Review of Differentiation and Integration

A Differentiation
B. Integration

A. Differentiation:
Definition: Let f be real value function, the derivative of f is defined as

f ( x +h )−f (x)
lim
h→ 0 h

' df ( x)
This limit is denoted by f ( x ) or
dx

To master the derivatives you need to know of derivatives of some standards functions
and the rules of derivatives.
The Derivatives rules
dy
1. (a) If y =x n where n is constant then =n x n−1
dx
dy '
(b) if y=f + g, where f and g are functions of x, then =f + g '
dx
dy '
(b) If y=fg, where f and g are functions of x, then =f g+f g'
dx
f dy f ' g−f g'
(c) If y= , where f and g are functions of x, then =
g dx g2
dy '
(d) If y=f ( g ( x ) ) , where f and g are functions of x, then =f ( g ( x )) g' ( x)
dx
d r
(e) ( y ) =r y r−1 dy (Very useful for implicit differentiation)
dx dx

2. Derivatives of some Standard Functions

More General formulae
Functions Derivatives Functions Derivatives
sin x cos x sin f (x¿) ¿ f ' (x ) cos f ( x )
cos x −sin x cos f (x ) −f ' ( x) sin f (x ) 3.
tan x sec 2 (x) tan f ( x ) f ' (x ) sec2 f ( x )
cot x −csc 2 x cot f (x) −f ' ( x) csc2 f ( x)
sec x sec x tan x sec f ( x ) f ' (x )sec f (x )tan f (x )
csc x −csc x cot x csc f (x) −f ' ( x) csc f (x )cot f ( x)
ln x 1 ln f (x) f ' (x)
x f ( x)
ex ex f (x)
f (x ) e f ( x)
'
e
ax a x ln a f (x)
a f ' (x ) af (x) ln a
log a x 1 log a f ( x) f '( x )
x ln x f ( x ) ln a
4. Other formulae

dy dy
(1) If y=sinh x then =cosh x , (2) if y=cosh x then =sinh x
dx dx
dy
(4) If y=tanh x then =sech2 x
dx
Practice

5. Find the derivative of the following functions by using the definition (from first principles):
a. f ( x )=x 2−2 x 2
5
b. g ( x )=
2 x +1
c. p ( t ) =√ t−3
6. Determine the equation of the tangent to the graph of f (x) at the point where x=a if
a. f ( x )=x 2 +3 x−1 and a = 2
x 3+ 2 x 2−4 x
b. f ( x )= and a = -1
2x
7. Find the derivatives of the following functions by using the rules for differentiation and do not
simply your answer:
a. f ( x )=(x 2−2 x)(x−x 3)
2 5
b. g ( x )=(3 x −√ x)( √ x− )
x2
x2 −3 x +7
c. h ( x )=
2 x2 + x−1
d. p ( x ) =(2 x 3−6 x +4)5
e. q ( x )= √ 4 x 3+ x 2−3
(2 t+ t 2 )3
f. s (t)=
(3−2t 2)2
2u+ 4 2
g. f ( u )=( )
3 u−1
z2 3
h. g ( z )=( )
1+ z
i. y=f ( x ) . g ( x ) . h( x) , where f, g and h are differentiable functions
j. y=f ( g ( h ( x ) ) ) where f , g and h are differentiable functions
8. Evaluate the following limits if they exist:
3 x 2+ 4
a. lim 2
x →1 x −9

x 2−2 x−3
b. lim 2
x→−1 2 x +2 x

6 x 3−2 x+7
c. lim 2 3
x→ ∞ 3−4 x−8 x −9 x

x+ x3 −4 x 5
d. lim 3 2
x →0 2 x −x + 4 x
 4 x 3 +2 x−7
e. lim 3 2
x→−∞ 8 x + x +3

2 x 2−13 x −7
f. lim
x →7 49−x 2
p
. Find dx [Simplify
g. Suppose a function define by the equation x=30 5− ( 2
√ p +1) dp
your answer.]

9. Differentiate the following functions (You do not need to simplify your answer):
t 4 + t −4
1.1 f ( z )=( z π + πz )( z 2+2 z +1) 1.2 g ( t )
t +1
1.3 g ( x )=arc sin ( 2 x 3) −e arc tan x
x
3
1.4. y=5 4
dy
10. Find
dx
a. y=(2 x2 −5 x )cos x
2
b. x arc tan x ∙ π x
x e
c. y=x e . e x
 B. Indefinite Integral
Examples

Function Derivative
2 2

f ( x )=e x f ' ( x )=e x 2 x

2 2

g ( x )=e x +2 g' ( x )=e x 2 x

2 2

h ( x )=e x + π h' ( x ) =e x 2 x
2 2

j ( x )=e x −42 j ' ( x ) =e x 2 x

2

So if we have been asked, what function has the derivative e x 2 x , they are many possible
answers…

If we are given a function, and asked to find its derivatives, there’s only one correct
answer. If we are given the derivative and asked what function it came from, there are
infinitely many correct answers…

Definition: Anti-derivative of a real function f is a function Fsuch that F ' =f .

Example:

3 anti-derivatives of 5 x 4 are: x5

x 5+ π

x 5+ 1

Definition: The set of all anti-derivatives of a function f is called the indefinite integral of f
written:

∫ f ( x ) dx

w.r.t x
Means
Find the
Integral

Example: ∫ 5 x 4 dx=x 5 +C

'
So if F is a function such that F =f , then ∫ f ( x ) dx=F+ C
e.g. ∫ e x dx=e x + C
 x 5x
∫ 5 dx= ln 5 +C

Try: We are looking for the function which gives us 5 xwhen differentiated. If we differentiate 5 x

d x
( 5 ) =5 x ln 5
dx
We don’t want this

5x
But if we differentiate we get
ln 5

d 5x 1 d ( x) 1 x
( )
=
dx ln 5 ln 5 dx
5 =
ln 5
5 . ln 5=5 x

Integral rules
Integration by substitution

Example 1

6 x7
∫ x dx= 7
+C

Example 2
1
∫ x 100 dx=∫ x−100 dx
x−99
¿ +C
−99
Example 3

( a )∫ 1 dx=x +C
3
2
( b )∫ √ x dx= x 2 +C
3
1
( c )∫ dx=ln |x|+C
x
d
Check: ¿
dx

Power Rule for indefinite integral

n x n+1
∫ x dx= n+1 + C , n≠-1
If n=−1 then ∫ x−1 dx=ln|x|+C

Indefinite integral of e x and b x

x x x bx
∫ e dx=e + C ,∫ b dx= ln b
+C

Example 1
3
∫ ( e x + x2 ) dx=e x + x3 +C
1 x 3x
∫( x )
+3 dx=ln x +
| |
ln 3
+C

Sum and Difference integrals

∫ ( f ± g ) dx=∫ f dx ±∫ g dx
(Combine constants)
5
∫ 5 x dx= 2 x 2+C
∫ 42 e x dx=42 e x + C
Constant multiple rule:

∫ cf ( x ) dx=c ∫ f (x )dx
x3 1 2 1 x3 x3
Example : ∫ dx= ∫ x dx= +C= +C
3 3 3 3 9
Example

2 u2
∫ ( +
u2 4
du )
2
Example: if y=e x , find y '

