Al al-Bayt University Mathematics department Ordinary Differential Equations 1

Ordinary Differential

Equations (1)

Prof. Husein Mahmoud Jaradat

 Al al-Bayt University Mathematics department Ordinary Differential Equations 1
Chapter 1: Introduction To Differential Equations

Definition: A Differential equation (DE) is an equation that contains the

derivatives of one or more dependent variables with respect to one or more
independent variables.

 If all the derivatives appearing in an equation are ordinary, then the

equation is called an Ordinary DE (ODE).

 If the derivatives are partial derivatives then the equation is called partial
DE (PDE).

For example : (1) y  2 y  sin( x)

(2) yy  y 2  0

Definition: The order of ODE is the highest derivative appearing in the equation.
For the previous examples : (1) of order 2 , (2) of order 3 .

Definition: A general form for an nth order equation with x independent and y
 dependent can be expressed
If all the derivatives asin an equation are ordinary, then the equation is
appearing
F ( x, y, y, y,..., y(n) )  0 or y(n)  f ( x, y, y, y,..., y(n1) ) ......(*) .
called an Ordinary DE (ODE).
independent variables.

Definition: A function
 If the derivatives  ( x) isderivatives
are partial called an explicit
then thesolution to the
equation equation
is called (*)DE
partial on an
 If all the
interval I , ifderivatives
substituting y by inan
appearing ( x)equation are the
will satisfy ordinary, then the equation is
equation.
(PDE).
called an Ordinary DE (ODE).
Example: Show that  ( x)  x 2 ln( x) is a solution of
 If all the derivatives appearing in an equation are ordinary, then the equation is
x2 y  3xy  4 y  0, x  0 .
 Ifcalled an Ordinary
the derivatives DEpartial
are (ODE). derivatives then the equation is called partial DE
(PDE).
Solution:
 If(the
x) derivatives
2 x ln( x)  are
x partial derivatives then the equation is called partial DE
(PDE).
( x)  2ln( x)  3
 L.H .S  x2 (2ln( x)  3)  3x(2 x ln( x)  x)  4 x 2 ln( x)
 2 x2 ln( x)  3x2  6 x2 ln( x)  3x2  4 x2 ln( x)  0  R.H .S

Prof. Husein Mahmoud Jaradat

 Al al-Bayt University Mathematics department Ordinary Differential Equations 1

Definition: A relation G( x, y)  0 is said to be an implicit solution of equation

(*) on an interval I if it defines one or more explicit solution on I.

xy  0
Example: Show that x  y  e is an implicit solution of


1  xe xy
dy
dx 
 1  ye xy  0

Solution: differentiate both sides of x  y  e xy  0 with respect to x.

x  y  e xy  0
dy dy
1   ( y  x )e xy  0
dx dx

 1  xe 
xy dy  1  ye xy  0
dx
Definition: If the ODE has the form
an ( x) y (n)  ...  a ( x) y  a ( x) y  g ( x) ...............(**)
1 0
then it is called linear ODE of order n .

 If g(x)=0 , then the ODE is called homogenous.

 If g(x)≠0 , then the ODE is called non homogenous.

 If the ODE is not on the form (**) , then it is called nonlinear.

Example: State whether the equation is linear or nonlinear, homogenous or

nonhomogeneous:

1) x2 y  (sin( x)) y  y  3 , Linear & nonhomogeneous

2) x2 y  sin( y)  y  0 ,Nonlinear
3) ( y)2  (ln( x)) y  2 y ,Nonlinear

Definition: The nth order DE F ( x, y, y, y,..., y(n) )  0 with n initial

(n1) ( x )  y
conditions y( x )  y , y( x )  y ,..., y , x I is called
0 0 0 1 0 n1 0
Initial value problem (IVP).
Prof. Husein Mahmoud Jaradat
Al al-Bayt University Mathematics department Ordinary Differential Equations 1

Theorem: Consider the IVP

an ( x) y(n)  a ( x) y (n1)  ...  a ( x) y  a ( x) y  g ( x) , subject to I.Cs
n1 1 0
y ( x )  y , y( x )  y ,..., y (n1) ( x )  y , x I
0 0 0 1 0 n1 0
where x , y , y ,..., y are constants.
0 0 1 n1
a ( x) a ( x) a ( x)
If n1 , ..., 1 , 0
g ( x)
and are continuous on I , then the
an ( x) an ( x) an ( x) an ( x)
solution  ( x) of this IVP exists on I and is unique.

Example: Find the largest interval that makes the DE has a unique solution

a y  b y  c y  d , y(0)  3, y(0)  1

(1)
b c d
Solution: y  y  y 
a a a
b c d
, , are continuous everywhere.
a a a
Therefore, the largest open interval the contains the initial point x0  0 is
(, )

(2) ( x2 1) y  ( x 1) y  x, y(0)  1.

 x 1  x
Solution: We write the DE as y     y  . Thus,
2
 x 1  2
x 1
x 1 x
2
,
2 , both are continuous except when x  1 .
x 1 x 1
Now, since the initial condition is at x0  0 , then the largest interval is (1,1)

0
1 1
2ln( x 1)  2
(3) y  y y , y (2)  6, y (2)  y (2)  1
3 ( x  3)(6  2 x)
2ln( x 1)
Solution: is continuous for x 1  0  x  1
3
2
is continuous for x  3
( x  3)(6  2 x)

Therefore, the largest open interval the contains the initial point x0  2 is (1,3)
Prof. Husein Mahmoud Jaradat
Al al-Bayt University Mathematics department Ordinary Differential Equations 1
1
(4) y  (tan 2 x) y  , y(2)  4 .
ln x
sin 2 x
Solution: tan 2 x  is continuous if
cos 2 x
 3 5  3 5
cos 2 x  0  2 x  , , ,...  x  , , ,...
2 2 2 4 4 4
1
is continuous when x  0 and when ln x  0  x  1 .
ln x

From the following diagram, we choose the largest interval the contains the
initial point x0  2 .

