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SMA 335: Ordinary Differential Equation I Notes

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DIFFERENTIAL EQUATIONS OF THE FIRST ORDER
1.1 Definitions
Any relation between the variables x, y and the derivatives dy/dx, d2y/dx2, ... is called an ordinary differential equation. The term ordinary distinguishes it from a partial differential equation which involves partial derivatives.
The order of a differential equation is that of the highest derivative occurring in it; the degree of a differential equation is that to which the derivative of the highest order is raised when the equation is expressed in a rational integral form.
Throughout this chapter we shall frequently write y' and y" for dy/dx and d2y/dx2 respectively.
1.2 Formation and solution of differential equations
The equation x2+y2=c2••• (i)
where c is an arbitrary constant or parameter, represents a family of concentric circles with centres at the origin; c is constant for each circle but varies from circle to circle. Differentiating (i) with respect to x, we have
2x+2y y'=0,
y'= -x/y (ii)
This is the differential equation of the family of circles given by (i). It expresses a property common to all the members of the family, viz. that the tangent at the point P(x, y) on anyone of them is perpen¬dicular to the radius which passes through P. The differential equation is of the first order.
If we start with a relation Such as
y=ax+b/x (iii)
which contains two arbitrary constants a and b, it is necessary to differentiate twice before we can eliminate the constants.
We have y' =a-b/x2 (iv)
y" =2b/x3 (v)
and eliminating a and b between (iii), (iv) and (v) We obtain the second order differential equation
x2y"+xy'=y.
The process of finding a relation from which a given differential equation is derived is known as solving (or integrating) the differential equation. The above examples suggest that the differential equation obtained from a relation involving n arbitrary constants will be of the nth order. Conversely, it may be expected that if we can solve a different equation of the nth order. the most general solution (or integral) will contain n arbitrary constants. Such a solution is termed the general solution or the complete primitive. There may, however, be other solutions in addition to the complete primitive.
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