Lecture - I

Abdur Rehman
email abdur.rehman19@sms.edu.pk
June 2021

1 Introduction to Differential Equation

Differential Equation
Definition 1. An equation containing the derivatives of one or more depen-
dent variables,with respect to one or more independent variables, is said to be a
Differential Equation (DE).

Examples
 dy

 (i) dx + ycosx = sinx
d2 y
 dy 3
(ii) dx2 + xy( dx ) = 0



dy 2 12 d2 y
(iii) [1 + ( dx ) ] = dx 2 (1)
(iv) x ∂u + y ∂u = nx



 ∂x ∂y
2 2 2
(v) ∂∂ 2 ux + ∂∂ 2uy + ∂∂ 2uz = 0



are differential equation.

Definition 2. A differential equation, in which ordinary derivatives of the de-
pendent variable with respect to a single independent variable occur, is called as
ordinary differential equation (O.D.E). Equation (i),(ii) and (iii) above
are example of ODE.
Definition 3. A differential equation involving partial derivative of the depen-
dent variable with respect to more than one independent variables is called a
partial differential equation (P.D.E). Equation (iv) and (v) give above are
example of partial differential equations.
Definition 4. The order of the differential equation is the order of the highest
derivative that occurs in the equation

Definition 5. The degree of a differential equation is the greatest exponent of

the highest order derivative that appears in the equation (the dependent variable
and its derivative should be expressed in a form free radicals and fractions)

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 The differential equations given in (1) have the following orders and degrees


 (i) order 1, degree 1
(ii) order 2, degree 1




(iii) order 2, degree 2

(iv) order 1, degree 1





(v) order 2, degree 1

To talk about them, we shall classify differential equations by type, order,

and linearity.

CLASSIFICATION BY TYPE
If an equation contains only ordinary derivatives of one or more dependent vari-
ables with respect to a single independent variable it is said to be an ordinary
differential equation (ODE). For example,

dy d2 y dy dx dy
+ 5y = ex , 2
− + 7y = 0 and + = 2y − x (2)
dx dx dx dt dt
are ordinary differential equations. An equation involving partial derivatives of
one or more dependent variables of two or more independent variables is called
a partial differential equation (PDE). For example,

∂2u ∂2u ∂2u ∂2u ∂u ∂u ∂2v

− = 0 , = − c and = − (3)
∂y 2 ∂x2 ∂x2 ∂t2 ∂t ∂y ∂x
are partial differential equations

Throughout this text ordinary derivatives will be written by using either

dy d2 y d3 y
the Leibniz Notation dx , dx2 , dx3 · · · or the prime notation y 0 , y 00 , y 000 · · ·
By using the latter notation, the first two differential equations in (2) can be
written a little more compactly as y 0 + 5y = ex and y 00 − y 0 + 7y = 0. Actually,
the prime notation is used to denote only the first three derivatives; the fourth
derivativen is written y 4 instead of y 0000 . In general, the nth derivative of y is
d y n
written dx n or y .Although less convenient to write and to typeset, the Leibniz

notation has an advantage over the prime notation in that it clearly displays
both the dependent and independent variables. For example, in the equation

d2 y
+ 20y = 0
dx2

it is immediately seen that the symbol y now represents a dependent variable,

whereas the independent variable is x. Partial derivatives are often denoted by
a subscript notation indicating the independent variables. For example, with
the subscript notation the second equation in (3) becomes uxx = utt − cut .

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CLASSIFICATION BY ORDER
The order of a differential equation (either ODE or PDE) is the order of
the highest derivative in the equation. For example,

d2 y dy
+ 6( )3 + 10y = e16x
dx2 dx
is a second-order ordinary differential equation.

First-order ordinary differential equations are occasionally written in differ-

ential form M (x, y)dx+N (x, y)dy = 0. In symbols we can express an nth−order
ordinary differential equation in one dependent variable by the general form

F (x, y, y 0 , y 00 , · · · , y (n) ) = 0, (4)

where F is a real-valued function of n + 2 variables: x, y, y 0 , y 00 , · · · , y (n) .

