1

2
 Exponential Decay

Exponential Growth
3
 Exponential Function

Exponential (e) + Ordinary Differential Equation (ODE)

Attention

4
 Separable ODE

Practice 1

𝑦 ′ = (𝑦 + 16𝑥)2 𝐿𝑒𝑡 𝑢 = 𝑦 + 16𝑥

5
 Separable ODE
Practice 1
𝑢′ 𝑢
′
𝑦 = (𝑦 + 16𝑥) 2 න 2 𝑑𝑥 = න 1𝑑𝑥 tan−1 ( ) = 4𝑥 + 𝐶2
𝑢 + 16 4
𝐿𝑒𝑡 𝑢 = 𝑦 + 16𝑥
1 𝑢′ 𝑢
න 𝑑𝑥 = න 1𝑑𝑥 = tan(4𝑥 + 𝐶2 )
𝑑𝑢 𝑑𝑦 𝑑16𝑥 16 𝑢2 4
= +
𝑑𝑥 𝑑𝑥 𝑑𝑥 16 + 1
𝑢′ 𝑢 = 4 tan(4𝑥 + 𝐶2 )
𝑢′ = 𝑦 ′ + 16
4
න 𝑢4 𝑑𝑥 = න 1𝑑𝑥
𝑦 ′ = 𝑢′ − 16 16 ( )2 +1 𝑢 = 𝑦 + 16𝑥
4
𝑦 ′ = (𝑦 + 16𝑥)2 𝑢′
1 𝑑4 4 tan(4𝑥 + 𝐶2 ) = 𝑦 + 16𝑥
න = න 1𝑑𝑥
𝑢′ − 16 = 𝑢2 4 (𝑢)2 +1
4
𝑦 = 4 tan(4𝑥 + 𝐶2 ) − 16𝑥
𝑢′ = 𝑢2 + 16 1 𝑢
−1
tan ( ) = 𝑥 + 𝐶1
𝑢′ 4 4
=1
𝑢2 + 16
6
 Exact ODE

Recall Partial derivatives

(u has continuous partial
derivatives)

if

(M,N are continuous)

(M,N has continuous
partial derivatives)

7
 Exact ODE

Example 1
sin 𝑥 cos 𝑦𝑑𝑥 + cos 𝑥 sin 𝑦𝑑𝑦 = 0

Test for exactness

𝑀 = sin 𝑥 cos 𝑦 𝑁 = cos 𝑥 sin 𝑦

𝜕𝑀 𝜕 cos 𝑦 𝜕𝑁 𝜕 cos 𝑥
= sin 𝑥 = sin 𝑦
𝜕𝑦 𝜕𝑦 𝜕𝑥 𝜕𝑥

𝜕𝑀 𝜕𝑁
= sin 𝑥 (− sin 𝑦) = sin 𝑦 (− sin 𝑥)
𝜕𝑦 𝜕𝑥

𝜕𝑁
𝜕𝑀 = −sin 𝑥 sin 𝑦
= −sin 𝑥 sin 𝑦 𝜕𝑥
𝜕𝑦
∴ 𝑇ℎ𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑖𝑠 𝑒𝑥𝑎𝑐𝑡.
8
 Exact ODE

Example 1
sin 𝑥 cos 𝑦𝑑𝑥 + cos 𝑥 sin 𝑦𝑑𝑦 = 0

Implicit general solution

𝜕 cos 𝑦
𝑁 = −cos 𝑥 + 𝑘 ′ (𝑦)
𝑢 = න 𝑀𝑑𝑥 + 𝑘(𝑦) 𝜕𝑦

cos 𝑥 sin 𝑦 = −cos 𝑥 (−sin 𝑦) + 𝑘 ′ (𝑦)

𝑢 = න sin 𝑥 cos 𝑦 𝑑𝑥 + 𝑘(𝑦)
cos 𝑥 sin 𝑦 = cos 𝑥 sin 𝑦 + 𝑘 ′ (𝑦)
𝑢 = cos 𝑦 න sin 𝑥 𝑑𝑥 + 𝑘(𝑦)
𝑘′ 𝑦 = 0
𝑢 = cos 𝑦 (− cos 𝑥) + 𝑘(𝑦) 𝑘 𝑦 = 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡 = 𝐶1

𝜕𝑢 𝜕 −cos 𝑥 cos 𝑦 𝑢 = cos 𝑦 (− cos 𝑥) + 𝐶1

= + 𝑘 ′ (𝑦)
𝜕𝑦 𝜕𝑦 ∴ cos 𝑦 (− cos 𝑥) = 𝐶2
9
 Integrating Factor

Test for exactness

10
 Integrating Factor

Too Difficult

Similarly,

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 Integrating Factor

Test for exactness ∴ 𝑇ℎ𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑖𝑠 𝑛𝑜𝑡 𝑒𝑥𝑎𝑐𝑡.

Find Integrating factor

Try F x = e‫ ׬‬R x dx

𝑃 𝑥, 𝑦 𝑑𝑥 + 𝑄 𝑥, 𝑦 𝑑𝑦 = 0

To check R if only have variable x F x

𝐹𝑃𝑑𝑥 + 𝐹𝑄𝑑𝑦 = 0

Test for exactness Implicit general solution

12
 Integrating Factor

Example 2
x 2 + y 2 dx − 2xydy = 0

Test for exactness

M = (x 2 + y 2 ) N = −2xy

𝐵𝑒 𝑐𝑎𝑟𝑒𝑓𝑢𝑙 𝑤𝑖𝑡ℎ 𝑡ℎ𝑒 𝑛𝑒𝑔𝑎𝑡𝑖𝑣𝑒 𝑠𝑖𝑔𝑛

𝜕M 𝜕y 2
=0+ 𝜕N
𝜕y 𝜕y
= −2y
𝜕x
𝜕M
= 2y ∴ 𝑇ℎ𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑖𝑠 𝑛𝑜𝑡 𝑒𝑥𝑎𝑐𝑡.
𝜕y

13
 Integrating Factor

Example 2
x 2 + y 2 dx − 2xydy = 0

Find Integrating factor

1
‫ ׬‬R x dx R= [ 0 + 2y + 2y]
Try F x = e
−2xy
P = x2 + y2 4y
R=
Q = −2xy −2xy

2
R=−
x

1 𝜕 x2 + y2 𝜕 −2xy Check R is only have variable

R= [ − ]
−2xy 𝜕y 𝜕x
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 Integrating Factor

Example 2
x 2 + y 2 dx − 2xydy = 0

2 Test for exactness for New ODE

R=−
x
F x = e‫ ׬‬R x dx
M = e−2ln |x| x 2 + y 2
2
‫ ׬‬−xdx
F x =e
𝜕M −2ln |x|
𝜕y 2
=0+e
1
−2 ‫׬‬xdx
𝜕y 𝜕y
F x =e
𝜕M
= e−2 ln x (2y)
F x = e−2ln |x| 𝜕y

New ODE 𝜕M
= 2ye−2 ln x
e−2ln |x| x 2 + y 2 dx − 2e−2ln |x| xydy = 0 𝜕y

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 Integrating Factor

Example 2
e−2ln |x| x 2 + y 2 dx − 2e−2ln |x| xydy = 0

𝜕N
= −2y(−e−2 ln x )
𝜕x
Test for exactness for New ODE

𝜕M 𝜕N 𝜕e−2 ln x 𝜕N
= 2ye−2 ln x = −2y(e−2 ln x + ) = 2ye−2 ln x
𝜕y 𝜕x 1 𝜕x
x 𝜕x
N = −2e−2ln |x| xy
𝜕N −2 ln x
𝜕e−2 ln x
= −2y(e + )
𝜕N 𝜕xe−2ln |x| 𝜕x 𝜕 ln x
= −2y
𝜕x 𝜕x

𝜕N 𝜕x 𝜕e−2 ln x 𝜕N
= −2y(e−2 ln x +x ) = −2y(e−2 ln x + (−2)e−2 ln x )
𝜕x 𝜕x 𝜕x 𝜕x

16
17
 y ′ + p x y = r(x)

y ′′ + p x y 2 = r(x)