3
Hence, the largest interval is (1, )
4 .

 1  1
(5) y     y  , y (1.5)  0 .
 1  ln( x  2)  x  2
1
Solution: is continuous when x  2  0  x  2 and when
1  ln( x  2)
1 ln( x  2)  0  ln( x  2)  1  x  2  e  x  e  2  0.71 .
1
q ( x)  is continuous for x  2  0  x  2
x2

As we can see from the above sketch, and since the initial point is x0  1.5 ,
then the largest interval is (e  2,2) .

Prof. Husein Mahmoud Jaradat

 Al al-Bayt University Mathematics department Ordinary Differential Equations 1
Chapter 2: First Order Differential Equations
1 Separable Equations:
dy
Definition: The general form of a 1st order ODE is  f ( x, y) , If this DE can
dx
be written as h( y)dy  g ( x)dx then the DE is called separable eq.

Remarks:
ln( f ( x))  f ( x)  ln(e f ( x)
1) e )
2) ln( f ( x) g ( x))  ln( f ( x))  ln( g ( x))
f ( x)
3) ln( )  ln( f ( x))  ln( g ( x))
g ( x)
1
4) ln( )   ln( g ( x))
g ( x)

dy
Example: Solve  y2  9
dx
dy
Solution:  dx Separable
y2  9
dy
 2   dx............(1)
y 9
1 1 A B A( y  3)  B( y  3)
LHS :    
y 2  9 ( y  3)( y  3) ( y  3) ( y  3) ( y  3)( y  3)
 1  A( y  3)  B( y  3)
1 1 1 1 1
y  3  B  , y  3 A    
6 6 y 2  9 6( y  3) 6( y  3)
dy dy
back to (1), we get    dx
6( y  3) 6( y  3) 
1 1 1 y 3 y 3
 ln( y  3)  ln( y  3)  x  c  ln  x  c  ln  6( x  c)
6 6 6 y 3 y 3
ln y 3
y 3
e y 3  e6( xc)   de6 x  y  3  de6 x y  3de6 x
y 3
6 x 6 x 3de6 x  3
 y (1  de )  3de  3  y  explicit
1  de6 x

Prof. Husein Mahmoud Jaradat

Al al-Bayt University Mathematics department Ordinary Differential Equations 1

Remarks:
f ( x)
1)  dx  ln f ( x)  c
f ( x)
2)  tan( x) dx   ln cos( x)  c  ln sec( x)  c
3)  cot( x) dx  ln sin( x)  c
dx  tan 1( )  c
1 1 x
4) 
a2  x2 a a

Example: Find an explicit solution of

(4 y  yx2 )dy  (2 x  xy 2 )dx  0, y(0)  1

y x
Solution: y(4  x2 )dy  x(2  y 2 )dx   dy   dx Separable
(2  y 2 ) (4  x 2 )
1 1
 ln 2  y 2  ln 4  x 2  c  ln 2  y 2  ln 4  x 2  d
2 2
ln 2 y2 ln 4 x2 d
e e  2  y 2  A(4  x 2 )  Implicit solution
3 3
Now , y(0)  1  A   y   (4  x2 )  2
4 4
3
But y (0)  1  y   (4  x 2 )  2
4

Example: Is the DE (1  x2  y 2  x2 y 2 )dy  y 2dx separable ?

Solution: (1  x2  y 2 (1  x2 ))dy  y 2dx  (1  x 2 )(1  y 2)dy  y 2dx

1 y2 1
dy  dx Separable
y2 1  x2

x y dy  sin( x)dx
Example: Is the DE e separable ?

sin( x)
Solution: e xe y dy  sin( x)dx  e y dy  dx Separable
ex

Prof. Husein Mahmoud Jaradat

Al al-Bayt University Mathematics department Ordinary Differential Equations 1

2 Linear Equations:

Definition: The general form of a linear 1st order ODE is

dy
 P( x) y  Q( x) ……….(*)
dx

To solve this equation, we multiply both sides of (*) by  ( x)  e

 P( x)dx
which is called an integrating factor of the linear DE (*), we get

dy  P( x)dx
 P( x)e y  Q( x)e
P( x)dx P( x)dx
e
dx
d   P( x)dx   P( x)dx
  ye   Q( x)e
dx  
Integrating this equation, we get

ye   Q( x)e
P( x)dx P( x)dx
dx
1
y  Q( x)  ( x)dx 
 ( x)  

Example: Find an integrating factor of the following linear DE, then solve it
dy 
sin( x)  (cos( x)) y  2 , y( )  0
dx 2
Solution:  ( x)  eln(sin( x))  sin( x)
1 1 2
y    Q( x)  ( x)dx    sin( x)dx
 ( x) sin( x) sin( x)
1
y (2 x  c)
sin( x)
 2x  
y( )  0  c    y 
2 sin( x)

Example: Find an integrating factor of the following linear DE, then solve it
1
y  yx , x0
x
1dx
 1
 P( x)dx   ( x)  e x  eln x  eln x  x1 
1
Solution:  ( x)  e
x
1
y    Q( x)  ( x)dx   x  dx  y  x( x  c)  x 2  cx
 ( x)

Prof. Husein Mahmoud Jaradat

Al al-Bayt University Mathematics department Ordinary Differential Equations 1
Example: Find the continuous solution of
dy 1 , 0  x  1
 y  f ( x), f ( x)   , y (0)  0
dx 0 , x  1
Solution: We solve the problem in two parts:
dy
(1) 0  x 1  y  1  ce x
 y 1
dx
y(0)  0  c  1  y  1  e x
dy
(2) x 1  y0  y  ke x
dx
1  e x , 0  x  1
 y    x

ke , x 1
Now, to be continuous :  1  e1  ke1  k  e  1
1  e x , 0  x 1
 y   x , x 1
(e 1)e


dx
Important remark: If the linear DE can be written as  P ( y ) x  Q( y ) ,
dy
1
then the equation is linear in x , and the solution is x   Q( y) ( y)dy 
 ( y)  

 ( y)  e
P( y)dy
where

dy 1
Example: Solve  ((Not separable, Not linear in y ))
dx x  y 2
dx dx
Solution:  x  y2   x  y2 Linear in x
dy dy
dy
 ( y)  e  e  e y
P( y)dy

x
1 1
  Q( y)  ( y)dy    y  y 2e
 y dy
 ( y) e
 x   y 2  2 y  2  ce
y

dy 1
HW: Solve  , y(1)  0
dx x  3 y  2

Prof. Husein Mahmoud Jaradat

Al al-Bayt University Mathematics department Ordinary Differential Equations 1

3 Exact Equations:

Definition Consider the DE: M ( x, y)dx  N ( x, y)dy  0 ……….(*)

And suppose M(x,y) and N(x,y) are functions with continuous 1st partial
derivatives for a  x  b & c  y  d , Then we call equation (*) an Exact
equation iff M y  N x .

