EMATH 4 – DIFFERENTIAL EQUATIONS

MODULE 1: INTRODUCTION TO DIFFERENTIAL EQUATIONS

1.1 Overview
The laws of the universe are written in the language of mathematics. Algebra is sufficient to solve many static
problems, but the most interesting natural phenomena involve change and are described by equations that relate
changing quantities. An equation involving an unknown function and one or more of its derivatives is called a
differential equation1. Differential equations are essential for a mathematical description of nature, because they
are the central part many physical theories.
The following examples illustrate the process of translating scientific laws and principles into differential
equations. In each of these examples the independent variable is time t, but we will see numerous examples in
which some quantity other than time is the independent variable.
(a) Newton's Law of Cooling: The rate of change with respect to time t of the temperature T of a body is
proportional to the difference between T and the temperature S of the surrounding medium,
𝑑𝑇
= −𝑘 (𝑇 − 𝑆),
𝑑𝑡
where k is a constant of proportionality. Observe that if T > S, then dT/dt < 0, so the temperature is
decreasing function of t and the body is cooling. But if T < S, then dT/dt > 0, so that T is increasing.
Thus the physical law is translated into a differential equation.
(b) Torricelli's Law: The time rate of change of the volume V of water in a draining tank is proportional to
the square root of the depth y of water in the tank:
𝑑𝑦
= −𝑘 √𝑦,
𝑑𝑡
where k is a constant. If a cylinder tank with vertical sides and area A, then V = Ay, so
𝑑𝑉 𝑑𝑦
=𝐴 .
𝑑𝑡 𝑑𝑡
In this case the equation takes the form
𝑑𝑦
= −ℎ √𝑦,
𝑑𝑡
where h = k/A is a constant.
(c) Malthusian Population Growth: The time rate of change of population P with constant birth and death
rates is, in many simple cases, proportional to the size of the population. That is,
𝑑𝑃
= 𝑘𝑃,
𝑑𝑡
where k is the constant of proportionality.

(d) Hawking’s Black Hole Radiation2: Black holes emit a small amount of radiation, causing them to slowly
evaporate over time. According to Hawking, the mass M of a black hole obeys the differential equation
𝑑𝑀 𝑘
= − 2,
𝑑𝑡 𝑀
where k = 1.26 × 1023 kg3/year.

1.2 Notation
The Lagrange's prime notation y', y", y"', y(4) ..., y(n) are often used to represent, respectively, the first, second,
third, fourth, ..., nth derivatives of y with respect to the independent variable under consideration. Thus, the
Lagrange’s prime notation y" represents the Leibniz’ notation d2y/dx2 if the independent variable is x. Euler's
notation uses a differential operator D, it is written 𝐷𝑥 𝑦 where x is the differentiating variable. For example, the

1
Grote & Antonsson. (2009). Springer Handbook of Mechanical Engineering, Vol. 10, p. 9.
2
http://faculty.bard.edu/~belk/math213s14/ApplicationsOfDifferentialEquations.pdf

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 EMATH 4 – DIFFERENTIAL EQUATIONS

second-derivative is written as 𝐷2 or 𝐷2 𝑥 . Euler's notation is useful for stating and solving linear differential
equations.
If the independent variable is time, usually denoted by t, primes are often replaced by Newton’s dot notation.
Therefore, 𝑦̇ , 𝑦̈ , and 𝑦⃛ represent dy/dt, d2y/dt2, and d3y/dt3, respectively. The most general differential equation in
two variables is
F(x, y, y', y", y"'..., y(n)) = C.

1.3 Classification of Differential Equations

Differential equations are classified based on the number of variables with respect to which derivatives appear
in the equation.
An ordinary differential equation (ODE) is a differential equation if the unknown function depends on only
one independent variable. For example,
𝑑𝑦 𝑑2 𝑦 𝑑𝑦 𝑑𝑥 𝑑𝑦
+ 2𝑥𝑦 = 1, 2
+ − 2𝑦 = sin 𝑥, and + = 𝑥 + 2𝑦
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑡 𝑑𝑡
are ordinary differential equations.
A partial differential equation (PDE) is the differential equation if the unknown function depends on two or
more independent variables. For example,
∂u/∂x + ∂u/∂y + y = x and u∂2u/∂x2 + u2 = 0
are partial differential equations. While differential equations are classified by its type, either ordinary or partial,
they can be described further by their attributes like order, degree, and linearity.

