Chapter

Basic Definitions
1 and Concepts
This chapter contains definitions and basic concepts needed in the study of differential equations. It
starts with the definition of the differential equation itself and then goes to the different classification of
differential equations. It also covers determination of differential equations, that is, elimination of arbitrary
constants from the given general solutions defined either explicitly or implicitly. From these differential equa-
tions, the different types and nature of their solutions are identified and enumerated.

1.1 Basic Concepts

In algebra, we learned how to model real-world situations mathematically. The quantities involved in
such mathematical models were only ordinary constants and variables. Many physical phenomena and real-
life situations which scientists, engineers, chemists, physicists, biologists, and others deal with cannot be
represented by the use of basic entities of algebra alone. For instance, the decay of a radioactive substance
dR dR
is described by the equation kR , where k is a constant. Notice the quantity involved. This is the
dt dt
(instantaneous) rate of change of the amount of radioactive substance present at any time t or simply the
derivative of R with respect to t. Such equation is called a differential equation.

Definition 1.1 Differential Equation

A differential equation (DE) is an equation that contains one or more derivatives or

differentials of one or more unknown functions (dependent variables) with respect to one
or more independent variables.

Example 1.1.1The following are differential equations with the indicated dependent and independent
variables.

Differential Equations Dependent Variables Independent Variables

1. y 2 xy kxy y x
dV 1 dh dr
2. r r 2h V, r, h t
dt 3 dt dt
2 2 2
3. k 2
2
, P, T
PT T P
4. u xx u yy 0 u x, y
dv
5. 2r 2 3r 1 v r
dr

Example 1.1.2The following are differential equations in differential forms.

1. ( x y )dx 2 xydy 0 3. dz 2 xy dx 3 x y dy
2 2 2 2 2

2. r cos dr (r 1)d 0 dV 2rhdr r 2 dh

2
4.

1
 In engineering, differential equations are very useful in understanding engineering processes. We in-
vestigate how the behavior of an engineering process changes with time; formulate hypotheses on how
various quantities involved relate to one another; test these hypotheses by experiment; and finally derive
the differential equation describing the process of interest. The problem then is to solve the differential
equation. A few more examples of differential equations that arise in the field of engineering are as follows.

dT
k (T Tm ) Newtons Law of Cooling
dt
dT
q kA Fouriers Law of Heat Conduction
dx
dQ
r1C1 r2 C 2 Material Balance (Chemical Mixture)
dt
dV
B 2 gh Torricellis Law of Fluid Flow
dt
du
ku Simple Chemical Conversion
dt
2V 2V 2V
2 0 Laplace's Equation
x 2 y 2 z
u 2u 2u 2u
h 2 2 2 2 Heat Equation
t x y z

Differential equations are classified based on the various distinctive features they contain. The follow-
ing are the common ways of classifying differential equations.

Classification by Type Classification by Degree

Classification by Order Classification by Linearity

Types of Differential Equations

One broad way of classifying differential equations is based on the number of independent variables
and types of derivatives present in them. Hence, we have two types of differential equations, namely ordinary
DEs and partial DEs.

Definition 1.2 Ordinary and Partial Differential Equations

An ordinary differential equation (ODE) is one that involves only ordinary derivatives
of one or more dependent variables with respect to a single independent variable.
A partial differential equation (PDE) is one that involves partial derivatives of one or
more dependent variables with respect to more than one independent variable.

2
Example 1.1.3The following are ordinary differential equations.
dy dCB k C
1. cos x sin y 5. 1 2 B
dx dC A k1 C A
dT
2. k (T Tm ) 6. ( D 3 8) y 4 x 5e 3 x
dt
3. s 5(s) 3 4t 3 t 2 4 7. [ 1 ln( xy ) ]dx (1 x / y )dy 0
4. y 5 y 2 y 3 y 0 8. (2 xy e y )dx ( x 2 xe y )dy 0

Example 1.1.4The following are partial differential equations.

2f f 2 f xA 2 xA
1. 2 xy 5. D AB
x2 x x y t z 2
2u 2u T 2T
2. a 6. 2
x 2 y 2 t x
3. u xxx u xy u vxy 7. wtt w yy
f f 2v 3u
4. x y nf 8. a 2
x y x 2 y 2 z

Order of a Differential Equation

Differential equations are also characterized by the different orders of the derivatives involved. This is
determined in the highest derivative present in the equation.

