MTH 114

Lecture 1: Introduction, concept of solution

Department of Mathematics
Indian Institute of Technology Kanpur
Kanpur-208016

Contents
1 Introduction 1

2 Linear and non-linear ODE 3

3 Solution of an ODE 3
3.1 Other kinds of solution of an ODE . . . . . . . . . . . . . . . . . . . . . . . . 4

4 Method of determining an ODE if its an n-parameter family of solutions is known 5

1 Introduction
Definition 1.1 (Differential Equation ). A differential equation (DE) is a functional relation
between an unknown function and several of its derivatives (up to certain order) with respect to
one or more independent variables.

Definition 1.2 (System of DEs ). In a DE, if the unknown function has more than one component
it is called a system of differential equations.

Example 1.1. Let I ⊂ R. Let us consider the following DEs.

(a) ty′ (t) + 3y(t) = 6t 3 , t ∈ I.

(b) y(t) + 2tey(t) + t(1 + tey(t) )y′ (t) = 0, t ∈ I.

(c) y′′ (t) + cos(y(t)) = 0, t ∈ I.

where y : I → R be unknown functions in above three equations. Omitting the t variable from
the unknown y we may some time write the above equation as

(a) ty′ + 3y = 6t 3 , t ∈ I.

(b) y + 2tey + t(1 + tey )y′ = 0, t ∈ I.

(c) y′′ + cos(y) = 0, t ∈ I.

Example 1.2. Let I ⊂ R.

(y′1 )3 − 3y′′2 = t + sint,

®

y′1 + y′2 = t − cost

where y : I → R2 , t → y(t) = (y1 (t), y2 (t)) be unknown function.

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Example 1.3. Let T > 0 and Ω ⊂ R2 . Let us consider the following DEs.
∂ 2v 2
(a) Poisson equation: ∂ x2
(x, y) + ∂∂ y2v (x, y) = x3 + y2 , (y, x) ∈ Ω,

(b) Transport equation:

∂u ∂u ∂u 3 2
∂t (t, x, y) + ∂ x (t, x, y) + ∂ y (t, x, y) = u(t, x, y) + t + x , (t, x, y) ∈ (0, T ) × Ω,

(c) Heat equation:

∂u ∂ 2u ∂ 2u 3 3 2
∂t (t, x, y) − ∂ x2 (t, x, y) − ∂ y2 (t, x, y) = u (t, x, y) + t + y , (t, x, y) ∈ (0, T ) × Ω,

(d) Wave equation:

∂ 2u ∂ 2u ∂ 2u
∂t 2 (t, x, y) − ∂x 2 (t, x, y) − ∂ y2
(t, x, y) = sin(u(t, x, y)) + y3 + x3 , (t, x, y) ∈ (0, T ) × Ω,

where u, v : Ω → R be unknown functions.

Example 1.4. Incompressible Navier-Stokes equation:

Let T > 0 and Ω ⊂ R3 .

∂u ∂ 2u ∂ 2u ∂ 2u ∂u ∂u ∂u ∂p
 ∂t1 − ∂ x21 − ∂ y21 − ∂ z21 − u1 ∂ x1 − u2 ∂ y1 − u3 ∂ z1 + ∂ x = t + sint,


 ∂ u2 − ∂ 2 u2 − ∂ 2 u2 − ∂ 2 u2 − u ∂ u2 − u ∂ u2 − u ∂ u2 + ∂ p = t − cost,


∂t ∂ x2 ∂ y2 ∂ z2 1 ∂x 2 ∂y 3 ∂z ∂y
∂ u3 ∂ 2 u3 ∂ 2 u3 ∂ 2 u3 ∂ u3 ∂ u3 ∂ u3 ∂p t
∂t − ∂ x2 − ∂ y2 − ∂ z2 − u1 ∂ x − u2 ∂ y − u3 ∂ z + ∂ z = e ,




 ∂ u1 + ∂ u2 + ∂ u3 = 0,

∂x ∂y ∂z

where (u1 , u2 , u3 ) : (0, T ) × Ω → R3 and p : (0, T ) × Ω → R are unknown functions.

