Introductory Remarks and

Disclaimers
These notes have been compiled from a large number of sources in order to develop a beginning course in Ordinary and Partial Differential Equations. This course does not require a
background in Real, Complex or Functional Analysis so the level is taken to be just beyond
calculus, advanced calculus and/or baby reals. This is note intended to be considered as an
original text, rather it consists of a compilation of material taken from numerous sources
including course lecture notes of Lawrence Schovanec from Indiana University. In the early
chapters (for ODEs Chapters 1 - 5) we have also followed or borrowed material from [3] and
[9] to a large extent. To a lesser extent material has been taken from [4], [5], [6] [7], [8], [2],
and [10].
In the Chapters on Partial Differential Equations we have once again taken material from
a wide range of sources. One main source is the new edition of G. Follands PDE book [14].
Material also has been borrowed from [36], [8], [13], [21] and many more.
The first several drafts of these notes were compiled by Lawrence Schovanec. One year
they were used, and Chapter 3 was somewhat modified, bu Lance Drager. In 1998-1999,
David Gilliam continued developing the notes and the results of all these efforts are contained
herein. All typographical errors must fall on the Dave Gilliam as the last one to work on
the notes but he will proabably try to blame someone else if possible.
L. Schovanec and D. Gilliam
Mathematics and Statistics
Box 41042
Lubbock, TX 79409-1042
(806) 742-2566
gilliam@texas.math.ttu.edu
schov@math.ttu.edu

Chapter 1
Some Preliminary Considerations
This chapter will introduce the reader to the terminology and notation of differential equations. Students will also be reminded of some of the elementary solution methods they are
assumed to have encountered in an undergraduate course on the subject. At the conclusion
of this review one should have an idea of what it means to solve a differential equation and
some confidence that they could construct a solution to some simple and special types of
differential equations.

1.1

Definitions and Notation

Differential equations are divided into two classes, ordinary and partial. An ordinary differential equation (ODE) involves one independent variable and derivatives with respect to
that variable. A partial differential equation (PDE) involves more than one independent
variable and corresponding partial derivatives. The first semester of this course is about
ordinary differential equations. The phrase differential equation will usually mean ordinary
differential equation unless the context makes it clear that a partial differential equation is
intended. The order of the highest derivative in the differential equation is the order of the
equation.
3

CHAPTER 1. SOME PRELIMINARY CONSIDERATIONS

Example (1.1.1)

(b)

d3 y
dy
6x + 10y = 0 3rd order ODE
3
dx
dx
00
x (t) + sin x(t) = 0
2nd order ODE

(c)

y 00 + y = 0

2nd order ODE

(d)

x0 + x = 0

1st order ODE

(a)

(e)
(f )

x2

u u

=0
x y
2u
2u 2u
=
+
t2
x2 y 2

1st order PDE

2nd order PDE

From the equation it is usually clear which is the independent variable and which is
dependent. For example, in (a) it is implied that y = y(x) while in (b) the dependence of x
upon t is explicitly noted. In (c) and (d) the choice of the independent variable is arbitrary
but as a matter of choice we will usually regard y = y(x) and x = x(t). The latter notation
is usually reserved for the discussion of dynamical systems in which case one should think of
x(t) as denoting the state of a system at time t. In contrast the notation y = y(x) might be
used in the context of a boundary value problem when x has the interpretation of a spatial
coordinate. Of course this is much ado about nothing and the student should be prepared
to see differential equations written in a variety of ways.
For the partial differential equation in (e) u = u(x, y) while in (f), u = u(x, y, t). We will
often denote partial derivatives by subscripts in which case (e) could be written ux uy = 0
and similarly for (f) utt = uxx + uyy .
Differential equations are divided into two other classes, linear and nonlinear. An nth
order linear differential equation can be put into the form
an y (n) + + a1 y 0 + a0 y = b
where b and the coefficients ak depend on at most the independent variable. If b = 0 the
equation is said to be homogeneous, otherwise it is called nohomogeneous.
Example (1.1.2)
y 00 = y 0 + 1

linear, nonhomogeneous

x0 sin t = x

linear, homogeneous

(y 0 )2 = x + y

nonlinear

1.1. DEFINITIONS AND NOTATION

General differential equations of order 1 and 2 may be written as

F (x, y, y 0 ) = 0

(1.1.1)

F (x, y, y 0 , y 00 ) = 0
with the obvious notation for higher order equations. Such equations are often assumed to
be solvable for the highest derivative and then written as
y 0 = f (x, y)

(1.1.2)

y 00 = f (x, y, y 0 ).
A differentiable function y = (x) is a solution of (1.1.1) on an interval J if F (x, (x), 0 (x)) =
0, x J. Usually a first order equation has a family of solutions y = (x, c) depending on
a single parameter c. A second order equation usually has a two-parameter family of solutions y = (x, c1 , c2 ) and so on. These parameters are like constants of integration and may
be determined by specifying initial conditions corresponding to some time when a process
starts.
Example (1.1.3)

A two-parameter family of solutions of x00 = 6 is

x = 3t2 + c1 t + c2

(1.1.3)

The solution that satisfies the initial conditions

x(0) = 1, x0 (0) = 1
is
x = 3t2 t + 1.
Because solutions may involve one or more integrations, the graph of a solution is called
an integral curve. The integral curves in the previous example are parabolas. A family
of functions is a complete solution of a differential equation if every member of the family
satisfies the differential equation and every solution of the differential equation is a member
of the family. The family of functions given by (1.1.3) is the complete solution of y 00 = 6.
For the student who is familiar with the terminology of a general solution we should state
at this point that the notion of a general solution will only be used in the context of linear
equations. The appropriate definitions will be introduced in Chapter 3 at which time the
distinction between a general and complete solution will be made clear.

6
Example (1.1.4)

CHAPTER 1. SOME PRELIMINARY CONSIDERATIONS

The family
y = (x, c) =

1
2x + c

solves y 0 + y 3 = 0. The family is not complete since the trivial solution, y(x) = 0 (also
denoted y 0), cannot be obtained for any value of c.
In equation (1.1.2) the left hand member dy/dx denotes the slope of a solution curve
whereas the right hand member f (x, y) gives the value of the slope at (x, y). From this
point of view the solution of an ordinary differential equations is a curve that flows along
directions specified by f (x, y). The use of dy/dx breaks down when the tangent is vertical
but the geometric interpretation remains meaningful. To deal with this matter note that a
smooth curve in the (x, y) plane may be described locally by y = (x) or x = (y). If dy/dx
is meaningless, dx/dy may be permissible. Consequently, it may be advantageous to treat
x or y as independent or dependent variables in formulating a differential equation. These
remarks motivate the following discussion.
A differential equation is said to be in differential form if it is written as
M (x, y)dx + N (x, y)dy = 0.

(1.1.4)

A differentiable function y = (x) is a solution of (1.1.4) on an interval if the substitutions

y = (x), dy = 0 (x)dx
make (1.1.4) true. A differentiable function x = (y) is a solution if the substitutions
x = (y), dx = 0 (y)dy
make (1.1.4) true. An equation
G(x, y) = c, c constant

(1.1.5)

is said to furnish an implicit solution of (1.1.2) if (1.1.5) can be solved for y = (x) or
x = (y) in a neighborhood of a point (x, y) satisfying (1.1.5) and or is a solution in the
sense defined above. When (1.1.5) furnishes an implicit solution the graph of this equation
is also called an integral curve.
There is some ambiguity as to what one is expected to produce when asked to solve
a differential equation. Often the differential equation is regarded as solved when one has
derived an equation such as (1.1.5). However, the context of the problem may make it clear
that one needs to produce an explicit formula for the solution, say y = (x) or x = (y).
The next two examples will expound upon this issue, but in general the specific problem at
hand will usually dictate as to what is meant by the phrase, solution.

