Mat151-Elementary Differential Equations I

Course No.: Mat151

Course Title: Elementary Differential Equations II
Number of units: 3 units
Course Description: This course covers
Pre-requisite: Ma071
Reference: Elem. Differential equation by Rainville and Bedient (Any Edition)

What is a differential equation?

Definition. A differential equation is any equation that involves derivatives.

Examples.
2
dy d i di 1
a) =3 x+5 b) (x+1)dy +(y-3)dy = 0 c) L + R + i=Eω cosωt
dx dt
2
dt c

√ ( )
2 2 2

( )
4 3
dy d y ∂U ∂ U
d) = 3− 3
e) 2
+ 2 =0 f) y’’ + 2y’ – 8y = x2 + cos x
dx dx ∂x ∂y

Questtion: In example (b) above, what is the dependent variable?

Remarks
1. When the dependent variable in a differential eqution is a function of a single independent
variable, we call this equation an ordinary differential equation (ODE), while if the dependent
variable in a differential equation is a function of two or more independent variables, we call
this a partial differential equation (PDE)
2. The order of a differential equation is the order of the highest ordered derivative appearing in
the equation, while the degree of a differential equation is the degree of the highest ordered
derivative in the equation.
Exercise. Classify the given differential equations in the above examples as to its dependent and
independent variables, order and degree and being an ODE or PDE?

A linear nth order Ordinary differential equation

Definition. A linear nth order ODE or a linear ODE of order n is an equation of the form
n n−1
d y d y dy
a0( x ) + a 1 ( x ) +… + a n−1 ( x ) +an ( x ) y = R(x) or
dx
n
dx
n−1
dx

(n) (n−1)
a 0 ( x ) y + a1 ( x ) y +… + a n−1 ( x ) y '+ an ( x ) y = R(x), where a i∧R are functions of x .

Note.
1. The a i∧R may be constants .
2. If R(x) is zero, the equation is called homogeneous, but if R(x) ≠ 0 it is called non-homogeneous.
3. In our succeeding discussions, we will deal only with ODE with constant coefficients a i .

Solution of a differential equation

Definition. A solution of a differential equation is a function that satisfies the given differential equation.

Example. Check the following:

dy
1. The relations a) y = 3x – 2 and b) y = 3x + 8 are solutions of the ODE =3.
dx
Solution.
dy
Differentiating y = 3x – 2 and y = 3x + 8 with respect to x, we have y’ = 3 which is =3.
dx
1
dy
2. The relation 4y1/2 = x2 + C satisfies the ODE =x y 2 .
dx
Solution.
1
x
BY implicit differentiation, we have 2y --1/2 ’ ’ ’
y = 2x, solving for y , we have y = −1
=x y 2 .
2
y

Exercise. Check if the given relation is a solution of the given ODE.

1. Y = e 2 x ; y’’ + y’ – 6y = 0
2. Y = xe x ; y’’ – 2y’ + y = 0
dy x + y
3. Y = xlnx – x ; =
dx x
2
d y
4. Y = -cosx ln(secx + tanx); 2
+ y=tanx
dx
 Usually, in checking that a given relation is a solution to a given ODE, the relation involves
arbitrary constants in general. In this case, elimination of these arbitrary constants will result to an ODE
consistent with the original relation.

Elimination of Arbitrary Constants

Given the relation, determine the desired ODE by eliminating (the method may vary) the
arbitrary constants.
From the given general solution (relation) determine the desired differential equation that is
1. Of order equal to the number of arbitrary constants present in the relation.
2. Free from arbitrary constants
3. Consistent with the given relation.

Example. Obtain the desired ODE from the given relation.

1. y2 = 4ax.
First Solution.
Note that the arbitrary constant here is only and that is a. So we are going to eliminate a.
2
y
Express 4a in terms of x and y, that is 4a = . Now, differentiating both sides with respect
x
' 2
2 y y x− y
to x, we have 0= 2 . Thus giving us 2 xy y ' − y 2=0.Notice that the desired ODE
x
has no arbitrary constants and of order 1.
Second Solution.
Begin differentiating directly (implicitly) the given relation and obtain 2yy ’ = 4a. Then
substitute this in the original relation, we have y2 = (2yy’)x . Simplifying, we obtain
2xyy’ – y2 = 0.

