Differential equations

Definition 1. (Differential equation)

An equation containing the derivatives of one or more depended variables,
with respect to one or more independent variables, is said to be a differential
equation.
Definition 2. If an equation contains only ordinary derivatives of one or more
independent variables it is said to be an ordinary differential equation.
2

d 3 y 3 dy
For example,
1 ,
dx 3
dx

are

ordinary differential equations.

An equation involving partial derivatives of one or more independent variables it
is said to be an partial differential equation.
For example,

are partial differential equation.

Throughout this text ordinary derivatives will be written by using either the
Leibniz notation

or the prime notation

Definition 3. The order of differential equation is the order of the highest

derivative in the equation.

is a second-order ordinary differential

For example,
equation. The equation
equation. The equation

is 3 th order ordinary differential

is first-order ordinary differential equation.

In symbols we can express an th order ordinary differential equation in one
dependent variable by the general form

( )

(
where

is a real-valued function of

( )

variables

Definition 4. (solution of ODE)

Any function , defined on an interval

and possessing least

derivatives that

are continuous on , which when substituted into th-order ordinary differential

equation reduces the equation to an identity, is said to be a solution of the
equation on the interval.

Example . Verify that indicated function is a solution of the given differential

equation on the interval (
):
a).

b).

Solution. a). From

left-hand side:
right-hand side:

)
(

we see that

each side of the equation is the same for every real number .
(

b). left-hand side:

(
)

Definition 4. If every solution of an

(

( )

th order ordinary differential equation

on an interval
can be obtained from an -parameter family
by appropriate choices of the parameters
(
)
we then say that the family is the general solution of the DE.

Separable variables
Consider the first-order differential equation
(
When

).

does not depend on the variable

, that is

( ) the

( ) can be solved by integration

differential equation

( )

( )
( )

For example, if

, then its solution is

(

Definition 1. A first-order differential equation of the form

( ) ( )
is said to be separable or to have separable variables.

For example, the equation

( )

) ( )

).

)(

The equation

is nonseparable because there is no way of

expressing

as a product of a function of

By dividing by the function

( ) ( ) as
Then

( )

( )

( ) and

( )

Relabeling

as

( )

( )

or

( )

( )

, where

and ( ), respectively.

.
) we can write

that

( )

Solution. Dividing by (

( )

( ) are antiderivatives of

Example 1. Solve (

( ), we can write a separable equation

( ) where ( )

( )

times a function of

| |

then gives

, from which it follows

(
(

).

Example 2. Solve the initial-value problem

( )
Solution. Rewriting the equation
, we get

).

( )
When

that is if

then

so

Thus the initial-value problem determines the circle

Examples:
1.

2.
3. xydx 1 x2 dy 0 .

=0, y(0)= .
(

with radius 5.