Chapter 1

BASIC CONCEPTS
Many physical applications involve the case of differential equations, dominantly in the field of
engineering, physics, and chemistry. Mathematical models are increasingly build up in these areas
especially in biology, physiology, and economics. Differential equations play a fundamental role in almost
branch of science. Differential equations are equations that involve derivatives.

1.1 Definition of basic terms

This section aims to:

1. Define and illustrate some basic terms converted with differential equations; and
2. Classify differential equations and determine their degree and order.

A differential equation is an equation involving an unknown function and its derivatives. The
following are differential equations involving unknown function y :

dy
1.1 = 5x + 3
dx

dy 2 dy
1.2 x 2
+2 =1
dx dx
4 2
 d3y   d4y 
1.3 4  2  + sin x  4  + 5 xy = 5 x + 3
 dx   dx 
4 2
 d3y   d5y 
7
 dy 
1.4  2  + 3  5  + y 3   = 6
 dx   dx   dx 

 2z  2z
1.5 − =0
 y2  x2
Two kinds of differential equations

1. An ordinary differential equation is a differential equation whose unknown

function (dependent variable usually y ) depends on only one independent variable.
2. A partial differential equation is a differential equation whose unknown function
depends on two or more independent variables.

Equations 1.1 through 1.4 are examples of ordinary differential equations, since the
unknown function y depends only in a single variable x.
Equation 1.5 is an example of partial differential equation, since the unknown function
z depends on two variables x and y.
Order and degree
 The order of a differential equation is the order of highest derivative appearing in the
equation.
Equation 1.1 is of order of 1; 1.2 and 1.5 are of order of 2; 1.3 is of order of 4; and 1.4 is
of order of 5.
The degree of a differential equation that can be written as polynomial in the unknown
function is the power to which the highest-order derivative is raised.
Equation 1.1 and 1.2 are of degree 1; 1.3 and 1.4 are of degree 2.

Note: Not every differential equation has a degree. The following differential equations cannot
be classified by degree.
1
dy dy dy  dy  2
1. e y
2
+2 =1 2. + sin y = 0 3.   +y=x
dx dx dx  dx 
Equation 1 has no degree, as it cannot be written as a polynomial in the unknown function y
because of the expression e y . Equation 2 has no degree because of sin y and equation 3 has no degree
1
because of the function , not a positive integer.
2

Linear Differential Equations

An nth order differential equation in the unknown function y and the independent variable x
is a linear if it can be written in the form

dny d n −1 y d1y
bn ( x ) n + bn −1 ( x ) n −1 + + b1 ( x ) 1 + yb0 ( x ) = g ( x )
dx dx dx
Differential equations that cannot be written in this form are called nonlinear.

Equation 1.1 is a linear of order of 1 i.e. first order differential equation; while 1.2 is linear and
second order differential equation.

The following further illustrate linear functions.

dy dy
a. = xy + 1 , order 1 e. a0 ( x ) + a1 ( x ) y = g ( x ) , order 3
dx dx
d 2u du d2y
b. 2
+t + 3u = 1 , order 2 f. + xy = sin y , order 2
dt dt dx 2
d 3 y dy
c. + + y = 0 , order 3 g. y '''+ y ''+ y '+ y = 1 , order 3
dx 3 dx
2
y d y dy d2y dy
d. e 2
+ x + y = 2 , order 2 h. x
3
2
+ x 2 + x 2 y = sin y , order 2
dx dx dx dx

The following are examples of nonlinear equations:

 d2y dy
a. 2
+y = x , because of y ; order of 2
dx dx
b. yy ''+ y '+ y = 1 , because of y (coefficient of y '' ); order of 2
d 3 y dy
c. 3
+ + y 2 = 0 , because of y 2 ; order of 3
dx dx
x 1
d. y ' = − , because of ; order of 1
y y
d2y d4y
e. + = sin y , because of sin y; order of 4
dx 2 dx 4
d 2 y dy
f. 2
+ = xy 2 , because of y 2 ; order of 2
dx dx
1.2 Elimination of Arbitrary Constant

This section aims to:

1. Discuss the relationship between the differential equation and its correspond function which
serve as a solution; and
2. Find the differential equation for an indicated solution.

