1

DIFFERENTIAL
EQUATIONS
Prepared by Maria Cristina R. Tabuloc

Basic Concepts
Chapter 1 Section 1

Objectives
3

At the end of this chapter, one must be

able to
Define differential equation (DE)
and identify its dependent and
independent variables.
Classify DE according to its type,
order and degree.

Objectives
4

At the end of this chapter, one must be

able to
Identify the linearity of DE
Determine the general and
particular solutions of DE.
Identify the nature of solutions of
DE.

Definition 1: DE
5

Differential equation (DE) is an

equation involving derivatives
of one or more dependent
variables with respect to one or
more independent variables.

Examples of DE
6

Below are examples of DE. Identify the

dependent and independent variables.
2

d y
dy
2
5y
2
dx
dx

F F

xy
x y

2 xy 2 x y 3 xy 2 xy 5 x
2

Examples of DE
7

Below are examples of DE. Identify the

dependent and independent variables.
2

d x dx
e

2
dt
dt
x

z
r

z
t

f xx 2 xf xy 3yf yy 0

Some DEs used in applied science

8

SturmLiouville (S-L) Equation:

Jacques Charles Franois Sturm (18031855) and Joseph Liouville (18091882)

dy
d

p( x ) q( x )y w( x )y

dx
dx
Bessel Equation:

x 2 y xy x 2 v 2 y 0

or

v
xy x y 0
x

Legendre Equation: 1 x 2 y 2 xy v(v 1)y 0

Laplace Equation:

2u
x

2u
y

CLASSIFICATIONS OF DE
9

ACCORDING TO TYPE
Ordinary differential equations
(ODE) DE involving ordinary
derivatives in which the unknown
function, also known as the
dependent variable, is a function of
a single independent variable.

CLASSIFICATIONS OF DE
10

ACCORDING TO TYPE
Partial differential equations (PDE)
DE involving partial derivatives in
which the unknown function is a
function of multiple independent
variables.

Identify the ODE and PDE. Determine also the

dependent and the independent variables
11

1)

d y
dy
x d x dx
4
)
e

5
y

2
2
dt
dt
dx
dx

2)

F F

x y 5)
x y

3) x2y + y = 2

z
r

z
t

6) f xx 2 xf xy 3yfyy 0

CLASSIFICATIONS OF DE
12

ACCORDING TO ORDER

The order of DE is the order of

the highest derivative present
in the equation.
General Form of ODE in y

F ( x , y , y , ... , y

(n)

)0

(n)

d y
n
dx

CLASSIFICATIONS OF DE
13

ACCORDING TO ORDER
Determine the order of the following DE
2

d y
dy

5
y
2
dx
dx

is of second order since

the highest derivative is
of second order

3 xy 5 x y 0
2

is of third order

CLASSIFICATIONS OF DE
14

ACCORDING TO ORDER
Determine the order of the following DE
3
2

z z

x y

x y
dy

1
dx

3/2

is of first order
2

d y
kx 2
dx

is of second
order

CLASSIFICATIONS OF DE
15

ACCORDING TO DEGREE

The degree of a DE when expressed

as polynomial is the power to which
the highest-order derivative is
raised.

CLASSIFICATIONS OF DE
16

ACCORDING TO DEGREE
Example: Determine the degree of each DE
2

d z
2 dz
1) 7t 2 4t
z sin t
dt
dt
2)

3 x y'
2

is of 1st degree since the

highest derivative is
raised to 1st power

sin x y 0
3
2

is of 6th degree

z z
when
expressed
as
x y
3)

rd degree
polynomial
is
of
3
x y

CLASSIFICATIONS OF DE
17

ACCORDING TO DEGREE

y
e

xy

x x
2

sin( x 1)

sin y y x

is of 1st degree; the definition of the

degree of DE is relative only to the
derivatives thus, clearing of radicals
need not to be performed.
is a 1st degree ODE since this can be
written free from the transcendental
function of y.
is an ODE with no degree since this
cannot be written free from the
transcendental function of derivative
of the dependent variable y.

Definition 2: Linearity
18

An nth order ordinary differential

equation (ode) is said to be linear if it
can be expressed in the form

fn ( x )

d y
dx

fn 1 ( x )

n1

dx

n1

dy
f1 ( x ) f0 ( x )y g ( x )
dx

where fi(x), i = 0, 1, 2, , n are called

coefficient function and g(x) are
continuous function on some interval
containing x.

