MAT235- CALCULUS II FOR ENGINEERS / Chapter 4 : Ordinary Differential Equations (ODE)
CHAPTER 4
ORDINARY DIFFERENTIAL EQUATION (ODE)
List of Topics
First Order ODE
3 methods to solve the first order ODE
i) Separable equation
ii) Homogeneous equation
iii) Linear equation
Applications of First Order ODE
i) Population Growth and Bacterial Colony
ii) Radioactive Decay
iii) Newton’s Law of Cooling
iv) Mixing Problem
v) Electrical Circuits (Kirchhoff’s Law)
Second Order ODE
i) Homogeneous equation
ii) Non-homogeneous equation
4.0 Introduction
Definition of Degree
i) dy = x + y ………………. degree ____
dx y degree ____
degree ____
ii) dy = x 2 + y 2 …………… degree ____
dx xy degree ____
iii) dy = xy + y 2 ……………
dx xy
v) dy = x 2y + xy 2 ……………
dx y 3
v) dy = x 2y + y 3 ……………
dx xy 2
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MAT235- CALCULUS II FOR ENGINEERS / Chapter 4 : Ordinary Differential Equations (ODE)
Definition of Order (highest derivative)
i) dy = x 2 + 1 ………………….. order ____
dx
ii) d 2y + dy + y = sin x ………. order ____
dx 2 dx
iii) d 4 y + dy + y = e x ………. order ____
dx 4 dx
iv) d2y + dy 3 + y = ln x …… order ____
dx 2 dx
4.1 First Order ODE
4.1.1 3 methods to solve the first order ODE
4.1.1.1 Separable equation
Procedure to solve separable equation
Step I : separating variables x and y
LHS : f(y) dy
RHS : f(x) dx
Step II : Integrating both sides (using an appropriate technique)
LHS : f (y ) dy
RHS : f (x) dx
(if the initial condition is given)
Step III : Applying the given initial condition to find the value of C.
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MAT235- CALCULUS II FOR ENGINEERS / Chapter 4 : Ordinary Differential Equations (ODE)
Example 1 Ans : ey = − e−x + C
Solve ex +y dx − e2x +2y dy = 0
Solution :
ex +y dx − e2x +2y dy = 0
I) Separating variables x and y, LHS : f (y )dy and LHS : f (x )dx
e x+y dx = e 2x+2y dy
Or
e2x +2y dy = ex +y dx
e2x • e2y dy = ex • ey dx
e2y dy = ex dx
ey e2x
e2y −y dy = ex −2x dx
ey dy = e−x dx
II) Integrating both sides, LHS : f (y )dy and LHS : f (x)dx
ey dy = e−x dx
ey = e−x + C
−1
ey = − e−x + C #
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MAT235- CALCULUS II FOR ENGINEERS / Chapter 4 : Ordinary Differential Equations (ODE)
Example 2
( ) ( )Solve y 2 1+ x 3 y' + x 2 1+ y 2 = 0 ans : y − tan−1 y = − 1 ln 1+ x3 + C
3
Solution :
( ) ( )y 2 1+ x 3 y' + x 2 1+ y 2 = 0
( ) ( )y 2 1+ x3 dy + x2 1+ y 2 = 0
dx
I) Separating variables x and y, LHS : f (y )dy and LHS : f (x )dx
( ) ( )y 2 1+ x3 dy = − x2 1+ y 2
dx
( ) ( )y 2 1+ x3 dy = − x2 1+ y 2 dx
y 2 2 dy = − x2 dx
1+ 1+ x3
y
II) Integrating both sides, LHS : f (y )dy and LHS : f (x)dx
y 2 dy = − x2 dx ---------------
1+ 1+ x3
y2
LHS : RHS :
By doing long division Using u-substitution
==
= = (into )
=
= =
Hence, =
= 1 dx = tan−1 x + C
= 1+ x2
( )because d 1
(into ) dx tan−1 x = 1+ x2
Thus, the solution is, 234
y − tan−1 y = − 1 ln1+ x3 + C #
3
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MAT235- CALCULUS II FOR ENGINEERS / Chapter 4 : Ordinary Differential Equations (ODE)
Example 3
Solve xy + y' e x2 ln y = 0 ans : 1 (ln y )2 = 1 e−x2 + C
22
Solution :
xy + y' e x2 ln y = 0
xy + dy ex 2 ln y = 0
dx
I) Separating variables x and y, LHS : f (y )dy and LHS : f (x )dx
dy ex 2 ln y = − xy
dx
ln y dy = −x dx
y ex2
ln y dy = − xe−x 2 dx
y
II) Integrating both sides, LHS : f (y )dy and LHS : f (x)dx
ln y dy = − xe−x2 dx -------------
y
LHS : RHS :
