Introductory Course On Differential Equations - (Chapter 0)

Chapter 0
INTRODUCTION TO ORDINARY
DIFFERENTIAL EQUATIONS
0.1. Preliminaries and Definitions

Differential Equation (DE). An equation involving derivatives or, differentials of
one or, more dependent variables (usually unknown functions) with respect to one or,
more independent variables is known as differential equation (DE). For example, the
followings
ydy + xdx = 0 (0.1)

dy dy 2
y =x +a (0.2)
dx dx
dy dy 2
y=x +a 1+ (0.3)
dx dx
d2 y
+y =0 (0.4)
dx2
d2 y dy
x2 2 + x − y = x2 ex (0.5)
dx dx
d2 y dy 2
y 2+ =1 (0.6)
dx dx
d3 y d2 y dy
3
+ cos x 2
− 2 sin x − y cos x = sin 2x (0.7)
dx dx dx
Copyright © 2014. Alpha Science International. All rights reserved.
are all differential equations.

Ordinary Differential Equation (ODE). A differential equation involving ordinary
derivatives of one or, more dependent variables with respect to a single independent
variable is called an ordinary differential equation (ODE). For examples, the above
equations (0.1)-(0.7) are ordinary differential equations. The most general ordinary dif-
ferential equation of n-th order in the dependent variable y and independent variable x
is dy d2 y dn y
F x, y, , 2 , · · · , n = 0, (0.8)
dx dx dx
where F is a known function of its arguments.
Order of a Differential Equation. The order of the highest derivative involved
in a differential equation is called the order of the differential equation. For examples,
the ordinary differential equations (0.1)-(0.3) are of first order, the ordinary differential
equations (0.4)-(0.6) are of second order and equation (0.7) is of third order.
Gorain, Ganesh Chandra. Introductory Course on Differential Equations, Alpha Science International, 2014. ProQuest Ebook Central,
http://ebookcentral.proquest.com/lib/inflibnet-ebooks/detail.action?docID=5426845.
Created from inflibnet-ebooks on 2020-01-19 20:37:46.
2 Differential Equations
Degree of a Differential Equation. The degree of a differential equation is the

positive integral index of the highest power of the highest order derivative involved in
the differential equation after it has been made free from radicals and fractions as far
as derivatives and dependent variables are concerned. For examples, the differential
equations (0.1), (0.4)-(0.7) are of degree one whereas equations (0.2)-(0.3) are of degree
two.
Remark 0.1. The mathematical definition of degree as suggested above is

quite unimpressive. The concept of degree cannot be attributed to all differ-
dy dy
d2 y
ential equations. For example, sin + 5e dx − 3 cos 2 2 = 0 has no degree.
dx dx
It is extremely difficult to conclude whether a given differential equation can
be expanded as a polynomial in the derivatives involved.
Linear and Non-linear Ordinary Differential Equations. An ordinary differential

equation is called linear, if every dependent variable and every derivative involved occur
in the first power only and there cannot be any term involving the function of these oth-
er than addition of some constant multiplication, after making the equation rationalized
and freed from fractions. Consequently, the coefficients of the terms of a linear differen-
tial equation are either constants or, functions of the independent variable. The linear
ordinary differential equation of order n in the dependent variable y and independent
variable x can be expressed in the form
dn y dn−1 y dy
a0 (x) n
+ a 1 (x) n−1
+ · · · + an−1 (x) + an (x)y = b(x), (0.9)
dx dx dx
where a0 (x) is not identically zero. A differential equation which is not linear is known
as non-linear differential equation. For example, the differential equations (0.1), (0.4),
(0.5) and (0.7) are linear ordinary differential equations, whereas equations (0.2), (0.3)
and (0.6) are non-linear ordinary differential equations.
Example 0.1. Find the order and degree of the differential equation
dy 2 32
d2 y
=2 1+ .
dx2 dx
Also examine, whether it is linear or, non-linear.

Solution : The given differential equation after making from radicals can be expressed as
d 2 y 2 dy 2 3
=4 1+ .
dx2 dx
Chapter 0 : Introduction to Ordinary Differential Equations 3
d2 y
The highest order derivative involved in this differential equation is . Thus its order
dx2
is two.
d2 y
The power of is 2. So degree of the differential equation is also two.
dx2
dy d2 y
Due to the square or, product terms of or, , the given differential equation is
dx dx2
non-linear.
Exercise - 0.1
Find the order and degree of each of the following differential equations. Also
examine, whether it is linear or, non-linear. [Answers]
dy √
(i) + 2 xy = sin 2x. [order = 1, degree = 1, linear]
dx
dy √
(ii) + 5 sin y = 4 x. [order = 1, degree = 1, non-linear]
dx
dy 2
(iii) y+ = 1 + x. [order = 1, degree = 2, non-linear]
dx
d2 y dy √ x
(iv) + 3 log x + 5e y = 6 cos x. [order = 2, degree = 2, linear]
dx2 dx
√ dy dx
(v) 2y = 3x + . [order = 1, degree = 2, non-linear]
dx dy
d2 y 3
2 dy
+ y 4 = x5 .
(vi) + x [order = 2, degree = 1, non-linear]

dx2 dx
dy 2 32
d2 y
(vii) =2 1+ . [order = 2, degree = 2, non-linear]
dx2 dx
d2 d2 y − 32
(viii) = 0. [order = 4, degree = 1, non-linear]
dx2 dx2
dy 2 1
(ix) + 5y 3 = x. [order = 1, degree = 6, non-linear]
dx
d2 y 2 d3 y 3
3 2
(x) 2
+ 3
= 0. [order = 3, degree = 9, non-linear]
dx dx
Solution/Primitive/Integral of a Differential Equation. Any relation between

the dependent and independent variables of a differential equation on an interval I, not
involving any derivative which when substituted in the differential equation reduces to
an identity on I, is called a solution or, a primitive or, an integral of the differential
equation on that interval I. As the problem of finding solutions of a differential equation

is more or, less extension of ordinary problem of integration, the solutions of a differential
equation are known as the integrals of the equation. A function φ, defined in an interval
I is a solution of the general n-th order differential equation (0.8), if φ(x) is n times
differential on I, and φ and its derivatives satisfies (0.8), that means,

