Differential Equations

Introduction to Differential Equations

 Student Learning Outcomes
At the end of this lecture set, the students should be
able to:
 Distinguish between linear, nonlinear, partial and
ordinary differential equations.
 Determine degree and order of a differential
equation.
 State the basic existence theorem for 1st order
ODE’s and use the theorem to determine a
solution interval through the understanding of a
directional field.
 Student Learning Outcomes
At the end of this lecture set, the students should be
able to:
 Use integral calculus to solve for both sides of a
differential equation.
 Find particular solutions to initial value problems.
 Use differential calculus to generate differential
equations by eliminating arbitrary constants.
 Determine families of curves manifesting
common characteristics in the form of differential
equations.
 Differential Equations
A differential equation is an equation which
contains derivatives of the unknown.
Usually an observed or a derived mathematical
model of some physical phenomenon.
Applications of Differential Equations

Just some of the many examples

How differential equations are
produced
Classification of Differential Equations
According to type
1. Ordinary differential equation – containing
only one independent variable.
2. Partial differential equation – containing more
than one independent variable.
Classification of Differential Equations
According to degree and order
1. Order – the highest derivative of the
dependent variable.
2. Degree – the exponent of the highest order
derivative.
Classification of Differential Equations
According to linearity
1. Linear – the exponent of the dependent
variable and every order of its derivatives is
equal to one. Linear relationship must also be
established for every term of the equation.
2. Nonlinear – elsewise.
 Example
Given:
a.  y  t  y ' y  1
3
b.  
d2y
dx 2
 dy
dx  sin x

 2u  2u
c. x 2
 y 2

d . 3 y '  t  4  y  t 2  y "
e. y IV  t y "' cos t  e y
Determine the type, order, degree and linearity of
each differential equation.
 Example
Answers:
Equation Type Order Degree Linearity
a Ordinary 1 1 Nonlinear
b Ordinary 2 3 Nonlinear
c Partial 2 1 Linear
d Ordinary 2 1 Linear
e Ordinary 4 1 Nonlinear
 General and Particular Solution of a
Differential Equation
General solution – a function that satisfies that the equation
and the derivatives exist. The general solution to a
differential equation usually involves one or more arbitrary
constants.
Particular solution – the general solution that solves the initial
value problem of the differential equation.
Initial Value Problem (IVP) – sets the initial condition of the
problem, normally at zero value of the independent
variable, to obtain the value of the arbitrary constant. The
term initial value problem originated in problems of motion
where the independent variable is t (representing elapsed
time), and the initial conditions are the position and velocity
of an object at the initial (starting) time of an experiment.
 Example
Find the general solution of the following
differential equations:
1. y ' 2 y  0
3
2. f '  x   4 x
3. y '  2 x cos  x 2 
 Example
Answers:
2 x
1. y  Ce
2. f  x   x 4  C
3. y  sin  x   C
2
 The Arbitrary Constant
 The graph of a solution of a differential equation is a
solution curve.
 The order of a differential equation to be solved
equates to the number of arbitrary constants added to
the solution.
 More generally, a curve C is said to be an integral curve
of a differential equation if every function y = y(x),
whose graph is a segment of C, is a solution of the
differential equation.
 Thus, any solution curve of a differential equation is an
integral curve, but an integral curve need not be a
solution curve.
 The Arbitrary Constant
The value of the arbitrary constant(s) can only
be determined with the help of the IVP present
with the differential equation.
The arbitrary constant varies according to the
directional field of the problem.
In application, an arbitrary constant is a result
of the magnitude (dependent) of the function
observed at any given time (independent).
 Existence and Uniqueness Theorems
for First Order ODE’s
Theorem 1 (Existence). Suppose that F(x,y) is a continuous function
defined in some region
R = {(x,y): x0 – δ < x < x0 + δ, y0 – ϵ < y < y0 + ϵ}
containing the point (x0,y0). Then there exists a number δ1 (possibly
smaller than δ) so that a solution y = f(x) to F is defined for x0 – δ1 < x <
x0 + δ1.