Definition 1.3 Order of a Differential Equation

The order of a differential equation is the order of the highest-ordered derivative the
equation contains.

The form of any ordinary differential equation in one dependent variable can be generalized as follows.

General Form of Ordinary Differential Equation in y

Example 1.1.5The following are differential equations each with the indicated order.
1. 3xy 2 ( y) 3 y 2 x is a second order ODE (ODE of order 2)
5 3

dC A
2. kC A0e k1t k2C B2 is a first order ODE
dt
3/ 2
dy 4 d2y
3. 1 kx 2 is a second order ODE
dx dx
 4. x 5x x sin t is a third order ODE

5. k is a first order PDE
P T
2u 4u
6. is a fourth order PDE
x2 x 2 y 2
2u u 2u
7. 2x x y is a second order PDE
x2 y x y
8. ( w xx ) 5 ( w yyy ) 4 is a third order PDE

Degree of a Differential Equation

Just like equations in algebra, differential equations can also be classified as to degree. Hence, we
speak of a first degree DE, a second degree DE, a third degree DE, and so on.

Definition 1.4 Degree of a Differential Equation

The degree of a differential equation is the exponent to which the highest-ordered

derivative is raised, after the equation has been written as a polynomial in all the
derivatives involved.

Example 1.1.6The following are differential equations each with the indicated degree.
1. y x 2 cos( x y ) is a first degree ODE (ODE of degree 1)
2. ( y ) 3 4 y 4( y ) 5 y 0 is a third degree ODE
3. [ y ] 4 xy (4 x ) y 3 y cos x is a fourth degree ODE
( 5) 4 4

4. (q) 4 5(q
) 6 x ln x is a fourth degree ODE
d 2x
5. kx 0 is a first degree ODE
dt 2
2 3
4 f 3 f
6. 4 2 xy 2 0 is a second degree PDE
x x y

7. Tt Txx is a first degree PDE
4 3
2 w 6T
8. 4 is a third degree PDE
t x x 4 t

Remark: The definition of degree of a DE used here is relative to the derivatives only, that is, rationaliza-
tion and clearing of fractions with respect to the dependent variables need not to be performed. For
instance, the DE y x 1 y need not to be rationalized in y and hence, it is said to be of degree 1. A
DE may not have a degree. If a DE cannot be expressed without any transcendental function of the de-
rivative of any dependent variable, then that DE is said to be of no degree.

4
Example 1.1.7Determine the degree of each of the following differential equations.
dy 4x
1. x2 y 2 4. (2 y 3 y ) 2
dx 1 y
2. (1 y ) 3 / 2 2 x( y ) 4 5. sin y y x
u 2u
3. a 3 2 6. e xy sin( x 1)
x y
SolutionThe degree of each of the given DE's is determined as follows.
dy
1. x 2 y 2 is a first degree ODE. There is no need to rationalize x 2 y 2 because this radical
dx
does not contain a derivative.
2. (1 y)3 / 2 2 x( y) 4 is a third degree ODE after removal of fractional exponent, that is, by raising
both sides of the DE by 2, the least common denominator of 3/2 and 4.

(1 y ) 3 / 2 2 x( y ) 4 (1 y ) 3 4 x 2 ( y ) 8

u 2u
3. a 3 2 is a first degree PDE after rationalizing the radical, that is, by raising both sides of
x y
the DE by 3.
u 2u
3
u 2u
a 3 a 2
x y 2 x y
4x
4. (2 y 3 y) 2 is a third degree ODE since by clearing of fractions we can write it as
1 y
follows.
4x
(2 y 3 y ) 2 4 x (2 y 3 y ) 2 (1 y )
1 y
5. sin y y x is an ODE with no degree since this cannot be written free from the transcendental
function of derivative of the dependent variable y.

6. e xy sin( x 1) is a first degree ODE since this can be written free from the transcendental function
of y, that is,

e xy sin( x 1) ln e xy ln sin( x 1) xy ln sin( x 1) .

Linearity of a Differential Equation

Another way of classifying differential equations is based on the way in which a dependent variable
and its indicated derivatives appear in the terms of such equation.