1.1. DEFINITIONS AND NOTATION

Example (1.1.5)

Consider the equation in differential form

xdx + ydy = 0.

This equation is easily solved by writing it as a pure derivative, i.e.,

1
d(x2 + y 2 ) = 0.
2
When written in this form it is apparent that possible implicit solutions are
x2 + y 2 = C.

(1.1.6)

If C < 0, the locus is empty. If C = 0 the locus consists of the point (0,0). This case does
not correspond to a solution since it does not describe a differentiable curve of the form
y = (x) or x = (y). If C > 0, the integral curves are circles centered at the origin.
Example (1.1.6)

Consider the three equations

(a)

dy
x
dx
y
=
(b)
=
(c) xdx + ydy = 0.
dx
y
dy
x

(a) This form of the equation implicitly requires a solution y = (x) and no integral
curve can contain a point (x, y) where y = 0.
(b) This requires a solution y = (x) and no integral curve can contain a point (x, y)
where x = 0.
(c) This equation allows for solutions of the form x = (y), or y = (x) and leads to the
family of circles (1.1.6) obtained in the previous example. In particular, in the neighborhood
of any point (x, y) on the circle we can express y as a differentiable function of x or vice versa.
One could obtain from (1.1.6) additional functions y = (x) by taking y > 0 on part of the
circle and y < 0 on the remainder (as in (c) below). Such a function is not differentiable and
hence not a solution.

(a)

y=(x)

(b)

x=(y)

(c)

y=(x)

Fig. 1.1.1. Solutions defined by an integral curve are displayed in (a) and (b). Though the
graph of (x) lies on an integral curve, it is not a solution of the differential equation.

CHAPTER 1. SOME PRELIMINARY CONSIDERATIONS

Having introduced the notion of a solution and integral curve, we now will review some
of the most elementary methods for solving ordinary differential equations.

1.2

Examples of Explicit Solution Techniques

(a) Separable Equations.

A differential equation is separable if it can be wrtitten in the form
dy
f (x)/g(y) = 0.
dx
The differential equation is solved by separating the variables and performing the
integrations
Z
Z
g(y)dy = f (x)dx.
F (x, y, y 0 ) =

Example (1.2.1)

Solve
dy/dx = y 2 /x, x 6= 0.

We separate the variables and integrate to obtain

Z
Z
1
1
dy =
dx
2
y
x
or
1
y=
ln |x| + C

(1.2.1)

In the above calculation division by y 2 assumed y 6= 0. The function y = 0 is also a

solution, referred to as a singular solution. Therefore, the family given in (1.2.1) is not
complete.
(b) Homogeneous Equations.
A differential equation is homogeneous if it can put in the form
F (x, y, y 0 ) = y 0 f (y/x) = 0.
In this case let z = y/x so
or
which is separable.

dz
dy
=z+
= f (z)
dx
dx
dz
f (z) z
=
,
dx
x

1.2. EXAMPLES OF EXPLICIT SOLUTION TECHNIQUES

(c) Exact Equations.

The differential equation F (x, y, y 0 ) = 0 is exact if it can be written in differential form
M (x, y)dx + N (x, y)dy = 0
where

M
N
=
.
y
x
Recall that if M, N are C 1 on a simply connected domain then there exists a function
P such that
P
P
= M,
= N.
x
y
Thus the exact differential equation may be written as a pure derivative
dP = M dx + N dy = 0
and hence implicit solutions may be obtained from
P (x, y) = C.

