Differential Equations

Example: solve the following differential equation

𝑜𝑟 𝑦 " = 2𝑥 + 3

𝑥!
𝑑𝑦 = 2𝑥 + 3 𝑑𝑥 → ) 𝑑𝑦 = ) 2𝑥 + 3 𝑑𝑥 → 𝑦 = 2 + 3𝑥 + 𝑐
2
Example: → y = 𝑥 ! + 3𝑥 + 𝑐
Solve y’=y
𝑑𝑦 𝑑𝑦 𝑑𝑦
=𝑦 → = 𝑑𝑥 → ) = ) 𝑑𝑥 → ln 𝑦 = 𝑥 + 𝑐
𝑑𝑥 𝑦 𝑦
Example:
Solve dy = x 𝑦! 𝑥!
𝑦. 𝑑𝑦 = 𝑥. 𝑑𝑥 → ) 𝑦. 𝑑𝑦 = ) 𝑥. 𝑑𝑥 → = +𝑐
dx y 2 2
 Differential Equations

Definition: An equation involving derivatives of one or more dependent

variables with respect to one or more independent variables is called a
differential equation.
# Equation order linearity Independent
variable
1 Second order Non-linear x

2 First order linear x

3 Second order linear x

4 Fourth order linear t

5 Second order linear t

Differential Equations
 Separable Equation:
Examples %& #'
Solve the initial value problem: %' = &
, y (0) = 1
Solve: dy/dx = 1+y2
Solution
𝑦. 𝑑𝑦 = −𝑥. 𝑑𝑥 → ) 𝑦. 𝑑𝑦 = ) −𝑥. 𝑑𝑥
𝑑𝑦 = 1 + 𝑦! 𝑑𝑥

𝑑𝑦 𝑦! 𝑥!
! = 𝑑𝑥 =− +𝑐 𝑔𝑒𝑛𝑒𝑟𝑎𝑙 𝑆𝑜𝑙𝑢.
(1 + 𝑦 ) 2 2
y (0) = 1
𝑑𝑦
) = ) 𝑑𝑥
!
(1 + 𝑦 ) 1! 0!
=− +𝑐 𝑐 = 1/2
2 2
𝑡𝑎𝑛#$ 𝑦 = 𝑥 + 𝑐 &! '!
!
= −! + 1/2 particular solu.
 Separable Equation:
2
Solve : dy x +1 %&
= Solve = 𝑥𝑦, y(0) = 1
dx 2 - y %'

Solution
𝑑𝑦 𝑑𝑦
= 𝑥. 𝑑𝑥 →) = ) 𝑥. 𝑑𝑥
𝑦 𝑦
2 − 𝑦 𝑑𝑦 = 𝑥 ! + 1 𝑑𝑥
𝑥!
ln 𝑦 = +𝑐 𝑔𝑒𝑛𝑒𝑟𝑎𝑙 𝑠𝑜𝑙𝑢.
) 2 − 𝑦 𝑑𝑦 = ) 𝑥! + 1 𝑑𝑥 2
y(0) = 1
0!
𝑦! 𝑥( ln 1 = + 𝑐. → 𝑐=0
2𝑦 − = +𝑥+𝑐 2
2 3
𝑥!
ln 𝑦 = 𝑝𝑎𝑟𝑡𝑖𝑐𝑢𝑙𝑎𝑟 𝑠𝑜𝑙𝑢.
2
 Separable Equation:
Solve: (x-4)y4 dx – x3 (y2 – 3) dy = 0

– x3 (y 2 – 3) dy = -(x - 4)y 4 dx

(𝑦 ! − 3) (𝑥 − 4)
) 𝑑𝑦 = ( 𝑑𝑥 → )(𝑦 #! − 3𝑦 #))𝑑𝑦 = )(𝑥 #! − 4𝑥 #()𝑑𝑥
𝑦 𝑥

(𝑦 ! − 3) (𝑥 − 4) 𝑦 #$ 𝑦 #( 𝑥 #$ 𝑥 #!
→ ) ) 𝑑𝑦 = ) ( 𝑑𝑥 −3 = −4 +c
𝑦 𝑥 −1 −3 −1 −2