Theorem 2 (Uniqueness). Suppose that both F(x,y) and Fy  x, y  are

continuous functions defined on a region R as in Theorem 1. Then there
exists a number δ2 (possibly smaller than δ1) so that the solution y = f(x)
to F, whose existence was guaranteed by Theorem 1, is the unique
solution to F for x0 – δ2 < x < x0 + δ2.
 Existence and Uniqueness Theorems
for First Order ODE’s
For a real number x
and a positive value δ,
the set of numbers x
satisfying defined for
x0 – δ < x < x0 + δ is
called an open interval
at x0.
 Directional Fields
If f is defined on a set R, we can construct a
direction field for y′ = f(x,y) in R by drawing a short
line segment through each point (x,y) in R with
slope f(x,y).
Of course, as a practical matter, we can’t actually
draw line segments through every point in R; rather,
we must select a finite set of points in R. For
example, suppose f is defined on the closed
rectangular region
R: {a ≤ x ≤ b, c ≤ y ≤ d}
 Directional Fields
For first order equations y′ = f(x,y):
Interpret y′ as the slope of the tangent to the
solution y(x) at point (x,y) in the y-x plane.
If y′ = 0, the tangent line is horizontal;
If y′ > 0, the tangent line goes up;
If y′ < 0, the tangent line goes down;
The value of |y′| determines the steepness.
 Directional Fields

Note the solutions that are sketched in red.

If y(0) = 3, then y(t) = 3. As t → ∞, we have y → 3.
 Example
What can be said about the solutions?

 If y(0) = 1, then y(t) = 1;

 If y(0) = 5, then y(t) = 5;
 If y(0) < 1, then y → 1 as t → +∞;
 If 1 < y(0) < 5, then y → 1 as t → +∞;
 If y(0) > 5, then y → +∞ as t → +∞.
 Example
Which of the following ODE
could have generated the
directional field on the right?
a. y’(t) = (y – 2)(y – 4)
b. y’(t) = (y – 2)2(y – 4)
c. y’(t) = (y – 1) (y – 3) 2
d. y’(t) = – (y – 1) (y – 3) 2
 Other Examples

2 2
x y 2
y' 2 2 y '  1  xy
1 x  y
 Other Examples

x x2
y'   y' 
y 1  x2  y 2
General to Particular Solutions
 Example
Given:
dr
1. r  4tdt , when t  0, r  r0
2y
2. 1 y 2
y '  1x , when y  2   3
ydy
3. 1 y 2  dx
x , when y  2   3
 Example
Answers:

2 t 2
1. r  r0 e
2. y  5 x  1
1 2
3. y  2 10 x  4
Elimination of Arbitrary Constants
A way to generate a differential equation from
an equation that expresses a relation of
variables and coefficients.
The number of derivatives of the produced
differential equation should be equal to the
number of distinct arbitrary constants to be
eliminated.
 Example
Given:
1. y  c1 cos 2 x  c2 sin 2 x
2 2
2. cy  x  y
2
3. x y  1  cx
x x
4. y  Ae  Bxe
 Example
Answers:
1. y " 4 y  0
2. 2 xydx   y  2 x  dy  0
2

3.  x y  1 dx  x dy  0
2 3

4. y " 2 y ' y  0
 Families of Curves
Represented by an equation involving a
parameter, as well as one or both of the
coordinates of a point in a plane.
One curve corresponds to each value of the
parameter.
Obtained by eliminating arbitrary constants
(but leaving the parameters) through
differentiation of equation of relation.
 Example
Given:
1. Straight lines with slope and x-intercept
equal.
2. Circles tangent to the x-axis.
3. Parabolas with vertex and focus on the x-axis.
4. The trisectrices of Maclaurin
2 2
y  a  x   x  3a  x 
 Example
Answers:
2
1.  y '  xy ' y
2 3 2 2
2. 1   y '     yy " 1   y ' 
   
2
3. yy "  y '   0
4.  3 x  6 x y  y  dx  8 x ydy  0
4 2 2 4 3
 Summary
Classification of differential equations:
ordinary vs. partial.
Order and type of a differential equation.
Linear vs. nonlinear differential equations.
General and particular solution of a differential
equation: the initial value problem.
Elimination of arbitrary constants leading to
generation of families of curves.