Example (1.2.2)

Solve
(3x2 + y 3 ey )dx + (3xy 2 ey + xy 3 ey + 3y 2 )dy = 0

Here
My = 3y 2 ey + y 3 ey = Nx .
Thus there exists P such that
P
P
= M,
= N.
x
y
It is simplest to obtain P from
Z
P = Px dx = x3 + xy 3 ey + h(y).
Differentiate with respect to y to obtain
P
= 3xy 2 ey + xy 3 ey + h0 (y) = N
y
and so h0 (y) = 3y 2 or h(y) = y 3 . Thus
P (x, y) = x3 + y 3 ey x + y 3
and so
x3 + y 3 ey x + y 3 = C
provides an implicit solution.

10

CHAPTER 1. SOME PRELIMINARY CONSIDERATIONS

(d) Integrating Factors.

Given
M (x, y)dx + N (x, y)dy = 0,
= (x, y) is called an integrating factor if

(M ) =
(N )
y
x
The point of this definition is that if is an integrating factor, M dx + N dy = 0 is
an exact differential equation.
Here are three suggestions for finding integrating factors:
1) Try to determine m, n so that = xm y n is an integrating factor.
2) If

then

M y Nx
= Q(x),
N
Z

(x) = exp
Q(x)dx

is an integrating factor.
3) If

then

Nx M y
= R(y),
M
Z

(y) = exp
R(y)dy

is an integrating factor.
(e) First Order Linear Equations.
The general form of a first order linear equation is
a1 (x)y 0 + a0 (x) = b(x)
a0
b
We assume p = , f =
are continuous on some interval and rewrite the equation
a1
a1
as
y 0 (x) + p(x)y(x) = f (x).
By inspection we see that

=e

p(x)dx

(1.2.2)

1.2. EXAMPLES OF EXPLICIT SOLUTION TECHNIQUES

11

is an integrating factor for the homogeneous equation. From (1.2.2) we obtain

R
d R p(x)dx
(e
y) = f (x)e p(x)dx
dx

and so
y(x) = e

Example (1.2.3)

Z
p(x)dx

f (x)e

p(x)dx

dx + c .

Find all solutions of

xy 0 y = x2 .

If x 6= 0, rewrite the equation as

1
y0 y = x
x
and so
= e
If x > 0,

(1/x)dx

(1.2.3)

1
.
|x|

d y
=1
dx x

and so y = x2 + Cx. If x < 0,

d
dx

1
y
x

= 1

and y = x2 + Cx. Hence y = x2 + Cx gives a differentiable solution valid for all x.

Now consider the initial value problem
xy 0 y = x2
y(0) = y0 .
If y0 = 0, we see that there are infinitely many solutions of this problem whereas if
y0 6= 0, there are no solutions. The problem in this latter case arises from the fact that
when the equation is put in the form of (1.2.3) the coefficient p(x) is not continuous at
x = 0. The significance of this observation will be elaborated upon in the next chapter.

12

CHAPTER 1. SOME PRELIMINARY CONSIDERATIONS

(e) Reduction in Order.

If in the differential equation the independent variable is missing, that is, the equation
is of the form
F (y, y 0 , , y (n) ) = 0,
set

(1.2.4)

dy
,
dx
dv dy
dv
d 0
dv
y 00 =
(y ) =
=
= v,
dx
dx
dy dx
dy
v = y0 =

y 000 =

d dv
dv dv
d dv dy
( v) =
+v ( )
dx dy
dy dx
dy dy dx
= v(

dv 2
d2 v
) + v2 2 ,
dy
dy
etc.

These calculations show that with this change of variables we obtain a differential equation of one less order with y regarded as the independent variable, i.e., the differential
equation (1.3.1) becomes
G(y, v, v 0 , v (n1) ) = 0.
If the dependent variable is missing, i.e.,
F (x, y 0 , y 00 , y (n) = 0,
again set v =

dy
= y 0 to obtain
dx
G(x, v, v 00 , v (n1) ) = 0.

(f ) Linear Constant Coefficient Equations.