𝑦 #)(𝑦 ! − 3) 𝑥 #((𝑥 − 4) −1 1 −1 2
→ ) 𝑑𝑦 = ) 𝑑𝑥 + (= + !+c
1 1 𝑦 𝑦 𝑥 𝑥
 Separable Equation:
‫مب معنا‬

Solve: x . (dy / dx) – y = 2 x 2 y

x . (dy / dx) = 2x 2y + y
𝑑𝑦 2𝑥 ! 1 2𝑥 ! 1
) = )( + )𝑑𝑥 = )( + )𝑑𝑥
𝑦 𝑥 𝑥 𝑥 𝑥
x . (dy / dx) = y . (2x2 + 1)

𝑑𝑦 (2𝑥 ! + 1) ln 𝑦 = 𝑥 ! + ln 𝑥 + 𝑐
= 𝑑𝑥
𝑦 𝑥

𝑑𝑦 (2𝑥 ! + 1)
) =) 𝑑𝑥
𝑦 𝑥
* *Homogeneous Equation:

Definition

If a function f possesses the property f (l x, l y) = l k f ( x, y) for some real k, then f is said to be a

homogeneous function of degree k.

Example

f ( x, y) = x 2 + y 2 is a homogeneous function of degree 2 since

f (x,y) = x2 + y2 + 1 is not a homogeneous.

 ' 2 y 4 + x4
Solve the equation: y =
xy 3
𝑑𝑦 𝑑𝑣 𝑣 # . 𝑑𝑣 𝑑𝑥
𝑙𝑒𝑡Solution
𝑦 = 𝑥𝑣 → =𝑥 +𝑣 𝑑𝑣 (2𝑣 " + 1) =
𝑑𝑥 𝑑𝑥 𝑥 = −𝑣 2𝑣 " + 1 𝑥
𝑑𝑥 𝑣#

" 𝑣# 𝑑𝑥
𝑑𝑣 2 𝑥𝑣 + 𝑥" 1 " 𝑑𝑣 = 1
𝑥 +𝑣 = 𝑑𝑣 (2𝑣 " + 1) 𝑣# 𝑣 +1 𝑥
𝑑𝑥 𝑥 𝑥𝑣 # 𝑥 = −𝑣 #
𝑑𝑥 𝑣# 𝑣
1 4𝑣 # 𝑑𝑥
𝑑𝑣 𝑥 " (2 𝑣 " + 1) 1 𝑑𝑣 = 1
𝑥 +𝑣 = 𝑑𝑣 (2𝑣 " + 1) 𝑣 " 2𝑣 " + 1 − 𝑣 " 4 𝑣" + 1 𝑥
𝑑𝑥 𝑥" 𝑣 # 𝑥 = − #=
𝑑𝑥 𝑣# 𝑣 𝑣#
1
𝑑𝑣 (2𝑣 " + 1) ln 𝑣 " + 1 = ln 𝑥 + 𝑐
𝑥 +𝑣 = 4
𝑑𝑥 𝑣# 𝑑𝑣 𝑣" + 1
𝑥 =
𝑑𝑥 𝑣# 1 𝑦 "
ln + 1 = ln 𝑥 + 𝑐
4 𝑥
 Solve the equation: (x 2 – 3y 2) dx + 2xy dy = 0

2𝑥𝑦𝑑𝑦 = − 𝑥 ! − 3𝑦 ! 𝑑𝑥 𝑑𝑣 − 1 − 3𝑣 ! 3𝑣 ! − 1 𝑑𝑣 𝑣 ! − 1
𝑥 +𝑣 = = 𝑥 =
𝑑𝑥 2𝑣 2𝑣 𝑑𝑥 2𝑣

