DIFFERENTIAL

EQUATION

ENGR. JIMMY CARTER B. NILO,

RECE
Associate Professor I
v1
Homogeneous Differential Equation
Non-Homogeneous Differential
Equation
 Solutions to First Order
Differential Equations
1. Variable Separable
Standard Form:
P 𝑥 𝑑𝑥 + 𝑄 𝑦 𝑑𝑦 = 0

General Solution:
‫ 𝑥𝑑 𝑥 𝑃 ׬‬+ ‫𝐶 = 𝑦𝑑 𝑦 𝑄 ׬‬
Variable Separable Example 1

answer
 Variable Separable Example 2
Solve the D.E. 1 + 𝑥 𝑑𝑦 − 𝑦𝑑𝑥 = 0
Solution:
Dividing Both Sides by (1 + x)y;

𝑑𝑦 𝑑𝑥
=
𝑦 1+𝑥
Integrating Both Sides;
𝑑𝑦 𝑑𝑥
න =න
𝑦 1+𝑥
 Variable Separable Example 2
ln 𝑦 = ln 1 + 𝑥 + 𝑐1
But : 𝑒 ln 𝑦 = 𝑦 ; equation 1

𝑦 = 𝑒 ln 1+𝑥 + 𝑐1
𝑦 = 𝑒 ln 1+𝑥 . 𝑒 𝑐1 - law of exponents
Applying equation 1;
𝑦 = 1 + 𝑥 . 𝑒 𝑐1
𝑦 = ±𝑒 𝑐1 1 + 𝑥
Finally: 𝑦 = 𝑐 1 + 𝑥 𝑎𝑛𝑠𝑤𝑒𝑟
 Definition of Terms
Explicit Solution
- A solution to D.E. in which the dependent
variable is expressed solely in terms of the
independent variable and constants.
- variable y is raised only to the first power

𝑥 1 1 4
Example: 𝑦 = 𝑥. 𝑒 , 𝑦 = , 𝑎𝑛𝑑 𝑦 = 𝑥
𝑥 16
 Definition of Terms
Explicit Solution Example:
0.1𝑥 2
y = φ(x) = 𝑒

is an explicit solution of the ODE

𝑑𝑦
= 0.2xy
𝑑𝑥
 Definition of Terms
Implicit Solutions
A relation G(x, y) = 0 is said to be an
implicit solution of an ODE on an interval I
provided there exists at least one function φ
that satisfies the relation as well as the
differential equation on I.
 Definition of Terms
Implicit Solution Example:
Particular Solution: 𝑥 2 + 𝑦 2 = 25;
is an implicit solution of the ODE
𝑑𝑦 −𝑥
=
𝑑𝑥 𝑦
on the interval (−5, 5).

Notice that 𝑥 2 + 𝑦 2 - c = 0 satisfies the

condition of Implicit ODE.
 Definition of Terms
Singular solution
- a solution that can not be obtained by
specializing any of the parameters in the family of
solutions.

Example:
2
𝑥2
𝑦= +𝑐
4
is a one-parameter family of solutions of
1
𝑑𝑦
the ODE = 𝑥𝑦 2
𝑑𝑥
 Definition of Terms
Singular solution:
2
𝑥2
From equation 𝑦 = +𝑐
4

y = 0 is a singular solution of ODE because it is

not a member of the family of solutions above.
That is; there is no way of assigning a value of
constant c to obtain y = 0.
 Definition of Terms
Initial value problem (IVP)
 Definition of Terms

First-Order IVP
 Definition of Terms
Second-Order IVP
 Definition of Terms
Boundary Value Problems (BVP)
is a system of ordinary differential
equations with solution and derivative values
specified at more than one point.
Most commonly, the solution and
derivatives are specified at just two points (the
boundaries) defining a two-point boundary
value problem.
 Definition of Terms
Boundary Value Problems (BVP) Example:
 Definition of Terms
Linear First Order Differential Equation:
- linear equation if it can be written as the ff:
 Solutions to First Order
Differential Equations
2. Exact Differential Equations
Standard Form: 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
The equation above is exact differential in a
region R of the xy-plane if it correspond to the
differential of some function 𝑓 𝑥, 𝑦 .
The equation above is 𝑒𝑥𝑎𝑐𝑡 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 if
the left-hand side is an exact differential.
𝜕𝑀 𝜕𝑁
Where: = , therefore it is exact.
𝜕𝑦 𝜕𝑥
 Solutions to First Order
Differential Equations
2. Exact Differential Equations Example:

𝑥 2 𝑦 3 𝑑𝑥 + 𝑥 3 𝑦 2 𝑑𝑦 = 0
The above equation is exact equation, because
the left-hand side is an exact differential:
1 3 3
𝑑 𝑥 𝑦 = 𝑥 2 𝑦 3 𝑑𝑥 + 𝑥 3 𝑦 2 𝑑𝑦
3
𝜕𝑀 𝜕𝑁
That is; = = 3𝑥 2 𝑦 2 ; the same partial
𝜕𝑦 𝜕𝑥
derivatives
 Solutions to First Order
Differential Equations
2. Exact Differential Equations Example:
Solve: 2𝑥 + 𝑦 − 4 𝑑𝑥 + 𝑥 − 2𝑦 + 3 𝑑𝑦 = 0
𝜕𝑀 𝜕𝑁
Test for exactness: = = 1, 𝑡ℎ𝑒𝑟𝑒𝑓𝑜𝑟𝑒 𝑒𝑥𝑎𝑐𝑡.
𝜕𝑦 𝜕𝑥
Solution:
2𝑥𝑑𝑥 − 4𝑑𝑥 − 2𝑦𝑑𝑦 + 3𝑑𝑦 + 𝑦𝑑𝑥 + 𝑥𝑑𝑦 = 0
But: d(x.y) =ydx + xdy

න 2𝑥𝑑𝑥 − න 4𝑑𝑥 − න 2𝑦𝑑𝑦 + න 3𝑑𝑦 + න 𝑑(𝑥. 𝑦) = 0

𝑥 2 − 4𝑥 − 𝑦 2 + 3𝑦 + 𝑥𝑦 = 𝐶
 Solutions to First Order
Differential Equations
2. Exact Differential Equations Example:
Solutions to First Order
Differential Equations
Solutions to First Order
Differential Equations
 Solutions to First Order
Differential Equations
2. Exact Differential Equations Example:
Solve:

Step 1: Test for Exactness:

Therefore; exact equation.

Step 2: Integrate with respect to variable x.
 Solutions to First Order
Differential Equations
2. Exact Differential Equations Example:
Result of integration;
equation 2.1

Step 3: Differentiate the equation F with respect

to variable y.
 Solutions to First Order
Differential Equations
2. Exact Differential Equations Example:
Step 4: Equate the right side of the equation to
N and solve for 𝜑′;

𝜑′ y = -

𝑡ℎ𝑒𝑟𝑒𝑓𝑜𝑟𝑒: 𝜑 ′ y = 6𝑦 2
 Solutions to First Order
Differential Equations
2. Exact Differential Equations Example:
Step 5: integrate 𝜑′ with respect to y. Let C = 0.

න 𝜑 ′ 𝑦 = න 6𝑦 2

𝜑 𝑦 = 2𝑦 3 + 0
Substitute it to equation 2.1, Yields;

𝐹𝑦 𝑥, 𝑦 = 𝑥 4 𝑦 3 + 𝑥 3 + 2𝑦 3
 Solutions to First Order
Differential Equations
2. Exact Differential Equations Example:
Step 6: Set 𝐹 𝑥, 𝑦 = 𝑐 𝑡𝑜 𝑜𝑏𝑡𝑎𝑖𝑛 𝐼𝑚𝑝𝑙𝑖𝑐𝑖𝑡 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛

4 3 3 3
C = 𝑥 𝑦 + 𝑥 + 2𝑦 Implicit Solution

Explicit Solution
 Solutions to First Order
Differential Equations
3. Linear First Order Differential Equation:
- linear equation if it can be written as;

or
linear in variable y.

