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CHAPTER 7: ORDINARY DIFFERENTIAL EQUATIONS

A Differential Equation is an equation involving independent variables, dependent variables and

their derivatives. Ordinary Differential Equations (ODE) have only one independent variable,
whereas Partial Differential Equations (PDE) have two or more.

The general form of Ordinary Differential Equation is

F ( x, y, y ', y ",..., y ( n ) ) 0

(1)

In this equation x is an independent variable, whereas y is a dependent variable to be found.

For example, a very simple differential equation is

dy
x2
dx

Example:
For each of the following differential equations, state which variable is dependent and which is
independent
a.

d 2 y dy

x
dx 2 dx

b.

dx
5
xt
dt

c. RC

dvc
vc Vs ; R, C, Vs are constant
dt

The order of a differential equation is the degree of the highest derivative that occurs in the
equation.

Example:
a.
b.
c.

cos x

dy
3 x 2 y x e3 x 0
dx

x y '' sin x y ' e xy arctan x

3xy (4) y '' ln y

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The solution of a differential equation can be obtained when an expression for y in terms of x
that can be substituted into the equation to make both sides equal. Note that a solution is an
expression of the dependent variable in terms of the independent variable.

General and particular solutions

The most general solution to the differential equation normally contains one or more arbitrary
constants.

Example:
Function y C1 sin 2 x C2 cos 2 x is a solution to the equation

d2y
4 y 0 . Indeed substituting
dx 2

y C1 sin 2 x C2 cos 2 x into equation we obtain

(C1 sin 2 x C2 cos 2 x) '' 4 y 0
(2C1 cos 2 x 2C2 sin 2 x) ' 4 y 0
(4C1 sin 2 x 4C2 cos 2 x) 4(C1 sin 2 x C2 cos 2 x) 0
4C1 sin 2 x 4C2 cos 2 x 4C1 sin 2 x 4C2 cos 2 x 0
00

True identity.

The solution y C1 sin 2 x C2 cos 2 x contains two arbitrary constants C1 and C2 .

The General Solution to an ODE is the most general solution containing arbitrary constants.

The Particular Solution is obtained from general solution when we assign particular numerical
values to arbitrary constants.
Thus, function y C1 sin 2 x C2 cos 2 x is a general solution to the equation

d2y
4y 0 .
dx 2

Giving arbitrary constants numerical values, say, C1 2 and C2 3 , we obtain a particular

solution y 2sin 2 x 3cos 2 x .

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Example:
1. Show that y 5e 2 x is a solution of the equation

2. Show that y e x is not a solution of

d 2 y dy

2y
dx 2 dx

dy
2y
dx

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Equations of the form y ( n ) f ( x) .

The solution to this equation is obtained by repeatedly integrating function f ( x).

Example:
Solve equation

dy
x 1 .
dx

Solution:
The general solution is obtained by integrating f ( x) x 1 .
3

1
2

( x 1) 2
2( x 1) x 1
x 1dx ( x 1) dx
C
C ,
3
3
2

where C is an arbitrary constant.

Example:
Solve equation y '' sin 3 x.

Solution:
Integrating once we obtain
1
y ' sin 3 xdx cos 3 x C1 , where C1 is an arbitrary constant.
3

Integrating again we have

1
1
y cos 3 x C1dx sin 3 x C1 x C2 , C1 and C2 are arbitrary constants.
3
9

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Example:
Solve equation y ' x sin 3 x.