Definition 2: Linearity
19

A linear ode is of first degree.

Differential equations that

cannot be expressed in the
given form are said to be nonlinear.

Linearity
20

Example: Determine the linearity and identify

the order, dependent and independent variables,
fi and g.
x

1) y 5 xy e 1

is linear in y of 2nd -order

2) y 3 xy 5 xy sin x

is linear in y of 3rd -order

d x dx
3) e

1
2
dt
dt
t

is non-linear since a
derivative is raised to a
power

Linearity
21

Example: Determine the linearity and identify

the order, dependent and independent variables,
fi(x) and g(x).
2

d z dz
2
4) tan v 2
v (v 1)z
dv
dv
2

d x dx
5) e

t
2
dt
dt
x

is linear in z of 2nd order

is non-linear since the derivative

of the variable is an argument of
the coefficient function, in this
case, ex.

Examples
22

Example: Determine the linearity and identify the

order, dependent and independent variables,
fi(x) and g(x).
2

is nonlinear because of
d x dx
2
6) e

x 1 x2 + 1, the function in the

2
dt
dt
t

right side must be in

terms of the independent
variable t.

Linearity of a Partial Differential

Equation
23

z
z
2 z
1) ( x y )
x
y
2 is a linear
x y
x
y
pde in z
2

v
r v
2
2
2 ) (t 1) 2 e
t r
t
r
2

3) 2 yw xx wy xy

is a linear
pde in v
is a linear pde
in w

Linearity of a Partial Differential

Equation
24

v
v
2

4)

2
xv

x
y

is a nonlinear pde
in v because of v2 or
v

is
a
nonlinear
pde
in
w
5) (w xy ) wyyx
because of
3
(w xy )
3

25

Linearity of a Partial Differential

Equation
2

w
v w
3
6) x
w 2
xy
x
x x y

is nonlinear pde
because of
2v
w
2
x
which consists of
dependent variable w
and derivative of
another dependent
variable

Exercise
26

27

Solutions of Differential
Equations
Chapter 1 Section 2

Solutions of Ordinary
Differential Equations
28

Definition: Any function , defined

on an interval I and possessing at
least n derivatives that are
continuous on I, which when
th
substituted into n -order ODE
reduces the equation to an
identity, is said to be a solution of
the equation on the interval.

Solutions of Ordinary
Differential Equations
29

The solution of an ODE can be a

general or a particular solution.
The general solution of DE is a
function involving n arbitrary
constants (the number of which is
equal to the order of the DE) that
describe all the specific solutions
of the equation.

Solutions of Differential
Equations
30

The particular solution of DE is the

solution obtained from the general
solution by assigning initial values
or boundary values for the
variables involved which are called
initial conditions or boundary
conditions respectively.

Solutions of Differential
Equations
31

A singular solution is free of

constants and is not obtained from
the general solution. It is a solution
that is tangent to every solution from
the family of general solutions.
By

tangent it means that there is a

point x in which ys(x) = yc(x) and y's(x) =
y'c(x) where ys is any solution and yc is
the general solution.

General and Particular

Solutions of ODE
32

When integration is first performed, a

general solution which involves
constant C is obtained.
A particular solution is determined by
substituting known values for x and y.
These known conditions are called
boundary conditions or initial
conditions.

General & Particular Solutions

33

Find the general solution of

dy
3
2x 5
dx

Find the particular solution with

an initial condition that y(1) = 3

Example:
34

A. Determine the general solution of the

given DE.
a) dy
3
2

dx
b)

c)

3x

2x

dx
5 cos 2t
dt
2
y 4
x

Exercise
35

Do problems from the text book

36

Initial Value Problems (IVP) &

Boundary Value Problems (BVP)

BVP & IVP

37

In the previous section, it was

mentioned that a particular solution
of an ordinary DE is obtained by
substituting known values for the
unknown function and its
derivatives present. These known
values or conditions are called initial
conditions or boundary conditions.

BVP & IVP

38

Problems having boundary

conditions or initial conditions are
called boundary-value problems or
initial-value problems respectively.
Boundary value problems (BVP)
are similar to initial value problems
(IVP). They only differ in the values
of the independent variables.

