Introduction to Differential

Equations
Chapter 1
Overview
II. Classification of Solutions
Chapter 1: Introduction to Differential Equations
I. Definitions
III. Initial and Boundary Value Problems
I. Definitions
Learning 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 Example
Consider
x
e x f
2
) ( =
x
e x f
2 '
2 ) ( =
0 2 2 ) ( 2 ) (
2 2 '
= =
x x
e e x f x f
satisfies the Differential Equation: f
0 2
'
= y y
I. Definitions
What is a Differential 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
0 2 3 ) 1
' '
= + y y
y x
dt
dy
dt
dx
4 2 3 ) 3 =
1 ) 2
3 2
= x y x
dx
dy
x
I. Definitions
Classification
Differential equations (DE) can be classified by:

TYPE

ORDER

LINEARITY.
I. Definitions
Classification by 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 of ODE
x
e y
dx
dy
= +5 ) 1
0 6 ) 2
2
2
= + y
dx
dy
dx
y d
y x
dt
dy
dt
dx
+ = + 2 ) 3
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 of PDE
0 ) 1
2
2
2
2
=
c
c
+
c
c
y
u
x
u
t
u
t
u
x
u
c
c

c
c
=
c
c
2 ) 2
2
2
2
2
x
v
y
u
c
c
=
c
c
) 3
I. Definitions
Classification by Order
The order of a differential equation (ODE or PDE)
is the order of the highest derivative in the
equation.
I. Definitions
Examples of Orders
x
e y
dx
dy
= +
3
5
0 6
2
2
= + y
dx
dy
dx
y d
x
e y
dx
dy
dx
y d
=
|
.
|

\
|
+ 4 5
3
2
2
is of order 1 (or first-order)
is of order 2
is of order 2
I. Definitions
First-order ODE are occasionally written in differential
form :
Remarks
0 ) , ( ) , ( = + dy y x N dx y x M
An n
th
-order ODE in one dependent variable can be
expressed in the general form :
0 ) ,..., , , , (
) ( , , ,
=
n
y y y y x F
where F is a real-valued function of n+2 variables.
I. Definitions
Classification by Linearity
An nth-order ODE

is said to be linear if F is a linear function of the variables:
0 ) ,..., , , , (
) ( , , ,
=
n
y y y y x F
( )
( )
( )
( )
( ) ( ) ( ) x g y x a y x a ... y x a y x a
n
n
n
n
= +
'
+ + +

0 1
1
1
) ( , , ,
,..., , ,
n
y y y y
Thus, the general form for an nth-order ODE is:
I. Definitions
Examples for linear ODEs
( ) 0 4 ) 1 = + dy x dx x y
0 2 ) 2 = +
'

' '
y y y
x
e y
dx
dy
x
dx
y d
= + 5 ) 3
3
3
x y y x = +
'
4
I. Definitions
Examples for non-linear ODEs
( )
x
e y y y - = +
'
2 1 ) 1
0 sin ) 2
2
2
= + y
dx
y d
0 ) 3
2
4
4
= + y
dx
y d
I. Definitions
Example:
For each of the following ODEs, determine the order and
state whether it is linear or non-linear:
I. Definitions
Solution:
ODE Order Linearity




( ) 0 cos = + dx x xy dy
0 6
2
2
= + +
dt
dQ
dt
Q d
( ) 0 2
2
= +
'
+
' '
+
' ' '
xy y y y x y
0 = +
' '
y y x e
y
Linear
Linear
Non-linear
Non-linear
1
2
3
2
I. Definitions
Solution:
ODE Order Linearity



