ES 21

2nd Exam Notes

LINEAR DIFFERENTIAL EQUATION
-an equation in which the dependent variable and its derivatives appear to the first
degree only and the coefficients are either constants or functions only of the
independent variable
Examples:

INTRODUCTION TO DIFFERENTIAL EQUATIONS

DIFFERENTIAL EQUATION - an equation which expresses a relationship among variables and
their derivatives or differentials
- an equation which contains at least one derivative, expressed
either explicitly or implicitly
Examples:

dy
40
dx

y dependent variable

explicitly

d2y
2

dx

dy
(linear in y )
y0
dx

y2dx dy 0

dy 4dx 0

implicitly

We can not tell which is the

dependent or independent variable.

dependent variable - NUMERATOR

Independent variable -DENOMINATOR

d2y
2

dx

dy
y0
dx

siny y

ACCORDING TO THE TYPE OF DERIVATIVE

1. ORDINARY DIFFERENTIAL EQUATION
- a differential equation which contains a single independent variable
- the derivatives are ordinary derivatives

E.

y dependent variable

STEADY OR UNSTEADY STATE

y3 y5 y7

...
3!
5!
7!

STEADY DIFFERENTIAL EQUATION

a differential equation whose dependent variable does not
depend on time
time independent equation

Example 1:

dy
3 0
dx

(non -linear )

(non -linear )

y' ' siny

CLASSIFICATION OF DIFFERENTIAL EQUATIONS

A.

(linear in )x

x independent variable

y'4 0

Note:

Exercise: Concepts of differential equations

x independent variable

Complete the following table:

Example 2:

d2y

dy
2
40
2
dx
dx

x2

2V
y2

v
t

V dependent variable

T dependent variable

B)

y- 4y-5y = e3x

C)

U/t = 42U/x2 + U/y

D)

(d3s/dt3)2 + (d2s/dt2)3 = s 3t

E)

dr/d = r

F)

d2x/dy2 3x = sin y

G)

2V/x2 =3 V/y

H)

(2x+y) dx + (x-3y) dy = 0

I)

y + xy = tan y

J)

2T/x2+2T/y2+2T/z2=0

ORDER

IND
VAR

DEP
VAR

LINEAR?
x OR y

x, t independent variables

ACCORDING TO ORDER OF THE DERIVATIVE

THE ORDER OF A DIFFERENTIAL EQUATION

-is the order of the highest derivative appearing in the equation

dy
3 0
dx

Order = 1
(i.e. First order differential equation)

T 2T

t x2

2V
2

SOLUTIONS TO DIFFERENTIAL EQUATIONS

2V
y2

Order = 2
(i.e. Second
order differential
equation)

V
t

Example:
Examples:
C.
ACCORDING TO THE DEGREE OF THE DIFFERENTIAL
THE DEGREE OF THE DIFFERENTIAL
- refers to the algebraic degree or exponent of the highest ordered derivative
after clearing off all fractional exponents
Examples:

d2y

dx2

d4y

D.

y= x2 + 5y

x, y, t independent variables

T 2T

t x2
B.

A)

x independent variable

2. PARTIAL DIFFERENTIAL EQUATION

- a differential equation which contains two or more independent variables
- the derivatives are partial derivatives

2V

ODE
PDE

y dependent variable

dy

dx

dx4

d4y

dx4

Order = 2

a.
b.
c.

it does not contain any derivatives or differential

it provides the functional dependence of the dependent variable
on the independent variable/s, explicitly or implicitly
when substituted into the differential equation, it satisfy the
equation or reduces it to an identity

Example:

d2y
dx2

40

ODE
Order =2

Integrating twice can solve this differential equation.

or

y 0 Degree = 3

dy

dx

A given function is a solution to a differential equation if it satisfies the following

conditions:

1
2

dy

dx

Order = 4
Degree = 6

LINEAR OR NON-LINEAR DIFFERENTIAL EQUATION

dy
4x c1
dx
y 2x2 c1x c2

c1 and c2 are
arbitrary
constants

TYPES OF SOLUTIONS

d2x
dt2

16 24t

ES 21
2
2nd Exam Notes 2x c1x c2 y 0
1.

PRIMITIVE OR COMPLETE SOLUTION

General Form: M(x,y)dx + N(x,y) dy = 0

- a solution with the number of arbitrary constants equal to the order of the differential
equation
Example:

2.

y 2x2 c1x c2

GENERAL SOLUTION

where M and N may be factored in terms of some functions of x alone and y alone such
that:
Thus we have,
Dividing by R(x)Q(y),
Integrating each side of the equation solves this equation.
Example:

- a solution which contains at least one arbitrary constant

(xy2-4x)dx + (2x2 + 4)dy = 0
Example:

y 2x2 c1x 3

NOTE: REVIEW TECHNIQUES OF INTEGRATION.

