Chapter 1: Introduction to Differential Equation

Chapter Outline Chapter Overview

1. Definition In engineering and sciences, if a physical system is to be

1.1 Definition and expressed in terms of mathematical equation and that equation
Classification of
consists of derivatives, such equation is called Differential
Differential Equations
(D.E) Equation (D.E).

1.2 Order, Degree, and This chapter introduced to the students common terms,
Linearity of a definition, classifications, and solutions to differential equations.
Differential Equation
(D.E)

1.3 Solution of a D.E

(General and
Particular)

Objectives: At the end of this chapter, the students will be able to:
1. Determine the classification, order, degree and linearity of a
differential equation
2. Explain how the particular solution relates to the general solution
3. Calculate the general and particular solution and perform an
elimination of arbitrary constants from a given differential
equation

Reference Learning Materials:

RLM1 T.S. Peterson, Calculus with Analytic Geometry. 1960
RLM2 A.D. Rainville, P.E. Bedient, R.E. Bedient, Elementary
Differential Equations. Eighth Edition. 2002
RLM3 S.G. Krantz, Differential Equations Theory, Techniques, and
Practice. Second Edition. 2015

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Chapter 1: Introduction to Differential Equation

1.1 Definition and Classifications of Differential Equations (D.E)

Differential Equations (D.E) are equations which contain one or more derivatives in it (for
further understanding see the box below). D.E may also represent a mathematical model to find
solutions to real-life or physical problems. Therefore, to understand problems that involve changes
of one unknown variable over time or with respect to another variable, we must first understand
D.E theories, solutions, and applications.

Equations

𝑑 𝑦 This is a D.E since it contains derivatives

+𝑚 𝑦=0
𝑑𝑥 in the form of .

𝑑𝑦 This is a D.E since it contains derivatives

(𝑥 − 𝑦) = 4 in the form of .
𝑑𝑥

This is a D.E since it contains derivatives

(𝑥 + 𝑦)𝑑𝑥 + 𝑥 𝑦 𝑑𝑦 = 0
in the form of .

This is a D.E since it contains derivatives in

the form of 𝑦’’ and𝑦’.
Note: derivatives can be represented in
𝑅𝑦’’ = [1 + 𝑦’ ] many forms including what is shown in this
example. Some derivatives are represented
using dot example 𝑦̇ which means or 𝑥̇
which means .

𝑑 𝑡 𝑑𝑖 1 This is a D.E since it contains derivatives

+ 𝑅 + = 𝐸𝑤𝑐𝑜𝑠𝑤𝑡
𝑑𝑡 𝑑𝑡 𝑐 in the form of and .

1.1.1 Classifications of Differential Equation

The Ordinary Differential Equation (ODE) and Partial Differential Equation (PDE)
ODE are Differential Equations that contains no partial derivatives while PDE are
Differential Equations that contains partial derivatives in the equation (see Table 1). In this course,
most of the focus is on ODE’s.

Equation Classifications
𝑑 𝑦 𝑑𝑦
+ = 3𝑦 sin 𝑥 ODE
𝑑𝑥 𝑑𝑥
𝜕𝑦 𝜕𝑦
+𝑥 = 𝑡 + 𝑡𝑥 − 𝑥 PDE
𝜕𝑥 𝜕𝑥
Table 1. Example of Ordinary and Partial Differential Equation

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Chapter 1: Introduction to Differential Equation

1.2 Order, Degree and Linearity of a Differential Equations (D.E)

Order and Degree

The order of the differential equation is determined by the highest order derivative
present in the equation while the degree of the differential equation is determined by the
power of the highest order derivative present in the equation. To further explain, see Table 3.

Equation Order Degree

𝑑 𝑦 2nd since the equation is in 2nd 1st since the exponent of
+𝑚 𝑦=0 derivative represented by .
𝑑𝑥 is one.

