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MATB143: Chapter 1: Introduction to Differential Equations

1.1 Definitions and Terminology

1. Definition 1.1.1 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.
eg:

d2y

dy
= 4x 3 ,
dx

dx 2

2 y

+ 6y = 0 ,

t 2

2 y
x 2

=0

2. Differential equations are classified by type, order, and linearity.

3. Type:
3.1 Ordinary Differential Equation (ODE):
A differential equation is an ODE if it contains only ordinary derivatives of one or
more dependent variables with respect to a single independent variable.
eg:
d2y

dy
= 5x 2
dx

dx 2

ey

+ sin y = 0

d2y

dy
+ 2 = 0
2
dx
dx

3.2 Partial Differential Equation (PDE):

A differential equation is a PDE if it contains the partial derivatives of one or more
dependent variables with respect to two or more independent variables.
eg:

2u
x 2

2u
y 2

2u

=0

x 2

2u
y 2

2u
z 2

=0

4. Order:
The order of a differential equation (either ODE or PDE) is the order of the highest
derivative that appears in the equation.
eg:
dy
= cos x
dx

d2y

first-order
4

dy
+ 6 = 7 x
2
dx
dx

second-order

x 2 y + 2e x y = x 2 + 2 y 4

third-order

MATB143: Chapter 1: Introduction to Differential Equations

Note:
Ordinary derivatives can be written using either the Leibniz notation
dy d 2 y d 3 y
,
,
,.... or the prime notation y , y , y ,...
dx dx 2 dx 3

5. Linearity:
An nth -order ODE is said to be linear if F is linear in y, y , y ,..., y (n1) .
This means that an nth -order ODE is linear if it can be written in the form:
a n ( x)

dny
dx

+ a n 1 ( x)

d n 1 y
dx

n 1

+ ... + a 2 ( x )

d2y
dx

+ a1 ( x)

dy
dx

+ a 0 ( x) y = g ( x )

Characteristic properties of a linear differential equation:

i)

The dependent variable y and all its derivatives are of the first degree (ie. The
power of each term involving y is one).

ii)

The coefficients are merely constants or they depend only on the independent
variable x .

iii)

The dependent variable y and all its derivatives are linear functions.
eg:

3xy 5 y = ln x

(sin x )y + y

d2y

= ex

linear
linear

dy
+ + 4 xy = x
2
dx
dx

non-linear

yy + 3 y = 5 x 2

non-linear

d2y
dx 2

+ sin y = 0

non-linear

6. Definition 1.1.2 Solution of an ODE

Any function , defined on an interval I and possessing at least n derivatives that are continuous
on I , which when substituted into an nth -order ODE reduces the equation to an identity, is said
to be a solution of the equation on the interval.
(ie. A function (x) is a solution if it is differentiable and satisfies the DE for all x in I . The interval

I is the domain of the solution).

MATB143: Chapter 1: Introduction to Differential Equations

eg. The function y ( x) = c1 sin 2 x + c 2 cos 2 x, (where c1 and c 2 are arbitrary constants), is a solution
of the equation y + 4 y = 0 on the interval (, ) . Verify
Note that y = 0 is also a solution of y + 4 y = 0 on (, ) . A solution of a DE that is identically
zero on an interval I is said to be a trivial solution.

7. Solution Curve
The graph of a solution of an ODE is called a solution curve.

8. Explicit and Implicit Solutions

8.1

An explicit solution is a solution in which the dependent variable is expressed

solely in terms of the independent variable and constants.
eg. y = 1 / x is an explicit solution of xy + y = 0 . The trivial solution y = 0 is also
an explicit solution of the same equation xy + y = 0 .

8.2

An implicit solution is a solution which is implicitly given in the form of

G ( x, y ) = 0
eg. x 2 + y 2 = 25 is an implicit solution of the differential equation

dy
x
=
dx
y

on

interval (5,5) . Verify. (Read example 3 in text).

9. Families of Solutions
9.1

A solution is also sometimes referred to as an integral of the DE and its graph

is called an integral curve.

9.2

A solution of a first-order DE F ( x, y , y ) = 0 usually contains a single arbitrary

constant or parameter c . It represents a set G ( x, y, c) = 0 of solutions called a
one-parameter family of solutions.
eg. y = x 2 + c is referred to as a one-parameter family of solutions of the DE
dy
= 2x .
dx

9.3

An nth -order DE F x, y, y ,.., y ( n) = 0 possesses an n parameter family of

solutions G ( x, y, c1 , c 2 ,..., c n ) = 0 .

A single DE can possess an infinite number of solutions corresponding to the

unlimited number of choices for the parameter(s).

MATB143: Chapter 1: Introduction to Differential Equations

9.4

A particular solution is a solution of a DE that is free of arbitrary parameters.

eg. y = x 2 + 3 is a particular solution of the DE

dy
= 2x .
dx

The trivial solution y = 0 is also a particular solution of the same DE.

9.5

A singular solution is an extra solution of a DE that cannot be obtained by

specializing any of the parameters in the family of solutions.
2

eg. y = x 2 + c is a one-parameter family of solutions of the DE y = xy 1 / 2 .

4

The trivial solution y = 0 is also a solution of the same DE, but it is not obtained
from the family of solutions (note that by assigning any value of c , there is no way
to obtain y = 0 ). Hence, y = 0 is known as a singular solution of the DE.

1.2 Initial-Value Problems

A differential equation together with an initial condition is called an initial-value problem (or IVP).
An example of a first-order IVP:



Solve:



Subject to:

 ,


 

(the differential equation)

(the initial condition)

An example of a second-order IVP:



Solve:

 

Subject to:

 , ,


  , 
 

(the differential equation)

(the initial conditions)

Example:
1.  1/   
is a one-parameter family of solutions of the first-order differential
equation   2   0. Find a solution of the first-order IVP consisting of this differential
equation and the given initial condition, 2
 1/3.
2.         is a two-parameter family of solutions of the second-order differential
equation   0. Find a solution of the second-order IVP consisting of this differential
equation and the given initial conditions, 1
 0,  1
 .