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Chapter 1
Introduction:-

Definition: A differential equation is any equation containing one or more

derivatives of an unknown function.

The following are examples of differential equations:-

dy
 cos x (*)
dx
d2y
 k2 y  0 (**)
2
dx

u u
  x  2u (***)
x t

Our aim is to study methods for solving differential equations, and we should
keep in mind the following points:

1-The solution of DE is a function like h(t ) or A(t ) or y(x) , not a constant.

2-Integration is an important tool in solving DE.

3-We cannot expect to get a unique solution to a DE, since there will be arbitrary
constant of integrations

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Sec 1.1: Basic definitions

1- Dependent & independent variable :-

When an equation involves one or more derivatives with respect to a particular variable,
that variable is called an independent. Variable is called dependent if a derivative of
that variable occur

Example :
dy
For the DE  cos x , x is the independent variable and y is the dependent variable
dx
du
For the DE  u  4 , t is the independent variable and u is the dependent variable.
dt

2- Ordinary DE (ODE) :-

Differential equations that involve only ONE independent variable are called ordinary
differential equations.

3- Partial DE (PDE):-

Differential equations that involve two or more independent variables are called
partial differential equations

Example:
dy
the DE  cos x & y' '3 y'  sin x , are ODE
dx
u u
the DE   x  2u OR u x  ut  x  2u is PDE
x t

4- Order
The order of a differential equation is the order of highest derivative that appears in
the differential equation

Example :
dy
the DE  cos x , is of first order
dx
the DE y' ' y  x , is of second order

In general, the equation f ( x, y, y' , y' ' ,...., y (n) )  0 is called in “ n th order” ODE. Or it can
also be written as y ( n)  F ( x, y, y' ,....,y ( n1) , y ( n) ) .

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5- Linearity:-

This is very important concept in the study of DE. An ODE is Linear if it can be
written in the form
dny d n1 y dy
a n ( x ) n  a n1 ( x ) n1  ....... a1 ( x )  a0 ( x ) y  f ( x ) (****)
dx dx dx

where a n ( x), a n1 ( x),....,a 0 ( x) and f (x ) are functions of x only.

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The important thing to note about linear differential equations is that there are no products of the
function, y (t ) and its derivative, and Neither the function or its derivatives occur to any power
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other than the first power

Note that the independent variable could appear in any shape or form in the DE.

Example: . Let () be the unknown. Identify the order and linearity of the
following equations.

d2y
1-  y3  0
dx 2
d2y
2-  y  x3
dx 2
d3y dy
3- y  cos x
3 dx
dx

Linear equations are more easily to solve analytically than nonlinear equations.

6) Homogeneous and Non-Homogeneous differential equations:

Homogeneous DE :A differential equation is homogeneous if every single term
contains the dependent variables or their derivatives.

Non-Homogeneous DE : Differential equations which do not satisfy the definition of

homogeneous are considered to be non-homogeneous

Example :
dy
The DE  cos y  0 & y' ' y'  y are Homogeneous DE
dx
dy
While the DE  cos x & y' ' y' x 2  0 are Non-Homogeneous DE
dx

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Example: Complete the following table by putting  in the correct cell:

DE ODE PDE Dependent Indep- Linear Non- Homo- Non-H Order

variable variable linear geneous
y' ' yy '  0
y (4)  x 2 y  sin x
y 4  t 2 y'  sin t
d2x
2
 sin y  0
dy
y y
 0
x t
y'  y  x

7. System of n-th order differential equations:

Collection of several equations with several unknowns.
For example
d 2 y1
 y2 0
dx 2
d 2 y2
 y1  0
dx 2

Is a system of two linear 2nd order ODEs with two unknown functions
y1 and y2

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Exercises 1.1 , page 7

In exercise 1.1.1-1.1.6 classify the differential equations as ordinary differential equation
(ODE), or Partial differential equation(PDE), find the order, Indicate the dependent and
independent variables
If differential equation is (ODE), indicate if it is linear or nonlinear

 2u u
(#1.1.2) x y
2 ( 4)
 3 xy'2 y  3 x (#1.1.4) 3  u0
x 2 y

y' '
(#1.1.6)  y'  0
x

8) Initial value problem ( IVP):

By an initial value problem (IVP) for an nth order ODE

 dy d n y 

f  x, y, ,......, n   0
 dx dx 

We mean, DE with n initial conditions.

y  xo   yo , y'  xo   y1 ,......,y ( n1)  xo   yn1 ,

where x o and yo , y1 ,........,y n1 are given constants.

