Lecture 1

Basic Definitions

Definition 1: (differential equation)

The differential equation is a relation

between the dependent variable 𝒚 (
may appear or not) and its derivatives
𝒚′ , 𝒚′′ , … and the independent variable
𝒙 ( may appear or not).

The following are some examples of

differential equations:

1- 𝒚′′ + 𝟐𝒚 + 𝟓𝒙 𝐬𝐢𝐧 𝒚 = 𝟐
𝟐𝒚′𝟐
2- √𝒚′′′ +
𝒙
= 𝐭𝐚𝐧 𝒚.

3- 𝒚′′ = 𝟐
There are two types of differential
equations

1- Ordinary differential equations

These equations have only one
independent variable 𝒙, for
example
𝒚′′ = 𝐜𝐨𝐬 𝒙 + 𝟏
2- Partial differential equations
These equations have more one
independent variable, for example
𝝏𝒛 𝝏𝟐 𝒛
+ 𝟐 = 𝐜𝐨𝐬 𝒙 + 𝟏
𝝏𝒙 𝝏𝒚
Example 1:

Assume that Alcohol evaporates at a

proportional rate with its remaining
quantity with proportionality constant
𝜶. Write the differential equation
representing the amount of Alcohol in
any time 𝒕.

Solution:

Assume that the amount of Alcohol in

any time 𝒕 is 𝑸(𝒕). Then the decreasing
𝒅𝑸
rate of Alcohol is , so the required
𝒅𝒕

differential equation is:

𝒅𝑸
= −𝜶 𝑸 (𝟏)
𝒅𝒕
Definition 2: (the solutions of
differential equations)

The solution of a differential equation (

in general ) is to obtain the dependent
variable 𝒚 as a function of the
independent variable 𝒙such that 𝒚
satisfies the differential equation.

Example 2:

Show that 𝑸(𝒕) = 𝐞−𝜶𝒕 is a solution of

equation (𝟏)?

Solution:

Since
 𝒅𝑸 𝒅 −𝜶𝒕
𝑳. 𝑯. 𝑺 = = (𝐞 ) = −𝜶𝐞−𝜶𝒕
𝒅𝒕 𝒅𝒕
= −𝜶 𝑸 = 𝑹. 𝑯. 𝑺

Note that: 𝑳. 𝑯. 𝑺 is the left hand side

and 𝑹. 𝑯. 𝑺 is the right hand side.

Definition 3: (the linear differential

equation)

The differential equation is said to be

linear, if the dependent variable 𝒚 and
its derivatives 𝒚′ , 𝒚′′ , … are of a first
order, i.e. there are not terms like
′𝟐
𝒚 , 𝒚′′ 𝒚, 𝒚𝟐 … .

Definition 4: (the homogeneous

differential equation)
The differential equation is said to be
homogeneous, if there is no term
contains only the independent variable
𝒙; otherwise the differential equation
is called a nonhomogeneous.

Example 3:

Classify each of the following

equations as linear or nonlinear and
homogeneous or nonhomogeneous.

1- 𝒚′′ + 𝟐𝒚𝟐 = 𝟓𝒙
2- 𝒚′′′ + 𝟐𝒚 = 𝟑.
3- 𝒚𝒚′′ = 𝐬𝐢𝐧 𝒚

Solution:
 1- Nonlinear ( because the term
𝟐𝒚𝟐 ), Nonhomogeneous ( because
the term 𝟓𝒙),
2- Linear, Nonhomogeneous (
because the term 𝟑)
3- Nonlinear ( because the term
𝒚𝒚′′ and 𝐬𝐢𝐧 𝒚), homogeneous

Definition: (The order of the differential

equation)

The largest derivative presents in the

differential equation is called the order
of the differential equation.
Definition: (The degree of the
differential equation)

The degree of the differential equation

is the power of the highest derivative
that appears in the differential
equation such that there is no rational
power of the dependent variable.

