Chandigarh University

Ordinary Differential
Equations

Compiled by
Mrs. Manpreet kaur
M.Sc. Maths - Dept. of Applied Science
Science
Prefac
e
Differential equations are introduce in different
fields and its importance appears not only in
mathematics but also in Engineering , Natural
science ,Chemical science , Medicine ,Ecology
and Economy.

Due to its importance in different fields I

collected the laws and methods of solution of
ordinary differential equations as an
introduction to study it and to be as base to
study theoretical physics and understand the
physical meaning of relations.
Definitions
Differential equation is an equation involving an
.unknown function and its derivatives
Ordinary Differential equation is differential
equation involving one independent variable and
.its differentials are ordinary
Partial Differential equation is differential
equation involving two or more independent
.variables and its differentials are partial
Order of Differential equation is the order of the
.highest derivative appearing in the equation
Degree of Differential equation is the power of
.highest derivative appearing in the equation
particular solution of a differential equation is
any one solution.
The general solution of a differential equation is
the set of all solutions.
Solutions of First Order Differential
Equations

1- Separable Equations

2- Homogeneous Equation
3- Exact Equations
4- Linear Equations
5- Bernoulli Equations
Separable Equations (separation variable)- 1
General form of differential equation is
 (x ,y) dx + (x ,y) dy = 0
By separation variable
Then  1 (x)  2 (y) dx + 1(x) 2(y) dy = 0
1(x)  2( y)
dx  dy  0
 1(x) 2( y)
by integrating we find the solution of this equation.

Ex) find general solution for

xydx  x dy  0
2

1 1
dx  dy by integration
x y
ln y  ln x  c
Homogeneous Equation- 2
The condition of homogeneous
n
function is
f (x , y) =  f (x ,y)
and n is Homogeneous degree

 (x ,y) dy +  (x ,y) dx = 0
and  , is Homogeneous function and
have the same degree
so the solution is
put y = xz , dy = x dz + z dx and
substituting in the last equation

the equation will be separable equation, so

separate variables and then integrate to
Exact Equations- 3

(x ,y) dy + (x ,y) dx = 0

The required condition of equation t o be exact equation is

 

x y
and its general solution is

 dx  dy  c
note : take repeated factor one time only.
  
if 
x y
The equation will be not exact,
to convert it to be exact multiply it by integral factor
as following .

integral factor is

 ( x )  exp  1
 ( 
y  
x ) dx 
 ( y )  exp  1
 ( 
x  
y ) dy 
Examples
i ) (2x + 3cosy) dx + (2y – 3x siny)
dy = 0
Solution
it is exact so,
 (2x + 3cosy) dx = x + 3x cosy
 (2y - 3x siny) dy = y + 3x cosy
The solution is
x + 3x cosy + y = c

ii) (1 – xy) dx + (xy – x ) dy = 0

  (1  xy )  ( xy  x 2 )
 x   y  2x
x y
So, its not exact

Since  ( x )  exp  1
 ( y  x ) dx 
Then  ( x )  exp  1
( xy  y ) (  x  y  2 x ) dx 
 
  exp   1x dx  exp  ln x   exp ln x 1 
1
  (by multiplying this value by equationii)
x
1 
   y dx  ( y  x)dy  0 this equationis exact
x 
   1x  y  dx   ( y  x)dy  c
y
ln x  xy  c
2
Linear Equations- 4
Linear Equation form is
dy
 P( x ) y  Q ( x )
dx
the integral factor that convert Linear
Equations to exact equation is :-
 = exp  p(x) dx
by multiplying integral factor by Linear
Equation
dy form
  P( x) y  Q( x) this equation is exact
dx

so the general solution is :-

 y =   Q dx + c
 dy
Ex ) y   y sec x  cos 2 x , y  
dx
solution
dy
 p ( x ) y  Q ( x )  p ( x )  sec x , Q ( x )  cos 2 x
dx
  exp  sec xdx  exp ln  sec x  tan x 
  sec x  tan x
general solution is
 y    Q dx  c
 (sec x  tan x ) y   (sec x  tan x ). cos 2 dx
  (cos x  sin x cos x ) dx
1
 sin x  sin x  c
2
Bernoulli Equation- 5
Bernoulli Equation form is
dy
 P( x ) y  Q ( x ) y n

dx note :-
To solve Bernoulli Equation if n = 0 the
Bernoulli
a) Divide Bernoulli Equation over y n Equation will
1 dy (1  n ) be linear
n
 P ( x ) y  Q ( x) equation.
y dx
dz dy
b) Put z  y (1  n ) then  (1  n ) y if n = 1
dx dx Bernoulli
1 dz Equation will
  p( x)  Q ( x) be separable
(1  n ) dx
equation
dz
 (1  n ) p ( x ) z  (1  n ) Q ( x )
dx
this is linear equation and its solution as we told before.
 dy y2
Ex) y –  3 sin x
dx x
solution
dy y
–  3 sin x. y 1
dx x
dz dy
put z  y and then  2y
dx dx
dz z
 2  6 sin x this equation is linear
dx x
  exp  pdx  exp  2x dx  exp 2 ln x  exp ln x 2
   x2

the general solution will be

x 2 y  6  x 2 sin xdx  c
x 2 y  6 ( x 2 cos x  sin x  cos x)  c
 Solution of 1st order and high degree
:-differential equation

1- Acceptable solution on p.

