Chapter 1: Introduction

1.1: Definitions and terminology

The differential equation (DE) is an equation that contains derivatives of one or more
dependent variables with respect to one or more independent variables.

The differential equation is classified by

 Type: ● An ordinary differential equation (ODE) contains only ordinary derivatives

● A partial differential equation (PDE) contains partial derivatives

 Order:

The order of a differential equation is the order of the highest derivative in the equation

 Linearity: ● A differential equation is linear if the equation is linear with respect to

the dependent variables and all their derivatives.

● A differential equation that is not linear is called nonlinear.

Q1: Classify each DE by type, order, and linearity:

1) (1 − 𝑥)𝑦 ′′′ − 4𝑥𝑦 ′ + 5𝑦 = cos 𝑥 ⟹ ODE / 3rd order / Linear
𝑑2𝑢 𝑑𝑢
2) + (1 − 𝑢) =0 ⟹ ODE / 2nd order / Nonlinear
𝑑𝑡 2 𝑑𝑡

𝜕5 𝑢 𝜕𝑢 7
3) +( ) =2 ⟹ PDE / 5th order / Nonlinear
𝜕𝑥 3 𝜕𝑦 2 𝜕𝑥
𝑑𝑦
if written as: 𝑒 𝑦 − 3𝑥 = 0 ⟹ ODE/1st order/nonlinear in 𝑦
𝑑𝑥
4) 𝑒 𝑦 𝑑𝑥 − 3𝑥𝑑𝑦 = 0 ⇒ { 𝑑𝑥
as: 𝑒 𝑦 − 3𝑥 = 0 ⟹ ODE / 1st order / linear in 𝑥
𝑑𝑦

● A linear nth-order ODE in one dependent variable y can be written as

𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 (𝑥) 𝑛 + 𝑎𝑛−1 (𝑥) 𝑛−1 + ⋯ + 𝑎1 (𝑥) + 𝑎0 (𝑥)𝑦 = 𝑔(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥
where the coefficients 𝑎0 , 𝑎1 , … . , 𝑎𝑛−1 , 𝑎𝑛 are functions of the independent variable x only.
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Dr. Muhammad Islam Mustafa
1.2: Solutions of differential equations

A function 𝑦(𝑥), defined on an interval I and possessing at least n derivatives on I, is a

solution of an nth-order DE if y satisfies the differential equation for every x in I.

● The interval I is called the interval of definition.

● The graph of a solution of a DE is called a solution curve.

● If the constant function 𝑦 = 0 is a solution of a differential equation on an interval I,

then this solution is called a trivial solution.

Q2: Verify that the indicated function is an explicit solution of the given DE.
1) (𝑦 − 𝑥)𝑦 ′ = 𝑦 − 𝑥 + 8; 𝑦 = 𝑥 + 4√𝑥 + 2 on the interval 𝐼 = (−2, ∞).
2
For 𝑦 = 𝑥 + 4√𝑥 + 2 ⟹ 𝑦 ′ = 1 +
√𝑥+2

● LHS of the DE:

2 2
(𝑦 − 𝑥)𝑦 ′ = (𝑥 + 4√𝑥 + 2 − 𝑥) [1 + ] = 4√𝑥 + 2 [1 + ] = 4√𝑥 + 2 + 8
√𝑥 + 2 √𝑥 + 2
● RHS of the DE: 𝑦 − 𝑥 + 8 = 𝑥 + 4√𝑥 + 2 − 𝑥 + 8 = 4√𝑥 + 2 + 8 = LHS ⟹ Verified

𝑑2𝑦
2) + 𝑦 = 0; 𝑦 = 2 sin 𝑥 + 3 cos 𝑥, −∞ < 𝑥 < ∞.
𝑑𝑥 2

For 𝑦 = 2 sin 𝑥 + 3 cos 𝑥 ⟹ 𝑦 ′ = 2 cos 𝑥 − 3 sin 𝑥 ⟹ 𝑦 ′′ = −2 sin 𝑥 − 3 cos 𝑥

𝑑2𝑦
● LHS: + 𝑦 = −2 sin 𝑥 − 3 cos 𝑥 + 2 sin 𝑥 + 3 cos 𝑥 = 0 = RHS ⟹ Verified
𝑑𝑥 2

