First Order Linear Differential

Equation
 Overview
Calculus

Differential Integral

Slope Area under curve

 Calculus Relation
Differential

position velocity acceleration

Integral
 Diff. Eq.

Diff. Eq.

Ordinary Partial

involving only one involve more than one

independent variable independent variable
and derivatives- and partial derivatives-
Chapter 1 and 2 Chapter 5
 Outline
1. First Order Linear Differential Equations (8 Hours)
1.1Formation and solution of differential equation.
1.2Initial and boundary value problems.
1.3Methods of solution:
(a) Separating the variables.
(b) Homogeneous.
(c) Linear.
(d) Exact.
1.4Application of first order differential equation:
(a)Growth population.
(b)Newtons Law of cooling.
(c)Linear motion.
(d)Simple electric circuit
Where do ODEs arise?
Notation and Definitions
Solution methods for 1st order ODEs
 Where do ODEs arise

All branches of Engineering

Economics
Biology and Medicine
Chemistry
Physics
etc

Anytime you wish to find out how something

changes with time (and sometimes space)
Differential Equation Application in
Engineering Analysis
Differential Equation Application in
Engineering Analysis
 Notation and Definitions

Order
Initial Value/Boundary value problems
 Order

The order of a differential equation is just

the order of highest derivative used.

2
d y dy
2
0 2nd order
dt dt
3
dx d x
x 3 3rd order
dt dt
 Order of an ordinary diff. eq.
Order 1
or
Order 2

or
Order n
or
 Order of an ordinary diff. eq.
Example
State the order of the following diff. equation
a) + + =0

b) +4 +3 =

c) 1 =
 Initial/Boundary Value Problems
Initial conditions
Condition which have the same value for the
independent variable.
0 = 0 and (0) = 2
Initial value problem
Differential equations together with its initial equation
Solve the equation
+ 6 + 8 = cosh 2
Subject to initial condition
0 = 0 and (0) = 2
Initial/Boundary Value Problems, cont.
Example
Show that
=
where A and B are constants, is a general solution
of the equation
+2 +9 =0
Which satisfied the initial condition
= 3 and ( ) = 0
 Standard form for 1st ODEs

The general form of the first degree differenti al equations

can be written as

dy
F ( x, y ) (1)
dx
Where F ( x, y ) is a function of x and y.
or
M ( x, y )dx N ( x, y )dy 0 (2)
For example;
dy
2 y 2x
dx
( 2 x y ) dx (3 xy ) dy 0
 Types of 1st ODE
ODE can be classified into four types according to the
form of F ( x, y )

Type of ODE F ( x, y )
Separable ODEs F ( x, y ) f ( x ) g ( y )
y
Homogeneous ODEs F ( x, y ) F
x
M ( x, y )
Exact ODEs F ( x, y )
N ( x, y )
Linear ODEs F ( x, y ) r ( x ) p ( x ) y
Solution Method-Separable ODEs

A separable equation is one which may be written in the form

dy
F ( x, y ) f ( x ) g ( y ) (3)
dx
Where f ( x ) and g ( y ) are functions of x and y respectively.
Rearrangin g this equation, we obtain
dy (4)
f ( x ) dx
g ( y)
Finding the solution y ( x ) that satiesfies Eqn.(1) then depends
only on the ease with whic h the integrals in the above equation
can be evaluated.
Solution Method-Separable ODEs
Separable or not?
a) =0

b) = 2
Solution Method-Separable ODEs
Example :

Solve
dy
x xy
dx
Since the RHS of this eqution can be factorized to

x (1 y )

the equation becomes separable and we obtain

dy
(1 y )
( x )dx
Solution Method-Separable ODEs

Now integrating both sides, we find

x2
ln 1 y c
2
and so
x2

1 y e
x
2
2
c e c e Ae
x2
2
2
( A e c )

where c and A is an arbitrary constant.

Finally, the solution to the given equation is,
x2

2
y Ae 1
Example 1.1

Solve the differenti al equation

dy 2 xy dy
1) 2 2) xe y
dx x 4 dx

dy ex
3)
dx 1 e x
Solution 1.1-(1)
f (x) g ( y)

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

Since the RHS of this eqution can be factorized to

2x
2 ( y )
x 4
the equation becomes separable and we obtain

dy dy 2x
g ( y)
f ( x ) dx y 2 dx
x 4
Solution 1.1-(1)
Integrating LHS sides, we find
1
y dy ln y c1
For RHS sides,

take u x 2 4 and du 2 xdx

so
2x 1 2

2 dx u du ln u c 2 ln x 4 c2
x 4
Then combine both LHS and RHS, we find

ln y c1 ln x 2 4 c2 ln y ln x 2 4 c2 c1
Solution 1.1-(1)

y
ln 2
c 2 c1 C
x 4

y
e C A
x2 4

finally, the general solution for given differenti al equation is

y A( x 2 4)
Solution 1.1-(2)
dy
xe y Take, f ( x) x and g ( y) e y
dx
dy dy y
f ( x ) dx xdx dy xdx
e
g ( y) ey

