Differential Equations II

Josué David Regalado López

May 21, 2023

1 First lecture
F (t, x, x(1) , . . . , x(n) ) = 0 (1)
F is a function defined on some domain of Rn+2 ; t is the argument of an unknown function
dk x
x = x(t) and x(k) (t) = k . n is called the order of (1).
dx
Observation 1 (Notation). We have
x′ = x(1)
x′′ = x(2)
x′′′ = x(3)

When n = 1, we have
F (t, x, x′ ) = 0 (2)
A solution of (2) is a C 1 function x : I −→ R; I is an interval of real numbers such that

F (t, x(t), x′ (t)) = 0, ∀t ∈ I

Under certain hypothesis we can reduce (2) to an equation of the form

x′ = f (t, x), f : Ω ⊆ R × R −→ R

where f is continuous and Ω is an open set. Moreover, x′ = f (t, x) is the normal form.

Example 1.
x′ = ax, a∈R
x(t) = eat , x′ (t) = aeat = ax(t)
x(t) = Ceat =⇒ x(t) = aCeat = ax(t), ∀t ∈ R
Let x̃(t) be other solution, then

d
x̃(t) · e−at = x̃′ (t)e−at + x̃(t)(−ae−at )


dt
= ax̃(t)e−at − ax̃(t)e−at
=0

So, we have
d
x̃(t) · e−at = 0 =⇒ ∃C ∈ R, such that x̃(t)e−at = C =⇒ x̃(t) = Ceat .


dt
1
Cauchy Condition
x(t0 ) = x0
Cauchy problem
x′ = f (t, x), x(t0 ) = x0
In the previous example,
x(t) = Ceat , x0 = x(t0 )

x(t) = Ceat =⇒ x(t0 ) = Ceat0 = x0

=⇒ C = x0 e−at0
=⇒ x(t) = x0 e−at0 eat
=⇒ x(t) = x0 ea(t−t0 )

There is not loss of generality if we suppose t0 = 0. If x(t) = x0 eat , then x̃(t) = x(t − t0 ) =
x0 ea(t−t0 ) . The constant a is a parameter of the family of solutions x(t) = x0 eat
Comportamiento asintótico

1. x0 > 0, a > 0, lim x(t) = +∞

t→+∞

2. x0 > 0, a = 0, lim x(t) = x0

t→+∞

3. x0 > 0, a < 0, lim x(t) = 0

t→+∞

First-order differential systems

x′i = fi (t, x1 , . . . , xn ), i = 1, . . . , n (3)

where fi : Ω ⊆ R × Rn −→ R, Ω is an open set and fi are continuous.
C1
A solution for (3) is a set {x1 (t), . . . , xn (t)}, xi : I −→ R such that

x′i (t) = fi (t, x1 (t), . . . , xn (t)), t ∈ R, ∀i = 1, . . . , n

A Cauchy problem for a system of the form x′i = f (t, x1 , . . . , xn ), with xi (t0 ) = xi,0 .

Geometrically a solution

x : I −→ R of x′ = f (t, x), x(t0 ) = x0

is a curve in the tx-plane passing through (t0 , x0 ) and x′ (t) = f (t, x).

For first-order systems

x′i = fi (t, x1 , . . . , xn ), i = 1, . . . , n
a solution {x1 (t), . . . , xn (t)}, t ∈ I determines a curve or trajectory

t ∈ I 7−→ (x1 (t), . . . , xn (t)) ∈ Rn

such that (x′1 (t), . . . , x′n (t)) = (f1 (t, x1 (t), . . . , xn (t)), . . . , fn (t, x1 (t), . . . , xn (t)))

For n-th order differential equation systems

x(n) = f (t, x, x(1) , . . . , x(n−1) )