Definition 1.3 (Ordinary Differential Equation). If a DE involves an unknown function depend-

ing only on one independent variable, then it is called an ordinary differential equation (ODE).

Example 1.5. The examples 1.1 and 1.2 above are examples of ODEs.

Definition 1.4 (Partial Differential Equation). If a DE involves an unknown function which

depends on more than one independent variable, then it is called a partial differential equations
(PDE).

Example 1.6. Examples 1.3−1.4 above are examples of PDEs.

Definition 1.5 (Order of a DE). The order of a DE is the highest order derivative of the unknown
function involved in the DE.

Example 1.7.

• Order of the ODE in Example 1.1 (a) is 1.

• Order of the ODE in Example 1.1 (c) is 2.

• Order of the PDE in Example 1.3 (b) is 1.

• Order of the PDE in Example 1.3 (d) is 2.

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2 Linear and non-linear ODE
Let n ∈ N. Let I ⊂ R. The general form of an nth order ODE is given by:

F(t, y(t), y′ (t), · · · , y(n) (t)) = 0, t ∈ I, (2.1)

where F : I × Rn+1 → R is a given function and y : I → R be the unknown function. Here t is

the independent variable and the unknown y(·) is the dependent variable.
d2y
Notation. dy ′ ′′
dt (t) will be denoted by y (t), dt 2 (t) will be denoted by y (t) . Similarly higher
n
order derivatives ddt ny (t) will be denoted by y(n) (t) .

Definition 2.1 (Linear ODE). ODE (2.1) is said to be linear if for each t ∈ I fixed, we have

F(t, λ1 u + λ2 v) = λ1 F(t, u) + λ2 F(t, v),

for all λ1 , λ2 ∈ R and u = (u0 , u1 , . . . , un ) ∈ Rn+1 and v = (v0 , v1 , . . . , vn ) ∈ Rn+1 with

(t, u), (t, v), (t, λ1 u + λ2 v) ∈ D(F)

i.e. for each t ∈ I fixed

(u0 , u1 , . . . , un ) 7→ F(t, u0 , u1 , . . . , un )
is linear. An n-th order linear ODE can be written as

an (t)y(n) + an−1 (t)y(n−1) + · · · + a0 (t)y = b(t), t ∈ I,

where ai , b : I → R for i = 0, 1, . . . , n are continuous functions.

Definition 2.2 (Non-linear ODE). ODE (2.1) is said to be non-linear if it is not linear.

Example 2.1.

• ODE in Example 1.1 (a) is linear.

• ODE in Example 1.1 (b) is non-linear.

• ODE in Example 1.1 (c) is non-linear.

3 Solution of an ODE
Let us consider the ODE (2.1).

Definition 3.1 (Explicit solution). An explicit solution of the ODE (2.1) considered above, is a
function φ : Iφ ⊂ I → R (where Iφ is the domain of φ ) which satisfies the following:

(i) φ is n times continuously differentiable on Iφ ,

(ii) F(t, φ (t), φ ′ (t), · · · , φ (n) (t)) = 0, for all t ∈ Iφ .

Example 3.1. For each c ∈ R, φc (t) = t 3 + tc3 , t ∈ R \ {0}, is an explicit solution of the ODE in
Example 1.1(a).

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Definition 3.2 (Implicit solution). A relation of the form G(t, y) = 0 i.e.,
n o
2
(t, y) ∈ R : G(t, y) = 0 ,

where G : R2 → R is a function, is said to be an implicit solution of the ODE (2.1) above, if it

determines implicitly a function φ : Iφ ⊂ I → R (where Iφ is the domain of φ ) which satisfies the
following:

(i) G(t, φ (t)) = 0 for all t ∈ Iφ ,

(ii) φ is n times continuously differentiable on Iφ ,

(iii) F(t, φ (t), φ ′ (t), · · · , φ (n) (t)) = 0, for all t ∈ Iφ .

