Differential Equations (DE) Lecture Notes

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Existence of Solution
Any function 𝒚, defined on an interval 𝐼 and possessing at least 𝑛 derivatives
that are continuous on 𝑰, which when substituted into an 𝑛𝑡ℎ-order ordinary
differential equation reduces the equation to an identity, is said to be a
solution of the equation on the interval.

Example # 1: Verification of a solution:

Verify that the indicated function is a solution of the given differential equation
on the interval (−∞, ∞).
𝟏
𝒅𝒚 𝒙𝟒
a) =𝒙𝒚 , 𝟐 𝒚 = 𝟏𝟔
𝒅𝒙

Solution: One way of verifying that the given function is a solution is to see,
after substituting, whether each side of the equation is the same for every x in
the interval.
Consider the given ordinary differential equation
𝒅𝒚 𝟏
= 𝒙 𝒚𝟐 _______________________(𝟏)
𝒅𝒙
Consider L.H.S.
𝒅𝒚 𝒅 𝒙𝟒 𝟏 𝒅 𝟒 𝟏 𝟑
𝟏 𝟑 𝒙𝟑
= ( )= (𝒙 ) = (𝟒𝒙 ) = (𝒙 ) = _________(𝟐)
𝒅𝒙 𝒅𝒙 𝟏𝟔 𝟏𝟔 𝒅𝒙 𝟏𝟔 𝟒 𝟒
Consider R.H.S.
𝟏 𝟏
𝟒 𝟐 𝟐 𝟐
𝟏 𝒙 (𝒙 ) 𝟐𝒙𝟐 𝒙𝟑
𝒙 𝒚𝟐 = 𝒙( ) = 𝒙( ) = 𝒙( ) = _________(𝟑)
𝟏𝟔 (𝟒)𝟐 𝟒 𝟒
we see that each side of the equation is the same for every real number 𝒙.
𝟏
𝒙𝟐 𝒙𝟒
Note that 𝒚 = 𝟐 is, by definition, the nonnegative square root of .
𝟒 𝟏𝟔

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Dr. M. Rayees Ahmad, Assistant Professor (Mathematics), UCP, Lahore.
 Differential Equations (DE) Lecture Notes
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b) 𝒚′′ − 𝟐𝒚′ + 𝒚 = 𝟎; 𝒚 = 𝒙 𝒆𝒙
Solution:
Since given that
𝑦 = 𝑥𝑒 𝑥
This implies that
𝑦 ′ = 𝑥𝑒 𝑥 + 𝑒 𝑥
and
𝑦 ′′ = 𝑥𝑒 𝑥 + 2 𝑒 𝑥
Now consider the given ODE
𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0
Consider 𝐿. 𝐻. 𝑆.
𝑦 ′′ − 2𝑦 ′ + 𝑦 = (𝑥𝑒 𝑥 + 2 𝑒 𝑥 ) − 2(𝑥𝑒 𝑥 + 𝑒 𝑥 ) + 𝑥𝑒 𝑥
= 𝑥𝑒 𝑥 + 2 𝑒 𝑥 − 2𝑥𝑒 𝑥 − 2 𝑒 𝑥 + 𝑥𝑒 𝑥
= 𝑥𝑒 𝑥 + 𝑥𝑒 𝑥 − 2𝑥𝑒 𝑥 + 2 𝑒 𝑥 − 2 𝑒 𝑥
= 2𝑥𝑒 𝑥 − 2𝑥𝑒 𝑥 + 2 𝑒 𝑥 − 2 𝑒 𝑥
= 0 = 𝑅. 𝐻. 𝑆
Note that, each differential equation possesses the constant solution
𝒚 = 𝟎, − ∞ < 𝒙 < ∞.
A solution of a differential equation that is identically zero on an interval 𝑰 is
said to be a trivial solution.

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Dr. M. Rayees Ahmad, Assistant Professor (Mathematics), UCP, Lahore.
 Differential Equations (DE) Lecture Notes
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General Solution:
If solution containing as many arbitrary constants as the order of DE is called
general solution (GS).

Particular Solution:
A solution obtained from general solution (GS) by giving particular values
to the constants, is called a particular solution.

Note:
• The graph of particular solution is called integral curve of DE.

• Not every differential equation that we write, has a solution.