A homogeneous linear differential equation with constant real coefficients of order n
has the form
y (n) + an1 y (n1) + + a0 y = 0.
d
and write the above equation as
dx

P (D)y Dn + an1 D(n1) + + a0 y = 0.

We introduce the notation D =

1.2. EXAMPLES OF EXPLICIT SOLUTION TECHNIQUES

13

By the fundamental theorem of algebra we can write

P (D) = (D r1 )m1 (D rk )mk (D2 21 D + 12 + 12 )p1 (D2 2` D + `2 + `2 )p` ,
where

k
X

mj + 2

j=1

`
X

pj = n.

j=1

Lemma 1.2.1. The general solution of (D r)k y = 0 is

y = c1 + c2 x + + ck x(k1) erx
and the general solution of (D2 2D + 2 + 2 )k y = 0 is

y = c1 + c2 x + + ck x(k1) ex cos(x) + d1 + d2 x + + dk x(k1) ex sin(x).

Proof. Note first that (D r)erx = D(erx ) rerx = rerx rerx = 0 and for k > j

(D r) xj erx = D xj erx r xj erx = jxj1 erx .

Thus we have
(D r)

j rx

xe

j rx
= (D r)
(D r) x e

= j(D r)k1 xj1 erx = =

k1

= j! (D r)kj (erx ) .
Therefore, each function xj erx , for j = 0, 1, , (k 1), is a solution of the equation
and by the fundamental theory of algebra these functions are linearly independent, i.e.,
0=

k
X

cj x

j=1

j1 rx

rx

=e

k
X

cj xj1 , for all x

j=1

implies c1 = c2 = = ck = 0.
Note that each factor (D2 2D + 2 + 2 ) corresponds to a pair of complex conjugate
roots r = i. In the above calculations we did not assume that r is real so that
for a pair of complex roots we must have solutions
e(i)x = eix ex = ex (cos(x) + i sin(x)) ,

14

CHAPTER 1. SOME PRELIMINARY CONSIDERATIONS

and any linear combination of these functions will also be a solution. In particular the
real and imaginary parts must be solutions since
1 x
1
[e (cos(x) + i sin(x))] + [ex (cos(x) i sin(x))] = ex cos(x)
2
2
1
1 x
[e (cos(x) + i sin(x))] [ex (cos(x) i sin(x))] = ex sin(x)
2i
2i
Combining the above results we find that the functions

y = c1 + c2 x + + cn x(n1) ex cos(x)
and

y = d1 + d2 x + + dn x(n1) ex sin(x).

are solutions and, as will be shown in Chapter 3, these solutions are linearly independent.

The general solution of P (D)y = 0 is given as a linear combination of the solutions for
each real root and each pair of complex roots.
Let us consider an example which is already written in factored form

(D + 1)3 (D2 + 4D + 13) y = 0

The term (D + 1)3 gives a part of the solution as
(c1 + c + 2x + c3 x2 )ex
and the term (D2 + 4D + 13) corresponds to complex roots with = 2 and = 3
giving the part of the solution
c4 e2x cos(3x) + c5 e2x sin(3x).
The general solution is
y = (c1 + c + 2x + c3 x2 )ex + c4 e2x cos(3x) + c5 e2x sin(3x).
(g) Equations of Euler (and Cauchy) Type.
A differential equation is of Euler type if
F (x, y 0 , y 00 , , y (n) ) = F (y, xy 0 , xn y (n) ) = 0.

