Chemical Engineering Department

CHAPTER 1. BASIC CONCEPTS

COURSE CODE: KMÜ 237

COURSE TITLE: ENGINEERING MATHEMATICS

COURSE TEXTBOOK: Bronson, R., Costa, G., "Schaum's Outlines Differential

Equations" 3rd Ed., McGraw-Hill Companies, USA, 2006
A differential equation is an equation involving an unknown
function and its derivatives.

Example 1.1 The following are differential equations

involving the unknown function y

!" 𝑦⃛ + 2 (𝑦)
̈ 2 + 𝑦̇ = cosx
= 5x + 3
!#
$!% $!%
- 4 ! =0
! ! $&! $'
!" !" 2
ey + 2 ( ) = 5x + 3
!#! !#!

𝜕𝑧 𝜕𝑧
=𝑧+𝑥
𝑥𝑦 # + y = 3 𝜕𝑥 𝜕𝑦
A differential equation is an ordinary differential equation if
the unknown function depends on only one independent
variable.
If the unknown function depends on two or more
independent variables, the differential equation is a partial
differential equation

Example 1.2
!"
!#
= 5x + 3 is an example of ordinary differential equation. Since
the unknown function y depends solely on the variable x.

$!% $!%
- 4 ! =0 is a partial differential equation. Since y depends on both
$&! $'
the independent variables t and x.
The order of a differential equation is the order of the
highest derivative appearing in the equation.

Example 1.3
!"
= 5x + 3 is a first order differential equation.
!#
is a third order differential equation.
æ d3y ö æ d2y ö
4çç 3 ÷÷ + (sin x )çç 2 ÷÷ + 5 xy = 0
è dx ø è dx ø
3 7 2
æ d2y ö æ dy ö æ dy ö
çç 2 ÷÷ + 3 yç ÷ + y 3 ç ÷ = 5 x degrees
è dx ø è dx ø è dx ø

is a second order differential equation.

The order of the highest derivative
appearing in the equation is two
NOTATION
y¢, y¢¢, y¢¢¢, y ( 4) ,...y ( n )
are often used to represent, respectively; the first, second,
third, fourth,…, nth derivatives of y with respect to the
independent variable under consideration.

Thus y’’ represents d2y/dx2 if the independent variable is x.

If the independent variable is time, usually denoted by t,
primes are often replaced by dots.
Thus, 𝑦̇ represents dy/dt, 𝑦̈ represents d2y/dt2
Phrantheses are used in y(n) to distinguish it from the nth
power, yn
 SOLUTIONS
A solution of a differential equation in the unknown function y
and the independent variable x on the interval I is a function y(x)
that satisfies the differential equation identically for all x in I.

Example 1.4
Is y ( x) = c1 sin 2 x + c2 cos 2 x

Where C1 and C2 are arbitrary constants, a solution of

y ıı + 4 y = 0 ?
 𝑦′ = 2𝐶1 cos 2𝑥 − 2𝐶2 sin 2𝑥

𝑦′′ = −4𝐶1 sin 2𝑥 − 4𝐶2 cos 2𝑥

𝑦 (( + 4𝑦 = 0

−4𝐶1 sin 2𝑥 − 4𝐶2 cos 2𝑥 + 4 (𝐶1 sin 2𝑥 + 𝐶2 cos 2𝑥) = 0

y’’ y

−4𝐶1 sin 2𝑥 − 4𝐶2 cos 2𝑥 + 4 𝐶1 sin 2𝑥 + 4 𝐶2 cos 2𝑥 = 0

0=0
Thus the differential equation for all values of x and is a solution on
the interval (-∞, +∞)
Example 1.5
Note that the left side of the
differential equation must be
Determine whether nonnegative for every real
function f(x) and any x,
y = x -12

is a solution of since it is the sum of terms raised

to the second and fourth powers,
(y ) + y
ı 4 2
= -1 while the right side of the
equation is negative.

Since no unction y(x) will satisfy this equation, the given

differential equation has no solution.
It is also possible that a differential equation has exactly one
solution.
( ) ı 4
Consider y + y = 0
2

has only one solution.

A particular solution of a differential equation is any one solution.
The general solution of a differential equation is the set of all
solutions.
Example 1.6
The general solution to the differential equation y + 4 y = 0 ?
ıı

can be shown y ( x) = c1 sin 2 x + c2 cos 2 x

That is, every particular solution of the differential equation
has this general form.
A few particular solutions are;

Choose C1=5 C2=-3 y = 5 sin 2x – 3 cos 2x

Choose C1=1 C2=0 y = sin 2x

Choose C1=C2=0 y=0

INITIAL-VALUE PROBLEM
A differential equation along with subsidiary conditions on
the unknown function and its derivatives, all given at the
same value of the independent variable, constitutes an
initial-value problem. The subsidiary conditions are initial
conditions.

