Differential Equations

What is a Differential Equation? Solutions.

Although you may not have realised it, you have been solving differential equations for
some time. For example, when you antidifferentiate to find
Z
x
dx
1 + x2
you are actually solving the differential equation
dy
x
=
dx
1 + x2

()

Differential equations are equations involving an unknown function y, and

one or more derivatives. The order of a differential equations is the highest order
derivative that occurs in the equation.
For example

y
d3 y d2 y
+ 2+ 2
= ex
3
dx
dx
x +1
is a differential equation of order 3.
Differential equations are solved by integration. We usually have to integrate as often as
the order requires. Constants of integration then arise.
For a first order differential equation, one constant is obtained from the integration. The
function
y(x) = 21 ln(1 + x2 ) + C
is called the general solution to the differential equation ().
Each value of C corresponds to a particular solution of the differential equation. For
example, if we are given the initial condition, y = 1 when x = 0, then the particular
solution we are after is
y(x) = 12 ln(1 + x2 ) + 1
If the graph of this solution is drawn in the xy plane, we obtain a curve called an integral
curve. As C takes on all values, a family of integral curves is generated, one curve for
each value of C. Note that each of these curves will have the same gradient function at
(x, y) given by the differential equation.
Ex: Sketch several integral curves from this family.
Solution
1

y
4

y = 21 ln(1 + x2 ) + 2

y = 21 ln(1 + x2 ) + 1

y = 21 ln(1 + x2 )

1
x
10

10

If you want to be a chemist, physicist or an engineer then you will be constantly working
with problems that will require you to solve differential equations. They also arise in areas
such as geology, biology, physiology and economics.
Here are a few important examples of differential equations:
dp
= kp(P p), where k, P are constants.
dx
(logistic curve, epidemiology, economics)

 2 
dy
= C, where C is a constant.
2. y 1 +
dx
1.

(brachistochrone problem, calculus of variations)

dq
1
d2 q
+ q = E(t)
3. L 2 + R
dt
dt C

(electric circuits)

Generally an nth-order differential equation is of the form

F y, y , y , . . . y (n) = 0.

It is called linear if the function F is a linear function of the variables y, y , y , . . . y (n) .

Ex: Find the order of the differential equations above. State the dependent and the
independent variable. Which equations are linear?
A function y(x) is a solution of a differential equation if the equation is satisfied when
y and its derivatives are substituted. The general solution of an nth-order differential
equation is usually a family of solutions containing n arbitrary constants.
Families of curves A function relating two variables x, y say, and which contains a
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parameter, will describe a family of curves - one curve for each value of the parameter.
E.g. the equation
x2 + y 2 = a2
()
(here a is the parameter) describes a family of concentric circles. Differentiation can be used
to remove the parameter and allow us to describe the family by one differential equation.
dy
For example, differentiating () with respect to x gives 2x + 2y
= 0 or
dx
x+y

dy
=0
dx

This is a differential equation for the family of circles.

Example 2: Find a differential equation for the two-parameter family of curves
y = a cos x + b sin x
(Since there are two parameters, we will need to differentiate twice i.e. we obtain a second
order differential equation.
Differentiating twice gives
d2 y
= a cos x b sin x = y
dx2
or
d2 y
+y =0
dx2
and this differential equation describes the family of curves.
Exercise: Try to describe this family geometrically, as far as you can.

First Order, Separable Differential Equations

These form a simple class of differential equations that can be integrated directly.
If the differential equation can be written in the form
dy
= f (x) g(y)
dx
then if g(y) 6= 0, the variables on the RHS can be separated to give
1 dy
= f (x)
g(y) dx
and a solution can be found by integrating both sides with respect to x
Z
Z
1 dy
dx = f (x) dx
g(y) dx
and so by the Chain Rule,

1
dy =
g (y)

f (x) dx .

(1)

It is usual to set this argument out in a different, but equivalent, way. Recall, that in doing
parts, if u(x) = x3 we were happy to write equations like
du = 3x2 dx,
involving infinitesimals, du and dx, even though the properties of infinitesimals are not
developed in this course. Similarly. for a separable equation
dy
= f (x) g(y),
dx
we can proceed formally using infinitesimals, and divide by g(y) and multiply by dx, to
obtain
1
dy = f (x) dx.
g(y)
Then integrating we obtain the equation
Z
Z
1
dy = f (x) dx,
g(y)
just as we found with the argument not involving infinitesimals leading to (1).

