Chapter 1

Introduction to Differential
Equations
 Chapter 1: Introduction to Differential Equations

Overview
Overview

I. Definitions

II. Classification of Solutions

III. Initial and Boundary Value Problems

I. Definitions

Learning
LearningObjective
Objective

At the end of the section, you should be able to

define a differential equation and be able to
classify differential equations by type, order and
linearity.
I. Definitions

Basic
BasicExample
Example
Consider f ( x )  e
2x

f ( x)  2e
' 2x

f ( x )  2 f ( x )  2e  2e
' 2x 2x
0
f satisfies the Differential Equation:
y  2y  0
'
I. Definitions

What
WhatisisaaDifferential
DifferentialEquation
Equation
A differential equation (DE) is an equation containing the
derivatives of one or more dependent variables with
respect to one or more independent variables.
I. Definitions

Examples
Examples

1) y  3 y  2  0
''

dy
2) x  x 2 y  x 3  1
dx
dx dy
3)  3  2x  4 y
dt dt
I. Definitions

Classification
Classification
Differential equations (DE) can be classified by:

• TYPE

• ORDER

• LINEARITY.
I. Definitions

Classification
Classificationby
byType
Type
Two types of Differential equations (DE) exist:

• ORDINARY DIFFERENTIAL EQUATION (ODE).

An equation containing only ordinary derivatives of one

or more dependent variables with respect to a SINGLE
independent variable is said to be an Ordinary
Differential Equation (ODE).
I. Definitions

Examples
Examplesof
ofODE
ODE
dy
1)  5y  ex
dx

d 2 y dy
2) 2   6 y  0
dx dx

dx dy
3)   2x  y
dt dt
I. Definitions

• PARTIAL DIFFERENTIAL EQUATIONS (PDE).

An equation containing partial derivatives of one or more

dependent variables with respect to two or more
independent variables is said to be a Partial Differential
Equation (PDE).
I. Definitions

Examples
Examplesof
ofPDE
PDE
 2u  2u
1)  0
x 2
y 2

 2u  2u u
2) 2  2  2
x t t

u v
3) 
y x
I. Definitions

Classification
Classificationby
byOrder
Order

The order of a differential equation (ODE or PDE)

is the order of the highest derivative in the
equation.
I. Definitions

Examples
Examplesof
ofOrders
Orders
dy
 5 y3  ex is of order 1 (or first-order)
dx
d 2 y dy
2
  6y  0 is of order 2
dx dx
3
 dy 
2
d y
 5    4 y  e x
is of order 2
dx  dx 
2
I. Definitions

Remarks
Remarks
 First-order ODE are occasionally written in differential
form :
M ( x, y )dx  N ( x, y )dy  0
 An nth-order ODE in one dependent variable can be
expressed in the general form :

F ( x, y, y , y ,..., y )  0
, ,, (n)

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

I. Definitions

Classification
Classificationby
byLinearity
Linearity

An nth-order ODE F ( x, y, y , y ,..., y )  0

, ,, (n)

is said to be linear if F is a linear function of the variables:

, ,, (n)
y, y , y ,..., y

Thus, the general form for an nth-order ODE is:

an  x  y  n
 an1  x  y  n 1
 ...  a1  x  y   a0  x  y  g  x 
I. Definitions

Examples
Examplesfor
forlinear
linearODEs
ODEs

1)  y  x  dx  4 x dy  0  4 xy  y  x

2) y  2 y  y  0

d3y dy
3)  x  5 y  e x

dx 3 dx
I. Definitions

Examples
Examplesfor
fornon-linear
non-linearODEs
ODEs

1) 1- y  y  2 y  e x

d2y
2) 2
 sin y  0
dx

d4y
3) 4
 y 2
0
dx
I. Definitions
Example:
Example:

For each of the following ODEs, determine the order and

state whether it is linear or non-linear:
I. Definitions
Solution:
Solution:

ODE Order Linearity

dy   xy  cos x  dx  0
    1 Linear

d 2 Q dQ  
2
 60   2  Linear
 

dt dt

y  xy  2 y  y   xy  0
 
  2 3
      Non-linear
 

e y  xy   y  0
    2  Non-linear
 
I. Definitions
Solution:
Solution:

ODE Order Linearity

     sin 
   
1  Linear 
     sin 2 

y 2

 1 dx  xdy  0
    1  Non-linear
 

2
d2y  dy 
  1 
    2
  Non-linear
 

 
2
dx dx
I. Definitions
Exercise-I:
Exercise-I:
For each of the following ODEs, determine the order and
state whether it is linear or non-linear:
dy
d y2
dy  ty 2  0
t2
2
 t  2 y  sin t dt
dt dt
d2y
d 2
y dy  sin(t  y )  sin t
(1  y ) 2  t  y  e t
2
dt 2
dt dt
d3y dy
d 4 y d 3 y d 2 y dy  t  (cos 2
t ) y  t 3