There are several ways of arriving at a differential equation. One way is by the method called the
elimination of arbitrary constants. This means that, in this section, we start with the given function and
find the corresponding differential equation, i.e. the function serves as the solution for the differential
equation. So the solution is given first, and we need to find the problem being the differential equation.

As a rule for finding the differential equation, we simply differentiate the function or relation as
many times depending on the number of constants presenting the function.

Example 1.2.1. Find the differential equation whose solution is given by y = 4 ax

2

Solution. There is only one constant a, so we need to differentiate the given equation only once,
i.e.

2 yy ' = 4 a
1
a= yy '
2

1 
Substituting the this value of a, in the given equation gives y = 4  yy '  x , or y = 2 xy '.
2

2 

The result, being the last equation may also be written in other form such as

dy
y = 2x , or ydx = 2 xdy , or ydx − 2 xdy = 0
dx
Example 1.2.2. Find the differential equation whose solution is given by the following
 y = cx + c b. x + y = r c. y = ax + bx + c
2 2 2 2
a.

Solution.

a. Differentiating, we have y ' = c , substituting in the given, gives

y = y ' x + y ' or y = y ' ( x + 1)

b. By differentiation gives 2 xdx + 2 ydy = 0, or xdx + ydy = 0

c. The given equation has 3 constants, thus differentiation is done three thrice

y ' = 2 ax + b
y '' = 2 a
y ''' = 0

Example 1.2.3. Find the differential equation whose solution is given by

y = c1e− x + c2e 2 x Eq. 1

Solution. The differentiation is done twice.

y ' = −c1e− x + 2c2e 2 x Eq. 2

y '' = c1e − x + 4c2e 2 x Eq. 3

There are three (3) equations in unknown c1 and c 2 . Eliminating c1 in Eq. 1 and Eq. 2, by
addition gives y + y ' = 3c2e 2 x (Eq.4)

Eliminating c1 in Eq. 2 and Eq. 3, by addition we obtain y '+ y '' = 6c2e 2 x (Eq.5)

Eliminating c 2 in Eq. 4 and Eq. 5. Multiply equation 4 by 2 then subtract it to equation 5.

y '+ y '' = 6c2e2 x

−2 ( y + y ' ) = −2 ( 3c2e 2 x )

By subtraction, we have the desired equation.

−2 y − y '+ y '' = 0, or y ''− y '− 2 y = 0

Alternate Solution: Another method of obtaining the differential equation corresponding to

function or relation in two unknowns is by way of a theorem in elementary algebra using determinant,
i.e. the system of three equations
 y = c1e − x + c2 e 2 x
y ' = − c1e − x + 2c2 e 2 x
y '' = c1e − x + 4c2 e 2 x

has a solution if the determinant

−y 1 1 −y 1 1 −y 1
−y' −1 2 = 0, or − y ' −1 −1 − y ' −1 = 0
− y '' 1 4 − y '' 1 4 − y '' 1

Upon solving we get

4 y − 2 y ''− y '− y ''+ 2 y + 4 y ' = 0

−3 y ''+ 6 y + 3 y ' = 0
y ''− y '− 2 y = 0

Example 1.2.4. Find the differential equation whose solution is given by the following

a. y = a sin( x + b) b. y = c1e− x + c2e −2 x + x

Solution.

a. Differentiating the function twice gives

y ' = a cos( x + b )
y '' = − a sin( x + b )

Notice that y = − y ''. Thus, we have the required differential equation as

y ''+ y = 0.

b. Differentiating the function twice gives

y ' = − c1e − x − 2c2 e −2 x + 1

y '' = c1e − x + 4c2e −2 x

We get the coefficient of c1 , c2 and the terms at the left sides to form the array of elements in the
determinants as follows:

y−x e− x e −2 x y−x 1 1
y '− 1 − e − x −2e −2 x = e − x e −2 x y '− 1 −1 −2
y '' e− x 4 e −2 x y '' 1 4

By expanding the determinants on the first row gives:

 −1 −2 y '− 1 − 2 y '− 1 − 1
( y − x) −1 +1 =0
1 4 y '' 4 y '' 1
−2 ( y − x ) − (4 y '− 4 + 2 y '') + y '− 1 + y " = 0
−2 y + 2 x − 4 y '+ 4 − 2 y ''+ y '− 1 + y '' = 0
− y "− 3 y '− 2 y + 2 x − 3 = 0
y "+ 3 y '+ 2 y − 2 x + 3 = 0

1.3 Families of Curves

This section aims to:

1. Diagram a given equation involving a parameter; and

2. Obtain the differential equations for family of curves under certain stipulated conditions
in various types of curves.

