BMCG 1013 Differential Equations

Chapter 1: Introduction

- Introduction to Ordinary Differential

Equations (ODE)
- The Order of a DE
- Linear and Nonlinear DE
- Homogeneous and Nonhomogeneous DE
- First Order Differential Equations
- The Classification of Differential Equations
- Separable Variable, Linear Equations

Prepared by Dr. Loh Ser Lee (FKE)

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BMCG 1013 Differential Equations

1.1 Introduction

Mathematical Modeling:

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 BMCG 1013 Differential Equations

1.1 Introduction
Mathematical Modeling:
Example in Electrical Circuit

𝑑2 𝑄 𝑑𝑄 1
𝐿 +𝑅 + 𝑄=𝐸 𝑡 ;
𝑑𝑡 2 𝑑𝑡 𝐶
𝑄 0 = 𝑄0 𝑎𝑛𝑑 𝑄′ 0 = 𝐼0
Kirchhoff’s Voltage Law
Mathematical Problem
Problem statement

Solution steps:
All kind of methods
(This is what you will
LEARN in this course)
At time 𝑡, charge =𝑄
and current = 𝐼 𝑄 𝑡 = 𝑓(𝑡)
Interpretation
Problem Solution Mathematical Solution
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BMCG 1013 Differential Equations

1.1.1 Classification of Differential Equations

Ordinary and Partial Differential Equations

Differential Equations

Ordinary Differential Equations Partial Differential Equations

(ODE) (PDE)

 Involves a single independent  Involves two or more independent

variable variables
 E.g.:  E.g.:
𝑑2 𝑦 𝑑𝑦 𝜕2𝑢 𝜕2𝑢
4𝑥 2 2 + 6𝑥 +𝑦 =0 − =0
𝑑𝑥 𝑑𝑥 𝜕𝑥 2 𝜕𝑡 2

𝑑2𝑓 𝑑𝑓 𝜕𝑓 𝜕𝑓
− 9𝑥 2 = sin 𝑥 + = 𝑥 + 2𝑦
𝑑𝑥 2 𝑑𝑥 𝜕𝑥 𝜕𝑦

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 BMCG 1013 Differential Equations

1.1.2 Independent and Dependent Variables

An independent variable is the variable (located @ denominator, for
example: time) that is changed in a scientific experiment to test the effects
on the dependent variable (located @ nominator, for example: charge).

Example:

1) Given the ODE 2) Given the PDE

𝑑2 𝑔 𝑑𝑔 𝜕𝑓 𝜕𝑓
+ =𝑥 + = 𝑥2 + 𝑦
𝑑𝑥 2 𝑑𝑥 𝜕𝑥 𝜕𝑦

Independent var. ⇒ 𝑥 Independent var. ⇒ 𝑥 and 𝑦

Dependent var. ⇒ 𝑔 Dependent var. ⇒ 𝑓

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BMCG 1013 Differential Equations

1.1.3 The Order of a Differential Equation

The order of a differential equation is the highest derivative
𝑑𝑛 𝑦
present in the differential equation, i.e. 𝑑𝑥𝑛 where order refers

to n.

Example:
State the order of each of the following differential equations.
𝑑2 𝑦 𝑑2 𝑦
a) 2𝑥 𝑑𝑥2 + tan 𝑦 = 6𝑥 ⇒ 2nd order due to 𝑑𝑥2

𝑑𝑦 4 𝑑𝑦
b) 𝑥𝑦 + arcsin 4𝑥 = 5𝑦 ⇒ 1st order due to 𝑑𝑥
𝑑𝑥

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 BMCG 1013 Differential Equations

Exercise 1.1:
State the order of each of the following differential equations.
𝑑𝑦
a) +𝑦 =𝑥 ⇒
𝑑𝑥