1.4 Order, Degree, and Linearity

The order of a differential equation is the order of the highest derivative of any unknown function in the
equation; for example,
𝑑 2 𝑦 𝑑𝑦
+ − 2𝑦 = sin 𝑥,
𝑑𝑥 2 𝑑𝑥
is a second-order ordinary differential equation.
The degree of a differential equation is the power of the highest order derivative in the equation. For example,
3
𝑑2 𝑦 𝑑𝑦 4
( 2) + 2 ( ) + 𝑦 = 1
𝑑𝑥 𝑑𝑥
is a third-degree ordinary differential equation.
The linearity of a differential equation occurs when the dependent variable and all of its derivatives appear in
a linear fashion, i.e., they are not multiplied together or squared for example or they are not part of transcendental
functions such as sines, cosines, exponentials, etc. For example,
y' + xy = x + 3, y'' + 3y' + 2 = sin x, and y''' + 3y'' + 3y' + y = ex
are, in turn, linear first-order, linear second-order, and linear third-order ordinary differential equations.

A nonlinear ordinary differential equation is simply one that is not linear. Nonlinear functions of the dependent
variable or its derivatives, such as sin y or ey', cannot appear in a linear equation. For example,
(1 − 𝑦)𝑦 ′ + 3𝑦 = sin 𝑥, 𝑦 ′ + cos 𝑦 = 2, 𝑦 (4) − 2𝑦 2 = 1
are examples of nonlinear first-order, second-order, and fourth-order ordinary differential equations, respectively.
The first equation has nonlinear term (1 – y), the second equation has nonlinear term cos y, and the third equation
has nonlinear term, the power of y is not 1.

1.5 Classification of First-Order Ordinary Differential Equations

1.5.1 Forms of Differential Equations
The standard form for a first-order linear differential equation in the unknown function y is
y' = f(x, y),

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where the derivative y' appears only on the left side. Many first-order differential equations can be written in
standard form by algebraically solving for y' and then setting f(x, y) equal to the right side of the resulting
equation. The right side is a quotient of two other functions M(x, y) and –N(x, y). Then the standard form
becomes
𝑑𝑦 𝑀 (𝑥, 𝑦)
=− ,
𝑑𝑥 𝑁 (𝑥, 𝑦)
which is equivalent to the differential form
𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0.
1.5.2 Classification
(a) Separable Equations. Consider a differential equation in differential form, M(x, y)dx + N(x, y)dy = 0; if
M(x, y) = g(x) and N(x, y) = h(y), the differential equation is separable and can always be expressed as
𝑔(𝑥) 𝑑𝑥 + ℎ(𝑦) 𝑑𝑦 = 0.
(b) Homogeneous Equations. A differential equation in standard form dy/dx = F(x, y) is homogeneous if
𝑑𝑦
= 𝐹(𝑥, 𝑦) = 𝐹 (𝑣𝑥, 𝑣𝑦) = 𝑣 0 𝐹 (𝑥, 𝑦).
𝑑𝑥
for every real number v.

(c) Exact Equations. A differential equation in differential form M(x, y)dx + N(x, y)dy = 0 is exact iff
𝜕𝑀(𝑥, 𝑦) 𝜕𝑁(𝑥, 𝑦)
= .
𝜕𝑦 𝜕𝑥
(d) Linear Equations. Consider a differential equation in standard form, dy/dx = f(x, y), if f(x, y) can be
written as
f(x, y) = –P(x) y + Q(x)
then the differential equation is linear. Any linear equations can always be expressed as
𝑦 ′ + 𝑃 (𝑥)𝑦 = 𝑄(𝑥).

(e) Bernoulli Equations. A Bernoulli differential equation is an equation of the form

𝑦 ′ + 𝑝(𝑥)𝑦 = 𝑞(𝑥)𝑦 𝑛
where n denotes a real number; when n = 1 or n = 0, a Bernoulli equation reduces to a linear equation.

(f) Equations with Coefficients Linear in Two Variables. Equations linear in a function of two variables are
first order differential equations of the form M(x, y)dx + N(x, y)dy = 0 can always be expressed as
(ax + by + c) dx + (ex + fy + g) dy = 0.

