1 MATB143: Chapter 1: Introduction to Differential Equations

1.1 Definitions and Terminology

1. Definition 1.1.1 Differential Equation
A differential equation (DE) is an equation containing the derivatives of one or more
dependent variables with respect to one or more independent variables.
eg:

dy d2y 2 y 2 y
= 4x 3 , + 6y = 0 , 4 =0
dx dx 2 t 2 x 2

2. Differential equations are classified by type, order, and linearity.

3. Type:
3.1 Ordinary Differential Equation (ODE):
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.
eg:
2
dy d2y d2y dy
= 5x 2 + sin y = 0 ey 2
+ 2 = 0
dx dx 2 dx dx

3.2 Partial Differential Equation (PDE):

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.
eg:

2u 2u 2u 2u 2u
+ =0 + + =0
x 2 y 2 x 2 y 2 z 2

4. Order:
The order of a differential equation (either ODE or PDE) is the order of the highest
derivative that appears in the equation.
eg:
dy
= cos x first-order
dx
4
d2y dy
2
+ 6 = 7 x second-order
dx dx

( )
x 2 y + 2e x y = x 2 + 2 y 4 third-order
 2 MATB143: Chapter 1: Introduction to Differential Equations

Note:
Ordinary derivatives can be written using either the Leibniz notation

dy d 2 y d 3 y
, , ,.... or the prime notation y , y , y ,...
dx dx 2 dx 3

5. Linearity:

An nth -order ODE is said to be linear if F is linear in y, y , y ,..., y (n1) .

This means that an nth -order ODE is linear if it can be written in the form:

dny d n 1 y d2y dy
a n ( x) n
+ a n 1 ( x) n 1
+ ... + a 2 ( x ) 2
+ a1 ( x) + a 0 ( x) y = g ( x )
dx dx dx dx

Characteristic properties of a linear differential equation:

i) The dependent variable y and all its derivatives are of the first degree (ie. The

power of each term involving y is one).

ii) The coefficients are merely constants or they depend only on the independent
variable x .
iii) The dependent variable y and all its derivatives are linear functions.

eg: 3xy 5 y = ln x linear

(sin x )y + y = ex linear
2
3
d2y dy
2
+ + 4 xy = x non-linear
dx dx

yy + 3 y = 5 x 2 non-linear

d2y
+ sin y = 0 non-linear
dx 2

6. Definition 1.1.2 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.
(ie. 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).

 3 MATB143: Chapter 1: Introduction to Differential Equations

eg. The function y ( x) = c1 sin 2 x + c 2 cos 2 x, (where c1 and c 2 are arbitrary constants), is a solution

of the equation y + 4 y = 0 on the interval (, ) . Verify

Note that y = 0 is also a solution of y + 4 y = 0 on (, ) . A solution of a DE that is identically

zero on an interval I is said to be a trivial solution.

7. Solution Curve
The graph of a solution of an ODE is called a solution curve.

8. Explicit and Implicit Solutions

8.1 An explicit solution is a solution in which the dependent variable is expressed
solely in terms of the independent variable and constants.
eg. y = 1 / x is an explicit solution of xy + y = 0 . The trivial solution y = 0 is also

an explicit solution of the same equation xy + y = 0 .

8.2 An implicit solution is a solution which is implicitly given in the form of

G ( x, y ) = 0

dy x
eg. x 2 + y 2 = 25 is an implicit solution of the differential equation = on
dx y

interval (5,5) . Verify. (Read example 3 in text).

9. Families of Solutions
9.1 A solution is also sometimes referred to as an integral of the DE and its graph

is called an integral curve.

9.2 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

one-parameter family of solutions.

eg. y = x 2 + c is referred to as a one-parameter family of solutions of the DE

dy
= 2x .
dx

9.3 ( )
An nth -order DE F x, y, y ,.., y ( n) = 0 possesses an n parameter family of

solutions G ( x, y, c1 , c 2 ,..., c n ) = 0 .

A single DE can possess an infinite number of solutions corresponding to the

unlimited number of choices for the parameter(s).
 4 MATB143: Chapter 1: Introduction to Differential Equations

9.4 A particular solution is a solution of a DE that is free of arbitrary parameters.

dy
eg. y = x 2 + 3 is a particular solution of the DE = 2x .
dx
The trivial solution y = 0 is also a particular solution of the same DE.

9.5 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.
2
1
eg. y = x 2 + c is a one-parameter family of solutions of the DE y = xy 1 / 2 .
4
The trivial solution y = 0 is also a solution of the same DE, but it is not obtained

from the family of solutions (note that by assigning any value of c , there is no way
to obtain y = 0 ). Hence, y = 0 is known as a singular solution of the DE.

1.2 Initial-Value Problems

A differential equation together with an initial condition is called an initial-value problem (or IVP).
An example of a first-order IVP:


Solve:  ,
(the differential equation)



Subject to: 
  (the initial condition)

An example of a second-order IVP:


Solve:  , ,
(the differential equation)

 

Subject to: 
  , 
  (the initial conditions)

Example:
1.  1/   
is a one-parameter family of solutions of the first-order differential
equation   2   0. Find a solution of the first-order IVP consisting of this differential
equation and the given initial condition, 2
 1/3.

2.         is a two-parameter family of solutions of the second-order differential

equation   0. Find a solution of the second-order IVP consisting of this differential
equation and the given initial conditions, 1
 0,  1
 .