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Learning Outcomes
At the end of this chapter, the student is expected to
2. classify a differential equation according to its type, order, degree and linearity
A differential equation can be classified according to its type, order, and linearity.
I. Classification by Type
An equation involving only ordinary derivatives of one or more dependent variables with
respect to a single independent variable it is said to be an ordinary differential equation
(ODE).
Example 1.
dy d3 y d2 y dx dy
+ 5y = e2x , 3
− 2
+ 5y = 0, and + = ex + y are ordinary differential
dx dx dx dt dt
equations.
An equation involving partial derivatives of one or more dependent variables of two or more
independent variables is called a partial differential equation (PDE).
Example 2.
∂ 2u ∂ 2u ∂ 2u ∂ 2u ∂u ∂u ∂v
+ = 0, = − 2 , and = − are partial differential equations.
∂x2 ∂y 2 ∂x2 ∂t2 ∂t ∂y ∂x
2
Notations:
dy d2 y d3 y dn y
Throughout the discussion, we will use the Leibniz notation , , , . . . , ;
dx dx2 dx3 dxn
or the prime notation y 0 , y 00 , y 000 , y (4) , y (5) , . . . , y (n) to denote the order of the derivative.
The order of a differential equation (either ODE or PDE) is the order of the highest
derivative in the equation.
Example 3.
d3 y d2 y
1. − + 5y = 0 is a third-order ordinary differential equation
dx3 dx2
∂ 2u ∂ 2u ∂u
2. 2
= 2
−2 is a second-order partial differential equation
∂x ∂t ∂t
3
d2 y dy
3. 2
+ 3 − 5y = ex+1 is a second-order ordinary differential equation
dx dx
We can express an nth-order ordinary differential equation in one dependent variable by the
general form
F x, y, y 0 , y 00 , . . . , y (n) = 0
(1)
dn y
where F is a real-valued function of n + 2 variables: x, y, y 0 , . . . , y (n) and y (n) = . In
dxn
this case, we can write
dn y
= f x, y, y 0 , . . . , y (n−1)
n
(2)
dx
where f is a real-valued continuous function and for which, equation (2) is called the nor-
mal form of equation (1).
The degree of a DE is the degree of the highest derivative occurring in it after the equation
has been free from radicals or rational exponents as far as the derivatives are concerned.
F x, y, y 0 , y 00 , . . . , y (n) = 0
dn y dn−1 y dy
an (x) n
+ a n−1 (x) n−1
+ · · · + a1 (x) + a0 (x)y = g(x).
dx dx dx
3
dy
If n = 1, then a1 (x) + a0 (x)y = g(x) is called linear first-order ODE.
dx
d2 y dy
If n = 2, then a2 (x) 2 + a1 (x) + a0 (x)y = g(x) is called linear second-order ODE.
dx dx
A nonlinear ordinary differential equation is simply one that is not linear.
For our discussion, we assume that φ is a real-valued function. We can also denote a solution
by the symbol y(x).
4
The interval I in Definition 2 is called as the interval of definition, the interval of ex-
istence, the interval of validity, or the domain of the solution and can be an open
interval, a closed interval, an infinite interval, and so on.
Example 5. Verify that the indicated function is a solution of the given differential equation
on the interval (−∞, ∞).
dy √ 1
1. − x y = 0 ; y(x) = x4
dx 16
Solution: r !
dy √ d 1 4 1 4
− x y = 0 ⇐⇒ x −x x =0
dx dx 16 16
1 3 1 2
⇐⇒ x − x x =0
4 4
1 1
⇐⇒ x3 − x3 = 0
4 4
2. y 00 − 2y 0 + y = 0 ; y(x) = xex
Notice that the constant solution y = 0 is a solution for both the differential equations
dy √
− x y = 0 and y 00 − 2y 0 + y = 0. A solution of a differential equation which is identically
dx
zero on an interval I is said to be a trivial solution.
The graph of a solution of an ordinary differential equation isa called a solution curve.