Example 3.2. For each c ∈ R, ty + t 2 ey − c = 0, i.e.,

n o
2 2 y
(t, y) ∈ R : ty + t e = c ,

is an implicit solution of the ODE in Example 1.1(b).

3.1 Other kinds of solution of an ODE

(a) k-parameter family of solutions

Definition 3.3 (k-parameter family of solutions ). Let k ∈ N and H ⊂ Rk . If for each

c = (c1 , c2 , . . . , ck ) ∈ H, there exists a solution φc : Ic → R of the ODE (2.1), then the family
of solutions 
φc c∈H
is called a k-parameter family of solutions of the ODE (2.1). It is also known as general
solution.

In general, k = n (the order of the ODE). But there are examples where we can see that k
may not be same as the order n of the ODE.

Example 3.3.

(a) The family n o

c1 sin(t) + c2 cos(t) : t ∈ R
(c1 ,c2 )∈R2

is a 2-parameter family of solutions of the ODE : y′′ + y = 0, t ∈ R.

(b) (y′ )2 + y2 = 0 has only one solution φ ≡ 0, which does not contain any arbitrary
constant (parameter).

(b) Particular solution

Definition 3.4 (Particular solution). A solution of the ODE (2.1) is called a particular
solution if it does not contain any arbitrary constant.

Example 3.4. φ (t) = sin(t), t ∈ R is a particular solution of the ODE : y′′ + y = 0, t ∈ R.

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4 Method of determining an ODE if its an n-parameter fam-
ily of solutions is known
Let I ⊂ R, n ∈ N, H ⊂ Rn , and let the n-parameter family of functions is given by
n o
y : I → R | y(t) = f (t, c1 , c2 , · · · , cn ), (c1 , c2 , · · · , cn ) ∈ H

• Differentiating n-times with respect to t, we find

∂f
y′ (t) = f (t, c1 , c2 , · · · , cn ),
∂t
′′ ∂2 f
y (t) = 2 f (t, c1 , c2 , · · · , cn ),
∂t
···
∂n f
y(n) (t) = n f (t, c1 , c2 , · · · , cn ),
∂t

• Eliminating constants c1 , c2 , . . . , cn from the system

∂f
y(t) = (t, c1 , c2 , · · · , cn ),
∂t
∂f
y′ (t) = (t, c1 , c2 , · · · , cn ),
∂t
∂2 f
y′′ (t) = 2 (t, c1 , c2 , · · · , cn ),
∂t
···
∂n f
y(n) (t) = n (t, c1 , c2 , · · · , cn ),
∂t
we obtain a single relation of type

F(t, y(t), y′ (t), · · · , y(n) (t)) = 0, t ∈ J ⊂ I, (4.1)

Equation (4.1) is the required ODE. We now see some examples.

Example 4.1.

1. Let c ∈ R. Let y(t) = c cost + t, t ∈ R. Differentiating with respect to t, we find

y′ (t) = −c sint + 1

Eliminating c from above

sint
y′ (t) = −c sint + 1 = −c cost + 1,
cost
= −(y(t) − t) tant + 1

Hence, required equation is

π
y′ + y tant − t tant − 1 = 0,

t ∈ R \ (2n + 1) : n ∈ Z .
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2. Let c1 , c2 ∈ R. Let y(t) = c1 et + c2 e−2t + t 2 , t ∈ R. Differentiating twice with respect to t,
we find

y′ (t) = c1 et − 2c2 e−2t + 2t

y′′ (t) = c1 et + 4c2 e−2t + 2

Eliminating c1 , c2 from above we find

y′′ + y′ − 2y = −2t 2 + 2t + 2, t ∈ R.