CHAPTER 1

INTRODUCTION TO DIFFERENTIAL EQUATIONS

1.1 Introduction
The subject of differential equations constitutes a large and very important branch of
mathematics. Differential equations occur in connection with numerous problems encountered in
almost all branches of science and technology. Problems whose mathematical formulations give
rise to differential equations are those involving rates of change of one or more quantities with
respect to other quantities. Rates of change are expressed by derivatives, and therefore the
mathematical formulations involve derivatives, hence the name “differential equations”. In
order to obtain useful information from a differential equation, one solves the equation or one
obtains information about the solution to the equation.

Many of the basic laws of the physical sciences and, more recently, of the biological social
sciences and engineering are formulated in terms differential equations. In this section, we
define and show how some differential equations arise and how their solutions are obtained.

Definition 1.1
Let y be a function of one or several variables. Then an equation involving y and its
derivatives with respect to the independent variable(s) is called a differential equation
(abbreviated as D.E.).

The following are examples of differential equations.

Example 1.1
2
dy 2
d y ⎛ dy ⎞
1. =x+5 2. + xy⎜ ⎟ = 0
⎝ dx ⎠
2
dx dx
4
d x
2
d x ∂2z ∂2z ∂z
3. + 5 2 + 3x = sint 4. + 2 +2 = x2 y + 3
dt
4
dt ∂y 2
∂x ∂y
1
 2 1
⎛d2y⎞
2
⎛ dy ⎞ d 2 y ⎛ dy ⎞
3 2
5. ⎜⎜ ⎟⎟ =⎜y+ ⎟ 6. ⎜ ⎟ − xy = 0
2

⎝ dx ⎠ ⎝ dx ⎠ dx 2 ⎝ dx ⎠

Definition 1.2

A differential equation involving derivatives of a function of one variable is called an

Ordinary Differential Equation (abbreviated O.D.E).

In example 1.1 above, equations 1, 2, 3, 5, and 6 are O.D.E’s. In these equations, the variable
x is the single independent variable and y is the dependent variable. The derivatives are
ordinary derivatives hence the terminology: Ordinary Differential Equation.

Definition 1.3
A differential equation involving derivatives of a function of several variables is
called Partial Differential Equation (abbreviated P.D.E)

In example 1.1 above, equation 4 is a P.D.E. In this equation, x and y are the independent
variables and z is the dependent variable. The derivatives are partial derivatives, hence the
name: Partial Differential Equation.

In this book we shall deal only with ordinary differential equations. In the study of
differential equations, it is both advantageous and convenient to classify the equations into
different categories

1.2 Order of a Differential Equation

The order of an O.D.E is the largest positive n for which the nth derivative or differential occurs
in the differential equation.

Example 1.2

2
 2
y
The O.D.E 2 in example 1.1 is of the second order since the highest derivative d 2 involved is
dx
a second derivative. The O.D.E. 3 in example 1.1 is of the fourth order because the highest
4
y
derivative d 4 involved is a fourth derivative.
dx

1.3 Degree of a differential Equation

If a differential equation is written as a polynomial, then the highest power to which the highest
derivative appears in the equation is called the degree of the equation.

Example 1.3
2
d y + x ⎛ dy ⎞ + xy = 3
2
⎜ ⎟ x (1.1)
⎝ dx ⎠
2
dx
is a second order O.D.E of degree one;

2
⎛ d3 y ⎞ ⎛ dy ⎞⎛ d 2 y ⎞ dy
⎜⎜ 3 ⎟⎟ + y⎜ ⎟⎜⎜ 2 ⎟⎟ + x + y 2 = sinx (1.2)
⎝ dx ⎠ ⎝ dx ⎠⎝ dx ⎠ dx
is a third order O.D.E of degree two.

1.4 Linearity of Differential Equations

Both O.D.E and P.D.E are subdivided into two large classes, according to whether they are
linear or non-linear.

Definition 1.4
A linear O.D.E of order n , in the dependent variable y and the independent variable x ,
is an equation that is in, or can be expressed in the form

dn y d n −1 y dy
a o (x) n
+ a1 (x) n −1
+....+ a n −1 (x) + a n (x)y = b(x),
dx dx dx
where a 0 is not identically zero otherwise it is non-linear.

Observe that:
3
1. The dependent variable y and its various derivatives occur to the first degree only,
2. No products of y and/or any of its derivatives are present,
3. No transcendental functions of y and/or its derivatives occur.

Example 1.4
Equations
d2 y dy
2
+ 5 + 6y = 0 (1.3)
dx dx

d4 y 3
2 d y dy
4
+ x 3
+ x3 = xe x (1.4)
dx dx dx
are both linear.

Equations
d2y dy
2
+ 5 + 6 y2 = 0 (1.5)
dx dx
2
2
d y ⎛ dy ⎞
+ 5⎜ ⎟ + 6y = 0 (1.6)
⎝ dx ⎠
2
dx
d2 y dy
+ 5y + 6y = 0 (1.7)
dx 2 dx
are all non-linear.

Throughout this book we shall primarily confine ourselves to the solutions of linear ordinary
differential equations.