Definition 1.5 Linear Differential Equation

A differential equation is linear in a set of one or more of its dependent variables if and only
if each term of the equation which contains a variable of the set or any of their derivatives
is of the first degree in those variables and their derivatives.
This definition of linearity of a differential equation implies the following:

any dependent variable and its derivative can be written with degree one
no product of a dependent variable and/or a derivative must occur
free from the transcendental function of a dependent variable or a derivative

Linearity of an Ordinary Differential Equation

Definition 1.6 Linear Ordinary Differential Equation

An ODE is said to be linear in y if it can be written in the form

otherwise it is said to be nonlinear in y.

Example 1.1.8The following illustrate ordinary differential equations that are linear and nonlinear.
1. ( x 3 1) y ( 4) y 7 y 2 x 2 y x 4 cos x is a linear ODE in y
2. y (5) 4 y ( 4) 5 y 2 y y 6 y 0 is a linear ODE in y
d 3x d 2x dx 2
3. t 4 3
cos t 2
( 4t 1) t x t 3 / 2 is a linear ODE in x
dt dt dt
3. y x e cos x is a linear ODE in y
2 2x

d 4w
4. 4 w t 4 is a linear ODE in w
dt 4
5. yy 2 xy 4 x 3 is a nonlinear ODE in y because of the term yy
2 2
dy d3y dy
6. 4 3 is a nonlinear ODE in y because of , a second degree derivative
dx dx dx
2
d w dw
7. 4t 3 2
6 w cos(4 w) is nonlinear ODE in w because of cos (4w)
dt dt

Linearity of a Partial Differential Equation

Example 1.1.9The following illustrate partial differential equations that are linear and nonlinear.
3w 3w 2w 2w w
1. 2 xy is a linear PDE in w
x y
2
x y 2
x 2
y 2
x
2z z
2. 2t cos 4t 1 is a linear PDE in z
t 2

3. 2 ywxx w y xy 4 is a linear PDE in w
2u 3w
4. is a linear PDE in w and u
x2 y 2 x
3 3
v v v
5. 2 2 xv 2 is a nonlinear PDE in v because of v2 or
x y x

6
 6. ( w xy ) 3 w yyx is a nonlinear PDE in w because ( w xy ) 3
u 2v 2 w 2v
7. x w 2 xy 3 is nonlinear PDE because of w 2 , which consists of dependent
x x x y x
variable w and derivative of another dependent variable v)

Exercise 1.1

A. Identify the type and determine the linearity of the given differential equation, and also give its order
and degree.
1. x 2 y xy x 2 y 11. x 2 y 9 xy 20 y x 2 2 xe x
dC A
2. kC A0e k1t k2CB2 12. y tan x y e x
dt
5 4
d2y 4 d y
3
dy dy
2
3. 2 3 x y 3 x ln x 13. y x a 1
dx dx dx dx
2y 2 y
2
4. a 14. ( z y ) 4 x( w xx ) 3
t2 x2
5. x sin y y e x y 15. xy (5) y ( 4) x 2 y 2 yy

6. 4
1 ( y ) 2 2 x 4 y 3 ( y ) 4 4/3
16. xy tan( xy y ) ln( x y )
2
4u 2u y 2x
h 1
4
7. 17.
x4 y2 v w2

T 2T
8. xyz x 2 y 3 ( z yy ) 3 1 18.
t x 2
4/3
dy 4 d2y x5
9. 1 kx 2 19. ln y
3 x 3 y 4 x 3 y 8 y
dx dx ( x 1)
xA 2 xA 3u 2v
10. D AB 20. v xy 3 (u v)
t z 2 x3 x y

1.2 Determination of Differential Equations

Occasionally, the derived mathematical model for a physical situation is in the form of a function or a
relation free from derivatives but containing arbitrary constants that are essential. By essential con-
stants, we mean those that cannot be reduced to a smaller number of arbitrary constants. It is
necessary to obtain a differential equation of such equation with order equal to the number of arbitrary
constants the equation contains. The equation from which the differential equation is derived is called its
solution.