𝑑𝑦 2
b) 𝑥 𝑑𝑥
+𝑦 =3 ⇒

𝑑2 𝑦 𝑑𝑦
c) − 2 𝑑𝑥 + 𝑦 = 7 ⇒
𝑑𝑥 2

𝑑2 𝑦 𝑑𝑦
d) sin 𝑦 = 1−𝑦 + 𝑦 2 𝑒 −5𝑦 ⇒
𝑑𝑥 2 𝑑𝑥

𝑑2 𝑦 𝑑𝑦 3
e) −𝑦 + 6𝑦 = 3 sin 𝑥 ⇒
𝑑𝑥 2 𝑑𝑥

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BMCG 1013 Differential Equations

1.1.4 Linear and Non-linear Differential Equations

 The linear differential equation of second order can be

described in the form
𝑑2 𝑦 𝑑𝑦
𝑎 𝑥 2
+𝑏 𝑥 + 𝑐(𝑥)𝑦 = 𝑓(𝑥)
𝑑𝑥 𝑑𝑥
where

𝑑2 𝑦 𝑑𝑦
, and 𝑦
𝑑𝑥 2 𝑑𝑥
appear only to the first degree.

 If a differential equation cannot be written in the above

form, then it is called a non-linear differential equation.
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 BMCG 1013 Differential Equations

Exercise 1.2:
State whether or not each of the following equations is linear.
𝑑2 𝑦
a) 𝑥 𝑑𝑥 2 − 2𝑦 = 𝑥 + 1 ⇒

2
𝑑2 𝑦
b) 𝑥 𝑑𝑥 2
+ 𝑒 −2𝑥 𝑦 = 0 ⇒

𝑑2 𝑦 𝑑𝑦
c) 1 − 𝑥2 +6 = 𝑥 𝑦 + sin−1 𝑥 ⇒
𝑑𝑥 2 𝑑𝑥

𝑑2 𝑦 𝑑𝑦
d) 𝑑𝑥 2
− 𝑑𝑥 + 𝑦 2 = 𝑒 𝑥 ⇒

𝑑𝑦 2
e) 𝑥 𝑑𝑥
+ 𝑒 −2𝑥 𝑦 = 0 ⇒

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BMCG 1013 Differential Equations

1.1.5 Homogeneous and Nonhomogeneous

𝑑2 𝑦 𝑑𝑦
Given 𝑎 𝑥 +𝑏 𝑥 +𝑐 𝑥 𝑦=𝑓 𝑥
𝑑𝑥 2 𝑑𝑥

If 𝑓 𝑥 = 0, those equations are known as linear homogeneous equations.

Conversely, if 𝑓(𝑥) ≠ 0, they are called linear nonhomogeneous equations.

Exercise 1.3:
State whether each of the following equations is homogeneous or
nonhomogeneous.
𝑑2 𝑦 𝑑𝑦
a) 7 +5 − 10𝑦 = 0 ⇒
𝑑𝑥 2 𝑑𝑥

𝑑𝑦
b) + 𝑥𝑦 = sin 𝑥 ⇒
𝑑𝑥

𝑑2 𝑦 𝑑𝑦
c) 𝑥 +3 − 2𝑦 + 𝑥 = 0 ⇒
𝑑𝑥 2 𝑑𝑥

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 BMCG 1013 Differential Equations

1.2 First Order Differential Equations

1.2.1 Classification of Differential Equations

In this section, four types of first order differential equations

will be discussed.
They are
• Separable Equations
• Homogeneous Equations
• Linear Equations
• Exact Equations

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BMCG 1013 Differential Equations

1.2.1.1 Separable Equations

The differential equation

𝑑𝑦
= 𝑓(𝑥, 𝑦)
𝑑𝑥
is called a separable equation if it can be separated in the form of

𝑑𝑦
=𝑢 𝑥 𝑣 𝑦
𝑑𝑥
and hence,

1
𝑑𝑦 = 𝑢 𝑥 𝑑𝑥
𝑣 𝑦

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 BMCG 1013 Differential Equations

1.2.1.1 Separable Equations

Example:
Determine whether the given equation is separable.

