Lecture 1: Introduction

1. Classification of Differential Equations.

Definition: A Differential Equation (DE) is an equation that contains derivatives.

Example: y ′′ = x2 , y ′′ = y.
Definition: An Ordinary DE is one with one independent variable only.
Definition: A Partial DE is one with more than one independent variables, containing partial
derivatives - this is the subject of Math 312.
Definition: The Order of a DE is the order of the highest derivative present.
Definition: A Linear Operator is an operator L[y] acting on a function that satisfies that
(1) L[y1 + y2 ] = L[y1 ] + L[y2 ] for any functions y1 , y2 in the domain of L.
(2) L[αy] = αL[y] for any α ∈ ℜ and any function y

Example 1: L[y] = y ′′ + 5y ′ − 2y is linear (check it)

Example 2: L[y] = x3 y ′′ + (sin x)y is linear (check it)
Example 3: L[y] = y 2 is not linear (check it)
Rb
Example 4: L[y] = a y(x) dx is a linear integral operator (check it)

Definition: A Linear ODE is an equation of the form

L[y] = f (x)

where L[y] is a linear ordinary differential operator.

Example 1: x3 y ′′ + (sin x)y = x3 is a linear ODE

Example 2: y 3 y ′′ = 5x − 3 is not linear

In this class we will consider general first and second order differential equations of the form

y ′ = f (x, y)

y ′′ = f (x, y, y ′ )
where, x is the independent variable. These may or may not be linear, depending on what f is.

2. Solutions to a DE.
A solution to a differential equation, such as y ′′ = f (t, y, y ′ ), is a function y(t) that satisfies the
equation. A general solution to a first order equation must have one constant of integration. A
general solution to a second order equation must have two constants of integration.
Example 1: Show that y = Cex solves y ′ = y.
Example 2: Show that y = ex + C does not solve y ′ = y for any C.
2 Rx 2
Example 3: Show that y = e−x a et dt solves y ′ = 1 − 2xy for any a

1
3. Goals for this semester.
• DEs as mathematical models. Understand what the terms in a DE say about the physical
process it is meant to model, for simple cases. Check that DEs are dimensionally correct.
• Exact solutions. We’ll find exact solutions for some first order linear and nonlinear equa-
tions, and for second order linear equations, and second order linear systems of equations.
• Qualitative behaviour of nonlinear systems. Including equilibria, long term behaviour and
stability.
• Numerical methods. Use numerical tools to visualize and solve ODEs, in MATLAB.
• Some Theory. Existence and uniqueness of solutions. Linear operators. Linearity and the
superposition principle. Use numerical tools to visualize and solve ODEs, in MATLAB.