F x, φ(x), φ (x), · · · , φ(n) (x) = 0 for every x ∈ I. (0.10)
√
For example, y = 1 − x2 is a solution of the differential equation (0.1) on the interval
√
(−1, 1) ; y = a2 − x2 is a solution of the differential equation (0.1) as well as the
equation (0.3) defined on the interval (−a, a) for every a > 0. y = 34 x + 54 a, is also a
solution of the differential equation (0.3) for every x ∈ R. Again, y = sin x and y = cos x
are solutions of the differential equation (0.4); y 2 = 4ax and y = x + a are solutions of
√
the differential equation (0.2) and y = x and y = 1 + x2 are solutions of the differential
equation (0.6) for every x ∈ R.
General Solution/Complete Primitive/Complete Integral. A solution of an
ordinary differential equation which contains as many independent arbitrary constants
as the order of the differential equation is called the general solution or, the complete
solution or, the complete integral or, the complete primitive of the ordinary differ-
√
ential equation. For example, y = c2 − x2 is the general solution or, complete integral
of the differential equation (0.1); y = cx + a/c is the general solution of the differential
√
equation (0.2) and y = cx + a 1 + c2 is the general solution of the differential equation
(0.3) in every x ∈ R, where c is an arbitrary constant. Again y = c1 sin x + c2 cos x is
1
the general solution of differential equation (0.4); y = c1 x + c2 x−1 + (2 − x−1 )e2x is
8
the general solution of differential equation (0.5) and y 2 = c1 + c2 x + x2 is the general
solution of differential equation (0.6), where c1 , c2 are two arbitrary constants.
Particular Solution/Particular Integral (P.I.). Any solution obtained from the
general solution of a differential equation by assigning particular values to one or, more
arbitrary constants involved in the general solution is called a particular solution or,
a particular integral (P. I.) of the differential equation. For example, y = x + a
√
is a particular solution of the differential equation (0.2); y = x + a 2 and y = a are
particular solutions of the differential equation (0.3); y = sin x and y = sin x + cos x
are particular solutions of differential equation (0.4); y = x and y = −x are particular
solutions of differential equation (0.6) for every x ∈ R.
Singular Solution. A solution of a differential equation which is neither a general
solution nor a particular solution is called a singular solution of the differential equa-
tion. That means, solutions which are free from any arbitrary constant and those are not
included in the general solution of a differential equation are known as singular solutions.
For example, y 2 = 4ax is the singular solution of the differential equation (0.2) for x > 0
and x2 + y 2 = a2 is the singular solution of the differential equation (0.3) on (−a, a) for
a > 0.
Remark 0.2. Geometrically, the complete primitive or, the general solu-
tion of an ordinary differential equation represents the family or, the group
of curves which have the common property satisfying the given differential
equation. A particular solution of a differential equation is a particular curve
or, a particular class of curves of this family. On the other hand, a singular
solution of a first order and higher degree ordinary differential equation is
always an envelope of a one-parameter family of solution curves.
Example 0.2. Show that x2 +4y = 0 is a solution of the differential equation

dy 2 dy
+x − y = 0.
dx dx
Solution : Given that,

x2 + 4y = 0. (1)
dy
Differentiating (1) with respect to x, we obtain 2x + 4 = 0, from which we get
dx
dy x
=− . (2)
dx 2
Given differential equation is

dy 2 dy
+x − y = 0. (3)
dx dx
dy
Substituting the value of from (2) into the L.H.S. of (3), we have
dx
x2 x2
− −y
4 2
x2
= −( + y)
4
x2 + 4y
= − =0 using (1).
4
Hence, (1) is a solution of the differential equation (3).
Exercise - 0.2
Show that each defined in the left column is a solution of the corresponding
ordinary differential equation in the right column.
dy
(i) y + x + 1 = 0 (y − x) − (y 2 − x2 ) = 0
dx
a d2 t 2 dt
(ii) t = + b 2
+ =0
r dr r dr
dy 2 dy
(iii) x2 + 4y = 0 +x −y =0
dx dx
dy dy 2
(iv) y 2 = 2x − 1 y = 2x − y
dx dx
dy
dy 2 4
(v) 4x2 y + 1 = 0 y+x = x
dx dx
c du du 2
(vi) u = + c2 u+x = x4
x dx dx
x
2 2 dy
(vii) y = ex e−t dt = 2xy + 1.
0 dx
d2 y
(viii) y = c cos(ax + b) + a2 y = 0
dx2
d2 y dy
(ix) y = x2 + (x − 1)ex x2 2 − x = x3 ex
dx dx
x4 d3 y dy
(x) y + 3x2 + =0 3
− = x3
4 dx dx
Linear Dependence and Linear Independence of Functions. The n functions
f1 , f2 , · · · , fn are called linearly dependent on an interval I, if there exists constants

