Lectures 1 and 2

Introduction of Differential Equations

 Definition Of Differential Equations

 Types of D.E.

 Classification of D.E.

 Order of DE.

 Degree of DE.

 Linearity of ODEs.

 Solution of ODEs.

 Auxiliary Conditions

 Formation of differential equations

1
1. Introduction to Differential Equations

1.1. Differential Equations:

Definition: A differential equation is an equation containing an unknown function
and its derivatives.

Notation: ( ‫) الرموز المستخدمة للداللة على المشتقة‬

Leibniz notation

Prime notation

Subscript notation

1.2. Types of Differential equations

i. Ordinary Differential Equations:
The Ordinary Differential Equations is a differential equation which containing one or
more of unknown functions and its Ordinary derivatives.
Examples:.

 is dependent variable (unknown function )

 is independent variable
 first derivative ( These are Ordinary Differential Equations)

2
 ii. Partial Differential Equation:
The Partial Differential Equations is a differential equation which containing one or
more of unknown functions and its partial derivatives.

Examples:.

 is dependent variable (unknown function )

 are independent variables
 are second partial derivatives
the equation is Partial Differential Equations

1.3. Order of Differential Equation

The order of the differential equation is order of the highest derivative in the
differential equation.
Examples:.

1. is order 1

2. is order 2

3. ( ) is order 3

1.4. Degree of the Differential Equation

The degree of a differential equation is power of the highest order derivative term in
the differential equation after it has been rationalized.
)‫بعد وضعها فً صورة قٌاسٌة وصحٌحة (التخلص من االسس الكسرٌة‬
Examples:.
1. is Degree 1

2. ( ) is Degree 1

3. ( ) is Degree 4

4. ( ) ( ) is Degree 2

5. is Degree 2

3
1.5. Linearity of Differential Equation

A differential equation is linear, if

1. Dependent variable and its derivatives are of degree one, there are no
multiplications among dependent variables and their derivatives, or between the
derivatives themselves.
2. All coefficients are functions of independent variables (all multiplicative factors are
either constants or functions of the independent variable.)
Examples:.
1. is linear

2. ( )

because in 2nd term is not of degree one.

i.e. repeating ( )

3. is nonlinear

Because in 3rd term coefficient depends on .

i.e. because multiplied by

4. is nonlinear

Because the L.H.R term not of degree one. Since,

Problem: Give full classification of the following equation (type, order, degree, linear,
Homogeneous and coefficients)?

( )

Solution: It is Ordinary Differential equation of order 3 and of degree 2 , it is non linear,

with independent variable , and dependent variable

Examples of nonlinear equations: equation contain

4
 ( ) ( ) ( ) ( ) ( )

( ) ( ) ( ) ( ) ( ) ( )

Note: If the differential equation of degree , then it is non-linear

‫خطٌة اي كل من الدالة المجهولة ومشتقاتها مرفوعة لالس واحد وال توجد حواصل ضرب مشتركة فٌما بٌنها وال ٌهم‬ 
. ً‫ان تكون معامالتها ثوابت او دوال ف‬
.‫اذا لم تكن المعادلة التفاضلٌة خطٌة فانها معادلة غٌر خطٌة‬ 

1.6. Solution of Differential Equation

1. Introduction

Problem: Find the second derivative to where are constants,

Solution: Or

. ‫ بحذف الثوابت‬: ‫كيف تم الحصول على المعادلة التفاضلية؟ الجواب‬

The geometrically interpretation of the function is curve in plan see Fig.

1

5
 2
x^2-1

1.5

0.5

-3 -2 -1 0 1 2 3

-0.5

-1

-1.5

-2

Figure 1

The geometrically interpretation of solution of an equation is the -

intercept points with curve see Fig. 2

Figure 2

Example 1: represents a family of straight lines, each of the straight lines,

the family depending on the value of c. Examples include

6
 12 3*x+3
3*x- 3
10 3*x+6
3*x+9

-4 -3 -2 -1 0 1 2 3

-2

-4

-6

 is solution of the 1st order differential equation , c is arbitrary

constant. Each are straight lines of gradient .