𝑑𝑦 1st since the equation is in 1st 2nd since the exponent of

(𝑥 − 𝑦) = 4 derivative represented by .
𝑑𝑥 is two
1st since the equation is in 2nd 1st since the exponent of is
(𝑥 + 𝑦)𝑑𝑥 + 𝑥 𝑦 𝑑𝑦 = 0
derivative represented by . one
2nd since the equation is in 2nd 2nd since the exponent of 𝑦’’
𝑅𝑦’’ = [1 + 𝑦’ ] derivative represented by 𝑦’’. is two

𝑑 𝑡 𝑑𝑖 1 2nd since the equation is in 2nd 1st since the exponent of

+ 𝑅 + = 𝐸𝑤𝑐𝑜𝑠𝑤𝑡 derivative represented by .
𝑑𝑡 𝑑𝑡 𝑐 is one
Table 2. Example on order and degree of a differential equation

Linear and Non-linear Equation

An ordinary linear differential equation is said to be linear if it satisfy the standard
differential equation shown in (Eq. 1.1)

𝑎 (𝑥) + ⋯ + 𝑎 (𝑥) + 𝑎 (𝑥)𝑦 = 𝐹(𝑥) (Eq. 1.1)

Where: the coefficients 𝑎 , 𝑎 , 𝑎 and 𝐹 must be a function of the dependent variable.

Example, 𝑎 in the equation is a function of 𝑥 since the dependent variable is 𝑥. If the
dependent variable is 𝑡, say + ⋯, then 𝑎 becomes 𝑎 (𝑡) and so on.

Note: If the differential equation does not satisfy

to the equation above, then, it is non-linear.
differential equation.

Example
Determine whether the following ODE is linear or nonlinear.

1. 𝑡 + 𝑡 + 2𝑦 = 𝑠𝑖𝑛 𝑡

2. +𝑅 + = 𝐸𝑤𝑐𝑜𝑠𝑤𝑡
3. (1 + 𝑦 ) + 𝑡 + 𝑦 = 𝑒𝑡
4. + 𝑡 + (cos 2𝑡)𝑦 = 𝑡
5. + 𝑠𝑖𝑛(𝑡 + 𝑦) = 𝑠𝑖𝑛 𝑡

Solution:
1. Linear ODE, since all coefficients are functions of the dependent variable 𝑡.

2. Nonlinear ODE, since is raise to the second power.

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Chapter 1: Introduction to Differential Equation

Continuation…

3. Nonlinear ODE, since the coefficient of is a function of the independent

variable y.
4. Linear ODE, since all coefficients are functions of the dependent variable 𝑡.
5. Nonlinear ODE, since the coefficient 𝑠𝑖𝑛(𝑡 + 𝑦) is a function of both
variable.

1.3 Solution of a Differential Equation

A solution of a differential equation is a

function that satisfies to the differential equation
on some open interval. To further explain this
topic, an illustration is provided below.

Examples

1. Show that the equation − 𝑦 = 0 has the solution of 𝑦 = 𝑐 𝑒 + 𝑐 𝑒 .

2. Show that if 𝑐 and 𝑐 are constants then 𝑦 = (𝑐 + 𝑐 𝑥)𝑒 + 2𝑥 − 4 is a

solution of 𝑦’’ + 2𝑦’ + 𝑦 = 2𝑥

Solution:

1. −𝑦 =0 (Equation 1)

𝑦 =𝑐 𝑒 +𝑐 𝑒 (Equation 2)

Differentiate (Equation 2) twice to get , we have,

=𝑐 𝑒 −𝑐 𝑒

=𝑐 𝑒 +𝑐 𝑒 (Equation 3)

Substitute (Equation 3) to (Equation 1). We have,

(𝑐 𝑒 + 𝑐 𝑒 )−𝑐 𝑒 +𝑐 𝑒 =0
0=0
Thus, (Equation 2) is a solution to (Equation 1) since the former satisfies the
later.