c1 , c2 , · · · , cn not all zero ( i.e., at least one of them being non-zero), such that
c1 f1 + c2 f2 + · · · · · + cn fn = 0 for all x in I. (0.11)
On the other hand, the n functions f1 , f2 , · · · , fn are called linearly independent on

an interval I, if they are not linearly dependent there. That means, the n functions
f1 , f2 , · · · , fn are will be linearly independent on I, if for any x ∈ I, the identity
c1 f1 (x) + c2 f2 (x) + · · · · · + cn fn (x) = 0 (0.12)
implies that
c1 = c2 = · · · · · = cn = 0. (0.13)
For example, sin x and 3 sin x are linearly dependent on any interval I, because there
exists constants c1 (= 3) and c2 (= −1) both are non-zero such that c1 (sin x)+c2 (3 sin x) =
0 for every x ∈ R. The functions x and x2 are linearly independent on any interval I ⊆ R,
because c1 x + c2 x2 = 0 implies c1 = 0 and c2 = 0 for any real x. If we differentiate,
c1 x + c2 x2 = 0 with respect to x, then we have c1 + 2c2 x = 0, which is hold for all real x
in I. These two simultaneous equations yields c1 = 0 and c2 = 0.
Wronskian. The Wronskian [after Polish mathematician J. M. Hoëné Wronski
(1778 – 1853)] of n functions f1 , f2 , · · · , fn , each (n−1)-times differentiable on an interval
I, is defined as the function given by the determinant

f1 f2 ··· fn

f (1) f2
(1)
··· fn
(1)
1

W (f1 , f2 , · · · , fn ) := · · · ··· ··· · · · , (0.14)

··· ··· ··· · · ·

(n−1) (n−1) (n−1)
f1 f2 · · · fn
dj fi
(j)
where for every x ∈ I, fi (x) = for i = 1, 2, · · · , n and j = 1, 2, · · · , n − 1. It
dxj
should be noted that the Wronskian W (f1 , f2 , · · · , fn ) is itself a real function defined on
an interval I and its value at a point x ∈ I is usually denoted by W (f1 , f2 , · · · , fn )(x)

or, W f1 (x), f2 (x), · · · , fn (x) or, W (f1 , f2 , · · · , fn ; x).
Theorem 0.1. If the n- functions f1 , f2 , · · · , fn are linearly dependent on a

real interval I, then their Wronskian W (f1 , f2 , · · · , fn ) is identically zero on I.
Proof. Let the n- given functions f1 , f2 , · · · , fn are linearly dependent on an interval I.
Then by the definition of linearly dependence, there exists n real numbers c1 , c2 , · · · , cn
not all zero (i.e., at least one ci = 0) such that
c1 f1 (x) + c2 f2 (x) + · · · · · + cn fn (x) = 0 for all x ∈ I. (0.15)
Differentiating the above equation (n − 1) times successively, we obtain for every x ∈ I,

(1) (1) (1)
c1 f1 (x) + c2 f2 (x) + · · · · · + cn fn (x) = 0
(2) (2) (2)
c1 f1 (x) + c2 f2 (x) + · · · · · + cn fn (x) = 0
····· ····· ····· · · · ·· (0.16)
····· ··· ····· ·····
(n−1) (n−1) (n−1)
c1 f1 (x) + c2 f2 (x) + · · · · · + cn fn (x) = 0,
(j) dj fi
where fi (x) = for i = 1, 2, · · · , n and j = 1, 2, · · · , n − 1. For a fixed x ∈ I, the
dxj
above equations (0.15)-(0.16) altogether is a system of n algebraic linear equations in n
unknowns c1 , c2 , · · · , cn , the determinant of whose coefficient matrix namely,

f1 (x) f2 (x) ··· fn (x)

f (1) (x) (1)
f2 (x) ··· fn (x)
(1)
1

··· ··· ··· ··· (0.17)

··· ··· ··· ···

(n−1) (n−1) (n−1)
f1 (x) f2 (x) ··· fn (x)
is precisely the Wronskian W (f1 , f2 , · · · , fn )(x). For a non-trivial solution of the system
(as at least one ci = 0), the above determinant must be equal to zero for every x in I.
That means,
W (f1 , f2 , · · · , fn )(x) = 0 for every x ∈ I. (0.18)
This completes the proof.
Remark 0.3. The converse of the above theorem is not true. That means,
if the Wronskian W (f1 , f2 , · · · , fn ) of any set of n- functions f1 , f2 , · · · , fn , is
identically zero on an interval I, then the n- functions are not necessarily
linearly dependent on the interval I.
For example, if we consider f1 (x) = x2 and f2 (x) = x|x| defined on the entire real interval
I := (−∞, ∞) containing the point zero. Then obviously,
2
x x|x|

W (f1 , f2 )(x) = = 0, ∀x ∈ I. (0.19)
2x 2|x|
But f1 and f2 are not linearly dependent on I. Because, if they so, then there must
exist a constant c such that f1 (x) = cf2 (x) ∀x ∈ I. Which in fact gives c = 1 for
x ≥ 0 and c = −1 for x < 0. Thus one cannot find a single constant c for which
f1 (x) = cf2 (x) ∀x ∈ I. Hence, f1 and f2 are linearly independent on I, although they
are linearly dependent on each of the separate intervals [0, ∞) and (−∞, 0].
However, the following is an equivalent form of the above theorem.
Theorem 0.2. If the Wronskian W (f1 , f2 , · · · , fn )(x) of n functions f1 , f2 , · · · , fn

on an interval I is different from zero for some x ∈ I, then the n functions
f1 , f2 , · · · , fn are linearly independent on I.
Example 0.3. Using the idea of Wronskian, show that the functions x and
x2 in the interval (−∞, ∞) are linearly independent.
Solution : Let f1 (x) = x and f2 (x) = x2 . The Wronskian W (x) of these two functions is
given by
f1 (x) f2 (x) x x2

W (x) = = = x2
f1 (x) f2 (x) 1 2x
which is not identically zero in the interval (−∞, ∞). Hence, the functions x and x2 in
the interval (−∞, ∞) are linearly independent.
Exercise - 0.3
Using the idea of Wronskian, show that the following functions in the respec-
tive domain are linearly independent.
(i) ex , e−x in the interval (−∞, ∞).

