Differential Equations-Week-1

qIntroduction to differential equations

qBasic definitions and terminology
qSolutions of differential equations
1. Differential Equations and Their Classification

Ø Definition 1.1: An equation involving derivatives of one or more dependent variables with respect to one or more
independent variables is called a differential equation.

Ø Example 1.1:

For examples of differential equations we list the following:

"
!"# !#
+ $# =0 (1)
!$ " !$

!+$ !"$
+ 5 " + 3$ = sin, (2)
!, + !,

34 34
+ =4 (3)
35 3,

3 "6 3 "6 3 "6

+ + =0 (4)
3$ " 3# " 37 "
• From the brief list of differential equations in Example 1.1 it is clear that the various variables and
derivatives involved in a differential equation can occur in a variety of ways. Clearly some kind of
classification must be made. To begin with, we classify differential equations according to
whether there is one or more than one independent variable involved.

Ø Definition 1.2: A differential equation involving ordinary derivatives of one or more dependent
variables with respect to a single independent variable is called an ordinary differential equation.

Ø Example 1.2: Equations (1) and (2) are ordinary differential equations. In Equation (1) the variable
! is the single independent variable, and " is a dependent variable. In Equation (2) the
independent variable is #, whereas ! is dependent.
ØDefinition 1.3: A differential equation involving partial derivatives of one or more
dependent variables with respect to more than one independent variable is
called a partial differential equation.

• Example 1.3: Equations (3) and (4) are partial differential equations. In Equation
(3) the variables ! and " are independent variables and # is a dependent variable.
In Equation (4) there are three independent variables: $, &, and '; in this equation
( is dependent.
Ø We further classify differential equations, both ordinary and partial, according to the order of the highest derivative
appearing in the equation. For this purpose we give the following definition

Ø Definition 1.4: The order of the highest ordered derivative involved in a differential equation is called the order of
the differential equation.

Ø Example 1.4: The ordinary differential equation (1) is of the second order, since the highest derivative involved is a
second derivative. Equation (2) is an ordinary differential equation of the fourth order. The partial differential
equations (3) and (4) are of the first and second orders, respectively.

Ø Proceeding with our study of ordinary differential equations, we now introduce the important concept of linearity
applied to such equations. This concept will enable us to classify these equations still further.
Ø Proceeding with our study of ordinary differential equations, we now introduce the important
concept of linearity applied to such equations. This concept will enable us to classify these
equations still further

Ø Definition 1.5: ! linear ordinary differential equation of order ", in the dependent variable # and
the independent variable $, is an equation that is in, or can be expressed in, the form

'(# ' (+* # '#

%& $ + %* $ + ⋯ + %(+* $ + %( $ # = . $ (5)
'$ ( '$ (+* '$

where %& is not identically zero.

Ø Example 1.5 :

The following ordinary differential equations are both linear. In each case ! is the dependent
variable. Observe that ! and its various derivatives occur to the first degree only and that no
products of ! and/or any of its derivatives are present.

"#! "!
+5 + 6! = 0
"$ # "$

"*! #
" +!
+
"!
* + $ + + $ = $, -
"$ "$ "$
Ø Definition 1.6 : ! nonlinear ordinary differential equation is an ordinary differential equation that is not
linear.

Ø Example 1.6: The following ordinary differential equations are all nonlinear:

"# $ "$ #
+ 5 + 6$ = 0,
"% # "%

,
"# $ "$
+5 + 6$ = 0,
"% # "%

"# $ "$
+ 5$ + 6$ = 0.
"% # "%
• Exercises: Classify each of the following differential equations as ordinary or partial differential
equations; state the order of each equation; and determine whether the equation under
consideration is linear or nonlinear.

!"
• + % & ' = %) # .
!#

!* " !, " !"

• + 4 , −5 + 3' = sin%.
!#* !# !#

3, 4 3, 4
• + , = 0.
3#, 3"

• % & 6' + ' & 6% = 0.

 (
!" # !' #
• +3 + 5* = 0.
!$" !$'

-" . -' . -' .

• + + '+ / = 0.
-$' -#' -$' -#

!' #
• + *sin3 = 0.
!$'

!' #
• + 3sin* = 0.
!$'

!4 $ !" $ !6 $
• + + 3 = 7.
!5 4 !5 " !5 6

!8 : !' 8
• = + 1.
!9 !9'
2. Solutions of differential equations

• Definition 2.1 : Consider the nth-order ordinary differential equation

%& % )&
! ", $, ,…, =0 (6)
%' %' )

%& % )&
where ! is a real function of its (/ + 2) arguments ", $, ,…, .
%' %' )
1. Let ! be a real function defined for all " in a real interval # and having an $%ℎ derivative (and hence also all lower
ordered derivatives) for all " ∈ #. The function ! is called an explicit solution of the differential equation (6) on # if it
fulfills the following two requirements:

( ", !("), ! , ("), … , ! (.) (")

is defined for all " ∈ #, and

( ", !("), ! , ("), … , ! (.) (") = 0

for all " ∈ #. That is, the substitution of !(") and its various derivations for 1 and its corresponding derivatives, respectively,
in (6) reduces (6) to an identity on #.
2. A relation !(#, %) = 0 is called an implicit solution of (6) if this relation defines at least one
real function * of the variable # on an interval + such that this function is an explicit solution of
(6) on this interval.