1.2. EXAMPLES OF EXPLICIT SOLUTION TECHNIQUES

Set x = et so that
y =

15

dy
dy dx
=
= y 0 x,
dt
dx dt

d2 y dy
dy 0 dx
d 0
0

x)

y
x
=
=
(y
x + y 0 x y 0 x = y 00 x2 ,
dt2
dt
dt
dx dt
etc.
In this way the differential equation can be put into the form
G(y, y,
, y (n) ) = 0
and now the method of reduction may be applied.
An important special case of this type of equation is the so-called Cauchys equation ,
xn y (n) + + a1 xy 0 + a0 y = 0,
or

P (D)y xn Dn + an1 xn1 D(n1) + + a0 y = 0.

dy
we have
dt

With x = et and D

dy dt
1 dy
dy
=
=
xDy = Dy,
dx dt dx x dt

1 d2 y dy
d 1 dy
2
D y=
= 2
x2 D2 y = D(D 1)y,

2
dx x dt
x
dt
dt
..
.
r r
x D y = D(D 1)(D 2) (D r + 1)y.

Dy =

Thus we can write

P (D)y = P (D)y = D(D 1) (D n + 1)

+ an1

D(D 1) (D n + 2) + + a1 D + a0 y = 0.

The second order case

ax2 y 00 + bxy 0 + cy = 0.

(1.2.5)

16

CHAPTER 1. SOME PRELIMINARY CONSIDERATIONS

will arise numerous times throughout the course. We assume the coefficients are constant and x > 0 and as an alternative to the above approach we seek a solution in the
form y = xr . In this way one obtains the following quadratic for the exponent r,
ar2 + (b a)r + c = 0.

(1.2.6)

There are three cases to be considered:

1) If (1.2.6) has distinct real roots r1 , r2 then we obtain solutions
x r 1 , xr 2 .
2) If r1 = + i, r2 = i then solutions may be written as
x+i = x ei ln x = x (cos( ln x) + i sin( ln x))
and similarly
xi = x (cos( ln x) i sin( ln x)).
Observe that a linear combination of solutions of (1.3.2) is again a solution and so we
obtain the solutions
1 +i
+ xi ) = x cos( ln x)
(x
2
and
1 +i
(x
xi ) = x sin( ln x).
2i
3) If (1.2.6) has repeated roots then (b a)2 = 4ac and
r1 = (a b)/2a.
We seek a second solution as
y = v(x)xr1
and observe that v must satisfy
axv 00 + av 0 = 0.
Set w = v 0 to get

xw0 + w = 0

and so
w = c1 /x,
and
v = c1 ln x + c2 .

1.2. EXAMPLES OF EXPLICIT SOLUTION TECHNIQUES

17

Thus in the case of repeated roots we obtain the solutions

xr1 ln x, xr1 .
One might try to verify that c1 xr1 +c2 xr2 , x (c1 cos( ln x)+c2 sin( ln x)), and c1 xr1 ln x+
c2 xr1 are complete families of solutions of Eulers equation in each of the three cases
respectively. That this is indeed the case will be a trivial consequence of a more general
result for linear equations that we will prove in Chapter 3.
(h) Equations of Legendre Type.
A slightly more general class of equations than the Cauchy equations is the Legendre
equations which have the form

P (D)y (ax + b)n Dn + an1 (ax + b)n1 D(n1) + + a1 (ax + b)D + a0 y = 0.

These equations, just as Cauchy equations, can be reduced to linear constant coefficient
equations. For these equations we use the substitution (ax + b) = et which, using the
chain rule just as above, gives:
dy
dy dt
a
dy
=
=
(ax + b)Dy = aDy,
dx
dt dx
(ax + b) dt
(ax + b)2 D2 y = a2 D(D 1)y,
..
.
r r
r
(ax + b) D y = a D(D 1)(D 2) (D r + 1)y.
Dy =

Thus we can write

P (D)y = P (D)y = an D(D 1) (D n + 1)

+a

n1

an1

D(D 1) (D n + 2) + + aa1 D + a0 y = 0.

As an example consider the equation

(x + 2)2 D2 (x + 2)D + 1 y = 0
Set (x + 2) = et ; then the equation can be written as

D(D 1) D + 1 y = 0

18

CHAPTER 1. SOME PRELIMINARY CONSIDERATIONS

or

D2 2D + 1 y = (D 1)2 y = 0.