2. 𝑦 = (𝑐 + 𝑐 )𝑒 + 2𝑥 − 4 (Equation 1)
𝑦’’ + 2𝑦’ + 𝑦 = 2𝑥 (Equation 2)
Differentiate (Equation 1) to get 𝑦’.
𝑦’ = −(𝑐 + 𝑐 )𝑒 +2 (Equation 3)
Differentiate (Equation 3) to get 𝑦’’.
𝑦’’ = (𝑐 + 𝑐 )𝑒 (Equation 4)
Then, substitute (Equation 3), (Equation 4), and (Equation 1) to (Equation 2).

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Chapter 1: Introduction to Differential Equation

Continuation…
So,
(𝑐 + 𝑐 )𝑒 + 2(−(𝑐 + 𝑐 )𝑒 + 2) + (𝑐 + 𝑐 )𝑒 + 2𝑥 − 4 = 2𝑥
2(𝑐 + 𝑐 )𝑒 − 2(𝑐 + 𝑐 )𝑒 + 4 + 2𝑥 − 4 = 2𝑥
0=0
Thus, (Equation 1) is a solution to (Equation 2) since the former satisfies the
later.

General and Particular Solution of a D.E

General Solution of a D.E is a solution which contains arbitrary constants equivalent to
the order of the equation while Particular Solution of a D.E is a solution obtained from the
general solution and giving values to the arbitrary constants.

Note: Arbitrary constants are constants present

in a differential equation. It is commonly
represented by 𝑐 (e.g. 𝑐 , 𝑐 , … 𝑐 ).

Examples
1. Show that 𝑦 = 𝑐 𝑥 + 𝑐 𝑥 − ln 𝑥 is a solution of the differential
equation 𝑥 − 3𝑥 − 5𝑦 = 4 + 5𝑙𝑛𝑥 and obtain the particular solution for
which 𝑦 = 5 and 𝑦’ = 0, when 𝑥 = 1.

2. Find the general solution for the differential equation = 2 sec 𝑥 tan 𝑥.

Solutions:
1. 𝑦 =𝑐 𝑥 +𝑐 𝑥 − ln 𝑥 (Equation 1)

𝑥 − 3𝑥 − 5𝑦 = 4 + 5 ln 𝑥 (Equation 2)

Differentiate Equation 1 to get .

Note: The number of times to perform differentiation is equal to the number of

arbitrary constants present in the equation. For this example, we will perform
differentiation twice.

= 5𝑐 𝑥 − 𝑐 𝑥 −𝑥 (Equation 3)

= 20𝑐 𝑥 + 2𝑐 𝑥 +𝑥 (Equation 4)

Then, substitute (Equation 3), (Equation 4), and (Equation 1) to (Equation 2).
𝑥 (20𝑐 𝑥 + 2𝑐 𝑥 +𝑥 ) − 3𝑥(5𝑐 𝑥 − 𝑐 𝑥 −𝑥 ) − 5(𝑐 𝑥 + 𝑐 𝑥 − ln 𝑥) =
4 + 5 ln 𝑥
(20𝑐 𝑥 + 2𝑐 𝑥 + 1) − 15𝑐 𝑥 + 3𝑐 𝑥 + 3 − 5𝑐 𝑥 − 5𝑐 𝑥 + 5 ln 𝑥 = 4 +
5 ln 𝑥
20𝑐 𝑥 − 20𝑐 𝑥 + 5𝑐 𝑥 − 5𝑐 𝑥 + 4 + 5 ln 𝑥 = 4 + 5 ln 𝑥

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Chapter 1: Introduction to Differential Equation

Continuation...
0=0
Thus, (Equation 1) is a solution to (Equation 2) since the former satisfies the
later.