To solve the exact DE (*) :

Step 1: We let u(x,y)=c be the solution of eq (*)
Step 2: We let ux  M and u y  N
Step3: u   ux dx   M dx  h( x, y)  g ( y) .....(**)
Step 4 : We find u y from (**)  u y  hy  g ( y) .....(***)
Step (5) : From step (2) N  hy  g ( y) and find g ( y) , and finally we
find g(y) to get the solution

Example: Solve 2 xy dx  ( x2 1) dy  0 ((separable, linear and exact))

Solution: M y  2 x , N x  2 x  exact
Let u(x,y)=c be the solution.
Let ux  M  2xy and u y  N  x2 1
 u  x2 y  g ( y)
2
Now , u y  x  g ( y )  g( y)  1  g ( y)   y
 u  x2 y  y
c
So , the solution is x2 y  y  c  y 
x2 1

dy xy 2  cos( x)sin( x)
Example: Solve  , y(0)  2
dx 2
y(1  x )
Solution:  xy2  cos( x)sin( x) dx   y(1 x2) dy  0
M N
M y  2 xy , N x  2 xy  exact
Let u(x,y)=c be the solution.

Prof. Husein Mahmoud Jaradat

 Al al-Bayt University Mathematics department Ordinary Differential Equations 1

Let ux  M  xy2  cos( x)sin( x) and u y  N   y(1  x2 )   y  yx 2

 y 2 y 2 x2
u   u y dy    g ( x)
2 2
u x  xy 2  g ( x)  xy 2  cos( x)sin( x)  g ( x)   cos( x)sin( x)
1  y 2 y 2 x2 1 2
 g ( x)    cos( x)sin( x)dx   sin 2 ( x)  u    sin ( x)
2 2 2 2
1 2 2 1 2 1
So, the solution is x y  sin ( x)  y 2  c
2 2 2
1 2 2 1 2 1
Now, y(0)= -̶ 2 c  2  x y  sin ( x)  y 2  2
2 2 2
2
Or y 2 ( x2 1)  sin 2 ( x)  4  y   sin ( x)  4 since y(0)  2
x2 1

Example: Find the value of k so that the DE

 y3  kxy4  2x  dx  3xy2  20x2 y3  dy  0 is exact

  
Solution: Exact iff M y  N x  3 y 2  4kxy3  3 y 2  40 xy3  k  10 
Example: Determine the function M(x,y) so that the DE
 x
M ( x, y ) dx   sec2 ( y )   dy  0 is exact
 y
1 1
Solution: Exact iff M y  N x  M y    M ( x, y)    dy   ln( y)  g ( x)
y y
Remark: Any separable DE is also exact.

Definition: If the DE M ( x, y)dx  N ( x, y)dy  0 .……(1) is not exact, but the

equation  ( x, y) M ( x, y)dx   ( x, y) N ( x, y)dy  0 ……….(2) is exact, then the
function  ( x, y) is called an integrating factor of eq. (1).

Example: Show that  ( x, y)  xy 2 is an integrating factor for

 
 2 y  6 x  dx  3x  4 x2 y 1 dy  0 , then solve it.
Solution:  2xy3  6x2 y2  dx  3x2 y2  4x3y  dy  0
M N
M y  6 xy 2 12 x2 y  N x  exact.
Solving, we get u  x2 y3  2 x3 y 2  x2 y3  2x3 y 2  c is the solution .
Prof. Husein Mahmoud Jaradat
Al al-Bayt University Mathematics department Ordinary Differential Equations 1
Special Integrating Factor:

M y  Nx
(1) If is continuous and depends only on x (function of x only),
N
M y Nx
 dx
then  ( x)  e N is an integrating factor for the DE.

Nx M y
(2) If is continuous and depends only on y (function of y only),
M
N x M y
 dy
then  ( y)  e M is an integrating factor for the DE.

Example: Find the integrating factor for the following DEs:

1)  x  y  dx   x ln( x)  dy  0

M y  Nx 1  ln x 1 1
Solution:   (function of x only), then
N x ln( x) x
M y Nx 1ln x1 1
 dx  x ln( x) dx  x dx ln( x) 1
 ( x)  e N e e e 
x

2)  y3 cos(x)  y  dx   y2 sin(x)  x  y  dy  0
Nx  M y y 2 cos( x) 1  3 y 2 cos( x) 1 2( y 2 cos( x) 1) 2
Solution:   
M y3 cos( x)  y y( y 2 cos( x) 1) y

N x M y y2 cos( x)13 y2 cos( x)1 dy

 dy 
 ( y)  e M e
y3cos( x) y

2( y2 cos( x)1) dy

 2
2 cos( x)1)  y dy
 e2ln y 
y ( y 1
e e
y2

Example: If e x is an integrating factor for the DE  x  y  dx  g ( x) dy  0 ,

find g(x).

Solution: e x is an integrating factor  e x  x  y  dx  g ( x) e x dy  0 is exact

 g ( x)e x  g ( x)e x  e x  g ( x)  g ( x)  1 (linear )  g ( x)  1  ce x
Prof. Husein Mahmoud Jaradat
Al al-Bayt University Mathematics department Ordinary Differential Equations 1
[4] The Substitution

[a] Homogenous equation:

dy
Definition: If the function f(x,y) in the DE  f ( x, y) can be expressed
dx
y x
as a function of or , then the DE is called homogeneous.
x y

y
To solve this equation we substitute u 
x
dy du
 y  xu  ux which will transform into a separable equation.
dx dx

Remark: If all the exponents in the numerator and denominator are equal then
the equation is homogeneous.

Example: Is the DE is homogeneous ? why?

(1)  xy  y2  x2  dy  x2 dx  0
x2
dy x2  x2 dy x2 1
     √
dx xy  y 2  x2  x2 dx xy y 2 x2 ( y )  ( y )2  1
  x x
x2 x2 x2
dy 3x  2 y
(2)  Not homogenous.
dx x2  y 2

dy x2  y 2  3
(3)  Not homogenous.
dx xy  y 2  x2
y y y
( ) ( )
 y dx   x  xy  dy  0 
dy y x x x
(4)     √
dx x  xy x xy xy y
 1 1 ( )
x x x2 x

dy y  ln( y)  ln( x)  1 dy y  y
(5)     ln( )  1 √
dx x dx x  x 
Prof. Husein Mahmoud Jaradat
Al al-Bayt University Mathematics department Ordinary Differential Equations 1
y
dy
Example: Solve x  y  xe , y (1)  1
x
dx
dy y ( xy )
Solution:  ( )e
dx x

y dy du
Let u   y  xu  ux
x dx dx

du
 ux  u  eu  xdu  eu dx
dx

 eu du  dx    eu  ln x  c  eu   ln x  c

1
x
y
 u  ln   ln x  c     ln   ln x  c 
x

 y   x ln   ln x  c 

Now, y(1)  1  1   ln  c   1  ln  c   e1  c

 
y   x ln  ln( x)  e1 
x dy   x sec( )  y  dx
y
Example: Solve
 x 

dy y y
Solution:  sec( ) 
dx x x

y dy du
Let u   y  xu  u x
x dx dx
du
 u  x  sec(u )  u  xdu  sec(u )dx
dx

du

dx
 cos udu 
dx
  sin(u )  ln | x | c
sec(u ) x x
 sin( )  ln | x | c   sin1  ln | x | c 
y y
x x
 y  x sin 1  ln | x | c 

Prof. Husein Mahmoud Jaradat

Al al-Bayt University Mathematics department Ordinary Differential Equations 1
dy x  3 y
Example: Solve 
dx 3x  y
 x
 3 
y
1  3  
y
x   
)    
dy x x x
Solution: (
x dx 3  x    y
3   
y
 x  
   x  x
y dy du
Let u   y  xu  ux
x dx dx
du 1  3u du 1  3u
u x  x  u
dx 3  u dx 3  u
du 1  3u  3u  u 2 du 1  u 2 3 u dx
x  x   du 
dx 3 u dx 3  u 1 u2 x
3 u 1 3u
 du   dx..........(*) , now we use partial fractional to find  du
1 u 2 x 1 u 2
3 u 3 u A B A(1  u)  B(1  u)
   
1  u 2 (1  u)(1  u) (1  u) (1  u) (1  u)(1  u)
u  1  A  2, u  1  B  1
3u 2 1
  du   du   du  2ln |1  u |  ln |1  u | . Back to (*), we get
1 u 2 1  u 1  u
2ln |1 u |  ln |1 u | ln | x | c
y y
  2ln |1 |  ln |1 | ln | x | c
x x
[b] Miscellaneous problem:

dy
Consider the DE  f (ax  by  c) , a, b  0
dx

To solve this equation we use the substitution u  ax  by  c

du dy dy 1 du a
  ab   
dx dx dx b dx b
to reduce the equation into a separable equation.

Remarks:
(1) tan 2 ( x)  1  sec2 ( x)

(2) cot 2 ( x)  1  csc2 ( x)

1 1
(3) cos2 ( x)   cos(2 x)
2 2

1 1
(4) sin 2 ( x)   cos(2 x)
2 2
Prof. Husein Mahmoud Jaradat
Al al-Bayt University Mathematics department Ordinary Differential Equations 1
dy
Example: Solve  tan 2 ( x  y)
dx

du dy dy du
Solution: Let u  x y 
 1   1
dx dx dx dx
du du du du
 1 tan 2 (u)   tan 2 (u)  1   sec2 (u)   dx
dx dx dx sec2 (u)
1 1  1 1
  cos2 (u) du   dx     cos(2u )  du   dx  u  sin(2u )  x  c
2 2  2 4
1 1
 ( x  y)  sin(2( x  y))  x  c
2 4

 1  e y x5
dy
Example: Solve
dx
du dy dy du
Solution: Let u  y  x  5   1   1
dx dx dx dx
du du u
  1  1  eu  e
dx dx
 du  eu dx  eu du  dx    eu  x  c  eu   x  c
 u  ln   x  c   u   ln   x  c   y  x  5   ln   x  c 
 y  x  5  ln   x  c 

[c] Bernoulli's equation:

dy
Definition: The DE  P( x) y  Q( x) y n , n  , n  0,1 is called
dx
Bernoulli's equation.

Remark: If n= 0 or 1 , then the DE is linear.