BVP & IVP

39

A boundary value problem has

conditions specified at the limits
or extremes ("boundaries") of the
independent variable in the
equation. The auxiliary
conditions themselves are
called boundary conditions.

BVP & IVP

40

An initial value problem (IVP)

has all of the conditions
specified at the same value of
the independent variable and
that value is at the lower
boundary of the domain, thus
the term "initial" value is used.

BVP & IVP

41

An initial-value problem for an ODE

is one that can be written in the
(
n
)
form
F ( x , y , y , y , , y ) g ( x )
d y

k
k
dx x a
k

for k 0 , 1 , 2 ,3..., n 1

and the auxiliary conditions themselves

are called initial conditions.

BVP & IVP

42

For example, if the independent

variable is time t over the domain
[0,1], a boundary value problem
would specify values for y(t) at
both t = 0 and t = 1 , whereas an
initial value problem would specify
a value of y(t) and y(t) at time t = 0.

Example of IVP
43

y x 2 x 4 ; y 6 when x 3

dy cos 3 x

;
dx sin 2 y

y ( 21 ) 31

y 2 y 3 y 0 ; y(0) 4 , y(0) 0
3

d y
d y
dy
y(0) 1 ,

6
y

0
;
3
2
dx
dx
dx
y(0) 7 , y(0) 1

Examples of BVP
44

y 3y 10 y 0 ; y(0) 0 , y(2) 1
3

d x
d x
dx
x(0 ) 1
x
(
1)

0
,

9
x

0
;
3
2
dt
dt
dt
t , x 0
4
3
2
d y
d y
d y

y
(1)

0
,

0
;
y
(0)

0
,
4
3
2
dx
dx
dx
y(-1) 6 , x , y 1
2

d y

2
cos
x
;
y(0) 0 , y( ) 0
2
dx

45

Example: Determine the particular

solution
2

1) y x 2 x 4 ; y 6 when x 3
Solution:

dy x 2 x 4 dx

2
dy x 2 x 4 dx

3
2
1
y 3 x x 4x C

1 (3)3
3

(3) 4(3) C C 6

Example: Determine the particular

solution

46

dy cos 3 x y ( 1 ) 1
2)

;
2
3
dx sin 2 y
3 21 2( 1) C 0
sin 2 ydy cos 3 x dx
1
C

sin 2 ydy cos 3 x dx

Thus, ps is

1 cos 2 y 1 sin 3 x
3 cos 2 y 2 sin 3 x 21 0
2
3
3 cos 2 y 2 sin 3 x C 0 6 cos 2 y 4 sin 3 x 1

3 cos 2 3 2 sin 32 C 0

Exercise 1
47

Solve the following DEs given the

initial conditions
2
a) y = 5e7x + x; y =
when x = 0

dy
2
2x x 2
b)
dx

dv
c)
3 tan 4z ;
dz

; y = 2 when x = 0

v = 3 when z =0

Definition 4: Nature of Solutions

48

A solution to DE in the form

f(x, y) = 0 on some interval I is
called the implicit solution.
A solution of ode in the form
y = f(x) on I is called an explicit
solution. An explicit solution that
is identical to zero is called the
trivial solution.

Implicit & Explicit Solutions

49

Examples:
1) Show that x2 3y + 5x 2 = 0 is an
1

implicit solution of y 3 2 x 5
2) Show that y = 2e3x + 4x is an explicit

solution of

y =

3x
6e

+4

Verification of Solutions of DEs

.

50

Verify if the given equation is the

general solution of the DE
2

1) x cy ,
x

dy 2 y

dx 3 x

2 ) y ae b sin x ;
(1 cot x )y 2 y (1 cot x )y 0

Verification of Solutions of DEs

.

51

Verify if the given equation is a

particular solution of the DE

y 2(e

2x

cos x 2 sin x );

y y 10 e

2x

Exercise 2
52

Verify whether each given function is an

explicit solution to the DE.
1) y = x2 + 3x 1; x2y xy + y = x2 1
2) y = 4sin x 2x + 2; y+ y+ y =4cosx 2x
3) y = e3x 3cosx + 4x;

y 3y + y y = 4 12x

Exercise 2
53

Verify whether each given function is an

explicit solution to the DE.
2
1
4) y 1 , y 2
for
all
x

0,
x
x

1
y3
x2

for all x 2; y + y2 = 0

5) x1(t) = 2sin 2t, x2(t) = cos 2t,

2
d x
x3(t) = 3 cos 2t;
4x 0
2

Exercise 2
54

Verify whether each given function is

an explicit solution to the DE.

