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Ordinary Differential Equations

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 Ordinary
Differential Equations
Lecture notes and problems

for
Second grade in Department of Physics
College of Science / Al-Mustansiriyah University

By

Dr. Mohammed Yousuf Kamil

2017
Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

 Differential Equation: is an equation involving an unknown

function and its derivatives.

There are two types of differential equations:

A. Ordinary Differential Equation (ODE): if the unknown function

depends on only one independent variable.
B. Partial Differential Equation (PDE): if the unknown function depends
on two or more independent variables.

 Order: the order of a differential equation is the order of the highest

derivative appearing in the equation.

 Degree: The degree of a differential equation is the power of the

highest order derivative term in the equation.

ⅆ𝑦
+ 𝑦 = 3𝑥 2 (𝑂𝐷𝐸, 1′ 𝑠𝑡 𝑜𝑟ⅆ𝑒𝑟, 1′ 𝑠𝑡 ⅆ𝑒𝑔𝑟𝑒𝑒)
ⅆ𝑥
ⅆ 2 𝑦 1 ⅆ𝑦
+ +𝑦=0 (𝑂𝐷𝐸, 2′𝑛ⅆ 𝑜𝑟ⅆ𝑒𝑟, 1′ 𝑠𝑡 ⅆ𝑒𝑔𝑟𝑒𝑒)
ⅆ𝑥 2 𝑥 ⅆ𝑥
3
ⅆ2𝑦 ⅆ𝑦
( 2) + 𝑥 + 𝑥 2 𝑦 2 = 𝑒 𝑥 sin 𝑥 (𝑂𝐷𝐸, 2′𝑛ⅆ 𝑜𝑟ⅆ𝑒𝑟, 3′𝑟ⅆ ⅆ𝑒𝑔𝑟𝑒𝑒)
ⅆ𝑥 ⅆ𝑥

 Linear Differential Equation: D.E. is linear, if

a. Dependent variable (y) and its derivatives are of degree one,
b. Coefficients of a term does not depend upon dependent variable.

ⅆ2𝑦
2
ⅆ𝑦
𝑥 2
+ 𝑥 + 𝑥 2 𝑦 = 𝑒 𝑥 sin 𝑥
ⅆ𝑥 ⅆ𝑥

Page 1 Second Grade in Department of Physics

Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

ⅆ 2 𝑦 ⅆ𝑦
𝑦 2+ =𝑥
ⅆ𝑥 ⅆ𝑥
ⅆ𝑦
+ 𝑥√𝑦 = sin 𝑥 non - linear
ⅆ𝑥
ⅆ3𝑦 2
ⅆ2𝑦
+𝑥 + sin 𝑦 = 0
ⅆ𝑥 3 ⅆ𝑥 2

∑ 𝑃𝑖 (𝑥) 𝑦 (𝑖) = 𝑄(𝑥) 𝑔𝑒𝑛𝑒𝑟𝑎𝑙 𝑓𝑜𝑟𝑚 𝐿. 𝐷. 𝐸.

𝑖=0

IF:

1. 𝑄(𝑥) = 0 ⟹ 𝐻𝑜𝑚𝑜𝑔𝑒𝑛𝑒𝑜𝑢𝑠 𝐿. 𝐷. 𝐸.
2. 𝑃𝑖 (𝑥) 𝑖𝑠 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡 ⟹

ⅆ3𝑦 ⅆ2𝑦 ⅆ𝑦
𝐿. 𝐷. 𝐸. 𝑜𝑓 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡 𝑐𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡𝑠 + 6 − 3 + 2𝑦 = 𝑒 𝑥
ⅆ𝑥 3 ⅆ𝑥 2 ⅆ𝑥
ⅆ2𝑦 2
ⅆ𝑦
𝑶𝑹 𝐿. 𝐷. 𝐸. 𝑜𝑓 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑐𝑜𝑒𝑓𝑓𝑖𝑐𝑖𝑒𝑛𝑡𝑠 𝑥 + 𝑥 + (𝑥 2 + 1)𝑦 = 0
ⅆ𝑥 2 ⅆ𝑥
 Solutions: A solution of a D.E. in the dependent variable (unknown
function) (y) and the independent variable (x) on the interval ℛ, is a
function y(x) that satisfies the D.E. identically for all x in ℛ.
 The General Solution of a D.E. is the set of all solutions.
 The Particular Solution of a D.E. is any one solution.

Page 2 Second Grade in Department of Physics

Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

We will discuss the standard methods of solving the D.E. of the following:

1) separation of the variables equation:

If a differential equation can be written in the form

𝑓(𝑦)ⅆ𝑦 = 𝜑(𝑥)ⅆ𝑥

We say that variables are separable, 𝑦 on left hand side and 𝑥 on right hand
side. We get the solution by integrating both sides.

Working Rule:

Step 1. Separate the variables as 𝑓(𝑦)ⅆ𝑦 = 𝜑(𝑥)ⅆ𝑥

Step 2. Integrate both sides as ‫ )𝑦(𝑓 ׬‬ⅆ𝑦 = ‫)𝑥(𝜑 ׬‬ⅆ𝑥

Step 3. Add an arbitrary constant 𝐶 on R.H.S.

ⅆ𝑦
𝐄𝐱. (𝟏): Solve = 𝑥 + 𝑥𝑦 ?
ⅆ𝑥
Solution:

ⅆ𝑦 ⅆ𝑦 ⅆ𝑦
= 𝑥(1 + 𝑦) ⟹ = 𝑥ⅆ𝑥 ⟹ ∫ = ∫ 𝑥 ⅆ𝑥
ⅆ𝑥 (1 + 𝑦) 1+𝑦

𝑥2 𝑥2
ln (1 + 𝑦) = +𝐶 ⟹ 1 + 𝑦 = exp ( + 𝐶)
2 2
𝑥2
1 + 𝑦 = 𝐴 exp ( )
2

where c and hence A is an arbitrary constant.

Page 3 Second Grade in Department of Physics

Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

Ex. (2): Solve 𝑥 2 (1 − 𝑦 2 ) ⅆ𝑥 + 𝑦(1 + 𝑥 2 ) ⅆ𝑦 = 0 ?

Solution:

𝑥 2 ⅆ𝑥 𝑦 ⅆ𝑦
+ =0
1 + 𝑥2 1 − 𝑦2

1 1 −2𝑦
∫ (1 − ) ⅆ𝑥 − ∫ ⅆ𝑦 = 𝐶
1 + 𝑥2 2 1 − 𝑦2

1
𝑥 − tan−1 𝑥 − ln(1 − 𝑦 2 ) = 𝐶
2

ⅆ𝑦 𝑥(2 log 𝑥 + 1)
𝐄𝐱. (𝟑): 𝑆𝑜𝑙𝑣𝑒 = ?
ⅆ𝑥 sin 𝑦 + 𝑦 cos 𝑦

Solution:

( sin 𝑦 + 𝑦 cos 𝑦)ⅆ𝑦 = {𝑥(2 log 𝑥 + 1)}ⅆ𝑥

∫ ( sin 𝑦 + 𝑦 cos 𝑦)ⅆ𝑦 = ∫ { 𝑥(2 log 𝑥 + 1)}ⅆ𝑥

− cos 𝑦 + 𝑦 sin 𝑦 − ∫ ( 1) sin 𝑦ⅆ𝑦 = 2 ∫ log 𝑥 𝑥ⅆ𝑥 + ∫ 𝑥 ⅆ𝑥 + 𝐶

𝑥2 1 𝑥2 𝑥2
− cos 𝑦 + 𝑦 sin 𝑦 + cos 𝑦 = 2[ log 𝑥 − ∫ ⅆ𝑥] + + 𝐶
2 𝑥 2 2

𝑥2 𝑥2
𝑦 sin 𝑦 = 2 log 𝑥 − ∫ 𝑥 ⅆ𝑥 + + 𝐶
2 2

𝑥2 𝑥2 𝑥2
𝑦 sin 𝑦 = 2 log 𝑥 − + +𝐶
2 2 2
𝑦 sin 𝑦 = 𝑥 2 log 𝑥 + 𝐶

Page 4 Second Grade in Department of Physics

Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

2) Exact equation:

𝑀ⅆ𝑥 + 𝑁ⅆ𝑦 = 𝜃

an exact D.E. if it satisfies the following condition

𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥

Proof:
𝜕𝑈 𝜕𝑈
𝑀ⅆ𝑥 + 𝑁ⅆ𝑦 = ⅆ𝑈 = ⅆ𝑥 + ⅆ𝑦
𝜕𝑥 𝜕𝑦

𝜕𝑈 𝜕𝑈
𝑀(𝑥, 𝑦) = , 𝑁(𝑥, 𝑦) =
𝜕𝑥 𝜕𝑦

Since 𝜕 2 𝑈/𝜕𝑥𝜕𝑦 = 𝜕 2 𝑈/𝜕𝑦𝜕𝑥 we therefore require

𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥

Working Rule:

Step 1. Integrate 𝑀 with respect to 𝑥 keeping 𝑦 constant.

Step 2. Integrate w.r.t. 𝑦, only those terms 𝑜𝑓𝑁 which do not contain 𝑥.

Step 3. Result of (1) + Result of (2) = Constant.

𝐄𝐱. (𝟒): 𝑆𝑜𝑙𝑣𝑒 (5𝑥 4 + 3𝑥 2 𝑦 2 − 2𝑥𝑦 3 )ⅆ𝑥 + (2𝑥 3 𝑦 − 3𝑥 2 𝑦 2 − 5𝑦 4 )ⅆ𝑦 = 0

Solution:

𝑀 = 5𝑥 4 + 3𝑥 2 𝑦 2 − 2𝑥𝑦 3 , 𝑁 = 2𝑥 3 𝑦 − 3𝑥 2 𝑦 2 − 5𝑦 4

𝜕𝑀 𝜕𝑁
= 6𝑥 2 𝑦 − 6𝑥𝑦 2 , = 6𝑥 2 𝑦 − 6𝑥𝑦 2
𝜕𝑦 𝜕𝑥

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Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

𝜕𝑀 𝜕𝑁
∵ =
𝜕𝑦 𝜕𝑥

∴ ∫ ( 5𝑥 4 + 3𝑥 2 𝑦 2 − 2𝑥𝑦 3 )ⅆ𝑥 + ∫ − 5𝑦 4 ⅆ𝑦 = 𝐶

𝑥 5 + 𝑥 3𝑦2 − 𝑥 2𝑦3 − 𝑦5 = 𝐶

ⅆ𝑦
𝐄𝐱. (𝟓): 𝑆𝑜𝑙𝑣𝑒 𝑥 + 3𝑥 + 𝑦 = 0 ?
ⅆ𝑥
Solution:

(3𝑥 + 𝑦)ⅆ𝑥 + 𝑥ⅆ𝑦 = 0,

𝑀(𝑥, 𝑦) = 3𝑥 + 𝑦 , 𝑁(𝑥, 𝑦) = 𝑥 Since 𝜕𝑀/𝜕𝑦 = 1 = 𝜕𝑁/𝜕𝑥

∫ ( 3𝑥 + 𝑦)ⅆ𝑥 + ∫(0)ⅆ𝑦 = C

3𝑥 2
+ 𝑦𝑥 = C.
2

𝐄𝐱. (𝟔): 𝑆𝑜𝑙𝑣𝑒 (3𝑥 2 + 3𝑥𝑦 2 ) ⅆ𝑥 + (3𝑥 2 𝑦 − 3𝑦 2 + 2𝑦) ⅆ𝑦 = 0 ?

Solution:

𝑀(𝑥, 𝑦) = 3𝑥 2 + 3𝑥𝑦 2 , 𝑁(𝑥, 𝑦) = 3𝑥 2 𝑦 − 3𝑦 2 + 2𝑦

𝜕𝑀 𝜕𝑁
= 6𝑥𝑦 , = 6𝑥𝑦
𝜕𝑦 𝜕𝑥

∴ ∫ ( 3𝑥 2 + 3𝑥𝑦 2 )ⅆ𝑥 + ∫(−3𝑦 2 + 2𝑦)ⅆ𝑦 = C

3
𝑥 3 + 𝑥 2 𝑦 2 − 𝑦 3 + 𝑦 2 = C.
2

Page 6 Second Grade in Department of Physics

Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

𝑥
𝐄𝐱. (𝟕): 𝑆𝑜𝑙𝑣𝑒 [1 + log (𝑥𝑦)]ⅆ𝑥 + [1 + ] ⅆ𝑦 = 0 ?
𝑦

Solution:
𝑥
[1 + log 𝑥 + log 𝑦]ⅆ𝑥 + [1 + ] ⅆ𝑦 = 0
𝑦
𝑥
𝑀(𝑥, 𝑦) = 1 + log 𝑥 + log 𝑦 , 𝑁(𝑥, 𝑦) = 1 +
𝑦

𝜕𝑀 1 𝜕𝑁 1
= , =
𝜕𝑦 𝑦 𝜕𝑥 𝑦

∴ ∫ ( 1 + log 𝑥 + log 𝑦)ⅆ𝑥 + ∫ ⅆ 𝑦 = 𝐶

𝑥 + ∫ log 𝑥ⅆ𝑥 + ∫ log 𝑦ⅆ𝑥 + 𝑦 = 𝐶 … … (∗)

Now,

1
∫ log 𝑥ⅆ𝑥 = 𝑥 log 𝑥 − ∫ . 𝑥ⅆ𝑥 = 𝑥 log 𝑥 − 𝑥
𝑥

Equation (*) becomes

𝑥 + 𝑥 log 𝑥 − 𝑥 + 𝑥 log 𝑦 + 𝑦 = 𝐶

𝑥[ log 𝑥 + log 𝑦] + 𝑦 = 𝐶 = 𝑥 log (𝑥𝑦) + 𝑦 = 𝐶.

