Chapter 1

Introduction


1.1. Introduction
The laws of the universe are written in the language of mathematics. Algebra is sufficient
to solve many static problems, but the most interesting engineering phenomena involve change
and are described only by equations that relate changing quantities.
Because the derivative dx/dt = f(t) of the function f is the rate at which the quantity x =
f(t) is changing with respect to the independent variable t, it is natural that equations involving
derivatives are frequently used to describe the changing universe.

1.2. Definition
A differential equation is an equation containing one or more derivatives or differentials.
Examples:
dy
1. = cos x
dx

2
d y
2
2. + k y = 0
2
dx

2 2
3. (x + y )dx - 2xy dy = 0
2 2
u u u
2
4. = h ( + )
t 2 2
x y
c c c
c
c c

2
d i di 1
5. L( ) + R( ) + ( ) i = E cos t
2
dt c
dt
= =
2 2
V V
6. + = 0
2 2
x y
c c
c c

2
d w dw
3
7. ( ) - xy ( ) + w = 0
2 dx
dx

3
d x dx
8. + x ( ) - 4xy = 0
3 dy
dy

2
d y dy
3
9. + 7 ( ) - 8y = 0
2 dx
dx

f f
10. x ( ) + y( ) = nf
x y
c c
c c

2
d y
11. = - sin x
2
dx


1.3. Classification of DE according to:
a) Order
the order of a DE is the order of the highest-ordered derivative in the equation.
b) Degree
the degree of a DE is the largest power or exponent of the highestordered derivative
present in the equation, after the equation has been rationalized and cleared of
fractions with respect to all the derivatives.
c) Type
c.1. Ordinary DE
if the equation contains total derivatives but does not contain partial derivatives.
c.2. Partial DE
if the equation contains partial derivatives.
1.4. Linear Differential Equations
- Are equations that can be written as a linear combination of the derivatives, that is, of the
form
2
( ) ( ) ( ) ( ) ( )
0 1 2
2
n
dy d y d y
a x y a x a x a x F x
n
n
dx dx
dx
+ + + + =
The left-hand side is composed of a combination of a derivative of y multiplied by a function of
only x or a
i
x. The power of the derivative should be either 1 or 0 (term does not exist). Also, the
multiplier should not be dependent on y or any of its derivatives. The right side is a function of
only the independent variable.

Examples:
3 2
dy
x y
dx
=
Ordinary contains only ordinary derivatives
Order 1 highest is first derivative
Linear all powers of D
n
y = 1
2 2
2 2
V V
V
x y
c c
+ =
c c

Partial contains partial derivatives
Order 2 highest is second derivative
Linear all powers of D
n
y = 1
3
3 0
3
d x dx
x x
dt
dt
+ =
Ordinary contains only ordinary derivatives
Order 3 highest is third derivative
Nonlinear contains product of x and x
3
4
3
3
d y
y
dx
=
Ordinary contains only ordinary derivatives
Order 3 highest is third derivative (4 is power not order)
Nonlinear power of D
o
y, or simply y, is 4

Problem Set 01:
For each of the following, state whether the equation is partial or ordinary, linear or nonlinear,
and gives its order and degree.
2
d x
2
1. + k x = 0
2
dt

2 2
w w
2
2. = a
2 2
t x
c c
c c
3. (x
2
+ y
2
) dx + 2xy dy = 0
4. y + P(x) y = Q(x) 5. y 3y + 2y = 0 6. yy = x
2 2 2
u u u
7. + + = 0
2 2 2
x y z
c c c
c c c

4
d y
8. = w(x)
4
dx

2 2
d y d x
9. x - y = C
2 2
dt dt

di
10. L( ) + Ri = E
dt
11. (x + y) dx + (3x
2
1) dy = 0
12. x(y)
3
+ (y)
4
y = 0
2
4
3
13. 2 0
3
d w dw
yw
dx
dx
| |
| |
| = + =
|
|
\ .
\ .

dy
2
14. = 1 - xy + y
dx
15. y + 2y 8y = x
2
+ cos x
16. a da + b db = 0
2 2
V W
17. + = 0
2 2
x x
c c
c c