1.6 Solution of a Differential Equation

1.6.1 General Solution
A differential equation is an equation involving a differentiable function and one or more of its derivatives.
For instance, 𝑦 ′ + 2𝑦 = 0 is a differential equation. A function y = f(x) is a solution of a differential equation if
the equation is satisfied when y and its derivatives are replaced by f(x) and its derivatives. For example,
𝑦 = 𝑒 −2𝑥

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is a solution of the differential equation shown above. To see this, substitute for
𝑦 = 𝑒 −2𝑥 and 𝑦 ′ = −2𝑒 −2𝑥 in the original equation.
𝑦 ′ + 2𝑦 = −2𝑒 −2𝑥 + 2𝑒 −2𝑥 = 0.
In the same way, you can show that 𝑦 = 2𝑒 −2𝑥 , 𝑦 = −3𝑒 −2𝑥 , and 𝑦 = 5𝑒 −2𝑥 are also solutions of the
differential equation. In fact, each function given by
𝑦 = 𝐶𝑒 −2𝑥 ,
where C is a real number, is a solution of the equation. This family of solutions is called the general solution of
the differential equation.

1.6.2 Initial Value Problem, Boundary Value Problem, Particular Solution

An initial value problem (Cauchy Problem) is an ordinary differential equation together with a specified value,
called the initial condition, of the unknown function at a given point in the domain of the solution.
A boundary value problem is a differential equation together with a set of additional constraints, called the
boundary conditions. A solution to a boundary value problem is a solution to the differential equation which also
satisfies the boundary conditions.
A particular solution of a differential equation is any solution that is obtained by assigning specific values to
the arbitrary constant(s) in the general solution. Geometrically, the general solution of a differential equation
represents a family of curves known as solution curves. For instance, the general solution of the differential
equation is 𝑦 = 𝐶𝑥 2 .
The figure at the right shows several solution curves corresponding to different values of C.
Particular solutions of a differential equation are obtained from initial conditions placed on the unknown
function and its derivatives. For instance, in the said figure, suppose you want to find the particular solution whose
graph passes through the point (2, 4). This initial condition can be written as y = 4 when x = 2.
Substituting these values into the general solution produces 4 = C(2)2, which implies that C = 1. So, the
particular solution is y = x2.

\
NOTE: To determine a particular solution, the number of initial conditions must match the number of
constants in the general solution.
Some differential equations have solutions other than those given by their general solutions. These are called
singular solutions. You should be familiar with the terms explicit functions and implicit functions from your study
of Calculus. Explicit solution is a solution where the dependent variable can be separated. For example, 4x2 + y =
1 is implicit while y = 1 − 4x2 is explicit. The implicit form is preferred over the explicit form when the variables
are awkward to separate like 2𝑥 + 𝑒 𝑥 𝑦 = sin(𝑥 − 𝑦). A solution curve is a graph of an explicit particular
solution. An integral curve is defined by an implicit particular solution.

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NOTE: Linear differential equations are simpler to solve than nonlinear differential equations. There is an
explicit formula for the solutions to all linear equations, but there is no general formula for solutions to all
nonlinear equations.

1.6.3 The Existence of Solutions

A basic question in the study of first-order initial value problems concerns whether a solution even exists. A
second important question asks whether there can be more than one solution. Some conditions must be imposed
to assure the existence of exactly one solution. In many applications it is desirable to know that there is exactly
one solution to an initial value problem. Such a solution is said to be unique. Picard’s Theorem gives conditions
under which there is precisely one solution. It guarantees both the existence and uniqueness of a solution.

Picard’s Theorem: Suppose that both f(x, y) and its partial derivative ∂f/∂y are continuous on the interior of a
rectangle R, and that (x0, y0) is an interior point of R. Then the initial value problem dy/dx = f(x, y), y(x0) = y0 has
a unique solution y = y(x) for x in some open interval containing x0.