NOTE: All complete solutions are general solutions

M(x, y) P(x)Q( y)

3.
PARTICULAR SOLUTION
- a solution which does not contain any arbitrary constant
- a solution to a particular problem where the arbitrary constants are assigned with
particular values
Examples:

N(x, y) R(x)S( y)

y 2x 2x 1
2

y 2x 2x

y 2x2

c1 = 2 , c2 =
1
c1 = 2 , c2 =
0c = 0 , c =
1

Exercises. Solution to a Differential Equation

1.
a.
b.
c.
2.

Show that each of the given function is a solution to the corresponding

differential equation.
y = 2x2 ,
x y = 2y
x2 + y2 = c,
y y + x = 0
x
2x
y = c 1 e + c2 e ,
y - 3y + 2y = 0

P(x)Q( y)dx R(x)S( y)dy 0

P(x)
S( y)
dx
dy 0
R(x)
Q( y)
B.

HOMOGENEOUS DIFFERENTIAL EQUATION

S( y)

P(x)

R(x) dx Q(y) dy 0 C
1.

Homogeneous Functions

A function of two variables f(x,y) is homogeneous if for any constant or variable k we can
show that

Verify and reconcile the fact that

f(kx, ky) = kn f(x,y)

y = c1 cos x + c2 sin x and y = A [cos (x + B)]

where n is an integer and referred to as the DEGREE OF HOMOGENEITY.

are solutions of y + y = 0.

Example: f(x,y) = 2x2y 4xy2 + x4/y is homogeneous with degree of homogeneity equals
3

3.

For what values of n will the equation y = emx be a solution of each of the following
differential equation?
1. y 2y = 0
2. y + 3y 4y = 0
3. y 6 y + 11 y 6y = 0

2.

Homogeneous Differential Equations

General form: M(x,y) dx + N(x,y) dy = 0

Where M and N are homogeneous functions with the same degree

4.
Would the method in (3) work in finding the solutions to
x2y x y + y = 0? Explain.

Example: (x2+y2)dx + 2xydy = 0

From your conclusion, can you suggest a class of differential equations which always
have solutions of the form y =emx
5.

If y = y1(x) and y = y2(x) are two different solutions of y +3y 4y = 0 , show that y =
c1 y1(x) + c2 y2(x) is also a solution where c1 and c2 are arbitrary constants.

Method of Solution Reducing to Separable Form

a)

INITIAL AND BOUNDARY CONDITIONS

y = vx hence dy = vdx + xdv

A particular solution of a differential equation is one obtained from complete solution by

assigning definite values to the arbitrary constants.
b)
c)

d x
dt2

Separate the variables and integrate.

Replace u = x/y or v = y/x into the resulting the resulting equation.

Case 1: (y = vx)
Given: M(x,y) dx + N(x,y) dy = 0 is homogeneous.

A.
INITIAL VALUE PROBLEM
An initial value problem is a problem that seeks to determine a solution to a differential
equation subject to conditions on the unknown function and its derivatives at ONE VALUE
of the independent variable. Such conditions are called INITIAL CONDITIONS.

or

x = uy hence dx = udy + ydu

Since the complete solution to an nth ordered differential equation always contains n
essential arbitrary constants, n conditions are required to obtain the particular solution.
These conditions may be initial or boundary conditions that will be used to determine the
arbitrary constants.

Example:

A given homogeneous differential equation may be reduced to a separable

form using either of the following substitution:

Consider y = vx
dy = vdx + xdv
M(x,vx) dx + N(x,vx) vdx + xdv = 0
M(x,vx) dx + vN(x,vx) dx + xN(x,vx) dv = 0
[ M(x,vx) + vN(x,vx) ]dx + xN(x,vx) dv = 0

16 24t

By definition,
M(x,vx) = xn M(1,v)

I.C.s :
t = 0 , x =2
t= 0 , dx/dt = -5

and

N(x,vx) = xn N(1,v)

[ xn M(1,v) + vxn N(1,v) ]dx +x[ xn N(1,v)] dv = 0

Separating variables,

B.

BOUNDARY VALUE PROBLEM

An boundary value problem is a problem that seeks to determine a solution to a

differential equation subject to conditions on the unknown function specified at two or more
values of the independent variable. Such conditions are called BOUNDARY CONDITIONS.
Example:
B.C. s:

x = 2 at t = 0
x = 7 at t =1

SOLUTION TO SPECIAL TYPES OF

ORDINARY DIFFERENTIAL EQUATIONS (ODE)
A.

