MTH316 Lecture Note ^{1}
AY 2011/12 S1
Ordinary Diﬀerential Equations
Instructor: Wang Desheng
Division of Mathematical Sciences School of Physical and Mathematical Sciences Nanyang Technological University
Singapore, 637371
T 
6565137466 
k 
desheng@ntu.edu.sg 
http://www.ntu.edu.sg/home/desheng
Textbook
Elementary Diﬀerential Equations and Boundary Value Problems
9th Edition, by W. E. Boyce and R. C. DiPrima, John Wiley & Sons, Inc, 2008.
^{1} This note complements the textbook and lecture slides.
Contents
Chapter 1. FirstOrder Diﬀerential Equations 
3 

1. 
Notation and Deﬁnitions 
3 
2. 
An Example of Modeling by FirstOrder DEs 
7 
3. 
The Geometry of FirstOrder DEs 
8 
4. 
Several Types of Solvable FirstOrder Diﬀerential Equations 
10 
4.1. 
Separable DEs 
10 
4.2. 
Firstorder linear equations 
11 
4.3. 
Bernoulli’s equations 
15 
4.4. 
Exact DEs 
17 
4.5. 
Nonexact DEs with integrating factors 
21 
4.6. 
Homogenous DEs 
22 
5. 
The Existence and Uniqueness Theorem 
25 
6. 
Reducible SecondOrder DEs 
27 
6.1. 
Dependent variable y missing 
27 
6.2. 
Independent variable x missing 
28 
7. 
Solutions to Selected Exercises 
31 
Chapter 2. SecondOrder Linear Equations 
37 

1. 
Basic Theoretical Results 
37 
1.1. 
Existence and uniqueness of solutions to IVP 
38 
1.2. 
Principle of superposition 
38 
1.3. 
Linear dependence/independence and Wronskian 
39 
2. 
Reduction of Order 
45 
3. 
SecondOrder Homogeneous Linear DE with Constant Coeﬃcients 
50 
4. 
Nonhomogeneous DE: Method of Undetermined Coeﬃcients 
53 
5. 
Nonhomogeneous DE: Variation of Parameters 
59 
6. 
Solutions to Selected Exercises 
62 
Chapter 3. Higher Order Linear Diﬀerential Equations 
67 

1. Basic Theoretical Results 
67 

2. Reduction of Order 
71 

3. Linear Homogeneous DE with Constant Coeﬃcients 
72 

4. Nonhomogeneous DE: Method of Undetermined Coeﬃcients 
75 

5. Nonhomogeneous DE: Method of VariationofParameters 
78 

6. Solutions to Selected Exercises 
82 
iii
iv
CONTENTS
Chapter 4. The Laplace Transform 
85 

1. 
Laplace Transform and Inverse Laplace Transform 
85 
1.1. 
Deﬁnition of Laplace transform 
85 
1.2. 
Linearity of Laplace transform 
87 
1.3. 
Suﬃcient conditions for existence of Laplace transform 
87 
1.4. 
Inverse Laplace transform 
90 
2. 
Transformation of Initial Value Problems 
90 
3. 
Unit Step Functions and the Second Shifting Theorem 
94 
3.1. 
Unit step function 
94 
3.2. 
The second shifting theorem 
95 
4. 
Impulse Functions 
98 
Chapter 5. Systems of FirstOrder Linear Equations 
101 

1. 
Basic Theoretical Results 
101 
1.1. 
Principle of superposition 
102 
1.2. 
Existence and uniqueness theorem 
102 
1.3. 
Solution structure of homogeneous system 
103 
2. 
Homogeneous Linear Systems with Constant Coeﬃcients 
108 
2.1. 
Nondefective coeﬃcient matrix 
108 
2.2. 
Defective coeﬃcient matrix 
112 
3. 
Nonhomogeneous Linear Systems 
116 
3.1. 
Diagonalization 
116 
3.2. 
Method of variationofparameters 
117 
CONTENTS
1
Introduction
Nowadays, diﬀerential equations (DEs) have become the centerpiece of much of physics, of engineering and in many areas of mathematical mo deling. Indeed, many of the principles, or laws, underlying the behavior of the natural world are statements or relations involving rates at which things happen. When expressed in mathematical terms, the relations are equations and the rates are derivatives. Equations involving derivatives are diﬀerential equations. A DE can be thought of as a mathematical model or a mathematical language that describes a physical process such as the motion of ﬂu ids, the ﬂow of current in electric circuits, the dissipatio n of heat in solid objects, the propagation and detection of seismic waves or the increase and decrease of populations, among many others. Therefore, to understand such processes, it is necessary to know something about diﬀerential equations. The main purpose of this onesemester course is to introduce analytic solution techniques for solving some types of ordinary diﬀerential equations (ODEs). The topics to be covered are outlined as follows:
I. Firstorder diﬀerential equations
– Six types of solvable equations
– Two special types of higherorder equations
II. 
Secondorder linear equations 

– Basic theoretical results 

– Homogeneous secondorder linear equations 

– Method of undetermined coeﬃcients 

– Method of variation of parameters 

III. 
General highorder linear equations 

– 
Generalization and extension of the theory and methods for secondorder linear DEs to general nth order linear DEs. 

