Differential Equation -an equation involving an unknown function and its derivatives.

The order of the differential equation is the order of the highest derivative of the unknown function
involved in the equation.
A linear differential equation of order n is a differential equation written in the following form:

where
derivatives.

is not the zero function. Note that some may use the notation

for the

A linear equation obliges the unknown function y to have some restrictions. Indeed, the only
operations which are accepted for the variable y are:

Differentiating y;
Multiplying y and its derivatives by a function of the variable x
Adding what you obtained in (ii) and let it be equal to a function of x.

First Order Differential Equation

A. first order linear differential equation has the following form:

The general solution is given by

where

called the integrating factor. If an initial condition is given, use it to find the constant C.
Separable Equations

The differential equation of the form

is called separable, if f(x,y) = h(x) g(y); that is,

B. Homogeneous Equations
The differential equation

is homogeneous if the function f(x,y) is homogeneous, that is-

Check that the functions

.
are homogeneous.
In order to solve this type of equation we make use of a substitution (as we did in case of Bernoulli
equations). Indeed, consider the substitution

. If f(x,y) is homogeneous, then we have

Since y' = xz' + z, the equation (H) becomes

which is a separable equation. Once solved, go back to the old variable y via the equation y = x z.
C. Exact and Non-exact Equations
All the techniques we have reviewed so far were not of a general nature since in each case the equations
themselves were of a special form. So, we may ask, what to do for the general equation

Let us first rewrite the equation into

This equation will be called exact if

,
and nonexact otherwise. The condition of exactness insures the existence of a function F(x,y) such that

Second Order Differential Equation

A. Non linear Second Order Differential Equations
In general, little is known about nonlinear second order differential equations
,
but two cases are worthy of discussion:
(1)
Equations with the y missing

Let v = y'. Then the new equation satisfied by v is

This is a first order differential equation. Once v is found its integration gives the function y.
(2)
Equations with the x missing

Let v = y'. Since

we get

This is again a first order differential equation. Once v is found then we can get y through

which is a separable equation. Beware of the constants solutions.

B. Linear Second Order Differential Equations
A linear second order differential equations is written as

When d(x) = 0, the equation is called homogeneous, otherwise it is called nonhomogeneous. To a

nonhomogeneous equation
,
we associate the so called associated homogeneous equation

For the study of these equations we consider the explicit ones given by

where p(x) = b(x)/a(x), q(x) = c(x)/a(x) and g(x) = d(x)/a(x). If p(x), q(x) and g(x) are defined and
continuous on the interval I, then the IVP
,
where

and

are arbitrary numbers, has a unique solution defined on I.

Main result: The general solution to the equation (NH) is given by

(i)
is the general solution to the homogeneous associated equation (H);
(ii)
is a particular solution to the equation (NH).

C. Homogeneous Linear Equations

Consider the homogeneous second order linear equation

or the explicit one

Basic property:If

and

are two solutions, then

is also a solution for any arbitrary constants

The natural question to ask is whether any solution y is equal to

for some
The answer to this question uses the notion of linear independence of solutions.

and