Differential Equations

Differential equations are the equations which contain derivatives.

Classification of D.E.

1. Ordinary D.E.
𝑑𝑦
Example: a) = 𝑒 𝑥 + sin 𝑥 b) 𝑦 ˋˋ − 2𝑦 ˋ + 𝑦 = cos 𝑥
𝑑𝑥

2. Partial D.E.
𝜕2 𝑢 𝜕2 𝑢 𝜕𝑢
Example:
𝜕𝑥 2 + 𝜕𝑦 2
=
𝜕𝑡

Def: the order of a D.E. is the order of the highest order derivative which appears
in the equation.

𝟏𝐬𝐭 order ordinary D.E.

It can be written as 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0
Example: 𝑦 ˋ + 𝑥𝑦 = sin 𝑥
𝑑𝑦
+ 𝑥𝑦 = sin 𝑥
𝑑𝑥

𝑑𝑦 + (𝑥𝑦 − sin 𝑥 )𝑑𝑥 = 0 ⇒ 𝑀(𝑥, 𝑦) = 𝑥𝑦 − sin 𝑥

𝑁(𝑥, 𝑦) = 1
1. Separable variable
This has the form of 𝑀(𝑥 )𝑑𝑥 + 𝑁(𝑦)𝑑𝑦 = 0
Example: solve the D.E. 𝑥 (2𝑦 − 3)𝑑𝑥 + (𝑥 2 + 1)𝑑𝑦 = 0
divided by (2𝑦 − 3)(𝑥 2 + 1)
𝑥 𝑑𝑦
𝑑𝑥 + =0
𝑥 2 +1 2𝑦−3
1 1
ln|𝑥 2 + 1| + ln|2𝑦 − 3| = 𝑐
2 2

Page | 2 Yasmin Hameed Differential Equations

Example: solve the D.E.
𝑑𝑦
(𝑥 + 1) = 𝑥 (𝑦 2 + 1) ÷ (𝑥 + 1)(𝑦 2 + 1)
𝑑𝑥
𝑑𝑦 𝑥𝑑𝑥
=
𝑦 2 +1 𝑥+1
𝑑𝑦 𝑥𝑑𝑥
∫ 𝑦2 +1 = ∫ 𝑥+1
𝑥+1−1
tan−1 𝑦 = ∫ 𝑑𝑥
𝑥+1
𝑑𝑥
tan−1 𝑦 = ∫ 𝑑𝑥 − ∫
𝑥+1
−1
tan 𝑦 = 𝑥 − ln|𝑥 + 1| + 𝑐
𝑦 = tan(𝑥 − ln|𝑥 + 1| + 𝑐)

𝑑𝑦 𝑒𝑥
Example: solve = 𝑒 𝑥−𝑦 =
𝑑𝑥 𝑒𝑦
𝑑𝑦
= 𝑒 𝑥 ∙ 𝑒 −𝑦
𝑑𝑥
𝑑𝑦
= 𝑒 𝑥 𝑑𝑥
𝑒 −𝑦

∫ 𝑒 𝑦 𝑑𝑦 = ∫ 𝑒 𝑥 𝑑𝑥 ⇒ 𝑒 𝑦 = 𝑒 𝑥 + 𝑐 ⇒ 𝑦 = ln(𝑒 𝑥 + 𝑐)

𝑑𝑦 𝑥
Example: solve ln 𝑥 =
𝑑𝑥 𝑦
ln 𝑥 𝑑𝑦
∫ 𝑑𝑥 = ∫
𝑥 𝑦
(ln 𝑥)2
= ln 𝑦 + 𝑐
2
(ln 𝑥 )2 = 2 ln 𝑦 + 2𝑐 ⇒ (ln 𝑥)2 = ln 𝑦 2 + 2𝑐 ⇒ ln 𝑦 2 = (ln 𝑥 )2 + 2𝑐
2 +2𝑐
𝑦 2 = 𝑒 (ln 𝑥) ⇒𝑦=√

𝑥 2 +1
Example: solve 𝑥𝑒 𝑦 𝑑𝑦 = − 𝑑𝑥
𝑦

𝑦 −(𝑥 2 +1)
∫ 𝑦𝑒 𝑑𝑦 = ∫ 𝑥
𝑑𝑥
1
𝑦𝑒 𝑦 − ∫ 𝑒 𝑦 𝑑𝑦 = − ∫ (𝑥 + ) 𝑑𝑥
𝑥
𝑦 𝑦 𝑥2
⇒ 𝑦𝑒 − 𝑒 = − ( + ln 𝑥) + 𝑐
2

Page | 3 Yasmin Hameed Differential Equations

 𝑑𝑦
Example: solve 𝑥 2 𝑦 = (1 + 𝑥 ) csc 𝑦
𝑑𝑥
𝑦 1+𝑥
𝑑𝑦 = 𝑑𝑥
csc 𝑦 𝑥2
1
∫ 𝑦 ∙ sin 𝑦 𝑑𝑦 = ∫ (𝑥 −2 + 𝑥) 𝑑𝑥
𝑥 −1
𝑦(− cos 𝑦) − ∫ − cos 𝑦𝑑𝑦 = + ln 𝑥 + 𝑐
−1
1
−𝑦 cos 𝑦 + sin 𝑦 = − + ln 𝑥 + 𝑐 .
𝑥