(ii) 1, log x in the interval (0, ∞).
(iii) x, x2 in the interval (−∞, ∞).
(iv) ex , 2ex − 3e4x in the interval (−∞, ∞).
(v) ex , e−x , e2x in the interval (−∞, ∞).
(vi) sin x, cos x, ex in (−∞, ∞).
(vii) sin x, sin 2x, sin 3x in the interval [0, 2π].
(viii) 1, x, x2 , · · · · ·, xn in (−∞, ∞).
Example 0.4. Show that the functions cos 3x and sin 3x are linearly indepen-
d2 y
dent solutions of the differential equation + 9y = 0 in the interval (−∞, ∞).
dx2
Solution : Let us consider
f1 (x) = cos 3x, f2 (x) = sin 3x. (1)
The Wronskian W (x) of these two functions is given by

cos 3x sin 3x
W (x) = = 3 = 0 anywhere.
−3 sin 3x 3 cos 3x
Thus the functions cos 3x and sin 3x in the entire real interval (−∞, ∞) are linearly
independent. Now, differentiating (1) with respect to x, we obtain
df1 df2
= −3 sin x, = 3 cos 3x.
dx dx
Differentiating above again, we get
d2 f1 d2 f2
= −9 cos x = −9f1 , = −9 sin 3x = −9f2 ,
dx2 dx2
which implies that
d2 f1 d2 f2
+ 9f1 = 0, and + 9f2 = 0,
dx2 dx2
showing that y = f1 (x) and y = f2 (x) are the solutions of the differential equation
d2 y
+ 9y = 0. Hence, cos x and sin x are linearly independent solutions of the differential
dx2
d2 y
equation + 9y = 0 in the interval (−∞, ∞).
dx2
Exercise - 0.4
Show that the functions in the left column are linearly independent solutions
of the corresponding differential equation in the right column defined in the
domain.
d2 y dy
(i) ex , xex in the interval (−∞, ∞) −2 +y =0
dx2 dx
d2 y dy
(ii) 1, e−x in the interval (−∞, ∞) + =0
dx2 dx
d2 y
(iii) cos 3x, sin 3x in the interval (−∞, ∞) + 9y = 0

dx2
d2 y dy
(iv) x2 , 1
x2
in the interval (0, ∞) x2 2 + x − 4y = 0
dx dx
d3 y d2 y dy
(v) x, x2 , x3 in (0, ∞) x3 3 − 3x2 2 − 6x − 6y = 0
dx dx dx
d4 y d2 y
(vi) sin x, cos x, sin 2x, cos 2x in (−∞, ∞) + 5 + 4y = 0
dx4 dx2
Initial Value Problem (IVP). The problem of finding solution of a differential

equation along with the supplementary conditions on the dependent variables and/or,
its derivatives involved in some relations at a fixed value (or, at one point only) of the
independent variable is called an initial value problem (IVP). For example, the
dy
differential equation (0.4), subject to y = 0 and = 1 at x = 0 is an initial value
dx
problem.
Boundary Value Problem (BVP). The problem of finding solution of a differential

equation along with the supplementary conditions on the dependent variables and/or,
its derivatives involved in the relations at more than one value (at two or, more different
points) of the independent variable is called a boundary value problem (BVP). For
dy
example, the differential equation (0.4), subject to y = 0 when x = 0, and = 1 at
dx
x = π is a boundary value problem.
0.2. Formation/Derivation of Ordinary Differential Equations

To form an ordinary differential equation from a given family or, a group of curves,
the most general method is the process of elimination of the parameters or, arbitrary
constants involved in the given equation of the family. The implicit equation in two
variables x and y, containing n mutually independent arbitrary constants/parameters
c1 , c2 , · · · , cn , commonly known as a general n-parameters family of curves
f (x, y, c1 , c2 , · · · , cn ) = 0 (0.20)
in xy-plane will be a primitive of a differential equation, if that is derived from (0.20)

on elimination all the arbitrary constants c1 , c2 , · · · , cn . General practice is to obtain
new equations by differentiating the given differential equation (0.20) n number of times
successively with respect to independent variable x, treating the dependent variable y
as implicit function of x and thereby facilitating the process of elimination of the n-
parameters c1 , c2 , · · · , cn from the (n + 1) relations altogether (these n successive derived
relations together with the given relation (0.20)). In fact, this process of elimination will
lead to an n-th order differential equation of the concerned family of curves (0.20), pro-
vided we are able to eliminate all the n parameters. Thus n-th order ordinary differential
equation represents an n-parameter family of curves in general.
The above discussion can be stated in the following theorem:
Theorem 0.3. The order of the ordinary differential equation formed from a
n-parameter family of curves (0.20) is n, and conversely, the general solution
or, complete primitive of an ordinary differential equation of order n contains
in general n number of independent arbitrary constants.
Remark 0.4. Geometrically, an ordinary differential equation is a concise