Using u-substitution (into ) Using u-substitution (into )
= =
= =
= =
= =
= =
Thus, the solution is,
1 ln2 y = 1 e− x 2 + C #
22
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MAT235- CALCULUS II FOR ENGINEERS / Chapter 4 : Ordinary Differential Equations (ODE)
Example 4 – with initial condition
Solve 2tan x dy + 1 = 0 , when x=, y =2 ans : ln y + 1 = − ln sin x + ln 3
y 2 − 1 dx 2 y −1
Solution :
2tan x dy + 1 = 0
y 2 − 1 dx
I) Separating variables x and y, LHS : f (y )dy and LHS : f (x )dx
2 tan x dy = −1
y 2 − 1 dx
2 dy = − 1 dx
y2 −1 tan x
2 dy = − cot x dx
y2 −1
II) Integrating both sides, LHS : f (y )dy and LHS : f (x)dx
y2 1 dy = − cot x dx -------------
2−
LHS : ------- (i)
Using partial fraction
=
------- (ii)
When
→
When →
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MAT235- CALCULUS II FOR ENGINEERS / Chapter 4 : Ordinary Differential Equations (ODE)
LHS :
Substitute and into (i)
=
= (into )
RHS :
Change to basic trigonometry and use u-substitution,
=
=
=
=
=
= (into )
Therefore, the general solution is,
ln y − 1 − ln y + 1 = − ln sin x + C ------------------
III) Applying the given initial condition into (to find C)
By substituting x = , y = 2 into ,
2
ln 2 − 1 − ln 2 + 1 = − ln sin + C Thus, the particular solution is,
2
ln1 − ln 3 = − ln(1 )+ C
0 − ln 3 = 0 + C ln y − 1 − ln y + 1 = −ln sin x − ln 3 #
C = − ln 3 (into )
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MAT235- CALCULUS II FOR ENGINEERS / Chapter 4 : Ordinary Differential Equations (ODE)
Example 5 (exercise 1/page 55/i) – with initial condition
( )Solve ln y cos 2 x − 1 dy − cos x dx = 0 , when x = , y = 1
2
ans : y ln y − y = cosec x − 2
Solution :
( )ln y cos 2 x − 1 dy − cos x dx = 0
I) Separating variables x and y, LHS : f (y )dy and LHS : f (x )dx
( )ln y cos2 x − 1 dy = cos x dx
cos x
cos2 x −
( )ln y dy = 1 dx
cos x
1− cos2
( )ln y dy = − x dx
ln y dy = cos x dx
− sin2 x
ln y dy = − cos x dx
(sin x)2
II) Integrating both sides, LHS : f (y )dy and LHS : f (x)dx
ln y dy = − cos x dx -------------
(sin x)2
LHS : (integration by parts) RHS : (integration using u- substitution)
= =
= =
= =
= =
= (into ) =
= (into )
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MAT235- CALCULUS II FOR ENGINEERS / Chapter 4 : Ordinary Differential Equations (ODE)
Therefore, the general solution is,
y ln y − y = 1 + C ------------------
sin x
III) Applying the given initial condition into (to find C)
By substituting x = , y = 1 into ,
2
(1)ln(1) − 1= 1 +C
sin
2
−1= 1 +C
1
−1=1 +C
C = − 2 (into )
Thus, the particular solution is,
y ln y − y = 1 − 2 #
sin x
or y ln y − y = cos ecx − 2
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MAT235- CALCULUS II FOR ENGINEERS / Chapter 4 : Ordinary Differential Equations (ODE)
More Examples from Previous Semester Papers
June 2019/ MAT235/ Q4b/ 7 marks
Solve the separable differential equation dy = 2ex where y (0) = 1 .
dx y 2
2
Solution : ∶ 1 3 = 2 − 47
3 24
Step I : Separating variables x and y
2
= 2
2 = 2
Step II : Integrating both sides
∫ 2 = ∫ 2
3 = 2 +
3
Step III : initial condition = , =
3 = 2 +
3
1 3 = 2 +
3
1 13 = 2 0 +
3 (2)
11
3 (8) = 2 +
1
= 24 − 2
47
= − 24
1 3 = 2 − 47
3 24
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MAT235- CALCULUS II FOR ENGINEERS / Chapter 4 : Ordinary Differential Equations (ODE)
June 2018/ MAT235/ Q4b/ 7 marks
Solve the separable differential equation dy − 2xey = ey where y (0) = 1.