IV. 
Systems of ﬁrstorder linear DEs 

– Basic theoretical results 

– Solution methods 

V. 
The Laplace transform and series solutions of secondorder linear DEs 
– Basic properties of the Laplace transform and inverse Laplace transform
– Solution of initial value problems with discontinuous forcing functions
– Power series methods for some ODEs associated with special f unctions
CHAPTER 1
FirstOrder Diﬀerential Equations
In this chapter, we introduce the solution techniques for several types of solvable ﬁrstorder diﬀerential equations, and apply the method to solve two special types of
secondorder diﬀerential equations. As some preparations, we ﬁrst introduce the basic concepts and provide one example to show how diﬀerential equations arise.
1. Notation and Deﬁnitions
We start with the deﬁnition of a diﬀerential equation.
Definition 1.1 . A diﬀerential equation, DE in short, is an equation involving an
unknown function and its derivatives. For example,
and
d
^{2} y
dx
^{2}
dy
_{d}_{x}
= 5 x + 3 ,
+ 2 x _{d}_{x} dy + y ^{2} = sin x,
(or y ^{′} = 5 x + 3),
(or y ^{′}^{′} + 2 xy ^{′} + y ^{2} = sin x) ,
∂ ^{2} u ( x, y ) _{+} ∂ ^{2} u ( x, y )
∂x ^{2}
∂y ^{2}
= cos(xy ) ,
(or ∆u = cos(xy )) .
(1.1)
(1.2)
(1.3)
• If the unknown function is a function of a single variable (e. g., y ( t) , y ( x) , · · · ),
then the DE is an ordinary diﬀerential equation (ODE) , e.g., (1 .1) and (1 .2).
• A partial diﬀerential equation (PDE) is one involving a function of two or more variables, in which the derivatives are partial derivatives, for example, the
equation (1 .3).
Another classiﬁcation of diﬀerential equations is based on the number of unknown
functions that are involved. If there is a single unknown function to be found, then one equation is suﬃcient. If there are two or more unknown functions, then a system of
3
4
1. FIRSTORDER DIFFERENTIAL EQUATIONS
equations is required. For instance, the following two by two system,
x ^{′} ( t) =
y ^{′} ( t) = x( t) + 5 y ( t) + cos(t) ,
3 x( t) − 4 y ( t) + 4 ,
involves two unknown functions x( t) and y ( t) .
(1.4)
Definition 1.2 . The order of a diﬀerential equation is the highest derivative that
appears in the equation. We see that the equation (1.1) is a ﬁrstorder ODE, the equation (1 .2) is a secondorder ODE, and (1 .3) is a secondorder PDE.
In this course, we will restrict the discussions to ODEs. The ODEs can be classiﬁed
into linear or nonlinear ODEs.
Definition 1.3 . Consider the nthorder ordinary diﬀerential equation in the general form
F ( x, y, y ^{′} , y ^{′}^{′} , · · · , y ^{(}^{n} ^{)} ) = 0 .
If F is a linear function of y, y ^{′} , y ^{′}^{′} , · · · , y ^{(}^{n} ^{)} , i.e., the equation takes the form
a _{0} ( x) y ^{(}^{n} ^{)} + a _{1} ( x) y ^{(}^{n} ^{−} ^{1}^{)} + · · · + a _{n} ( x) y =
f ( x) ,
(1.5)
then it is linear , otherwise the equation is nonlinear.
As a rule, in a linear equation, the unknown function and its derivatives occur up to
the ﬁrst degree (a linear function), and not as products or arguments of other functions.
Example 1.1 . The equations
y ^{′}^{′} + xy ^{′} + sin( x) y = e ^{x} ,
2
and xy ^{′}^{′}^{′} + 4 x ^{2} y ^{′} − _{1} _{+} _{x} _{2} y = 0 ,
are linear secondorder DE and linear thirdorder DE, respectively, whereas the DE
are nonlinear.
y ^{′}^{′} + x sin( y ^{′} ) − xy = x ^{2}
and y ^{′}^{′} − x ^{2} y + y ^{2} = 0
Example 1.2 . The general form of the ﬁrst and secondorder linear DE is
a _{0} ( x) y ^{′} + a _{1} ( x) y = f ( x) ,
and
a _{0} ( x) y ^{′}^{′} + a _{1} ( x) y ^{′} + a _{2} ( x) y = f ( x) ,
respectively.
1. NOTATION AND DEFINITIONS
5
Definition 1.4 . A solution y = φ ( x) to the ODE
satisﬁes the equation
F ^{} x, y, y ^{′} , y ^{′}^{′} , · · · , y ^{(}^{n} ^{)} ^{} =
F ^{} x, φ, φ ^{′} , φ ^{′}^{′} , · · · , φ ^{(}^{n} ^{)} ^{} =
0
0 .
(1.6)
(1.7)
Example 1.3 . One veriﬁes that any polynomial