If an equation involves a parameter, then it represents a family of curves, with one curve for
each particular value of a parameter. The following equation illustrate family of curves. y = x

1. y = cx (one parameter) – Family of lines

passing through the origin (Fig. 1.3.1)
2. y = ax 2 (one parameter) – Family of
parabolas with axis as y (Fig. 1.3.2)
3. x 2 + y 2 = r 2 (one parameter) – Family of
concentric circles with centers at the origin
(Fig. 1.3.3)
x 2 + ( y − k ) = r 2 (two parameters) –
2
4.
Family of circles whose centers on y − axis
(Fig. 1.3.4)
( x − h)
2
5. + y 2 = r 2 (two parameters) – Family of circles whose centers on x − axis (Fig. 1.3.5)

( x − c) + ( y − c ) = r 2 (one parameter) – Family of circles whose centers on the line y = x and

2 2
6.
passing through the origin (Fig. 1.3.6)
x y
7. x + y = a , or + = 1 (one parameter) – Family of lines with equal intercepts (Fig. 1.3.7)
a a
8. y = ax + a (one parameter) – Family of lines passing with slope and y-intercepts equal (Fig.
1.3.8)
( x − h)
2
9. = 4 ay , a  0 (two parameters) – Family of parabolas with vertex and focus on x − axis
opening to the right (Fig. 1.3.9)
y−h
10. = m (two parameters) – Family of lines through ( h, k ) and k are not parameter but fixed
x−k
constants right (Fig. 1.3.10)
( x − h) + ( y − k ) = k 2 (two parameters) – Family of circles with center ( h, k ) and tangent to
2 2
11.
the x − axis i.e. k = radius (Fig. 1.3.11)
 12. x − y = c, c any arbitrary constant – Family of hyperbolas with centers at the origin and vertices
2 2

at ( 1, 0 ) (Fig. 1.3.12)

13. x 2 − y 2 = c , c  0 – Family of hyperbolas with centers at the origin and vertices at ( 1, 0 ) or
( 0, 1) (Fig. 1.3.13)
(x − k) +( y − k) =1 – Family of circles or radius 1 and center on the line y = x (Fig. 1.3.14)
2 2
14.

Obtaining the Differential Equations for Family of Curves

Example 1.3.1. Obtain the differential equation for the family of lines through the origin.

Solution. The required equation satisfied by the given condition of the problem is

y = cx (Fig. 1.3.15)

Upon differentiation, we have y ' = c

Substituting y in the given equation we have

y = y'x

This proceeding equation may also be written as

dy
y= x
dx
ydx = xdy
ydx − xdy = 0

Note that the differential equation ydx − xdy = 0 has the equation y = cx as its solution.

Example 1.3.2. Obtain the differential equation for the family of circles having their centers on
the x − axis.

Solution. If ( h, k ) represents the center of each circle then, k = 0. Since every center is on the
x − axis, then k = 0. (Fig. 1.3.16). The required equation is

( x − h)
2
+ y 2 = r 2 , where h and r vary, i.e. being parameters. Since there are two parameters,
then differentiation must be done twice, i.e.

1st differentiation: 2 ( x − h ) + 2 yy ' = 0

2 x − 2 h + 2 yy ' = 0
h = x + yy '

2nd differentiation: 0 = 1 + yy ''+ y ' y '

Thus, the required equation is yy ''+ ( y ' ) + 1 = 0
2

Example 1.3.3. Find the differential equation having the solution as the equation representing all
circles with centers at the origin.

Solution. The required equation having the solution as the equation representing all circles with
centers at the origin as indicated in Fig. 1.3.17 is

x2 + y2 = r 2

By differentiation, we have the required differential equation as

2 x + 2 yy ' = 0
x
xdx + ydy = 0, or y ' = −
y

Example 1.3.4. Obtain the differential equation of the family of hyperbolas with center at the
origin.

