Lecture Notes 1 – Introduction to Differential Equations 1

Engr. Caesar Pobre Llapitan

Topics
I. Concepts of Differential Equation
II. Origin of Differential Equations
III. Solutions of Differential Equations
IV. Initial- and Boundary-Value Problems

I. CONCEPTS OF DIFFERENTIAL EQUATIONS

Intended Learning Outcome

1. Define differential equation.
2. Differentiate ordinary and partial differential equations.
3. Classify differential equations according to its order and degree.
4. Explain the linearity of differential equations.

It is a good idea that in studying differential equations and their solutions, different concepts and
definitions of terms must first be understood. Different examples and models of writing them will
facilitate easy recognition of the procedures required to solve differential equation problems.

A. Definition of a Differential Equation

An equation containing the derivatives of one or more dependent variables, with respect to one or
more independent variables, is said to be a differential equation (DE).

The independent variables are usually the arguments of the function that we are trying to find, e.g. x in
f (x), t in x(t), both x and y in G(x, y) while the dependent variable is the unknown function.

For instance, the Newton’s second law of motion states that if an object of mass m is moving with
acceleration a and being acted on with force F, then F = ma. To see that this will give an equivalent
differential equation, we can rewrite the acceleration term in two ways:

dv d 2u
a= or a= (1)
dt dt 2

where v is the velocity of the object and u is the position of the object at any time t.

Writing the Newton’s second law in terms of these, we get

dv d 2u
F =m or F =m (2)
dt dt 2

Hence, F may also be a function of time, velocity, and/or position; that is,

dv d 2u  du 
m = F ( t , v ) and m 2
= F  t , u,  (3)
dt dt  dt 

Equation (3) is differential equations.

Notations:
Leibniz notation clearly displays both the dependent and independent variables.
dy d 2 y d 3 y
, , , ...
dx dx 2 dx 3
 Lecture Notes 1 – Introduction to Differential Equations 2
Engr. Caesar Pobre Llapitan

 the independent variable (the fundamental quantity whose change is causing other
changes) appears in the denominator, the dependent variable in the numerator.

y ', y '', y ''', y ( ) , ... , y ( )

iv n
Prime notation:

B. Types of Differential Equations

A differential equation is called an ordinary differential equation if the unknown function depends
on only one variable (so that the derivatives are ordinary derivatives).

A General Form for an Ordinary Differential Equation

If y is the unknown function with a single independent variable x, and y(k) denotes the kth derivative of
y, we can express an nth-order differential equation in a concise mathematical form as the relation

(
F x , y, y ', y '', y ''',..., y (
n− 1 )
)
, y( ) = 0
n
(4)

or often as

y
( n) = G ( x , y, y ', y '', y ''',..., y( ) )
n− 1

(5)

Example:
dy
= 2 x + y or y ' = 2 x + y
dx

 y is the unknown function of a single variable x; hence, it is an ordinary differential

equation
 y is called the dependent variable and x is the independent variable

Writing in general form:

dy
− 2 x − y or y ' = 2 x + y
dx

F ( x , y, y ' ) = 0 or y ' = G ( x, y )

A differential equation is called a partial differential equation if the unknown function depends on
more than one variable (so that the derivatives are partial derivatives)

 2V  2V
+ 2 =V
x 2 y 2

 V is an unknown function of two variables x and y; hence, it is a partial

differential equation

C. Classification by Order and Degree

The order of a differential equation (DE) is the order of the highest derivative occurring in the
equation. The degree of a DE is the degree of the highest ordered derivative occurring in the equation.

For examples:
dy
1. = 2x + y  Order is one and of first degree
dx
 Lecture Notes 1 – Introduction to Differential Equations 3
Engr. Caesar Pobre Llapitan

d2x dx
2. 2
− 2 − 15 x = 0  Order is two and of first degree
dt dt

2
 d3x 
3.  3 −y=0  Order is three and of second degree
 dy 

y( ) + 10 y ''' − 4 y ' + 2 y = cos t  Order is four and of first degree

4
4.

 2V  2V
5. + =V  Order is two and of first degree
x 2 y 2

6. a2 uxx = utt  Order is two of first degree

Note that the order does not depend on whether or not you’ve got ordinary or partial derivatives in the
differential equation.