 A particular of straight line of a family may be determined when a point on the curve is
specified. Thus, if passes through the point , then .

 Hence is known as general solution. While known particular

solution.

Example 2: represents a family of curves, the family depending on the

value of c. examples includes

60
3*x^2+9
3*x^2+6
50 3*x^2+3
3*x^2-9

40

30

20

10

-3 -2 -1 0 1 2 3 4

-10

7
 is solution of the 1st order differential equation , c is arbitrary
constant.

 A particular of curve of a family may be determined when a point on the curve is

specified. Thus, if passes through the point , then .

 Hence is known as general solution. While known particular

solution.

Example 3: represents a family of circles, the family depending on the

value of c. Examples include

-4 -3 -2 -1 0 1 2 3

-1

-2

-3

 is solution of the 1st order differential equation , c is

arbitrary constant.

 A particular of curve of a family may be determined when a point on the curve is

specified. Thus, if passes through the point , then .

 Hence is known as general solution. While known

particular solution.

8
2. Conclusion
 For the family of straight lines , the differential equation is .

 For the family of curves , the differential equation is .

 For , the differential equation is .

3. Notes and Definitions (Solution of Differential Equation)
 A solution to a differential equation is a function that satisfies the equation.
 DEFINITION (solution curve): A graph of the solution of an ODE is called a solution
curve, or an integral curve of the equation.
 Find the function(s) (of one or more variables) that satisfy the ODE/PDE. This step
normally involves integration and/or series expansion.
 Initial or boundary conditions are usually required to specify the solution
(particular solution).
 If the solution of a differential equation of nth order contains n arbitrary constants,
the solution is called the general solution.
 A solution obtained by giving particular values to the arbitrary constants in general
solution is called particular solution.
 Suppose is a solution of ODE, then is called a trivial solution,
 Explicit solution form is
 Implicit solution form of an ODE is .
 families of solutions: A solution containing an arbitrary constant c is called a one-
parameter family of solutions. A solution containing n arbitrary constants
is called a n-parameter family of solutions.
 In order to uniquely specify a solution to an nth order differential equation we need
n conditions
 Analytical Solutions to ODEs are available for linear ODEs and special classes of
nonlinear differential equations.
 Solution of first-order differential equations contains one constant.
 Solution of second-order differential equations contains two constants.
 Solution of first-order differential equations contains one constant. With like
solution the equation has many solution or curve
 Solution of second-order differential equations contains two constants. With like
solution the equation has many solution or curve
 The unique solution of first-order differential equations needs one condition.
 The unique solution of second-order differential equations needs two conditions.

9
Observe that :
• The set of solutions to the 1st order equation has 1 parameter (constant),

• The solutions to the 2nd order equation depend on two parameters (constants).

• The solutions to the nth order equation depend on n parameters (constants).

‫ هذة الحلول ٌمكن تمثٌلها على شكل دالة تسمى‬،‫ واضح اٌضا ان المعادلة التفاضلٌة تقبل ماالنهاٌة من الحلول‬
. ‫ منها ٌمكن الحصول على الحل الخاص الذي ٌكون وحٌد‬.‫بالحل العام‬
. ‫ واضح انه ٌمكن تكوٌٌن او تشكٌل المعادلة التفاضلٌة بواسطة حذف الثوابت من الحل العام‬

Example: Show that the function is the general solution of

and hence find the solution which satisfies the conditions ( ) .

1.7. Formation of Differential Equation:

The nth differential equation is formed by differentiating the given equation times and
eliminating the arbitrary constants.

Example 1 Find the differential equation of the family of curves for

different values of A and B.

Example 2 Find the differential equation whose its solution . Page 13

10
 1st order Ordinary Differential Equations

 Forms of 1st order ordinary differential equations

 Linear 1st order ordinary differential equations.

 With constants coefficients.

 With variables coefficients.

 Properties of ODEs.