2. Homogeneous Equations
A first order differential equation is homogeneous if it can be put into the
𝑑𝑦 𝑦
following form [ = 𝐹 ( )] … … … … ∗
𝑑𝑥 𝑥
𝑦
Assume 𝑣 = ⇒ 𝑦 = 𝑣𝑥
𝑥
𝑑𝑦 𝑑𝑣
=𝑣+𝑥
𝑑𝑥 𝑑𝑥
𝑑𝑣
e.q ……* becomes 𝑣 + 𝑥 = 𝐹 (𝑣)
𝑑𝑥
𝑑𝑣
𝑣 − 𝐹 (𝑣) = −𝑥
𝑑𝑥
𝑑𝑥 𝑑𝑣
=−
𝑥 𝑣−𝐹(𝑣)
𝑑𝑥 𝑑𝑣
[ + = 0] separable D.E.
𝑥 𝑣−𝐹(𝑣)

Now, we can solve the equation by integrating with respect to 𝑥 and 𝑣, we can
𝑦
then return to 𝑥 and 𝑦 by substituting 𝑣 = .
𝑥

Example: solve (𝑥 2 + 𝑦 2 ) 𝑑𝑥 + 𝑥𝑦 𝑑𝑦 = 0
(𝑥 2 + 𝑦 2 ) 𝑑𝑥 + 𝑥𝑦 𝑑𝑦 = 0
𝑥 2 +𝑦 2 𝑑𝑦
+ =0
𝑥𝑦 𝑑𝑥

𝑑𝑦 𝑥 2 +𝑦 2 𝑦
= −( ) , assume 𝑣 = 𝑥
𝑑𝑥 𝑥𝑦
𝑑𝑦 𝑥 𝑦
= −( + )
𝑑𝑥 𝑦 𝑥
𝑑𝑦 1
= − ( + 𝑣)
𝑑𝑥 𝑣
𝑑𝑦 1+𝑣 2
= −( ) = 𝐹(𝑣)
𝑑𝑥 𝑣

Page | 4 Yasmin Hameed Differential Equations

𝑑𝑥 𝑑𝑣 𝑑𝑥 𝑑𝑣
+ =0⇒ + 1+𝑣2
𝑥 𝑣−𝐹(𝑣) 𝑥 𝑣+ 𝑣

𝑑𝑥 𝑑𝑣
+ 1+2𝑣2
=0
𝑥
𝑣

𝑑𝑥 𝑣 𝑑𝑣
∫ +∫ =0
𝑥 1+2𝑣 2
1
ln|𝑥 | + ln|1 + 2𝑣 2 | = 𝑐
4

1 𝑦 2
ln|𝑥 | + ln |1 + 2 ( ) | = 𝑐
4 𝑥

𝑦
Example: solve (𝑥𝑒 + 𝑦) 𝑑𝑥 = 𝑥 𝑑𝑦 𝑥

𝑦
(𝑥𝑒 + 𝑦) 𝑑𝑥 − 𝑥 𝑑𝑦 = 0
𝑥

𝑦
𝑥𝑒 𝑥 +𝑦 𝑑𝑦
− =0
𝑥 𝑑𝑥
𝑦
𝑑𝑦 𝑥𝑒 𝑥 𝑦 𝑦
= + , let 𝑣 =
𝑑𝑥 𝑥 𝑥 𝑥
𝐹 (𝑣) = 𝑒 𝑣 + 𝑣
𝑑𝑥 𝑑𝑣
+ =0
𝑥 𝑣−𝐹(𝑣)
𝑑𝑥 𝑑𝑣
+ =0
𝑥 𝑣−(𝑒 𝑣 +𝑣)
𝑦
𝑑𝑥 𝑑𝑣 𝑑𝑥
+ =0⇒∫ + ∫ −𝑒 −𝑣 𝑑𝑣 = 0 ⇒ ln|𝑥 | + 𝑒 −𝑣 = 𝑐 ⇒ ln|𝑥 | + 𝑒 −𝑥 = 𝑐 .
𝑥 −𝑒 𝑣 𝑥

Example: solve (𝑥 + 𝑦)𝑑𝑦 + (𝑥 − 𝑦)𝑑𝑥 = 0 .

(𝑥 + 𝑦)𝑑𝑦 + (𝑥 − 𝑦)𝑑𝑥 = 0
𝑑𝑦 (𝑥−𝑦) 𝑑𝑦 (𝑥−𝑦)
+ (𝑥+𝑦) = 0 ⇒ = − (𝑥+𝑦)
𝑑𝑥 𝑑𝑥
𝑥 𝑦 𝑦
𝑑𝑦 − 1−
𝑥 𝑥 𝑥
= −( 𝑥 𝑦 ) = −( 𝑦 )
𝑑𝑥 + 1+𝑥
𝑥 𝑥
𝑦 1−𝑣
let 𝑣 = ⇒ 𝐹 (𝑣) = − ( )
𝑥 1+𝑣
𝑑𝑥 𝑑𝑣
+ =0
𝑥 𝑣−𝐹(𝑣)
𝑑𝑥 𝑑𝑣
+ 1−𝑣 =0
𝑥 𝑣+1+𝑣

