1

Introduction to Differential Equations

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1.1 Definitions and Terminology

Copyright © Cengage Learning. All rights reserved.

Definitions and Terminology (1 of 20)

Definition 1.1.1 Differential Equation

An equation containing the derivatives of one or more
unknown functions (or dependent variables), with respect
to one or more independent variables, is said to be a
differential equation (DE).

3
Definitions and Terminology (2 of 20)
Classification by Type
If a differential equation contains only ordinary derivatives of
one or more unknown functions with respect to a single
independent variable, it is said to be an ordinary
differential equation (ODE).

An equation involving partial derivatives of one or more

unknown functions of two or more independent variables is
called a partial differential equation (PDE). Our first
example illustrates several of each type of differential
equation.

4
Example 1 – Types of Differential Equations (1 of 2)

(a) The equations

are examples of ordinary differential equations.

5
Example 1 – Types of Differential Equations (2 of 2)

(b) The following equations are partial differential equations:

6
Definitions and Terminology (3 of 20)
Notation
Throughout this text ordinary derivatives will be written by
using either the Leibniz notation
or the prime notation y′, y″, y‴, ....

7
Definitions and Terminology (4 of 20)
For example, in the equation

it is immediately seen that the symbol x now represents a

dependent variable, whereas the independent variable is t.

8
Definitions and Terminology (5 of 20)
You should also be aware that in physical sciences and
engineering, Newton’s dot notation (derogatorily referred to
by some as the “flyspeck” notation) is sometimes used to
denote derivatives with respect to time t.

Thus the differential equation becomes

Partial derivatives are often denoted by a subscript
notation indicating the independent variables.

9
Definitions and Terminology (6 of 20)
For example, with the subscript notation the second
equation in (3) becomes uxx = utt − 2ut.

10
Definitions and Terminology (7 of 20)
Classification by Order
The order of a differential equation (either ODE or PDE)
is the order of the highest derivative in the equation. For
example,

is a second-order ordinary differential equation. A first-order

ordinary differential equation is sometimes written in the
differential form
M(x, y) dx + N(x, y) dy = 0.

11
Example 2 – Differential Form of a First-Order ODE (1 of 2)

If we assume that y is the dependent variable in a first-order

ODE, then recall from calculus that the differential dy is
defined to be dy = y′dx.

(a) By dividing by the differential dx an alternative form of

the equation (y − x) dx + 4x dy = 0 is given by

12
Example 2 – Differential Form of a First-Order ODE (2 of 2)

(b) By multiplying the differential equation

by dx we see that the equation has the alternative

differential form

13
Definitions and Terminology (8 of 20)
In symbols we can express an nth-order ordinary differential
equation in one dependent variable by the general form

where F is a real-valued function of n + 2 variables:

x, y, y′, ... ,

For both practical and theoretical reasons we shall also

make the assumption hereafter that it is possible to solve an
ordinary differential equation in the form (4) uniquely for the
highest derivative in terms of the remaining n + 1
variables.

14
Definitions and Terminology (9 of 20)
The differential equation

where f is a real-valued continuous function, is referred to

as the normal form of (4). Thus when it suits our purposes,
we shall use the normal forms

to represent general first- and second-order ordinary

differential equations.

15
Example 3 – Normal Form of an ODE
(a) By solving for the derivative dy ∕dx the normal form of the
first-order differential equation

(b) By solving for the derivative y″ the normal form of the

second-order differential equation

y″ − y′ + 6 = 0 is y″ = y′ − 6y.

16
Definitions and Terminology (10 of 20)
Classification by Linearity
An nth-order ordinary differential equation (4) is said to be
linear if F is linear in y, y′, . . . , This means that an
nth-order ODE is linear when (4) is
or

17
Definitions and Terminology (11 of 20)
Two important special cases of (6) are linear first-order
(n = 1) and linear second-order (n = 2) DEs:

A nonlinear ordinary differential equation is simply one that

is not linear. Nonlinear functions of the dependent variable
or its derivatives, such as sin y or cannot appear in a
linear equation.

18
Example 4 – Linear and Nonlinear ODEs (1 of 2)

(a) The equations

are, in turn, linear first-, second-, and third-order ordinary

differential equations.

19
Example 4 – Linear and Nonlinear ODEs (2 of 2)

(b) The equations

are examples of nonlinear first-, second-, and fourth-

order ordinary differential equations, respectively.

20
Definitions and Terminology (12 of 20)
Definition 1.1.2 Solution of an ODE
Any function Φ, defined on an interval I and possessing at
least n derivatives that are continuous on I, which when
substituted into an nth-order ordinary differential equation
reduces the equation to an identity, is said to be a solution
of the equation on the interval.

21
Definitions and Terminology (13 of 20)
Interval of Definition
You cannot think solution of an ordinary differential
equation without simultaneously thinking interval. The
interval I in previous definition is variously called the
interval of definition, the interval of existence, the
interval of validity, or the domain of the solution and can
be an open interval (a, b), a closed interval [a, b], an infinite
interval (a, ), and so on.

22
Example 5 – Verification of a Solution
Verify that the indicated function is a solution of the given
differential equation on the interval

Solution:
One way of verifying that the given function is a solution is to
see, after substituting, whether each side of the equation is
the same for every x in the interval.

23
Example 5 – Solution (1 of 1)
From

we see that each side of the equation is the same for every
real number x. Note that is, by definition, the
nonnegative square root of

24
Definitions and Terminology (14 of 20)
A solution of a differential equation that is identically zero
on an interval I is said to be a trivial solution.

Solution Curve
The graph of a solution Φ of an ODE is called a solution
curve. Since Φ is a differentiable function, it is continuous
on its interval I of definition. Thus there may be a difference
between the graph of the function Φ and the graph of the
solution Φ. Put another way, the domain of the function Φ
need not be the same as the interval I of definition (or
domain) of the solution Φ. Example 6 illustrates the
difference.

25
Example 6 – Function versus Solution (1 of 4)

(a) The domain of y = 1 ∕ x, considered simply as a

function, is the set of all real numbers x except 0.
When we graph y = 1 ∕ x, we plot points in the xy-plane
corresponding to a judicious sampling of numbers
taken from its domain.

The rational function

y = 1 ∕ x is discontinuous
at 0, and its graph, in a
neighbourhood of the
origin, is given in the In Example 6 the function y = 1 ∕ x is
figure. not the same as the solution y = 1 ∕ x
Figure 1.1.1

26
Example 6 – Function versus Solution (2 of 4)

The function y = 1 ∕ x is not differentiable at x = 0, since

the y-axis (whose equation is x = 0) is a vertical
asymptote of the graph.

(b) Now y = 1 ∕ x is also a solution of the linear first-order

differential equation xy′ + y = 0. (Verify.) But when we
say that y = 1 ∕ x is a solution of this DE, we mean that
it is a function defined on an interval I on which it is
differentiable and satisfies the equation.

27
Example 6 – Function versus Solution (3 of 4)

In other words, y = 1 ∕ x is a solution of the DE on any

interval that does not contain 0, such as (−3, −1),

Because the solution curves defined by y = 1 ∕ x for −3 < x

< −1 and are simply segments, or pieces, of
the solution curves defined by y = 1 ∕ x for − < x < 0 and
0 < x < , respectively, it makes sense to take the
interval I to be as large as possible.

28
Example 6 – Function versus Solution (4 of 4)

Thus we take I to be either The solution

curve on is shown in the figure.

In Example 6 the function y = 1 ∕ x is

not the same as the solution y = 1 ∕ x
Figure 1.1.1

29
Definitions and Terminology (15 of 20)
Explicit and Implicit Solutions
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.

Definition 1.1.3 Implicit Solution of an ODE

A relation G(x, y) = 0 is said to be an implicit solution of
an ordinary differential equation (4) 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.

30
Example 7 – Verification of an Implicit Solution (1 of 3)

The relation is an implicit solution of the

differential equation

on the open interval (−5, 5). By implicit differentiation we

obtain

31
Example 7 – Verification of an Implicit Solution (2 of 3)

Solving the last equation in (9) for the symbol dy ∕ dx gives

(8). Moreover, solving for y in terms of x yields

The two functions

satisfy the relation (that is,
and are explicit solutions defined on the interval (−5, 5).

32
Example 7 – Verification of an Implicit Solution (3 of 3)

The solution curves given in figures are segments of the

graph of the implicit solution in the figure.

An implicit solution and two explicit solutions of (8) in Example 7

Figure 1.1.2

33
Definitions and Terminology (16 of 20)
Families of Solutions
The study of differential equations is similar to that of integral
calculus. When evaluating an antiderivative or indefinite
integral in calculus, we use a single constant c of integration.

Analogously, we shall see that when solving a first-order

differential equation F(x, y, y′) = 0 we usually obtain a
solution containing a single constant or parameter c.

A solution of F(x, y, y′) = 0 containing a constant c is a set of

solutions G(x, y, c) = 0 called a one-parameter family of
solutions.