Practice 2

x
1) y′ + y = y2 2) y′ + y = − y

3) y ′ + 2y = 4 cos 2x 4) y ′ + ky = e−kx

18
 y ′ + p x y = r(x)

Practice 3
x
1) y′ + y = y2 2) y′ + y = − y

3) y ′ + 2y = 4 cos 2x 4) y ′ + ky = e−kx

19
 ′
y +p x y=0 y = e− ‫ ׬‬p x dx+C1

y ′ = −p x y
y = eC1 e− ‫ ׬‬p x dx

y′
= −p x
y
y = Ce− ‫ ׬‬p x dx

y′
න dx = න −p x dx
y

ln y = − න p x dx + C1
p x y

20
 Example 3
xy ′ + y = 0

′
1
y + y=0
Separable ODE
x
1
y′ + y=0 ln y = − ln x + C1
1 x
p x =
x y′ 1
=− y = e− ln x +C1
1 y x
න p x dx = න dx
x y′ 1 y = eC1 e−ln|x|
න dx = න − dx
y x
න p x dx = ln|x| y = Ce−ln|x|
dy 1
න = − න dx
y x
y = Ce−ln|x|
21
 𝑦′ sin 2𝜋𝑥 = 𝜋𝑦 cos 2𝜋𝑥
Practice 4
𝐺𝑖𝑣𝑒𝑛 න 𝑐𝑜𝑡 𝑥 = 𝑙𝑛 | 𝑠𝑖𝑛 𝑥 |

22
 y ′ + py = r F′
න dx = න pdx eh y ′ + h′eh y = reh
F

dF h′ eh = (eh )′
න = න pdx
Fy ′ + pFy = rF F
eh y ′ + (eh )′y = reh
If pFy = F′y
ln F = න pdx = h
Fy ′ + F′y = rF eh y
′
= reh
′ F = eh
Fy = rF
′
Fy + pFy = rF eh y = න reh dx + C
Let pF = F′
eh y ′ + peh y = reh y = e−h (න reh dx + C)
F′
=p
F p = h′ y = e−h න eh rdx + Ce−h
23
 y ′ + py = r

y = e−h න eh rdx + Ce−h

h
ln F = න pdx = h e
p x h e−h
y
𝑟 h
e 𝑟
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 Example 4 y ′ + y tan x = sin 2x
y 0 =1

p x h −h
e
p = tan x h = ln | sec x| e−h = e−ln | sec x|

1
h
r = sin 2x
e e−h =
eln | sec x|
h = න pdx 1
eh = eln | sec x| e−h =
sec x
h = න tan x dx eh = sec x
e−h = cos x

25
 Example 4 y ′ + y tan x = sin 2x
y 0 =1

𝑟 e 𝑟 h y = e−h න eh rdx + Ce−h

r = sin 2x eh = sec x y = cos x න 2 sin x dx + C cos x

eh r = sec x (sin 2x)

y = cos x (2 න sin x dx + C)
1
eh r = (2 cos x sin x)
cos x y = cos x [2(− cos x + C)]

eh r = 2 sin x
y = C cos x − 2 cos 2 x

26
 Example 4 y ′ + y tan x = sin 2x
y 0 =1

y = C cos x − 2 cos2 x

y 0 =1

y = 3 cos x − 2 cos2 x
1 = C cos 0 − 2 cos2 0

1=C−2

C=3

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 Example 5 y ′ = 2y − 4x
y ′ − 2y = −4x

p x h e−h
h = −2x e−h = e2x
p = −2

r = −4x
e h 𝑟 eh 𝑟
h = න pdx
eh = e−2x
eh r = e−2x (−4x)
h = න −2dx
eh r = −4xe−2x