y ( x) = c _{1} x ^{n} ^{−} ^{1} + c _{2} x ^{n} ^{−} ^{2} + · · · + c _{n} ,
where { c _{i} } _{i}_{=}_{1} ^{n} are constants, is a solution to the diﬀerential equation:
where I is an interval.
_{y} (n ) _{=} ^{d} ^{n} ^{y}
dx
^{n}
= 0 ,
x ∈ I,
Example 1.4 . Consider the diﬀerential equation
y ^{′}^{′} − 5 y ^{′} + 6 y = 0 .
(1.8)
Verify that y _{1} ( x) = e ^{2}^{x} and y _{2} ( x) = e ^{3}^{x} are both solutions. What about the linear combination: φ ( x) = c _{1} y _{1} + c _{2} y _{2} , where c _{1} , c _{2} are arbitrary real constants?
Example 1.5 . Show that the relation
sin( xy ) + y ^{2} − x = 0 ,
deﬁnes a solution to
dy _{=} 1 − y cos( xy )
dx x cos( xy ) + 2 y ^{.}
We now distinguish two diﬀerent ways in which solutions to a D E can be expressed. Often, as in Example (1.4), we obtain an explicit solution y = φ ( x) , for some function
φ. However, sometimes, we have to be content with a solution written in the implicit form: f ( x, y ) = 0 (e.g., Example 1.5).
Definition 1.5 . A solution to an nthorder DE on an interval I is called the general solution on I, if it satisﬁes the following conditions:
1. The solution contains n constants c _{1} , c _{2} , · · · , c _{n} ;
2. All solutions to the DE can be obtained by assigning appropri ate values to the constants.
6
1. FIRSTORDER DIFFERENTIAL EQUATIONS
A solution to a DE is called a particular solution, if it does not contain any arbitrary
constants. That is, the solution is assigned speciﬁc values to the arbitrary constants in the general solution.
Example 1.6 . One veriﬁes readily that for any real constants c _{1} and c _{2} ,
y ( x) = c _{1} y _{1} ( x) + c _{2} y _{2} ( x) = c _{1} e ^{2}^{x} + c _{2} e ^{3}^{x} .
is a solution to (1.8).
(1.9)
Remark 1.1 . In Chapter 2, we will show that all solutions to (1.8) can be expressed in the form of (1.9). For some interval I, we deﬁne
V = ^{} y ∈ C ^{2} ( I ) : y ^{′}^{′} − 5 y ^{′} + 6 y = 0 ^{} .
We can show that V is a linear vector space by using basic knowledge in linear algebra. Moreover, we have
V = span ^{} e ^{2}^{x} , e ^{3}^{x} ^{} .
Here, the space V is called the solution space of the equation: y ^{′}^{′} − 5 y ^{′} + 6 y = 0 .
Example 1.7 . Find the general solution to the DE: y ^{′}^{′} = e ^{−} ^{x} .
Solution: A direct integration on both sides yields
Therefore, we have
y ^{′}^{′} dx = e ^{−} ^{x} dx + c _{1}
y ^{′} dx =
^{} − e ^{−} ^{x} + c _{1} ^{} dx + c _{2}
⇒
y ^{′} = −e ^{−} ^{x} + c _{1} .
⇒
y = e ^{−} ^{x} + c _{1} x + c _{2} ,
To obtain a particular solution, we have to impose additional conditions, called initial conditions. For instance, we impose the conditions
(1.10)
to the equation (1.8). Then we have
where c _{1} and c _{2} are arbitrary (real) constants.
y (0) = 1 ,
y ^{′} (0) = −1
y (0) = c _{1} + c _{2} = 1 ,
y ^{′} (0) = 2 c _{1} + 3 c _{2} = −1 .
Solving out c _{1} and c _{2} , we obtain the particular solution
y ( x) = 4 y _{1} ( x) − 3 y _{2} ( x) = 4 e ^{2}^{x} − 3 e ^{3}^{x} .
2. AN EXAMPLE OF MODELING BY FIRSTORDER DES
7
Definition 1.6 . An nth order DE together with n initial conditions of the form
F ^{} y, y ^{′} , y ^{′}^{′} , · · · , y ^{(}^{n} ^{)} ^{} = 0 ,
y ( x _{0} ) = y _{0} , y ^{′} ( x _{0} ) = y _{1} , · · · , y ^{(}^{n} ^{−} ^{1}^{)} ( x _{0} ) = y _{n} _{−} _{1}
(1.11)
where x _{0} , y _{0} , · · · , y _{n} _{−} _{1} are given constants, is called an initialvalue problem, IVP in short, whose solution is a particular solution.
Exercise 1.1 . Show that
has the solution
dy
dx ^{=}
y 2 1 − xy
xy = ln y + c.
Find the particular solution satisfying y (1) = 1 .
Exercise 1.2 . Determine c _{1} and c _{2} so that y ( x) = c _{1} sin(2 x) + c _{2} cos(2 x) + 1 will satisfy the conditions y ( π/ 8) = 0 and y ^{′} ( π/ 8) = ^{√} 2.
Exercise 1.3 . Show that
y
= e ^{x} ^{2} _{} _{x} e ^{−} ^{t} ^{2} dt
0
is a solution of the diﬀerential equation y ^{′} = 2 xy + 1 .
