2.

1
Basic Concepts
Learning objectives:
 To study the basic concepts of ordinary differential
equations.
 To form the differential equation of a given family of
curves by eliminating the arbitrary constants.
AND
 To practice the related problems.
Many practical problems in science and engineering are
formulated by finding how one quantity is related to or depend
upon one or more other quantities defined in the problem.
In many situations, it is easier to model a relation between the
rates of changes in the variables rather than between the
variables themselves. The study of this relationship gives rise to
differential equations. Many of the general laws of nature find
their natural expression in the language of differential
equations.

Differential Equation
An equation involving derivatives or differentials of one
dependent variable with respect to one or more independent
variables is called a Differential equation.
For example: 𝑑𝑦 = 𝑥 + sin 𝑥 𝑑𝑥 … (1)
𝑑4𝑥 𝑑2𝑥 𝑑𝑥 5
+ 𝑑𝑡 2 + = 𝑒𝑡 ... (2)
𝑑𝑡 4 𝑑𝑡
𝑑𝑦 𝑘
𝑦= 𝑥 + 𝑑𝑦 … (3)
𝑑𝑥
𝑑𝑥

3
𝑑2𝑦 𝑑𝑦 2 2
𝑘 = 1+ ...(4)
𝑑𝑥 2 𝑑𝑥

2
𝜕2 𝑣 𝜕3𝑣
=𝑘 ...(5)
𝜕𝑡2 𝜕𝑥 3
 𝜕2𝑢 𝜕2𝑢 𝜕2𝑢
+ 𝜕𝑦 2 + 𝜕 𝑧 2 = 0 ...(6)
𝜕𝑥2

Differential equations are classified as either Ordinary

Differential Equations or Partial Differential Equations,
depending on whether one or more independent variables are
involved.

Ordinary Differential Equation:

A differential equation involving derivatives w.r.t a single
independent variable is called an Ordinary Differential
Equation (ODE)
Equations (1), (2), (3) and (4) are ordinary differential equations.

Partial Differential Equation:

A differential equation involving partial derivatives w.r.t more
than one independent variables is called a Partial Differential
Equation (PDE).
Equations (5) and (6) are partial differential equations.

Order of a differential equation:

The order of a differential equation is the Order of the highest
derivative present in the differential equation.
Equations (1) and (3) are of the first order, (4) and (6) are of the
second order, (5) is of the third order and the equation (2) is of
the fourth order.
Degree of differential equation
The Degree of a differential equation is the highest exponent of
highest order derivative in the equation, after the equation is
converted to the form free from radicals and fractions.
Equations (1), (2) and (6) are of first degree, (5) is of second
degree, (3) is second degree (after making it free from fraction),
and (4) is of second degree (after making it from radicals)

Linear and Non-Linear differential equations

A differential equation is called Linear if
(i) The dependent variable and every derivative involved
occurs in the first degree only and,
(ii) No products of the dependent variable and /or derivatives
occur.
A differential equation is called Non-Linear if it is not linear.
Equation (1) and (6) are linear and (2), (3), (4) and (5) are non-
linear.
This unit is devoted for the study of Ordinary Differential
Equations and their solutions by different methods. In what
follows a differential equation means an ordinary differential
equation.
Homogeneous and Non-Homogeneous Differential Equations:
An ordinary linear differential equation can be written in the
form
𝑑𝑛 𝑦 𝑑 𝑛 −1 𝑦
𝑎𝑛 𝑥 + 𝑎𝑛−1 𝑥 + ⋯ + 𝑎0 𝑥 𝑦 = 𝑔 𝑥 ……. (7)
𝑑𝑥 𝑛 𝑑𝑥 𝑛 −1

where 𝑎0 𝑥 , 𝑎1 𝑥 , … , 𝑎𝑛 𝑥 called coefficients and 𝑔(𝑥)

called the right hand side function, are all continuous real
valued functions of 𝑥 defined on an interval 𝑰 and 𝑦 is an 𝑛
times differentiable function defined on 𝑰. If 𝑥 ≠ 0, ∀𝑥 ∈ 𝑰 ,
then the differentiable equation (7) is called a Non-
Homogeneous equation; otherwise it is called Homogeneous
equation