Example 1: y'  y, y(0)  2

Example 2: y' '5 y'6 y  0, y(1)  0, y' (1)  1

Note that the initial condition(s) which are given beside the DE are used to determine the exact
value(s) of those constant(s) of integration. The result
is a particular solution of the equation.
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9) Solution of DE :-
A solution to a differential equation is any function which satisfies the
differential equation in question.

Explicit Solution: is a solution where the dependent variable can be separated.

Implicit solution: is when the dependent variable cannot be separated .

Example:
dy
the DE  y , has the explicit solution y  ce x
dx
dy x
the DE  , has the implicit solution x 2  y 2  c which can be written as
dx y
Explicit solution y  c  x 2

but not every implicit solution can be written as explicit

For example:
the DE ( y 2  1) y' xy  0 , has the implicit solution y 2  2 ln y  x 2  c

Exercise (1.1.7-1.1.9): show whether or not the given function satisfies the stated
initial value problem
(#1.1.8) y' '5 y'6 y  0, y(0)  0, y' (0)  1 Given function: y  e 3 x  e 2 x .

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10) Existence and Uniqueness of solution for Linear nth –order ODEs:

Does an initial value problem always has a solution? How many solutions are there? The following
theorem states a precise condition under which exactly one solution would always exist for a given
initial value problem.

Theorem 1.1.2:
Consider the IVP
dny d n 1 y
dy
an ( x)  a n 1 ( x )  .......  a1 ( x )
 a0 ( x ) y  f ( x )
dx n dx n 1 dx
Which is written in the standard form given by
y ( n)  pn ( x) y ( n1)  ..... p2 ( x) y' p1 ( x) y  g( x)

With the n  1 initial conditions:

y ( x 0 )  y0 , y' ( x0 )  y1 , y' ' ( x0 )  y2 ........y ( n 1) ( x0 )  yn 1

Let pi ( x) (i  1,2,...n) and g( x) be continuous on an open interval J which contains

x0 . Then for any choice of yi (i  0,1,2,....n  1)
There exist a unique solution for the IVP in the interval J .
Exercises # 1.1.10-1.1.13: define if theorem 1.1.2 guarantees the existence of a
unique solution. Justify your answer
(#1.1.10) 3 xy'2 y  x y(1)  1, x  (0, ) .
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(#1.1.11) y ' ' y '3 y  x 2 , y (3)  1, y ' (3)  2 where x  (2,6)
( x  1) 2

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(#1.1.12) y ' ' y '3 y  x 2 , y (3)  1, y ' (3)  2 where x  (2,4)
( x  1) 2

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Sec 1.2: Derivation of differential equations having given

functions as general solutions:

If the given general solution contains n constants , then the required DE has to be of
nth-order and can be found by differentiating the given solution n times and provided
that all constant are eliminated.
Note: eliminating the constant can be done in different ways, see the following examples

Exercises 1.2: Find a differential equation for the stated condition

(#1.2.2) y  c1 sin 2 x  c2 cos 2 x (#1.2.4) y  c1e 2 x  c2 e x

(#1.2.6) x 2 ln y  x 3  y 3  c

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Sec 1.3 : Integration by Quadrature:

Consider the following first-order ODE

dy
 f (x ) (1)
dx
its general solution can be written as

y   f ( x)dx  C (2)
In this case we say that the solution of (1) is given by the Quadrature (2) . Integration by
Quadrature is one of main techniques in the practical use of differential equations.