INTRODUCTION TO DIFFERENTIAL EQUATIONS

1.1. BASIC TERMS AND TERMINOLOGY

DIFFERENTIAL EQUATIONS:
It is an equation containing the derivatives or differentials of one or more
dependent variables, with respect to one or more independent variables.
Examples:
dy

a.) dx 5 y =1
Solution: Independent variable
Integrate:
dy
5 dx=0
y

lny5 x +lnc

y=5 x +c
y=( e5 ) e
y=ce

d x

dy

b.) dx 2 dx +6 y=0
c.)

u v
+ =0
y x
u

d.) x = t 2 t

e.) ( x+ y ) dx4 ydy =0

f.)

du dv
=0
dx dx

CLASSIFICATION OF DIFFERENTIAL EQUATIONS

A.) By type:
i.
Ordinary Differential Equation:
ii.
Partial Differential Equation:
B.) By Order:

Examples:
1.

d y
dy 3
+5
4 x=x
dx
dx

2.

x dy+ ydx=0

3.

( )

First Order
First Order

U
+
=0
x t

Fourth Order

C.) By Degree:
Examples:

1. y 5xy = e + 1

2. 3t

t
6
sin y =0
dy 3

dt

First Degree

Third Degree

( )

3. 5y - 3(y)y = t

Seventh Degree of Order 1

t
4. ty + ty - ( sin y =t 1+1
ty '

5. 5y + 2 e 3 y=t
D.) By Linearity:

No Degree

No Degree

Examples:
1. xdy + ydx = 0
2. y - 2y + y = 0
3. yy- 2y = x
4.

d y
+ y =0
dx

Linear
Linear
Non Linear
Non Linear

5.

5t

d y
dy
6
+ 3 t2
( sint ) =0
dt
dx

( )

Non Linear

SOLUTIONS OF DIFFERENTIAL EQUATIONS

Examples:

1. Prove that the identity y =

x
16

is a solution of the nonlinear equation

dy
xy =0
dx

Solutions:
Differentiate with respect to x:

Substitute to non-linear Equation:

x
x4
x
=0
4
16

dy x
=
dx 16

( )
x
x
x ( )=0
4
4
2

4x
16

dy x
=
dx 4

x x
=
4
4

2. Prove that the function

y=xe

is a solution of the linear equation

'

y 2 y + y =0

Solutions:
Differentiate with respect to x:
'

Substitute to non-linear Equation:

xe +e +e 2 ( xe +e )+xe =0

y =xe +e ( 1 )
y =xe +e +e

xe +2 e2 xe2 e + xe=0

y =xe +2 e

2 xe +2 e 2 xe 2 e=0
0=0

3. Prove that the function

y=3 e

is a solution of the differential equation

'

y + y=0

Solutions:
Differentiate with respect to x:
'

y =3 e

Substitute to differential Equation:

3 e +3 e=0
6 e=0

TYPES OF SOLUTIONS:
1. Trivial Solution:
2. Explicit and Implicit Solution:
Explicit Solution:
Is a solution in the form of

y=f ( x )

Examples:
1.

c
y= +1
x

2.

y=e

3.

y=3 x

4.

y=c e +c e

Implicit Solution:
It is a solution where x and

are connected by an equation not

solved for y in the form G ( x , y )=0

Examples:
1.

x + y =3 axy

Solutions:
( x+ y ) ( x 2xy + y 2 ) =3 axy e q' n1
x+ y+ a=0

x+ y=a e q' n 2

Substitute eqn 1 into eqn 2:

a ( x2 xy+ y 2) =3 axy
Divide both sides by a:
2

x xy + y =3 xy

Move all the terms to left handside:

2

x +2 xy + y =0

Factorize completely:
( x+ y )2=0

Simplify it:

x+ y=0
x= y

2.

x 2+ 4 x + y 35 y=0

3.

x 2+ y 2 4=0

Solutions:
Derivation with respect to x:
2 x +2 y y ' =4

Solve for y:
2 y y ' =2 x +4
y ' =( 2 x + 4 ) (2 y )
2

4.

x 3 xy+ y 4 x +2 y +1=0

5.

( x 2+ y 2) =a y 3

3. N-parameter family of solutions:

Example:

y=ce ,

where c= any arbitrary constant.

2
c>0
1

Trivial solution

c=0 , y=0
-2

-1

1
-1
c<0

-2

4. General Solution
Examples:
1.

c
y= +1
x

2.

4 x
y=c cos 4 x +c sin , y +16 y=0

, xy+ y =1

5. Particular Solution
Examples:
1.

y=ce , if c=1, then y =e

2.

c
2
y= +1, ifc=, theny= +1
x
x

3.

y=c e+ c e ;if c =1, c =2, then y =e +2 e

4.

1
1
y=kx ; if k= , then y= y= x
2
2

6. Singular Solution
x2
y= + c
4

( )
x
c=0 : y =( )
4

Examples:

2 2

Where

Solutions:
2

x2
=
4

x2
+0
4

( ) ( )
( x4 ) =( x4 )
2 2

2 2

c=1 : y=

Where

Solutions:
2

x2
x2
+1 =
+1
4
4

( ) ( )

x2
+1
4

( )

x2
c=1: y= 1
4

Where

Solutions:
2

( ) ( )
( x4 1) =( x4 1)
x
x
1 = + (1 )
4
4
2

Now, the trivial solution y=0 can be obtained not from the choice of c,
thus this is called Singular Solution.
1.2.