3) Inexact equation: Integration Factors:

𝑀ⅆ𝑥 + 𝑁ⅆ𝑦 = 𝜃

an inexact D.E. if it satisfies the following condition

𝜕𝑀 𝜕𝑁
𝐼𝐹 ≠ , 𝑤𝑒 𝑚𝑢𝑠𝑡 𝑢𝑠𝑒 𝐼𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑜𝑛 𝐹𝑎𝑐𝑡𝑜𝑟 (𝜇)
𝜕𝑦 𝜕𝑥

Page 7 Second Grade in Department of Physics

Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

𝜕(𝜇𝑀) 𝜕(𝜇𝑁)
= , 𝑡ℎ𝑒𝑟𝑒 𝑒𝑥𝑖𝑠𝑡𝑠 𝑛𝑜 𝑔𝑒𝑛𝑒𝑟𝑎𝑙 𝑚𝑒𝑡ℎ𝑜ⅆ 𝑓𝑜𝑟 𝑓𝑖𝑛ⅆ𝑖𝑛𝑔 𝑖𝑡.
𝜕𝑦 𝜕𝑥

Working Rule:
1 𝜕𝑀 𝜕𝑁
Step 1. 𝜇(𝑥) = 𝑒𝑥𝑝 ‫)𝑥(𝑓 ׬‬ⅆ𝑥 , 𝑓(𝑥) = 𝑁 ቀ 𝜕𝑦 − 𝜕𝑥 ቁ.

1 𝜕𝑁 𝜕𝑀
Step 2. 𝜇(𝑦) = 𝑒𝑥𝑝 ‫)𝑦(𝑔 ׬‬ⅆ𝑦 , 𝑔(𝑦) = 𝑀 ቀ 𝜕𝑥 − 𝜕𝑦 ቁ.

Step 3. Multiple D.E. by step (1) OR step (2).

Step 4. Apply exact method.

ⅆ𝑦 2 3𝑦
𝐄𝐱. (𝟖): 𝑆𝑜𝑙𝑣𝑒 =− − ?
ⅆ𝑥 𝑦 2𝑥

Solution:

(4𝑥 + 3𝑦 2 )ⅆ𝑥 + 2𝑥𝑦ⅆ𝑦 = 0

𝑀(𝑥, 𝑦) = 4𝑥 + 3𝑦 2 and 𝑁(𝑥, 𝑦) = 2𝑥𝑦

𝜕𝑀 𝜕𝑁
= 6𝑦 ≠ = 2𝑦
𝜕𝑦 𝜕𝑥

1 𝜕𝑀 𝜕𝑁 2
𝑓(𝑥) = ( − )=
𝑁 𝜕𝑦 𝜕𝑥 𝑥

ⅆ𝑥
∴ 𝜇(𝑥) = exp 2 ∫ = exp (2 ln 𝑥) = 𝑥 2
𝑥

(4𝑥 3 + 3𝑥 2 𝑦 2 )ⅆ𝑥 + 2𝑥 3 𝑦ⅆ𝑦 = 0

∫(4𝑥 3 + 3𝑥 2 𝑦 2 )ⅆ𝑥 + ∫(0)ⅆ𝑦 = 𝐶

𝑥 4 + 𝑦 2 𝑥 3 = 𝐶.

Page 8 Second Grade in Department of Physics

Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

𝐄𝐱. (𝟗): 𝑆𝑜𝑙𝑣𝑒 (3𝑥𝑦 3 + 4𝑦) ⅆ𝑥 + (3𝑥 2 𝑦 2 + 2𝑥) ⅆ𝑦 = 0 ?

Solution:

𝑀(𝑥, 𝑦) = 3𝑥𝑦 3 + 4𝑦 , 𝑁(𝑥, 𝑦) = 3𝑥 2 𝑦 2 + 2𝑥

𝜕𝑀 𝜕𝑁
= 9𝑥𝑦 2 + 4 ≠ = 6𝑥𝑦 2 + 2
𝜕𝑦 𝜕𝑥

1 𝜕𝑀 𝜕𝑁 1 1
𝑓(𝑥) = ( − )= 2 2 ([9𝑥𝑦 2 + 4] − [6𝑥𝑦 2 + 2]) =
𝑁 𝜕𝑦 𝜕𝑥 3𝑥 𝑦 + 2𝑥 𝑥

ⅆ𝑥
∴ 𝜇(𝑥) = exp ∫ = exp (ln 𝑥) = x
𝑥

(3𝑥 2 𝑦 3 + 4𝑥𝑦)ⅆ𝑥 + (3𝑥 3 𝑦 2 + 2𝑥 2 )ⅆ𝑦

∴ ∫ ( 3𝑥 2 𝑦 3 + 4𝑥𝑦)ⅆ𝑥 + ∫(0)ⅆ𝑦 = C

𝑥 3 𝑦 3 + 2𝑥 2 y = C.

𝐄𝐱. (𝟏𝟎): 𝑆𝑜𝑙𝑣𝑒 (2𝑥 log 𝑥 − 𝑥𝑦)ⅆ𝑦 + 2𝑦ⅆ𝑥 = 0 ?

Solution:

𝑀(𝑥, 𝑦) = 2𝑦 , 𝑁(𝑥, 𝑦) = 2𝑥 log 𝑥 − 𝑥𝑦

𝜕𝑀 𝜕𝑁
=2 ≠ = 2(1 + log 𝑥) − 𝑦
𝜕𝑦 𝜕𝑥

1 𝜕𝑀 𝜕𝑁 1
𝑓(𝑥) = ( − )= ([2] − [2(1 + log 𝑥) − 𝑦])
𝑁 𝜕𝑦 𝜕𝑥 2𝑥 log 𝑥 − 𝑥𝑦
1
=−
𝑥

ⅆ𝑥 1
∴ 𝜇(𝑥) = exp ∫ − = exp (−ln 𝑥) =
𝑥 𝑥

Page 9 Second Grade in Department of Physics

Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

2𝑦
(2 log 𝑥 − 𝑦)ⅆ𝑦 + ⅆ𝑥 = 0
𝑥

2𝑦
∫ ⅆ𝑥 + ∫ − 𝑦ⅆ𝑦 = 𝐶
𝑥

𝑦2
2𝑦 log 𝑥 − = 𝐶.
2

𝐄𝐱. (𝟏𝟏): 𝑆𝑜𝑙𝑣𝑒 (2𝑥𝑦 2 − 2𝑦) ⅆ𝑥 + (3𝑥 2 𝑦 − 4𝑥) ⅆ𝑦 = 0 ?

Solution:

𝑀(𝑥, 𝑦) = 2𝑥𝑦 2 − 2𝑦 , 𝑁(𝑥, 𝑦) = 3𝑥 2 𝑦 − 4𝑥

𝜕𝑀 𝜕𝑁
= 4𝑥𝑦 2 − 2 ≠ = 6𝑥𝑦 − 4
𝜕𝑦 𝜕𝑥

1 𝜕𝑁 𝜕𝑀 1 1
𝑔(𝑦) = ( − )= ([6𝑥𝑦 − 4] − [4𝑥𝑦 − 2]) =
𝑀 𝜕𝑥 𝜕𝑦 2𝑥𝑦 2 − 2𝑦 𝑦

ⅆ𝑦
∴ 𝜇(𝑦) = exp ∫ = exp (ln 𝑦) = y
𝑦

(2𝑥𝑦 3 − 2𝑦 2 ) ⅆ𝑥 + (3𝑥 2 𝑦 2 − 4𝑥𝑦) ⅆ𝑦 = 0

∴ ∫ ( 2𝑥𝑦 3 − 2𝑦 2 )ⅆ𝑥 + ∫(0)ⅆ𝑦 = C

𝑥 2 𝑦 2 − 2x𝑦 2 = C.

𝐄𝐱. (𝟏𝟐): 𝑆𝑜𝑙𝑣𝑒 (𝑦 4 + 2𝑦) ⅆ𝑥 + (𝑥𝑦 3 + 2𝑦 2 − 4𝑥) ⅆ𝑦 = 0 ?

Solution:

𝑀(𝑥, 𝑦) = 𝑦 4 + 2𝑦 , 𝑁(𝑥, 𝑦) = 𝑥𝑦 3 + 2𝑦 2 − 4𝑥

𝜕𝑀 𝜕𝑁
= 4𝑦 3 + 2 ≠ = 𝑦3 − 4
𝜕𝑦 𝜕𝑥

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1 𝜕𝑁 𝜕𝑀 1 3
𝑔(𝑦) = ( − )= 4 ([𝑦 3 − 4] − [4𝑦 3 + 2]) = −
𝑀 𝜕𝑥 𝜕𝑦 𝑦 + 2𝑦 𝑦

ⅆ𝑦 1
∴ 𝜇(𝑦) = exp 3 ∫ − = exp (−3ln 𝑦) = 3
𝑦 𝑦

2 2 4𝑥
(𝑦 + ) ⅆ𝑥 + (𝑥 + − ) ⅆ𝑦 = 0
𝑦2 𝑦 𝑦3

2 2
∴ ∫ (𝑦 + )ⅆ𝑥 + ∫ ( ) ⅆ𝑦 = C
𝑦2 𝑦

2𝑥
xy + + 2 ln 𝑦 = C.
𝑦2

4) linear equation:

Linear first‐order ODEs given by the form

ⅆ𝑦
+ 𝑃(𝑥)𝑦 = 𝑄(𝑥)
ⅆ𝑥

Working Rule:
𝑑𝑦
Step 1. Convert the given equation to the standard form + 𝑃𝑦 = 𝑄
𝑑𝑥

Step 2. Find the integrating factor, I.F.= 𝜇 = exp ‫ ׬‬P(x) dx

Step 3. Then the solution is 𝑦 (𝐼. 𝐹. ) = ‫ ׬‬Q(x)(𝐼. 𝐹. )ⅆ𝑥 + 𝐶

ⅆ𝑦
𝐄𝐱. (𝟏𝟑): Solve + 2𝑥𝑦 = 4𝑥 ?
ⅆ𝑥
Solution:

𝐼. 𝐹. = 𝜇 = exp ∫ 2 𝑥ⅆ𝑥 = exp 𝑥 2

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𝑦 exp 𝑥 2 = ∫ 4𝑥 exp 𝑥 2 ⅆ𝑥 + 𝐶

𝑦 exp 𝑥 2 = 2 exp 𝑥 2 + 𝐶

∴ 𝑦 = 2 + 𝐶 exp (−𝑥 2 ).

ⅆ𝑦 1
𝐄𝐱. (𝟏𝟒): Solve + 𝑦 = 𝑥2 − 3 ?
ⅆ𝑥 𝑥
Solution:

1
𝐼. 𝐹. = 𝜇 = exp ∫ ⅆ𝑥 = exp ln 𝑥 = 𝑥
𝑥

𝑦 x = ∫ (𝑥 2 − 3) 𝑥ⅆ𝑥 + 𝐶

𝑥 4 3𝑥 2
∴ 𝑦𝑥 = − + 𝐶.
4 2

ⅆ𝑥
𝐄𝐱. (𝟏𝟓): Solve y + 2𝑥 = 𝑦 3 ?
ⅆ𝑦

Solution:

ⅆ𝑥 2
+ 𝑥 = 𝑦2
ⅆ𝑦 𝑦

2
𝐼. 𝐹. = 𝜇 = exp ∫ ⅆ𝑦 = exp 2ln 𝑦 = 𝑦 2
𝑦

x 𝑦 2 = ∫ 𝑦 2 𝑦 2 ⅆ𝑦 + 𝐶

𝑦5
2
∴x𝑦 = +𝐶
5

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Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

5) Bernoulli’s equation:
Bernoulli’s equation has the form

ⅆ𝑦
+ 𝑃(𝑥)𝑦 = 𝑄(𝑥)𝑦 𝑛 , 𝑤ℎ𝑒𝑟𝑒 𝑛 ≠ 0 𝑜𝑟 1
ⅆ𝑥

Working Rule:
𝑑𝑦
Step 1. Let 𝜈 = 𝑦1−𝑛 and fmd 𝑑𝑥

Step 2. Substituting in B.E. to convert to L.D. 𝐸.

Step 3. Apply linear method.

ⅆ𝑦 𝑦
𝐄𝐱. (𝟏𝟔): Solve + = 2𝑥 3 𝑦 4 ?
ⅆ𝑥 𝑥
Solution:

Let 𝜈 = 𝑦1−4 = 𝑦 −3 then

ⅆ𝑦 𝑦 4 ⅆ𝜈
=−
ⅆ𝑥 3ⅆ𝑥
𝑦 4 ⅆ𝜈 𝑦 ⅆ𝜈 3𝜈
− + = 2𝑥 3 𝑦 4 ⟹ − = −6𝑥 3
3ⅆ𝑥 𝑥 ⅆ𝑥 𝑥

ⅆ𝑥 1
𝜇 = exp − 3 ∫ = exp (−3 ln 𝑥) = 3
𝑥 𝑥

1 3
1
𝜈 = ∫ − 6𝑥 ⅆ𝑥 = 𝐶
𝑥3 𝑥3
𝜈
= −6𝑥 + 𝐶
𝑥3
𝜈 = 𝑦 −3 , we obtain 𝑦 −3 = −6𝑥 4 + 𝐶𝑥 3 .

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ⅆ𝑦 2
𝐄𝐱. (𝟏𝟕): Solve 𝑥𝑦 − = 𝑦 3 𝑒 −𝑥 ?
ⅆ𝑥
Solution:

Let 𝜈 = 𝑦1−3 = 𝑦 −2 then

ⅆ𝑦 𝑦 3 ⅆ𝜈
=−
ⅆ𝑥 2ⅆ𝑥
𝑦 3 ⅆ𝜈 2 ⅆ𝜈 2
𝑥𝑦 + = 𝑦 3 𝑒 −𝑥 ⟹ + 2𝑥𝜈 = 2𝑒 −𝑥 ,
2ⅆ𝑥 ⅆ𝑥

2
𝜇 = 𝑒𝑥𝑝 ∫ 2 𝑥ⅆ𝑥 = 𝑒 𝑥

2 2 2
𝜈 𝑒 𝑥 = ∫ 2 𝑒 −𝑥 𝑒 𝑥 ⅆ𝑥 + 𝐶

2
𝜈𝑒 𝑥 = 2𝑥 + 𝐶
2
∵ 𝜈 = 𝑦 −2 , we obtain 𝑦 −2 = (2𝑥 + 𝐶)𝑒 −𝑥 .

