Preliminaries of DE Dr.

Suresh Kumar, BITS Pilani 1

Chapter 1

Preliminaries of Differential Equations

Note: This module is prepared from Chapter 1 of the text book (G.F. Simmons, Differential
Equations with Applications and Historical Notes, TMH, 2nd ed., 1991) just to help the students.
The study material is expected to be useful but not exhaustive. For detailed study, the students
are advised to attend the lecture/tutorial classes regularly, and consult the text book.

Appeal: Please do not print this e-module unless it is really necessary.

Dr. Suresh Kumar, Department of Mathematics, BITS Pilani, Pilani Campus

Contents

0.1 Differential equations and their classifications . . . . . . . . . . . . . . . . . . . . . 3

0.1.1 Differential equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
0.1.2 Classification based on number of independent variables . . . . . . . . . . . 3
0.1.3 Classification based on degree . . . . . . . . . . . . . . . . . . . . . . . . . . 4
0.2 Solutions of DE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
0.2.1 Explicit solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
0.2.2 Implicit solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
0.2.3 Formal solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
0.2.4 General and particular solutions . . . . . . . . . . . . . . . . . . . . . . . . . 5
0.2.5 Singular solution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
0.2.6 Initial and boundary value problems . . . . . . . . . . . . . . . . . . . . . . 6

2
Preliminaries of DE Dr. Suresh Kumar, BITS Pilani 3

0.1 Differential equations and their classifications

Differential equation
The mathematical description of any dynamical or physical phenomenon naturally introduces the
independent and dependent variables. Suppose we blow air into a balloon that inflates in spherical
shape. Then the radius r of the spherical balloon depends on the amount of air blown into, and is
therefore at our discretion. So we may treat the variable r as the independent variable. We know
that surface area S of the spherical balloon depends on r via the relation S = 4r2 . So, in this
example, r is independent variable and S is dependent variable. Also, the rate of change of surface
area S of balloon with respect its radius r is given by the equation dS
dr
= 8r. It is a differential
equation that gives us the rate of change of S with respect to r for any given value of r.
A differential equation may involve more than one independent or dependent variables. For
instance, in the above balloon example, if we allow the variable r to depend on time t, then the
time variable t is independent while r and S both are dependent variables. Also, the governing
differential equation dS
dr
= 8r can be written as

dS dr
= 8r .
dt dt
Formally, we define a differential equation as follows: Any equation (non-identity) involving
derivatives of dependent variable(s) with respect to independent variable(s) is called a differential
equation(DE).
Hereafter, we shall use the abbreviation DE for the phrase differential equation and its plural
differential equations as well.

Order and Degree

The order of the highest order derivative occurring in a DE is called its order. The power or
exponent of the highest order derivative occurring in the DE is called its degree provided the DE
is made free from radicals or fractions in its derivatives.

Ex. Order of (y 00 )3 + 2y 0 + 3y = x is 2 and degree is 3.

Ex. Order of y (4) + 2(y 0 )5 + 3y = 0 is 4 and degree is 1.
Ex. (y 000 )1/2 + y 0 = 0 can be rewritten as y 000 (y 0 )2 = 0. So its order is 3 and degree is 1.

0.1.1 Classification based on number of independent variables

DE are classified into two categories based on the number of independent variables.

Ordinary DE
A DE involving derivatives with respect to one independent variable is called ordinary DE.
An ordinary DE of order n, in general, can be expressed in the form

f (x, y, y 0 , ......., y (n) ) = 0.

In particular, a first order ordinary DE is of the form

f (x, y, y 0 ) = 0,
Preliminaries of DE Dr. Suresh Kumar, BITS Pilani 4

while a second order ordinary DE is of the form

f (x, y, y 0 , y 00 ) = 0.

Ex. y = xy 0 + (y 0 )2 is a first order ordinary DE.

Ex. y 0 + xy + x2 = 0 is a first order ordinary DE.
Ex. (y 00 )3 + 2y 0 + 3y = x is a second order ordinary DE.

Partial DE
A DE involving partial derivatives with respect to two or more independent variables is called
partial DE.
For example, the well known Laplace equation

2u 2u
+ = 0,
x2 y 2

is a partial DE, which carries the second order partial derivatives of the dependent variable u(x, y)
with respect to the independent variables x and y.

Note:
Hereafter, we shall talk about ordinary DE only. So DE shall mean ordinary DE unless otherwise
stated.

0.1.2 Classification based on degree

DE are classified into two categories based on the degree.

Linear DE
A DE is said to be linear if the dependent variable and its derivatives occur in first degree and are
not multiplied together.
An linear DE of order n can be expressed in the form

a0 (x)y (n) + a1 (x)y (n1) + ....... + an1 (x)y 0 + an (x)y = b(x).

where a0 (x) is not identically 0.

For example, y 00 + 2y 0 + 3y = x is a second order linear DE.

Non-linear DE
If a DE in not linear, then it is said to be non-linear.

Ex. y = xy 0 + (y 0 )2 is a first order non-linear DE as y 0 occurs with degree 2.