′ 𝑑𝑥
𝑥 + 𝑝 𝑦 𝑥 = 𝑓(𝑦) or +𝑝 𝑦 𝑥 =𝑔 𝑦
𝑑𝑦
linear in variable x.
 Solutions to First Order
Differential Equations
3. Linear First Order Differential Equation:
Solution:
Linear in y: 𝑦. 𝑒 ‫𝑥 𝑃 ׬‬ 𝑑𝑥
=
‫𝑃׬‬ 𝑥 𝑑𝑥
‫𝑒 𝑥 𝑓׬‬ 𝑑𝑥 + 𝐶
Linear in x:
x. 𝑒 ‫𝑃 ׬‬ 𝑦 𝑑𝑦
= ‫𝑃 ׬𝑒 𝑦 𝑓 ׬‬ 𝑦 𝑑𝑦
𝑑𝑦 + 𝐶
 Solutions to First Order
Differential Equations
3.Linear Differential Equation Example:
Solve: 3𝑥𝑦 + 3𝑦 − 4 𝑑𝑥 + (𝑥 + 1)2 𝑑𝑦 = 0
Solution:
The D.E. is linear in y
𝑑𝑦 3𝑦 4
+ =
𝑑𝑥 𝑥 + 1 (𝑥 + 1)2
3 4
Where: P= 𝑎𝑛𝑑 𝑓 =
𝑥+1 (𝑥+1)2
 Solutions to First Order
Differential Equations
3.Linear Differential Equation Example:
Integrating Factor: 𝑒 ‫𝑥𝑑𝑃 ׬‬
3𝑑𝑦
‫𝑥𝑑𝑃 ׬‬ ‫𝑥׬‬+1 3ln(𝑥+1) ln(𝑥+1)3
𝑒 = 𝑒 =𝑒 =𝑒 = (𝑥 + 1)3
‫𝑥𝑑𝑃 ׬‬ ‫𝑥𝑑𝑃 ׬‬
then; for: y𝑒 = ‫ 𝑥 𝑓׬‬.𝑒 +𝐶
Substituting:
(𝑥+1)3
𝑦(𝑥 + 1)3 = 4‫׬‬ 𝑑𝑥 + 𝐶
(𝑥+1)2
 Solutions to First Order
Differential Equations
3.Linear Differential Equation Example:

𝑦(𝑥 + 1)3 = 4. න 𝑥 + 1 𝑑𝑥 + 𝐶

𝑦(𝑥 + 1)3 = 2(𝑥 + 1)2 +𝐶

Thus;
𝑦 = 2(𝑥 + 1)−1 +𝑐(𝑥 + 1)−3
 Solutions to First Order
Differential Equations
3.Linear Differential Equation Example:
Solve: 𝑥 2 + 𝑥𝑦 𝑑𝑥 + 𝑥 2 𝑑𝑦 = 0
Linear in y: divide by 𝑥 2 𝑑𝑥

𝑑𝑦 1
+ 𝑦 = −1
𝑑𝑥 𝑥

1
P (x) = and f(x) = -1
𝑥
 Solutions to First Order
Differential Equations
3.Linear Differential Equation Example:

𝑦𝑒 ‫ = 𝑥𝑑)𝑥(𝑃 ׬‬න 𝑒 ‫𝑃 ׬‬ 𝑥 𝑑𝑥
. 𝑓 𝑥 𝑑𝑥 + 𝐶 𝑒𝑞𝑛 3.1

1
but; ‫= 𝑥𝑑 𝑥 𝑃 ׬‬ ‫𝑥׬‬ 𝑑𝑥 = ln 𝑥
and; 𝑒 ‫𝑒 = 𝑥𝑑 𝑥 𝑃 ׬‬ 𝑙𝑛𝑥
=𝑥
Substituting to equation 3.1;
2
𝑥
න 𝑒‫𝑃 ׬‬ 𝑥 𝑑𝑥
. 𝑓 𝑥 𝑑𝑥 = − න 𝑥𝑑𝑥 = −
2
 Solutions to First Order
Differential Equations
3.Linear Differential Equation Example:
therefore, the solution to the equation is;