𝐄𝐱. (𝟏𝟖): Solve 𝑥 2 ⅆ𝑦 + 𝑦(𝑥 + 𝑦)ⅆ𝑥 = 0 ?

Solution:

ⅆ𝑦 𝑦 𝑦2
+ =− 2
ⅆ𝑥 𝑥 𝑥
Let 𝜈 = 𝑦1−2 = 𝑦 −1 then

ⅆ𝑦 ⅆ𝜈
= −𝑦 2
ⅆ𝑥 ⅆ𝑥
ⅆ𝜈 𝑦
2
𝑦2 ⅆ𝜈 𝜈 1
−𝑦 + =− 2 ⟹ − = 2
ⅆ𝑥 𝑥 𝑥 ⅆ𝑥 𝑥 𝑥

ⅆ𝑥 1
𝜇 = 𝑒𝑥𝑝 ∫ − = 𝑒𝑥𝑝(−𝑙𝑛𝑥) =
𝑥 𝑥

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1 1 1
𝜈 = ∫ 2 ⅆ𝑥 + 𝐶
𝑥 𝑥 𝑥

𝜈 𝑥 −2
=− +𝐶
𝑥 2
1 1
∵ 𝜈 = 𝑦 −1 ⟹ =− 2+𝐶
𝑥𝑦 2𝑥

2
𝐄𝐱. (𝟏𝟗): Solve ⅆ𝑥 − 2𝑥𝑦ⅆ𝑦 = 6𝑥 3 𝑦 2 𝑒 −2𝑦 ⅆ𝑦 ?

Solution:

ⅆ𝑥 2
− 2𝑥𝑦 = 6𝑥 3 𝑦 2 𝑒 −2𝑦
ⅆ𝑦

Let 𝜈 = 𝑥 1−3 = 𝑥 −2 then

ⅆ𝑥 1 ⅆ𝜈
= − 𝑥3
ⅆ𝑦 2 ⅆ𝑦

1 ⅆ𝜈 2 ⅆ𝜈 2
− 𝑥3 − 2𝑥𝑦 = 6𝑥 3 𝑦 2 𝑒 −2𝑦 ⟹ + 4𝑦𝜈 = −12𝑦 2 𝑒 −2𝑦
2 ⅆ𝑦 ⅆ𝑥

2
𝜇 = 𝑒𝑥𝑝 ∫ 4 𝑦ⅆ𝑦 = 𝑒𝑥𝑝(2𝑦 2 ) = 𝑒 2𝑦

2 2 2
𝜈 𝑒 2𝑦 = ∫ −12𝑦 2 𝑒 −2𝑦 𝑒 2𝑦 ⅆ𝑦 + 𝐶

2
𝜈𝑒 2𝑦 = 4𝑦 3 + 𝐶.
2
∵ 𝜈 = 𝑥 −2 ⟹ 𝑥 −2 = (4𝑦 3 + 𝐶)𝑒 2𝑦 .

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6) Homogeneous equation:

ⅆ𝑦 𝑀(𝑥, 𝑦) 𝑦
= = 𝐹ቀ ቁ
ⅆ𝑥 𝑁(𝑥, 𝑦) 𝑥
𝑓(𝜆𝑥, 𝜆𝑦) = λ𝑛 𝑓(𝑥, 𝑦) , 𝑤ℎ𝑒𝑟𝑒 𝑛 𝑖𝑠 ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑒𝑜𝑢𝑠 𝑜𝑓 ⅆ𝑒𝑔𝑟𝑒𝑒.

Working Rule:
𝑑𝑦 𝑑𝑣
Step 1. Put 𝑦 = 𝜈𝑥 so that 𝑑𝑥
=𝜈+𝑥
𝑑𝑥

Step 2. Separate the variables.

Step 3. Integrate both the sides.

𝑦
Step 4. Put 𝜈 = 𝑥 and simplify.

ⅆ𝑦 𝑦 𝑦
𝐄𝐱. (𝟐𝟎): Solve = + 𝑡𝑎𝑛 ?
ⅆ𝑥 𝑥 𝑥
Solution:

ⅆ𝑦 ⅆ𝜈
𝐿𝑒𝑡 𝑦 = 𝑣𝑥 ⟹ =𝜈+𝑥
ⅆ𝑥 ⅆ𝑥
ⅆ𝜈
𝜈+𝑥 = 𝜈 + tan 𝑣
ⅆ𝑥

ⅆ𝑥
∫ cot 𝑣 ⅆ𝜈 = ∫ = ln 𝑥 + 𝐶
𝑥

But

cos 𝜈
∫ cot 𝜈ⅆ𝜈 = ∫ ⅆ𝜈 = ln ( sin 𝜈) + 𝐶
sin 𝜈

∵ 𝑥 = sin 𝜈 ⟹ 𝑦 = 𝑥 sin−1 𝑥 .

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𝐄𝐱. (𝟐𝟏): Solve (2𝑥𝑦 + 𝑦 2 )ⅆ𝑥 − 2𝑥 2 ⅆ𝑦 ?

Solution:

ⅆ𝑦 𝑦 𝑦 2
= +
ⅆ𝑥 𝑥 2𝑥 2
ⅆ𝑦 ⅆ𝜈
𝐿𝑒𝑡 𝑦 = 𝜈𝑥 ⟹ =𝜈+𝑥
ⅆ𝑥 ⅆ𝑥
ⅆ𝜈 1
𝜈+𝑥 = 𝜈 + 𝜈2
ⅆ𝑥 2

2ⅆ𝜈 ⅆ𝑥 2
∫ 2
=∫ ⟹ − = 𝑙𝑛 𝑥 + 𝐶
𝜈 𝑥 𝜈

2𝑥
∴ 𝑙𝑛 𝑥 + =𝐶
𝑦

EXERCISES: Solve the following differential equations

ⅆ𝑦 1
1. 𝑥 4 + 𝑥 3 𝑦 = − 𝑠𝑒𝑐 (𝑥𝑦) Ans. 𝑠𝑖𝑛𝑥𝑦 = +𝐶
ⅆ𝑥 2𝑥 2

𝑥+𝑦
2. 𝑐𝑜𝑠 (𝑥 + 𝑦)ⅆ𝑦 = ⅆ𝑥 Ans. 𝑦 − 𝑡𝑎𝑛 =𝐶
2

3. (2𝑥 2 + 3𝑦 2 − 7)𝑥ⅆ𝑥 − (3𝑥 2 + 2𝑦 2 − 8)𝑦ⅆ𝑦 = 0 Ans. 𝑥 2 + 𝑦 2 − 3 = 𝐶(𝑥 2 − 𝑦 2 − 1)5

4. [2𝑥𝑦𝑐𝑜𝑠𝑥 2 − 2𝑥𝑦 + 1]ⅆ𝑥 + [𝑠𝑖𝑛𝑥 2 − 𝑥 2 + 3]ⅆ𝑦 = 0 Ans. 𝑦𝑠𝑖𝑛𝑥 2 − 𝑦𝑥 2 + 𝑥 + 3𝑦 = 𝐶

𝑥 ⅆ𝑦 𝑥
5. (1 + 𝑒 𝑥/𝑦 ) + 𝑒 𝑥/𝑦 (1 − ) =0 Ans. 𝑥 + 𝑦𝑒 𝑦 = 𝐶
𝑦 ⅆ𝑥

𝑎2 (𝑥ⅆ𝑦 − 𝑦ⅆ𝑥) 𝑥2 + 𝑦2 𝑦
6. 𝑥ⅆ𝑦 + 𝑦ⅆ𝑥 = Ans. ( ) + 𝑎2 𝑡𝑎𝑛−1 = 𝐶
𝑥2 + 𝑦2 2 𝑥

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7. (𝑦 𝑙𝑜𝑔𝑦)ⅆ𝑥 + (𝑥 − 𝑙𝑜𝑔𝑦)ⅆ𝑦 = 0 Ans. 2𝑥𝑙𝑜𝑔𝑦 = 𝐶 + (𝑙𝑜𝑔𝑦)2

1
8. (𝑦 − 2𝑥 3 )ⅆ𝑥 − 𝑥(1 − 𝑥𝑦)ⅆ𝑦 = 0 Ans. − 𝑡𝑎𝑛𝑦 − 𝑥 3 + 𝑠𝑖𝑛𝑦 = 𝐶
𝑥

𝑥3 𝑒 𝑥
9. 𝑦(𝑥 2 𝑦 + 𝑒 𝑥 )ⅆ𝑥 − 𝑒 𝑥 ⅆ𝑦 = 0 Ans. + =𝐶
3 𝑦

ⅆ𝑦 𝑦
10.(𝑥 + 1) − 𝑦 = 𝑒 𝑥 (𝑥 + 1)2 Ans. = 𝑒𝑥 + 𝐶
ⅆ𝑥 𝑥+1

ⅆ𝑦
11.(𝑥 3 − 𝑥) − (3𝑥 2 − 1)𝑦 = 𝑥 5 − 2𝑥 3 + 𝑥 Ans. 𝑦 = (𝑥 3 − 𝑥) log 𝑥 + (𝑥 3 − 𝑥)𝐶
ⅆ𝑥

𝑑𝑦 𝑥 𝑥 2
12. 𝑠𝑖𝑛𝑥 + 2𝑦 = 𝑡𝑎𝑛3 ( ) Ans. 𝑦 tan2 = +𝐶
𝑑𝑥 2 2 5

ⅆ𝑦
13.𝑥 + 𝑦𝑙𝑜𝑔𝑦 = 𝑥𝑦𝑒 𝑥 Ans. 𝑥 log 𝑦 = 𝑥𝑒 𝑥 − 𝑒 𝑥 + 𝐶
ⅆ𝑥

ⅆ𝑦 1𝑎𝑛𝑦 sin 𝑦
14. − = (1 + 𝑥)𝑒 𝑥 𝑠𝑒𝑐𝑦 Ans. = 𝑒𝑥 + 𝐶
ⅆ𝑥 1 + 𝑥 1+𝑥

( log 𝑦)2
15. 𝑦 𝑙𝑜𝑔𝑦 ⅆ𝑥 + (𝑥 − 𝑙𝑜𝑔𝑦)ⅆ𝑦 = 0 Ans. 𝑥 log 𝑦 = +𝐶
2

ⅆ𝑦 𝑦 𝑦 𝑦
16. = + 𝑥 𝑠𝑖𝑛 Ans. log tan =𝑥+𝐶
ⅆ𝑥 𝑥 𝑥 2𝑥

17.(𝑥 2 − 𝑦 2 )ⅆ𝑥 + 2𝑥𝑦ⅆ𝑦 = 0 Ans. 𝑥 2 + 𝑦 2 = 𝐶𝑥

18.(𝑦 2 + 2𝑥𝑦)ⅆ𝑥 + (2𝑥 2 + 3𝑥𝑦)ⅆ𝑦 = 0 Ans. 𝑥𝑦 2 (𝑥 + 𝑦) = 𝐶

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ⅆ𝑦 𝑛 ⅆ𝑦 𝑛−1 ⅆ𝑦
( ) + 𝑎𝑛−1 (𝑥, 𝑦) ( ) + ⋯ + 𝑎1 (𝑥, 𝑦) ( ) + 𝑎0 (𝑥, 𝑦) = 0
ⅆ𝑥 ⅆ𝑥 ⅆ𝑥
𝐿𝑒𝑡 𝑝 = ⅆ𝑦/ⅆ𝑥

𝑝𝑛 + 𝑎𝑛−1 (𝑥, 𝑦)(𝑝)𝑛−1 + ⋯ + 𝑎1 (𝑥, 𝑦)𝑝 + 𝑎0 (𝑥, 𝑦) = 0

1) Equations soluble for p

We can be factorised into the form

(𝑝 − 𝐹1 )(𝑝 − 𝐹2 ) ⋯ (𝑝 − 𝐹𝑛 ) = 0

the general solution is given by the product

𝐺1 (𝑥, 𝑦)𝐺2 (𝑥, 𝑦) ⋯ 𝐺𝑛 (𝑥, 𝑦) = 0

ⅆ𝑦 2 ⅆ𝑦
𝐄𝐱. (𝟏): 𝑆𝑜𝑙𝑣𝑒 (𝑥 3 + 𝑥 + 𝑥 + 1) ( ) − (3𝑥 2 + 2𝑥 + 1)𝑦 ( )
2
ⅆ𝑥 ⅆ𝑥
+ 2𝑥𝑦 2 = 0 ?