∫ y ' dx= y +C
2

y ' =e x
2 2

∫ e x 2 x dx=e x +C
100
Example: if y=( x2 +3 ) , find y '

y ' =100( x 2 +3)99 2 x

Then
99 100
∫ 100 ( x 2 +3 ) 2 x dx=( x 2 +3 ) + C
We know the chain rule for differentiation
d
¿
dx
So if we see this expression in an integral we know

∫ g' ( u ( x )) u' ( x ) dx=g ( u ( x ) ) +C

This reverse process is called integration by substitution

Example

∫ 3 x 2 ( x 3+ 4)6 dx
u=x3 + 4
du
=3 x 2
dx
du
∫ 3 x 2 ( x 3+ 4)6 dx=∫ dx (u )6 dx
¿ ∫ u6 du

u7
¿ +C
7
6
( x3 + 4 )
¿ +C
7

Always keep in mind that integration is about “undoing” differentiation. Integration by

substitution is (often) about undoing the chain rule:

du
To figure out if integration by substitution will work it’s helpful to look for u and pair…
dx
The goal is to replace a complicated x expression with a simpleru.
Example
3
∫ x 2 ( x3 −4 ) dx
u=x3 −4
du
=3 x 2
dx
du=3 x 2 dx
du
dx=
3 x2

x2 u 3
∴∫ dx
3 x2
1
¿ ∫ u3 du
3

1 u4
¿ +C
3 4
4
( x3 −4 )
¿ +C
12
4
d 1 ( 3 1
Check: (
dx 12 ) 4
x −4 ) +C = 4 ( x 3−4 ) 3 x 2=x 2 ( x3 −4 )
12
3

Example

∫ (x+ 3) √ ( x 2+ 6 x ) dx
du
Find u and
dx
Try : u=x2 +6 x
du
=2 x+ 6
dx
du=2( x +3)dx
du
dx=
2( x +3)
du
∴∫ ( x +3 ) √ x 2+6 x dx=∫ ( x+3) √u
2(x +3)
1
¿ ∫ u1/ 2 du
2

1 u 3/ 2
¿ +C
2 3
2
1 3/ 2
¿ ( x 2+ 6 x ) +C
3
Example

∫ x cos x 2 dx
u=x2
du
=2 x
dx
du=2 x dx
du
∴∫ x cos x 2 dx=∫ x cos u
2x
1
cos u du
2∫
¿

1
¿ sin u+C
2
1
¿ sin ( x 2) + C
2
Example

x
∫ x 2+ 4 dx
u=x2 + 4
du
=2 x
dx
du=2 x dx
du
dx=
2x
x x du
∴∫ dx=∫
x +42
u 2x

1 1
du
2∫ u
¿

1
¿ ln |u|+C
2
1
¿ ln |x 2+ 4|+C
2

Example

x
∫ ( x+ 2 )3 dx
Try: u=x+2 , x=u−2
du
=1
dx
du=dx
x x
∴∫ 3
dx=∫ 3 du
( x +2 ) u
u−2
¿∫ du
u3
u 2
¿∫
( ) −
u3 u3
du

( u1 u2 ) du
¿∫ − 2 3

¿ ∫ ( u−2−2u−3 ) du

u−1 u−2
¿ −2 +C
−1 −2
−1 −2
¿−( x+2 ) + ( x +2 ) +C
1 1
¿− + +C
x +2 ( x +2 )2

Homework
Find the indefinite integral

2
x
1.∫ tan x dx 2.∫ x e x + 4 dx 3.∫ dx
( x +4 )5

Basics Integral Formulae

n x n+1
∫ x dx= n+1
+C

1
∫ x dx=ln x +C
∫ e x dx=e x+ C
∫ cos x dx=sin x +C
∫ sin x dx=−cos x +C
∫ sec2 x dx=tan x+CPractice
Tutorial on Integration

1. Evaluate the following integrals:

1.1. ∫ (2 x 6 −5 x 5 +3 x 2−x−1)dx
2 2
1.2. ∫ ( 3 −√ x+ 4 x −3)dx
x
1.3. ∫ (e x−3 x 2 + x π )dx
x 3 2
1.4. ∫ (6 e −9 √ x )dx
1.5. ∫ ( 2sin x +sec 2 x ) dx
2
1.6. ∫ ( −cos x +3 sin x)dx
x
2. Integration by Substitution
2.1. ∫ (5 x+1)6 dx
5
2.2. ∫ (4−3 x ) dx
2 6
2.3. ∫ 3 x (2 x +1) dx
2
− x +2
2.4. ∫ xe dx
2.5. ∫ 4 cot x dx
e 2 x −e−2 x
2.6. ∫ 2 x −2 x
e +e
2.7. ∫ sin 3 x dx
4
2.8. ∫ sin x dx
2.9. ∫ √ 2 x+7 dx
2x
2.10. ∫ x 2+ 4 dx
x +2
2.11. ∫ ( x 2 +4 x)3 dx
2.12. ∫ (2 x −1)sin(3 x 2−3 x+ 1) dx
3. Integration by parts:
3.1. ∫ x e 4 x dx
2x
3.2. ∫ (x−3)e dx
3.3. ∫ arcsin x dx
3.4. ∫ arctan x dx
3
3.5. ∫ x ln x dx
2 3x
3.6. ∫ 3 x ∙ e dx
4. Evaluate each of the following indefinite integrals:
1
4.1. ∫ 1+ x 2 dx
x
4.2. ∫ 1+ x 2 dx
 x2
4.3. ∫ dx
1+ x 2
5. Evaluate the definite integrals:
2
5.1. ∫ (2 x +1)( x 2+ x −4) dx
0
2
x 2+ 2 x−1
5.2. ∫ x 2 dx
1
−1
3 x 3−2 x 2 +4
5.3. ∫ dx
−3 x2
0
e− x
5.4. ∫ (1+e− x)2 dx
−1
3
x2
5.5. ∫ x 3−1 dx
2
2
5.6. ∫ x (x−2)5 dx
1
1
5.7. ∫ (x 3+ x ) √ x 4 +2 x 2+1 dx
0
2
e
5.8. ∫ x ln1 x dx
e
1
5.9. ∫ exx dx
0
π

5.10. ∫ x ∙sin x dx
π
2

Partial Derivatives

Let f be a function of two variables x and y, defined in its domain D in the Cartesian xy-
plane. We denote the value of f at a point P(x , y ) in its domaine by f (x , y )or f (P) .
1. The function f is said to have a limit α at a point P0 in D if
lim f ( P )=α
P → P0

With P approaching P0 on any path lying in D. The function f is called continuous at P0 if

lim f ( P )=f (¿ P0 )¿
P → P0

2. Suppose that we fix the value of y. Then f becomes a function f 1 that depends on x
alone. If f 1 is differentiable, we call f '1 the partial derivative of f with respect to x and
write
 ∂f
f '1=f x = .
∂x

Similarly if we maintain x constant, f becomes a function f 2 of y alone, which if

differentiable, defines the partial derivative off with respect to y, denoted by
∂f
f '2=f y = .
∂y
3. We can repeat the above process starting with f x and then f y , and define the
second-order partial derivatives off , namely

∂ ∂f ∂2 f ∂ ∂f ∂2 f
f xx =( f x )x = ( ) = 2 , f xy =( f x ) y =
∂x ∂x ∂x ( )
=
∂ y ∂ x ∂ y∂ x
,

2 2
∂ ∂f ∂ f ∂ ∂f ∂ f
=( f ) = (
∂x ∂ y ) ∂ x∂ y ∂ y(∂ y) ∂ y
f yx y x = ,f yy =( f ) =
x y = , 2

If the mixed second-order derivatives f xy and f yx are continuous inside the domain D
off , then
f xy = f yx

at every point inside the domain D off . Most of the function in our examples satisfy
this continuity condition, we will not verify it explicitly.

