Module 1 DE
Module 1 DE
OVERVIEW
In mathematics, a differential equation is an equation that relates
one or more function and their derivatives. In application, the f unction
generally present physical quantities, the derivatives represent their
rates of change, and the differential equati on defines relationship
between the two. Such relationship is common, therefore dif ferential
equation plays a prominent role in many disciplines including
engineering, physics, economics, and biology.
T his course, obtaining the general or particular solut ion of t he
given differential equation using different method is essential in
different geometric or physical quantities such as finding the orthogonal
or isogonal trajectories of different curves. Basic application of this
course used on finding the growt h and decay of any particular element s
or object such as population, bacter ia or radioactive decomposition,
Newton’s second law of motion and law of cooling, problem on chemical
solution, and many other applications on different field of study.
Mainly the study of differential equations consists of the study of
their solution and of the properties of their solution. Only the simplest
differential equations are solvable by explicit formulas; however, man y
properties of solutions of a given differential equat ion may be
determined without computing them exactly.
In this module, we will discuss the different method of solving the
general or particular solution of the given first order differential
equation.
LEARNING OUTCOMES
At the end of this module , you should be able to:
1. state the basic concept, definition and notation of differential
equation
2. identif y the order and degree of given first order differential
equation
3. determine the type of first order differential equation
4. determine the appropriate method on finding the general or
particular solution of given first order differential equation.
5. obtain the general or particular solution of the given first order
differential equation
LESSON 1
INTRODUCTION │DEFINITIONS AND NOTATIONS
A “differential equation” (abbreviated as D.E) is one which contains at least
one derivative. most often, a D.E. is written in terms of differentials – a more
convenient form for analysis and solution.
The “order” of a D.E. is the same as the order of the highest-ordered derivative
in the equation.
The “degree” of a D.E. is the same as the power (or exponent) to which the
derivative of the highest order in the equation is raised.
EXAMPLE NO. 1
Determine the DEGREE and ORDER of the following D.E.
d2 y dy 3
(a) x − y( ) = 4
dx2 dx
4
d3 y dy 5
(b) (dx3 ) + (dx) − y = 0
𝑑 𝑛 𝑦 𝑑 𝑛−1 𝑑𝑦
F ( 𝑛 , 𝑛−1 , … … , , 𝑥, 𝑦) = 0
𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑑𝑦
(a) Implicit-Derivative: F ( , 𝑥, 𝑦) = 0
𝑑𝑥
𝑑𝑦
(c) Explicit-Derivative: = 𝐹 (𝑥, 𝑦)
𝑑𝑥
𝑀 (𝑥, 𝑦) = 𝐹 (𝑥 ) 𝐺 (𝑦)
𝑁 (𝑥, 𝑦) = 𝐻 (𝑥 ) Ø (𝑦)
EXAMPLE NO. 3
Find the complete solutions of the following D.E.:
(a) x cos 2 y dx + tan y dy = 0
(b) xy3 lnx dx − 2 dy = 0
2x+2xy2
(c) y′ = y+2x2 y
SOLUTION:
Answer
(b) In xy3 ln x dx − 2 dy = 0, division by y3 separates the variables into,
x ln x dx − 2 y−3 dy = 0
(i) The second term is integrated by the “power” formula, while the
first is by “integration by parts”,
Let u = ln x du = dx/x
dv = x dx v = x 2 /2
(ii) Substitution gives,
x2 x 2 dx
ln x − ∫ − 2 ∫ y−3 dy = C
2 2 x
x2 x2
or ln x − + y−2 = C
2 4
1 1
ln(1 + 2x 2 ) − ln(1 + y2 ) = C
2 2
1 + 2x 2
= C1
1 + y2
Answer
First: Let y = vx
dy = v dx + x dv
Second: Let x = uy
dx = u dy + y du
Solution is similar to that of the previous method, except that here x is
eliminated.