 Some methods to solve 1st order ODEs.

 Solution By Direct Integration

 Separable Variables

 Homogeneous Equations(Solutions by Substitutions)

 1st order ODEs reduce to Homogeneous Equations

 Linear Equations

 1st order ODEs reduce to Linear Equations

 Exact Equations

11
  1st order ODEs reduce to Exact Equations

 Other

Lectures 3

Chapter 2: Ordinary differential equations

2.1. Forms of First- order ordinary differential equations (1st order
ordinary differential equations)

12
 General form:

( )
Normal form:

Differential form:

Standard linear form:

Or

2.2. First- order Linear ordinary differential equations

Or

Or

2. Homogeneous and non-homogeneous nth Order differential equation

Let

Where are constants or some of them function of .

When , it is referred to as a homogeneous differential equation and when
, it is referred to as a non-homogeneous differential equation.

3. Some Methods to solve 1st order ODEs.

3.1. Direct integration
1. Consider the differential equation of the form:

13
 the solution can be formed by direct integration, this is
∫

2. Consider the differential equation of the form:

the solution can be formed by separate the variables and then direct integration, this
is
∫ ∫

Example 11: Find the solution to

The solution is
∫

This represent general solution, infinite solutions (curves) at the solution is

particular solution.

3.2. Separable Equations

A first-order DE of the form

is said to be separable or to have separable variables.

If the differential equation to been solved, can arranged in the form:

Which can be solved by separate the variables and then direct integration. That is:

∫ ∫ ∫ ∫

14
 Example 13: solve .

Solution :

By taking integration to both side we get

∫ ∫

( )

3.3. Equations Reducible to Separable Equations

3.3.1. Homogeneous Equations

If a function has the property

The is called a homogeneous function of degree .

A 1st order DE:

Is said to be homogeneous, if both and are homogeneous of the same degree.

Such equations can be rewrite in the form

( )

This equation can be solved using the substitute , which reduce equation (3) to the following
separable form

Prove that?

Example: Solve

15
 3.3.2. Equations Reducible to Homogeneous Equations

The 1st order ODE of the form

Can be reduce to homogeneous equations if :

i. , Equation (4) reduce to which be homogeneous

equation.
ii. , Equation (4) reduce to , where
and the point at which the two lines intersect
iii. , Equation (4) reduce to .where and
are constants depend on

Prove that?

Example: Solve [ ]

Example: Solve

Example: Solve √

Example: Solve

16
Lectures 4

And

3.4. Exact Equations

A 1st order DE:

is an exact equation if

And its solution is then given by

3. ∫ ∫ ∫* ∫ +

4. Or ∫ ∫ ∫* ∫ +
5. Or ∫
⏟ ∫⏟

6. ∫
⏟ ∫⏟

Example: Solve [ ] [ ]

Example: Solve * ( ) + [ ]

17
 And

3.5. Equations Reducible to Exact Equations

 If Equ.(5) is not exact, It is sometimes possible to find an integrating factor

(x, y), such that   is an exact equation.

The function is called an integrating factor.

 There exists no general method for finding an integrating factor.

 There exist many cases for finding an integrating factor.

Some cases to for finding an integrating factor:

7. Case (1): If we assume that the integrating factor is a function of alone, , then

the integrating factor is then given by

∫[ ( )]

8. Case (2): If we assume that the integrating factor is a function of alone, , then

the integrating factor is then given by

∫[ ( )]

9. Case (3): If , , then the integrating factor is then

given by

18
Lectures 5

 First order
 First degree
 Linear
 Non-homogenous

3.6. Linear Equations

A first-order DE of the form

is said to be a linear equation in y.

If

.‫هذا التجانس ٌختلف عن التجانس المعرف سابق‬

The solution of equation is in the form

∫ ∫ ∫

Or

∫ [∫ ∫ ]

19
  First order
 First degree
 Non-Linear
 Non-homogenous

3.7. Equations Reducible to linear Equations

 Bernoulli’s Equation:
Each equation of the form:

Called Bernoulli’s equation, where is known constant.

