MATH168 - DIFFERENTIAL EQUATIONS I

1
solutions of differential equations 1
This is the second of series of lecture
notes primarilly taken from the text
Lecturer: Dr. Peter Amoako-Yirenkyi book (Elementary differential Equation
and boundary value problems by Boyce
Recommended Textbook:Elementary differential Equation2 and Diprima. After going through this
lecture notes, you would be able to:
The laws of the universe are written largely in the language of math-
• differentiate between general and
ematics. Algebra is sufficient to solve many static problems, but the particular solution.
most interesting naturally phenomena involve change and are best de-
• derive differential equation from
scribed by equations that relate changing quantities. Many important general solutions that is; elimination
and significant problems in engineering, the physical sciences, and the of arbitrary constant.
social sciences such as economics and business when formulated in • differentiate between boundary
mathematical terms require the determination of a function satisfying and initial conditions and be able
an equation containing the derivatives of unknown function. Such to solve problems with such condi-
equations are called differential equation. tions.
2
W.W. Boyce & R.C. DiPrima. Elemen-
tary Differential Equations and Boundary
General Solution Value Problems. John Wiley & Sons,
Inc., tenth edition, March 2012. ISBN
978-0-470-45832-7
Definition 1 A formula that gives all solutions of a differential equation
is called the general solution of the equation. A general solution to an nth
order DE generally involves n independent arbitrary constants, each
admitting a range of real values.

The number of distinct solutions depend on the order of the dif-

ferential equation, for which they are equal. For example the, the dif-
dy
ferential equation = −4 describes a straight line with a constant
dx
gradient of −4. There are however infinitely constant many straight
lines that take the equation y = −4x + c , where c is an arbitrary
constant.
Since c ∈ R , y is a constantly many hence the differential equa-
dy
tion = −4 has many solutions, because c can assume any real Figure 1: Family of solutions(curves) for
dx
number and the differential equation would be satisfied, hence the dy
= −4
dx
name arbitrary constant. The general solution is known as family of
solutions.

Determining a Differential Equation from a General Solution: The

Elimination of Arbitrary Constant

To determine a differential equation from a general solution, we need to eliminate the arbitrary constant.
Methods for the elimination of arbitrary constants vary with the way in which the constants enter the rela-
tion. A method which is efficient for one problem may be poor for another. One fact persists throughout.
Since each differentiation yields a new relation, number of derivatives that need to be used is the same as
the number of arbitrary constants to be eliminated. We shall in each case determine the differential equa-
tion that is of order equal to the number of arbitrary constants in the given relation, consistent with that
relation and free from arbitrary constants.
 math168 - solutions of differential equations 2

Example 1 Find the differential equation whose general solution is

y = c1 e−2x + c2 e3x

Eliminating 3 the arbitrary constants c1 and c2 from the relation: 3

Alternatively,(another) method for
obtaining the differential equation
y = c1 e−2x + c2 e3x (3) in this example proceeds as follows.
We know from a theorem in algebra
Since two constants are to be eliminated, obtain the two derivatives: (MATH152) that three equations (3),(4)
and (5) considered as equations in
y0 = −2xc1 e−2x + 3c2 e3x (4) the two unknowns c1 and c2 can have
solutions only if:
00 −2x 3x
y = 4c1 e + 9c2 e (5)
e−2x e3x 
 
 −y
 0 − 2x 3x
 −y −2e
The elimination of c1 from (3) and (4) yields: y00 + 2y0 = 15c2 e3x −y00
3e  = 0 (1)
4e−2x

9e3x 
Hence y00 + 2y0 = 3(y0 + 2y) or y00 − y0 − 6y = 0
Since e−2x and e3x cannot be zero
Example 2 Find the differential equation whose general solution is y = for any x ∈ <, equation (1) may be
rewritten, with the factors e−2x and e3x
c sin x , where c is an arbitrary constant. removed, as:
 
Solution: y
 0 1 1
y −2 3 = 0 (2)
y00

y = c sin x (6) 4 9
From which the differential equation:
(7) y00 − y0 − 6y = 0 follows immediately.
4 y
There is one arbitrary constant, we then find the first derivative: 4
Alternatively, from (6) let c =
sin x
Differentiating w.r.t. x: 0 =
dy y0 sin x − y cos x
= c cos x (8)
dx sin2 x
⇒ y0 sin x − y cos x = 0
y y0
From (6) and (8): c = = ⇒ y0 sin x = y cos x ⇒ y0 sin x −
sin x cos x
y cos x = 0