Definition 1.7 Solution of a Differential Equation

A solution of a DE is a function or a relation defining a function such that when

substituted into the differential equation reduces the equation to an identity.
Generally, a solution of a DE fulfills the following conditions:

with the number of arbitrary constants equal to the order of the differential equation
consistent with the differential equation
free from derivatives or differentials

Example 1.2.1The following illustrate the solutions corresponding to the differential equations.

Solutions of DEs Differential Equations

2 2
e x y 2 C xy 3 dx e x dy 0
y Ae x B cos x (1 tan x) y 2 y (1 tan x) y 0
y ax 2 bx c y 0
( x h) ( y k ) r
2 2 2
y [1 ( y ) 2 ] 3 y ( y ) 2

You will notice that not all solutions can be expressed in the form y = f (x). Hence, solutions of DEs
can be distinguished as explicit or implicit solutions. The function of the form y = f (x) is said to define a
solution of a DE explicitly whereas the relation G(x, y) = 0 is said to define a solution implicitly provided
it defines one or more explicit solutions of the form y = f (x).

Example 1.2.2The following classify the solutions of differential equations as to explicit or implicit.

Explicit Solutions Implicit Solutions

y ax3 bx 2 cx d x2 y2 r 2
y C1e 2 x C2e 2 x y 2 by ct 0
y cos(ax b) y 8 (1 4e 2 x ) c 2
C
r ae cos(4) ln A (k1 k 2 )t
C A0

Sometimes we get a solution of the form y = 0. This is called a trivial solution.

Definition 1.8 Trivial Solution

A trivial solution is a solution of any DE that is identically zero, that is, y = 0 for all x
in a given interval.

Verification of Solutions of DEs

Here we illustrate how to show whether the given equation is a solution of a differential equation or
not.
dy 2 y
Example 1.2.3Verify if x cy is a solution of the differential equation
2 3
.
dx 3 x
Example 1.2.4Verify if y ae b sin x is a solution of the DE (1 cot x) y 2 y (1 cot x) y 0 .
x

Example 1.2.5Verify if y 2(e cos x 2 sin x) is a solution of the differential equation

2x

y y 10e 2 x .

8
 Types of Solutions of an Ordinary Differential Equation
A solution of an ordinary differential equation of order n contains n number of independent arbitrary
constants. If these arbitrary constants are assigned specific values, the equations formed also satisfy the
differential equation and hence, serve as solutions. For this reason, we have types of solutions of an ordinary
differential, namely general solution, particular solution, and singular solution.

Definition 1.9 General, Particular, and Singular Solutions

A general solution is a solution of a DE that contains a number of distinct arbitrary

constants that is equal to the order of the equation. It constitutes a family of solu-
tions or family of curves.
A particular solution is a solution of a DE obtainable from the general solution by
assigning specific values to the arbitrary constants, thus it is free from arbitrary con-
stants. Each particular solution corresponds to a particular curve.
A singular solution is a solution of a DE which cannot be obtained from the general
solution (family of solutions) whatever values are assigned to the arbitrary constants.

Example 1.2.6The following illustrate the general solutions of differential equations.

1. x 2 cy 3 is the general solution of 2 ydx 3 xdy 0 .
2. y C1 cos 2 x C 2 sin 2 x is the general solution of y 4 y 0 .
3. y ln cos( x A) B is the general solution of y ( y ) 2 1 0 .

Example 1.2.7The following illustrate the particular solutions of differential equations.

1. x 2 4 y 3 is one of the particular solutions if c = 4 in x 2 cy 3 .
2. y 3 cos 2 x 5 sin 2 x is one of the particular solutions if C1 = 3 and C2 = 5 in
y C1 cos 2 x C 2 sin 2 x .
3. y ln cos( x 4 ) 2 is one of the particular solutions if A = /4 and B = 2 in y ln cos( x A) B .
Example 1.2.8The DE y x y 0 has a family of solutions given by y ( 14 x 2 C ) 2 . For any choice
of C, the trivial solution y 0 cannot be obtained. Thus, y 0 is a singular solution of y x y 0 .