3. Both explicit solutions and implicit solutions will usually be called simply solutions.

• Roughly speaking, then, we may say that a solution of the differential equation (6) is a relation -
explicit or implicit - between # and %, not containing derivatives, which identically satisfies (6).
• Example 2.1: The function ! defined for all real" ≠ 0 by

! " = " & − " ()

is an explicit solution of the differential equation

" & * ++ − 2* = 0 (7)

for all real " ≠ 0.

Ø Example 2.2: Consider the second-order differential equation

! "" + 4! = 0 (8)

the two real functions *+ and *, given by

*+ (-) = .+ /012-

and
*, (-) = ., .3/2-

respectively, for all real -, and both of these functions are explicit solutions of the differential equation (8).
Ø Example 2.3: The relation
! " + $ " − 36 = 0

is an implicit solution of the differential equation

*$
!+$ =0 (9)
*!

on the interval . defined by −6 < ! < 6. For the relation defines the two real functions 01 and 0" given by

01(!) = 36 − ! "

and

0"(!) = − 36 − ! "

respectively, for all real ! ∈ ., and both of these functions are explicit solutions of the differential equations (9) on ..
Ø Example 2.4: The function ! defined for all real " by

!(") = 2sin" + 3cos"

is an explicit solution of the differential equation

./0
+0 =0 (10)
." /
for all real ".
First note that ! is defined and has a second derivative for all real ". Next observe that

! # (") = 2cos " − 3sin ",

! ## (") = −2sin " − 3cos ".

Upon substituting ! ## (") for 12 3/1" 2 and !(") for 3 in the differential equation (10), it reduces to the identity

(−2sin" − 3cos") + (2sin" + 3cos") = 0,

which holds for all real ". Thus the function ! is an explicit solution of the differential equation (10) for all real
".
Ø Example 2.5: Consider the first-order differential equation

!"
= 2# (11)
!#

The function )* defined for all real # by )* (#) = # + is a solution of this equation.

So also are the functions ), , )+ , and ). defined for all real # by ), (#) = # + + 1, )+ (#) = # + + 2, and
). (#) = # + + 3, respectively.
• In fact, for each real number !, the function "# defined for all real $ by

"# $ = $ & + ! (12)

is a solution of the differential equation (11).

• In other words, the formula (12) defines an infinite family of functions, one for each real constant !, and
every function of this family is a solution of (11).

• We call the constant ! in (12) an arbitrary constant or parameter and refer to the family of functions defined
by (12) as a one-parameter family of solutions of the differential equation (11).

• We write this one-parameter family of solutions as

, = $& + !
Exercises
• Show that each of the functions defined in Column-I is a solution of the corresponding differential
equation in Column-II on every interval ! < # < $ of the # axis.

I II
%(#) = # + 3+ ,- ./
+/ =#+1
.#

%(#) = 2+ 2- − 5+ 5- 678 68
6- 7 −7 6-
+ 12/ = 0

%(#) = + - + 2# ; + 6# + 7 .; / ./
; −3 + 2/ = 4# ;
.# .#

> 7
%(#) = ; 6 8 68
>?- 7 1+ # + 4# + 2/ = 0
6- 7 6-
ØExample 2.6: Show that every function ! defined by

!(#) = # & + ( ) *&+

where ( is an arbitrary constant, is a solution of the differential equation

,-
+ 3- = 3# / ) *&+
,#

ØExample 2.7: Show that every function ! defined by

1
!(#) = 2 + () */+ ,

where ( is an arbitrary constant, is a solution of the differential equation

,-
+ 4#- = 8#
,#
• Example 2.8: For certain values of the constant ! the function " defined by "($) = ' () is a
solution of the differential equation

*+, */, *,
−3 /−4 + 12, = 0.
*$ + *$ *$

Determine all such values of !.

• Example 2.9: For certain values of the constant 6 the function 7 defined by 7($) = $ 8 is a
solution of the differential equation

*+, */, *,
$+ + 2$ / − 10$ − 8, = 0.
*$ + *$ / *$

Determine all such values of 6.

Example 2.10: Show that every function ! defined by !(#) = &' ( )* + &, ( -,* , where &' and
&, are arbitrary constants, is a solution of the differential equation

., / ./
,
−2 − 8/ = 0.
.# .#

• Example 2.11: Show that every function 5 defined by 5(#) = &' ( ,* + &, #( ,* + &6 ( -,* ,
where &' , &, , and &6 are arbitrary constants, is a solution of the differential equation

.6 / ., / ./
6
−2 ,−4 + 8/ = 0.
.# .# .#