Then,
x2
e y c1 c2
2
x2 x2
e y c 2 c1 C (C c 2 c1 )
2 2

Finally,
x2 x2
y ln C or y ln C
2 2
Solution 1.1-(3)
dy ex ex
3) Take, f ( x) and g ( y) 1
dx 1 e x 1 e x

dy ex
f ( x ) dx (1)dy dx
g ( y)
1 ex



For RHS sides,
take u 1 e x and du e x dx
ex
dx 1 du ln u c ln 1 e x c
1 ex
u
Then combine both LHS and RHS, we find
y ln 1 e x c
Solution 1.1-(4)
dz 1 1
4) Take, f (t ) and g ( z) 1
dt t (t 2) t (t 2)
dy dz 1
g ( y)
f ( x ) dx g ( z)
f (t )dt (1)dz t (t 2)
dt

For RHS sides, we can calculate by using the fractional

decomposit ion of the integrand
1 A B A(t 2) Bt
1
t (t 2 ) t t 2 t (t 2) A
A B 0 2
1 At Bt 2 A ( A B )t 2 A 1
2A 1 B
2
Solution 1.1-(4)
Thus, we get the following decomposit ion of the
rational integrand
1 1 1

t (t 2) 2t 2(t 2)
Hence,
1 1 1 1 1 1
dz t (t 2)
dt
dt dt
2t 2(t 2) 2 t
dt
t2

1
z c1 ln t c 2 ln t 2 c3
2
1 1
z ln t ln t 2 c 2 c3 2c1
2 2
1 t 1
z ln A ( A c 2 c3 2c1 )
2 t2 2
Solution Method- Homogeneous
ODEs
Homogeneou s equations are ODEs that may be written in
the form
dy A( x, y ) y
F (5)
dx B ( x, y ) x
Where A( x, y ) and B ( x, y ) are homogeneou s function of
the same degree. A function f ( x, y ) is homogeneou s of degree
n if, for any , it obeys
f ( x , y ) n f ( x, y )
Solution Method- Homogeneous
ODEs
For example
dy A( x, y ) x 2 y xy 2
3
dx B ( x, y ) x y3

A(x, y ) (x ) 2 (y ) (x )(y ) 2 3 x 2 y 3 xy 2 3 A( x, y )

B (x, y ) (x ) 3 (y ) 3 3 ( x 3 y 3 ) 3 B ( x, y )

We can see that A and B are both homogeneou s function of

degree 3.
 Solution Method- Homogeneous
ODEs
Homogeneous or not?
a) =

b) =
Solution Method- Homogeneous
ODEs
If Eqn. (5) is " homogeneou s" the equation can be reduced to
separable equation by making the subtitutio n y ux and by
product differenti ation
dy du
ux dy A( x, y ) y
dx dx F
dx B ( x, y ) x
Subtitute into Eqn. (5),
du du
ux F (u ) x F (u ) u
dx dx
This is now is separable equation and can be integrated
to give
du 1
F (u ) u
x
dx (6)
Example 1.2

1) Find the particular solution of the following differenti al

equation that satisfy the initial condition y (1) = 2.

dy y 2 x 2

dx 2 xy
2) Find the general solution of the following differenti al
equation.

dy y y
tan
dx x x
Solution 1.2-(1)

dy y 2 x 2

dx 2 xy
(y ) 2 ( x ) 2 2 y 2 2 x 2 2 ( y 2 x 2 )
f (x , y ) 2
2
f ( x, y )
2(x )(y ) 2 xy (2 xy )
As seen, this equation is homogeneou s.
Make the substituti on y ux. Hence,
dy du
ux
dx dx
Substituti ng this expression into the equation gives :
Solution 1.2-(1)

du (ux ) 2 x 2 x 2 (u 2 1) u 2 1
ux 2

dx 2 x (ux ) 2x u 2u
du u 2 1 1 u2
x u
dx 2u 2u
We obtain the separable equation,
2u 1
2
du dx
u 1 x
The next step is to integrate the left and the right side
of the equation
2u 1
2
u 1
du dx
x
Solution 1.2-(1)
The left side of this equation can be solved as follows. Take

h u 2 1 and dh 2udu
2u 1
u 2
du dh ln h c1 ln u 2 1 c1
1 h
hence,
ln u 2 1 c1 ln x c 2

ln u 2 1 ln x c 2 c1 C (C c 2 c1 )

ln x (u 2 1) C
x (u 2 1) e C A ( A e C )
Solution 1.2-(1)
2
y
x 1 A
x

y 2 x 2 Ax
Find the values of A to satisfy the initial condition y (1)= 2

(2) 2 (1) 2 A(1) A3

Thus, the particular solution of the given equation is

y 2 3x x 2
Solution 1.2-(2)

dy y y
tan
dx x x
Subtitutin g y ux , we obtain
du
ux u tan u
dx
Cancelling u on both sides, rearranging and integrating gives
du 1 1
x
dx
tan u
tan u
du
x
dx ln x c1

