EEM3213

Topic 4: Ordinary Differential Equations

Learning Outcome
At the end of the chapter, students are able to solve first and second order differential
equations together with the applications questions.

4.1 Definition

An ordinary differential equation is an equation that contains variables x and y , with at least a
derivative of y with respect to x .
2
 dy 
  = 4x y
2
Example: ----------(1)
 
dx
3
d 2 y  dy 
−   + y = 0 ----------(2)
dx 2  dx 
The order of a differential equation is given by the highest derivative in the equation. Hence, the
equation (1) above is a first order differential equation and equation (2) with the higher
d2y
derivative , is a second order differential equation.
dx 2

The degree of a differential equation is determined by the power of its highest derivative.
Equation (1) above is a first order differential equation of degree 2. Equation (2) is a second
order differential equation of degree 1.

4.2 First Order Differential Equations With Separable Variables

dy
A first order differential equation with separable variables is of the form g ( y ) = f ( x) . It is
dx
solved by separating the variables x and y , followed by integration.

Particular Solutions
The general solution of a differential equation represents a family of curves. If further
information (initial condition) about the curve is given, we can then obtain a particular solution
of the curve, which in fact is a particular member of the family of curves.

Example 1
dy
1. Find the general solution of the differential equation e y − x
= x , where x > 1.
dx
dy
2. Find the general solution of the differential equation xy − y 2 = 1. Hence, find the
dx
particular solution if y = 2 when x = 1.
4x 2 + 1 dy
3. Solve the equation = xy given y (1) = 0 .
y +1 dx
4.3 First Order Differential Equations by Method of Integrating Factors
dy
A linear equation is one of the form + yp( x) = q( x) -------(*).
dx
Step 1: Find the integrating factor, I = e 
p ( x ) dx

d
Step 2: Multiply both sides of (*) by I and express the result as ( Iy) = Iq( x) .
dx
Step 3: Integrate both sides of the equation obtained in step 2 and then solve for y .

Example 2
1. Find the general solution:
dy ex dy
a) x + 3 y = 2 b) tan x + y = e x tan x
dx x dx
= (x + 1)
dy 3 y
−
4
c)
dx x + 1


= y + x 2 (sin x + cos x ) given y = 0 when x = .
dy
2. Solve x
dx 2
dy 
3. Given 2 cos x + 4 y sin x = sin 2 x and y (0) = , find y (x) .
dx 3
4.4 Second Order Differential Equations

General form:
d2y dy
a 2
+ b + cy = f ( x)
dx dx

d2y dy
Linear equations with constant coefficients of the form a 2
+ b + cy = 0 ----(a) . The first
dx dx
dy
order, linear equation + cy = 0 has solution y = ke − cx , so it seems logical to try y = e mx as
dx
the solution for a second order linear differential equation.
dy d2y
y = e mx  = me mx  2 = m 2 e mx
dx dx

Substituting into the equation (a) gives

am 2 e mx + bme mx + ce mx = 0
( )
am 2 + bm + c e mx = 0
But as e mx  0 , this gives am 2 + bm + c = 0 (called the auxiliary equation) and there are three
cases to consider depending on the nature of roots.

Roots of am 2 + bm + c = 0 General Solution

1. real and distinct:  ,  y = Ae x + Be x

1. real and equal:  y = e x ( A + Bx)

1. complex:   i y = ex ( A cos x + B sin x)

Example 3
1. Write down the general solution for each of the following:
d2y dy d2y dy d 2 y dy
a) 2
− 3 + 2 y = 0 b) 2
−2 + y =0 c) + +y=0
dx dx dx dx dx 2 dx

d 2x dx k 2 dx
2. Solve the equation 2
+k + x = 0 , given x = 0, = u, when t = 0 .
dt dt 2 dt
 d2y dy
For the differential equations in the form of a 2
+ b + cy = f ( x) , the solution is
dx dx
y = C.F + P.I , where complimentary function ( C.F . ) is the solution of the equation
d2y dy
a 2
+ b + cy = 0 and the particular integral ( P.I . ) is any solution of the complete
dx dx
differential equation..

Further Trial Solution

f (x) Trial Solution

 ( a constant) y= p
x +  y = px + q
y = x 2 + x +  y = px 2 + qx + r
y =  sin x or y = p sin x + q cos x
y =  cos x or
y =  sin x +  cos x

Example 4
1. Find the complete solution of the following:
d2y dy d2y dy
a) 2
− 6 + 5 y = 3 b) 2
− 2 + y = e2x
dx dx dx dx
2 2
d y dy d y dy
c) 2
− 2 + y = ex d) 2
+ 3 + 2 y = sin x
dx dx dx dx

2. Find the general solution of the differential equation

d2y dy
2
+ 8 + 25 y = 48 cos x − 16 sin x .
dx dx
dy
Find also the particular solution for which y = 8 and = −27 when x = 0 .
dx
3. Find the particular integral of the differential equation
d2y
− 5 + 6 y = (12 x − 7 )e − x .
dy
2
dx dx
dy
Find the solution of the equation that satisfies the conditions y = 0 = when x = 0 .
dx