Note:

 If we get linear Equations in homogenous form.

 If we get linear Equations in non-homogenous form.

Theorem: Bernoulli’s equation reduce to the linear equation by using the transformation

Example 1: Solve

Example 2: Solve

Special case :

20
  First order
 First degree
 Non-Linear
 Non-homogenous

 Ricatti’s Differential Equation:

Each equation of the form:

Called Ricatti’s Differential equation. Where are function of .

 If , Equ. reduce to Bernoulli’s form.

 If , Equ. reduce to linear form.

 Theorem: Ricatti’s equation reduce to the linear equation by using the transformation

Where particular solution.

 Other Differential Equation form:

Equation of the form:

reduce to the linear equation by using the transformation

Lectures 6-10

21
Higher-Order
Linear
Differential
Equations

22
3. Higher-Order Differential Equations

 3.1 Forms of 2nd order ordinary differential equations

 3.2 Forms of nth order ordinary differential equations

 3.3. Definitions and theorem of Linear Equations

 3.4. Reduction of Order

 3.5. Homogeneous Linear Equations with Constants Coefficients

 3.6. Undetermined Coefficients

 3.7. Variation of Parameters

 3.8. Cauchy-Euler Equations

23
Lectures 6

3.1. Forms of Second- order ordinary differential equations (2nd order

ordinary differential equations)
General form:

( )

Normal form:

Standard form or linear form:

Or

3.2. Forms of nth order ordinary differential equations

General form:
( )
Normal form:

( )

 Linear form with constant coefficients:

 Linear form with variable coefficients:

24
 3.3.Definitions and Theorem of Linear Equations
3.3.1.Linear Dependence and linear/ Independence

Definition 3.1.1.1 Linear Dependence and linear/ Independence

A set of functions is linearly dependent on an interval , if there exists

constants , not all zero, such that

If not linearly dependent, it is linearly independent.

Notes:

 In other words, if there exists a set of constants and

in some interval , then the set { } is sail to be a set of linearly independent (L.I)
 Equivalently, are linearly independent, If .where constant.

 Equivalently, are linearly dependent, If . where constant.

Definition 3.1.2 Wronskian

Given the functions possesses at least – derivatives (smooth functions). The
determinant

| |

is called the Wronskian of the functions.

Definition 3.1.3

 The functions are linearly independent over an interval if and

on if

 The functions are linearly dependent over an interval if

Exercise : Verify any the following sets represent dependent or independent set,




25
 3.3.2.Differential Operators:
 Let us denoted to by and by . The expression

is called a differential operator, and denoted by as we have been shown.

 Properties of Differential Operator:

 [ ] .
 [ ]


26
  ODE
 Higher order
 First degree
 Linear
 Homogenous

3.4.Homogeneous nth Order differential equation

Let

Where are constants or some of them function of .

 We can simply write the DEs as as:

Or Or

Theorem 3.2.1
Let , be continuous on , .There exist linear
independent solutions of homogeneous nth -order differential equation on an interval .

 Second order has two linearly independent solutions.

 3rd order has three linearly independent solutions.

Definition 3.1.3 fundamental set of solutions

Any set of linearly independent solutions is said to be a
fundamental set of solutions

Theorem 3.2.2 Existence of a Fundamental

There exists a fundamental set of solutions for homogeneous nth -order differential
Set
equation on an interval .

Theorem 3.2.3 Superposition Principles Homogeneous Equations

Let be a solutions of the homogeneous nth -order differential equation on

an interval . Then the linear combination

where the are arbitrary constants, is also a solution on the interval.

27
 Corollaries to Theorem 3.2.3
 is also a solution if is a solution.
 A homogeneous linear DE always possesses the trivial solution y = 0.

Theorem 3.2.4 General Solution of homogeneous equation

Let be a fundamental set of solutions of the homogeneous nth -order differential

equation on an interval . Then the general solution is

where the are arbitrary constants,

28
3.5.Non-homogeneous nth Order linear differential equation

 ODE
 Higher order
 First degree
 Linear
 Non-Homogenous

Let

Where are constants or some of them function of .

