Module 1

I. Introduction to Differential Equations

1.1 Definitions and Terminologies

An equation containing 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).

Example 1. Examples of DE
𝑑𝑦
a) = 𝑐𝑜𝑠𝑥 Dependent Variable:𝑦, Independent Variable: 𝑥
𝑑𝑥
𝑑2𝑦
b) + 𝑘2𝑦 = 0 Dependent Variable:𝑦, Independent Variable: 𝑥
𝑑𝑥 2
Parameter:𝑘
c) (𝑥 2 + 𝑦 2 )𝑑𝑥 − 2𝑥𝑦𝑑𝑦 = 0 Dependent Variable: either 𝑥 𝑜𝑟 𝑦,
Independent Variable: either 𝑥 𝑜𝑟 𝑦,
𝜕2 𝑉 𝜕2 𝑉
d) + =0 Dependent Variable:𝑣, Independent Variable: 𝑥 𝑎𝑛𝑑 𝑦
𝜕𝑥 2 𝜕𝑦 2
3
𝑑2𝑤 𝑑𝑤
e) ( ) − 𝑥𝑦 +𝑤 =0 Dependent Variable:𝑤, Independent Variable: 𝑥
𝑑𝑥 2 𝑑𝑥
Parameter:𝑦
𝜕𝑓 𝜕𝑓
f) 𝑥 +𝑦 = 𝑛𝑓 Dependent Variable:𝑓, Independent Variable: 𝑥 𝑎𝑛𝑑 𝑦
𝜕𝑥 𝜕𝑦
Parameter:𝑛

Classifications by Type:

1. Ordinary Differential Equation (ODE)

It contains only ordinary derivatives of one or more functions with
respect to a single independent variable. In Example 1, letters a, b, c, and e are
ODE.

Note: A variable is called dependent if the derivative of that variable occurs.

2. Partial Differential Equation (PDE)

It involves partial derivatives of one or more unknown functions of
two or more independent variables. In Example 1, letters d and f are
PDE.

Classification by Order:

(Order of DE)

The order of a DE (either ODE or PDE) is the order of the highest derivative that appears
in the equation.
Example 2. In Example 1, letters a, c, and f are 1st order DE and letters b, d, and e are 2nd order DE.

First Order:
𝑑𝑦
a) = 𝑐𝑜𝑠𝑥
𝑑𝑥
c) (𝑥 2 + 𝑦 2 )𝑑𝑥 − 2𝑥𝑦𝑑𝑦 = 0
𝜕𝑓 𝜕𝑓
f) 𝑥 + 𝑦 = 𝑛𝑓
𝜕𝑥 𝜕𝑦

Second order:

𝑑2𝑦
b) + 𝑘2𝑦 = 0
𝑑𝑥 2
𝜕2 𝑉 𝜕2 𝑉
d) + =0
𝜕𝑥 2 𝜕𝑦 2
3
𝑑2𝑤 𝑑𝑤
e) ( ) − 𝑥𝑦 +𝑤 =0
𝑑𝑥 2 𝑑𝑥

Classification by Linearity:

1. Linear ODE
A linear ODE is of the form
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 (𝑥) + 𝑎𝑛−1 (𝑥) + ⋯ + 𝑎1 (𝑥) + 𝑎0 (𝑥)𝑦 = 𝑔(𝑥) (1)
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥

A SPECIAL CASE:
𝑑𝑦
when 𝑛 = 1, 𝑎1 (𝑥) + 𝑎0 (𝑥)𝑦 = 𝑔(𝑥) (2)
𝑑𝑥

𝑑2𝑦 𝑑𝑦
when 𝑛 = 2, 𝑎2 (𝑥) + 𝑎1 (𝑥) + 𝑎0 (𝑥)𝑦 = 𝑔(𝑥) (3)
𝑑𝑥 2 𝑑𝑥
2. Nonlinear ODE
A nonlinear ODE is simply one that is not linear or not in the form of (1).