Page | 5 Yasmin Hameed Differential Equations

𝑑𝑥 𝑑𝑣
+ 𝑣+𝑣2 +1−𝑣
=0
𝑥
1+𝑣
𝑑𝑥 1+𝑣 𝑑𝑥 𝑑𝑣 𝑣
+ 𝑑𝑣 ⇒ + + 𝑑𝑣 = 0
𝑥 𝑣 2 +1 𝑥 1+𝑣 2 1+𝑣 2
𝑑𝑥 𝑑𝑣 𝑣𝑑𝑣
∫ +∫ 2 +∫ =0
𝑥 1+𝑣 1+𝑣 2
−1 ( 1 𝑦
ln|𝑥 | + tan 𝑣) + ln|1 + 𝑣 2 | = 𝑐 ⇒ put 𝑣 = .
2 𝑥

𝑑𝑦 𝑦 𝑦
Example: solve = + cos ( − 1)
𝑑𝑥 𝑥 𝑥
𝑦
Let 𝑣 = ⇒ 𝐹 (𝑣) = 𝑣 + cos(𝑣 − 1)
𝑥
𝑑𝑥 𝑑𝑣
+ =0
𝑥 𝑣−(𝑣+cos(𝑣−1))
𝑑𝑥 𝑑𝑣
+ =0
𝑥 − cos(𝑣−1)
𝑑𝑥
∫ − ∫ sec(𝑣 − 1) 𝑑𝑣 = 0
𝑥
ln|𝑥 | − ln|sec(𝑣 − 1) + tan(𝑣 − 1)| = 𝑐
𝑦
put 𝑣 =
𝑥

3. Exact D.E.
𝜕𝑀 𝜕𝑁
A D.E. of the form 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0 is called the exact D.E. if = and
𝜕𝑦 𝜕𝑥
solution is of the form 𝑓 (𝑥, 𝑦) = 𝑐 .
The solution is performed by the following steps:
1. Find the basic formula for solution by 𝑓 = ∫ 𝑀𝑑𝑥 = 𝑓 (𝑥, 𝑦) + ∅(𝑦) .
2. Find the value of ∅(𝑦) by:
𝜕𝑓
= 𝑓ˋ + ∅ˋ(𝑦) = 𝑁
𝜕𝑦
3. Substitute value of ∅(𝑦) in basic formula.
1 2𝑦 1
Example: solve ( 2 + 3 ) 𝑑𝑥 − 2 𝑑𝑦 = 0
𝑥 𝑥 𝑥
1 2𝑦 1
𝑀= 2 + , 𝑁=−
𝑥 𝑥3 𝑥2
𝜕𝑀 2 𝜕𝑁 2
= , = Exact
𝜕𝑦 𝑥3 𝜕𝑥 𝑥3
1 2𝑦
𝑓(𝑥, 𝑦) = ∫ 𝑀 𝑑𝑥 = ∫ ( 2 + ) 𝑑𝑥
𝑥 𝑥3

Page | 6 Yasmin Hameed Differential Equations

 1 𝑦
𝑓(𝑥, 𝑦) = ∫ 𝑥 −2 + 2𝑦𝑥 −3 𝑑𝑥 = − − + ∅(𝑦)
𝑥 𝑥2
𝜕𝑓 1 ′( ) 1
=− 2 +∅ 𝑦 = −
𝜕𝑦 𝑥 𝑥2

∅′(𝑦) = 0 ⇒ ∅(𝑦) = 𝑐
1 𝑦
∴ 𝑓 (𝑥, 𝑦) = − − 2 + 𝑐
𝑥 𝑥

Example: solve (𝑥 2 + 𝑦 2 )𝑑𝑥 + (2𝑥𝑦 + cos 𝑦)𝑑𝑦 = 0

𝑀 = 𝑥 2 + 𝑦 2 , 𝑁 = 2𝑥𝑦 + cos 𝑦
𝜕𝑀 𝜕𝑁
= 2𝑦 , = 2𝑦 Exact
𝜕𝑦 𝜕𝑥
𝑓(𝑥, 𝑦) = ∫ 𝑀 𝑑𝑥 = ∫ 𝑥 2 + 𝑦 2 𝑑𝑥
𝑥3
𝑓(𝑥, 𝑦) = + 𝑦 2 𝑥 + ∅(𝑦)
3
𝜕𝑓
= 2𝑥𝑦 + ∅′ (𝑦) = 2𝑥𝑦 + cos 𝑦
𝜕𝑦
′(
∅ 𝑦) = cos 𝑦 ⇒ ∅(𝑦) = ∫ cos 𝑦 𝑑𝑦 = sin 𝑦 + 𝑐
𝑥3
∴ 𝑓 (𝑥, 𝑦) = + 𝑦 2 𝑥 + sin 𝑦 + 𝑐
3

