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Introduction to Differential Equations
Mohammad Hassan Murad
LECTURE 1‐2
Week 1
Lecture 1
1.1 Introduction to Differential Equations
The applications of differential equations are many and varied and appear in virtually every
field of study. Examples are the study of motion, population growth, radioactive decay,
calculations involving compound interest, electrostatic and electromagnetic fields, carbon
dating, chemical reactions, concentration of a drug in the bloodstream, and the spread of a
disease.
Definition of Differential Equations
An equation containing the derivatives of one or more dependent variables, with respect to
one or more independent variables, is said to be a differential equation (DE).
Classifications by Type
If a differential equation contains only ordinary derivatives of one or more unknown
functions with respect to a single independent variable, it is said to be an ordinary
differential equation (ODE). For example
𝑑𝑦 𝑑𝑦 𝑑𝑦 𝑑𝑦
2𝑡, 𝑦, 𝑦 𝑡, 𝑦 . 1.1
𝑑𝑡 𝑑𝑡 𝑑𝑡 𝑑𝑡
Here 𝑡 is an independent variable and 𝑦 is dependent.
An equation involving partial derivatives of one or more unknown functions of two or more
independent variables is called a partial differential equation (PDE).
Some of the famous PDEs from mathematical physics are:
One‐dimensional Heat Conduction Equation
𝜕 𝑢 𝜕𝑢
𝛼 1.2a
𝜕𝑥 𝜕𝑡
One‐dimensional Wave Equation
𝜕 𝑢 1𝜕 𝑢
1.2b
𝜕𝑥 𝑐 𝜕𝑡
Laplace’s Equation
𝜕 𝑢 𝜕 𝑢
0. 1.2c
𝜕𝑥 𝜕𝑦
In eqs. (1.2a)–(1.2b) 𝑢 is an unknown function of 𝑡 and 𝑥. And in eq. (1.2c) 𝑢 is a function of
𝑥 and 𝑦.
Classification by Order
The order of a differential equation (either ODE or PDE) is the order of the highest derivative
in the equation.
𝐹 𝑡, 𝑦, 𝑦 , 𝑦 , … , 𝑦 0, 1.3
Similarly, the most general form of a first order PDE in three variables has the following form
𝐹 𝑥, 𝑦, 𝑧, 𝑢, 𝑢 , 𝑢 , 𝑢 0,
and the most general form of a second order PDE in two variables has the following form
𝐹 𝑡, 𝑥, 𝑢, 𝑢 , 𝑢 , 𝑢 , 𝑢 , 𝑢 0.
Classification of DE by Linearity
An 𝑛th-order ODE (1.3) is said to be linear if 𝐹 is linear in 𝑦, 𝑦 , 𝑦 , … , 𝑦 . That is, it has the
following form
𝑎 𝑥 𝑦 𝑎 𝑥 𝑦 ⋯ 𝑎 𝑥 𝑦 𝑎 𝑥 𝑦 𝑔 𝑥 1.4
In particular,
𝑃 𝑥 𝑦 𝑄 𝑥 𝑦 𝐺 𝑥
𝑃 𝑥 𝑦 𝑄 𝑥 𝑦 𝑅 𝑥 𝑦 𝐺 𝑥 ,
are first‐ and second‐order linear ODEs, respectively.
For example, 𝑦 5𝑦 6𝑦 0 is a second-order linear ODE in 𝑦.
In this course, we will talk more on these linear ODEs.
An 𝑛th order initial value problem consists of an 𝑛th order ODE and 𝑛 many conditions
𝑦 𝑓 𝑡, 𝑦, 𝑦 , … , 𝑦
Subject to 𝑦 𝑡 𝑦 , 𝑦 𝑡 𝑦, 𝑦 𝑡 𝑦 .
where 𝑦 , 𝑦 , … 𝑦 are some constants (real numbers.)
We say that 𝜙 satisfies the differential equation on 𝐼. For our purposes, we shall also assume
that 𝜙: 𝐼 → ℝ, i.e., 𝜙 is a real-valued function.
For example,
1. 𝜙 𝑡 𝑡 is a solution of 𝑦 2𝑡 on ∞, ∞ .
Because, 𝜙 is a differentiable function of 𝑡 on ∞, ∞ with 𝜙 𝑡 2𝑡.
Similarly,
2. For any arbitrary real number 𝐶, 𝜙 𝑡 𝐶𝑒 is a solution of 𝑦 𝑦 on ∞, ∞ .
3. 𝜙 𝑡 1⁄ 1 𝑡 is a solution of 𝑦 𝑦 on 1, ∞ .