D. Linearity of a Differential Equation

A linear differential equation is any differential equation that can be written in the following

d ny d n −1 y dy
a n (x ) n
+ a n−1 ( x ) n −1
+  + a1 (x ) + a0 (x ) y = y(x) (4)
dx dx dx

Characteristics:
1. The dependent variable y and all its derivatives are of the first degree; that is the power of each
term involving y is 1.
2. Each coefficient depends only on the independent variable x.
3. No transcendental functions of the dependent variable must occur in the equation.

A differential equation which cannot be written in the form of equation (4) above is called a non-linear
differential equation.

The following are linear ordinary differential equations (ODE)

1. ( y − x ) dx + 4 x dy = 0

Explanation:
Rewriting the ODE in the form (4), with y as the dependent variable results in a linear
differential equation.

dy
y − x + 4x =0
dx
dy
4x +y=x
dx

But writing it with x as the dependent variable will not result in a linear differential
equation. That is,

( y − x ) dx + 4 x dy = 0
dx
(y − x) + 4x = 0
dy
 Lecture Notes 1 – Introduction to Differential Equations 4
Engr. Caesar Pobre Llapitan

Note that the coefficient of dx/dy is not a function of the independent variable y alone.

2. y " − 2y ' + y = 0

Explanation:
Choose a “dummy” variable, say t, to represent the independent variable. Then rewrite
the ODE in the form (4); thus,

y " − 2y ' + y = 0
2
d y dy
2
−2 + y=0
dt dt

d3 y dy
3. x3 3
− 4x + 6y = ex
dx dx

Explanation:
It is already in the form (4).
The following are considered non-linear ordinary differential equations (ODE).
1. ( 1 + y ) y ' + 2 y = e x

Explanation:
dy
( 1 + y ) y ' + 2y = ex or (1 + y) + 2y = ex = f ( x )
dx

Here, the coefficient of dy/dt is a function of the dependent variable y; thus, it violates
item (2) of the characteristics of linear DE.

d2 y
2. + sin y = 0
dx 2

Explanation:
From the given equation, one of its term involve the dependent variable written in terms
of a transcendental function (sin y). Hence, it violates item (3) of the characteristics of a linear
DE.

d4 y
3. 4
+ y2 = 0
dx

Explanation:
From the given equation, one of its term involve the dependent variable expressed as
second order (y2). Hence, it violates item (1) of the characteristics of a linear DE.

Classroom Exercises 1
Complete the following table:

Ordinary Independe Dependent Linear or

Differential Equations Order
or Partial nt Variable Variable Non-linear
d2x
1. = − kx
dt 2
 Lecture Notes 1 – Introduction to Differential Equations 5
Engr. Caesar Pobre Llapitan

d 2 y dy
2. x + + xy = 0
dx 2 dx
dv
3. v+M = v2
dM

EI y ( ) = w ( x )
iv
4.

d2I dI
5. 2
− 4 + 5 I = 100 sin t
dt dt

II. ORIGIN OF DIFFERENTIAL EQUATIONS

Intended Learning Outcome

1. Derive a differential equation from its primitive equation.

A relation between variables which involves n essential arbitrary constants is called primitive. The n
constants, always indicated by capital letters are called essential if they cannot be replaced by a smaller
number of constants.

In general, a primitive involving n arbitrary constant will give rise to differential equation of order n,
free of arbitrary constants. This equation is obtained by eliminating the n constants between the (n +
1) equations consisting of the primitive and the n equations obtained by differentiating the primitive
n times with respect to the independent variable. The order of the resulting differential equation is
equal to the number of arbitrary constants.

Let us obtain a differential equation corresponding to each relation, with indicated arbitrary constants.

1. y ln x = b x; b

Solution:
Since there is only one arbitrary variable, b, then we need to establish (n + 1) equations; that is,
n + 1 = 1 + 1 = 2 equations

where n = 1 arbitrary constant (b)

The first equation is the given primitive equation: y ln x = bx

The second equation is obtained by differentiating, with respect to x, the given primitive equation
once:
ln x d ( y ) + y d ( ln x ) = bd ( x )
1
ln x y ' + y = b
x

Forming our (n+ 1) equations,

y ln x = bx (i)
1
ln x y ' + y = b (ii)
x

Eliminate the arbitrary constant b from (i) by substituting (ii), we obtain

 Lecture Notes 1 – Introduction to Differential Equations 6
Engr. Caesar Pobre Llapitan

 1
y ln x =  ln x y ' + y  x
 x

Simplifying the equation gives the desired differential equation:

xy 'ln x − y ln x + y = 0 (order one)

2. r = a ln  + b + c ; a, b, c

Solution:
Here, the given equation consists of three arbitrary constants (a, b, and c). Hence, there will
be (n + 1) = 3 + 1 = 4 equation.