Example: solve (𝑥 + 𝑦) 𝑑𝑥 + (𝑥 + 𝑦 2 ) 𝑑𝑦 = 0
𝑀 = 𝑥 + 𝑦 , 𝑁 = 𝑥 + 𝑦2
𝜕𝑀 𝜕𝑁
=1, = 1 Exact
𝜕𝑦 𝜕𝑥
𝑥2
𝑓(𝑥, 𝑦) = ∫ 𝑀 𝑑𝑥 = ∫(𝑥 + 𝑦) 𝑑𝑥 = + 𝑦𝑥 + ∅(𝑦)
2
𝜕𝑓
= 𝑥 + ∅′ (𝑦) = 𝑥 + 𝑦 2
𝜕𝑦
′( 2 2 𝑦3
∅ 𝑦) = 𝑦 ⇒ ∅(𝑦) = ∫ 𝑦 𝑑𝑦 = +𝑐
3
𝑥2 𝑦3
∴ 𝑓 (𝑥, 𝑦) = + 𝑦𝑥 + +𝑐 .
2 3

Example: solve (2𝑥𝑦 + 𝑦 2 ) 𝑑𝑥 + (𝑥 2 + 2𝑥𝑦 − 𝑦) 𝑑𝑦 = 0

𝑀 = 2𝑥𝑦 + 𝑦 2 , 𝑁 = 𝑥 2 + 2𝑥𝑦 − 𝑦
𝜕𝑀 𝜕𝑁
= 2𝑥 + 2𝑦 , = 2𝑥 + 2𝑦 Exact
𝜕𝑦 𝜕𝑥
𝑓(𝑥, 𝑦) = ∫ 𝑀 𝑑𝑥 = ∫(2𝑥𝑦 + 𝑦 2 ) 𝑑𝑥
𝑓(𝑥, 𝑦) = 𝑥 2 𝑦 + 𝑦 2 𝑥 + ∅(𝑦)

Page | 7 Yasmin Hameed Differential Equations

 𝜕𝑓
= 𝑥 2 + 2𝑥𝑦 + ∅′ (𝑦) = 𝑥 2 + 2𝑥𝑦 − 𝑦
𝜕𝑦
′( 𝑦2
∅ 𝑦) = −𝑦 ⇒ ∅(𝑦) = ∫ −𝑦 𝑑𝑦 = − +𝑐
2
2 2 𝑦2
∴ 𝑓 (𝑥, 𝑦) = 𝑥 𝑦 + 𝑦 𝑥 − +𝑐
2

H.W. solve the following D.E.

𝑥𝑦
1. (𝑥 + √𝑦 2 + 1) 𝑑𝑥 − (𝑦 − ) 𝑑𝑦 = 0
√𝑦 2 +1

𝑦 𝑥
2. (𝑒 𝑥 + ln 𝑦 + ) 𝑑𝑥 + ( + ln 𝑥 + sin 𝑦) 𝑑𝑦 = 0
𝑥 𝑦

Integrating factor
An equation which is not exact can be made exact by multiplying it by a suitable
factor, which is called an integrating factor.
𝜕𝑀 𝜕𝑁
−
𝜕𝑦 𝜕𝑥
Case 1: if = 𝑓(𝑥 ) , then 𝐼. 𝐹. = 𝐹 (𝑥 ) = 𝑒 ∫ 𝑓(𝑥) 𝑑𝑥
𝑁
𝜕𝑀 𝜕𝑁
−
𝜕𝑦 𝜕𝑥
Case 2: if = 𝑔(𝑦) , then 𝐼. 𝐹. = 𝐹 (𝑦) = 𝑒 − ∫ 𝑔(𝑦) 𝑑𝑦
𝑀

Example: solve the D.E. (2 cos 𝑦 + 4𝑥 2 ) 𝑑𝑥 − 𝑥 sin 𝑦 𝑑𝑦 = 0

𝜕𝑀 𝜕𝑁
= −2 sin 𝑦 , = − sin 𝑦
𝜕𝑦 𝜕𝑥
𝜕𝑀 𝜕𝑁
≠ not exact
𝜕𝑦 𝜕𝑥
𝜕𝑀 𝜕𝑁
−
𝜕𝑦 𝜕𝑥 −2 sin 𝑦+sin 𝑦 1
= = = 𝑓(𝑥 )
𝑁 −𝑥 sin 𝑦 𝑥
𝑑𝑥
∫𝑥
𝐼. 𝐹. = 𝐹 (𝑥 ) = 𝑒 ∫ 𝑓(𝑥) 𝑑𝑥
=𝑒 = 𝑒 ln 𝑥 = 𝑥
𝑥 [(2 cos 𝑦 + 4𝑥 2 ) 𝑑𝑥 − 𝑥 sin 𝑦 𝑑𝑦] = 0
(2𝑥 cos 𝑦 + 4𝑥 3 ) 𝑑𝑥 − 𝑥 2 sin 𝑦 𝑑𝑦 = 0
𝜕𝑀 𝜕𝑀
= −2𝑥 sin 𝑦 , = −2𝑥 sin 𝑦 exact.
𝜕𝑦 𝜕𝑥

Page | 8 Yasmin Hameed Differential Equations

𝑓(𝑥, 𝑦) = ∫ 𝑀 𝑑𝑥 = ∫ 2𝑥 cos 𝑦 + 4𝑥 3 𝑑𝑥 = 𝑥 2 cos 𝑦 + 𝑥 4 + ∅(𝑦)
𝜕𝑓
= −𝑥 2 sin 𝑦 + ∅′ (𝑦) = −𝑥 2 sin 𝑦
𝜕𝑦
′(
∅ 𝑦) = 0 ⇒ ∅(𝑦) = 𝑐
Sol: 𝑓(𝑥, 𝑦) = 𝑥 2 𝑐𝑜𝑠 𝑦 + 𝑥 4 + 𝑐