2. Y = c1ex + c2e2x(*)
Solution.
Find y’ and y’’ since there are 2 arbitrary constants.
We have y’ = c1ex + 2c2e2x (**) and y’’ = c1ex + 4c2e2x (***). Eliminate the constants C1 and
C2 using appropriate methods. Now, let us begin by eliminating C1 first. Subtract y from y’
using equations (*) and (**), respectively. Thus
y’- y = (c1ex + 2c2e2x) – (c1ex + c2e2x)= C2e 2 x . Hence, y’- y= C2e 2 x (#). This time eliminate
C1 by subtracting y from y”. That is, y” – y = (c1ex + 4c2e2x) – (c1ex + c2e2x), we get
y”– y = 3c2e2x. But by equation (#), y”– y = 3[y’- y]. This gives us y”– y = 3[y’- y] = 3y’ – 3y and
consequently , we get y” - 3y’ + 2y = 0, which is the desired ODE.

Exercises. Obtain the desired ODE by eliminating the arbitrary constants.

1. (x – a)2 + y2 = a2
2. y sinx – xy2 = C
3. y = ax2 + bx + c
4. x = Asin(ω t + B) , do not eliminate ω .(*)
5. y = C1x2 + C2e2x
6. x = C1e2tcos3t + C2e2tsin3t

Family of Curves
 Recall the first example above, y2 = 4ax. If we assign a = 1, we simply have y2 = 4x, a parabola
opening to the right of the x-axis, vertex at the origin and with distance from the vertex to the focus is
p = 1. Thus, y2 = 4ax with the parameter a, is a family of parabolas with vertex at the origin with axis of
the parabola parallel to the x-axis and y2 = 4x is a particular member of the family.

The next few examples are still obtaining the desired ODE with the given properties of the
relation. That is, form the relation based from its given properties.

Example. Obtain the desired ODE of the given family of plane curves from the given properties.
.
1. Family of circles with center on the x-axis.
Solution.
Circles with center on the x-axis has the radius-center form of its equation as follows
( x – h )2 + y2 = r2, since k = 0. Thus, there are only 2 arbitrary constants, h and r. So we will eliminate h
and r to obtain the desired ODE. Differentiating ( x – h )2 + y2 = r2 with respect to we get,
2(x – h) + 2yy’ = 0, simplifying we have (x – h ) + yy’ = 0. Similarly, differentiating this (x – h ) + yy’= 0
With respect to x, we get 1 + y’y’ + yy” = 0 which the desired ODE, with order 2.

2. Family of parabolas with axis parallel to y-axis and distance from vertex to focus is
fixed as p.
Solution.
The family of parabolas has equation of the form (x-h)2 = 4p(y-k). Since p is fixed , we do not
eliminate p. Now, differentiating (x-h)2 = 4p(y-k) with respect to x, we get 2(x – h) = 4py’. Now,
Dx[2(x-h) = 4py’], we have 2 = 4py”, simplifying, we obtain the desired ODE 1 - 4py”= 0

Exercises. Obtain the desired ODE of the given family of plane curves from the given properties.
1. Family of parabolas with vertex at the origin and axis of the parabola is the y –axis.
2. Family of circles with center on the y-axis.
3. Straight lines with slope and y-intercept equal.
4. Straight lines with equal intercepts
5. Circles with center on the line y = x and are tangent to the x and y axes.(*)Sketch 2
members of the family

Our main objective in this course is to find a solution of a given ODE. So, what we did earlier was
the other way around, obtaining the desired ODE from a given relation.
Below are the methods of solving an ODE.

METHODS IN SOLVING LINEAR FIRST ORDER ODE (first degree , first derivative only)

A. Separation of Variables
Consider the ODE M(x,y)dx + N(x,y)dy = 0 (*).

If equation (*) can be written in the form A(x)dx + B(y)dy = 0(**), then equation (*) is a variable
separable type of an equation and the solution is obtained by integrating equation (**) term by term.

Example. Find the solution of the given ODE.