2- Acceptable solution on y.
3- Acceptable solution on x.
4- Lagrange’s Equation.
5- Clairaut’s Equation.
6- Linear homogeneous differential
Equations with Constant Coefficients.
7- Linear non-homogeneous differential
Equations with Constant Coefficients.
Acceptable solution on p- 1
if we can analysis the equation then the
equation will be acceptable solution on p
Ex ) x 2 p 2  3 xpy  2 y 2  0
Sol
 xp  y  xp  2 y   0
xp  y  0 or xp  2 y  0
dy dy
x y0 or x  2y  0
dx dx
dy dx dy dx
 y  x
  or  y  x
  2

ln y  ln x  ln c1 or ln y  2 ln x  ln c 2
xy  c1  0 or x 2 y  c2  0
 ( xy  c1 )( x 2 y  c 2 )  0
and this is the general solution of the equation.
 Acceptable solution on y- 2
If we can not analysis the equation then
the equation will be acceptable
solution on y or x

firstly , to solve the equation that acceptable solution

on y
there are three steps :-
1- Let y be in term alone .
2- By differentiation the equation with respect
to x and solve the differential equation .
3- By deleting p from two equations ( the origin
equation and the equation that we got after second
step) if we can not delete it the solution
called the parametric solution .
 p2 dy
Ex) 3 y  2 px  2 , p
x dx
Solution
2 2 p2
y  px  by differentiation with respect to x
3 3 x
dy 2 dp 2 1 dp 2 p 2
 p x  2p 
dx 3 dx 3 x dx 3 x 2

1 2 p2  2 4 p  dp
p 2
 x  , multiplying by 3
3 3 x 3 3 x  dx
p2  p  dp
p  2 2  2 x  2  , multiplying by x 2
x  x  dx
 dp
px  2 p  2( x  2 px )
2 2 3

dx
dp
p ( x 2  2 p )  2 x( x 2  2 p )
dx
 dp 
( x  2 p ) p  2 x   0
2

 dx 
dp
x2  2 p  0 or p  2x
0
dx
dp dp
2  x2 p  2x
dx dx
dp dx
 2dy   x dx  p   2x
2

x3 1
2y  c lnp  ln x  p  x
3 2
to delete p from two equation substituting about p on origin equation
1 3
y x
6
Acceptable solution on- 3
x
secondly, to solve the equation that acceptable solution on
x

there are three steps :-

1- Let x be in term alone .
2- By differentiation the equation with respect
to y and solve the differential equation .
3- By deleting p from the two equations ( the
origin
equation and the equation that we got after second
step
if we can not delete it the solution called the
parametric solution .
 dy
Ex) x  p  p3 , p
dx
by differentiation with respect to y
dx dp 2 dp 1 dx
  3p , but 
dy dy dy p dy
1 2 dp
 (1  3 p )
p dy
dp 1

dy p (1  3 p 2 )

    3
dy ( p 3 p )dp
1 2 3 4
y p  p
2 4
x  p  p3 (the origin equation)
we can not delete p from the last tow equations so
this the parametric solution.
Lagrange’s- 4
Equation
Lagrange’s Equation form
y = x g (p) + f (p)
Ex) y  2 xp  p
dy dp dp
 2 p  2x  2p
dx dx dx Note
dp dp the method of solution
p  2 p(2 x  2 p)   p  (2 x  2 p) in the example
dx dx
2x dp dx 2x
1  (  2)    2
p dx dp p
dx 2 x
  2 linear differential equation
dp p
dp
  exp  2 integralfactor
p
e 2 ln p  p 2  p 2 x    2 p 2 dp
2 p3
p x
2
c
3
Clairaut’s- 5
Equation
Clairaut’s Equation is special case of Lagrange’s
Equation
Clairaut’s Equation form :-
y = x p + f (p)
a Note
Ex ) y  p x 
p the method of solution
in the example
dy dp a dp
 px  2
dx dx p dx
 a  dp
p  p   x  2 
 p  dx
 a  dp
 x   0
 p  dx
dp a
 0 or (x  2 )  0
dx p
 a
p  c & p 
x
a
y  x c
c
2
a a
y  p x
2 2 2
2
 2 px
p p
2
a
y 2  p 2 x 2  2  2ax , y 2  a  a x  2ax
p
y 2  4ax single solution (parabola)
Linear homogeneous Differential Equations with - 6
Constant Coefficients

