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Chapter 1
Note: This module is prepared from Chapter 1 of the text book (G.F. Simmons, Differential
Equations with Applications and Historical Notes, TMH, 2nd ed., 1991) just to help the students.
The study material is expected to be useful but not exhaustive. For detailed study, the students
are advised to attend the lecture/tutorial classes regularly, and consult the text book.
2
Preliminaries of DE Dr. Suresh Kumar, BITS Pilani 3
dS dr
= 8r .
dt dt
Formally, we define a differential equation as follows: Any equation (non-identity) involving
derivatives of dependent variable(s) with respect to independent variable(s) is called a differential
equation(DE).
Hereafter, we shall use the abbreviation DE for the phrase differential equation and its plural
differential equations as well.
Ordinary DE
A DE involving derivatives with respect to one independent variable is called ordinary DE.
An ordinary DE of order n, in general, can be expressed in the form
f (x, y, y 0 ) = 0,
Preliminaries of DE Dr. Suresh Kumar, BITS Pilani 4
f (x, y, y 0 , y 00 ) = 0.
Partial DE
A DE involving partial derivatives with respect to two or more independent variables is called
partial DE.
For example, the well known Laplace equation
2u 2u
+ = 0,
x2 y 2
is a partial DE, which carries the second order partial derivatives of the dependent variable u(x, y)
with respect to the independent variables x and y.
Note:
Hereafter, we shall talk about ordinary DE only. So DE shall mean ordinary DE unless otherwise
stated.
Linear DE
A DE is said to be linear if the dependent variable and its derivatives occur in first degree and are
not multiplied together.
An linear DE of order n can be expressed in the form
Non-linear DE
If a DE in not linear, then it is said to be non-linear.
0.2 Solutions of DE
Consider the nth order DE
f (x, y, y 0 , ......., y (n) ) = 0. (1)
We define the following types of solutions of (1).
Note: Considering the types of solutions as discussed above we can say that a solution of (1) is
any relation-explicit or implicit- between x and y that does not involve derivatives and satisfies
(1) identically.
then the DE (1) with these n conditions is said to be an initial value problem (IVP).
On the other hand, if k conditions are specified at one point say x0 while the remaining n k
points are specified at some other point say x1 , then the DE (1) with the given conditions at two
different points is said to be a boundary value problem (BVP).