1 INTRODUCTION TO DIFFERENTIAL

EQUATION

In Calculus

Given a function y=f(x), we find its derivative

It is another function f ( x )

In Differential Equation

Given a derivative, use some methods,

find the function y (antiderivative)

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1.1 Definition and Terminology

Definition: Differential Equation

An equation containing the

derivative of one or more
dependent variables, with respect
to one or more independent
variables

2
 EXAMPLE
dy
1.  3 x 2
1
dx
2
d y dy
2. 2
2  5y  0
dx dx
3 4
d s  ds 
3. t 3     s  sin t
dt  dt 

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 v  v 2
4. 
t x 2

 s
2
s
5. 2 2
t 2
x
 s r
2
6.  0
t 2
x
4
 Notation for derivative
a) Leibniz notation
dy d 2 y d 3 y
, 2
, 3
,...
dx dx dx
b) Prime notation
(4)
y , y  , y , y ,...
c) Newton’s dot (flyspeck) notation
s , 
s ,...
d) Subscript notation
r 2s
rx  , stt  2 ,...
x t 5
 CLASSIFICATION OF
DIFFERENTIAL EQUATION
a) TYPE
b) ORDER
c) LINEARITY
d) HOMOGENEITY

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 CLASSIFICATION BY TYPE
1. Ordinary Differential Equation(ODE)
An equation that contains only
ordinary derivatives of one or
more dependent variables with
respect to a single independent
variables.
Examples
dy 2
d y dy dx dy
 3x  1
2
 2  5y  0   2x  2 y
dx dx 2
dx dt dt 7
2. Partial Differential Equation (PDE)

An equation involving the partial

derivatives of one or more
dependent variables of two or
more independent variables.

Examples

v  v2
 s s
2
 2 2 2
t x t 2
x
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CLASSIFICATION BY ORDER:
The order of a DE (ODE 0r PDE) is the
order of the highest derivative in the
equation.
Example
2 3
d y  dy 
2
 5   4 y  e x

dx  dx 
What
order?
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In general, the nth order ODE
is represented by:
(n)
(i) F ( x, y, y,..., y )  0
(n) ( n 1)
(ii) y  f ( x, y, y,..., y )

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 CLASSIFICATION AS LINEAR OR
NONLINEAR:
A differential equation is said to be linear
when F is a linear function.
This means that an equation is linear if it
can be written in the form
dny d n 1 y
an ( x ) n
 an 1 ( x ) n 1
 ...
dx dx
dy
 a1 ( x )  a0 ( x ) y  g ( x )
dx

A differential equation that is not linear is to be

nonlinear. 11
Remark:
There are three characteristic properties of
linear differential equation:
1. The dependent variable y and all its
derivatives are of the first degree, i.e. the
power of each term involving y is 1.
2. Each coefficient depends only on the
independent variable x.
3. The function on the right hand side of
the equation is a function of x only. 12
 Examples

1. ( y  x )dx  4 xdy  0

2. y  2 y  y  0

3. y  xy  5 y  e x

4. 
(1  y ) y  2 y  e x

2
5. d y
2
 sin y  0
dx
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 CLASSIFICATION BY
HOMOGENEITY
A linear n th – order DE is said to be
Homogeneous if it is of the form
n n 1
d y d y
an ( x ) n
 an 1 ( x ) n 1
 ...
dx dx
dy
 a1 ( x )  a0 ( x ) y  g ( x )
dx
where g(x)=0
It is Non-Homogeneous if g ( x)  0
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 Definition: Solution of Differential
Equation

Any function y defined on some interval I,

that possess at least n derivatives, which
when substituted into a differential equation
( n)
F ( x, y, y,..., y )  0, x  I

reduces the equation to an identity (y satisfies the

DE), is said to be a solution of the equation on the
interval.

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 Example

1 4
y x is a solution of
16
1
dy
 xy 2
dx
Why??

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EXPLICIT AND IMPLICIT SOLUTIONS

• A solution in which the dependent variable is

expressed solely in terms of the independent
variable and constant is said to be an
explicit solution.
Example
1
y
1 4 dy
16
x is an explicit solution of  xy 2
dx
• If not, the solution is said to be an implicit
solution of the DE.
Example
dy x Verify!
x  y  25
2 2
is an implicit solution of 
dx y 17
 Families of Solutions
The study of DE is similar to that of integral
calculus.
“ A solution of the DE
= An integral of the equation”
Its graph is called an integral curve or a
solution curve.

As in evaluating an anti-derivative or indefinite

integral, when solving a first-order DE we usually
obtain a solution containing a single arbitrary
constant or parameter c

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 A solution containing a single arbitrary constant
represent a set G(x,y,c)=0 of solutions is
called a one parameter family of solutions
When solving an nth – order DE, we seek
an n-parameter family of solutions:
G ( x, y, c1 , c 2 ,......, c n )  0
Such solution which containing an
arbitrary constant/s or parameter/s is
called a general solution.

A solution that is free of arbitrary parameters

is called a particular solution 19
 Note:
The solution that cannot be obtained by
specializing any of the parameters in a family
of solutions (cannot be obtained by a single
choice of c) is called a singular solution.
Example:
dy
For  xy 1 / 2
dx General
2
1 2  solution
y   x  c
4  Particular
1 4
When c  0, y x solution
16
y  0 Singular solution
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 SYSTEM OF ORDINARY
DIFFERENTIAL EQUATION

A system of ordinary differential equation is

two or more equations involving the
derivatives of two or more unknown
functions of a single independent variable.

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 Example
dx
 3 x  4 y.............(i )
dt
dy
 x  y.................(ii )
dt
A solution of the system is a pair of differentiable functions

x  1 (t ), y   2 (t )
defined on a common interval I, that satisfy each equation of the system
on this interval.

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 Example
1. Verify that the indicated exp. is an implicit solution.
dX  2 X 1 
 ( X  1)(1  2 X )
dt ; ln
 X 1 
t

2. Verify that the piecewice-defined function


 x , x  0 
2

y 2 

x , x  0  

is a solution of xy   2 y  0 on the interval   ,  

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