It is mentioned earlier that a solution φ of an ODE is differentiable, thus it is continuous
on its interval I of definition. In means that there may be a difference between the graph
of a function φ and the graph of a solution φ which can also be stated as, the domain of a
function φ is not necessarily the same as the domain of the solution φ.
x2 + y 2 = 9
dy
2x + 2y =0
dx
dy x
=−
dx y
The graph on the right represents the implicit
solution x2 + y 2 = 9. Moreover, solving y√in
terms of x from x2 + y 2 = 9√gives y = ± 9 − x2
2
and the√ two functions y = 9 − x and
y = − 9 − x2 are both explicit solutions defined
on the interval −3 < x < 3. The graphs of these
explicit solutions are shown in Figure 1.
√ √
Figure 1: explicit solutions: y = 9 − x2 and y = − 9 − x2
In general, when solving for an nth-order differential equation F (x, y, y 0 , ..., y n ), we are to
determine an n-parameter family of solutions G(x, y, c1 , c2 , ..., cn ) = 0. This means that
a differential equation can have an infinite number of solutions corresponding to the unlim-
ited number of choices for the parameters.
6
Almost all of the examples presented previously in this lesson have used x and y to denote
the independent and dependent variables, respectively. We should consider that we could
also denote these variables with other symbols. For example, we could have a differential
d2 x
equation 2 + 16x = 0 where the dependent variable is x and the independent variable is t.
dt
Activity 1
A. For each differential equation, give the dependent and independent variable(s), state
whether the equation is ordinary or partial, linear or nonlinear and give also its order and
degree. Note: DV: dependent variable(s), IV: Independent Variables
Differential Equation DV IV Type Order Degree Linearity
dy
(1) = 3x − 2
dx
dy
(2) cos x + (sin x)y = 1
dx
∂ 2V ∂ 2V ∂ 2V
(3) + + =0
∂x2 ∂y 2 ∂z 2
(4) y” − 4y 0 + 4y = (x + 1)e2x
∂ 2u ∂ 2u ∂ 2u
(5) + 4 + 5 =0
∂x2 ∂x∂t ∂t2
s 3
d2 y dy
(6) 2
= 5+
dx dx
(7) (2x − y)dx + (2x − 3y)dy = 0
d3 y dy
(8) sin θ 3
− cos θ =0
dθ dθ
B. Verify that the indicated family of functions/expression is a solution of the given differ-
ential equation.
c1 et dP
1. P 0 = P (1 − P ); P = t
, where P 0 =
1 + c1 e dt
2. y 00 − 4y 0 + 4y = 0; y = c1 e2x + c2 xe2x
7
1. the number of times of differentiating the given equation is the same as the number of
arbitrary constants to be eliminated
2. the order of the differential equation is the same as the number of arbitrary constants
in the equation
Example 7. Eliminate the arbitrary constants in each equation and express the final answers
in the following form: an (x)y (n) + an−1 (x)y (n−1) + · · · + a1 (x)y 0 + a0 (x)y − g(x) = 0 .
1. y = cx2
y
Solution: Since there is only one arbitrary constant to eliminate, we write c = 2
x
and then differentiate both sides with respect to x.
y
c=
x2
x2 y 0 − y(2x)
0=
x4
1 2 2y
T hus, 2 y 0 − 3 y = 0 or y 0 =
x x x
2y
This actually means that a one-parameter family of solutions of y 0 = is of the form
x
y = cx2 .
For the next chapter, our goal is to solve some differential equations.
2. y = c1 e2x + c2 e−3x
Solution:
Differentiate the given up to second order. Add 3 times equation (1) and equation (2)
y = c1 e2x + c2 e−3x (1) 3y = 3c1 e2x + 3c2 e−3x
y 0 = 2c1 e2x − 3c2 e −3x
(2) + y0 = 2c1 e2x − 3c2 e−3x
y 00 = 4c1 e2x + 9c2 e −3x
(3) 0
y + 3y = 5c1 e2x (4)
8
Add 3 times equation (2) and equation (3) Add −2 times equation (4) and equation
3y 0 = 6c1 e2x − 9c2 e−3x −2y 0 − 6y = −10c1 e2x
+ y 00 = 4c1 e2x + 9c2 e−3x (5) + y 00 + 3y 0 = 10c1 e2x
y 00 + 3y 0 = 10c1 e2x (5) y 00 + y 0 − 6y = 0
Alternative Solution:
Suppose that each of the functions f1 (x), f2 (x),...,fn (x) possesses at least n − 1 deriva-
tives. The determinant
f1 (x)
f2 (x) · · · fn (x)
f 0 (x) f20 (x) · · · fn0 (x)
1
.. .. ..
