1.

1 Background

Differential equations often arise when trying to explain real-world problems by using
mathematical models.

A differential equation (DE) is an equation containing derivatives of an unknown function.

Motivating examples:

(Free fall ). We release an object from a certain height and allow it to fall under the force
of gravity (we ignore other forces, such as air resistance). Find a formula for the height
of the object at time t.

1
(Radioactive decay). Assume that the rate of decay is proportional to the amount of the
radioactive substance present. Write a DE that fits this description, and find a formula
for the amount of substance present at time t.

Note:

1. The solution of a differential equation is a function, NOT a number.

2. A DE will not have a unique solution since there are integration constants involved.

In a DE, if an equation involves the derivative of one variable with respect to another,
then the former is called a dependent variable, and the latter an independent variable.

d2 y dy
(ex.) Hermite’s equation: 2
− 2x + 2y = 0.
dx dx

2
A DE involving only ordinary derivatives with respect to a single independent variable is
called an ordinary differential equation (ODE). A DE involving partial derivatives with
respect to more than one independent variable is called a partial differential equation
(PDE).

∂ 2u 2
2∂ u
(ex.) Wave equation: − c = 0.
∂t2 ∂x2

In this course, we will focus entirely on ODEs.

The order of a DE is the order of the highest order derivatives present in the equation.

d2 q dq 1
(ex.) RLC circuit: L 2
+ R + q = E(t), where L, R, and C are constants.
dt dt C

dp
(ex.) Logistic curve: = kp(P − p), where k and P are constants.
dt

A DE is linear if it has the form

dn y dn−1 y dy
an (x) + an−1 (x) + ... + a 1 (x) + a0 (x)y = b(x).
dxn dxn−1 dx

Otherwise we say the DE is nonlinear.

3
(ex.)
Free fall: mh00 (t) = −mg

Radioactive decay: A0 (t) = −kA(t)

Hermite’s equation: y 00 (x) − 2xy 0 (x) + 2y(x) = 0

p d2 y dy
Kidder’s equation: 1 − y 2 + 2x =0
dx dx

d2 y dy
van der Pol’s equation: 2
− 0.1(1 − y 2 ) + 9y = 0
dx dx

Bernoulli equation: y 0 + P (x)y = Q(x)y −1

Any linear first-order ODE has the form:

dy
a1 (x) + a0 (x)y = b(x).
dx

(HW) Textbook 1.1 Exercises: 1-15 odd