u sin = +
'
( ) 0 1
2
= + xdy dx y
2
2
2
1
|
.
|

\
|
+ =
dx
dy
dx
y d
Linear
Non-linear
Non-linear
1
1
2
u
2
sin = +
'
I. Definitions
Exercise-I:
For each of the following ODEs, determine the order and
state whether it is linear or non-linear:
t y
dt
dy
t
dt
y d
t sin 2
2
2
2
= + +
t
e y
dt
dy
t
dt
y d
y = + + +
2
2
2
) 1 (
1
2
2
3
3
4
4
= + + + + y
dt
dy
dt
y d
dt
y d
dt
y d
0
2
= +ty
dt
dy
t y t
dt
y d
sin ) sin(
2
2
= + +
3 2
3
3
) (cos t y t
dt
dy
t
dt
y d
= + +
t ty
dt
dy
t tan 1
2
= + +
II. Classification of Solutions
Learning 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.
Definition:
A solution of a DE is a function that satisfies the DE
identically for all in an interval , where is the
independent variable.
y
x
I
x
II. Classification of Solutions
Example
x y ln =
) , 0 ( = I
is a solution of the DE:
0 ' " = +y xy
x y ln =
x
y
1
' =
2
1
"
x
y =
x x
x y xy
1
)
1
( ' ' '
2
+ = +
Indeed,
II. Classification of Solutions
0
1 1
= + =
x x
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:
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:
x y ln =
is an explicit solution of the DE:
0 ' " = +y xy
9
2 2
= + y x
9
2 2
= + y x
is an implicit solution of the DE:
0 ' = +x yy
Indeed:
Implicit differentiation:
0 ' 2 2 = + yy x
0 ' = + yy x
1)
2)
II. Classification of Solutions
General or Particular solution
Example:
Consider the ODE:
0 ' = y y
x
e y =
is a solution (particular)
x
ce y =
(where c is a constant) is a solution (general)
II. Classification of Solutions
x
e y 2 =
is also a solution (particular)
General or Particular solution
A solution of a DE that is free of arbitrary parameters is
called a particular solution.
II. Classification of Solutions
Definitions:
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.
Example
II. Classification of Solutions
x
ce y =
is a 1-parameter family of solutions of the DE
0 ' = y y
x x
de ce y

+ =
is a 2-parameter family of solutions of the DE
0 " = y y
Example:
Verify that the indicated function is an explicit solution of
the given DE :
II. Classification of Solutions
Example:
1)
II. Classification of Solutions
2
; 0 2
x
e y y y

= = +
'
2
x
e y

=
2
2
1
'
x
e y

=
2 2
)
2
1
( 2 ' 2
x x
e e y y

+ = +
0
2 2
= + =

x x
e e
Example:
2)
II. Classification of Solutions
t
e y ; y
dt
dy
20
5
6
5
6
24 20

= = +
t
e y
20
5
6
5
6

=
t
e
dt
dy
y
20
)
5
6
( 20 '

= =
t
e
20
24

=
|
.
|

\
|
+ = +
t t
e e y
dt
dy
20 20
5
6
5
6
20 24 20
t t
e e
20 20
24 24 24

+ =
24 =
3)
II. Classification of Solutions
x cos e y ; y y y
x
2 0 13 6
3
= = +
'

' '
x e y
x
2 cos
3
= ( ) x e x e y
x x
2 sin 2 2 cos 3 '
3 3
+ = x e y
x
2 sin 2 3
3
=
x e x e y y
x x
2 cos 4 2 sin 6 ' 3 "
3 3
= y x e y
x
4 2 sin 6 ' 3
3
=
= +
'

' '
y y y 13 6
y y y x e y
x
13 ' 6 4 2 sin 6 ' 3
3
+
( ) y x e x e y
x x
9 2 sin 6 2 sin 2 3 3
3 3
+ =
y x e y
x
9 2 sin 6 ' 3
3
+ =
0 9 2 sin 6 2 sin 6 9
3 3
= + + = y x e x e y
x x
Example:
4)
II. Classification of Solutions
( ) ( ) x tan x sec ln x cos y ; x tan y y + = = +
' '
( ) ( ) x x x y tan sec ln cos + =
( ) ( ) ( ) x x x x x y sec cos tan sec ln sin ' + = ( ) 1 tan sec ln sin + = x x x
( ) x x x x x y sec sin tan sec ln cos " + + = ( ) x x x x tan tan sec ln cos + + =
( ) ( ) x x x x x x x y y tan sec ln cos tan tan sec ln cos + + + = +
' '
x tan =
Example:
5)
II. Classification of Solutions
( )
t
t
e c
e c
P P P P
1
1
1
; 1
+
= =
'
t
t
e c
e c
P
1
1
1+
=
( )
( )
2
1
1 1 1 1
1
1
'
t
t t t t
e c
e c e c e c e c
P
+
+
=
( ) ( )
2
1
1
2
1
2 2
1
2 2
1 1
1 1
t
t
t
t t t
e c
e c
e c
e c e c e c
+
=
+
+
=
( )
|
|
.
|

