Chapter 2

Chapter 2.
Introduction to Differential
Equations
Le Cong Nhan
Faculty of Applied Sciences

HCMC University of Technology and Education
Ngày 12 tháng 2 năm 2022
Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 2. Technology and Education)
Introduction to Differential Equations Ngày 12 tháng 2 năm 2022 1 / 31
Contents
1 Definition and Terminology
2 Initial-Value Problems
3 Differential Equations as Mathematical Models

2.1 Definition and Terminology
Definition 1 (Differential Equations, DEs)

An equation containing the derivatives of one or more dependent variables, with
respect to one or more independent variables, is said to be a differential equation
(DE).
Classification:
(1) Type (loại):

Ordinary differential equation (ODE):
dy d 2x dx dx dy
= 3x 2 + x, +3 + x = sin t, + = 2x + 3y .
dx dt 2 dt dt dt
Partial differential equation (PDE)
∂2u ∂2u ∂u ∂2u ∂u ∂u ∂v

2
+ = 0, = − , = .
∂x ∂y 2 ∂t ∂x 2 ∂x ∂x ∂y

(2) Order (cấp): The order of a differential equation (ODE or PDE) is the order
of the highest derivative in the equation.
dy d 2x dx ∂4u ∂2u
= 3x 2 + x, +3 + x = sin t, 2 + =0
dx dt 2 dt ∂x 4 ∂t 2
An nth-order ODE can be expressed by the general form (dạng tổng quát)

F x, y , y 0 , ..., y (n) = 0, (1)
or by the normal form (dạng chuẩn)
d ny
0 (n−1)

= f x, y , y , ..., y . (2)
dx n

(3) Linearity (Tính tuyến tính): The nth-order linear ODE
d ny d n−1 y dy
an (x) n
+ an−1 (x) n−1 + · · · + a1 (x) + a0 (x)y = g (x). (3)
dx dx dx
Examples for linear equations
d 3y dy
(y − x)dx + 4xdy = 0, y 00 − 2y 0 + y = 0, x3 + 3x − 5y = e x .
dx 3 dx
and nonlinear equations
d 2y d 4y
(1 − y )y 0 + 2y = e x , + sin y = 0, + y 2 = 0.
dx 2 dx 4

Definition 2 (Solution of an ODE)
A solution of an nth-order ordinary differential equation (1) is a function φ that
possesses at least n derivatives and

F x, φ(x), φ0 (x), ..., φ(n) (x) = 0 for all x ∈ I . (4)
Terminology:
Interval of definition (Domain of solution)
Solution curve
Explicit and Implicit Solutions
Families of solutions
Singular solution
Systems of differential equations

Example 3
The function y = − x1 is a solution of the differential equation
xy 0 + y = 0
on the interval (−∞, 0) or (0, ∞).
Domain of the function y = − x1 is D = R\{0}

Interval of definition I = (−∞, 0) or I = (0, ∞).
Distinguish function and solution.

Example 4
The relation x 2 + y 2 = 25 is an implicit solution of the differential equation
dy x
=− (5)
dx y
on the interval I = (−5, 5). This is because we can find at least one function
y = y (x) that satisfies the relation x 2 + y 2 = 25 and the equation on I = (−5, 5).
More precisely, there are two functions
p p
y = 25 − x 2 and y = − 25 − x 2 (explicit solutions)
Remark:
The relation x 2 + y 2 − c = 0 satisfies (5) for any constant c. However, it is
understood that the relation should always make sense in the real number
system.

Example 5
2
The one-parameter family y = 14 x 2 + c is a one-parameter family of
solutions of the differential equation
dy 1
= xy 2 (6)
dx
on the interval (−∞, ∞).
General solution: (nghiệm tổng quát)

2
y = 41 x 2 + c
Particular solution: (nghiệm đặc biệt)
1 4
y= 16 x by choosing c = 0.
Singular solution: (nghiệm kỳ dị) y = 0.