(c) Suggested Solution
EXAMPLE NO. 4
Determine the solution of the following:
(a) (x 3 + y 3 )dx − 3xy2 dy = 0
(b) xy dy − (x + 2y)2 dy = 0
y x
(c) (x + y sin x) dx − x sin y dy = 0
SOLUTION:
(a) (x 3 + y3 )dx − 3xy𝟐 dy = 0 is “homogeneous of degree 3”
Here N = −3xy2 is SIMPLER than M = x 3 + y3 ,
USE: y = vx and dy = v dx + x dv
(i) Substitute to the given D.E.,
dx 3v2 dv
or − =0
x 1−2v3
1 2y3
ln x + ln (1 − 3 ) = C
2 x
x 3 − 2y3 = C1 x
Answer
𝑢2 𝑑𝑦 + 𝑢𝑦𝑑𝑢 − (𝑢 + 2)2 𝑑𝑦 = 0
1
(iv) Integrate: {𝑢 − 𝑙𝑛(𝑢 + 1)} − ln 𝑦 = 𝐶
4
𝑦 𝑦
(c) (𝑥 + 𝑦 𝑠𝑖𝑛 𝑥) 𝑑𝑥 − 𝑥 sin 𝑥 𝑑𝑦 = 0 is “homogeneous of degree 1”
USE: y = vx or v = y/x
dy = v dx + x dv
ln x + cos v = C
𝑦
(iv) Finally, using 𝑣 = 𝑥 ,
𝑦
ln 𝑥 + cos=𝐶
𝑥
_______________ Answer
LEARNING EXERCISE No. 1
5. 1 x
1
2 dy 1 y 2 dx 0
6. e x 1 y
1
2 2
dx yx 1dy 0
dy 1 y
7.
dx 1 x
dy
8. e x y y2 0
dx
9. sinh xdy cosh ydx 0
LESSON 4: EXACT DIFFERENTIAL EQUATION
REMARK:
(a) The unknown functions f(y) and g(x) are obtained from the
comparison of these two (2) possible solutions.
𝑦 𝑥
(c) (𝑒 𝑥 + ln 𝑦 + 𝑥) 𝑑𝑥 + (𝑦 + ln 𝑥 + sin 𝑦) 𝑑𝑦 = 0
SOLUTIONS:
(a): (2𝑥𝑦 − 3𝑥 2 )𝑑𝑥 + (𝑥 2 + 2𝑦)𝑑𝑦 = 0 is first tested for “exactness”
𝜕𝑀
(i) 𝑀 = 2𝑥𝑦 − 3𝑥 2 ; 𝜕𝑦 = 2𝑥
𝜕𝑁
𝑁 = 𝑥 2 + 2𝑦; = 2𝑥
𝜕𝑥
so, given D.E. is exact.
𝜕
∫ 𝑀 𝑑𝑥 + ∫ {𝑁 − ∫ 𝑀 𝑑𝑥} 𝑑𝑦 = 𝐶
𝜕𝑦
𝜕
∫(2𝑥𝑦 − 3𝑥 2 )𝑑𝑥 + ∫ {𝑥 2 + 2𝑦 − ∫(2𝑥𝑦 − 3𝑥 2 )𝑑𝑥} 𝑑𝑦 = 𝐶
𝜕𝑦
𝜕 2
𝑥 2 𝑦 − 𝑥 3 + ∫ {𝑥 2 + 2𝑦 − (𝑥 𝑦 − 𝑥 3 )} 𝑑𝑦 = 𝐶
𝜕𝑦
𝑥 2 𝑦 − 𝑥 3 + ∫(𝑥 2 + 2𝑦 − 𝑥 2 )𝑑𝑦 = 𝐶
(iii) Finally, 𝑥 2𝑦 + 𝑥 3 + 𝑦 2 = 𝐶
Answer
(b): In the given D.E.,
M = cos y + y cos x
𝜕𝑀
= - sin y + cos x
𝜕𝑦
(1) ∫ 𝑀 𝑑𝑥 + 𝑓 (𝑦) = 𝐶
∫(cos 𝑦 + 𝑦 cos 𝑥 )𝑑𝑥 + 𝑓 (𝑦) = 𝐶
x cos y + y sin x + f(y) = C
(2) ∫ 𝑁 𝑑𝑦 + 𝑔(𝑥 ) = 𝐶
∫(−𝑥 sin 𝑦 + sin 𝑥 )𝑑𝑥 + 𝑔(𝑥 ) = 𝐶
x cos y + y sin x + g(x) = C
(ii) Comparison of the two (2) possible solutions (1) and (2), shows
that
f(y) = g(y) = 0, so
x cos y + y sin x = C
Answer
(c) Here, the D.E. has
𝑦 𝜕𝑀 1 1
𝑀 = 𝑒 𝑥 + ln 𝑦 + 𝑥 ; = 𝑦+𝑥
𝜕𝑦
𝑥 𝜕𝑁 1 1
𝑁 = + ln 𝑥 + sin 𝑦 ; = +
𝑦 𝜕𝑥 𝑦 𝑥
(1) ∫ 𝑀 𝑑𝑥 + 𝑓 (𝑦) = 𝐶
𝑦
∫ (𝑒 𝑥 + ln 𝑦 + ) 𝑑𝑥 + 𝑓 (𝑦) = 𝐶
𝑥
𝑒 𝑥 + 𝑥 ln 𝑦 + 𝑦 ln 𝑥 + 𝑓 (𝑦) = 𝐶
(2) ∫ 𝑁 𝑑𝑦 + 𝑔(𝑥 ) = 𝐶
𝑥
∫ ( + ln 𝑥 + sin 𝑦) 𝑑𝑦 + 𝑔(𝑥 ) = 𝐶
𝑦
x ln y + y ln x – cos y + g(x) = C
(ii) Comparison of solutions (1) and (2) shows that f(y) = - cos y and
g(x) = 𝑒 𝑥 , so
𝑒 𝑥 + 𝑥 ln 𝑦 + 𝑦 ln 𝑥 − cos 𝑦 = 𝐶
Answer
∂M ∂N
≠
∂y ∂x
then the D.E. in “non-exact”.