34
Definitions and Terminology (17 of 20)
When solving an nth-order differential equation

we seek an n-parameter family of solutions

G(x, y, c1, c2, ... , cn) = 0. This means that a single differential
equation can possess an infinite number of solutions
corresponding to an unlimited number of choices for the
parameter(s).

A solution of a differential equation that is free of parameters

is called a particular solution.

35
Example 8 – Particular Solutions
The two-parameter family is an explicit
solution of the linear second-order equation

y″ − 2y′ + y = 0

In the figure we have shown

seven of the “double infinity” of
solutions in the family.
Some solutions of DE in part (b) of Example 8
Figure 1.1.4

The solution curves in red, green, and blue are the graphs of
the particular solutions (c1 = 0, c2 = 5),
(c1 = 3, c2 = 0), and (c1 = 5, c2 = 2), respectively.

36
Definitions and Terminology (18 of 20)
Sometimes a differential equation possesses a solution that
is not a member of a family of solutions of the equation—that
is, a solution that cannot be obtained by specializing any of
the parameters in the family of solutions. Such an extra
solution is called a singular solution.

In all the preceding examples we used x and y to denote the

independent and dependent variables, respectively. But you
should become accustomed to seeing and working with
other symbols to denote these variables. For example, we
could denote the independent variable by t and the
dependent variable by x.

37
Example 9 – Using Different Symbols (1 of 2)

The functions x = c1 cos 4t and x = c2 sin 4t, where c1 and c2

are arbitrary constants or parameters, are both solutions of
the linear differential equation
x″ + 16x = 0.

For x = c1 cos 4t the first two derivatives with respect to t are

x′ = −4c1 sin 4t and x″ = −16c1 cos 4t. Substituting x″ and x
then gives

x″ + 16x = −16c1 cos 4t + 16(c1 cos 4t) = 0.

38
Example 9 – Using Different Symbols (2 of 2)

In like manner, for x = c2 sin 4t we have x″ = −16c2 sin 4t,

and so

x″ + 16x = −16c2 sin 4t + 16(c2 sin 4t) = 0.

Finally, it is straightforward to verify that the linear

combination of solutions, or the two-parameter family
x = c1 cos 4t + c2 sin 4t, is also a solution of the differential
equation.

39
Example 10 – Piecewise-Defined Solution (1 of 2)

The one-parameter family of quartic monomial functions

is an explicit solution of the linear first-order
equation xy′ − 4y = 0 on the interval

(Verify.) The blue and red solution

curves shown in the figure are the
graphs of
and correspond to the choices
c = 1 and c = −1, respectively.
Some solutions of DE in Example 10
Figure 1.1.5

40
Example 10 – Piecewise-Defined Solution (2 of 2)

The piecewise-defined differentiable function

is also a solution of the differential equation but cannot be

obtained from the family by a single choice of c.

As seen in the figure the solution is

constructed from the family by
choosing c = −1 for x < 0 and c = 1
for x ≥ 0.
Some solutions of DE in Example 10
Figure 1.1.5

41
Definitions and Terminology (19 of 20)
Systems of Differential Equations
Up to this point we have been discussing single differential
equations containing one unknown function. But often in
theory, as well as in many applications, we must deal with
systems of differential equations.

A system of ordinary differential equations is two or

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

42
Definitions and Terminology (20 of 20)
For example, if x and y denote dependent variables and t
denotes the independent variable, then a system of two first-
order differential equations is given by

A solution of a system such as (10) is a pair of

differentiable functions x = Φ1(t), y = Φ2(t), defined on a
common interval I, that satisfy each equation of the system
on this interval.

43
1.2 Initial-Value Problems

Copyright © Cengage Learning. All rights reserved.

Initial-Value Problems (1 of 14)
Introduction
We are often interested in problems in which we seek a
solution y(x) of a differential equation so that y(x) also
satisfies certain prescribed side conditions, that is,
conditions that are imposed on the unknown function y(x)
and its derivatives at a number x0.

45
Initial-Value Problems (2 of 14)
On some interval I containing x0 the problem of solving an
nth-order differential equation subject to n side conditions
specified at x0:

where y0, y1, ... , yn − 1 are arbitrary constants, is called an

nth-order initial-value problem (IVP).

46
Initial-Value Problems (3 of 14)
The values of y(x) and its first n − 1 derivatives at
x0, y(x0) = y0, y′(x0) = y1, ... , are called initial
conditions (IC).

