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 Review of Differentiation

Rules
1. Constant: 2. Constant multiple:

3. Sum: 4. Product:

5. Quotient: 6. Chain:

7. Power: 8. Power:

Functions
Trigonometric:

9. 10. 11.

12. 13. 14.

Inverse trigonometric:

15. 16. 17.

18. 19. 20.

Hyperbolic:

21. 22. 23.

24. 25. 26.

Inverse hyperbolic:

27. 28. 29.

30. 31. 32.

Exponential:

33. 34.

Logarithmic:

35. 36.

Integral defined:
x b b −
37. (t) dt 38. (x, t) dt (x, t) dt
a a a −

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Brief Table of Integrals

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 Copyright 2024 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part. Due to electronic rights, some third party content may be suppressed from the eBook and/or eChapter(s).
Editorial review has deemed that any suppressed content does not materially affect the overall learning experience. Cengage Learning reserves the right to remove additional content at any time if subsequent rights restrictions require it.
 Table of Laplace Transforms

f (t) +{ f (t)} 5 F(s) f (t) +{ f (t)} 5 F(s)

1 s2a
1. 1 21. eat cosh kt
s (s 2 a)2 2 k 2

1 2ks
2. t 22. t sin kt
s2 (s2 1 k2)2

n! s2 2 k 2
3. tn , n a positive integer 23. t cos kt
s n11
(s2 1 k2)2

4. t21/2 Î p
s
24. sin kt 1 kt cos kt
2 ks2
(s 1 k2)2
2

Ïp 2 k3
5. t1/2 25. sin kt 2 kt cos kt
2s 3/2 (s 1 k2)2
2

G(a 1 1) 2 ks
6. ta , a . 21 26. t sinh kt
s a11 (s2 2 k 2)2

k s2 1 k2
7. sin kt 27. t cosh kt
s 1 k2
2 (s2 2 k 2)2

s eat 2 e bt 1
8. cos kt 28.
s 1 k2
2
a2b (s 2 a)(s 2 b)

2k 2 ae at 2 be bt s
9. sin2 kt 29.
s(s2 1 4k2) a2b (s 2 a)(s 2 b)
s2 1 2k2
10. cos2 kt k2
s(s2 1 4 k2) 30. 1 2 cos kt
s(s2 1 k2)
1
11. eat k3
s2a 31. kt 2 sin kt
s (s 1 k2)
2 2

k
12. sinh kt a sin bt 2 b sin at 1
s2 2 k 2 32.
ab (a2 2 b2) (s2 1 a2)(s2 1 b2)
s
13. cosh kt cos bt 2 cos at s
s2 2 k 2 33.
a2 2 b2 (s2 1 a2)(s2 1 b2)
2k 2
14. sinh2kt 2 k 2s
s(s 2 4k 2)
2
34. sin kt sinh kt
s 1 4k4
4

s2 2 2k2
15. cosh2kt k(s2 1 2 k2 )
s(s2 2 4k2) 35. sin kt cosh kt
s4 1 4k4
1
16. teat
(s 2 a)2 k(s2 2 2k2 )
36. cos kt sinh kt
s4 1 4k4
n!
17. tn eat , n a positive integer
(s 2 a)n11 s3
37. cos kt cosh kt
s 1 4k4
4
k
18. eat sin kt
(s 2 a)2 1 k 2 2ks2
38. sin kt cosh kt 1 cos kt sinh kt
s2a s 1 4k4
4
19. eat cos kt
(s 2 a)2 1 k 2
4k3
39. sin kt cosh kt 2 cos kt sinh kt
k s4 1 4k4
20. eat sinh kt
(s 2 a)2 2 k 2
2k3
40. sinh kt 2 sin kt
s 2 k4
4

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 f (t) +{ f (t)} 5 F(s) f (t) +{ f (t)} 5 F(s)

2k2s
41. cosh kt 2 cos kt
s4 2 k 4
2
52. ea b eb t erfc b Ït 1 1 2 Ït 2
a e2aÏs
Ïs(Ïs 1 b)

1
42. J0(kt)
Ï s2 1 k 2
2
53. 2ea b eb t erfc b Ït 1 1 a
2 Ït 2 be2a Ïs
s(Ïs 1 b)