 3  2   y 1 dt 3 dt
4
dt dt dt dt
dy
t  1  ty  tan t
2

dt
II. Classification of Solutions

Learning
LearningObjective
Objective

At the end of this section, you should be able to

• verify the solutions to a given ODE

• identify the different types of solutions of an
ODE.
II. Classification of Solutions

Definition:
Definition:
A solution of a DE is a function y that satisfies the DE
identically for all x in an interval I , where x is the
independent variable.
II. Classification of Solutions

Example
Example
y  ln x is a solution of the DE: xy" y '  0
I  (0, )
Indeed,
1 1
y  ln x y'  y"   2
x x
1 1 1 1
xy ' ' y '  x( 2 )      0
x x x x
II. Classification of Solutions

Definition:
Definition:
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.
II. Classification of Solutions

Definition:
Definition:
A solution in which the dependent and the independent
variables are mixed in an equation is said to be an implicit
solution.
II. Classification of Solutions
Examples:
Examples:

1) y  ln x is an explicit solution of the DE: xy" y '  0

2) x  y 9
2 2
is an implicit solution of the DE: yy 'x  0
Indeed: x2  y2  9
Implicit differentiation: 2 x  2 yy '  0
x  yy '  0
II. Classification of Solutions
General
Generalor
orParticular
Particularsolution
solution

Example:
Example:
Consider the ODE: y ' y  0
ye x
is a solution (particular)

y  2e x is also a solution (particular)

y  ce x
(where c is a constant) is a solution (general)
II. Classification of Solutions
General
Generalor
orParticular
Particularsolution
solution

Definitions:
Definitions:
• A solution of a DE that is free of arbitrary parameters is
called a particular solution.

• A solution of a DE representing all possible solutions is

called a general solution.

• A solution of a DE containing n arbitrary constants is

called an n-parameter family of solutions.
II. Classification of Solutions
Example
Example

y  ce x is a 1-parameter family of solutions of the DE

y ' y  0

x
y  ce  de
x
is a 2-parameter family of solutions of the DE

y" y  0
II. Classification of Solutions

Example:
Example:
Verify that the indicated function is an explicit solution of
the given DE :
II. Classification of Solutions

Example:
Example:
x

1) 2 y   y  0; y  e 2

x

x
1 
ye 2 y'   e 2
2
x x
1 2 
2 y ' y  2( e )  e 2
2
x x
 
 e 2
e 2
0
II. Classification of Solutions

Example:
Example:
dy 6 6  20t
2)  20 y  24; y   e
dt 5 5
6 6  20t dy 6  20t
y  e y'   20( )e  24e 20t
5 5 dt 5
dy 6 6 
 20 y  24e  20t  20  e  20t 
dt 5 5 

 24e 20t  24  24e 20t  24

II. Classification of Solutions

Example:
Example:
3) y   6 y   13 y  0; y  e 3 x cos 2 x

y  e 3 x cos 2 x y '  3e 3 x cos 2 x  e 3 x   2 sin 2 x   3 y  2e 3 x sin 2 x

y"  3 y '6e 3 x sin 2 x  4e 3 x cos 2 x  3 y '6e 3 x sin 2 x  4 y

y  6 y  13 y  3 y '6e sin 2 x  4 y  6 y '13 y  3 y '6e sin 2 x  9 y

3x 3x

 
 3 3 y  2e 3 x sin 2 x  6e 3 x sin 2 x  9 y

 9 y  6e3 x sin 2 x  6e3 x sin 2 x  9 y  0

II. Classification of Solutions

Example:
Example:
4) y   y  tan x; y   cos x  ln sec x  tan x 

y   cos x  ln  sec x  tan x 

y '    sin x  ln  sec x  tan x    cos x  sec x  sin x ln sec x  tan x   1
y"  cos x ln  sec x  tan x   sin x sec x  cos x ln  sec x  tan x   tan x

y  y  cos x ln sec x  tan x   tan x  cos x ln sec x  tan x 

 tan x
II. Classification of Solutions

Example:
Example:
c1e t
5) P   P 1  P  ; P
1  c1e t

P
c1e t
P' 
 
