(GME 605) Engineering Mathematics

Chapter 1

1- Terminology:

A differential equation is any equation which contains derivatives, either ordinary derivatives
or partial derivatives.
There is one differential equation that everybody probably knows, that is Newton’s Second
Law of motion. If an object of mass (m) is moving with acceleration (a) and being acted on with
force (F) then Newton’s Second Law tells us.

F = ma

To see that this is in fact a differential equation we need to rewrite it a little. First, remember
that we can rewrite the acceleration, (a), in one of two ways.

𝑑𝑣 𝑑2 𝑥
𝑎= 𝑜𝑟 𝑎= 2
𝑑𝑡 𝑑𝑡

Where v is the velocity of the object and (x) is the position function of the object at any time
(t). We should also remember at this point that the force, (F) may also be a function of time,
velocity, and/or position.

So, with all these things in mind Newton’s Second Law can now be written as a differential
equation in terms of the velocity, (v), or the position, (x), of the object as follows.

𝑑𝑣
𝑚 = 𝐹(𝑡, 𝑣)
𝑑𝑡

𝑑2 𝑥
= 𝐹(𝑡, 𝑥, 𝑣)
𝑑𝑡 2
Definition: A differential equation is a relation involving one or more derivatives of an unknown
function y=y(x), depending on an independent variable xєI, and perhaps the function itself.
In general, it can be written as:

𝑓(𝑥, 𝑦, 𝑦 ′ , 𝑦 ′′ , … … . . , 𝑦 (𝑛) ) = 0 , 𝑥 ∈ 𝐼 … … … … … … … … … … … … … … . (1)

Where (n) is a positive integer.

The order of D.E. is the order the highest derivative appearing in the equation.
A soluation of the D.E. is a sufficiently differentiable function that satisfies the equation.
For example:
y' + y2 + x2 = 0 is a first order D.E.
y'' + xy' = 0 is a second order D.E.
2 2
y + xy + x = 0 is not D.E. because this relation does not involve any derivative of (y).

The equation:
 𝑦 (𝑛) = 𝑓(𝑥, 𝑦, 𝑦 ′ , 𝑦 ′′ , … … . . , 𝑦 (𝑛−1) ) = 0 , 𝑥 ∈ 𝐼 … … … … … … … … … … … . (2)

Obtained from (1) by its solving with respect to y(n) is called an (nth) order D.E solved with
respect to the highest derivative.
In the case n=1, we have the general first-order D.E solved with respect to the first derivative.

y ′ = f(x, y) , x ∈ I … … … … … . . … … … … … … … … … . … … … … … … … … . (3)

An extra condition of the form

y(x0) = y0

is called an initial condition, where (x0) is a fixed point in (I) and (y0) is agiven number.
Note that to get an unique solution for the (nth) order D.E (2) we need (n) initial condition of the
form:

y(x0)=y0, y'(x0)=y1, …….., y(n-1)(x0)=yn-1

Where y0, y1, …..., yn-1 are given numbers (initial value), x0 is the intial point.

Definition of Linear D.E:

If in equation (3) the right-hand side f(x,y) has the form f(x,y)=g(x)y+h(x), that is, a D.E of the
form,

y' = g(x)y + h(x)

is called a first-order linear D.E, the function h(x) is called the free term of the equation (this term
does not involve the unknown function y).

The general form of the first-order linear D.E is:

a0(x)y' + a1(x)y + a3(x) = 0

Divided by a0(x) [assuming that a0(x) ≠ 0], we get:

𝑎1 (𝑥) 𝑎3 (𝑥)
𝑦′ + 𝑦+ =0
𝑎0 (𝑥) 𝑎0 (𝑥)

𝑦′ + 𝑝(𝑥)𝑦 + 𝑞(𝑥) = 0

The second order linear D.E has the form:

𝑎0 (𝑥)𝑦 ′′ + 𝑎1 (𝑥)𝑦 ′ + 𝑎2 (𝑥)𝑦 + 𝑎3 (𝑥) = 0

𝑦 ′′ + 𝑝1 (𝑥)𝑦 ′ + 𝑝2 (𝑥)𝑦 + 𝑞(𝑥) = 0

Examples:
y' + y = 0 is a first-order linear D.E.
2
y' + y = 0 is a first-order nonlinear D.E.
y' +│y│=0 is a first –order nonlinear D.E.
5
y'' + xy' +x =0 is a second-order linear D.E.
y'' + yy' + x5 =0 is a second-order nonlinear D.E.