Example 3. In Example 1, letters a and b are linear while letters c and e are nonlinear.

Linear:
𝑑𝑦
a) = 𝑐𝑜𝑠𝑥
𝑑𝑥
𝑑2𝑦
b) + 𝑘2𝑦 = 0
𝑑𝑥 2

Nonlinear:

c) (𝑥 2 + 𝑦 2 )𝑑𝑥 − 2𝑥𝑦𝑑𝑦 = 0
3
𝑑2𝑤 𝑑𝑤
e) ( ) − 𝑥𝑦 +𝑤 =0
𝑑𝑥 2 𝑑𝑥
To show that equation in c is nonlinear, we rewrite the equation
a) in the variable 𝑦, we have
(𝑥 2 + 𝑦 2 )𝑑𝑥 − 2𝑥𝑦𝑑𝑦 = 0
𝑑𝑦
⟹ 𝑥 2 + 𝑦 2 − 2𝑥𝑦 =0
𝑑𝑥
2
𝑥 𝑑𝑦
⟹ − − 𝑦 + 2𝑥 =0
𝑦 𝑑𝑥
or
𝑑𝑦 𝑥2
⟹ 2𝑥 −𝑦= ,
𝑑𝑥 𝑦
which is nonlinear because the right side of the equation is not a function of 𝑥 alone.

b) in the variable 𝑥, we have

(𝑥 2 + 𝑦 2 )𝑑𝑥 − 2𝑥𝑦𝑑𝑦 = 0
𝑑𝑥
⟹ (𝑥 2 + 𝑦 2 ) − 2𝑥𝑦 = 0,
𝑑𝑦
a nonlinear also.

SOLUTION TO A DIFFERENTIAL EQUATION

Any function 𝑦 = 𝑓(𝑥), defined on 𝐼, that satisfies the given equation is a solution of the given DE.

1
1 𝑑𝑦
Example 4. Show that 𝑦 = 𝑥 4 is a solution to the differential equation = 𝑥𝑦 2 .
16 𝑑𝑥

Solution:
1
From 𝑦 = 𝑥 4 , we differentiate 𝑦 with respect to 𝑥,
16
𝑑𝑦 4 1
= 𝑥3 = 𝑥3
𝑑𝑥 16 4
1
𝑑𝑦
By substitution to = 𝑥𝑦 , we have
2
𝑑𝑥
1
1
𝑥 3 = 𝑥𝑦 2 ,
4
1 4
Since 𝑦 = 𝑥 ,
16
1
1 1
𝑥 3 = 𝑥( 𝑥 4 )2
4 16
1 1
𝑥 = 𝑥( 𝑥 2 )
3
4 4
1 1
𝑥3 = 𝑥3
4 4

FAMILY OF SOLUTIONS

- It is a solution of 𝑛-parameteters.

𝑑𝑦
Example 5. 𝑦 = −2𝑐𝑜𝑠4𝑥 + 𝑐 is a one-parameter solution of = 8𝑠𝑖𝑛4𝑥.
𝑑𝑥
𝑑𝑦
Example 1.5. 𝑦 = −2𝑐𝑜𝑠4𝑥 + 𝑐 is a one-parameter solution of = 8𝑠𝑖𝑛4𝑥.
𝑑𝑥
Verify: 𝑦 = −2𝑐𝑜𝑠4𝑥 + 𝑐
𝑑𝑦
= −2(−𝑠𝑖𝑛4𝑥)(4) + 0 = 8𝑠𝑖𝑛4𝑥
𝑑𝑥
1.2 Elimination of Arbitrary Constants

A method used to find the DE when a given solution, 𝑦 = 𝑓(𝑥), involves a parameter/s (arbitrary
constant/s).

Note: The order of the DE is equal to the number of parameter/s present in the DE.