43.
ebt 2 e at
t
ln
s2a
s2b
1 erfc 12 Ïa t2
2(1 2 cos kt) s2 1 k 2 54. eat f (t) F(s 2 a)
44. ln
t s2
e2a s
2(1 2 cosh kt) s2 2 k2 55. 8(t 2 a)
45. ln s
t s2
56. f (t 2 a)8(t 2 a) e2asF(s)
46.
sin at
t
arctan
a
s 12 57. g(t) 8 (t 2 a) e2as +{ g(t 1 a)}
sin at cos bt 1 a1b 1 a2b
47. arctan 1 arctan
t 2 s 2 s 58. f (n)(t) s n F(s) 2 s(n21) f (0) 2 Á 2 f (n21) (0)

1 2a2/4t e2a Ïs
48. e dn
Ïpt Ïs 59. tn f (t) (21)n F(s)
ds n
a 2
/4t
49. e2a e2a Ïs
# f (t) g (t 2 t) dt
t
2 Ïpt 3 60. F(s)G(s)
0

12Ïa t 2
2a Ïs
e
50. erfc 61. d(t) 1
s

51. 2 Î t 2a2 /4t

p
e 2 a erfc
a
2Ït 1 2
e2a Ïs
s Ïs
62. d(t 2 t0) e2st0

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 A First Course in
Differential Equations with
Modeling Applications
Twelfth Edition Dennis G. Zill
Loyola Marymount University

Metric Version
prepared by Aly El-Iraki
Professor Emeritus, Alexandria University, Egypt

Australia ● Brazil ● Canada ● Mexico ● South Africa ● Singapore ● United Kingdom ● United States

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A First Course in Differential Equations with Copyright © 2024 Cengage Learning, Inc. ALL RIGHTS RESERVED.
Modeling Applications, Metric Version, WCN: 02-300
Twelfth Edition, Dennis G. Zill No part of this work covered by the copyright herein may be reproduced
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Metric Version prepared by Aly El-Iraki

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 Contents

Preface for this Metric Edition vi

1 Introduction to Differential Equations 2

Christian Bertrand/Shutterstock.com
1.1 Definitions and Terminology 3
1.2 Initial-Value Problems 15
1.3 Differential Equations as Mathematical Models 22
Chapter 1 In Review 34

2 First-Order Differential Equations 36

TurneroundDesigns/Shutterstock.com

2.1 Solution Curves without a Solution 37

2.1.1 Direction Fields 37
2.1.2 Autonomous First-Order DEs 39
2.2 Separable Equations 47
2.3 Linear Equations 56
2.4 Exact Equations 65
2.5 Solutions by Substitutions 73
2.6 A Numerical Method 77
Chapter 2 In Review 82

3 Modeling with First-Order Differential

Agefotostock/Alamy Stock Photo

Equations 84
3.1 Linear Models 85
3.2 Nonlinear Models 96
3.3 Modeling with Systems of First-Order DEs 107
Chapter 3 In Review 114

4 Higher-Order Differential Equations 118

4.1 Theory of Linear Equations 119
SpaceX/Alamy Stock Photo

4.1.1 Initial-Value and Boundary-Value Problems 119

4.1.2 Homogeneous Equations 121
4.1.3 Nonhomogeneous Equations 127
4.2 Reduction of Order 132
4.3 Homogeneous Linear Equations with Constant
Coefficients 135
4.4 Undetermined Coefficients—Superposition Approach 142
4.5 Undetermined Coefficients—Annihilator Approach 152
4.6 Variation of Parameters 159
4.7 Cauchy-Euler Equations 166

iii

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iv Contents

4.8 Green’s Functions 173

4.8.1 Initial-Value Problems 173
4.8.2 Boundary-Value Problems 179
4.9 Solving Systems of Linear DEs by Elimination 183
4.10 Nonlinear Differential Equations 188
Chapter 4 In Review 193

Zoonar GmbH/Alamy Stock Photo 5 Modeling with Higher-Order Differential

Equations 196
5.1 Linear Models: Initial-Value Problems 197
5.1.1 Spring/Mass Systems: Free Undamped Motion 197
5.1.2 Spring/Mass Systems: Free Damped Motion 202
5.1.3 Spring/Mass Systems: Driven Motion 204
5.1.4 Series Circuit Analogue 207
5.2 Linear Models: Boundary-Value Problems 215
5.3 Nonlinear Models 223
Chapter 5 In Review 233