𝑑𝑦
(2 − 𝑦) + 𝑥𝑦 = 0
𝑑𝑥
Solution:

𝑑𝑦 𝑦
= (−𝑥)
𝑑𝑥 2−𝑦

2−𝑦
𝑑𝑦 = −𝑥 𝑑𝑥
𝑦
Hence, the given equation is a separable equation.
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BMCG 1013 Differential Equations

Solving Separable Equations:

1
𝑑𝑦 = 𝑢 𝑥 𝑑𝑥
𝑣 𝑦

Example:
𝑑𝑦
Solve the DE (2 − 𝑦) 𝑑𝑥 + 𝑥𝑦 = 0.

From previous example, the DE is separable and hence

2−𝑦
𝑑𝑦 = −𝑥 𝑑𝑥
𝑦

𝑥2
2 ln 𝑦 − 𝑦 = − +𝑐
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 BMCG 1013 Differential Equations

Exercise 1.4:
Determine whether or not each of the following equations is
separable. If yes, solve the DE.
𝑑𝑦
a) 𝑥 𝑑𝑥 − 2𝑦 = 𝑥 + 1

𝑑𝑦
b) = 𝑒 −2𝑥+3𝑦
𝑑𝑥

𝑑𝑦
c) 1 − 𝑥2 − 𝑥 1 + 5𝑦 = 0
𝑑𝑥

𝑑𝑦
d) + 𝑦 2 = 𝑦𝑒 𝑥
𝑑𝑥

𝑑𝑦
e) cos 𝑥 𝑑𝑥 + tan 𝑦 = 0

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BMCG 1013 Differential Equations

1.2.1.2 Homogeneous Equations

The differential equation

𝑑𝑦
= 𝑓(𝑥, 𝑦)
𝑑𝑥
is called a homogeneous equation if
𝑓 𝜆𝑥, 𝜆𝑦 = 𝑓(𝑥, 𝑦)
where 𝜆 is a constant.

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 BMCG 1013 Differential Equations

1.2.1.2 Homogeneous Equations

Example:
𝑑𝑦 𝑥
Test the homogeneity of =
𝑑𝑥 𝑥+𝑦

Solution:

𝑥
𝑓 𝑥, 𝑦 =
𝑥+𝑦
𝜆𝑥 𝜆𝑥 𝑥
𝑓 𝜆𝑥, 𝜆𝑦 = = = = 𝑓(𝑥, 𝑦)
𝜆𝑥 + (𝜆𝑦) 𝜆(𝑥 + 𝑦) 𝑥 + 𝑦
Hence, the equation is homogeneous.

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BMCG 1013 Differential Equations

Exercise 1.5:
Determine whether or not each of the following equations is
homogeneous.
𝑑𝑦
a) 𝑥 𝑑𝑥 − 2𝑦 = 𝑥 + 1

𝑑𝑦
b) 𝑥𝑦 𝑑𝑥 = 𝑥 2 + 𝑦 2

𝑑𝑦
c) 1 − 𝑥2 − 1 − 𝑦2 = 0
𝑑𝑥

𝑑𝑦
d) + 𝑥2 = 𝑦
𝑑𝑥

𝑑𝑦
e) (𝑥 + 𝑥𝑦) +𝑥 = 0
𝑑𝑥

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 BMCG 1013 Differential Equations

1.2.1.3 Linear Equations

A differential equation

𝑑𝑦
𝑎 𝑥 + 𝑏 𝑥 𝑦 = 𝑐(𝑥)
𝑑𝑥
where 𝑎 𝑥 , 𝑏 𝑥 , 𝑐 𝑥 are continuous functions and 𝑎 𝑥 ≠ 0,
is known as Linear Equation.
Example:
𝑑𝑦
1) 𝑑𝑥 + 𝑥𝑦 2 = sin 𝑥 is not linear because of the term 𝑦 2 .

𝑑𝑦
2) 𝑑𝑥 + 𝑥𝑦 = sin 𝑥 is linear since 𝑎 𝑥 = 1, 𝑏 𝑥 = 𝑥 and

𝑐 𝑥 = sin 𝑥 are continuous functions.