4. 𝜙 𝑡 cos 𝑡 is a solution of 𝑦 𝑦 0 on ∞, ∞ .
5. 𝜙 𝑡 3𝑒 2𝑒 is a solution of 𝑦 𝑦 6𝑦 0 on ∞, ∞ .
Because, 𝜙 is twice differentiable function of 𝑡 on ∞, ∞ with
𝜙 𝑡 6𝑒 6𝑒 , 𝜙 𝑡 12𝑒 18𝑒
and 𝜙 𝑡 satisfies
𝜙 𝑡 𝜙 𝑡 6𝜙 𝑡 12𝑒 18𝑒 6𝑒 6𝑒 6 3𝑒 2𝑒
0
for all 𝑡 ∈ ∞, ∞ .
6. 𝜙 𝑥 √1 𝑥 is a solution of 𝑦𝑦 𝑥 0 on 1,1 .
Because, 𝜙 is a differentiable function for all 𝑥 ∈ 1,1 with
2𝑥 𝑥
𝜙 𝑥
2√1 𝑥 √1 𝑥
Mohammad Hassan Murad P a g e |6
Assistant Professor
Department of Mathematics and Natural Sciences
Brac University
Lecture 1
1.2 Solution of an ODE or PDE
And 𝜙 𝑥 satisfies
𝜙 𝑥 𝜙 𝑥 𝑥 0.
for all 𝑥 ∈ 1,1 . Similarly, we can show that the function 𝜙 defined by
𝜙 𝑥 1 𝑥 , 𝑥∈ 1,1
is also a solution of 𝑦𝑦 𝑥 0 on 1,1 .
7. 𝜙 𝑡, 𝑥 sin 𝑥 𝑐𝑡 is a solution of the one-dimensional wave equation
𝑐 𝑢 𝑢 .
Occasionally, it will be convenient to denote a solution 𝜙 𝑡 by the alternative symbol 𝑦 𝑡 .
𝜙 𝑡 𝑒 𝜙 𝑡
The graph of a solution 𝜙 of an ODE is called a solution curve also known as an integral
curve. Since 𝜙 is a differentiable function, it is continuous on its interval 𝐼 of definition. Thus,
there may be a difference between the graph of the function 𝜙 and the graph of the solution
𝜙. To put it another way, the domain of the function 𝜙 need not be the same as the interval 𝐼
of definition of the solution 𝐼. The following example illustrates the difference.
𝑦 𝑦
1 1
𝜙 𝑡 , 𝑡 ∈ℝ∖ 0 𝜙 𝑡 , 𝑡 ∈ 0, ∞
𝑡 𝑡
TYPES OF SOLUTION
If an ODE (1.3)
𝐹 𝑡, 𝑦, 𝑦 , 𝑦 , … , 𝑦 0
𝐹 𝑥, 𝑦, 𝑦 , … , 𝑦 0
on an interval 𝐼 if there exists one function 𝜙 that satisfies the relation as well as the ODE.
For example, the relation
𝑥 𝑦 1
defines two functions 𝜙 : 1,1 → ℝ and 𝜙 : 1,1 → ℝ, defined by
𝑦 𝜙 𝑥 1 𝑥 , 𝑦 𝜙 𝑥 1 𝑥
are solutions of the ODE
𝑦𝑦 𝑥 0.
𝜙2 𝑥 1 𝑥2
𝜙 𝑥 1 𝑥
𝑥 𝑦 1
𝜙 𝑡 2𝑒
𝜙 𝑡 𝑒
𝜙 𝑡 0
𝜙 𝑡 𝑒
𝜙 𝑡 2𝑒
𝐹 𝑡, 𝑦, 𝑦 , … , 𝑦 0
𝐹 𝑡, 𝑦, 𝑦 , … , 𝑦 0
Particular Solution
A solution of a differential equation that is free of parameters or can be obtained by
specifying the constants in the general solution is called a particular solution.
For example, 𝑦 𝑥 3𝑒 2𝑒 is a particular solution of
𝑦 5𝑦 6𝑦 0
for all 𝑥 ∈ ∞, ∞ . Because it can be obtained from the general solution
𝑦 𝑥 𝐶𝑒 𝐶𝑒
by setting 𝐶 3 and 𝐶 2.
Singular Solution
Sometimes a solution of a DE cannot be obtained by specifying any of the parameters in the
family of solutions. Such an extra solution is called a singular solution.