Solution. For Simplicity of the equation, consider x 2 − y 2 = c, where c is any arbitrary constant
(Fig.1.3.18).

By differentiation, we have

2 x − 2 yy ' = 0
x − yy ' = 0
xdx − ydy = 0

Example 1.3.5. Obtain the differential equation of the family of lines passing through ( −1,1).

Solution. The equation of the family of lines as indicated in Fig.1.3.19 passing through ( −1,1) is

y −1
=m
x +1

where m varies as any real number. Then, by differentiation, we have

dy = mdx
y'= m

Thus, required differential equation is

y −1
= y ', or ( y − 1) dx = ( x + 1) dy , or ( y − 1) dx − ( x + 1) dy = 0
x +1

Example 1.3.6. Find the differential equation having the solution as the equation representing
all ellipses having its centers at the origin and traverse axis x.
 Solution. The required equation for the family of ellipses having their centers on the origin and
traverse axis x is (Fig.1.3.20) is

x2 y2
+ =1
a2 b2
By differentiation, we have

2 x 2 yy '
+ 2 =0
a2 b

x yy ' x yy '
2
+ 2 = 0, or 2 = − 2 (Eq.1)
a b a b

By differentiating again, we get

1 yy ''+ y ' y '

2
=− (Eq.2)
a b2

Dividing Eq.1 by Eq.2 gives

yy '
x=−
yy ''+ ( y ' )
2

x  yy ''+ ( y ' )  = − yy '

2

 

where m varies as any real number. Then, by differentiation, we have

dy = mdx
y'= m

Thus, required differential equation is

y −1
= y ', or ( y − 1) dx = ( x + 1) dy , or ( y − 1) dx − ( x + 1) dy = 0
x +1

Example 1.3.7. Obtain the differential equation having the solution as the equation representing
all circles of radius 1 and centers on the line y = x.

Solution. The required equation for the family of circles of radius 1 and centers on the line
y = x (Fig.1.3.21) is

(x −k) +( y − k) =1
2 2

where k is a parameter.

By differentiation, we have
 2( x − k ) + 2( y − k ) y ' = 0
(x − k) + ( y − k) y ' = 0
x − k + yy '− ky ' = 0
k + ky ' = x + yy '
k (1 + y ') = x + yy '
x + yy '
k=
1+ y '

By substituting k in the equation gives the required differential equation, i.e.

(x − k) +(y −k) =1
2 2

x 2 − 2 kx + k 2 + y 2 − 2 ky + k 2 = 1
x 2 + y 2 + 2k 2 − 2k ( x + y ) = 1
x 2 + y 2 − 2k ( x + y ) = 1 − 2k 2
2
 x + yy '   x + yy ' 
x + y − 2
2 2
 ( x + y) = 1 − 2  
 1+ y '   1+ y ' 

1.4 Solutions of Differential Equations

This section aims to:

1. Verify functions that serve as solutions to different equations; and

2. Determine which functions satisfy differential equations.

A solution of a differential equation in the unknown function y and the independent variable x on
the interval I is a function y(x) that satisfies the differential equation identically for all x in I.

Example 1.4.1. Show that y = ce is a solution of y '− y = 0.

x

Solution. By differentiating, gives y = ce

x

Substituting in y '− y = 0, we get

ce x − ce x = 0

Example 1.4.2. Show that y = − cos x + c is a solution of y ' = sin x

Solution. By differentiating, gives y ' = sin x

Example 1.4.3. Verify that y = c1e x + c2e 2 x is a solution of the differential equation
y ''− 3 y '+ 2 y = 0

Solution. By differentiating, we get

 y ' = c1e x + 2c2e 2 x
y '' = c1e x + 4c2e 2 x

Substituting these values into the differential equation, we have

y ''− 3 y '+ 2 y = 0
c1e x + 4c2 e 2 x − 3 ( c1e x + 2c2e 2 x ) + 2 ( c1e x + c2e 2 x ) = 0
c1e x + 4c2 e 2 x − 3c1e x − 6c2e 2 x + 2c1e x + 2c2e 2 x = 0
0=0

Example 1.4.4. Is y = c1 sin 2 x + c2 cos 2 x where c1 and c 2 are arbitrary constants, a solution of
y ''+ 4 y = 0?

