DIFFERENTIAL EQUATION (DE) - contains partial derivatives (unknown function

- an equation containing derivatives or differentials depends on more than one variable)

of one or more variables
SOLUTION OF THE DE
𝑑𝑦 -relation between the variables involved in the DE
Ex. 1. 𝑑𝑥 = 𝑒 𝑥 + sin 𝑥
𝑑2 𝑦
which satisfies the given DE
2. 𝑑𝑥 2 + 𝑘 2 𝑦 = 0
3. 𝑦" − 2𝑦′ + 𝑦 = cos x 2 Types of Solution
𝜕𝑓 𝜕𝑓
4. 𝑥 𝜕𝑥 + 𝑦 𝜕𝑦 = 𝑛𝑓 1. General Solution (GS)
- a solution consisting of a number of arbitrary
3
𝑑2 𝑤 𝑑𝑤 constant (y = x + c)
5. ( 𝑑𝑥 2 ) − 𝑥𝑦 𝑑𝑥 + 𝑤 = 0
2. Particular Solution (PS)
- a solution derived from the GS by assigning
Independent Variable (IDV) values of arbitrary constants (y = x + 2)
- when a differential equation involves one or more
derivatives with respect to a particular variable, that Ex. Prove that each equation is a solution of the given DE
variable is called independent variable written opposite it.
1. 𝑦 = 𝑥 2 + 𝑐𝑥 𝑥𝑦 ′ = 𝑥 2 + 𝑦
Dependent Variable (DV) 2. 𝑦 = 𝑐1 sin 3𝑥 + 𝑐2 cos 3𝑥 + 9𝑥 2 − 2 y” + 9y = 81x
- a variable is called dependent if a derivative pf that
3. 𝑥 = − ln 𝑡, 𝑦 = 𝑐1 𝑡 + 𝑐2 𝑡 2 𝑦" + 3𝑦′ + 2𝑦 = 0
variable occurs
LINEAR DIFFERENTIAL EQUATION
Ex. Determine the dependent variable/s, independent
A differential equation is linear in a set of one or
variable/s and constant/s in the following differential
more of its dependent variables if and only if each term of
equations:
𝑑2 𝑥 𝑑𝑥
the equation which contains a variable of the set or any of
1. 𝑑𝑡 2 + 𝑎 𝑑𝑡 + 𝑘𝑥 = 0 their derivatives if of the first degree in those variables and
𝜕2 𝑣 𝜕2 𝑣 their derivatives.
2. 𝜕𝑥 2 + 𝜕𝑦2 = 0
A differential equation which is not linear in some
𝑑𝑦
3. (𝑥 2 + 𝑦 2 ) − 2𝑥𝑦 𝑑𝑥
=0 dependent variable is said to be nonlinear in that variable.
A differential equation which is not linear in the set of all
Order of Differential Equation the dependent variables is simply said to be nonlinear
- the order of the highest ordered derivative present differential equation.
in the DE 𝑑𝑛𝑦
Form: 𝑎𝑛 (𝑥) 𝑑𝑥 𝑛
+ 𝑎0 (𝑥)𝑦 = 𝑔(𝑥)
Degree of the Differential Equation
- the power or exponent of the highest ordered Characteristics:
derivative present in the equation 1. The dependent variable y and all its derivatives are
-derivative must be free from radical signs of the first degree. That is the power of each term
involving y is 1.
Ex. Determine the order and the degree of the following 2. Each coefficient depends only on the independent
differential equations: variable x.
𝑑𝑦
1. = 5𝑥 3. No transcendental functions of the dependent
𝑑𝑥
𝑑𝑦 2 3𝑥 variable must occur in the equation.
2. (𝑑𝑥 ) = 4𝑦
𝑑𝑦 3 𝑑𝑦 Ex. Determine if the following DEs are linear or nonlinear:
3. (𝑑𝑥 ) = √1 + 𝑑𝑥 1. y” – y’ + y = 0
4 2. y” + 5yy’ + y = cos x
𝑑2 𝑦 𝑑𝑦
4. 𝑑𝑥 2
= √1 + (𝑑𝑥 ) 3. y” + 4xy’ + 2y = 0
𝜕2 𝑢 𝜕𝑣
4. 𝜕𝑥 2
+ 𝜕𝑡 + 𝑢 + 𝑣 = sin 𝑢
CLASSIFICATION OF DE 𝑑2 𝑥 𝑑𝑦
1. Ordinary DE (ODE) 5. 𝑑𝑡 2
+ 𝑥 𝑑𝑡 = 0
- contains ordinary derivatives (unknown function
depends on only one variable)
2. Partial DE (PDE)