4. The differential of the function f is

df =f x dx+ f y dy

5. When we evaluate the indefinite integral of a two-variable function f with respect to

one of its variables, the arbitrary constant of integration is a constant only as far as
that variable is concerned, but may depend on the other variable. If, for example F 1
is an anti-derivative off with respect to x, then

∫ f ( x , y ) dx=F1 (x , y)+C 1 ( y)
Where C 1 is an arbitrary function of y. Symmetrical, F 2 is an anti-derivative off with
respect to y, then
∫ f ( x , y ) dy=F 2(x , y)+C 2 (x)
Where C 2 is an arbitrary function ofx

Example 1

For f ( x , y )=6 x 2 y−4 x y 3 Find f x , f y , f xx , f xy , f yx , f yy ,∫ f ( x , y ) dx and∫ f ( x , y ) dy

f x =12 xy−4 y 3 , f y =6 x 2−12 x y 2 , f xx =12 y ,

f xy =f yx =12 x −12 y 2

∫ f ( x , y ) dx=∫ ( 6 x 2 y −4 x y 3 ) dx=2 x 3 y−2 x 2 y 3 +¿ C1 ( y )¿

∫ f ( x , y ) dy=∫ ( 6 x 2 y −4 x y 3 ) dy=3 x 2 y 2−x y 4 +¿ C 2 ( x)¿

6. Differential Equations and their Solutions

A differential equation (DE, for short) is an equation that involve an unknown function and
its derivatives.

Example 2: (Population growth) if P(t ) is the size of a population at time t >0 and
β (t ) and δ (t) are the birth rate and death rates within the population, then

P' =[ β (t )−δ (t ) ] P

Example 3: (radioactive decay) the number N (t ) of atoms of a radioactive isotope present

at time t >0 satisfies the equation

N ' =−βN
Where β=constant >0 is the constant rate of decay of the isotope

Example 3: (Newton’s law of cooling) Let T (t ) be the temperature at time t >0 of an object
immersed in an outside medium of temperatureθ. Then

T ' =−β (T −θ)

Where β=constant >0 is the heat transfer coefficient of the object material.

Example 4: (Equilibrium temperature in a rod) the equilibrium distribution of temperature

u(x ) in a heat-condition rod of length l with an insulated lateral surface and an internal heat
source proportional to the temperature is the solution of the DE.

u' ' + qu=0

For 0< x <l , where q is a physical constant of the rod material.

Intuitively, a function is a solution of a DE if, when replaced in the equation, satisfies it

identically.
Example 4: Consider the equation y ' ' −3 y ' +2 y=0 verify that y 1 (t )=et and y 2 ( t )=e 2 t are
solutions to the given equation.

If y 1 (t )=et , then y '1 ( t )=e t and y '1' ( t )=e t so for all real numbers t,

y '1' −3 y '1+2 y 1=et −3 e t +2 et =0

This mean that y 1 is a solution of the given DE. Similarly, for y 2 ( t )=e2 t we have

y '2 ( t )=2e 2 t and y '1' ( t )=4 e 2t , so

y '2' −3 y '2+2 y 2=4 e 2 t−6 et + 2 e2 t =0

Every solution y= y (t) is represented graphically by a curve in ty-plane, which is called a

solution curve.

Practice
Verify that the function y is a solution of the given DE.
1. y ( t ) =5 e−3t +2 , y ' ' + 3 y =6
t
2. y ( t ) =−2t e 2 , 2 y ' − y=−4 e t /2
3. y ( t ) =−4 e2 t cos ( 3 t ) +t 2 −2, y ' ' −4 y ' +13 y=13 t 2−8 t−24
4. y ( t ) =−4 (2 t−1 ) e−3 t /2−4 e 2 t ,2 y ' ' − y ' ' −6 y=−14 e−3 t / 2
5. y ( t ) =2 e−2 t −e−3 t +8 e−t / 2 , y ' '' + 4 y ' ' + y ' −6 y =−45 e−t / 2
6. y ( t ) =cos ( 2 t )−3 sin ( 2 t )+ 2t , y ' ' ' + y ' ' + 4 y ' +4 y=8( t+1)

6.1. Initial and Boundary Conditions

Example 4 above show that a DE may have more than one solution. This seems pose
problem in our expectation in sense that one set of physical data should normally
produce one and only one effect. We therefore conclude that, to yield a unique solution,
a DE must be accompanied by some additional restrictions.

We normally denote the independent variable by t in DE problems where solutions – and,

if necessary, some of its derivatives – are subject to assume specific values at an
admissible pointt 0. Restriction of this type are called initial condition (ICs), they are
appropriate for the models mentioned in Examples 2 and 3 with t 0=0

The independent variable is denoted by x mostly when DE is to be satisfied on a finite

intervalsa< x <b, as in example 4 with a=0 and b=l, and solution and/or some of its
derivatives must assume prescribed values at the two end-points x=a and x=b. These
restriction are called boundary conditions (BCs)

The solution obtained without supplementary conditions is termed the general solution
(GS) of the given DE. The GS includes all possible solutions of the equation and,
therefore, contains a certain degree of arbitrariness. When ICs or the BCs are applied to
the GS, we arrive at a particular solution (PS).

A DE associated with some ICs (BCs) form an initial value problem (IVP) (boundary
value Problem (BVP)).

Example 5: For the simple DE

y ' =5−6 t

We have, by direct integration,

y ( t ) =∫ ( 5−6 t ) dt=5t−3 t 2 +C
where C is an arbitrary constant. This is the GS of the equation, valid for all real
numbers of t. However, if we turn the DE into IVP by adjoining, say the IC y (0)=−1, then
the GS yields y (0)=C=−1, and we get the PS
y ( t ) =5t−3t 2−1

Example 6: To obtain the GS of DE

y ' ' =6 t + 8
we need to integrate both sides twice, thus, in the first instance we have
y ' ( t )=∫ ( 6 t +8 ) dt=3 t 2+ 8t +C 1 , C1 =const
 From which
y ( t ) =∫ ( 3 t 2 +8 t +C1 ) dt=t 3 +4 t 2 +C 1 t +C2

for all real values of t. Since the GS here contains two arbitrary constants, we will need
two ICs to identify a PS. Suppose that
y ( 0 )=1 , y ' ( 0 )=−2
The replacing t by 0 in the expression for y and y ' , we find that C 1=−2 and C 2=1 so the PS
corresponding to our choice of ICs is
y ( t ) =t 3 + 4 t 2−2t +1.

Example 7: Let do the same example as above but in term of x as

y ' ' =6 x+ 8 , 0< x<1
we assume that y (0)=−3 , y (1)=6. Solve the BVP.