But
1 cos u
tan u
du cot udu sin u
du ln sin u c 2
Solution 1.2-(2)

Then
ln sin u c 2 ln x c2
ln sin u ln x c1 c2 C (C c1 c 2 )
sin u sin u
ln C e C A ( A e C )
x x
y y
sin Ax sin 1 Ax
x x
Finally the solution to the ODE is
y x sin 1 Ax
Exercise

2 dy
1) ( xy y ) y2 x y ln y Cy
dx
dy y x
2) y x C 2 ln x
dx x y

dy y2
3 2 2
3) ( x xy ) y3 y Ce 2 x
dx
 Solution Method-Exact ODEs
A differenta l equation of type
M ( x, y )dx N ( x, y )dy 0
is called an exact differenti al equation if and only if
M N
(7)
y x
But, if M N
the equation is not exact equation.
y x
The general solution of an exact equation is given by

M ( x, y )dx

M ( x, y )dx

y
N ( x, y ) dy C

(8)

Please refer to text book for detail explanatio n
Example 1.3

Solve the differenti al equation.

dy
1) x 3x y 0
dx
2) 2 xydx ( x 2 3 y 2 ) dy 0
Solution 1.3-(1)
dy
x 3x y 0
dx
Rearrangin g into the form Eq. (2), we obtain
(3 x y )dx xdy 0
M ( x, y ) (3 x y ) and N ( x, y ) x
Check exactness of this equation
M N
1 and 1
y x
The given equation is exact because
M N
1
y x
Solution 1.3-(1)
Using Eq. (8), calculate the general solution;
3x 2
write
P ( x, y ) M ( x, y )dx (3 x y )dx
2
yx

and

M ( x, y ) dx P x
y y
P 3x 2

P ( x, y )
y
N ( x, y ) dy C
2
xy x xdy C
Finally, the solution to the original ODE is

3x 2
xy C
2
Solution 1.3-(2)

2 xydx ( x 2 3 y 2 ) dy 0

M ( x, y ) 2 xy and N ( x, y ) ( x 2 3 y 2 )

Check exactness of this equation

M N
2x and 2x
y x
The given equation is exact because
M N
2x
y x
Solution 1.3-(2)

Using Eq. (8), calculate the genaral solution;

write P ( x, y ) M ( x, y )dx 2 xydx x 2 y

and

M ( x, y )dx P x 2
y y
P
P ( x, y )
y
N ( x, y ) dy C

x x 2 y 3 y 2 dy C

2 2 2 2
x y x 3 y dy C
Finally, the solution t o the original ODE is
x2 y y3 C
Exercise
y y
1) e dx ( 2 y xe )dy 0 xe y y 2 C

2) (2 xy sin x ) dx ( x 2 cos y ) dy 0
x 2 y cos x sin y C
Solution Method-InExact ODEs
Equations that may be written in the form
M ( x, y )dx N ( x, y )dy 0
(9)
M N
but for which are known as inexact equations.
y x
However it can always be made exact by multiplyin g by
integratin g factor i ( x,y ) that obeys
(iM ) (iN )
(10)
y x
For an integratin g factor tha t is a function of both x and y ,
there exists no general method for finding it.
If, however, an integratin g factor exists that is a function of
either x or y alone, then equation (10) can be solved to find it.
Solution Method-InExact ODEs
If we assume that the integratin g factor is a function
of x alone, i i ( x ), the integratin g factor is then given by

f ( x)dx 1 M N
i ( x) e where f ( x) (11)
N y x

If integrating factor i i ( y ), then

g ( y )dy 1 N M
i( y) e where g ( y ) (12)
M x y
Example 1.4
Find the general solution of the following differenti al
equation.
dy 2 3y

dx y 2x

Solution 1.4
Rearrangin g into the form Eq. (2), we have
dy 2 3y 4x 3y 2
(4 x 3 y 2 ) dx ( 2 yx ) dy 0
dx y 2x 2 yx
Take, M ( x, y ) 4 x 3 y 2 and N ( x, y ) 2 yx
M x
therefore, 6 y and 2y
y x
Solution 1.4
so the ODE is not exact in its present form.
However, if we calculate f ( x ) using Eqn.(11), wee see that

1 M N 1 2
f ( x) 6 y 2 y
N y x 2 yx x

a function of x alone.
Therefore an integrating factor exists that is also a function of
x alone. By using Eqn.(11), we obtain
2
i ( x) e
f ( x ) dx
e
x
dx
e 2 ln x x 2
multiplyin g given equation t hrough by integratin g factor
we obtain
(4 x 3 3 y 2 x 2 ) dx ( 2 yx 3 ) dy 0
Solution 1.4
iM ( x, y ) (4 x 3 3 y 2 x 2 ) and iN ( x, y ) (2 yx 3 )
(iM ) (iN )
and 6 yx 2
y x
using equation

iM ( x, y )dx


iM ( x, y ) dx
y
iN ( x, y ) dy C


calculate the general solution.