47
Initial-Value Problems (4 of 14)
Geometric Interpretation The cases n = 1 and n = 2 in (1),

are examples of first- and second-order initial-value

problems, respectively.
48
Initial-Value Problems (5 of 14)
These two problems are easy to interpret in geometric
terms. For (2) we are seeking a solution y(x) of the
differential equation y′ = f(x, y) on an interval I containing x0
so that its graph passes through the specified point (x0, y0).
A solution curve is shown in blue in the figure.

Solution curve of first-order IVP

Figure 1.2.1

49
Initial-Value Problems (6 of 14)
For (3) we want to find a solution y(x) of the differential
equation y″ = f(x, y, y′) on an interval I containing x0 so that
its graph not only passes through (x0, y0) but the slope of
the curve at this point is the number y1. A solution curve is
shown in blue in the figure.

Solution curve of second-order IVP

Figure 1.2.2

50
Initial-Value Problems (7 of 14)
The words initial conditions derive from physical systems
where the independent variable is time t and where y(t0) = y0
and y′(t0) = y1 represent the position and velocity,
respectively, of an object at some beginning, or initial, time t0.

51
Example 1 – Two First-Order IVPs (1 of 3)

(a) In Problem 45 in Exercises 1.1 you were asked to

deduce that is a one parameter family of
solutions of the simple first-order equation y′ = y. All the
solutions in this family are defined on the interval

If we impose an initial condition, say, y(0) = 3, then

substituting x = 0, y = 3 in the family determines the
constant

52
Example 1 – Two First-Order IVPs (2 of 3)

Thus is a solution of the IVP

y′ = y, y(0) = 3.

(b) Now if we demand that a solution curve pass through

the point (1, −2) rather than (0, 3), then y(1) = −2 will
yield −2 = ce or

53
Example 1 – Two First-Order IVPs (3 of 3)

In this case is a solution of the IVP

y′ = y, y(1) = −2.

The two solution curves are shown in dark blue and dark
red in the figure.

Solution curves of two IVPs in Example 1

Figure 1.2.3 54
Example 3 – Second-Order IVP
We know that x = c1 cos 4t + c2 sin 4t is a two parameter
family of solutions of x″ + 16x = 0. Find a solution of the initial-
value problem

Solution:
We first apply x(π ∕ 2) = −2 to the given family of solutions:
c1 cos 2π + c2 sin 2π = −2. Since cos 2π = 1 and sin 2π = 0,
we find that c1 = −2.

55
Example 3 – Solution (1 of 1)
We next apply x′(π ∕ 2) = 1 to the one-parameter family
x(t) = −2 cos 4t + c2 sin 4t. Differentiating and then setting
t = π ∕ 2 and x′ = 1 gives 8 sin 2π + 4c2 cos 2π = 1, from
which we see that

Hence is a solution of (4).

56
Initial-Value Problems (8 of 14)
Existence and Uniqueness
Two fundamental questions arise in considering an initial-
value problem:

Does a solution of the problem exist? If a solution

exists, is it unique?

57
Initial-Value Problems (9 of 14)
For the first-order initial-value problem we ask:

The next example illustrates an initial value problem with

two solutions.

58
Example 4 – An IVP Can Have Several Solutions (1 of 2)

Each of the functions satisfies the

differential equation and the initial condition
y(0) = 0, so the initial-value problem

has at least two solutions.

59
Example 4 – An IVP Can Have Several Solutions (2 of 2)

As illustrated in the figure, the graphs of both functions,

shown in red and blue pass through the same point (0, 0).

Two solution curves of the same IVP in Example 4

Figure 1.2.5

60
Initial-Value Problems (10 of 14)
Theorem 1.2.1 Existence of a Unique Solution

Let R be a rectangular region in the xy-plane defined by

a ≤ x ≤ b, c ≤ y ≤ d that contains the point (x0, y0) in its
interior.

If f(x, y) and ∂f ∕ ∂y are continuous on R, then there exists

some interval I0: (x0 − h, x0 + h), h > 0, contained in [a, b],
and a unique function y(x), defined on I0, that is a solution
of the first order initial value problem.

61
Initial-Value Problems (11 of 14)
The geometry of Theorem 1.2.1 is illustrated in the figure.

Rectangular region R

Figure 1.2.6

62
Example 5 – Example 4 Revisited (1 of 2)
We saw in Example 4 that the differential equation
possesses at least two solutions whose graphs pass through
(0, 0). Inspection of the functions

shows that they are continuous in the upper half-plane

defined by y > 0.

63
Example 5 – Example 4 Revisited (2 of 2)
Hence Theorem 1.2.1 enables us to conclude that through
any point (x0, y0), y0 > 0 in the upper half-plane there is
some interval centered at x0 on which the given differential
equation has a unique solution.