Example 6. Eliminate the arbitrary constants 𝑐1 and 𝑐2 from the relation 𝒚 = 𝒄𝟏 𝒆−𝟐𝒙 + 𝑪𝟐 𝒆𝟑𝒙 .

Solution:
𝒚 = 𝒄𝟏 𝒆−𝟐𝒙 + 𝑪𝟐 𝒆𝟑𝒙 Eq. 1
𝒚′ = −𝟐𝒄𝟏 𝒆−𝟐𝒙 + 𝟑𝑪𝟐 𝒆𝟑𝒙 Eq. 2
𝒚′′ = 𝟒𝒄𝟏 𝒆−𝟐𝒙 + 𝟗𝑪𝟐 𝒆𝟑𝒙 Eq. 3
Multiply Eq.1 by 2, then add Eq. 1 and Eq. 2
𝟐(𝒚 = 𝒄𝟏 𝒆−𝟐𝒙 + 𝑪𝟐 𝒆𝟑𝒙 ) ⟺ 𝟐𝒚 = 𝟐𝒄𝟏 𝒆−𝟐𝒙 + 𝟐𝑪𝟐 𝒆𝟑𝒙 2xEq.1
+ 𝒚′ = −𝟐𝒄𝟏 𝒆−𝟐𝒙 + 𝟑𝑪𝟐 𝒆𝟑𝒙 Eq. 2
′ 𝟑𝒙
𝟐𝒚 + 𝒚 = 𝟓𝑪𝟐 𝒆 Eq. 4
Multiply Eq.1 by - 4, then add to Eq. 3
−𝟒(𝒚 = 𝒄𝟏 𝒆−𝟐𝒙 + 𝑪𝟐 𝒆𝟑𝒙 ) ⟺ −𝟒𝒚 = −𝟒𝒄𝟏 𝒆−𝟐𝒙 − 𝟒𝑪𝟐 𝒆𝟑𝒙 -4xEq. 1
+ 𝒚′′ = 𝟒𝒄𝟏 𝒆−𝟐𝒙 + 𝟗𝑪𝟐 𝒆𝟑𝒙 Eq. 3
−𝟒𝒚 + 𝒚′′ = 𝟓𝑪𝟐 𝒆𝟑𝒙 Eq. 5

Multiply Eq.5 by - 1, then add Eq. 4 and Eq. 5

𝟐𝒚 + 𝒚′ = 𝟓𝑪𝟐 𝒆𝟑𝒙 Eq. 4
−𝟏(−𝟒𝒚 + 𝒚′′ = 𝟓𝑪𝟐 𝒆𝟑𝒙 ) ⟺ 𝟒𝒚 − 𝒚′′ = −𝟓𝑪𝟐 𝒆𝟑𝒙 Eq. 5
′ ′′
𝟔𝒚 + 𝒚 − 𝒚 = 𝟎 Final Answer

Example 7. Eliminate the constant 𝑎 from the equation (𝒙 − 𝒂)𝟐 + 𝒚𝟐 = 𝒂𝟐 .