Solution:
Integrating
by parts

x u, dx du

cos 3x
1
1
cos 3 x
y x sin 3xdx sin 3 xdx dv x

dx x cos 3x cos 3 xdx
3
3
3
3

cos 3 x
v

1
1
x cos 3x sin 3x C.
3
9

Example:
Obtain the general solution of the equation
1.

dy
cos x sin x
dx

2.

d2y
5e 2 x
dx 2

3.

d2y
sin
d 2

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Separable equations

A separable DE is an equation of the form

dy
f ( x) g ( y )
dx

(2)

Example:
1.

dy
x2 y3
dx

3.

dy
ln x sec y
dx

2.

dy
y 2 sin x
dx

4.

dy
y
1

y
dx x 1 x 1

Rearranging terms of this equation we may present it in a form

dy
f x dx
gy

(3)

To find the general solution of this equation we integrate both parts of (3).

g y dy f x dx
Example:
Rewrite each equation in

g y dy f x dx form

1.

dy
x2 y3
dx

4.

dz
te z
dt

2.

dy
y 2 sin x
dx

5.

dv v 2

dr r 2

3.

dy
ln x sec y
dx

6. y

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dy
3x 7
dx

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Example:
dy y
.
dx x

Find general solution to the equation

Solution:

dy dx

y
x

We present this equation in the form

Integrating both parts of the equation, we obtain

dy
dx

y
x

ln | y | ln | x | C

| y | eln| x| C
| y | eC | x |
y eC x
Denoting eC by C1 , we finally obtain the general solution

y C1 x , C1 0.

Example:
dy
xy y .
dx

Find general solution to the equation

Solution:

dy
y ( x 1)
dx

We transform this equation to separate variables

dy
( x 1)dx
y
Integrating we get

dy
( x 1)dx
y

ln | y |

Solving for y, we have

x2
xC
2
y e

x2
x C
2

y e e
C

Denoting e by C1 , we obtain the general solution

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x2
x
2

y C1e

x2
x
2

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Remark: In the solution above C1 eC and thus C1 0 . However y 0 is also a solution to

the equation in example. Hence, we can drop the requirement C1 0 and the general
2

x
x
dy
xy y is y C1e 2 , where C1 is arbitrary constant.
solution to the equation
dx

Example:
1. Solve the first-order equation

dy
3 ye x by separation of variables
dx

2. Use the method of separation variables to solve the differential equation

a.

dy 3x 2

dx
y

b.

dy cos x

dx sin 2 y

3. When an object such as a mass vibrating on a spring, or a pendulum oscillating under the
action of gravity, moves in simple harmonic motion its velocity v satisfies a differential
equation of the form
v

dv
k 2 x
dx

Where x is displacement and k is a constant. Solve the equation.

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Explicit and implicit solutions to ODE

In all previous examples we were able after integrating to express required solution explicitly as
y f ( x). In some cases it may be extremely difficult or even impossible.

Example:
Find general solution to the equation

dy y xy

.
dx x xy

Solution:
Separating variables, we present the equation in the form
y 1
x 1
dy
dx
y
x
Integrating both parts, we obtain

y 1
x 1
dy
dx
y
x
1

1 y dy 1 x dx
y ln | y | x ln | x | C

ln

y
x yC
x
y
eC e x y
x
y C1 xe x y

The last equation cannot be solved for y algebraically, and present the solution implicitly.

A solution given in implicit form is also called a general integral of an ODE.

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Boundary and initial conditions

General solution to a differential equation generates infinitely many particular solutions. They
are obtained by giving arbitrary constants in the general solution particular numerical values.
Quite often, a particular application calls for a solution of a differential equation satisfying some
additional conditions. These conditions specify particular values for a solution and its derivatives
at given values of independent variable. These conditions are called boundary conditions. In the
special case in which all boundary conditions are given at the same value of independent
variable, the boundary conditions are called initial conditions. To find the solution to an ODE,
satisfying boundary or initial conditions is to solve boundary-value or initial-value
problem.

Example:

Solve the initial value problem for the ODE

dy
y 2 e3x ; y (0) 1 .
dx

Solution:
dy
e3 x dx
2
y

First, we separate the variables

Integrating both sides of this equality, we obtain:

dy

e3 x dx

1 1 3x
e C
y 3

3
e C
3x

Substituting initial conditions into this general solution, we have:

1

3
e C

3
1 C

1 C 3
C2

Thus the solution to the differential equation

y

dy
y 2 e3x satisfying initial conditions y (0) 1 is
dx

3
.
e 2
3x

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Example:
Solve the initial value problem for the ODE xy 2 y ' y 1;

y (3e 2 ) 2 .