Q3: Verify that (𝑥 2 + 𝑦 2 = 25) is an implicit solution of the DE: 𝑥 + 𝑦𝑦 ′ = 0

Find at least one explicit solution on the interval 𝐼 = (−5,5).
𝑥
For 𝑥 2 + 𝑦 2 = 25 ⟹ 𝑦 = ±√25 − 𝑥 2 ⟹ 𝑦 ′ = ∓
√25−𝑥 2

∓𝑥
● LHS: 𝑥 + 𝑦𝑦 ′ = 𝑥 ± √25 − 𝑥 2 ( ) = 𝑥 − 𝑥 = 0 = RHS ⟹ Verified
√25 − 𝑥 2

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Dr. Muhammad Islam Mustafa
 When solving an nth-order DE, we often obtain a solution containing n arbitrary
constants or parameters. Such a family of solutions is called an n-parameter family of
solutions.
● If every solution of the DE can be obtained by appropriate choices of the parameters, we
then say that this family is the general solution of the DE.
● A solution obtained by assigning specific values for the parameters is called a particular
solution.
Q4: Verify that the indicated family of functions is a solution of the given DE. Provide two
particular solutions: 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 0; 𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑥𝑒 2𝑥
For 𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑥𝑒 2𝑥 ⟹ 𝑦 ′ = 2𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 2𝑥 + 2𝑐2 𝑥𝑒 2𝑥
⟹ 𝑦 ′′ = 4𝑐1 𝑒 2𝑥 + 4𝑐2 𝑒 2𝑥 + 4𝑐2 𝑥𝑒 2𝑥
● LHS: 𝑦 ′′ − 4𝑦 ′ + 4𝑦
= 4𝑐1 𝑒 2𝑥 + 4𝑐2 𝑒 2𝑥 + 4𝑐2 𝑥𝑒 2𝑥 − 4(2𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 2𝑥 + 2𝑐2 𝑥𝑒 2𝑥 ) + 4(𝑐1 𝑒 2𝑥 + 𝑐2 𝑥𝑒 2𝑥 )
= 4𝑐1 𝑒 2𝑥 + 4𝑐2 𝑒 2𝑥 + 4𝑐2 𝑥𝑒 2𝑥 − 8𝑐1 𝑒 2𝑥 − 4𝑐2 𝑒 2𝑥 − 8𝑐2 𝑥𝑒 2𝑥 + 4𝑐1 𝑒 2𝑥 + 4𝑐2 𝑥𝑒 2𝑥 = 0
= RHS ⟹ Verified
Now, two particular solutions can be obtained by choosing any two pairs of values of the
parameters 𝑐1 and 𝑐2 . For example
● Choosing 𝑐1 = 3, 𝑐2 = 0 ⟹ 𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑥𝑒 2𝑥 = 3𝑒 2𝑥 is a particular solution
● Choosing 𝑐1 = 1, 𝑐2 = 2 ⟹ 𝑦 = 𝑒 2𝑥 + 2𝑥𝑒 2𝑥 is another particular solution

1.3: Initial-value problems

The problem

dny
Solve: n
 f ( x, y, y ,..., y ( n1) )
dx

Subject to: y( x0 )  y0 , y( x0 )  y1 , y( x0 )  y2 ,.....y ( n1) ( x0 )  yn1

on some interval I containing x 0 , where y0 , y1 , y2 ,.....yn1 are arbitrary specified real