BOUNDARY-VALUE PROBLEM
If the subsidiary conditions are given at more than one value of
the independent variable, the problem is a boundary-value
problem and the conditions are boundary conditions.
Example 1.7
The problem y + 2 y = e ; y(p ) = 1, y (p ) = 2
ıı ı x ı

is an initial-value problem, because the two

subsidiary conditions are both given at x=p

The problem y + 2 y = e ; y(0) = 1, y(1) = 1

ıı ı x

is a boundary-value problem, because the two

subsidiary conditions are given at the different values
x=0 and x=1.

A solution to an initial-value or boundary-value problem

is a function y(x) that both solves the differential
equation and satisfies all given subsidiary conditions.
Problem 1.1. Determine the order, unknown function, and
independent variable in each of the given differential equations:
order, unknown function, independent variable
y ııı - 5 xy ı = e x + 1 3rd y x
t!y! + t 2 y! - (sin t ) y = t 2 - t + 1 2nd y t
2
d t dt
s 2 2 + st = s
ds ds 2nd t s
5 10
æ d 4b ö æ db ö
5çç 4 ÷÷ + 7çç ÷÷ + b 7 - b 5 = p 4th b p
è dp ø è dp ø
Problem 1.3. Determine whether y(x ) = 2e - x + xe - x
is a solution of y ıı + 2 y ı + y = 0

y’(x) = -2e-x + e-x – xe-x = - e-x - x e-x

y’’(x) = e-x - e-x + x e-x = x e-x

x e-x + 2 (- e-x - x e-x )+ 2 e-x + x e-x = 0

2x e-x -2 e-x - 2x e-x + 2 e-x = 0

0=0
Thus , y(x) is a solution.
Problem 1.4. Is y ( x) = 1
a solution of y ıı + 2 y ı + y = x ?

y’ (x) = 0
Y’’ (x) = 0
0 + 2 (0) + 1 = 1 ≠ 𝑥

Thus y(x) =1 is not a solution.

Problem 1.10. Find a solution to the boundary-value problem,
y ıı + 4 y = 0; y(p / 8) = 0, y(p / 6) = 1
if the general solution to the differential equation is
y ( x) = c1 sin 2 x + c2 cos 2 x
CHAPTER 3. CLASSIFICATIONS OF FIRST-
ORDER DIFFERENTIAL EQUATIONS
STANDARD FORM for a first-order differential equation in the
unknown function is
y ¢ = f ( x, y )
Where the derivative appears only on the left side of the
equation.
DIFFERENTIAL FORM: The right side of the equation y¢ = f ( x, y )
can always be written as a quotient of two other functions
M ( x, y) and - N ( x, y )

dy M ( x, y )
=
dx - N ( x, y ) which is equivalent to the differential form

M ( x, y)dx + N ( x, y)dy = 0
Problem 3.1. Write the differential equation

xy ı - y 2 = 0
in standard form.

xy ı - y 2 = 0
x y’= y2 y’= y2/x
y’= f(x,y)
y2/x
Problem 3.2. Write the differential equation
e x y ı + e 2 x y = sin x
in standard form.

exy’ + e2xy = sinx

exy’ = sinx – e2xy
y’ = e-xsinx – exy

y’ = f(x,y)
Problem 3.3. Write the differential equation
æ ö
( )
ı
5 y
y + y = sinçç ÷÷
ı

è xø

in standard form.

This equation cannot be solved algebraically for y’,

and cannot be written in standard form.
Problem 3.4. Write the differential equation

( )
y yy ı -1 = x
in differential form.

y2y’ – y = x
y2y’ = x + y
y’ = (x+y)/y2

f(x,y) = (x+y)/y2

There are infinitely many differential forms assosiated with

y2y’ = x + y
a) Take; M(x,y) = x + y ; N(x,y) = -y2
+(-,/) 234 234
=
0 1(-,/) 0 (04")
= 4"

(x + y) dx + (-y2) dy = 0 (differential form)

4"
b) Take; M(x,y) = -1 ; N(x,y) = 234
5(2,4) 07 234
= =
0 6(2,4) 04"/(234) 4"

4"
(-1) dx + (234) dy = 0 (differential form)
 234
c) Take; M(x,y) = ; N(x,y) = -𝑦2/2
9
+(-,/) (234)/9
=
0 1(-,/) 0 (04"/9 )

234 04"
( 9 )dx + ( 9 ) dy = 0 (differential form)
0204
d) Take; M(x,y) = 2" ; N(x,y) = 𝑦2/x2
+(-,/) (0204)/2"
=
0 1(-,/) 04"/2"

0-0/ 4"
( )dx + ( 2 ) dy = 0 (differential form)
x2 x
Problem 3.5. Write the differential equation
dy y
=
dx x
in differential form.

