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CHAPTER 1
INTRODUCTION TO DIFFERENTIAL
EQUATIONS
A differential equation is equation involving derivatives. The derivative of a function is a

rate of change. Many natural laws give a relation between the rate of change of various

quantities. Differential equations can be applied to the real world problems. Among the

problems are velocities, chemical reactions, interest calculations, thermodynamic

changes, population growth, forces on beams, electric circuits, radioactivity and many

others.

1.1 Definition and Terminology

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.

Example 1.1

3
Suppose y  e 2x . Then,

dy
dx
e 2x 3
 
 6x  6x y
2 2

dy
Hence,  6 x 2 y is a differential equation.
dx

1.1.1 Dependent and Independent Variables

dy
In the Example 1.1, y is a function in x. Therefore, in the expression , x is the
dx

independent variable and y is the dependent variable.

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Example 1.2

The following are examples of the independent and dependent variables.

dq
a) e t  e t q  q 2
dt

Independent variable  t , Dependent variable  q

b) t 3 x  2t 2 x  x 3  0

Independent variable  t , Dependent variable  x

1.1.2 Types of Differential Equations

There are two types of differential equations: ordinary differential equation (ODE) and

partial differential equation (PDE). If an equation contains only ordinary derivatives of one

or more dependent variables with respect to a single independent variable, it is said to be

an ODE. An ODE can be written in the form:


y n   F x, y, y , y ,..., y n 1 
Example 1.3

The following are some examples of ODE:

dy
a)  5y  e x
dx

d 2y dy
b) 2
  6y  0
dx dx

dx dy
c)   y  2x
dt dt

An equation involving partial derivatives of one or more dependent variables of two or

more independent variables is called a PDE.

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Example 1.4

The following are some examples of PDE:

 2u  2u
a)  0
x 2 y 2

 2u  2u u
b)  2
x 2
t 2 t

u v
c) 
y x

Note: In this course, we will only learn about ODE.

1.1.3 Notation for Derivatives

There are few different ways of writing derivatives as listed in Table 1.1.

Table 1.1: Notation for derivatives

Name Notation

dy d 2 y d 3 y
Leibniz , , ,...
dx dx 2 dx 3

y , y , y ,...
Prime

  
Newton’s dot s, s , s ,...
(t as independent variable)

Subscript u x , uy , u xx , uyy , u xy
(subscripts denote the independent variable)

We normally use Leibniz and prime notations for this course.

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1.1.4 Order of Differential Equation

The order of a differential equation is the order of the highest derivative in the equation.

For example,

3
d 2y  dy 
 5    4y  e x
 dx 
2
dx

is a second-order ODE. A first-order differential equation is an equation which contains

only first derivative. A second-order differential equation is an equation which contains

second derivative and possibly first derivative. The first-order ODE can also be written in

differential form as

M x, y dx  N x, y dy  0 .

For example,

y  x dx  4x dy  0 or 4xy   y  x .

An nth-order ODE in one independent variable can be expressed in general form as


F x, y, y ,..., y n   0 . (1.1)

The ODE

d ny
dx n

 f x, y , y ,..., y n 1 
is called the normal form of Equation (1.1).

Example 1.5

 f x, y 
dy
a) (Normal form of first-order ODE)
dx

d 2y
b)  f x, y , y  (Normal form of second-order ODE)
dx 2

xy
c) 4xy   y  x (The normal form of the first-order ODE is y   ).
4x
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1.1.5 Degree

The degree of a differential equation refers to the power of the highest derivative in the

equation.

Example 1.6

3
d 2y  dy 
a)  5    4y  e x is of degree 1.
 dx 
2
dx

b)   d 2y 

1  x  2   x
2 dy
dx
 2 is of degree 3.
 dx 

1.1.6 Linearity

The nth-order ODE


F x, y, y ,..., y n   0 
is said to be linear if F is linear in y, y ,..., y n  . In a linear differential equation,

 the dependent variable and all its derivatives are of the first degree (i.e. power is 1).

 each coefficient depends at most on the variable x.

 there are no terms involving a product of the dependent variable and its derivatives

and no terms involving the transcendental functions of the dependent variable.

Example 1.7

The following are some examples of linear ODE:

a) y  x dx  4x dy  0 (first-order linear ODE)

b) y   2y   y  0 (second-order linear ODE)

d 3y dy
c) 3
x  5y  e x (third-order linear ODE)
dx dx
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Example 1.8

The following are some examples of nonlinear ODE:

a) 1  y  y   2y  e x (coefficient of y  depends on y)

d 2y
b)  sin y  0 ( sin y is not a linear function)
dx 2

d 4y
c) 4
 y2  0 ( y 2 is nonlinear since the power of y is not 1)
dx

1.2 Solution of Differential Equations

1.2.1 Verification of Solution

We can verify whether a function is a solution of a differential equation by substituting the

function and its derivatives into the differential equation, and see whether the result is the

same on each side of the equation.