6 Series Solutions of Linear Equations 240

6.1 Review of Power Series 241
Marc Hill/Alamy Stock Photo

6.2 Solutions About Ordinary Points 247

6.3 Solutions About Singular Points 256
6.4 Special Functions 266
Chapter 6 In Review 281

7 The Laplace Transform 284

Vadim Volodin/Shutterstock.com

7.1 Definition of the Laplace Transform 285

7.2 Inverse Transforms and Transforms of Derivatives 293
7.2.1 Inverse Transforms 293
7.2.2 Transforms of Derivatives 296
7.3 Operational Properties I 302
7.3.1 Translation on the s-Axis 302
7.3.2 Translation on the t-Axis 305
7.4 Operational Properties II 315
7.4.1 Derivatives of a Transform 315
7.4.2 Transforms of Integrals 317
7.4.3 Transform of a Periodic Function 323
7.5 The Dirac Delta Function 328
7.6 Systems of Linear Differential Equations 332
Chapter 7 In Review 339

8 Systems of Linear Differential Equations 344

Rob Matthews/Alamy Stock Photo

8.1 Theory of Linear Systems 345

8.2 Homogeneous Linear Systems 354
8.2.1 Distinct Real Eigenvalues 355
8.2.2 Repeated Eigenvalues 358
8.2.3 Complex Eigenvalues 362

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 Contents v

8.3 Nonhomogeneous Linear Systems 369

8.3.1 Undetermined Coefficients 369
8.3.2 Variation of Parameters 371
8.4 Matrix Exponential 376
Chapter 8 In Review 380

9 Numerical Solutions of Ordinary Differential

Cultura Creative RF/Alamy Stock Photo

Equations 382
9.1 Euler Methods and Error Analysis 383
9.2 Runge-Kutta Methods 388
9.3 Multistep Methods 392
9.4 Higher-Order Equations and Systems 395
9.5 Second-Order Boundary-Value Problems 399
Chapter 9 In Review 403

Appendices
A Integral-Defined Functions APP-3
Sumikophoto/Shutterstock.com

B Matrices APP-11
C Laplace Transforms APP-29

Answers for Selected Odd-Numbered Problems ANS-1

Index I-1

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 Preface for this Metric Edition

This International Metric Version differs from the US version of A First Course in Dif-
ferential Equations with Modeling Applications, Twelfth Edition, as follows:
The units of measurement used in most of the examples and exercises have been
converted from U.S. Customary Systems (USCS) of units (also referred to as Eng-
lish, or Imperial units) to Metric units.
This Metric Version includes conversion tables to reference as you work through
the related applications and exercises.
Jacqueline Dewar

To The Student
Dennis G. Zill Authors of books live with the hope that someone actually reads them. Contrary to
Los Angeles, CA what you might believe, almost everything in a typical college-level mathematics text
is written for you and not the instructor. True, the topics covered in the text are chosen
to appeal to instructors because they make the decision on whether to use it in their
classes, but everything written in it is aimed directly at you, the student. So I want
to encourage you—no, actually I want to tell you—to read this textbook! But do not
read this text as you would a novel; you should not read it fast and you should not skip
anything. Think of it as a workbook. By this I mean that mathematics should always
be read with pencil and paper at the ready because, most likely, you will have to work
your way through the examples and the discussion. Before attempting any problems in
the section exercise sets, work through all the examples in that section. The examples
are constructed to illustrate what I consider the most important aspects of the section,
and therefore, reflect the procedures necessary to work most of the problems. When
reading an example, copy it down on a piece of paper and do not look at the solution in
the book. Try working it, then compare your results against the solution given, and, if
necessary resolve any differences. I have tried to include most of the important steps in
each example, but if something is not clear you should always try—and here is where
the pencil and paper come in again—to fill in the details or missing steps. This may
not be easy, but it is part of the learning process. The accumulation of facts followed by
the slow assimilation of understanding simply cannot be achieved without a struggle.
Specifically for you, a Student Solutions Manual (SSM) is available as an op-
tional supplement. In addition to containing solutions of selected problems from the
exercises sets, the SSM contains hints for solving problems, extra examples, and a re-
view of those areas of algebra and calculus that I feel are particularly important to the
successful study of differential equations. Bear in mind you do not have to purchase
the SSM; you can review the appropriate mathematics from your old precalculus or
calculus texts.
In conclusion, I wish you good luck and success. I hope you enjoy the text and
the course you are about to embark on—as an undergraduate math major it was one
of my favorites because I liked mathematics that connected with the physical world.
If you have any comments, or if you find any errors as you read/work your way
through the text, or if you come up with a good idea for improving either it or the
SSM, please feel free to contact me through Cengage Learning.