𝑥2
𝑦𝑥 = − +𝐶 answer
2
 Solutions to First Order
Differential Equations
4. Substitution Methods – Homogeneous Differential
Equation
Standard Form: 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
-If all x will be replaced by kx and all y will be
replaced by ky and the equation remains unchanged
after simplifying, then the equation is said to be
homogeneous equation.
-the degree of M = degree of N
Solution:
Let 𝑥 = 𝑣𝑦 𝑎𝑛𝑑 𝑑𝑥 = 𝑣𝑑𝑦 + 𝑦𝑑𝑣 or
Let 𝑦 = 𝑣𝑥 𝑎𝑛𝑑 𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣
 Solutions to First Order
Differential Equations
4. Substitution Methods – Homogeneous Differential
Equation Example:
Solve the D.E. 𝑥 2 + 𝑥𝑦 𝑑𝑥 + 𝑥 2 𝑑𝑦 = 0
Solution:
Let: y = vx and dy = vdx + xdv
𝑥 2 + 𝑥. 𝑣𝑥 𝑑𝑥 + 𝑥 2 𝑣𝑑𝑥 + 𝑥𝑑𝑣 = 0
𝑥 2 1 + 𝑣 𝑑𝑥 + 𝑥 2 𝑣𝑑𝑥 + 𝑥 3 𝑑𝑣 = 0
𝑥 2 . 1 + 2𝑣 𝑑𝑥 + 𝑥 3 𝑑𝑣 = 0 eqn 4.1
The above equation is variable separable.
 Solutions to First Order
Differential Equations
4. Substitution Methods – Homogeneous Differential
Equation Example:
𝑥 2 . 1 + 2𝑣 𝑑𝑥 + 𝑥 3 𝑑𝑣 = 0 ----- eqn 4.1
Divide equation 4.1 by 1 + 2𝑉 . 𝑥 3
𝑑𝑥 𝑑𝑣
‫𝑥׬‬ + ‫ ׬‬1+2𝑣 = 0
1
ln 𝑥 + ln 1 + 2𝑣 + ln 𝐶 = 0
2
But: y =vx and v = y/x
1 𝑦
Therefore: ln 𝐶. 𝑥 + ln(1 + 2 ) =0
2 𝑥
 Solutions to First Order
Differential Equations
4. Substitution Methods – Homogeneous Differential
Equation Example:
Solve: 𝑦 + 3𝑥 𝑑𝑦 + 𝑥 − 𝑦 𝑑𝑥 = 0
Solution:
Let: 𝑦 = 𝑣𝑥 𝑎𝑛𝑑 𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣
Substitute to the given equation:
𝑣𝑥 + 3𝑥 𝑣𝑑𝑥 + 𝑥𝑑𝑣 + 𝑥 − 𝑣𝑥 𝑑𝑥 = 0
𝑣 2 + 3𝑣 − 𝑣 + 1 𝑑𝑥 + 𝑥 𝑣 + 3 𝑑𝑣 = 0
𝑑𝑥 𝑣+3 𝑑𝑣
+ =0
𝑥 𝑣 2 +2𝑣+1
 Solutions to First Order
Differential Equations
4. Substitution Methods – Homogeneous Differential
Equation Example:

𝑑𝑥 𝑣 + 3 𝑑𝑣
න +න 2
=0
𝑥 (𝑣 + 1)
2
ln 𝑥 + ln 𝑣 + 1 − + ln 𝐶 = 0
𝑣+1
2
ln C.x.(v+1) =
𝑣+1
𝑦 2
But v = y/x, ln 𝐶. 𝑥 + 1 =𝑦
𝑥 +1
𝑥
 Solutions to First Order
Differential Equations
4. Substitution Methods – Homogeneous Differential
Equation Example:
𝑦 2
But v = y/x, ln 𝐶. 𝑥 +1 =𝑦
𝑥 +1
𝑥
2𝑥
1 ln𝐶.(𝑦 + 𝑥) =
𝑦+𝑥
2𝑥
𝐶. 𝑦 + 𝑥 = 𝑒 𝑦+𝑥

2𝑥
𝑦 + 𝑥 = 𝐶. 𝑒 𝑦+𝑥 answer
 Solutions to First Order
Differential Equations
4. Substitution Methods – Bernoullis’ Differential
Equation
𝑑𝑦
+ 𝑃 𝑥 𝑦 = 𝑄 𝑥 𝑦𝑛
𝑑𝑥
Solution:
(1−𝑛) ‫𝑥𝑑)𝑥(𝑃 ׬‬ (1−𝑛) ‫𝑥𝑑)𝑥(𝑃 ׬‬
𝑣𝑒 = (1 − 𝑛) න 𝑄(𝑥)𝑒 𝑑𝑥

Where: 𝑣 = 𝑦1−𝑛
Note: 𝑖𝑓 𝑛 = 1, 𝑡ℎ𝑒 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑖𝑠: ln 𝑦 = ‫ 𝑄(׬‬−
 Solutions to First Order
Differential Equations
4. Substitution Methods – Bernoullis’ Differential
Equation Example
Solve the D.E. 𝑥 5 − 𝑦 2 𝑑𝑥 + 2𝑥𝑦 𝑑𝑦 = 0

Solution: 𝑥 5 − 𝑦 2 𝑑𝑥 = −2𝑥𝑦 𝑑𝑦
Simplifying:
𝑑𝑦 −1 −𝑥 4
+𝑦 = ; 𝑡ℎ𝑖𝑠 𝑖𝑠 𝐵𝑒𝑟𝑛𝑜𝑢𝑙𝑙𝑖𝑠 ′ 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛.
𝑑𝑥 2𝑥 2𝑦
 Solutions to First Order
Differential Equations
4. Substitution Methods – Bernoullis’ Differential
Equation Example
𝑑𝑦 −1 −𝑥 4
+𝑦 = ; 𝑡ℎ𝑖𝑠 𝑖𝑠 𝐵𝑒𝑟𝑛𝑜𝑢𝑙𝑙𝑖𝑠 ′ 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛.
𝑑𝑥 2𝑥 2𝑦
−1 −𝑥 4
With: 𝑛 = −1, 𝑃 = and Q=
2𝑥 2
Then: 𝑣 = 𝑦1−𝑛 = 𝑦 2

Bernoullis’ Solution:
−𝑑𝑥
2 2 ‫ ׬‬2𝑥
−𝑥 4 2 ‫׬‬−𝑑𝑥
𝑦 𝑒 = 2න 𝑒 2𝑥 𝑑𝑥
2
 Solutions to First Order
Differential Equations
4. Substitution Methods – Bernoullis’ Differential
Equation Example
Bernoullis’ Solution:
−𝑑𝑥 −𝑑𝑥
2 2 ‫ ׬‬2𝑥 −𝑥 4 2‫׬‬
𝑦 𝑒 = 2‫׬‬ 𝑒 2𝑥 𝑑𝑥
2
𝑥 −1 𝑦 2 = − ‫𝑥𝑑 𝑥 ׬‬ 3

𝑦2 −𝑥 4
= + 𝐶1
𝑥 4
answer 4𝑦 2 + 𝑥 5 = 𝐶𝑥; for C = 4𝐶1
 Solutions to First Order
Differential Equations
4. Substitution Methods – Bernoullis’ Differential
Equation Example
𝑑𝑦 1
 Solve the D.E. + 𝑦= 𝑥𝑦 3
𝑑𝑥 𝑥
1
Solution: 𝑛 = 3, 𝑃 = , 𝑎𝑛𝑑 𝑄=𝑥
𝑥
Then: 𝑣 = 𝑦1−𝑛 = 𝑦 −2

Substituting to Bernoullis’ Solution:

Type equation here.