𝑑𝑦 − 𝑥 ! − 3𝑦 ! 2𝑣 𝑑𝑥
= 𝑑𝑣 3𝑣 ! − 1 𝑑𝑣 =
𝑑𝑥 2𝑥𝑦 𝑥 = −𝑣 𝑣! − 1 𝑥
𝑑𝑥 2𝑣
𝑑𝑦 𝑑𝑣
𝑙𝑒𝑡 𝑦 = 𝑥𝑣 → =𝑥 +𝑣 𝑑𝑣 3𝑣 ! − 1 2𝑣 2𝑣 𝑑𝑥
𝑑𝑥 𝑑𝑥 : ! 𝑑𝑣 = :
𝑥 = −𝑣 𝑣 −1 𝑥
𝑑𝑥 2𝑣 2𝑣
𝑑𝑣 − 𝑥 ! − 3 𝑥𝑣 !
𝑥 +𝑣 =
𝑑𝑥 2𝑥(𝑥𝑣) !
𝑑𝑣 3𝑣 − 1 2𝑣 ! !
𝑣 −1 ln 𝑣 ! − 1 = ln 𝑥 + 𝑐
𝑥 = − =
𝑑𝑥 2𝑣 2𝑣 2𝑣
𝑦 !
ln − 1 = ln 𝑥 + 𝑐
𝑥
Solve
( y + x 2 + y 2 )dx - xdy = 0, y (1) = 0

- xdy = -( y + x 2 + y 2 )dx
dv
x = v + 1 +v 2 -v
dx dv dx
dy ( y + x + y )
=
2 2
ò =ò
x
dx x 1 +v 2
dv
x = 1 +v 2 𝐶𝑜𝑚𝑝𝑙𝑒𝑡𝑒 𝑡ℎ𝑒 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑎𝑠 𝑎𝑛
𝑑𝑦 𝑑𝑣 dx
𝑙𝑒𝑡 𝑦 = 𝑥𝑣 → =𝑥 +𝑣 𝑎𝑐𝑡𝑖𝑣𝑖𝑡𝑦
𝑑𝑥 𝑑𝑥

dv x
=
dv (v + 1 + v 2 ) dx
x +v = 1 +v 2
dx 1
 Solve : (x 2 + y 2) dx + (x 2 – xy).dy =0

(x 2 – xy).dy = −(x 2 + y 2)𝑑𝑥 𝑑𝑣 −1 − v 2 1– v

𝑥 = −𝑣 2−1–v 𝑑𝑥
𝑑𝑥 1– v 1– v - 𝑑𝑣 = -
−1 − 𝑣 𝑥
𝑑𝑦 −(x 2 + y 2)
= 𝑑𝑣 −1 − v 2 v–v 2
𝑑𝑥 (x 2 – xy) 𝑥 = −
𝑑𝑥 1– v 1– v 2 −1 – v 𝑑𝑥
-( + )𝑑𝑣 = -
−1 − 𝑣 −1 − 𝑣 𝑥
𝑑𝑦 𝑑𝑣 𝑑𝑣 −1 − 𝑣
𝑙𝑒𝑡 𝑦 = 𝑥𝑣 → =𝑥 +𝑣 𝑥 =
𝑑𝑥 𝑑𝑥 𝑑𝑥 1– v
−1 𝑑𝑥
𝑑𝑣 −(1+ v 2) −v 2 − 1 -(−2 + 1)𝑑𝑣 = -
𝑥 +𝑣 = = 1– v 𝑑𝑥 −1 − 𝑣 𝑥
𝑑𝑥 (1– v) 1– v 𝑑𝑣 =
−1 − 𝑣 𝑥
−2ln −1 − 𝑣 + 𝑣 = ln(𝑥)
𝑑𝑣 −1 − v 2 1– v 𝑑𝑥
𝑥 = −𝑣 - 𝑑𝑣 = - 𝑦 𝑦
𝑑𝑥 1– v −1 − 𝑣 𝑥 −2ln −1 − + = ln(𝑥)
𝑥 𝑥
First order linear differential equations with Example
constant coefficients :
Solve
y’=y
Homogeneous equations:
𝑦" − 𝑦 = 0
ay¢ + by = 0 → 𝑚−1=0
→ m=1 → 𝑦 = 𝑐𝑒 H' = 𝑐𝑒 '
Nature of the unknown solution y : emx Solve
5y’-y=0
Auxiliary Equation:
1
5𝑚 − 1 = 0 → 𝑚=
am + b = 0 $
5
→ 𝑦= 𝑐𝑒 H' = 𝑐𝑒 I'
 Introduction to Second Order Linear Equations