2.2 Initial-Value Problems
On some interval I containing x0 , the problem
d ny
Solve : n
= f x, y , y 0 , ..., y (n−1)
dx (7)
0 (n−1)
Subject to : y (x0 ) = y0 , y (x0 ) = y1 , ..., y (x0 ) = yn−1 ,
where y0 , y1 , ..., yn−1 are arbitrarily specified real constants, is called an initial-value
problem (IVP).
First-order initial-value problems:

dy
Solve : = f (x, y )
dx (8)
Subject to : y (x0 ) = y0 ,
Hình: First-order IVP

Second-order initial-value problems:
d 2y
Solve : = f (x, y , y 0 )
dx 2
Subject to : y (x0 ) = y0 , y 0 (0) = y1
Hình: Second-order IVP

Example 6
Let y = ce x be the one-parameter family of solutions of the simple first-order
equation y 0 = y on the interval (−∞, ∞).
Then the function y = 3e x is a solution

of the initial-value problem
y0 = y, y (0) = 3. (9)
and the function y = −2e x−1 is a solution

of the initial-value problem
y0 = y, y (1) = −2. (10)
Hình: Solutions of IVPs

Let y = 1/(x 2 + c) be a one-parameter family of
solutions of the first-order equation
y 0 + 2xy 2 = 0.
Imposing the initial condition y (0) = −1 then

1
y= .
x2 −1
We distinguish the following:
a function with domain R\{±1}.
a solution of y 0 + 2xy 2 = 0 on the intervals
(−∞, −1), (−1, 1) and (1, ∞).
a solution of the initial-value problem
y 0 + 2xy 2 = 0, y (0) = −1
on interval of definition I = (−1, 1).

Existence and Uniqueness
Consider an initial-value problem
d ny
0 (n−1)

= f x, y , y , ..., y
dx n
y (x0 ) = y0 , y 0 (x0 ) = y1 , ..., y (n−1) (x0 ) = yn−1 ,
There are two fundamental questions:
Does a solution of the problem exist? If a solution exists, is it unique?
1 4
The functions y = 0 and y = 16 x are
two solutions of the IVP
dy
= xy 1/2 , y (0) = 0. (11)
dx
Hình: Two solutions of the same IVP
Consider the first-order initial-value problems:
dy
= f (x, y )
dx (12)
y (x0 ) = y0 ,
Hình: Rectangular region R
Theorem 7 (Existence of a Unique Solution)

Let R be a rectangular region containing (x0 , y0 ) in its interior given by
R = {(x, y ) : a ≤ x ≤ b, c ≤ y ≤ d} .
If f (x, y ) and ∂f /∂y (x, y ) are continuous on R, then there exists some interval
I0 : (x0 − h, x0 + h) ⊂ [a, b], (h > 0) and a unique function y (x) defined on I0 that
is a solution of the initial-value problem (12).

Example 8
By using Theorem 7 prove that the IVP
dy
= xy 1/2 , y (2) = 1 (13)
dx
has a unique solution on I = (2 − h, 2 + h) for all h > 0.

2.3 Differential Equations as Mathematical Models
A mathematical model is a mathematical description (often by means of a function

or an equation) of a real-world phenomenon. such as:
the size of a population
the demand for a product
the speed of a falling object, etc.
Hình: The modeling process

Population Dynamics
How to model human population growth? The size of population at the time t?
Mathematical model
Variables: P(t) denotes the total population at time t.
Assumptions and hypotheses:
Thomas Malthus’s rule (1978): The rate at which a population of a
country grows at a certain time is proportional to the total population of the
country at that time.
Then P holds
dP
= kP, (14)
dt
where k is a constant of proportionality.

Radioactive Decay
The amount of the radioactive substance remaining at time t?
Mathematical model
Variables: A(t) is the amount of the substance remaining at time t.
The rate dA/dt at which the nuclei of a substance decays is proportional to
the amount (more precisely, the number of nuclei) A(t) of the substance
remaining at time t.
Then A holds
dA
= kA, (15)
dt
where k is a constant of proportionality.

Newton’s Law of Cooling/Warming
The temperature of a body at time t?
Mathematical model
Variables: T (t) the temperature of a body at time t.
Newton’s empirical law of cooling/warming: The rate at which the
temperature of a body changes is proportional to the difference between the
temperature of the body and the temperature of the surrounding medium.
Then T holds
dT
= k(T − Tm ), (16)
dt
where Tm is the temperature of the surrounding medium.

