1

MAP2302 LECTURE 1 2011-3

INTRODUCTION
The subject of Differential Equations is the mathematical study of change and it is a rich field of
investigation with applications in every endeavor of human inquiry.
All physical processes involve change. Some things change in location and we call that motion; some others
change in state, as for example a gas that cools to become liquid or an economy that expands and contracts
through the business cycle. Many processes that involve change can be modeled by a differential equation,
and one of the goals of this course is to teach you how to describe them in the language of mathematics; that
process is called mathematical modeling.
Here are some of the differential equations that you will encounter along the way in this and other courses:
1) Ibc oll -importont Ncwton

s ScconJ Iow o Hotion

JP
Jt
= F
ext

which describes motion of particles and systems in the classical realm of physics.
2) Hoxwcll

s Equotions o clcctricity onJ mognctism

v H = ] +
oD
ot
, v F = -
oB
ot

v D = p , v B = u
which describe all electromagnetic phenomena. Most of our modern economy depends on them.
The rest [of our economy] depends on Schrdingers Equation (see below).
3) The Lotka-Volterra Predator-Prey Equations
Jx
Jt
= -ox +bxy
Jy
Jt
= ry -cxy
which can be used to describe interactions between populations of biological organisms, among
other things.
4) Ibc Iwo -Jimcnsionol wo:c Equotion
o
2
u
ot
2
= c
2
_
o
2
u
ox
2
+
o
2
u
oy
2
_
which describes vibrations, like the ones that a stereo equipment speakers membrane undergoes.
5) Lagranges Equation
oI
oq
I
-
J
Jt
oI
o q
I

= u
which allows us to study the dynamics of systems without directly invoking the forces acting on it.

6) Ibc onc Jimcnsionol ScbrJingcr Equotion
il
o
ot
= -
l
2
2m
o
2

ox
2
+I(x)
which describes the atomic realm where Newtons classical laws break down. You will study this
equation in your modern physics course.
2

These equations have a few things in common: they involve change of one variable with respect to another
1
,
they involve physical variables (force, energy, position, etc.), and they are very complex looking and very
likely unfamiliar to you. So let us consider something more familiar: suppose we differentiate the function
y = xc
x

to obtain
y
i
= c
x
+xc
x

A bit of thought reveals that we can write this derivative as
y' = c
x
+y
And a little more manipulating allows us to write it like this:
y
i
= _1 +
1
x
] y
The last two equations are examples of a first order differential equation which we usually write as
y
i
= (x, y)
and which is central to the study of differential equations. One of the aims of this course will be to solve
this type of equation. That means that if we are given, say,
y
i
= _1 +
1
x
] y
then how do we obtain the solution y = xc
x
?
Formally then,


Notation
If y = (x) represents the quantity y as a function of the variable x, then its derivative with respect to x is
denoted by any of the following:

i
(x);
Jy
Jx
; (y);
x
y
The prime notation is probably the one you are most familiar with, but at times other notations will become
useful. We use
(n)
(x) to denote the n
th
derivative and of course
ii
(x) denotes the second derivative of .
We will also use the operator notation (y) when we study systems, and we will use the dot notation
when working on motion problems where time is the independent variable:
y
Jy
Jt
, y
J
2
y
Jt
2
anu so on
Thus, the equation
J
2
x
Jt
2
+t
Jx
Jt
= sint
can also be written as
x +t x = sint
Clearly we have to be selective with the use of notation: if we are dealing with a problem that involves a 4
th

derivative, for example, it is better to use y
(4)
than a y with four dots on top or even the traditional prime
notation which leads to the awkward y.
Partial derivatives will be denoted by subscripts as for example
x
(x, y) or by the traditional o as in
0
0x


1
We will soon classify differential equations as ordinary and partial.
A differential equation is an equation involving an unknown quantity and its derivatives with respect to one,
or more, independent variable(s).
3

