Differential Equations

Week 3
by
Dr. Jamil Ahmed
 Families of Solution

A solution containing an arbitrary constant represents a set G(x, y, c)= 0

of solutions called a one-parameter family of solutions. When solving an
nth-order differential equation𝐹 𝑥, 𝑦, 𝑦 ′ ⋯ , 𝑦 𝑛 = 0, we seek an n-
parameter family of solution 𝐹 𝑥, 𝑦, 𝑐1 ⋯ , 𝑐𝑛 = 0.
Examples:

𝑑𝑦
1. 𝑦 = 𝑥 2 + 𝑐 one-parameter family of solutions of ODE 𝑑𝑥 = 2𝑥 .
2. 𝑦 = 𝑐𝑒 𝑥 + 𝑑𝑒 −3𝑥 two-parameter family of solutions of ODE 𝑦 ′′ +
2𝑦 ′ − 3𝑦 = 0.

Note:
This means that a single differential equation can possess an infinite
number of solutions corresponding to the unlimited number of choices
for the parameter(s).
Some solutions of 𝑥𝑦 ′ − 𝑦 = 𝑥 2 𝑠𝑖𝑛𝑥,
Solution:𝑦 = 𝑐𝑥 − 𝑥𝑐𝑜𝑠𝑥
Graphs of 𝑦 = 𝑥 2 + 𝑐
 Problem Solution
Problem 1:
𝑥 −𝑡 2 2 ′ 2 −𝑥 2
Verify 𝑦 = 𝑥 ‫׬‬0 𝑒 𝑑𝑡 is the solution of the DE 𝑥 𝑦 + 𝑦𝑥 𝑒 =0
Solution: Result:
If f is cont. on [a,b], then
𝑑 𝑥
𝑑𝑥
‫)𝑥(𝑓 = 𝑡𝑑)𝑡(𝑓 𝑎׬‬
 Problem Solution
Problem 2:
Find the values of m so that the function 𝑦 = 𝑒 𝑚𝑥 is a solution of
the given differential equation.
𝑦 ′′′ + 3𝑦 ′′ − 4𝑦 ′ = 0
Solution:
 Practice Questions
In the following problems verify that the indicated function is an
explicit solution of the given differential equation.

Find the values of m so that the function 𝑦 = 𝑥 𝑚 is a solution of the

given differential equation.
 Initial Value Problems

The initial value problems arise in physical system, the

n-th order Initial Value Problem.
First and second order Initial Value Problems
Existence and Uniqueness of the solution
 Important Remark

The conditions in Theorem 1.2.1 are sufficient but not

𝜕𝑓
necessary. This means that when 𝑓(𝑥, 𝑦)and are
𝜕𝑦
continuous on a rectangular region R, it must always
follow that a solution exists and is unique whenever
(𝑥° , 𝑦° ) is a point interior to R. However, if the
conditions stated in the hypothesis of Theorem 1.2.1
do not hold, then anything could happen: the problem
may still have a solution and this solution may be
unique, or may have several solutions, or it may have
no solution at all.
Problem solution
 First Order ODEs

Separable Equation:
A first order equation of the form
𝑑𝑦
= 𝑔 𝑥 ℎ(𝑦)
𝑑𝑥
is said to be a separable or to have separable variables.
(i.e if we can separate the equation into two terms, one containing only
x and other containing y only)

.
 Solution of separable equation
Solve the differential equation

𝑑𝑦
= 𝑦+1 𝑦−1
𝑑𝑥
Solve the given differential equation by separation of variables

2
𝑑𝑦
3𝑥 𝑦 = 𝑥𝑦 + 𝑦 + 𝑥 + 1
𝑑𝑥
Solve the differential equation by separation of variables

𝑠𝑖𝑛3𝑥 𝑑𝑥 + 2𝑦(𝑐𝑜𝑠3𝑥)3 𝑑𝑦 = 0
 An initial value problem
𝑑𝑦 −𝑥 2
Solve = 𝑒 , 𝑦 3 = 5.
𝑑𝑥
−𝑥 2
Solution: The function 𝑔 𝑥 = 𝑒 is continuous on , but its
antiderivative is not an elementary function. Using t as dummy
variable of integration, we can

Result:
If f is cont. on [a,b], then
𝑑 𝑥
𝑑𝑥
‫)𝑥(𝑓 = 𝑡𝑑)𝑡(𝑓 𝑎׬‬
Solve the initial value problem
 Homogeneous function

If a function f has the property that 𝑓 𝑡𝑥, 𝑡𝑦 = 𝑡 𝑛 𝑓(𝑥, 𝑦) for some

real number n, then f is said to be a homogeneous function of degree
n.
Example 1
𝑓 𝑥, 𝑦 = 𝑥 2 − 3𝑥𝑦 + 5𝑦 2
𝑓 𝑡𝑥, 𝑡𝑦 = 𝑡 2 𝑥 2 − 𝑡 2 3𝑥𝑦 + 𝑡 2 5𝑦 2
𝑓 𝑡𝑥, 𝑡𝑦 = 𝑡 2 (𝑥 2 − 3𝑥𝑦 + 5𝑦 2 )

𝑓 𝑡𝑥, 𝑡𝑦 = 𝑡 2 𝑓(𝑥, 𝑦)

This function is homogeneous of degree 2.

Example 2

f (x , y ) = 3 x 2 + y 2
f (tx , ty ) = 3 t 2 x 2 + t 2 y 2
= t 2 / 3 f (x , y ) homogeneous of degree 2 / 3.