Now, to solve this DE for n≠0,1 , we let u  y1n

 (1  n) y n
du dy
So,
dx dx
 (1  n) y n  Q( x) y n  P( x) y 
du

dx

du
dx 
 (1  n) Q( x)  P( x) y1n 
du
  (1  n)  Q( x)  P( x)u 
dx
du
  (1  n) P( x)u  (1  n)Q( x) which is a linear equation.
dx
Prof. Husein Mahmoud Jaradat
 Al al-Bayt University Mathematics department Ordinary Differential Equations 1
dy 1
Example: Solve  y  xy 2
dx x

Solution: n=2, (1-n)=-1 Let u  y 1

du 1
  u   x (linear)
dx x
 1 dx 1 1
 ( x)  e  x  eln x  eln x 
x
1
u  x  ( x)dx  x   x  c    x2  cx
x
1
   x2  cx
y
1 1
 y 
 x2  cx cx  x2

1 3
dy
Example: Solve y2  y 2  1 , y(0)  4
dx

dy 1
Solution: y y 2 ,
dx
3
1 3
So, n   , 1 n  Let u  y 2
2 2
du 3 3
  u (linear)
dx 2 2
3 3x
 ( x)  e
 2
dx
 e2
3  3  3 x
1 3 2x 1  2x 
u e dx  e  c   1  ce 2
3x  2 3 x  
e 2 e 2  
3 3 x
 y 2  1  ce 2

Now,
3 1
0
y(0)  4  (4) 2  1  ce  (64) 2  1  c  8  1  c  c  7

3 3 x
 y  1  7e 2
2
Prof. Husein Mahmoud Jaradat
Al al-Bayt University Mathematics department Ordinary Differential Equations 1
dy a1x  b1y  c1
[d] Consider the DE 
dx a x  b y  c
2 2 2

a b
1 1
If c2  c 2  0 (i.e. not both zero) and  0 then we use the
1 2 a b
2 2
substitution u  a x  b y or u  a x  b y , and this will reduce the equation into
2 2 1 1
a separable equation.

dy 1  x  y
Example: Solve 
dx x y

 1 1
Solution: c2  c 2  0 and 0
1 2 1 1
du dy dy du
Let u  x  y   1   1
dx dx dx dx
du 1  u du 1 du 1 u 2 x2
  1   1  1    udu  dx   udu   dx   c
dx u dx u dx u 2 2
( x  y )2 x 2
  c
2 2

Prof. Husein Mahmoud Jaradat

Al al-Bayt University Mathematics department Ordinary Differential Equations 1
Applications of First Order Differential Equations:
Orthogonal family of curves:
Orthogonal trajectories:

A one-parameter family of curve F(x,y,c)=0 may also be represented by a 1st

order DE by differentiating the equation of the family then eliminate the
parameter (if the parameter does not eliminate by the differentiation).

Example: Find the DE of the family of curves x2  y 2  c2

dy dy  x
Solution: Differentiate : 2x  2 y 0  
dx dx y

Example: Find the DE of the family of curves (c  x) y 2  x3

dy x3
Solution: Differentiate (c  x)(2 y)  y 2  3x2 , but (c  x) 
dx y2
 x3  dy y(3x2  y 2 )
  (2 y ) dy  y 2  3x 2  
 y2  dx dx 2 x3
 

Definition: Two curves are said to be orthogonal iff the tangent lines at their
point of intersection are perpendicular.

Definition: Two families of curves are said to be orthogonal iff every curve of
one family is orthogonal to every curve of the other family. Such families are
called orthogonal trajectories of each other.

* To find the orthogonal trajectories of a given family F(x,y,c)=0 we produce as

follows:

Step 1: Find the ODE of F(x,y,c)=0 .

dy dx
Step 2: Replace by  , then give the DE of the orthogonal trajectories.
dx dy
Step 3: Solve the ODE in step 2.

Prof. Husein Mahmoud Jaradat

Al al-Bayt University Mathematics department Ordinary Differential Equations 1
Example: Find the orthogonal trajectories of the following:
(1) x2  y 2  c2
dy dy  x
Solution: step1: DE of the family : 2 x  2 y 0  
dx dx y
dy dx dx  x
step2: replace by  :   
dx dy dy y
dy dx
step3: solve (2)    ln( y)  ln( x)  c   y  bx
y x
(2) y  cx3
dy dy  y  2 3y
Solution: step1:  3cx2   3   x 
dx dx 3
x  x
dx 3 y
step2:  
dy x
dx 3 y
stpe3: solving :    3 ydy   xdx  x2  3 y 2  k
dy x
2
(3) x  cey

dy y2 x  dy y2 dy 1
Solution: step1: 1  2cy e  1 2 e  
dx  y2  dx dx 2 xy
e 
dx 1
step2:     2 xy dx  dy
dy 2 xy
dy   x2  c  ln y  y  k e x2
step3:  2 x dx 
y
2y  0
Example: Find the member orthogonal trajectories for 4 y  x2  1  c e
that passes through the point (1,0) .
dy dy
Solution: step1: 4  2 x  2c e2 y 0
dx dx
dy  4 y  x 2  1  2 y dy dy x
4  2x  2  e 0  
dx  e2 y  dx dx 4 y  x2  1
 

step2: 
dx

x
 
 2
dy  4 y  x  1 
dy 4
 y x
1
dy 4 y  x 2  1 dx x dx x x
4 dx

step3: ((linear))  ( x)  e x
4
 e4ln x  eln x  x 4
1 1 1 x 4 x6 1 x2 c
y  x4 (  x)dx  (   c)   
x4 x x4 4 6 4 6 x4
1 1 x2 1
But y(0)=1 c  y  
12 4 6 12 x 4
Prof. Husein Mahmoud Jaradat
Al al-Bayt University Mathematics department Ordinary Differential Equations 1
Second-order equation reducible to first-order:
(1) y – missing:

To solve the 2nd – order equation: f ( x, y, y)  0 ………(1)

we substitute u  y , thus u  y , and so equation (1) becomes
f ( x, u, u)  0 , which is a 1st order DE.

Example: Solve y  1  ( y)2

Solution: Let u  y u  y

du du
 u  1  u 2   1 u2   dx ((separable))
dx 1 u2
tan 1(u)  x  c  u  tan( x  c )
1 1
dy
 tan( x  c )  y   ln |cos( x  c ) |  c
dx 1 1 2

Example: Solve xy  y  x( y)2

Solution: Let u  y u  y

1
 xu  u  xu 2  u  u  u 2 ((Bernoulli))
x
Let z  u 1 
dz 1
 z  1 ((linear))
dx x
1 dx

 ( x)  e x  eln x  x
1 1  x2 1 c  x2  2c
z    xdx  ( c )   x 1  1
x x 2 1 2 x 2x
2
 x  2c
Now, u 1  1  u  2x
2x 2c  x2
1
dy 2x
   y   ln | 2c  x2 | c
dx 2c  x 2 1 2
1

Prof. Husein Mahmoud Jaradat

Al al-Bayt University Mathematics department Ordinary Differential Equations 1
(2) x – missing:

To solve the 2nd – order equation: f ( y , y , y )  0 ………(2)

dy dy
we substitute  u ( y) , thus y  u( y)  u u , and so equation (2)
dx dx
becomes f ( y ,u ( y ),u ( y ))  0 which is a 1st order DE.