For example,

𝒅𝒚 𝟐
( ) +𝟏=𝟎
𝒅𝒙
INITIAL VALUE PROBLEMS (IVPs)
We are often interested in problems in which we seek a solution 𝒚(𝒙) of a
differential equation so that 𝒚(𝒙) satisfies prescribed side conditions, that is,
conditions imposed on the unknown 𝒚(𝒙) or its derivatives. On some interval
𝑰 containing 𝒙𝟎 the problem

𝒅𝒏 𝒚
𝑺𝒐𝒍𝒗𝒆: = 𝒇(𝒙, 𝒚, 𝒚′ 𝒚′′ , … , 𝒚(𝒏−𝟏) )
𝒅𝒙𝒏
𝑺𝒖𝒃𝒋𝒆𝒄𝒕 𝒕𝒐: 𝒚(𝒙𝟎 ) = 𝒚𝟎 , 𝒚′ (𝒙𝟎 ) = 𝒚𝟏 , . . . ., 𝒚(𝒏−𝟏) (𝒙𝟎 ) = 𝒚𝒏−𝟏

where 𝒚𝟎 , 𝒚𝟏 , . . . , 𝒚𝒏−𝟏 are arbitrarily specified real constants, is called an initial-value

problem (IVP). The values of 𝒚(𝒙) and its first 𝒏 − 𝟏 derivatives at a single point
𝒚(𝒙𝟎 ) = 𝒚𝟎 , 𝒚′ (𝒙𝟎 ) = 𝒚𝟏 , . . . ., 𝒚(𝒏−𝟏) (𝒙𝟎 ) = 𝒚𝒏−𝟏 are called initial conditions.

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Prepared by:
Dr. M. Rayees Ahmad, Assistant Professor (Mathematics), UCP, Lahore.
 Differential Equations (DE) Lecture Notes
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Note:

• Initial conditions are such conditions which relate to one value of the
independent variable.

Example:

𝒚′′ + 𝒚 = 𝟎 ; 𝒚(𝟎) = 𝟏 , 𝒚′ (𝟎) = 𝟐

Boundary Value Problems
• These conditions are specified at the extremes of the independent
variables in the equation.

• The conditions which relate to two different values of the independent

variable.

Example:

𝒚′′ + 𝒚 = 𝟎 ; 𝒚(𝟎) = 𝟏 , 𝒚′ (𝟐) = 𝟏

Geometrical Interpretation of IVPs

If 𝒚′ = 𝒇(𝒙, 𝒚) is an ODE subject to the initial condition 𝒚(𝒙𝟎 ) = 𝒚𝟎 , we are
seeking a solution 𝒚(𝒙) of the differential equation 𝒚′ = 𝒇(𝒙, 𝒚) on an interval
𝑰 containing 𝒙𝟎 so that its graph passes through the specified point (𝒙𝟎 , 𝒚𝟎 ). A
solution curve is shown in blue in Figure 𝟏.

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Prepared by:
Dr. M. Rayees Ahmad, Assistant Professor (Mathematics), UCP, Lahore.
 Differential Equations (DE) Lecture Notes
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Figure 1

𝒅𝟐 𝒚
If = 𝒇(𝒙, 𝒚, 𝒚′ ) is an ODE subject to the initial conditions 𝒚(𝒙𝟎 ) = 𝒚𝟎 and
𝒅𝒙𝟐
𝒚′ (𝒙𝟎 ) = 𝒚𝟏 , we want to find a solution 𝒚(𝒙) of the differential equation 𝒚′′ =
𝒇(𝒙, 𝒚, 𝒚′ )on an interval 𝑰 containing 𝒙𝟎 so that its graph not only passes through
(𝒙𝟎 , 𝒚𝟎 ) but the slope of the curve at this point is the number 𝒚𝟏 .

A solution curve is shown in blue in Figure 𝟐.

Figure 2

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Dr. M. Rayees Ahmad, Assistant Professor (Mathematics), UCP, Lahore.
 Differential Equations (DE) Lecture Notes
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Example 1:
If

𝒚 = 𝒄𝟏 𝒆𝒙 + 𝒄𝟐 𝒆−𝒙
is a general solution of the second-order DE

𝒚′′ − 𝒚 = 𝟎
Then find the particular solution of the second-order IVP of this
differential equation having the given initial conditions.

a) 𝒚(𝟎) = 𝟏, 𝒚′ (𝟎) = 𝟐
b) 𝒚(𝟏) = 𝟎, 𝒚′ (𝟏) = 𝟑

Solution:
Given that
𝒚 = 𝒄𝟏 𝒆𝒙 + 𝒄𝟐 𝒆−𝒙 ____________(𝟏)
Since the first given initial condition is 𝒚(𝟎) = 𝟏, that is, at 𝒙 = 𝟎, the
value of 𝒚 = 𝟎. So putting values in equation (1), we have
𝟏 = 𝒄𝟏 𝒆𝟎 + 𝒄𝟐 𝒆−𝟎
𝟏
𝟏 = 𝒄 𝟏 𝒆𝟎 + 𝒄 𝟐 .
𝒆𝟎
Since 𝒆𝟎 = 𝟏, so
𝟏 = 𝒄𝟏 + 𝒄𝟐
𝒄𝟏 + 𝒄𝟐 = 𝟏 ___________(𝟐)