form of expressing the common properties of a specific family or, group of
curves. In particular, an ordinary differential equation in two variables in x
and y is precisely a concise form of expressing the common properties of a
family or, a group of curves in two dimensional xy-plane.
Example 0.5. Form the differential equation whose primitive is given by

y = ex (a cos x + b sin x), a, b being two arbitrary constants.
Solution: Given that the primitive or, the solution is
y = ex (a cos x + b sin x). (1)
Differentiating (1) with respect to x, we obtain
dy
= ex (a cos x + b sin x) + ex (−a sin x + b cos x)
dx
= y + ex (−a sin x + b cos x) (2)
Differentiating above again with respect to x, we get
d2 y dy
= + ex (−a sin x + b cos x) − ex (a cos x + b sin x)
dx2 dx
dy dy
= +( − y) − y. [using (1) and (2)].
dx dx
Thus we have,
d2 y dy
2
−2 = 2y = 0,
dx dx
that is the required differential equation.
Exercise - 0.5
Form the differential equation whose primitive is given by the following e-

quations, a, b, c being arbitrary constants. [Answers]
dy
(i) log(xy) = cx. (x > 0, y > 0) [x + y = y log(xy)]
dx
dy
(ii) (x − c)2 + y 2 = 4. [y 2 {1 + ( )2 } = 4]
dx
dy dy
(iii) y = c(x − c)2 . [8y 2 = {4xy − ( )2 }]
dx dx
d2 x
(iv) x = a cos t + b sin t. [ 2 + x = 0]
dt
d2 y
(v) y = ae2x + be−2x . [ 2 − 4y = 0]
dx
d 2y dy
(vi) y = a tan−1 x + b. [(1 + x2 ) 2 + 2x = 0]
dx dx
d2 y dy
(vii) y = ex (a cos x + b sin x). [
2
−2 + 2y = 0]
dx dx
d2 y dy
(viii) xy = aex + be−x + x2 . [x 2 + 2 − xy + x2 − 2 = 0]
dx dx
d2 y dy
(ix) y = (ax + b)e−2x . [ 2 +4 + 4y = 0]
dx dx
d2 y dy dy
(x) ax2 + by 2 = 1. [x{y 2 + ( )2 } = y ]
dx dx dx
2
2d y dy
(xi) y = ax + bx2 . [x − 2x + 2y = 0]
dx2 dx
2
d r dr
(xii) r = a + b cos θ. [ 2 = cot θ]
dθ dθ
d2 y dy
(xiii) y = a sec x + b tan x. [ 2 − tan x − y sec3 x = 0]
dx dx
dy d3 y dy d2 y
(xiv) x2 + y 2 + 2ax + 2by + c = 0. [{1 + ( )2 } 3 − 3 ( 2 )2 = 0]
dx dx dx dx
dy dy
(xv) c2 + 2cy − x2 + 1 = 0. [(1 − x2 )( )2 + 2xy + x2 = 0]
dx dx
d3 y d2 y dy
(xvi) y = a + be5x + ce−7x . [ 3 + 2 2 − 35 = 0]
dx dx dx
Remark 0.5. Sometimes, the ordinary differential equation can be derived by
eliminating the arbitrary constants of a given family of curves but one cannot
conclude that the given family is a solution or, primitive of the corresponding
ODE obtained.
For example, the ODE of the family of curves y = c + sin xy after eliminating the
dy
parameter c is (1 − x cos xy) = y cos xy. From the given family of curves, as in fact
dx
it is impossible to write down the dependent variable y as an explicit function of the
independent variable x defined in some real domain, we cannot verify that y = c + sin xy
is a solution of the resulting ODE. Similar results can be illustrated for the families of
curves y = cexy , y = c − cos xy etc.
Example 0.6. Find the differential equation of all circles touching the x axis
at the origin.
Solution : We know that the equation of the circle touching the x axis at the origin is
x2 + y 2 + 2f y = 0, (1)
where f is an arbitrary constant. Differentiating (1) with respect to x, we obtain
dy dy
2x = 2y + 2f = 0. (2)
dx dx
Eliminating the constant 2f from (1) and (2), we get
dy x2 + y 2 dy
2x + 2y − =0
dx y dx
which on simplification gives
dy
(x2 − y 2 ) − 2xy = 0
dx
that is the required differential equation.
Exercise - 0.6
Find the differential equation of all [Answers]

dy
(i) circles with centres at the origin. [x + y = 0]
dx
(ii) circles passing through origin and having their centres on the x-axis,
dy
or, circles touching the y axis at the origin. [2x = y 2 − x2 ]
dx
(iii) circles passing through origin and having their centres on the y-axis,
or, circles touching the x axis at the origin. [(x2 − y 2 )dy − 2xydx = 0]
dy d2 y
(iv) circles of radius a. [{1 + ( )2 }3 = a2 ( 2 )2 ]
dx dx
2 2 dy
(v) circles through (1, 0) and (−1, 0). [(x − y − 1) = 2xy]
dx
d3 y
(vi) parabolas with axis parallel to the axis of y. [ 3 = 0]

dx
d2 y
(vii) parabolas of latus rectum 4a and axis parallel to y-axis. [2a 2 − 1 = 0]
dx
dy 3 d2 y
(viii) parabolas of latus rectum 4a and axis parallel to x-axis. [ + 2a 2 = 0]
dx dx
dy 2 dy
(ix) parabolas with foci at the origin and axis along the x-axis. [y( ) +2x −y = 0]
dx dx
(x) all conics whose axes coincide with the axes of coordinates.
d2 y dy dy
[xy 2 − y + x( )2 = 0]
dx dx dx
2 dy dy
(xi) lines tangent to the parabolas y = 4x. [y − x( )2 = 1]
dx dx
0.3. Solutions of Initial Value Problems
A typical example regarding solution of an IVP and its existence and uniqueness can be
described as :
Theorem 0.4. There is one and only one function f (x) := cex for every real
x which satisfies the differential equation
dy
= y, (0.21)
dx
subject to the initial condition
y(0) = c, (0.22)
where c is a given real number.