( a 0 D n  a1 D n 1  a 2 D n  2  ........  a n ) y  f ( x )
d
D , a 0 , a1 , a 2 , a 3 ,..... a n are constant
dx

L(D) y = f (x) non-homogeneous

but L(D) y = 0 homogeneous
then L() = 0 assistant equation

Roots of this equation are 1 , 2 , 3 ,……,n

This roots take different forms as following:-

1- if roots are real and different each other then the
complement solution is
1 x 2 x n x
yc  C1e  C2 e  .........Cn e
2- if roots are real and equal each other then
complement solution is
x r 1
yc  e (C1  C2 x  .........Cn x )
3- if roots are imaginary then complement solution is
x
yc  e ( C 1 cos  x  C 2 sin  x )
 :-examples
1) y  y  0 3)( y  a ) y  0
( D 3  D) y  0 (D  a ) y  0
2 2

(3   )  0   ( 2 1)  0
(  a )  0
2 2
 (  1)(  1)  0
1  0, 2  1, 3  1    ai
yc  C1  C2 e  x  C3e x yc  C1 cos ax  C2 sin ax

2) y  3 y  2 y  0 4)( D 2  2 D  2) y  0
( D 2  3D  2) y  0
(  1)(2  1)  0
(  3  2)  0
1  1 , 2   i
(  1)(  2)  0
1  1, 2  2 yc  C1e x  C2 cos x  C3 sin x
yc  C1e  x  C2 e  2 x
Linear non-homogeneous Differential Equations with- 7
Constant Coefficients
L(D) y = f (x) non-homogeneous
the general solution of non-homogeneous is
y = yc + yp
yc complement solution
[solution of homogeneous equation L(D) y = 0 look last slide ]
y p particular solution is Note
L(D) is differential
1
y f ( x) effective
L(D) is integral / 1
L( D) effective

We knew how to get the complement

solution last slide. To get the particular solution it depends
on the type of function we will know the different types
and example to every one as following .
 1
Particular solution is y  f ( x)
L( D)
i) if f (x) is exponential function
1 ax e ax
y e  ; L( a )  0 ; Da
L( D) L( a )
ii) special case in exponential function at L (a)
=0 ax
1 ax e
y e 
L( D) L( D  a )

iii) if exponential function multiplied f(x)

1 1
y f ( x)e ax  e ax f ( x)
L( D) L( D  a )

iv) if f (x) is trigonometric function sin x or

cos x
1 1
y sin ax or cos ax  sin ax or cos ax
2
L( D ) L(a )
2
v) if f (x) is trigonometric function sin x or cos x
multiplied exponential function

1 ax 1
y e sin x or cos x  e ax sin x or cos x
L( D) L( D  a )

vi ) If f (x) is polynomial

L( D)  f ( x)
1
y f ( x)
L( D)
and then use partial fractions or use the following series : -
(1 - x ) 1  1  x  x 2  x 3  ..
(1  x ) 1  1  x  x 2  x 3  
 solved example :-
y  y  6 y  8e3 x
( D 2  D  6) y  0
2    6  0
   2   3  0
1  2 , 2  3
yc  C1e 2 x  C2 e 3 x
1 1
yp  2 8e  y p 
3x
8e 3 x
D  D6 936
Da

8 4
y p  e3 x  e3 x
6 3
general solution y  yc  y p
3 x 4 3x
y  C1 e 2x
 C2e  e
3
 Questionnaire
1) ( xy  y )dx  ( x y  x)dy  0
2 2

2) (2 xy  tan y )dx  ( x 2  sec 2 y )dy  0

3) (e x  4 y )dx  (4 x  sin y )dy  0
4) ( x 2  y 2 ) dx  xy dy  0
dx
5)  y  y 2 ln x
dy
dy
6) 3  2 y  y 4e3 x
dx
7) y  x p  p 2
x
8) y  p
p
9) y  y  4 y  4 y  0
10) y  2 y - 8 y  0
11) ( D  6 D  9) y  e
2 3x

x
12) ( D  2 D  2 D  1 )y  4 e
4 3

13) ( D  5 D  6) y  x e
2 3 2x

14) ( D  D  12) y  x e
2 2 x

15) ( D 2  7 D  12) y  ( x  5 x)e 2 x

16) ( D  7 D  12) y  8e sin 2 x
2 5x

17) ( D 2  4 D  8) y  e 2 x cos x
18) ( D  4 D ) y  x  7
2 2

19) ( D 2  D  1) y  x 3  6
20) ( D  10 D  25) y  30 x  3
2
:Reference Sources