Applied Mathematics III (Math 2042)

(Advanced Engineering Mathematics)

By: Gemechu B.

Chapter One:
Ordinary Differential Equations
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 Chapter 1: Ordinary Differential Equations (ODE)
Introduction - Basic Concepts
• Derivative is about a rate of change
• Many practical problems undertake changes
For instance: dp
p '(t ) 
1. Instantaneous rate of change of population is: dt
dy
2. Instantaneous rate change of position, velocity, is y '( t ) 
dt
3. Instantaneous rate of change of velocity, acceleration, is 2
d y
y ''(t )  2
dt
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Ordinary Differential Equation (ODE) is an equation
relating a dependent variable and its ordinary
derivatives to its independent variable.

That is, a ODE is an equation containing one or more

ordinary derivatives.

Notation: We will represent a dependent variable by y

and independent variable by x. y = y(x) and
2
dy d y
y' , y ''  2
, ...
dx dx

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 The order of a differential equation is the order of the highest
derivative that appears in the equation.
Thus, a first order ODE of y(x) is an equation involving x, y and y
: F(x, y, y) = 0
Example: y ' + 2xy = x.
• And, a second order ODE is F(x, y, y, y ) = 0
Example:
y '' 2 y ' y  e x

•A solution of a given ODE, over an interval I, is a function y =

(x), that satisfies the equation for all x I.

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Examples:

1. Consider y'  2y =0.

• You can check that y = e2x is a solution of the DE.

• In fact, y = ce2x, for any c R is solution of the equation.

2. Consider y + 4y =0.

y = sin(2x) is a solution.

Also, y = cos(2x) is a solution. In fact, y = c1sin(2x)+

c2cos(2x), for any c1,c2 R is solution of the equation.

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 Solution of some simple differential equations, say, of
the form y' = f(x), can be obtained by directly applying
integration (indefinite integral).
Examples: 1. y' - 6x = 0
 y' = 6x (Apply dx to both sides)
 y = 3x2 + c, for any cR,
2. y" - 6x = 0 . Let v= y.
 v' = 6x  v = 3x2 + c1, for any c1R
 y = x3 + c1x + c2, for any c1, c2  R,

i.e., y = 3x2 + c1 (Apply again dx to both sides)

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• In general, solution of n-order ODE involves n
arbitrary constants, called general solution.
• For example, for the above ODEs,

The general solution of y' - 6x =0 is

 y = 3x2 + c, for any cR.
And, the general solution of y" - 6x = 0 is
y = x3 + c1x + c2, for any c1, c2  R,

 The general solution to a differential equation is:

 the most general form that the solution can take
 doesn’t take any initial conditions into account
 unique for that differential equation.

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• If the value of y(x) (and its derivatives ) is specified at
some point (say, y(0) =), then this value is called the
Initial Condition (IC).

• DE together with IC is called initial value problem (IVP).

• First order IVP: We need only one IC, say at x=0.

F( x, y, y ) = 0 ( DE )
y(0) = α. ( IC )

• Second order IVP: we need two IC , say at x=0:

F( x, y, y', y" ) = 0
y(0) = α, y' (0) = β.
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9
• A solution of an IVP must be a solution of the DE that also
satisfies the initial conditions.

- Such solution of an IVP is known as particular solution of

the IVP.

• Particular solution of an IVP is determined from the general

solution of the DE by fixing involving constants so as the
ICs are fulfilled.

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10
Examples:
1. Consider the following IVP: y'  6x =0, y(0)=2

General solution of the DE: y = 3x2 + c

Then, y(0)=2  2= 3(02) + c  c=2.
Hence, particular solution of the IVP
y = 3x2 + 2
2. Consider the IVP: y"  6x = 0, y(0) = 1, y' (0) = 2

The general solution is:

y = x3 + c1x + c2, we get c1=2 and c2=1.

Hence, particular solution of the IVP is

y = x3 + 2x + 1.
04-Jun-22 Gemechu B. 11
 1) First order ODE
• General form of first order ODE: y'  f ( x , y )
• Equivalently, this can be written as:

M(x,y)dx + N(x,y) dy = 0

1.1. Separable DE
• A first order ODE is said to be separable if it can be written as

y '  g ( x )h( y )

• Such ODE can be solved by applying integral directly.

That is, its general solution is given by:

∫M(x)dx + ∫N(y)dy = 0
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 Example 1:
y ' 2 xy  2 x, y (0)  3
dy
  2 x (1  y )
dx
dy
  2 xdx
1 y
dy
  1  y   2 xdx
 ln|1  y |  x  c
2

x2
 y  Ce 1, C  R , is g en . so l.
Then, y (0)  3  C  1  3  C  4
x2
 y  4e 1, is p art. so l.
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 Exercise 1:
Transform each of the following ODE into separable
form and find its general solution.