2- Separable Differential Equations of 1st Order:

Let us consider the D.E of the form:

𝑔1 (𝑥)𝑔2 (𝑦)𝑦 ′ = 𝑓1 (𝑥) 𝑓2 (𝑦)

Divided by 𝑔1 (𝑥)𝑓2 (𝑦) we get:

𝑔2 (𝑦) 𝑓1 (𝑥)
𝑦′ =
𝑓2 (𝑦) 𝑔1 (𝑥)

𝑔(𝑦)𝑦 ′ = 𝑓(𝑥) … … … … … … … … … … … … … … … … … . (1)

Such D.E are called first-order separable D.E, because the variables (x) (independent) and (y)
(dependent) are separated so that (x) appears only on the right and (y) appears only on the left.
Not all 1st order D.Es can be reduced to separable equations. For example, the equation

(𝑦 + 𝑥 3 )𝑦 ′ + 𝑥 3 = 0

Can not be reduced to separable equations, and the equation :

𝑥 2 𝑦𝑦 ′ + 1 = 0
Can be reduced to a separable D.E as:
1
𝑦𝑦 ′ = −
𝑥2
𝑑𝑦
To solve an equation of the form (1) we replace in it (y') by 𝑦′ = :
𝑑𝑥

𝑑𝑦
𝑔(𝑦) = 𝑓(𝑥)
𝑑𝑥

And we rewrite the last equation in the form:

𝑔(𝑦)𝑑𝑦 = 𝑓(𝑥)𝑑𝑥

And then integrate:

∫ 𝑔(𝑦)𝑑𝑦 = ∫ 𝑓(𝑥)𝑑𝑥 + 𝐶 … … … … … … … … … . … . (2)

Where (C) is arbitrary constant (it does not depend on x and y).

Then we calculate the integrals in (2). In this way we find (y) as a function of (x)
 Examples

Solve the D.E:

1) y2 y' + 4 x3 = 0
2) y' = y
(x−e−2x )
3) y ′ = y5

4) y ′ = x ex

Solve the initial value D.E:

−y
5) y ′ = , y(1) = 1
x
1
6) y ′ = 2(x + 1)y 2 , y(0) = 6

Home Work # 1

Solve the following differential equations:

1) yy ′ + 3x = 0

2) y ′ + 4x 2 y 2 = 0

3) y ′ = −y 2
xy
4) y ′ = 2

1
5) y ′ + sin y = 0

6) y ′ = y 3 − y

Solve the following initial value differential equations:

7) y ′ = x 2 sin x , y(1) = 1

8) xy ′ + y = 0 , y(2) − 2

9) y 3 y ′ + x 3 = 0 , y(0) = 1

1
10) ex y ′ = 2(x + 1)y 2 , y(0) = 6
3- First-Order Linear Differential Equations:

As we know, the general form of first-order D.Es is:

𝑎1 (𝑥) 𝑦 ′ + 𝑎0 (𝑥) 𝑦 = ℎ(𝑥) , 𝑎1 (𝑥) ≠ 0

𝑎1 (𝑥), 𝑎0 (𝑥) are the coefficients and h(x) is the free term.
Divide by 𝑎1 (𝑥):

𝑎0 (𝑥) ℎ(𝑥)
𝑦′ + 𝑦=
𝑎1 (𝑥) 𝑎1 (𝑥)

Let:
𝑎0 (𝑥) ℎ(𝑥)
= 𝑝(𝑥), = 𝑟(𝑥)
𝑎1 (𝑥) 𝑎1 (𝑥)

We get:

𝑦 ′ + 𝑝(𝑥)𝑦 = 𝑟(𝑥) … … … … … … … … … … … … … … … … … . (1)

If 𝑟(𝑥) = 0, then equation (1) takes the form:

𝑦 ′ + 𝑝(𝑥)𝑦 = 0 … … … … … … … … … … … … … … … … … … . (2)

And is called the homogeneous equation, otherwise, if 𝑟(𝑥) ≠ 0, then equation (1) is called
nonhomogeneous (or inhomogeneous).

First we consider the homogeneous equation (2) (separable equation):

𝑦 ′ = −𝑝(𝑥)𝑦

𝑑𝑦
= −𝑝(𝑥)𝑦
𝑑𝑥
𝑑𝑦
= −𝑝(𝑥) 𝑑𝑥
𝑦

𝑑𝑦
∫ = − ∫ 𝑝(𝑥)𝑑𝑥 + 𝐶
𝑦

𝑙𝑛 │𝑦│ = − ∫ 𝑝(𝑥)𝑑𝑥 + 𝐶

│𝑦│ = 𝑒 − ∫ 𝑝(𝑥)𝑑𝑥 +𝐶

│𝑦│ = 𝑒 𝑐 . 𝑒 − ∫ 𝑝(𝑥)𝑑𝑥

│𝑦│ = 𝑒 𝑐 . 𝑒 − ∫ 𝑝(𝑥)𝑑𝑥
 𝑦 = ±𝑒 𝑐 . 𝑒 − ∫ 𝑝(𝑥)𝑑𝑥

𝑦 = 𝐶1 . 𝑒 − ∫ 𝑝(𝑥)𝑑𝑥 … … … … … … … … … … … … (3)

Where (C1) is an arbitrary constant.