Example 3
f (x , y ) =
x
+4
2y

f (tx , ty ) =
tx
+4
2ty
= t 0 f (x , y ) homogeneous of degree 0.

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Remarks:
i) Homogeneous functions can be recognized by examining the total
degree of each term
e.g. 𝑓 𝑥, 𝑦 = 𝑥 2 − 𝑦 is not homogeneous
ii) If f is homogeneous function of degree n then we can write
𝑛
𝑦
𝑓 𝑥, 𝑦 = 𝑥 𝑓 1,
𝑥
or
𝑛
𝑥
𝑓 𝑥, 𝑦 = 𝑦 𝑓 ,1
𝑦
𝑦 𝑥
where 𝑓 1, and 𝑓 ,1 are homogeneous of degree 0.
𝑥 𝑦

e.g. 𝑓 𝑥, 𝑦 = 𝑥 2 + 3𝑥𝑦 + 𝑦 2
2
𝑦 𝑦
𝑓 𝑥, 𝑦 = 𝑥 2 1 + 3 + 2
𝑥 𝑥
Is homogeneous function of degree 2.
 Homogeneous Differential Equation
A differential equation of the form
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
is said to be homogeneous if both coefficients M and N are homogeneous
functions of the same degree.
Example
The differential equation
𝑥 2 + 𝑥𝑦 𝑑𝑥 + 𝑥𝑦 + 𝑦 2 𝑑𝑦 = 0
Is homogeneous of degree 2.
 Method of solution

A homogeneous DE can be solved by means of algebraic

substitution
𝑦 = 𝑣𝑥 or 𝑥 = 𝑣𝑦
where 𝑣is the new dependent variable. This substitution reduces
the homogeneous to a separable differential.
Note: 𝑦 = 𝑣𝑥
𝑑𝑦 𝑑𝑣
=𝑣+𝑥
𝑑𝑥 𝑑𝑥
or 𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣
 Solution of problems
Problem
Identify and solve the differential equation.
𝑥 2 + 𝑦 2 𝑑𝑥 − 𝑥𝑦𝑑𝑦 = 0
Solution:
Problem
Solve the differential equation.
𝑑𝑦
3𝑥𝑦 = 4𝑥 2 + 9𝑦 2
𝑑𝑥
Solution:
 Equations reducible to homogenous form
The differential equations
dy a1 x + b1 y + c1
=
dx a 2 x + b2 y + c 2
is not homogenous. However, it can be reduced to a homogenous
form as detailed below

a1 b1
Case 1: =
a2 b2
We use the substitution z = a1 x + b1 y which reduces the equation to a
separable equation in the variables x & z. Solving the resulting
separable equation and replacing z with a1 x + b1 y , we obtain the
solution of the given differential equation.

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 a1 b1
Case 2: 
a 2 b2
In this case we substitute
x = X + h, y =Y + k
where h and k are constants to be determined. Then the equation
Becomes

dY a1 X + b1Y + a1 h + b1 k + c1
=
dX a 2 X + b2Y + a 2 h + b2 k + c 2

We choose h and k such that

a1h + b1k + c1 = 0 

a2 h + b2 k + c2 = 0
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which reduces the equation to

dY a1 X + b1Y
=
dX a 2 X + b2Y

which is homogenous differential equation in X and Y, and can

be solved accordingly. After having solved the last equation we
come back to the old variables x and y.

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Example
Solve the differential equation
dy 2x + 3y − 1
=−
Solution: dx 2x + 3y + 2
a1 b
Since = 1 = 1 , we substitute z = 2 x + 3 y , so that
a2 b2
dy 1  dz 
=  − 2
dx 3  dx 
Thus the equation becomes
1  dz  z −1
 − 2  = −
3  dx  z+2
dz − z + 7
=
i.e. dx z+2
which is a variable separable form, and can be written as
 z+2 
 dz = dx
− z + 7
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Integrating both sides we get

− z − 9 ln ( z − 7 ) = x + A

Simplifying and replacing z with 2 x + 3 y , we obtain

− ln (2 x + 3 y − 7 ) = 3 x + 3 y + A
9

or
(2 x + 3 y − 7 )9 = ce 3( x+ y ) , c = eA

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Example 4 Solve the differential equation
dy ( x + 2 y − 4 )
=
Solution:
dx 2 x + y − 5
By substitution
x = X + h, y =Y + k
The given differential equation reduces to

dY ( X + 2Y ) + (h + 2k − 4 )
=
dX (2 X + Y ) + (2h + k − 5)
We choose h and k such that
h + 2k − 4 = 0, 2h + k − 5 = 0
Solving these equations we have h=2 , k=1. Therefore, we have
dY X + 2Y
=
dX 2X + Y
which is a homogenous equation.

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We substitute Y = VX to obtain

dV 1 − V 2 or  2 +V  dX
=
X
dX 2 + V 1 − V 2  dV = X
Resolving into partial fractions and integrating both sides we obtain

 3 1   dX
or −
  2(1 − V ) 2(1 + V )  dV = 
   X

ln (1 − V ) − ln (1 + V ) = ln X + ln A
3 1
−
2 2
(1 − V )3 (1 + V ) = CX −2 , C = A −2

Now substitutingV = Y ,X = x − 2 , Y = y − 1 and simplifying

X
we get
(x − y − 1)3 (x + y − 3) = C (x − 2)2

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Thank You