Picard’s Theorem is proved by applying Picard’s iteration scheme, which we now introduce. We begin by noticing
that any solution to the initial value problem must also satisfy the integral equation
𝑥
𝑦(𝑥) = 𝑦0 + ∫ 𝑓 (𝑡, 𝑦) 𝑑𝑡
𝑥0
Because
𝑥
𝑑𝑦
∫ 𝑑𝑡 = 𝑦(𝑥) − 𝑦(𝑥0 ).
𝑥0 𝑑𝑡
The converse is also true: If y(x) satisfies the above equation, then dy/dx = f(x, f(x)) and y(x0) = y0.
In the integrand in
𝑥
𝑦(𝑥) = 𝑦0 + ∫ 𝑓(𝑡, 𝑦) 𝑑𝑡,
𝑥0
replace y(t) by the constant y0, then integrate and call the resulting right-hand side y1(x):
𝑥
𝑦1 (𝑥) = 𝑦0 + ∫ 𝑓 (𝑡, 𝑦0 ) 𝑑𝑡.
𝑥0
This starts the process. To keep it going, we use the iterative formulas
𝑥
𝑦(𝑛+1) (𝑥) = 𝑦0 + ∫ 𝑓(𝑡, 𝑦𝑛 (𝑡)) 𝑑𝑡.
𝑥0
The proof of Picard’s Theorem consists of showing that this process produces a sequence of functions that
converge to a function that satisfies the equations for values of x sufficiently near.

1.7 Solved Problems

1. Determine the order, degree, linearity, unknown function, and the independent variable in each of the
following differential equations:
(a) (dy/dx)3 + xy = 0.
(b) yy" + y = 1.
(c) (dP/dV)5 = 2V.
(d) d3y/dx3 + cos y dy/dx = x + 2.
(e) 𝑥̈ + 3𝑥𝑥̇ + 2𝑥 = 𝑡 − 3.
(f) (y(4))2 + y"' + y" + y' + xy = x + 4.
(g) ∂u/∂x + ∂u/∂y + y = x.
(h) u∂2u/∂x2 + u2 = 0.

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Solution.
a. Order is 1, degree is 3, linear, the unknown function is y, and the independent variable is x.
b. Order is 2, degree is 1, nonlinear because of yy" product, the unknown function is y, and the
independent variable is x.
c. Order is 1, degree is 5, linear, the unknown function is P, and the independent variable is V.
d. Order is 3, degree is 1, nonlinear because of the transcendental function cos y, the unknown function is
y, and the independent variable is x.
e. Order is 2, degree is 1, linear, unknown function is y, and the independent variable is x.
f. Order is 4, degree is 4, linear, unknown function is y, and the independent variable is x.
g. Order is 1, degree is 1, linear, unknown function is u, and the independent variables are x & y.
h. Order is 2, degree is 1, nonlinear, unknown function is u, and the independent variables is x.
2. Determine whether y = Asin 2x + Bcos 2x, where A and B are constants is a solution of y" + 4y = 0.
Solution.
Differentiating y, it follows that
y' = 2Acos 2x – 2Bsin 2x and
y" = –4Asin 2x – 4Bcos 2x.
Hence,
y" + 4y = (–4Asin 2x – 4Bcos 2x) + 4(Asin 2x + Bcos 2x) = 0.
Substituting these values into the differential equation, we obtain
y = Asin 2x + Bcos 2x
satisfies the differential equation for all values of x and is a solution on the interval (–∞, ∞). Therefore, y =
Asin 2x + Bcos 2x is a solution.

3. Find the solution to the initial-value problem y' + y = 0; y(3) = 2, if the general solution to the differential
equation is known to be y = Aex, where A is an arbitrary constant.
Solution.
Since y is a solution of the differential equation for every value of A; we seek that value of A which will also
satisfy the initial condition. Note that y(3) = Ae–3. To satisfy the initial condition y(3) = 2, it is sufficient to
choose A so that Ae–x = 2, that is, to choose A = 2e3. Substituting this value for A into y, we obtain y = 2e2– x
as the solution of the initial-value problem.

4. Find a solution to the boundary-value problem y" + 4y = 0, y(0) = 1, y(π/2) = 2, if the general solution to the
differential equation is known to be y = A sin 2x + B cos 2x.
Solution.
Since y(0) = Asin 0 + Bcos 0 = B, we must choose B = 1 to satisfy the condition y(0) = 1. Since y(π/2) = A sin
π + Bcos π = –B, we must choose B = –2 to satisfy the second condition, y(π/2) = 2. Thus, to satisfy both
boundary conditions simultaneously, we must require B to equal both 1 and –2, which is impossible.
Therefore, there does not exist a solution to this problem.

5. Determine A and B so that y = Aex + Bex + 2 sin x satisfy the conditions y(0) = 0 and y'(0) = 1.
Solution.
Because sin 0 = 0, y(0) = A + B. To satisfy the condition y(0) = 0, we require
A + B = 0. (1)
x x
From y' = Ae + Be + 2 sin x we have y'(0) = 2A + B + 2. To satisfy the condition y'(0) = 1, we require 2A +
B + 2 = 1, or

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2A + B = –1. (2)
Solving (1) and (2) simultaneously, we obtain A = –1 and B = 1.

