1.

1 Definitions and Terminology of Differential Equations

1. Differential Equations:
An ordinary differential equation (ODE) is an equation that contains the derivatives of one or more
dependent variables with respect to a single independent variable. For example,
d2y dy
y ! " 5y # e x , " x2 ! 4y # ln!x"
dx 2 dx
A partial differential equation (PDE) is an equation that contains the derivatives of one or more dependent
variables with respect to two or more independent variables. For example,
"u " "u # e x"y , " 2 u " " 2 u # ln!x"
"x "y "x 2 dy 2
Order of a Differential Equation:
The order of a differential equation is the order of the highest derivative in the equation.

In this course, we mainly study the ordinary differential equation. A general form of an ODE of order n :
F x, y, y ! , . . . , y !n" # 0
For example,
y ! " 5y ! e x # 0

Linear and Nonlinear Differential Equations:

A linear differential equation contains only: y, y ! , y !! , . . . . For example,
dy 2
!1 ! y"y ! " y # 0, " y # ex
dx
are nonlinear differential equations.

2. Solution of an Ordinary Differential Equation:

A solution of an nth-order ODE
F!x, y, y ! , . . . , y !n" " # 0
is a function y!x" which satisfies the differential equation for x in an interval I. The interval I is said to be
the interval of definition (or the domain of the solution). The solution is called a trivial solution if it is a
zero solution.
Explicit solution: y # f!x"
Implicit solution: G!x, y" # 0

Example Show that the function

y # C 1 sin!!x" " C 2 cos!!x"
where C 1 and C 2 are constants is a solution of the differential equation:
y !! " ! 2 y # 0.
Show that y satisfies the differential equation:
y ! # C 1 ! cos!!x" ! C 2 ! sin!!x"
y !! # !C 1 ! 2 sin!!x" ! C 2 ! 2 cos!!x" # !! 2 !C 1 sin!!x" " C 2 cos!!x""
y !! " ! 2 y # !! 2 !C 1 sin!!x" " C 2 cos!!x"" " ! 2 !C 1 sin!!x" " C 2 cos!!x"" # 0

1
In this solution, constants C 1 and C 2 are arbitrary. Solution y # C 1 sin!!x" " C 2 cos!!x" is called a
two-parameter family of solution and also called the general solution of the differential equation
y !! " ! 2 y # 0.
There are infinitely many solutions in this family:
C 1 # 2, C 2 # 0 : y # 2 sin!!x"
C 1 # 0, C 2 # 2 : y # 2 cos!!x"
C 1 # 2, C 2 # !1 : y # 2 sin!!x" ! cos!!x"

2 2
2

1 1 1

-2 -1 0 1x 2 0 0
-2 -1 1x 2 -2 -1 x1 2

-1 -1
-1

-2
-2 -2

y # 2 sin!!x" y # 2 cos!!x" y # 2 sin!!x" ! cos!!x"

y # C 1 sin!!x" " C 2 cos!!x" # C 21 " C 22 C1 sin!!x" " C2 cos!!x"

C 21" C 22 C 21" C 22
Let
cos!"" # C1 , sin!"" # C2 .
C 21" C 22 C 21" C 22
Then
tan " # C 2 and " # arctan C 2
C1 C1
y # C 21 " C 22 sin !x " arctan C 2
C1
C 1 and C 2 change the magnitude and shift the sine wave to the left or to the right.

Example Show that the equation !2x 2 y " y 2 # 1 is a solution of the differential equation
2xydx " !x 2 ! y"dy # 0.
Show the equation ! 2x 2 y " y 2 # 1 satisfies the differential equation:
d !!2x 2 y " y 2 " # d !1" $ !4xy ! 2x 2 dy " 2y dy # 0 $ !2!x 2 ! y" dy # 4xy
dx dx dx dx dx
! !x 2 ! y"dy # 2
2xydx $ 2xydx " !x ! y"dy # 0
Solve the equation !2x 2 y " y 2 # 1: y 2 ! 2x 2 y ! 1 # 0
2x 2 % 4x 2 ! 4!!1"
y# # x2 % x2 " 1
2
y # x2 " x2 " 1 , y # x 2 ! x 2 " 1 are two explicit solutions.

2
Example Find the value of m so that y # x m is a solution of the differential equation
x 2 y !! ! 7xy ! " 15y # 0.

y ! # mx m!1 , y !! # m!m ! 1"x m!2 ,

x 2 y !! ! 7xy ! " 15y # x 2 !m"!m ! 1"x m!2 ! 7xmx m!1 " 15x m # x m !m!m ! 1" ! 7m " 15" # 0
m 2 ! m ! 7m " 15 # m 2 ! 8m " 15 # !m ! 3"!m ! 5" # 0, m # 3 or m # 5.
Solutions: y # x3, y # x5.