2
where f : Ω ⊆ R × Rn −→ R.
x(t0 ) = x0,0
x′ (t0 ) = x0,1
x′′ (t0 ) = x0,2
..
.
x(n−1) (t0 ) = x0,n−1
Cn
A solution is a function x : I −→ R such that

x(n) (t) = f (t, x1 (t), . . . , xn (t)), ∀t ∈ I, x(k) (t0 ) = x0,k

If x1 := x, x2 := x′ ,..., xn := x(n−1) , then

x′1 = x′ = x2

x′2 = x′′ = x3
..
.
x′n = x(n) = f (t, x1 , . . . , xn )
with
x1 (t0 ) = x(t0 ) = x0,0
..
.
xn (t0 ) = x0,n−1
Example 2.
x′′ = −x, x(t0 ) = x0,0 , x′ (t0 ) = x0,1
x′′ + x = 0, characteristic equation r2 + 1 = 0 =⇒ r = ±i. So, we have

{cos(t), sin(t)} =⇒ x(t) = C1 cos(t) + C2 sin(t)

Now,
x1 = x
x2 = x ′
 ′ 
x′1 = x2
  
x1 0 1 x1
≡ =
x′2 = −x1 x2 −1 0 x2
x0,0 = x(0) = C1
On the other hand,

x′ (t) = −C1 sin(t) + C2 cos(t) =⇒ x′ (0) = C2 = x0,1

Therefore,
x(t) = C1 cos(t) + C2 sin(t) = x0,0 cos(t) + x0,1 sin(t)
Moreover,
x1 (t) = x(t) = x0,0 cos(t) + x0,1 sin(t)
x2 (t) = x′ (t) = −x0,0 sin(t) + x0,1 cos(t)
t ∈ R 7−→ (x0,0 cos(t) + x0,1 sin(t), −x0,0 sin(t) + x0,1 cos(t))

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We can observe the following
x′1 = x2


x′2 = −x1
d 2
(x1 + x22 ) = 2x1 x′1 + 2x2 x′2 = 2x1 x2 − 2x1 x2 = 0
dt
This implies there exists a constant r2 such that x21 + x22 = r2

x1 (t) = r cos(θ(t)), x2 (t) = r sin(θ(t))

Elementary methods for solving ODEs

1.
x′ = f (t), x(t0 ) = x0 , f : I −→ R, t0 ∈ I, f is continuous
If x(t) is solution of this ODE, then

x′ (t) = f (t), ∀t ∈ J ⊆ I

ˆ t ˆ t ˆ t
′
x (τ ) dτ = f (τ ) dτ ⇐⇒ x(t) − x(t0 ) = f (τ ) dτ
t0 t0 t0
ˆ t
⇐⇒ x(t) = x0 + f (τ ) dτ
t0

2. Separable equations

x′ = f (t)h(x), (t, x) ∈ I × J ⊆ R2 , x(t0 ) = x0

where I and J are open sets. Also, let’s consider h(x) ̸= 0, ∀x ∈ J.

If x : I˜ ⊆ I −→ R is a solution, then

x′ (t) = f (t)h(x(t)), ∀t ∈ I˜ ⊆ I

x′ (t)
x′ (t) = f (t)h(x(t)) =⇒ = f (t)
h(x(t))
ˆ t ′ ˆ t
x (τ )
=⇒ dτ = f (τ ) dτ
t0 h(x(τ )) t0
ˆ x(t) ˆ t
dτ
=⇒ = f (τ ) dτ
x(t0 ) h(τ ) t0
ˆ x(t) ˆ t
dτ
=⇒ = f (τ ) dτ
x0 h(τ ) t0

Let H : J −→ R, ˆ x
dτ 1
H(x) := =⇒ H ′ (x) = ̸= 0
x0 h(τ ) h(x)
This implies that H is monotone and a diffeomorphism. In particular, H(J) is an open
interval and H −1 : H(J) −→ H is differentiable
ˆ x(t) ˆ t ˆ t 
dτ
H(x(t)) = = f (τ ) dτ =⇒ x(t) = H −1
f (τ ) dτ , t ∈ I˜
x0 h(τ ) t0 t0

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Conversely, let  ˆ t 
a = inf t ∈ I : f (τ ) dτ ∈ H(J)
t0
 ˆ t 
b = sup t ∈ I : f (τ ) dτ ∈ H(J)
t0