c1e t 1  c1et  c1et c1e t

c1et  c12 e 2t  c12 e 2t

c1e t
1 c1e t 1  c e 1
t 2
1  c e 
1
t 2
1  c e 
1
t 2

c1e t  c1e t  c1e t  1  c1e t  c1e t 

P 1  P   1     
1  c1e t  1  c1 e t
 1  c1e t  1  c1e
t


c1e t
  P'
1  c e 
1
t 2
II. Classification of Solutions

Example:
Example:
d2y dy
6)  4  4 y  0; y  c1 e 2x
 c 2 xe 2x

dx 2 dx

y '  2c1e  c2 e  2 xe
2x 2x 2x
  2c1e  c2 e  2c2 xe
2x 2x 2x

 
 2 c1e 2 x  c2 xe 2 x  c2 e 2 x  2 y  c2 e 2 x

y"  2 y '2c2 e 2 x
y"4 y '4 y  2 y '2c 2 e 2x
 4 y '4 y  2 c 2 e 2x
 2 y '4 y

 
 2c2 e 2 x  2 2 y  c2 e 2 x  4 y  0
II. Classification of Solutions

Exercise-II:
Exercise-II:
Verify that the indicated functions are explicit solutions of
the given DE :

1)ty   y  t 2 , y  3t  t 2
t t t
2) y ( 4)
 4y ( 3)
 3 y  t , y1 (t )  , y2 (t )  e 
3 3
1
3)2t y ' '3ty ' y  0, t  0; y1 (t )  t
2 2
, y2 (t )  t 1
4)t 2 y ' '5ty '4 y  0, t  0; y1 (t )  t  2 , y2 (t )  t  2 ln t

5) y ' ' y  sec t , 0  t  ; y (t )  (cos t ) ln cos t  t sin t
2
III. Initial and Boundary Value Problems

Learning
LearningObjective
Objective

At the end of this section, you should and be able to

• Define IVP and BVP

• Verify solutions to DE subjected to given initial
conditions.
III. Initial and Boundary Value Problems

Definition
Definition

A DE with initial conditions on the unknown function and its

derivatives, all given at the same value x0 of the independent
variable, is called an initial-value problem, IVP.
III. Initial and Boundary Value Problems

Examples
Examples

1) y   y  0, y (0)  3

2) y  y  0, y ' (1)  25

3) y ' '2 y ' y  0, y (2)  5

III. Initial and Boundary Value Problems

Definition
Definition

A DE with initial conditions on the unknown function and its

derivatives, all given at different values (e.g. at x0 and x1 )
of the independent variable, is called an boundary-value
problem, BVP.
III. Initial and Boundary Value Problems

Examples
Examples
 
1) y  2 y  e ; y     1, y   2
x

2

2) y  2 y  e x ; y  0  1, y 1  1
III. Initial and Boundary Value Problems

Examples
Examples
Find the solution of the IVP or BVP if the general solution is the
Given one:
1) y  y  0; y  3  2, y  x   c1e  x

y  3  c1e 3 y  3  2
c1e 3  2
c1  2e 3

solution of the IVP: y  x   2e 3e  x  2e 3 x

III. Initial and Boundary Value Problems

Examples
Examples

   

2) y  4 y  0; y   0, y   1 y  x   c1 sin 2 x  c2 cos 2 x
8 6

   

c1

c2
y   c1 sin 2  c2 cos 2
8 8 8 2 2

 
y   0  c1  c2
8
III. Initial and Boundary Value Problems

Examples
Examples
    3c1 c2
y   c1 sin 2  c2 cos 2  
6 6 6 2 2
  3c1  c2
y   1  1  3c1  c1  2
6 2
2 2
 c1   c2  
3 1 3 1

2
solution of the BVP: y  sin 2 x  cos 2 x 
3 1
III. Initial and Boundary Value Problems

Examples
Examples

 
3) y  4 y  0; y  0  1, y   2, y  x   c1 sin 2 x  c2 cos 2 x
2
 
y  0   c1 sin 0  c2 cos 0  c2 y   c1 sin   c2 cos   c2
2
y 0  1  c2  1  
y   2  c2  2
2

c 2  2
IMPOSSIBLE NO SOLUTION
c2  1
III. Initial and Boundary Value Problems

Exercise-III
Exercise-III
1) Determine c1 and c 2 so that y  x   c1 sin 2 x  c 2 cos 2 x  1
will satisfy the conditions :

   
y   0 y    2
8 8

2) Determine c1 and c 2 so that y  x   c1e 2 x  c 2 e x  2 sin x

will satisfy the conditions :

y 0  0 y  0  1
End Chapter 1