∅ = ∅ (𝑥 ).
1 𝜕M 𝜕N
TEST: If ( − 𝜕x ) = 𝑓(𝑥)
N 𝜕y
then ∅ = e∫ f(x)dx
∅ = ∅(𝑦)
1 𝜕N 𝜕M
TEST: If ( − ) = 𝑔(𝑦)
M 𝜕𝑥 𝜕y
then ∅ = e∫ g(y)dy
CASE 3: When ∅ = x m yn .
Mn Nm 𝜕N 𝜕M
TEST: If − = −
y x 𝜕𝑥 𝜕y
(c) 2𝑦 𝑑𝑥 + (𝑥 − 𝑥 3 𝑦 3 )𝑑𝑦 = 0
SOLUTIONS:
(a): In (𝑥 2 + 𝑦 2 + 1)𝑑𝑥 + (𝑥 2 − 2𝑥𝑦)𝑑𝑦 = 0
𝜕𝑀
𝑀 = 𝑥 2 + 𝑦 2 + 1; = 2𝑦
𝜕𝑦
𝜕𝑁
𝑁 = 𝑥 2 − 2𝑥𝑦; = 2𝑥 − 2𝑦
𝜕𝑥
∅ = 𝑒 ∫ 𝑓(𝑥)𝑑𝑥
1 𝜕𝑀 𝜕𝑁
and 𝑓 (𝑥 ) = 𝑁 ( 𝜕𝑦 − 𝜕𝑥 )
1
= 𝑥2 −2𝑥𝑦 (2𝑦 − 2𝑥 + 2𝑦)
2(−𝑥+2𝑦) 2
= 𝑥(𝑥−2𝑦)
𝑜𝑟 − 𝑥
𝜕𝑁𝑛
𝑁𝑛 = 1 − 2𝑥 −1 𝑦 ; = 2𝑥 −2 𝑦
𝜕𝑥
(1) ∫ 𝑀𝑛 𝑑𝑥 + 𝑓(𝑥 ) = 𝐶
∫(1 + 𝑥 −2 𝑦 2 + 𝑥 −2 ) 𝑑𝑥 + 𝑓 (𝑦) = 𝐶
𝑥 − 𝑥 −1 𝑦 2 − 𝑥 −1 + 𝑓 (𝑦) = 𝐶
(2) ∫ 𝑁𝑛 𝑑𝑦 + 𝑔(𝑥 ) = 𝐶
∫(1 − 2𝑥 −1 𝑦)𝑑𝑦 + 𝑔(𝑥 ) = 𝐶
𝑦 − 𝑥 −1 𝑦 2 + 𝑔(𝑥 ) = 𝐶
(iv) Comparison of (1) and (2), shows that f(y) = y and g(x) = x - 𝑥 −1 ,
so
𝑥 − 𝑥 −1 𝑦 2 − 𝑥 −1 + 𝑦 = 𝐶
Answer
(b) In this D.E.
