DEFINITIONS

NOTATION

SOLUTION

INITIAL-VALUE AND BOUNDARY-VALUE

PROBLEMS
A differential equation is an equation involving an unknown function and
its derivatives.
𝑑𝑦
1) 𝑑𝑥
= 5𝑥 + 3
2
𝑑 𝑦 𝑑𝑦 2
2) 𝑒 𝑦 𝑑𝑥 2 +2 𝑑𝑥
=1

𝑑3 𝑦 𝑑2 𝑦
3) 4 𝑑𝑥 3 + (sin 𝑥) 𝑑𝑥 2 + 5𝑥𝑦 = 0
3
𝑑2 𝑦 𝑑𝑦 7 3 𝑑𝑦 2
4) + 3𝑦 +𝑦 = 5𝑥
𝑑𝑥 2 𝑑𝑥 𝑑𝑥
𝜕2 𝑦 𝜕2 𝑦
5) 𝜕𝑡 2
− 4 𝜕𝑥 2 = 0
A differential equation is an ordinary differential equation (ODE) if the unknown function
depends on only one independent variable. Otherwise, it is a partial differential equation
(PDE). The order of the differential equation is the order of the highest derivative
appearing in the equation.
𝑑𝑦
1) = 5𝑥 + 3
ODE 1st 𝑑𝑥

2
𝑦𝑑 𝑦 𝑑𝑦 2
ODE 2nd 2) 𝑒 𝑑𝑥 2 +2 𝑑𝑥
=1

𝑑3 𝑦 𝑑2 𝑦
ODE 3rd 3) 4 3 + (sin 𝑥) 2 + 5𝑥𝑦 = 0
𝑑𝑥 𝑑𝑥

3
ODE 2nd 𝑑2 𝑦 𝑑𝑦 7 3 𝑑𝑦
2
4) 𝑑𝑥 2
+ 3𝑦 𝑑𝑥
+ 𝑦 𝑑𝑥 =5

PDE 2nd 𝜕2 𝑦 𝜕2 𝑦
5) 𝜕𝑡 2
− 4 𝜕𝑥2 =0
Notations
𝑑𝑦 𝑑 2 𝑦 𝑑 3 𝑦 𝑑𝑛 𝑦
Leibniz notation: , , , … , 𝑑𝑥 𝑛
𝑑𝑥 𝑑𝑥 2 𝑑𝑥 3
- clearly displays both the dependent and independent variables.
𝑑2 𝑥
Ex. 𝑑𝑡 2
+ 16𝑥 = 0; 𝑥 = unknown or dependent variable
𝑡 = independent variable

Prime notation: 𝑦 ′ , 𝑦 ′′ , 𝑦 ′′′ , 𝑦 (4) , … , 𝑦 (𝑛)

- more compact; note that prime symbol is used only up to the third
derivative.
Notations
Newton’s dot notation:
- sometimes used to denote derivatives wrt time.
𝑑2 𝑠
Ex. = −32 becomes 𝑠ሷ = −32
𝑑𝑡 2

Subscript notation:
- For PDE’s only; indicated the independent variable.
𝜕2 𝑢 𝜕2 𝑢 𝜕𝑢
Ex. = − 2 𝜕𝑡 becomes 𝑢𝑥𝑥 = 𝑢𝑡𝑡 − 2𝑢𝑡
𝜕𝑥 2 𝜕𝑡 2
Solution
A solution of a differential equation in the unknown function y and the
independent variable x on the interval I, is a function y(x) that satisfies the DE
identically for all x in I.
Example 1:
Is 𝑦 𝑥 = 𝑐1 sin 2 𝑥 + 𝑐2 cos 2 𝑥, where 𝑐1 and 𝑐2 are arbitrary constants, a solution of
𝑦′′ + 4𝑦 = 0?

Differentiating,
𝑦′ = 2𝑐1 cos 2 𝑥 − 2𝑐2 sin 2 𝑥
𝑦′′ = −4𝑐1 sin 2 𝑥 − 4𝑐2 cos 2 𝑥
𝑇ℎ𝑢𝑠,
𝑦′′ + 4𝑦 = −4𝑐1 sin 2 𝑥 − 4𝑐2 cos 2 𝑥 + 4 𝑐1 sin 2 𝑥 + 𝑐2 cos 2 𝑥
= −4𝑐1 + 4𝑐1 sin 2 𝑥 + −4𝑐2 + 4𝑐2 cos 2 𝑥
=0
Solution
A particular solution of a differential equation is any one solution.
The general solution of a differential equation is the set of all solutions.

From Example 1:
The general solution to the DE 𝑦′′ + 4𝑦 = 0 can be shown to be
𝑦 𝑥 = 𝑐1 sin 2 𝑥 + 𝑐2 cos 2 𝑥.

