by separation of variables.
Example : Solve
Solution: The equation is exact because
Hence a function exists for which
and
Now for variety we shall start with the assumption that ;that is
∫ ∫ ∫
It follows that
and so
or
Hence a family of solution is
.
Exercises
Solve the following
a) b)
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c) d)
Reduction to Exact form, integrating factors
Definition: An integrating factor is a factor which we multiply the given non exact equation to
make it exact.
How to Find Integrating Factor
Finding in general, requires solving the partial differential equation
( )
This is just as tricky to solve as the original equation. Only in a few special cases are there
methods for computing the integrating factor .
Case1: Suppose we want to see if there exists an integrating factor that depends only on x (and
not on y). Then, would be zero, since does not depend on y, and so we need to satisfy
This can only happen if the ratio is a function of only of (and not ), then
∫
Case2: We see also look to see if there is an integrating factor that depends only on and not
on .We can do the same calculation ,this time using would be zero, to see that such an
integrating factor exists if the ratio is a function of only of and notx ; then
∫
Example : Solve for , if
Solution: In differential form the equation is
Therefore,
And
And
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These are not equal (i.e. ), so the equation is not exact. We look for integrating factors
using the two criteria we know.
First we have is not a function of only.
—
Second we have is a function of only.
Therefore, we need to multiply by the integrating factor
∫
Now, our new equation is
i.e.
and
To find with
and
Taking the anti-partial derivative of the first equation gives:
… (*)
To find differentiate equation (*) with respect to ,we obtain
.
But , we have
Then
It follows that,
Integrating both sides
.
Therefore our solutions are given implicitly by
Example: Solve
Solution: We have and
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We find the partial derivatives and . Since the nonlinear first-order
differential equation is not exact. We have
Depends on and . But
The integrating factor is then
∫
After we multiply the given differential equation by the resulting equation is
You should verify that the last equation is now exact as well as show using exact method, the
solution is
Exercises
1. Determine whether the given differential equation is exact. If it is exact, solve it.
a)
b)
c)
d)
e)
2. Solve the given differential equation by finding, an appropriate integrating factor.
a) d) ( )
b) e)
c) f)
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1.4 Linear Differential Equations of First Order
Definition13: A first order ODE is said to be linear if it can be written as:
𝑦 𝑃 𝑥∫ 𝑦 𝑟 𝑥 (Standard form ) (*)
Where,
Where 𝑝 and 𝑟 are a function of 𝑥.
Rule for Solving Linear First Order Equation
Step1. If the equation is not in standard form then write in the standard form. i.e.
Step2. Find the integrating factor,
∫
Step3. Multiply the both sides of the standard form equation by the integrating factor. The left-
hand side of the resulting equation is automatically the derivative of the product of the
integrating factor ∫ and y:
Step 4.Integrate both sides of the last equation and solve for y;
Step 5. If an initial condition is given the required solution of the initial value
problem is obtained by choosing the arbitrary constant in the general solution found in step 4
so that
when
Example : Solve
Solution: This linear equation can be solved by separation of variables. Alternatively, since the
differential equation is already in standard form, we identify and so the integrating
factor is ∫ . We then multiply the given equation by this factor and recognize that
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Is the same as?
Integration on the last equation
∫ ∫
Then yields,
Or .
Example : Solve
Example 1.19: Find given that and
Solution: We have the standard form
With and
∫
From the equation
.
.
.
Example 1.20 Solve the IVP (Similar, do it)
Exercises
Find the solution of the following:
a.
b.
c. for
d.
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Miscellaneous Exercises
I. Find the general solution; indicate which method in this chapter you are using. Show the
details of your work.
a. h.
b. i.
c. j.
d. k.
e. l.
f. ( ) m.
g. , (Hint , set ). n.
II. Solve the following initial value problem. Indicate the method used. Show the details of
your work.
a.
b. ( )
c.
d.
e. * ( )+
f.
g.
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