Example:

Find the order and degree of the

following differential equations

1- 𝒚′′ + 𝟐𝒚𝟐 = 𝟓𝒙
𝟒
2- 𝒚′′′ + 𝟐𝒚𝟔 = 𝟑
3- 𝒚𝒚′′ + 𝒚𝟓 = 𝐬𝐢𝐧 𝒚
 4- 𝒚′′ + √𝒚 = 𝒙

5- (𝟏 + 𝒚𝟐 )√𝒚′′′ + 𝒚′′ = 𝒙

Solution:

1- order (2) and degree (1)

2- order (3) and degree (4)

3- order (2) and degree (1)

4-
𝟏
′′ ′′
𝒚 + √𝒚 = 𝒙 ⟹ 𝒚 + 𝒚𝟐 =𝒙
𝟏
′′
⟹𝒚 −𝒙= −𝒚𝟐
⟹ (𝒚′′ − 𝒙)𝟐 = 𝒚
degree =2 and order=2
 5

(𝟏 + 𝒚𝟐 )√𝒚′′′ + 𝒚′′ = 𝒙

(𝟏 + 𝒚𝟐 )√𝒚′′′ = 𝒙 − 𝒚′′
𝟏
√𝒚′′′ = 𝟐
(𝒙 − 𝒚′′)
𝟏+𝒚
𝟐
′′′
𝟏 ′′ )
𝒚 =( 𝟐
(𝒙 − 𝒚 )
𝟏+𝒚

Degree=1 and order =3

Consider the differential equation

𝒅𝒚
= 𝟐.
𝒅𝒙
This equation has the solutions
𝒚𝟏 = 𝟐𝒙, 𝒚𝟐 = 𝟐𝒙 + 𝟏 and in general
𝒚 = 𝟐𝒙 + 𝒄 is also a solution, where 𝒄
is an arbitrary constant .

Definition 4: (the general solution of

differential equations)

The solution that contains arbitrary

constants equal to the order of the
differential equation is called the
general solution.

Example 4:

Show that the function 𝒚(𝒙) = 𝒄𝟏 𝐞𝒙 , is

the general equation of the differential
equation

𝒅𝒚
= 𝒚.
𝒅𝒙
Solution:

First

𝒅𝒚 𝒅
𝑳. 𝑯. 𝑺 = = (𝒄𝟏 𝐞𝒙 ) = 𝒄𝟏 𝐞𝒙 = 𝒚
𝒅𝒙 𝒅𝒙
= 𝑹. 𝑯. 𝑺,

so 𝒚(𝒙) = 𝒄𝟏 𝐞𝒙 is a solution of the

differential equation. Since the order of
the differential equation is one and the
solution 𝒚(𝒙) = 𝒄𝟏 𝐞𝒙 has one arbitrary
constant then 𝒚(𝒙) = 𝒄𝟏 𝐞𝒙 is the
general solution.

Definition : (the unique solution of

differential equation)
The solution that obtained by
determining the arbitrary constants (by
using the initial and boundary
conditions) is called the unique
solution.

Example 5:

Find the unique solution of differential

equation

𝒅𝒚
=𝒚 𝐰𝐢𝐭𝐡 𝒚(𝟎) = 𝟏 .
𝒅𝒙
Solution:

From Example 4 we know that

𝒚(𝒙) = 𝒄𝟏 𝐞𝒙

is the general solution, so that

 𝟏 = 𝒚(𝟎) = 𝒄𝟏 𝐞𝟎 .

Then 𝒄𝟏 = 𝟏 . The unique solution is

𝒚(𝒙) = 𝐞𝒙

Example:

Verify that the given function is a

solution of the given differential
equation

𝒙𝟑
1- 𝐲 = 𝐲 ′ = 𝒙𝟐
𝟑

𝟑
𝐝 𝒙
𝑳. 𝑯. 𝑺 = 𝐲 ′ = ( ) = 𝒙𝟐 = 𝑹. 𝑯. 𝑺
𝒅𝒙 𝟑

2- 𝐲 = 𝟐 𝒆−𝒙 + 𝒙 − 𝟏 𝐲′ = 𝒙 − 𝒚
 ′
𝐝
𝑳. 𝑯. 𝑺 = 𝐲 = (𝟐 𝒆−𝒙 + 𝒙 − 𝟏)
𝒅𝒙
= −𝟐𝒆−𝒙 + 𝟏

𝑹. 𝑯. 𝑺 = 𝒙 − 𝒚 = 𝒙 − (𝟐 𝒆−𝒙 + 𝒙 − 𝟏)
= −𝟐 𝒆−𝒙 + 𝟏

Then

𝑳. 𝑯. 𝑺 = 𝑹. 𝑯. 𝑺

𝟑𝒙 𝒆𝒙
3- 𝒚 = 𝒆 − 𝒚′ = 𝟑𝒚 + 𝒆𝒙
𝟐

𝒙
𝒅 𝒆
𝑳. 𝑯. 𝑺 = 𝒚′ = (𝒆𝟑𝒙 − )
𝒅𝒙 𝟐
𝒙
𝒆
= 𝟑𝒆𝟑𝒙 −
𝟐
𝒙
𝒆
𝑹. 𝑯. 𝑺 = 𝟑𝒚 + 𝒆𝒙 = 𝟑 (𝒆𝟑𝒙 − ) + 𝒆𝒙
𝟐
𝟑𝒙
𝟑 𝒙 𝒙 𝟑𝒙
𝟏 𝒙
= 𝟑 𝒆 − 𝒆 + 𝒆 = 𝟑𝒆 − 𝒆
𝟐 𝟐
Then

𝑳. 𝑯. 𝑺 = 𝑹. 𝑯. 𝑺

𝒙 𝒔𝒊𝒏 𝒙 𝒄𝒐𝒔 𝒙
4- 𝐲 = 𝐞 + − 𝐲 ′ = 𝐜𝐨𝐬 𝐱 +
𝟐 𝟐

′
𝒅 𝒙 𝒔𝒊𝒏 𝒙 𝒄𝒐𝒔 𝒙
𝑳. 𝑯. 𝑺 = 𝐲 = (𝐞 + − )
𝒅𝒙 𝟐 𝟐
𝒙
𝒄𝒐𝒔 𝒙 𝒔𝒊𝒏 𝒙
=𝒆 + +
𝟐 𝟐
𝟐 𝐜𝐨𝐬 𝐱 𝒙
𝒔𝒊𝒏 𝒙 𝒄𝒐𝒔 𝒙
𝑹. 𝑯. 𝑺 = +𝐞 + −
𝟐 𝟐 𝟐
𝒙
𝒔𝒊𝒏 𝒙 𝒄𝒐𝒔 𝒙
=𝐞 + +
𝟐 𝟐
Then

𝐋. 𝐇. 𝐒 = 𝐑. 𝐇. 𝐒
Differential equations obtained
by removing the arbitrary constants

Assume that we have the function

𝒚 = 𝒄𝟏 𝐞𝒙 (𝟏).

We need to obtain the differential

equation that has the general solution
𝒚 = 𝒄𝟏 𝐞𝒙 . In fact, this differential
equation is of order one
( because the general solution has one
arbitrary constant), so to obtain this
equation we differentiate the general
solution and remove the constant 𝒄𝟏 .
Since

𝒚′ = 𝒄𝟏 𝐞𝒙 (𝟐)
Then by dividing equation (1) by (2), we
have

𝒚′ 𝒄𝟏 𝐞𝒙
= 𝒙
= 𝟏.
𝒚 𝒄𝟏 𝐞

Therefore, the differential equation is

𝒚′ = 𝒚.

By using the following steps, we can

calculate a differential equation that
has a general solution

1- differentiate the general

solution number of times is equal to
the number of the arbitrary
constants.
2- remove the arbitrary constants
to obtain the differential equation.

Example:-

Find the differential equation that has

the general solution

1- 𝒚 = 𝒄𝟏 𝒔𝒊𝒏(𝒄𝟐 𝒙 + 𝒄𝟑 )

2- 𝒚 = 𝒄𝟏 𝒙 + 𝒄𝟐 + 𝒄𝟑 + 𝒄𝟒

Solution:

𝒚 = 𝒄𝟏 𝒔𝒊𝒏(𝒄𝟐 𝒙 + 𝒄𝟑 ) 𝟏

𝒚′ = 𝒄𝟏 𝒄𝟐 𝒄𝒐𝒔(𝒄𝟐 𝒙 + 𝒄𝟑 ) 𝟐
 𝒚′′ = −𝒄𝟏 𝒄𝟐𝟐 𝒔𝒊𝒏(𝒄𝟐 𝒙 + 𝒄𝟑 ) 𝟑

𝒚′′′ = −𝒄𝟏 𝒄𝟑𝟐 𝒄𝒐𝒔(𝒄𝟐 𝒙 + 𝒄𝟑 ) 𝟒

Dividing 1 and 3

𝒚 𝒄𝟏 𝒔𝒊𝒏(𝒄𝟐 𝒙 + 𝒄𝟑 )
=
𝒚′′
−𝒄𝟏 𝒄𝟐𝟐 𝒔𝒊𝒏(𝒄𝟐 𝒙 + 𝒄𝟑 )
𝟏
= 𝟓
− 𝒄𝟐𝟐

Dividing 2 and 4

𝒚′ 𝒄𝟏 𝒄𝟐 𝒄𝒐𝒔(𝒄𝟐 𝒙 + 𝒄𝟑 )
=
𝒚′′′
−𝒄𝟏 𝒄𝟑𝟐 𝒄𝒐𝒔(𝒄𝟐 𝒙 + 𝒄𝟑 )
𝟏
= 𝟔
−𝒄𝟐𝟐

From 5 and 6, we obtain

 𝒚 𝒚′
′′
= ′′′
𝒚 𝒚

𝒚 = 𝒄𝟏 𝒙 + 𝒄𝟐 + 𝒄𝟑 + 𝒄𝟒

Assume that 𝒄𝟐 + 𝒄𝟑 + 𝒄𝟒 = 𝑪, then

𝒚 = 𝒄𝟏 𝒙 + 𝑪

𝒚′ = 𝒄𝟏

𝒚′′ = 𝟎

If we have the general solution

𝒚 = 𝒄𝟏 𝒇(𝒙) + 𝒄𝟐 𝒈(𝒙)
We can obtain the corresponding
differential equation by using the
following Determinant:

𝒚 𝒇(𝒙) 𝒈(𝒙)
| 𝒚′ 𝒇′(𝒙) 𝒈′(𝒙) | = 𝟎
𝒚′′ 𝒇′′(𝒙) 𝒈′′(𝒙)

Example 5:

Find the differential equation that has

the general solution

𝒚 = 𝒄𝟏 𝒙 + 𝒄𝟐 𝒙𝟐 .

Solution:

Since

𝒚 = 𝒄𝟏 𝒙 + 𝒄𝟐 𝒙𝟐
Then

𝒚′ = 𝒄𝟏 + 𝒄𝟐 𝟐𝒙,

and

𝒚′′ = 𝒄𝟏 𝟎 + 𝒄𝟐 𝟐.

By substituting into the preceding

determinant we have

𝒚 𝒙 𝒙𝟐
| 𝒚′ 𝟏 𝟐𝒙| = 𝟎.
𝒚′′ 𝟎 𝟐
𝒚 (𝟐) − 𝒙(𝟐𝒚′ − 𝟐𝒙𝒚′′ ) + 𝒙𝟐 (−𝒚′′ )
=𝟎

The value of this determinant gives the

differential equation.
𝒚 = 𝒄𝟏 𝐞𝒙 + 𝒄𝟐 𝒙𝟐
𝒚′ = 𝒄𝟏 𝒆𝒙 + 𝒄𝟐 𝟐𝒙
𝒚′′ = 𝒄𝟏 𝒆𝒙 + 𝒄𝟐 𝟐

𝒚 𝒆𝒙 𝒙𝟐
| 𝒚′ 𝒆𝒙 𝟐𝒙| = 𝟎
𝒚′′ 𝒆𝒙 𝟐
 Exercises

a- Classify each of the following

equations as linear or nonlinear and
homogeneous or nonhomogeneous.
1- 𝒚′′′′ − 𝟐𝒚 𝐬𝐢𝐧 𝒙 = 𝒚′′
2- 𝒚′′′ + 𝟐𝒚𝒚′ = 𝟏.
3- 𝒚𝒚′′ + 𝒚′ = 𝒚𝟔
4- 𝒚′′ + 𝒚′ = √𝒚

b- Show that the function

 𝒚(𝒙) = 𝒄𝟏 𝐞𝟐𝒙 , is the general
equation of the differential
equation
𝒅𝒚
= 𝟐𝒚.
𝒅𝒙
c- Find the differential equation
that has the general solution
𝒚 = 𝒄𝟏 𝐞𝒙 + 𝒄𝟐 𝒙𝟐 .