Differential Equations

CSSS2763 : LN 01
Fall 2021

Section 1.1:
Definitions and Terminology

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 Definitions and Terminology

Differential Equation (DE):

An equation that contains derivatives of one or more unknown functions (or dependent
variables), with respect to one or more independent variables.

Classification of Differential Equations:

1. Classification by Type
2. Classification by Order
3. Classification by Linearity

Classification by Type
Ordinary Differential Equations (ODE) Partial Differential Equations (PDE)

One independent variable Two or more independent variables

Example 1: Page 2
𝑑𝑦 𝜕𝑢 𝜕𝑢
+ 5𝑦 = 𝑒 𝑥 =−
𝑑𝑥 𝜕𝑦 𝜕𝑥

𝑑 2 𝑦 𝑑𝑦 𝜕2𝑢 𝜕2𝑢
− + 6𝑦 = 0 + =0
𝑑𝑥 2 𝑑𝑥 𝜕𝑥 2 𝜕𝑦 2
𝑑𝑦 𝑑𝑥 𝜕 2 𝑢 𝜕 2 𝑢 𝜕𝑢
+ = 2𝑥 + 𝑦 = −
𝑑𝑡 𝑑𝑡 𝜕𝑥 2 𝜕𝑡 2 𝜕𝑡

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 Classification by Order
The order of a differential equation is the order of the highest derivative in the equation.

𝑑𝑦
+ 5𝑦 = 𝑒 𝑥 is a first-order ODE
𝑑𝑥

𝑑 2 𝑦 𝑑𝑦
− + 6𝑦 = 0 is a second-order ODE
𝑑𝑥 2 𝑑𝑥

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𝑑2 𝑦 𝑑𝑦 is a second-order ODE
2
+5 − 4𝑦 = 𝑒 𝑥
𝑑𝑥 𝑑𝑥

𝜕𝑢 𝜕𝑢 is a first-order PDE
=−
𝜕𝑦 𝜕𝑥

𝜕 2 𝑢 𝜕 2 𝑢 𝜕𝑢
= − is a second-order PDE
𝜕𝑥 2 𝜕𝑡 2 𝜕𝑡

Classification by Linearity

The linear ODE: The dependent variable 𝑦 and all its derivatives 𝑦′, 𝑦′′, . . . , 𝑦 (𝑛) are of the first
degree, that is, the power of each term involving 𝑦 all its derivatives is 1.

The 𝒏th-order linear equation:

𝑎𝑛 𝑥 𝑦 (𝑛) + 𝑎𝑛−1 𝑥 𝑦 (𝑛−1) + ⋯ + 𝑎1 𝑥 𝑦′ + 𝑎0 𝑥 𝑦 = 𝑔 𝑥
The coefficients 𝑎0 𝑎1 , . . . , 𝑎𝑛 depend at most on the independent variable 𝑥.

𝑑𝑦
𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 𝑔 𝑥 is a linear first -order differential equation
𝑑𝑥

𝑑2𝑦 𝑑𝑦 is a linear second-order differential equation

𝑎2 (𝑥) + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 𝑔 𝑥
𝑑𝑥 2 𝑑𝑥

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 Example 2: Page 4
𝑦 − 𝑥 𝑑𝑥 + 4𝑥𝑑𝑦 = 0 is a first-order linear ordinary differential equation

𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0 is a second-order linear ordinary differential equation

𝑑3𝑦 𝑑𝑦 is a third-order linear ordinary differential equation

𝑥3 3
+𝑥 − 5𝑦 = 𝑒 𝑥
𝑑𝑥 𝑑𝑥

(1 − 𝑦)𝑦 ′ + 2𝑦 = 𝑒 𝑥 is a first-order nonlinear ordinary differential equation

𝑑2 𝑦 is a second-order nonlinear ordinary differential equation

+ sin 𝑦 = 0
𝑑𝑥 2

𝑑4 𝑦 is a fourth-order nonlinear ordinary differential equation

+ 𝑦2 = 0
𝑑𝑥 4

Forms of Differential Equations

General Form of DEs: 𝑓 𝑥, 𝑦, 𝑦 ′ , 𝑦 ′′ , … , 𝑦 𝑛 =0

𝑑𝑦 𝑑4𝑦
𝑦 − 𝑥 + 4𝑥 = 0, 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0, + 𝑦2 = 0
𝑑𝑥 𝑑𝑥 4

Normal Form of DEs: 𝑦 𝑛 = 𝑓 𝑥, 𝑦, 𝑦 ′ , 𝑦 ′′ , … , 𝑦 𝑛−1

𝑑𝑦 𝑦−𝑥 𝑑4𝑦
=− , 𝑦 ′′ = 2𝑦 ′ − 𝑦, = −𝑦 2
𝑑𝑥 4𝑥 𝑑𝑥 4

Differential Form of the first order DE: 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0

𝑦 − 𝑥 𝑑𝑥 + 4𝑥𝑑𝑦 = 0, 2𝑦 − 𝑒 𝑥 𝑑𝑥 + 1 − 𝑦 𝑑𝑦 = 0

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 Solution of an DE

Definition:
Any function 𝜑, defined on an interval 𝐼 and possessing at least 𝑛 derivatives that are
continuous on 𝐼, which when substituted into an 𝑛th-order ordinary differential equation
reduces the equation to an identity, is said to be a solution of the equation on the interval.