dx
Solution : ∶ − − = + 2 − 1
Step I : Separating variables x and y
− 2 =
= + 2
= (1 + 2 )
1
= (1 + 2 )
− = (1 + 2 )
Step II : Integrating both sides
∫ − = ∫(1 + 2 )
− − = + 2 2 +
2
− − = + 2 +
Step III : initial condition = , =
− −1 = 0 + 02 +
1
= −
− − = + 2 − 1 #
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MAT235- CALCULUS II FOR ENGINEERS / Chapter 4 : Ordinary Differential Equations (ODE)
Jan 2018/ MAT235/ Q4a/ 14 marks ∶ ) 3 − 7 = 1 −1 5 +
Solve the following first order differential equations : 3 4 (4)
( )i) 25x2 + 16 dy = 5 dx . (solution in page 242)
y2 −7
(Hint : dx = 1 tan−1 x + C ) (7 marks)
x2 + a2 a a
(7 marks) (solution in page 266)
ii) dy = 2y 2 − 2x2 ∶ ) − |( )2 + 1| = +
dx 4xy
Solution :
Step I : Separating variables x and y
(25 2 + 16) = 2 5 7
−
( 2 − 7) = 5 16
25 2 +
Step II : Integrating both sides
∫( 2 − 7) = ∫ 5 1265)
( 2 +
25
∫( 2 − 7) = 1 ∫ 1 16
5 + 25
2
∫( 2 − 7) = 1 ∫ 1
5 + (54)2
2
3 − 7 = 1 ∙ 1 −1 +
3 5 ( )
3 − 7 = 1 ∙ 1 −1 +
3 5 (54) ((54))
3 − 7 = 1 ∙ 5 −1 5 +
3 5 4 (4)
3 − 7 = 1 −1 5 +
3 4 (4)
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MAT235- CALCULUS II FOR ENGINEERS / Chapter 4 : Ordinary Differential Equations (ODE)
Mar 2016/ MAT235/ Q4b/ 8 marks
Solve the separable differential equation dy = x cos x where y (0) = − 1.
Solution : dx y
2 1
∶ 2 = + − 2
Step I : Separating variables x and y ∶ ∫
= Using Tabular Integration dv (integrate)
Sign u (differentiate)
= +
Step II : Integrating both sides −
−1
∫ = ∫ +0
2
2 = + + ∫ = + − ∫ 0
Step III : initial condition = , = − ∫ = + +
(−1)2
2 = 0 0 + 0 +
1
2 = 0 + 1 +
1
= − 2
2 1
2 = + − 2 #
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MAT235- CALCULUS II FOR ENGINEERS / Chapter 4 : Ordinary Differential Equations (ODE)
Sep 2015/ MAT235/ Q4a(i)/ 4 marks
Solve the first order differential equation dy = 3x2 given that y (0) = 1.
Solution : dx y
∶ 2 = 3 + 1
2 2
Step I : Separating variables x and y
3 2
=
= 3 2
Step II : Integrating both sides
∫ = ∫ 3 2
2 3 3
2 = 3 +
2 = 3 +
2
Step III : initial condition = , =
(1)2 = (0)3 +
2
1
= 2
2 = 3 + 1 #
2 2
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MAT235- CALCULUS II FOR ENGINEERS / Chapter 4 : Ordinary Differential Equations (ODE)
Mar 2015/ MAT235/ Q4a/ 12 marks ∶ ) = 1 2 + 1
Solve the following first order differential equations : 2 2
i) dy = xex2 −y , given that y (1) = 1. (5 marks) (Solution in page 245)
dx
ii) dy = cos x − y tan x , given that y (0) = 1. (7 marks) (Solution in page 281)
dx
∶ ) = +
Solution :
Step I : Separating variables x and y
= 2−
2
=
= 2 ∶ ∫ 2
Step II : Integrating both sides
∫ = ∫ 2 ∫ 2 = ∫ ∙ = 2
2
= 2
1 2 = 1 ∫
2 2
= + = 2
1
= 2 +
= 1 2 +
2
Step III : initial condition = , =
(1) = 1 (1)2 +
2
1
= 2 +
1
= 2
= 1 2 + 1 #
2 2
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