The general solution is the same as in Example 6 i.e we have

y ( x ) =x3 + 4 x 2+ C3 x+C 4

Setting x = 0 and the x = 1 in the GS and use the condition to find that C 3∧C 4 satisfy

C 3=−3 , C3 +C 4 =1;
Thus, C 4=4 , which means that the solution of our BVP is

y ( x ) =x3 + 4 x 2+ 4 x−3

Practice

From 1 – 4, solve the given IVP

1. y ' ' =−2 ( 6 t +1 ) ; y ( 0 )=2 , y ' ( 0 )=0

2. y ' ' =−12 e2 t ; y ( 0 )=−3 , y ' ( 0 )=−6
3. y ' ' =−2 sin t−t cos t ; y ( 0 ) =0 , y ' ( 0)=1
4. y ' ' =2t −3 , y ( 0 )=−1 , y ' ( 1 )=1.
From 5-8, solve the given BVP
5. y ' ' =2 ,0< x<1 ; y ( 0 )=2 , y (1 ) =0
6. y ' ' =4 cos(2 x) , 0< x <π ; y ( 0 ) =−3 , y ( π )=π −3
7. y ' ' =−x−1−x−2 ,1< x <e ; y ' ( 1 )=0 , y ( e )=1−e
8. y ' ' =( 2 x−3 ) e−x ,0< x <1 ; y ( 0 )=1 , y ' ( 1 )=−e−t
In 9-12, find the velocity v( t) and the positions ¿) at time t >0 of a material particle that
moves without friction along a straight line, when its acceleration, initial position, and initial
velocity are as specified.

9. a ( t )=2 , s ( 0 )=−4 , v ( 0 )=0.

 10. a ( t )=−12 sin ( 2t ) , s ( 0 )=0 , v ( 0 )=6.
11. a ( t )=3(t + 4)−1/ 2 , s ( 0 ) =1, v ( 0 )=−1
12. a ( t )=( t +3 ) et , s ( 0 ) =1, v ( 0 )=−1
13. Solve the given problem: A ball, thrown downward from the top of a building with an
initial speed of 3.4 hits the ground with a speed of 23. How tall is the building if the
acceleration of the gravity is 9.8 and the air resistance is negligible?

7. First-order Equations

1. Separable Equations
These are equations of the form
dy
=f ( x ) g ( y ) (1)
dx
where f and g are given functions
We notice that if there is any value y 0 such that g( y ¿¿ 0)=0 ,then y= y 0 ¿ is a solution of (1).
Since this is a constant function, we call it an equilibrium solution.
To find all the other (non-constant) solutions of the equation, we now assume that
g( y )≠ 0. Applying the definition of the differential of y and using (2.1), we have
dy
dy = y ' ( x ) dx= dx=f ( x ) g ( x ) dx
dx
Which after division byg( y ), becomes
1
dy=f ( y ) dx
g( y)
Nest, we integrate each side with respect to its variable and arrive at the equality
G ( y )=F ( x ) +C
1
where F and G are any anti-derivatives of f and , respectively, and C is an arbitrary
g
constant.
Example 1. Solve y ' +8 xy=0
We bring the DE to the form
dy
=−8 xy
dx
This equation has an equilibrium solution y=0. Then for y ≠ 0,

dy
∫ = −8 x dx
y ∫
ln ∨ y∨¿−4 x2 +C 1

Exponentiating both sides we get

2

¿ y ( x ) ∨¿ e−4 x +C 1

y ( x ) =± eC e−4 x =C e−4 x
1

Here C is non-zero constant (its replace ± e c ≠ 0 ¿ which generate all nonzero solution y.
1

If we allow C to take the value 0 as well, then the above formula also capture the
equilibrium solution y=0 and, thus becomes the GS of the given equation.

Example 2: Solve the DE y ' +4 xe y−2 x =0 , y ( 0 ) =0

Rewriting the DE in explicit form and in view of the properties of the exponentiation we
get
dy
=−4 x e y e−2 x
dx

By separating the variables we get

dy
∫ e y =−∫ 4 x e−2 x dx or

∫ e− y dy =−∫ 4 x e−2 x dx
−e− y =2 x e−2 x −∫ 2 e−2 x dx=( 2 x +1 ) e−2 x +C

Changing the signs on both sides, and taking the logarithm we get the General Solution
(GS)

y=−ln [−( 2 x+1 ) e−2 x +C ]

Applying the IC condition we get

y ( 0 )=−ln (−1+ C ) =0
ln (−1+C )=0 or −1+ C=1so , C=2
So the
y=−ln [2−( 2 x+ 1 ) e−2 x ]

Example 2. Write in Explicit form for the DE of the IVP

x y ' = y+ 2, y ( 1 )=−1

Solution we get

dy y +2
=
dx x
 Clearly, y=−2 is an equilibrium solution. For y ≠−2, we separate the variables and arrive
at
dy dx
∫ y +2 =∫ 2
Hence
ln ¿ y +2∨¿=ln ¿ x∨¿+ C , C=const . ¿ ¿

Exponentiating on both sides we get

C

| y +2|=e ln|x|+C =eC e ln ¿ x∨¿=e ∨x∨¿¿

This means that

y +2=± e C x =C1 x
So
y ( x ) =C1 x−2
Using the IC we get
y ( 1 )=C 1−2
−1=C 1−2∨C1=1

Therefore the solution for the given IVP is

y ( x ) =x−2

Example 3 Solve the IVP given by

2 ( x+1 ) y y ' − y 2=2 , y ( 5 ) =2

The DE has no equilibrium solutions, hence forx ≠−1, we have
2y dx
∫ 2+ y 2 dy =∫ x +1
So,

ln ( y 2 +2 ) =ln |x +1|+C , C=const

After simple algebraic manipulation, we get

y 2 +2=C 1 (x+ 1)

Applying IC, we obtain

y 2 (5 )+ 2=C 1(5+1)
4 +2=6C 1 so that C 1=1

The PS is then
2 1/ 2
y +2=x +1 or y ( x )=± ( x−1 )
The solution with the negative sign should be rejected since it does not satisfy the IC
So the unique PS is the given by
1/ 2
y ( x ) =( x−1 )

Example 4: Solve the

( 5 y 4 +3 y 2 +e y ) y ' =cos x , y ( 0 ) =0
Integrating on both sides we get

∫ ( 5 y 4 +3 y 2+ e y ) dy=∫ cos x dx
y 5 + y 3 +e y =sin x +C
The solution is a family of all curves for the DE, representing its GS in implicit form. It
cannot be solve explicitly for y.