Ex. yy 00 + 4y = 3x2 is a second order non-linear DE as y and y 00 occur in product in the first term.
Ex. y 00 + 2y 0 + 3y 2 = 0 is a second order non-linear DE as y occurs with degree 2.
Preliminaries of DE Dr. Suresh Kumar, BITS Pilani 5

0.2 Solutions of DE
Consider the nth order DE
f (x, y, y 0 , ......., y (n) ) = 0. (1)
We define the following types of solutions of (1).

0.2.1 Explicit solution

A function g defined on an interval I is said to be an explicit solution of (1) on the interval I if
f (x, g, g 0 , ......., g (n) ) = 0 for all x I.
For example, y = sin x is an explicit solution of the DE y 00 + y = 0 on (, ) since y = sin x
implies that y 00 + y = sin x + sin x = 0 for all x (, ).

0.2.2 Implicit solution

A relation h(x, y) = 0 is said to be an implicit solution of (1) on an interval I if h(x, y) = 0 yields
at least one explicit solution g of (1) on I.
0
For example, x2 +y 2 =1 is an implicit solution 2
of the DE yy +x = 0 on (1, 1). For, x +y = 1
2

yields two functions y = 1 x2 and y = 1 x2 , both of which can be verified to be explicit

solutions of yy 0 + x = 0 on (1, 1).

0.2.3 Formal solution

A relation h(x, y) = 0 is said to be a formal solution of (1) on an interval I if h(x, y) = 0 does not
yield any explicit solution g of (1) on I but satisfies (1) on I.
For example, x2 + y 2 + 1 = 0 is a formal solution of the DE yy 0 + x = 0. For, the implicit
differentiation of the relation x2 + y 2 + 1 = 0 with respect to x yields the DE yy 0 + x = 0. However,
x2 + y 2 + 1 = 0 gives y 2 = 1 x2 . So y is not real for any real x. This in turn implies that
x2 + y 2 + 1 = 0 does not yield any explicit solution of the given DE.

0.2.4 General and particular solutions

A relation h(x, y, c1 , c2 , ....., cn ) = 0, involving n arbitrary constants c1 , c2 ,...., cn , is said to be a
general solution of (1) on an interval I if h(x, y, c1 , c2 , ....., cn ) = 0 satisfies (1) identically on I.
Note that the number of arbitrary constants in the general solution is equal to the order n of the
DE (1). Further, a solution of (1) obtained by choosing particular values of the arbitrary constants
is called particular solution of (1).
For example, y = c1 sin x + c2 cos x is general solution of the DE y 00 + y = 0 on (, )
since y = c1 sin x + c2 cos x leads to y 00 + y = c1 ( sin x + sin x) + c2 ( cos x + cos x) = 0 for all
x (, ). Also, y = sin x is a particular solution of (1) as it can be obtained from the general
solution by choosing c1 = 1 and c2 = 0.

0.2.5 Singular solution

A singular solution of (1) is a particular solution of (1), which can not be obtained from the general
solution h(x, y, c1 , c2 , ....., cn ) = 0 of (1) by choosing particular values of the arbitrary constants
c1 , c2 ,...., cn .
Preliminaries of DE Dr. Suresh Kumar, BITS Pilani 6

For example, y = cx + c2 is general solution of the DE y = xy 0 + (y 0 )2 . It is easy to verify that

y = x2 /4 is also a solution of this DE. Further, y = x2 /4 can not be retrieved from y = cx + c2
for any choice of the arbitrary constant c. Hence, y = x2 /4 is a singular solution of the DE
y = xy 0 + (y 0 )2 .

Note: Considering the types of solutions as discussed above we can say that a solution of (1) is
any relation-explicit or implicit- between x and y that does not involve derivatives and satisfies
(1) identically.

0.2.6 Initial and boundary value problems

Consider the nth order DE (1). We know that its general solution involves n arbitrary constants.
Therefore, in order to seek a particular solution from the general solution of (1), we need to find
the values of n arbitrary constants using n given conditions. If the n given conditions are specified
at a single point say x0 in the form, say

y(x0 ) = b0 , y 0 (x0 ) = b1 , ........, y (n1) (x0 ) = bn1 ,

then the DE (1) with these n conditions is said to be an initial value problem (IVP).
On the other hand, if k conditions are specified at one point say x0 while the remaining n k
points are specified at some other point say x1 , then the DE (1) with the given conditions at two
different points is said to be a boundary value problem (BVP).

Ex. y 0 y = 0, y(0) = 1 is an IVP. The general solution of y 0 y = 0 is y = c1 ex . So the condition

y(0) = 1 yields c1 = 1. So the solution of the given IVP is y = ex .

Ex. y 00 y = 0, y(0) = 1, y 0 (0) = 1 is an IVP. The general solution of y 00 y = 0 is y = c1 ex +c2 ex .

So the conditions y(0) = 1 and y 0 (0) = 1 yield the relations c1 +c2 = 1 and c1 c2 = 1, respectively.
Solving the two, we get c1 = 1 and c2 = 0. So the solution of the given IVP is y = ex .

Ex. y 00 + y = 0, y(0) = 1, y(/2) = 0 is a BVP. The general solution of y 00 + y = 0 is y =

c1 sin x + c2 cos x. So the conditions y(0) = 1 and y(/2) = 0 yield c2 = 1 and c1 = 0, respectively.
So the solution of the given BVP is y = cos x.