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MATH 2394
Engineering Maths
Topic 5: Differential Equations – Part 1

Course Coordinator: Dr. Nguyen Tan Cuong

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Differential Equations - Introduction

• A differential equation is an equation that contains an unknown

function and one or more of its derivatives.
𝑦 ′ = 𝑥𝑦

• The order of a differential equation is the order of the highest

derivative that occurs in the equation.
𝑦 ′ = 𝑥𝑦 → 1𝑠𝑡 𝑂𝑟𝑑𝑒𝑟 𝐷𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑙 𝐸𝑞𝑢𝑎𝑡𝑖𝑜𝑛.

𝑘
𝑦 ′′ = − 𝑥 → 2𝑛𝑑 𝑂𝑟𝑑𝑒𝑟 𝐷𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑙 𝐸𝑞𝑢𝑎𝑡𝑖𝑜𝑛.
𝑚

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Differential Equations - Introduction

• A function 𝑓 is called a solution of a differential equation if the

equation is satisfied when 𝑦 = 𝑓 𝑥 and its derivatives are
substituted into the equation.

• When we are asked to solve a differential equation, we are

expected to find all possible solutions of the equation.

• Note: Not all differential equations can be solved analytically or

be solved at all.

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Differential Equations - Introduction

• First order differential equations are equations that involve only

the function 𝑦 and its derivative 𝑦′.

• In this section, we shall discuss the solutions for a few common

forms of First-order linear differential equations of the form:

𝑑𝑦
= 𝑓(𝑥, 𝑦)
𝑑𝑥
Where 𝑓 is a given function of two variable 𝑥 and 𝑦(𝑥)

• There are 3 forms of First order ODE: linear equations,

separable equations, and exact equations.

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Linear First Order

Differential Equations
The Integrating Factor Method
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equations
• For the 1st type of First order ODE, linear equations, the ODE
will have the form:

𝑑𝑦
+ 𝑝 𝑥 𝑦 = 𝑔(𝑥)
𝑑𝑥
• The solution method for linear first order ODE is called the
Method of Integrating Factors.

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equations
• The Method of integrating factors was invented by Leibniz and it
involve an integrating factor 𝜇(𝑥).

• Let us first consider the following linear first order ODE:

𝑑𝑦
+ 𝑝 𝑥 𝑦 = 𝑔(𝑥)
𝑑𝑥
• Now, let us assume this a function 𝜇(𝑥) which exists and satisfy
the following:

𝑑𝑦 ′
𝜇 𝑥 +𝑝 𝑥 𝑦 =𝜇 𝑥 𝑔 𝑥 = 𝜇 𝑥 𝑦
𝑑𝑥

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equations
• Note that we are theorizing the function 𝜇(𝑥) exists such that:
𝜇 𝑥 𝑔 𝑥 = 𝜇 𝑥 𝑦 ′

→ 𝜇 𝑥 𝑦 = න 𝜇 𝑥 𝑔 𝑥 𝑑𝑥 + 𝐶

1
→𝑦= න 𝜇 𝑥 𝑔 𝑥 𝑑𝑥 + 𝐶
𝜇 𝑥

• Thus, if we can define the function 𝜇(𝑥), we will be able to obtain

𝑦(𝑥).

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equations
• Next, let us revisit the previous equation:

𝑑𝑦 ′
𝜇 𝑥 +𝑝 𝑥 𝑦 =𝜇 𝑥 𝑔 𝑥 = 𝜇 𝑥 𝑦
𝑑𝑥

→ 𝜇 𝑥 𝑦 ′ + 𝜇 𝑥 𝑝 𝑥 𝑦 = 𝜇′ 𝑥 𝑦 + 𝜇 𝑥 𝑦′

𝑑𝜇 𝑥 ′
→𝜇 𝑥 𝑝 𝑥 =𝜇 𝑥 =
𝑑𝑥

1
→ 𝑝 𝑥 𝑑𝑥 = 𝑑𝜇(𝑥)
𝜇 𝑥

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equations
• Continue from the previous slide:

1
→ 𝑝 𝑥 𝑑𝑥 = 𝑑𝜇(𝑥)
𝜇 𝑥

𝑑𝜇(𝑥)
→ න𝑝 𝑥 𝑑𝑥 = න
𝜇 𝑥

→ න𝑝 𝑥 𝑑𝑥 + 𝐶 = ln 𝜇

‫𝑥𝑑 𝑥 𝑝 ׬‬+𝐶
→𝜇 𝑥 =𝑒 = 𝐴𝑒 ‫𝑝 ׬‬ 𝑥 𝑑𝑥

Where 𝐴 = ±𝑒 𝐶
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equations
• Since we are looking for one integrating factor, and not the most
general one, we shall assume 𝐴 = 1. Thus:

𝜇 𝑥 = 𝑒‫𝑝 ׬‬ 𝑥 𝑑𝑥

• Hence, to solve the linear differential equation of the form: 𝑦 ′ +

𝑝 𝑥 𝑦 = 𝑔(𝑥), multiply both sides by the integrating factor 𝜇 𝑥 =

𝑒‫𝑝 ׬‬ 𝑥 𝑑𝑥
and integrate both sides.

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equations Example
Example: Use the Integrating Factor method to solve the following
differential equation 𝑦 ′ + 3𝑥 2 𝑦 = 6𝑥 2 .
(1) Step 1: first, we need to identify our 𝑝(𝑥) and 𝑔(𝑥):
𝑝 𝑥 = 3𝑥 2
𝑔 𝑥 = 6𝑥 2

(2) Step 2: Next, we should calculate our integrating factor 𝜇(𝑥):

‫ ׬‬3𝑥 2 𝑑𝑥 3
𝜇 𝑥 =𝑒 = 𝑒𝑥

(3) Step 3: Now we shall multiply both sides of the equation by 𝜇(𝑥):
3 3 3
𝑦 ′ 𝑒 𝑥 + 3𝑥 2 𝑒 𝑥 𝑦 = 6𝑥 2 𝑒 𝑥

(4) Step 4: The equation from step 3 reduces to:

𝑑 𝑥3 3
𝑒 𝑦 = 6𝑥 2 𝑒 𝑥
𝑑𝑥

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equations Example
Example: Use the Integrating Factor method to solve the following
differential equation 𝑦 ′ + 3𝑥 2 𝑦 = 6𝑥 2 .
(5) Step 5: Now we shall integrate both sides:
𝑑 𝑥3 3
න 𝑒 𝑦 𝑑𝑥 = න6𝑥 2 𝑒 𝑥 𝑑𝑥
𝑑𝑥
3 3 3
→ 𝑒 𝑥 𝑦 = න6𝑥 2 𝑒 𝑥 𝑑𝑥 = 2𝑒 𝑥 + 𝐶
(𝑢𝑠𝑒 𝑆𝑢𝑏𝑠𝑡𝑖𝑡𝑢𝑡𝑖𝑜𝑛 𝑅𝑢𝑙𝑒)
3
→ 𝑦 = 2 + 𝐶𝑒 −𝑥

Note that we cannot find the value of 𝐶 without the initial condition. This is the
general solution of 𝑦(𝑥).

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equations Example
Example: Use the Integrating Factor method to solve the following
differential equation 𝑦 ′ + 3𝑥 2 𝑦 = 6𝑥 2 .

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Linear equations exercise

Given the linear first order differential equation:

𝑦′ = 𝑥 + 𝑦

Find the exact solution of the equation above with the initial
condition 𝑦 0 = 1.

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Separable Equations

Non-linear First Order Differential

Equations
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equations
• The next type of First-Order Differential Equation is non-linear
differential equation. Within this type, there is a subtype called
Separable Functions which can be solved analytically.

• Separable function has the form:

𝑑𝑦
𝑀 𝑥 +𝑁 𝑦 =0
𝑑𝑥
The function is called “separable” because it can be separated into
a function of 𝑥 and a function of 𝑦.

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 Differential Equations – Linear
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equations
• To solve these equation, we shall consider the functions 𝑀(𝑥)
and 𝑁(𝑦) as derivative functions:
𝐻1′ 𝑥 = 𝑀(𝑥)
𝐻2′ 𝑦 = 𝑁(𝑦)

• Thus our equation becomes:

𝑑𝑦
𝐻1′ 𝑥 + 𝐻2′ 𝑦 =0
𝑑𝑥

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equations
• Observe that since 𝐻2 is a function of 𝑦, we need to invoke the
chain rule when taking its derivative with respective to 𝑥:

𝑑 𝑑 𝑑𝑦 ′
𝑑𝑦
𝐻2 𝑦 = 𝐻2 ∙ = 𝐻2 𝑦
𝑑𝑥 𝑑𝑦 𝑑𝑥 𝑑𝑥

• Thus we can rewrite our previous equation as:

𝑑 𝑑
𝐻 𝑥 + 𝐻 (𝑦) = 0
𝑑𝑥 1 𝑑𝑥 2

𝑑
→ 𝐻1 𝑥 + 𝐻2 𝑦 =0
𝑑𝑥

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equations
• Integrating both sides and we shall obtain:
𝐻1 𝑥 + 𝐻2 𝑦 = 𝐶

Where 𝐶 is an arbitrary constant and

𝐻1 𝑥 = න𝑀 𝑥 𝑑𝑥

𝐻2 𝑦 = න𝑁 𝑦 𝑑𝑦

• Note that the integration of the functions 𝑀(𝑥) and 𝑁 𝑦 are not
always possible analytically.

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 Differential Equations – Separable
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equations Example
𝑑𝑦 𝑥2
Example: Solve the differential equation = and find the particular
𝑑𝑥 𝑦2

solution that satisfies the initial condition 𝑦 0 = 2.

(1) Step 1: first, recognize that the equation above can be written as:
𝑑𝑦
−𝑥 2 + 𝑦 2 =0
𝑑𝑥

(2) Step 2: We can identify the 2 equations 𝐻1′ (𝑥) and 𝐻2′ (𝑦) as:
𝐻1′ 𝑥 = −𝑥 2
𝐻2′ 𝑦 = 𝑦 2

(3) Step 3: Thus, we can find 𝐻1 (𝑥) and 𝐻2 (𝑦) as:

𝑥3
𝐻1 𝑥 = න−𝑥 2 𝑑𝑥
=−
3
2
𝑦3
𝐻2 𝑥 = න𝑦 𝑑𝑦 =
3
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 Differential Equations – Separable
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equations Example
𝑑𝑦 𝑥2
Example: Solve the differential equation = and find the particular
𝑑𝑥 𝑦2

solution that satisfies the initial condition 𝑦 0 = 2.

(4) Step 4: We know the solution will have the form:
𝐻1 𝑥 + 𝐻2 𝑦 = 𝐶
𝑥3 𝑦3
→− + =𝐶
3 3
𝑦3 𝑥3
→ = +𝐶
3 3
Note: This is the General Solution of the differential equation. You can also write it
as:
3
𝑦 = 𝑥 3 + 3𝐶

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 Differential Equations – Separable
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equations Example
𝑑𝑦 𝑥2
Example: Solve the differential equation = and find the particular
𝑑𝑥 𝑦2

solution that satisfies the initial condition 𝑦 0 = 2.

(5) Step 5: Notice that the question asked for us to find the particular solution, thus
we must take into account the initial condition 𝑦 0 = 2
1 1
2 = 0 3+𝐶
3
3 3
8
→𝐶=
3

(6) Step 6: Thus, our particular solution is:

𝑦3 𝑥3 8
= +
3 3 3
3
𝑂𝑅 𝑦 = 𝑥 3 + 8

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Exercises
Given the function 𝑓 𝑥 = 𝑥 3 − 𝑥 2 − 4𝑥 + 4, find a root of this
function with the following methods:

1. Bisection method with 𝑎 = −5 and 𝑏 = −1.

2. Fixed Point method with 𝑥0 = −1.

3. Newton Raphson Method with 𝑥0 = −1.

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Direction Fields

Sketching Differential equations

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Direction Field
• Consider the following differential equation:
𝑦′ = 𝑥 + 𝑦

• Suppose we are asked to sketch the graph of the solution of the

differential equation above with initial condition 𝑦 0 = 1, how
should we do it?