Proof. It is easy to verify that f (x) := cex satisfies both the given differential equation
(0.21) and the initial condition (0.22). So y = cex is a solution of this IVP. This proves
the existence of a solution of the given IVP.
Next, we have to show that this y = f (x) is the only solution. To prove this, let y = g(x)
be any solution of this IVP. Then according to the equations (0.21)-(0.22),
dg
= g(x), for every real x with g(0) = c. (0.23)
dx
We wish to show that f (x) ≡ g(x) = cex for all real x. Let us define a function h by
h(x) := g(x)e−x for every real x. Then on differentiation with respect to x, it gives
dh dg −x
= e − ge−x
dx dx
dg
= e−x −g
dx
= 0 for every real x (0.24)
in view of (0.23). Hence by the zero-derivative theorem of differential calculus, h is a

constant. Since g(0) = c, so h(x) = h(0) = g(0)e0 = c for all every x, which implies that
g(x) = cex . Thus f (x) ≡ g(x) = cex for every real x. This proves the uniqueness of the
solution of the initial value problem (0.21)-(0.22).
The above theorem tells us that the given IVP: (0.21)-(0.22) has a solution (existence)
and that it has only one solution (uniqueness). The existence and uniqueness solution for
wide classes of first order initial value problems are of the main object in this discussion.
So, we are concerned with the existence and uniqueness of solutions of the following
initial value problem:
dy
= f (x, y),
dx (0.25)
y(x0 ) = y0 ,
where f is a given real valued function defined in some region of xy-plane in the neigh-
bourhood of the point (x0 , y0 ).
0.3.1. Existence and Uniqueness Theorems
Theorem 0.5. Let us consider the IVP (0.25) in which f is a real valued
function satisfying the following two conditions:
(i) f is continuous in any region R of the xy-plane, containing the point
(x0 , y0 ) and
∂f
(ii) is also continuous in R.
∂y
Then there exists a unique solution y = φ(x) of the above IVP (0.25) on some
real interval I := |x − x0 | < h, for a constant h > 0. That means, the unique
function φ satisfies
dφ(x)
= f x, φ(x) ∀x ∈ I,
dx
with φ(x0 ) = y0 .
Remark 0.6. It should be remarked that the differential equation

dy
= f (x, y) (0.26)
dx
in which f is real valued continuous function in a rectangular region R of
∂f
xy-plane and is also continuous in R has always an infinite number of
∂y
solution in R. Moreover, the differential equation (0.26) satisfying the initial
condition y(x0 ) = y0 has unique (one and only one) solution through every
point in R. The result of the above theorem 0.5 is necessary but not sufficient.
dy
Example 0.7. Show that the following IVP : = 3x2 subject to y(0) = 0 has
dx
unique solution and then find out that unique solution.
Solution : Let us consider the function f (x, y) = 3x2 . Obviously, this function is contin-
∂f
uous in any rectangle R containing the point (0, 0). Now = 0, ∀(x, y) ∈ R showing
∂y
∂f dy
that is continuous on R. Therefore the IVP = 3x2 with y(0) = 0 has the unique
∂y dx
solution in the interval |x − 0| < h for any h > 0. The unique solution y = x3 , x ∈ R can
be easily obtained by simple integration satisfying the given initial condition.
Exercise - 0.7
Show that each of the following IVPs has unique solution and then find out
that unique solution. [Answers]
dy
(i) = y subject to y(0) = 1. [y = ex , x ∈ (−∞, ∞)]
dx
dy 1
(ii) = y 2 subject to y(−1) = 1. [y = − , x ∈ (−∞, 0) ∪ (0, ∞)]
dx x
dy
(iii) = 3x2 subject to y(0) = 0. [y = x3 , x ∈ (−∞, ∞)]
dx
dy 2 x 3
(iv) = y 3 subject to y(0) = 1. [y = (1 + ) , x ∈ (−∞, ∞)]
dx 3
dy π π
(v) = 1 + y 2 subject to y(0) = 0. [y = tan x, x ∈ (− , )]
dx 2 2
dy
(vi) = e−y subject to y(0) = 0. [y = log(1 + x), x > −1]
dx
dy 4 27
(vii) = y 3 subject to y(0) = 1. [y = , x < 3]
dx (3 − x)3
∂f
The second hypothesis of the above theorem 0.5, namely, the continuity of can actu-
∂y
ally be replaced by a weaker condition, known as Lipschitz’s condition [after German
mathematician Rudolf Otto Sigismund Lipschitz (1832 – 1903)] which is hold good un-
∂f
der the assumption of continuity of f and simultaneously in a rectangular region
∂y
R. Accordingly, the above existence and uniqueness theorem can be modified in the fol-
lowing. This existence and uniqueness theorem is known as Picard-Lindelöf theorem
[after French mathematician Charles Émile Picard (1856 – 1941) and Finnish mathe-
matician Ernest Leonard Lindelöf (1870 – 1946)] or, Cauchy-Lipschitz theorem [after
French mathematician Augustin Louis Cauchy (1789 – 1857) and German mathematician
Rudolf Otto Sigismund Lipschitz (1832 – 1903)] or, simply Picard’s Existence Theorem.
0.3.2. Picard’s Existence and Uniqueness Theorem

