Differential Equations

Ordinary and Partial

1
What is a differential equation?
The following are all differential equations:

𝑑𝑦
=5
𝑑𝑥
2𝑦 ′ + 3𝑦 + 5𝑥 = 0
𝑑2𝑦 𝑑𝑦 𝑥
− 3 = 𝑒
𝑑𝑥 2 𝑑𝑥
𝜕2𝑢 𝜕2𝑢
2
+ 2 =0
𝜕𝑥 𝜕𝑡 2
Based on the examples given in the last slide, can you
define or explain, in your own words, the meaning of
differential equation?
Any valid equation that involves derivatives is a
differential equation.

Is the following equation a differential equation?

2𝑑𝑦 + 3𝑦𝑑𝑥 + 5𝑥𝑑𝑥 = 0
Justify your answer.
3
 DE
Differential Equation

ODE PDE
Ordinary Differential Partial Differential
Equation Equation
2
𝑑 𝑦 𝑑𝑦 𝜕 2 𝑤 𝜕𝑤
+ 2𝑥 = 3𝑦 + = 0
𝑑𝑥 2 𝑑𝑥 𝜕𝑥 2 𝜕𝑦 4
 Variable

Dependent Independent
If we are given a function in the form 𝑠 = 𝑓(𝑡) then
the independent variable is 𝑡 while the dependent
variable is 𝑠.
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In the equation 𝑤 = 𝑥 2 + 𝑦 2 the independent
variables are 𝑥 and 𝑦 while the dependent variable is 𝑤.

How do we recognize the dependent and independent

variables in a given differential equation?
𝑑𝑢
In the differential equation + 2𝑢 − 3𝑡 = 0, the
𝑑𝑡
independent variable is 𝑡 while the dependent variable is
𝑢. The rule is this: We observe the derivative. When we
𝑑𝑣
see a derivative such as , the independent variable is 𝑢
𝑑𝑢
while the dependent variable is 𝑣. 6
 𝜕2 𝑤 𝜕2 𝑤
Given the partial differential equation 2 + = 0,
𝜕𝑥 𝜕𝑦 2
identify the dependent and independent variables.
Explain your answer.
Consider the (differential) equation 𝑥𝑑𝑦 − 𝑦𝑑𝑥 = 2𝑑𝑦.
The dependent and independent variables cannot be
determined from this equation. It will depend on how
we rewrite the given equation in a form where there are
derivatives. One possibility is this:
𝑑𝑦 𝑑𝑦
𝑥 −𝑦 =2
𝑑𝑥 𝑑𝑥 7
This was obtained by dividing the given equation through
by 𝑑𝑥. In this case, 𝑥 is the independent variable and 𝑦 is
the dependent variable.

On the other hand, if the given equation is divided by 𝑑𝑦,

we obtain
𝑑𝑥
𝑥−𝑦 =2
𝑑𝑦
In this case, the independent variable is 𝑦 and the
dependent variable is 𝑥.
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 Solution of a differential equation
If a differential equation has independent variable 𝑥
and independent variable 𝑦, then by a solution of the
differential equation we mean a function 𝑦 = 𝑓(𝑥)
which satisfies the differential equation.
Example. Verify that the function 𝑦 = 2𝑥 − 4 is a
solution of the differential equation 𝑥𝑑𝑦 − 𝑦𝑑𝑥 = 2𝑑𝑦.
Hint: The given function contains 𝑥 as the independent
variable and 𝑦 as the dependent variable. Therefore, 9
We need to rewrite first the differential equation so that 𝑥
becomes the independent variable and 𝑦 is the dependent
variable.
Exercises. Given the equation 𝑥𝑑𝑦 − 𝑦𝑑𝑥 = 2𝑑𝑦. Show
that
1. 𝑦 = 𝑐 𝑥 − 2 is a solution where 𝑐 is an arbitrary
constant.
2. 𝑥 = 7𝑦 + 2 is a solution.
3. 𝑥 = 𝑐𝑦 + 2 is a solution where 𝑐 is an arbitrary
constant. 10
 Solution

Particular General
𝑦 = 2𝑥 − 4 𝑦 = 𝑐(𝑥 − 2)
𝑑𝑦 𝑑𝑦
Particular and general solution of 𝑥 −𝑦 = 2
𝑑𝑥 𝑑𝑥
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 General Solution
As we have noted, a solution that contains one or more
arbitrary constants is called the general solution of a
differential equation.
Consider the second order differential equation
𝑑2𝑦
2
= 6𝑥 + 18
𝑑𝑥
𝑑2𝑦 𝑑𝑦
Since is the derivative of with respect to 𝑥, then
𝑑𝑥 2 𝑑𝑥
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 𝑑𝑦 2
= න 6𝑥 + 18 𝑑𝑥 = 3𝑥 + 18𝑥 + 𝑐1
𝑑𝑥
Therefore,
2 3 2
𝑦 = න 3𝑥 + 18𝑥 + 𝑐1 𝑑𝑥 = 𝑥 + 9𝑥 + 𝑐1 𝑥 + 𝑐2