constants, is called an nth-order initial value problem (IVP). The values of y (x ) and
its first n  1 derivatives at a point x 0 are called initial conditions.
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Dr. Muhammad Islam Mustafa
 Remark: Solving an nth-order initial value problem frequently entails first finding an n-
parameter family of solutions of the given DE and then using the n initial conditions at x 0
to determine numerical values of the n constants in the family. The resulting particular
solution is defined on some interval I containing the initial point x 0 .
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Q5: 1) Verify that: 𝑦=
𝑥 2 +𝑐
is a one-parameter family of solutions of the DE: 𝑦 ′ + 2𝑥𝑦 2 = 0
2) Find a particular solution of the IVP: 𝑦 ′ + 2𝑥𝑦 2 = 0, 𝑦(0) = −1
1 −2𝑥
For 𝑦 = ⟹ 𝑦 ′ = (𝑥 2
𝑥 2 +𝑐 +𝑐)2
2
′
−2𝑥2
1 −2𝑥 2𝑥
●LHS: 𝑦 + 2𝑥𝑦 = 2 2
+ 2𝑥 ( 2 ) = 2 2
+ 2 = 0 = RHS ⟹ Verified
(𝑥 + 𝑐 ) 𝑥 +𝑐 (𝑥 + 𝑐 ) (𝑥 + 𝑐 )2
1
● Using the initial condition 𝑦(0) = −1 ⟹ −1 = ⟹ 𝑐 = −1
02 + 𝑐
1
⟹𝑦= is the particular solution of this IVP
𝑥2 − 1

 Existence and uniqueness. Two fundamental questions arise in considering an IVP:

● Does a solution of the problem exist? ● If a solution exists, is it unique?
The following theorem gives sufficient conditions that guarantee the existence and
uniqueness of a solution of the first-order IVP:
dy
 f ( x, y ) , y ( x0 )  y 0 (*)
dx

Theorem: Let R be the rectangular region {( x, y ) : a  x  b, c  y  d } in the xy-plane that

f
contains the point ( x0 , y 0 ) in its interior. If f ( x, y ) and are continuous on R then, in
y
some interval I 0 : ( x0  h, x0  h), h  0 , contained in [a, b] , there is a unique solution
y (x ) of the IVP (*).

 Remark: If the IVP does not satisfy the hypothesis of the Theorem, then it may have
several solutions, a unique solution, or no solution at all.

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Dr. Muhammad Islam Mustafa
Q6: Determine if the above Theorem guarantees that the IVP possesses a unique solution
𝑑𝑦 𝑦
(a) = , 𝑦(1) = 3
𝑑𝑥 𝑥 • (1,3)
𝑦 1 𝜕𝑓 1 𝜕𝑓
𝑓(𝑥, 𝑦) = = 𝑦⟹ = , and both 𝑓 and are continuous
𝑥 𝑥 𝜕𝑦 𝑥 𝜕𝑦
0
on the shaded region 𝑅 = {(𝑥, 𝑦) ∈ ℝ2 |𝑥 ≠ 0}. Since the initial
point (1,3) is inside 𝑅, then this IVP has a unique solution.
𝑥=0

(b) 𝑦 ′ = 2√𝑦 , 𝑦(1) = 0

𝜕𝑓 1 𝜕𝑓
𝑓(𝑥, 𝑦) = 2√𝑦 ⟹ = , and both 𝑓 and are continuous
𝜕𝑦 √𝑦 𝜕𝑦

on the shaded region 𝑅 = {(𝑥, 𝑦) ∈ ℝ2 |𝑦 > 0}. Since the initial •

0 (1,0)
𝑦=0

point (1,0) is not inside 𝑅, then this IVP may have no solution,
a unique solution or infinitely many solutions.

(c) 𝑥𝑦 ′ − 2𝑦 = 0 , 𝑦(0) = 0
2 𝜕𝑓 2 𝜕𝑓
𝑥𝑦 ′ − 2𝑦 = 0 ⟹ 𝑦 ′ = 𝑦 ⟹ = , and both 𝑓 and are
𝑥 𝜕𝑦 𝑥 𝜕𝑦

continuous on the shaded region 𝑅 = {(𝑥, 𝑦) ∈ ℝ2 |𝑥 ≠ 0}. •(0,0)

Since the initial point (0,0) is not inside 𝑅, then this IVP may
have no solution, a unique solution or infinitely many solutions 𝑥=0

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Dr. Muhammad Islam Mustafa