3 2 2
( 4 x 3 3 y 2 x 2 ) dx
3
( 4 x 3 y x ) dx

y
2 yx dy C


Solution 1.4
4 2 3
x y x
4
x y x
2 3
3
2 yx dy C
y

x 4 y 2 x 3 2 yx 3 2 yx 3 dy C

x 4 y 2 x3 C

Finally, the general solution is

x 4 y 2 x3 C
Exercise
Find the general solution of the following differenti al
equation.
1) (1 y 2 ) dx xydy 0 x2 x2 y2
C
2 2
2) ( x cos y ) dx sin ydy 0 e x (cos y x 1) C
 Solution Method-Linear ODEs
Linear first - order ODEs are a special case of inexact
ODEs and can be written in the conventional form
dy
p ( x ) y r ( x) (13)
dx
Such equations can be made exact by multiplying
with an appropriate integrating factor whi ch is always
a function of x alone. We can find this factor i ( x ) by
Eq.(11), for this purpose we write Eq. (13) as
dy ( p ( x ) y r ( x )) dx 0
1 M N 1
f ( x) p ( x ) 0 p ( x )
N y x 1

i ( x) e f ( x ) dx
e p ( x ) dx
 Solution Method-Linear ODEs
We now multiply (13) on both sides by this integrating
factor i ( x ). Then by the product rule
p ( x ) dx dy p ( x ) dx p ( x ) dx
e e p ( x ) y e r ( x )
dx

p ( x ) dx
d e y
e p ( x ) dx r ( x )
dx

By integrating the second and third of these three expressions
with respects to x we get
p ( x ) dx p ( x ) dx
e

y

e

r ( x )dx C

 Solution Method-Linear ODEs
Finally we obtain

p ( x ) dx p ( x ) dx
ye e
r ( x )dx C (14)

Example 1.5

Solve the linear ODE

dy
1) 2 xy 4 x
dx
dy
2) y e2x
dx
dy
3) y tan x sin 2 x
dx
Solution 1.5-(1)
dy
2 xy 4 x
dx
here, p( x) 2 x and r ( x) 4 x

and from (13) we obtain the general solution

2 xdx 2 xdx
ye e

4 xdx C

ye x2
2 e 2 xdx C
x2
take u x 2 and du 2 xdx

ye x2
2 e du C
u
ye x2
2e x2
C
x2
y 2 Ce
Solution 1.4-(2)
dy
y e2x y e 2 x Ce x
dx
Solution 1.4-(3)
dy
y tan x sin 2 x y C cos x 2 cos 2 x
dx
ODEs Application in Mech. Eng.
-Mathematical Modeling
 ODEs Application in Mech. Eng.
-Mathematical Modeling
What are DE?
Equations involving derivatives of different orders
How differenti al equations are derived?
They are derived from the laws of physics
Where are the laws of physics relevant to engineering applications?
Fundamenta ls laws of Physics;
- Conservati on of Energy - the first law of thermodynamics
- Conservati on of momentum
- Conservati on of mass

Application laws of physics in ME

- Newton' s Laws for solid mechanics
- Fourier' s Laws for heat conduction
- Newton' s Laws for convective heat trans fer
- Bernoullis Laws for fluid dynamics
Heat Transfer
Heat Transfer
Heat Transfer
Heat Transfer
Heat Transfer
Fluid Mechanics
Fluid Mechanics
Fluid Mechanics
Fluid Mechanics
Fluid Mechanics
Fluid Mechanics
Fluid Mechanics
Fluid Mechanics
Application Newtons Law of Cooling
Newtons Law of cooling
According to Newtons Law of cooling, the rate at
which body cools is proportional to the difference
between the temperature of the body and that of
the surrounding medium. Let represent the
temperature (in )of a body in a room whose
temperature is kept at a constant 18 . If the body
cools from 70 to 57 in 5 minutes, how much
longer will it take for its temperature to drop to 40
 Application-Population
A population of insects in a region will grow at
a rate that is proportional to their current
population. In the absence of any outside
factors the population will triple in two weeks
time. If there are initially 100 insects in the
area, find r, the positive population constant.