Contents

1 Preliminaries of Differential Equations 2

1.1 Differential equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2 Order and Degree . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.3 Classification based on number of independent variables . . . . . . . . . . . . . . . . 3
1.3.1 Ordinary DE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3.2 Partial DE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.4 Classification based on degree . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.4.1 Linear DE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.4.2 Non-linear DE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.5 Solutions of DE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.5.1 Explicit solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.5.2 Implicit solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.5.3 Formal solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.5.4 General and particular solutions . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.5.5 Singular solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.6 Initial and boundary value problems . . . . . . . . . . . . . . . . . . . . . . . . . . 5

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Chapter 1

Preliminaries of Differential Equations

Note: These lecture notes aim to present a clear and crisp presentation of some topics in Ordinary
Differential Equations. Comments/suggestions are welcome on the e-mail: sukuyd@gmail.com to
Dr. Suresh Kumar.

1.1 Differential equation

An equation involving one dependent variable and its derivatives with respect to one or more
independent variables is called a differential equation.

Broadly speaking, differential equations find enormous applications in all areas of science, en-
gineering and other disciplines. For instance, many of the general laws of nature-in physics, chem-
istry, biology, and astronomy-find their most natural expression in the language of differential
equations. In any natural process, the variables involved and their rates of change are connected
with one another by means of the basic scientific principles that govern the process. When this
connection is expressed in mathematical symbols, the result is often a differential equation.

Ex. Suppose we blow air into a balloon that inflates in spherical shape. Then the radius r of
the spherical balloon depends on the amount of air blown into, and is therefore at our discretion.
So we may treat the variable r as the independent variable. We know that surface area S of the
spherical balloon depends on r via the relation S = 4πr2 . So, in this example, r is independent
variable and S is dependent variable. Also, the rate of change of surface area S of balloon with
respect its radius r is given by the equation dS
dr
= 8πr. It is a differential equation that gives us
the rate of change of S with respect to r for any given value of r.

Hereafter, we shall use the abbreviation DE for the phrase ‘differential equation’ and its plural
‘differential equations’ as well.

1.2 Order and Degree

The order of the highest order derivative occurring in a DE is called its order. The power or
exponent of the highest order derivative occurring in the DE is called its degree provided the DE
is made free from radicals or fractions in its derivatives.

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Ex. Order of (y ′′ )3 + 2y ′ + 3y = x is 2 and degree is 3.
Ex. Order of y (4) + 2(y ′ )5 + 3y = 0 is 4 and degree is 1.
Ex. (y ′′′ )1/2 + y ′ = 0 can be rewritten as y ′′′ − (y ′ )2 = 0. So its order is 3 and degree is 1.

1.3 Classification based on number of independent vari-

ables
DE are classified into two categories based on the number of independent variables.

1.3.1 Ordinary DE
A DE involving derivatives with respect to one independent variable is called ordinary DE.
An ordinary DE of order n, in general, can be expressed in the form

f (x, y, y ′ , ......., y (n) ) = 0.

In particular, a first order ordinary DE is of the form

f (x, y, y ′ ) = 0,

while a second order ordinary DE is of the form

f (x, y, y ′ , y ′′ ) = 0.

Ex. y = xy ′ + (y ′ )2 is a first order ordinary DE.

Ex. y ′ + xy + x2 = 0 is a first order ordinary DE.
Ex. (y ′′ )3 + 2y ′ + 3y = x is a second order ordinary DE.

1.3.2 Partial DE
A DE involving partial derivatives with respect to two or more independent variables is called
partial DE.
For example, the well known Laplace equation
∂ 2u ∂ 2u
+ = 0,
∂x2 ∂y 2
is a partial DE, which carries the second order partial derivatives of the dependent variable u(x, y)
with respect to the independent variables x and y.

Note:
Hereafter, we shall talk about ordinary DE only. So DE shall mean ordinary DE unless otherwise
stated.

1.4 Classification based on degree

DE are classified into two categories based on the degree.

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1.4.1 Linear DE
A DE is said to be linear if the dependent variable and its derivatives occur in first degree and are
not multiplied together.
An linear DE of order n can be expressed in the form
a0 (x)y (n) + a1 (x)y (n−1) + ....... + an−1 (x)y ′ + an (x)y = b(x).
where a0 (x) is not identically 0.
For example, y ′′ + 2y ′ + 3y = x is a second order linear DE.

1.4.2 Non-linear DE
If a DE in not linear, then it is said to be non-linear.

Ex. y = xy ′ + (y ′ )2 is a first order non-linear DE as y ′ occurs with degree 2.

Ex. yy ′′ + 4y = 3x2 is a second order non-linear DE as y and y ′′ occur in product in the first term.
Ex. y ′′ + 2y ′ + 3y 2 = 0 is a second order non-linear DE as y occurs with degree 2.

1.5 Solutions of DE
Consider the nth order DE
f (x, y, y ′ , ......., y (n) ) = 0. (1.1)
We define the following types of solutions of (1.1).