VARIABLE SEPARABLE

(dx/x) + { N(1,v) dv / [ M(1,v) + vN(1,v) ]} = 0

Direct integration yields the solution (in terms of v and x). To obtain the equation
defining the original variable y as a function of x, replace v = y/x.
Case 2: (x = uy)
Given: M(x,y) dx + N(x,y) dy = 0 is homogeneous.
x = uy and dx = udy + ydu
Reduces the equation to,
{ M(u,1) du / [ uM(u,1) + N(u,1) ]} + (dy/y) = 0
Note:

If M(x,y) is simpler in form, use the substitution x = uy.

If N(x,y) is simpler, use y = vx.

ES 21
2nd Exam Notes
OTHER SPECIAL TRANSFORMATION

Note: Integrating wrt x yields a function g(y) instead of a constant c since g(y) was a partial
derivative equal to zero wrt x.

GIVEN: M(x,y) and N(x,y) are linear but not homogeneous

Step 2. Differentiate F(x,y) wrt y and equate this to N.
A.

(a1x + b1y + c1)dx + (a2x + b2y + c2)dy = 0

F
N(x, y)
y

and a1 b2 a2 b1 = 0 or a1/b1 = a2/b2

(this means that the lines are parallel)
Method of Transformation
Let

t = a1 x b1 y

dy = (dt a1dx )/b1

To form P(x,t) dx + Q(x,t) dy = 0

B.

With this equation we can obtain an expression for g(y) or dg/dy.

Step 3. Determine g(y) by integrating g(y) wrt y.

(a1x + b1y + c1)dx + (a2x + b2y + c2)dy = 0

The complete solution now is the equation F(x,y) = C.

and a1 b2 a2 b1 0 or a1/b1 a2/b2

(this means that the lines are intersecting)

METHOD 2 WORKING ON N(x,y)

Step1. Solve for F(x,y) by integrating N dy with respect to y.

Method of Transformation
Let x =x + h and y = y + k where (h,k) is the point of intersection of the lines.
(i.e. h and k are solutions to the equations)
To form the homogeneous differential equation:

F(x, y)

` Note: x and y are new variables, not derivatives

EXERCISE: Variable Separable and Homogeneous Differential Equations

x2dy = (xy y2) dx

y = sec(y/x) + y/x
xdy ydx = (x2 + y2)
(3y3 x3)dx = 3xy2
(x3 + y3) dx = 2xy2dy

b.
c.
d.
e.

The complete solution now is the equation F(x,y) = C.

METHOD 3 WORKING SIMULTANEOUSLY ON M(x,y) AND N(x,y)

F
M(x, y)
X
Step1. Solve for F(x,y) by integrating Mdx with respect to x and by integrating Ndy with
respect to y.
Note: Integrating wrt x yields a function g(y) instead of a constant c since g(y) was a partial
derivative equal to zero wrt x and integrating wrt y yields a function f(x) instead of a
constant c since f(x) was a partial derivative equal to zero wrt y.
.
Step 2. Equate the two functions and determine f(x) and g(y).

(x + y) dx + (3x + 3y 4) dy = 0
(2x 5y + 3) dx (2x + 4y 6) dy = 0
dy/dx = 2y/x + x3/y + x tan (y/x2), let y = vx2
dy/dx = (3x5 + 3x2y2)/(2x3y 2y3) , let x = up , y = vq
(2 + 3xy2) dx 4x2ydy = 0 , let y =vxn

b.
c.
d.
e.

dx M(x, y)dx

x
F
F(x, y)
dy N(x, y)dy

Use special transformation to solve completely the following differential equation.

a.

C.

sin x dy = 2y cos x dx
2(xy + x) dy = y dx
dz = (z2 + 2z 3)
y e x+y dy = dx
(1 + y2) dx + (1 + x2) dy = 0

Solve completely the given differential equations below.

a.

3.

ydy N(x, y)dy

Find the complete solution to the differential equations:

a.
b.
c.
d.
e.

2.

Step 2. Differentiate F(x,y) wrt X and equate this to M.

With this equation we can obtain an expression for f(x) or df/dx.
Step 3. Determine f(x) by integrating f(x) wrt x.

(a1x + b1y)dx + (a2x + b2y)dy = 0

1.

Note: Integrating wrt y yields a function f(x) instead of a constant c since f(x) was a partial
derivative equal to zero wrt y.

F(x, y)

The complete solution now is the equation F(x,y) = C.

Exact Differential Equations

Recall: Complete Derivatives

D.

If F(x,y)= C is a function in two variables x and y that is differentiable over

a given interval, the total or complete differential of F(x,y) applying chain rule is
And by the assumption of continuity the second partial derivatives

Consider the differential equation in the form

dF

F
F
dx
dy 0
x
y

2F
2F
2 and 2
y
F
F
x
yx
xy
yx

Integrating Factors

Mdx + Ndy = 0
If the given differential equation is not exact, in theory, there exists a function such that if
this function is multiplied to both sides of the equation, it will yield a new differential
equation that is now exact. This function is what we call an integrating factor. Hence, we
have the exact differential equation:
Mdx + Ndy = 0.
Solving a non-exact differential equation consists of two steps, namely:

should be equal, so that

1.

