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Suresh Kumar, BITS Pilani 1

Chapter 1

Preliminaries of Differential Equations

**Note: This module is prepared from Chapter 1 of the text book (G.F. Simmons, Differential
**

Equations with Applications and Historical Notes, TMH, 2nd ed., 1991) just to help the students.

The study material is expected to be useful but not exhaustive. For detailed study, the students

are advised to attend the lecture/tutorial classes regularly, and consult the text book.

Appeal: Please do not print this e-module unless it is really necessary.

Dr. Suresh Kumar, Department of Mathematics, BITS Pilani, Pilani Campus

. . . . .1 Differential equations and their classifications . . . . . 5 0. . . .1. . . . . . . . . . 4 0. . . . . . . . . . . . . . . . . . .2. . . . . . .2.3 Classification based on degree . . . . . . . . . . . . .Contents 0. . . . . . . . . . . . .2. . . . . 3 0. 3 0. . . . . . . . . . .2. . . .2 Classification based on number of independent variables . . . . . . . . . . . . . .2. . . . . . . 6 2 . . . . . . . . . . . . . . . . . . . . . . 5 0. . . . . . . . . . . . .1 Differential equation . . . . .2 Implicit solution . . . . . . . . . . . . . .2 Solutions of DE . . . . . . . . . . .2. . . . . . . . . . . . . . . . 5 0. . . . . . . .1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .6 Initial and boundary value problems . . . 5 0. . . . . . .1 Explicit solution . . . . . . . . . . . . . . . .5 Singular solution . . . .1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 0. . . . . . . . . . . . . .4 General and particular solutions . . . . . 5 0. . 5 0. . . . . .3 Formal solution .

a first order ordinary DE is of the form f (x. r is independent variable and S is dependent variable. Ex. Ex. can be expressed in the form f (x. (y 000 )1/2 + y 0 = 0 can be rewritten as y 000 − (y 0 )2 = 0. in general. For instance. in this example. y (n) ) = 0.1 Classification based on number of independent variables DE are classified into two categories based on the number of independent variables. An ordinary DE of order n.. The power or exponent of the highest order derivative occurring in the DE is called its degree provided the DE is made free from radicals or fractions in its derivatives.. y 0 ) = 0. in the above balloon example.. 0. Order of (y 00 )3 + 2y 0 + 3y = x is 2 and degree is 3. Then the radius r of the spherical balloon depends on the amount of air blown into. dt dt Formally.. the rate of change of surface area S of balloon with respect its radius r is given by the equation dS dr = 8πr. BITS Pilani 3 0. and is therefore at our discretion. . We know that surface area S of the spherical balloon depends on r via the relation S = 4πr2 . if we allow the variable r to depend on time t. we define a differential equation as follows: Any equation (non-identity) involving derivatives of dependent variable(s) with respect to independent variable(s) is called a differential equation(DE). Ordinary DE A DE involving derivatives with respect to one independent variable is called ordinary DE. y. y 0 . So. Ex.. Also. Also.1 Differential equations and their classifications Differential equation The mathematical description of any dynamical or physical phenomenon naturally introduces the independent and dependent variables.1. Order and Degree The order of the highest order derivative occurring in a DE is called its order. y. A differential equation may involve more than one independent or dependent variables. So we may treat the variable r as the independent variable.. then the time variable t is independent while r and S both are dependent variables. So its order is 3 and degree is 1. Hereafter. the governing differential equation dS dr = 8πr can be written as dS dr = 8πr . . It is a differential equation that gives us the rate of change of S with respect to r for any given value of r. In particular. we shall use the abbreviation DE for the phrase ‘differential equation’ and its plural ‘differential equations’ as well..Preliminaries of DE Dr. Suresh Kumar. Order of y (4) + 2(y 0 )5 + 3y = 0 is 4 and degree is 1. Suppose we blow air into a balloon that inflates in spherical shape.

y = xy 0 + (y 0 )2 is a first order non-linear DE as y 0 occurs with degree 2.. yy 00 + 4y = 3x2 is a second order non-linear DE as y and y 00 occur in product in the first term. y. y = xy 0 + (y 0 )2 is a first order ordinary DE.. So DE shall mean ordinary DE unless otherwise stated. Note: Hereafter. Ex. we shall talk about ordinary DE only. An linear DE of order n can be expressed in the form a0 (x)y (n) + a1 (x)y (n−1) + . (y 00 )3 + 2y 0 + 3y = x is a second order ordinary DE. For example. Ex. y) with respect to the independent variables x and y. Ex. BITS Pilani 4 while a second order ordinary DE is of the form f (x. Ex..2 Classification based on degree DE are classified into two categories based on the degree.. y 0 . y 00 + 2y 0 + 3y = x is a second order linear DE. . then it is said to be non-linear.1.. Non-linear DE If a DE in not linear. y 00 ) = 0. Suresh Kumar. Ex.Preliminaries of DE Dr. Ex. ∂x2 ∂y 2 is a partial DE. y 00 + 2y 0 + 3y 2 = 0 is a second order non-linear DE as y occurs with degree 2. 0. Partial DE A DE involving partial derivatives with respect to two or more independent variables is called partial DE. the well known Laplace equation ∂ 2u ∂ 2u + = 0. where a0 (x) is not identically 0. Linear DE A DE is said to be linear if the dependent variable and its derivatives occur in first degree and are not multiplied together. which carries the second order partial derivatives of the dependent variable u(x. For example. + an−1 (x)y 0 + an (x)y = b(x).. y 0 + xy + x2 = 0 is a first order ordinary DE.