Now, for the 2nd part of the question:

Substitute the given condition to (Equation 1) and (Equation 3)
For first condition:
𝑦 = 5 when 𝑥 = 1
5 = 𝑐 (1) + 𝑐 (1) − ln(1)
5=𝑐 +𝑐 (Equation 5)
For the other condition:

𝑦’ 𝑜𝑟 = 0 when 𝑥 = 1

0 = 5𝑐 (1) − 𝑐 (1) − (1)

0 = 5𝑐 − 𝑐 − 1
𝑐 = 5𝑐 − 1 (Equation 6)
Substitute (Equation 6) to (Equation 5).
5 = 𝑐 + 5𝑐 − 1
6𝑐 = 6
𝑐 =1
𝑐 = 5(1) − 1 = 4
Then, substitute 𝑐 and 𝑐 to (Equation 1). Thus, the Particular solution for
this problem is,
𝒚 = 𝒙𝟓 + 𝟒𝒙 𝟏
− 𝐥𝐧 𝒙 Answer.

Note: As shown in this example, the difference between the particular and
general solution is the absence and presence of arbitrary constant in the
equation. Example, in general solution, arbitrary constants are present while
in particular solution, arbitrary constants are defined.

2. = 2 sec 𝑥 tan 𝑥 (Equation 1)

Integrate (Equation 1).

= 2 sec 𝑥 tan 𝑥

∫𝑑 = 2 sec 𝑥 tan 𝑥 𝑑𝑥

= ∫ 2 sec 𝑥 tan 𝑥

Let 𝑢 = tan 𝑥
𝑑𝑢 = sec 𝑥 𝑑𝑥

= 2 ∫ tan 𝑥 sec 𝑥

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Chapter 1: Introduction to Differential Equation

Continuation…

=2 + 𝑐 = tan 𝑥 + 𝑐 (Equation 2)

Integrate (Equation 2).

[𝑦 = tan 𝑥 + 𝑐 ]

∫ 𝑑[𝑦 = tan 𝑥 + 𝑐 ]𝑑𝑥

𝑦 = ∫[tan 𝑥 + 𝑐 ]𝑑𝑥
𝑦 = ∫[(sec 𝑥 − 1) + 𝑐 ]𝑑𝑥
Let 𝑢 = sec 𝑥
𝑑𝑢 = tan 𝑥 𝑑𝑥
𝒚 = 𝐭𝐚𝐧 𝒙 + 𝒄𝟏 𝒙 + 𝒄𝟐 General Solution of the D.E in
(Equation 1)

Elimination of Arbitrary Constants

Elimination of arbitrary constants is process used to determine the differential equation
from the given general solution by means of eliminating all constants present in the given solution.

Examples
1. Eliminate the arbitrary constants 𝑐 and 𝑐 from the relation
𝑦 = 𝑐 𝑒 +𝑐 𝑒
2. Eliminate the constant “a” from the equation (𝑥 − 𝑎) + 𝑦 = 𝑎

Solutions:
1. To solve this type of problem, the first step is to derive the given function.
The number of times you perform differentiation depends on the number of arbitrary
constants available. Thus, for this example, we will differentiate two times.
𝑦=𝑐 𝑒 +𝑐 𝑒 (Equation 1)
𝑦’ = −2𝑐 𝑒 + 3𝑐 𝑒 (Equation 2)
𝑦’’ = 4𝑐 𝑒 + 9𝑐 𝑒 (Equation 3)
Now, to eliminate 𝑐 , multiply the whole (Equation 2) by two (2) then add the
result to (Equation 3)
(𝑦’ = −2𝑐 𝑒 + 3𝑐 𝑒 )(2)
2𝑦’ = −4𝑐 𝑒 + 6𝑐 𝑒 (Equation 4)

𝑦’’ = 4𝑐 𝑒 + 9𝑐 𝑒
+ 2𝑦’ = −4𝑐 𝑒 + 6𝑐 𝑒

𝑦’’ + 2𝑦’ = 15𝑐 𝑒 (Equation 5)

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Chapter 1: Introduction to Differential Equation

