Introduction

Notation
Let y be a function of t
dy
First derivative of y with respect to t: y′ =
dt
d2 y
Second derivative of y w.r.t. t: y′′ =
dt2
..
.
dn y
nth derivative of y w.r.t. t: y(n) =
dtn

. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Definition
An equation involving derivatives is called a differential equation.

Example
dy

= y2 − ty + 1 or y′ = y2 − ty + 1
dt
d2 y dy
2
− 2 + y = ex (or y′′ − 2y′ + y = ex )
dx dx
These are ordinary differential equations. (O.D.E.)
∂2u ∂2u
+ 2 = 0 (or utt + uxx = 0)
∂t2 ∂x
This is a partial differential equation. (P.D.E.)
In this course we will study only O.D.E.’s.

. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Definition
Consider a differential equation containing derivatives of y (w.r.t. t).
A solution of this D.E. is a function y = y(t) that satisfies the
equation.

Example
y = e2t is a solution of the D.E. y′ = 2y.
(Since y = e2t ⇒ y′ = 2e2t ⇒ y′ = 2y)

. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Definition
The order of a D.E. is the order of the highest derivative that
appears in the equation.

Example
y′′′ + 2et y′′ + yy′ = 3t5 is a 3rd order O.D.E.

y4 − (y′′ )3 + ln y = 0 is a 2nd order O.D.E.

ty′ − 2y = sin t is a 1st order O.D.E.

. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Definition
An nth order O.D.E. of the form
an (t)y(n) + an−1 (t)y(n−1) + ... + a0 (t)y = g(t)
is called a linear O.D.E.
An O.D.E. which is not linear is called a nonlinear O.D.E.

Example
1
t2 y′′ − et y′ + ty = is a 2nd order, linear O.D.E.
t
ty′ − 2y = sin t is a 1st order, linear O.D.E.

(y′′ )3 + ty′ − y = t4 is a 2nd order, nonlinear O.D.E.

1
yy′ + = 0 is a 1st order, nonlinear O.D.E.
t
1
y′ + + y2 = t is a 1st order, nonlinear O.D.E.
y

. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Definition
A general solution of an nth order O.D.E. is a family of solutions
that involves n arbitrary constants.

Example
Find the general solution of the differential equation y′ = 2t.

Solution
y′ = 2t Graphs of y = t2 + c for several values of c.
Z y

y = 2t dt

y = t2 + c

General solution gives an infinite family of curves

called integral curves.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Definition
A differential equation together with an initial condition is called an
initial value problem.

Example
Find the solution of the initial value problem y′ = 2t , y(2) = 3.
y′ = 2t , y(2) = 3
| {z } | {z }
Solution D.E. initial condition
| {z }
I.V.P.
First, we find the general solution:
y′ = 2t y

Z y = t2 − 1

y = 2t dt

y = t2 + c is the general solution. 3

Then, we apply the initial condition t

2
to find the value of c:
y(2) = 3 ⇒ 3 = 22 + c ⇒ c = −1
y = t2 − 1 is the solution of the I.V.P.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
First Order Differential Equations

In this chapter we will consider D.E.’s that can be written in the form
dy
= f(t, y) where f is a function of two variables. For an arbitrary
dt
function f, there is no general method for solving the equation in
terms of elementary functions. We will study some special cases and
learn methods to solve them.
We will also learn Clairaut equation, which is a first order differential
equation involving a nonlinear y′ term.

. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Separable Equations

dy
Consider a D.E. of the form = f(t, y) where f is a function of two
dt
variables. If the right hand side can be written as a product of a
function of t and a function of y, then this equation is said to be
dy A(t)
separable. That is, a separable equation is of the form =
dt B(y)
where A and B are functions of one variable. We solve them as
follows:
dy A(t)
=
dt B(y)
dy
B(y) = A(t)
Z dt Z
dy
B(y) dt = A(t) dt
Z dt Z
B(y) dy = A(t) dt

. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Example
t2
Find the general solution of the D.E. y′ =
1 + y2

Solution
dy 1
= t2 · (separable eq.)
dt 1 + y2
2 dy
(1 + y ) = t2
Z dt Z
2 dy
(1 + y ) dt = t2 dt
Z dt Z
(1 + y2 ) dy = t2 dt
y3 t3
y+ = +c
3 3
y3 t3
y+ = + c is the general solution.
3 3
(In this example we didn’t find the explicit formula for the solution
y(t). Instead we found an equation that defines y as a function of t
implicitly.)
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
In the last step it was enough to write integration constant only on
one
Z side of the equation:
Z
(1 + y2 ) dy = t2 dt
y3 t3
y+ + c1 = + c2
3 3
y3 t3
y+ = + c2 − c1
3 3 | {z }
c
Wecanalso think of this  as 3follows:
  
d t3 2 d y d y3 dy dy
= t and y+ = y+ = (1 + y2 ) so,
dt 3 dt 3 dy 3 dt dt
dy
(1 + y2 ) = t2
 
dt  
d y3 d t3
y+ =
 dt 3 3
3
dt 3
d y t
y+ − = 0
dt 3 3
3 3
y t
y+ − = c
3 3
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Example
x2
Find the solution of the I.V.P. y′ = , y(0) = −1
y(1 + x3 )

Solution
dy 1 x2
= · (separable eq.)
dx y 1 + x3
2
dy x
y = 3
Z dx Z x2
1 +
dy x
y dx = 3
dx
Zdx Z 1 +2x
x
y dy = 3
dx
 1+x 
3 Z
 u=1+x 11 1 
 du = ln |u| + c
du = 3x2 dx 3u 3

y2 1
= ln |1 + x3 | + c (gen. sol.)
2 3

. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
 1 1 1
y(0) = −1 ⇒ ln 1 +c ⇒ c =
= |{z}
2 3 2
0
y2 1 1
= ln |1 + x3 | + is the solution of the I.V.P. (implicitly).
2 3 2
In this example we can express the solution explicitly as follows:
y2 1 1
= ln |1 + x3 | +
2 3 r 2
2
⇒y=± ln |1 + x3 | + 1
r 3
2
⇒y=− ln |1 + x3 | + 1 is the solution of the I.V.P.
3
(We choose “−” because of the initial condition y(0) = −1)

. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Homogeneous Equations

dy
Consider a D.E. of the form = f(t, y) where f is a function of two
dt
y
variables. If the right hand side can be written as a function of , say
y t
f(t, y) = g , then the equation is called a homogeneous equation.
t
y
Substituting u = transforms the homogeneous equation to a
t
separable equation.
y dy du
u= ⇒ y = ut ⇒ = ·t+u·1
t dt dt  
dy y
The equation = g
dt t
du
becomes · t + u = g(u)
dt
du
· t = g(u) − u
dt
du 1
= · [g(u) − u] (separable eq.)
dt t

. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
Example
x2 + xy + y2
Find the general solution of the D.E. y′ = , x>0
x2
y y2
Solution y′ = 1 + + 2 (homogeneous eq.)
x x
y dy du
Let u = ⇒ y = ux ⇒ = ·x+u·1
x dx dx
The equation becomes:
du
· x + u = 1 + u + u2
dx
du
· x = 1 + u2
dx
du 1
= · (1 + u2 ) (separable eq.)
dx x
1 du 1
· =
∫ 1 + u2 dx ∫x
1 du 1
· dx = dx
1∫+ u2 dx ∫ x
1 1
du = dx
1 + u2 x
tan−1 u = ln x + c
(y)
tan−1 = ln x + c
x
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .