1 Introduction, Elementary Concepts
The laws of the universe are written in the language of mathematics.
Algebraic equations are sufficient to describe many static problems,
but the most interesting natural phenomena involve change and are
described by equations that relate changing quantities.
dy
Since the derivative = f 0 (t) of the function f is the rate at
dt
which the quantity y = f (t) is changing with respect to the indepen-
dent variable t, it is natural that equations involving derivatives are
frequently used to describe the changing universe.
Definition 1.1. An equation relating an unknown function and one
or more of its derivatives is called a differential equation.
Example 1.1. The following equations are some examples of differen-
tial equations:
dy d2 y
a) = cos x b) 2
+ k2y = 0
dx dx
2 3
∂ 2u d2 y
∂u 2 ∂ u dy
c) =h + d) + − 8y = 0
∂t ∂x2 ∂y 2 dx2 dx
Definition 1.2. An equation involving derivatives with respect to a
single independent variable is called an Ordinary Differential Equa-
tion (ODE). In general, if y is a function of x only and its derivatives
dy d2 y dn y
are = y0, 2
= y 00
, . . . , n
= y (n) , then
dx dx dx
0 00 (n)
F x, y, y , y , . . . , y =0
is an ODE.
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Definition 1.3. An equation involving partial derivatives with respect
to two or more independent variables is called a Partial Differential
Equation (PDE).
Remark 1.1. First, second and fourth equations in Example 1.1 are
examples of ODEs. Third equation in Example 1.1 is the PDE.
Definition 1.4. The order of an Ordinary Differential Equation is
the order of the highest derivative that appears in it.
Example 1.2.
a) 3y 0 + xy 2 = 0 is a first order ODE.
b) xy 00 + 5y = 0 is a second order ODE.
Remark 1.2. Note that the most general form of an n-th order ODE
is
0 00 (n)
F x, y, y , y , . . . , y = 0. (1.1)
Definition 1.5. An n-th order ODE (1.1) is called linear if F is a
linear function of variables y, y 0 , y 00 , . . . , y (n) . Hence the general form
of a linear n-th order ODE is
a0 (x)y + a1 (x)y 0 + a2 (x)y 00 + . . . + an (x)y (n) = b(x). (1.2)
An n-th order ODE (1.1) is called nonlinear if it is not linear, i.e. it
cannot be written in the form (1.2).
Example 1.3.
a) 3y 0 + xy 2 = 0 is a nonlinear first order ODE.
b) x2 y 00 + 5y = 0 is a linear second order ODE.
c) xy 000 + x3 y 0 + 2y = 0 is a linear third order ODE.
d) y 0 + y 3 = 0 is a nonlinear first order ODE.
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Definition 1.6. A continuous function u = u(x) is called a solution
of ordinary differential equation on an interval I, if the derivatives
of u up to the order of ODE exist on I and u satisfies the ordinary
differential equation on I.
Example 1.4. Verify that y = e2x is a solution of the equation
d2 y dy
+ − 6y = 0.
dx2 dx
Solution: Note that function y = e2x is continuous. First and second
derivatives of y = e2x exist for all values of x. We substitute this
function into the equation and find that for all values of x
d2 y dy
2
+ − 6y = 4e2x + 2e2x − 6e2x ≡ 0.
dx dx
Thus, y = e2x is indeed a solution of given equation.
dy
Definition 1.7. A first order differential equation = f (x, y) to-
dx
gether with an initial condition y(x0 ) = y0 is called an initial value
problem (IVP). To solve the initial value problem
dy = f (x, y),
dx (1.3)
y(x ) = y
0 0
means to find a differentiable function y = y(x) that satisfies both
conditions in (1.3) on some interval containing x0 .
Example 1.5. First verify that y(x) = Ce−x is a solution of the equa-
tion y 0 + y = 0 for any value of constant C. Then determine the value
of the constant C so that y(x) = Ce−x satisfies the initial condition
y(0) = 2.
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Solution: Substituting y(x) = Ce−x into the given equation, we have
y 0 + y = −Ce−x + Ce−x ≡ 0.
Thus, y(x) = Ce−x is a solution of given equation for any value of
constant C. Now, using the initial condition y(0) = 2, we get C = 2.
So, y(x) = 2e−x is a solution of the IVP
( 0
y + y = 0,
y(0) = 2.
1.1 Self-study Problems
Problem 1.1. For each of the following, state whether the equation
is ODE or PDE. If it is ODE then give its order and state whether it
is linear or nonlinear.
d2 x ∂ 2w 2
2∂ w
a) 2
+ k2x = 0 b) = a
dt ∂t2 ∂x2
c) x2 + y 2 dx + 2xydy = 0 d) y 0 + P (x)y = Q(x)
e) y 000 − 3y 0 + 2y = 0 f) yy 00 = x
3 2 4
∂ 2u ∂ 2u ∂ 2u dw dw
g) + + =0 h) − 2 + xw = 0
∂x2 ∂y 2 ∂z 2 dx3 dx
3 4
i) x (y 00 ) + (y 0 ) − y = 0 k) y 00 + 2y 0 − 8y = x2 + cos x
Problem 1.2. In the following examples, verify by substitution that
each given function is a solution of the given differential equation.
a) y 0 = 3x2 ; y = x3 + 7
b) y 0 + 2y = 0; y = 3e−2x
5
c) y 00 + 4y = 0; y1 = cos 2x, y2 = sin 2x
d) y 00 − 2y 0 + 2y = 0; y1 = ex cos x, y2 = ex sin x
1
e) y 0 + 2xy 2 = 0; y=
1 + x2
1
f) x2 y 00 + xy 0 − y = ln x; y1 = x − ln x, y2 = − ln x
x
g) x2 y 00 − xy 0 + 2y = 0; y1 = x cos (ln x), y2 = x sin (ln x)
Problem 1.3. In the following examples, substitute y = erx into the
given differential equation to determine all values of the constant r for
which y = erx is a solution of the equation.
a) 3y 0 = 2y b) 4y 00 = y
c) y 00 + y 0 − 2y = 0 d) 3y 00 + 3y 0 − 4y = 0
Problem 1.4. In the following examples, first verify that y(x) satisfies
the given differential equation. Then determine a value of the constant
C so that y(x) satisfies the given initial condition.
a) y 0 = y + 1; y(x) = Cex − 1, y(0) = 5
x5 C
b) xy 0 + 3y = 2x5 ; y(x) = + 3, y(2) = 1
4 x
c) xy 0 − 3y = x3 ; y(x) = x3 (C + ln x) , y(1) = 17
d) y 0 = 3x2 y 2 + 1 ; y(x) = tan (x3 + C),
y(0) = 1
e) y 0 + y tan x = cos x; y(x) = (x + C) cos x, y(π) = 0