The first equation is the primitive

r = a ln  + b + c (i)

Since there are three arbitrary constants, the next three equations will come from the first, second
and third derivative of the given primitive equation. Thus;

1
r '=a  + b (ii)
 
 −1 
r '' = a  2  (iii)
 
 2  2a
r ''' = a  4  = 3 (iv)
  

Between equations (iii) and (iv), eliminate the arbitrary constant a by division. Thus;
−a
r ''  2 −
= =
r ''' 2a 2
 3

Simplifying, we obtain the desired differential equation:

 r ''' + 2r '' = 0 (order three)

3. y = c1 sin 4x + c2 cos 4x + x; c1 , c2

Solution:
Here, the given equation consists of two arbitrary constants (c1 and c2). Hence, there will be
(n + 1) = 2 + 1 = 3 equation.

The first equation is the primitive

y = c1 sin 4x + c2 cos 4x + x (i)

The next two equations will come from the first and second derivative of the given primitive equation.
Thus,

y ' = 4c1 cos 4 x − 4c2 sin 4 x + 1 (ii)

 Lecture Notes 1 – Introduction to Differential Equations 7
Engr. Caesar Pobre Llapitan

y '' = − 16c1 sin 4 x − 16c2 cos 4 x (iii)

Let us eliminate c1 and c2 from the three equations by elimination by substitution.

First, rewrite equations (i) and (iii) in the following form

y − x = c1 sin4 x + c2 cos4 x
y '' = − 16 ( c1 sin 4 x + c2 cos4 x )

Then, substitute (i) to (iii) eliminates the arbitrary constants:

y '' = − 16 ( y − x )

Simplifying, we obtain the desired differential equation:

y '' + 16 y − 16 x = 0 (order two)

4. y = C1e3x + C2e2x + C3ex; C1, C2, C3

Solution:
Here, the given equation consists of three arbitrary constants (C1, C2 and C3). Hence, there
will be (n + 1) = 3 + 1 = 4 equation.

The first equation is the primitive

y = C 1 e 3 x + C2 e 2 x + C 3 e x (i)

Since there are three arbitrary constants, the next three equations will come from the first, second
and third derivative of the given primitive equation. Thus;

y ' = 3C1 e 3 x + 2 C2 e2 x + C3 e x (ii)

y '' = 9C1 e 3 x + 4 C2 e 2 x + C 3 e x (iii)
y ''' = 27C1 e 3 x + 8 C2 e 2 x + C 3 e x (iv)

Using elimination by substitution, it is easier to eliminate C3 first in order to reduce the equations
with two C1 and C2 as arbitrary constants. Thus,

(ii) – (i): y ' − y = 2C1 e3 x + C2 e2 x (v)

(iii) – (iv): y '' − y ' = 6C1 e3 x + 2 C2 e2 x (vi)
(iv) – (iii): y ''' − y '' = 18C 1 e 3x
+ 4C 2 e 2x
(vii)

Eliminate C2 by multiplying (v) by 2 then subtract the result from (vi):

y '' − y ' = 6C1 e3 x + 2 C2 e2 x  (vi)

(−) 2 y ' − 2 y = 4C1 e3 x + 2 C2 e2 x  (v)  2
________________________________
y '' − 3 y ' + 2 y = 2C1 e3 x (viii)

Again, eliminate C2 by (vi) by 2 then subtract the result from (vii):

 Lecture Notes 1 – Introduction to Differential Equations 8
Engr. Caesar Pobre Llapitan

y ''' − y '' = 18C 1 e3 x + 4C 2 e2 x  (vii)

(−) 2 y '' − 2 y ' = 12C1 e + 4 C2 e
3x 2x
 (vi)  2
________________________________
y ''' − 3 y '' + 2 y ' = 6C1 e3 x (ix)

Finally, eliminate C1 by (ix) by (viii) to obtain the desired differential equations from the primitive
equation.
y '''− 3 y ''+ 2 y ' 6C1 e 3 x
= =3
y ''− 3 y '+ 2 y 2C1 e 3 x

Simplifying,
y '''− 6 y ''+ 11 y '− 6 y = 0 (order three)

Classroom Exercises 2
Obtain a differential a differential equation corresponding to each relation, with indicated arbitrary
constants.
1. I =  te−t +  e-t + 2 sin 3t ; , 
2. xy = C(x – 1)(y – 1)
3. y = A cos x + B sin x, A and B being arbitrary constants and  being a fixed constant

III. SOLUTIONS OF A DIFFERENTIAL EQUATION

Intended Learning Outcome

1. Define and verify the solution of a differential equation.
2. Differentiate general and particular solution of a differential equation.
3. Explain singular an trivial solution of a differential equation

A solution of a differential equation is a function that satisfies the equation: When you substitute this
function into the differential equation, you get a true mathematical statement – an identity.

Examples:
Verify that the indicated function is a solution of the given differential equation.
d2x dx
1. x = e5t and x = e −3t are two solutions of 2
− 2 − 15 x = 0
dt dt

Solution:
We need expressions of dx/dt and d2x/dt2 from the given solutions.
(i) x = e5t
dx
= 5 e 5t
dt
d2x
2
= 25 e 5t
dt

Substitute to the differential equation:

 Lecture Notes 1 – Introduction to Differential Equations 9
Engr. Caesar Pobre Llapitan

d2x dx
2
− 2 − 15 x = 0
dt dt
( ) ( )
25 e5t − 2 5 e5t − 15 e5t = 0
0 =0

The equation reduces to an identity, therefore, x = e5t is a solution.

(ii) x = e −3t
dx
= − 3 e −3t
dt
d2x
2
= 9 e −3t
dt

Substitute to the differential equation:

d2x dx
2
− 2 − 15 x = 0
dt dt
( ) ( )
9 e −3t − 2 −3 e −3t − 15 e −3t = 0
0 =0

The equation reduces to an identity, therefore, x = e −3t is a solution.

 2V  2V
2. V = e3x sin 2y is a solution of + 2 =V
x 2 y 2
Solution:
Using similar procedure from the Example 1.

Differentiate V = e3x sin 2y with respect to x twice:

V
= 3 e 3 x sin 2 y
x
 2V
= 9e 3 x sin 2 y
x 2

Similarly, differentiating V = e3x sin 2y with respect to y twice:

V 3 x
= e ( 2cos 2 y ) = 2 e 3 x cos 2 y
y
 2V 3 x
= e ( −4 sin 2 y ) = − 4 e 3 x sin 2 y
y 2

Substituting in the given partial differential equation:

 2V  2V
+ 2 =V
x 2 y 2
( )
9 e 3 x sin 2 y + 2 −4 e 3 x sin 2 y = e 3 x sin 2 y
e sin 2 y = e 3 x sin 2 y
3x

1=1

Since the equation is reduced to an identity, then V = e3x sin 2y is a solution.

 Lecture Notes 1 – Introduction to Differential Equations 10
Engr. Caesar Pobre Llapitan

Classroom Exercises 3
Show that each of the functions defined in (A) is a solution of the corresponding differential equation
in (B) for each number, subject to the given conditions.
A B
1. y = C1ex + C2e-x y'' – y = 0
2. y = C1ex + C2e-x + x – 4 y'' – y = 4 – x
x 2x 2 x
3. y = C1e + C2e + x e y'' – 3y' + 2y = 2ex(1 – x)
2 3
4. (1 – x)y = x 2x3y' = y(y2 + 3x2)
x
5. y = e (1 + x) y'' – 2y' + y = 0

General and Particular Solutions

Suppose we are given an initial or a boundary value problem which seeks to determine the solution of
an nth-order differential equation satisfying n specified conditions. To accomplish this, it would be nice
if we could find a solution to the differential equation which contains n arbitrary constants, for
hopefully, we could then use the n conditions to solve for the n constants, and thus obtain the required
solution.

