INTRODUCTION TO DIFFERENTIAL EQUATIONS

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

E.g. Here, is an independent variable, is a dependent variable or an

unknown function.
The goal is to find out the function of the unknown dependent variable. Differential equations
can be classified in terms of the type, order, and linearity.

Classification by type
If an equation contains only ordinary derivatives of one or more dependent variables with
respect to a single independent variable it is said to be an ordinary differential equation
(ODE). For example, below are ODEs

For ODEs, two commonly used notations are Leibniz notation (e.g. , ) and

the prime notation ( , ). For 4th order and above, the notation instead of prime to
denote n-th order. For PDEs, Leibniz notation should be used.

Below on the other hand are examples of partial differential equations (PDEs)

Classification by order
The order of a differential equation (either ODE or PDE) is the order of the highest derivative
in the equation. For example, below

is a second order ODE

Classification by linearity

is a linear DE because we can write

, , are non-linear
The characteristics of linear ODEs are:
1. The power of the dependent variable and all its derivatives is 1.

2. The coefficients , , etc. are either constants or depend on .

Verification of solution

Verify that is the solution for on the interval

Solution:

and the differentiation has no singular point on the interval , i.e. valid for

all . Note: denotes an open interval while denotes a closed interval

Substitute the proposed solution in the DE, we get the RHS

differentiate LHS = RHS. Verified.

Note that is also a solution (you can test) but it is called a trivial solution.
Explicit and implicit solutions
A solution in which the dependent variable is expressed solely in terms of the independent

variable and constants is said to be an explicit solution. Above is an explicit

solution/function for example.

Verification of Implicit solution

When solving n-order DE, we seek n-parameter family of solutions. A solution to DE that is
free of arbitrary parameter is called a particular solution.

Initial Value Problem (IVP)

An IVP can have several solutions

e.g., for and are the solutions, but is a trivial

solution
Initial value problem (IVP) is a problem with initial condition ,
Notice that the conditions are at the same value of the independent variable.

Boundary Value Problem (BVP)

is called BVP. are called boundary conditions

FIRST ORDER DIFFERENTIAL EQUATIONS

In general, the first order differential equation (DE) is . When does not

depend on , we have which can be solved by direct integration. Many DEs has

that depends on both and , which require special methods to solve the DEs.

A. Separable variables method

E.g. is separable because we can write

is not separable

Calling , we can write the separable DE to be

Then, integrate both sides to obtain the solution.

Example

Example

Solve the IVP ,

Applying the condition

Solution is . The interval of solution for this particular DE is . Outside

the interval, the solution is not valid (does not exist).

Example

Solution:

Integrating on both sides gives

Let
 Let

We get one parameter family of solutions ---------------(a)

-------------------------------------------------------------------------------------------------------
Extra info

However, if recheck this special case (autonomous DE),

both and are possible solutions. You can verify that when , the RHS is

zero, and the LHS (i.e. ) is also zero, hence is a solution. However, (a) can

only produce by letting , which is a member of the family of solutions given by

(a), but can never produce another solution, , which is a singular solution where it
cannot be obtained from (a) using any choice of c. The other solution is lost in the process.

So, the solution actually should be

----------------------------------------------------------------------------------------------------------------

Example
B. Linear differential equations (using integration factor method)

Divide by to get the standard form

We can solve above DE using a method called the method of integrating factor ( )

If we multiple with

So

No need to memorize above formula, just memorize the factor . But first, always
make sure the equation is in the standard form. For linear ODE, the solution is valid at all

points excepts at points where is undefined. E.g. if , is undefined at

.

Example
Note: No need to write because when you multiply

both sides, will cancel out. Just write

Multiply with on both sides

Integrating gives
Can also be solved using separable variables method.

Example

Multiply with on both sides

Solution is

Example

The domain or interval of solution is valid for

Integrate by parts on RHS,

Example

Standard form:

Multiplying the DE with the integrating factor

As you can see, the solution is not valid on the interval .

Example (Initial value problem)

Example (Initial value problem)

We need to apply continuity at gives
The solution is:

C. Exact equation

If , then from chain rule

Furthermore, if , it means and hence we have what we call the

exact equation . In other words, a differential equation in the form of

is called an exact equation if

Example
Integrating with respect to , we have where B is a
constant.

Differentiate w.r.t , we have and by comparison it must be that

Hence integrating , we get

So, where B, C, and D are constants. Remember that

where we call as D here.

is the solution, rearranging where the solution is valid on any interval

not containing or .
This equation can also be solved via separable variables method.

Example
Hence the solution is:

Example (IVP of exact equation)

Applying the condition , we get

Example (Making a non-exact DE to be exact)

Below equation is non-exact DE

because
Above equation can be made exact by multiplying a factor that is either a function of only

(e.g. ) or a function of only (e.g. ), not mixed (e.g. ).

To find out the multiplication factor, use the following formulas

Not the factor, so use second formula

factor is

Multiplying with Now this is an exact DE

D. Solutions by substitutions
Solutions by substitution can be applied to three cases as follows.

i) Homogeneous equation

A DE in the form of is called homogeneous of degree if

and where is an integer.

Example

Let and

Inspection of shows that

And also
The above DE is called homogenous (not the same as the linear homogenous DE as discussed
earlier) of degree of 2. To solve a problem like this (with any degree), we substitute
where is a variable (not a constant).
By chain rule

Now it becomes ODE with separable variables.

ii) Bernoulli differential equation

Example (Bernoulli’s equation)

iii) Substitution to reduce to a DE with separable variables

Example

The last one is separable

Let

Applying gives

Exercises

1. Verify if is the solution to

2. Verify if is the solution to

3. Verify if is the solution to

4. Solve

5. Solve

6. Solve

7. Solve ,

8. Solve

9. Solve

10. Solve this exact equation

11. Make to be exact and solve

12. Solve using appropriate substitution for

13. Solve using appropriate substitution for

14. Solve this Bernoulli equation using appropriate substitution