Infinite Series and Differential Equations

Nguyen Thieu Huy

Hanoi University of Science and Technology

Nguyen Thieu Huy (HUST) Infinite Series and Diff. Eq. 1/9
Differential Equations: Motivations
Falling Body Problems
Vertically falling body of mass m with unknown velocity v :

Two forces: 1) Gravitation mg ; 2) Air resistance: −kv , where k: positive

constant.

Nguyen Thieu Huy (HUST) Infinite Series and Diff. Eq. 2/9
Differential Equations: Motivations
Falling Body Problems
Vertically falling body of mass m with unknown velocity v :

Two forces: 1) Gravitation mg ; 2) Air resistance: −kv , where k: positive

constant.
Newton’s law: F~ total = m~a ⇔ mg − kv = m dv ⇔ dv + k v = g
dt dt m

Nguyen Thieu Huy (HUST) Infinite Series and Diff. Eq. 2/9
Electrical Circuits
RL-circuit consisting of a resistance R, inductor L, electromotive force E .
Let find the current I :

dI
Kirchoff’s Voltage Law: VR + VL = E . Also, VR = RI ; VL = L dt .

Nguyen Thieu Huy (HUST) Infinite Series and Diff. Eq. 3/9
Electrical Circuits
RL-circuit consisting of a resistance R, inductor L, electromotive force E .
Let find the current I :

dI
Kirchoff’s Voltage Law: VR + VL = E . Also, VR = RI ; VL = L dt .
dI dI
RI + L = E ⇔ + RL I = EL
dt dt

Nguyen Thieu Huy (HUST) Infinite Series and Diff. Eq. 3/9
Electrical Circuits
RL-circuit consisting of a resistance R, inductor L, electromotive force E .
Let find the current I :

dI
Kirchoff’s Voltage Law: VR + VL = E . Also, VR = RI ; VL = L dt .
dI dI
RI + L = E ⇔ + RL I = EL
dt dt

2.1 Definition
A differential equation is an equation involving an unknown function and
its derivatives.

Nguyen Thieu Huy (HUST) Infinite Series and Diff. Eq. 3/9
Basic Notions

Unknown function y :
• A differential equation is an
ordinary differential equation
if the unknown function depends on
only one independent variable.

Nguyen Thieu Huy (HUST) Infinite Series and Diff. Eq. 4/9
Basic Notions

Unknown function y :
• A differential equation is an
ordinary differential equation
if the unknown function depends on
only one independent variable.

• If the unknown function depends

on two or more ind. variables,
then the differential equation is a
partial differential equation.

Nguyen Thieu Huy (HUST) Infinite Series and Diff. Eq. 4/9
Basic Notions

Unknown function y :
• A differential equation is an
ordinary differential equation
if the unknown function depends on
only one independent variable.

• If the unknown function depends

on two or more ind. variables,
then the differential equation is a
partial differential equation.

• The order of a differential equation

is the order of the highest derivative
appearing in the equation.

Nguyen Thieu Huy (HUST) Infinite Series and Diff. Eq. 4/9
Basic Notions

Unknown function y :
• A differential equation is an
ordinary differential equation
if the unknown function depends on
only one independent variable.

• If the unknown function depends

on two or more ind. variables,
then the differential equation is a
partial differential equation.

• The order of a differential equation

is the order of the highest derivative
appearing in the equation.
Abbreviation:
DE: Differential Equation

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2.2 Definition: Solutions
A solution of a DE in the unknown function y and the ind. variable x on
the interval J ⊂ R is a function y (x) that satisfies the DE identically for
all x ∈ J. To solve a DE is to find all its solutions.

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2.2 Definition: Solutions
A solution of a DE in the unknown function y and the ind. variable x on
the interval J ⊂ R is a function y (x) that satisfies the DE identically for
all x ∈ J. To solve a DE is to find all its solutions.
Example: The function y (x) = 2 sin 2x + 3 cos 2x is a solution to
y ” + 4y = 0 in (−∞, ∞).

Nguyen Thieu Huy (HUST) Infinite Series and Diff. Eq. 5/9
2.2 Definition: Solutions
A solution of a DE in the unknown function y and the ind. variable x on
the interval J ⊂ R is a function y (x) that satisfies the DE identically for
all x ∈ J. To solve a DE is to find all its solutions.
Example: The function y (x) = 2 sin 2x + 3 cos 2x is a solution to
y ” + 4y = 0 in (−∞, ∞).
2.3 Definition: Particular and general solutions.
A particular solution of a DE is any one solution. The general solution of a
DE is the set of all its solutions.

Nguyen Thieu Huy (HUST) Infinite Series and Diff. Eq. 5/9
2.2 Definition: Solutions
A solution of a DE in the unknown function y and the ind. variable x on
the interval J ⊂ R is a function y (x) that satisfies the DE identically for
all x ∈ J. To solve a DE is to find all its solutions.
Example: The function y (x) = 2 sin 2x + 3 cos 2x is a solution to
y ” + 4y = 0 in (−∞, ∞).
2.3 Definition: Particular and general solutions.
A particular solution of a DE is any one solution. The general solution of a
DE is the set of all its solutions.
2.4 Initial-Value and Boundary-Value Problems.
1 A DE with subsidiary conditions on the unknown function and its

derivatives, all given at the same value of the independent variable,

constitutes an initial-value problem.

Nguyen Thieu Huy (HUST) Infinite Series and Diff. Eq. 5/9
2.2 Definition: Solutions
A solution of a DE in the unknown function y and the ind. variable x on
the interval J ⊂ R is a function y (x) that satisfies the DE identically for
all x ∈ J. To solve a DE is to find all its solutions.
Example: The function y (x) = 2 sin 2x + 3 cos 2x is a solution to
y ” + 4y = 0 in (−∞, ∞).
2.3 Definition: Particular and general solutions.
A particular solution of a DE is any one solution. The general solution of a
DE is the set of all its solutions.
2.4 Initial-Value and Boundary-Value Problems.
1 A DE with subsidiary conditions on the unknown function and its

derivatives, all given at the same value of the independent variable,

constitutes an initial-value problem. The sub. conditions are initial
conditions.

Nguyen Thieu Huy (HUST) Infinite Series and Diff. Eq. 5/9
2.2 Definition: Solutions
A solution of a DE in the unknown function y and the ind. variable x on
the interval J ⊂ R is a function y (x) that satisfies the DE identically for
all x ∈ J. To solve a DE is to find all its solutions.
Example: The function y (x) = 2 sin 2x + 3 cos 2x is a solution to
y ” + 4y = 0 in (−∞, ∞).
2.3 Definition: Particular and general solutions.
A particular solution of a DE is any one solution. The general solution of a
DE is the set of all its solutions.
2.4 Initial-Value and Boundary-Value Problems.
1 A DE with subsidiary conditions on the unknown function and its

derivatives, all given at the same value of the independent variable,

constitutes an initial-value problem. The sub. conditions are initial
conditions.
2 If the sub. conditions are given at more than one value of the

independent variable, the problem is a boundary-value problem and

the sub. conditions are boundary conditions.
Nguyen Thieu Huy (HUST) Infinite Series and Diff. Eq. 5/9
Example:
1 The problem y ” + 2y = x; y (π) = 1, y 0 (π) = 2 is an initial value
problem, because the two subsidiary conditions are both given at
x = π.

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Example:
1 The problem y ” + 2y = x; y (π) = 1, y 0 (π) = 2 is an initial value
problem, because the two subsidiary conditions are both given at
x = π.
2 The problem y ” + 2y 0 = x; y (0) = 1, y (1) = 1 is a boundary-value
problem, because the two subsidiary conditions are given at x = 0 and
x = 1.