When , it is referred to as a homogeneous differential equation and when , it
is referred to as a non-homogeneous differential equation.
 We can simply write the DEs as as:

Or Or

Theorem: 3.3.1 (Existence of a Unique Solution)

Let , and be continuous on , for all on
. If is any point in this interval, then a solution of (1) exists on the
interval and is unique

Theorem: 3.3.2 General Solution of non-homogeneous

equation
Any not involving any arbitrary constant, satisfying (3.3) is called a particular solution or
particular Integral (P.I). If be a general solutions of on an interval . Then
the general solution of (3.3) is

where the part is called the complementary function (C.F) of (3.3).

29
Lectures 7

 ODE
 Higher order
 First degree
 Linear
 Homogenous
 With constants coefficients

3.6. General solution of Homogeneous Equation with constant coefficients

Deffinition : If the given equation is

Then, the algebraic equation i.e.

Is called the Auxiliary Equation (A.E) of .

Assume that , Since

Hence,

Then, , which be the Auxiliary Equation,

Since the A.E is an algebraic equation of degree , it will have roots.

Case 1. may have real and distinct roots.

Case 2. may have real and equal roots.
Case 3. may have real and complex roots.

30
Case 1. Real and distinct roots.
Let , be real and distinct roots.
Then the solution of are

These solutions are linearly independent, since

Hence the general solution is

Algorithm:

 Write the Auxiliary Equation.

 Find its roots.
 Substitute the roots in equation (3.4.2) to get general solution.

Case 2. Real and equal roots.

1. If two roots are equal, Then the general solution is

2. If three roots are equal, Then the general solution is

3. If roots are equal, Then the general solution is

( )

Prove that?

Case 3. Real distinct roots and complex roots.

4. If two roots are complex, i.e. Then the general solution is

5. If two complex roots are repeated twice, Then the general solution is

Prove that?

31
Lectures 8 and 9

 ODE
 Higher order
 First degree
 Linear
 Non-Homogenous
 With constants coefficients

3.7.General solution of Non-Homogeneous linear Equation

with constant coefficients

Particular solution

First Method to find : Inverse operator

Consider the equation

The finding the particular solution using inverse operator depend on the kind of as following :

1. If , then , is constant
2. If and , then

3. If and , then

4. If and , then

5. If and , then

32
6. If and , then
7. If and , then [ ]
8. If , then
9. If and , then

10. If and , then

11. If and , then

[ ]
12. If and , then

[ ]

13. If and , then

14. If and , then

33
 Or

 ODE
 Higher order
 First degree
 Linear
 Non-Homogenous
 With constants coefficients

Second Method to find : The Method of Undetermined coefficients

The finding the particular solution using inverse operator depend on the kind of as following :

1. If , we assume

2. If , we assume

3. If we assume

4. If , we assume

5. If , we assume

6. If , we assume

7. If , we assume

Where are to be determined.

34
Lectures 10
3.8.General solution of Non-Homogeneous linear Equation
with variable coefficients
Special form 1: Cauchy-Euler Homogeneous linear equation

 ODE
 nth Higher order
 First degree
 Linear
 Non-Homogenous
 With variable coefficients

 ODE
 3rd order
 First degree
 Linear
 Non-Homogenous
 With variable coefficients

 ODE
 2nd order
 First degree
 Linear
 Non-Homogenous
 With variable coefficients

Cauchy-Euler Homogeneous linear equation can be transformed into a linear equation with
constant coefficients by the transformation:

Equation reducte to


D 2 + (a1 −a2) D + a0 y = f (ez ).
a2

where x n D n (·) = D ( D −1)( D − 2) · · · ( D −n +1)(·), n = positive integer.

