10 CHAPTER 1.

INTRODUCTION TO DIFFERENTIAL EQUATIONS

1.1 Definitions and Terminology

Definition. An equation containing the derivatives of one or more dependent variables
with respect to one or more independent variables is called a differential equation (DE).

Definition. A differential equation is called an ordinary differential equation (ODE) if

it contains only ordinary derivatives of one or more functions with respect to a single
independent variable.

Definition. A differential equation is called a partial differential equation (PDE) if it

involves partial derivatives of one or more functions of two or more independent variables.

Example 1.1.1. The differential equations

dy
= x2 + 3
dx
dy
(x + y 2 − 3y) + (x2 + 3x + y) =0
dx
2
2d y dy
x 2
+ 2x + y = x2 + 2
dx dx
are ordinary differential equations. Each equation has one dependent variable.

Example 1.1.2. The differential equations

 2 3/2

dy d2 y
1+ =k 2
dx dx
 3 2  2
dy d2 y dy 2 dy
3
+2 2 +x =0
dx dx dx dx

are ordinary differential equations. Each equation has one dependent variable.

Example 1.1.3. The differential equation

 1.1
d3 x dy
+ = 2x + 20y + 201t
dt3 dt

is an ordinary differential equation. It has two dependent variables.

1.1. DEFINITIONS AND TERMINOLOGY 11

Example 1.1.4. The differential equations

∂z
=y
∂x
∂2u ∂2u ∂2u
+ + 2 =0
∂x2 ∂y 2 ∂z
are partial differential equations.
Definition. The order of a differential equation (ODE or PDE) is defined to be the
order of the highest derivative that appears in the equation.
Example 1.1.5. The first and second equations in Example 1.1.1 are of the first order.
The third equation in Example 1.1.1 and the first equation in Example 1.1.2 are of the
second order. The second equation in Example 1.1.2 and the equation in Example 1.1.3
are of the third order. The first and second equations in Example 1.1.4 are of the first
order and of the second order, respectively.
Remark. An nth-order ordinary differential equation in one dependent variable

F (x, y, y , · · · , y (n)) = 0 (1.1.1)

where F is a real-valued function of n + 2 variables x, y, y , · · · , y (n) is said to be in the

general form (or implicit form).
An nth-order ordinary differential equation in one dependent variable

y (n) = f (x, y, y , · · · , y (n−1) )

where f is a real-valued function of n + 1 variables x, y, y , · · · , y (n−1) is said to be in the

normal form (or explicit form).
Definition. An nth-order ordinary differential equation (1.1.1) is said to be linear in
the variable y if F is a linear function in the variables y, y , · · · , y (n) , that is, the power
of each term involving the dependent variable is 1, or equivalently, (1.1.1) is of the form

Pn (x)y (n) + Pn−1 (x)y (n−1) + · · · + P1 (x)y  + P0 (x)y = h(x).

The equation (1.1.1) is called a nonlinear ordinary differential equation if it is not linear.
Remark. In the case where the equation (1.1.1) is linear, if the function Pn is nowhere
zero, then the linear ordinary differential equation can be written in the standard form

y (n) + pn−1 (x)y (n−1) + · · · + p1 (x)y  + p0 (x)y = g(x).

12 CHAPTER 1. INTRODUCTION TO DIFFERENTIAL EQUATIONS

Example 1.1.6. The first and third equations in Example 1.1.1 are linear. The second
equation in Example 1.1.1 and the equations in Example 1.1.2 are all nonlinear.

Definition. A function ϕ defined on an interval I is called a solution (or integral) of an

nth-order ordinary differential equation (1.1.1) on I if it possesses ϕ , ϕ , · · · , ϕ(n) on I
and when substituted into the equation, reduces the equation to an identity, that is,

F (x, ϕ(x), ϕ (x), · · · , ϕ(n) (x)) = 0

for all x in I. The interval I is called the interval of definition or interval of validity or
domain of the solution.

Example 1.1.7. The function

y = Aex + Be−2x

where A and B are constants is a solution of the second-order linear differential equation

y  + y  − 2y = 0.

To see this, first compute

y  = Aex − 2Be−2x
y  = Aex + 4Be−2x

and then substitute these values in the differential equation to get the identity.

Example 1.1.8. The function

y = Aex + Be−2x + x2 + x

where A and B are constants is a solution of the second-order linear differential equation

y  + y  − 2y = 3 − 2x2 .

To see this, first compute

y  = Aex − 2Be−2x + 2x + 1
y  = Aex + 4Be−2x + 2.

Substitute these values in the differential equation to get the identity.