Continuation…
To get 𝑐 , multiply the whole (Equation 1) by two (2) then add the result to
(Equation 2).
(𝑦 = 𝑐 𝑒 + 𝑐 𝑒 )(2)
2𝑦 = 2𝑐 𝑒 + 2𝑐 𝑒 (Equation 6)

2𝑦 = 2𝑐 𝑒 + 2𝑐 𝑒
+ 𝑦’ = −2𝑐 𝑒 + 3𝑐 𝑒
2𝑦 + 𝑦’ = 5𝑐 𝑒
’
𝑐 = (Equation 7)

Substitute (Equation 7) to (Equation 5)

’
𝑦’’ + 2𝑦’ = 15 𝑒

𝑦’’ + 2𝑦’ = 3(2𝑦 + 𝑦’) = 6𝑦 + 3𝑦’

Thus, the D.E is
𝒚’’ − 𝒚’ − 𝟔𝒚 = 𝟎 Answer.

2. For this example, we will use the method shown in the previous example.
Just follow the solution below.
(𝑥 − 𝑎) + 𝑦 = 𝑎 (Equation 1)
Simplify (Equation 1) then proceed to Differentiation. Since there is only one
(1) arbitrary constants present differentiate once.
𝑥 − 2𝑎𝑥 + 𝑎 + 𝑦 − 𝑎 = 0
𝑥 − 2𝑎𝑥 + 𝑦 = 0
𝑥 +𝑦 = 2𝑎𝑥 (Equation 2)

(𝑥 + 𝑦 = 2𝑎𝑥)

2𝑥 + 2𝑦 = 2𝑎 (Equation 3)

Substitute (Equation 3) to (Equation 2).

𝑥 +𝑦 = 2𝑥 + 2𝑦 𝑥

𝑥 − 2𝑥 + 𝑦 − 2𝑥𝑦 = 0

2𝑥𝑦 = 𝑥 − 2𝑥 + 𝑦

Therefore, the differential equation is.

𝒅𝒚 𝒚𝟐 𝒙𝟐
𝒅𝒙
= 𝟐𝒙𝒚
Answer.

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Chapter 1: Introduction to Differential Equation

ACTIVITY 1-1

1. State the order, degree and linearity of each of the following differential
equations. Also, verify the corresponding solutions.

a. + − 2𝑦 = 0, 𝑦 =𝑐 𝑒 +𝑐 𝑒
b. 𝑦 = 2𝑥 +𝑦 , 𝑦 = 𝑐𝑥 + 𝑐
c. 4𝑥 + 8𝑥 + = 0, 𝑦 = (𝑐 + 𝑐 ln 𝑥)√𝑥 + 𝑐

2. Solve for the particular solution for the problem indicated that satisfies
the given conditions.

a. Exercise 1.a. 𝑦 = 𝑦’ = 1 when 𝑥 = 0

b. Exercise 1.b. 𝑦’ = 1 when 𝑥 = 0

3. Find the general solution for the following differential equations.

a. =
b. =𝑒
c. = 𝑥𝑒
d. = 𝑥 + sin 𝑥
e. =

4. Determine the differential equation of the following function by

elimination of arbitrary constants.

a. Eliminate 𝛽 and 𝛼 from the relation 𝑥 = 𝛽𝑐𝑜𝑠(𝑤𝑡 + 𝛼)

b. Eliminate 𝑐 and 𝑐 from the equation 𝑥 = 𝑐 cos 𝜔𝑡 𝑐𝑜𝑠𝜔𝑡 +
𝑐 sin 𝜔𝑡
c. Eliminate 𝑎, 𝑏 and 𝑐 from the equation 𝑦 = 𝑎𝑥 + 𝑏𝑥 + 𝑐
d. Eliminate the arbitrary constant to obtain the D.E from the
equation 𝑦 = 𝑐 + 𝑐 𝑒
e. Eliminate 𝐴 and 𝐵 from the relation 𝑦 = 𝐴𝑥 + 𝐵𝑒

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