This equation has ininitely many forms:

dy = (y/x) dx
(y/x) dx + (-1) dy = 0
y dx + (-x) dy = 0
(1/x) dx + (-1/y) dy = 0
 Problem 3.6. Write the differential equation

(xy + 3)dx + (2 x - y 2 + 1)dy = 0

in standard form.

(2x – y2 + 1) dy = - (xy + 3) dx

dy/dx = - (xy + 3)/(2x – y2 + 1)

y’ = (xy + 3)/(y2 – 2x – 1)
.
Linear Equations
Consider a differential form
y ¢ = f ( x, y )

İf f ( x, y ) can be written as
f ( x, y) = - p( x) y + q( x)

the differential equation is linear.

First-order linear differential equations can always be
expressed as
y¢ + p ( x ) y = q ( x )
Problem 3.7. Determine if the following differential
equations are linear?

y = (sin x ) y + e
ı x linear;
p(x) = - sinx q(x) = ex

y = x sin y + e
ı x
The equation is not linear
yı = 5 because of the term siny

linear
p(x) = 0 q(x) = 5
y = y +x
ı 2
is not linear because of the term y2

y + xy = 0
ı 5
is not linear because of the term y5

xy + y =
ı
y is not linear because of the term y1/2

y + xy = e y
ı x
is linear
y’ + (x-ex)y = 0

x p(x) = x-ex q(x) = 0

y + =0
ı
is not linear because of the term 1/y

y
Bernoulli Equations: A Bernoulli differential equation is an
equation of the form
y¢ + p ( x ) y = q ( x ) y n

where n denotes a real number.

When n=1 or n=0, a Bernoulli equation reduces to a linear
equation
Problem 3.8. Determine whether any of the differential
equations in problem 2.7 are Bernoulli equations.
All of the linear equations are Bernoulli equations with n=0
In addition two of the nonlinear equations, are as well.
y’ + xy5 = 0 y’ = - xy5 p(x)=0 q(x)=-x n=5
xy’ + y = y1/2 y’ + (1/x)y = (1/x)y1/2 p(x)=1/x q(x)=1/x n=1/2
HOMOGENEOUS EQUATIONS: A differential equation
y ¢ = f ( x, y )
is homogeneous if
f (tx, ty) = f ( x, y)
for every real number t.
Problem 3.9. Determine if the following differential equations are
homogeneous
homogeneous
y+x
y =
ı
f(tx,ty) = (tx+ty)/tx = t(y+x)/tx = (y+x)/x = f(x,y)
x
2
y is not homogeneous
yı =
x f(tx,ty) = (ty2)/tx = t2y2/tx = ty2/x ≠ f(x,y)
 2 xye x / y homogeneous
yı =
x 9 ;2 ;4 < !"/!$
x + y sin
2 2
f(tx,ty) = !" =
y ;2 "3 ;4 "=>?!$
9;" 24 < "/$ 924 < "/$
x +y2
" = " = f(x,y)
y =
ı ;"2"3;"4"=>?$ 2"34"=>?$
x3
is not homogeneous
Separable Equations: Consider a differential equation in
differential form
M ( x, y)dx + N ( x, y)dy = 0
If M ( x, y) = A( x) and N ( x, y) = B( y)
the differential equation is separable, or has its variables
separated.
Problem 3.10. Determine if the following differential equations
are separable
sin xdx + y 2 dy = 0 separable A(x)=sinx B(y)=y2

xy dx - x y dy = 0
2 2 2
is not separable in its present
form since M(x,y)=y2 is not a function of x
(1 + xy )dx + ydy = 0 alone. But we divide both sides of the
equation by x2y2, we obtain the equation
(1/x)dx+(-1)dy=0 which A(x)=1/x B(y)=(-1)
is not separable. Since M(x,y)=1+xy,
Which is not a function of x alone.
Exact Equations: A differential equation in differential form
M ( x, y)dx + N ( x, y)dy = 0
is exact if
¶M ( x, y ) ¶N ( x, y )
=
¶y ¶x
Problem 3.11. Determine whether the following differential
equations are exact
The equation is exact
(
3x 2 ydx + y + x 3 dy = 0 ) M(x,y) = 3x2y
N(x,y) = y+x3
xydx + y 2 dy = 0 %&
= 3x2
%(
= 3x2
%' %'

The equation is exact

M(x,y) = xy N(x,y) = y2
%& %( %& %(
=x =0 ≠
%' %' %' %'
Problem 3.12. Determine whether the differential
equation
y
y =
ı

x
is exact.
Problem 3.13. Prove that a separable eqution is always exact.