• The graph of this differential equation is a collection of small

segments that satisfy the equation above. This is called the
Direction Field of the equation.

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Direction Field

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Direction Field
• Because the solution curve passes through the point (0, 1) and
we know that its slope must be 0 + 1 = 1 at that point, hence we
can approximate the solution curve to look like:

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Direction Field
• We recognize that this equation is a linear First Order Differential
Equation and we can obtain the exact solution as follow:
𝑦 = −𝑥 − 1 + 2𝑒 𝑥

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Direction Field & Euler’s method

• In Engineering and sciences, an exact solution to a differential
equation is not always available.

• In such cases solving an equation graphically or numerically is

the only option.

• The numerical solution to approximate values of the initial-value

problem 𝑦 ′ = 𝐹 𝑥, 𝑦 , 𝑦 𝑥0 = 𝑦0 is given by the Euler’s Method
𝑦𝑛 = 𝑦𝑛−1 + ℎ𝐹 𝑥𝑛−1 , 𝑦𝑛−1

where ℎ is the step size: 𝑥𝑛 = 𝑥𝑛−1 + ℎ

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Direction Field Example

Example: Match the differential equation with its direction field:
(a) 𝑦 ′ = 2 − 𝑦

(b) 𝑦 ′ = 𝑥(2 − 𝑦)

(c) 𝑦 ′ = 𝑥 + 𝑦 − 1

(d) 𝑦 ′ = sin 𝑥 sin 𝑦

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Applications of First Order

Differential Equations
Sketching Differential equations
 Applications of 1st Order Differential
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Equation
• In engineering and sciences, first-order differential equations are
typically used to model inductor circuits, population growth and
predator-prey systems, etc.

• Each application typically has a set of governing equation in a form of a

differential equation.

• The key to obtaining the model for the application problems is to use
the available data to obtain the constants used in the equation to obtain
the solution equation.

• We shall look at population growth to illustrate the problem solving

process.

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Applications – Population Growth

• The rate of growth of population (human, animal, bacteria, etc.) is
typically assumed to be proportional to the size of the population.

• Under ideal condition (unlimited environment, adequate nutrition,

absence of predators, no disease), this assumption had been verified
to be close to reality.

• Thus, we have the rate of growth of the Population (𝑃) with respect to
time (𝑡) as:

𝑑𝑃
= 𝑘𝑃
𝑑𝑡
Where 𝑘 is the proportionality constant.

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Applications – Population Growth

• However, in reality nothing is truly infinite, thus there exists a maximum
population size for any given set of conditions. This maximum
population is called the carrying capacity 𝑀.

• Thus, our population growth rate expression becomes:

𝑑𝑃 𝑃
= 𝑘𝑃 1 −
𝑑𝑡 𝑀

• This equation is called the logistic differential equation.

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Example
Example: Suppose a population of cats in a neighborhood grows
according to a logistic model with initial population of 1000 cats. The area
is estimated to have a carrying capacity of 10,000 cats. If the population
grows to 2,500 cats after one year, what will the population be after 4
years?
(1) Step 1: first, recognize that the equation

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Applications – Exercise

To measure the efficiency of an employee, the learning curve equation is

typically used. The equation is:

𝑑𝑃
=𝑘 𝑀−𝑃 𝑡
𝑑𝑡
Where 𝑃 𝑡 is the performance level of the employee, 𝑘 is a proportionality
constant, and 𝑀 is the employee’s skill ceiling.

If Jim, a factory worker, can process 25 units in his first hour and 45 units
in his second hour, what is the maximum number of unit he can processed
in one hour? Assume 𝑃 0 = 0

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Questions?

The only stupid question is the one that was not

asked.
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