Nguyen Thieu Huy (HUST) Infinite Series and Diff. Eq. 6/9
Example:
1 The problem y ” + 2y = x; y (π) = 1, y 0 (π) = 2 is an initial value
problem, because the two subsidiary conditions are both given at
x = π.
2 The problem y ” + 2y 0 = x; y (0) = 1, y (1) = 1 is a boundary-value
problem, because the two subsidiary conditions are given at x = 0 and
x = 1.
2.5 Standard and Differential Forms
1 Standard form for a first-order DE in the unknown function y (x) is

y 0 = f (x, y ) (1)

Nguyen Thieu Huy (HUST) Infinite Series and Diff. Eq. 6/9
Example:
1 The problem y ” + 2y = x; y (π) = 1, y 0 (π) = 2 is an initial value
problem, because the two subsidiary conditions are both given at
x = π.
2 The problem y ” + 2y 0 = x; y (0) = 1, y (1) = 1 is a boundary-value
problem, because the two subsidiary conditions are given at x = 0 and
x = 1.
2.5 Standard and Differential Forms
1 Standard form for a first-order DE in the unknown function y (x) is

y 0 = f (x, y ) (1)

2 The right side of (1) can always be written as a quotient of two other
M(x,y )
functions −M(x, y ) and N(x, y ). Then (1) becomes dydx = − N(x,y )

⇔ Differential form M(x, y )dx + N(x, y )dy = 0 (2)

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FIRST-ORDER DIFFERENTIAL EQUATIONS
1. Separable Equations
1.1 Definition
The first-order separable differential equation has the form

A(x)dx + B(y )dy = 0 (3)

1.2 Solutions: The solution to (3) is

Z Z
A(x)dx + B(y )dy = c (4)

where c represents an arbitrary constant.

Nguyen Thieu Huy (HUST) Infinite Series and Diff. Eq. 7/9
FIRST-ORDER DIFFERENTIAL EQUATIONS
1. Separable Equations
1.1 Definition
The first-order separable differential equation has the form

A(x)dx + B(y )dy = 0 (3)

1.2 Solutions: The solution to (3) is

Z Z
A(x)dx + B(y )dy = c (4)

where c represents an arbitrary constant.

x 2 +2
Example. Solve the equation: dy dx = y .
Rewrite in the differential form (x 2 + 2)dx − ydy = 0 which is separable
2
R 2 A(x) = x R+ 2 and B(y )1 =3 −y . Its solution
with is
(x + 2)dx − ydy = c or 3 x + 2x − 12 y 2 = c for any constant c.

Nguyen Thieu Huy (HUST) Infinite Series and Diff. Eq. 7/9
FIRST-ORDER DIFFERENTIAL EQUATIONS
1. Separable Equations
1.1 Definition
The first-order separable differential equation has the form

A(x)dx + B(y )dy = 0 (3)

1.2 Solutions: The solution to (3) is

Z Z
A(x)dx + B(y )dy = c (4)

where c represents an arbitrary constant.

x 2 +2
Example. Solve the equation: dy dx = y .
Rewrite in the differential form (x 2 + 2)dx − ydy = 0 which is separable
2
R 2 A(x) = x R+ 2 and B(y )1 =3 −y . Its solution
with is
(x + 2)dx − ydy = c or 3 x + 2x − 12 y 2 = c for any constant c.
Sometimes, it may not be algebraically possible to solve for y explicitly in
terms of x. In that case, the solution is left in implicit form.
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1.3 Solutions to the Initial-Value Problem:
The solution to the initial-value problem A(x)dx + B(y )dy = 0; y (x0 ) = y0
can be obtained first by formula (4) Rand then substitute y (x0 ) = y0 to find
x Ry
constant c, or another way is using x0 A(t)dt + y0 B(s)ds = 0.

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1.3 Solutions to the Initial-Value Problem:
The solution to the initial-value problem A(x)dx + B(y )dy = 0; y (x0 ) = y0
can be obtained first by formula (4) Rand then substitute y (x0 ) = y0 to find
x Ry
constant c, or another way is using x0 A(t)dt + y0 B(s)ds = 0.
2. Homogeneous Equations:
2.1 Definition:
A DE in standard form
dy
= f (x, y ) (5)
dx
is homogeneous if f (tx, ty ) = f (x, y ) for every real number t 6= 0.