Example: solve the D.E. (4𝑦 + 3𝑥 2 ) 𝑑𝑦 + 2𝑥𝑦 𝑑𝑥 = 0

𝜕𝑀 𝜕𝑁
= 2𝑥 , = 6𝑥 not exact
𝜕𝑦 𝜕𝑥
𝜕𝑀 𝜕𝑁
−
𝜕𝑦 𝜕𝑥 2𝑥−6𝑥 −2
= = = 𝑔(𝑦)
𝑀 2𝑥𝑦 𝑦
𝑑𝑦
− ∫ 𝑔(𝑦) 𝑑𝑦 2∫ 𝑦 2
𝐼. 𝐹. = 𝐹 (𝑦) = 𝑒 =𝑒 = 𝑒 2 ln 𝑦 = 𝑒 ln 𝑦 = 𝑦 2
𝑦 2 [(4𝑦 + 3𝑥 2 ) 𝑑𝑦 + 2𝑥𝑦 𝑑𝑥 = 0]
(4𝑦 3 + 3𝑥 2 𝑦 2 ) 𝑑𝑦 + 2𝑥𝑦 3 𝑑𝑥 = 0
𝜕𝑀 𝜕𝑁
= 6𝑥𝑦 2 , = 6𝑥𝑦 2 exact
𝜕𝑦 𝜕𝑥
𝑓(𝑥, 𝑦) = ∫ 𝑀 𝑑𝑥 = ∫ 2𝑥𝑦 3 𝑑𝑥 = 𝑥 2 𝑦 3 + ∅(𝑦)
𝜕𝑓
= 3𝑥 2 𝑦 2 + ∅(𝑦) = 4𝑦 3 + 3𝑥 2 𝑦 2
𝜕𝑦
∅ 𝑦) = 4𝑦 3 ⇒ ∅(𝑦) = 𝑦 4 + 𝑐
′(

∴ 𝑓 (𝑥, 𝑦) = 𝑥 2 𝑦 3 + 𝑦 4 + 𝑐

4. Linear equations
𝑑𝑦
A differential equation that can be written in the form [ + 𝑃(𝑥 )𝑦 = 𝑄 (𝑥 )]
𝑑𝑥
where 𝑃 and 𝑄 are function of 𝑥 , is called a linear first order equation. The
solution of this type of equations is performed by two steps:

Step 1: Find 𝐼 (𝑥 ) = 𝑒 ∫ 𝑃(𝑥) 𝑑𝑥

Step 2: 𝐼(𝑥 ) ∙ 𝑦 = ∫ 𝐼 (𝑥 ) ∙ 𝑄 (𝑥 ) 𝑑𝑥

Page | 9 Yasmin Hameed Differential Equations

 𝑑𝑦 𝑦 sin 𝑥
Example: solve the D.E. + = linear
𝑑𝑥 𝑥 𝑥
1 sin 𝑥
𝑃 (𝑥 ) = , 𝑄 (𝑥 ) =
𝑥 𝑥
𝑑𝑥
∫𝑥
𝐼 (𝑥 ) = 𝑒 ∫ 𝑃(𝑥) 𝑑𝑥 =𝑒 = 𝑒 ln 𝑥 = 𝑥
sin 𝑥
𝑥 ∙ 𝑦 = ∫𝑥 ∙ 𝑑𝑥 ⇒ 𝑥𝑦 = − cos 𝑥 + 𝑐
𝑥

𝑑𝑦
Example: solve 𝑥 − 3𝑦 = 𝑥 2
𝑑𝑥
𝑑𝑦 3
− 𝑦 = 𝑥 , 𝑃 (𝑥 ) = − 3
𝑑𝑥 𝑥 𝑥
𝑄 (𝑥 ) = 𝑥
3
∫ − 𝑥 𝑑𝑥 −3 1
𝐼 (𝑥 ) = 𝑒 ∫ 𝑃(𝑥) 𝑑𝑥 =𝑒 = 𝑒 −3 ln 𝑥 = 𝑒 ln 𝑥 = 𝑥 −3 =
𝑥3
1 1
∙𝑦 =∫ ∙ 𝑥 𝑑𝑥
𝑥3 𝑥3
1 −2 1 𝑥 −1 1 1
𝑦 = ∫𝑥 𝑑𝑥 ⇒ 𝑦= +𝑐 ⇒ 𝑦 = − + 𝑐 ⇒ 𝑦 = −𝑥 2 + 𝑐𝑥 3 .
𝑥3 𝑥3 −1 𝑥3 𝑥

H.W. solve the following D.E.