For example, 𝑦 𝑡 0 is a solution to the following equation
𝑦 𝑦 .
However, it CANNOT be obtained from the general solution
Complete Solution
Thus, in the “general solution,” the word general must not be taken in the sense of complete.
A totality of all solutions of a DE is called a complete solution.
𝑦 𝑓 𝑡, 𝑦 , 𝑦 𝑡 𝑦 .
𝑡 ,𝑦
𝑐
𝐼 𝑡
𝑎 𝑏
The conditions stated in Theorem 2.4.2 are sufficient to guarantee the existence of a
unique solution of the initial value problem (2.4.3) in some interval 𝐼 , but they are
not necessary. That is, the conclusion remains true under slightly weaker hypotheses
about the function 𝑓.
In fact, the existence of a solution (but not its uniqueness) can be established on the
basis of the continuity of 𝑓 alone.
𝑦 𝑥 𝑦, 𝑦 2 4
Since
𝑥
𝑓 𝑥, 𝑦 𝑥 𝑦 and 𝜕𝑓/𝜕𝑦
2 𝑦
𝑦 𝑥 𝑦, 𝑦 0 0
are not continuous on any rectangle 𝑅 containing the point 0, 0 , the Existence and
Uniqueness Theorem doesn’t apply here, however, since 𝑓 is continuous on 𝑅, the given
initial value problem has a solution. In fact,
𝑥
𝑦 𝑥 and 𝑦 𝑥 0
16
both satisfy the initial value problem for all 𝑥 ∈ ∞, ∞ .
Also Note that boundary value problems need not have solutions.
𝑠 𝑡 𝑔
where 𝑚 is the mass of the body and 𝑔 is the Fig. Position of Rock measured from
the ground level
acceleration due to gravity. The minus sign is
used because the weight of the rock is a force directed downward, which is opposite to the
positive direction. If the height of the building is 𝑠 and the initial velocity of the rock is 𝑣 ,
then 𝑠 is determined from the second-order initial-value problem
𝑠 𝑡 𝑔, 𝑠 0 𝑠 , 𝑠 0 𝑣
From elementary physics you might recognize the solution of as the formula
1
𝑠 𝑡 𝑔𝑡 𝑣 𝑡 𝑠 .
2
𝑚𝑣 𝑚𝑔 𝑘𝑣
𝑘
𝑣 𝑣 𝑔 0
𝑚
or,
𝑘
𝑠 𝑠 𝑔 0
𝑚
Note that the problem gives rise of a first-order linear ODE in 𝑣 but a second-order linear
ODE in 𝑠. However, we’re not ready yet to solve any one these equations in this lecture.
1
Thomas Robert Malthus (1766–1834), an English Economist first published this model in his the most influential book An Essay on the
Principle of Population published by J. Johnson and London in 1798.
Mohammad Hassan Murad P a g e | 16
Assistant Professor
Department of Mathematics and Natural Sciences
Brac University
Lecture 1
1.3 Simple Mathematical Models
where 𝑘 0, it is known as Logistic growth (Verhulst Model2). Here 𝑦 represents the initial
population and 𝑘, 𝐾 are knows as…….
Mixture Problem
Epidemics
Brachistochrone Problem
Learning Theory
2
A typical application of the logistic equation is a common model of population growth, originally due to Pierre-François Verhulst (1804–
1849, a Belgian Mathematician) in 1838, where the rate of reproduction is proportional to both the existing population and the amount of
available resources, all else being equal. The Verhulst equation was published after Verhulst had read Malthus' book (see footnote Error!
Bookmark not defined.). Verhulst derived his logistic equation to describe the self-limiting growth of a biological population.
Mohammad Hassan Murad P a g e | 17
Assistant Professor
Department of Mathematics and Natural Sciences
Brac University
Lecture 1
1.3 Simple Mathematical Models
Geodesic Equation
Einstein’ Gravitational Field Equations
Maxwell’s Equation in Electrodynamics
Fluid Dynamics
https://en.wikipedia.org/wiki/List_of_named_differential_equations
Direction fields are valuable tools in studying the solutions of differential equations of the
form
𝑦 𝑓 𝑡, 𝑦 .
Direction fields are also known as slope fields or tangent fields.
Some examples
Slope field: 𝑦 𝑦
Slope field: 𝑦 𝑦
Slope field: 𝑦 𝑥 𝑦
Slope field: 𝑦 𝑦