2. An Example of Modeling by FirstOrder DEs
To illustrate how diﬀerential equations arise, we now build a mathematical model
describing the cooling (or heating) of an object. Suppose that we bring an object into a room. If the temperature of the object is higher than that of the room, then the object
will begin to cool down. Indeed, according to Newtons law of cooling:
The rate change of temperature of an object is proportional to the temperature diﬀerence between the object and its surrounding medium.
To formulate this law mathematically, we denote by T ( t) the temperature of the object at time t, and let T _{m} be the temperature of the surrounding medium. The
mathematical translation of Newtons law of cooling is dT
= −k ( T − T _{m} ) ,
(2.1)
dt where the proportional constant k > 0 . ^{1}
^{1} If T > T _{m} , then the object will cool so dT/dt < 0, so k must be positive. Similarly, if T < T _{m} , then dT/dt > 0, so k > 0.
8
1. FIRSTORDER DIFFERENTIAL EQUATIONS
This equation can be solved by using a direct integration (see late part):
T ( t) = T _{m} + ce ^{−} ^{k}^{t} .
This solution tells us how the temperature changes with time, and indicates that as t → ∞ , the temperature of this object approaches that of the surrounding medium.
Read Examples 13 on Pages 17 of the textbook
3. The Geometry of FirstOrder DEs
We consider the ﬁrstorder DE:
dy
_{d}_{x}
=
f ( x, y ) ,
(3.1)
where f ( x, y ) is a given function of x and y , sometimes referred to as the rate function,
forcing term/function or source term. In this section, we focus on the geometric
aspects of the DE and its solution. Suppose that y = φ ( x) with x ∈ I, where I is an interval (Note: it could be a ﬁnite union of intervals), is a solution of (3.1). The graph (x, φ ( x)) , x ∈ I, is called a solution
curve or an integral curve of the DE. The geometric interpretation of (3.1) is that
The slope of the tangent line at any point ( x, y ) on the solution curve y = y ( x) equals to the value f ( x, y ) at the same point. Hence, solving the equation is to ﬁnd all curves whose slope at the po int ( x, y ) is given by the function f ( x, y ) .
The fact that f ( x, y ) gives the slope of the tangent line to the solution curves of this DE leads to a simple and important idea for determining the overall shape of the solution
curves, which is the direction ﬁeld (or slope ﬁeld). Basically, a useful direction ﬁeld for equation (3.1) can be constructed by evaluating
f at each point of a rectangle grid. At each point of the grid, a short line segment is drawn whose slope is the value of f at that point. Thus each line is tangent to the graph
of the solution passing through that point. A direction ﬁeld drawn on a fairly ﬁne grid gives a good picture of the overall behavior of solutions of a DE. Two observations are worth particular mention. First, in constructing a direction
ﬁeld, we do not need to solve the equation (3.1), but merely evaluate the given function f ( t, y ) many times. Thus direction ﬁelds can be readily constructed even for equations
3. THE GEOMETRY OF FIRSTORDER DES
9
that may be quite diﬃcult to solve. Second, repeated evaluation of a given function is easy to be done by a computer. Here, we provide a short Matlab code for plotting the direction ﬁeld of (3.1) with
f ( x, y ) = y ^{2} − x where ( x, y ) ∈ [−2 , 10] × [−4 , 4] :
x=linspace(2,10,10); % Deﬁne the x region. Here 10 means we plot the direction ﬁelds for ten points. y=linspace(4,4,10); % Deﬁne the y region. [X,Y]=meshgrid(x,y); % Generate the grid matrices. U=ones(size(X)); % Find the horizontal component of the direction ﬁelds. V=Y ^{.} ^{∧} 2 X; % Find the vertical component of the direction ﬁelds. L=sqrt(U ^{.} ^{∧} 2 +V ^{.} ^{∧} 2 );U=U./L;V=V./L; % Normalize the direction ﬁelds to be the same length. quiver(x,y,U,V,0.5); % Plot the direction ﬁeld, 0.5 means the vector are rescaled to half of the original size.