1.1. DEFINITIONS AND TERMINOLOGY 13

Definition. A solution of a differential equation that is identically zero on an interval

I is called a trivial solution.
Definition. The graph of a solution ϕ of an ordinary differential equation is called a
solution curve or integral curve.
Example 1.1.9. As a function, the domain of

y = x−1

is the set of all real numbers except 0. The function y = x−1 is a solution of the first-order
linear differential equation
xy  + y = 0
on any interval I not containing 0. Taking the interval I to be as large as possible, we
obtain the solution curve on the interval either −∞ < x < 0 or 0 < x < ∞.
Example 1.1.10. The first-order nonlinear differential equation

y = y2

has as solutions the functions

c
y=
1 − cx
where c is an arbitrary constant. For c = 0, the domain of such a function is the set of
all real numbers except x = 1/c. As a solution of the differential equation, the interval
of definition is any subinterval of the interval either −∞ < x < 1/c or 1/c < x < ∞.
Example 1.1.11. The first-order nonlinear differential equation

y = 1 + y2

has as solutions the functions

y = tan(x − c)
where c is an arbitrary constant. Such a function cannot be extended over an interval
larger than the interval c − π/2 < x < c + π/2.
Definition. A solution of an ordinary differential equation (1.1.1) in which y is expressed
solely in terms of x and constants is called an explicit solution.
Definition. A relation G(x, y) = 0 is called an implicit solution of an ordinary differential
equation (1.1.1) on an interval I provided there exists a function ϕ that satisfies the
relation as well as the differential equation on I.
14 CHAPTER 1. INTRODUCTION TO DIFFERENTIAL EQUATIONS

Example 1.1.12. A relation

x
ln y + =c
y
where c is an arbitrary constant is a solution of the first-order nonlinear differential
equation
(y − x)y  + y = 0.
To see this, use the regular process of differentiating an implicit function, obtaining

1 dy x dy 1 dy −y
− 2 + =0 or = .
y dx y dx y dx y−x

Substituting in the differential equation this value of dy/dx, we have

−y
(y − x) + y = −y + y = 0.
y−x

Definition. A solution of a first-order differential equation

F (x, y, y ) = 0

containing an arbitrary constant represents a set

G(x, y, c) = 0

of solutions called a one-parameter family of solutions.

Definition. A solution of an nth-order differential equation (1.1.1) containing arbitrary

n constants represents a set

G(x, y, c1 , c2 , · · · , cn ) = 0

of solutions called an n-parameter family of solutions.

Definition. An n-parameter family G(x, y, c1, c2 , · · · , cn ) = 0 of solutions of an nth-

order differential equation (1.1.1) on an interval I is called the general solution of (1.1.1)
if every solution of (1.1.1) on I can be obtained from the family by appropriate choices
of the parameters c1 , c2 , · · · , cn .

Definition. A solution of an nth-order differential equation (1.1.1) that is free of arbi-

trary parameters is called a particular solution.
1.1. DEFINITIONS AND TERMINOLOGY 15

Example 1.1.13. Let a be a constant. A function

y = ce−ax
where c is an arbitrary constant satisfies the first-order linear differential equation
y  + ay = 0.
It represents infinitely many solutions of the differential equation. Taking c = 201 gives
a particular solution of the equation, namely y = 201e−ax .
Example 1.1.14. The first-order linear differential equation
xy  − 2y = 0
has the one-parameter family
y = cx2
of solutions. The piecewise-defined differentiable function

−x2 if x ≥ 0
y= 2
x if x < 0
is a solution but cannot be obtained from the family y = cx2 by a single choice of c.
Definition. A solution of an nth-order differential equation (1.1.1) that is not a member
of a family of solutions of the equation, that is, a solution that cannot be obtained by
specializing any of the parameters in the family of solutions, is called a singular solution.
Example 1.1.15. The first-order nonlinear differential equation
√
y = y
has the one-parameter family
√
2 y =x+c
of solutions and a singular solution y ≡ 0.
Example 1.1.16. For the first-order nonlinear differential equation
(y )2 − 2y  + 4y = 4x − 1
a solution containing one arbitrary constant is of the form
y = x − (x − c)2 .
The function
y=x
is a solution but cannot be obtained by specializing the constant c in the solution given.
16 CHAPTER 1. INTRODUCTION TO DIFFERENTIAL EQUATIONS

Example 1.1.17. The first-order nonlinear differential equation

y  = 3y 2/3
has the one-parameter family
y = (x + c)3
of solutions and a singular solution y ≡ 0. The piecewise-defined differentiable function

x3 if x ≥ 0
y=
0 if x < 0

is a solution but cannot be obtained from the family y = (x + c)3 by a single choice of c.
Example 1.1.18. The first-order nonlinear differential equation
(y )2 − 4y + 4 = 0
has the one-parameter family
y = 1 + (x − c)2
of solutions and a singular solution y ≡ 1. All the curves which represent particular
solutions in correspondence with particular choices of the constant c are tangent to the
straight line representing the singular solution. This line is the envelope of those curves.
Example 1.1.19. The first-order nonlinear differential equation
(y )2 − xy  + y = 0
has the one-parameter family
y = cx − c2
of solutions and a singular solution
x2
y= .
4
Each solution from the family represents a tangent to the parabola represented by the
singular solution.
Definition. A system of ordinary differential equations is defined to be n equations, n ≥ 2,
involving the derivatives of n unknown functions of a single independent variable.
Definition. A solution of a system of ordinary differential equations consisting of n
equations, n ≥ 2, is defined to be an n-tuple of differentiable functions defined on a
common interval I that satisfy each equation of the system on this interval.
Remark. A region is an open connected set with all or some of its boundary points.