Example: Solve y  2 y( y)3  0 (( x missing ))

Solution: Let y  u( y)  y  uu

uu  2 yu3  0  u  2 yu 2
 2 yu 2   du   2 y dy  u 1  y 2  c
du 1
dy u2 1
1 dy 1 y3
u     ( y 2  c )dy   dx  c y  xc
y2  c dx y 2  c 1 3 1 2
1 1

Example: Solve y y  ( y)2  y y (( x missing ))

Solution: Let y  u( y)  y  uu

1
 yuu  u 2  yu  u  u  1 ((linear))
y
1
 y dy ln y
 ( y)  e e y
1 1 y2 1 c y 2  2c
u( y)   ydy  (  c )  y  1  1
y y 2 1 2 y 2y
2
dy y  2c1 2y
So,    dy   dx  ln | y 2  2c | x  c
dx 2y 2
y  2c 1 2
1
 y 2  2c  be x
1

Prof. Husein Mahmoud Jaradat

Al al-Bayt University Mathematics department Ordinary Differential Equations 1
Chapter 4: Higher order Differential Equations:

Preliminary Theory:

Definition: A set of functions f ( x), f ( x),..., f n ( x) are said to be linearly

1 2
dependent on [a,b] if  a constants c1, c2 ,..., cn not all zeros such that
c f  c f  ...  cn f n  0  x  [a, b] . Otherwise, they called linearly
1 1 2 2
independent.

Remarks:
(1) f & f are linearly dependent iff  a constant c such that f c f
1 2 2 1
.
(2) f1, f 2 ,..., f n are linearly dependent iff
 a constants c , c ,..., cn such that f m  c f  ...  c f c f  ...  cn f n
1 2 11 m1 m1 m1 m1

Example:
(1) If f  e x & f  e x2 , then f  e x2  e2 e x  e2 f
1 2 2 c 1
Linearly dependent.

(2) f  0, f  1, f  x, f  x 2
1 2 3 4
Now, c f  c f  c f  c f  0  c  0   c 1  c
11 2 2 3 3 4 4 1 2 3  4
x  c x2  0  
Choose c  c  c  0 & c  1 ((not all zeros)) Linearly dependent.
2 3 4 1
(3) f  1, f  x, f  x 2
1 2 3
Now, c f  c f  c f  0  c 1  c  x   c x 2  0
11 2 2 3 3 1 2 3  
Note that, the only solution when c  c  c  0 ((all zeros)) Linearly
1 2 3
independent.

(4) f  1, f  tan 2 ( x), f  sec2 ( x)

1 2 3
Now, c f  c f  c f  0  c 1  c
11 2 2 3 3 1 2   
tan 2 ( x)  c sec2 ( x)  0
3 
Choose c  1, c  1 & c  1 ((not all zeros)) Linearly dependent.
1 2 3

Recall that : 1  tan 2 ( x)  sec2 ( x)

Prof. Husein Mahmoud Jaradat
Al al-Bayt University Mathematics department Ordinary Differential Equations 1

Definition: Suppose that f ( x), f ( x),..., f n ( x) has at least ( n ̶ 1)

1 2
derivatives. The Wronskian of these functions is given by
f f ... fn
1 2
f f  ... f n
W  f ( x), f ( x),..., f n ( x)   1 2
 1 2 

f (n1) f (n1) ... f n(n1)

1 2

Theorem: If W  f , f ,..., f n  ( x)  0 for at least at one point in I , then

 1 2 
f , f ,..., f n are linearly independent.
1 2

Remark: If W  f , f ,..., f n  ( x)  0 , then f1, f 2 ,..., f n need not to be linearly

 1 2 
dependent.

Theorem: If y1, y2 ,..., yn are n solutions of

an ( x) y (n)  ...  a ( x) y  a ( x) y  0 then W  y , y ,..., yn  ( x)  0 iff

1 0  1 2 
y , y ,..., yn are linearly independent.
1 2

Example: If f ( x)  e
mx & f ( x)  enx . Show that f & f are linearly
1 2 1 2
dependent if m  n .
mx nx emx enx (mn) x (n  m)
Solution: W  e , e    e
memx nenx

So W e
mx , enx  (0)  1 1  n  m  0 Linearly independent.
 m n
x x 2 x
Example: Show that e , xe , x e are linearly independent.
ex xe x x2 e x
 x x 2 x x xe x  e x ( x 2  2 x) e x
Solution: W  e , xe , x e   e
ex ( x  2)e x ( x2  4 x  2) e x

Prof. Husein Mahmoud Jaradat

Al al-Bayt University Mathematics department Ordinary Differential Equations 1
1 0 0
 W  e x , xe x , x 2 e x  (0)  1 1 0  1(2  0)  2  0 Linearly
 
1 2 2
independent.

Theorem (Super position principle) : If y1, y2 ,..., y

k are solutions of the
(n)  ...  a ( x) y  a ( x) y  0
homogeneous nth order linear DE an ( x) y , then
1 0
y  c y  c y  ...  c y is also a solution, where c , c ,..., c are
1 1 2 2 k k 1 2 k
constants.

Definition: Any set of n linearly independent solutions of a homogeneous

linear nth order DE on I is called a fundamental set of solutions on I .