 1. ( x2 + 1)dx + 2xydy = 0
Solution .
Separate the variables by dividing all the terms of the given equation by x.

( )
2
x +1 1
Thus, having the equation dx+ 2 ydy = x + dx +2 ydy=¿0 and integrating term by
x x
2
x 2
term we get, +lnx+ y =C . This is called the general solution because of the presence of the
2
arbitrary constant C.

2. xcos2ydx + tanydy = 0.
Solution.
tany 2
Divide all terms by cos2y, we get xdx +2
dy =xdx+ sec ytanydy=0.
cos y
2 2
x tan y
∫ ❑{xdx + sec
2
ytanydy=0 } =
2
+
2
=c

2 2
x tan y
+ =c , the general solution.
2 2

3. 2x(y + 1)dx – ydy = 0, where y = -2 when x = 2. This is called an initial –value problem (IVP)
with a given set of condition. In this case, we find a particular solution without the arbitrary
constant.

Solution.
y 1
First divide all terms by y + 1, we get 2xdx - dy = 2xdx – [1 - ]dy = 0. By integrating
y+ 1 y+ 1
this
1
equation 2xdx – [1 - ]dy = 0 term by term, we obtain the general solution
y+ 1
x2 – y + ln | y +1|= C. However, given the condition that y = -2 when x =2, we have the value of C
= (2)2 –(-2) + ln |−2+1| = 4 + 2 + 0 = 6. So C = 6, and the particular solution is
x2 – y + ln | y +1|= 6. Observe that the particular solution no longer have the arbitrary constant
C.

Exercise. Find the solution of the given ODE.

dy 2
1. =cos x cosy
dx
2
2. y ' =x e y−x , where y= 0 when x = 0.
3. sinxsinydx+cosxcos 2 ydy=0 (*)
2
4. xy3dx + e x dy=0 he tand
5. (2a2- r2)dr = r3sintdt, a>0, where t = 0 when r = a.
6. dr = b(cost dr + rsintdt)
 An application to a variable separable type of an equation is finding an orthogonal trajectory
of a given family of curves.

Orthogonal Trajectory
Suppose we have a family of curves f(x, y, c) = 0. We will find another family of curves
g(x, y, c) = 0 such that whenever f and g intersect, their corresponding tangent lines are perpendicular.
That is, at each intersection point (point of tangency) the tangents line are at right angle.
Suppose M(x, y)dx + N(x, y)dy = 0 is the differential equation of a family of curves , we call this
dy −M
f(x, y). This means that = (the slope of the tangent lines of the f(x, y)). Thus, the slope of the
dx N
dy N
other family of curves, call this g(x, y) is = (the negative reciprocal) and we have
dx M
N(x, y)dx – M(x, y)dx = 0 the differential equation of g(x, y). By separation of variables, we obtain the
family of curves g(x, y) which we call the orthogonal trajectory of the family of curves f(x, y). In addition,
f(x, y) and g(x, y) are orthogonal trajectories.

Example. Find the orthogonal trajectory of the of family of

1. parabolas y2 = 4ax with vertices at the origin and foci on the x-axis.
Solution.
In the equation a is an arbitrary constant so we eliminate it.
2
y
Using the method of elimination of arbitrary constants, we can have 4a = . Differentiating
x
2
2 xydy − y dx
both sides with respect to x, 0 = 2 . This implies that 2xydy – y2 dx = 0 which is
x
dy y dy −2 x
2xdy - ydx = 0. Observe that = which implies that = . By separating the
dx 2 x dx y
variables, we have ydy = -2xdx or 2xdx + ydy = 0. Integrating term by term, we obtain
2
2 y
x+ =c , the family of ellipses. Therefore, the orthogonal trajectory of the given family of
2
parabolas is the family of ellipses and vice versa. Moreover, the two families are orthogonal
trajectories.

2. X2 – y2 = c .
Solution.
dy x
Eliminating c in the equation, we obtain 2xdx – 2ydy = 0 or xdx – ydy = 0. Solving for = ,
dx y
dy − y dy dx
hence, we have now = . Separating the variables, = . Integrating term by
dx x −y x
term,
we obtain –lny = lnx + lnk or lny + lny = lnk , which is equivalent to xy = k. Thus we say,
x2 – y 2= c and xy = k are orthogonal trajectories.