Exact Differential Equation

A given differential equation M(x,y)dx + N(x,y) dy =0 is an exact differential equation
if the following condition is satisfied

M N

0
y
x

2.

Determination of the integrating factor using some known methods based on the
assumptions on the nature of , and
Multiplying the integrating factor to both sides of the equation and solving the
resulting exact differential equation Mdx + Ndy = 0.

Determination of the integrating factor

This type of differential equation is solved by reversing the method in getting the
complete derivative of the function F(x,y). Thus we can let M = F/x and N = F/y.

Recall, after we have multiplied the integrating factor to the original DE that has the form M dx + N
dy = 0 we will have:

Mdx Ndy 0
Applying the condition for exactness:

(M) (N)

y
x

METHODS OF SOLUTIONS EXACT DIFFERENTIAL EQUATION

METHOD 1 - WORKING ON M(x,y)
Step1. Solve for F(x,y) by integrating Mdx with respect to x.

F(x, y)

F
dx
x

M(x, y)dx

Since , in general, is not a constant, then we can differentiate the test for exactness as follows:

N
y
y
x
x

This equation can now be written as

ES 21
2nd Exam Notes
M N

M
x
x
y
y
or:

M N

x
y

2x2

dx dy 0

1
2
y

Solution:
Checking for exactness:

M
4y2
N 1
3 and
not exact
y
x
y
y

This equation is useful in deriving the formulas for the 3 common forms of , which are:
Checking out the equation

Case 1: = (x)
f ( x)dx
(x) e

1 M N

f (x) a function
If

of x only
N y
x
Example:

1 M N

N y
x

4x2 1

y
y3
f (x)
x
y

and

Solve the differential equation

Solution:

Checking for exactness:

M
N
2y and
y not exact
y
x
Checking out the equation

1 M N
1

2y y 1 f (x)

N y
x
xy
x
Thus the integrating factor is `

(x) e

Multiplying this to the original equation, we obtain the exact differential equation:
3

1 M N

g(y)
M y
x
x2
2 2 1
y

but

x2

x
2 2 1

n
m

y
y
M N
4x2 1

y x
y
x
y
y
we obtain m = 1 and n = 2.

dx
e x elnx x

f (x)dx

4x2 1

y
y3

(x2 + y2 + x) dx + xy dy = 0.

Thus the integrating factor is `

(x, y) xy2

(x + xy + x ) dx + x y dy = 0.
Multiplying to the original differential equation, we obtain the exact differential equation:

2x2

x
xy2
1 dx xy2 dy 0
2
y
y

or

Case 2: = (y)
g( y)dy
(y) e

If

1 M N

g(y) a function

of y only
M y
x

2x

xy2 dx x2ydy 0

Example:
Solve the differential equation

y2 dx + (3xy + y2 1) dy = 0.

E.

First Order Linear Differential Equation (FOLDE)

Recalling, the definition of a linear differential equation and a first order differential equation,
a first order linear differential equation may be written in the standard form:

Solution:

dy
yP(x) Q(x) linear
in y
dx
or

Checking for exactness:

M
N
2y and
3y not exact
y
x

dx
xP(y) Q(y) linear
in x
dy

Checking out the equation

1 M N
1

2y 3y f (x) but

N y
x
3xy y2 1
y
1 M N
1
1

2 2y 3y 2 g(y)

M y
x
y
y
y

The First order linear differential equation may be solved using the Method of Integrating
Factor yielding the STANDARD SOLUTION:

y(x)

(x)Q(x)dx c

p( x)dx
where
(x) e

Thus the integrating factor is `

dy
g( y)dy
(x) e
e y elny y

or
x(y)

y3 dx + (3xy2 + y3 y) dy = 0.

If

= xm yn (where m and n are constants)

M N mN nM

y
x
x
y

Example:
Solve the differential equation

(y)Q(y)dy c

for linear
in x

p( y)dy
where
(y) e

Multiplying to the original differential equation, we obtain the exact differential equation:

Case 3:

for linear
in y

Example:
Solve the differential equation:

dy
x ytanx 0
dx

Transforming the differential equation in standard form

ES 21
2nd Exam Notes

dy
ytanx x
dx

Thus we obatin P(x) = tan x and Q(x) = x, and substituting this to the standard solution, we
get the equation:

( x) e

tan dx

e ln cos x cos x

thus ,
y cos x

cos x x dx c

y cos x x sin x cos x c

or
y x tan x 1 c sec x