Introduction to Differential

Equations

National Chiao Tung University

Chun-Jen Tsai
9/9/2019
Outline of the Course†
 Introduction to differential equations (Chapter 1)
 First-order differential equations (Chapter 2)
 Higher-order differential equations (Chapter 4)
 Modeling with Higher-order differential equations (Chapter 5)
 The Laplace transform (Chapter 7)  midterm around this point!

 Systems of linear 1st-order differential equations (Chapter 8)

 Power series methods (Chapter 6)
 Fourier series methods (Chapter 11)
 Partial differential equations (Chapter 12)

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Textbook and Grading Policy
 Textbook:
 Dennis G. Zill, Differential Equations with Boundary-Value
Problems, 9th edition, 2018, Cengage Learning.
(高立圖書代理, 顔俊杰 0921-456030)
 An alternative textbook:
Dennis G. Zill, Differential Equations with Modeling
Applications, 11th edition, 2018, Cengage Learning.
(華泰文化, 蕭瑀倢 0933-838337)
 Grading is based on
 Pop Quizzes (25%) – from homework assignments
 Mid-terms exam (35%) – on 11/4/2019
 Final exam (40%) – on 1/6/2020

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Before You Move On …
 Homework #0: Check out the following video:

Raffaello D'Andrea’s TED talks

The astounding athletic power of quadcopters.

Jun 2013

I will be asking you questions on this video in our next class!

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Differential Equations
 Definition:
An equation containing the derivatives of one or more
dependent variables, with respect to one or more
independent variables, is said to be a differential
equation (DE).

 Example:
dx dx
x  f (t )  e 0.1t 2
 e  0.2t 
0.1t 2
 0.2 xt
dt dt

In this course, given a blue equation (behavior of a phenomenon),

you want to find out the red equation (the governing rule) behind it

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Why Differential Equations
 For dynamic phenomena, we want to predict their long-
term behavior by observing and measuring their short-
term behavior
 Long-term behavior of a dynamic system is defined by its
underlying rule  hard to measure
 Short-term behavior of a dynamic system is described by its
changing characteristics (derivatives)  easier to measure

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Classification of DE by Type
 Ordinary differential equation (ODE): an equation
contains only ordinary derivatives of one or more
dependent variables with respect to a single
independent variable
dy
 5y  ex
dx

 Partial differential equation (PDE): an equation

involving the partial derivatives of one or more
dependent variables of two or more independent
variables  2u  2u u
2
 2
2
x t t
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Classification of DE by Order
 The order of a differential equation is the order of the
highest derivative in the equation.
2nd order 1st order

2 3
d y  dy 
 5    4 y  e x

dx 2  dx 
 An nth-order ODE with one dependent variable can be
expressed in the general form:
F ( x , y , y , y ,...., y n  )  0
a real-valued function of n+2 variables

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Normal Form of ODE
 F() can be expressed in general in the normal form:
d ny  n 1 
n
 f ( x , y , y , y ,...., y )
dx
where f is a real-valued function with n+1 variables.

For example, the normal forms of the first order and the
2nd-order ODEs are:
dy
 f ( x, y )
dx
d2y
2
 f ( x , y , y )
dx
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Classification of DE by Linearity
 An nth-order ODE, F, is said to be linear if F is linear in
y, y', …., y(n). That is, F can be expressed as:
dny d n 1 y dy
a n  x  n  a n 1  x  n 1  ...  a1  x   a 0 x  y  g ( x )
dx dx dx
where ai(x), i = 0, …, n depend on the independent
variable x only

 Example:
 (y – x)dx + 4xdy = 0
 y" – 2y' + y = 0
d3y dy
 3
 3 x  5y  ex
dx dx

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Nonlinear ODE
 A differential equation with nonlinear functions of the
dependent variable or its derivatives.
 Examples: If y is the dependent variable,
 (1 – y)y' + 2y = ex
 d2y/dx2 + sin y = 0
 y(4) + y2 = 0

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Solution of an ODE
 Definition: a solution of an ODE is a function y(x),
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.

 That is, a solution y(x) of F satisfies:

F(x, y(x), y(x), y(x), …, y(n) (x)) = 0, x  I.

 Trivial solution of an ODE: y(x) = 0, x I

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All Roads Lead to Rome
 If we have a function y:
x2
y ( x)  Ce , C  R.
Then,
dy
dx
 
x2
 
x2
 C 2 xe  2 x Ce  2 xy.
x2
Thus, it doesn’t matter what the constant C is, y  Ce
is a solution of the DE dy/dx = 2xy.

 Often, a differential equation alone has many solutions;

more information is required to resolve ambiguity

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Solution is not Guaranteed
 Expressing a phenomenon as a differential equation
does not guarantee that it has a solution. Obviously,
(y)2 + y2 = –1
has no (real-valued) solution.