Homogeneous equations with constant coefficients Example: Find the general solution of y² + 5y¢ -6y=0
Solu:
ay² + by¢ + cy = 0 𝑚! + 5𝑚 − 6 = 0
Nature of the unknown solution y : emx → 𝑚 − 1 𝑚 + 6 = 0 → 𝑚 = 1, −6
𝑦 𝑥 = 𝑐$𝑒 $' + 𝑐!𝑒 #J'
Auxiliary Equation: am2 + bm + c = 0
Solve: 3y¢¢ - y¢ - 2y = 0
Case (i) Real and unequal roots: m1 and m2 Solu:

y1 = em1x , y2 = em2 x 3𝑚! − 𝑚 − 2

=0
The general solution is → 3𝑚 + 2 𝑚 − 1 = 0
2 !
y( x) = c1em1x + c2em2 x → 𝑚 = 1, − → 𝑦 𝑥 = 𝑐$ 𝑒 + 𝑐!𝑒 ('
' #
3
 Initial value problem: Solve y² -y =0, y(0)=1, y¢ (0)=0
Soln:

𝑚! − 1 = 0 → 𝑚+1 𝑚−1 =0
→ 𝑚 = 1, −1

→ 𝑦 𝑥 = 𝑐$ 𝑒 ' + 𝑐!𝑒 #' general solu.

y(0)=1, → 1 = 𝑐$ 𝑒 K + 𝑐!𝑒 #K → 1 = 𝑐$ + 𝑐!
1 1
y¢ (0)=0 𝑦′ 𝑥 = 𝑐$𝑒 ' − 𝑐!𝑒 #' → 0 = 𝑐$ − 𝑐! → 𝑐" = , 𝑐! =
2 2
$ $
𝑦 𝑥 = ! 𝑒 ' + ! 𝑒 #' particular solu.
 Case (ii): Repeated roots: when m1=m2

General solution
Solve the initial value problem: 4y² -20y¢ +25y=0 , y (0) = 2
and y¢ (0) = 5
Example: Find the general solution of y² + 4y¢ +4y=0
Soln: 4𝑚! − 20𝑚 + 25 = 0
𝑚! + 4𝑚 + 4 = 0 5 5
→ 2𝑚 − 5 2𝑚 − 5 = 0 → 𝑚= ,
2 2
$ $
→ 𝑚+2 𝑚+2 =0 → 𝑦 𝑥 = 𝑐$ 𝑒 !
'
+ 𝑐!𝑥𝑒 !
'
general solu.
y (0) = 2
→ 𝑚 = −2, −2 $
K
$
K
→ 𝑦 0 = 2 = 𝑐$ 𝑒 ! + 𝑐!0𝑒 ! → 2 = 𝑐$
→ 𝑦 𝑥 = 𝑐$ 𝑒 #!' + 𝑐!𝑥𝑒 #!' I $
' I $ $
→ 𝑦′ 𝑥 = 𝑐
! $
𝑒 ! + 𝑐!(! 𝑥𝑒 !' + !
'
𝑒 )
y¢ (0) = 5
5 5 I
→ 5 = 𝑐$ +𝑐! = 2 + 𝑐! = 5 + 𝑐! → 𝑐!= 0 → 𝑦 𝑥 = 2𝑒 !'
2 2
Particular solu.
Method of Undetermined Coefficients
Simple procedure for finding a particular solution yp (x) of the linear nonhomogeneous equation
d2y dy
2
+ p( x) + q( x) y = f ( x) , when the nonhomogeneous term f(x) is either:
dx dx

a, xn, eax, sinbx, cosbx, or products of these functions.

Example: Find the solution of y² - 3y = 2

𝑓𝑖𝑛𝑑 𝑦O : 𝑦O = 𝐴 → 𝑦O ′ = 0 → 𝑦O " = 0
𝑦M = 𝑦N + 𝑦O
𝑓𝑖𝑛𝑑 𝑦N : 𝑦“ − 3y = 0 0 − 3𝐴 = 2
𝑚! − 3 = 0 →𝑚=± 3 −2 −2
𝐴= → 𝑦O =
('
3 3
𝑦N = 𝑐$𝑒 + 𝑐!𝑒 # ('
−2
𝑦M = 𝑦N + 𝑦O → 𝑦M = 𝑐$𝑒 (' + 𝑐! 𝑒 # (' +
3
Example: An exponential nonhomogeneous term:

Find a particular solution of y² + 3y¢ + 2y = 2e3x

Soln:

𝑓𝑖𝑛𝑑 𝑦O : 𝑦O = 𝐴𝑒 (' 9𝐴𝑒 (' + 3 3𝐴𝑒 (' + 2 𝐴𝑒 (' = 2𝑒 ('

→ 𝑦O ′ = 3𝐴𝑒 ('
20𝐴𝑒 (' = 2𝑒 ('

→ 𝑦O " = 9𝐴𝑒 (' 20𝐴 = 2

1 1 ('
𝐴= → 𝑦O = 𝑒
10 10
 Example: A polynomial nonhomogeneous term:

Find a particular solution of y² - 3y¢ + 2y = 2x2 2𝐴 = 2

Soln: −6𝐴 + 2𝐵 = 0
𝑓𝑖𝑛𝑑 𝑦O : 𝑦O = 𝐴𝑥 ! + 𝐵𝑥 + 𝐶
2𝐴 − 3𝐵 + 2𝐶 = 0
→ 𝑦O" = 2𝐴𝑥 + 𝐵
𝐴=1
→ 𝑦O " = 2𝐴
𝐵=3
‫ ﺑﺎﻟﺗﻌوﯾض‬2𝐴 − 3 2𝐴𝑥 + 𝐵 + 2 𝐴𝑥 ! + 𝐵𝑥 + 𝐶 = 2𝑥 !
𝐶 = 3.5
2𝐴 − 6𝐴𝑥 − 3𝐵 + 2𝐴𝑥 ! + 2𝐵𝑥 + 2𝐶 = 2𝑥 !
𝑦O = 𝑥 ! + 3𝑥 + 3.5
2𝐴𝑥 ! + −6𝐴 + 2𝐵 𝑥 + 2𝐴 − 3𝐵 + 2𝐶 = 2𝑥 !
 Example: Sine or Cosine nonhomogeneous term:
Find a particular solution of y² - 3y¢ + 2y = 10sin2x
Soln: 𝑓𝑖𝑛𝑑 𝑦O : 𝑦O = 𝐴𝑠𝑖𝑛2𝑥 + 𝐵𝑐𝑜𝑠2𝑥

→ 𝑦O" = 2𝐴𝑐𝑜𝑠2𝑥 − 2𝐵𝑠𝑖𝑛2𝑥

→ 𝑦O " = −4𝐴𝑠𝑖𝑛2𝑥 − 4𝐵𝑐𝑜𝑠2𝑥

‫ﺑﺎﻟﺗﻌوﯾض‬ − 4𝐴𝑠𝑖𝑛2𝑥 − 4𝐵𝑐𝑜𝑠2𝑥 − 3 2𝐴𝑐𝑜𝑠2𝑥 − 2𝐵𝑠𝑖𝑛2𝑥 + 2 𝐴𝑠𝑖𝑛2𝑥 + 𝐵𝑐𝑜𝑠2𝑥 = 10sin2x

−4𝐴𝑠𝑖𝑛2𝑥 − 4𝐵𝑐𝑜𝑠2𝑥 − 6𝐴𝑐𝑜𝑠2𝑥 + 6𝐵𝑠𝑖𝑛2𝑥 + 2𝐴𝑠𝑖𝑛2𝑥 + 2𝐵𝑐𝑜𝑠2𝑥 = 10sin2x

−4𝐴 + 6𝐵 + 2𝐴 𝑠𝑖𝑛2𝑥 + −4𝐵 − 6𝐴 + 2𝐵 𝑐𝑜𝑠2𝑥 = 10sin2x −2𝐴 + 6𝐵=10

−2𝐴 + 6𝐵 𝑠𝑖𝑛2𝑥 + −6𝐴 − 2𝐵 𝑐𝑜𝑠2𝑥 = 10sin2x −6𝐴 −2𝐵 = 0

−2𝐴 + 6𝐵 𝑠𝑖𝑛2𝑥 + −6𝐴 − 2𝐵 𝑐𝑜𝑠2𝑥 = 10sin2x
y² - 3y¢ + 2y = 10sin2x
−2𝐴 + 6𝐵=10

−6𝐴 −2𝐵 = 0

3
−20𝐵 = −30 → 𝐵=
2
( $
−2𝐴 +6 = 10 → 𝐴= −
! !

1 3
𝑦O = − 𝑠𝑖𝑛2𝑥 + 𝑐𝑜𝑠2𝑥
2 2