ENS181 – Engineering Mathematics
UNIT II. SOLUTIONS OF FIRST-ORDER DIFFERENTIAL EQUATIONS
Module 3. Variable Separable DE and
Initial Value Problem (IVP)
Engr. Lhemar Jon M. Violango
Instructor
Introduction
We are often interested in problems in which we seek a solution 𝑦(𝑥) of a differential equation so that
𝑦(𝑥) also satisfies certain prescribed side conditions—that is, conditions that are imposed on the unknown
function 𝑦(𝑥) and its derivatives at a point 𝑥0 . On some interval 𝐼 containing 𝑥0 the problem of solving an
𝑛th-order differential equation subject to 𝑛 side conditions specified at 𝑥0 :
(3.1)
where 𝑦0 , 𝑦1 , … , 𝑦𝑛−1 are arbitrary real constants, is called an 𝒏th-order initial-value problem (IVP). The
values of 𝑦(𝑥) and its first 𝑛 − 1 derivatives at 𝑥0 , y 𝑥0 = 𝑦0 , 𝑦 ′ 𝑥0 = 𝑦1 , … , 𝑦 (𝑛−1) 𝑥0 = 𝑦𝑛−1 are
called initial conditions (IC).
Solving an 𝑛th-order initial-value problem such as (3.1) frequently entails first finding an 𝑛-parameter
family of solutions of the given differential equation and then using the initial conditions at 𝑥0 to determine
the 𝑛 constants in this family. The resulting particular solution is defined on some interval 𝐼 containing the
initial point 𝑥0 .
Introduction
The history of mathematics is rife with stories of people who devoted much of their
lives to solving equations—algebraic equations at first and then eventually differential
equations. We will study some of the more important analytical methods for solving
first-order DEs. However, before we start solving anything, you should be aware of two
facts: It is possible for a differential equation to have no solutions, and a differential
equation can possess solutions, yet there might not exist any analytical method for
solving it.
We begin our study of how to solve differential equations with the simplest of all
differential equations: first-order equations with separable variables. Because the
method in this section and many techniques for solving differential equations involve
integration, you are urged to refresh your memory on important formulas and
techniques (such as integration by parts) by consulting a calculus text.
Learning Outcomes
At the end of this module, you must be able to:
✓ Inspect variable separability of a differential equation.
✓ Solve variable separable differential equations.
✓ Evaluate constants in solutions of differential equations using initial
values.
✓ Explain existence and uniqueness of solution.
Geometric Interpretation of Initial-Value Problems (IVPs)
The cases 𝑛 = 1 and 𝑛 = 2 in (3.1),
(3.2)
and
(3.3)
are examples of first and second-order initial-value problems, respectively. These two problems are easy
to interpret in geometric terms.
Geometric Interpretation of Initial-Value Problems (IVPs)
For eq. (3.2) we are seeking a solution 𝑦(𝑥) of the differential equation
𝑦 ′ = 𝑓(𝑥, 𝑦) on an interval 𝐼 containing 𝑥0 so that its graph passes through
the specified point (𝑥0 , 𝑦0 ). A solution curve is shown in blue in Figure 3.1.
For eq. (3.3) we want to find a solution 𝑦(𝑥) of the differential equation
𝑦 ′′ = 𝑓(𝑥, 𝑦, 𝑦 ′ )on an interval 𝐼 containing 𝑥0 so that its graph not only
passes through (𝑥0 , 𝑦0 ) but the slope of the curve at this point is the FIGURE 3.1 Solution curve of
first-order IVP
number 𝑦1 . A solution curve is shown in blue in Figure 3.2.
The words initial conditions derive from physical systems where the
independent variable is time 𝑡 and where y 𝑡0 = 𝑦0 and 𝑦 ′ 𝑡0 = 𝑦1
represent the position and velocity, respectively, of an object at some
beginning, or initial, time 𝑡0 .
FIGURE 3.2 Solution curve of
second-order IVP
Existence and Uniqueness
Two fundamental questions arise in considering an initial-value problem:
Does a solution of the problem exist?
If a solution exists, is it unique?
For the first-order initial-value problem (3.2) we ask
Existence and Uniqueness
Theorem 3.1 Existence of a Unique Solution
Let 𝑅 be a rectangular region in the 𝑥𝑦-plane defined by 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑐 ≤ 𝑦 ≤ 𝑑 that contains the
𝜕𝑓
point (𝑥0 , 𝑦0 ) in its interior. If 𝑓 𝑥, 𝑦 and are continuous on 𝑅, then there exists some interval 𝐼0 :
𝜕𝑦
𝑥0 − ℎ, 𝑥0 + ℎ , ℎ > 0, contained in [𝑎, 𝑏], and a unique function 𝑦(𝑥), defined on 𝐼0 , that is a solution
of the initial-value problem (3.2) .
VARIABLE SEPARABLE EQUATIONS
We begin by studying an equation of the form
(3.4)
where 𝑀 and 𝑁 may be functions of both 𝑥 and 𝑦.
Some equations of this type are so simple that they can be put in the form
(3.5)
that is, the variables can be separated.
Then a solution can be written at once. For it is only a matter of finding a function 𝐹
whose total differential is the left member of (3.5). Then 𝐹 = 𝑐, where 𝑐 is an arbitrary
constant, is the desired result. A one-parameter family of solutions, usually given
implicitly, is obtained by integrating both sides of equation (3.5).
VARIABLE SEPARABLE EQUATIONS
𝑑𝑦
Example 3.1 Solve 𝑦4 − 𝑥 − 1 = 0.
𝑑𝑥
VARIABLE SEPARABLE EQUATIONS
Example 3.2 Solve 1 + 𝑥 𝑑𝑦 − 𝑦 𝑑𝑥 = 0.
VARIABLE SEPARABLE EQUATIONS
Example 3.3 Solve 2𝑥 𝑦 + 1 𝑑𝑥 − 𝑦 𝑑𝑦 = 0 ; 𝑦 0 = −2.
VARIABLE SEPARABLE EQUATIONS
𝑑𝑦
Example 3.4 Solve (𝑒 2𝑦 −𝑦)cos 𝑥 = 𝑒 𝑦 sin 2𝑥 ; 𝑦(0) = 0.
𝑑𝑥
(continuation on next slide…)
VARIABLE SEPARABLE EQUATIONS
𝑑𝑦
Example 3.4 Solve (𝑒 2𝑦 −𝑦)cos 𝑥 = 𝑒 𝑦 sin 2𝑥 ; 𝑦(0) = 0.
𝑑𝑥
VARIABLE SEPARABLE EQUATIONS
𝑑𝑢 𝑢2 +𝑢
Example 3.5 Solve y + = 0.
𝑑𝑦 𝑢+2
(continuation on next slide…)
VARIABLE SEPARABLE EQUATIONS
𝑑𝑢 𝑢2 +𝑢
Example 3.5 Solve y + = 0.
𝑑𝑦 𝑢+2
(continuation on next slide…)
VARIABLE SEPARABLE EQUATIONS
𝑑𝑢 𝑢2 +𝑢
Example 3.5 Solve y + = 0.
𝑑𝑦 𝑢+2
References
1. Zill, Dennis G. A First Course in Differential Equations with Modeling Applications.
10th edition. 2012. Brooks/Cole Cengage Learning, USA.
2. Kreyzig, Erwin. Advanced Engineering Mathematics. 10th edition. 2011. John Wiley
& Sons, Inc.