Theorem 0.6. Let us consider the IVP (0.25) in which f is a real valued

(i) f is continuous in a closed rectangle R := (x, y) ∈ R2 : |x−x0 | ≤ a, |y −y0 | ≤

b, a > 0, b > 0 containing the point (x0 , y0 ) and
(ii) f satisfies Lipschitz’s condition with respect to y in R i.e., there exits
a constant K > 0 such that
|f (x, y1 ) − f (x, y2 )| ≤ K|y1 − y2 | ∀(x, y1 ), (x, y2 ) ∈ R.
Then there exists a differential real function φ defined on the interval I :=

|x − x0 | < h = min{a, b/M }, where M = max |f (x, y)|, for which y = φ(x) is the
∀(x,y)∈R
unique solution of the IVP (0.25) on I. That means, the unique function φ
satisfies
dφ(x)
= f x, φ(x) ∀x ∈ I,
dx
with φ(x0 ) = y0 .
Example 0.8. Examine whether the uniqueness of solution is satisfied for

dy 1
the IVP: = 2|y| 2 subject to y(0) = 0. If not, find two different solutions.
dx
1
Solution : Let us consider the function f (x, y) = 2|y| 2 . Obviously, this function is
continuous in any rectangle R containing the point (0,0). Now
1
|f (x, y1 ) − f (x, 0)| 2|y1 | 2 2
= = 1 ,
|y1 − 0| |y1 | 2|y| 2
which is unbounded as y1 → 0. So f (x, y) does not satisfy Lipschitz’s condition in the

neighbourhood of (0, 0). Therefore, the above IVP cannot have unique solution. It may
readily be seen that y ≡ 0 is a solution of the IVP. Also it can be easily verified that
y = x2 is also a solution of the IVP.
Exercise - 0.8
Examine whether the uniqueness of solution is satisfied for each of the fol-
lowing IVPs. If not, find two different solutions in each case. [Answers]
dy 1 3
(i) = 3y 3 subject to y(0) = 0. [φ1 (x) = 0, φ2 (x) = (2x) 2 , x ≥ 0]
dx
dy 1
(ii) = 2|y| 2 subject to y(0) = 0. [φ1 (x) = 0, φ2 (x) = x2 ]
dx
dy
(iii) = |x|y subject to y(0) = 0. [unique solution φ(x) = 0]
dx
dy 1 x4
(iv) = xy 2 , y ≥ 0 subject to y(0) = 0. [φ1 (x) = 0, φ2 (x) = ]
dx 16
dy 2 x
(v) = y 3 subject to y(0) = 0. [φ1 (x) = 0, φ2 (x) = ( )3 ]
dx 3
Another fundamental theorem dealing with existence and uniqueness result equivalent to
theorem 0.6 is Picard’s theorem of successive approximation to a solution of an IVP. It
gives not only a method to determine an approximate solution subject to a given error
but also establish the existence of a unique solution of an IVP under general conditions.
0.3.3. Picard’s Theorem on Successive Approximations
Theorem 0.7. For the Initial Value Problem (0.25), let f is a real valued

(i) f is continuous in a closed rectangle R := (x, y) ∈ R2 : |x−x0 | ≤ a, |y −y0 | ≤

b, a > 0, b > 0 containing the point (x0 , y0 ) and
(ii) f satisfies Lipschitz’s condition with respect to y in R i.e., there exists
a constant K > 0 such that
|f (x, y1 ) − f (x, y2 )| ≤ K|y1 − y2 | ∀(x, y1 ), (x, y2 ) ∈ R.
Then the successive approximations

y0 (x) = y0
x
yn (x) = y0 + f t, yn−1 (t) dt, n = 1, 2, 3, ......
x0
converges uniformly to a unique function φ(x) in the interval I := |x − x0 | <

h = min{a, b/M }, where M = max |f (x, y)|, for which y = φ(x) is the unique
∀(x,y)∈R
solution of the IVP (0.25) on I.
Example 0.9. By Picard’s successive approximation method, solve the IVP:

dy
= xy with y(0) = 1. Also find the corresponding function to which the
dx
successive approximatons converge.
Solution : Here, f (x, y) = x2 y is continuous function in any rectangle containing the
point (0,1). If we choose a rectangle R defined by
R := {(x, y) : |x| ≤ 1, |y − 1| ≤ 1},
then f (x, y)) is clearly continuous in R. Also ∀(x, y1 ), (x, y2 ) ∈ R, we can write
|f (x, y1 ) − f (x, y2 )| = |x2 y1 − x2 y2 | = |x2 ||y1 − y2 | ≤ |y1 − y2 |.
Thus, f (x, y) satisfies Lipschitz’s condition with respect to y in R with Lipschitz’s con-
stant 1. Therefore, the given IVP has the unique solution. Picard’s successive approxi-
mations are given by
y0 (x) = y0 = 1
x x
x3
y1 (x) = y0 + f t, y0 (t) dt = 1 + t2 dt = 1 +
x 0 3
0x x
t 3 x3 1 x 3 2
y2 (x) = y0 + f t, y1 (t) dt = 1 + t2 1 + dt = 1 + +
x 0 3 3 2! 3
0x x 3 3
t 1 t 2
y3 (x) = y0 + f t, y2 (t) dt = 1 + t2 1 + + dt
x0 0 3 2! 3
x3 1 x 3 2 1 x 3 3
=1+ + +
3 2! 3 3! 3
x3 1 x 3 2 1 x3 n
So, in general yn (x) = 1 + + + ··· +
3 2! 3 n! 3
3 /3 3 /3
and we observe that it converges to a function ex . In fact, y = ex is the exact
solution of the given IVP.
Exercise - 0.9
By Picard’s successive approximation method, solve each of the following

