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Chapter 1: Introduction to Differential Equa-


tions
Chapter Overview
This chapter focused on the discussion of some definitions and concepts in differential
equations as well as its classifications. Differential equations representing families of
curves and an introduction to initial value problem are also included in this chapter.

Learning Outcomes
At the end of this chapter, the student is expected to

1. define a differential equation

2. classify a differential equation according to its type, order, degree and linearity

3. obtain a differential equation by eliminating arbitrary constants

1.1 Definitions and Terminology


Definition 1: 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).

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.

II. Classification by Order

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.

III. Classification by Linearity

An nth-order ordinary differential equation F x, y, y 0 , y 00 , . . . , y (n) = 0 is said to be linear




if F is linear in y, y 0 , y 00 , . . . , y (n) . That is, an nth-order ODE is linear when

F x, y, y 0 , y 00 , . . . , y (n) = 0


is written as an (x)y (n) + an−1 (x)y (n−1) + · · · + a1 (x)y 0 + a0 (x)y − g(x) = 0 or

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.

Remarks 1. Characteristics of a linear ODE:


1. The dependent variable y and all its derivatives: y 0 , y 00 , . . . , y (n) are of the first degree,
that is, the power of each term involving y is 1.
2. The coefficients a0 , a1 , . . . , an of y, y 0 , . . . , y (n) depend at most on the independent vari-
able x.
Example 4.
1. (y − x) dx + 4x dy = 0 is a linear first-order ODE
2. y 00 − 2y 0 + y = 0 is a linear second-order ODE
d3 y dy
3. 3
+x − 5y = ex is a linear third-order ODE
dx dx
4. (1 − y)y 0 + 2y = ex is a nonlinear first-order ODE since (1 − y)y 0 is a nonlinear term
with coefficient that depends on y.
d2 y
5. + sin y = 0 is a nonlinear second-order ODE since sin y is a nonlinear function of
dx2
y
d4 y
6. + y 3 = 0 is a nonlinear fourth-order ODE since y 3 is a nonlinear function of y
dx4
(degree of y is not equal to 1).

Definition 2: Solution of an ODE


Any function φ, defined on an interval I and possessing at least n derivatives that
are continuous on I, which when substituted into an nth-order ordinary differential
equation reduces the equation to an identity, is said to be a solution of the equation
on the interval.

In other words, a solution of an nth-order ordinary differential equation (1) is a function φ


that possesses at least n derivatives and for which

F x, φ(x), φ0 (x), φ00 (x), . . . , φ(n) (x) = 0



for all x ∈ I.

For our discussion, we assume that φ is a real-valued function. We can also denote a solution
by the symbol y(x).
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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

Solution: Note that y 0 = xex + ex and y 00 = xex + 2ex . Then

y 00 − 2y 0 + y = 0 ⇐⇒ (xex + 2ex ) − 2(xex + ex ) + xex = 0


⇐⇒ xex + 2ex − 2xex − 2ex + xex = 0.

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.

Definition 3: Implicit Solution of an ODE

A relation G(x, y) = 0 isa said to be an implicit solution of an ordinary differential


equation on an interval I, provided there exists at least one function φ that satisfies
the relation as well as the differential equation on I.
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Example 6. Verify that the relation x2 + y 2 = 9 is an implicit solution of the differential


dy x
equation = − on the interval −3 < x < 3.
dx y
Solution: By implicit differentiation,

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

When solving for a first-order differential equation F (x, y, y) = 0, a solution containing an


arbitrary constant c is obtained. A solution containing an arbitrary constant represents a
set G(x, y, c) = 0 of solutions called one-parameter family of solutions.

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.
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A solution of a differential equation that is free from arbitrary parameters is referred to as


particular solution. There are instances that a differential equation has a solution that is
not a member of a family of solutions of the equation, such solution that can not be obtained
by specializing any of the parameters in the family of solutions is called a singular solution.

If every solution of an nth -order differential equation F (x, y, y 0 , ..., y n ) = 0 on an interval


I can be determined from an n-parameter family G(x, y, c1 , c2 , ..., cn ) = 0 by appropriate
choices of parameters c1 , c2 , ..., cn , then that family is the general solution of the differen-
tial equation.