MAY ANNE C. VALENCIA 1

ELIMINATION OF ARBITRARY CONSTANTS 2. Homogeneous DE
A. Homogeneous Function
Determine the DE from the GS. a. A function f(x,y) is homogeneous in the nth
degree if f(θx,θy) = θn f(x,y).
General Method: b. A function consisting of the expression y/x
1. Differentiate the given general solution n times is homogeneous in the zeroth degree if
corresponding to a number of constants found in the f(θy/θx) = θ0f(x,y).
GS. B. Homogeneous Differential Equation
2. Eliminate the constant from the differential The first ordered DE, Mdx + Ndy = 0, is said to
equations and from the general solution given. be homogeneous of the nth degree if M & N are
of the same degree.
Note: All DEs must be free from constants. M(θx, θy) = rnM(x,y)
N(θx, θy) = rnN(x,y)
Ex. Find the DE having the given GS.
Solution to a Homogeneous DE
2
1. 𝑦 = 𝑐𝑥 + 𝑐𝑥 1. Use the substitution y=wx if N is simpler
2. 𝑦 = 𝑐1 𝑥 2 + 𝑐2 𝑥 + 𝑐3 than M.
3. 𝑦 = 𝑥 sin(𝑥 + 𝑐) 2. Use the substitution x=wy if M is simpler
4. 𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 3𝑥 than N.
5. 𝑦 = 𝑎𝑒 𝑏𝑥
Ex. Show that the given functions are
FAMILIES OF CURVES homogeneous.
1. x2y – 3y3 = f(x,y)
Find the DE of the given families of curves. 2. 8x2 + 4xy – 2y2 = f(x,y)

1. All circles with center at (0,0) Ex. Solve the given DE completely:
2. Parabolas with axis parallel to the x-axis and with 1. (2x-3y)dx – (2y+3x)dy=0
distance from the focus to vertex fixed as “a” 2. (6x2-7y2)dx – 14xydy=0
3. Straight lines with slope and y-intercept equal 3. (x2+y2)dx – xydy=0
4. (2xy +y2)dx – 2x2dy =0
SOLUTIONS OF FIRST-ORDERED LINEAR DE
3. Exact Differential Equation
1. Separation of Variables
A separable differential equation is a first-order Given any function f(x,y)
𝜕𝑓 𝜕𝑓
ordinary equation that is algebraically reducible to 𝑑𝑓 = 𝑑𝑥 + 𝑑𝑦 total differential of f(x,y)
𝜕𝑥 𝜕𝑦
a standard differential form in which each of the
non-zero terms contains exactly one variable. 𝜕𝑓 𝜕𝑓
𝜕𝑥
𝑑𝑥 + 𝜕𝑦
𝑑𝑦 exact differential
Given DE:
𝜕𝑓 𝜕𝑓
𝜕𝑥
𝑑𝑥 + 𝜕𝑦
𝑑𝑦 =0 exact DE
M(x,y) dx + N(x,y)dy = 0 or simply Mdx + Ndy =0
where M and N are both functions of x & y.
Given the equation Mdx + Ndy = 0, if there exist a
𝜕𝑓 𝜕𝑓
If M is factorable into h(x),d(y) and if N is function f(x,y) such that 𝑀 = 𝜕𝑥 and 𝑁 = 𝜕𝑦 , the
factorable into g(x), v(y), then Mdx + Ndy can be 𝜕𝑓
transformed into a form f(x)dx + g(y)dy = 0. equation Mdx + Ndy = 0 is exact if 𝑀 = 𝜕𝑥 and
𝜕𝑓
𝑁 = 𝜕𝑦 are equal.
Ex. Find the complete solution of the ff. DE:

𝑑𝑦 4𝑥+𝑥𝑦 2 Solution of Mdx + Ndy = 0 if exact is

1. 𝑑𝑥
= 𝑦− 𝑥 2 𝑦
2. xlnylnxdy + dx = 0 where x=e when y=1. 1. F (x,y) = c
3. 𝑥 3 𝑑𝑦 + 𝑥𝑦𝑑𝑥 = 𝑥 2 𝑑𝑦 + 2𝑦𝑑𝑥 𝐹 = ∫ 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑓(𝑦) eq. 1
where y=e when x = 2 𝐹 = ∫ 𝑁(𝑥, 𝑦)𝑑𝑦 + 𝑔(𝑥) eq. 2

