An Introduction to Differential Equations

Nicholas Moore, PhD

1 Notation
Since differential equations is a field which involves derivatives, let’s review some notation. If we have a
function, y( x ), that is a function of a single variable, we can denote the derivative of the function in several
ways:
dy d
y′ ( x ) = (x) = y( x )
dx dx
Note that especially in differential equations, we often drop the specification of the independent variable:
dy d
y′ ( x ) = y′ =
= y
dx dx
In addition, if x is the dependent variable and the independent variable is time, t, then you may also see
(especially in physics and engineering, but sometimes in mathematical contexts as well):
x ′ (t) = ẋ (t)

We can also take successive derivatives to obtain the second derivative, third derivative, etc. These are
denoted similarly:
d2 y
y′′ = = ÿ
dx2
d3 y ...
y′′′ = 3
= y
dx
d4 y ....
y (4) = = y
dx4

If the function is a function of multiple variables, for example u( x, y), then we have partial derivatives:
∂u
= ux
∂x
∂u
= uy
∂y
∂2 u
 
∂ ∂u
= = (u x ) x = u xx
∂x ∂x ∂x2
∂2 u
 
∂ ∂u
= = (uy )y = uyy
∂y ∂y ∂y2
∂2 u
 
∂ ∂u
= = (uy ) x = uyx
∂x ∂y ∂x∂y
∂2 u
 
∂ ∂u
= = (u x )y = u xy
∂y ∂x ∂y∂x
Pay particular attention to the order of the subscripts in the last two statements above.

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2 Differential Equations
2.1 Definition
A differential equation is an equation that relates one or more unknown functions and their derivatives. For
example:

dy x2
(a) = 2 cos y
dx y

(b) u xx + uyy = 0
 4
dy
(c) = y+x
dx

d2 y dy
(d) 2
+2 + 3y = sin t
dt dt

Examples (a), (c), and (d) are called Ordinary Differential Equations (ODEs) since the function of interest (y)
is a function of a single variable. Example (b) is called a Partial Differential Equation (PDE) because the
function u is a function of more than one independent variable (x and y).

Please view the following videos about Differential Equations and the quiz questions that accompany it:

Video

W HAT IS A D IFFERENTIAL E QUATION ?

2.2 Solutions of Differential Equations

The goal of solving a differential equation is to find the unknown function(s) that satisfy the given equation.
Therefore in examples (a) and (c), the solution will be the function y( x ) for which the corresponding equations
are true. In example (d), the independent variable is t and therefore the solution will be the function y(t).
Finally, in example (b), there are two independent variables, x and y, so the solution is the function u( x, y).

While the above definition is correct, it’s often the case that a differential equation has an entire family of
solutions. In this case, we refer to this family of functions as the general solution to the DE. For example,
dy
consider the simple ODE: = 3x2 . A solution to this ODE is y0 ( x ) = x3 , but any constant added to this
dx
function would also be a solution: yc ( x ) = x3 + c. Therefore, the function y( x ) = x3 + C would be called the
general solution and refers to the entire (infinite) family of functions that satisfy the differential equation.

Initial Value Problems As we saw with the general solution, we frequently have an infinite family of
solutions to a differential equation. Often times, in addition to satisfying the differential equation, we also
want to impose an additional condition, i.e. a point that the solution must pass through. For example:

dy
= 3x2 , y (0) = 7
dx
In this case, the ODE and the additional condition together make up what is often referred to as an Initial
Value Problem (IVP). The given condition allows us to specify which function from the infinite family of
function passes through the specified point (0, 7). Since we know the general solution is y( x ) = x3 + C,
imposing the additional condition that y(0) = 7, we find that C = 7. Thus, the solution to the IVP is the
function y( x ) = x3 + 7.

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Please view the following videos over solutions to Differential Equations and IVPs:

Video

W HAT IS A SOLUTION TO A DE?