Then, ˆ t 
−1
x(t) = H f (τ ) dτ , t ∈ (a, b)
t0

By chain rule, ˆ t 
′ −1 ′
x (t) = (H ) f (τ ) dτ · f (t)
t0

By Inverse Function Theorem,

1
x′ (t) =  ˆ t  · f (t)
′
H H −1 f (τ ) dτ
t0
1
= · f (t)
H ′ (x(t))
1
= · f (t)
1
h(x(t))
= h(x(t))f (t)

So, we obtain x′ (t) = h(x(t))f (t)

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 Example 3.
  x 
x′ = x(1 − x) Logistic Differential Equation: x′ = ax 1 −
N
From this equation, we have
x′ = x(1 − x) = f (t, x) = f (x), x(0) = x0
Consider these cases: x ∈ (−∞, 1), x ∈ (0, 1), x ∈ (1, +∞). Also, x(t) ≡ 0, x(t) ≡ 1 are
solutions.
ˆ t0 ′ ˆ t
x′ x
= 1 =⇒ dτ = dτ
f (x) f (x)
ˆ0 x 0
dτ
=⇒ =t
x0 f (τ )
ˆ x(t)
dτ
=⇒ =t
x0 τ (1 − τ )
ˆ x(t) ˆ x(t)
dτ dτ
=⇒ + =t
x0 τ x0 1−τ
=⇒ ln |x(t)| − ln |x0 | − ln |1 − x(t)| + ln |1 − x0 | = t
   
 x(t)   x0 
=⇒ ln   − ln  =t
1 − x(t)  1 − x0 
 x(t) 
 
 
 1 − x(t) 
=⇒ ln  x0  = t

 
 1 − x0 
x(t)
1 − x(t)
=⇒ x0 = et
1 − x0
 
t x0
e
1 − x0
=⇒ x(t) =  
x 0
1 + et
1 − x0
So, x(t) is solution of the LDE.

2 Second Lecture
2.1 Separable equations
x′ = f (t)g(x), (t, x) ∈ I × J ⊆ R2 , g(x) ̸= 0, ∀x ∈ J
′
x = f (at + bx + c), f : R −→ R continuous such that a + bf (u) ̸= 0, ∀u ∈ R.

If x : I −→ R is a solution, then the function

u(t) := at + bx(t) + c, t∈I
Then,
u′ (t) = a + bx′ (t) = a + bf (u(t))
which is separable.

6
Example 4.
x′ = et−x+1 + 1 =⇒ f (u) = eu + 1
where u(t) = t − x(t) + 1. Now,

u′ (t) = 1 − x′ (t) = 1 − et−x(t)+1 + 1 = −et−x(t)+1 = −eu(t)

Then,
ˆ t
u′ (t) u′ (τ )
= −1 =⇒ dτ = −(t − t0 )
eu(t) t0 eu(τ )
ˆ u(t)
=⇒ e−τ dτ = −(t − t0 )
u(t0 )

=⇒ −e−u(t) + e−u0 = −(t − t0 )

=⇒ −e−u(t) = −e−u0 − (t − t0 )
=⇒ e−u(t) = e−u0 + t − t0
=⇒ u(t) = − ln |e−u0 + t − t0 |
=⇒ x(t) = t + 1 + ln |e−u0 + t − t0 |

2.2 Homogeneous equations

• U ⊆ R2 is invariant under homotheties if

∀s ∈ R, s ̸= 0, (t, x) ∈ U =⇒ (st, sx) ∈ U

• U ⊆ R2 is invariant (respectively positive invariant, s > 0) under homotheties.

• U ⊆ R2 is invariant (respectively negative invariant, s < 0) under homotheties.

• f : U −→ R is homogeneous of grade n ∈ Z if

f (st, sx) = sn f (t, x), ∀s ̸= 0

An equation of the form

M (t, x) + N (t, x)x′ = 0
where M, N : U −→ R are continuous, homogeneous of the same grade, and N (t, x) ̸= 0,
∀(t, x) ∈ M is called a homogeneous ODE. Also, let’s consider U ∩ x-axis = ∅.

