Lec 3 Math

Engineering Mathematics I Lecture 3: Ordinary Differential Equations Prof. Dr.
Emad Al-Hemiary
Second Year, First Semester 2021-2022
Basic Concepts
A differential equation is an equation involving an unknown function and its derivatives
Ordinary Differential Equation (ODE)
A differential equation where the unknown function depends on one independent variable.
Partial Differential Equation (PDE)
A differential equation where the unknown function depends on two or more independent
variables
Example 3.1: The following are differential equations involving unknown function 𝑦
𝑑𝑦
= 5𝑥 + 4
𝑑𝑥
𝑦
𝑑2𝑦 𝑑𝑦 2
𝑒 + 2( ) = 1 𝑂𝐷𝐸
𝑑𝑥 2 𝑑𝑥
𝑑3𝑦 𝑑2𝑦
4 3 + sin 𝑥 2 + 3𝑥𝑦 = 0}
𝑑𝑥 𝑑𝑥
𝜕 2𝑦 𝜕 2𝑦
− 4 = 0} 𝑃𝐷𝐸
𝜕𝑡 2 𝜕𝑥 2
The order of a differential equation is the order of the highest derivative appearing in the
equation.
In example 3.1, equation 1 is first-order, equation 2 is second-order, while equation 3 is third-
order.
Notation:
The following notations are used interchangeable:
𝑑𝑦 𝑑2 𝑦 𝑑4 𝑦 𝑑𝑛 𝑦
𝑦 ′ → 𝑑𝑥 , 𝑦 ′′ → 𝑑𝑥 2 , 𝑦 (4) → 𝑑𝑥 4 , …, 𝑦 (𝑛) → 𝑑𝑥 𝑛
Solution of a differential equation:

A solution of a differential equation in the unknown function 𝑦 and the independent variable 𝑥
on the interval ℐ, is a function 𝑦(𝑥) that satisfies the differential equation identically for all 𝑥 in
ℐ.
Example 3.2:
Is 𝑦(𝑥) = 𝑐1 sin 2𝑥 + 𝑐2 cos 2𝑥 where 𝑐1 and 𝑐2 are arbitrary constants, a solution of 𝑦 ′′ + 4𝑦 = 0?
1
Engineering Mathematics I Lecture 3: Ordinary Differential Equations Prof. Dr. Emad Al-Hemiary
Solution:
Differentiating 𝑦(𝑥):
𝑦 ′ = 2𝑐1 cos 2𝑥 − 2𝑐2 sin 2𝑥
𝑦 ′′ = −4𝑐1 sin 2𝑥 − 4𝑐2 cos 2𝑥
Hence:
𝑦 ′′ + 4𝑦 = (−4𝑐1 sin 2𝑥 − 4𝑐2 cos 2𝑥) + 4(𝑐1 sin 2𝑥 + 𝑐2 cos 2𝑥)
= −4𝑐1 sin 2𝑥 − 4𝑐2 cos 2𝑥 + 4𝑐1 sin 2𝑥 + 4𝑐2 cos 2𝑥 = 0
Thus, 𝑦(𝑥) = 𝑐1 sin 2𝑥 + 𝑐2 cos 2𝑥 satisfies the differential equation for all values of 𝑥 and is a
solution on the interval (−∞, ∞).
Differential equations may have:

• infinitely many solutions
• no solution
• exactly one solution
A particular solution of a differential equation is any one solution. The general solution of a
differential equation is the set of all solutions.
Example 3.3:
1) 𝑦 ′′ + 4𝑦 = 0 has a general solution given by 𝑦(𝑥) = 𝑐1 sin 2𝑥 + 𝑐2 cos 2𝑥. That is, every
particular solution of the differential equation has this general form.
2) A few particular solutions are: (a) 𝑦 = 5 𝑠𝑖𝑛 2𝑥 − 3 𝑐𝑜𝑠 2𝑥 (choose 𝑐1 = 5 and 𝑐2 = −3),
(b) 𝑦 = 𝑠𝑖𝑛 2𝑥 (choose 𝑐1 = 1 and 𝑐2 = 0), and (c)𝑦 = 0 (choose 𝑐1 = 𝑐2 = 0).
3) (𝑦 ′ )4 + 𝑦 2 = 0 has only one solution 𝑦 ≡ 0.
4) The general solution of a differential equation cannot always be expressed by a single
formula. As an example consider the differential equation 𝑦 ′ + 𝑦 2 = 0, which has two
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particular solutions 𝑦 = 𝑥 𝑎𝑛𝑑 𝑦 ≡ 0.
Initial Value and Boundary Value Problems
• A differential equation along with subsidiary conditions on the unknown function and its
derivatives, all given at the same value of the independent variable, constitutes an
initial-value problem. The subsidiary conditions are initial conditions.
• If the subsidiary conditions are given at more than one value of the independent
variable, the problem is a boundary-value problem, and the conditions are boundary
conditions.
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Example 3.4:
• The problem 𝑦 ′′ + 2𝑦 ′ = 𝑒 𝑥 ; 𝑦(𝜋) = 1, 𝑦 ′ (𝜋) = 2 is an initial value problem because the
two subsidiary conditions are both given at 𝑥 = 𝜋.
• The problem 𝑦 ′′ + 2𝑦 ′ = 𝑒 𝑥 ; 𝑦(0) = 1, 𝑦(1) = 1 is a boundary value problem because the
two subsidiary conditions are both given at different values 𝑥 = 0 𝑎𝑛𝑑 𝑥 = 1.
A solution to an initial-value or boundary-value problem is a function 𝑦(𝑥) that