IVPs and in each case, find the corresponding function to which the succes-
sive approximations converge. [Answers]
dy
(i) = y subject to y(0) = 1. [y = ex ]
dx
dy 1
= y 2 subject to y(0) = 1.
(ii) [y = ]
dx 1−x
dy x2
(iii) = xy subject to y(0) = 1. [y = e 2 ]
dx
dy x3
(iv) = x2 y subject to y(0) = 1. [y = e 3 ]
dx
dy 2
(v) + xy 2 = 0 subject to y(0) = 1. [y = ]
dx 1 + x2
dy
(vi) = x − y subject to y(0) = 1. [y = x − 1 + 2e−x ]
dx
dy
(vii) = x + y subject to y(0) = 1. [y = xex − x − 1]
dx
dy
(viii) = x2 |y| subject to y(0) = 0. [y = 0]
dx

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Chapter 0

0.1. Preliminaries and Deﬁnitions

ydy + xdx = 0 (0.1)

are all diﬀerential equations.

Degree of a Diﬀerential Equation. The degree of a diﬀerential equation is the

Remark 0.1. The mathematical deﬁnition of degree as suggested above is

Linear and Non-linear Ordinary Diﬀerential Equations. An ordinary diﬀerential

Also examine, whether it is linear or, non-linear.

(vi) + x [order = 2, degree = 1, non-linear]

Solution/Primitive/Integral of a Diﬀerential Equation. Any relation between

equation on that interval I. As the problem of ﬁnding solutions of a diﬀerential equation

Example 0.2. Show that x2 +4y = 0 is a solution of the diﬀerential equation

Solution : Given that,

Given diﬀerential equation is

f1 , f2 , · · · , fn are called linearly dependent on an interval I, if there exists constants

c1 f1 + c2 f2 + · · · · · + cn fn = 0 for all x in I. (0.11)

On the other hand, the n functions f1 , f2 , · · · , fn are called linearly independent on

c1 f1 (x) + c2 f2 (x) + · · · · · + cn fn (x) = 0 (0.12)

Theorem 0.1. If the n- functions f1 , f2 , · · · , fn are linearly dependent on a

not all zero (i.e., at least one ci = 0) such that

c1 f1 (x) + c2 f2 (x) + · · · · · + cn fn (x) = 0 for all x ∈ I. (0.15)

Diﬀerentiating the above equation (n − 1) times successively, we obtain for every x ∈ I,

unknowns c1 , c2 , · · · , cn , the determinant of whose coeﬃcient matrix namely,

This completes the proof.

Theorem 0.2. If the Wronskian W (f1 , f2 , · · · , fn )(x) of n functions f1 , f2 , · · · , fn

(i) ex , e−x in the interval (−∞, ∞).

f1 (x) = cos 3x, f2 (x) = sin 3x. (1)

The Wronskian W (x) of these two functions is given by

Diﬀerentiating above again, we get

(iii) cos 3x, sin 3x in the interval (−∞, ∞) + 9y = 0

Initial Value Problem (IVP). The problem of ﬁnding solution of a diﬀerential

Boundary Value Problem (BVP). The problem of ﬁnding solution of a diﬀerential

0.2. Formation/Derivation of Ordinary Diﬀerential Equations

in xy-plane will be a primitive of a diﬀerential equation, if that is derived from (0.20)

Remark 0.4. Geometrically, an ordinary diﬀerential equation is a concise

Example 0.5. Form the diﬀerential equation whose primitive is given by

y = ex (a cos x + b sin x). (1)

Diﬀerentiating (1) with respect to x, we obtain

Diﬀerentiating above again with respect to x, we get

Form the diﬀerential equation whose primitive is given by the following e-

Eliminating the constant 2f from (1) and (2), we get

Find the diﬀerential equation of all [Answers]

(vi) parabolas with axis parallel to the axis of y. [ 3 = 0]

where c is a given real number.

in view of (0.23). Hence by the zero-derivative theorem of diﬀerential calculus, h is a

0.3.1. Existence and Uniqueness Theorems

Remark 0.6. It should be remarked that the diﬀerential equation

0.3.2. Picard’s Existence and Uniqueness Theorem

Then there exists a diﬀerential real function φ deﬁned on the interval I :=

Example 0.8. Examine whether the uniqueness of solution is satisﬁed for

which is unbounded as y1 → 0. So f (x, y) does not satisfy Lipschitz’s condition in the

0.3.3. Picard’s Theorem on Successive Approximations

|f (x, y1 ) − f (x, y2 )| ≤ K|y1 − y2 | ∀(x, y1 ), (x, y2 ) ∈ R.

Then the successive approximations

converges uniformly to a unique function φ(x) in the interval I := |x − x0 | <

Example 0.9. By Picard’s successive approximation method, solve the IVP:

R := {(x, y) : |x| ≤ 1, |y − 1| ≤ 1},

not all zero (i.e., at least one ci = 0) such that