Summarizing our result, the differential equation

2
𝑑 𝑦
2
= 6𝑥 + 18
𝑑𝑥
3 2
has general solution 𝑦 = 𝑥 + 9𝑥 + 𝑐1 𝑥 + 𝑐2 . 13
Note that the general solution has two arbitrary constants
𝑐1 and 𝑐2 . The number of arbitrary constants in the general
solution is equal to the order of the differential equation.
To obtain a particular solution of a differential equation, we
substitute values to the arbitrary constants. If we take 𝑐1 =
3 2
1 and 𝑐2 = 2, we obtain 𝑦 = 𝑥 + 9𝑥 + 𝑥 + 2 as a
particular solution.
3 2
The general solution 𝑦 = 𝑥 + 9𝑥 + 𝑐1 𝑥 + 𝑐2 is a family
of solutions and the particular solution 𝑦 = 𝑥 3 + 9𝑥 2 +
𝑥 + 2 is one member of the family.
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 Finding the Differential Equation
with Given General Solution
Given the general solution 𝑦 = 𝑥 3 + 9𝑥 2 + 𝑐1 𝑥 +
𝑐2 , what is the differential equation?
𝑑2𝑦
Of course we know beforehand that it is = 6𝑥 + 18.
𝑑𝑥 2
But how do we solve for it?
Since the given general solution has two arbitrary constants
then the differential equation must be of order 2.
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We then differentiate the given general solution two times
to get a second order differential equation:
𝑦 = 𝑥 3 + 9𝑥 2 + 𝑐1 𝑥 + 𝑐2
𝑑𝑦
= 3𝑥 2 + 18𝑥 + 𝑐1
𝑑𝑥
𝑑2𝑦
2
= 6𝑥 + 18
𝑑𝑥
This no longer contains arbitrary constants and therefore it
is the differential equation we are looking for.
What if the result contains one or more arbitrary constants?
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Example. Find the differential equation whose general
solution is 𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 cos 𝑥.
Solution. Let us differentiate the given general solution two
times:
𝑦 ′ = 𝑐1 𝑒 𝑥 − 𝑐2 sin 𝑥
𝑦 ′′ = 𝑐1 𝑒 𝑥 − 𝑐2 cos 𝑥
The arbitrary constants did not disappear after two
differentiations. So we cannot consider the last equation to
be the differential equation we are looking for.
Treat the two equations above as a system of linear
equations where the unknowns are 𝑐1 and 𝑐2 . 17
Subtracting the second equation from the first gives us
𝑦 ′ − 𝑦′′ = 𝑐2 (cos 𝑥 − sin 𝑥)
𝑦 ′ −𝑦 ′′
Therefore, 𝑐2 = .Multiply equation 1 by cos 𝑥 ,
cos 𝑥−sin 𝑥
multiply equation 2 by sin 𝑥, and then subtract one
equation from the other to obtain
𝑦 ′ cos 𝑥 − 𝑦 ′′ sin 𝑥 = 𝑐1 𝑒 𝑥 (cos 𝑥 − sin 𝑥)
𝑦 ′ cos 𝑥−𝑦 ′′ sin 𝑥
Therefore, 𝑐1 = 𝑥 . We substitute 𝑐1 and 𝑐2 to
𝑒 (cos 𝑥−sin 𝑥)
the given general solution to get:
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 𝑥
𝑦 = 𝑐1 𝑒 + 𝑐2 cos 𝑥
𝑦 ′ cos 𝑥 − 𝑦 ′′ sin 𝑥 𝑦 ′ − 𝑦′′
𝑦= + cos 𝑥
cos 𝑥 − sin 𝑥 cos 𝑥 − sin 𝑥
2𝑦 ′ cos 𝑥 𝑦′′(sin 𝑥 + cos 𝑥)
𝑦= −
cos 𝑥 − sin 𝑥 cos 𝑥 − sin 𝑥
sin 𝑥 + cos 𝑥 ′′ 2 cos 𝑥 ′
𝑦 − 𝑦 +𝑦 =0
cos 𝑥 − sin 𝑥 cos 𝑥 − sin 𝑥

