1 Introduction to Differential Equation

1.1 Definition and Terminology

Definition 1.1.1 (General Solution). An n-th order ODE can be written as the following form

y (n) (x) = f (x, y, y 0 (x), y 00 (x), ..., y (n−1) (x)) (1)

has an n-parameter family of solutions. If we can find an solution(implicit or explicit) contain-

ing n arbitrary parameters then it is called the general solution.

For example, a general solution of y (3) (x) = 0 is y(x) = c1 + c2 x + c3 x2 .

Problem 1.1.2. Consider the problem of finding all solutions in the form y = emx of y 00 − 3y 0 +
2y = 0.

Proof. The given ODE is

y 00 − 3y 0 + 2y = 0 (2)
substitute y = emx , y 0 = memx , and y 00 = m2 emx in equation 2.

∴ y 00 − 3y 0 + 2y = 0
=⇒ m2 emx − 3memx + 2emx = 0
=⇒ emx (m2 − 3m + 2) = 0
=⇒ (m2 − 3m + 2) = 0 since emx 6= 0
=⇒ (m − 2)(m − 1) = 0
∴ m = 1, 2
The general solution of the given ODE (2) is y(x) = c1 ex + c2 e2x .

Problem 1.1.3. Consider the problem of finding all solutions in the form y = emx of y 00 −49y =
0.

Proof. LTS
Hints: y(x) = c1 e−7x + c2 e7x .

Problem 1.1.4. Consider the problem of finding all solutions in the form y = emx of y 00 − y 0 −
2y = 0.

Proof. LTS
Hints: y(x) = c1 e−x + c2 e2x .

1.2 Initial Value Problem (IVP)

Problem 1.2.1. Let x(t) = c1 cos(t) + c2 sin(t) is a two-parameter family of solutions of the
second-order differential equation(DE) x00 + x = 0. Find a solution of the second-order IVP
consisting of this DE and the given initial conditions,
1
x(π/6) = , x0 (π/6) = 0
2

1
Proof. x(t) = c1 cos(t)
√
+ c2 sin(t) x0 (t) = −c1 sin(t) + c2 cos(t)
3
x(π/6) = 2 ⇒ c1 2 + c2 21√= 12
1

x0 (π/6) = 0 ⇒ −c1 12 + c2 23 = 0 √
3
By solving above equations, we have,√
c 1 = 4
and c2 = 14
The solution of the IVP is, x(t) = 43 cos(t) + 14 sin(t)

Problem 1.2.2. Let x(t) = c1 et + c2 e−t is a two-parameter family of solutions of the second-
order differential equation(DE) x00 − x = 0 . Find a solution of the second-order IVP consisting
of this DE and the given initial conditions,

x(1) = 0, x0 (1) = e

Proof. Left to the student(LTS)

2 First Order Differential Equations

2.2 Separable Variables
Problem 2.2.1. Solve dx + e3x dy = 0 by separation of variables.

Proof. LTS

Problem 2.2.2. Solve 2xdx + (1 − x2 )dy = 0 by separation of variables.

Proof. LTS
dP
Problem 2.2.3. Solve dt
= P − P 2 by separation of variables.

Proof. P dP
−P 2
dP
= dt ⇒ P (1−P )
= dt ⇒ ( P1 + 1−P
1
)dP = dt ⇒ dPP
+ 1−PdP
= dt ⇒ dP
P
− PdP
−1
= dt
P P
Integration both sides, ln | P | − ln | P − 1 |= t + C1 ⇒ ln | P −1 | = t + C1 ⇒ P −1 = Cet

P Cet Cet
⇒ = ∴ P = P (t) =
P −1−P 1 − Cet Cet − 1

dy y 2 −1
Problem 2.2.4. Solve the IVP, dx
= x2 −1
, y(2) = 2

Proof. LTS

2
2.5 Homogeneous Equations
Problem 2.5.1. Solve the DE,
√
−ydx + (x + xy)dy = 0

by an appropriate substitution.

Proof. Let y = ux ⇒ dy = udx + xdu

Therefore,
√
−ydx + (x + xy)dy = 0
√
⇒ −ux dx + (x + ux)(u dx + x du) = 0
3 √
⇒ xu 2 dx + (x2 + x2 u) du = 0
3 √
⇒ xu 2 dx + (x2 + x2 u) du = 0
3 √
⇒ xu 2 dx + x2 (1 + u) du = 0
3 √
⇒ xu 2 dx = −x2 (1 + u) du
√
x 1+ u
⇒ 2 dx = − 3 du
x u2
1 3 1
⇒ dx = −(u− 2 + ) du
x u
Integrating both sides,
−2
⇒ ln |x| = −( √ + ln |u|) + C
u
2
⇒ ln |x| = √ − ln |u| + C
u
2
⇒ ln |x| + ln |u| = √ + C
u

x
⇒ ln |y| = 2 +C
y

x
⇒ ln |y| − C = 2
y
x
⇒ (ln |y| − C)2 = 4
y
⇒ y(ln |y| − C)2 = 4x

Problem 2.5.2. Solve the IVP,

dx
(x2 + 2y 2 ) = xy; y(−1) = 1
dy
by an appropriate substitution.

Proof. LTS