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Interval of Definition
 A solution of an ODE includes a function y(x) and the
interval of definition, I.
 I is usually referred to as the interval of definition, the
interval of existence, the interval of validity, or the
domain of the solution.
 I can be an open interval (a, b), a closed interval [a, b],
an infinite interval (a, ), and so on.

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Solution Curve
 The graph of a solution y(x) of an ODE is called a
solution curve. Since y(x) is a differentiable function, it
is continuous on its interval of definition.
 There maybe a difference between the graph of y(x)
and the graph of the solution of the ODE.
y y

1 1

1 x 1 x

y = 1/x, x≠0 y = 1/x, (0,∞)

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Explicit and Implicit Solutions
 Definition: A solution in which the dependent variable
is expressed solely in terms of the independent
variable and constants is called an explicit solution.

 Definition: An equation G(x, y) = 0 is said to be an

implicit solution of an ODE on an interval I provided
that there exists at least one function y that satisfies the
relation as well as the differential equation on I.

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Verification of an Implicit Solution
 Example:
The relation x2＋y2 = 25 is the implicit solution of the
differential equation dy/dx = –x/y on the interval
–5 < x < 5

Verification:
d 2
dx
 2

d
x  y  25
dx
2x  2 y
dy
dx
0
dy
 x / y
dx

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Solving for Explicit Solution
 One can solve an implicit solution for explicit solutions.
In the previous example,
y y y
5 5 5

x x x
-5 5 -5 5
-5 5

-5 -5

Implicit solution Explicit solution 1 Explicit solution 2

x2＋y2 = 25 y1  25  x 2 ,  5  x  5 y2   25  x 2 ,  5  x  5

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Families of Solutions
 A solution to a 1st-order DE containing an arbitrary
constant represents a set G(x, y, c) = 0 of solutions is
called a one-parameter family of solutions.
 For nth-order DE, an n-parameter family of solutions
can be represented as
G(x, y, c1, c2, …, cn) = 0.
If the parameters c1, c2, …, cn are resolved, then it’s
called a particular solution of the DE.
 Example: y
c>1
c=1
y – cx = 0 is a family of c<1
solutions of xy′ – y = 0. x

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Singular Solutions
 Definition: A singular solution is a solution that cannot
be obtained by specializing any of the parameters in
the family of solutions.

 Example:
Both y = x4/16 and y = 0 are solutions of dy/dx = xy1/2 on
the interval (–, ). The ODE possesses the family of
solutions y = (x2/4 + c)2. However, y = 0 is not in the
family of solutions.

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General Solutions
 Definition: If every solution of an nth-order ODE
F(x, y, y, y, …, y(n)) = 0 on an interval I can be obtained
from an n-parameter family of equations
G(x, y, c1, c2, …, cn) = 0 by appropriate choices of the
parameters ci, i = 1, 2, …, n, we then say that the n-
parameter family of equations is the general solution of
the D.E.

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Example: Two-Parameter Family
 The functions x = c1cos4t and x = c2sin4t, where c1 and c2
are arbitrary constants, are solutions of x" + 16x = 0.
For x = c1cos4t, the first two derivatives w.r.t. t are
x' = –4c1 sin 4t and x" = –16c1cos4t.
Substituting x" and x' into the DE gives
x" + 16x = –16c1cos4t + 16(c1cos4t) = 0.
Similarly, for x = c2sin4t, we have
x" + 16x = –16c2sin4t + 16(c2sin4t) = 0.
Their linear combinations are a family of solutions.

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Example: Piecewise Solutions
 One can verify that y = cx4 is a solution of xy' – 4y = 0 on
the interval (–, ). The following piecewise defined
solution is a particular solution of the ODE:

 x 4 , x  0
y 4
 x , x0

 This particular solution y y

cannot be obtained by c =1 c = 1,
x 0
a single choice of c. x x
c =–1 cx =–1,
<0

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Initial Value Problem
 Definition:
On some interval I containing x0, the problem:

 
n
Solve: d y  n 1 
 f x , y , y ,..., y
dx n
Subject to: y(x0) = y0, y(x0) = y1, …, y(n–1)(x0) = yn–1,

where y0, y1, …, yn–1, are arbitrarily specified real

constants, is called an initial value problem (IVP).
The values of y(x) and its first n – 1 derivatives at x0 are
called initial conditions.