Solution. By differentiating, we get

y ' = c1 cos 2 x ( 2 ) + c2 ( − sin 2 x ) (2) = 2c1 cos 2 x − 2c2 sin 2 x

y '' = 2c1 ( − sin 2 x )( 2 ) − 2 c2 cos 2 x (2)

= −4c1 sin 2 x − 4 c2 cos 2 x
= −4 ( c1 sin 2 x + c2 cos 2 x )
= −4 y

Hence, we have −4 y + 4 y = 0.

Example 1.4.5. Determine whether y = x + 1 a solution of is ( y ' ) + y 2 = −1?

2 4

Solution. Note that the left side of the differential equation must be nonnegative for every real
function y(x) and any x, since it is the sum of terms raised to second and forth powers, while the right side
of the equation is negative one. Since no function y(x) that will satisfy this equation, the given differential
equation has no solution.
−x −x
Example 1.4.6. Determine whether y = 2e + xe a solution of y ''+ 2 y '+ y = 0.

Solution. By differentiating, we get

y ' = −2e − x − xe − x + e − x = − e − x − xe − x
y '' = e − x − ( − xe − x + e − x ) = xe − x

Substituting these values into the differential equation

y ''+ 2 y '+ y = 0
xe − x + 2 ( − e − x − xe − x ) + 2e − x + xe − x = 0
0=0
−x −x
Hence, y = 2e + xe is a solution of y ''+ 2 y '+ y = 0.
 Example 1.4.7. Is y = 1 a solution of y ''+ 2 y '+ y = x ?

Solution. By differentiating, we get

y'= 0
y '' = 0

Substituting these values into the differential equation

y ''+ 2 y '+ y = x
0 + 2(0) + 1 = x
1 x

Thus, y = 1 is NOT a solution of y ''+ 2 y '+ y = x.

Example 1.4.8. Show that y = ln x is a solution of xy ''+ y ' = 0 on I = (0,  ) but is not a
solution on I = ( −,  )

Solution. On (0,  ) we have

1
y' =
x
−1
y '' = 2
x
Substituting these values into the differential equation

 −1  1
x 2  + =0
x  x
1 1
− + =0
x x
0=0
Thus, y = ln x is a solution of xy ''+ y ' = 0 on (0,  ).

Note that y = ln x could not be a solution on ( −,  ), since the logarithm is undefined for negative
numbers and 0.

Example 1.4.9. Find a solution to the initial-value problem y ''+ 4 y = 0; y (0) = 0, y '(0) = 1 if the
general solution to the differential equation is known to be y ( x ) = c1 sin 2 x + c2 cos 2 x

Solution. Since y ( x ) is a solution of the differential equation for all values of c1 and c 2 (see
example 1.4.4), we seek those values of c1 and c 2 that will also satisfy the initial conditions.

y (0) = c1 sin 2(0) + c2 cos 2(0)

Note that to satisfy the first condition y (0) = 0 , c 2 should be equal to 0 ( c2 = 0 )

 y (0) = c1 sin 2(0) + c2 cos 2(0) = c1 (0) + 0(1) = 0

Furthermore,

y '( x ) = 2c1 cos 2 x − 2c2 sin 2 x;

Thus, y '(0) = 2c1 cos 2(0) − 2 c2 sin 2(0)

1 = 2c1
1
c1 =
2
Substituting these values into the y ( x ),

y ( x ) = c1 sin 2 x + c2 cos 2 x
1
= sin 2 x + 0 cos 2 x
2
1
= sin 2 x
2
1
Therefore, we obtain y ( x ) = sin 2 x as the solution of the initial-value problem.
2

 
Example 1.4.10. Find a solution to the boundary-value problem y ''+ 4 y = 0; y   = 0,
8 
 
y  = 1, if the general solution to the differential equation is y ( x ) = c1 sin 2 x + c2 cos 2 x
6 

 
Solution. Note that to satisfy the condition y  =0
8 

     
y  = c1 sin 2   + c2 cos 2  
8  8  8
   
0 = c1 sin   + c2 cos  
4 4
 2  2
0 = c1   + c2 
 2   2 
   

 
Furthermore, to satisfy the condition y   = 1
6
      
y   = c1 sin 2   + c2 cos 2  
6 6 6
   
1 = c1 sin   + c2 cos  
3 3
 3 1
1 = c1  +c
 2  2  2 
 

Solving simultaneously to find c1 and c2 .