2
d y dy
3 4
18. x ( ) + ( ) - y = 0
2 dx
dx

dy dy 3
2
19. ( ) = 1 + ( )
dx dx

5 1
2
d y dy
2 2 3
20. ( ) = k 1 + ( )
2 dx
dx
(
(



1.5. Solution to an Ordinary Differential Equation
The solution to an ordinary differential equation is another equation free of any
derivatives or differentials expressing the functional relationship between the dependent and
independent variables and which, when substituted into the equation, reduces it into an
identity.
Problem Set 02:
Prove that each equation is a solution of the given DE written opposite it.
2
1. y = x + x + C, y' = 2x + 1
2 2
2. y = x + Cx; xy' = x + y
3. y = C; y = 0 4. y = A sin 5x + B cos 5x; y + 25y = 0
5. y = C
1
sin 3x + C
2
cos 3x + 9x
2
2; y + 9y = 81x
2

6. y = (x + C)e
x
; y + y = e
x
7. ln y = C
1
e
x
+ C
2
e
x
; yy y
2
= y
2
ln y
8. x = 2t + C, y = Ct + 3; 2y
2
xy = 3 y 9. y = x
4
+ ax
2
+ bx + C; y = 24x
10. y = C
1
e
2x
+ C
2
e
4x
+ 2xe
2x
; y + 2y 8y = 12e
2x

11. y
3
= x
3
(3e
x
+ C); xy + y + x
4
y
4
e
x
= 0
12. x = - ln t, y = C
1
t + C
2
t
2
; y + 3y + 2y = 0
13. x = at + b, y = b
2
t
2
; 2yy = y
2

2
d y
14. y = a sin x, y = b cos x; ( ) + y = 0
2
dx

2
d y
15. y = a sin x + b cos x; ( ) + y = 0
2
dx

2
d y dy
x - 2x
16. y = C e + C e ; ( ) + ( ) - 2y = 0
1 2 2
dx
dx

2
d y 1 dx
3 2
17. y = x + C x + C ; ( ) - ( )( ) - 3x = 0
1 2 2
x dy
dx

2
d y
18. y = C sin (3x + C ); ( ) + 9y = 0
1 2 2
dx

2
d y dy
2 2 2
19. (x - C ) + y = C ; y( ) + ( ) + 1 = 0
1 2 2
dx
dx

2
d y dy
2 2 2 2
20. y = C x + C x; x y( ) + [x ( ) - y] = 0
1 2 2
dx
dx

2
d y dy
x - 2x 2 2
21. y = Ae + Be + x + x; + - 2y = 3 - 2x
2
dx
dx

x dy
22. ln y + = C; (y - x) + y = 0
y dx


1.6. Types of Solution to a DE
a) General Solution
- The solution is said to be general if it contains at least one arbitrary constant.
b) Particular Solution
- The solution to a differential equation is said to be particular if it does not contain
any arbitrary constants.

1.7. Finding the DE from the General Solution
A solution which contains a number of independent arbitrary constants equal to the order
of the equation is called complete or general solution. A solution, which can be obtained
from the general solution by giving specific values to one or more of the constants, is called a
particular solution.
Rule:
To find the DE when the general solution is given,
1. Differentiate the general solution,
2. Differentiate the derived solution,
3. Differentiate the second derived solution, etc. until the number of derived equations is
equal to the number of arbitrary constants in the general solution,
4. Finally, eliminate the constants from the general solution and the derived solutions.

Problem Set 03
Find the DE from the following general solutions.
1. x sin y + x
2
y = C 2. 3x
2
xy
2
= C
3. xy
2
1 = Cy 4. Cx
2
+ x + y
2
= 0
5. x = A sin (et + |); e a parameter not to be eliminated.
6. x = C
1
cos et + C
2
sin et; e a parameter 7. y = Cx + C
2
+1
8.
h
y = mx + ; h a parameter, m to be eliminated
m

9. y
2
= 4ax 10. y = ax
2
+ bx + C
11. y = C
1
+ C
2
e
3x
12. y = 4 + C
1
3x

13. y = C
1
+ C
2
e
4x
14. y = C
1
e
x
+ C
2
e
x

15. y = x + C
1
e
x
+ C
2
e
x
16. y = C
1
e
2x
+ C
2
e
3x

17. y = x
2
+ C
1
e
2x
+ C
2
e
3x
18. y = C
1
e
x
+ C
2
xe
x

19. y = Ae
2x
+ Bxe
2x
20. y = C
1
e
2x
cos 3x + C
2
e
2x
sin 3x
21. y = C
1
e
ax
cos bx + C
2
e
ax
sin bx; a and b are parameters.
22. y = C
1
x + C
2
e
x
23. y = C
1
x
2
+ C
2
e
x

24. y = x
2
+ C
1
x + C
2
e
x
25. y = C
1
x
2
+ C
2
e
2x