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1.3 Solutions to the Initial-Value Problem:
The solution to the initial-value problem A(x)dx + B(y )dy = 0; y (x0 ) = y0
can be obtained first by formula (4) Rand then substitute y (x0 ) = y0 to find
x Ry
constant c, or another way is using x0 A(t)dt + y0 B(s)ds = 0.
2. Homogeneous Equations:
2.1 Definition:
A DE in standard form
dy
= f (x, y ) (5)
dx
is homogeneous if f (tx, ty ) = f (x, y ) for every real number t 6= 0.

Consider x 6= 0. Then, f (x, y ) = f (x · 1, x · yx ) = f (1, yx ) := g ( yx ) for a

function g depending only on the ratio yx .

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1.3 Solutions to the Initial-Value Problem:
The solution to the initial-value problem A(x)dx + B(y )dy = 0; y (x0 ) = y0
can be obtained first by formula (4) Rand then substitute y (x0 ) = y0 to find
x Ry
constant c, or another way is using x0 A(t)dt + y0 B(s)ds = 0.
2. Homogeneous Equations:
2.1 Definition:
A DE in standard form
dy
= f (x, y ) (5)
dx
is homogeneous if f (tx, ty ) = f (x, y ) for every real number t 6= 0.

Consider x 6= 0. Then, f (x, y ) = f (x · 1, x · yx ) = f (1, yx ) := g ( yx ) for a

function g depending only on the ratio yx .
2.2 Solution: The homogeneous differential equation can be transformed
into a separable equation by making the substitution: y = xv with its
derivative: dy dv dv dv
dx = v + x dx . Then, v + x dx = g (v ) ⇔ g (v )−v = x for
dx

g (v ) 6= v , which is a separable DE and can be solved as previously. For

g (v ) = v it yields another solution of the form y = kx for some constant
k.
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3. Exact equations

3.1 Definition
A differential equation in differential form

M(x, y )dx + N(x, y )dy = 0 (6)

is exact if there exists a function g (x, y ) such that

dg (x, y ) = M(x, y )dx + N(x, y )dy .

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3. Exact equations

3.1 Definition
A differential equation in differential form

M(x, y )dx + N(x, y )dy = 0 (6)

is exact if there exists a function g (x, y ) such that

dg (x, y ) = M(x, y )dx + N(x, y )dy .

Nguyen Thieu Huy (HUST) Infinite Series and Diff. Eq. 9/9
3. Exact equations

3.1 Definition
A differential equation in differential form

M(x, y )dx + N(x, y )dy = 0 (6)

is exact if there exists a function g (x, y ) such that

dg (x, y ) = M(x, y )dx + N(x, y )dy .

3.2 Test for exactness: If M(x, y ) and N(x, y ) are continuous functions and
have continuous first partial derivatives on some rectangle of the xy -plane,
then Equation (6) is exact if and only if ∂M(x,y
∂y
)
= ∂N(x,y
∂x
)
in this domain.

Nguyen Thieu Huy (HUST) Infinite Series and Diff. Eq. 9/9
3. Exact equations

3.1 Definition
A differential equation in differential form

M(x, y )dx + N(x, y )dy = 0 (6)

is exact if there exists a function g (x, y ) such that

dg (x, y ) = M(x, y )dx + N(x, y )dy .

3.2 Test for exactness: If M(x, y ) and N(x, y ) are continuous functions and
have continuous first partial derivatives on some rectangle of the xy -plane,
then Equation (6) is exact if and only if ∂M(x,y
∂y
)
= ∂N(x,y
∂x
)
in this domain.
3.3
( Solution: To solve Equation (6), first solve the equations
∂g (x,y )
∂x = M(x, y )
∂g (x,y ) for g (x, y ).
∂y = N(x, y )
The solution to (6) is g (x, y ) = c where c: arbitrary constant.

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