Similarly, higher order derivatives are denoted by
xx
=

2
]
x
2
,
x
=
0[
0
0x

0y
and so on.
In this course we will study only ordinary differential equations so we dont have to be too concerned with
partial differentiation.
First order differential equations (see below) may also be written in differential form. The expression
M(x, y)dx +N(x, y)dy is called a 1-form or differential and the equation
H(x, y)Jx +N(x, y)Jy = u
represents either
Jy
Jx
= -
H(x, y)
N(x, y)

which is obtained by solving for JyJx, or
Jx
Jy
= -
N(x, y)
H(x, y)

which is obtained by solving for JxJy.
Thus, the equation (x -2xy)Jx +(1 +y
2
)Jy = u is a differential equation in differential form which may
be converted into the more standard equation

Jy
Jx
= -
x -2xy
1 +y
2

by dividing by dx and solving for
d
dx

This equation has the form
Jy
Jx
= (x, y)
Note that there is nothing special about the variable x. In the above illustration, we could have just as easily
treated y as the independent variable and written instead
Jx
Jy
= -
1 +y
2
x -2xy

when we study the method of separation of variables the equivalence between a first order equation and its
corresponding differential forms will be justified.
Ordinary vs. Partial Differential Equations
Differential equations can first be classified according as to whether the unknown quantity (function)
depends on one, or more real variables:





For example,
P
(4)
-P'' +P = c
t

is an ordinary differential equation whose dependent variable is P and whose independent variable is t.
On the other hand,
oz
ox
-x
oz
oy
= u
is a partial differential equation whose dependent variable is z and independent variables are x and y. We
write z = (x, y) to indicate this dependence relationship and the symbol 0 is used to stress the fact that we
are dealing with a function of more than one variable. The symbol
An ordinary differential equation is one in which the unknown function depends on a single variable. A
partial differential equation is one in which the dependent variable is assumed to be a function of more
than one variable.
4

oz
ox

tells us that z is a function of x and at least one other independent variable and represents the rate at which z
changes with respect to x while all other independent variables are held constant. To stress the fact that there
are other variables being held constant, we may also write
_
oz
ox
]

To indicate that the variable y is being held constant and similarly (ozox)
,t
indicates that z depends on the
three independent variables x, y, and t but that the differentiation is performed while y and t are held
constant. This notation is widespread in subjects such as thermodynamics.
Order

The equation F(x, y, y', y

ii
, , y
(n)
) = is used to refer to nth order equations in general and sometimes we
also use y
(n)
= F(x, y, y', y
ii
, , y
(n-1)
) for this purpose.

Thus, first order equations are written as y' = (x, y).
Examples:
J
2
y
Jx
2
= x
Jy
Jx
-y
3

is a second order ordinary differential equation
J
3
u
Jt
3
-
Ju
Jt
+u = sint
is a third order ordinary differential equation and
oy
ox
+
o
2
y
ot
2
= x +t
is a second order partial differential equation.
Note: order has nothing to do with power: both (y'')
3
+2xy
i
-y = 1 -x and y'' +2xy' -y = 1 -x are
second order equations because in each case the highest derivative is a second derivative. However, the two
equations differ in a very important way: the first equation is a non-linear equation whereas the second one
is a linear equation. This is perhaps one of the most important classification of a differential equation.
Linear vs. Nonlinear





[non-linear terms are those with nontrivial powers or which involve nonlinear functions such as the sine, cosine,
tangent, and the exponential function. This is by no means an exhaustive list and you should review your knowledge of
functions as needed.]
Example 1

d
3

dx
3
+2x
2
d
dx
+y = u is a linear, third order equation because y, its dependent variable, appears
linearly in each term.
A linear differential equation is one in which the dependent variable and all its derivatives appear as
linear terms of the equation. A non-linear equation is one which contains at least one non-linear term
involving the dependent variable.
The order of a differential equation (ordinary or partial) is the order of the highest derivative that appears
in the equation.
5

