MATH168 - DIFFERENTIAL EQUATIONS I

1
basic concepts of differential equations 1
This is the first of series of lecture
notes primarilly taken from the text
Lecturer: Dr. Peter Amoako-Yirenkyi book (Elementary differential Equation
and boundary value problems by Boyce
Recommended Textbook:Elementary differential Equation2 and Diprima. After going through this
lecture notes, you would be able to:
The laws of the universe are written largely in the language of math-
• know what is a differential equation,
ematics. Algebra is sufficient to solve many static problems, but the and state the difference between
most interesting naturally phenomena involve change and are best de- the independent and dependent
scribed by equations that relate changing quantities. Many important variables.
and significant problems in engineering, the physical sciences, and the • classify differential equations in
social sciences such as economics and business when formulated in terms of types, order, degree and
mathematical terms require the determination of a function satisfying linearity.
an equation containing the derivatives of unknown function. Such 2
W.W. Boyce & R.C. DiPrima. Elemen-
equations are called differential equation3 . tary Differential Equations and Boundary
Value Problems. John Wiley & Sons,
Inc., tenth edition, March 2012. ISBN
Introduction 978-0-470-45832-7
3

One of the most familiar example of differential equation is Newton’s Notation 1 The expressions y0 , y00 ,
law: y000 , y4 ,..., yn are often used to represent,
respectively, the first, second, third, fourth,
d2 x ..., nth derivatives of y with respect to the
m = F. (1) independent variable under consideration.
dt2 d2 y
Thus y00 represents if the independent
dx2
for the position x (t) of a particle acted on by a force F. In general F d2 y
dx variable is x , but represents if the
will be a function oftime t, the position x , and the velocity . To dp2
dt independent variable is p. Observe that
determine the motion of a particle acted on by a given force F it is parentheses are used in y(4) and y(n)
necessary to find a function x (t) satisfying Eq. (1). If the force is that distinguish it from the nth power, y4
and yn respectively. In mechanics, if the
due to gravity, then F = −mg and independent variable is time, usually
denoted by t , primes are often replaced by
... dy d2 y
dots. Thus, ẏ, ÿ , and y represent , ,
d2 x dt dt2
m = −mg. (2) d3 y
dt2 and 3 , respectively
dt
On integrating Eq. (2) we have:

dx
= − gt + c1
dt

1
x (t) = − gt2 + c1 t + c2 (3)
2
where c1 and c1 are constants. To determine x (t) completely it is nec-
essary to specify two additional conditions, such as the position and
velocity of the particle at some instant of time. These conditions can
be used to determine the constants c1 and c1 . This unit introduces
us to the differential equation in general and helps to differentiate
between various kinds and associated solutions.
 math168 - basic concepts of differential equations 2

Differential Equations

Differential equations 4 are an important part of the calculus, the

fundamentals of which are presented here. 5 A differential equa- 4
Definition of Differential Equation
tion, shortly DE, is a relationship between a finite set of functions and A differential equation is an equation
which involves one or more derivatives,
its derivatives. In developing the theory of differential equations in or differentials of an unknown function.
a systematic manner it is helpful to classify different types of equa- 5
The solution of differential equations
plays an important role in the study
tions. and modeling population growth
and hybrid selection, radioactive
There are two types of derivatives which usually are (and always can
element and chemical reaction, money,
be) interpreted as rates. For example, the ordinary derivative dy/dx is modeling advertising awareness,
the rate of change of y with respect to x (independent variable), and reservoir simulation, disease modeling
and drug discovery,etc.
the partial derivative ∂u/∂x is the rate of change of u with respect to
x when all independent variables except x are given fixed values.
Example 1 The following are examples of differential equations6 involving
their respective unknown functions:
6
When an equation involves one
dy or more derivatives with respect to
= 3x2 (4) a particular variable, that variable
dx is called an independent variable.
dR A variable is called dependent if a
+ kR = 0 (5) derivative of that variable occurs in the
dt
equation.
d2 y
+ k2 y = 0 (6) For example looking at equation (9) i
dx2 would be the dependent variable, t the
( x2 + y2 )dx − 2xydy = 0 (7) independent varible, and L , R , C , E ,
 ∂2 v and ω are called parameters.
∂v ∂2 v 
= h2 + (8) Again, in equation (10) has one depen-
∂t ∂x2 ∂y2
dent variable v, and two independent
d2 i di 1 variables; x and y.
L 2
+R + i = Eω cos ωt (9)
dt dt C Finally since equation (7) may be
∂2 v ∂2 v written either in the form:
+ = 0 (10) dy
∂x2 ∂y2 x2 + y2 − 2xy =0
 d2 w 3 dx
dw or
2
− xw +w = 0 (11)
dx dx   dx
x 2 + y2 − 2xy = 0
d3 x dx dy
+ x − 4xy = 0 (12)
dy3 dy we may consider(if no further infor-
r mation is given) either variable to be
d2 y m  dy 2
dependent and the other being the
= 1+ (13)
dx2 H dx independent one
d3 y h dy 3 i 32
= + ex (14)
dx3 dx
d2 y g
+ siny = 0 (15)
dx2 l
 d2 y 3  dy 7  dy 3
+ 3y + y3 = 5x (16)
dx2 dx dx