6) y1 = ex x 1,
y2 = cos x + sin x + ex x 1;
y y + y y = x

Exercise 3
55

Determine whether the given function is

the implicit solution of the given DE.

1. x2y + 6 = 0, x2y + 4xy + 2y = 0

2. yex + xy = 1,

y(x + ex) + 2y(1 + ex) + yex = 0

3.

2
tz

dz
4 ln t = 0, t

5
t

4
z

0
2
dt
dt
2

d z

Exercise 3
56

Determine whether the given function is

the implicit solution of the given DE.

4. 3x2 + 5y2 +3x 10y 15 = 0,

3yy + y(y 1) =0
5. r sin + cos 2r + 5 = 0,
d 3r
d

sin 2

d 2r
d

cos 2 sin

dr

sin 1 r sin 0
d

Verification of Solutions of DEs

57

Ready for QUIZ 1

58

Ready for
extra long
bond papers

Topics
Basic Concepts
Definitions
Types & Classifications

of

DE
Linearity
Solutions Of DE
Verification of Solutions

of DE

59

Chapter 1: Section 3

Elimination of Arbitrary
Constants

60

Techniques in eliminating the

arbitrary constants

Algebraic Elimination
Eliminant Method
Isolation of Constants

61

Elimination of Arbitrary
Constants

Steps to obtain a differential equation

corresponding to the general solution.
1. Differentiate the given equation a

number of times equal to the

number of distinct arbitrary
constants (essential constants)
present.

62

Elimination of Arbitrary
Constants

Steps to obtain a differential equation

corresponding to the general solution.
2. If, after applying step (1), there

are still arbitrary constants, solve

the given equation and the derived
ones simultaneously until the
desired differential equation is
obtained.

Eliminating Arbitrary Constants

by Algebraic Elimination
63

Example: Obtain the DE by eliminating

the arbitrary constants by algebraic
elimination

1) y a sin (3 x b)
2 ) r a(sec tan )
3) y Ae

B cos 2 x

Eliminating Arbitrary Constants

by Eliminant Method
64

Another way of eliminating the arbitrary

constants is to use the determinants.
This is called the eliminant method.
Example: Obtain the DE by eliminating the
arbitrary constants by eliminant method.
x

1) y Ae B cos 2 x
4 x
4 x
2) y C1e
C 2 xe

Eliminating Arbitrary Constants

by Isolation
65

Another way of eliminating the arbitrary

constants is by isolating first the
constant to one side of the equation
before taking the derivative. This method
is called the Isolation of constants.
Example: Obtain the DE by eliminating the
arbitrary constants by isolating the
constants.

1) y ax

x
2) y
a x
2

66

Elimination of Arbitrary
Constants

67

Chapter 1 Section 4

Differential Equations
of Family of Curves

Differential Equations of Families

of Plane Curves

68

A family of plane curves is a set of

plane curves possessing common
properties or characteristics. The
properties common to the members
of the family are represented
mathematically by arbitrary
constants. A solution of a differential
equation is sometimes referred to as
an integral curve (a family of plane
curves).

Example 1
69

Find the differential equation of the

family of straight lines passing through
(1, 5).

Example 1
70

Solution: The family of straight lines

described has the equation (using the
Point-Slope Form) y 5 m( x 1)

Isolating the arbitrary constant m (slope

of the family of lines) gives y 5
m
x1
Differentiating gives ( x 1)y ( y 5)( 1)
0
2
( x 1)
Simplifying, we have
( x 1)y (y 5) 0

Example 2
71

Obtain the DE of a family of straight

lines 4 units from the origin.

Example 2
72

Solution: The family of straight lines

described has the equation (using the
Normal Form) x cos y sin 4
with as a constant, (0 < 2).