Practice

8 x3 ( )
'
1. y = , y 0 =−1
y
2. y ' = y sin ( 2 x ) , y ¿ ¿
3. y ' = y 2 e1− x , y ( 1 )=1/3
4. y ' =2 y e2 x+1 , y (−1/ 2 )=e 2
5. y ' =2 x √ x , y ( 1 )=0
6. 3 ( x 2+ 2 ) y 2 y ' =4 x , y (1 ) =¿ ¿
7. ( 4−x2 ) y ' =4 y , y ( 0 ) =1
8. 2 y (x 2+2 x +6)1/ 2 y ' =x +1 , y ( 1 )=−2
' (2 x +1)
9. y = , y ( 0 ) =0
2 y + sin y
' x e2 x
10. y = 4 , y ( 0 )=−1
y +2 y

2. Linear Equations

The standard form of 1st order linear DE is

y ' + p ( t ) y=q (t)

We solve this type of equation by choosing the integrating factor:

1. The integrating factor is
p ( t ) dt
μ ( t ) =e∫
 2. Then the solution of the given equation can be written as
1
y (t)=
μ( t)
[∫ μ ( t ) q ( t ) dt+C ]
Example 1 Solve the IVP given by

y ' +3 y=6 , y ( 0 )=−1

Solution this equation is given in standard form where p ( t ) =3∧q ( t )=6 so the integrating
factor is given by
3 dt
μ ( t ) =e∫ =e3 t
Therefore
1
y (t)=
μ( t)
[∫ μ ( t ) q ( t ) dt+C ]
1 3t
3 t [∫
y (t)= e 6 dt +C ]
e

y ( t ) =e−3 t [ 2e 3 t +C ] =2+C e−3 t

So the General Solution of the equation is y ( t ) =2+ C e−3 t . To a particular solution we need
to use the IC y (0)=−1 to have
y ( 0 )=2+C or−1=2+C so that C=−3
Thus the particular solution of the given equation is

y ( t ) =2−3 e−3 t
Example 2 Solve the DE in the IVP

t y ' +4 y=6 t 2 , y ( 1 )=4

Solution
This common 1st order linear equation need to be standardized. By dividing by t on both
side to get
4
y' + y=6 t
t
Comparing with the standard form of 1st order linear DE we have that
4
p ( t ) = , q ( t ) =6 t
t
The integrating factor is then given by

∫ p (t ) dt ∫ 4t dt 4

μ ( t ) =e =e =e 4 ln t=e lnt =t 4
The General solution is
 1
y (t)= 4 [∫
t 4 6 t dt +C ] =t −4 [ 6 ∫ t 6 dt +C ]
t

y ( t ) =t −4 [ t 6 +C ] =t 2+ C t −4
The particular solution is then

y ( 1 )=12 +C ¿
Therefore a particular solution is given by

y ( t ) =t 2 +3 t −4
Practice Question
Solve the given IVP, or find the GS of the DE if no IC is given
1 y ' +3 y=9 , y ( 0 )=1 2. y ' −2 y=4 t−e t , y ( 0 )=2
3 2 y ' + y =8 t e−t / 2+ 6 , y ( 0 ) =7 4 ' −cos t 1
y − y sin ( 2t )=4 t sin ( 2 t ) e , y ( 0 )=
e
5 2 t y ' − y=2/ √t , y (1)=1 6. π 1
y ' + y cos t=2cos t , y ( ¿ )= ¿
. 2 2
7 ( 3 t+1 ) y ' + y=( 3 t+ 1 )2 cos t , y (0)=2 8. 2 '
t y +ty =πt sin ( πt )−1
.
9 t y ' + ( 2 t−1 ) y =9 t 3 e t , y ( 1 )=2 e−2+ 2e 10. ( t 2+ 2t ) y ' + y =√ t , y (2)=0
.

3. Homogeneous Polar Equation

Homogeneous function
A function f (x , y ) is said to be homogeneous if f (kx , ky)=k n f (x , y ) where n is the order of
homogeneity.

Example 1

if f (x , y )=xy−x 2 then f ( kx , ky ) =( kx )( ky )−( kx )2=k 2 xy −k 2 x2=k 2 ( xy−x 2 )

So that f ( kx , ky ) =k 2 f ( x , y) thus f is homogeneous of order 2.

Homogeneous Equation
The form of this type of DE is given by

y ' =f ( xy ) , x ≠ 0 where f is a given function of two variables

If we let y=vx using the product rule of the derivative we get y ' =v+ xv '
The homogeneous DE becomes
dv f ( v )−v
x v ' + v=f ( v )∨ =
dx x
The latter equation can be solved by separation of variable.

Example Solve the IVP x y ' =x +2 y , y ( 1 )=3

Solution:
The given equation can be written
y
y ' =1+2
x
Since we let y=xv then y ' =v + x v ' the given equation becomes

v+ x v ' =1+2 v or x v ' =1+ v

By separation of variable we get

v' 1
=
1+ v x
Integrating on both sides we have
dv dx
∫ 1+v =∫ x

ln (1+ v )=ln ( x)+c∨eln (1 +v)=e ln ( x ) +C

ln(x ) C
1+ v=e e
y
Taking C 1=e C we have that 1+ v=C1 x so that 1+ =C1 x
x

Solving for y we get the GS y ( x ) =C1 x 2−x

Applying the IC we get that C 1=4 we get a PS y ( x ) =4 x 2−x

Example Solve the IVP below given by

( x ¿¿ 2+2 xy ) y ' =2 ( xy + y 2 ) , y (1 )=2 ¿

Observe that the DE has the equilibrium solution y=0, but this is of no interests to us since
it does not satisfy the IC, so we may assume that y ≠ 0. Solving for y ' and dividing both
numerator and denominator by x 2 brings the DE to the form
 y y 2
' 2(xy + y 2)
y= 2 =
2 +2
x x
=
()
2(v +v 2 )
=f (v)
x + 2 xy y 1+2 v
1+2
x
Here letting y=xv we get that y ' =v+ x v' the DE becomes

2(v+ v 2)
v+ x v ' =
1+2 v
Or

2(v + v 2) v
x v'= −v =
1+ 2 v 1+2 v
Separating the variable and since y ≠ 0 implies that v ≠ 0 we have
1+2 v 1
∫ dv =∫ dx
v x

∫ (2+ 1v ) dv=ln x +C
2 v + ln v=ln x +C
Or
y y y y
2 +ln =ln x+C or 2 + ln 2 =C
x x x x

Applying the IC, we find thatC=4 + ln 2, hence the solution opf the IVP is defined implicitly
by the
y y
2 +ln 2 =4
x 2x
Practice Questions
Solve the given IVP, or find the GS of the DE if no IC is given.
1. 2 x y ' =x + y , y ( 1 )=3 2. ( x + y ) y ' =2 x− y , y ( 1 ) −1−√ 2
3. x 2 y =xy+ y 2 , 4. 2 x2 y ' =3 x 2−2 xy + x 2 , y ( 1 )=−1
5. ( 2 x 2−2 xy ) y ' =4 xy−3 y 2 , y ( 3 ) =−3 6. x 2 y ' =x 2 + xy + y 2 , y ( 1 )=0
7. ( 2 xy−x 2 ) y ' =3 y ' −2 xy −2 x 2 , y ( 1 )=3 /2 8. ( 2 xy−3 x 2 ) y ' =x 2−6 xy +3 y 2 , y ( 3 )=3/2
9. ( 2 x 2−3 xy ) y ' =x 2 +2 xy−3 y 2 , y ( 1 )=0 10. 2 x y 2 y ' =x3 +33 , y ( 2 )=24 /3

4. Bernoulli Equation

The general form of a Bernoulli equation is

y ' + p ( t ) y=q ( t ) y n (B 1)
Dividing (B1) on both sides we get

y−n y ' + p ( t ) y1−n =q( t)

Making the substitution

z= y 1−n ( B 2)
and

z ' =( 1−n ) y −n y '

(B1) becomes

z ' + (1−n ) p ( t ) z=( 1−n ) q ( t ) ( B3)

(B3) is linear equation and can be solved by the method described in section 7.2. Its
solution z obtained by integrating factor method can be used to find the general solution
(GS) y of (B1) using the relation in (B2).