Family of curves
Let 𝑦 and 𝑥 be the dependent and independent variables
respectively. The equation 𝑓 𝑥, 𝑦, 𝑐1 , 𝑐2 , . . . , 𝑐𝑛 = 0 containing
𝑛 arbitrary constants 𝑐1 , 𝑐2 , . . . , 𝑐𝑛 represents a family curves
called 𝒏 parameter family of curves.
For example, the set of circles, defined by
2 2
𝑥 − 𝑐1 + 𝑦 − 𝑐2 = 𝑐3
is a three parameter family of curves if 𝑐1 , 𝑐2 are arbitrary real
numbers and 𝑐3 is an arbitrary non-negative real number.
Solution of a Differential Equation
Any relation between the dependent and independent variables,
when substituted in the differential equation, reduces to an
identity is called a Solution or Integral of the differential
equation. The curves representing the solution are called
Integral curves.
General Solution (Complete primitive or complete integral)
To obtain a solution of a differential equation, we integrate it as
many times as the order of the differential equation. Notice
that, each integration reduces the order by of the differential
equation by one and introduces one arbitrary constant in the
solution. A solution of a differential equation of order 𝑛 can
have 𝑛 arbitrary constants.
A solution of a differential equation is called a general solution
if it contains as many independent arbitrary constants as the
order of the differential equation.
General solution, Particular Solution and Singular Solution

Let 𝐹 𝑥, 𝑦, 𝑦 ′ , 𝑦 ′′ , … , 𝑦 𝑛
=0 ... (8)

be an 𝑛th order ordinary differential equation.

A solution of (8) containing 𝑛 independent arbitrary constants
is called a general solution.
A solution of (8) obtained from a general solution of (8) by
giving particular values to one or more of the 𝑛 independent
arbitrary constants is called Particular solution (Particular
integral) of (8)
A solution of (8) which cannot be obtained from any general
solution of (8) by any choice of 𝑛 independent arbitrary
constants is called a Singular solution of (8).

Example 1:
𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 2𝑥 , where 𝑐1 and 𝑐2 are arbitrary constants is a
general solution of 𝑦 ′′ − 3𝑦 ′ + 2𝑦 = 0 ,since 𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 2𝑥
satisfies the differential equation (verify!) and it contains as
many arbitrary constants as the order of the differential
equation , we get 𝑦 = 𝑒 𝑥 + 𝑒 2𝑥 is a particular solution of the
differential equation 𝑦 ′′ − 3𝑦 ′ + 2𝑦 = 0, since it is obtained by
taking 𝑐1 = 𝑐2 = 1 in the general solution of the differential
equation.

Example 2:
𝑦 = 𝑥 + 𝑐 2 , where 𝑐 is an arbitrary constant is a general
𝑑𝑦 2
solution of − 4𝑦 = 0 (verify!). Notice that 𝑦 = 0 is also a
𝑑𝑥
solution of the differential equation and it cannot be obtained
by any choice of 𝑐 in the general solution. Thus, 𝑦 = 0 is a
singular solution of the differential equation under discussion.
Formation of Differential Equations
If a 𝑛 parameter family of curves is given, then we can obtain
an nth order ordinary differential equation whose solution is the
given family of curves.
Let 𝑓 𝑥, 𝑦, 𝑐1 , 𝑐2 , … , 𝑐𝑛 = 0 …. (9)
where 𝑐1 , 𝑐2 , … , 𝑐𝑛 be 𝑛 arbitrary constants.
Differentiating (9) successively 𝑛 times, we get
𝑓1 𝑥, 𝑦, 𝑦 ′ , 𝑐1 , 𝑐2 , … , 𝑐𝑛 = 0
𝑓2 𝑥, 𝑦, 𝑦 ′ , 𝑦 ′′ , 𝑐1 , 𝑐2 , … , 𝑐𝑛 = 0
…
…

𝑓𝑛 𝑥, 𝑦, 𝑦 ′ , 𝑦 ′′ , … , 𝑦 𝑛
, 𝑐1 , 𝑐2 , … , 𝑐𝑛 = 0

Eliminating the 𝑛 arbitrary constants 𝑐1 , 𝑐2 , … , 𝑐𝑛 from the

above (𝑛 + 1) equations, we get the eliminant, the 𝑛th order
differential equation

𝐹 𝑥, 𝑦, 𝑦 ′ , 𝑦 ′′ , … , 𝑦 (𝑛) = 0

The differential equation 𝐹 𝑥, 𝑦, 𝑦 ′ , 𝑦 ′′ , … , 𝑦 (𝑛) = 0 obtained

by eliminating the 𝑛 parameters 𝑐1 , 𝑐2 , … , 𝑐𝑛 is called the
Differential Equation of the family of curves
𝒇 𝒙, 𝒚, 𝒄𝟏 , 𝒄𝟐 , … , 𝒄𝒏 = 𝟎
Example 3:
Obtain the differential equation for which
𝑥𝑦 = 𝑎𝑒 𝑥 + 𝑏𝑒 −𝑥 + 𝑥 2
is a solution, where 𝑎, 𝑏 are arbitrary constants.
Solution:
Given 𝑥𝑦 = 𝑎𝑒 𝑥 + 𝑏𝑒 −𝑥 + 𝑥 2 ………… (𝑖)
Since (𝑖) has two arbitrary constants, we differentiate (𝑖)
successively two times. Then we get
𝑥𝑦 ′ + 𝑦 = 𝑎𝑒 𝑥 − 𝑏𝑒 −𝑥 + 2𝑥 ………. (𝑖𝑖)
𝑥𝑦 ′′ + 𝑦 ′ + 𝑦 ′ = 𝑎𝑒 𝑥 + 𝑏𝑒 −𝑥 + 2 ……… (𝑖𝑖𝑖)
⇒ 𝑥𝑦 ′′ + 2𝑦 ′ = (𝑥 𝑦 − 𝑥 2 ) + 2 (using (𝑖))
i.e., 𝑥𝑦 ′′ + 2𝑦 ′ − 𝑥 𝑦 = 2 − 𝑥 2
is the required differential equation for which 𝑖 is a general
solution.

