Differential

Nouman
2023

Differential Equations, Lecture 1

We are gonna see how we reduce an equation.

ax2 + bx + c = 0 (1)

1 Introduction to D.Eq
An equation containing the derivativs of one or more dependant variables with respect to
one or more independent variables is called a differential equation. The variables which are
not derivatives are called independent variables and the variables which are derivatives are
called dependent variables. The independent variables are usually denoted by x and the
dependent variables is said to be a differential equation. For example:
dy
+ y = 2x (2)
dx
(1 independent variable)
dy dt
+ = 3x (3)
dx dx
(1 independent variables)
The factor in denominator is independent variable.

2 Classification of D.Eq
Differential equations can be classified into two types:

1. Ordinary differential equations

2. Partial differential equations

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2.1 Ordinary Differential Equations
An ordinary differential equation contains only ordinary derivatives of one or more dependent
variables with respect to a single independent variables. The independent variables are
usually denoted by x and the dependent variables are denoted by y.

2.2 Partial Differential Equations

If an equations partial derivates of one more dependant variables with respect to two or more
independent variabls, it is called a partial differential equation. The independent variables
are usually denoted by x and y and the dependent variables are denoted by z.
dy
+ 5y = ex
dx
(Ordinary Differential Equation)

d2 y dy
− + 6y = 0
dx2 dx
(Partial Differential Equation)
dx dy
+ = 2x + y
dt dt
(Ordinary Differential Equation)
d2 u du
2
+2 =0
dx dy
(Partial Differential Equation)

2.2.1 Partial Derivative

z = x2 + y 2 + 2xy (4)
∂z
= 2x + 0 + 2y (5)
∂x
∂z
= 0 + 2y + 2x (6)
∂y

2.3 Order of Differential Equation

The order of a differential equation is the highest order of the derivative in the equation.
For example, the order of the equation (4) is 2. The order of the equation (6) is 2.

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2.4 Degree of Differential Equation
The degree of a differential equation is the greatest exponent (power) of the highest order
derivate that appears in equation.

d3 y d2 y dy
3
+ 4 2
+ 5 + 3y = cosx (7)
dx dx dx
(Order 3, degree 1)
2 3
dy dy
2
+ xy 3 = 0 (8)
dx dx
(Order 2, degree 1)

2.5 Linear Equation

A differential Equation is said to be Linear if it can be written in the form

dn y dn−1 y
an (x) + a n−1
(x) + .... (9)
dxn dxn−1
dy
a1 (x) + a0 (x)y = g(x) (10)
dx
The dependant variable y and all its derivate are of the first degree i.e the power of each
term invovling y is one.
Each coeffiient depends on only the vairable x or function of x only. No product of y and
its derivative occur.

2.6 Examples

d2 y dy
+ 4 = cosx (11)
dx2 dx
(Linear Equation)
3 2
dy 2d y dy
x3 3
+ x 2
+ 3x + y = ex (12)
dx dx dx
(Linear Equation)
2
dy
2
+ y2 = 0 (13)
dx
(Non-Linear Equation)
3
dy dy
3
+x = ey (14)
dx dx
(Non-Linear Equation)

(6th 3Mar, 2023)

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3 Initial Value Problem
An initial value problem is an ordinary D.Eq together with an initial condition which specifies
the value of unknown function at a given pointin the domain.
Alternatively, an initial value problem is where we want to find a solution of some D.Eq
that satisfies an initial value y(xo ) = yo

dy
= x2 + 2x (15)
dx
3x2
y = x3 /3 + +c (16)
2

verification of a solution

dy √ 1
= x y; y = x4 (17)
dx 16

1 4
y= x (18)
16
dy 1
= 4x3 = x3 /4 (19)
dx 16
dy
= x3 /4 (20)
dx
R.H.S

r
1 4
=x x (21)
16
x.x2
= (22)
4
1 3
= x (23)
4

1 4 dy √
y= x is a solution of =x y (24)
16 dx

Trivial Solution
A solution of D.Eq that is identically zero on Interval I is said to be trivial solution. exp.
dy √
dx
− x y = 0; y = 0 is a trivial solution of the equation.

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 When y = 0:
dy √
−x y =0 (25)
dx
dy √
=x y (26)
dx
dy
=0 (27)
dx
0=0 (28)

Implicit and Explicit Solution

A solution in which the dependent variable is expressed in terms of the independent variables
and constants is called an explicit solution.
example:
dy 1
= x4 (29)
dx 16
dy √
are explicit solutions of dx
=x y

1
y= (30)
x
are explicit solutions of xy ′ + y = 0

Implicit Solution of D.Eq

A relation G(x,y) = 0 is said to be an implicit solution of an ordinary Differential equation

F (x, y, y ′ , y ′′ , ...) = 0

provided that there exists at least one function ϕ that satisfies the solution as the D.Eq.
Example: The relation x2 + y 2 = 25 is an implicit solution of D.Eq.
dy x
= − on an open interval (−5, 5) (31)
dx y
x2 + y 2 = 0 Implicit Differential
dy
2x + 2y =0 (32)
dx
dy x
=− (33)
dx y
Solving x2 + y 2 = 25 for y in terms of x yields

y 2 = 25 − x2 (34)
√
y = ± 25 − x2 (35)

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The two√ functions:
y = +√25 − x2 = ϕ1 (x)
y = − 25 − x2 = ϕ2 (x)
satistifies the relation
x2 + ϕ1 (x) = 25
x2 + ϕ2 (x) = 25
are explicit solutions defined on the open interval (-5, 5)

Particular Solution
Any solution obtained from the general solution by giving a particular numerial value to the
arbitrary constant is called a particular solution. Example:
dy
= sin(x) (36)
dx
y = − cos(x) + c (37)