Exercises. Find the orthogonal trajectory.

1. 2x2 + y2 = c1 2. 2x + 3y = c1 (*) 3. Y2 = x + x2 + c1 4. Y2 – 2x2 = c1
 B. Equation with Homogeneous Coefficients

Recall that the following are examples of homogeneous expressions of degree 3 and 5 , respectively,
2x3 + y3 and xy4 – 5x2y3 + x4y. This is done by inspection on the powers of the variables in all the terms in
the expression. How about this expression √ x 2+ y2 ? If this is homogeneous, what is its degree?
So before giving the process of solving equations with homogeneous coefficients, we first define
what a homogeneous function is.

Definition. A function f(x,y) is called a homogeneous function of degree k in x and y if for any τ ,
f(τ x, τ y) = τ k f (x , y ).

Check the list of functions below whether or not they are homogeneous functions.
x+ 3 y
1. F(x,y) = .
x−3 y
Solution. By definition, F(xτ , yτ ¿=
xτ +3 yτ τ ( x +3 y) 0 X +3 Y
=
xτ −3 yτ τ (x−3 y )
=τ
X−3Y ( )
=τ 0 F (x , y ).
Therefore
The given function is homogeneous of degree 0.
2. G(x, y) = 2y + √ x 2+ y2 .
Solution. By definition,
√ √
G(xτ , yτ ¿=2 yτ + ( xτ )2 + ( yτ )2 =2 yτ + τ 2 (x 2+ y2 )=2 yτ + τ √ x 2 + y 2
G(xτ , yτ ¿=τ ( 2 y+ √ x + y ) =τG ( x , y ). Therefore G(x,y) is homogeneous of degree 1.
2 2

3. H(x,y)= x3 – xy + y3.
Solution. Again by definition,
H(xτ , yτ ¿= ( xτ )3−( xτ ) ( yτ ) τ + ( yτ )3=x 3 τ 3 −τ 2 ( xy )+ y 3 τ 3. There is no way we can continue
further. Hence, the function H(x,y) is non homogeneous function ,thus it has no degree.

Exercise.
y x 2 x
1. F(x,y) = x sin − ysin 2. g ( x , y )= y tan 3. F(x,y) = xlnx – ylny 4. H(x,y) = xy + tanxy
x y y

Remarks.
1. In the ODE M(x,y)dx + N(x,y)dy = 0, if both M and N are homogeneous of the same degree then

M (x , y )
the function =f (x , y) is homogeneous of degree 0 in x and y.
N (x , y)

2. If f(x,y) is homogeneous of degree 0 in x and y, then f(x,y) is a function of

y x
alone∨a function of alone.
x y
Illustration of the remarks, let M(x,y) = x2 – xy + y2 and N(x,y) = xy. Then
2 2 2
M (x , y ) M (xτ , τy) ( xτ ) −( xτ ) ( yτ ) + ( yτ ) τ ( x 2 – xy + y 2 ) 0 x 2 – xy + y 2
f(x,y) = = = = =τ =
N (x , y) N ( xτ , yτ ) ( xτ )( yτ ) τ 2 (XY ) XY
0
τ f ( x , y ).

therefore, f(x,y) is homogeneous of degree 0. This means we can express f(x,y) as a function of
y x
∨ alone .
x y

Example. Consider the following ODE with homogeneous coefficients.

1. (x2 – xy + y2)dx –xydy = 0. By the illustration above M and N are homogeneous of degree 2.
y
Note that N(x,y) has simpler expression than M(x,y) so we let v = . This means y = vx and dy = vdx +
x
xdv. Substitute these in the original equation we get
(x2 – x(vx) + (vx)2)dx –x(vx) (vdx + xdv) = x2dx – x2vdx + x2v2dx – x2v2dx – x3vdv = x2(1 – v)dx – x3vdv = 0.
Thus we have only (1 – v)dx – xvdv = 0, separate the variables by dividing both sides by x(I –v), we get
1
x
dx−
v
1−v
1
dv= dx +
x
v
v−1
1
dv= dx + 1+
x
1
v−1 ( )
dv=0 . Thus integrating this