Exercise 1.2

A. Verify if the given general solution is a solution of the indicated differential equation.
1. y ( x C ) 2 0 ; y xy 4. y ln sin( x A) B ; y ( y ) 1 0
2 2 2

2. xy 3 2 cxy ; ( x 2 y 2 x)dx ydy 0 5. y ae 3 x be 3 x ; y 9 y 0

3. y ax 2 ; xy 2 y 0 6. y c1 x c 2 e x ; ( x 1) y xy y 0
B. Verify if the indicated particular solution is a solution of the given differential equation.
d2y dy
1. y 2 x ce x ; y y 2(1 x) 3. y x 2 (1 ln x) ; x 2 2
3x 4y 0
dx dx
2. y 2 cosh x ; y y 0 4. y 3e cos 2 x ; y 2 y 5 y 0
x
 Initial-Value and Boundary-Value Problems for ODEs

For ordinary differential equations of order n, particular solutions often arise. The requirement
for each of these ordinary differential equations is that a solution and its first n 1 derivatives satisfy
d k y d0y
n conditions of the form b k , where k = 0, 1, 2, n 1 and y . Such a problem is
dx k x a dx 0
called an initial-value problem. If a solution and its first n 1 derivative satisfy n conditions at
different values of the independent variable, the problem is called a boundary-value problem.

Definition 2.0 Initial-Value and Boundary-Value Problems

An initial-value problem for an ODE is one that can be written in the form

; for k = 0, 1, 2,

and the auxiliary conditions themselves are called initial conditions.

A boundary-value problem is one with the conditions above are at different values
of the independent variable and the auxiliary conditions themselves are called bound-
ary conditions.

Example 1.2.9The following differential equations subject to the indicated conditions are initial-
value problems.
1. y x 2 2 x 4 ; y = 6 when x = 3
dy cos 3 x
2. ; y ( 12 ) 13
dx sin 2 y
3. y 2 y 3 y 0 ; y (0) 4 , y (0) 0
d3y d2y dy
4. 3
2 2
5 6 y 0 ; y (0) 1 , y (0) 7 , y (0) 1
dx dx dx

Example 1.2.10The following differential equations subject to the indicated conditions are
boundary-value problems.
1. y 3 y 10 y 0 ; y (0) 0 , y (2) 1
d 3x d 2x dx
2. 3
5 2
3 9 x 0 ; x (1) 0 , x(0) 1 , and as t , x 0
dt dt dt
d2y
3. y 2 cos x ; y (0) 0 , y () 0
dx 2

10
 Elimination of Arbitrary Constants
To obtain a differential equation corresponding to the general solution, the following steps can be
applied.

1. Differentiate the given equation a number of times equal to the number of distinct arbitrary constants
(essential constants) present.
2. If, after applying (1), there are still arbitrary constants present, solve the given equation and the derived
ones simultaneously until the desired differential equation is obtained.

Three techniques are presented in eliminating the arbitrary constants, each of which has its own ad-
vantage over the others, namely:

Algebraic Elimination Eliminant Method Isolation of Constants

Example 1.2.11Obtain the DE of y a sin (3 x b) , thus eliminating the arbitrary constants a and b.

Example 1.2.12Obtain the DE of r a (sec tan ) by eliminating the arbitrary constant a.

Example 1.2.13Obtain the DE of y Ae x B cos 2 x by eliminating the arbitrary constants A and B

Another way of eliminating the arbitrary constants is to use the determinants. This is called the elim-
inant method.

Example 1.2.14Obtain the DE of y C1 x C 2 x C3 x by eliminating the arbitrary constants C1, C2

2 3

and C3 using the eliminant method.

Example 1.2.15Obtain the DE of y C1e 4 x C 2 xe 4 x by eliminating the arbitrary constants C1 and C2.
Example 1.2.16Obtain the DE of ( x h) 2 y 2 r 2 by eliminating the arbitrary constants h and r.
Example 1.2.17Obtain the DE of y ax 2 by eliminating the arbitrary constant a.

x3
Example 1.2.18Obtain the DE of the cissoids y 2 by eliminating the arbitrary constant a.
ax

Differential Equations of Families of Plane Curves

A family of plane curves is a set of plane curves possessing common properties or characteristics.
The properties common to the members of the family are represented mathematically by arbitrary constants.
A solution of a differential equation is sometimes referred to as an integral curve (a family of plane
curves).

Example 1.2.19Find the differential equation of the family of straight lines passing through (1, 5).
Example 1.2.20 Obtain the DE of a family of straight lines 4 units from the origin.