Now, taking derivative of equation (1), we have

𝒅 𝒅
(𝒚) = [𝒄𝟏 𝒆𝒙 + 𝒄𝟐 𝒆−𝒙 ] = 𝒄𝟏 𝒆𝒙 − 𝒄𝟐 𝒆−𝒙
𝒅𝒙 𝒅𝒙
𝒚′ = 𝒄𝟏 𝒆𝒙 − 𝒄𝟐 𝒆−𝒙 ______________(𝟑)

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Prepared by:
Dr. M. Rayees Ahmad, Assistant Professor (Mathematics), UCP, Lahore.
 Differential Equations (DE) Lecture Notes
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Similarly, the given initial condition is 𝒚′ (𝟎) = 𝟐, that is, at 𝒙 = 𝟎, the
value of 𝒚′ = 𝟐. So, putting values in equation (3), we get
𝟐 = 𝒄𝟏 𝒆𝟎 − 𝒄𝟐 𝒆−𝟎
𝟏
𝟐 = 𝒄 𝟏 𝒆𝟎 − 𝒄 𝟐 .
𝒆𝟎
Since 𝒆𝟎 = 𝟏, so
𝟐 = 𝒄𝟏 − 𝒄𝟐
𝒄𝟏 − 𝒄𝟐 = 𝟐 ___________(𝟒)
Here we have two equations (2) and (4)
𝒄𝟏 + 𝒄𝟐 = 𝟏 ___________(𝟐)
𝒄𝟏 − 𝒄𝟐 = 𝟐 ___________(𝟒)
By adding equation (2) and (4), 𝒄𝟐 will be cancelled and we get the value
of 𝒄𝟏 as
𝟑
𝒄𝟏 =
𝟐

Putting value of 𝑐1 in equation (2), we have

𝒄𝟏 + 𝒄𝟐 = 𝟏
𝟑
+ 𝒄𝟐 = 𝟏
𝟐
𝟑
𝒄𝟐 = 𝟏 −
𝟐
𝟏
𝒄𝟐 = −
𝟐

Hence, the solution becomes

𝒚 = 𝒄𝟏 𝒆𝒙 + 𝒄𝟐 𝒆−𝒙
𝟑 𝒙 𝟏 −𝒙
𝒚= 𝒆 − 𝒆
𝟐 𝟐

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Dr. M. Rayees Ahmad, Assistant Professor (Mathematics), UCP, Lahore.
 Differential Equations (DE) Lecture Notes
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Note: Students will solve part (b) by yourself keeping in view the
solution of part (a).

Solution:

Practice Questions for Students

1) Question:
If

𝒙 = 𝒄𝟏 𝒄𝒐𝒔 (𝒕) + 𝒄𝟐 𝒔𝒊𝒏(𝒕)

is a general solution of the second-order DE

𝒙′′ − 𝒙 = 𝟎
Then find the particular solution of the second-order IVP of
this differential equation having the given initial conditions.
a) 𝒙(𝟎) = −𝟏, 𝒙′ (𝟎) = 𝟖
𝝅 𝝅
b) 𝒙 (𝟐 ) = 𝟎, 𝒙′ (𝟐 ) = 𝟏

2) Verify that the indicated function is a solution of the given ODEs:

a) 𝒚′′ + 𝒚 = 𝐭𝐚𝐧(𝒙); 𝒚 = − [ 𝐜𝐨𝐬(𝒙) ] 𝐥𝐧[ 𝐬𝐞𝐜(𝒙) + 𝐭𝐚𝐧(𝒙) ]
b) 𝒚′′ − 𝟔𝒚′ + 𝟏𝟑𝒚 = 𝟎; 𝒚 = 𝒆𝟑𝒙 𝐜𝐨𝐬(𝟐𝒙)

3) Find values of 𝒎 so that 𝒚 = 𝒆𝒎𝒙 is a solution of the given ODEs:

a) 𝒚′ + 𝟐𝒚 = 𝟎
b) 𝟐𝒚′′ + 𝟕𝒚′ − 𝟒𝒚 = 𝟎

Work to do: (For Students)

Book: DG Zill 9th Edition
Do questions 1, 3, 6, 9, 35-38

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Prepared by:
Dr. M. Rayees Ahmad, Assistant Professor (Mathematics), UCP, Lahore.