For instance, let us solve the initial value problem

d2 y
+ y=0 y(0) = 3, y’(0) = -4
dx 2

To satisfy the two initial conditions, it is natural for us to look for solution to the differential which we
hope has two arbitrary constants and the use the two conditions to determine these constants.

Suppose we arrive at
y = A cos x + B sin x

Using the two conditions to determine the two arbitrary constants A and B, we arrive at
y = 3 cos x – 4 sin x

Definitions:
General solution of an nth-order DE is a solution involving n arbitrary constants.

Particular solution of an nth-ordered DE is a solution obtained from the general solution by

choosing particular values of the arbitrary constants (to satisfy given conditions).

Classroom Exercises 4
1. Find the solution to the initial-value problem y' + y = 0; y(3) = 2, if the general solution to the
differential equation is known to be y(x) = c1e-x, where c1 is an arbitrary constant.
2. Find a solution to the boundary-value problem y" + 4y = 0; y(/8) = 0, y(/6) = 1, if the general
solution to the differential equation is y(x) = c1 sin 2x + c2 cos 2x

Implicit Solutions
Think back to the concept of implicit functions in calculus. The idea here is that sometimes functions
are not defined cleanly (explicitly) by a formula in which the dependent variable (on one side) is
expressed in terms of the independent variable and some constants (on the other side).

For instance, We want to show that any function y that satisfies the relation G(x, y) = x2 + y2 − 5 = 0 is a
solution of the differential equation dy/dx = -x/y.

First, we differentiate the relation implicitly, treating y as y(x), an implicitly defined function of the
independent variable x:
 Lecture Notes 1 – Introduction to Differential Equations 11
Engr. Caesar Pobre Llapitan

d
dx
G ( x, y ) = (
d 2 2
dx
)d
x + y − 5 = (0 ) = 0
dx
(i)

dy d
2x + 2 y − (5 ) = 0 (ii)
dx dx
dy
2x + 2 y = 0 (iii)
dx

Now we solve Equation (iii) for dy/dx, getting dy/dx = −2x/2y = −x/y and proving that any function
defined implicitly by the relation above is a solution of our differential equation.

Singular Solutions
Whenever an initial or boundary value problems has been formulated, there are three questions
concerning it which could and should be asked.
1. Does a solution of the differential equation satisfying the given conditions exist?
2. If one solution satisfying the given conditions exists, can there be a different solution which also
satisfies the conditions?
3. How do we find solutions satisfying the given conditions?

For instance, the differential equation

dy
= 3 y 2/3 y(2) = 0
dx

gives a solution
y = (x + c)3
y = (x – 2)3
y=0
 ( x − 2 )3 x  2
y=
 0 x 2

The solution is not unique! It violates the fundamental scientific principle that a system cannot behave
in several different ways under the same conditions. We call y = 0 as the singular solution. We then
define singular solution as a solution which cannot be obtained from the general solution by particular
choice of the arbitrary constants. It is an “odd” or “unusual” solution of the given DE. They turn up in
applied problems whose mathematical formulation involves non-linear DE.

IV. INITIAL- AND BOUNDARY-VALUE PROBLEMS

Intended Learning Outcome

1. Explain initial-value and boundary-value problems with examples.

Very often, especially in applied problems, a differential equation is to be solved subject to given
conditions which must be satisfied by the unknown function.

An initial value problem is a problem which seeks to determine a solution to a differential equation
subject to conditions on the unknown function and its derivative specified at one value of the
independent variable. Such conditions are called initial conditions.

The number of initial conditions that are required for a given differential equation will depend upon
the order of the differential equation.
 Lecture Notes 1 – Introduction to Differential Equations 12
Engr. Caesar Pobre Llapitan

A boundary value problem is a problem which seeks to determine a solution to a differential equation
subject to conditions on the unknown function specified at two or more values of the independent
variable. Such conditions are called boundary conditions.

Example 1:
A particle P moves along the x axis in such a way that its acceleration at any time t  0 is given by a
= 16 – 24t. a) Find the position x of the particle measured from the origin O at any time t > 0,
assuming that initially (t = 0) it is located at x = 2 and is traveling at a velocity v = -5. b) Work part
(a) if it is known only that the particle is located at x = 2 initially and at x = 7 when t = 1.