vi

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Editorial review has deemed that any suppressed content does not materially affect the overall learning experience. Cengage Learning reserves the right to remove additional content at any time if subsequent rights restrictions require it.
 Preface for this Metric Edition vii

To The Instructor
In case you are examining this text for the first time, A First Course in Differen-
tial Equations with Modeling Applications, Twelfth Edition, is intended for a one-
semester or one-quarter course in ordinary differential equations. The longer version
of the text, Differential Equations with Boundary-Value Problems, Tenth Edition,
can be used for either a one- or two-semester course that covers ordinary and partial
differential equations. This text contains six additional chapters. For a one-semester
course, it is assumed that the students have successfully completed at least two semes-
ters of calculus. Since you are reading this, undoubtedly you have already examined
the table of contents for the topics that are covered. You will not find a “suggested
syllabus” in this preface; I will not pretend to be so wise as to tell other teachers
what to teach. I feel that there is plenty of material here to choose from and to form
a course to your liking. The text strikes a reasonable balance between the analyti-
cal, qualitative, and quantitative approaches to the study of differential equations.
As far as my “underlying philosophy” goes, it is this: An undergraduate text should
be written with the students’ understanding kept firmly in mind, which means to
me that the material should be presented in a straightforward, readable, and help-
ful manner, while keeping the level of theory consistent with the notion of a “first
course.”
For those who are familiar with the previous editions, I would like to mention
a few improvements made in this edition. Many exercise sets have been updated by
the addition of new problems. Some of these problems involve new and, I think,
interesting mathematical models. Additional examples, figures, and remarks have
been added to many sections. Throughout the text I have given a greater emphasis
to the concepts of piecewise-linear differential equations and solutions that involve
nonelementary integrals. Finally, the table of Laplace transforms in Appendix C has
been expanded.

Student Resources
● Student Solutions Manual (SSM), prepared by Roberto Martinez
(ISBN 979-8-214-03824-7, accompanies A First Course in Differential
Equations with Modeling Applications, Twelfth Edition, and ISBN 978-0-357-
76058-1 accompanies Differential Equations with Boundary-Value Problems,
Tenth Edition) provides important review material from algebra and calculus,
the solution of every third problem in each exercise set (with the exception
of the Discussion Problems and Computer Lab Assignments), relevant
command syntax for the computer algebra systems Mathematica and Maple,
and lists of important concepts, as well as helpful hints on how to start
certain problems.
● WebAssign for A First Course in Differential Equations with Modeling
Applications, Twelfth Edition. WebAssign provides you with the tools you
need to be successful in differential equations. Course materials and resources
have been specially customized for you by your instructor, giving you an array
of study tools to get a true understanding of course concepts and achieve better
grades.

Instructor Resources
● Complete Solutions Manual (CSM), prepared by Roberto Martinez, provides
complete worked-out solutions for all problems in the text. It is available through
the Instructor Companion website at cengage.com.
● Cengage Learning Testing Powered by Cognero is a flexible online system
that allows you to author, edit, and manage test bank content, create multiple

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Editorial review has deemed that any suppressed content does not materially affect the overall learning experience. Cengage Learning reserves the right to remove additional content at any time if subsequent rights restrictions require it.
viii Preface for this Metric Edition

test versions in an instant, and deliver tests from your learning management
system (LMS), your classroom, or wherever you want. This is available online
at www.cengage.com/login.
● WebAssign for A First Course in Differential Equations with Modeling
Applications, Twelfth Edition. Built by educators, WebAssign provides
flexible settings at every step to customize your course with online activities
and secure testing to meet learners’ unique needs. Students get everything in
one place, including rich content and study resources designed to fuel deeper
understanding, plus access to a dynamic, interactive ebook. Proven to help
hone problem-solving skills, WebAssign helps you help learners in any course
format.

