DIFFERENTIAL EQUATIONS 1 (MATH 350) NOTES

Dr Chisara Peace Ogbogbo

Contents
Introduction 2

Basic Concepts 2

Order of a D.E. 3

Degree of a D.E. 3

Solutions of Differential Equation 4

Linear and Non-Linear O.D.E.s 5

Explicit and Implicit Solution 6

The Solution of O.D.E. 6

1
Introduction
By now, we understand the concept of functions. When two variables x, y are so related in such a way that the
value of one (say y) depends on values of the other, then we say y is a function of x, and we write y = f (x).
We also know what the derivative of a function is, for a function y = f (x) which is obtained by differentiating
y w.r.t x. The derivative of y w.r.t x is denoted dy/dx, y ′ , f ′ (x), etc.
Generally, a differential equation is a mathematical equation which relates a function with its derivative(s).
A differential equation is an equation that involves a function and one or more of its derivatives. A D.E. is an
equation that contains derivatives.
D.E.s are of interest because many real life situations can be modelled as D.E.s. The theory and approach of
D.E. have applications in diverse fields of human endeavour. These are used to solve problems in Engineering,
Geology, Economics, Physics and Chemistry. Biomedical Systems can also be modelled as D.E.s. The applied
mathematical area of Biological Mathematics uses D.E.s to model diseases and other social systems. D.E.s can
be used to describe heat flow, population growth, decay of radioactive material, etc.
The following are examples of D.E.s:

1. dy/dx = 3x2 + 5
2. dp/dt = kp
dy 2 dy
3. ( dx ) + 3 dx + 2y = ex

dy/dx = 3x2 + x + 5 (1)

Equation 1 can be solved by obtaining y = f (x) such that the derivative of y will yield the function on the
r.h.s

Basic Concepts
1. Variables: Dependent and Independent Variables
When two variables x and y are so related that values of one variable y depend on the values of x, we say y is
a function of x, y = f (x).
y is the dependent variable and x is the independent variable. If we can directly express y in terms of x (using
a simple formula), such equation is called an explicit function. y is expressed explicitly in terms of x. E.g.
2
y = x2 + 4, y = 3x2 − 4x + 5, x2 + 3xy 2 − 5x + 6 = 0 can be expressed as y = ±( −x +5x−6
3x )1/2 .
When y cannot be expressed explicitly in terms of x, it is called an implicit function.
E.g 2x2 + log y + sin xy 2 + 2x = 0.
When we have more than two variables in the expression (say y, x, t) such that y can be expressed in terms
of x and t explicitly,i.e. given the values of x and t, we can determine the value of y, then x and t are the
independent variables while y is the dependent variable. E.g. y = x2 t + 3xt2 − 5

2. Derivatives or Differential Coefficients

If y = f (x) is a given function, the derivative of y w.r.t x is given as dy/dx. This is also called the
differential coefficient.When we have a function of more than one dependent variable, say y = f (x, t), the
derivatives in this case are called partial derivatives .i.e. partial derivative of y w.r.t t, denoted ∂y/∂t and
partial derivative of y w.r.t x, denoted by ∂y/∂x.
We can obtain higher order derivatives:
Second order derivatives- ∂ 2 y/∂x2 , ∂ 2 y/∂t2
Third order derivatives- ∂ 3 y/∂x3 , ∂ 3 y/∂t3
Fourth order derivatives- ∂ 4 y/∂x4 , ∂ 4 y/∂t4

3. Differential Equations
A D.E. can also be defined as an equation relating two or more variables in terms of derivatives or differentials.

2 Chisara P. Ogbogbo
In a D.E., we have the derivative(s), the dependent and the independent variables may also be given.

dy/dx = 5 (2)
3 3 2
d y/dt − y = 0 (3)
(1 − x)dy − (y − 1)dx = 0 (4)
2 2 2
∂ s ∂ s ∂ s
2
+ 2
+ 2 =0 (5)
∂t ∂x ∂z
∂r
= 2xt (6)
∂x
A differential equation which has only two variables, a dependent and independent variable, and their derivatives
is called an O.D.E(Ordinary Differential Equation). E.g.s Equations 2, 3 and 4. If there are more than one
independent variable or the derivative is partial, then the D.E. is called Partial Differential Equation. Examples
are Equations 5 and 6.