35
 The equation can be solved as we shown in previous section.
Special form 2: Legender’s linear equation

 ODE
 nth Higher order
 First degree
 Linear
 Non-Homogenous
 With variable coefficients

 ODE
 3rd order
 First degree
 Linear
 Non-Homogenous
 With variable coefficients

 ODE
 2nd order
 First degree
 Linear
 Non-Homogenous
 With variable coefficients

Cauchy-Euler Homogeneous linear equation can be transformed into a linear equation with
constant coefficients by the transformation:

36
 Example 4.31
Solve (x 3 D 3 + x D −

1) y = 4x 5 , D ( · ) ≡ d( ·)/dx .
D
Let x = e z , z = ln x, and ( · ) ≡ d( ·)/ dz. The differential equation becomes
 
(D D 1)( −

2) + D D
1 y = 4e5 z =⇒ (
− −

1)3 y = 4e 5z . D −

The characteristic equation is (λ 1)3 = 0 =⇒ λ = 1, 1, 1. The complementary

−

solution is
yC = (C0 + C 1z + C2 z2 ) e z.
A particular solution is given by
1 1 e5 z
yP = 4 e5z = 4 5z
= .
( D −

1) 3
( 5 1) 3
−
e
16
Theorem 1: a= 5

The general solution is

1 e5z
y = yC + yP = (C 0 + C1 z + C 2z 2 )e z + 16
  1 Change back to
= C0 + C 1 ln x + C2( ln x)2 x + 16 x 5.
the original variable x.

Problems

Euler Differential Equations

4.66 (x 2 D 2 −

x D + 1)y = ln x ANS y = (C0 + C 1 lnx)x + 2 + ln x

5
4.67 x 2 y  + 3 x y  + 5y = 2 ln x
x
   
ANS y=x 1
A cos(2 ln x) + B sin(2 ln x) + x 2 2 + ln x
− −

4.68 (x 3 D 3 + 2 x 2 D 2 −

x D + 1) y = 9 x 2 ln x
ANS yC = C1 x 1 + ( C2 + C3 ln x ) x + (3 ln x 7) x 2
−

 
4.69 (x 2) 2 D 2 3 (x 2) D + 4 y = x
− − −

  
ANS yC = (x 2) 2 C 0+ C1 ln  x 2  + x 2
−
3 − −

4.70 x 3 y  + 3 x2 y  + x y y = x 2 −

1  √3
√3
 x 2
ANS y = C x + √ A cos ln x + Bsin lnx +
x 2 2 7
4.31
Special form 3:

 ODE
 Second order
 First degree
 Linear
 Non-Homogenous
 With variable coefficients

Some methods to solve this type of equation as:

 Change of the dependent variable, when part of the complementary function is

known (given or by finding)
 Change of the dependent variable and removal of the first derivative function or
reduction to Normal form.
 Change of the independent variable.
 Method of Variation of parameters.

37
 1. Change of the dependent variable, when part of the complementary function
is known (either be given or by finding)

Since is solution of

Assume general solution as:

Equation reducte to

Where ,

2. Change of the dependent variable and removal of the first derivative function
or reduction to Normal form.
Assume general solution of as:

by removal of the first derivative function

∫

Equation reducte to

Where, ,

3. Change of the independent variable.

Assume
Equation reducte to

Where, , ,
( ) ( ) ( )

4. Method of Variation of parameters.

must be known i.e.

Assume particular solution is:

therefore,
∫
And
∫

38
39
40
 appendix
A 1st order DE:

is an exact differential (‫ )اشتقاق تام‬, if it corresponds to the differential of some function . i.e.
corresponds to

i.e.

This condition depend on and it is unknown function so we can replaced it by

[∫ ]

[∫ ]

[∫ ]

∫ ∫( [∫ ])
Since
∫
Then the solution is

∫ ∫ ∫( [∫ ])

Linear Equations

Let

Then

And

41
 And
So it is not exact, Hence it can reduce to exact. That is,

∫[ ( )]

Therefore,

∫ ∫

∫ ∫ ∫

∫ ∫ ∫

( ∫ ) ∫

∫ [∫ ∫ ]

∫ [∫ ∫ ]

42