CHAPTER 1

Introduction to
Differential
Equations

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Outline

1.1 Definitions and Terminology

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1.2 Initial-Value Problems
1.3 Differential Equations as Mathematical Models
Definitions and Terminology

 A differential equation (DE) is an equation containing the derivatives of one or

more dependent variables with respect to one or more independent variables

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 DEs can be classified by:
 Type
 Order
 Linearity
Definitions and Terminology (cont’d.)

 Classification by Type
 Ordinary differential equation (ODE): Derivatives are with respect to a single

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independent variable
dx dy
  3x  2 y
dt dt

 Partial differential equation (PDE): Derivatives are with respect to two or more
independent variables

u v

y dx
Definitions and Terminology (cont’d.)

 Notation d2y
 Leibniz notation

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dx 2
 Prime notation y
 Newton’s dot notation 
y
 Subscript notation (partial derivates with subscript indicating independent variable)

u xx  u yy  0
Definitions and Terminology (cont’d.)

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 Classification by Order
 The order of an ODE or PDE is the order of the highest derivative in the equation

highest order highest order

3
d y  dy 
2
 4u  2u
 5    4 y  e x
2 4  2 0
dx 2  dx  x t
Definitions and Terminology (cont’d.)

 Classification by Linearity
 

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 An nth-order ODE, F x, y, y' ,... y    0 , is linear in the variable
n

y if F is linear in y, y, …, yn
 An ODE is nonlinear if:
 The coefficients y, y, …, yn contain the dependent variable y or its
derivatives
 Powers of y, y, …, yn appear in the equation or
 Nonlinear functions of the dependent variable or its derivatives
y'
(e.g., sin y or e ) appear in the equation
Definitions and Terminology (cont’d.)

 Solution of an ODE

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 Any function , 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
 Interval I can be an open interval (a, b), a closed interval [a, b], an infinite
interval (a, ), etc.
 A solution of a differential equation that is identically zero on an interval I is
a trivial solution
Definitions and Terminology (cont’d.)

 Solution of an ODE
 The graph of a solution  of an ODE is a solution curve and it is

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continuous on its interval I while the domain of  may differ from the
interval I
 An explicit solution is one in which the dependent variable is
expressed solely in terms of the independent variable and constants
 G  x, y   0 is an implicit solution if at least one function  exists
that satisfies the relation G and the ODE on I
Definitions and Terminology (cont’d.)

 Families of Solutions

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 Similar to integration, we usually obtain a solution to a first-order
differential equation containing an arbitrary constant c
 A solution with a constant c represents a set G  x, y, c   0
of solutions, called a one-parameter family of solutions
 An n-parameter family of solutions
G  x, y, c1 , c2 ,..., cn   0 solves an nth-order differential equation
Definitions and Terminology (cont’d.)

 Systems of Differential Equations

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 Two or more equations involving the derivatives of two or more unknown functions
of a single independent variable

dx dy
 f  t , x, y   g  t , x, y 
dt dt

 A solution of a system is a set of functions defined on a common interval I that

satisfies each equation of the system on this interval
Initial-Value Problems

 In an initial-value problem (IVP), we seek a solution y(x) of a differential

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equation so that y(x) satisfies initial conditions at xo
 nth-order initial-value problem

dny
dx n 
 f x, y, y',..., y  n1

 Initial conditions

y  x0   y0 , y' ( x0 )  y1 ,..., y  n 1

 x0   yn1
Initial-Value Problems (cont’d.)

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 When solving an IVP, consider whether a solution exists and whether the
solution is unique
 Existence: Does the differential equation possess solutions and do any of the
solution curves pass through the point (x0, y0)?
 Uniqueness: When can we be certain there is precisely one solution curve passing
through the point (x0, y0)?
Initial-Value Problems (cont’d.)

 Theorem 1.2.1 gives conditions that are sufficient to guarantee the existence
and uniqueness of a solution y(x) to a first-order IVP

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̶ f(x,y) and f /y are
continuous on the
region R for the
interval I0

Figure 01.2.6: Rectangular region R

Initial-Value Problems (cont’d.)

 Example: First-Order IVP

y  ce x is a one-parameter family of solutions of the first-order DE y ' = y

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 Find a solution of the first-order IVP with initial condition y  0   3

 Solution
 From the initial condition we obtain 3  ce0
 Solving, we find c  3
 The solution of the IVP is y  3e x
Initial-Value Problems (cont’d.)

 Example: Second-Order IVP

 x  c1 cos 4t  c2 sin 4t is a two-parameter family of solutions of the first-

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order DE x  16 x  0
   
 Find a solution of the second-order IVP with initial conditions x  2   2 and x'    1
2

 Solution
 Substituting for initial conditions and solving for constants, we find c1  2
and c2  1/ 4
1
 The solution of the IVP is x  2 cos 4t  sin 4t
4
Differential Equations as Mathematical Models

 A mathematical model is a description of a system or a phenomenon

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 Differential equation models are used to describe behavior in various
fields
 Biology
 Physics
 Chemistry
Differential Equations as Mathematical Models (cont’d.)

 Steps of the modeling process

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Figure 01.3.2: Steps in the modeling process
Differential Equations as Mathematical Models (cont’d.)

 Example: Radioactive Decay

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 In modeling the phenomenon of radioactive decay, it is
assumed that the rate dA/dt at which the nuclei of a
substance decay is proportional to the amount A(t)
remaining at time t given an initial amount of radioactive
substance on hand A0

dA
 kA A(0)  A0
dt
 This differential equation also describes a first-order
chemical reaction
Differential Equations as Mathematical Models (cont’d.)

 Example: Draining a Tank

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 Toricelli’s law states that the exit speed v of water through
a sharp-edged hole at the bottom of a tank filled to a depth
h is the same as the speed it would acquire falling from a
height h, v  2 gh

 Volume V leaving the tank per second is proportional the

area of the hole Ah

dV
  Ah 2 gh
dt
Differential Equations as Mathematical Models (cont’d.)

 Example: Draining a Tank (cont’d.)

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 The volume in the tank at t is V(t)=Awh (Aw is the constant
area of the upper water surface)
 Combining expressions gives the differential equation for
the height of water at time t

dh Ah
 2 gh
dt Aw