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First Order IVP
 A first order IVP tries to solve dy/dx = f(x, y), subject to
y(x0) = y0. In geometric term, we are seeking a solution
so that the solution curve passes through the
prescribed point (x0, y0).

solutions of the DE
y

(x0 , y0)

x
I
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Second Order IVP
 A second order IVP tries to solve d2y/dx2 = f(x, y, y),
subject to y(x0) = y0, y(x0) = y1. In geometric term, we
are seeking a solution so that the solution curve not
only passes through the prescribed point (x0, y0), but
also with a slope y1 at this point.

solutions of the DE
y

m = y1

(x0 , y0 )

x
I
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Example: 1st-Order IVPs
 It is easy to verify that y = cex is a one-parameter family
of solutions of the simple first-order equation y' = y on
the interval (–, ). If y(0) = 3, we have
y

(0, 3)
3 = ce0 = c

 y = 3ex is a solution of IVP:

y' = y, y(0) = 3. x

(1, –2)

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Existence of Unique Solution
 Two key questions of solving an IVP are:
 Do solutions exist for the differential equation?
 Given an initial condition, is the solution unique?

 Examples:
 The IVP y' = 1/x, y(0) = 0 has no solution. By integration, we
have y(x) = ln |x| + c; but ln |x| is not defined at 0!

 The IVP dy/dx = xy1/2, y(0) = 0 has at least two solutions: y = 0

and y = x4/16.

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Example: Multiple IVP Solutions (1/2)
 Consider the IVP dy/dx = xy1/2, y(0) = 0:
The DE has a constant solution y = 0 and a family of
solution 2
x 2

y    c  .
 4  y a=0 a>0
The IVP has infinite solutions:
For any a  0,

0, xa
y 2
 2 2

 x  a / 16, x  a (0, 0)
x

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Example: Multiple IVP Solutions (2/2)
 Consider only the case c  0, 2
 x2 
let c = –b, b  0: y    c 
 4 
2
 x 2 4b  400

y    
 4 4  350 c = –4
2 c= 0
 x 2  (2 b ) 2  300
c= 4
  

 4 
250

 ( x 2  a 2 ) 2 / 16, a2 b
200

150

100

50

0
-10 -8 -6 -4 -2 0 2 4 6 8 10

±  4c , c  0
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Existence and Uniqueness Theorem
 Theorem: Let R be a rectangular region in the xy-plane
defined by a  x  b, c  y  d, that contains the point
(x0, y0) in its interior. If f(x, y) and f/y are continuous
on R, there exist some interval I0: x0–h < x < x0+h, h > 0,
contained in a  x  b, and a unique function y(x)
defined on I0 that is a solution of the first-order initial-
value problem:
y
d
R
dy
 f ( x, y ), y ( x0 )  y0 .
dx
(x0, y 0)
c

x
a I0 b
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Example:
 Again, let’s revisit the IVP: dy/dx = xy1/2, y(0)=0.
Since
f(x, y) = xy1/2,
and
f/y = x/(2y1/2),

they are continuous in the upper half-plane defined by

y > 0. Therefore, for any (x0, y0), y0 > 0, there is an
interval centered at x0 on which the given DE has a
unique solution.

However, There is no unique solution for the IVP since

f/y is undefined at (0, 0).

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DE as Mathematical Models
Real-world
phenomenon
and
observations

Turn hypotheses Mathematical

Hypotheses into equations formulation in DE

Correct hypotheses Solving DE

and models

Compare model Predict outputs Explicit

to observations from the model solution (model)

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Natural Growth and Decay Models
 The differential equation
dx
 kx, where k is a constant.
dt
is a widely used model for natural phenomena whose
rate of change over time is proportional to its current
population  what is the solution?

 If a population has birth and death rates b and d,

respectively. The differential change in size P(t) of the
population changes is
dP b P(t )t  dP(t )t
 lim  ( b  d ) P.
dt t 0 t
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Falling Bodies
 Newton’s second law of motion: F = ma
 Question: what is the position s(t) of the rock
relative to the ground at time t?
v0
Acceleration of the rock: d2s/dt2
d 2s d 2s
 m 2   mg  2
 g rock
dt dt
Model: d2s/dt2 = –g, s(0) = s0, s'(0) = v0. s0
s(t)
Solution: s(t) = –gt2/2 + v0t + s0 building

ground

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Torricelli’s Model of a Draining Tank
 Torricelli’s Law of draining tank:
dV
 ac 2gy .
dt

Derivation: Torricelli assumes that

V(t)
a drop of water from the surface y(t)

escapes the hole at the speed

v  2gy . hole area a
Leaking water

Note: In Torricelli’s law, 0 ≤ c ≤ 1 is a constant parameter related to the viscosity of the liquid.
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Series Circuit
 If i(t) = dq/dt is the electric current across the circuit, the
voltage drops across different electric components are:
di
 Inductor: v  L
dt
L
 Resister: v  Ri E(t) R

1
 Capacitor: v  q
C C

 Kirchhoff’s second law of circuits:

Voltage drop = Impressed Voltage, that is:
d 2q dq 1
L 2 R  q  E (t )
dt dt C
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