Example 1 Solve the IVP given by

y ' +3 y+ 6 y 2=0 , y ( 0 )=1

In this Bernoulli equation we have that n=2 , p ( t )=3 , and q (t)=−6

Dividing by y 2on both sides the given equation becomes

y−2 y ' +3 y −1+6=0

if z= y−1 then z ' =− y−2 y ' or−z ' = y −1 y '

−z ' + 3 z +6=0∨z' −3 z−6=0

The later equation is a 1st order linear differential
Integrating factor
−3 dt
μ ( t ) =e∫ =e−3 t
The solution of the 1st order linear
1 −3 t
z ( t )= −3 t [∫ e (−6 ) dt + C ] =e 3t [2 e−3 t +C ]
e
1 1
z ( t )=2+C e3 t since z= y−1∨ y ( t )= =
z 2+C e3 t
 1 1
y ( 0 )= =
2+C e 3 ∙0
2+C

1
1= so 2+C=1 thereforeC=−1
2+C
1
y (t )=
2−e 3t
Example 1 Find the solution of the IVP

t y ' +8 y=12 t 2 √ y , y ( 1 )=16

8
y ' + y=12 t y 1 /2 n=1/n , p ( t ) =8/t , q ( t )=12 t
t

Dividing by y 1 /2we get

8 1/ 2
y−1 /2 y ' + y =12t
t
1 /2 ' 1 −1/ 2 '
Letting z= y then z = y y or 2 z ' = y−1 /2 y '
2
The equation becomes
8 4
2 z' + z=12 t or z ' + z=6 t
t t
Solving the standard 1st order linear equation using integrating factor we have
4
p ( t ) = , and q ( t )=6 t
t

4
Integrating factor μ ( t ) =e∫ t dt =e 4 ln t =e ln t =t 4
4

Solution is then given by

1 t6
z=
t4
[∫ t 4
∙ 6 t dt+ C ] [ ∫
=t −4
6 t 5
dt +C ] =t −4
6 [
6
+C ]
z=t −4 [ t 6 +C ]=t 2 +C t −4
Since z= y 1 /2 thus

y 1 /2=t 2+ C t −4
Applying the IC we have
y 1 /2 (1 ) =12+C ∙1−4 or 16 1/ 2=1+ C solving for C we have that C=3
The solution is
2
y 1 /2=t 2+ 3 t −4∨ y ( t )=( t 2+3 t −4 )

Practice exercises
Solve the given IVP, or find the general Solution (GS) of the DE if no Initial condition (IC) is
given

1. y ' + y=− y 3 , y ( 0 )=1 2. y ' −3 y=e−4 t y 2 , y ( 0 )=−1/2

3. y ' − y +6 e t y 3 /2=0 , y ( 0 )=1 /4 4. 9 y ' +2 y =30 e−2 t y−1/ 2 , y ( 0 )=41 /3
5. 8 y ' − y=4 t et / 2 y −3 , y ( 0 )=21 /4 6. 3 t y ' − y =2 4 t 2 y −2 , y ( 1 ) =61/ 3
7.2 t y ' + 3 y=9 y−1 /3 , y ( 1 )=1 8. t 2 y ' +4 ty=2 e t √ y , y ( 1 )=( 1+e )2
9. 5 t 2 y ' + 2ty=2 y−3 /2 10. ( t+ 1 ) y ' +3 y=9 y 2 /3 , y ( 0 )=−8

5. Exact Equation

Consider the differential equation of the form

M ( x , y ) dx+ N ( x , y ) dy=0(E 1)

Is said to be exact equation when

M y =N x ( E 2)

In this case the left-hand side above of (E1) is the differential of a function f ( x , y ) . If f is
found, then (E1) becomes
df ( x , y ) =0
With the General Solution (GS) given by
f ( x , y )=C , C=const .
Assuming that such function f exists; then
df =f x dx+ f y dy

Comparing to (E1) we have that

f x =M , f y =N (E 2)

So, if the equation of the type ( E 1) is exact then ( E 1) must satisfy. Therefore to find such
function f that satisfy (E1) we need to use (E2) to solve f .
Example 1 Solve the given IVP given by

( y ¿ ¿ 2−4 x y3 +2) dx+(2 xy−6 x 2 y 2 )dy=0 , y (1)=1 ¿

Here

M ( x , y )= y 2−4 x y 3 +2 , N ( x , y )=2 xy−6 x 2 y 2

So that

M y =2 y−12 x y 2=N x

Based on the above equality we can say that the given equation is Exact.
So there exist a function f ( x , y ) such that
f x =M ( 1 ) and f y =N (2)

Integrating (1) w.r.t x we get

∫ f x dx=∫ M dx∨¿ ¿
f ( x , y )=∫ ( y 2−4 x y 3 +2 ) dx=x y 2−2 x 2 y 3 +2 x +C 1 ( y )

f ( x , y )=x y 2−2 x 2 y 3 +2 x+ C1 ( y ) (3)

Expression (3) gives us a formula of f ( x , y ) it must satisfied the relation (2) above. So,
Differentiating (3) w.r.t y we get

f y =2 xy−6 x 2 y 2 +C '1 ( y ) (4)

Comparing (4) to (2) we get that

2 xy−6 x 2 y 2 +C '1 ( y )=2 xy−6 x 2 y 2

Which yield to

C '1 ( y )=0 or C 1 ( y )=C=Const .

Hence,

f ( x , y )=x y 2−2 x 2 y 3 +2 x+ C1

The GS of the given solution is given by x y 2 −2 x 2 y 3+2 x=C 1

To find a PS we need to apply the IC. We have

( 1 ) (1 )2 −2 ( 1 )2 ( 1 )3+2( 1)=C 1∨C 1=1

A particular solution is given implicitly by

x y 2 −2 x 2 y 3+2 x=1
Example 2. Solve the following IVP
1
6 x y −1+ 8 x −3 y 3 + ( 4 y−3 x 2 y −2 −12 x−2 y 2 ) y ' =0 , y ( 1 )=
2
Let M =6 x y−1+ 8 x−3 y 3∧N =4 y−3 x 2 y −2 −12 x−2 y 2
The above make sense only if both x ,and y ≠ 0
Since

M y =−6 x y−2 +24 x−3 y 2=N x

Therefore there exist f ( x , y ) s . t df ( x , y )=0 with GS f ( x , y )=C ,C=Const .