𝑑𝑦
1. + 2𝑦 = 𝑒 −𝑥
𝑑𝑥

2. cosh 𝑥 𝑑𝑦 + (𝑦 sinh 𝑥 + 𝑒 𝑥 ) 𝑑𝑥 = 0

Bernoulli’s equation:
𝑦 ′ + 𝑃(𝑥 )𝑦 = 𝑄 (𝑥 )𝑦 𝑛
To solve Bernoulli eq. multiply both sides by 𝑦 −𝑛 .
𝑦 −𝑛 𝑦 ′ + 𝑃(𝑥 )𝑦1−𝑛 = 𝑄(𝑥)
1−𝑛 ′ −𝑛 ′ 𝑢′
let 𝑢 = 𝑦 ⇒𝑢 =1−𝑛𝑦 ∙𝑦 ⇒ = 𝑦 −𝑛 𝑦′
1−𝑛
𝑢′
+ 𝑃(𝑥 ) 𝑢 = 𝑄 (𝑥 ) ⇒ 𝑢′ + (1 − 𝑛) 𝑃(𝑥 ) 𝑢 = (1 − 𝑛) 𝑄 (𝑥 ) (𝒍𝒊𝒏𝒆𝒂𝒓)
1−𝑛

Page | 10 Yasmin Hameed Differential Equations

 5
Example: 𝑦 ′ − 5𝑦 = − 𝑥𝑦 3
2
−5
𝑦 −3 ∙ 𝑦 ′ − 5𝑦 −2 = 𝑥 Let 𝑢 = 𝑦 −2
2
𝑢′ 5
𝑢′ = −2𝑦 −3 𝑦′
− − 5𝑢 = − 𝑥
2 2

𝑢′ + 10 𝑢 = 5𝑥 (𝑙𝑖𝑛𝑒𝑎𝑟)
𝐼 = 𝑒 ∫ 𝑃(𝑥) 𝑑𝑥 = 𝑒 ∫ 10 𝑑𝑥 = 𝑒 10𝑥
𝑒 10𝑥 𝑢 = ∫ 𝑒 10 𝑥 ∙ 5𝑥 𝑑𝑥
5𝑥 5
𝑒 10𝑥 ∙ 𝑢 = 𝑒 10𝑥 − 𝑒 10𝑥 + 𝑐
10 100
𝑥 1
𝑒 10𝑥 𝑢 = 𝑒 10𝑥 − 𝑒 10𝑥 + 𝑐
2 20
𝑥 1
𝑢 = − + 𝑐 𝑒 −10𝑥 , 𝑢 = 𝑦 −2
2 20

1
Example: solve 𝑦 ′ + 𝑦 = 𝑥 2𝑦6
𝑥
1
𝑦 −6 𝑦 ′ + 𝑦 −5 = 𝑥 2
𝑥

Let 𝑢 = 𝑦 −5 ⇒ 𝑢′ = −5𝑦 −6 𝑦 ′
𝑢′ 1
(−5 + 𝑥 𝑢 = 𝑥 2 ) ∗ −5
−5
𝑢′ + 𝑢 = −5𝑥 2
𝑥

5
−5 −5
𝑃(𝑥 ) = , 𝐼 = 𝑒 ∫ − 𝑥 𝑑𝑥 = 𝑒 −5 ln 𝑥 = 𝑒 ln 𝑥 = 𝑥 −5
𝑥

𝑥 −5 ∙ 𝑢 = ∫ 𝑥 −5 ∙ −5𝑥 2 𝑑𝑥
𝑥 −5 𝑢 = ∫ −5𝑥 −3 𝑑𝑥
−5
𝑥 −5 𝑢 = 𝑥 −2 + 𝑐
−2
5
𝑢 = 𝑥3 + 𝑐 𝑥5 [𝑢 = 𝑦 −5 ]
2

Page | 11 Yasmin Hameed Differential Equations

𝟐𝒏𝒅 order D.E. with a constant coefficient
𝑦 ′′ + 𝑎𝑦 ′ + 𝑏𝑦 = 𝑓 (𝑥 ) , where 𝑎 and 𝑏 are constant if 𝑓(𝑥 ) = 0 , then D.E.
is homo.
𝑦 ′′ + 𝑎𝑦 ′ + 𝑏𝑦 = 0 … … … 𝟏
𝑑2 𝑦 𝑑𝑦
𝑑𝑥 2 +𝑎 𝑑𝑥
+ 𝑏𝑦 = 0
2
𝐷 𝑦 + 𝑎 𝐷𝑦 + 𝑏𝑦 = 0
(𝐷 2 + 𝑎 𝐷 + 𝑏) 𝑦 = 0
𝑚2 + 𝑎𝑚 + 𝑏 = 0 (characteristic equation)
𝑚1 , 𝑚2 roots of this equation
1. If 𝑚1 , 𝑚2 are different real roots, the solution of … … … 𝟏
𝑦 = 𝑐1 𝑒 𝑚1 𝑥 + 𝑐2 𝑒 𝑚2 𝑥
2. If 𝑚1 = 𝑚2 real, the solution of … … … 𝟏
𝑦 = (𝑐1 + 𝑐2 𝑥 )𝑒 𝑚𝑥
3. If 𝑚1 , 𝑚2 are complex conjugate
𝑚1 , 𝑚2 = 𝛼 ± 𝑖𝛽
then the solution of … … … 𝟏
𝑦 = 𝑒 𝛼𝑥 (𝑐1 cos 𝛽𝑥 + 𝑐2 sin 𝛽𝑥 )

Example: solve the D.E.

𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 0
(𝐷 2 + 3𝐷 + 2) 𝑦 = 0
𝑚2 + 3𝑚 + 2 = 0 (ch. Eq.)
(𝑚 + 1) (𝑚 + 2) ⇒ 𝑚1 = −1 , 𝑚2 = −2
then the sol. is 𝑦 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 −2𝑥

Example: solve the D.E.

𝑦 ′′ − 6𝑦 ′ + 9𝑦 = 0
(𝐷 2 − 6𝐷 + 9) 𝑦 = 0
𝑚2 − 6𝑚 + 9 = 0 ⇒ (𝑚 − 3)2 = 0 ⇒ 𝑚1 = 𝑚2 = 3 equal real roots
The solution is 𝑦 = (𝑐1 + 𝑐2 𝑥 ) 𝑒 3𝑥 .

Page | 12 Yasmin Hameed Differential Equations

Example: solve the D.E.
𝑦 ′′ − 6𝑦 ′ + 10𝑦 = 0
The ch. eq. 𝑚2 − 6𝑚 + 10 = 0
6∓√36−40 6∓√−4 6∓ 2√−1
𝑚= = = =3∓𝑖, 𝛼=3
2 2 2
𝛽=1

The solution is 𝑦 = 𝑒 3𝑥 (𝑐1 cos 𝑥 + 𝑐2 sin 𝑥 )

𝟐𝒏𝒅 order linear D.E. with a constant coefficient non homo

𝑦 ′′ + 𝑎𝑦 ′ + 𝑏𝑦 = 𝑓 (𝑥 )
The solution of this D.E. consists of two parts. The 1st part is homo (𝑦ℎ ) and the
2nd part is called the particular (𝑦𝑝 ) and the general solution will be
𝑦 = 𝑦ℎ + 𝑦𝑝 .
To find 𝑦𝑝 , the following method may be used:
1. Variation of parameter:
Let 𝑦𝑝 = 𝑢1 𝑣1 + 𝑢2 𝑣2 where 𝑢1 , 𝑢2 are the solution of homo particular and
𝑣1 , 𝑣2 can be found from the equations.
𝑢′1 𝑣′1 + 𝑢′2 𝑣′2 = 𝑓(𝑥 )
𝑢1 𝑣′1 + 𝑢2 𝑣′2 = 0

Example: solve the D.E. 𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 𝑒 𝑥

to find 𝑦ℎ
𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 0
𝑚2 + 3𝑚 + 2 = 0
(𝑚 + 2) (𝑚 + 1) = 0 ⇒ 𝑚1 = −2 , 𝑚2 = −1
𝑦ℎ = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 −𝑥
−2𝑥
𝑦𝑝 = 𝑢1 𝑣1 + 𝑢2 𝑣2 , where 𝑢1 = 𝑒
𝑢2 = 𝑒 −𝑥

Page | 13 Yasmin Hameed Differential Equations

are solution of homo. Part and 𝑣1 , 𝑣2 can be found from the equation.
𝑢′1 𝑣′1 + 𝑢′2 𝑣′2 = 𝑓(𝑥 )
𝑢1 𝑣′1 + 𝑢2 𝑣′2 = 0
−2𝑒 −2𝑥 𝑣 ′1 − 𝑒 −𝑥 𝑣 ′ 2 = 𝑒 𝑥 … … 𝟏
𝑒 −2𝑥 𝑣′1 + 𝑒 −𝑥 𝑣′2 = 0 … … 𝟐
−𝑒 −2𝑥 𝑣′1 = 𝑒 𝑥 ⇒ 𝑣′1 = −𝑒 3𝑥
1
𝑣1 = − 𝑒 3𝑥 + 𝑘1
3
𝑥 −𝑥
−𝑒 + 𝑒 𝑣′2 = 0 ⇒ 𝑣′2 = 𝑒 2𝑥
1
𝑣2 = 𝑒 2𝑥 + 𝑘2
2
1 1
∴ 𝑦𝑝 = 𝑒 −2𝑥 (− 𝑒 3𝑥 + 𝑘1 ) + 𝑒 −𝑥 ( 𝑒 2𝑥 + 𝑘2 )
3 2
the general solution is 𝑦 = 𝑦ℎ + 𝑦𝑝

Example: solve the D.E.

𝑦 ′′ + 2𝑦 ′ − 3𝑦 = 6
𝑚2 + 2𝑚 − 3 = 0
(𝑚 + 3) (𝑚 − 1) = 0
𝑚1 = −3 , 𝑚2 = 1
𝑦ℎ = 𝑐1 𝑒 −3𝑥 + 𝑐2 𝑒 𝑥
𝑢1 = 𝑒 −3𝑥 , 𝑢2 = 𝑒 𝑥
𝑦𝑝 = 𝑢1 𝑣1 + 𝑢2 𝑣2
𝑢′1 𝑣′1 + 𝑢′2 𝑣′2 = 𝑓(𝑥 )
𝑢1 𝑣′1 + 𝑢2 𝑣′2 = 0
−3𝑒 −3𝑥 𝑣′1 + 𝑒 𝑥 𝑣′2 = 6
𝑒 −3𝑥 𝑣′1 + 𝑒 𝑥 𝑣′2 = 0
3
−4𝑒 −3𝑥 𝑣′1 = 6 ⇒ 𝑣′1 = − 𝑒 3𝑥
2
3 𝑥 ′ ′ 3
− +𝑒 𝑣 2 =0⇒𝑣 2 = 𝑒 −𝑥
2 2
3 1
𝑣1 = ∫ − 𝑒 3𝑥 𝑑𝑥 = − 𝑒 3𝑥
+ 𝑘1
2 2
3 3
𝑣2 = ∫ 𝑒 −𝑥 𝑑𝑥 = − 𝑒 −𝑥 + 𝑘2
2 2
−3𝑥 1 3
𝑦𝑝 = 𝑒 (− 2 𝑒 3𝑥 + 𝑘1 ) + 𝑒 𝑥 (− 2 𝑒 −𝑥 + 𝑘2 )
𝑦 = 𝑦ℎ + 𝑦𝑝 .