Acknowledgments
Compiling a mathematics textbook such as this and making sure that its thousands
of symbols and hundreds of equations are accurate is an enormous task, but since I
am called “the author,” that is my job and responsibility. But many people besides
myself have expended enormous amounts of time and energy in working toward its
eventual publication. So I would like to take this opportunity to express my sincerest
appreciation to everyone—most of them unknown to me—at Cengage Learning and
at MPS North America who were involved in the publication of this edition.
Finally, over the years, this text has been improved in a countless number of
ways through the suggestions and criticisms of the reviewers. Thus it is fitting to
conclude with an acknowledgment of my debt to the following generous people for
sharing their expertise and experience.

Reviewers of Past Editions

William Atherton, Cleveland State University
Philip Bacon, University of Florida
Bruce Bayly, University of Arizona
William H. Beyer, University of Akron
R. G. Bradshaw, Clarkson College
Bernard Brooks, Rochester Institute of Technology
Allen Brown, Wabash Valley College
Dean R. Brown, Youngstown State University
David Buchthal, University of Akron
Nguyen P. Cac, University of Iowa
T. Chow, California State University–Sacramento
Dominic P. Clemence, North Carolina Agricultural and Technical State University
Pasquale Condo, University of Massachusetts–Lowell
Vincent Connolly, Worcester Polytechnic Institute
Philip S. Crooke, Vanderbilt University
Bruce E. Davis, St. Louis Community College at Florissant Valley
Paul W. Davis, Worcester Polytechnic Institute
Richard A. DiDio, La Salle University
James Draper, University of Florida
James M. Edmondson, Santa Barbara City College
John H. Ellison, Grove City College
Raymond Fabec, Louisiana State University
Donna Farrior, University of Tulsa
Robert E. Fennell, Clemson University
W. E. Fitzgibbon, University of Houston
Harvey J. Fletcher, Brigham Young University
Paul J. Gormley, Villanova
Layachi Hadji, University of Alabama
Ruben Hayrapetyan, Kettering University
Terry Herdman, Virginia Polytechnic Institute and State University
Zdzislaw Jackiewicz, Arizona State University
S. K. Jain, Ohio University

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 Preface for this Metric Edition ix

Anthony J. John, Southeastern Massachusetts University

David C. Johnson, University of Kentucky–Lexington
Harry L. Johnson, Virginia Polytechnic Institute and State University
Kenneth R. Johnson, North Dakota State University
Joseph Kazimir, East Los Angeles College
J. Keener, University of Arizona
Steve B. Khlief, Tennessee Technological University
Helmut Knaust, The University of Texas at El Paso
C. J. Knickerbocker, Sensis Corporation
Carlon A. Krantz, Kean College of New Jersey
Thomas G. Kudzma, University of Lowell
Alexandra Kurepa, North Carolina A&T State University
G. E. Latta, University of Virginia
Cecelia Laurie, University of Alabama
Mulatu Lemma, Savannah State University
James R. McKinney, California Polytechnic State University
James L. Meek, University of Arkansas
Gary H. Meisters, University of Nebraska–Lincoln
Stephen J. Merrill, Marquette University
Vivien Miller, Mississippi State University
George Moss, Union University
Gerald Mueller, Columbus State Community College
Philip S. Mulry, Colgate University
Martin Nakashima, California State Polytechnic University–Pomona
C. J. Neugebauer, Purdue University
Tyre A. Newton, Washington State University
Brian M. O’Connor, Tennessee Technological University
J. K. Oddson, University of California–Riverside
Carol S. O’Dell, Ohio Northern University
Bruce O’Neill, Milwaukee School of Engineering
A. Peressini, University of Illinois, Urbana–Champaign
J. Perryman, University of Texas at Arlington
Joseph H. Phillips, Sacramento City College
Jacek Polewczak, California State University Northridge
Nancy J. Poxon, California State University–Sacramento
Robert Pruitt, San Jose State University
K. Rager, Metropolitan State College
F. B. Reis, Northeastern University
Brian Rodrigues, California State Polytechnic University
Tom Roe, South Dakota State University
Kimmo I. Rosenthal, Union College
Barbara Shabell, California Polytechnic State University
Seenith Sivasundaram, Embry–Riddle Aeronautical University
Don E. Soash, Hillsborough Community College
F. W. Stallard, Georgia Institute of Technology
Gregory Stein, The Cooper Union
M. B. Tamburro, Georgia Institute of Technology
Patrick Ward, Illinois Central College
Jianping Zhu, University of Akron
Jan Zijlstra, Middle Tennessee State University
Jay Zimmerman, Towson University