Example 3 Determine the differential equation whose general solution is

y = c1 e x + c2 e− x + 2x. See 5 for extended version. 5

Solution: Example 4 Find the differential equation

whose general solution is
There are two arbitrary constants, so we get equation of order 2. y = c0 + c1 x + c2 x 2 + c3 x 3
Hence we differentiate twice.
Solution:
x −x The equation has four arbitrary con-
y = c1 e + c2 e + 2x
Let (9)
stants (c0 , c1 , c2 , c3 ); hence we need
dy
⇒ = c1 e x − c2 e − x + 2 (10) to differentiate four times to get a
dx differential equation of the fourth order.
Let y = c0 + c1 x + c2 x2 + c3 x3
d2 y
⇒ 2 = c1 e x + c2 e − x (11) dy
= c1 + 2c2 x + 3c3 x2 ⇒
d2 y
=
dx dx dx2
dy d3 y
Add (1.8) and (1.9): ⇒ + y = 2c1 e x + 2x + 2 (12) 2c2 + 6c3 x ⇒
dx3
= 6c3
dx 4
d y
d2 y dy ⇒
dx4
= 0,which is the differential
Add (1.9) and (1.10): ⇒ 2 + = 2c1 e x + 2 (13) equation that we need.
dx dx
The two equations above have the same term on the RHS, hence we
d2 y dy dy
equate the LHS, and we get: + = + y − 2x
dx2 dx dx
2
d y
This simplifies as: − y + 2x = 0
dx2
 math168 - solutions of differential equations 3

Example 5 Eliminate6 the constant c from the equation: 6

( x − c )2 + y2 = c2 Example 6 Eliminate B and α from the

relation x = Bcos(ωt + α) in which ω is a
Solution: parameter (not to be eliminated)
Direct differentiation of the relation yields: 2( x − c) + 2yy0 = 0 and Solution:
simplied as c = x + yy0 . Therefore using the original equation, we First we obtain two derivatives of x
find that: (yy0 )2 + y2= ( x + 
yy0 )2 , or y2 = x2 + 2xyy0 , which may be with respect to t:
dx d2 x
written in the form: x2 − y2 dx + 2xydy = 0 = −ωB sin(ωt + α) and 2 =
dt dt
−ω 2 B cos(ωt + α)
Alternatively:
The equation ( x − c)2 + y2 = c2 may be put in the form x2 + y2 −
d2 x
x 2 + y2 ⇒
dt2
= −ω 2 x, since x = B cos(ωt + α)
2cx = 0 or = 2c then differentiation of both sides leads to:
x d2 x
x (2xdx + 2ydy) − ( x2 + y2 )dx ⇒ + ω2 x = 0
dt2
= 0 or ( x2 − y2 )dx + 2xydy = 0
x2
Example 7 Eliminate c from the equation cxy + c2 x + 4 = 0

Solution:
At once we get: c(y + xy0 ) + c2 = 0 Since c 6= 0, c = −(y + xy0 )
and substitution into the original equation leads us to the result:
x3 (y0 )2 + x2 yy0 + 4 = 0
Remark:
The general solution of an nth order ordinary differential equation
could be expected to have n arbitrary constants.

Initial-value and Boundary-value Problems

Definition 2 (Subsidiary Conditions) Subsidiary Condition(s) is/are

condition(s), or set of conditions, on the differential equation that will allow
us to determine which solution that we are after.

Definition 3 (Initial-Value Problem) Initial-Value Problem is the

differential equation along with subsidiary conditions on the unknown
function and its derivatives, all given at the same value of the independent
variable. The subsidiary conditions are initial conditions.

Definition 4 (Boundary-Value Problem) Boundary-Value Problem7 is 7

The problem y00 + 2y0 = e x ; y(0) = 1,
the differential equation along with subsidiary conditions on the unknown y0 (1) = 1 is a boundry-value problem,
because the two subsidiary conditions
function and its derivatives, which are given at more than one value of the are given at the different values x=0
independent variable. The subsidiary conditions are boundary conditions. and x=1.

Definition 5 An initial value problem(IVP)8 for an nth order DE in- 8

The problem y00 + 2y0 = e x ; y(π ) = 1,
y0 (π ) = 2 is an initial-value problem,
cludes a specification of the solution’s value and n − 1 derivatives at some
because the two subsidiary conditions
point or a set of n algebraic conditions at a common point: are both given at x = π

dy d n −1 y
y ( x0 ) = y0 , ( x0 ) = y1 , ..., ( x 0 ) = y n −1 (14)
dx dx n−1
 math168 - solutions of differential equations 4