Example 3.1 . Plot the direction ﬁelds, and discuss solution behavior of the diﬀeren tial equations
( i) y ^{′} = 2 − y,
( ii) y ^{′} = y ( y + 2).
Solution: We plot the direction ﬁelds of (i) (left) and (ii)(right) in Figure 3.1. Here,
y = 2 is an equilibrium solution of (i). Observe that all the other solutions seem to be
converging to the equilibrium solution as x increases. For (ii), y = 0 , −2 are equilibrium
solutions.
Figure 3.1. Direction ﬁelds of (i) and (ii)
10
1. FIRSTORDER DIFFERENTIAL EQUATIONS
4. Several Types of Solvable FirstOrder Diﬀerential Equat ions
In this section, we introduce solution methods for the following types of ﬁrstorder DEs:
• Separable DEs,
• Firstorder linear DEs,
• Exact DEs,
• Bernoulli’s DEs,
• Homogenous DEs.
4.1. Separable DEs. In this section, we shall encounter our ﬁrst general class of equations that
(i) We can easily recognize them; (ii) We have a direct and simple method for solving such equations.
Definition 4.1 . A ﬁrstorder DE is separable, if it can be written in the form
p ( y ) dy = q ( x) dx.
(4.1)
The solution technique for a separable DE is given in the following theorem.
Theorem 4.1. If p ( y ) and q ( x) are continuous, then (4.1) has the general solution
p ( y ) dy = q ( x) dx + C,
where C is an arbitrary constant.
Proof. Recall that
d φ ( t) dt = φ ( t) dt.
Therefore, we can rewrite (4.1) as
p ( y ) dy = q ( x) dx
⇒
d p ( y ) dy = d q ( x) dx
⇒ d p ( y ) dy − q ( x) dx = 0 .
Therefore, we obtain (4.2).
Example 4.1 . Solve the diﬀerential equation
xy ^{′} = (1 − 2 x ^{2} ) tan y.
(4.2)
(4.3)
(4.4)
4. SEVERAL TYPES OF SOLVABLE FIRSTORDER DIFFERENTIAL EQUATIONS
11
Solution. This equation is separable, if we rewrite the equation as
x _{d}_{x} dy = (1 − 2 x ^{2} ) tan y
=⇒
cot ydy = ^{1} ^{−} ^{2} ^{x} ^{2} dx,
x
(4.5)
where we assume that x = 0 and sin y = 0 . Direct integration leads to
cot ydy = ^{1} ^{−} ^{2} ^{x} ^{2} dx
x
Working out the integrals gives
ln  sin y  = ln  x − x ^{2} +
+ C.
C,
which implies that
_{e} ln  sin y  _{=} _{e} ln  x − x ^{2} + C
_{=}_{⇒}
_{} _{s}_{i}_{n} _{y} _{} _{=} _{e} C _{} _{x}_{} _{e} − x ^{2} _{.}
Let C = e ^{C} and allow C to be negative so that we will no longer need to worry about the absolute values. The solution is
(4.6)
sin y = Cxe ^{−} ^{x} ^{2} .
Notice that x = 0 is not a solution, while the zeros of sin y = 0 are included in (4.6) by
taking C = 0 .
Exercise 4.1 . Solve the equation
dy _{=} x ^{2} + 1
dx y ^{2} − 1 ^{.}
Exercise 4.2 . Solve the initialvalue problem:
_{y} _{′} _{=} y cos x _{3} ,
1 + 3 y
y (0) = 1 .
4.2. Firstorder linear equations. Another class of diﬀerential equations that is
easily recognized and readily solved is the class of ﬁrstorder linear equations.
Definition 4.2 . An equation is said to be ﬁrstorder linear , if it can be written in the standard form
y ^{′} + p ( x) y = q ( x) .
(4.7)
The equation is linear since the lefthand side is a linear function of y and y ^{′} .
Now, we introduce the solution technique for (4.7). The idea is to multiply both sides of the equation by a function I ( x) that will make it easily integrable:
I ( x) y ^{′} ( x) + p ( x) I ( x) y ( x) = I ( x) q ( x) ,
12
1. FIRSTORDER DIFFERENTIAL EQUATIONS
The most desirable situation is
[I ( x) y ] ^{′} = I ( x) q ( x) ⇒ I ( x) y ^{′} ( x) + I ^{′} ( x) y ( x) = I ( x) q ( x) .
Comparing the above equations, we see that I ( x) has to satisfy
I ^{′} ( x) = p ( x) I ( x)
⇒
I ( x) = exp p ( x) dx .
[At this point, we could carry a constant of integration, but it is not necessary, since we
only need to ﬁnd one I ( x) .] Thus, we solve
[I ( x) y ] ^{′} = I ( x) q ( x)
=⇒
y ( x) =
I ( ^{1} _{x}_{)} I ( x) q ( x) dx + C .
A summary of this method is stated in the following theorem. Theorem 4.2. The general solution of the ﬁrstorder linear equation
y ^{′} + p ( x) y = q ( x) . 
(4.8) 