Solution: 𝐿𝑒𝑡 𝑝 = ⅆ𝑦/ⅆ𝑥

(𝑥 3 + 𝑥 2 + 𝑥 + 1)𝑝2 − (3𝑥 2 + 2𝑥 + 1)𝑦𝑝 + 2𝑥𝑦 2 = 0

[(𝑥 + 1)𝑝 − 𝑦][(𝑥 2 + 1)𝑝 − 2𝑥𝑦] = 0

ⅆ𝑦
[(𝑥 + 1)𝑝 − 𝑦] = 0 ⟹ (𝑥 + 1) −𝑦 =0
ⅆ𝑥
∴ 𝑦 − 𝐶(𝑥 + 1) = 0
𝑑𝑦
also [(𝑥 2 + 1)𝑝 − 2𝑥𝑦] = 0 ⟹ (𝑥 2 + 1) − 2𝑥𝑦 = 0
𝑑𝑥

∴ 𝑦 − 𝐶(𝑥 2 + 1) = 0

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𝐺. 𝑆. [𝑦 − 𝐶(𝑥 + 1)][𝑦 − 𝐶(𝑥 2 + 1)] = 0

ⅆ𝑦 3 ⅆ𝑦 2 ⅆ𝑦
𝐄𝐱. (𝟐): 𝑆𝑜𝑙𝑣𝑒 (𝑥 + 2𝑦) ( ) + 3(𝑥 + 𝑦) ( ) + (𝑦 + 2𝑥) ( ) = 0
ⅆ𝑥 ⅆ𝑥 ⅆ𝑥

Solution: 𝐿𝑒𝑡 𝑝 = ⅆ𝑦/ⅆ𝑥

(𝑥 + 2𝑦)(𝑝)3 + 3(𝑥 + 𝑦)(𝑝)2 + (𝑦 + 2𝑥)(𝑝) = 0

𝑝(𝑝 + 1)[(𝑥 + 2𝑦)𝑝 + (2𝑥 + 𝑦)] = 0

ⅆ𝑦
𝑝=0 ⟹ =0
ⅆ𝑥
∴ 𝑦+𝐶 =0

ⅆ𝑦
(𝑝 + 1) = 0 ⟹ +1=0
ⅆ𝑥
∴ 𝑦+𝑥+𝐶 =0

ⅆ𝑦
[(𝑥 + 2𝑦)𝑝 + (2𝑥 + 𝑦)] = 0 ⟹ [(𝑥 + 2𝑦) + (2𝑥 + 𝑦)] = 0
ⅆ𝑥
(𝑥ⅆ𝑦 + 𝑦ⅆ𝑥) + 2𝑦ⅆ𝑦 + 2𝑥ⅆ𝑥 = 0

∴ 𝑥𝑦 + 𝑦 2 + 𝑥 2 + 𝐶 = 0

𝐺. 𝑆. [𝑦 + 𝐶][𝑦 + 𝑥 + 𝐶][𝑥𝑦 + 𝑦 2 + 𝑥 2 + 𝐶] = 0

2) Equations soluble for x

We can be written in the form

𝑥 = 𝐹(y, 𝑝)

ⅆ𝑥 1 𝜕𝐹 𝜕𝐹ⅆ𝑝
= = +
ⅆ𝑦 𝑝 𝜕𝑦 𝜕𝑝ⅆ𝑦

This results shown [General Solution 𝐺(𝑦, 𝑝) = 0, and we found a

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Singular Solution] at the same time.

2
ⅆ𝑦 2 ⅆ𝑦
𝐄𝐱. (𝟑): 𝑆𝑜𝑙𝑣𝑒 6𝑦 ( ) + 3𝑥 ( ) − 𝑦 = 0 ?
ⅆ𝑥 ⅆ𝑥
Solution: 𝐿𝑒𝑡 𝑝 = ⅆ𝑦/ⅆ𝑥

6𝑦 2 (𝑝)2 + 3𝑥(𝑝) − 𝑦 = 0 … … (#)

3𝑥 = (𝑦/𝑝) − 6𝑦 2 𝑝

ⅆ𝑥 3 1 𝑦 ⅆ𝑝 ⅆ𝑝
3 = = − 2 − 6𝑦 2 − 12𝑦𝑝
ⅆ𝑦 𝑝 𝑝 𝑝 ⅆ𝑦 ⅆ𝑦

ⅆ𝑝 ⅆ𝑝
2𝑝 + 𝑦 + 12𝑦𝑝3 + 6𝑦 2 𝑝2 =0
ⅆ𝑦 ⅆ𝑦

ⅆ𝑝
(1 + 6𝑦𝑝2 )(2𝑝 + 𝑦 )=0
ⅆ𝑦

ⅆ𝑝
(2𝑝 + 𝑦 )=0 ⟹ 𝑝𝑦 2 = 𝐶
ⅆ𝑦

Substituting for 𝑝 in equation (#), we get:

𝑮. 𝑺. 𝑦 3 = 3𝐶𝑥 + 6𝐶 2

(1 + 6𝑦𝑝2 ) = 0 ⟹ 𝑝2 = −1/6𝑦

Substituting for 𝑝 in equation (#), we get:

𝑺. 𝑺. 8𝑦 3 + 3𝑥 2 = 0

ⅆ𝑦 ⅆ𝑦 3 2
𝐄𝐱. (𝟒): 𝑆𝑜𝑙𝑣𝑒 4 ( ) 𝑥 − 2𝑦 = ( ) 𝑦 ?
ⅆ𝑥 ⅆ𝑥

Solution: 𝐿𝑒𝑡 𝑝 = ⅆ𝑦/ⅆ𝑥

4(𝑝)𝑥 − 2𝑦 = (𝑝)3 𝑦 2 … … (#)

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𝑦 𝑝2 𝑦 2
𝜒= +
2𝑝 4

ⅆ𝑥 1 1 𝑦ⅆ𝑝 𝑝2 𝑦 𝑝𝑦 2 ⅆ𝑝
= = − + +
ⅆ𝑦 𝑝 2𝑝 2𝑝2 ⅆ𝑦 2 2ⅆ𝑦

1 ⅆ𝑝 𝑦ⅆ𝑝
𝑝2 𝑦 − + 𝑝𝑦 2 − =0
𝑝 ⅆ𝑦 𝑝2 ⅆ𝑦

1 𝑦ⅆ𝑝
(𝑝2 𝑦 − )(1 + )=0
𝑝 𝑝ⅆ𝑦

𝑦 ⅆ𝑝
((1 + )) = 0 ⟹ 𝑝𝑦 = 𝐶
𝑝 ⅆ𝑦

Substituting for 𝑝 in equation (#), we get:

𝑮. 𝑺. 4𝑥𝐶 − 2𝑦 2 = 𝐶 3

1 −1⁄
(𝑝2 𝑦 − ) = 0 ⟹ 𝑝=𝑦 3
𝑝

Substituting for 𝑝 in equation (#), we get:

4⁄
𝑺. 𝑺. 4𝑥 = 3𝑦 3

3) Equations soluble for y

We can be written in the form

𝑦 = 𝐹(𝑥, 𝑝)

ⅆ𝑦 𝜕𝐹 𝜕𝐹ⅆ𝑝
=𝑝= +
ⅆ𝑥 𝜕𝑥 𝜕𝑝ⅆ𝑥

also the results [General Solution 𝐺(𝑥, 𝑝) = 0, and we found a Singular

Solution] at the same time.

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ⅆ𝑦 2 ⅆ𝑦
𝐄𝐱. (𝟓): 𝑆𝑜𝑙𝑣𝑒 𝑥 ( ) + 2𝑥 ( ) − 𝑦 = 0 ?
ⅆ𝑥 ⅆ𝑥

Solution: 𝐿𝑒𝑡 𝑝 = ⅆ𝑦/ⅆ𝑥

𝑥𝑝2 + 2𝑥𝑝 − 𝑦 = 0 … … (#)

𝑦 = 𝑥𝑝2 + 2𝑥𝑝

ⅆ𝑦 ⅆ𝑝 ⅆ𝑝
= 𝑝 = 2𝑥𝑝 + 𝑝2 + 2𝑥 + 2𝑝
ⅆ𝑥 ⅆ𝑥 ⅆ𝑥
ⅆ𝑝 ⅆ𝑝
𝑝2 + 2𝑥𝑝 + 𝑝 + 2𝑥 =0
ⅆ𝑥 ⅆ𝑥
ⅆ𝑝
(𝑝 + 1)(𝑝 + 2𝑥 )=0
ⅆ𝑥

ⅆ𝑝
((𝑝 + 2𝑥 )) = 0 ⟹ 𝑥𝑝2 = 𝐶
ⅆ𝑥

Substituting for 𝑝 in equation (#), we get:

𝑮. 𝑺. (𝑦 − 𝐶)2 = 4𝐶𝑥

(𝑝 + 1) = 0 ⟹ 𝑝 = −1

Substituting for 𝑝 in equation (#), we get:

𝑺. 𝑺. 𝑥+𝑦=0

ⅆ𝑦 2
ⅆ𝑦 2
𝐄𝐱. (𝟔): 𝑆𝑜𝑙𝑣𝑒 𝑦 = 5𝑥 ( ) + 5𝑥 + ( ) ?
ⅆ𝑥 ⅆ𝑥
Solution: 𝐿𝑒𝑡 𝑝 = ⅆ𝑦/ⅆ𝑥

𝑦 = 5𝑥(𝑝) + 5𝑥 2 + (𝑝)2 … … (#)

ⅆ𝑦 ⅆ𝑝 ⅆ𝑝
= 𝑝 = 5𝑝 + 5𝑥 + 10𝑥 + 2𝑝
ⅆ𝑥 ⅆ𝑥 ⅆ𝑥

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ⅆ𝑝 ⅆ𝑝
4𝑝 + 10𝑥 + 2𝑝 + 5𝑥 =0
ⅆ𝑥 ⅆ𝑥
ⅆ𝑝
(2𝑝 + 5𝑥)(2 + )=0
ⅆ𝑥
ⅆ𝑝
(2 + )=0 ⟹ 𝑝 + 2𝑥 = 𝐶
ⅆ𝑥
Substituting for 𝑝 in equation (#), we get:

𝑮. 𝑺. 𝑦 = 𝑥𝐶 − 𝑥 2 + 𝐶 2

−5
(2𝑝 + 5𝑥) = 0 ⟹ 𝑝= 𝑥
2
Substituting for 𝑝 in equation (#), we get:

𝑺. 𝑺. 4𝑦 + 5𝑥 2 = 0

4) Clairaut’s equation
It has the form

𝑦 = 𝑝𝑥 + 𝐹(𝑝) … … (∗)

and is therefore a special case of equations soluble for 𝑦, but for

Clairaut’s equation the form of the general solution is particularly simple.

ⅆ𝑦 ⅆ𝑝 ⅆ𝐹 ⅆ𝑝 ⅆ𝑝 ⅆ𝐹
=𝑝 =𝑝+𝑥 + ⟹ ( + 𝑥) = 0
ⅆ𝑥 ⅆ𝑥 ⅆ𝑝 ⅆ𝑥 ⅆ𝑥 ⅆ𝑝

ⅆ𝑝 ⅆ 2 𝑦
= =0 ⟹ 𝑦 = 𝐶1 𝑥 + 𝐶2 … … (#)
ⅆ𝑥 ⅆ𝑥 2
since 𝑝 = ⅆ𝑦/ⅆ𝑥 = 𝐶1

if we substitute (#) into (*) we get:

𝐶1 𝑥 + 𝐶2 = 𝐶1 𝑥 + 𝐹(𝐶1 )

𝑮. 𝑺. 𝑦 = 𝐶1 𝑥 + 𝐹(𝐶1 )

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ⅆ𝐹
+𝑥 =0
ⅆ𝑝

This relation used to eliminate 𝑝 from (∗ ) to give a singular solution.

ⅆ𝑦 ⅆ𝑦 2
𝐄𝐱. (𝟕): 𝑆𝑜𝑙𝑣𝑒 𝑦 = ( )𝑥 + ( ) ?
ⅆ𝑥 ⅆ𝑥
Solution: 𝐿𝑒𝑡 𝑝 = ⅆ𝑦/ⅆ𝑥

𝑦 = 𝑝𝑥 + 𝑝2 … … (∗)

ⅆ𝑦 ⅆ𝑝 ⅆ𝑝 ⅆ𝑝
=𝑝 =𝑝+𝜒 + 2𝑝 ⟹ (2𝑝 + 𝑥) = 0
ⅆ𝑥 ⅆ𝑥 ⅆ𝑥 ⅆ𝑥
ⅆ𝑝 ⅆ 2 𝑦
= =0 ⟹ 𝑦 = 𝐶1 𝑥 + 𝐶2 … … (#)
ⅆ𝑥 ⅆ𝑥 2
since 𝑝 = ⅆ𝑦/ⅆ𝑥 = 𝐶1

if we substitute (#) into (*) we get:

𝐶1 𝑥 + 𝐶2 = 𝐶1 𝑥 + 𝐶22

𝑮. 𝑺. 𝑦 = 𝐶1 𝑥 + 𝐶22

2𝑝 + 𝑥 = 0 ⟹ 𝑝 = −𝑥/2

If we substitute into (*) we get:

𝑺. 𝑺. 𝑥 2 + 4𝑦 = 0

ⅆ𝑦 ⅆ𝑦
𝐄𝐱. (𝟖): 𝑆𝑜𝑙𝑣𝑒 𝑦=( ) 𝑥 + cos ( ) ?
ⅆ𝑥 ⅆ𝑥
Solution: 𝐿𝑒𝑡 𝑝 = ⅆ𝑦/ⅆ𝑥

𝑦 = 𝑝𝑥 + cos 𝑝

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ⅆ𝑦 ⅆ𝑝 ⅆ𝑝 ⅆ𝑝
=𝑝 =𝑝+𝜒 + sin 𝑝 ⟹ (𝑥 − sin 𝑝) = 0
ⅆ𝑥 ⅆ𝑥 ⅆ𝑥 ⅆ𝑥
ⅆ𝑝 ⅆ 2 𝑦
= =0 ⟹ 𝑦 = 𝐶1 𝑥 + 𝐶2
ⅆ𝑥 ⅆ𝑥 2
since 𝑝 = ⅆ𝑦/ⅆ𝑥 = 𝐶1

if we substitute (#) into (*) we get:

𝐶1 𝑥 + 𝐶2 = 𝐶1 𝑥 + cos 𝐶

𝑮. 𝑺. 𝑦 = 𝐶1 𝑥 + cos 𝐶

𝑥 − sin 𝑝 = 0 ⟹ 𝑝 = sin−1 𝑥

if we substitute into (*) we get:

𝑺. 𝑺. (𝑦 − 𝑥 sin−1 𝑥)2 = 1 − 𝑥 2

EXERCISES: Solve the following differential equations

ⅆ𝑦 2 𝜒 1
2
1. 𝑥 = 1 + ( ) Ans. 𝑦 = ± √𝑥 2 − 1 ∓ 𝑙𝑜𝑔(𝑥 + √𝑥 2 − 1) + 𝐶
ⅆ𝑥 2 2

ⅆ𝑦 ⅆ𝑦 2 2
2. 𝑦 = (𝑥 − 𝑎) − ( ) Ans. 𝑦 = (𝑥 − 𝑎)𝐶 − 𝐶
ⅆ𝑥 ⅆ𝑥

ⅆ𝑦 ⅆ𝑦 2
3. 𝑦 = 2 𝑥 +𝑦( ) Ans. 𝑦 2 = 𝐶(2𝑥 + 𝐶)
ⅆ𝑥 ⅆ𝑥

ⅆ𝑦 ⅆ𝑦
4. = log ( 𝑥 − 𝑦) Ans. 𝑦 = 𝑎𝑥 − 𝑒 𝑎
ⅆ𝑥 ⅆ𝑥

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A. Linear equations of second order with constant coefficients

The general form of the linear differential equation of second order is

ⅆ2𝑦 ⅆ𝑦
+ 𝑃 + 𝑄𝑦 = 𝑅
ⅆ𝑥 2 ⅆ𝑥

where P and Q are constants and R is a function of x or constant.