both solves the differential equation and satisfies all given subsidiary conditions.
Example 3.5
Determine the order, unknown function, and the independent variable in each of the following
differential equations:
(a) 𝑦 ′′′ − 5𝑥𝑦 ′ = 𝑒 𝑥 + 1 (b) 𝑡𝑦̈ + 𝑡 2 𝑦̇ − (sin 𝑡)√𝑦 = 𝑡 2 − 𝑡 + 1

5
𝜕2𝑡 𝜕𝑡 𝑑4 𝑏 𝜕𝑏 10
(c) 𝑠 2 𝜕𝑠2 + 𝑠𝑡 𝜕𝑠 = 𝑠 (d) 5 (𝑑𝑝4) + 7 (𝜕𝑝) + 𝑏7 − 𝑏5 = 𝑝
Solution:
(a) Third-order, because the highest-order derivative is the third. The unknown function is
𝑦; the independent variable is 𝑥.
(b) Second-order, because the highest-order derivative is the second. The unknown function
is 𝑦; the independent variable is 𝑡.
(c) Second-order, because the highest-order derivative is the second. The unknown function
is t; the independent variable is 𝑠.
(d) Fourth-order, because the highest-order derivative is the fourth. Raising derivatives to
various powers does not alter the number of derivatives involved. The unknown function
is 𝑏; the independent variable is 𝑝.
Example 3.6
Determine whether 𝑦(𝑥) = 2𝑒 −𝑥 + 𝑥𝑒 −𝑥 is a solution of 𝑦" + 2𝑦′ + 𝑦 = 0.
Solution:
𝑑
𝑦′ = (2𝑒 −𝑥 + 𝑥𝑒 −𝑥 ) = −2𝑒 −𝑥 + (−𝑥𝑒 −𝑥 + 𝑒 −𝑥 ) = −2𝑒 −𝑥 − 𝑥𝑒 −𝑥 + 𝑒 −𝑥
𝑑𝑥
𝑑2 𝑑
𝑦 ′′ = 2
(2𝑒 −𝑥 + 𝑥𝑒 −𝑥 ) = (−2𝑒 −𝑥 − 𝑥𝑒 −𝑥 + 𝑒 −𝑥 ) = 2𝑒 −𝑥 − (−𝑥𝑒 −𝑥 + 𝑒 −𝑥 ) − 𝑒 −𝑥 = 𝑥𝑒 −𝑥
𝑑𝑥 𝑑𝑥
Thus:
𝑦" + 2𝑦′ + 𝑦 = 0
𝑥𝑒 −𝑥 + 2(−2𝑒 −𝑥 − 𝑥𝑒 −𝑥 + 𝑒 −𝑥 ) + 2𝑒 −𝑥 + 𝑥𝑒 −𝑥 = 4𝑒 −𝑥 − 4𝑒 −𝑥 + 2𝑥𝑒 −𝑥 − 2𝑥𝑒 −𝑥 = 0
Thus, 𝑦(𝑥) is a solution.

