Differential equations.

Basic concepts
In many problems of geometry, physics, mechanics, engineering, etc. a significant role is played
by differential equations. This term is assigned to the equations relating the independent variable
x, the desired function y and its derivatives of various orders with respect to x. The order of
higher derivative entering a given differential equation is called the order of this equation.

Thus, the general form of a differential equation of the nth order is follows:

F( x , y , y ' , y ' ' , . .. , y( n) )=0 (1)

In particular cases this equation may occur without x,y, and individual derivatives of the order
lower than n. For instance, the equations

' 2
y + y=sin x '' ' '' ' '
x , y +4 y +13 y =0 , y + y y =0
are of the first, second and third order, respectively.

Differential equation (1) is said to be linear if its left-hand side is a polynomial of the first degree

with respect to the unknown function y and its derivatives y ' , y ' ' ,..., y(n) (and does not
contain their products), i.e. if this equation has the form

a0 ( x ) y( n)+ a1 ( x ) y (n−1)+. ..+ an (x ) y=f ( x ) (2)

Here, the functions

a ( x ), a ( x), .. . , a ( x)
0 1 n usually defined and continuous in a certain
common interval are called the coefficients of a linear equation, and the function f(x) is termed
its right-hand member or its constant term. If the right-hand member f(x) of a linear equation (2)
is identically equal to zero, then the equation is called homogeneous (or without the right-hand
member); otherwise this equation is said to be non-homogeneous (or with right-hand member).

Any function y=ϕ( x ) which when substituted into equation (1) turns it into an identity is
called the solution of this equation. To solve, or to integrate a given differential equation means
to find all its solutions in the specified domain. The graph of the solution is called the integral
curve.

Note that the fundamental task of integral calculus, i.e. finding the function y whose derivative is
equal to a given continuous function f(x), is reduced to the simplest differential equation

y ' =f (x ) .

The general solution of this equation is

y=∫ f ( x )dx+C (3)

1
where C is an arbitrary constant and the integral is understood to be one of the antiderivatives of
the function f(x).

Choosing the constant C in proper way, we can obtain any solution of this simplest differential
equation, provided the function f(x) is continuous.

When integrating differential equations of higher orders, there appear several arbitrary constants.

''
Example1. Consider second order equation y =0 .

'' ' ' '

Since y =( y ) =0 hence it follows y =C1 . Integrating the last equality, we will
have

y=∫ C 1 dx +C2 =C 1 x+C 2 . (4)

Thus, solution (4) contains two arbitrary constants C1 and C2, i.e. the number of the arbitrary
constants in formula (4) is exactly equal to the order of the equation. Such solution is called the
general solution of an equation. In the given case it represents the entire infinite set of solutions
of the differential equation.

Defintion1. The general solution of differential equation (1) is one of its solutions

y=ϕ( x , C1 ,C 2 , .. . ,C n ) such that the number of the arbitrary constants contained in it (

C1 ,C 2 ,... ,C n ) is equal to the order of this equation.

If the general solution is given in the implicit form

ϕ( x ,C 1 , C2 ,. .. , C n )=0
, then it is
usually called the general integral.

Definition 2. Any solution of differential equation obtained from the general solution by
assigning some admissible concrete numerical values to the arbitrary constants in it is called a
particular solution of this differential equation.

Example2. Consider the second-order equation y '' + y=0

. It easy to fugure out that the

since (sin x )'' =−sin x

functions sinx and cosx are the solutions of this equation, and
(cos x )' ' =−cos x
. As it is not difficult to check directly, the function
y=C 1 sin x+C 2 cos x C1 ,C 2
, where are independent arbitrary constants, is also a
solution of our equation and, consequently, represents its general solution. If, for instance, we

put 1C =2 and C 2 =−5 , then we will obtain the function

y 1 =2sin x−5 cos x ,
which is a particular solution of the given differential equation.
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 If, as the result of solving a differential equation a certain function is found, then
substituting this function into the given equation, we can the correctness of the solution.

x
y=( C1 +C 2 x )e
Example3. Show that the function is the solution of the equation
'' '
y −2 y + y=0
. Indeed, here
' x x x
y =( C 1 +C 2 x ) e +C 2 e =( C 1 +C 2 +C 2 x ) e
and

'' x x x
y =( C1 +C2 +C2 x ) e +C2 e =( C1 + 2C 2 +C 2 x ) e
. Hence,

y ' ' −2 y ' + y=( C1 + 2C 2 +C 2 x ) e x −2(C 1 +C 2 +C 2 x ) e x +(C1 + C2 x ) e x ≡0

which proves our statement.