2y
d
dx
+xy = u is a non-linear, first order equation because y, its dependent variable, appears non-
linearly in the first term; the product 2y
d
dx
is non-linear.
[
d
3

dx
2

4
+2x
2
d
dx
+y = u is non-linear, third order because the term [
d
3

dx
2

4
is a non-linear term in
the dependent variable.
d
3

dx
2
+2x
2
d
dx
+y = c

is a non-linear, third order because the term c

is a non-linear term of the

dependent variable.
d
3

dx
2
+2x
2
d
dx
+y = c
x
is a linear, second order equation [although it contains the nonlinear
quantity 2x
2
, this quantity involves only the independent variable].
Example 2 the equation
t
2
oy
ox
+y
oy
ot
= u
is an example of a non-linear partial differential equation. Which term(s) make it non-linear?
To recap then, what determines linearity is the way in which the dependent variable appears in the equation.
Both third order equations below are of order S, but only the first one is linear:
(1 -sin2t) +t
Ju
Jt
=
J
3
u
Jt
3

(1 -sin2t) +tu
Ju
Jt
=
J
3
u
Jt
3

[The non-linear term in the second equation is the product u
du
dt
].
Linear Equations
An n
th
order equation that can be put in the form
o
n
(x)
J
n
y
Jx
n
+o
n-1
(x)
J
(n-1)
y
Jx
(n-1)
+o
1
(x)
Jy
Jx
+o
0
(x)y = (x) (1)
is called an n
th
order linear equation and equation (1) is called its general form. When we divide by the
leading function o
n
(x), the resulting equation is said to be in standard form.
Example 3 The equation
x
3
Jy
Jx
= 2xy +x
2

is a first order equation linear. Its general form is:
x
3
Jy
Jx
-2xy = x
2





And the standard form of this equation is
Jy
Jx
-
2
x
2
y =
1
x





o
0
(x) = -2x
(x) = x
2
o
1
(x) = x
3

6

Example 4 The equation
x
2
y''' +(1 -Sx)y'' -y' = x +x
2
+4x
3

is a third order linear equation with
o
3
(x) = x
2
o
2
(x) = 1 -Sx o
1
(x) = -1 o
0
(x) = u (x) = x +x
2
+4x
3

Sources of Differential Equations
As was mentioned in the introduction, differential equations litter the landscape of science and just about
every other subject of human inquiry. We will study some on these mathematical models in time, but now
we would like to illustrate two geometric applications: (1) differential equations of families and (2)
orthogonal trajectories.
A family of curves in the plane may be described by means of parameters. The equation
x
2
+y
2
= c
2

Describes a family of concentric circles centered at the origin. We call c the parameter of the family and
refer to this family as a one-parameter family. Similarly, the family
y = oc
x
+bc
-x

is a two-parameter family of curves with parameters o and b. Parameters are used to identify the different
members of a family.
Another way to describe curves is by means of a differential equation that is free of parameters, but which
instead tells us the slope of the curves at each point in the plane. We obtain this equation by eliminating the
parameters. Two examples will illustrate the idea.
Example 5 Describe the family of concentric circles x
2
+y
2
= c
2
by means of a differential equation free of
parameters.
Solution
Implicitly differentiating the equation,
2x +2yy
i
= u
The family may also be described by the parameter-free first order equation
y
i
= -
x
y

Example 6 Describe the two-parameter family of curves given by y = c
1
c
x
+c
2
c
-x
by means of a
differential equation free of parameters.
Solution
Differentiating,
y' = c
1
c
x
-c
2
c
-x

Differentiating again,
y'' = c
1
c
x
+c
2
c
-x

Thus,
y
ii
= y
The differential equation y
ii
-y = describes the family y = c
1
c
x
+c
2
c
-x
.
There are no recipes for this procedure, but there are guidelines the most important of which is this: the order
of the differential equation must be the same and the number of parameters that describe the family.
The family of parabolas y = 4(x -c)
2
must be described by a first order equation so dont fall into the
temptation of differentiating repeatedly until all constants are gone. It would be incorrect to do this:
y
i
= 8(x -c) = 8x -8c
Differentiating again,
y
ii
= 8
7