The general solution to this problem is

y(t) = C1 et + C2 tet
and we can readily change back to the x variable using t = ln(x + 2) to obtain

y = (x + 2) C1 + C2 ln(x + 2) .
(i) Equations of Bernoulli Type.
A Bernoulli equation is a differential equation of the form
y 0 + p(x)y = q(x)y n .
I can be shown that the substitution v = y 1n changes the Bernoulli equation into the
linear differential equation
v 0 (x) + (1 n)p(x)v = (1 n)q(x).
The special cases n = 0, n = 1 should be considered separately.
As an example consider the differential equation
y 0 + y = y a+1
where a is a nonzero constant. This equation is separable so we can separate variables
to obtain an implicit solution or we can use Bernoullis procedure to derive the explicit
solution
y = (1 + ceax )1/a .
The student should check that both results give this solution.
(j) Equations of Clairaut Type.
An equation in the form

y = xy 0 + f (y 0 )

for any function f is called a Clairaut equation. While, at first glance, it would appear
that such equation could be rather complicated, it turns out that this is not the case.
As can be readily verified, the general solution is given by
y = Cx + f (C)

1.2. EXAMPLES OF EXPLICIT SOLUTION TECHNIQUES

19

where C is a constant.
As an example the equation
y = xy 0 +
has solution y = Cx +

4 + (y 0 )2

4 + C 2.

Sometimes one can transform an equation into Clairaut form. For example, consider
the equation
y = 2xy 0 + 6y 2 (y 0 )2 .
If we multiply the equation by y 2 we get
y 3 = 3xy 2 y 0 + 6y 4 (y 0 )2 .
Now use the transformation v = y 3 , which implies v 0 = 3y 2 y 0 , to write the equation as
2
v = xv 0 + (v 0 )2
3
whose solution is v = Cx + 23 C 2 which gives y 3 = Cx + 23 C 2 .
(k) Other First Order and Higher Degree Equations.
A first order differential equation may have higher degree. Often an equation is given
in polynomial form in the variable y 0 and in this case we refer to the equation as having
order n if n is the highest order power of y 0 that occurs in the equation. If we write
p = y 0 for notational convienence, then such an equation can be written as
pn + gn1 (x, y)pn1 + + g1 (x, y)p + g0 (x, y) = 0.

(1.2.7)

It may be possible to solve such equations using one of the following methods (see [2]).
Equation Solvable for p:
It may happen that (1.2.7) can be factored into
(p F1 )(p F2 ) (p Fn ) = 0
in which case we can solve the resulting first order and first degree equations
y 0 = F1 (x, y), y 0 = F2 (x, y), , y 0 = Fn (x, y).
This will lead to solutions
f1 (x, y, c) = 0, f2 (x, y, c) = 0, , fn (x, y, c) = 0

20

CHAPTER 1. SOME PRELIMINARY CONSIDERATIONS

and the general solution is the product of the solutions since the factored equation can
be rewritten in any form (i.e., the ordering of the terms does not matter). Thus we
have
f1 (x, y, c)f2 (x, y, c) fn (x, y, c) = 0.
For example,
p4 (x + 2y + 1)p3 + (x + 2y + 2xy)p2 2xyp = 0
can be factored into
p(p 1)(p x)(p 2y) = 0
resulting in the equations
y 0 = 0, y 0 = 1, y 0 = x, y 0 = 2y.
These equations yield the solutions
y c = 0, y x c = 0, 2y x2 c = 0, y ce2x = 0
giving the solution
(y c)(y x c)(2y x2 c)(y ce2x ) = 0.