Differential equation of the first-order.

The general form of a first-order differential equation is as follows F( x , y , y ' )=0 .

'
In simplest cases this equation can be resolved with respect to the derivative y :

y ' =f (x , y )
(1)

The general solution of equation (1) has the form

y=ϕ( x , C )
, (2)

where C is an arbitrary constant. Geometrically, the general solution (2) represents a family of
integral curves, i.e. a set of lines corresponding to different values of the constant C. The integral
curves possess the following property: at each point M(x,y) of the curve the slope of the tangent
satisfies the condition tan α=f ( x , y ) .

If a point
M 0 ( x 0 , y 0 ) is given through which an integral curve must pass, then this means that
from an infinite family of integral curves, in the simplest case, a definite integral curve is singled
out which corresponds to a particular solution of our differential equation.
Analitically, this requirement is reduced to the so-called initial condition:
y= y 0 for
x=x 0 . If the general solution (2) is known, y 0 =ϕ( x 0 , C ) . From this condition, we can
determine the arbitrary constant C and consequently, find the corresponding particular solution.

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 In some cases it seems to be advantageous to write firt-order differential equation (1) in
the form

dy
=f ( x , y )
dx
(1')

or in the form

P( x , y )dx +Q( x , y )dy =0

, (3)

where P(x,y) and Q(x,y) are known functions. Form (3) is convenient due to the fact that the
variable x and y are equivalent here, i.e. either of them may be considered as a function of the
other. The solutions of equation (3) are understood in the general case to be function
x=ϕ(t ), y=ψ (t ) represented parametrically(t parameter) and satisfying equation (3).
There is no general method for integrating a first-order differential equation. It is common
practice to consider only some individual types of such equations supplying each of them with a
particular method for their solution.

First-order equation with variables separable.

Definition. A first-order differential equation is said to be an equation with variables separable if
it has the form

X ( x )Y ( y )dx + X 1 (x )Y 1 ( y )dy=0 (1)

where X ( x ), X 1 ( x ) are functions only of the variable x and Y ( y ), Y 1 ( y ) are functions of

the variable y only.

To solve equation (1), we divide both its members by the product Y ( y ) X 1 (x ) assuming that
it is not equal to zero. Then, after obvious reductions, we get

X (x ) Y 1( y )
dx+ dy=0
X 1( x ) Y ( y) . (2)

In equation (2) dx is preceded by a function only of x and dy by a function only of y. In this case
we say that the variables are separated in the sense that each variable only enters into the term of
the equation containing its differential. Integrating the left-hand and right-hand members of

X(x) Y ( y)
∫ X ( x ) dx+∫ Y1( y ) dy =C
equation (2), we will have 1 (3)

These integrals are understood to be some corresponding antiderivatives.

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Relation (3) just represents a total integral of equation (1) expressed in an implicit form.

In the general case, dividing the equation by the product X 1 (x )Y ( y ) , we run risks to lose the
solutions of equation (1) which reduce this product to zero.

By a direct substitution it is easy to get convinced that the function

x=a (4)

where a is the root of the equation X 1 (x )=0 , i.e. X 1 (a)=0 , is a solution of equation
(1). The function

y=b (5)

where b is the root of the equation Y ( y )=0 , i.e. Y (b )=0 is also a solution of equation
(1).

Example1. Suppose we are given the equation

dy y
=
dx x (6)

Hence, we have xdy= ydx .

Let us assume that y≠0 . If we divide both members of this equation by xy, then the
variables will become separated, and we will obtain

dy dx dy dx
=
y x . Integrating, we will have
∫ y =∫ x or

ln y=ln x +lnC . (7)

The arbitrary constant is taken here in the logarithmic form which is, of course, valid, since any

positive or negative number

C1 can be represented as the logarithm of another number:

C1 =lnC , where C=e

C1
.

Resorting to involution, we finally get

y=Cx ( x≠0 , C≠0) . (8)

Setting now xy=0 and taking account that x≠0 , we get the solution of equation (6)
y=0 . Formally, this solution is obtained from (8) for C=0.