A few particular solutions are:

𝑎 𝑦 = 5 sin 2 𝑥 − 3 cos 2 𝑥 choose 𝑐1 = 5 and 𝑐2 = −3
𝑏 𝑦 = sin 2 𝑥 choose 𝑐1 = 1 and 𝑐2 = 0
𝑐 𝑦 = 0 choose 𝑐1 = 0 and 𝑐2 = 0
Initial-Value and Boundary-Value Problems
A differential equation along with subsidiary conditions on the unknown function
and its derivatives, all given at the same value of the independent variable,
constitutes an initial-value problem.
The subsidiary conditions are initial conditions.
If the subsidiary conditions are given at more than one value of the independent
variable, the problem is a boundary value problem and the conditions are
boundary conditions.
Initial-Value and Boundary-Value Problems
Example 2:
The problem 𝑦′′ + 2𝑦′ = 𝑒 𝑥 with 𝑦 𝜋 = 1, 𝑦′ 𝜋 = 2
is an initial−value problem because the two conditions are both given at
𝑥 = 𝜋.
The problem 𝑦′′ + 2𝑦′ = 𝑒 𝑥 with 𝑦 0 = 1, 𝑦 1 = 1
is a boundary−value problem because the two conditions are given at
different values 𝑥 = 0 and 𝑥 = 1.
Initial-Value and Boundary-Value Problems
A differential equation along with subsidiary conditions on the unknown function
and its derivatives, all given at the same value of the independent variable,
constitutes an initial-value problem.
The subsidiary conditions are initial conditions.
If the subsidiary conditions are given at more than one value of the independent
variable, the problem is a boundary value problem and the conditions are
boundary conditions.
A solution to an initial-value or boundary-value problem is a function y(x) that
both solves the DE and satisfies all given subsidiary conditions.
Example 3:
Determine the order, unknown function, and the independent variable in each of the
following DEs:
Unknown Independent
Order Function Variable

3rd y x a) 𝑦 ′′′ − 5𝑥𝑦 ′ = 𝑒 𝑥 + 1

2nd y t b) 𝑡𝑦ሷ + 𝑡 2 𝑦ሶ − sin 𝑡 𝑦 = 𝑡2 − 𝑡 + 1

2
𝑑 𝑡 𝑑𝑡
2nd t s c) 𝑠2 2 + 𝑠𝑡 =𝑠
𝑑𝑠 𝑑𝑠

5
4th b p 𝑑4 𝑏 𝑑𝑏 10
d) 5 +7 + 𝑏7 − 𝑏5 = 𝑝
𝑑𝑝4 𝑑𝑝
Example 4:
Determine whether 𝑦 𝑥 = 2𝑒 −𝑥 + 𝑥𝑒 −𝑥 is a solution of 𝑦′′ + 2𝑦′ + 𝑦 = 0.
Solution:
Differentiating y(x), it follows that
𝑦 ′ 𝑥 = −2𝑒 −𝑥 + 𝑒 −𝑥 − 𝑥𝑒 −𝑥 = −𝑒 −𝑥 − 𝑥𝑒 −𝑥
𝑦 ′′ 𝑥 = 𝑒 −𝑥 − 𝑒 −𝑥 + 𝑥𝑒 −𝑥 = 𝑥𝑒 −𝑥
Substituting these values into the differential equation, we obtain
𝑦 ′′ + 2𝑦 ′ + 𝑦 = 𝑥𝑒 −𝑥 + 2 −𝑒 −𝑥 − 𝑥𝑒 −𝑥 + 2𝑒 −𝑥 + 𝑥𝑒 −𝑥 = 0
Thus, 𝑦 𝑥 is a solution.
Example 5:
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 = 𝑐1 𝑒 −𝑥 , where 𝑐1 is an arbitrary constant.
Solution:
Since 𝑦 𝑥 is a solution for every value of 𝑐1 , find that value of 𝑐1 , that will also satisfy the initial
condition.
Note that, 𝑦 3 = 𝑐1 𝑒 −3
Since 𝑦 3 =2
2 = 𝑐1 𝑒 −3
Then 𝑐1 = 2 𝑒 3
Substitute 𝑐1 into 𝑦 𝑥 ,
𝑦 𝑥 = 2 𝑒 3 𝑒 −𝑥
= 2 𝑒 3−𝑥
Example 6:
Determine 𝑐1 and 𝑐2 so that 𝑦 𝑥 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 𝑥 + 2𝑠𝑖𝑛𝑥 will satisfy the conditions
𝑦 0 = 0 and 𝑦′ 0 = 1.
Solution:
Because sin 0 = 0, 𝑦 0 = 𝑐1 + 𝑐2 . To satisfy the condition 𝑦 0 = 0, we require
𝑐1 + 𝑐2 = 0
From 𝑦 ′ 𝑥 = 2𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 𝑥 + 2𝑐𝑜𝑠𝑥
We have 𝑦 ′ 0 = 2𝑐1 + 𝑐2 + 2. To satisfy the condition 𝑦 ′ (0) = 1, we require 2𝑐1 + 𝑐2 + 2 = 1 ,
or
2𝑐1 + 𝑐2 = −1
Solving (1) and (2) simultaneously, we obtain 𝑐1 = −1 and 𝑐2 = 1