1
x (
dx + 1+
1
v −1 )
dv=0 term by term we get ln|x| + v + ln|v−1|= lnC. BY property on logarithms

y y
ln|x| +ln e v + ln|v−1|= lnC ↔ x(v - 1)ev = C. Since v = , then Since v = , then we have
x x
y y y
x( −1)e x = C and finally, we get the general solution ( y−x )e x = C.
x

2. xydx + (x2 + y2)dy = 0. By inspection, the coefficients are homogeneous of same degree 2.
Now, note that M(x,y) has simpler expression than N(x,y) so we let x = vy this implies
dx = vdy + ydv. Substituting these in the original equation, we get
(vy)y(vdy + ydv) + ( [vy]2 + y2)dy = v2y2dy + vy3dv + v2y2dy + y2dy = 0. By dropping y2, we have
(2v2 + 1)dy + vydv = 0. This is a separable type of an equation, thus, by separating the variables
dy v
we obtain + 2 dv =0. Integrating term by term, we get the general solution
y 2 v +1
1 x
ln| y|+ ln|2 v + 1| = C ↔ 4ln| y|+ ln |2 v 2 +1|= ln C ↔ y4(2v2 + 1) = C. But v = , hence,
2
4 y
2
x
y4(2 2 +1 ¿=C ↔ y2(2x2 + y2) = C which is the general solution.
y
Note . After the substitution of the new variable v , after simplifying, the resulting equation is a variable
separable type which is always the case.

Exercise.

3. (16x2 + y2 + 7xy)dx = x2dy 4. 3(3x2 + y2)dx – 2xydy = 0 5. Xdx + sin2(y/x)[ydx – xdy] = 0(*)

C. Exact Equation

Definition. The ODE M(x,y)dx + N(x,y)dy = 0 is an exact equation if there exists a differential function
∂f ∂f
f(x,y) such that M(xy) = and N(x,y) = and the general solution is f(x,y) = C.
∂x ∂y

A tool for determining whether a given ODE is an exact equation is given by the next theorem.

∂ M ,∧∂ N
Theorem. Let M(x,y), N(x,y), be continouos functions of x and y, then
∂ y ∂x
∂M ∂N
M(x,y)dx + N(x,y)dy = 0 Is an exact equation if = .
∂ y ∂x

Example.

1. 3x(xy – 2)dx + (x3 + 2y)dy = 0.

Solution. Note that M(x,y) = 3x(xy – 2) and N(x,y) = (x3 + 2y). Now finding the partial derivatives,
2
∂M x ∧∂ N 2
we get =3 =3 x . Thus, the given equation is exact.
∂y ∂x
Now, our next step is to find the general solution of the exact equation. Start by expanding the
original equation, that is 3x2ydx - 6xdx + x3 dy + 2ydy = 0. Grouping the first and third terms into
(3x2ydx + x3dy) – 6xdx + 2ydy = 0. Note that the first two terms is just d(x3y), hence we can write
the equation into d(x3y) – 6xdx + 2ydy = 0. Integrating term by term, we get the general solution
x3y – 3x2 + y2 = C, where f(x,y) = x3y – 3x2 + y2, by definition.

2. (ex + y)dy + (yex + 1)dx = 0. Check that the given equation is exact.
Now, expand the given equation into exdy + ydy + yexdx + dx = 0. Similarly, we group the first
and the third term we get, exdy + yexdx + ydy + dx = 0. Note again that the first two terms is just
d(exy), thus, we can write the equation into d(exy) + ydy + dx = 0. Finally, integrating this term by
2 2
y y
term, we obtain the general solution exy + + x=C , where f(x,y) = exy + + x.
2 2
Exercise.

1. x(1 + y2)dx + (x2y + y)dy = 0 2. ex(y + x)dx + exdy = 0(*) 3. (4xy + 2x3)dx + (2x2 + 3y2)dy = 0

End of Module 1
Some helpful links:
Separable First Order Differential Equations - Basic Introduction
Homogeneous Differential Equations
Exact Differential Equations