Solution:
First, we separate the variables

y2
dx
dy
y 1
x
To find general integral, we integrate both sides of this equality

y2
dx
dy
y 1
x

Using long division, we transform this equality into:

1

y 1 y 1 dy

dx
x

After integrating, we obtain general integral for the differential equation

1 2
y y ln | y 1| ln | x | C
2

Substituting initial conditions into this equality, we find the value for the constant C.
1 2
2 2 ln | 2 1| ln | 3e 2 | C
2
ln 3 ln 3 2 C
2C 0
C 2

Thus the solution to the initial value problem is

1 2
y y ln | y 1| ln | x | 2
2

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Example:
Solve the initial value problem for the ODE y '' 6 x 2; y '(1) 2, y (1) 5.

Solution:
Integrating both sides of this equality, we obtain:
y ' 3 x 2 2 x C1

(*)

From the initial conditions we have that y ' 2 when x = 1. Hence

2 3 12 2 1 C1

C1 1
So, y ' 3 x 2 2 x 1 . Integrating once more, we obtain
y x 3 x 2 x C2

(**)

Using condition that y 5 when x = 1, we have

5 1 1 1 2
2 4
Therefore, the solution to initial value problem is y x3 x 2 x 4 .

Example:
Show that xt 2e3t is a solution of the initial value problem
dx
2 x 2e3t , x0 2
dt

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Example:
Find the particular solution of

dx 2
t that satisfies the condition x3 0
dt

Example:
The differential equation describing the head, h, of liquid in a tank was obtained
A

dh
kh
dt

Solve this differential equation given that at t = 0 the head of liquid is h0. A and k are constants.

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ASSIGNMENT
1.

Find the general solution or general integral for the ODE.

a.
b.
c.

2.

3.

4.

5.

3y '

4x
y2

d.

xy ' y y 2

e.

x sin y y ' cos y

f.

x
2 y2 1
y'
y
x 1

y xy ' 0

e x y y ' 3x

Solve the following differential equations with the given initial or boundary conditions.
a.

y ' 3 x 2 ( y 2);

b.

2 yy ' e x y ;

c.

d2y
3
sin 2 x; y '(0) ,
2
dx
2

d.

y '' 24t 2 6t 4;

y (2) 8

y (4) 2
y (0) 4.

y '(0) 2,

y (1) 5.

Solve the equation

a.

dy e x

dx
y

b.

dy
3 x 2e y subject to the condition y 0 1
dx

Find the general solution of the following equations:

a.

dy
3
dx

b.

dy 6 sin x

dx
y

Find the general solution of the following equations:

a.

dy
kx
dx

e.

b.

dy
ky
dx

f.

x2

c.

dy
y2
dx

g.

dx t 4

dt x5

d.

dy
x2
dx
dy
2 y 2 yx
dx

dy
sin x
dx

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6.

7.

Find the general solution of the following

a.

dx
xt
dt

b.

dy x

dx y

c.

d.

dx x 2 1

dt
t

dx
tan x
dt

Find the general solutions of the equation

dx
t x 2 . Hence, find the particular
dt

solution that satisfies the condition x0 5 .

8.

The equation iR L

di
E where R, L and E are constants arises in electrical circuit
dt

theory. This equation can be solved by separation of variables. Find the solution that
satisfies the condition i 0 0 .

9.

Find the particular solution of y ' ' ' 0 given that y 0 3 , y ' 1 4 and y" 2 6 .

10.

Show that y x x

11.

Solve the ordinary differential equation (ODE) :

12.

Solve the ODE with initial condition:

13.

Find the particular solution of the differential equation x

3
2

is a solution to 4 x 2 y"12 xy '3 y 0 , y 4

1
3
and y ' 4
8
64

dx
5 x 3 for xt .
dt

dy
7 y 2 x3 for y 2 3
dx
dy
y y 1 given y = 2 when
dx

x = 1.

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