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 1.2. Homogenous First Order ODE
• A first order ode is homogeneous if it has the form
y x y
y' f ( ) Example: y '  s in ( )
x y x
• That is, y and x does not appear separately, but in combination as a
ratio y/x or x/y.
• Such homogenous equation can be transformed into separable
DE using the following substitution:

y dz
z  . i.e., y  xz and y'  z  x
x dx
y dz
• So, y '  f ( )  z  x  f (z)
x dx
1 1 ( x & z are
 dz  dx
separated ) f ( z)  z x
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 y2
• Example 3: xy '   y
x
2
 y y
 y'    (Homogeneous)
 x x
So, putting y = zx and y = zx + z, the DE becomes
zx + z = z2 + z or zx = z2
1 1
 2
dz  dx   1z  ln | x |  c
z x
or, z  1
ln| x| c

• Hence, general solution is:

 x
y  ln| x| c
04-Jun-22 Gemechu B. 17
-Also if y = f(ax+by), then the substitution z = ax+by
changes it to separate form.
Example: y = (x+y)2 (Let z = x+y )

Exercise 2: Rewrite each of the following DE in the

form of homogeneous equation and solve.
a. Find the particular solution of

b. Find the general solution of:

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 1.3. Exact DE
• A first order ode, M(x,y)dx + N(x,y)dy = 0,
is exact if there is a function u(x,y) s.t.

u u
 M and N (1)
x y
• Such function u(x,y) is called potential of the DE
• If so, then u(x,y) = c is its general solution. (c any constant)
• In this case, a potential function u(x,y) can be
obtained from the two equations in (1).

• Note: An ode, written as above, is exact if

M N
 (Test for exactness)
y x
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Example 3:
3x 2 y + 2xy + ( x3 + x2 + 2y ) y' = 0
 (3x 2 y + 2xy) dx + ( x3 + x2 + 2y ) dy = 0
M(x,y) N(x,y)

M N
and,  3x  2 x 
2
 Exact .
y x
• Next, find a potential function u = u(x,y) from:
u
(1 )  M (x, y )  3 x 2 y  2 xy
x
u
(2 )  N (x , y )  x 3  x 2  2 y
y
 u ( x, y)  x3 y  x2 y  y 2

 x y  x y  y  c,
3 2 2
c  R.
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Caution! A potential u(x,y) itself is not a solution of its exact
DE; but, the general solution the DE is given
implicitly by the equation
u(x,y)= c, for cR.

Exercise 3:
Consider the following IVP:

𝟐
𝟐

(a) Show that the DE is exact.

(b) Find the potential of the DE.
(c) Determine the particular solution of the IVP.
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 1.4. Integrating Factor
• Suppose a given de
M(x,y)dx + N(x,y)dy = 0, (1)
is not exact.
• If there is a non-zero function μ = μ(x,y) such that
μ M dx + μ N dy = 0, (2)
is exact, then μ is called integrating factor of (1).
• If so, a solution of (2) is a solution of also (1).
• Note that μ is an integrating factor of (1) iff:
(  M ) ( N )

y x
1     M N
  N M    (3)
  x y  y x
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Special cases for integrating factor:
1) An integrating factor μ = μ(x), function of x
alone, exists only if:
1  M N 
   : p ( x )
N  y x 
is a function of x alone. In this case, (3) yields
 ( x)  e  p ( x ) dx
,
is an integrating factor of (1).

1  M N 
2) Similarly, if     : h( y ) , function of y
M  y x  alone, then

 h( y)dy
( y)  e
is an integrating factor of (1)
04-Jun-22 Gemechu B. 25
Gemechu B.
 Example 2: Consider the de

( x + 3x 3 sin y ) dx + ( x 4cos y ) dy= 0.

Then, M(x,y) N(x,y)

M N
y
= 3x 3 cos y ≠ = 4x 3 cos y . So, Not Exact.
x

But,
1 (  M   N ) =  x 3 cos y = 1/x
N y x x 4 cos y

Therefore, (x)  e  (1/ x)dx  ln x

e  1/ x
is an integrating factor of the de.
So, multiplying the de by 1/x, we get exact de :

( 1+ 3x 2 sin y ) dx + ( x 3 cos y ) dy= 0.

Solving this, we get the general solution of the DE :
x + x 3sin y = c , for any cR.
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Exercise 4:
Determine integrating factor and find the general
solution of the following DEs:

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 1.5. Linear ODE of first order
• Form of first order linear de: y ' p( x) y  r ( x)
• This can be rewritten as
[ p ( x) y  r ( x) ]dx  dy  0
M(x,y) N(x,y) = 1
 M = p(x) ≠ N =0
Then, Thus, Not Exact.
y x

But, 1(M  N )
N y x
= p(x)

• Hence, always exists an integrating factor of function x alone

which is given by:

 p ( x )dx
 ( x)  e
04-Jun-22 Gemechu B. 29
 • Thus, for every first order linear ode of the form
y ' p( x) y  r ( x)
an integrating factor is  ( x )  e  p ( x )dx
And its general solution given by:
1 
y c   r ( x )  ( x ) dx 
 ( x)  

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 1.6. Bernoulli Equations
• First order DE of the form
y ' p ( x ) y  r ( x ) y ,
n
n  0,1.

is called Bernoulli equation.

• The substitution z = y1n transforms Bernoulli

equation into first order linear ODE.

• Details - Reading Assignment!

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Exercise 5 (Review Exercise)
1. Find the general solution of
(a) (x2y2 + x2)dx  dy = 0
(b) y + 3x2y = x2
(c) y' + 2xy = xy2
2. Find the particular solution of the following IVP
y
(a) y '  , y (2)  1
x y
(b) y ' 1
x
y  3 x 2 y 3 , y (1)  1
2
(c) (3xy  y 2 )dx  ( x 2  xy)dy  0, y(1)  1
(d) y'2y  2e( x), y(0)  3
Assignment 1: First Order ODE
Exercises 1 to 5.

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