\
|
+

+
=
t
t
t
t
e c
e c
e c
e c
P P
1
1
1
1
1
1
1
1
|
|
.
|

\
|
+
+
+
=
t
t t
t
t
e c
e c e c
e c
e c
1
1 1
1
1
1
1
1
( )
'
1
2
1
1
P
e c
e c
t
t
=
+
=
Example:
6)
II. Classification of Solutions
x x
xe c e c y ; y
dx
dy
dx
y d
2
2
2
1
2
2
0 4 4 + = = +
( )
x x x
xe e c e c y
2 2
2
2
1
2 2 ' + + =
x x x
xe c e c e c
2
2
2
2
2
1
2 2 + + =
( )
x x x x
e c y e c xe c e c
2
2
2
2
2
2
2
1
2 2 + = + + =
x
e c y y
2
2
2 ' 2 " + =
= + y y y 4 ' 4 "
= + + y y e c y
x
4 ' 4 2 ' 2
2
2
y y e c
x
4 ' 2 2
2
2
+
( ) 0 4 2 2 2
2
2
2
2
= + + = y e c y e c
x x
Example:
Exercise-II:
Verify that the indicated functions are explicit solutions of
the given DE :
II. Classification of Solutions
t t t t t y t t y y
t t t y t t y t y ty y t
t t y t t y t y ty y t
t
e t y
t
t y t y y y
t t y t y y t
t
sin cos ln ) (cos ) ( ;
2
0 , sec ' ' ) 5
ln ) ( , ) ( ; 0 , 0 4 ' 5 ' ' ) 4
) ( , ) ( ; 0 , 0 ' 3 ' ' 2 ) 3
3
) ( ,
3
) ( , 3 4 ) 2
3 , ) 1
2
2
2
1
2
1
2
2
1
1
2
2 1
) 3 ( ) 4 (
2 2
+ = < < = +
= = > = + +
= = > = +
+ = = = + +
+ = =
'

t
III. Initial and Boundary Value Problems
Learning 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
A DE with initial conditions on the unknown function and its
derivatives, all given at the same value of the independent
variable, is called an initial-value problem, IVP.
0
x
III. Initial and Boundary Value Problems
Examples
3 ) 0 ( , 0 ) 1 = =
'
y y y
25 ) 1 ( ' , 0 ) 2 = =
'
y y y
5 ) 2 ( , 0 ' 2 ' ' ) 3 = = + y y y y
III. Initial and Boundary Value Problems
Definition
A DE with initial conditions on the unknown function and its
derivatives, all given at different values (e.g. at and )
of the independent variable, is called an boundary-value
problem, BVP.
0
x
1
x
III. Initial and Boundary Value Problems
Examples
( ) 2
2
, 1 ; 2 ) 1 =
|
.
|

\
|
'
= =
'
+
' '
t
t y y e y y
x
( ) ( ) 1 1 , 1 0 ; 2 ) 2 = = =
'
+
' '
y y e y y
x
III. Initial and Boundary Value Problems
Examples
Find the solution of the IVP or BVP if the general solution is the
Given one:
( ) , 2 3 ; 0 ) 1 = = +
'
y y y
( )
x
e c x y

=
1
( )
3
1
3

= e c y
( ) 2 3 = y
2
3
1
=

e c
3
1
2e c =
( )
x x
e e e x y

= =
3 3
2 2
solution of the IVP:
III. Initial and Boundary Value Problems
1
6
, 0
8
; 0 4 ) 2 =
|
.
|

\
|
=
|
.
|

\
|
= +
' '
t t
y y y y ( ) x c x c x y 2 cos 2 sin
2 1
+ =
8
2 cos
8
2 sin
8
2 1
t t t
c c y + =
|
.
|

\
|
2 2
2 1
c c
+ =
0
8
=
|
.
|

\
|
t
y
2 1
c c =
Examples
III. Initial and Boundary Value Problems
solution of the BVP:
6
2 cos
6
2 sin
6
2 1
t t t
c c y + =
|
.
|

\
|
2 2
3
2 1
c c
+ =
1
6
=
|
.
|

\
|
t
y

1
2
3
2 1
=
+ c c
2 3
1 1
= c c
1 3
2
1

= c

1 3
2
2

= c
( ) x x y 2 cos 2 sin
1 3
2

=
Examples
III. Initial and Boundary Value Problems
( ) x c x c x y 2 cos 2 sin
2 1
+ =
( ) 0 cos 0 sin 0
2 1
c c y + =
2
c =
( ) 1 0 = y

1
2
= c
( ) , 2
2
, 1 0 ; 0 4 ) 3 =
|
.
|

\
|
= = +
' '
t
y y y y
t t
t
cos sin
2
2 1
c c y + =
|
.
|

\
|
2
c =
2
2
=
|
.
|

\
|
t
y
2
2
= c
2
2
= c
1
2
= c
IMPOSSIBLE
NO SOLUTION
Examples
III. Initial and Boundary Value Problems
Exercise-III
1) Determine and so that
will satisfy the conditions :
0
8
=
|
.
|

\
|
t
y 2
8
=
|
.
|

\
|
'
t
y
1
c
2
c ( ) 1 2 cos 2 sin
2 1
+ + = x c x c x y
2) Determine and so that
will satisfy the conditions :
( ) x e c e c x y
x x
sin 2
2
2
1
+ + =
1
c
2
c
( ) 0 0 = y
( ) 1 0 =
'
y
End Chapter 1