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
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1.2 Elimination of Arbitrary Constants


From the previous lesson, we have already stated that when solving for an nth-order differ-
ential equation F (x, y, y 0 , ..., y n ), we are actually to determine an n-parameter family of
solutions G(x, y, c1 , c2 , ..., cn ) = 0. In this lesson, what we are going to do is to determine
the differential equation whose family of solutions is the given n-parameter family of
solutions G(x, y, c1 , c2 , ..., cn ) = 0. To be able to this, we are going to use differentiation
techniques to eliminate the arbitrary constants in the given n-parameter family of solutions

Consider the following in eliminating the arbitrary constants.

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

3. the obtained equation is free from arbitrary constant

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)
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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

Therefore, the desired differential equation is 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

where primes denote derivatives, is called the Wronskian of the functions.


Given y = c1 e2x + c2 e−3x , let f1 (x) = y, f2 (x) = c1 e2x and f3 (x) = c2 e−3x . Equate then
the determinant to 0. That is,

−3x
y c1 e2x c 2 e
0
y 2c1 e2x −3c2 e−3x = 0
00
y 4c1 e2x 9c2 e−3x

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

We now have, (18y − 3y 00 + 4y 0 ) − (2y 00 − 12y + 9y 0 ) = 0 =⇒ y 00 + y 0 − 6y = 0.


3. y = Aex + Bxex , where A and B are the parameters to be eliminated.
Solution:
y = Aex + Bxex (1)
0
y = Ae + Bxe + Be , but y = Aex + Bxex
x x x

=⇒ 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
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4. y = c1 sin kt + c2 cos kt where k is a parameter not to. be eliminated.


Solution:
y = c1 sin kt + c2 cos kt (1)
0
y = kc1 cos kt − kc2 sin kt (2)
00 2 2
y = −k c1 sin kt − k c2 cos kt (3)
Add k 2 times equation (1) and equation (2)

k2y = k 2 c1 sin kt + k 2 c2 cos kt


+ y 00 = −k 2 c1 sin kt − k 2 c2 cos kt
∴ y0 + k2y = 0

1.3 Families of Curves


A solution of a differential equation is sometimes referred to as an integral of the equation
and its graph is called an integral curve.

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

f (x) = x2 + C, where C is an arbitrary constant


The curves represented by f (x) = x2 + C are actually parabolas opening upwards whose
dy
vertex lies on the y − axis and whose differential equation is given by = 2x.
dx
An n-parameter family of solutions of an nth-order differential equation can be represented
graphically by a family of curves. In this section, we are going to determine a differential
equation of a family of curves given certain conditions on the curves, by eliminating arbitrary
constants.

Example 9. Determine the differential equation of the family of curves described in each
of the following.

1. straight lines with equal slope and y-intercept


Solution:
Consider the slope-intercept form of a line, y = mx + b. From the given condition,
the slope and y-intercept are equal, that is m = b. The equation representing the
straight lines with equal slope and y-intercept now becomes y = mx + m, where m is
the arbitrary constant to be eliminated.
Differentiating y = mx + m with respect to x gives us y 0 = m. Replace y 0 = m in
y = mx + m. We now have, y = y 0 x + y 0 or (x + 1)y 0 − y = 0.
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Figure 2: some solutions of (x + 1)y 0 − y = 0

2. circles with center on the x-axis


Solution:
Standard equation of a circle centred at (h, k) with radius r: (x − h)2 + (y − k)2 = r2
Given condition: center of the circle on the x-axis, that is, k = 0
Working equation: (x − h)2 + y 2 = r2 where h and r are the arbitrary constants to be
eliminated

Since there are two arbitrary constants to be


eliminated, determine the second derivative of
(x − h)2 + y 2 = r2 with respect to x.

(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
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Since we only have one arbitrary constant to eliminate, we differentiate (y − 3)2 =


±4a(x − 1) once with respect to x.
(y − 3)2 = ±4a(x − 1)
2(y − 3)y 0 = ±4a
By substitution, we have (y − 3)2 = 2(y − 3)y 0 (x − 1) =⇒ 2(x − 1)y 0 − y + 3 = 0.

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.

Differentiate b2 x2 + a2 y 2 = a2 b2 with respect to x: 2b2 x + 2a2 yy 0 = 0


yy 0 b2
Isolate the constants: =− 2
x a
x[y(y 00 ) + y 0 (y 0 )] − yy 0 (1)
Differentiate with respect to x: =0
x2
Simplifying the resulting differential equation: xyy 00 + x(y 0 )2 − yy 0 = 0
Activity 2

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

2. y = c(x2 − 4x + 1) 5. y = c1 ex sin x + c2 ex cos x

3. y = c1 x + c2 x2 + sin x 6. y = c1 ex + c2 e2x + c3 e3x


B. Find the differential equation of the family of curves described in each of the following.
1. Straight lines with slope and x − intercept equal.
2. Circles with fixed radius r and tangent to the x − axis.
3. Parabolas whose vertex is at the origin and focus on the x − axis.
4. Ellipses center at the origin where the major axis on the y − axis.
5. Circles with centers on the y − axis.
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1.4 Initial-Value Problems


We are often interested in problems in which we seek a solution y(x) of a differential equation
so that y(x) satisfies prescribed side conditions − that is, conditions imposed on the unknown
y(x) or its derivatives. On some interval I containing x0 the problem:
dn y 0 (n−1)

Solve: = f x, y, y , . . . , y
dxn
Subject to: y(x0 ) = y0 , y 0 (x0 ) = y1 , y 00 (x0 ) = y2 , . . . , y (n−1) (x0 ) = yn−1 ,
where y0 , y1 , y2 , . . . , yn−1 are arbitrary specified real constants, is called an initial-value
problem (IVP). The values of y(x) and its first n−1 derivatives at a single point x0 , y(x0 ) =
y0 , y 0 (x0 ) = y1 , y 00 (x0 ) = y2 , . . . , y (n−1) (x0 ) = yn−1 , are called initial conditions.
The problem given above is also called an nth-order initial-value problem. The first and
second-order initial-value problems are given as follows:
dy
Solve: = f (x, y)
dx
Subject to: y(x0 ) = y0
and
d2 y
Solve: = f (x, y, y 0 )
dx2
Subject to: y(x0 ) = y0 , y 0 (x0 ) = y1 .
For a first order IVP, we are actually to determine a solution of the differential equation on an
interval I which contains x0 so that a solution curve will pass through the given point (x0 , y0 ).

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.

Example 12. Without determining a one-parameter family of solutions of the equation


y 0 = 3y 2/3 , we can still verify that the functions y = 0 and y = x3 both satisfy the IVP,
dy
= 3y 2/3 , y(0) = 0.
dx

Theorem 1: Existence of a Unique Solution


Let R be a rectangular region in the xy-plane defined by a ≤ x ≤ b, c ≤ y ≤ d that
∂f
contains the point (x0 , y0 ) in its interior. If f (x, y) and are continuous on R then
∂y
there exist some interval I0 : x0 − h < x < x0 + h, h > 0, , contained in a ≤ x ≤ b and
a unique function y(x) defined on I0 , that is a solution of the initial value problem
dy
Solve: = f (x, y)
dx
Subject to: y(x0 ) = y0

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.

5. y(−1) = 5, y 0 (−1) = −5 6. y(0) = 1, y 0 (0) = 2

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

1.5 Direction Fields


If we systematically evaluate f over a rectangular grid of points in the xy−plane and draw
a lineal element at each point (x, y) of the grid with slope f (x, y) , then the collection of all
these lineal elements is called a direction field or slope field of the differential equation
dy
= f (x, y).
dx
dy
Recall that one if > 0 for all x in an interval I, then a differentiable function y = y(x) is
dx
dy
increasing on I. Similarly, if < 0 for all x in an interval I, then a differentiable function
dx
y = y(x) is decreasing on I.

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:

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