Differential operator Symbol D stands for the operation of differential

ⅆ𝑦 2
ⅆ2𝑦
𝐷𝑦 = , 𝐷 𝑦= 2
ⅆ𝑥 ⅆ𝑥
We can be written in the operator form

𝐷2 𝑦 + 𝑃𝐷𝑦 + 𝑄𝑦 = 𝑅 ⟹ (𝐷2 + 𝑃𝐷 + 𝑄)𝑦 = 𝑅

Complete Solution = Complementary Function + Particular Integral

ⅆ𝑦
+ 𝑃𝑦 = 𝑄 … … (1)
ⅆ𝑥

Its solution is 𝑦𝑒 ‫ 𝑥𝑑𝑃 ׬ 𝑒 𝑄 ׬ = 𝑥𝑑𝑃 ׬‬ⅆ𝑥 + 𝐶

𝑦 = 𝐶 𝑒 − ‫ 𝑥𝑑𝑃 ׬‬+ 𝑒 − ‫ 𝑥𝑑𝑃 ׬ 𝑒 𝑄 ∫ 𝑥𝑑𝑃 ׬‬ⅆ𝑥

𝑦 = 𝐶𝑢 + 𝜈 … … (2)

where 𝑢 = 𝑒 − ‫ 𝑥𝑑𝑃 ׬‬and 𝜈 = 𝑒 − ‫ 𝑥𝑑𝑃 ׬ 𝑒 𝑄 ׬ 𝑥𝑑𝑃 ׬‬ⅆ𝑥

(i) Now differentiating 𝑢 = 𝑒 − ‫ 𝑥𝑑𝑃 ׬‬w.r.t. x, we get

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ⅆ𝑢
= −𝑃𝑒 − ‫ = 𝑥𝑑𝑃 ׬‬−𝑃𝑢
ⅆ𝑥
ⅆ𝑢 ⅆ(𝐶𝑢)
+ 𝑃𝑢 = 0 ⟹ + 𝑃(𝐶𝑢) = 0
ⅆ𝑥 ⅆ𝑥
𝑑𝑦
which shows that 𝑦 = 𝐶𝑢 is the solution of + 𝑃𝑦 = 0
𝑑𝑥

(ii) Differentiating 𝜈 = 𝑒 − ‫ 𝑥𝑑𝑃 ׬ 𝑒 𝑄 ׬ 𝑥𝑑𝑃 ׬‬ⅆ𝑥 w.r.t. x, we get

ⅆ𝜈
= −𝑃𝑒 − ‫ 𝑥𝑑𝑃 ׬ 𝑒 𝑄 ∫ 𝑥𝑑𝑃 ׬‬ⅆ𝑥 + 𝑒 − ‫𝑥𝑑𝑃 ׬ 𝑒𝑄 𝑥𝑑𝑃 ׬‬
ⅆ𝑥
ⅆ𝜈 ⅆ𝜈
= −𝑃𝜈 + 𝑄 ⟹ + 𝑃𝑣 = 𝑄
ⅆ𝑥 ⅆ𝑥
𝑑𝑦
which shows that 𝑦 = 𝜈 is the solution of + 𝑝𝑦 = 𝑄.
𝑑𝑥

Solution of the differential equation (1) is (2) consisting of two parts.

𝐶𝑢 is the solution of the differential equation whose R.H.S. is zero. 𝐶𝑢 is

known as complementary function. Second part of (2) is 𝜈 free from any

arbitrary constant and is known as particular integral.

𝑦 = 𝐶. 𝐹. + 𝑃. 𝐼.

 Finding the complementary function (C.F.)

In finding the complementary function, R.H.S. of the given equation is
replaced by zero.

ⅆ2𝑦 ⅆ𝑦
+ 𝑃 + 𝑄𝑦 = 0 … … (∗)
ⅆ𝑥 2 ⅆ𝑥
𝑑𝑦 𝑑2𝑦
Putting the values of 𝑦, and in (*) then
𝑑𝑥 𝑑𝜅2

(𝐷2 + 𝑃𝐷 + 𝑄)𝑦 = (𝐷 − 𝑚1 )(𝐷 − 𝑚2 )𝑦 = 0 … … (∗∗)

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Let 𝜈 = (𝐷 − 𝑚2 )𝑦 … … (∗∗∗)

and replacing equation (**), we get:

ⅆ𝑣 ⅆ𝑣
(𝐷 − 𝑚1 )𝜈 = 0 ⟹ − 𝑚1 𝑣 = 0 ⟹ = 𝑚1 ⅆ𝑥
ⅆ𝑥 𝑣
log 𝑣 = 𝑚1 𝑥 + log 𝑎 ⟹ 𝑣 = 𝑎𝑒 𝑚1𝜒

Substituting in equation (***), we get:

(𝐷 − 𝑚2 )𝑦 = 𝑎𝑒 𝑚1𝜒

∵ 𝐼. 𝐹. = 𝑒 −𝑚2𝜒

𝑦 𝑒 −𝑚2𝜒 = ∫ 𝑎𝑒 (𝑚1−𝑚2)𝑥 ⅆ𝑥 … … (#)

Case I: Roots, Real and Different. If 𝑚1 ≠ 𝑚2 , equation (#) given

𝑚 2𝜒
𝑒 (𝑚1−𝑚2)𝑥 𝑎
𝑦=𝑒 𝑎 + 𝐶2 𝑒 𝑚2𝜒 = 𝑒 𝑚1𝜒 + 𝐶2 𝑒 𝑚2𝜒
𝑚1 − 𝑚2 𝑚1 − 𝑚2

𝑦 = 𝐶1 𝑒 𝑚1 𝑥 + 𝐶2 𝑒 𝑚2 𝑥

Case II: Roots, Real and Equal. If 𝑚1 = 𝑚2 , equation (# ) given

𝑦𝑒 −𝑚𝑥 = ∫ 𝑎 ⅆ𝑥 ⇒ 𝑦 = 𝑒 𝑚𝑥 (𝑎𝑥 + 𝐶2 )

𝑦 = (𝐶1 𝑥 + 𝐶2 )𝑒 𝑚𝑥

Case III: Roots, Complex. If 𝑚1 = 𝑎 + 𝑖𝑏 and 𝑚2 = 𝑎 − 𝑖𝑏.

from case I 𝑦 = 𝐶1 𝑒 𝑚1 𝑥 + 𝐶2 𝑒 𝑚2 𝑥

𝑦 = 𝐶1 𝑒 (𝑎+𝑖𝑏)𝑥 + 𝐶2 𝑒 (𝑎−𝑖𝑏)𝑥

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𝑦 = 𝐶1 𝑒 𝑎𝑥 . 𝑒 𝑖𝑏𝑥 + 𝐶2 𝑒 𝑎𝑥 . 𝑒 −𝑖𝑏𝑥 = 𝑒 𝑎𝑥 (𝐶1 𝑒 𝑖𝑏𝑥 + 𝐶2 𝑒 −𝑖𝑏𝑥 )

where 𝑒 ±𝑖𝑏𝑥 = cos 𝑏𝑥 ± 𝑖 sin 𝑏𝑥

𝑦 = 𝑒 𝑎𝑥 [(𝐶1 + 𝐶2 ) cos 𝑏𝑥 + 𝑖(𝐶1 − 𝐶2 ) sin 𝑏𝑥]

𝑦 = 𝑒 𝑎𝑥 [𝐴 cos 𝑏𝑥 + 𝐵 sin 𝑏𝑥]

where 𝐴 = (𝐶1 + 𝐶2 ) and 𝐵 = 𝑖(𝐶1 − 𝐶2 )

ⅆ2𝑦 ⅆ𝑦
𝐄𝐱. (𝟏): Solve − 4 + 3𝑦 = 0 ?
ⅆ𝑥 2 ⅆ𝑥
𝑑
Solution: 𝐿𝑒𝑡 𝐷=
𝑑𝑥

𝐷2 𝑦 − 4𝐷𝑦 + 3𝑦 = 0 ⟹ (𝐷2 − 4𝐷 + 3)𝑦 = 0

(𝐷 − 3)(𝐷 − 1)𝑦 = 0

𝑚1 = 3 and 𝑚2 = 1

∴ 𝑦 = 𝐶1 𝑒 3𝑥 + 𝐶2 𝑒 𝑥

ⅆ2𝑦 ⅆ𝑦
𝐄𝐱. (𝟐): Solve − 2 +𝑦 =0 ?
ⅆ𝑥 2 ⅆ𝑥
𝑑
Solution: 𝐿𝑒𝑡 𝐷 =
𝑑𝑥

𝐷2 𝑦 − 2𝐷𝑦 + 𝑦 = 0 ⟹ (𝐷2 − 2𝐷 + 1)𝑦 = 0

(𝐷 − 1)2 𝑦 = 0

𝑚1 = 𝑚2 = 1

∴ 𝑦 = (𝐶1 𝑥 + 𝐶2 )𝑒 𝑥

ⅆ2𝑦 ⅆ𝑦
𝐄𝐱. (𝟑): Solve + 2 + 2𝑦 = 0 ?
ⅆ𝑥 2 ⅆ𝑥

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𝑑
Solution: 𝐿𝑒𝑡 𝐷 =
𝑑𝑥

𝐷2 𝑦 + 2𝐷𝑦 + 2𝑦 = 0 ⟹ (𝐷2 + 2𝐷 + 2)𝑦 = 0

(𝐷2 + 2𝐷 + 2) = 0 ⟹ 𝐷2 + 2𝐷 + 1 = −1

(D + 1)2 = −1 ⟹ 𝐷 + 1 = ±𝑖

𝑚1 = −1 + 𝑖 and 𝑚2 = −1 − 𝑖

∴ 𝑦 = 𝑒 −𝑥 [𝐴 cos 𝑥 + 𝐵 sin 𝑥]

ⅆ3𝑦 ⅆ2𝑦 ⅆ𝑦
𝐄𝐱. (𝟒): Solve − 6 + 11 − 6𝑦 = 0 ?
ⅆ𝑥 3 ⅆ𝑥 2 ⅆ𝑥
𝑑
Solution: 𝐿𝑒𝑡 𝐷 =
𝑑𝑥

𝐷3 𝑦 − 6𝐷2 𝑦 + 11𝐷𝑦 − 6𝑦 = 0 ⟹ (𝐷3 − 6𝐷2 + 11𝐷 − 6)𝑦 = 0

(𝐷 − 1)(𝐷 − 2)(𝐷 − 3)𝑦 = 0

𝑚1 = 1, 𝑚2 = 2, 𝑚3 = 3

∴ 𝑦 = 𝐶1 𝑒 𝑥 + 𝐶2 𝑒 2𝑥 + 𝐶3 𝑒 3𝑥

ⅆ3𝑦 ⅆ2𝑦 ⅆ𝑦
𝐄𝐱. (𝟓): Solve − 8 + 21 − 18𝑦 = 0 ?
ⅆ𝑥 3 ⅆ𝑥 2 ⅆ𝑥
𝑑
Solution: 𝐿𝑒𝑡 𝐷 =
𝑑𝑥

𝐷3 𝑦 − 8𝐷2 𝑦 + 21𝐷𝑦 − 18𝑦 = 0 ⟹ (𝐷3 − 8𝐷2 + 21𝐷 − 18)𝑦 = 0

(𝐷 − 2)(𝐷 − 3)2 𝑦 = 0
𝑚1 = 2, 𝑚2 = 3, 𝑚3 = 3
∴ 𝑦 = 𝐶1 𝑒 2𝑥 + (𝐶2 𝑥 + 𝐶3 )𝑒 3𝑥

Page 31 Second Grade in Department of Physics

Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

 Finding the particular integral (P.I.)

Standard trial functions are as follows:

a. Polynomial. If 𝑓(𝑥) = 𝑎0 + 𝑎1 𝑥 + +𝑎𝑁 𝑥 𝑁 then try

𝑦𝑃 = 𝑏0 + 𝑏1 𝑥 + 𝑏N 𝑥 𝑁

b. Exponential. If 𝑓(𝑥) = 𝑏𝑒 𝑎𝑥 then try

1. 𝑦𝑝 = 𝐴𝑒 𝑎𝑥 if 𝑎 ≠ 𝑚1 and 𝑎 ≠ 𝑚2 .
2. 𝑦𝑝 = 𝐴𝑥𝑒 𝑎𝑥 if 𝑎 = 𝑚1 and 𝑎 ≠ 𝑚2 .
3. 𝑦𝑝 = 𝐴𝑥 𝑛 𝑒 𝑎𝑥 if 𝑎 = 𝑚1 and repeat by (n).

c. Sine term. If 𝑓(𝑥) = 𝑏 sin 𝑎𝑥 + 𝑏 cos 𝑎𝑥 then try

1. 𝑦𝑝 = 𝐴 cos 𝑎𝑥 + 𝐵 sin 𝑎𝑥 if 𝑚1 ≠ 𝑎𝑖 .
2. 𝑦𝑝 = 𝑥(𝐴 cos 𝑎𝑥 + 𝐵 sin 𝑎𝑥) if 𝑚1 = 𝑎𝑖 .
3. 𝑦𝑝 = 𝑥 𝑛 (𝐴 cos 𝑎𝑥 + 𝐵 sin 𝑎𝑥) if 𝑚1 = 𝑎𝑖 and repeat by (n).

ⅆ2𝑦 ⅆ𝑦
𝐄𝐱. (𝟔): Solve 3 2−5 − 2𝑦 = 6𝑥 2 − 7 ?
ⅆ𝑥 ⅆ𝑥
𝑑
Solution: 𝐿𝑒𝑡 𝐷 =
𝑑𝑥

3𝐷2 𝑦 − 5𝐷𝑦 − 2𝑦 = 0 ⟹ (3𝐷2 − 5𝐷 − 2)𝑦 = 0

(3𝐷 + 1)(𝐷 − 2)𝑦 = 0

𝑚1 = −1⁄3 and 𝑚2 = 2

∴ 𝑦𝐶 = 𝐶1 𝑒 −𝑥⁄3 + 𝐶2 𝑒 2𝑥

∵ 𝑓(𝑥) = 6𝑥 2 − 7 ∴ 𝑙𝑒𝑡 𝑦 = 𝑎𝑥 2 + 𝑏𝑥 + 𝑐

Page 32 Second Grade in Department of Physics

Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

ⅆ𝑦
= 2𝑎𝑥 + 𝑏
ⅆ𝑥
substitute in original equation, we get:
ⅆ2𝑦
= 2𝑎
ⅆ𝑥 2

3(2𝑎) − 5(2𝑎𝑥 + 𝑏) − 2(𝑎𝑥 2 + 𝑏𝑥 + 𝑐 ) = 6𝑥 2 − 7

6𝑎 − 10𝑎𝑥 − 5𝑏 − 2𝑎𝑥 2 − 2𝑏𝑥 − 2𝑐 = 6𝑥 2 − 7

𝑪𝒐. 𝑥 2 : − 2𝑎𝑥 2 = 6𝑥 2 ⟹ 𝑎 = −3

𝑪𝒐. 𝑥 1 : − 10𝑎𝑥 − 2𝑏𝑥 = 0 ⟹ 𝑏 = 15

𝑪𝒐. 𝑥 0 : 6𝑎 − 5𝑏 − 2𝑐 = −7 ⟹ 𝑐 = −43

∴ 𝑦𝑃 = −3𝑥 2 + 15𝑥 − 43

∴ 𝑦𝐺 = 𝑦𝐶 + 𝑦𝑃

∴ 𝑦𝐺 = 𝐶1 𝑒 −𝑥⁄3 + 𝐶2 𝑒 2𝑥 − 3𝑥 2 + 15𝑥 − 43

ⅆ2𝑦 ⅆ𝑦
𝐄𝐱. (𝟕): Solve + 2 +𝑦 =𝑥 ?
ⅆ𝑥 2 ⅆ𝑥
𝑑
Solution: 𝐿𝑒𝑡 𝐷 =
𝑑𝑥

𝐷2 𝑦 + 2𝐷𝑦 + 𝑦 = 0 ⟹ (𝐷2 + 2𝐷 + 1)𝑦 = 0

(𝐷 + 1)(𝐷 + 1)𝑦 = 0

𝑚1 = −1 and 𝑚2 = −1

∴ 𝑦𝐶 = (𝐶1 𝑥 + 𝐶2 )𝑒 −𝑥

∵ 𝑓(𝑥) = 𝑥 ∴ 𝑙𝑒𝑡 𝑦 = 𝑎𝑥 + 𝑏

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Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

ⅆ𝑦
=𝑎
ⅆ𝑥
substitute in original equation, we get:
ⅆ2𝑦
=0
ⅆ𝑥 2

0 + 2𝑎 + 𝑎𝑥 + 𝑏 = 𝑥

𝑪𝒐. 𝑥 1 : 𝑎𝑥 = 𝑥 ⟹ 𝑎=1

𝑪𝒐. 𝑥 0 : 2𝑎 + 𝑏 = 0 ⟹ 𝑏 = −2

∴ 𝑦𝑃 = x − 2

∴ 𝑦𝐺 = 𝑦𝐶 + 𝑦𝑃

∴ 𝑦𝐺 = (𝐶1 𝑥 + 𝐶2 )𝑒 −𝑥 + x − 2

ⅆ2𝑦 ⅆ𝑦
𝐄𝐱. (𝟖): Solve 3 2−5 − 2𝑦 = 5𝑒 3𝑥 ?
ⅆ𝑥 ⅆ𝑥
𝑑
Solution: 𝐿𝑒𝑡 𝐷 =
𝑑𝑥

3𝐷2 𝑦 − 5𝐷𝑦 − 2𝑦 = 0 ⟹ (3𝐷2 − 5𝐷 − 2)𝑦 = 0

(3𝐷 + 1)(𝐷 − 2)𝑦 = 0

𝑚1 = −1⁄3 and 𝑚2 = 2

∴ 𝑦𝐶 = 𝐶1 𝑒 −𝑥⁄3 + 𝐶2 𝑒 2𝑥

∵ 𝑓(𝑥) = 5𝑒 3𝑥 ⟹ 𝑎 = 3 ≠ 𝑚1 ≠ 𝑚2

∴ 𝑙𝑒𝑡 𝑦 = 𝐴𝑒 3𝑥

ⅆ𝑦
= 3𝐴𝑒 3𝑥
ⅆ𝑥
substitute in original equation, we get:
ⅆ2𝑦
2
= 9𝐴𝑒 3𝑥
ⅆ𝑥

Page 34 Second Grade in Department of Physics

Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

3(9𝐴𝑒 3𝑥 ) − 5(3𝐴𝑒 3𝑥 ) − 2(𝐴𝑒 3𝑥 ) = 5𝑒 3𝑥

(27 − 15 − 2)𝐴𝑒 3𝑥 = 5𝑒 3𝑥 ⟹ 10𝐴 = 5 ⟹ 𝐴 = 1⁄2

1
∴ 𝑦𝑃 = 𝑒 3𝑥
2

∴ 𝑦𝐺 = 𝑦𝐶 + 𝑦𝑃

1
∴ 𝑦𝐺 = 𝐶1 𝑒 −𝑥⁄3 + 𝐶2 𝑒 2𝑥 + 𝑒 3𝑥
2

ⅆ2𝑦 ⅆ𝑦
𝐄𝐱. (𝟗): Solve 3 2−5 − 2𝑦 = 5𝑒 2𝑥 ?
ⅆ𝑥 ⅆ𝑥
𝑑
Solution: 𝐿𝑒𝑡 𝐷 =
𝑑𝑥

3𝐷2 𝑦 − 5𝐷𝑦 − 2𝑦 = 0 ⟹ (3𝐷2 − 5𝐷 − 2)𝑦 = 0

(3𝐷 + 1)(𝐷 − 2)𝑦 = 0

𝑚1 = −1⁄3 and 𝑚2 = 2

∴ 𝑦𝐶 = 𝐶1 𝑒 −𝑥⁄3 + 𝐶2 𝑒 2𝑥

∵ 𝑓(𝑥) = 5𝑒 2𝑥 ⟹ 𝑎 = 2 = 𝑚2

∴ 𝑙𝑒𝑡 𝑦 = 𝐴𝑥𝑒 2𝑥

ⅆ𝑦
= 𝐴𝑒 2𝑥 + 2𝐴𝑥𝑒 2𝑥
ⅆ𝑥 substitute in original
ⅆ2𝑦 equation, we get:
= 2𝐴𝑒 2𝑥 + 2𝐴𝑒 2𝑥 + 4𝐴𝑥𝑒 2𝑥
ⅆ𝑥 2

3(2𝐴𝑒 2𝑥 + 2𝐴𝑒 2𝑥 + 4𝐴𝑥𝑒 2𝑥 ) − 5(𝐴𝑒 2𝑥 + 2𝐴𝑥𝑒 2𝑥 ) − 2(𝐴𝑥𝑒 2𝑥 ) = 5𝑒 2𝑥

(12 − 10 − 2)𝐴𝑥𝑒 2𝑥 + (12 − 5)𝐴𝑒 2𝑥 = 5𝑒 2𝑥

0 + 7𝐴𝑒 2𝑥 = 5𝑒 2𝑥 ⟹ 𝐴 = 5⁄7

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Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

5
∴ 𝑦𝑃 = 𝑥𝑒 2𝑥
7

∴ 𝑦𝐺 = 𝑦𝐶 + 𝑦𝑃

5
𝑦𝐺 = 𝐶1 𝑒 −𝑥⁄3 + 𝐶2 𝑒 2𝑥 + 𝑥𝑒 2𝑥
7

ⅆ2𝑦 ⅆ𝑦
𝐄𝐱. (𝟏𝟎): Solve − 2 + 𝑦 = 𝑒𝑥 ?
ⅆ𝑥 2 ⅆ𝑥
𝑑
Solution: 𝐿𝑒𝑡 𝐷 =
𝑑𝑥

𝐷2 𝑦 − 2𝐷𝑦 + 𝑦 = 0 ⟹ (𝐷2 − 2𝐷 + 1)𝑦 = 0

(𝐷 − 1)2 𝑦 = 0

𝑚1 = 1 and 𝑚2 = 1

∴ 𝑦𝐶 = (𝐶1 𝑥 + 𝐶2 )𝑒 𝑥

∵ 𝑓(𝑥) = 𝑒 𝑥 ⟹ 𝑎 = 1 = 𝑚1 = 𝑚2

∴ 𝑙𝑒𝑡 𝑦 = 𝐴𝑥 2 𝑒 𝑥

ⅆ𝑦
= 𝐴𝑥 2 𝑒 𝑥 + 2𝐴𝑥𝑒 𝑥
ⅆ𝑥 substitute in
original
ⅆ2𝑦
= 𝐴𝑥 2 𝑒 𝑥 + 2𝐴𝑥𝑒 𝑥 + 2𝐴𝑒 𝑥 + 2𝐴𝑥𝑒 𝑥
ⅆ𝑥 2 equation, we get:

(𝐴𝑥 2 𝑒 𝑥 + 4𝐴𝑥𝑒 𝑥 + 2𝐴𝑒 𝑥 ) − 2(𝐴𝑥 2 𝑒 𝑥 + 2𝐴𝑥𝑒 𝑥 ) + (𝐴𝑥 2 𝑒 2𝑥 ) = 𝑒 𝑥

(1 − 2 + 1)𝐴𝑥 2 𝑒 𝑥 + (4 − 4)𝐴𝑥𝑒 𝑥 + (2)𝐴𝑒 𝑥 = 𝑒 𝑥

0 + 0 + 2𝐴𝑒 𝑥 = 𝑒 𝑥 ⟹ 𝐴 = 1⁄2

1
∴ 𝑦𝑃 = 𝑥2 𝑒 𝑥
2

∴ 𝑦𝐺 = 𝑦𝐶 + 𝑦𝑃

Page 36 Second Grade in Department of Physics

Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

1
∴ 𝑦𝐺 = (𝐶1 𝑥 + 𝐶2 )𝑒 𝑥 + 𝑥2 𝑒 𝑥
2

ⅆ2𝑦 ⅆ𝑦
𝐄𝐱. (𝟏𝟏): Solve 3 − 5 − 2𝑦 = 4 sin 2𝑥 ?
ⅆ𝑥 2 ⅆ𝑥
𝑑
Solution: 𝐿𝑒𝑡 𝐷 =
𝑑𝑥

3𝐷2 𝑦 − 5𝐷𝑦 − 2𝑦 = 0 ⟹ (3𝐷2 − 5𝐷 − 2)𝑦 = 0

(3𝐷 + 1)(𝐷 − 2)𝑦 = 0

𝑚1 = −1⁄3 and 𝑚2 = 2

∴ 𝑦𝐶 = 𝐶1 𝑒 −𝑥⁄3 + 𝐶2 𝑒 2𝑥

∵ 𝑓(𝑥) = 4 sin 2𝑥 ⟹ 𝑎 = 2 ⟹ 𝑚1 ≠ 𝑎𝑖

∴ 𝑙𝑒𝑡 𝑦 = 𝐴 cos 2𝑥 + 𝐵 sin 2𝑥

ⅆ𝑦
= −2𝐴 sin 2𝑥 + 2𝐵 cos 2𝑥
ⅆ𝑥 substitute in original
ⅆ2𝑦 equation, we get:
= −4𝐴 cos 2𝑥 − 4𝐵 sin 2𝑥
ⅆ𝑥 2

3(−4𝐴 cos 2𝑥 − 4𝐵 sin 2𝑥) − 5(−2𝐴 sin 2𝑥 + 2𝐵 cos 2𝑥)

− 2( 𝐴 cos 2𝑥 + 𝐵 sin 2𝑥) = 4 sin 2𝑥

(−12𝐴 − 10𝐵 − 2𝐴) cos 2𝑥 + (−12𝐵 + 10𝐴 − 2𝐵) sin 2𝑥 = 4 sin 2𝑥

(−14𝐴 − 10𝐵) = 0

( 10𝐴 − 14𝐵) = 4

∴ 𝐴 = 5⁄37 , 𝐵 = −7⁄37

5 7
∴ 𝑦𝑃 = sin 2𝑥 − cos 2𝑥
37 37

Page 37 Second Grade in Department of Physics

Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

∴ 𝑦𝐺 = 𝑦𝐶 + 𝑦𝑃

5 7
∴ 𝑦𝐺 = 𝐶1 𝑒 −𝑥⁄3 + 𝐶2 𝑒 2𝑥 + sin 2𝑥 − cos 2𝑥
37 37

ⅆ2𝑦
𝐄𝐱. (𝟏𝟐): Solve + 4𝑦 = cos 2𝑥 ?
ⅆ𝑥 2
𝑑
Solution: 𝐿𝑒𝑡 𝐷 =
𝑑𝑥

𝐷2 𝑦 + 4𝑦 = 0 ⟹ (𝐷2 + 4)𝑦 = 0

𝑚1 = 2𝑖 and 𝑚2 = −2𝑖

∴ 𝑦𝐶 = 𝐴 cos 2𝑥 + 𝐵 sin 2𝑥

∵ 𝑓(𝑥) = cos 2𝑥 ⟹ 𝑎 = 2 ⟹ 𝑚1 = 𝑎𝑖

∴ 𝑙𝑒𝑡 𝑦 = 𝑥(𝐴 cos 2𝑥 + 𝐵 sin 2𝑥)

ⅆ𝑦
= 𝑥(−2𝐴 sin 2𝑥 + 2𝐵 cos 2𝑥) + (𝐴 cos 2𝑥 + 𝐵 sin 2𝑥)
ⅆ𝑥
ⅆ2𝑦
= 𝑥(−4𝐴 cos 2𝑥 − 4𝐵 sin 2𝑥) + (−2𝐴 sin 2𝑥 + 2𝐵 cos 2𝑥)
ⅆ𝑥 2
+ (−2𝐴 sin 2𝑥 + 2𝐵 cos 2𝑥)

−4𝑥(𝐴 cos 2𝑥 + 𝐵 sin 2𝑥) + 4(𝐴 cos 2𝑥 + 𝐵 sin 2𝑥)

+ 4𝑥(𝐴 cos 2𝑥 + 𝐵 sin 2𝑥) = cos 2𝑥

4(𝐴 cos 2𝑥 + 𝐵 sin 2𝑥) = cos 2𝑥

4𝐴 = 1 ⟹ 𝐴 = 1⁄4 , − 4𝐵 = 0 ⟹ 𝐵=0
𝑥
∴ 𝑦𝑃 = sin 2𝑥
4

∴ 𝑦𝐺 = 𝑦𝐶 + 𝑦𝑃
𝑥
∴ 𝑦𝐺 = 𝐴 cos 2𝑥 + 𝐵 sin 2𝑥 + sin 2𝑥
4

Page 38 Second Grade in Department of Physics

Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

B. Linear equations of second order with variable coefficients

There is no generally applicable method of solving equations with

coefficients that are functions of x. Nevertheless, there are certain cases
in which a solution is possible.

1. Cauchy - Euler equations

ⅆ𝑛 𝑦 𝑛−1
ⅆ 𝑛−1 𝑦
𝑎𝑛 𝑥𝑛 𝑛 + 𝑎𝑛−1 𝑥 + +𝑎0 𝑦 = 𝜑(𝑥) … … (1)
ⅆ𝑥 ⅆ𝑥 𝑛−1

where 𝑎0 , 𝑎1 , 𝑎2 , are constants, is called Cauchy - Euler equations.

ⅆ
𝑝𝑢𝑡 𝑥 = 𝑒 𝑍 , 𝑧 = ln 𝑥 , =𝐷
ⅆ𝑧

ⅆ𝑦 ⅆ𝑦 ⅆ𝑧 1 ⅆ𝑦 ⅆ𝑦 ⅆ𝑦 ⅆ𝑦
= = ⟹ 𝑥 = ⟹ 𝑥 = 𝐷𝑦
ⅆ𝑥 ⅆ𝑧 ⅆ𝑥 𝑥 ⅆ𝑧 ⅆ𝑥 ⅆ𝑧 ⅆ𝑥

ⅆ2𝑦 ⅆ ⅆ𝑦 ⅆ 1 ⅆ𝑦 1 ⅆ𝑦 1 ⅆ 2 𝑦 ⅆ𝑧
Again, = ( )= ( )=− 2 +
ⅆ𝑥 2 ⅆ𝑥 ⅆ𝑥 ⅆ𝑥 𝑥 ⅆ𝑧 𝑥 ⅆ𝑧 𝑥 ⅆ𝑧 2 ⅆ𝑥

1 ⅆ𝑦 1 ⅆ 2 𝑦 1 1 ⅆ 2 𝑦 ⅆ𝑦 1
=− 2 + 2
= 2
( 2
− ) = 2
(𝐷2 − 𝐷)𝑦
𝑥 ⅆ𝑧 𝑥 ⅆ𝑧 𝑥 𝑥 ⅆ𝑧 ⅆ𝑧 𝑥

ⅆ2𝑦
2
ⅆ2𝑦
∴ 𝑥 = (𝐷2 − 𝐷)𝑦 𝑜𝑟 𝑥2
= 𝐷(𝐷 − 1)𝑦
ⅆ𝑥 2 ⅆ𝜅 2

3
ⅆ3𝑦
Similarly, 𝑥 = 𝐷(𝐷 − 1)(𝐷 − 2)𝑦
ⅆ𝑥 3

The substitution of these values in (1) reduces the given homogeneous

equation to a differential equation with constant coefficients.

Page 39 Second Grade in Department of Physics

Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

2
ⅆ2𝑦 ⅆ𝑦
𝐄𝐱. (𝟏𝟑): Solve 𝑥 2
− 2𝑥 − 4𝑦 = 𝑥 4 ?
ⅆ𝑥 ⅆ𝑥
Solution:

𝑍
ⅆ ⅆ𝑦 2
ⅆ2𝑦
𝑝𝑢𝑡 𝑥=𝑒 , 𝐷= , 𝑥 = 𝐷𝑦 , 𝑥 = 𝐷(𝐷 − 1)𝑦
ⅆ𝑧 ⅆ𝑥 ⅆ𝑥 2

𝐷(𝐷 − 1)𝑦 − 2𝐷𝑦 − 4𝑦 = 𝑒 4𝑧 ⟹ (𝐷2 − 3𝐷 − 4)𝑦 = 𝑒 4𝑧

(𝐷 + 1)(𝐷 − 4)𝑦 = 0

𝑚1 = −1 and 𝑚2 = 4

∴ 𝑦𝐶 = 𝐶1 𝑒 −𝑧 + 𝐶2 𝑒 4𝑧

∵ 𝑓(𝑧) = 𝑒 4𝑧 ⟹ 𝑎 = 4 = 𝑚2

∴ 𝑙𝑒𝑡 𝑦 = 𝐴𝑧𝑒 4𝑧

ⅆ𝑦
= 𝐴𝑒 4𝑧 + 4𝐴𝑧𝑒 4𝑧
ⅆ𝑧 substitute in original
ⅆ2𝑦 equation, we get:
2
= 4𝐴𝑒 4𝑧 + 4𝐴𝑒 4𝑧 + 16𝐴𝑧𝑒 4𝑧
ⅆ𝑧

(8𝐴𝑒 4𝑧 + 16𝐴𝑧𝑒 4𝑧 ) − 3(𝐴𝑒 4𝑧 + 4𝐴𝑧𝑒 4𝑧 ) − 4(𝐴𝑧𝑒 4𝑧 ) = 𝑒 4𝑧

5𝐴𝑒 4𝑧 = 𝑒 4𝑧 ⟹ 𝐴 = 1⁄5

1
∴ 𝑦𝑃 = 𝑧 𝑒 4𝑧
5

∴ 𝑦𝐺 = 𝑦𝐶 + 𝑦𝑃

1
∴ 𝑦𝐺 = 𝐶1 𝑒 −𝑧 + 𝐶2 𝑒 4𝑧 + 𝑧 𝑒 4𝑧
5
𝐶1 1
∵ 𝑧 = ln 𝑥 ⟹ ∴ 𝑦𝐺 = + 𝐶2 𝑥 4 + 𝑥 4 ln 𝑥
𝑥 5

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Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

2
ⅆ2𝑦 ⅆ𝑦
𝐄𝐱. (𝟏𝟒): Solve 𝑥 + 𝑥 − 9𝑦 = 5x ?
ⅆ𝑥 2 ⅆ𝑥
Solution:

𝑍
ⅆ ⅆ𝑦 ⅆ2𝑦
2
𝑝𝑢𝑡 𝑥=𝑒 , 𝐷= , 𝑥 = 𝐷𝑦 , 𝑥 = 𝐷(𝐷 − 1)𝑦
ⅆ𝑧 ⅆ𝑥 ⅆ𝑥 2

𝐷(𝐷 − 1)𝑦 + 𝐷𝑦 − 9𝑦 = 5𝑒 𝑧 ⟹ (𝐷2 − 9)𝑦 = 5𝑒 𝑧

(𝐷2 − 9)𝑦 = 0

𝑚1 = 3 and 𝑚2 = −3

∴ 𝑦𝐶 = 𝐶1 𝑒 3𝑧 + 𝐶2 𝑒 −3𝑧

∵ 𝑓(𝑧) = 5𝑒 𝑧 ⟹ 𝑎 = 1 ≠ 𝑚1 ≠ 𝑚2

∴ 𝑙𝑒𝑡 𝑦 = 𝐴𝑒 𝑧

ⅆ𝑦
= 𝐴𝑒 𝑧
ⅆ𝑧
substitute in original equation, we get:
ⅆ2𝑦
2
= 𝐴𝑒 𝑧
ⅆ𝑧

( 𝐴𝑒 𝑧 ) − 9 𝐴𝑒 𝑧 = 5𝑒 𝑧

−8𝐴𝑒 𝑧 = 5𝑒 𝑧 ⟹ 𝐴 = − 5⁄8

5 𝑧
∴ 𝑦𝑃 = − 𝑒
8

∴ 𝑦𝐺 = 𝑦𝐶 + 𝑦𝑃

5 𝑧
∴ 𝑦𝐺 = 𝐶1 𝑒 3𝑧 + 𝐶2 𝑒 −3𝑧 − 𝑒
8

𝐶2 5
∵ 𝑧 = ln 𝑥 ⟹ ∴ 𝑦𝐺 = 𝐶1 𝑥 3 + − 𝑥
𝑥3 8

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ⅆ2𝑦
2
ⅆ𝑦
𝐄𝐱. (𝟏𝟓): Solve 𝑥 2
+ 𝑥 + 𝑦 = sin(ln 𝑥 2 ) ?
ⅆ𝑥 ⅆ𝑥
Solution:

𝑍
ⅆ ⅆ𝑦 2
ⅆ2𝑦
𝑝𝑢𝑡 𝑥 = 𝑒 , 𝑧 = ln 𝑥 , 𝐷 = , 𝑥 = 𝐷𝑦 , 𝑥 = 𝐷(𝐷 − 1)𝑦
ⅆ𝑧 ⅆ𝑥 ⅆ𝑥 2

𝐷(𝐷 − 1)𝑦 + 𝐷𝑦 + 𝑦 = sin(2𝑧) ⟹ (𝐷2 + 1)𝑦 = sin(2𝑧)

(𝐷2 + 1)𝑦 = 0

𝑚1 = 𝑖 and 𝑚2 = −𝑖

∴ 𝑦𝐶 = 𝐴 cos 𝑧 + 𝐵 sin 𝑧

∵ 𝑓(𝑧) = sin 2𝑧 ⟹ 𝑎 = 2 ⟹ 𝑚1 ≠ 𝑎𝑖

∴ 𝑙𝑒𝑡 𝑦 = 𝐴 cos 2𝑧 + 𝐵 sin 2𝑧

ⅆ𝑦
= −2𝐴 sin 2𝑧 + 2𝐵 cos 2𝑧
ⅆ𝑧 substitute in original
ⅆ2𝑦 equation, we get:
= −4𝐴 cos 2𝑧 − 4𝐵 sin 2𝑧
ⅆ𝑧 2

(−4𝐴 cos 2𝑧 − 4𝐵 sin 2𝑧) + ( 𝐴 cos 2𝑧 + 𝐵 sin 2𝑧) = sin 2𝑧

(−3𝐴) cos 2𝑧 + (−3𝐵) sin 2𝑧 = sin 2𝑥

−3𝐴 = 0 ⟹ 𝐴=0

−3𝐵 = 1 ⟹ 𝐵 = − 1⁄3
1
∴ 𝑦𝑃 = − sin 2𝑧
3
∴ 𝑦𝐺 = 𝑦𝐶 + 𝑦𝑃

1
∴ 𝑦𝐺 = 𝐴 cos 𝑧 + 𝐵 sin 𝑧 − sin 2𝑧
3
1
∵ 𝑧 = ln 𝑥 ⟹ ∴ 𝑦𝐺 = 𝐴 cos ln 𝑥 + 𝐵 sin ln 𝑥 − sin ln 𝑥 2
3

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Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

2. Legendre equations

A linear differential equation of the form

ⅆ𝑛 𝑦
𝑛 𝑛−1
ⅆ 𝑛−1 𝑦
(𝑎 + 𝑏𝑥) + 𝑎1 (𝑎 + 𝑏𝑥) + ⋯ + 𝑎𝑛 𝑦 = 𝑋 … … (∗)
ⅆ𝑥 𝑛 ⅆ𝑥 𝑛−1

where 𝑎, 𝑏, 𝑎1 , 𝑎2 , 𝑎𝑛 are constants and 𝑋 is a function of 𝑥, is called

Legendre’s linear equation.

Equation (*) can be reduced to linear differential equation with constant

coefficients by the substitution.

𝑎 + 𝑏𝑥 = 𝑒 𝑍 ⟹ 𝑧 = log (𝑎 + 𝑏𝑥)

ⅆ𝑦 ⅆ𝑦 ⅆ𝑧 𝑏 ⅆ𝑦
𝑠𝑜 𝑡ℎ𝑎𝑡 = =
ⅆ𝑥 ⅆ𝑧 ⅆ𝑥 𝑎 + 𝑏𝑥 ⅆ𝑧

ⅆ𝑦 ⅆ𝑦 ⅆ ⅆ𝑦
(𝑎 + 𝑏𝑥) =𝑏 , 𝐷= ⟹ (𝑎 + 𝑏𝑥) = 𝑏 𝐷𝑦
ⅆ𝑥 ⅆ𝑧 ⅆ𝑧 ⅆ𝑥

ⅆ2𝑦 ⅆ ⅆ𝑦 ⅆ 𝑏 ⅆ𝑦
Again = ( ) = ( )
d𝑥 2 ⅆ𝑥 ⅆ𝑥 ⅆ𝑥 𝑎 + 𝑏𝑥 ⅆ𝑧

𝑏2 ⅆ𝑦 𝑏 ⅆ 2 𝑦 ⅆ𝑧
=− +
(𝑎 + 𝑏𝑥)2 ⅆ𝑧 (𝑎 + 𝑏𝑥) ⅆ𝑧 2 ⅆ𝑥

𝑏2 ⅆ𝑦 𝑏 ⅆ2𝑦 𝑏
=− +
(𝑎 + 𝑏𝑥) ⅆ𝑧 (𝑎 + 𝑏𝑥) ⅆ𝑧 (𝑎 + 𝑏𝑥)
2 2

ⅆ2𝑦
2 2
ⅆ𝑦 2
ⅆ2𝑦
(𝑎 + 𝑏𝑥) = −𝑏 +𝑏
ⅆ𝑥 2 ⅆ𝑧 ⅆ𝑧 2

ⅆ 2 𝑦 ⅆ𝑦
= 𝑏 ( 2 − ) = 𝑏 2 (𝐷2 𝑦 − 𝐷𝑦) = 𝑏 2 𝐷(𝐷 − 1)𝑦
2
ⅆ𝑧 ⅆ𝑧

ⅆ2𝑦
2
(𝑎 + 𝑏𝑥) 2
= 𝑏 2 𝐷(𝐷 − 1)
ⅆ𝑥

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Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

ⅆ3𝑦3
Similarly, (𝑎 + 𝑏𝑥) 3
= 𝑏 3 𝐷(𝐷 − 1)(𝐷 − 2)𝑦
ⅆ𝑥

Substituting these values in equation (*), we get a linear differential

equation with constant coefficients, which can be solved by the method
given in the previous section.