Obtaining the first derivative implicitly

cos y sin 0

y
y cot cot
1

Example 2
73

Applying the definition of trigonometric

functions
sin

1 (y )

and cos

1 (y )

Substituting these to the original

equation, we get

2
1 ( y)

1
4
2
1 ( y)

Example 2
74

Then, simplifying

xy y 4 1 (y)

Thus, the DE OF family of curves is

( xy y ) 16 1 (y)

Example 3
75

Find the DE of a family of circles with

center on the x-axis.
y

Example 3
76

Solution: The family of circles

described has the equation given, with
h and r as constants
2

( x h) y r

Differentiating twice, we have

2( x h)(1) 2 yy 0
1 0 yy yy 0

Example 3
77

Solution:

Thus, the DE OF family of curves is

2

y y ( y ) 1 0

Example 4
78

Find the DE of a family of parabolas

with vertical axis.
y

Example 4
79

Solution: The family of parabolas

described has the equation
2

( x h) 4a(y k )

If C = 4a, then the family of

solutions becomes
2

( x h) C( y k )

Example 4
80

Solution

Differentiate

2( x h) Cy

xh C

y
2

Getting the second derivative

y(1) ( x h)y

(
x

h
)
y
0
2
( y)

Example 4
81

Solution

Isolating the constant h

xy y
h
y xy hy 0
y

From which we get the third derivative

y( xy y y) ( xy y)y

0
2
( y )

Example 4
82

Simplifying

xyy xyy yy 0

Or simply

yy 0
y 0

Example 5
83

Find the DE of a family of ellipses centered at

the origin and with horizontal major axis.
y

Example 5
84

Solution: The family of ellipses described

2
2
has the equation
y
x

Differentiating up to the 2nd order:

2x
a

2 yy
2

1
2

yy
2

b
a
b x
1 x(yy yy) (yy)(1)
0 2

2
b
x

Example 5
85

Solution: The family of ellipses described

2
2
has the equation
y
x

Simplifying the last equation: Multiply

2 2
by b x

xyy x y yy 0
2

Example 5: Alternative solution

86

Solution: The family of ellipses described

has the equation x 2 y 2

Simplify by removing the fractions:

2 2

2 2

2 2

b x a y a b

Differentiate
2

2 b x 2 a yy 0 b x a yy 0

Example 5
87

Solution

Getting the second derivative

0
yy y

b a yy y
2

b a

Substitute to the 2nd equation will lead to

2

xyy x y

yy 0

Exercises
88

Find the DE of the family of curves described

and sketch some of its members.
1. Straight lines through the origin.
2. Straight lines through the (2, 1).
3. Straight lines with slope twice the xintercept.
4. Straight lines whose sum of intercepts is 5.
5. Straight lines with slope and y-intercept
equal.

Exercises
89

Find the DE of the family of curvesdescribed

and sketch some of its members.
6. Straight lines tangent to the circle
x2 + y2 = 4.
7.

Straight lines tangent to the parabola

y = 4x2
8.
9.
10.

Circles with center at (1, 2).

Circles with radius 9.
Circles with center on the y-axis.

Exercises
90

11.
12.

13.

14.
15.

Circles tangent to the y-axis.

Circles passing through the origin and
center on the line y = x
Circles with ordinate of its center twice
the radius.
All circles.
Parabolas with axis on Oy and vertex at
the origin.

Exercises
91

16.

17.

18.

19.

20.

Parabolas with vertex and focus on the

y-axis.
Parabolas with axis parallel to the x-axis
and with distance from vertex to focus 4.
Parabolas with axis parallel to the y-axis.
Parabolas with axis vertical and vertex
on the line y = x.
Ellipses with major axis on Oy and
center at the origin.

Ready for QUIZ 2

92

Ready a
blank bond
paper or
long pad for
your scratch
works.
Do not use
pencil or
friction pen
during
exam. Use
only blue or
black pen.

Topics
Elimination of Arbitrary
Constants
Family of Curves

References
93

A. D. Polyanin and V. F. Zaitsev, Handbook of

Exact Solutions for Ordinary Differential Equations
(2nd edition), Chapman & Hall/CRC Press, Boca
Raton, 2003. ISBN 1-58488-297-2.
Hazewinkel, Michiel, ed. (2001), "Boundary value
problem, complex-variable methods",
Encyclopaedia of
Mathematics, Springer, ISBN 978-1-55608-010-4
Boundary value problem at Scholarpedia