(n−1). . ··· .
(n−1) (n−1)
f1 (x) f2 (x) · · · fn
Assuming c1 , c2 6= 0, by some properties of determinants and since e2x , e−3x 6= 0 for all
x in R, we can write
y 1 1 y 1 1
c1 e2x c2 e−3x y 0 2 −3 = 0 =⇒ y 0 2 −3 = 0
y 00 4 9 y 00 4 9
=⇒ y 0 = y + Bex (2)
00 0 x
y = y + Be (3)
Subtracting equation (3) and equation (2), we
will have,
Therefore, the differential equation is
y 00 = y0 + Bex y 00 − 2y 0 + y = 0.
− (y 0 = y + Bex )
y − y0
00
= y0 − y
9
Example 8. At any point (x, y) on a curve, the tangent line has a slope equal to 2x. De-
termine the equation of the curve.
Solution:
Let y = f (x) be the equation of the curve. The slope of the tangent line mT L at a point
(x, y) on the graph of the curve is given by f 0 (x) = 2x. Then we have,
Z
f (x) = 2xdx
Example 9. Determine the differential equation of the family of curves described in each
of the following.
(x − h)2 + y 2 = r2
2(x − h) + 2yy 0 = 0
or x − h + yy 0 = 0
1 + y(y 00 ) + y 0 (y 0 ) = 0
Since the second derivative is now free from any arbitrary constant, then we have the
differential equation, y(y 00 ) + (y 0 )2 + 1 = 0. The circles illustrated above are some
solutions of the differential equation y(y 00 ) + (y 0 )2 + 1 = 0.
3. parabolas with vertex at (1, 3) and axis of symmetry parallel to the x − axis
Solution:
Since the axis of symmetry is parallel to the x − axis, then the parabolas are either
opening to the right or left.
Standard equation of parabolas with horizontal axis of symmetry: (y−k)2 = ±4a(x−h)
Given condition: vertex (h, k) at (1, 3)
Working equation: (y − 3)2 = ±4a(x − 1), where a is the arbitrary constant to be
eliminated
11
4. ellipses with center at the origin and major axis is on the x − axis
Solution:
Standard equation of an ellipse with center at the origin and major axis on the x−axis:
x2 y 2
+ 2 =1
a2 b
2 2 2 2 2 2
which can be written as b x + a y = a b
From this equation, there are two arbitrary constants to eliminate, a and b, so we
determine up to the second order derivative.
A. Eliminate the arbitrary constants in each equation and express the final answers in the
following form: an (x)y (n) + an−1 (x)y (n−1) + · · · + a1 (x)y 0 + a0 (x)y − g(x) = 0 .
1. x3 − y 2 = cy 4. y = c1 e2x + c2 ex
For a second-order IVP, we want to find a solution of the differential equation whose graph
passes through (x0 , y0 ) so that the slope of the curve at this point is y1 .
Example 10. We can easily verify that y = cex is a one-parameter family of solutions of
the DE y 0 = y on (−∞, ∞). If we specify an initial condition, say y(0) = 3, then solving for
c gives us c = 3. Hence, the function y = 3ex is a solution of the IVP y 0 = y, y(0) = 3.
Example 11. Given that x = c1 cos t + c2 sin t is a two-parameter family of solutions of the
differential equation x00 + x = 0, find a solution of the IVP
00 π 1 0 π
x + x = 0, x = ,x = 0.
6 2 6
Solution:
t, then x0 = −c1 sin t + c2 cos t.