MAY ANNE C. VALENCIA 2

 Note: Ex. Solve the following:
a. The first of these equations is integrated 1.(x2+y2)dx – xydy = 0
partially relative to x (holding y as 2. (x+4y3)dy-ydx=0
constant) while the second is integrated 3. 2ydx + (x-x3y3)dy=0
partially to y (holding x as constant)
b. The constants of partial integration, f(y) 5. Integrating Factor Determined by Inspection
and g(x), are found by comparing there 2
possible solutions. Some Integrable Combinations
a. d(x,y) = xdy+ydx
𝑥 𝑥 𝑦𝑑𝑥−𝑥𝑑𝑦
2. ∫𝑎 𝑀(𝑥, 𝑦)𝑑𝑥 + ∫ 𝑁(𝑎, 𝑦)𝑑𝑦 = 𝑐 b. 𝑑 (𝑦) = 𝑦2
where a = any convenient constant 𝑦 𝑥𝑑𝑦−𝑦𝑑𝑥
c = arbitrary constant or constant c. 𝑑 (𝑥 ) = 𝑥2
𝑦 𝑥𝑑𝑦−𝑦𝑑𝑥
of integration d. 𝑑 (𝑎𝑟𝑐 tan 𝑥 ) = 𝑥 2 +𝑦2

Ex. Test the following DE for exactness & 1 𝑥+𝑦 𝑥𝑑𝑦−𝑦𝑑𝑥

e. 𝑑 (2 𝑙𝑛 (𝑥−𝑦)) = 𝑥 2 −𝑦 2
solve:
1. (4x-2y+5)dx + (2y-2x)dy = 0 𝑦2 2𝑥𝑦𝑑𝑦−𝑦 2 𝑑𝑥
f. 𝑑(𝑥) = 𝑥2
2. (3x2 + 3xy2)dx + (3x2y-3y2+2y)dy = 0 𝑥2 2𝑥𝑦𝑑𝑥−𝑥 2 𝑑𝑦
g. 𝑑 ( ) =
𝑦 𝑦2
4. Non-exact DE Integrating Factors
Ex. Solve the following:
a. Given M(x,y)dx + N(x,y)dy = 0 1. xdy-ydx=(y2-3)dy
𝜕𝑓 𝜕𝑓
If 𝑀 = 𝜕𝑥 and 𝑁 = 𝜕𝑦 are not equal, then the DE 2. 2xydx+y2dy=x2dy when x=0, y=2
is non-exact. 3. ydx+(x+x3y2)dy=0
𝑑𝑦 𝑦−𝑥𝑦 2 −𝑥 3
b. If however, possible for some few special cases 4. 𝑑𝑥
= 𝑥+𝑥 2 𝑦+𝑦3
that multiplication of the DE by ϕ(x,y) that will
reduce to an exact DE or Mϕdx + Nϕdy = 0 such
that
𝜕(𝑀𝜙) 𝜕(𝑁𝜙)
= where ϕ(x,y) is called
𝜕𝑦 𝜕𝑥
integrating factor.

Determination of the Integrating Factor

• Case 1. When the integrating factor is a
function of x alone or
ϕ= ϕ(x)
1 𝜕𝑀 𝜕𝑁
𝑓(𝑥) = ( − )
𝑁 𝜕𝑦 𝜕𝑥
𝜙 = 𝑒 ∫ 𝑓(𝑥)𝑑𝑥
• Case 2. When the integrating factor is a
function of y alone or
ϕ= ϕ(y)
1 𝜕𝑁 𝜕𝑀
𝑓(𝑦) = ( − )
𝑀 𝜕𝑥 𝜕𝑦
𝜙 = 𝑒 ∫ 𝑓(𝑦)𝑑𝑦
• Case 3. When the integrating factor is the
product of power of the variable x & y or
ϕ=xmyn

𝑀𝑛 𝑁𝑚 𝜕𝑁 𝜕𝑀
Use 𝑦
− 𝑥
= 𝜕𝑥
− 𝜕𝑦
To determine m & n, the equation must
possess the properties of an identity
equation.

MAY ANNE C. VALENCIA 3