is 

y ( x) = 
I ( ^{1} _{x}_{)} I ( x) q ( x) dx + C with I ( x) = e ^{} ^{p} ^{(}^{x} ^{)}^{d}^{x} , 
(4.9) 

or equivalently 

y ( x) = e ^{−} ^{} ^{p} ^{(}^{x} ^{)}^{d}^{x} e ^{} ^{p} ^{(}^{x} ^{)}^{d}^{x} q ( x) dx + C . 
(4.10) 
Remark 4.1 .
(i) The function I ( x) is an “integrating factor” of the equation (4.8) (more detailed discussions will be given later on). (ii) The formula is valid for the standard form (4.8). Therefore, it is necessary to
write the ﬁrstorder DE in the standard form, and then apply the formula.
Example 4.2 . Solve
1
y ^{′} − _{5} y = 5 − x.
Solution. The equation is a linear equation in the standard form, where
1
p ( x) = − _{5} ,
q ( x) = 5 − x.
Therefore,
I ( x) = e ^{} ^{−}
_{5} 1 dx _{=} _{e} − x/5 _{,}
4. SEVERAL TYPES OF SOLVABLE FIRSTORDER DIFFERENTIAL EQUATIONS
13
and using integration by parts gives
y ( x) = e ^{x}^{/}^{5} e ^{−} ^{x}^{/}^{5} (5 − x) dx + C
= e ^{x}^{/}^{5} 5 e ^{−} ^{x}^{/}^{5} dx − xe ^{−} ^{x}^{/}^{5} dx + C
= e ^{x}^{/}^{5} − 25 e ^{−} ^{x}^{/}^{5} − − 5 xe ^{−} ^{x}^{/}^{5} + 5 e ^{−} ^{x}^{/}^{5} dx + C
= e ^{x}^{/}^{5} 5 xe ^{−} ^{x}^{/}^{5} + C = 5 x + Ce ^{x}^{/}^{5} .
(4.11)
The graph on the left shows direction ﬁeld along with several integral curves (solution
curves). The graph on the right shows several integral curves, and a particular solution
(in red) whose initial point on yaxis separates solutions that grow large positively from
those that grow large negatively as x → ∞ .
Figure 4.2. Direction ﬁelds and solution curves
Example 4.3 . Solve the initial value problem (IVP):
xy ^{′} − 2 y = 5 x ^{2} ,
y (1) = 2 .
Solution. We ﬁrst put it into the standard form
Then
and
2
y ^{′} − _{x} y = 5 x.
I ( x) = e ^{p} ^{(}^{x} ^{)}^{d}^{x} = e ^{−}
_{x} dx _{=} _{e} − 2 ln  x  _{=} _{e} ln ^{1}
2
x
^{2} =
I ( x) q ( x) dx =
1
_{2} 5 xdx = 5 ln  x + C.
x
^{1}
x ^{2} ^{,}
14
1. FIRSTORDER DIFFERENTIAL EQUATIONS
Therefore the general solution is
y ( x) =
I ( ^{1} _{x}_{)} I ( x) q ( x) dx + C = x ^{2} (5 ln  x + C ) .
Using the initial condition y (1) = 2 (i.e. x = 1 and y = 2), we get C = 2 . The particular solution is
y ( x) = x ^{2} (5 ln  x + 2).
The graphs below show several integral curves for the diﬀerential equation, and a par
ticular solution (in red) whose graph passes through the initial point (1 , 2).
Figure 4.3. Solution curves
Example 4.4 . Solve the equation dy dx ^{=}
y 2 x − y ^{2} ^{.}
Solution: This equation is not separable, and not linear in y. However, it is linear in
x, if we rewrite it as
dx dy ^{−} We skip the details, and ﬁnally derive
x = y ^{2} ( C − ln  y  ) .
2
_{y} x = −y.
Exercise 4.3 . Consider the initial value problem
y ^{′} + p ( x) y = q ( x) ,
y ( x _{0} ) = y _{0} ,
(4.12)
where p and q are continuous functions in some interval I containing x _{0} . Show that the
particular solution is
x
y ( x) = e ^{−} ^{}
x
_{0}
p (t)dt ^{}
x
x
0
t
e ^{} 0 ^{p} ^{(}^{ξ} ^{)}^{d}^{ξ} q ( t) dt + y _{0} .
x
(4.13)