3 A Note About nth-Order IVPs

Consider an nth-order ODE that like above. Since the highest order derivative is the nth derivative, we
would have to integrate n times to get back to the original function y. Each time you integrate to eliminate a
derivative, you obtain another integration constant that requires one specified point to find. For an nth-order
derivative then, you need a set of n conditions:
( n −1)
y ( x0 ) = y0 , y′ ( x0 ) = y0′ , y′ ( x0 ) = y0′ , y′′ ( x0 ) = y0′′ , ..., y ( n −1) ( x 0 ) = y 0 .

4 Classification of Differential Equations

We have several ways to classify and categorize differential equations. We have already seen one such
categorization in the separation of differential equations into ODEs and PDE. Some other classifications are
given below.

4.1 The Order of a Differential Equation

The order of a differential equation refers to the highest order derivative in the equation. In the above
examples, (a) and (c) are first-order differential equations since the highest order derivative in both cases is
dy
the first-order derivative .
dx

Even though example (d) is an ODE and example (b) is a PDE, both are second-order differential equations
because the second-order derivative is the highest-order derivative present in the equation.

4.2 Linear vs. Non-Linear

Formally, a (n-th order) differential equation F ( x, y, y′ , y′′ , . . . , y(n) ) = 0 is said to be linear if (for all i, j ∈
{0, 1, 2, . . .})
∂2 F
=0
∂y(i) ∂y( j)
While this formal definition is correct, it’s easier to identity a linear differential as one that has the form:

a n ( t ) y ( n ) + a n −1 ( t ) y ( n −1) + · · · + a 1 ( t ) y ′ + a 0 ( t ) y = g ( t ) (1)
Note here that y is implied to be a function of t. I left out the y(t) notation out for simplicity of notation
(which is a common practice). The above is a linear ODE. Linear PDEs of nth-order are also possible and
have a similar form to that above, except that the function y would be a function of multiple variables and
therefore all partial derivatives of order less than or equal to n would be included.

Most of our study this semester will revolve around the nth-order linear ODEs with constant coefficients
meaning each of the functions ai (t) in (1) will be constants. We will be converting most of these higher-order
equations into a system of first-order equation and using the properties of matrices to solve them.

Nonlinear differential equations are those which are not linear. These are often very difficult or impossible
to solve. We’ll discuss some strategies for nonlinear differential equation towards the end of this semester
and into next semester.

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Homogeneous vs. Nonhomogeneous For the above form of linear nth-order ODEs given in (1), if the function
g(t) = 0, the equation is called a Homogeneous linear ODE. If the function g(t) ̸= 0, then the equation is
called a Non-Homogeneous linear equation.

Please watch the following video regarding classification of differential equations and the quiz questions
that accompany it. Note that for the quiz questions, I designed them to be actual WTClass quizzes, but I
have since decided that I don’t like that approach and so just pause your video when directed, work the
problem, and then the solution will be discussed in the same video.

Video

C LASSIFYING D IFFERENTIAL E QUATIONS

Video

Q UIZ Q UESTION 1

Video

Q UIZ Q UESTION 2

Video

Q UIZ Q UESTION 3

5 Other Topics to Remember From Your Undergraduate Days

Most of your undergraduate courses in ODEs revolved around the solution methods for linear equations,
initially first order, then second order, and then, in general, any order, for both homogeneous and non-
homogeneous equations. Hopefully you remember the terminology like “separable” and “exact” for the
solution methods of these equations. We will recall some of these methods as the course progresses, others
may not be mentioned in the class notes, but will be helpful for the homework. If you don’t remember
“separable” DEs, there some accompanying videos to help you remember. It is be a good idea to review the
other solutions methods from your undergraduate ODE class this week.

Video

S EPARABLE D IFFERENTIAL E QUATIONS

Video

S EPARABLE E QUATION E XAMPLE 1

Video

S EPARABLE E QUATION E XAMPLE 2