Page | 14 Yasmin Hameed Differential Equations

H.W. solve the D.E.
𝑑
(𝑦 𝑦 ′ ) − [(𝑦 ′ )2 − 4𝑦 2 ] = 𝑦 sec 2𝑥 .
𝑑𝑥

2. Method of undetermined coefficients

Let 𝑦 ′′ + 𝑎𝑦 ′ + 𝑏𝑦 = 𝑓(𝑥 )
To find 𝑦𝑝 , then chosen 𝑦𝑝 according to the type of 𝑓 (𝑥 ) given:
𝒇(𝒙) chosen 𝒚𝒑
1. 𝑒 𝑎𝑥 𝑘 𝑒 𝑎𝑥
2. sin 𝑎𝑥 or cos 𝑎𝑥 C cos 𝑎𝑥 + 𝐷 sin 𝑎𝑥
3. 𝑎𝑥 2 + 𝑏𝑥 + 𝑐 𝐴𝑥 2 + 𝐵𝑥 + 𝐶

Example: solve the D.E. 𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 2𝑒 2𝑥 + 3𝑥 + 1

to find 𝑦ℎ
𝑚2 + 3𝑚 + 2 = 0
(𝑚 + 2) (𝑚 + 1) = 0 ⇒ 𝑚1 = −2 , 𝑚2 = −1
𝑦ℎ = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 −𝑥
𝑦𝑝 = 𝑘 𝑒 2𝑥 + 𝐵𝑥 + 𝐶
𝑦 ′ 𝑝 = 2𝑘 𝑒 2𝑥 + 𝐵
𝑦 ′′ 𝑝 = 4𝑘 𝑒 2𝑥
4𝑘 𝑒 2𝑥 + 3(2𝑘 𝑒 2𝑥 + 𝐵) + 2(𝑘 𝑒 2𝑥 + 𝐵𝑥 + 𝐶 ) = 2 𝑒 2𝑥 + 3𝑥 + 1
4𝑘 𝑒 2𝑥 + 6𝑘 𝑒 2𝑥 + 3𝐵 + 2𝑘 𝑒 2𝑥 + 2𝐵𝑥 + 2𝐶 = 2 𝑒 2𝑥 + 3𝑥 + 1
1
12𝑘 𝑒 2𝑥 = 2 𝑒 2𝑥 ⇒ 12𝑘 = 2 ⇒ 𝑘 =
6
3
2𝐵𝑥 = 3𝑥 ⇒ 2𝐵 = 3 ⇒ 𝐵 =
2
9 −7
3𝐵 + 2𝐶 = 1 ⇒ + 2𝐶 = 1 ⇒ 𝐶 =
2 4
1 3 7
∴ 𝑦𝑝 = 𝑒 2𝑥 + 𝑥 − and 𝑦 = 𝑦ℎ + 𝑦𝑝
6 2 4

Page | 15 Yasmin Hameed Differential Equations

Example: 𝑦 ′′ − 𝑦 ′ = 2 sin 𝑥
𝑚 2 − 𝑚 = 0 ⇒ 𝑚 (𝑚 − 1 ) = 0
𝑦ℎ = 𝑐1 + 𝑐2 𝑒 𝑥
𝑦𝑝 = 𝐶 cos 𝑥 + 𝐷 sin 𝑥
𝑦′𝑝 = −𝐶 sin 𝑥 + 𝐷 cos 𝑥
𝑦′′𝑝 = −𝐶 cos 𝑥 − 𝐷 sin 𝑥
(−𝐶 cos 𝑥 − 𝐷 sin 𝑥 ) − (−𝐶 sin 𝑥 + 𝐷 cos 𝑥 ) = 2 sin 𝑥
−𝐶 cos 𝑥 − 𝐷 sin 𝑥 + 𝐶 sin 𝑥 − 𝐷 cos 𝑥 = 2 sin 𝑥

𝐶−𝐷 =2
−𝐶 − 𝐷 = 0
−2𝐷 = 2 ⇒ 𝐷 = −1
𝐶=1
𝑦𝑝 = cos 𝑥 − sin 𝑥
𝑦 = 𝑦ℎ + 𝑦𝑝

H.W. solve the D.E.

1. 𝑦 ′′ − 𝑦 ′ = 5 𝑒 𝑥 − sin 2𝑥
2. 𝑦 ′′ − 3𝑦 ′ + 2𝑦 = 5 𝑒 𝑥

Page | 16 Yasmin Hameed Differential Equations