Exercise 1 Identify the independent variables, the dependent variables, and the parameters in the equations given as
examples in this lecture notes.
 math168 - basic concepts of differential equations 3

Classification of Differential Equations

Recall that a differential equation is an equation (has an equal sign,

but not an identity) that involves derivatives. Just as biologists have
a classification system for organisms, mathematicians have a clas-
sification system for differential equations. 7 They can be further 7
Differential equations are classified
described by attributes that best classifies them. In fact methods for generally by:
• type (ordinary or partial)
solving Differential equations and the nature of the solutions depend
• order
heavily on the class of equation being solved.
• degree and
• linearity
Classification by type
One important classification is based on whether the unknown func-
tion depends on a single independent variable or on several indepen-
dent variables. In the first case8 , only ordinary derivatives appear in
the differential equation, and it is said to be an ordinary differential
equation. 8
An Ordinary Differential Equation,
This allows us to place all differential equations into two types: (ODE) is one containing ordinary
derivatives of one or more unknown
ordinary differential equations and partial differential equations. functions (dependent variable) with re-
spect to a single independent variable.
Examples are equations: (4),(5),(6),(7),(9),(11), (12),(13),(14),(15),and
(16). So also is each of the two equations with more than one depen-
dent variable:
dx dy
a +b =c (17)
dt dt
dx dy
d +e = f (18)
dt dt
A Partial Differential Equation9 is one involving partial derivatives of
one or more dependent variables with respect to one or more of the
independent variables. Examples are equation: (8) and (10) 9
Note:
The systematic treatment of partial
differential equation lies beyond the
Classification by Order scope of this course.

The order10 of a differential equation depends on the order of the

derivative that are present in the entire differential equation. For 10

instance, Definition 1 The order of a differential

equation is the order of the highest-ordered
d2 y  dy 
derivative appearing in the equation.
+ 2b +y = 0 (19)
dx2 dx
is an equation of “order two“. It is also referred at as a ”second-order
ordinary differential equation.“ More generally, the equation11
 
F x, y, y0 , y00 , ..., y(n) = 0 (20)

is called an “nth-order” ordinary differential equation. Equation 11

Note: Equation (20) is called the
(22) represents a relation between the n + 2 variables x, y, y0 , ..., yn general form. Note also that Equation
(22) is an nth order differential equation
because:
dn y
yn = (21)
dx n
 math168 - basic concepts of differential equations 4

which under suitable conditions can be solved for yn in terms of the

other variables:
 
yn = f x, y, y0 , y00 , ..., y(n−1) (22)

For the purpose of this course we shall assume that this is always
possible. Otherwise, an equation of the form of equation12 (20) may 12

actually represent more than one equation of the form of equation Example 2 (classified by order)
(22). di
For example, the equation x2 (y0 )2 − 3y0 + 2x = 0 actually represents L
dt
+ Ri = E (order1) (23)

the two different equations, yy0 = x (order2) (24)

√ √ ∂2 z ∂2 z
+ 3 2 = 0 (order2) (25)
0 3 + 9 − 8x3 0 3 − 9 − 8x3 ∂x 2 ∂y
y = or y =
2x2 2x2

Classification by Degree
The degree13 of the differential equation is the power (exponent) or 13

the index that its highest ordered derivative is raised, if the equation Definition 2 The degree of a differen-
is rationalized or cleared of fractions with regard to the dependent tial equation is the power of the highest
variable and its derivatives involve in it. derivative term.