In this case we have that f x =M ( 1 ) and f y =N (2)

Integrating Equation (2) w.r.t y we get

∫ f y dy=∫ (4 y −3 x2 y−2−12 x−2 y 2 )dy

f ( x , y )=2 y 2+3 x 2 y−1−4 x−2 y 3 +h( x )(3)
Expression in (3) must satisfy equation (1). Differentiating (3) w.r.t x we get

f x =6 x y−3 +8 x−3 y3 + h' ( x ) (4 )

Comparing Equation (2) and (4) we get

6 x y −1+ 8 x −3 y 3 +h' ( x ) =6 x y−1 +8 x−3 y 3

Which yields to

h' ( x ) =0 or h ( x ) =C , C=Const .
Hence

f ( x , y )=2 y 2+3 x 2 y−1−4 x−2 y 3 +C∨2 y 2+3 x 2 y −1−4 x−2 y 3=C

The GS of the given equation is given by the implicit curve below

2 y 2+ 3 x 2 y−1−4 x−2 y 3=C

To find a PS we need to apply the IC, we have then

1 2 ( )2 1 −1 3
−2 1
2
2 ()
+3 1
2 () −4 1
( ) ()
2
=C∨C=6

A PS is given implicitly by the curve

2 y 2+ 3 x 2 y−1−4 x−2 y 3=6

Example 3. Verify if the DE is exact and solve the IVP
¿
Letting M =x sin ( 2 y )−3 x 2 and N= y+ x2 cos ( 2 y )
We have
M y =2 x cos (2 y) and N x =2 x cos ( 2 y )

We have that M y =N x the given equation is exact. So there exist f (x , y ) such that
f x =M ( 1 ) and f y =N (2)

Integrating (1) with respect to x we get

∫ f x dx=∫ ¿ ¿ ¿
1
f ( x , y )= x 2 sin(2 y )−x 3+ h ( y ) (3)
2

Expression must satisfy the equation (2) above in this example. Differentiating (3) w.r.t y
we have

f y =x 2 cos (2 y)+h ' ( y ) (4)

Comparing (4) and (2) we get

x 2 cos ( 2 y ) +h' ( y )= y + x 2 cos ( 2 y )

1
h' ( y )= y∨h ( y )= y 2+C ,C=Const .
2
Hence the GS is
1 1
f ( x , y )= x 2 sin(2 y )−x 3+ y 2+C∨¿
2 2

x 2 sin (2 y )−2 x 3+ y 2=C

Applying the IC we get

(1)2 sin( 2 π )−2 ( 1 ) + ❑ π 2=C So , C=π 2−2

3
❑
So

The Curve solution of the given IVP is

x 2 sin (2 y )−2 x 3+ y 2=π 2−2

Integrating factor for inexact equation

If the equation of the form

 M ( x , y ) dx+ N ( x , y ) dy=0( E 3)
Is NOT exact equation it may be possible to transform it to an exact one by using an
integrating factor μ ( x , y ) . Multiplying (E3) by μ ( x , y ) we get
μM dx+ μNdy=0( E 4)
∂(μM ) ∂( μN )
Equation (E4) is exact if = or μ M y + μ y M =μ N x + μ x N (E 5)
∂y ∂x

Equation (E5) may be too hard to solve for the integrating factor μ ( x , y ), we try to see if μ
can be simpler as a one variable function. In our case, let us try that μ=μ ( y) a function of
y only then Equation (E5) becomes

μ M y + μ y M =μ N x ∨μ' M + μ ¿ ¿

By separation of variables we have that

μ ' ( N ¿ ¿ x −M y )
= ¿
μ M
Integrating both sides w.r.t y
( N ¿ ¿ x−M y )
ln μ( y )=∫ dy or ¿
M

Nx− M y
∫ dy
M
μ ( y )=e
In similar fashion if we try μ=μ (x) as function of x only then Equation (E5)
M y− Nx
∫ dx
N
μ ( x )=e
Example 3 Check if the given equation is Exact if not find the integrating factor and solve
the IVP

( 2 y−2−4 xy +1 ) dx + ( 2 x y−1−6 x 2 ) dy=0 , y ( 1 )=1

M =2 y−2−4 xy +1 and N=2 x y−1−6 x 2

M y =−4 y−3 −4 x or N x =2 y−1−12 x

The equation is not exact and so let try

N x −M y 2 y −1−12 x + 4 y−3 +4 x 2
= =
M 2 y−2−4 xy +1 y

So the
μ ( y )=e∫
¿ ¿¿¿

Multiplying the DE in the given IVP by y 2, we arrive at the new problem

(2−4 x y 3+ y ¿ ¿2) dx+ ( 2 xy −6 x 2 y 2 ) dy=0 ¿

Setting M =( 2−4 xy 3 + y 2 ) and N =2 xy−6 x 2 y 2

M y =−12 x y 2 +2 y=N x

So there exist a function f (x , y ) such that

f x =M ( 1 ) and f y =N (2)

Integrating Equation (1) w.r.t x

f ( x , y )=∫ (2−4 x y 3 + y 2) dx

f ( x , y )=2 x−2 x 2 y 3+ x y 2+ h( y )
differentiating

f y =−6 x 2 y2 +2 xy +h' ( y )=N or−6 y 2 +2 xy+ h' ( y ) =2 xy −6 x2 y 2

h' ( y )=0∨h ( y )=C ,C=const

Therefeore

f ( x , y )=2 x−2 x 2 y 3+ x y 2+ C

The General solution is given implicitly

2 x−2 x 2 y 3+ x y 2=C
Applying the IC we get that C=1
So a Particular solution is

2 x−2 x 2 y 3+ x y 2=1
Remark: It should be pointed out that, in general, looking an integrating factor of a certain
from is matter of trial and error, and that, unless some special feature of equation gives us
a clear hint, this type of search might prove unsuccessful.
Practices
In 1 – 6, solve the given IVP, or find the GS of the DE if no IC is given.
1. ( 6−6 x + y ) dx + ( x+ 4 y ) dy , y ( 1 )=1 2. ( 2+3 y+ e 2 y ) dx + ( 3 x−1+2 x e 2 y ) dy=0 , y (−2 )=0
3. ( 3 x−1/ 2 y−2 x ) dx+ ( 6 x 1/2 + 4 y ) dy , y ( 4 )=2 4. ( 12 x−4 +2 x y −3 +6 x 2 y ) dx+ ( 2 x 3−3 x 2 y −4 ) dy=0 , y ( 1 )=1
5. ¿ 6. [ ( x+1 ) e x−2 y +4 x −4 y ] dx + [ 2 y−4 x−2 x e x−2 y ] dy , y ( 0 )=0

In 7 -15, find an integrating factor (of the indicated form ) that makes the DE exact, then
solve the given IVP, or find the GS of the DE if no IC is given

7 ¿ ( y +3 y−1 ) dx +2 xdy =0 , y ( 1 )=1 , μ=μ ( y) 8 ¿ ( 1+2 x2 ) dx− ( x + 4 xy ) dy=0 , μ=μ ( x )

9 ¿ ( 2 xy + y 2 ) dx+ xydy =0 , μ=μ( y ) 10 ¿ (−2 x3 − y ) dx+ ( x+2 x 2 ) dy=0 , y (1 ) =1 , μ=μ ( x )
11¿ 3 dx−4 x−2 dy=0 , y ( 2 ) =1, μ=μ ( x) 12 ¿ ( x−3−2 x−4 y+ x−1 y 2 ) dx + ( x−3 +2 y ) dy =0 , y ( 1 )=1, μ=μ (
13 ¿ ( 2 x y 2− y 3 +2 y 4 ) dx + ( 1−x y 2+ 4 x y 3 ) dy=0 , y (115 ¿ ( 1−4
) =−1 xy e−yy) dx+ ( x −2 x 2 e− y ) dy=0 , μ=μ( y)
, μ=μ(