Thus, for example, even without solving it, we know that

there exists some interval centered at 2 on which the initial-
value problem has a unique solution.

64
Initial-Value Problems (12 of 14)
Interval of Existence/Uniqueness
Suppose y(x) represents a solution of the first order initial-
value problem. The following three sets on the real x-axis
may not be the same: the domain of the function y(x), the
interval I over which the solution y(x) is defined or exists,
and the interval I0 of existence and uniqueness.

Now suppose (x0, y0) is a point in the interior of the

rectangular region R in Theorem 1.2.1.

65
Initial-Value Problems (13 of 14)
It turns out that the continuity of the function f(x, y) on R by
itself is sufficient to guarantee the existence of at least one
solution of dy ∕ dx = f(x, y), y(x0) = y0, defined on some
interval I. The interval I of definition for this initial-value
problem is usually taken to be the largest interval containing
x0 over which the solution y(x) is defined and differentiable.

The interval I depends on both f (x, y) and the initial

condition y(x0) = y0.

66
Initial-Value Problems (14 of 14)
Theorem 1.2.1 does not give any indication of the sizes of
intervals I and I0; the interval I of definition need not be as
wide as the region R, and the interval I0 of existence and
uniqueness may not be as large as I.

The number h > 0 that defines the interval I0: (x0 − h, x0 + h)

could be very small, so it is best to think that the solution
y(x) is unique in a local sense—that is, a solution defined
near the point (x0, y0).

67
 Differential Equations as
1.3 Mathematical Models

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Differential Equations as Mathematical Models (1 of 8)

Introduction
In this section we introduce the notion of a differential
equation as a mathematical model and discuss some
specific models.

Mathematical Models
It is often desirable to describe the behavior of some real-life
system or a phenomenon—whether physical, sociological, or
even economic—in mathematical terms. The mathematical
description of a system or a phenomenon is called a
mathematical model and is constructed with certain goals
in mind.
69
Differential Equations as Mathematical Models (2 of 8)

Construction of a mathematical model of a system starts with

(i) identification of the variables that are responsible for
changing the system. We may choose not to
incorporate all these variables into the model at first.
In this step we are specifying the level of resolution
of the model.
Next
(ii) we make a set of reasonable assumptions, or
hypotheses, about the system we are trying to
describe. These assumptions will also include any
empirical laws that may be applicable to the system.

70
Differential Equations as Mathematical Models (3 of 8)

The steps of the modelling process are shown in the diagram

in the figure below.

Steps in the modelling process with differential equations

Figure 1.3.1

71
Differential Equations as Mathematical Models (4 of 8)

Suspended Cables
Suppose a flexible cable, wire, or heavy rope is
suspended between two vertical supports.
Physical examples of this could be
one of the two cables supporting the
roadbed of a suspension bridge as
shown in figure (a) or a long
telephone wire strung between two
posts as shown in figure (b).

Our goal is to construct a

mathematical model that describes
the shape that such a cable Cables suspended between
vertical supports
assumes. Figure 1.3.7 72
Differential Equations as Mathematical Models (5 of 8)

To begin, let’s agree to examine only a portion or element

of the cable between its lowest point P1 and any arbitrary
point P2.

As drawn in blue in figure, this

element of the cable is the curve in
a rectangular coordinate system
with y-axis chosen to pass through
the lowest point P1 on the curve
and the x-axis chosen a units
Element of cable
below P1. Figure 1.3.8

73
Differential Equations as Mathematical Models (6 of 8)

Three forces are acting on the cable: the tensions T1 and

T2 in the cable that are tangent to the cable at P1 and P2,
respectively, and the portion W of the total vertical load
between the points P1 and P2. Let
and denote the magnitudes of these vectors.

Now the tension T2 resolves into horizontal and vertical

components (scalar quantities) T2 cos θ and T2 sin θ.
Because of static equilibrium we can write
T1 = T2 cos θ and W = T2 sin θ.

74
Differential Equations as Mathematical Models (7 of 8)

By dividing the last equation by the first, we eliminate T2

and get tan θ = W ∕ T1. But because dy ∕ dx = tan θ, we arrive
at

This simple first-order differential equation serves as a

model for both the shape of a flexible wire such as a
telephone wire hanging under its own weight and the shape
of the cables that support the roadbed of a suspension
bridge.

75
Differential Equations as Mathematical Models (8 of 8)

We will later start with qualitative considerations of first-

order ODEs, then examine analytical stratagems for solving
some special first-order equations, and conclude with an
introduction to an elementary numerical method. See the
figure.

Different approaches to the study of differential equations

Figure 1.3.9

76