Spread of a Disease
A spreading disease, (for example, a flu virus) is spread throughout a community

by people coming into contact with other people?
Mathematical model
Variables: Let x(t) denote the number of people who have contracted the
disease and y (t) the number of people who have not yet been exposed.
The rate dx/dt at which the disease spreads is proportional to the number of
encounters or interactions between these two groups of people. Then x holds
dx
= kxy , (17)
dt
where k is the usual constant of proportionality.

Chemical Reactions
The amount of substance A remaining at any time?
Mathematical model
Variables: X (t) is the amount of substance A remaining at t.
If the molecules of substance A decompose into smaller molecules, it is a
natural assumption that the rate at which this decomposition takes place is
proportional to the amount of the first substance that has not undergone
conversion. So we get
dX
= kX .
dt

Mixtures
Suppose that a large mixing tank initially holds 300 gallons of brine (that is, water
in which a certain number of pounds of salt has been dissolved). Another brine
solution is pumped into the large tank at a rate of 3 gallons per minute; the
concentration of the salt in this inflow is 2 pounds of salt per gallon. When the
solution in the tank is well stirred, it is pumped out at the same rate as the
entering solution. Find the amount of salt (measured in pounds) in the tank at
time t?
The amount of salt A(t) in the tank at

time t holds:
dA A
= Rin − Rout = 6 − . (18)
dt 100

Draining a Tank
Suppose a tank filled with water is allowed to drain through a hole under the
influence of gravity. We would like to find the depth h of water remaining in the
tank at time t.
Torricelli’s law: the speed v of efflux of water

through a sharp-edged hole at the bottom of a
tank filled to a depth h is the same as the speed
that a body (in this case a drop of water) would
acquire in falling freely from a height h; that is,
p
v = 2gh,
where g is the acceleration due to gravity. This

last expression comes from the equation
Hình: Water draining from a tank kinetic energy = potential energy
that is, 12 mv 2 = mgh.

Series Circuits
Consider the single-loop LRC-series circuit containing an inductor, resistor, and

capacitor.
The current in a circuit after a switch is closed is denoted by i(t) and the charge
on a capacitor at time t denoted by q(t).
Voltage drops across
di
an inductor L: henrys, (h) is L dt .
a resistor R: ohms, (Ω) is iR.
1
a capacitor C : farads, (f) is C q.
Kirchhoff’s second law:

Hình: LRC-series circuit di 1 dq
E (t) = L + iR + q, where i = .
dt C dt

Falling Bodies
Now suppose a rock is tossed upward from a roof of a building. What is the
position s(t) of the rock relative to the ground at time t?
Assume that the upward direction is positive,

then by Newton’s second law of motion gives
d 2s d 2s
m = −mg or = −g
dt 2 dt 2
This is because the net force is F = F1 = −W
and the magnitude of the weight is W = mg .
Hình: Position of rock measured
from ground level

Falling Bodies and Air Resistance
Now suppose a feather is dropped from a roof of a building. What is the position
s(t) of the feather relative to the ground at time t?
Assume that the downward direction is positive,

then by Newton’s second law of motion the
net force acting on the mass is
F = F1 + F2 = mg − kv
where the weight F1 = mg and air resistance

F 2 = −kv is a force, called viscous damping, or
drag.
Hình: Falling body of mass m

Suspended Cables
Suppose a flexible cable, wire, or heavy rope is suspended between two vertical
supports, for example: telephone wire, suspension bridge, etc. Our goal is to
construct a mathematical model that describes the shape that such a cable
assumes.
Hình: Telephone wire Hình: Suspension bridge

Let us examine only a portion or element of the cable between its lowest point
P1 and any arbitrary point P2 .
the tensions T1 and T2 in the cable with
magnitude T1 = |T1 | and T2 = |T2 |
T1 = −T1 i, T2 = T2 cos(θ)i + T2 sin(θ)j
the portion W of the total vertical load

between the points P1 and P2 with
magnitude W = |W|.
Hình: Element of cable W = −W j
Because of static equilibrium, we obtain
T1 = T2 cos(θ), W = T2 sin(θ)
Since dy /dx = tan(θ), we arrive at
dy W
= . (19)
dx T1