Example 4:
Find the differential equation of all circles of radius 𝑎.
Solution
The equation of all circles of the given radius 𝑎 is
2 2
𝑥−𝑕 + 𝑦−𝑘 = 𝑎2 …….. (𝑖)
where 𝑕 and 𝑘 are to be taken as arbitrary constants.
Since 𝑖 has two arbitrary constants, we differentiate
successively two times. Differentiating 𝑖 we get,
2 𝑥 − 𝑕 + 2 𝑦 − 𝑘 𝑦′ = 0
⟹ 𝑥 − 𝑕 + 𝑦 − 𝑘 𝑦 ′ = 0 ……………. (𝑖𝑖)
Differentiating (𝑖𝑖), we get
1 + 𝑦′ 2
+ 𝑦 − 𝑘 𝑦 ′′ = 0
1+ 𝑦′ 2
⟹ 𝑦−𝑘 =− ………………… (𝑖𝑖𝑖)
𝑦′′
𝑦′
Now, from (𝑖𝑖) 𝑥 − 𝑕 = − 𝑦 − 𝑘 𝑦 ′ = 1 + 𝑦′ 2
and
𝑦′′

2 2
𝑥−𝑕 + 𝑦−𝑘 = 𝑎2
2 2
𝑦′ 2 1+ 𝑦 ′
⟹ 1 + 𝑦′ 2 2
+ = 𝑎2
𝑦′′ 𝑦′′

⟹ 1 + 𝑦′ 2 3 = 𝑎2 𝑦′′ 2

is the differential equation of all circles of radius a.

Example 5:
Find the differential equation corresponding to
𝑦 = 𝑎𝑒 2𝑥 + 𝑏𝑥𝑒 2𝑥 , where 𝑎, 𝑏 are arbitrary constants.
Solution:
Given 𝑦 = 𝑎𝑒 2𝑥 + 𝑏𝑥𝑒 2𝑥 = 𝑎 + 𝑏𝑥 𝑒 2𝑥 , where 𝑎, 𝑏 are
arbitrary constants. Since it has two arbitrary constants, we
need to differentiate two times and eliminate 𝑎 and 𝑏 from
these equations. Differentiating, we get
𝑦 ′ = 2 𝑎 + 𝑏𝑥 𝑒 2𝑥 + 𝑏𝑒 2𝑥 ⟹ 𝑦 ′ = 2𝑦 + 𝑏𝑒 2𝑥
Differentiating the above, we get 𝑦 ′′ = 2𝑦′ + 2𝑏𝑒 2𝑥
⟹ 𝑦 ′′ = 2𝑦′ + 2(𝑦 ′ − 2𝑦) from the above
Thus, 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 0 is the differential equation
corresponding to the given equation.

Initial Value Problem

The general solution of a 𝑛th order differential equation
contains 𝑛 arbitrary constants and we need 𝑛 conditions to
obtain a particular solution. If all the 𝑛 conditions are
prescribed at a single point, say 𝑥 = 𝑥0 , then the differential
equation together with the 𝑛 conditions is called an Initial
Value Problem (IVP) and the conditions are called Initial
Conditions.

Boundary Value Problem

Suppose that the 𝑛th order differential equation is valid in the
interval 𝑎 ≤ 𝑥 ≤ 𝑏. If the required 𝑛 conditions are prescribed
at 𝑥 = 𝑎 and 𝑥 = 𝑏, then the differential equation together
with these conditions is called the Boundary Value Problem
(BVP) and the conditions are called the Boundary conditions.
Out of these 𝑛 conditions, 𝑘 conditions may be prescribed at
𝑥 = 𝑎 and the remaining 𝑛 − 𝑘 conditions may be prescribed at
𝑥=𝑏

With these basic definitions, we are now ready for our main
problem, that is, the problem of finding the solution of a given
differential equation. In this unit we are concerned merely with
an exposition of the methods of solving some differential
equations and expressing their solutions by algebraic,
trigonometric, hyperbolic, exponential and logarithmic
functions.