1 Differential Eqn.

Lecture Notes 1
1.1 Introduction and Elementary Concepts
The laws of the universe are written in the language of mathematics. Algebra is sufficient
to solve many static problems, but the most interesting natural phenomena involve change
are described by equations that relate changing quantities.
0
Since, the derivative dy
dt
= f (t) of the function y = f (t) is changing with respect to the
independent variable t, it is natural that equations involving derivatives are frequently used
to describe the changing universe.

Definition 1 An equation relating an unknown function and one or more of its derivatives
is called a differential equation.

Example 1 The followings are some examples of differential equations:

1.
dy
= cosx
dx
2.
d2 y
+ k2y = 0
dx2
3.
u 2u 2u
= h2 ( 2 + 2 )
t x y
4.
d2 y dy
2
+ ( )3 8y = 0
dx dx
Definition 2 An Ordinary Differential Equation (ODE) is an equation involving deriva-
tives with respect to a single independent variable. In general, if y is function of x only and
dy d2 y dn y
its derivatives dx = y 0 , dx 00
2 = y ,..., dxn = y
(n)
for all n 3, then

F (x, y, y 0 , y 00 , ..., y n ) = 0

is an ODE.

Definition 3 The order of an ordinary differential equation is the order of its highest
derivative.

Example 2 1.
3y 0 + xy 2 = 0 is a first order ODE.

2.
xy 00 + 5y = 0 is a second order ODE.

1
Definition 4 An ODE is said to be linear if it is a linear function of the variables y, y 0 , y 00 , ..., y n .
Hence, the general form of a linear ODE is

a0 (x)y + a1 (x)y 0 + a2 (x)y 00 + ... + an (x)y (n) = q(x). (1)

A nonlinear ODE is any ODE that cannot be written in the above form.

Example 3 1.
3y 0 + xy 2 = 0 is nonlinear.

2.
x2 y 00 + 5y = 0 is linear.

3.
xy 000 + x3 y 0 + 2y = 0 is linear.

4.
y 0 + y 3 = 0 is nonlinear.

Example 4 For each of the following, state whether the equation is ordinary or partial,
linear or nonlinear, and give its order.

1.
d2 x
+ k2x = 0
dt2
2.
2w 2
2 w
= a
t2 x2
3.
(x2 + y 2 )dx + 2xydy = 0

4.
y 0 + P (x)y = Q(x)

5.
y 000 3y 0 + 2y = 0

6.
yy 00 = x

7.
2u 2u 2u
+ + =0
x2 y 2 z 2
8.
d3 w 2 dw
( 3 ) 2( )4 + yw = 0
dx dx

2
 9.
x(y 00 )3 + (y 0 )4 y = 0

10.
y 00 + 2y 0 8y = x2 + cosx

Definition 5 A continuous function u = u(x) is a solution of ordinary differential equa-

tion on an interval I, if the derivatives of u until the order of ODE exist on I and u satisfies
the ordinary differential equation on I.

Example 5 Let us verify that

y = e2x
is a solution of the equation
d2 y dy
+ 6y = 0. (2)
dx2 dx
We substitute our tentative solution into the equation and find that for all values of x
d2 y dy
+ 6y = 4e2x + 2e2x 6e2x 0
dx2 dx
which completes the desired verification.

Example 6 In Problems 1 through 7, verify by substitution that each given function is a

solution of the given differential equation
1.
y 0 = 3x2 ; y = x3 + 7

2.
y 0 + 2y = 0; y = 3e2x

3.
y 00 + 4y = 0; y1 = cos2x, y2 = sin2x

4.
y 00 2y 0 + 2y = 0; y1 = ex cosx, y2 = ex sinx

5.
1
y 0 + 2xy 2 = 0; y =
1 + x2
6.
x2 y 00 + xy 0 y = lnx; y = x lnx

7.
x2 y 00 xy 0 + 2y = 0; y1 = xcos(lnx), y2 = xsin(lnx)

Example 7 In the following examples substitute y = erx into the given differential equation
to determine all the values of the constant r for which y = erx is a solution of the equation.

3
 1. 3y 0 = 2y

2. 4y 00 = y

3. y 00 + y 0 2y = 0

4. 3y 00 + 3y 0 4y = 0

In this first chapter we mainly concentrate on first-order differential equations of the form
dy
= f (x, y) (3)
dx
Definition 6 A first order differential equation (3) with initial condition y(x0 ) = y0 is called
an initial value problem (IVP).

To solve the initial value problem

dy
= f (x, y), y(x0 ) = y0 (4)
dx
means to find a differentiable function y = y(x) that satisfies both conditions in (4) on some
interval containing x0 .

Example 8 In the following examples first verify that y(x) satisfies the given differential
equation. Then determine the value of the constant C so that y(x) satisfies the given initial
condition.

1. y 0 + y = 0; y(x) = Cex , y(0) = 2.

2. y 0 = y + 1; y(x) = Cex 1, y(0) = 5.

dy
3. x dx + 3y = 2x5 ; y(x) = 14 x5 + Cx3 , y(2) = 1.

4. xy 0 3y = x3 ; y(x) = x3 (C + lnx), y(1) = 17.

5. y 0 = 3x2 (y 2 + 1); y(x) = tan(x3 + C), y(0) = 1.

6. y 0 + ytanx = cosx; y(x) = (x + C)cosx, y() = 0.