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BMCG 1013 Differential Equations

Solving Linear Equations:

𝑑𝑦
Step 1: Express the linear DE in the form 𝑑𝑥 + 𝑝 𝑥 𝑦 = 𝑞(𝑥)

Step 2: Evaluate 𝑝(𝑥) 𝑑𝑥

𝑝(𝑥)𝑑𝑥
Step 3: Integrating factor, 𝜌 = 𝑒
Step 4: Multiply integrating factor 𝜌 to both sides of the DE
Step 5: Integrate both sides of the resulted equation from Step 4
and then solve for 𝑦.

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 BMCG 1013 Differential Equations

Solving Linear Equations:

Example:
𝑑𝑦
Solve the linear equation + 𝑦 = 𝑥2.
𝑑𝑥

Solution:
𝑑𝑦 𝑑
Step 1: 𝑑𝑥 + 𝑦 = 𝑥 2 Step 5: 𝑑𝑥 𝑒 𝑥 𝑦 = 𝑥 2 𝑒 𝑥
𝑒 𝑥 𝑦 = 𝑥 2 𝑒 𝑥 𝑑𝑥
Step 2: 1 𝑑𝑥 = 𝑥 𝑒 𝑥 𝑦 = 𝑥 2 𝑒 𝑥 − 2𝑥𝑒 𝑥 + 2𝑒 𝑥 + 𝐶
Step 3: 𝜌 = 𝑒 𝑝(𝑥)𝑑𝑥
= 𝑒𝑥 𝑦 = 𝑥 2 − 2𝑥 + 2 + 𝐶𝑒 −𝑥

𝑑𝑦
Step 4: 𝑒 𝑥 𝑑𝑥 + 𝑒 𝑥 𝑦 = 𝑥 2 𝑒 𝑥

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BMCG 1013 Differential Equations

Exercise 1.5:
Determine whether or not each of the following equations is
linear. If yes, solve the DE.
𝑑𝑦
a) − 2𝑦 = 𝑥 + 1
𝑑𝑥

𝑑𝑦
b) + 𝑒 2𝑥 = 𝑦
𝑑𝑥

𝑑𝑦 2
c) = 𝑥2 + 𝑦
𝑑𝑥

𝑑𝑦
d) 1 − 𝑥 2 + 1 − 𝑒𝑦 𝑦 = 0
𝑑𝑥

1 𝑑𝑦
e) +𝑥 =0
𝑦 𝑑𝑥
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 BMCG 1013 Differential Equations

1.2.1.4 Exact Equations

A differential equation
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
is known as Exact Equation if and only if

𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥

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BMCG 1013 Differential Equations

1.2.1.4 Exact Equations

Example:
Determine whether the given DE is exact equation.
𝑑𝑦
2𝑦 + 3𝑥 +1=𝑥
𝑑𝑥
Solution:
Rearrange the DE:
𝑑𝑦 𝑥−1
=
𝑑𝑥 2𝑦 + 3𝑥
2𝑦 + 3𝑥 𝑑𝑦 − 𝑥 − 1 𝑑𝑥 = 0
𝑀 = 2𝑦 + 3𝑥 and 𝑁 = −𝑥 + 1
𝜕𝑀 𝜕𝑁
= 3, =0
𝜕𝑥 𝜕𝑦
𝜕𝑀 𝜕𝑁
≠
𝜕𝑦 𝜕𝑥
Hence, the DE is not exact.
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 BMCG 1013 Differential Equations

Exercise 1.6:
1) Determine whether or not each of the following equations is
exact.
a) (3𝑦 2 + 4𝑥)𝑑𝑥 + 6𝑥𝑦 𝑑𝑦 = 0
𝑑𝑦
b) (6sin 𝑦) = 2𝑦 cos 𝑥
𝑑𝑥

c) 𝑦 − 𝑒 𝑥 𝑑𝑦 − 𝑒 𝑦 𝑑𝑥 = 0

2) Determine the value of 𝑘 such that the given DE is exact.

𝑥3
𝑥 2 𝑦 + 5𝑘𝑥𝑦 3 𝑑𝑥 + 𝑥 2 𝑦 2 + 𝑑𝑦 = 0
3

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