𝜕𝑀
𝑀 = 2𝑥𝑦 − 𝑦 2 + 𝑦 ; = 2𝑥 − 2𝑦 + 1
𝜕𝑦
𝜕𝑀
𝑁 = 3𝑥 2 − 4𝑥𝑦 + 3𝑥 ; = 6𝑥 − 4𝑦 + 3
𝜕𝑦
(i) This “non-exact” D.E. can be solved under CASE 2 with the
‘integrating factor”
∅ = 𝑒 ∫ 𝑔(𝑦)𝑑𝑦
1 𝜕𝑀 𝜕𝑀
where: 𝑔(𝑦) = 𝑀 ( 𝜕𝑥 − )
𝜕𝑦
1
= 2𝑥𝑦−𝑦2 +𝑦 (4𝑥 − 2𝑦 + 2)
2(2𝑥−𝑦+1) 2
= 𝑦(2𝑥−𝑦+1) = 𝑦
so, ∅ = 𝑒 ∫(2/𝑦)𝑑𝑦 = 𝑒 2 ln 𝑦 = 𝑦 2
(ii) Multiply each term in the given D.E. by ∅ = 𝑦 2
(2𝑥𝑦 3 − 𝑦 4 + 𝑦 3 )𝑑𝑥 + (3𝑥 2 𝑦 2 − 4𝑥𝑦 3 + 3𝑥𝑦 2 )𝑑𝑦 = 0
the new M and N functions are,
𝜕𝑀𝑛
𝑀𝑛 = 2𝑥𝑦 3 − 𝑦 4 + 𝑦 3 ; = 6𝑥𝑦 2 − 4𝑦 3 + 3𝑦 2
𝜕𝑦
𝜕𝑁𝑛
𝑁𝑛 = 3𝑥 2 𝑦 2 − 4𝑥𝑦 3 + 3𝑥𝑦 2 ; = 6𝑥𝑦 2 − 4𝑦 3 + 3𝑦 2
𝜕𝑥
(iii) Having been reduced to an exact form, the D.E. may now be
solved either by the Direct or Indirect method, as in Exercise (a),
to give the final answer,
𝑥 2 𝑦 3 − 𝑥𝑦 4 + 𝑥𝑦 3 = 𝐶
Answer
(c) In 2𝑦 𝑑𝑥 + (𝑥 − 𝑥 3 𝑦 3 )𝑑𝑦 = 0,
𝜕𝑀
𝑀 = 2𝑦 ; =2
𝜕𝑦
𝜕𝑁
𝑁 = 𝑥 − 𝑥 3𝑦 3 ; = 1 − 3𝑥 2 𝑦 3
𝜕𝑥
(i) This non-exact D.E falls under Case 3 where the “integrating
factor” is
∅ = 𝑥𝑚𝑦𝑛
with m and n obtained from
𝑀𝑛 𝑁𝑚 𝜕𝑁 𝜕𝑀
− = −
𝑦 𝑥 𝜕𝑥 𝜕𝑦
2𝑦 𝑛 (𝑥−𝑥 3 𝑦 3 )𝑚
or − = 1 − 3𝑥 2 𝑦 3 − 2
𝑦 𝑥
2𝑛 − 𝑚 + 𝑚𝑥 2 𝑦 3 = −1 − 3𝑥 2 𝑦 3
(ii) Note that this is an “identity” equation,
where: 2𝑛 − 𝑚 = −1
and 𝑚 = −3
so, 𝑛 = −2
and ∅ = 𝑥 −3 𝑦 −2
2𝑥 −3 𝑦 −1 𝑑𝑥 + (𝑥 −2 𝑦 −2 − 𝑦)𝑑𝑦 = 0
The new M and N functions are,
𝜕𝑀𝑛
𝑀𝑛 = 2𝑥 −3 𝑦 −1 ; = −2𝑥 −3 𝑦 −2
𝜕𝑦
𝜕𝑁𝑛
𝑁𝑛 = 𝑥 −2 𝑦 −2 − 𝑦 ; = −2𝑥 −3 𝑦 −2
𝜕𝑥
(iv) This is now an exact D.E. which can be solved by either the
Direct or Indirect method; as in Exercise (a), to give
2𝑥 −2 𝑦 −1 + 𝑦 2 = 𝐶
Answer
LEARNING EXERCISE No. 2
1
y
1. y 2 x 2 2 dx yarc csc dy 0
x
2. x 4
y4 dx 2x 3
ydy 0 ; x = 1, y = 0
y
dy
3. x y xe x
dx
3 1
5. x 2 y 2 xy dx x 2 dy 0
6. 3x 6xy dx 3x 2 ydy 0
2 2
xx y y dx y x y
1 1
8. 2 2 2 2 2 2
x dy 0
9. y cos xy 2 x dx x cos xydy 0
y y
10. yx 2 cos dx x 1 cos dy 0
x x
LESSON 6: FIRST-ORDERED LINEAR D.E. (FOLDE)
(a) This is a D.E. which is “first order” in the derivative and “linear” in
the dependent variables. In the standard form, it is written as
dy
+ y P(x) = Q(x)
dx
where: ∅ = e∫ P(x)dx
NOTE: FOLDE is actually a “non-exact” D.E. where Ø is obtained
under CASE 1.