Solution:
The relationship of velocity and acceleration with distance and time is
dx d2x
v= a= 2
dt dt

Thus, the differential equation is

d2x
= 16 − 24t
dt 2

(a) initial-value problem

d2x
= 16 − 24t x(0) = 2 and x'(0) = -5
dt 2

(b) boundary-value problem

d2x
= 16 − 24t x(0) = 2 and x(1) = 7
dt 2

Example 2:
1. The problem y" + 2y' = ex; y() = 1, y'() = 2 is an initial-value problem, because the two
subsidiary conditions are both given at x = .
2. The problem y" + 2y' = ex; y(0) = 1, y(1) = 1 is a boundary-value problem, because the two
subsidiary conditions are given at the different values x = 0 and x = 1.

Exercises:
I. Complete the following table:

Ordinary Independe Dependent Linear or

Differential Equations Order
or Partial nt Variable Variable Non-linear
w
1 + ( y ')
2
1. y '' =
H

 2V  2V  2V
2. + + =0
x 2 y 2 z 2

U   2U  2U 
3. =k  2 + 2 
t  x y 

2 y 2  y
2
4. = a
t 2 x 2

 4  4  4
5. + 2 + = F ( x, y )
x 4 x 2 y 2 y 4
 Lecture Notes 1 – Introduction to Differential Equations 13
Engr. Caesar Pobre Llapitan

II. Show that each of the functions defined in (A) is a solution of the corresponding differential
equation in (B) for each number, subject to the given conditions.
A B
3 -4 2
1. y = Ax + Bx – x /3 x y''+ 2xy' – 12y = 2x2
2
3 2
2. 8x – 27y = 0 (y')3 = y; y(0) = 0
2 2
3. x + y = C yy' + x = 0
4
4. y = C x + C y = xy' + (y')4
x
5. y = C1x + C2e (x – 1)y'' – xy' + y = 0

III. Obtain the differential equation associated with the given primitive, A and B being arbitrary
constants.
1. y = Ax2 + Bx + C 5. y = sin(x + A)
x+B
2. y=Ae +C 6. y = Aex + B
x+A
3. y=e 7. x = A sin(y + B)
4. y = A sin x 9. ln y = Ax2 + B
5. y = A + ln Bx 10. y = Aex + B

IV. Write the differential equation for each of the curves determined by the given conditions.
1. Obtain a differential equation associated with the primitive y = Ax2 + Bx + C
2. Obtain a differential equation associated with the primitive x2y3 + x3y5 = C
3. Obtain a differential equation associated with the primitive y = Cx2 + C2.
4. Find the differential equation of the family of circles of fixed radius r with centers on the x-axis.
5. Find the differential equation of the family of parabolas with foci at the origin and axes along
the x-axis.
6. Form the differential equation representing all tangents to the parabolas y2 = 2x.
7. Find the differential equation of the family of cardioids r = (1 – cos )
8. Find the differential equation of all straight lines at a unit distance from the origin.
9. Find the differential equation of all circles in the plane.
10. Find the differential equation of the family of circles of variable radii r with centers on the x-
axis.

V. Determine c1 and c2 so that y(x) = c1 sin 2x + c2 cos 2x + 1 will satisfy the conditions y(/8) = 0
and y' (/ 8) = 2 .

VI. Determine c1 and c2 so that y(x) = c1 e2x + c2 ex + 2sinx will satisfy the conditions y(0) = 0 and y'(0)
= 1.

VII. Show that the relation y2 − x 3 + 8 = 0 implicitly defines a solution to the nonlinear equation
dy 3 x 2
=
dx 2 y

VIII. Show that x + y + e xy = 0 is an implicit solution to the nonlinear equation

( )
1 + xe xy
dy
dx
+ 1 + ye xy = 0

Review Material
▪ Definition of the derivative
▪ Rules of differentiation
▪ Derivative as a rate of change
▪ Implicit differentiation
 Lecture Notes 1 – Introduction to Differential Equations 14
Engr. Caesar Pobre Llapitan

References:
1. Rainville, Earl D. and Phillip E. Bedient (2002). Elementary Differential Equations (8th Edition).
USA: Macmillan Publishing Co., Inc.
2. Zill, Dennis G. (2019). Differential Equations with Boundary-Value Problems (9th
International Metric Edition). USA: Brooks/Cole Cengage Learning