CHAPTER 1

INTRODUCTION TO
DIFFERENTIAL EQUATIONS

 https://youtu.be/XggxeuFDaDU

1.1 Definition and Terminology

Classification by order and linearity
DEFINITION 1.1.1 Differential Equation
An equation containing the derivatives of one or more unknown functions
(or dependent variables), with respect to one or more independent
variables, is said to be a differential equation (DE).

CLASSIFICATION BY TYPE
Ordinary Differential Equation
- contains only ordinary derivatives of one or more unknown
functions with respect to a single independent variable.
Partial Differential Equation
- involve partial derivatives of one or more unknown functions of
two or more independent variables.

NOTATION
1. Liebniz notation
2. Prime notation

dy d 2 y
dny
, 2 , , n
dx dx
dx

y, y, y, , y n

3. Newtons dot notation

ORDINARY
DIFFERENTIAL
EQUATION

s , s,

4. Subscript notation

2u 2u
u
2 2
2
x
t
t

u xx utt 2ut

PARTIAL
DIFFERENTIAL
EQUATION

CLASSIFICATION BY ORDER AND LINEARITY

Example 1:
d2y
dy
1

4
x
5 y cos x

2
dx
dx

or 1 x y 4 xy 5 y cos x
is a linear, second order
ODE

Example 2:

sin y cos y 2
d3y
dy
2
or sin 3 cos
d
d

is a third order, linear

ODE

CLASSIFICATION BY ORDER AND LINEARITY

CLASSIFICATION BY ORDER AND LINEARITY

SOLUTION OF AN ODE
DEFINITION 1.1.2
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.
*The interval I in the definition is variously called the interval of definition, the interval of
existence, the interval of validity, ot the domain of the solution.
*It can be an open interval (a, b), a closed interval [a, b], an infinite interval (a,
) and etc.

Example: Verification of a solution

Verify that the indicated function is a solution of the given differential
equation on interval , .

Solution
x

2 y y 0; y e

x
1 x2
left hand side: 2 e e 2 0
2

right hand side: 0

each side of the equation is the same for

every real number x.

Solution Curve
*The graph of a solution

is called solution curve.

Explicit and Implicit Solutions

Explicit solution : A solution in which the dependent variable is expressed solely
in terms of the independent variable and constants.
DEFINITION 1.1.3 Implicit Solution of an ODE
A relation G(x, y) = 0 is said to be an implicit solution of an ordinary
differential

n
equation F x, y, y,, y 0
least

on an interval I, provided that there exist at

one function
on I.

that satisfies the relation as well as the differential equation

Example :

1
Verify that y
2 is an explicit solution of the
4 x
2

2
x
y
differential equation

Give at least one interval I of defnition (or domain)

for the solution.

Solution:
1
y
4 x2
2x
y
2
4

1
y
2
4 x

1
2
2x

2
x
y
2
4 x

is a solution of the ODE.

An interval of defnition for the solution is (-2,2). Other

intervals are , 2 a n d 2 , .
Note: Considered as a function, the domain of

1
is x : 4 x 2 0 , i.e
2
4 x

x : x

2 o r x 2

Example :
2 y 1
Verify that l n
x is an implicit solution of
y 1
dy
the differential eqn.
y 1 1 2 y
dx

Solution:
2 y 1
ln
x
y 1

ln 2 y 1 ln y 1 x

Differentiating wrt x,
dy
1 dy

1
2 y 1 dx y 1 dx
2

2 y 1 y 1

dy

1
2 y 1 y 1 dx
1

dy
1

dx

2 y 2 2 y 1 dy
1
2 y 1 y 1 dx

dy
2 y 1 y 1
dx
y 1 1 2 y

2 y 1
ln
x is an
y 1

implicit solution of
ODE.

Family of Solutions

Example :
c1e t
Verify that the family of functions y
1 c1e t
dy
is a solution of the differential eqn.
y 1 y
dt

Solution:
t

c1e
y
1 c1e t

dy

dt

t
t
t
t
1

c
e
c
e

c
e
c
e
1 1 1 1

c1e t

1 c1e t

1 c e
t

c1e t
1
t
1

c
e

y 1 y

t
c
e
1
The family of functions y
is a solution of
t
1 c1e

the differential equations.