Differential Equations: Introduction and Preliminaries

Differential Equations
Introduction and Preliminaries

There are many branches of science and engineering where differential equations naturally arise. Now
a days there are applications to many areas in medicine, economics and social sciences. In this
context, the study of differential equations assumes importance. In addition, in the elementary study
of differential equations, we also see the applications of many results from analysis and linear algebra.
Without spending more time on motivation, (which will be clear as we go along) let us start with the
following notations. Suppose that y is a dependent variable and x is an independent variable. The
derivatives of y (with respect to x) are denoted by
dy
y′ = , y′′ d 2y (k) d(k) y
dx
= ,..., = for k ≥ 3.
y dx2 dx(k)
The independent variable will be defined for an interval I; where I is either R or an interval a < x <
b ⊂ R. With these notations, we ask the question: what is a differential equation?
A differential equation is a relationship between the independent variable and the unknown
dependent functions along with its derivatives.
In Example 7.1, the order of Equations 1, 3, 4, 5 are one, that of Equations 2, 6 and 8 are two and
the Equation 7 has order three.
Example 7.1.5 1. Show that y = ce−2x is a solution of y′ + 2y = 0 on R for a constant c ∈ R.

Solution: Let x ∈ R. By direct differentiation we have y′ = −2ce−2x = −2y.
a
2. Show that for any constant a ∈ R, y = is a solution of
1− x
(1 − x)y′ − y = 0
on (−∞, 1) or on (1, ∞). Note that y is not a solution on any interval containing 1.
Solution: It can be easily checked.
Remark 7.1.6 Sometimes a solution y is also called an iNTEgrAL. A solution of the form y = g(x) is called
an ExPLiciT soLuTioN. If y is given by an implicit relation h(x, y) = 0 and satisfies the differential equation, then
y is called an iMPLiciT soLuTioN.
Remark 7.1.7 Since the solution is obtained by integration, we may expect a constant of integration (for each
integration) to appear in a solution of a differential equation. If the order of the ODE is n, we expect n(n ≥ 1)
arbitrary constants.
To start with, let us try to understand the structure of a first order differential equation of the form
f(x, y, y′) = 0
Example 7.1.10 1. Show that for each k ∈ R, y = kex is a solution of y′ = y. This is a general
solution as it is a one parameter family of solutions. Here the parameter is k.
Solution: This can be easily verified.
2. Determine a differential equation for which a family of circles with center at (1, 0) and arbitrary radius,
a is an implicit solution.
Solution: This family is represented by the implicit relation
(x − 1)2 + y2 = a2, (7.1.3)
where a is a real constant. Then y is a solution of the differential equation

dy
(x − 1) + y
= 0. (7.1.4)
dx
The function y satisfying Equation (7.1.3) is a one parameter family of solutions or a general
solution of Equation (7.1.4).
3. Consider the one parameter family of circles with center at (c, 0) and unit radius. The family is
represented by the implicit relation
(x − c)2 + y2 = 1, (7.1.5)
. 2
where c is a real constant. Show that y satisfies yy′ + y2 = 1.
Σ
Solution: We note that, differentiation of the given equation, leads to
(x − c) + yy′ = 0.
Now, eliminating c from the two equations, we get
(yy′)2 + y2 = 1.
Separable Equations
In general, it may not be possible to find solutions of
y′ = f(x, y)
where f is an arbitrary continuous function. But there are special cases of the function f for which the
above equation can be solved. One such set of equations is
y′ = g(y)h(x). (7.2.1)
Equation (7.2.1) is called a SEPArABLE EquATioN. The Equation (7.2.1) is equivalent to
1 dy
= h(x).
g(y) dx
Integrating with respect to x, we get

H(x) = ∫ h(x)dx = ∫ ∫
dy dy
g(y) dy = = tt(y) + c,
1 g(y)
dx
where c is a constant. Hence, its implicit solution is
tt(y) + c = H(x).
Example 7.2.1 1. Solve: y′ = y(y − 1).

Solution: Here, g(y) = y (y − 1) and h(x) = 1. Then
∫ dy
= ∫ dx.
y (y − 1)
By using partial fractions and integrating, we get

1
y= ,
1 − ex+c
where c is a constant of
integration.
2. Solve y′ = y2. 1
Solution: It is easy to deduce that y = − , where c is a constant; is the required solution.
x+c
Observe that the solution is defined, only if x + ƒc = 0 for any x. For example, if we let y(0) = a, then
a
y=− exists as long as ax − 1 ƒ= 0.
ax − 1

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Differential Equations

Introduction and Preliminaries

Example 7.1.5 1. Show that y = ce−2x is a solution of y′ + 2y = 0 on R for a constant c ∈ R.

(x − 1)2 + y2 = a2, (7.1.3)

where a is a real constant. Then y is a solution of the differential equation

Now, eliminating c from the two equations, we get

Equation (7.2.1) is called a SEPArABLE EquATioN. The Equation (7.2.1) is equivalent to

Integrating with respect to x, we get

where c is a constant. Hence, its implicit solution is

Example 7.2.1 1. Solve: y′ = y(y − 1).

By using partial fractions and integrating, we get

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