4. SEVERAL TYPES OF SOLVABLE FIRSTORDER DIFFERENTIAL EQUATIONS
15
Exercise 4.4 . Solve the initial value problem:
xy ^{′} + 3 y = 2 x ^{5} ,
y (2) = 1 .
(4.14)
4.3. Bernoulli’s equations. In what follows, we consider a type of DEs that can
be converted to ﬁrstorder linear DEs.
Definition 4.3 . The Bernoulli’s equation of order n takes the form _{d}_{x} dy + p ( x) y = q ( x) y ^{n} ,
(4.15)
where n( = 0 , 1) is a real number. This equation is nonlinear, due to the power y ^{n} .
Remark 4.2 . Clearly, if n = 1 , then the equation is separable, while if n = 0 , the equation becomes linear.
The basic idea to solve (4.15) is to covert it into a linear equation. Dividing (4.15) by y ^{n} , yields the equation
(4.16)
We make the change of variable:
_{d}_{x} dy + p ( x) y ^{1}^{−} ^{n} = q ( x) .
_{y} − n
u = y ^{1}^{−} ^{n}
=⇒
dy
^{d}^{u} = (1 − n) y ^{−} ^{n} _{d}_{x}
dx
=⇒
y ^{−} ^{n} ^{d}^{y}
du
dx ^{=} 1 − n dx
1
,
(4.17)
and eliminate y and y ^{′} from (4.16):
_{y} − n
_{d}_{x} dy + p ( x) y ^{1}^{−} ^{n} =
q ( x)
=⇒
1 du
1 − n dx
+ p ( x) u ( x) = q ( x) .
Rewrite the new equation as the standard form:
du
dx
+ (1 − n) p ( x) u ( x) =
P (x )
(1 − n) q ( x) .
Q
(x )
(4.18)
(4.19)
It is a linear equation with unknown function u ( x) . Thanks to the formula (4.13), the general solution is
u ( x) =
e ^{−} ^{} ^{P} ^{(}^{x} ^{)}^{d}^{x} Q( x) e ^{} ^{P} ^{(}^{x} ^{)}^{d}^{x} dx + C
_{=} _{e} − (1− n ) ^{} p (x )dx ^{} _{(}_{1}
_{−} _{n}_{)} _{q} _{(} _{x}_{)} _{e} (1− n ) ^{} p (x )dx _{d}_{x}
Finally we change the variable back:
_{+}
_{C} ^{} _{.}
(4.20)
_{y} 1− n _{=} _{e} − (1− n ) ^{} p (x )dx ^{} _{(}_{1} _{−} _{n}_{)} _{q} _{(} _{x}_{)} _{e} (1− n ) ^{} p (x )dx _{d}_{x} _{+} _{C} ^{} _{.}
A summary of the above derivation leads to the solution formula for the Bernoull’s equation (4.15).
16
1. FIRSTORDER DIFFERENTIAL EQUATIONS
Theorem 4.3. For a Bernoulli’s equation of order n with the standard form (4.15),
setting u = y ^{1}^{−} ^{n} , we transform the equation into a linear equation:
du
dx
+ (1 − n) p ( x) u ( x) = (1 − n) q ( x) ,
P (x )
Q
(x )
and the general solution is
y ^{1}^{−} ^{n}
= u ( x) = e ^{−} ^{(}^{1}^{−} ^{n} ^{)} ^{} ^{p} ^{(}^{x} ^{)}^{d}^{x} (1 − n) q ( x) e ^{(}^{1}^{−} ^{n} ^{)} ^{} ^{p} ^{(}^{x} ^{)}^{d}^{x} dx + C .
(4.21)
Remark 4.3 . The additional factor 1 − n appears in the formula in case of n = 0 , 1 .
Example 4.5 . Solve
dy
dx ^{+}
3 _{y} _{=}
x
12 y ^{2}^{/}^{3}
(1 + _{x} ^{2} _{)} ^{1}^{/}^{2} ^{,}
x > 0 .
(4.22)
Solution: This equation is a Bernoulli’s equation of order n = 2 / 3 . Dividing both
sides of the DE by y ^{2}^{/}^{3} :
We now let
which implies that
_{y} − 2/3
dy
dx ^{+}
x 3 _{y} 1/3 _{=}
u = y ^{1}^{/}^{3} ,
^{1}^{2}
(1 + x
_{2} _{)} _{1}_{/}_{2} .
du
dx ^{=}
1
3 _{y} − 2/3 ^{d}^{y}
dx ^{.}
Substitute them into (4.23) yields
or in the standard form,
_{3} du
dx ^{+}
du
dx ^{+}
3
_{x} u =
1
_{x} u =
^{1}^{2}
(1 + x ^{2} ) ^{1}^{/}^{2} ^{,}
^{4} _{x} _{2} _{)} _{1}_{/}_{2} .