Exercise 1.1
Classify each of the following equations as ordinary or partial differential equations; state the
order and/or degree of each equation; and determine whether the equation under consideration is
linear or non-linear.
dy
1. + x 2 y = xe x
dx
d3 y d2 y dy
2. 3
+ 4 2
- 5 + 3 y = sinx
dx dx dx

4
 ∂2 u + ∂2 u = 0
3.
∂ x2 ∂ y2
2 2
4. x dy + y dx = 0
5
4
d y ⎛ d2 y ⎞
5. + 3⎜⎜ 2 ⎟⎟ + 5y = 0
⎝ dx ⎠
4
dx
2
6. d y
2
+ x sin y = 0
dx
3
⎛ dr ⎞ 2
d r
7. ⎜ ⎟ = +1
⎝ ds ⎠
2
ds

1.5 The Elimination of Arbitrary Constants

In practice, differential equations arise in many ways, some of which we shall encounter later.
There is one way of arriving at a differential equation, however, that is useful in that it gives us a
feeling for the kinds of solutions to be expected. In this section, we shall start with a relation
involving arbitrary constants and, by elimination of those arbitrary constants, come to a
differential equation consistent with the original relation. In a sense we start with the solution and
find the problem.

Methods for the elimination of arbitrary constants vary with the way in which the constants enter
the given relation. Because each differentiation yields a new relation, the number of derivatives
that need to be used is the same as the number of arbitrary constants to be eliminated. We shall in
each case determine the differential equation that is
(a) of order equal to the number of arbitrary constants in the given relation.
(b) Consistent with that relation.
(c) Free from arbitrary constants.

Example 1.5
Eliminate the arbitrary constants c1 and c2 from the relation

y = c1e −2 x + c 2 e 3 x . (1.8)

Solution:
Since two constants are to be eliminated, we obtain the two derivatives
5
 y ′ = −2c1e −2 x + 3c 2 e 3 x , (1.9)

y ′′ = 4c1e −2 x + 9c 2 e 3 x . (1.10)

The elimination of c1 from equations (1.9) and (1.10) yields

y ′′ + 2 y ′ = 15c 2 e 3 x ;

and the elimination of c1 from (1.8) and (1.9) yields

y ′ + 2 y = 5c 2 e 3 x .
Hence
y ′′ + 2 y ′ = 3( y ′ + 2 y )
or
y ′′ − y ′ − 6 y = 0

The above method has the advantage of making it easy to see that the elimination of the
constants c1 , c2 , …, cn from a relation of the form

y = c1e m1x + c 2 e m2 x + ... + c n e mn x

Will always lead to a linear differential equation

dny d n −1 y dy
a0 n
+ a1 n −1
+ ... + a n −1 + an y = 0 ,
dx dx dx
In which the coefficients a 0 , a1 , …, a n are constants. The study of such differential equations

will receive much of our attention.

Example 1.6
Eliminate the constant the constant a from the equation
( x − a )2 + y 2 = a2 .

Solution:
Direct differentiation of the relation yields
2( x − a ) + 2 yy ′ = 0 ,
from which we obtain
a = x + yy ′ .

6
Using the original equation, we find that
( yy ′)2 + y 2 = (x + yy ′)2 ,
or
y 2 = x 2 + 2 xyy ′
which may be written in the form
(x 2
)
− y 2 dx + 2 xydy = 0 .

Another method may be used in this example as an illustration of a device that is often helpful.
The method is based upon the isolation of an arbitrary constant. The equation
( x − a )2 + y 2 = a2
may be put in the form
x 2 + y 2 − 2ax = 0 ,
or
x2 + y2
= 2a .
x
Differentiating, we obtain
(
x(2 xdx + 2 ydy ) − x 2 + y 2 dx
=0
)
x2
or
(x 2
)
− y 2 dx + 2 xydy = 0
as desired.
g

Example 1.7
Eliminate B and α from the relation
x = B cos(ωt + α ) , (1.11)
in which ω is a parameter not to be eliminated.

First we obtain two derivates of x with respect to t :

= −ωB sin (ωt + α ) ,

dx
(1.12)
dt

7
 d 2x
2
= −ω 2 B cos(ωt + α ) . (1.13)
dt
Comparison of equations (1.11) and (1.13) shows at once that
d 2x
+ω2x = 0.
dt 2
g

Our examples suggest that in a certain sense the totality of solutions of an n th -order differential
equation depends on n arbitrary constants.

Exercise 1.2
In each of the following functions, eliminate the arbitrary constants
1. x sin y + x 2 y = c .

2. xy 2 −1 = cy .

3. cx 2 + x + y 2 = 0 .

4. x = A sin(ωt + β ) ; ω is a parameter not to be eliminated.

5. x = c1 cos ωt + c2 sin ωt ; ω is a parameter not to be eliminated.

6. y = cx + c 2 + 1

7. y = ax 2 + bx + c

8. y = x 2 + c1e 2 x + c 2 e 3 x

9. y = c1e 2 x cos 3 x + c 2 e 2 x sin 3x

1.6 Solution of Ordinary Differential Equations

Definition 1.5
A differentiable function y = f ( x ) that satisfies a given O.D.E is called a solution to the

O.D.E. The function y( x ) is said to satisfy the O.D.E when the substitution of y and its
derivatives in the O.D.E leads to an identity.