Given that x = c1 cos t + c2sin
π 1
Using the first condition, x = , in x = c1 cos t + c2 sin t,
6 2
1 π π
= c1 cos + c2 sin
2 6 6
√
1 3 1
= c1 + c2 (1)
2 2 2
13
π
0
Apply now the second condition x = 0 in x0 = −c1 sin t + c2 cos t
6
π π
0 = −c1 sin + c2 cos
6 6
√
1 3
0 = −c1 + c2 (2)
2 2
√
3
Solving simultaneously for c1 and c2 from equation (1) and equation (2) gives c1 = and
√ 4
1 3 1
c2 = . Therefore, x = cos t + sin t is a solution of the given IVP.
4 4 4
Take note of the use of the phrase a solution instead of the solution. This only means that
there is a possibility that other solutions may exist.
dy
Example 13. From example 12, we have seen that the differential equation = 3y 2/3 has
dx
at least two solutions whose graphs pass through the point (0, 0). Consider the functions
∂f 2
f (x, y) = 3y 2/3 and = 1/3 .
∂y y
This shows that they are continuous in the half-planes defined by either y > 0 or y < 0.
Hence by Theorem 1, we can conclude that through any point (x0 , y0 ), y0 > 0ory0 < 0, there
is some interval centred at x0 on which the given differential equation has a unique solution.
14
Example 14. The existence of a unique solution guarantees that there are no other solutions
of the IVP y 0 = y, y(0) = 3 other than y = 3ex . This follows from the fact that f (x, y) = y
∂f
and = 1 are continuous through out the xy plane.
∂y
Remarks 2. 1. Suppose that y(x) is a solution of an initial value problem. Then the
following sets may not be the same: domain of the function y(x), interval I over which
the solution y(x) is defined or exists, and the interval I0 of existence and uniqueness.
2. Theorem 1 does not give any indication of the sizes of the intervals I and I0 . The
interval of definition need not be as wide as the region R, and the interval I0 of existence
and uniqueness may not be as large as I.
3. If the conditions stated in the hypothesis of Theorem 1 do not hold, then the IVP may
still have a unique solution, several solutions or no solution at all.
Activity 3
1
For problems 1 and 2, use the the given that y = is a one-parameter family of
1 + c1 e−x
solutions of y 0 = y − y 2 to find a solution of the initial value problem consisting of the given
differential equation and the indicated initial conditions.
1 2. y(−1) = 2
1. y(0) = −
3
For problems 3 and 4, use the the given that x = c1 cos t + c2 sin t is a two-parameter family
dx
of solutions of x00 + x = 0, where x0 = , to find a solution of the initial value problem
dt
consisting of the given differential equation and the indicated initial conditions.
√ √
3. x(0) = −1, x0 (0) = 8 π 0 π
4. x = 2, x =2 2
4 4
For problems 5 and 6, use the the given that y = c1 ex + c2 e−x is a two-parameter family of
solutions of y 00 − y = 0 to find a solution of the initial value problem consisting of the given
differential equation and the indicated initial conditions.
For numbers 7 to 10, determine a region of the xy-plane for which the given differential
equation would have a unique solution whose graph passes through a point (x0 , y0 ) in the
region.
dy 9. 4 − y 2 y 0 = x2
7. = y 2/3
dx
dy
8. x =y 10. x2 + y 2 y 0 = y 2
dx
15
Example 15. Sketch the direction field for the following differential equation. Sketch the
set of integral curves for this differential equation.
dy
=y−x
dx
Solution: To sketch direction fields for this kind of differential equation we first identify
places where the derivative will be constant. To do this we set the derivative in the differential
equation equal to a constant, say c. This gives us a family of equations, called isoclines,
that we can plot and on each of these curves the derivative will be a constant value of c. We
set c = y − x. Sketch some curves for several values of c.
Figure 3:
Now, on each of these lines, or isoclines, the derivative will be constant and will have a value
of c. On the c = 0 isocline the derivative will always have a value of zero and hence the
tangents will all be horizontal. On the c = 1 isocline the tangents will always have a slope
16
of 1, on the c = −2 isocline the tangents will always have a slope of −2, and so on. Below
are a few tangents put in for each of these isoclines.
Figure 4:
To add more arrows for those areas between the isoclines start at say, c = 0 and move up to
c = 1 and as we do that we increase the slope of the arrows (tangents) from 0 to 1.
We can then add in integral curves for this differential equation as shown below.
Figure 5: