Introduction to Differential

Equations

1.1 Definitions and

Terminology

ordinary differential equations

Definition:
A differential equation is an equation containing an unknown function
and its derivatives.
Examples:.

1.

dy
2x 3
dx

2.

d2y
dy

3
ay 0
2
dx
dx

3.

d 3 y dy

3
dx
dx

6y 3

y is dependent variable and x is independent variable,

and these are ordinary differential equations

Partial Differential Equation

Examples:
1.

2u 2u
2 0
2
x
y

u is dependent variable and x and y are independent variables,

and is partial differential equation.

2.

4u 4u
4 0
4
x
t

3.

2 u 2 u u
2
2
t
x
t

u is dependent variable and x and t are independent variables

Order of Differential Equation

The order of the differential equation is order of the highest
derivative in the differential equation.
Differential Equation

ORDER

dy
2x 3
dx

d2y
dy
3 9y 0
2
dx
dx
d 3 y dy

3
dx
dx

6y 3

Degree of Differential Equation

The degree of a differential equation is power of the highest
order derivative term in the differential equation.
Differential Equation

d2y
dy
3 ay 0
2
dx
dx
d 3 y dy

3
dx
dx

d2y

2
dx

Degree
1

6y 3

dy

dx

3 0

Linear Differential Equation

A differential equation is linear, if
1. dependent variable and its derivatives are of degree one,
2. coefficients of a term does not depend upon dependent
variable.
Example:

d2y
dy

3
9 y 0.
1.
2
dx
dx
is linear.

Example:

2.

d 3 y dy

3
dx
dx

6y 3

is non - linear because in 2nd term is not of degree one.

Example: 3.

d2y
dy
3
x

x
dx
dx 2
2

is non - linear because in 2nd term coefficient depends on y.

Example: 4.

dy
sin y
dx

is non - linear because

y3
sin y y

3!

is non linear

It is Ordinary/partial Differential equation of order and of degree, it is

linear / non linear, with independent variable, and dependent variable.

1st order differential equation

1. Derivative form:

dy
a1 x
a0 x y g x
dx
2. Differential form:

1 x dy ydx 0
.

3. General form:

dy
f ( x, y )
dx
Differential Equation Chapter 1

or

dy
f ( x, y, ) 0.
dx
10

First Order Ordinary Differential equation

Differential Equation Chapter 1

11

Second order Ordinary Differential

Equation

Differential Equation Chapter 1

12

nth order linear differential

equation
1. nth order linear differential equation with constant coefficients.

dny
d n 1 y
d2y
dy
a n n a n 1 n 1 .... a 2 2 a1
a0 y g x
dx
dx
dx
dx
2. nth order linear differential equation with variable coefficients

dy
d n 1 y
d2y
dy

an x
a n 1 x

......

a
x

a
x
a0 x y g x
2
1
n
2
dx
dx
dx
dx

Differential Equation Chapter 1

13

Solution of an Ordinary Differential Equation

Definition:
A solution of an nth-order ODE
is a function

F ( x, y , y ' , , y ( n ) ) 0

that possesses at least n derivatives and for which

F ( x, ( x), ' ( x), , ( n ) ( x)) 0

for all x in I.

Interval of definition: You cannot think solution of an ODE without

simultaneously thinking interval. The interval I is called interval of
definition, the interval of existence, the interval of validity, or the
domain of solution.

Differential Equation Chapter 1

14

Verification of a solution

Verify that the indicated function is a solution of

the given DE on the interval (-, ).
dy
x
dx

y,

1
x4
16

a)
y ' '2 y ' y 0

y xe x

b)
Differential Equation Chapter 1

15

Verification of an Implicit Solution

The relation

x 2 y 2 25

is an implicit solution of DE

dy
x

dx
y

Differential Equation Chapter 1

16

Examples

y=3x+c
, is solution of the
dy
st
3equation
1 order differential
,c
dx
is arbitrary constant.
As y is a solution of the differential
equation for every value of c, hence it is
known as general solution.
Examples
y sin x y cos x C

y 6 x e x y 3 x 2 e x C1 y x 3 e x C1x C2
Observe that the set of solutions to the above 1st order equation has 1 parameter,
while the solutions to the above 2nd order equation depend on two parameters.

Chapter 1
Differential Equation

Families of Solutions
Example

9 yy ' 4 x 0

Solution

9yy ' 4 x dx C

9 y ( x )y '( x )dx 4 xdx C1

9y 2
9 ydy 2 x C1
2 x 2 C1 9 y 2 4 x 2 2C1
2
2

C1
y 2 x2
This yields

C where C .
4
9
18
Observe that given any point (x0,y0),
there is a unique solution curve of the
above equation which curve goes
through the given point.

The solution is a family of ellipses.

Families of Solutions
A solution containing an arbitrary
constant is called one-parameter family
of solutions.
A solution of a DE that is free of arbitrary
parameters is called a particular
solution.

19

1.2
1.2

Initial-Value
Initial-Value Problems
Problems

Differential Equation Chapter 1

20

21

Example

22

Interval I of Definition of a
Solution
1
y 2
x c

is a solution of the first-order differential equation

y ' 2 xy 2 0

If we impose the initial condition y(0)=-1 we will get c = -1 and

therefore the solution will be

1
.
x 2 1

We now emphasize the following three distinctions:

1
y

Considered as a function, the domain of

x 2 1

is R\{-1,1}.

23

 Considered as a solution of the differential equation y '

2 xy 2 0

1
could be taken to be any interval over
x 2 1
1
which y(x) is defined and differentiable. The largest intervals on whichy 2
x 1

the interval I of definition of y

is a solution are (-,-1), (-1,1) and (1,).

Considered as a solution of the initial -value problemy
y(0)=-1, the interval I of definition of y

'

2 xy 2 0,

1
could be taken to be any
x 2 1

interval over which y(x) is defined, differentiable, and contains the initial
point x = 0; the largest interval for which this is true is (-1,1).

24

Let R be a rectangle region in the xy-plane defined by

a x b, c y d

25

EXAMPL
E

26

Solution

27

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