One way of verifying that the given function is a solution is to see, after substituting, whether
each side of the equation is the same for every 𝑥 in the interval.

Example 5: Page 7
Verify that the given function is a solution of the given differential equation on 𝑅.
𝑑𝑦 1 4
𝑎 = 𝑥𝑦1/2 , 𝑦= 𝑥 𝑏 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0, 𝑦 = 𝑥𝑒 𝑥
𝑑𝑥 16
Solution:
𝑑𝑦
(a) Substitute in the DE: = 𝑥𝑦1/2
𝑑𝑥
The left-hand side:

𝑑𝑦 𝑑 1 4 1 1
= 𝑥 = (4𝑥 3 ) = 𝑥 3
𝑑𝑥 𝑑𝑥 16 16 4
The right-hand side:
𝟏/𝟐
1 4 1 2 1
𝑥𝑦1/2
=𝑥 𝑥 =𝑥 𝑥 = 𝑥3
16 4 4
We see that each side of the equation is the same for every real number 𝑥.

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 Example 5: Page 7 Continued …
Verify that the given function is a solution of the given differential equation on 𝑅.
𝑑𝑦 1 4
𝑎 = 𝑥𝑦1/2 , 𝑦= 𝑥 𝑏 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0, 𝑦 = 𝑥𝑒 𝑥
𝑑𝑥 16
Solution:
(b) From the derivatives:
𝑑 𝑑
𝑦′ = 𝑥𝑒 𝑥 = 𝑥𝑒 𝑥 + 𝑒 𝑥 , 𝑦 ′′ = 𝑥𝑒 𝑥 + 𝑒 𝑥 = 𝑥𝑒 𝑥 + 2𝑒 𝑥
𝑑𝑥 𝑑𝑥
Substitute in the DE: 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0
The left-hand side:
𝑦 ′′ − 2𝑦 ′ + 𝑦 = 𝑥𝑒 𝑥 + 2𝑒 𝑥 − 2 𝑥𝑒 𝑥 + 𝑒 𝑥 + 𝑥𝑒 𝑥
= 2𝑥𝑒 𝑥 + 2𝑒 𝑥 − 2𝑥𝑒 𝑥 − 2𝑒 𝑥 = 0
The right-hand side: 0.
We see that each side of the equation is the same for every real number 𝑥.

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Exercise 2, 3, 5, 7: Page 12
State the order of the given ordinary differential equation. Determine whether the equation is
linear or nonlinear.
Solution:

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𝑑3𝑦 𝑑𝑦 Third order, and nonlinear DE.
2. 𝑥 3
− +𝑦 =0
𝑑𝑥 𝑑𝑥

3. 𝑡 5 𝑦 (4) − 𝑡 2 𝑦 ′′ + 6𝑦 = 0 Fourth order, and linear DE.

2
𝑑2𝑦 𝑑𝑦 Second order, and nonlinear DE.
5. = 1+
𝑑𝑥 2 𝑑𝑥

7. (sin 𝜃) 𝑦 ′′′ − cos 𝜃 𝑦′ = 2 Third order, and linear DE.

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 Exercise 12: Page 12
Verify that the given function is a solution of the given differential equation on 𝑅.
𝑑𝑦 6 6 −20𝑡
+ 20𝑦 = 24, 𝑦= − 𝑒
𝑑𝑡 5 5
Solution:
From the derivative:

𝑑 6 6 −20𝑡 6
𝑦′ = − 𝑒 = − −20𝑒 −20𝑡 = 24𝑒 −20𝑡
𝑑𝑡 5 5 5
The left-hand side:

𝑑𝑦 6 6 −20𝑡
+ 20𝑦 = −24𝑒 −20𝑡 + 20 − 𝑒 = 24𝑒 −20𝑡 + 24 − 24𝑒 −20𝑡 = 24
𝑑𝑡 5 5
The right-hand side: 24.
We see that each side of the equation is the same for every real number 𝑥.

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Exercise 36: Page 13

Find the values of 𝑚 so that the function 𝑦 = 𝑥 𝑚 is a solution of the given differential equation
𝑥 2 𝑦 ′′ − 7𝑥𝑦 ′ + 15𝑦 = 0

Solution:
𝑦 = 𝑥𝑚
By differentiation we have,
𝑦 ′ = 𝑚𝑥 𝑚−1
𝑦′′ = 𝑚(𝑚 − 1)𝑥 𝑚−2
Therefore, by substituting in the DE, 𝑥 2 𝑦 ′′ − 7𝑥𝑦 ′ + 15𝑦 = 0, we obtain
𝑥 2 𝑚 𝑚 − 1 𝑥 𝑚−2 − 7𝑥 𝑚𝑥 𝑚−1 + 15𝑥 𝑚 = 0
𝑚 𝑚 − 1 𝑥 𝑚 − 7𝑚𝑥 𝑚 + 15𝑥 𝑚 = 𝑚 𝑚 − 1 − 7𝑚 + 15 𝑥 𝑚 = 0
so
𝑚 𝑚 − 1 − 7𝑚 + 15 = 0 ⇒ 𝑚2 − 8𝑚 + 15 = 0
⇒ 𝑚 = 3, 𝑜𝑟 𝑚=5

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