(1 +
An integrating factor for this equation is
1
I ( x) = e ^{} x ^{d}^{x} = e ^{l}^{n} ^{x} = x,
so that equation (4.24) can be written as
A direct integration leads to
d
_{d}_{x}
( Iu ) = I
4
(1 + x ^{2} ) ^{1}^{/}^{2} ^{.}
1
u ( x) = _{x}
4(1 + x ^{2} ) ^{1}^{/}^{2} + C ,
(4.23)
(4.24)
4. SEVERAL TYPES OF SOLVABLE FIRSTORDER DIFFERENTIAL EQUATIONS
17
and so the general solution to the original equation is
_{y} 1/3 _{=}
1
_{x} 4(1 + x ^{2} ) ^{1}^{/}^{2} + C .
Exercise 4.5 . Solve the equation:
3
y ^{′} − _{x} y = x ^{4} y ^{1}^{/}^{3} .
Exercise 4.6 . Solve the equation:
3 y ^{2} y ^{′} + y ^{3} = e ^{−} ^{x} .
Exercise 4.7 . Solve the equations
and
(i)
2 _{d}_{x} dy + (tan x) y = ^{(}^{4} ^{x} cos ^{+} x ^{5}^{)} ^{2} y ^{3} .
(ii)
dy
dx ^{+}
2
_{x} y = (−x ^{2} cos x) y ^{2} .
(4.25)
(4.26)
(4.27)
(4.28)
4.4. Exact DEs. For the next technique, it is best to consider ﬁrstorder DE written
in diﬀerential form
(4.29)
where P and Q are given functions, assumed to be smooth. The method that we will
consider is based on the idea of a diﬀerential .
P ( x, y ) dx + Q( x, y ) dy = 0 ,
Remark 4.4 . We point out that any ﬁrst order equation can be written in this form. Indeed, the general form of the ﬁrstorder equation:
dy
_{d}_{x}
=
f ( x, y )
=⇒
f ( x, y ) dx − dy = 0 .
Recall that if φ = φ ( x, y ) is a function of two variables x and y, then the diﬀerential of φ, is deﬁned by
dφ = ^{∂}^{φ} dx + ^{∂}^{φ} dy.
(4.30)
∂x
∂y
The righthand side of (4.30) is similar to the expression in equation (4.29). This obser
vation can sometimes be used to solve a DE. Namely, if it happens that there exists a function φ ( x, y ) such that
Then we have
dφ = ∂φ ∂x
∂φ
∂x
= P,
^{∂}^{φ} ∂y = Q.
dx + ^{∂}^{φ} ∂y dy = P dx + Qdy = 0 ,
(4.31)
18
1. FIRSTORDER DIFFERENTIAL EQUATIONS
which implies
φ ( x, y ) = C.
This gives the general solution of the original equation (4.29).
Example 4.6 . Solve
2 x sin y dx + x ^{2} cos y dy = 0 .
(4.32)
Solution: This equation is separable, however, we will use a diﬀerent technique to solve it. By inspection, we notice that
2 x sin ydx + x ^{2} cos ydy = sin ydx ^{2} + x ^{2} d sin y = d ( x ^{2} sin y ) .
Hence, the general solution to (4.32) is
x ^{2} sin y = C.
This motivates the following deﬁnition:
Definition 4.4 . The diﬀerential equation (4.29) is said to be exact , if there exists
a function φ ( x, y ) such that
∂φ
∂x
= P,
^{∂}^{φ} ∂y = Q.
(4.33)
The function φ ( x, y ) is called a potential function.
We now show that if a DE is exact then, provided we can ﬁnd a potential function
φ, of which the solution can be written down immediately.
Theorem 4.4. The general solution to an exact equation
P ( x, y ) dx + Q( x, y ) dy = 0 ,
is given implicitly by
φ ( x, y ) = C,
(4.34)
(4.35)
if there exists a potential function φ satisfying (4.33).
Proof. Since by (4.33) and (4.29), we have
dφ = ^{∂}^{φ} dx + ^{∂}^{φ} dy = P dx
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