Example 1.9

Verify that the indicated function is a solution of the given differential equation.

dy 1 4
a)  x y; y  x
dx 16

Solution

1 4
y x
16

dy 4 3
 x
dx 16
1 
 x  x2 
4 

1 4
x x
16

dy
 x y (Verified)
dx
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b) y   2y   y  0; y  xex

Solution

y  xex

y   xex  e x

y   xex  e x  e x  xex  2e x

 
 y   2y   y  xe x  2e x  2 xe x  e x  xe x  0 (Verified)

1.2.2 Types of Solution

There are four types of solutions:

1. General Solution - The general solution of the differential equation is an equation

containing a number of arbitrary constants equal to the order of the differential

equation.

2. Particular Solution - Particular solutions are solutions with the evaluated arbitrary

constants.

3. Explicit Solution - An explicit solution is a solution in which the dependent variable

is expressed solely in terms of the independent variable and constants.

4. Implicit Solution - An implicit solution is a solution in which the dependent variable

is not expressed solely in terms of the independent variable and constants.

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Example 1.10

The general solution for a certain differential equation is given by

y  Ae x  Be 2 x .

Formulate the differential equation by eliminating the arbitrary constants from the general
solution.

Solution

y  Ae x  Be 2 x (1.2)

y   Ae x  2Be 2 x (1.3)

y   Ae x  4Be 2 x (1.4)

Equations (1.3) minus Equation (1.2), we have

y   y  Be 2 x (1.5)

Equations (1.4) minus Equation (1.2), we have

y   y  3Be 2 x (1.6)

Multiply Equations (1.5) by 3 and substract from Equation (1.6),

y   y  3y   y   3Be 2 x  3Be 2 x

 y   3y   2y  0

1.2.3 Family of Solution

When solving a first-order differential equation, F x, y, y   0 , we usually obtain a solution

containing a single arbitrary constant or parameter, C . A solution containing an arbitrary

constant represents a set Gx, y,C   0 of solutions called a one-parameter family of

solutions. Similarly, when solving an nth-order differential equation, we seek an n-

parameter family of solutions. This means a single differential equation can possess an
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infinite number of solutions corresponding to the unlimited number of choices for the

parameter(s).

Example 1.11

The general solution for the differential equation

dy y

dx 1  x

is y  C1  x , C is an arbitrary constant. Figure 1.1 shows a one-parameter family of

solutions for the above differential equation.

Figure 1.1: y  C1  x  for different values of C

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1.3 Initial-Value Problems (IVP) and Boundary-Value Problems (BVP)

A differential equation along with subsidiary conditions on the unknown function and its

derivatives, all given at the same value of the independent variable, constitutes an initial-

value problem (IVP). The subsidiary conditions are initial conditions. If the subsidiary

conditions are given at more than one value of the independent variable, the problem is a

boundary-value problem (BVP) and the conditions are boundary conditions.

Example 1.12

The following is an example of an IVP:

y   2y   e x ; y    1, y    2

Example 1.13

The following is an example of a BVP:

y   2y   e x ; y 0  1, y 1  1

EXERCISE

1. Obtain the differential equation for each of the following relations by eliminating the

constants.

a) y  Ax  B b) y  Ax 3  Bx

c) Ay  x  1 d) y  Ax  B e2 x

2. Verify that the indicated function is an explicit solution of the given differential

equation.

a) 2y   y  0 ; y  e x 2

dy 6 6  20 t
b)  20 y  24 ; y  e
dt 5 5

c) y   6y   13y  0 ; y  e3 x cos 2x
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3. Verify that the indicated expression is an implicit solution of the given differential

equation.

 2x  1
 x  11  2x  ;
dx
a) t  ln  
dt  x 1 

b)  
2xy dx  x 2  y dy  0 ;  2x 2 y  y 2  1

4. Prove that y  A cos ln x   B sin ln x  is the general solution of the equation

d 2y dy
x2 2
x  y  0.
dx dx

5. For each of the following differential equations, state the order, degree, dependent

variable and independent variable. State whether each equation is linear or

nonlinear. If nonlinear, state your reason(s).

y   tan 1  x  y  t 4 y 4   sin t  y   et y  ln t 
3 2 2
a) x 2 y   b)
y x

d 3s d 2s
c) y 5   4y   2y  0 d) t  0
dt 3 dt 2

x 2 y   yy   e y y 3   xy 6  sin y
3
e) f)

Answer

1 a) y   0 or xy   0 b) x 2 y   3 xy   3y  0

c) x  1 y   y  0 d) y   4y   4y  0

5 a) Third order, first degree, dependent variable  y ,

3
independent variable  x, nonlinear because of the term  y  is a product
y

of dependent variable and its derivative.

b) Fourth order, first degree, dependent variable  y ,

independent variable  t , linear

c) Fifth order, first degree, dependent variable  y ,

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independent variable  x, linear

d) Third order, first degree dependent variable  s,

independent variable  t , linear

e) Second order, third degree, dependent variable  y ,

independent variable  x, nonlinear because of the term  y y  is a product

of dependent variable and its derivative, and e y is a nonlinear function of

the dependent variable.

f) Third order, first degree, dependent variable  y ,

independent variable  x, nonlinear because siny is a nonlinear function of

the dependent variable and y 6 is not a first power.