Origins of Differential Equations

A. Finding the Differential Equations:
Examples:
1. Find the differential equation of
Solutions:
Differentiate with respect to x:

y=cx

Substitute to Differential Equation:

dy
y
=3 3 x 2
dx
x

dy
=3 c x 2
dx

( )

Differentiate with respect to x:

dy
=2c e +(2)c e
dx

dy 3 y
=
x
dx x

2. Find the differential equation of

Solutions:

3x y
x

dy
dy
=3 y x 3 y=0
dx
dx

y=c e2 +c e

d y
=2 ( 2 ) c e + (2 )(2 ) c e
dx
2

4 c e +4 c e
c e + c e
4
d y
=4( y)
dx
d y
4 y=0
dx

3. Find the differential equation of the family of circles passing through

the origin with center on the y axis, x + y =cy
Solutions:
Solve Implicity:
2 x +2 y

dy
dy
=c
dx
dx

2 x =( c2 y )

( )

dy
dx

Substitute:

[ (

2 xy =( x 2+ y 22 y 2)

dy
dx

2 x=

x +y
dy
2 y
y
y
dx

2 xydx =( x 2+ y 22 y 2 ) dy

( x 2+ y 22 y 2) dy 2 xydx =0
( x 2 y 2 ) dy2 xydx=0
B. Physical Origins of Differential Equations:
A. Proportionality Problems:
Example 1:
Radium decomposed at a rate proportional to the amount
present.Derive a differential equation for the amount of radium present
at any time,t.
Solutions:
Let R(t) be the amount of radium present at time t.
Suppose we had derivation:

dR
whose rate of the amount present
dt
k constant proportionality
R amount of radium at any time t .

Therefore we had
dR
=kR
dt

With a condition R=xo, when t=0

We now execute the equation
dR
=kR
dt

dR
= kdt
R

lnR=kt +lnc
lnR=lne

+lnc

R=ce

From the initial condition R=x , t=0

x=ce

c=x

Thus,
R=x ce

Example 2:
Express the following proposition as a differential equation: the
population P of a city increases at a rate, which is jointly proportional
to the current population and the difference between 200,000 and the
current population.
B. Newtons Law of Cooling:
Example 1:
Newtons law of cooling states that the rate at which a hot body cool is
proportional to the difference in temperature between the body and
the (cooler) surrounding medium, Derive a differential equation for the

temperature of a hot body as a function of time if it is placed in a

bath,which is held at a constant temperature of 32F.
Solutions:
We can therefore write:
dT
=k ( T T )
dt

Where:
T= temperature of the body at any time, t
Tr = temperature of the surroundings (also called ambient
temperature)
To = initial temperature of the body
k = constant of proportionality
dT
=k ( T T )
dt
dT
=kdt
T T
ln ( T T )=kt +lnC
ln ( T T )=lne

+lnC

ln ( T T )=lnce

T T=ce

When t=0 , T=32oF

C = 32oF-Tr
Thus:
T-Tr = (32oF Tr)e-kt
T = Ts + (32oF Tr)e-kt
C. Newtons Second Law of Motions:
Example 1:
Newtons second law of motion states that the time rate of change of
the momentum of a body is equal to the net force acting on that body.
Derive the differential equation governing the motion of a body when
the only force acting on it is the force of gravity.
Example 2:
A particle of mass m moves along a straight line (the x axis) while
subject to (1) to a force proportional to its displacement x from a fixed

Point O in its path and directed toward O and (2) a resisting force
proportional to its velocity. Write a differential equation for the motion
of the particle.
D. Electric Circuit Problems:
Example 1:
Kirchhoffs loop law states that the algebraic sum of the voltage drops
in a simple closed electric circuit zero. Use this law to derive a
differential equation for the current I in a simple circuit consisting of a
resistor, a capacitor, an inductor, and an electromotive force (usually a
battery or a generator) connected in series.
E. Geometrical Problems:
Example 1:
Derive a differential equation for the orthogonal trajectories of the
family of curves y=cx.
Solutions:
y ' =2 cx

By solving the system of two equations and eliminating c, we get:

c=

y
y
'
y =2 2 x
2
x
x
2y
x

Replacing

y'

with

( 1y )
'

gives:

1 2 y
x
= y'=
y'
x
2y

- The last expression is the differential equation of the orthogonal.

By integrating we can find the algebraic equation of orthogonal
trajectories:
y'=

x
dy x
y x
, =
2 ydy=xdx 2 ydy = xdx 2 =
+c 2 y + x =2 c
2y
dx 2 y
2
2

Divide both sides by 2c:

2 y x 2c
y x
y
x
+ = + =1
+
=1
2 c 2 c 2c
c 2c
( c) ( 2 c)

Seatwork:
Eliminate the arbitrary constants:
a.

x sin y + x 2 y =c

Solutions:

x cos ydy+ sin ydx+ x dy +2 xdx

y +2 xy
y+ x
x cos dy=0

sin dx +

b.

y=a x 2 +bx +c

Solutions:

y=2 ax+ b
y=2 a

y =
0

c.

y= Ae +Bxe

Solutions:
y=2 A e2 + 2 Bx e 2 + B e2
y=2 ( 2 ) A e 2 +2 ( 2 ) Bx e 2 +2 B e2 + 2 B e 2
y=4 A e2 + 4 Bx e 2 +2 B e2 + 2 B e 2
y=4 A e2 + 4 Bx e 2 + 4 B e2

( y=2 ( y )+ B e 2 ) 4 4 y=2 y +4 B e 2

( y=4( y )+4 B e 2 )

y=4 y+ 4 Be
4 y y=4 y

y + 4 y4 y=0 1
y4 y+ 4 y=0