Ex: Find the general solutions to these differential equations:

(a)

dy
3
=
dx
y

(b)

dy
y
=
dx
y3

(c)

dN
= kN
dt

Ex: When a murder is committed, the body, originally at 37 C, cools according to Newtons law of cooling. Suppose that after two hours the temperature is 35 C, and that the
temperature of the surrounding air is a constant 20 C.
(a) Find the temperature, H(t), of the body as a function of t, the time in hours since
the murder was committed.
(b) What happens to the temperature in the long run?
(c) Sketch a graph of temperature against time.
(d) If the body is found at 4pm at a temperature of 30 , when was the murder committed?
Newtons Law of cooling says that the rate at which an object cools is proportional to the
temperature difference between the object and the surrounding medium.

First Order Linear D.Es - Integrating Factors

In this section we will develop a technique for solving differential equations which are not
separable. Note that this only works for differential equations which are linear in y and
dy
.
dx
A linear first order equation is of the form
a1 (x)

dy
+ a0 (x) y = b (x)
dx

where a1 (x), a0 (x) and b(x) are continuous functions of x only.

If we assume a1 (x) 6= 0 then we can divide through by a1 (x) to get
b(x)
dy a0 (x)
+
y=
dx a1 (x)
a1 (x)
Setting p(x) =

a0 (x)
a0 (x)
and q(x) =
puts the equation in standard form
a1 (x)
a1 (x)
dy
+ p(x) y = q(x) .
dx

Ex: Write the following differential equations in standard form. Identify p and q.
(a)

dy
+ x y = 3x2 .
dx

(b) x3

(c)

dy
+ x y = ex , x 6= 0.
dx

1 dy 1
+ y 4x = 0,
x dx x

(d) t

x 6= 0.

dy
+ et y = 1, t > 0.
dt

We can always solve (in theory!) such equations by the method of integrating factors.
This method involves multiplying the D.E. by a suitable function (x), called an integrating factor , that transforms the LHS of the differential equation, written in standard
from, into the derivative of a product. That is, the differential equation:


dy
(x)
+ p(x) y = (x) q(x)
dx
d
becomes
((x) y) = (x) q(x) .
dx
and this can then be solved for y by integrating both sides of the equation with respect to
x.
6

Comparing the two LHSs above gives

(x)p(x) =
i.e.

d
dx

d
= p(x)dx which can be integrated to give

(x) = e

p(x) dx

Exercise: Show that the function (x) = e4x is the integrating factor for the differential
equation:
dy
+ 4y = ex .
dx
Solve this differential equation.
Example: Solve the following differential equation by the integrating factor method.
x
Solution:

dy
y = x;
dx

x > 0.

Start by writing the equation in standard form:

dy
y
= 1;
dx x

x > 0.

1
Since p(x) = , the integrating factor is given by:
x
(x) = e

1
x

dx

= e ln x =

1
x

Multiplying both sides of the differential equation (in standard form!) by the integrating
factor gives:


1 dy
1
1
y
=
x dx
x
x


d
1
1
so
y
=
dx x
x
Integrating both sides with respect to x gives:
1
y = ln x + C
x

that is, y = x ln x + C x

Ex: A rock contain two radioactive isotopes RA1 and RA2 that belong to the same radioactive series; that is, RA1 decays into RA2 which then decays into stable atoms. Assume
7

that the rate that RA1 decays into RA2 is 50e10t . Since the rate of decay of RA2 is
proportional to the mass y(t) of RA2 present, then the rate of change in RA2 is
dy
= rate of creation - rate of decay
dt
= 50e10t y,
where > 0 is the decay constant.
This first order linear differential equation can be written in standard form,
dy
+ y = 50e10t .
dt
Given that the decay constant = 2 and initially y(0) = 40, find the mass y(t) of RA2 for
t 0 using the integrating factor method.