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 Christian Bertrand/Shutterstock.com

Chapter

1
Introduction to Differential
Equations
1.1 Definitions and Terminology The words differential and equations suggest solving some kind of equation
1.2 Initial-Value Problems that contains derivatives y9, y0, Á . Analogous to a course in algebra, in which a
1.3 Differential Equations as good amount of time is spent solving equations such as x2 1 5x 1 4 5 0 for the
Mathematical Models
unknown number x, in this course one of our tasks will be to solve differential
Chapter 1 In Review
equations such as y0 1 2y9 1 y 5 0 for an unknown function y 5 f(x). As the
course unfolds, you will see there is more to the study of differential equations
than just mastering methods that mathematicians over past centuries devised to
solve them. But first things first. In order to read, study, and be conversant in a
specialized subject you have to learn some of the terminology of that discipline.
This is the thrust of the first two sections of this chapter. In the last section we
briefly examine the link between differential equations and the real world.

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 1.1 Definitions and Terminology 3

1.1 Definitions and Terminology

Introduction The derivative dyydx of a function y 5 f(x) is itself another
2
function f9(x) found by an appropriate rule. The exponential function y 5 e0.1x is
differentiable on the interval (2`, `) and by the Chain Rule its first derivative is
2 2
dyydx 5 0.2xe0.1x . If we replace e0.1x on the right-hand side of the last equation by
the symbol y, the derivative becomes
dy
5 0.2xy. (1)
dx
Now imagine that a friend of yours simply hands you equation (1)—you have no idea
how it was constructed—and asks, What is the function represented by the symbol y?
You are now face to face with one of the basic problems in this course:
How do you solve an equation such as (1) for the function y = f(x)?

A Definition The equation that we made up in (1) is called a differential

equation. Before proceeding any further, let us consider a more precise definition
of this concept.

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).

To talk about them, we shall classify differential equations according to type, order,
and linearity.

Classification by Type If a differential equation contains only ordinary deriva-

tives of one or more unknown functions with respect to a single independent variable,
it is said to be an ordinary differential equation (ODE). An equation involving
partial derivatives of one or more unknown functions of two or more independent
variables is called a partial differential equation (PDE). Our first example illus-
trates several of each type of differential equation.

Example 1 Types of Differential Equations

(a) The equations
an ODE can contain more
than one unknown function
p p
dy d 2 y dy dx dy
1 5y 5 e x, 2 1 6y 5 0, and 1 5 2x 1 y (2)
dx dx 2 dx dt dt
are examples of ordinary differential equations.

(b) The following equations are partial differential equations:*

−2u −2u −2u −2u −u −u −v
1 5 0, 5 2 22 , 52 . (3)
−x2 −y2 −x2 −t −t −y −x

*Except for this introductory section, only ordinary differential equations are considered in A First Course
in Differential Equations with Modeling Applications, Twelfth Edition. In that text the word equation
and the abbreviation DE refer only to ODEs. Partial differential equations or PDEs are considered in the
expanded volume Differential Equations with Boundary-Value Problems, Tenth Edition.

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4 Chapter 1 Introduction to Differential Equations

Notice in the third equation that there are two unknown functions and two indepen-
dent variables in the PDE. This means u and v must be functions of two or more
independent variables. .

Notation The German polymath Gottfried Wilhelm Leibniz (1646–1716)

along with the English mathematician, physicist, and theologian Sir Isaac Newton
(1643–1727) are considered to be the co-inventors of calculus. But much of the nota-

Science History Images/Alamy Stock Photo

tion used today in mathematics is due to Leibniz and the Italian mathematician and
astronomer Joseph-Louis Lagrange (1736–1813). See Figures 1.1.1–1.1.3. For
example, the familiar symbols
dy
and f 9(x)
dx
are due, respectively, to Leibniz and Lagrange. Throughout this text ordinary deriva-
tives will be written using either the Leibniz notation
Figure 1.1.1 Gottfried Wilhelm Leibniz dy d 2y d 3y
, , ,Á
dx dx 2 dx 3
or the Lagrange prime notation
y9, y0, y-, . Á
By using the latter notation, the first two differential equations in (2) can be written
a little more compactly as y9 1 5y 5 ex and y0 2 y9 1 6y 5 0. Actually the prime
notation is used to denote only the first three derivatives; the fourth derivative is
written y(4) instead of y9-. In general, the nth derivative of y is written d nyydx n or
y(n). Although less convenient to write and to typeset, the Leibniz notation has an
advantage over the prime notation in that it clearly displays both the dependent and
independent variables. For example, in the differential equation
d 2x
1 16x 5 0
dt 2
GL Archive/Alamy Stock Photo