Order of a D.E
The highest order of the derivative that appears in the differential equation is called the order of the D.E. Now,
Equations 2 and 6 above are of order one. Also Equations 3 and 5 are of order 3 and 2 respectively.

Degree of a D.E.
In a D.E., the exponent of the highest derivative when it is cleared of fraction is called the degree of the D.E..
Example, Equations 3 and 5 are all of degree 1. To obtain degree for the DE below, all fractional indices has to
be cleared.
 2  12
d y
−4+y =0
dx2

We have
1
d2 y 2

=4−y
dx2
d2 y
= (4 − y)2
dx2
The degree can then be seen to be one for
3
d2 y

1
− y2 = 0
dx2

The degree is 3, there is no need to clear fractional indices. Not all D.E.s have degree. If the highest ordered
derivative is in terms of trigonometric ratios, hyperbolic functions, logarithmic, exponential functions, such
equations have no degree (because these functions sin, cos, log,... are expressible in infinite series)
 2 
d y d2 y
log 2
+ 2 = 0 has no degree
dx dx
 2 3  
d y dy
2
+ sin +y =0 is of degree 3
dx dx
d2 y
+ log y = 0 is of degree 1
dx2

3 Chisara P. Ogbogbo
Class Exercise
What are the orders of the following D.E.s:
1. dy/dt = ky
2. xy ′ + y = x2
3. y ′′′ = 16e−2x
4. y ′′ + y ′ + (cosx)y = ex

Tell the order and degree of the equation below:

(y ′′′ )3 = 8e−2x

Solutions of Differential Equation

A function f is called a solution of a D.E. if the equation is satisfied (lhs = rhs) when y = f (x) and its
derivatives are substituted into the equation.

Consider y ′ = xy (7)
Now, f is a solution to Equation 7 if f ′ (x) = xf (x) ∀ values of x in some interval.
In solving a D.E. we desire all possible solutions of the equation. There are two types of solution: General
Solution and Particular Solution.
A general solution of an nth order D.E. is a solution involving n arbitrary constants.
When conditions are given such that the arbitrary constants are determined, the solution obtained is a Particular Solution.
When a particular solution is desired, we are given value(s) of y for specified value(s) of x. E.g. dy/dx = f (x, y);
y(xo ) = yo .
For a first order D.E., there will be one arbitrary constant. For a second order D.E. there will be two arbitrary
constants. For a third order D.E. there will be three arbitrary constants.
Example, the general solution of the third order D.E. y ′′′ = 16e−2x
d3 y −2x
( dx 3 = 16e ) can be found by three successive integrations. It would involve three arbitrary constants.
First integration yields
y ′′ = −8e−2x + c1
Second integration yields
y ′ = 4e−2x + c1 x + c2
2
Finally, y = −2e−2x + c12x + c2 x + c3 . Now, c1 , c2 , c3 are arbitrary constants.

NOTE : Consider, dy/dx = f (x, y) ; y(xo ) = yo

If the independent variable is given at zero i.e. x = 0. e.g. dy/dx = f (x, y) ; y(0) = yo
The problem is called an initial value problem. However, if the independent variable is specified at other
value(s), not zero. e.g. dy/dx = f (x, y) ; y(xi ) = yi , the problem is called a boundary value problem. Solution
determined when initial or boundary values are given is called a particular solution. Also, not all D.E.s have
determinable solutions.

Solution of Differential Equations

There are three main approaches that can be used to determine or obtain the solution of a D.E. Namely, Ana-
lytical approach, Qualitative approach and Numerical method.

Analytical approach looks for explicit formula that describes the behaviour of the solution. A formula is
obtained for future values of the quantity.

Qualitative approach involves use of geometry to describe behaviour of the solution. This approach gen-
erates rough sketch of the graph of the quantity or function and its long term behaviour.

4 Chisara P. Ogbogbo
Numerical Method is a computational approach which presents a numerical approximation of the desired
solution.

For Math 350, we pay attention to analytic solutions.

The graph of a solution ϕ of an O.D.E is called a solution curve

A first order D.E. can be written in differential form: Example,

M (x, y)dx + N (x, y)dy = 0.