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Example 3.7
Is 𝑦(𝑥) = 1 a solution of 𝑦 ′′ + 2𝑦 ′ + 𝑦 = 𝑥?
Solution:
Since 𝑦 ′ = 0 and 𝑦 ′′ = 0, then 0 + 2(0) + 1 = 𝑥 → 1 ≠ 𝑥. Thus 𝑦(𝑥) = 1 is not a solution.
Example 3.8
1
Show that 𝑦 = (𝑥 2−1) is a solution of 𝑦 ′ + 2𝑥𝑦 2 = 0 on ℐ = (−1,1) but not on any larger interval
containing ℐ.
Solution:
1 −2𝑥
On the interval ℐ = (−1,1), 𝑦 = (𝑥 2−1) and its derivative 𝑦 ′ = (𝑥 2 −1)2 are well-defined functions.
Substituting these values into the differential equation, we have:
−2𝑥 1
𝑦 ′ + 2𝑥𝑦 2 = + 2𝑥 [ 2 ]=0
(𝑥 2− 1) 2 (𝑥 − 1)
1
Thus 𝑦 = (𝑥 2−1) is a solution in ℐ = (−1,1).
1
Note: however, that (𝑥 2 −1) is not defined at 𝑥 = ±1 and therefore could not be a solution on
any interval containing either of these two points.
Example 3.9
Find the solution to the initial-value problem 𝑦 ′ + 𝑦 = 0; 𝑦(3) = 2, if the general solution to the
differential equation is known to be 𝑦(𝑥) = 𝑐1 𝑒 −𝑥 , where 𝑐1 is an arbitrary constant.
Solution:
Since 𝑦(𝑥) = 𝑐1 𝑒 −𝑥 is a solution to the general initial-value problem 𝑦 ′ + 𝑦 = 0; 𝑦(3) = 2, then:
2
𝑦(3) = 2 = 𝑐1 𝑒 −3 → 𝑐1 = 𝑒 −3 = 2𝑒 3 .
Therefore, we obtain: 𝑦(𝑥) = 2𝑒 3 𝑒 −𝑥 = 2𝑒 3−𝑥 as the solution of the initial-value problem.
Example 3.10
Find a solution to the initial-value problem 𝑦 ′′ + 4𝑦 = 0; 𝑦(0) = 0, 𝑦 ′ (0) = 1, if the general
solution to the differential equation is known to be 𝑦(𝑥) = 𝑐1 sin 2𝑥 + 𝑐2 cos 2𝑥.
4
Solution:
We proceed the same way:
𝑦(𝑥) = 𝑐1 sin 2𝑥 + 𝑐2 cos 2𝑥 → 𝑦(0) = 0 = 𝑐1 sin(0) + 𝑐2 cos(0) → 𝑐2 = 0
1
𝑦 ′ = 2𝑐1 cos 2𝑥 − 2𝑐2 sin 2𝑥 → 𝑦 ′ (0) = 2𝑐1 cos(0) − 2𝑐2 sin(0) → 1 = 2𝑐1 → 𝑐1 =
2
Thus:
1
𝑦(𝑥) = 2 sin 2𝑥 is a solution of the initial-value problem 𝑦 ′′ + 4𝑦 = 0
Classification of First Order ODE
Standard Form and Differential Form

𝑦 ′ = 𝑓(𝑥, 𝑦) 𝑆𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑓𝑜𝑟𝑚
𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 𝐷𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑙 𝑓𝑜𝑟𝑚
Differential form can be obtained since the right-hand size of the standard form be written as
a quotient of two other functions 𝑀(𝑥, 𝑦) and −𝑁(𝑥, 𝑦).
Linear Equations
If 𝑓(𝑥, 𝑦) can be written as:
𝑓(𝑥, 𝑦) = −𝑝(𝑥)𝑦 + 𝑞(𝑥)
The differential equation is linear. First-order linear differential equations can always be
expressed as:
𝑦 ′ + 𝑝(𝑥)𝑦 = 𝑞(𝑥)
Bernoulli Equations
A Bernoulli differential equation is an equation of the form:
𝑦 ′ + 𝑝(𝑥)𝑦 = 𝑞(𝑥)𝑦 𝑛
where 𝑛 denotes a real number. When 𝑛 = 1 or 𝑛 = 0. A Bernoulli equation reduces to a linear
equation.
Homogeneous Equations
A differential equation in standard form is homogeneous if:
𝑓(𝑡𝑥, 𝑡𝑦) = 𝑓(𝑥, 𝑦)
for every real number 𝑡.
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Separable Equations:
Consider a differential equation in differential form. If 𝑀 is a function of 𝑥 only and 𝑁 is a
function of 𝑦 only then the ODE is separable.
Exact Equations:
A differential equation in differential form is exact if:
𝜕𝑀(𝑥, 𝑦) 𝜕𝑁(𝑥, 𝑦)
=
𝜕𝑦 𝜕𝑥
Mathematical Modeling
Mathematical models can be thought of as equations.
Example:
𝑉 = 𝐼𝑅 models the voltage drop (measured in volts) across a resistor (measured in ohms), where
𝐼 is the current (measured in amperes).
Modeling Cycle:
Mathematical
Model
Real Mathematical
World Interpretation/ Solution
Communication

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Engineering Mathematics I Lecture 3: Ordinary Differential Equations Prof. Dr.

Solution of a differential equation:

Differential equations may have:

Initial Value and Boundary Value Problems

A solution to an initial-value or boundary-value problem is a function 𝑦(𝑥) that

(a) 𝑦 ′′′ − 5𝑥𝑦 ′ = 𝑒 𝑥 + 1 (b) 𝑡𝑦̈ + 𝑡 2 𝑦̇ − (sin 𝑡)√𝑦 = 𝑡 2 − 𝑡 + 1

Thus, 𝑦(𝑥) is a solution.

Therefore, we obtain: 𝑦(𝑥) = 2𝑒 3 𝑒 −𝑥 = 2𝑒 3−𝑥 as the solution of the initial-value problem.

Classification of First Order ODE

Standard Form and Differential Form

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