 2  2
0 = c1   + c2   0 = c1 + c2
 2   2 
   
 3 1
1 = c1   + c2    2 = 3c1 + c2
 2  2
 

( )
3 − 1 c1 = 2

2 3 +1
c1 = •
3 −1 3 +1
c1 = 3 + 1
c1 = − c2
c2 = − ( 3 +1 )
Substituting these values into the y ( x ),

y ( x ) = c1 sin 2 x + c2 cos 2 x
=( )
3 + 1 sin 2 x − ( 3 + 1) cos 2 x
=( 3 + 1) ( sin 2 x − cos 2 x )

Therefore, we obtain y ( x) = ( )
3 + 1 ( sin 2 x − cos 2 x ) as the solution of the boundary-value problem.

 
Example 1.4.11. Find a solution to the boundary-value problem y ''+ 4 y = 0; y (0) = 1, y   = 2
2
if the general solution to the differential equation is known to be y ( x ) = c1 sin 2 x + c2 cos 2 x.

Solution. Since y (0) = c1 sin 2(0) + c2 cos 2(0), we must choose c2 = 1 to satisfy the condition
y (0) = 1.

Furthermore,
      
y   = c1 sin 2   + c2 cos 2  
2 2 2
= c1 sin  + c2 cos 
= − c2

 
We must choose c2 = − 2 to satisfy the condition y   = 2.
2

Thus, to satisfy both boundary conditions simultaneously, we must require c 2 to equal one minus two
( c2 = 1 − 2 ) which is impossible. Therefore, there does not exist a solution to this problem.
Example 1.4.12. Determine c1 and c 2 so that y ( x ) = c1 sin 2 x + c2 cos 2 x + 1 will satisfy the
   
conditions y   = 0 and y '   = 2.
8 8

Solution. Note that

     
y  = c1 sin 2   + c2 cos 2   +1
8  8  8 
   
= c1 sin   + c2 cos   + 1
4 4
 2  2
= c1  +c +1
 2  2  2 
   
= 2c1 + 2c2 + 2

 
To satisfy the condition y   = 0 , we require 2c1 + 2c2 + 2 = 0, or equivalent to c1 + c2 = − 2
8

Since y ' = 2c1 cos 2 x − 2c2 sin 2 x,

     
y '  = 2c1 cos 2   − 2c2 sin 2  
8  8  8
   
= 2c1 cos   − 2 c2 sin  
4 4
 2  2
= 2c1   − 2 c2 
 2   2 
   
= 2c1 − 2c2

 
To satisfy the condition y '   = 2, we require 2c1 − 2c2 = 2 or equivalent to c1 − c2 = 1
8
Solving simultaneously to solve c1 and c 2

c1 + c2 = − 2 c1 − c2 = 1

1− 2 −1 − 2
Then c1 =
2
=−
1
2
( )
2 − 1 and c2 =
2
=−
1
2
( 2 +1 )
Example 1.4.13. Determine c1 and c 2 so that y ( x ) = c1e + c2e + 2sin x will satisfy the
2x x

conditions y ( 0 ) = 0 and y ' ( 0 ) = 1.

Solution. Note that

2( 0 )
y ( 0 ) = c1e + c2e 0 + 2 sin ( 0 )
= c1 + c2 + 0

To satisfy the condition y ( 0 ) = 0, we require c1 + c2 = 0

From y ' ( x ) = c1e (2) + c2e + 2cos x = 2c1e + c2e + 2cos x

2x x 2x x

2( 0 )
y ' ( 0 ) = 2c1e + c2e 0 + 2 cos 0
= 2c1 + c2 + 2

To satisfy the condition y ' ( 0 ) = 1, we require 2c1 + c2 + 2 = 1 or equivalent to 2 c1 + c2 = − 1

Solving simultaneously to solve c1 and c 2

c1 + c2 = 0 2 c1 + c2 = − 1

Then c1 = −1 and c2 = 1

Exercises: Elementary Differential Equations, 6th Ed. By

Rainville on pdf page no. 28