1.5.1 Explicit solution

A function g defined on an interval I is said to be an explicit solution of (1.1) on the interval I if
f (x, g, g ′ , ......., g (n) ) = 0 for all x ∈ I.
For example, y = sin x is an explicit solution of the DE y ′′ + y = 0 on (−∞, ∞) since y = sin x
implies that y ′′ + y = − sin x + sin x = 0 for all x ∈ (−∞, ∞).

1.5.2 Implicit solution

A relation h(x, y) = 0 is said to be an implicit solution of (1.1) on an interval I if h(x, y) = 0
yields at least one explicit solution g of (1.1) on I.
′
For example, x2 +y 2 =√1 is an implicit solution 2 2
√ of the DE yy +x = 0 on (−1, 1). For, x +y = 1
yields two functions y = 1 − x2 and y = − 1 − x2 , both of which can be verified to be explicit
solutions of yy ′ + x = 0 on (−1, 1).

1.5.3 Formal solution

A relation h(x, y) = 0 is said to be a formal solution of (1.1) on an interval I if h(x, y) = 0 does
not yield any explicit solution g of (1.1) on I but satisfies (1.1) on I.
For example, x2 + y 2 + 1 = 0 is a formal solution of the DE yy ′ + x = 0. For, the implicit
differentiation of the relation x2 + y 2 + 1 = 0 with respect to x yields the DE yy ′ + x = 0. However,
x2 + y 2 + 1 = 0 gives y 2 = −1 − x2 . So y is not real for any real x. This in turn implies that
x2 + y 2 + 1 = 0 does not yield any explicit solution of the given DE.

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1.5.4 General and particular solutions
A relation h(x, y, c1 , c2 , ....., cn ) = 0, involving n arbitrary constants c1 , c2 ,...., cn , is said to be a
general solution of (1.1) on an interval I if h(x, y, c1 , c2 , ....., cn ) = 0 satisfies (1.1) identically on
I. Note that the number of arbitrary constants in the general solution is equal to the order n of
the DE (1.1). Further, a solution of (1.1) obtained by choosing particular values of the arbitrary
constants is called particular solution of (1.1).
For example, y = c1 sin x + c2 cos x is general solution of the DE y ′′ + y = 0 on (−∞, ∞)
since y = c1 sin x + c2 cos x leads to y ′′ + y = c1 (− sin x + sin x) + c2 (− cos x + cos x) = 0 for all
x ∈ (−∞, ∞). Also, y = sin x is a particular solution of (1.1) as it can be obtained from the
general solution by choosing c1 = 1 and c2 = 0.

1.5.5 Singular solution

A singular solution of (1.1) is a particular solution of (1.1), which can not be obtained from the
general solution h(x, y, c1 , c2 , ....., cn ) = 0 of (1.1) by choosing particular values of the arbitrary
constants c1 , c2 ,...., cn .
For example, y = cx + c2 is general solution of the DE y = xy ′ + (y ′ )2 . It is easy to verify that
y = −x2 /4 is also a solution of this DE. Further, y = −x2 /4 can not be retrieved from y = cx + c2
for any choice of the arbitrary constant c. Hence, y = −x2 /4 is a singular solution of the DE
y = xy ′ + (y ′ )2 .

Note: Considering the types of solutions as discussed above we can say that a solution of (1.1)
is any relation-explicit or implicit- between x and y that does not involve derivatives and satisfies
(1.1) identically.

1.6 Initial and boundary value problems

Consider the nth order DE (1.1). We know that its general solution involves n arbitrary constants.
Therefore, in order to seek a particular solution from the general solution of (1.1), we need to find
the values of n arbitrary constants using n given conditions. If the n given conditions are specified
at a single point say x0 in the form, say

y(x0 ) = b0 , y ′ (x0 ) = b1 , ........, y (n−1) (x0 ) = bn−1 ,

then the DE (1) with these n conditions is said to be an initial value problem (IVP).
On the other hand, if k conditions are specified at one point say x0 while the remaining n − k
points are specified at some other point say x1 , then the DE (1.1) with the given conditions at two
different points is said to be a boundary value problem (BVP).

Ex. y ′ − y = 0, y(0) = 1 is an IVP. The general solution of y ′ − y = 0 is y = c1 ex . So the condition

y(0) = 1 yields c1 = 1. So the solution of the given IVP is y = ex .

Ex. y ′′ −y = 0, y(0) = 1, y ′ (0) = 1 is an IVP. The general solution of y ′′ −y = 0 is y = c1 ex +c2 e−x .

So the conditions y(0) = 1 and y ′ (0) = 1 yield the relations c1 +c2 = 1 and c1 −c2 = 1, respectively.
Solving the two, we get c1 = 1 and c2 = 0. So the solution of the given IVP is y = ex .

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Ex. y ′′ + y = 0, y(0) = 1, y(π/2) = 0 is a BVP. The general solution of y ′′ + y = 0 is y =
c1 sin x + c2 cos x. So the conditions y(0) = 1 and y(π/2) = 0 yield c2 = 1 and c1 = 0, respectively.
So the solution of the given BVP is y = cos x.