Applicatin of linear first order DE

Newton’s Law of cooling
The temperature T(t) of a body immersed in a medium of (constant) temperature T ( t ) of a
body immersed in a medium of (constant) temperature θ satisfies the DE

T ' + kT =kθ ,
where k=const> 0 is the heat transfer coefficient.
An integrating factor is of the given equation is
kdt
μ ( t ) =e∫ =e kt

hence, and with an IC of the form T ( 0 )=T 0

T ( t )=e− kt [∫ kθ ekt dt +C ]=e−kt [ θ e kt +C ]

The Genereal Solution est given

T ( t )=θ+C e−kt
Applying the IC we find that C=T 0−θ
A PS is given by

T ( t )=θ+(T 0−θ)e−kt

Chemical reaction: When two substances of concentrations c 1 and c 2 react to produce a

new substance of concentration y, the DE governing the process is of the form

y ' =a (c 1− y )(c 1− y )
where c1 and c2 , a=const >0.
Practice
1. An object is immersed in a medium kept at a cnstant temperature of 100. After one
unit of time, the temperature of the object is 10. After another unit of time, its
temperature is 15. The object starts melting when the temperature reaches 40.
Find out (i) when the object starts melting, and (ii) the object’s initial temperature.
2. An object with a heat exchange coefficient of 1/10 and an initial temperature of 10 is
immersed in a medium of temperature t−30. Given that the object starts freezing
when the temperature reaches 0, find out how long it takes the object to start
freezing.

Linear Second-order Ordinary differencial Equation (ODE)

Many problems in Physics and Engineering, make use of IVPs or BVPs for second-order
ODE to model real life problem. Though most of the real life model are non-linear
phenomenon the linear equations plays very important role. In following section will focus
on how to solve the linear second-order Equations with constant coefficients.

Example of Mathematical Models with Second-Order Equations

1. Steady-state convective heat: The distribution of temperature in very thin, laterally
insulated, uniform rod occupying the segment ≤ x ≤ L on the x-axis is the solution of
the BVP

k y ' ' −α y ' +f ( x )=0 , y ( 0 )= y 0 , y ( L )= y L

where k and α are positve coefficients related to the thermal properties of the rod material,
f represents the heat sources and sinks insid the rod, and the number y 0 and y L are the
value of the temperature prescribed at the end-points.
2. Temperature distribution in a circular annulus. If the heat sources and sinks inside
a uniform annulus a< r <b are described by a circular symmetric and time-
independent function g(r ), and the inner and outer boundary circles r =aand r =b
are held at constant temperature y a and y b , respectively, then the equilibrium
temperature y (r ) in the annulus is the solution of the BVP

k ( y ' ' + r−1 y' ) + g ( r ) =0 , y ( a )= y a , y ( b )= y b

where k is the ( constant ) thermal diffusivity of the material

Definition 1 : Let f 1 and f 2 be two continuously differentiable functions on an interval J.

The Determinant
 f 1 (t) f 2 (t)
|
W [ f 1 , f 2 ] ( t )= ' '
f 1 (t) f 2 (t) |
=f 1(t ) f '2 (t)−f '1 (t) f 2( t)

is the called the Wronskian of f 1 and f 2.

Example 1 : f 1 ( t )=2 t−1∧f 2 (t)=t 2 ,then f '1=2∧f '2=2 t, so

2 t−1 t 2
|
W [ f 1 , f 2 ] ( t )=
2 2t |
=4 t 2 −2t−2 t 2=2 t 2−2 t

Example 2: f 1 ( t )=e−t ∧f 2 ( t )=e 3 t we have f '1 (t)=−e−t∧f '2 (t)=3 e3 t

hence,

e−t e3 t
|
W [ f 1 , f 2 ] ( t )=
−e−t 3 e 3 t |
=3 e−t e3 t + e−t e 3t =4 e 2t

2
Example 3 If f 1 (t)=t ,W [ f 1 , f 2 ] ( t )=t −2 , and f 2 ( 0 )=2, we can easily determine the function
f 2 . First, we write

t f2
| |
W [ f 1 , f 2 ] ( t )= '
1 f2
=t f '2−f 2=t 2 −2

To determine f 2 we solve the above equation as linear 1st –order equation in f 2

' 2 1 t 2−2
'
t f −f 2=t −2 or f − f 2=
2 2
t t

The integrating factor is μ ( t ) =e∫ (−1 /t ) dt =e ln t =t −1

−1

So,

t 2−2 −1
f 2=t [∫ ( ) t ]
t dt+C =t [∫ ( 1−2t −2 ) dt+ C ]

f 2 (t)=t ( t ❑ +2 t −1+C ) =2+ t 2 +Ct

f 2 ( t )=2+Ct +t 2

Applying the IC we have that 0=2+C ∙ 0+02 which gives 0=2 False. This false statement
indicate that the given IVP problem doesn’ t have a solution.

Theorem 1: Principle of superposition

If y 1 and y 2 are two solutions of the equation a ( t ) y ' ' + b ( t ) y ' + c ( t ) y=0 on an open interval J
and there is a point t 0 in J such that W [ y 1 , y 2]( t 0 )≠ 0 , then c 1 y1 + c2 y 2, where c 1 and c 2 are
abitray constants, is the General Solution (GS) of the homogeneous equation.
Definition 2 : A pair of function { y 1 , y 2 } with the properties mentioned in above theorem is
calles a fondamental Set of Solutions (FSS) for the 2 nd –order linear Differential equation
a ( t ) y ' ' + b ( t ) y ' + c ( t ) y=0.

2. Homogeneous Second-order linear differential Equations with constant

coefficients
The general from of 2nd –order linear ODE is given by

a y ' ' + b y ' + cy=0(1)

where a, b, and c are real constant with a≠ 0. To find the FSS, we look for a function that
preserve its original shape when differentiating. A reasonable candidate is a solution of
the form

y ( t ) =e rt , r =const (2)
Substituting (2) into (1) we have

a r 2 e rt +br ert + c e rt =0∨( a r 2+ br +c ) ert =0

since e rt ≠0 , for all t we have that

a r 2 +br + c=0(3)
The resulting quadratic equation in (3) is called Charctersitic Equation of (1) and the left
hand side of (3) is called the Characteristic polynomial of (1). The solution of (1) may be
two real and distincts, or two repeated, or two complex conjugate roots.
Case 1 : two real and distincts roots r =r 1∨r =r 2∧r 1 ≠r 2
We have two slutions for (1) i.e

y 1 (t)=e r t and y 2 (t)=e r t

1 2

and at any point the wronskien of y 1 and y 2 is

er t er t
| |
1 2
(r +r )t
W [ y1 , y2 ] ( t ) = r t r t =(r 2 −r 1)e
1
≠0
2

r1 e r2 e
1 2

So, FSS= { e r t , er
1 2 t
} and by the theorem 1 we have that the General solution GS is given by
y ( t ) =c 1 e r t + c2 e r t
1 2

Case 2 : two real and equal (repeated) roots r =r 1 or r =r 2 with r 1=r 2=r 0
The solution can be written

y 1=er t 0

to find the missing solution we try

y 2 (t )=μ (t) e r t 0