From equation (11), squaring both sides results in:

 d3 y 2 h dy 3 i3
= + ex , degree 2
dx3 dx
 3 2 y 5
d2 y

d y
The differential equation dx3
+ dx2
= e x is an ordi-
+
x2 + 1
nary differential equation of order three and degree two.

Exercise 2 State the order and degree of equations:

(4),(5),(6),(7),(8),(9),(10),(11), (12),(13),(14),(15),and (16).

Classification by linearity
Generally, a differential equation may be classified as either lin-
ear14 or non-linear. A linear differential equations have homoge- 14
The conditions for a linear differential
neous solutions which can be added together to form other homoge- equation are as follows:
1. The dependent variable and all its
neous solutions. A linear differential equation can also be ordinary or derivatives occur only in the first
partial. The homogeneous solutions to linear equations form a vector degree15 (or to the first power).
space. 2. No product of the dependent
variable, say y , and/or any of its
Definition 3 A differential equation is linear if it can be put in the form: derivatives present.
3. No transcendental function (trigono-
an x y(n) + an−1 x y(n−1) + ... + a2 x y00 + a1 x y0 + a0 x y = f ( x ) (26)






metric, logarithmic or exponential)
of the dependent variable and/or its
derivatives occurs.
where an is not identically zero and also the subscripted (or indexed) a’s are
15
functions of independent variable ( x ) only.
Remark 1 A linear differential equa-
tion is always in the first degree of the
dependent variable (variables) and the
derivatives.
 math168 - basic concepts of differential equations 5

dy
Example 3 ((linearity)) 1. + y = x2
dx
It is linear, it does not matter that the independent variable x is raised to
the power 2, the dependent and the derivative are notes

2. 3x2 y00 + 2In( x )y0 + e x y = 3x cos x

This is a second order linear ordinary differential equation

Example 4 ((Non-linear)) 1. 4yy00 − x3 y0 + cos y = e2x

This is not a linear differential equation because of the 4yy00 and the cos y
terms. Other examples are:
dy
i + y2 = 0
dx
 dy 2
ii + 3y = 0
dx
d3 y  d2 y 3 dy
iii + − = ex
dx3 dx2 dx

Solution of a Differerntial Equation

Unlike algebra, in which we seek the unknown numbers that satisfy
an equation such as x3 + 7x2 − 11x + 41 = 0. In solving16 a dif- 16

ferential equation we are challenged to find the unknown functions, Definition 4 A solution of a differential
say y = f ( x ), for which an identity such as f 0 ( x ) − 2x f ( x ) = 0 (or in equation17 is any function, say φ that
dy satisfies the given differential equation on a
Leibniz notation of − 2xy = 0) holds on some interval of numbers. specified interval, say φ.
dx
Ordinarily, we will want to find all solutions of the differential equa- 17
A solution may be defined on
tion if possible. The solution of differential equations the whole real line (−∞, ∞) or on
plays an important role in the study of the motions of heavenly only a part of the line often an in-
terval ( a, b). The n derivatives of
bodies such as planets, moons and artificial satellites. Two questions
the function must exist on the in-
that we will be asking repeatedly of a differential equation in this terval, say a < x < b such that 
course are: φ(n) ( x ) = f x, φ( x ), φ0 ( x ), ..., φ(n−1) ( x )
for every x in a < x < b.
1. Is there a solution to the differential equation? Thus if φ is a solution18 of some
first order differential equation, say
2. Is the solution given unique?  dy 
F x, y, = 0 on an interval I(real),
dx  dφ 
Example 5 Show that for any values of the arbitrary constant c1 and c2 then it implies F x, φ, = 0.
dx
the function φ = c1 cos x + c2 sin x is a solution of the differential equation 18
Note that to test whether a given
d2 y function solves a particular differential
+ y = 0. equation, we substitute the function φ
dx2
and its derivatives into the differential
Solution: equation. If the equation reduces to
We will need a second derivative of the solution function, φ. If φ is a identity (0) , then the function φ solves
 d2 y   d2 φ  the equation otherwise it does not.
solution to F y, 2 = 0, then F φ, 2 = 0. If φ proves otherwise It is also important to note that since
dx dx solutions are often accompanied by in-
 d2 y  tervals, these intervals can explain some
then it is not a solution to F y, 2 = 0. We differentiate φ twice to important information or behaviour
dx
d2 φ about the solution.
obtain .
dx2
 math168 - basic concepts of differential equations 6