(sin 𝑥 + cos 𝑥)𝑦 ′′ − (2 cos 𝑥)𝑦 ′ + (cos 𝑥 − sin 𝑥)𝑦 = 0

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 Linear Differential Equation
The differential equation we obtained in the last example is
a linear differential equation (LDE). Any differential
equation which may be written in the form
𝑏0 𝑥 𝑦 (𝑛) + 𝑏1 𝑥 𝑦 (𝑛−1) + 𝑏2 𝑥 𝑦 (𝑛−2) + ⋯ + 𝑏𝑛 𝑥 𝑦 = 𝑅(𝑥)
𝑑𝑘 𝑦
is called a linear differential equation. Here, 𝑦 (𝑘) means
𝑑𝑥 𝑘
or the 𝑘 𝑡ℎ derivative if 𝑘 > 0. We interpret 𝑦 0
to be equal
to 𝑦.
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Linear differential equations:
𝑑𝑦
= 𝑥 + cos 𝑥
𝑑𝑥
𝑥𝑦 ′′ − 2𝑦 ′ + 3𝑦 = cos 𝑥
𝑦 (4) − (sin 𝑥)𝑦 (3) − (cos 𝑥)𝑦 ′ + 𝑥 𝑦 = 𝑒 𝑥
Non-linear differential equations:
2
𝑦′ = 𝑥 + 2
(4) (2) 3
𝑦 + 2𝑥 𝑦 − 𝑦′ 2
+ 3𝑦 = 2𝑥 − 1
3 2
𝑦 + 2 𝑦 ′′ 2
+ 𝑦′ 2
+ 3𝑦 = 0 21
Exercises. (pages 4-5) State whether the equation is
ordinary or partial, linear or non-linear, and give the order.
𝑑2𝑥 2
1. 2 + 𝑘 𝑥=0
𝑑𝑡
𝜕2 𝑤 2 𝜕 2𝑤
2. 2 =𝑎
𝜕𝑡 𝜕𝑥 2
2 2
3. 𝑥 + 𝑦 𝑑𝑥 + 2𝑥𝑦 𝑑𝑦 = 0
′
4. 𝑦 + 𝑃 𝑥 𝑦 = 𝑄(𝑥)
5. 𝑦 ′′′ − 3𝑦 ′ + 2𝑦 = 0
6. 𝑦𝑦 ′′ = 𝑥
𝜕2 𝑢 𝜕2 𝑢 𝜕2 𝑢
7. + + =0
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑧 2 22
 𝑑4𝑦
8. 4 = 𝑤(𝑥)
𝑑𝑥
𝑑2𝑦 𝑑2𝑥
9. 𝑥 2 − 𝑦 2 = 𝑐1
𝑑𝑡 𝑑𝑡
𝑑𝑖
10. 𝐿 + 𝑅𝑖 = 𝐸
𝑑𝑡
2
11. 𝑥 + 𝑦 𝑑𝑥 + 3𝑥 − 1 𝑑𝑦 = 0
′′ 3 ′ 4
12. 𝑥 𝑦 + 𝑦 −𝑦 =0
2
𝑑3𝑤 𝑑𝑤 4
13. −2 + 𝑦𝑤 = 0
𝑑𝑥 3 𝑑𝑥
𝑑𝑦 2
14. =
1 − 𝑥𝑦 + 𝑦
𝑑𝑥
15. 𝑦 + 2𝑦 ′ − 8𝑦 = 𝑥 2 + cos 𝑥
′′
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Exercises. (page 5)
1. Verify that sin 𝑘𝑡 is a solution of the equation in #1.
2. Verify that 𝑒 −2𝑥 is a solution of the equation in #5.
−2𝑥 𝑥
3. Verify that 3𝑒 + 4𝑒 is a solution of the equation in
#5.
4. Bessel’s function of index 0 is defined by the power
−1 𝑛 𝑥 2𝑛
series 𝐽0 𝑥 = σ∞
𝑛=0 𝑛! 22𝑛 . Verify that 𝐽0 (𝑥) is a
solution of the differential equation 𝑥𝑦 ′′ + 𝑦 ′ + 𝑥𝑦 =
0.
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Exercises. (page 9) Solve the differential equations:
𝑑𝑦
1. = 𝑥 3 + 2𝑥
𝑑𝑥
𝑑𝑦 3
2. =
𝑑𝑥 𝑥
𝑑𝑦
3. = 4 cos 6𝑥
𝑑𝑥
𝑑𝑦 4
4. =
𝑑𝑥 𝑥 2 −1
𝑑𝑦 2
5. =
𝑑𝑥 𝑥 2 +4
𝑑𝑦 3
6. =
𝑑𝑥 𝑥 2 +𝑥
25
Solve the following initial value problems:
𝑑𝑦
7. = 3𝑒 𝑥 , 𝑦 = 6 when 𝑥 = 0
𝑑𝑥
𝑑𝑦
8. = 4𝑒 −3𝑥 , 𝑦 = 2 when 𝑥 = 0
𝑑𝑥
𝑑𝑦
9. = 4𝑦, 𝑦 = 3 when 𝑥 = 0
𝑑𝑥
𝑑𝑦
10. = −5𝑦, 𝑦 = 7 when 𝑥 = 0
𝑑𝑥
𝑑𝑦
11. = 4 sin 2𝑥, 𝑦 = 2 when 𝑥 = 𝜋/2
𝑑𝑥
𝑑𝑦
12. = 𝑥 2 + 3 + 𝑒 2𝑥 , 𝑦 = −1 when 𝑥 = 0
𝑑𝑥
26
Exercises. Find the differential equation with the given
general solution.
1. 𝑦 = 𝑐𝑒 𝑥
2. 𝑦 = 𝑐 sin 3𝑥
3. 𝑦 = 𝑐1 sin 𝑥 + 𝑐2 cos 𝑥
𝑥 −𝑥
4. 𝑦 = 𝑐1 𝑒 + 𝑐2 𝑒
𝑐
5. 𝑦 =
𝑥
6. 𝑦 = 𝑐1 𝑥 + 𝑐2 𝑥 2
3
7. 𝑦 = 𝑐 1 + 𝑥

27