where: ∅ = e∫ P(y)dy
EXAMPLE NO. 7
Determine the solution of the following D.E.:
𝑑𝑦
(a) + 2𝑥𝑦 − 4𝑥 = 0
𝑑𝑥
𝑑𝑥
(c) 𝑦 𝑑𝑦 − 2𝑥 − 3𝑦 2 + 2 = 0
SOLUTION
𝑑𝑦
(a) + 2𝑥𝑦 − 4𝑥 = 0, the standard form of this D.E. in the FOLDE form is,
𝑑𝑥
dy
2 xy 4 x where P = 2x and Q = 4x
dx
ye x 4 x e x dx c
2 2
(ii) integration gives,
ye x 2e x c
2 2
y 2 ce x
2
Answer
Where P 3 t 1
Q t 2 e3t
And e e
Pdt 3t 1 dt
e 3t ln t t 1e 3t
st 1e 3t t 2 e3t t 1e 3t c
(ii) Integration leads to,
1 3t t2
st e c
2
And
t 3 e 3t
s cte 3t
2
Answer
𝑑𝑥
(c) 𝑦 𝑑𝑦 − 2𝑥 − 3𝑦 2 + 2 = 0, divide the given D.E. by y,
dx 2
x 3 y 2 y 1
dy y
Which is now in the FOLDE form with,
2
P ; Q 3 y 2 y 1
y
And
2 y dy
e
Pdy
e e 2 ln y
Or y 2
xy 2 3 y 2 y 1 y 2 dy c
xy 2 3 ln y y 2 C
Which simplifies to,
x y 2 ln y 3 1 cy 2
Answer
5. y xy dx xdy 0
2
6. xdy y ln x dx 0
8. e x2
2 xy dx dy 0
10. y'ky e kx
Feedback
How did you go on so far with this module? Did you enjoy answering the
learning exercises of different topics? You are just on the basic method of solving
first order differential equation. If you have encountered difficulties in solving the
general solution, maybe your prior knowledge on differentiation and integration in
calculus were not enough to proceed this course. Therefore, I suggest you must
review your differential and integral calculus while you are reading some example of
different lesson.
Summary
A “differential equation” (abbreviated as D.E) is one which contains at least
one derivative. most often, a D.E. is written in terms of differentials – a more
convenient form for analysis and solution.
The “order” of a D.E. is the same as the order of the highest-ordered
derivative in the equation.
The “degree” of a D.E. is the same as the power (or exponent) to which the
derivative of the highest order in the equation is raised.
A D.E. may be ordinary or partial as to the type of derivative/s or differentials
appearing in the equation.
The solution to a D.E. is the relation involving only the variables and arbitrary
constants, free of any derivatives or differentials, and consistent with, or
satisfying, the given D.E.
The “most general solution” of a D.E. of the nth-order contains n arbitrary
constants. (If particular values are assigned to these arbitrary constants, the
solution is called “particular solution. Arbitrary constants may be obtained
from known “boundary conditions.”)
Separation of variable method will be used on finding the general solution
when the given D.E. are factorable.
Homogeneous D.E. method will be used on finding the general solution when
the given implicit differential equation, both M and N were in the same degree.
Exact differential equation method will be used on finding the general solution
when the given implicit differential equation, the partial derivative of M and N
are equal. In this method, partial differentiation and partial integration is
necessary.
Non-Exact Differential Equation and First Order Linear D.E. requires to find
the integrating factor in order to obtain the complete general or particular
solution of the given first order differential equation.
Suggested Readings
For more exercises on the topics in this module, you may log on to the
following links:
http:www.cse.salford.ac.uk/physics/gsmcdonald/pp/PPLATORESOURCE/h-
flap/M6_2t.pdf
https: services.math.duke.edu>diffeq
References
Differential and Integral Calculus 6th Edition by Clyde E. Love and Earl D. Rainville
Calculus with analytic geometry A Harper International Edition by Thurman S.
Peterson
Differential equations – made easy 1st Edition by Dela Fuente, Templo and Tejada