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CHAPTER 1

INTRODUCTION TO DIFFERENTIAL
EQUATIONS
1.1 DEFINITION AND TERMINOLOGY
Classification by order and linearity

Example 1: Example 2:
d2y dy
1  x  2  4 x  5 y  cos x sin   y   cos  y  2
dx dx
d3y dy
or sin  3  cos  2
or 1  x  y  4xy  5 y  cos x d d

is a third order, linear


is a linear, second order ODE
ODE
Example 3: Example 5:

Classification by order and linearity


 4 dy
5
x y  x y  6 y  0
3
 2  y   3y  ex
dx
d4y 3 d2y
or x 5
4
x 2
 6y  0 is a nonlinear first order
dx dx ODE
is a linear, fourth order
ODE Example 6:
d2y
Example 4: 2
 cos y  0
dx
2
d2y  dy  is a nonlinear second
 1  
 dx 
2
dx order ODE
is a second order,
nonlinear ODE
Example 7:

Classification by order and linearity


Writing  y 2  1 dx  xdy  0

as  y  1  x  0 ,
2 dx
dy
we see that the ODE is linear in x.

Writing  y 2  1 dx  xdy  0
dy
as x  y 2  1 ,
dx
we see that the ODE is nonlinear in y.
Solution of an ODE

Example 1:
1
Verify that y  is an explicit solution of the
4  x2
differential equation y   2 xy 2

Give at least one interval I of definition (or domain)


for the solution.
Solution:

Solution of an ODE
1
y
4  x2
2
2x  1 
 y   2x  2 
 2 xy 2

   4 x 
2
4  x2
1
y  is a solution of the ODE.
4 x 2

An interval of definition for the solution is (-2,2). Other


intervals are  , 2 and  2,   .
 
1
Note: Considered as a function, the domain of y
4  x2
is x : 4  x 2  0 , i.e x : x  2or x  2
Solution of an ODE
Example 2:
 2 y 1 
Verify that ln    x is an implicit solution of
 y 1 
dy
the differential eqn.   y  11  2 y 
dx
Solution:

Solution of an ODE
1 dy
 1
 2 y 1   2 y  1 y  1 dx
ln  x
 y 1  dy
    2 y  1 y  1
ln  2 y 1  ln  y 1  x dx
  y  11  2 y 
Differentiating wrt x,
2 dy 1 dy  2 y 1 

2 y  1 dx y  1 dx
1  ln    x is an
 y 1 
 2 1  dy implicit solution of
   1
 2 y  1 y  1  dx ODE.
2 y  2  2 y  1 dy
 1
 2 y  1 y  1 dx
Example 3:

Solution of an ODE
c1et
Verify that the family of functions y 
1  c1et
dy
is a solution of the differential eqn.  y 1  y 
dt

Solution:

y
c1et
dy
 
 1  1  1  1 
1  c e t
c e t
 c e t
c e t

1  c1et dt 1  c e 
1
t 2

c1et  c1et 
 1  t 
 y 1  y 
1  c1et  1  c1e 
t
 The family of functions y  1c e
is a solution of
1  c1e t

the differential equations.