Generally in applications, an IVP9 has a unique solution on some 9

The geometric interpretation of the
interval containing the initial value point. general solution of a first order differ-
 dy 
If an initial condition is given along with the differential equation, ential equation F x, y, = 0 is an
dx
infinitely many family curves; one for
that is, a constraint of the form y = y0 when x = x0 , then this each value of real number. These curves
information can be used to determine the particular value of c. In this are called integral curves, sometimes
way, one particular solution (actual solution) can be selected from it is important to pick one particular
member of the family of integral curves.
the family of solutions - the one that satisfies both the differential This is done by identifying a particular
equation and the initial conditions. point ( x0 , y0 ) through which the graph
of the solution is required to pass.
This requirement is usually written as
Example 8 y = c1 e− x + c2 e3x is a general solution of the differential y( x0 ) = y0 and normally referred to
equation as an initial value condition and the
problem of the form:
y00 − 2y0 − 3y = 0  dy 
F x, y, = 0; y( x0 ) = y0 (15)
dx
Determine the particular solution of the initial conditions y = 3 when x = 0 is called initial value problem
and y0 = 4 when x = 0. Note: if initial condition(s) is used to
solve a differential equation, the solu-
tion is then called particular solution
Solution: (actual solution).
Since the differential equation is second order, we have a specification
of the solution value: y(0) = 3 and one derivative at a point y0 (0) =
4, that is 2 algebraic conditions at a common point: x = 0

let y = c1 e− x + c2 e3x , when x = 0, y = 3

⇒ 3 = c 1 e (0) + c 2 e 3(0) = c 1 + c 2 (16)

y0 = −c1 e− x + 3c2 e3x when x = 0, y0 = 4

(0)
⇒ 4 = −c1 e−(0) + 3c2

⇒ 4 = −c1 + 3c2 (17)

5 7
Solving equation (16) and (17) we have, c1 = and c2 =
4 4
the particular solution is given by:

5 − x 7 3x 1  −x 
y= e + e or y= 5e + 7e3x
4 4 4
Example 9 Find a solution to the boundary-value problem10 y00 + 4y = 0;
y(π/8) = 0, y(π/6) = 1, if the general solution to the differential equation
is y = c1 sin 2x + c2 cos 2x

Solution:
π
For x = , y = c1 sin 2( π8 ) + c2 cos 2( π8 ) = c1 sin π4 + c2 cos π4
8
√ √
2 2
⇒ y = c1 + c2
2 2
 math168 - solutions of differential equations 5

To satisfy the condition y(π/8) = 0,we have: 10

√ √ Example 10 Find a solution to the

2 2 boundary-value problem y00 + 4y =
c1 + c2 =0 (20)
2 2 0; y(0) = 1, y(π/2) = 2, if the general
solution to the differential equation is
π
For x = , y = c1 sin 2( π6 ) + c2 cos 2( π6 ) = c1 sin π3 + c2 cos π3 known to be y = c1 sin 2x + c2 cos 2x
6
√ Solution:
3 1 For x = 0 , y = c1 sin 0 + c2 cos 0 = c2
⇒ y = c1 + c2 To satisfy the condition y(0) = 1 , we
2 2
have:
To satisfy the condition y(π/6) = 1, we have: c2 = 1 (18)
√ For x = π/2 , y = c1 sin( π2 ) +
3 1
c1 + c2 = 1 (21) c2 cos( π2 ) = −c2
2 2 To satisfy the condition y(π/2) = 2 , we
have:
Solving (1.17) and (1.18) simultaneously, we get:
−c2 =⇒ c2 = −2 (19)
2 2
c1 √ and c2 = − √ Thus, to satisfy both boundary condi-
3−1 3−1 tions simultaneously, we must require
c2 to equal both 1 and -2 , which is im-
Hence a particular solution is obtained: possible. Therefore, there is no solution
to this problem.
2
y= √ (sin 2x − cos 2x )
3−1
as the solution of the boundary-value problem.

Example 11 Show that the integral curves of the differential equation:

(y − x3 )dx + (y3 + x )dy = 0 are given by the family y4 + 4xy − x4 = c.

Solution: Apply implicit differentiation to the proposed family of

integral curves to find y;

y4 + 4xy − x4 = c ⇒ 4y3 y0 + (4xy0 + 4y) − 4x3 = 0

⇒ 4y3 y0 + (4xy0 + 4y) − 4x3 = 0 ⇒ y0 (y3 + x ) + (y − x3 ) = 0
dy 3 dy (y − x3 )
⇒ (y + x ) + (y − x3 ) = 0 =− 3
dx dx (y + x )

This last equation11 can then be written in terms of the differentials 11

Notice that the last equation can
dx and dy be put in the form M ( x, y)dx +
N ( x, y)dy = 0, which is simply an
alternate form of the equation:
(y3 + x )dy = −(y − x3 )dx ⇒ (y − x3 )dx + (y3 + x )dy = 0 (23)
dy M ( x, y)
=− (22)
dx N ( x, y)
References where M ( x, y) = y − x3 and N ( x, y) =
y3 + x
W.W. Boyce & R.C. DiPrima. Elementary Differential Equations and
Boundary Value Problems. John Wiley & Sons, Inc., tenth edition,
March 2012. ISBN 978-0-470-45832-7.