Example 1.2.21 Find the DE of a family of circles with center on the x-axis.

Example 1.2.22 Find the DE of a family of parabolas with vertical axis.

Example 1.2.23 Find the DE of a family of ellipses centered at the origin and with horizontal major axis.
Exercise 1.3
A. Find the differential equation by eliminating the arbitrary constants of each of the following. Use algebraic
elimination method.
1. cy 3 3 x 2 y 11. y C1 cos 2 x C 2 sin 2 x
2. axy a x 6 0
2
12. y A cos 5 x B sin 5 x
3. y c 2 cx3 4 13. y x c1e 2 x c2e 4 x
4. x 2 ( y k ) 2 r 2 14. y a cos x be 2 x
5. y sin x x cot y c 15. y Ae x B tan x
6. xy 4 x tan y cx y cos x 16. y Ae x cos x Be x sin x
y c1 x 2 c2 x 3 17. y c1 x c 2 x c3 e
2 3x
7.
8. y c1e 2 x c 2 sin 4 x 18. y ax be x c cos 2 x
2 x
9. y c1 x 2 c 2 cos x 19. y C1 C 2 x C3 e C4 e3x
10. y C1 cos 2 x C 2 sin 2 x 20. y C1 C 2 e C3 cos x C 4 sin x
x

B. Find the differential equation by eliminating the arbitrary constants of each of the following. Use the
eliminant method.
1. y c1 e 3 x c 2 e 4 x 6. y ae3 x b cos 2 x
2. y a sin 3 x b cos 3 x 7. y c1 c2 x c3e 3 x
3. y C1e 2 x C2e 4 x 8. y C1 C2 x C3 x 2 C4 x3
4. y ax3 bx5 9. y C1e x C2 cos x C3 sin x
3 x
5. y C1e5 x C2e 6 x 10. y c1 c 2 x c 3 e c4 e x
C. Find the differential equation by eliminating the arbitrary constants of each of the following. Use isolation
of constants method.
1. y Cx 6. r a (1 sin )
2

2. y cx 2 4 0 7. y C1e 2 x Cxe 2 x
y sin( x B) 8. y C1e C 2 xe 3 x C 3 x 2 e 3 x
3x
1.
2. y sec( x B) 9. y C1 e 2 x cos 3x C 2 e 2 x sin 3x
y a tan( x b) 10. y C1 C 2 e cos 3 x C 3 e sin 3 x
2x 2x
3.

D. Find the differential equation by eliminating the arbitrary constants of each of the following. Use any
method.
1. y ax 2 bx c 9. y A sec( x B)
2. x 4 xy c
4
10. y A Bx Ce 3 x
3. y tan x 2 x 3 y c 11. y ae b cos 3 x
2x

2 x
4. y sin( Ax B) 12. y C1 e C 2 e 2 x cos x C 3 e 2 x sin x
y a tan( x b) 13. y C1 e C 2 cos x C 3 sin x
x
5.
y ln tan( x A) B 14. c y x( x 1)
2 2 3
6.
4 x x2 y2
7. y C1 x C 2 e 15. 1 , a and b not to be
a2 b2
2 x
8. y C1e cos 3x C 2 e 2 x sin 3x eliminated

12
E. Find the DE of the family of curves described and sketch some of its members.
1. Straight lines through the origin.
2. Straight lines through the (2, 1).
3. Straight lines with slope twice the x-intercept.
4. Straight lines whose sum of intercepts is 5.
5. Straight lines with slope and y-intercept equal.
6. Straight lines tangent to the circle x2 + y2 = 4.
7. Straight lines tangent to the parabola y 4x 2 .
8. Circles with center at (1, 2).
9. Circles with radius 9.
10. Circles with center on the y-axis.
11. Circles tangent to the y-axis.
12. Circles passing through the origin and center on the line y = x
13. Circles with ordinate of its center twice the radius.
14. All circles.
15. Parabolas with axis on OY and vertex at the origin.
16. Parabolas with vertex and focus on the y-axis.
17. Parabolas with axis parallel to the x-axis and with distance from vertex to focus 4.
18. Parabolas with axis parallel to the y-axis.
19. Parabolas with axis vertical and vertex on the line y = x.
20. Ellipses with major axis on OY and center at the origin.