dφ d2 φ
= −c1 sin x + c2 cos x ⇒ 2 = −c1 cos x − c2 sin x
dx dx
d2 y d2 φ
+y = 0 ⇒ 2 +φ = 0
dx2 dx
d2 y
+ y = (−c1 cos x − c2 sin x ) + (c1 cos x + c2 sin x ) = 0
dx2
This implies we have an identity. Hence φ is a solution to the given
ODE and that the formula φ = c1 cos x − c2 sin x gives all possible
d2 y
solution of the equation 2 + y = 0.
dx
Since sin x and cos x are continuous in the entire real line, the so-
lution is defined in the entire real line (−∞, ∞) for any arbitrary
constant c1 and c2 .
1
Example 6 Show that y = is a solution of y0 + 2xy2 = 0 on
x2 −1
I = (−1, 1) but not on any larger interval containing I

Solution:
We wil need a first derivative of the solution function.
1 −2x
y= 2 and y0 = 2 are well defined functions on (-1,1)
x −1 ( x − 1)2
Imitating the LHS of the differential equation y0 + 2xy2 = 0, we
2x h 1 i2 1
have: y0 + 2xy2 = − 2 + 2x = 0. Thus, y = 2 is
( x − 1)2 x2 − 1 x −1
a solution of I = (−1, 1).
1
Note, however, that 2 is not defined at x = +1 and therefore
x −1
could not be a solution on any interval containing either of these two
points.
Example 7 Show that y = ln x is a solution of xy00 + y0 = 0 on I = (0, ∞)
but is not a solution on I = (−∞, ∞)
see 19 where the independent variable true for all positve values. 19

Solution: 3
Example 8 Show that y = x − 2 is a
We will need the first and second derivative of the soliution function. solution of 4x2 y00 + 12xy0 + 3y = 0 for
1 1 x>0
y = ln x, y0 = and y00 = − 2 are well-defined functions on (0, ∞).
x x Solution:
 1 1
Imitating the LHS of xy00 + y0 = 0 ,we have: x − 2 + = 0. We will need the first and second
x x
Thus, y = ln x is a solution on (0, ∞). Note that y = ln x could not be derivative of the solution function to
3 3 5
do this. y = x − 2 , y0 = − x − 2 and
a solution on (−∞, ∞), since the logarithm is undefined for negative 2
15 − 7
numbers containing. y00 = x 2 are well-defined functions
4
on x > 0 (0, ∞)
d2 y Imitating the LHS of 4x2 y00 + 12xy0 +
Example 9 Prove that y = e− x + sin x is a solution of + y = 2e− x
dx2 3y = 0, we have:
 15 7   3 5
Solution: 4x2 x − 2 + 12x − x − 2 + 3x = 0 (27)
4 2
We will need a second derivative of solution function to do this.
3
y = e− x + sin x, y0 = −e− x + cos x and y00 = e− x − sin x Imitating the Thus y = x − 2 is a solution of x > 0
3 1
d2 y Note, however, that x − 2 = √ could
LHS of differential equation 2 + y = 2e− x x3
dx not be a solution on (−∞, 0], since zero
e− x − sin x + e− x + sin x = 2e− x and any negative real number plug into
it would give an undefined number and
complex number respectively, which is
not what we are looking for.
 math168 - basic concepts of differential equations 7

  12
Example 10 Show that the two functions y = c2 − x2 and y =
  12 dy
− c2 − x2 are both solutions of the equation x + y = 0, −c < x < c.
dx
Solution:
We will need a first derivative to do this
  12  − 12
y = + − c2 − x 2 , y 0 = − + x c2 − x 2 (28)
h 1
ih 1
i
x + + −(c2 − x2 ) 2 − + x (c2 − x2 )− 2 = 0 (29)

References

W.W. Boyce & R.C. DiPrima. Elementary Differential Equations and

Boundary Value Problems. John Wiley & Sons, Inc., tenth edition,
March 2012. ISBN 978-0-470-45832-7.