ⅆ2𝑦2
ⅆ𝑦
𝐄𝐱. (𝟏𝟔): Solve (1 + 𝑥) + (1 + 𝑥) + 𝑦 = sin 2(ln(1 + 𝑥)) ?
ⅆ𝑥 2 ⅆ𝑥
Solution:

𝑝𝑢𝑡 1 + 𝑥 = 𝑒𝑍 𝑜𝑟 ln(1 + 𝑥) = 𝑧

ⅆ𝑦 2
ⅆ2𝑦 ⅆ
(1 + 𝑥) = 𝐷𝑦 𝑎𝑛ⅆ (1 + 𝑥) = 𝐷(𝐷 − 1)𝑦, 𝐷=
ⅆ𝑥 ⅆ𝑥 2 ⅆ𝑧

𝐷(𝐷 − 1)𝑦 + 𝐷𝑦 + 𝑦 = 𝑠𝑖𝑛 2𝑧 ⟹ (𝐷2 + 1)𝑦 = 𝑠𝑖𝑛 2𝑧

(𝐷2 + 1)𝑦 = 0

𝑚1 = 𝑖 and 𝑚2 = −𝑖

∴ 𝑦𝐶 = 𝐴 cos 𝑧 + 𝐵 sin 𝑧

∵ 𝑓(𝑧) = sin 2𝑧 ⟹ 𝑎 = 2 ⟹ 𝑚1 ≠ 𝑎𝑖

∴ 𝑙𝑒𝑡 𝑦 = 𝐴 cos 2𝑧 + 𝐵 sin 2𝑧

ⅆ𝑦
= −2𝐴 sin 2𝑧 + 2𝐵 cos 2𝑧
ⅆ𝑧 substitute in original
ⅆ2𝑦 equation, we get:
= −4𝐴 cos 2𝑧 − 4𝐵 sin 2𝑧
ⅆ𝑧 2

(−4𝐴 cos 2𝑧 − 4𝐵 sin 2𝑧) + ( 𝐴 cos 2𝑧 + 𝐵 sin 2𝑧) = sin 2𝑧

(−3𝐴) cos 2𝑧 + (−3𝐵) sin 2𝑧 = sin 2𝑥

−3𝐴 = 0 ⟹ 𝐴=0

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Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

−3𝐵 = 1 ⟹ 𝐵 = − 1⁄3
1
∴ 𝑦𝑃 = − sin 2𝑧
3
∴ 𝑦𝐺 = 𝑦𝐶 + 𝑦𝑃

1
∴ 𝑦𝐺 = 𝐴 cos 𝑧 + 𝐵 sin 𝑧 − sin 2𝑥
3

∵ 𝑧 = ln(1 + 𝑥)

1
∴ 𝑦𝐺 = 𝐴 cos[ln(1 + 𝑥)] + 𝐵 sin[ln(1 + 𝑥)] − sin[2 ln(1 + 𝑥)]
3

ⅆ2𝑦 2
ⅆ𝑦
𝐄𝐱. (𝟏𝟕): Solve (3𝑥 + 2) 2
+ 3(3𝑥 + 2) − 36𝑦 = 3𝑥 2 + 4𝑥 + 1
ⅆ𝑥 ⅆ𝑥
Solution:

𝑒𝑧 − 2
𝑝𝑢𝑡 3𝑥 + 2 = 𝑒 𝑍 𝑜𝑟 ln(3𝑥 + 2) = 𝑧 , 𝑥=
3

ⅆ𝑦 2
ⅆ2𝑦 ⅆ
(3𝑥 + 2) = 3𝐷𝑦 𝑎𝑛ⅆ (3𝑥 + 2) = 9𝐷(𝐷 − 1)𝑦, 𝐷=
ⅆ𝑥 ⅆ𝑥 2 ⅆ𝑧

𝑒𝑧 − 2 2 𝑒𝑧 − 2
9𝐷(𝐷 − 1)𝑦 + 3𝐷𝑦 − 36𝑦 = 3 ( ) + 4( )+1
3 3

𝑒 2𝑧 1
⟹ (9𝐷2 − 36)𝑦 = −
3 3

(9𝐷2 − 36)𝑦 = 0

𝑚1 = 2 and 𝑚2 = −2

∴ 𝑦𝐶 = 𝐶1 𝑒 2𝑧 + 𝐶2 𝑒 −2𝑧
𝑒 2𝑧 1
∵ 𝑓(𝑧) = − ⟹ 𝑎 = 2 = 𝑚1
3 3

∴ 𝑙𝑒𝑡 𝑦 = 𝐴(𝑧𝑒 2𝑧 + 1)

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Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

ⅆ𝑦
= 𝐴𝑒 2𝑧 + 2𝐴𝑧𝑒 2𝑧
ⅆ𝑧 substitute in original
ⅆ2𝑦 equation, we get:
= 2𝐴𝑒 2𝑧 + 2𝐴𝑒 2𝑧 + 4𝐴𝑧𝑒 2𝑧
ⅆ𝑧 2

2𝑧 2𝑧 ) 2𝑧 )
𝑒 2𝑧 1
9(4𝐴𝑒 + 4𝐴𝑧𝑒 − 36(𝐴𝑧𝑒 = −
3 3

2𝑧
𝑒 2𝑧 1
36𝐴𝑒 = − ⟹ 𝐴 = 1⁄108
3 3
1
∴ 𝑦𝑃 = (𝑧𝑒 2𝑧 + 1)
108

∴ 𝑦𝐺 = 𝑦𝐶 + 𝑦𝑃

1
∴ 𝑦𝐺 = 𝐶1 𝑒 2𝑧 + 𝐶2 𝑒 −2𝑧 + (𝑧𝑒 2𝑧 + 1)
108

∵ 𝑧 = ln(3𝑥 + 2)

1
∴ 𝑦𝐺 = 𝐶1 (3𝑥 + 2)2 + 𝐶2 (3𝑥 + 2)−2 + ((3𝑥 + 2)2 ln(3𝑥 + 2) + 1)
108

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 Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

EXERCISES: Solve the following differential equations

ⅆ2𝑦 ⅆ𝑦
1.
2
+ 5 + 4𝑦 = 𝑥 2 − 2𝑥
ⅆ𝑥 ⅆ𝑥
1
Ans. 𝑦 = 𝐶1 𝑒−𝑥 + 𝐶2 𝑒−4𝑥 + [8𝑥2 − 28𝑥 + 13]
32
ⅆ2𝑦 ⅆ𝑦
2. + 5 + 6𝑦 = 𝑒 𝑥
ⅆ𝑥 2 ⅆ𝑥
𝑒𝑥
Ans. 𝑦 = 𝐶1 𝑒−2𝑥 + 𝐶2 𝑒−3𝑥 +
12
ⅆ2𝑦 ⅆ𝑦
3.
2
− 3 + 2𝑦 = 𝑒 3𝑥
ⅆ𝑥 ⅆ𝑥
𝑒3𝑥
Ans. 𝑦 = 𝐶1 𝑒𝑥 + 𝐶2 𝑒2𝑥 +
2
ⅆ2𝑦
4. + 6𝑦 = sin 4𝑥
ⅆ𝑥 2
1
Ans. 𝑦 = 𝐴 cos √6𝑥 + 𝐵 sin √6𝑥 − sin 4𝑥
10
ⅆ2𝑦 ⅆ𝑦
5.
2
+2 + 3𝑦 = sin 𝑥
ⅆ𝑥 ⅆ𝑥
1
Ans. 𝑦 = 𝑒 −𝑥 [𝐴 cos √2𝑥 + 𝐵 sin √2𝑥] − [cos 𝑥 − sin 𝑥]
4
ⅆ2𝑦
2
ⅆ𝑦
6. 𝑥 + 4𝑥 + 2𝑦 = 𝑒 𝑥
ⅆ𝑥 2 ⅆ𝑥
𝐶 𝐶 𝑒𝑥
Ans. 𝑦 = 1 + 2 +
𝑥 𝑥2 𝑥2

3
ⅆ3𝑦 2
ⅆ2𝑦 ⅆ𝑦
7. 𝑥 3
+ 3𝑥 2
+ 𝑥 = 𝑥 3 log 𝑥
ⅆ𝜅 ⅆ𝜅 ⅆ𝑥
𝑥3
Ans. 𝑦 = 𝐶1 + 𝐶2 ln 𝑥 + 𝐶3 (ln 𝑥)2 + (ln 𝑥 − 1)
27
ⅆ2𝑦
2
ⅆ𝑦
8. (1 + 𝑥) + (1 + 𝑥) + 𝑦 = 2 sin(ln(1 + 𝑥))
ⅆ𝑥 2 ⅆ𝑥
Ans. y = 𝐴 cos[ln(1 + 𝑥)] + 𝐵 sin[ln(1 + 𝑥)] − ln(1 + 𝑥) cos ln(1 + 𝑥)

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Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

Applications of Differential Equations

Differential equations have a variety of applications in physics. In this

lecture, we discuss two of them: the vibration of springs and simple
pendulum.

 Vibrating Springs

We consider the motion of an object with mass 𝑚 at the end of a spring

that is either vertical or horizontal on a level surface.

Hooke’s Law, says that if the spring is stretched (or compressed) 𝑥 units
from its natural length, then it exerts a force that is proportional to x:
𝑟𝑒𝑠𝑡𝑜𝑟𝑖𝑛𝑔 𝑓𝑜𝑟𝑐𝑒 = −𝑘𝑥
where k is a positive constant (called the spring constant). If we ignore any
external resisting forces (due to air resistance or friction) then, by Newton’s
Second Law (force equals mass times acceleration), we have
ⅆ2𝑥 ⅆ2𝑥
𝑚 2 = −𝑘𝑥 𝑜𝑟 𝑚 2 + 𝑘𝑥 = 0
ⅆ𝑡 ⅆ𝑡
This is a second order linear differential equation.
(𝑚𝐷2 + 𝑘)𝑥 = 0
−𝑘 𝑘
𝐷2 = = 𝑖2
𝑚 𝑚

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Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

𝑘
∴ 𝑟𝑜𝑜𝑡𝑠 = ±𝜔𝑖 , 𝑤ℎ𝑒𝑟𝑒 𝜔 = √
𝑚

Thus, the general solution is

𝑥(𝑡) = 𝐴 cos 𝜔𝑡 + B sin 𝜔𝑡
This type of motion is called simple harmonic motion.
which can also be written as
𝑥(𝑡) = 𝑥(0) cos (𝜔𝑡 + 𝛿)

𝑘
𝑤ℎ𝑒𝑟𝑒 𝜔=√ (𝑓𝑟𝑒𝑞𝑢𝑒𝑛𝑐𝑦)
𝑚

𝑥(0) = √𝐴2 + 𝐵2 (𝑎𝑚𝑝𝑙𝑖𝑡𝑢ⅆ𝑒)

𝐴 𝐵
cos 𝛿 = , sin 𝛿 = − (𝛿 𝑖𝑠 𝑡ℎ𝑒 𝑝ℎ𝑎𝑠𝑒 𝑎𝑛𝑔𝑙𝑒)
𝑥(0) 𝑥(0)

 The Simple Pendulum

A simple pendulum consists of a mass m hanging from a string of length L

and fixed at a pivot point O. A be the initial position of the bob. When
displaced to an initial angle and released, the pendulum will swing back
and forth with periodic motion.

m
P
A
mg sinθ mg cosθ
mg

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 Ordinary Differential Equations Dr. Mohammed Yousuf Kamil

The forces acting on the bob are

1. Weight mg acting vertically downward.

2. The tension T in the string

𝑚𝑔 cos 𝜃 = 𝑇
ⅆ2𝑥
𝑟𝑒𝑠𝑡𝑜𝑟𝑖𝑛𝑔 𝑓𝑜𝑟𝑐𝑒 = 𝑚 2 = −𝑚𝑔 sin 𝜃
ⅆ𝑡
ⅆ2𝑥
= −𝑔 sin 𝜃
ⅆ𝑡 2
ⅆ2𝑥
= −𝑔 𝜃 , (𝑖𝑓 𝜃 𝑖𝑠 𝑠𝑚𝑎𝑙𝑙, sin 𝜃 ≈ 𝜃)
ⅆ𝑡 2
ⅆ2𝑥 𝑥
= −𝑔
ⅆ𝑡 2 𝐿
ⅆ2𝑥 𝑔
+ 𝑥=0
ⅆ𝑡 2 𝐿

𝑔
ቀ𝐷2 + ቁ 𝑥 = 0
𝐿
𝑔 𝑔
𝐷2 = − = 𝑖 2
𝐿 𝐿
𝑔
∴ 𝑟𝑜𝑜𝑡𝑠 = ±𝑖 √
𝐿
Thus, the general solution is
𝑔 𝑔
𝑥(𝑡) = 𝐴 cos √ 𝑡 + B sin √ 𝑡
𝐿 𝐿

Page 50 Second Grade in Department of Physics

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