Equation Solvable for y:

In this case we can write the equation G(x, y, y 0 ) = 0 in the form y = f (x, p). In this
case differentiate this equation with respect to x to obtain,
p=

dy
dp
dp
= fx + fp
= F (x, p, ).
dx
dx
dx

This is an equation for p which is first order and first degree. Solving this equation to
obtain (x, p, c) = 0 we then use the original equation y = f (x, p) to try to eliminate
the p dependence and obtain (x, y, c) = 0.
Consider the example y = 2px + p4 x2 . We differentiate with respect to x to obtain
p = 2x
which can be rewritten as

dp
dp
+ 2p + 2p4 x + 4p3 x2
dx
dx

dp
p + 2x
dx

(1 2p3 x) = 0.

1.2. EXAMPLES OF EXPLICIT SOLUTION TECHNIQUES

21

An analysis of singular solutions shows that we can discard the factor (1 2p3 x) and
dp
we have (p + 2x ) = 0 which implies xp2 = c. If we write the original equation as
dx
(y p4 x2 ) = 2px and square both sides we have (y p4 x2 )2 = 4p2 x2 . With this and
xp2 = c we can eliminate p to obtain (y c2 )2 = 4cx.
Equation Solvable for x:
In this case an equation G(x, y, y 0 ) = 0 can be written as x = f (y, p). We proceed by
differentiating with respect to y to obtain
1
dp
dx
dp
=
= fy + fp
= F (y, p, )
p
dy
dy
dy
dp
. Solving this equation to obtain (x, y, c) = 0
dy
we then use the original equation y = f (x, p) to try to eliminate the p dependence and
obtain (x, y, c) = 0.
which is first order and first degree in

As an example consider p3 2xyp + 4y 2 = 0 which we can write as 2x =

4y
p2
+ .
y
p

Differentiating with respect to y gives

2
2p dp p2
+4
=

p
y dy y 2
or

dp
p 2y
dy

1
y dp
2
p p dy

(2y 2 p3 ) = 0.

The term (2y 2 p3 ) gives rise to singular solutions and we consider only

dp
p 2y
=0
dy
which has solution p2 = cy. We now use this relation and the original equation to
eliminate p. First we have
4y
2x c =
p
which implies
y
16y
(2x c)2 = 16y 2 =
p
c
and finally 16y = c(2x c)2 .

22

CHAPTER 1. SOME PRELIMINARY CONSIDERATIONS

Exercises for Chapter 1

1. Solve the differential equations.
(a) y 0 + 2xy + xy 4 = 0
y
yx
(b) y 0 = + sin
x
x
(c) (2x3 y 2 + 4x2 y + 2xy 2 + xy 4 + 2y)dx + 2(y 3 + x2 y + x)dy = 0
(d) (y y 0 x)2 = 1 + (y 0 )2
(e) x2 yy 00 + x2 (y 0 )2 5xyy 0 + 4y 2 = 0
(f) y 0 = (5x + y)2 4
(g) xydx + (x2 + y 2 )dy = 0
2
x
y0x
8
(h) y =
2
y0
y
(i) x = 0 2y 0 y 2
3y
0 4
(j) (y ) (x + 2y + 1)(y 0 )3 + (x + 2y + 2xy)(y 0 )2 2xyy 0 = 0
2. Solve 1 + yy 00 + (y 0 )2 = 0.
3. If y 0 = ky + f (x), k constant and f (x + w) = f (x), show the differential equation has
a solution with period w.
4. Suppose f C[a, b], g C 1 [a, b], g(a) = 0, 6= 0. Show that if
|g(x)f (x) + g 0 (x)| |g(x)|, x [a, b]
then g = 0.
5. Consider a differential equation M (x, y) dx + N (x, y) dy = 0 and assume that there is
an integer n so that M (x, y) = n M (x, y), N (x, y) = n N (x, y) (i.e., the equation
is homogeneous).
Then show that = (xM + yN )1 is an integrating factor provided that (xM + yN )
is not identically zero. Also, investigate the case in which (xM + yN ) 0.
6. Solve the equations
(a) (x4 + y 4 ) dx xy 3 dy = 0
(b) y 2 dx + (x2 xy y 2 ) dy = 0

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