M (t, x)
M (t, x) + N (t, x)x′ = 0 =⇒ x′ = − =: F (t, x)
N (t, x)

Then,

M (st, sx)
F (st, sx) = −
N (st, sx)
sn M (t, x)
=− n , ∀s ̸= 0
s N (t, x)
M (t, x)
=−
N (t, x)
= F (t, x)

7
So, F is homogeneous of grade 0. In particular,
 
1 1
F (t, x) = F · t, · x
t t
 x
= F 1,
 x t
=h
t
where h = F (1, ·).

x(t)
If x : I −→ R is a solution, let u(t) = , t ∈ I. Then,
t
x(t) = tu(t) =⇒ x′ (t) = u(t) + tu′ (t)
=⇒ h(u(t)) = u(t) + tu′ (t)
=⇒ tu′ (t) = h(u(t)) − u(t)
h(u(t)) − u(t)
=⇒ u′ (t) =
t
h(u(t)) − u(t)
If h(u) − u ̸= 0, ∀u in its domain, then u′ (t) = is separable.
t
Example 5.
(t − x) + (t + x)x′ = 0
where M (t, x) = (t − x) and N (t, x) = (t + x). We have

(t, x) ∈ U = {(t, x) ∈ R2 : t > 0 and t + x > 0}

Then, s > 0 and (t, x) ∈ U . That implies that st > 0 and s(t+x) = st+sx > 0 =⇒ (st, sx) ∈ U .
Now,
M (st, sx) = st − sx = s(t − x) = sM (t, x)
N (st, sx) = st + sx = s(t + x) = sN (t, x)
N (t, x) ̸= 0
U ∩ x − axis = ∅
Moreover,
t−x x−t x/t − 1
x′ = − = = = h(x/t)
t+x x−t x/t + 1
Let h : (−1, +∞) −→ R,
u−1
h(u) =
u+1
x(t) h(u(t)) − u(t)
If x(t) : I −→ R is solution, then u(t) = satisfies u′ (t) = .
t t
−(1 + u2 )
2 2
u−1 −1 − u −(1 + u )
h(u) − u = −u= = ̸ 0 =⇒ u′ = 1 + u
=
u+1 u+1 u+1 t

8
 Therefore, we get
ˆ t ˆ t
u′ (1 + u) 1 u′ (τ )(1 + u(τ )) 1
2
= − =⇒ 2
dτ = − dτ
1+u t t0 1 + u (τ ) t0 τ
ˆ t ′  
u (τ )(1 + u(τ )) t
=⇒ dτ = − ln  
t0 1 + u2 (τ )  t0 
ˆ u(t)  
1+τ t
=⇒ 2
dτ = − ln  
u0 1+τ t0
ˆ u(t) ˆ u(t)  
τ 1 t
=⇒ 2
dτ + 2
dτ = − ln  
u0 1 + τ u0 1 + τ  t0 
 
x2 (t)
1  1 + 2 

x(t)
  
x0
 
t
=⇒ ln 
 t  + arctan − arctan = − ln  
2 x20  t t0  t0 
1+ 2
t0

2.3 Equations reducible to homogeneous

 
′ at + bx + c
x =f , f : (a, b) −→ R, continuous, dt + ex + f ̸= 0
dt + ex + f

at + bx + c = 0
dt + ex + f = 0
 
a b
If det ̸= 0, then ∃(x0 , y0 ) solution. Let s = t − t0 , y = x − x0 ,
d e
 
′ as + by
y =f
ds + ey
 
a b
If det = 0, then
d e
at + bx = −c
kdt + kex − f
Let u = at + bx, then  
u+c
f
ku + f
Now,  
′ ′ u+c
u = a + bx = a + bf
ku + f
Example 6.  
′ t+x
x = ln(t + x) − ln(t + x + 1) = ln
t+x+1
   
′ ′ t + x(t) u(t)
We have u(t) = t + x(t), u (t) = 1 + x (t) = 1 + ln = 1 + ln
t + x(t) + 1 u(t) + 1

9
2.4 Linear equations (Order 1)
x′ + p(t)x = q(t), t∈I
ˆ t 
Let’s multiply exp p(τ ) dτ in either sides of the equality.
t0
´t ´t ´t ´t
p(τ ) dτ p(τ ) dτ d  p(τ ) dτ

p(τ ) dτ
e t0
(x′ + p(t)x) = q(t)e t0
=⇒ x(t)e t0 = q(t)e t0
dt
Now, let’s integrate
´t ˆ t ´τ
p(τ ) dτ p(s) ds
x(t)e t0
− x0 = q(τ )e t0 dτ
t0
´t ˆ t ´τ
p(τ ) dτ p(s) ds
x(t)e t0
= x0 + q(τ )e t0 dτ
t0
´t ´t ˆ t ´τ
− t p(τ ) dτ − p(τ ) dτ p(s) ds
x(t) = x0 e 0 +e t0
q(τ )e t0
dτ
t0
´t ˆ t ´τ
− p(τ ) dτ
x(t) = x0 e t0
+ q(τ )e t p(s) ds dτ
t0

2.5 Bernoulli’s equations

x′ + p(t)x = q(t)xα , α ̸= 0, 1 t ∈ I
x′ x−α + p(t)x1−α = q(t)
x(t) : J −→ R is solution

x′ (t)x−α (t) + p(t)x1−α (t) = q(t), ∀t ∈ J

Let v(t) = x(t)1−α

v ′ (t)
v ′ (t) = (1 − α)x(t)−α · x′ (t) =⇒ = x−α (t) · x′ (t) (4)
1−α
v ′ (t)
=⇒ + p(t)v(t) = q(t) (5)
1−α

2.6 Ricatti’s equation

x′ = c + p(t)x + q(t)x2
If φ(t) is solution, then the change of variable y = x−φ(t) transforms the ODE into a Bernoulli.
Now

x = φ + y =⇒ x′ = φ′ + y ′
=⇒ φ′ + y ′ = c + p(t)(φ + y) + q(t)(φ + y)2
=⇒ φ′ + y ′ = c + p(t)φ + p(t)y + q(t)(φ2 + 2φy + y 2 )
=⇒ φ′ + y ′ = c + p(t)φ(t) + p(t)y + q(t)φ2 (t) + 2φ(t)yq(t) + q(t)y 2
=⇒ y ′ = p(t)y(t) + 2φ(t)y(t)q(t) + q(t)y 2
=⇒ y ′ = (p(t) + 2φ(t)q(t))y(t) + q(t)y 2 (t)

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2.7 D’Alembert’s Reduction of order
F (t, x(k) , . . . , x(n) ) = 0, 0<k<n
Changes of variable:
y = x(k)
y ′ = x(k+1)
..
.
y (n−k) = x(k+n−k) = x(n)
This implies that F (t, y, . . . , y (n−k) ) = 0, y(t) solution. Then,
ˆ t ˆ t
(k) (k)
x (t) = y(t) =⇒ x (τ ) dτ = y(τ ) dτ
t0 t0
ˆ t
(k−1) (k−1)
=⇒ x (t) − x (t0 ) = y(τ ) dτ
t0
ˆ t
(k−1)
=⇒ x (t) = c1 + y(τ ) dτ
t0
ˆ t ˆ t ˆ s 1 
(k−1)
=⇒ x (τ ) dτ = c1 (t − t0 ) + y(τ ) dτ dτ1
t0 t0 t0
ˆ t ˆ s1
(k−2)
=⇒ x (t) = c1 (t − t0 ) + c2 + y(τ ) dτ dτ1
t0 t0
ˆ t ˆ s1 ˆ s2
(k−3) c1 (t − t0 )2
=⇒ x (t) = + c2 (t − t0 ) + c3 + y(τ ) dτ dτ1 dτ2
2 t0 t0 t0
k ˆ t ˆ s1 ˆ sk−1
X (t − t0 )i
=⇒ x(t) = ck−i + ... y(τ ) dτ dτ1 . . . dτk−1
i=0
i! t0 t0 t0

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