An nth order D.E. can be written in general form as

F (x, y, y ′ , ..., y (n) ) = 0 (8)

We can also write Equation 8 in the normal form as

dn y
= f (x, y, y ′ , ..., y (n−1) ) (9)
dxn
Normal forms include
dy
= f (x, y) − general first order D.E.
dx
d2 y
= f (x, y, y ′ ) − general second order D.E.
dx2
By solving for the derivative dy/dx, the normal form of the first order D.E.

dy
4x + y = x is
dx
dy x−y
=
dx 4x
By solving for the derivative y ′′ the normal form of the second order differential equation

y ′′ − y ′ + 6 = 0 is
y ′′ = y ′ − 6y

Linear and Non-linear O.D.E.s

An nth order O.D.E. equation 8 is said to be linear when equation 8 is written as

an (x)y (n) + an−1 (x)y (n−1) + ... + a1 (x)y ′ + a0 (x)y − g(x) = 0

i.e.
dn y dn−1 y dy
an (x) n
+ an−1 (x) n−1
+ ... + a1 (x) + a0 (x)y = g(x) (10)
dx dx dx
Two special cases of equation 10 are linear first order (n=1) and linear second order (n=2) D.E.s. i.e.
dy
a1 (x) + a0 (x)y =g(x) − linear first order
dx
d2 y dy
a2 (x) 2 + a1 (x) + a0 (x)y = g(x) − linear second order
dx dx
Two main properties of a linear O.D.E. are given as:

5 Chisara P. Ogbogbo
1. The dependent variable y and all its derivatives y ′ , y ′′ , ..., y (n) are of the first degree, i.e. the power of
each term involving y is 1

2. The coefficients a0 , a1 , ..., an of y, y ′ , ..., y (n) depend at most on the independent variable x.

A nonlinear O.D.E. is an O.D.E. that is not linear.

Nonlinear functions of the dependent variable y or its derivatives, such as siny or ey cannot appear in a linear
equation.
We illustrate with the following examples:
The equations

(i) (y − x)dx + 4xdy = 0 − linear first order

(ii) y” − 2y ′ + y = 0 − linear second order
d3 y dy
(iii) x3 3
+x − 5y = ex − linear third order
dx dx

Now, (i), (ii), and (iii) are all linear O.D.E.s.

(iv) (1 − y)y ′ + 2y = ex
d2 y
(v) + siny = 0
dx2
d4 y
(vi) + y2 = 0
dx4

Also, (iv) is nonlinear since coefficient of y’ depends on y,

(v) is not linear since siny is a nonlinear function of y and
(vi) is not linear since the power of y is 2, but not 1

Explicit and Implicit Solution

A solution in which the dependent variable is expressed solely in terms of the independent variable and constants
is said to be an explicit solution. Examples:

1 3
y= x
10
y = xex
1
y=
2x
A relation c1 (x, y) = 0 is said to be an implicit solution of an O.D.E equation 8 on an interval I provided that
there exists at least one function ϕ that satisfies the relation as well as the differential equation on I.

The Solution of O.D.E.

A function U , defined on an interval I and possessing at least n derivatives that are continuous on I, which
when substituted into an nth-order O.D.E. reduces the equation to an identity, is said to be a solution of the
equation on the interval.
Simply put, a function is a solution if after substituting, each side of the equation is the same for every x in the
interval.

6 Chisara P. Ogbogbo
The interval I referred to above is called interval of definition, interval of existence, interval of validity, or the
domain of the solution
The interval I can be (a, b), [a, b], (a, ∞), (−∞, ∞), etc.
A solution (of a D.E.) which is identically zero on an interval I is called a trivial solution.

Example
The function
1 4
y= x
16
is a solution of the D.E.
dy
= xy 1/2 on (−∞, ∞)
dx
We verify as follows:
lhs : differentiate y
 
d 1 4 1 3 1
x = 4x = x3
dx 16 16 4

rhs : substitute
1 4
x for y in xy 1/2
16
That is,

 1/2 r
1 4 1 4 1
x x =x x = x x2
16 16 4
1
= x3
4
1 4
∴ 16 x is a solution since lhs = rhs.

The graph of a solution U of an O.D.E is called a solution curve. One of the differences between a linear
and nonlinear DE is the existence and uniqueness of solution.

7 Chisara P. Ogbogbo