28
 Example 5 y ′ = 2y − 4x
y ′ − 2y = −4x

y = e−h න eh rdx + Ce−h y = 2e2x න xde−2x + Ce2x

y = 2e2x (xe−2x − න e−2x dx) + Ce2x

y = e2x න −4xe−2x dx + Ce2x
1
y = 2e2x (xe−2x − න e−2x d(−2x)) + Ce2x
y = −4e2x න xe−2x dx + Ce2x −2
1
y = 2e2x (xe−2x + e−2x ) + Ce2x
de−2x = −2(e−2x ) 2
1
de−2x y = 2(x + ) + Ce2x
e−2x = 2
−2
−4e2x y = 2x + Ce2x + 1
y= න xde−2x + Ce2x
−2
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31
 𝑦 ′′ + 𝑝 𝑥 𝑦 ′ + 𝑞 𝑥 𝑦 = 0

𝑦 ′′ + 𝑝 𝑥 𝑦 2′ + 𝑞 𝑥 𝑦 = 0

𝑦 ′′ + 𝑝 𝑥 𝑦 ′ + 𝑞 𝑥 𝑦 = 𝑟(𝑥 )

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 Practice 5

1) 𝑥 2 𝑦 ′′ − 𝑥𝑦 ′ + 𝑦 = 0 2) 𝑦 ′′ + 2𝑦 ′ + 2𝑦 = 0

′
3) 𝑦 ′′ − 𝑦 2 = 0 4) 𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ − 4𝑦 + 52 = 0

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 Superposition principle

𝑦1 = 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 1

𝑦2 = 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 2

𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2

34
 Example 6 𝑦 ′′ + 𝑦 = 0
Verify 𝑦1 = cos 𝑥 and 𝑦2 = sin 𝑥 are solutions

Verification of 𝑦1 = cos 𝑥 Verification of 𝑦2 = sin 𝑥 𝐿𝑒𝑡 𝑦 = 𝑐1 cos 𝑥 + 𝑐2 sin 𝑥

𝑦 ′′ + 𝑦 𝑦 ′′ + 𝑦 𝑦 ′′ + 𝑦

= (cos 𝑥)′′ + cos 𝑥 = (sin 𝑥)′′ + sin 𝑥 = (𝑐1 cos 𝑥 + 𝑐2 sin 𝑥)′′
+ 𝑐1 cos 𝑥 + 𝑐2 sin 𝑥
= − sin 𝑥 ′ + cos 𝑥 = cos 𝑥 ′ + sin 𝑥
= (−𝑐1 sin 𝑥 + 𝑐2 cos 𝑥)′
= − cos 𝑥 + cos 𝑥 = − sin 𝑥 + sin 𝑥 + 𝑐1 cos 𝑥 + 𝑐2 sin 𝑥
=0 =0 = (−𝑐1 cos 𝑥 − 𝑐2 sin 𝑥)
+ 𝑐1 cos 𝑥 + 𝑐2 sin 𝑥

=0
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 Practice 6 𝑦 ′′ − 𝑦 = 0 𝑦 0 =6 𝑦 ′ 0 = −2

Verify 𝑦1 = 𝑒 𝑥 and 𝑦2 = 𝑒 −𝑥 are solutions and find the particular solution

36
 𝑦1 = cos 𝑥
𝑦1 = 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 1
𝑦2 = 𝑘 cos 𝑥
𝑦2 = 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 2
𝑦1 = 𝑥 2

𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2 𝑦2 = 3𝑥 2

𝑦2
≠𝐶
Linear independent 𝑦1

37
 𝑦1 = 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 1

𝑦2 = 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 2

38
 1) To solve 𝑒 3𝜃 𝑑𝑟 + 3𝑟𝑑𝜃 = 0

2) To solve 𝑥𝑦 ′ + 4𝑦 = 8𝑥 4 with 𝑦 1 = 2

3) To verify and solve 𝑦 ′′ + 2𝑦 ′ + 𝑦 = 0 with 𝑦 0 = 2 and 𝑦 ′ 0 = −1

Provide that 𝑦1 = 𝑒 −𝑥 𝑦2 = 𝑥𝑒 −𝑥

4) To verify and solve 𝑥 2 𝑦 ′′ − 𝑥𝑦 ′ + 𝑦 = 0 with 𝑦 1 = 1 and 𝑦 ′ 1 = 2

Provide that 𝑦1 = 𝑥 𝑦2 = 𝑥𝑙𝑛|𝑥|

39