CLASSIFICATION BY LINEARITY
An nth − order ordinary differential equation (4) is said to be linear if F is
linear in y, y 0 , y 00 , · · · , y (n) . This means that an nth − order ODE is linear when
(4) is an (x)y (n) + an−1 (x)y (n−1) + · · · + a1 (x)y 0 + a0 (x)y − g(x) = 0 or

dn y dn−1 y dy
an (x) n
+ an−1 (x) n−1 + · · · + a1 (x) + a0 (x)y = g(x) (5)
dx dx dx
Two important special cases of (5) are linear first-order (n = 1) and linear
second order (n = 2) DEs:

dy d2 y dy
a1 (x) + a0 (x)y = g(x) and a2 (x) 2 + a1 (x) + a0 (x)y = g(x) (6)
dx dx dx
In the additive combination on the left-hand side of equation (5) we see that
the characteristic two properties of a linear ODE are as follows:

• The dependent variable y and all its derivatives y 0 , y 00 , · · · , y (n) are of the
first degree, that is, the power of each term involving y is 1.
• The coefficients a0 , a1 , · · · , an of y, y 0 , · · · , y (n) depend at most on the
independent variable x.
The equations

d3 y dy
(y − x)dx + 4xdy = 0, y 00 + 2y 0 + y = 0, and +x − 5y = ex
dx3 dx
are, in turn, linear first-, second-, and third-order ordinary differential equations.
We have just demonstrated that the first equation is linear in the variable y
by writing it in the alternative form 4xy 0 + y = x. A nonlinear ordinary

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differential equation is simply one that is not linear. Nonlinear functions of
the dependent variable or its derivatives, such as siny or , cannot appear in a
linear equation. Therefore
d2 y d3 y
(1 − y)y 0 + 2y = ex , + siny = 0, and + y2 = 0
dx2 dx3
are examples of nonlinear first-, second-, and fourth-order ordinary differential
equations, respectively.

Solution of an ODE
Definition 6. 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.
In other words, a solution of an nth − order ordinary differential equation
(4) is a function that possesses at least n derivatives and for which
F (x, φ, φ0 , φ00 , · · · , φ(n) ) = 0, ∀x ∈ I
We say that φ satisf ies the differential equation on I.

Initial and Boundary Condition

The general solution of the differential equation contains the number of arbitrary
constant as id the order of the equation. Sometime we need to find the solution
of the differential equation subject to supplementary conditions. Two types
of conditions will be often encountered.
Definition 7. It is often required to find the solution of a differential equa-
tion subject to certain conditions. If the conditions related to one value of the
independent variable such as y = y0 at x = x0 (written as y(x0 ) = y0 ) and
dy 0
dx = y (x0 ) at x = x0 , where x0 ∈ (α, β) then they called are called initial
conditions or one point boundary conditions and x0 is called the initial
point. An initial value problem consists of differential equation(of any order)
together with a collection of initial conditions that must be satisfied by the solu-
tion of the differential equation and derivatives at the initial point.

( dyExamples
dx = 2x such that y(1) = 4 √
d2 y
dx2 + y = 0 subject to the conditions y( π4 ) = 2, y 0 ( π4 ) = √1
2

Definition 8. The problem finding the solution of a differential equation such

that all the associated constraints relate to two different values of the independent
variable is called a two-point boundary value problem (or simply a boundary
value problem). The associated supplementary boundary condition are called
Two-point boundary conditions

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( 2Examples
d y 0 π
dx2 + y = 0 subject to the conditions y(0) = 1, y ( 2 ) = 2
d2 y
dx2 + y = 0 subject to the conditions y(0) = 1, y 0 (π) = 5

2 FIRST-ORDER DIFFERENTIAL EQUATIONS

Some Method which are used to solve the first-order differential equation
dy
= f (x, y)
dx

2.1 Separable Equation

Definition 9. A first-order differential equation of the form
dy
= g(x)h(y)
dx
is said to be separable or to have separable variables.
For example, the equations
dy dy
= y 2 xe3x+4y and = y + sin(x)
dx dx
are separable and nonseparable, respectively. In the first equation we can factor
f (x, y) = y 2 xe3x+4y as

g(x) = xe3x and h(y) = y 2 e4y

but in the second equation there is no way of expressing y + sin(x) as a product

of afunction of x times a function of y

Examples
2.1.1 Examples
Solve (1 + x)dy − ydx = 0

Solution
dy dx
Dividing by (1 + x)y, we can write y = 1+x , from which it follows that
Z Z
dy dx
=
y 1+x
ln|y| = ln|1 + x| + ln|c|
y = c(1 + x)

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2.1.2 Examples
dy x2
Solve dx = y and y(1) = 0

Solution
Equation can be written as

ydy = x2 dx

Integrating both sides, we get

y2 x3
= + C1
2 3
or 3y 2 = 2x3 + C

The initial condition y = 0 when x = 1.

3(0)2 = 2(1)3 + C
C = −2
⇒ 3y 2 = 2x3 − 2

which is the required solution.

Exercise
• Solve dx + e3x dy = 0

• ex y dx
dy
= e−y + e−2x−y

• dy
p
dx = x 1 − y2

• dy
dt + 2y = 1, y(0) = 5
2

2
• dy
dx = ye−x , y(4) = 1

1−y 2
• dy
dx = 1−x2 , y(2) = 2

1 Integration formula, Partial fraction