Example 1.8
dy
Verify that the O.D.E = 2 x is satisfied by y = x 2 + C where C is an arbitrary constant.
dx
8
Solution:
Integrating both sides of the D.E we obtain
dy
∫ dx dx = ∫ 2 xdx
or
y = x 2 + C where C is a constant of integration.

Example 1.9
Find the D.E satisfied by the parabola y 2 = 4ax for different values of a .

Solution:
The solution can be found by differentiating both sides of the equation
y 2 = 4ax (1.14)
with respect to x to get
dy
2y = 4a . (1.15)
dx
Eliminating a between equations (1.14) and (1.15) leads to a D.E satisfied by all such parabolas,
namely
dy y
= .
dx 2 x
g

Example 1.10
dy
Show that all solutions of the D.E = λy are of the form y = ce λx , where c is any constant.
dx

Solution:
Assume that the solution of the D.E is of the form
y = f (x )ce λx (1.16)

9
If we show that f (x ) is a constant then we shall have proved that all the solutions are of the

form y = ce λx .
Differentiate both sides of (1.16) with respect to x to get
dy df ( x ) λx
= ce + f (x )λce λx (1.17)
dx dx

Substituting (1.16) and (1.17) in the D.E yields

df ( x ) λx
dx
( )
ce + cλe λx f ( x ) = λce λx f ( x ) (1.18)

or
df ( x )
= 0. (1.19)
dx

On integrating (1.19) we obtain

f (x ) = c1 , a constant.

Hence y = f ( x )ce λx = c1ce λx = c 2 e λx where c 2 = c1c =constant.

Therefore all solutions are of the given form.

g

Example 1.11
Show that x 2 + y 2 = 64 is a solution of the D.E xdx + ydy = 0 .

Solution:
The D.E. can be re-written as
dy
x+ y =0
dx
Differentiating both sides of x 2 + y 2 = 64 we obtain
dy dy
2x + 2 y = 0 or x + y =0
dx dx
Which shows that x 2 + y 2 = 64 satisfies the given D.E.
g
10
Example 1.12
Form a D.E. whose solution is the function
y = Ae 2 x + Be −3 x (1.20)
Where A and B are arbitrary constants.

Solution:
We need to eliminate A and B from equations (1.20). This can be achieved by differentiating
twice (1.14) with respect to x . Thus
dy
= 2 Ae 2 x − 3Be −3 x , (1.21)
dx
d2y
2
= 4 Ae 2 x + 9 Be −3 x . (1.22)
dx

Solving (1.21) and (1.22) simultaneously yields

1 ⎛ dy d 2 x ⎞ −2 x 1 ⎛d2y dy ⎞
A= ⎜⎜ 3 + 2 ⎟⎟e and B = ⎜⎜ 2 − 2 ⎟⎟e 3 x .
10 ⎝ dx dx ⎠ 15 ⎝ dx dx ⎠

Substituting these values of A and B in equations (1.20) we get

1 ⎛ dy d 2 y ⎞ − 2 x 2 x 1 ⎛ d 2 y dy ⎞
y= ⎜⎜ 3 + 2 ⎟⎟e e + ⎜⎜ 2 − 2 ⎟⎟e −3 x e 3 x
10 ⎝ dx dx ⎠ 15 ⎝ dx dx ⎠

1 dy 1 d 2 y
= + .
6 dx 6 dx 2

d 2 y dy
Therefore + − 6 y = 0 is the required equation.
dx 2 dx
g

Exercise 1.3
1
1. Is y( x ) = a solution of the differential equation
x
y′ = − y2
(a) on the interval [-1,1 ] ? why?
11
 (b) on the interval (0, ∞) ? why?

Is y( x ) = x a solution of the differential equation ( y ′) = 1

2
2.

(a) on the interval [-1,1]? why?

(b) on the interval (0, ∞) ? why?

3. For each of the following differential equations, verify that the given function or
functions is an explicit solution and specify the interval or intervals on which the solution
exists.
(a) y′ − y2 = 1; y1 = tan x

(b) y ′ + 3 y = 1 + 3 x; y1 = x ; y 2 = 2 e −3 x + x
1
(c) x 2 y ′′ + xy ′ − y = 0 ; y1 = x ; y2 =
x
x π
(d) y ′ = sin x ;
2
y1 = ∫ sin t dt ;
2
y 2 = − ∫ sin t 2 dt
0 x

4.(a) Show that x 3 + 3xy 2 = 1 is an implicit solution of the differential equation

dy
2xy + x 2 + y 2 = 0 on the interval 0 < x < 1 .
dx
(b) Verity that the relation xy 2 + yx 2 = 1 is an implicit solution of the differential equation

2 xyy ′ + y 2 = −1 on the interval (0,1).

5. For certain values of the constant m, the function f defined by f ( x ) = e mx is a

solution of the differential equation
d3y d2y dy
3
− 3 2
− 4 + 12 y = 0.
dx dx dx
Determine all such values of m.

12