it is immediately seen that the symbol x now represents a dependent variable whereas
the independent variable is t. You should also be aware that in physical sciences
and engineering, Newton’s dot notation (derogatively referred to by some as the
“flyspeck” notation) is sometimes used to denote derivatives with respect to time t.
Thus, the differential equation
Figure 1.1.2 Sir Isaac Newton
d 2s $
5 232 becomes s 5 232.
dt 2
Partial derivatives such as −2uy−x 2 and −uy−t are often denoted by a subscript
notation indicating the independent variables. For example, the first and second
equations in (3) can be written, in turn,
uxx 1 uyy 5 0 and uxx 5 utt 2 2ut.

Classification by Order The order of a differential equation (either ODE

or PDE) is the order of the highest derivative in the equation. For example,
Heritage Image Partnership Ltd/Alamy Stock Photo

second order first order

d 2y
( )
dy 3
––––2 1 5 ––– 2 4y 5 e x
dx dx

is a second-order ordinary differential equation. In Example 1, the first and third

equations in (2) are first-order ODEs, whereas in (3) the first two equations are
second-order PDEs. A first-order ordinary differential equation is sometimes written
in the differential form

Figure 1.1.3 Joseph-Louis Lagrange M(x, y) dx 1 N(x, y) dy 5 0.

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 1.1 Definitions and Terminology 5

Example 2 Differential Form of a First-Order ODE

If we assume that y is the dependent variable in a first-order ODE, then recall from
calculus that the differential dy is defined to be dy 5 y9dx.

(a) By dividing by the differential dx an alternative form of the equation

(y 2 x) dx 1 4x dy 5 0 is given by
dy dy
y 2 x 1 4x 5 0 or equivalently 4x 1 y 5 x.
dx dx
(b) By multiplying the differential equation
dy
6xy 1 x2 1 y2 5 0
dx
by dx we see that the equation has the alternative differential form
(x2 1 y2) dx 1 6xy dy 5 0. .

In symbols we can express an nth-order ordinary differential equation in one

dependent variable by the general form
F(x, y, y9, . . . , y(n)) 5 0, (4)
(n)
where F is a real-valued function of n + 2 variables: x, y, y9, . . . , y . For both practi-
cal and theoretical reasons we shall also make the assumption hereafter that it is pos-
sible to solve an ordinary differential equation in the form (4) uniquely for the highest
derivative y (n) in terms of the remaining n + 1 variables. The differential equation
d ny
5 f (x, y, y9, . . . , y (n21)), (5)
dx n
where f is a real-valued continuous function, is referred to as the normal form of (4).
Thus when it suits our purposes, we shall use the normal forms
dy d 2y
5 f (x, y) and 5 f (x, y, y9)
dx dx2
to represent general first- and second-order ordinary differential equations.

Example 3 Normal Form of an ODE

(a) By solving for the derivative dyydx the normal form of the first-order differential
equation
dy dy x 2 y
4x 1 y 5 x is 5 .
dx dx 4x
(b) By solving for the derivative y0 the normal form of the second-order differential
equation
y0 2 y9 1 6y 5 0 is y0 5 y9 2 6y. .

Classification by Linearity An nth-order ordinary differential equation (4) is said

to be linear if F is linear in y, y9, . . . , y(n). This means that an nth-order ODE is linear
when (4) is an(x)y(n) + an−1(x)y(n−1) + Á + a1(x)y9 + a0(x)y − g(x) = 0 or
d ny d n21y dy
an(x) n 1 an21(x) 1 Á 1 a1(x) 1 a0 (x)y 5 g(x). (6)
dx dx n21 dx
Two important special cases of (6) are linear first-order (n 5 1) and linear second-
order (n = 2) DEs:
dy d 2y dy
a1(x) 1 a0(x)y 5 g(x) and a2(x) 2
1 a1(x) 1 a0(x)y 5 g(x). (7)
dx dx dx

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Editorial review has deemed that any suppressed content does not materially affect the overall learning experience. Cengage Learning reserves the right to remove additional content at any time if subsequent rights restrictions require it.
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