4 Exercise 2.2 - Seperable Equation

Seperable Equation
dy
A first order differential equation of the form dx
= g(x)h(y) is called a seperable equation.
We define in general form as
dy
= f (x, y) = g(x).h(y) (38)
dx

Example:
dy
= yx2 e3x+4y (39)
dx

dy
Solution: dx
= f (x, y)

= (x2 e3x )e4y y (40)

= g(x)h(y) (41)

Not Separable Example:

dy/dx = 1 + y.sinx

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2.2 Q4
Solve the given Differential Equation by using Separable variable technique
dy
= y − (y − 1)2 (42)
dx
dy = y − 12 dx (43)
dy
= dx (44)
(y − 1)2
Z Z
dy
= dx (45)
(y − 1)−2
y−1
=x+c (46)
−2
1
y =1− (47)
x+c

2.2 Q27
Find an explicit solution of given D.Eq:

p √
1 − y2 − 1 − x2 dy = 0 (48)
√
3
y(0) = (49)
√ p 2
1 − x2 dy = 1 − y 2 dx (50)
p
dy 1 − y2
= √ (51)
dx 1 − x2
dy 1 − y2
= (52)
dx 1 − x2
dy 1 y2
= − (53)
dx 1 − x2 1 − x2

2.2 Q17
dP
= P − P2 (54)
dt

dP
2
= dt (55)
Z P − P Z
dP
= dt (56)
P − P2
Z Z
dP
= dt (57)
P (1 − P )
(58)

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 1 A B
= + (59)
P (1 − P ) B 1−P
1 = A(1 − P ) + B(P ) when p = 0 (60)
Z Z Z
1 1 1
= + (61)
P (1 − P ) P 1−P
= ln P + ln(1 − P ) (62)
= ln P + ln(1 − P ) + C (63)
P
ln =C +t (64)
1−P
p
= eC+t (65)
1−P
P
= eC .et (66)
1−P
P
= et + c (67)
1−P
(68)

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 Note: General solution generally includes constants

Singular Solution
Singular solution is a solution which cannot be obtained from general solution by assignning
any numeric value of C.
Example:
dy √
=2 y (69)
Z dx Z
dy
√ = 2dx (70)
y
y −1/2
Z
= 2x + c (71)
dy
2
−1/2
= 2x + c (72)
y
√
y = x + c/2 (73)
y = (x + c)2 (74)
dy
y = 0 is a solution dx =0
0=0
y = 0 is called singular solution.

y = (x + c)2 , put any value of c, we won’t get y=0. Because there is x in the equation,
hence singular solution. However, if there was no x, say -2, then c = 2 would solve it, being
called a particular solution.

Loosing a solution
dy
Example: Solve: dx
= 2x(1 − y)2
Solution:

Z Z
dy
= 2xdx ; y is not 1 (75)
(1 − y)2
Z
1
dy = 2x2 /2 + c (76)
(1 − y)2
1
= x2 + c (77)
1−y
1
2
=1−y (78)
x +c
1
y =1− 2 (79)
x +c
(80)

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This is the general solution. Assume y = 1 is a solution of D.Eq.
dy
dx
=0
0= 0

Can this solution y = 1 be obtained from the general solution? NO. We canot find the
function y = 1 by assigning any parametric value to the constant C in the general solution.
Hence, y = 1 is a singular solution.

A question for us

dy
ex y = e−y + e−2x−y (81)
dx
ex ydy = e−y (1 + e−2x ) (82)
1 + e−2x
Z Z
y
dy = dx (83)
e−y e−x
... (84)

Homework

dy
x2 = y − xy (85)
dx
y(−1) = −1 (86)
... (87)

5 Linear Differential Equation

Definition
A first order Differential Equation of the form:

dy
a1 (x) + a0 (x)y = y(x) (88)
dx
is said to be linear equation in the dependent variable y.
Examples:
dy
+ y = 0 ; linear (89)
dx
dy
+ 2y = 0 ; linear (90)
dx
dy
y + 2x = 2siny; not linear in y (91)
dx
(92)

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Homogenous Equation
The linear equation is said to be homogenous when g(x) = 0, otherwise it is non homogenous.

Standard Form
The standard form of linear equation can be obtained by dividing the both sides of equation
by leading coeffiient a1 (x), we get:

a1 (x) dy a0 (x) g(x)

+ y= (93)
a1 (x) dx a1 (x) a1 (x)
dy
+ P (x)y = Q(x) (94)
dx
ao (x)
Note: P (x) = (95)
a1 (x)
(96)

where P and Q are function of x / constants.

Integrating Factor
An integrating factor is a funtion by which ordinary Differential Equation can be multiplied
in order to make it intergrable. It is defined as
R
P (x)dx
I(x) = e (97)

Solving linear first order Differential Equation

1. Put a Differential Equation of the form in standard form. R
2. Identify P(x) and then find the integrating factor I(x) = e P (x)dx
3. Multiply the standard form of equation with Integrated Factor I(x)
4. The left side Rof equation is automatically the derivative of the integrated factor and y
d
term taht is dx (e P (x)dx .y) = e.y
5. Integrating both sides.

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Example

dy
− 3y = 0
dx
The above equation is in standard form.
dy
+ P (x)y = g(x)
dx
P (x) = −3
We have to find the integrating factor.
R
P (x)dx
I.F = e
R
I.F = e −3dx
I.F = e−3x
Multiply the standard form of equation with Integrated Factor I(x)
dy
e−3x + e−3x (−3)y = 0
dx
d −3x
[e y] = 0
dx
e−3x y = c
y = c.e−3x

Note: The solution of the equation 88 has a property that it has two solutions.

y = yc + yp
yc = associated homogeneous eq + associated non homogeneous eq

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