Math 2270-Differential equations Dr Mohammad Taoubi 2020-2021 Page 1

Contents
References:
1- Differential and integral calculus
Chapter 1: Introduction to differential equations 2- Sessions (Lebanese university)

Chapter 2: First order differential equations

Chapter 3: Higher order differential equations

Chapter 4: Differential equation systems

Chapter 5: Introduction to Complex Analysis

Chapter 6: Series
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Chapter 1: Introduction to differential equations

1.1 DEFINITIONS AND TERMINOLOGY

DEFINITION 1.1.1 Differential Equation

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 (DE).
To talk about them, we shall classify differential equations by type, order, and linearity.

CLASSIFICATION BY TYPE
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 ordinary differential equation (ODE). For example, the following equations are ordinary differential
equations
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An equation involving partial derivatives of one or more dependent variables of two or more independent variables is called
a partial differential equation (PDE). For example, the following equations are partial differential equations

Ordinary derivatives will be written by using either the Leibniz notation

𝑑𝑦 𝑑2𝑦 𝑑3𝑦
, , ,…
𝑑𝑥 𝑑𝑥 2 𝑑𝑥 3
Actually, the prime notation is used to denote only the first three derivatives; the fourth derivative is written 𝑦 (4) instead of
𝑦 ′′′′ .

The Leibniz notation has an advantage over the prime notation in that it clearly displays both the dependent and
independent variables. For example, in the equation
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it is seen that the symbol x now represents a dependent variable, whereas the independent variable is t.
In physical sciences and engineering, Newton’s dot notation is sometimes used to denote derivatives with respect to time t. For
example: 𝑑𝑥
𝑥ሶ =
𝑑𝑡

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.

In symbols we can express an nth-order ordinary differential equation in one dependent variable by the general form:

𝑭 𝒙, 𝒚, 𝒚′ , … , 𝒚 𝒏
=0

where 𝐹 is a real-valued function of (𝑛 + 2) variables : 𝑥, 𝑦, 𝑦 ′ , … , 𝑦 𝑛 .

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CLASSIFICATION BY LINEARITY
An nth-order ordinary differential equation is said to be linear if F is linear in 𝑦, 𝑦 ′ , … , 𝑦 𝑛
. This means that an nth-order ODE
is linear when 𝐹 is:
𝑛 𝑛−1
𝑎𝑛 𝑥 𝑦 + 𝑎𝑛−1 𝑥 𝑦 + ⋯ + 𝑎1 𝑥 𝑦 ′ + 𝑎0 𝑥 𝑦 − 𝑔 𝑥 = 0

Or
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 + 𝑎𝑛−1 𝑥 + ⋯ + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 𝑔 𝑥
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
The characteristic two properties of a linear ODE are as follows:
• The dependent variable y and all its derivatives 𝑦′, 𝑦", . . . , 𝑦 (𝑛) are of the first degree, that is, the power of each term
involving 𝑦 is 1.
• The coefficients 𝑎0 , 𝑎1 , . . . , 𝑎𝑛 depend at most on the independent variable 𝑥.
The equations:

are, in turn, linear first-, second-, and third-order ordinary differential equations.
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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 𝑒 𝑦′ , cannot appear in a linear equation. Therefore

are examples of nonlinear first-, second-, and fourth-order ordinary differential equations, respectively.

DEFINITION 1.1.2 Solution of an ODE

A solution of an 𝑛th-order ordinary differential equation is a function 𝜑 that possesses at least 𝑛 derivatives and for which:

We say that 𝜑 satisfies the differential equation on the interval 𝐼.

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INTERVAL OF DEFINITION
You cannot think solution of an ordinary differential equation without simultaneously thinking interval. The interval 𝐼 in
Definition 1.1.2 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.
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