6. Given that 2y2 – x2 = C is the general solution of the differential equation 2y(dy/dx) – x = 0 sketch the
particular solutions represented by C = 0, ±1 and ±4.
Solution.
The particular solutions represented by and are shown below.

7. Write the differential equation (y' + y)5 = sin (y'/x) in standard form.
Solution.
This equation cannot be solved algebraically for y', and cannot be written in standard form.

8. Write the differential equation xy' – y2 = 0 in standard form.

Solution.
This equation can be solved algebraically for y', and can be written in standard form y' = y2/x.

9. Write the differential equation y(yy' – 1) = x in differential form.

Solution.
𝑥+𝑦
𝑦′ = ⇒ (𝑥 + 𝑦)𝑑𝑥 − 𝑦 2 𝑑𝑦 = 0.
𝑦2
Formative Assessment Problem
10. Determine the order, degree, linearity, unknown function, and the independent variable in each of the
following differential equations:
a. (dy/dx)2 + y' + xy = 0
b. y" + xy = e–x
c. (d2P/dV2)3 = 0
d. y(4) + y3y(3) + y4 = e2x
e. d3y/dx3 + dy/dx + y = 0
f. (d2y/dt2)3/2 – y = xex
g. y"' + y" + y' + y = sin x
h. u∂u/∂x + u∂u/∂y + y = x
i. ∂2u/∂x2 + ∂2u/∂y2 = 0
11. Which of the following functions are solutions of the differential equation y' – 5y = 0?

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A. y = 5 B. y = 5x C. y = e5x D. y = 2e5x
12. Which of the following functions are solutions of the differential equation dy/dt – 2ty = t.
A. y = –2 B. y = 2 C. y = exp (t2) – ½ D. y = 2exp (t2) – ½

13. Which of the following functions are solutions of the differential equation dy/dt = y/t.

A. y = 0 B. y = 1 C. y = 2t D. y = t2
14. Which of the following functions are solutions of the differential equation y' = (x4 + 2y4)/(xy2)?
A. y = x B. y = x8 – x4 C. y = (x8 – x4)1/2 D. y = (x8 – x4)1/4
15. Which of the following functions are solutions of the differential equation y" – y = 0?
A. y = ex B. y = e–x C. y = ex + e–x `D. y = 1
16. Which of the following functions are solutions of the differential equation 𝑥̈ – 4𝑥̇ + 4x = et?
A. x = et B. x = e2t C. x = et + te2t D. x = te2t + e2t + et
17. Which of the following functions are solutions of the differential equation y" – xy' + y = 0?
A. y = 0 B. y = x C. y = l – x2 D. y = 2x2 – 2
18. Find A and B so that y = Asin x + Bcos x will satisfy the given conditions. Determine whether the given
conditions are initial conditions or boundary conditions.
a. y(0) = 1, y'(0) = 2
b. y(0) = 2, y'(0) = 1
c. y(π/2) = 1, y'(π/2) = 2
d. y(0) = 1, y(π/2) = 1.
e. y(π/4) = 0, y(π/6) = 1
f. y(0) = 1, y(π) = 2
19. Find values of A and B so that the given functions will satisfy the prescribed initial conditions.
a. y = Aex + Bex + 4sin x; y(0) = 1, y'(0) = –1
b. y = Aex + Bex + x2 – 1; y(1) = 1, y'(0) = 2.
c. y = Aex + Bex + 3e3x; y(1) = 1, y'(0) = 0.
d. y = A sin 2x + B cos 2x + 1; y(π) = 0, y'(π) = 0.
e. y = Aex + Bxex + x2ex; y(1) = 1, y'(1) = –1.
20. Write the given differential equations in standard form.
a. xy' + y2 = 0
b. (y')3 + y2 + y = sin x
c. (x – y)dx + y2 dy = 0
d. dy + dx = 0
e. xy' + cos(y' + y) = l
f. (e2x – y)dx + ex dy = 0
g. exy' – x = y'
21. In the previous problem, determine whether the equations are homogeneous and/or linear, and, if not linear,
whether they are Bernoulli; determine whether the equations in differential form, as given, are separable
and/or exact.