Parabolic cable
The vertical load is only a uniform roadbed distributed along the horizontal axis
(e.g. Suspension bridge). In other words, it is assumed that the weight of all
cables is negligible in comparison to the weight of the roadbed.
If the weight per unit length of the roadbed (say, pounds per horizontal foot) is a
constant ρ and x is the horizontal distance of P1 P2 , then W = ρx. This gives us
dy ρ
= x. (20)
dx T1
Hình: Shape of a cable Hình: Suspension bridge

Catenary cable
The shape of a uniform flexible cable hanging under its own weight, such as a wire
strung between two telephone posts, electric wire. The vertical load is now
distributed uniformly along the length of the cable.
If ρ is the linear density of the wire (measured, say, in lb/ft) and s is the length of
the segment P1 P2 , then
W = ρs, (21)
where the arc length between points P1 and P2 is given by

s
Z x 2
dy
s= 1+ dx.
0 dx
This leads to the the nonlinear second-order equation

s
2
d 2y ρ ds d 2y ρ dy
2
= or 2
= 1+ . (22)
dx T1 dx dx T1 dx


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Chapter 2

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Chapter 2.

Faculty of Applied Sciences

Ngày 12 tháng 2 năm 2022

Le Cong Nhan (Faculty of Applied Sciences HCMC University

1 Definition and Terminology

3 Differential Equations as Mathematical Models

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Definition 1 (Differential Equations, DEs)

(1) Type (loại):

∂2u ∂2u ∂u ∂2u ∂u ∂u ∂v

Le Cong Nhan (Faculty of Applied Sciences HCMC University

or by the normal form (dạng chuẩn)

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Le Cong Nhan (Faculty of Applied Sciences HCMC University

on the interval (−∞, 0) or (0, ∞).

Domain of the function y = − x1 is D = R\{0}

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Le Cong Nhan (Faculty of Applied Sciences HCMC University

General solution: (nghiệm tổng quát)

Le Cong Nhan (Faculty of Applied Sciences HCMC University

First-order initial-value problems:

Hình: First-order IVP

Subject to : y (x0 ) = y0 , y 0 (0) = y1

Hình: Second-order IVP

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Then the function y = 3e x is a solution

and the function y = −2e x−1 is a solution

y0 = y, y (1) = −2. (10)

Hình: Solutions of IVPs

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Imposing the initial condition y (0) = −1 then

on interval of definition I = (−1, 1).

Le Cong Nhan (Faculty of Applied Sciences HCMC University

y (x0 ) = y0 , y 0 (x0 ) = y1 , ..., y (n−1) (x0 ) = yn−1 ,

There are two fundamental questions:

Does a solution of the problem exist? If a solution exists, is it unique?

Hình: Rectangular region R

Theorem 7 (Existence of a Unique Solution)

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Le Cong Nhan (Faculty of Applied Sciences HCMC University

A mathematical model is a mathematical description (often by means of a function

Hình: The modeling process

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Le Cong Nhan (Faculty of Applied Sciences HCMC University

The amount of the radioactive substance remaining at time t?

Le Cong Nhan (Faculty of Applied Sciences HCMC University

The temperature of a body at time t?

Le Cong Nhan (Faculty of Applied Sciences HCMC University

A spreading disease, (for example, a flu virus) is spread throughout a community

Le Cong Nhan (Faculty of Applied Sciences HCMC University

The amount of substance A remaining at any time?

Le Cong Nhan (Faculty of Applied Sciences HCMC University

The amount of salt A(t) in the tank at

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Torricelli’s law: the speed v of efflux of water

where g is the acceleration due to gravity. This

Hình: Water draining from a tank kinetic energy = potential energy

that is, 12 mv 2 = mgh.

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Consider the single-loop LRC-series circuit containing an inductor, resistor, and

Kirchhoff’s second law:

Le Cong Nhan (Faculty of Applied Sciences HCMC University