Now let us consider the nonhomogeneous equation (1), which is not separable. To solve equation
(1), we multiply both sides by 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 to get:

𝑒 ∫ 𝑝(𝑥)𝑑𝑥 𝑦 ′ + 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 𝑝(𝑥)𝑦 = 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 𝑟(𝑥)

′
(𝑒 ∫ 𝑝(𝑥)𝑑𝑥 𝑦) = 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 . 𝑟(𝑥)

𝑒 ∫ 𝑝(𝑥)𝑑𝑥 𝑦 = ∫ 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 . 𝑟(𝑥) 𝑑𝑥 + 𝐶

𝑦 = 𝑒 − ∫ 𝑝(𝑥)𝑑𝑥 [∫ 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 . 𝑟(𝑥) 𝑑𝑥 + 𝐶] … … … … … … … . . (4)

Where (C) is an arbitrary constant.

Remark: In the case r(x)=0 (homogenous equation) then we get the above formula (3):

𝑦 = 𝑒 − ∫ 𝑝(𝑥)𝑑𝑥 . 𝑐

Remark: In formula (4) when we will calculate the integral ∫ 𝑝(𝑥)𝑑𝑥 we need not add an
arbitrary constant to this integral.

Examples

1/ Solve the linear D.E: 𝑦 ′ + 3𝑥𝑦 = 0

2/ Solve the linear D.E: 𝑦 ′ + 𝑦 = 𝑒 2𝑥
3/ Solve the initial value D.E: 𝑥𝑦 ′ + 4𝑦 = 8𝑥 4 , 𝑦(1) = 2
4/Solve the D.E: 𝑦 ′ − 3𝑦 = (1 + 𝑒 −2𝑥 )
5/ Solve the linear D.E: 𝑦 ′ + 𝑦 𝑠𝑖𝑛𝑥 = 𝑒 𝑐𝑜𝑠𝑥
6/Solve the D.E: 𝑥𝑦 ′ + 2𝑦 = 𝑥 2 − 𝑥 + 1

Home Work # 2

Solve the following differential equations:

1/ y ′ + 4y = cos x
2/ y ′ + xy = 4x

3/ xy ′ = 2y + x 3 ex

1
4/ x 3 y ′ + 3x 2 y = x

5/ y ′ + y = e−x tan x

6/ y ′ + 4y = 20 , y(0) = 2

1
7/ xy ′ + 2y = x 2 − x + 1 , y(1) = 2

4- Bernoulli Differential Equations:

In this section we are going to take a look at differential equations in the form,
y  p  x y  q  x  yn
where p(x) and q(x) are continuous functions on the interval we’re working on and n is a real
number. Differential equations in this form are called Bernoulli Equations.

First notice that if n  0 or n  1 then the equation is linear and we already know how to solve
it in these cases. Therefore, in this section we’re going to be looking at solutions for values of
n other than these two.

In order to solve these, we’ll first divide the differential equation by yn to get,

yn y  p  x y1n  q  x

We are now going to use the substitution v  y1n to convert this into a differential equation in
terms of
v. As we’ll see this will lead to a differential equation that we can solve.

We are going to have to be careful with this however when it comes to dealing with the
derivative, y. We need to determine just what y is in terms of our substitution. This is easier
to do than it might at first look to be. All that we need to do is differentiate both sides of our
substitution with respect to x. Remember that both v and y are functions of x and so we’ll
need to use the chain rule on the right side. If you remember your Calculus I you’ll recall this is
just implicit differentiation. So, taking the derivative
gives us,
v  1 n yn y

Now, plugging this as well as our substitution into the differential equation gives,
 1
𝜈 ′ + 𝑝 ( 𝑥)𝜈 = 𝑞(𝑥)
1−𝑛

This is a linear differential equation that we can solve for v and once we have this in hand we can
also get the solution to the original differential equation by plugging v back into our substitution
and solving for y.

Examples

1/ Solve the following IVP.

4
𝑦′ + 𝑦 = 𝑥3𝑦2 , 𝑦(2) = −1
𝑥

2/ Solve the following IVP.

𝑦 ′ = 5𝑦 + 𝑒 −2𝑥 𝑦 −2 , 𝑦(0) = 2

3/ Solve the following IVP.

6 𝑦 ′ − 2𝑦 = 𝑥𝑦 4 , 𝑦(0) = −2

4/ Solve the following IVP.

𝑦
𝑦′ + − √𝑦 = 0 , 𝑦(1) = 0
𝑥