Solution: (𝒙 − 𝒂)𝟐 + 𝒚𝟐 = 𝒂𝟐 Eq.1

By implicit differentiation, we have
𝟐(𝒙 − 𝒂)(𝟏) + 𝟐𝒚𝒚′ = 𝟎
𝟐𝒙 − 𝟐𝒂 + 𝟐𝒚𝒚′ = 𝟎
𝟐𝒙 + 𝟐𝒚𝒚′ = 𝟐𝒂,
Dividing both sides by 2, we have,
𝒙 + 𝒚𝒚′ = 𝒂 Eq.2
 Substituting Eq.2 to Eq.1,
(𝒙 − (𝒙 + 𝒚𝒚′ ))𝟐 + 𝒚𝟐 = (𝒙 + 𝒚𝒚′ )𝟐
(−𝒚𝒚’)𝟐 + 𝒚𝟐 = 𝒙𝟐 + 𝟐𝒙𝒚𝒚′ + 𝒚𝟐 (𝒚′)𝟐
𝒚𝟐 (𝒚′ )𝟐 + 𝒚𝟐 = 𝒙𝟐 + 𝟐𝒙𝒚𝒚′ + 𝒚𝟐 (𝒚′)𝟐
𝒚𝟐 = 𝒙𝟐 + 𝟐𝒙𝒚𝒚′
𝒚𝟐 − 𝒙𝟐 = 𝟐𝒙𝒚𝒚′
𝟎 = 𝒙𝟐 − 𝒚𝟐 + 𝟐𝒙𝒚𝒚′
𝒅𝒚
𝒙𝟐 − 𝒚𝟐 + 𝟐𝒙𝒚 =𝟎
𝒅𝒙

Multiplying both sides by 𝑑𝑥, we have

(𝒙𝟐 − 𝒚𝟐 )𝒅𝒙 + 𝟐𝒙𝒚𝒅𝒚 = 𝟎 Final Answer

Try this!
1. Eliminate the constant 𝑎, 𝑏, and 𝑐 from the equation 𝒚 = 𝒂𝒙𝟐 + 𝒃𝒙 + 𝒄.
2. Eliminate the constant 𝑐1 and 𝑐2 from the equation 𝒚 = 𝑪𝟏 + 𝑪𝟐 𝒆𝟑𝒙 .
3. Eliminate the constant 𝐴 and 𝐵 from the equation 𝒚 = 𝑨𝒆𝟐𝒙 + 𝑩𝒙𝒆𝟐𝒙 .

1.3 Initial-Value Problems

It is a differential equation with initial conditions (boundary conditions) given.

𝒅𝒏 𝒚
Solve: = 𝒇(𝒙, 𝒚, 𝒚′ , … , 𝒚𝒏−𝟏 )
𝒅𝒙𝒏

Subject to: 𝒚(𝒙𝟎 ) = 𝒚𝟎 , 𝒚′ (𝒙𝟎 ) = 𝒚𝟏 , … , 𝒚𝒏−𝟏 (𝒙𝟎 ) = 𝒚𝒏−𝟏

where 𝒚𝟎 , 𝒚𝟏 , … , 𝒚𝒏−𝟏 are arbitrary real constants, is called an nth-order initial-value problem (IVP).
The values of 𝒚(𝒙) and its first 𝒏 − 𝟏 derivatives at 𝒙𝟎 , 𝒚(𝒙𝟎 ) = 𝒚𝟎 , 𝒚′ (𝒙𝟎 ) = 𝒚𝟏 , … , 𝒚𝒏−𝟏 (𝒙𝟎 ) = 𝒚𝒏−𝟏
are called initial condition (IC).

𝒅𝒚
Example 7. Solve = 𝟖 𝐬𝐢𝐧 𝟒𝒙 ; 𝒚 = 𝟔 𝒘𝒉𝒆𝒏 𝒙 = 𝟎.
𝒅𝒙

Verify: From Example 5, 𝑦 = −2𝑐𝑜𝑠4𝑥 + 𝑐 is a solution of the given DE. Then

at 𝑥 = 0 and 𝑦 = 6,
→ 6 = −2𝑐𝑜𝑠4(0) + 𝑐
→ 6 = −2(1) + 𝑐
→8=𝑐

Thus, 𝒚 = −𝟐𝒄𝒐𝒔𝟒𝒙 + 𝟖 is a particular solution of the given DE.

Try this!
 𝟏
𝒅𝒚 1
1. Find the particular solution of = 𝒙𝒚𝟐 ; 𝒚 = 𝟎 𝒘𝒉𝒆𝒏 𝒙 = 𝟎, 𝑖f 𝑦 = 𝑥 4 + 𝐶 is a solution of the
𝒅𝒙 16
equation. (Refer to Example 1.1.4)