Chapter 1

Introduction to Differential Equations

Definition:
A differential equation (DE) is an equation containing the
derivatives of one or more dependent variables with respect
to one or more independent variables.
dy
= 4x 3
dx

d y
+ 6y = 0
2
dx

2 y
2 y
4 2 =0
2
t
x

Types of Differential Equations

Ordinary Differential Equations (ODEs):
A differential equation is an ODE if it contains only ordinary
derivatives of one or more dependent variables with respect to
a single independent variable.
dy
= 5x 2
dx

d2y
dx 2

+ sin y = 0

ey

d2y

dy
+ 2 = 0
2
dx
dx

Types of Differential Equations

Partial Differential Equations (PDEs):
A differential equation is a PDE if it contains the partial
derivatives of one or more dependent variables with respect to
two or more independent variables.
2u
x

2u
y

=0

2u
x

2u
y

2u
z

=0

Order of Differential Equations

The order of a differential equation (either ODE or PDE) is the
order of the highest derivative that appears in the equation.
dy
= cos x
dx
d2y

First Order
4

dy
+ 6 = 7 x
2
dx
dx

Second Order

x 2 y + 2e x y = x 2 + 2 y 4

Third Order

Linearity of Ordinary Differential Equations

An nth-order ODE is linear if it can be written in the form:
an (x)

dn y
n

dx

+ an1(x)

The dependent
variable and all its
derivatives are of the
first degree (the
power of each term
involving y is one).

d n1 y
n1

dx

+...+ a2 (x)

d2y
2

dx

+ a1(x)

dy
dx

+ a0 (x) y = g(x)

The coefficients are

The dependent

merely constants or

variable y and all its

they depend only

derivatives are linear

on the independent

functions.

variable x .

Example 1: Which of these differential equations are

linear?
3 xy 5 y = ln x
y
(sin x )y + = e x
2

d2y

dy
+ + 4 xy = x
2
dx
dx

yy + 3 y = 5 x 2
d2y
dx

+ sin y = 0

Answer: Which of these differential equations are linear?

3 xy 5 y = ln x

Both y and y are linear. The differential equation is linear

y
(sin x )y + = e x
2

Both y and y are linear. The differential equation is linear

d2y

dy
+ + 4 xy = x
2
dx
dx

The term (dy/dx) is not linear. The differential equation is

non-linear

Answer: Which of these differential equations are linear?

yy + 3 y = 5 x 2

The coefficient of y does not depends on x. The

differential equation is non-linear
d2y
dx

+ sin y = 0

The term sin y is not a linear function. The differential

equation is non-linear

Exercise 1:
State the order and linearity of each differential equation below:

Exercise 2:

Solution of an ODE
Any function , defined on an interval I and possessing at least n
derivatives that are continuous on I , which when substituted into
an nth-order ODE reduces the equation to an identity, is said to be
a solution of the equation on the interval.
A function (x) is a solution if it is differentiable and satisfies the
DE for all x in I . The interval I is the domain of the solution.

Example 1:
Verify that a function y(x) = c1e4x + c2e3x , (where c1 and c2 are
arbitrary constants), is a solution of the differential equation
y 4y = -e3x on the interval (-, ).

Example 2:
Verify that a function y(x) = c1sin2x + c2cos2x , (where c1 and c2
are arbitrary constants), is a solution of the differential equation
y + 4y = 0 on the interval (-, ).

Exercise 3:

Types of Solutions
An explicit solution is a solution in which the dependent
variable is expressed solely in terms of the independent
variable and constants i.e: y = f(x) + c
An implicit solution is a solution which is implicitly given in
the form of g(x,y) = c.

Types of Solutions
A solution of a

first-order DE

F(x, y, y) = 0 usually

contains a single arbitrary constant or parameter c. It

represents a set G(x,y,c) = 0 of solutions called a oneparameter family of solutions.

An nth order DE F(x, y, y,.,y(n)) = 0 possesses an

n-parameter family of solutions G(x,y,c1,c2,,cn) = 0

Types of Solutions
A particular solution is a solution of a DE that is free of
arbitrary parameters.
Example: y = x2 + 3 is a particular solution of the DE
y= 2x.
A singular solution is an extra solution of a DE that cannot be
obtained by specializing any of the parameters in the family
of solutions.

Initial Value Problems

A differential equation together with an initial condition is
called an initial-value problem (or IVP).
First-Order IVP:
dy
= f ( x, y ) , y ( x0 ) = y0
dx

Second-Order IVP:
d2y
= f ( x, y, y) ; y ( x0 ) = y0 , y( x0 ) = y1
2
dx

Example 3: Solution of Initial Value Problems

Find a solution of the first-order IVP:
1
y + 2 xy =0 ; y (2) =
3
if the general solution of the differential equation is
2

1
y= 2
( x + c)

(Hint: use the intial condition to find c)

Example 4:
Find a solution of the second-order IVP:
y y =0 ; y (1) = 0 , y(1) = e

if the general solution of the differential equation is

y = c1e x + c2 e x

(Hint: use the intial conditions to find c1 and c2 )