c2 .2. . 0. x +y = 1 2 yields two functions y = 1 − x2 and y = − 1 − x2 . the implicit differentiation of the relation x2 + y 2 + 1 = 0 with respect to x yields the DE yy 0 + x = 0. y.. g 0 . y = c1 sin x + c2 cos x is general solution of the DE y 00 + y = 0 on (−∞.. c2 .. x2 + y 2 + 1 = 0 is a formal solution of the DE yy 0 + x = 0. y. cn ) = 0 satisfies (1) identically on I. Further. 0 For example. y 0 . Suresh Kumar. For example.... y) = 0 is said to be an implicit solution of (1) on an interval I if h(x. . c1 .Preliminaries of DE Dr. For.. y (n) ) = 0. 0. c2 .2.1 Explicit solution A function g defined on an interval I is said to be an explicit solution of (1) on the interval I if f (x.3 Formal solution A relation h(x. .. a solution of (1) obtained by choosing particular values of the arbitrary constants is called particular solution of (1)... (1) We define the following types of solutions of (1).. However. cn ) = 0 of (1) by choosing particular values of the arbitrary constants c1 ..5 Singular solution A singular solution of (1) is a particular solution of (1). y. c1 ..2. x2 +y 2 =√1 is an implicit solution 2 √ of the DE yy +x = 0 on (−1. This in turn implies that x2 + y 2 + 1 = 0 does not yield any explicit solution of the given DE.. ∞) since y = c1 sin x + c2 cos x leads to y 00 + y = c1 (− sin x + sin x) + c2 (− cos x + cos x) = 0 for all x ∈ (−∞... ∞) since y = sin x implies that y 00 + y = − sin x + sin x = 0 for all x ∈ (−∞. y. 0.2...2 Implicit solution A relation h(x. ∞). ∞). cn .. y) = 0 does not yield any explicit solution g of (1) on I but satisfies (1) on I. y = sin x is a particular solution of (1) as it can be obtained from the general solution by choosing c1 = 1 and c2 = 0... So y is not real for any real x.. y) = 0 yields at least one explicit solution g of (1) on I...... .. BITS Pilani 5 0.4 General and particular solutions A relation h(x. c2 . .. 1). y = sin x is an explicit solution of the DE y 00 + y = 0 on (−∞... g... 0.. cn .. x2 + y 2 + 1 = 0 gives y 2 = −1 − x2 . both of which can be verified to be explicit solutions of yy 0 + x = 0 on (−1. c1 . c2 .. y) = 0 is said to be a formal solution of (1) on an interval I if h(x. which can not be obtained from the general solution h(x. g (n) ) = 0 for all x ∈ I. Note that the number of arbitrary constants in the general solution is equal to the order n of the DE (1). 1).. For example. For. is said to be a general solution of (1) on an interval I if h(x..2 Solutions of DE Consider the nth order DE f (x.. involving n arbitrary constants c1 . 0. Also.2. . cn ) = 0. For example.

Solving the two. So the conditions y(0) = 1 and y(π/2) = 0 yield c2 = 1 and c1 = 0.6 Initial and boundary value problems Consider the nth order DE (1).. y 0 − y = 0.. The general solution of y 00 + y = 0 is y = c1 sin x + c2 cos x. y(π/2) = 0 is a BVP. On the other hand.. then the DE (1) with these n conditions is said to be an initial value problem (IVP). in order to seek a particular solution from the general solution of (1). y 00 + y = 0. The general solution of y 0 − y = 0 is y = c1 ex . y = −x2 /4 can not be retrieved from y = cx + c2 for any choice of the arbitrary constant c. Hence.. y 0 (0) = 1 is an IVP. we need to find the values of n arbitrary constants using n given conditions.. y(0) = 1. So the condition y(0) = 1 yields c1 = 1. We know that its general solution involves n arbitrary constants. . Suresh Kumar.2. y = −x2 /4 is a singular solution of the DE y = xy 0 + (y 0 )2 . say y(x0 ) = b0 . Therefore. . Further. 0. So the solution of the given IVP is y = ex ... y 0 (x0 ) = b1 . respectively. y(0) = 1 is an IVP. The general solution of y 00 −y = 0 is y = c1 ex +c2 e−x . y 00 −y = 0. respectively.between x and y that does not involve derivatives and satisfies (1) identically. Ex. y(0) = 1. Ex. y = cx + c2 is general solution of the DE y = xy 0 + (y 0 )2 . So the conditions y(0) = 1 and y 0 (0) = 1 yield the relations c1 +c2 = 1 and c1 −c2 = 1. Ex. So the solution of the given IVP is y = ex . y (n−1) (x0 ) = bn−1 . If the n given conditions are specified at a single point say x0 in the form. we get c1 = 1 and c2 = 0. So the solution of the given BVP is y = cos x. if k conditions are specified at one point say x0 while the remaining n − k points are specified at some other point say x1 . Note: Considering the types of solutions as discussed above we can say that a solution of (1) is any relation-explicit or implicit. It is easy to verify that y = −x2 /4 is also a solution of this DE. then the DE (1) with the given conditions at two different points is said to be a boundary value problem (BVP).Preliminaries of DE Dr. BITS Pilani 6 For example..

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