Definition: If y1, y2 ,..., y are a fundamental set of solution of the

k
(n)  ...  a ( x) y  a ( x) y  0
homogeneous nth order linear DE an ( x) y , then the
1 0
general solution of this equation is given by y g  c1 y1  c2 y2  ...  cn yn

Theorem : If y1, y2 are solutions of the DE y  p( x) y  q( x) y  0 , where

 p( x) dx
p(x) and q(x) are continuous on I , then W  y , y  ( x)  c e  ,
 1 2
c is a constant.

Example: If y1, y2 are linearly independent solutions of

xy  2 y  xe x y  0 , and if W  y , y  (1)  2 , find W  y , y  (5) .

 1 2  1 2
2 2
Solution: y  y  e x y  0 p ( x)  .
x x
  2
 c e2ln( x) 
 p ( x ) dx dx c
So, W  y1, y2  ( x)  c e c e x .
x2
Now, W  y , y  (1)  2  c  2 .
 1 2
2 2
Thus, W  y1, y2  ( x)   W  y , y  (5)  .
x2  1 2 25
Prof. Husein Mahmoud Jaradat
Al al-Bayt University Mathematics department Ordinary Differential Equations 1
Reduction of order:

Consider y  p( x) y  q( x) y  0 ..............(1)

Let y1( x) be a solution for eq. (1). We want to find a 2nd linearly
independent solution function by letting y2 ( x)  y1( x) v( x) , this will implies
  p( x) dx
that y ( x)  y ( x)  e
dx .
 
2 1 2
y
1

Example: Find the general solution of ( x 1) y  (2x  3) y  ( x  2) y  0 , given

that y ( x)  e x .
1

(2 x  3) 1
Solution: p ( x)   2  .
x 1 x 1
  p( x) dx   (2 1 ) dx
 e e x1  e2 xln( x1)  ( x  1)e2 x

x ( x  1)e2 x ( x  1)2 x
So , y2 ( x)  e  2 x
dx  e
e 2
x ( x  1)2 x
Thus, the general solution is y g  c1y1  c2 y2  c1 e  c2 e .
2
sin( x)
Example: Given that y1( x)  is a solution for the DE
x
1
x2 y  xy  ( x2  ) y  0, x  0 . Find the 2nd linearly independent solution.
4

 p( x) dx  1
x dx  eln( x) 
1
Solution: e e
x
sin( x) 1 sin( x) 2
So , y2 ( x)   2
dx   csc ( x) dx
x  sin( x)  x
x 
 x 


sin( x)  cos( x)
 ( cot( x)) 
x x

Prof. Husein Mahmoud Jaradat

Al al-Bayt University Mathematics department Ordinary Differential Equations 1
Homogeneous Linear equation with constant coefficients:
Consider the homogeneous nth order linear DE
an y(n)  a y(n1)  ...  a y  a y  0 ..............(1) ,
n1 1 0
where a0 , a1,..., an  .
To solve this equation we substitute y ( x)  emx , so
( n)
y( x)  m e mx , y ( x )  m 2 e mx , ... , y ( x)  m n e mx .
 anmn emx  a mn1 emx  ...  a memx  a emx  0  emx
n1 1 0
 anmn  a mn1  ...  a m  a  0 ..............(2)
n1 1 0
and this equation is called auxiliary or characteristic equation of DE.

There is 3 – cases of solution to eq. (1).

Case 1: :
Distinct real roots: If the roots of eq. (2) m1 , m2 ,..., mn are
real distinct, then the fundamental solutions to eq. (1) are
m x m x m x
y ( x)  e 1 , y ( x)  e 2 , ..., y ( x)  e n ,
1 2 n
and the general solution is
mx m x m x
y g  c y  c y  ...  cn yn  c e 1  c e 2  ...  cne n
1 1 2 2 1 2

Example: Solve the following DE

(1) 2 y  5 y  3 y  0 .
1
Solution: Let y ( x)  emx  2m2  5m  3  0  (2m  1)(m  3)  0  m   ,3
1,2 2
 1x 3x
Thus, the fundamental solutions are y1( x)  e 2 , y2 ( x)  e ,

 1x
and the general solution is y g  c y  c y  c e 2  c e3x .
11 2 2 1 2
(2) 2 y 11y  5 y  0 .
1
Solution: 2m3 11m2  5m  0  m(2m 1)(m  5)  0  m  0, m  , m  5
1 2 2 3
1
x
Thus, the fundamental solutions are y1( x)  1, y2 ( x)  e 2 , y ( x)  e5 x
3
1x
5x
So , the general solution is y g  c1  c2 e 2  c3 e .

Prof. Husein Mahmoud Jaradat

Al al-Bayt University Mathematics department Ordinary Differential Equations 1
Example: If the general solution of a homogeneous linear DE with constant
coefficients is y g  c1  c2 e  c e x . Find the DE.
3x
3
Solution: m  0,3, 1  the auxiliary equation is m(m  3)(m 1)  0
1,2,3
m3  2m2  3m  0  The DE is y  2 y  3 y  0

Case 2:
: Repeated roots: If the auxiliary equation has a root m of
multiplicity r , then the fundamental solutions are
m x m x m x
y ( x)  e 1 , y ( x)  xe 2 , ..., y ( x)  x r  1e n .
1 2 r

Example: Solve the following DE y  3 y  2 y  0

Solution: m3  3m2  2  0 . Now, ̶ 1 is a root, then (m  1) is a factor.

So, m3  3m  2  (m 1)(m2  m  2)  (m  1)(m  1)(m  2)  0
 m  1, m  1, m  2 , then the fundamental solutions are
1 2 3
y ( x)  e x , y ( x)  xe x , y ( x)  e2 x
1 2 3
 x  c x e  x  c e2 x
So , the general solution is yg  c1 e 2 3 .

2 x
Example: If x e is a solution of a linear homogeneous third order DE with
constant coefficients. Find the DE.

Solution: Since x 2e x is a solution, then 1 is a root of multiplicity 3

 m  1, m  1, m  1
1 2 3
So the auxiliary equation is (m 1)(m 1)(m 1)  0  m3  3m2  3m 1  0
Then, the DE is y  3 y  3 y  y  0 .

