Math 320

Lia Vas
Introduction to Dierential Equations; Classications of
Dierential Equation
A dierential equation is an equation in unknown function that contains one or more
derivatives of the unknown function.
The order of dierential equation is the order of the highest derivative in the equation.
Dierential equations can be classied based on the order:
First order just the rst derivative appear in the equation. For example, y
2
+y = sin x.
Higher order derivatives higher than the rst appear in the equation. For example,
y

+ sin(xy) = 0.
First order dierential equations. General form:
F(y

, y, x) = 0
When possible, solve the equation for y

to obtain the form

y

= f(x, y)
Higher order dierential equations. General form of n-th order dierential equation:
F(y
(n)
, y
(n1)
, . . . , y

, y, x) = 0
If the function F is a linear function of the variables y, y

, . . . , y
(n)
, i.e. if it is of the form
a
n
(x)y
(n)
+ a
n1
(x)y
(n1)
+ . . . + a
0
(x)y = g(x),
the dierential equation is said to be linear. If it is not linear, it is said to be nonlinear.
A linear dierential equation of the rst order has the form
a(x)y

+ b(x)y = g(x)
Note: if a(x) is a nonzero function so that you can divide by it, we arrive to the form of linear
equation that you may remember from MA201: y

+ P(x)y = Q(x).
The function y is a solution of dierential equation F(y
(n)
, y
(n1)
, . . . , y

, y, x) = 0, if the
equation is satised when y and all its derivatives y

, . . . , y
(n)
are substituted into the equation
for every value of variable x. y is a solution on an interval (a, b) if y and its derivatives satisfy
the equation for every value of x on interval (a, b).
For example, the function y = e
2x
is a solution of the second order equation y

+2y

8y = 0
since the derivatives y

= 2e
2x
and y

= 4e
2x
yield an identity 4e
2x
+4e
2x
8e
2x
= (4+48)e
2x
=
1
0e
2x
= 0 when plugged in the equation. Note that this is identity does not depend on a specic
value of x.
Convince yourself that functions of the form y = c
1
e
2x
are also solutions of the dierential
equation y

+ 2y

8y = 0 for every value of constant c

1
. This illustrates that the solution of
dierential equation does not have to be unique. Moreover, you should convince yourself that
functions of the form y = c
2
e
4x
are also solutions of the equation y

+ 2y

8y = 0.
The general solution of a dierential equation is a family of all functions that satisfy
the equation. We shall see later that general solution of y

+ 2y

8y = 0 is of the form
y = c
1
e
2x
+ c
2
e
4x
.
In most cases, a general solution of dierential equation of rst order depends on a single
constant. A general solution of dierential equation of n-th degree depends on n constants.
In many applications however, one is not interested in general solution but in a solution
passing a certain point or satisfying a certain condition. For a rst order dierential equation
the condition y(x
0
) = y
0
is called an initial condition and the dierential equation
y

= f(x, y) together with the initial condition y(x

0
) = y
0
is called an initial value problem.
For example, the function y = ce
2x
is general solution of dierential equation y

= 2y. If the
condition y(0) = 5 is added to the equation, then the solution y = ce
2x
does not satisfy it for
every, but for a single value of constant c. Plugging the initial condition values in the general
solution, we obtain a particular solution of the equation. In this case, 5 = ce
2(0)
, gives us
the value of c = 5. Thus the particular solution is y = 5e
2x
.
Dierential equations can be classied also based on the number of functions that are
involved.
A single dierential equation there is a single unknown function. For example, dy/dt +
4y = ln t.
A system of dierential equations there is more than one unknown function. For
example, dx/dt + 4y = ln t together with dy/dt + 4x = e
t
.
Next, dierential equations can be classied also based on the type of unknown function:
Ordinary unknown is a function in a single variable. For example, dy/dx+sin y = ln x,
d
2
P/dt
2
+ P = te
t
, etc.
Partial unknown is a function in more than one variable. For example y/x+y/t =
sin x + ln t, y
xx
+ y
t
= te
t
, etc.
Practice Problems.
1. Classify equation y

+ 3x
2
y = 6x
2
based on the order and linearity and show that y =
2 + e
x
3
is its solution.
2. Show that y = 1/(x + c) is a solution of dierential equation y

= y
2
. Then, nd a
particular solution that satises the initial condition y(0) = 1/4.
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3. Classify equation y

3y

+ 2y = 0 based on the order, linearity and type of unknown

function and show that y = ce
2x
is a solution of this dierential equation for every constant
c.
4. Show that y = c
1
e
x
+ c
2
e
2x
is a solution of dierential equation y

3y

+ 2y = 0 (it
is a general solution in fact). Then, nd the constants c
1
and c
2
such that the initial
conditions y(0) = 2 and y

(0) = 5 are satised.

5. Show that y = c
1
cos 2x + c
2
sin 2x is a solution of dierential equation y

+ 4y = 0 (it
is a general solution in fact). Then, nd the constants c
1
and c
2
such that the boundary
conditions y(0) = 2 and y(/4) = 5 are satised.
6. Classify the following dierential equations based on the order, linearity and type of
unknown function.
a) The study of electrical circuits Kirchhos Laws (Physics):
L
d
2
Q
dt
2
+ R
dQ
dt
+
1
C
Q = E(t)
where L, C, R are constants and E(t) is a given function.
b) Michaelis-Menten equation that describes the rate of change of plasma drug concen-
tration C after an intravenous bolus injection (Pharmacy):

dC
dt
=
v
max
C
k + C
where v
max
is the maximum velocity of reaction and k is the rate constant.
c) Wave equation a model of the vibrating strings and propagation of waves (Physics):

2
u
t
2
= c
2

2
u
x
2
where c is a constant.
d) A model of the learning of a task (Psychology):
y

y
3
(1 y)
3
=
2p

n
where p and n are constants.
Solutions.
1. Linear rst order ordinary dierential equation.
2. c = 4
3. Linear, second order ordinary dierential equation.
4. c
1
= 1, c
2
= 3.
5. c
1
= 2, c
2
= 5.
6. a) Linear, second order ordinary dierential equation. b) Nonlinear, rst order ordinary
dierential equation. c) Linear, second order partial dierential equation. d) Nonlinear, rst
order ordinary dierential equation.
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