Differential Equations

• Differential Equations
– References
– General Concepts and Definitions
– Method of Separation of Variables
– Method of Transformation of Variables
∗ Homogeneous Equations
– Exact DE and Integrating Factors

References
GLA Notes

General Concepts and Definitions

Differential Equation: equation that involves x, y, and some derivative of y
n
d y
Ordinary Differential Equation (ODE): equation of the form F (x, y, dx n) =

0. Ordinary bc only one indepentent variable and ordinary (non-partial) deriva-

tives
Order: highest derivative’s order in equation
Linearity: if y and its derivatives are linear, it is linear. Otherwise, it is
non-linear

dn y dn−1 y
f (x) = an (x) + an−1 (x) + . . . a0 (x)y (Linear ODE)
dxn dxn−1
Homogeneous: has zero as a solution. Otherwise, nonhomogeneous
Partial Differential Equation (PDE): equation with more than one inde-
pendent variable involving these as well as various partial derivatives w/ respect
to the variables
When solving ODEs such that the derivative is brought to y(x), or simply y,
there will be n conditions required to find the n constants of an nth-order ODE.
Initial Value Problem: DE is required to satisfy conditions on the dependent
variable and its derivatives specified at one value of the independent variable
• Eg. Equation of motion can be solved at time zero
Boundary Value Problem: DE is required to satisfy conditions on the de-
pendent variable and its derivatives at 2+ values of the independent variable
Existence and Uniqueness Theorum: suggest that existence and uniqueness
of a solution is guaranteed when the specified conditions hold. Even specified
conditions are not all satisfied, there may still exist a unique solution

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Method of Separation of Variables
dy
Variable separable: a first order ODE dx = F (x, y) such that F(x,y) can be
separated into f (x) · φ(y)
Procedure:
1. Case 1: If φ(y) =6 0, separate terms to make it integrable. Integrate for
GS.
2. Case 2: If φ(y) = 0, solve for the roots of this equation. These will be
solutions to the differential equation
When it is hard to completely find general solution, it is okay to write a singular
solution

Method of Transformation of Variables

Homogeneous Equations
dy
Homogeneous equation: an equation of the type dx = f ( xy ), in which case
all the terms on the numerator and denominator have the same power
• the above is a first-order example
• definition is distinct from the earlier definition, which was of homogony
having a solution of zero
Letting v = xy be the new dependent variable, while x is still the independent
variable, the below can be derived

y = xv

dy dv
=v+x
dx dx

dv
v+x = f (v)
dx

dv
x = f (v) − v
dx
Procedure for analysis:
1. Case 1: If f (v) − v = 0, it is known that y = v0 x. Thus, v0 is the solution
of f (v0 ) − v0 = 0
2. Case 2: If f (v) − v 6= 0, the below general solution is used
Z Z
dv dx
= +C
f (v) − v x

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Particular Solution: solution found from general solution when plugging in
givens from the question
Singular Solution: solution found from testing case one when it equals zero.
It can be expressed aside from the general solution
If the question consists of two linear functions that are non-homogeneous, the
axes need to be changed. This can be done according as following
1. Using Gaussian Elimination, find POI (h,k)
2. Switch axes by letting x = X + h and y = Y + k
3. At the end of the question, revert to the original coordinate system

Exact DE and Integrating Factors

Given differential du(x, y) = ∂u ∂u
∂x dx + ∂y dy, and u(x, y) = C, one can solve for
u(x,y) with an equation in the below form:

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

An integrating factor µ must normally multiply to the M and N terms to solve

correctly, proving that µM = ∂u ∂u
∂x and µN = ∂y . When this equality is true
without the integrating factor, it is known as an exact de.
∂M ∂N
Exact DE: a differential equation of the above form such that ∂y = ∂x .

Grouping Method - Procedure for analyis:

1. Unless it is exact, multiply each term in DE by µ(x, y)
2. Select one of the two groups. Look for which one is easiest to integrate.
3. Integrate each term from that group by dx or dy, depending on the group
chosen. Then, find the partial derivative about the other term.
• Any terms with only one type of variable is a special term. Since they
will go to zero, one only needs to perform the integration
4. After this group is done, check if terms in the other group have been
created in step 3. If they haven’t, perform step 3 on those terms.
5. Sum the terms that have gone through integration but not partial differen-
tiation. These terms add up to u(x,y), or C.
If the equation is not exact, multiplying it by the integration factor will make it
exact.
Procedure for finding integration factor:
1. Check if equation is exact ∂M ∂N
∂y = ∂x . If not, proceed to step 2
2. Try to divide the above equation by N or M. If only one variable remains, the
integration factor is a function of only one variable and can be determined
3. Reference the below two cases

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 ∂M
∂y − ∂N
∂x
Case 1: if N contains x only, the below is true

∂M ∂N
Z
∂y − ∂x
µ(x) = exp ( dx)
N
∂M
∂y − ∂N
∂x
Case 2: if M contains y only, the below is true

∂N ∂M
Z
∂x − ∂y
µ(y) = exp ( dy)
M