Example: Determine the linear homogeneous DE with constant coefficients

having the general solution y g  c  c x  c e2 x .
1 2 3

Solution: m  0, m  0, m  2 .
1 2 3
Then, the auxiliary equation is m2 (m  2)  0  m3  2m2  0
So, the DE is y  2 y  0

Prof. Husein Mahmoud Jaradat

Al al-Bayt University Mathematics department Ordinary Differential Equations 1

Case 3: Complex roots: 1  i , a complex number has the form a  bi .

:
If the auxiliary equation has complex roots    i , then the fundamental
solutions are y ( x)  e x cos( x), y ( x)  e x sin( x) .
1 2
Example: Solve the following DE
(1) y  4 y  0
Solution: Let y ( x)  emx  m2  4  0  m2  4  m   4  m   2i
Thus, the fundamental solutions are y1  cos(2 x), y2  sin(2 x) .
So, the general solution is yg  c1 cos(2x)  c2 sin(2x )

(2) y(4)  y(3)  y  0

1 3
Solution: m4  m3  m2  0  m2 (m2  m  1)  0  m  0,0,   i
2 2
So, the general solution is
1 1
x 3   x 3
y c c xc e 2 cos( x)  c e 2 sin( x)
g 1 2 3 2 4 2

(3) y(4)  8 y  16 y  0

Solution: m4  8m2  16  0  (m2  4) 2  0  m   2i , m   2i
1,2 3,4
So, the general solution is
y  c cos(2x)  c sin(2x)  c x cos(2x)  c x sin(2x)
g 1 2 3 4

Example: Determine the linear homogeneous DE with constant coefficients

having 10 cos(4 x) as a solutions .
Solution: m   2i , then the auxiliary equation is (m  4i)(m  4i)  m2 16  0
1,2
So, the DE is y 16 y  0

Example: Determine the linear homogeneous DE with constant coefficients

having e2 x sin(3x) as a solutions .
Solution: m1,2  2  3i , then the auxiliary equation is

(m  (2  3i))(m  (2  3i))  m2  2m  3im  2m  4  6i  3im  6i  9i 2  m2  4m 13  0 .

So, the DE is y  4 y 13 y  0

Prof. Husein Mahmoud Jaradat

Al al-Bayt University Mathematics department Ordinary Differential Equations 1
The Cauchy – Euler equation:
Definition: Any DE of the form
an x n y (n)  a x n1 y (n1)  ...  a x y  a y  g ( x) , x  0
n1 1 0
Where an , a ,..., a are constants is called a Cauchy – Euler equation.
n1 0

Now, consider the homogeneous equation ( when g(x) = 0 ), suppose y  x m

is a solution, then
y  m xm1 , y  m(m 1) xm2 , ... , y(n)  m (m 1)(m  2)...(m  (n 1)) xmn
Thus, an m (m 1)(m  2)...(m  (n 1))  ...  a m(m 1)  a m  a  0 ......(*)
2 1 0
Eq. (*) is called the characteristic or auxiliary equation of the C-E equation.
We have the following cases for the roots of eq. (*) :

Case 1: Distinct real roots: If the roots of eq.(*) 1 2

m , m ,..., mn are
: distinct, then the fundamental solutions are
m m m
y ( x)  x 1, y ( x)  x 2 , ..., yn ( x)  x n ,
1 2
and the general solution is
m m m
y g  c y  c y  ...  cn yn  c x 1  c x 2  ...  cn x n
1 1 2 2 1 2

Example: Solve   
x 2 y  2 y .

Solution: x2 y  2 xy  2 y  0 Let y  x m

m(m 1)  2m  2  0  m2  m  2  0  (m  2)(m 1)  0  m1  1, m2   2 .
Thus, the fundamental solutions are y ( x)  x, y ( x)  x 2
1 2
and the general solution is y g  c y  c y  c x  c x 2 .
1 1 2 2 1 2

Repeated roots: If m1  m 2  ...  m r , then the fundamental

Case 2:
: solutions are
m m m 2 m r 1
y ( x)  x 1, y ( x)  x 1 ln( x), y ( x)  x 1  ln( x)  , ..., yr ( x)  x 1  ln( x) 
1 2 3
1
Example: Solve 4 xy  8 y 
y  0 , x  0.
x
1 1
Solution: 4m(m 1)  8m  1  0  4m2  4m  1  0  (2m  1) 2  0  m1,2  ,
2 2
Thus, the fundamental solutions are y ( x)  x 1/2 , y ( x)  x 1/2 ln( x)
1 2
and the general solution is yg  c1y1  c2 y2  c1 x
1/2  c x1/2 ln( x) .
2
Prof. Husein Mahmoud Jaradat
Al al-Bayt University Mathematics department Ordinary Differential Equations 1
Complex roots: If m    i , then
Case 3:
: y  x cos( ln( x)), y  x sin( ln( x)) .
1 2

Example: Solve x3 y  5x2 y  7 xy  8 y  0 , x  0

Sol: Let y  x m m(m 1)(m  2)  5m(m 1)  7m  8  0  m3  2m2  4m  8  0
m= ̶ 2 is root, then (m+2) is a factor and m3  2m2  4m  8  (m  2)(m2  4)  0
 m  2,  2i
Thus, the fundamental solutions a
y  x 2 , y  cos(2 ln( x)), y  sin(2 ln( x)) .
1 2 3
c
So, the general solution is g
y  1  c cos(2 ln( x))  c sin(2 ln( x)) .
x2 2 3

Example: Given that x, x 3 are the solutions of C-E equation of order 2. Find
the DE.

Solution: The roots of the auxiliary equation are 1 , ̶ 3.

Thus, the auxiliary equation is (m 1)(m  3)  0  m2  2m  3  0
(( We subtract and add m ))

m2  m  2m  m  3  0  m2  m  3m  3  0  m(m 1)  3m  3  0
Then, the DE is x2 y  3xy  3 y  0

Prof. Husein Mahmoud Jaradat