The equation y
ii
= 8 does not represent the family y = 4(x -c)
2
. The correct way of doing it is this:
Differentiating once,
y
i
= 8(x -c)
But from the original equation
x -c = _y4
Therefore,
y
i
= _8_
y
4

= _4y
describes the family; a first order equation corresponding to a one-parameter family.
The second application consist of the following problem: given a family of curves, to determine their
orthogonal trajectories. An orthogonal trajectory is a curve that intersects each member of the family at 9u
o
,
that is, orthogonally.
Example 7 Find the differential equation of the orthogonal trajectories of the family of concentric circles
centered at the origin.
Solution
Intuitively, this family of orthogonal trajectories should consist of straight lines through the origin:






The idea is this: If y
i
= (x, y) is the differential equation of the family of curves, then at each
point in any of these curves the slope of the tangent line is (x, y). Therefore, the slope of a line
perpendicular to that tangent must be -1(x, y) provided that (x, y) = u.






In the example, the equation y' = -xy describes the family of circles in the sense that each of its
members has the property that its slope at point (x, y) is given by xy.
So a curve that intersect any of these circles at 9u
o
must have a tangent whose slope at (x, y) is the
negative reciprocal of -xy, that is, xy. The figure below illustrates this idea:




The orthogonal trajectories are shown as
blue lines.
If a family member has slope (x, y) at
(x, y),then its orthogonal trajectory has
slope -1(x, y) at (x, y)
m
J
(x, y) = -1(x, y)
m(x, y) = (x, y)
8









Hence, the differential equation that governs the orthogonal trajectories is
y
i
=
y
x

When we develop techniques of solving equations we will find that a one-parameter family of
curves corresponding to this differential equation is
y = kx
where k is a constant. Exactly as expected, a family of straight lines through the origin.
Solutions of Differential Equations

Example 8 In each example below, a differential equation is given together with a tentative solution.
Determine whether the given function is a solution on the given interval.
1)
d
2

dx
2
-4y = u; y = c
2x
on the interval I = (-, ).
Substituting for y:
d
2
dx
2
(c
2x
) -4(c
2x
) = u [verify this]. Furthermore, the function c
2x
is twice
differentiable at each point on the interval I. Therefore, y = c
2x
is a solution throughout the real
line.
2) u
ii
+2u = u; u(t) = sin 2t on the interval I = (-, ).
Once again, substituting, (sin 2t)
ii
+2sin 2t = -2sin 2t +2sin 2t = u for all t in I

3) y
i
= y
2
; y(t) = 1(1 -t) on the interval (1, ).
y(t) is differentiable on the given interval. Furthermore,
J
Jt
_
1
1 -t
] = _
1
1 -t
]
2

is an identity on (1, ). Therefore, y(t) is a solution.
Observe that the solution is not defined for all values of t so the solution interval is no longer
(-, ). In general, the largest interval over which a solution exists is called the equations
interval of existence. In this case, that interval would be (-, 1).
4) The equation y' = y
2
; y(u) = 1 is called an initial value problem and we will study them later.
As established above, y(t) = 1(1 -t) is a solution defined on any interval not containing t = 1.
However, its interval of existence must now include t = u since the initial condition requires it.
Thus, this initial value problems interval of existence is (-, 1).
We say y = q(x) is a solution of a differential equation F(x, y, y', y
ii
, , y
(n)
) = on an open interval
I (called the solution interval ) if it satisfies the differential equation at each point in that interval.
The orthogonal trajectories are shown as
blue lines.
(x, y)
m
ccIc
= -xy
m
J
= yx
9

5) The polar equation Jr = b(cos 0 Jr +r sin0 J0) has as solution r = c(1 -b cos 0), where c is an
arbitrary constant. We can compute the differential of r and substitute to verify that this is in fact the
case:
Jr =
J
J0
c(1 -b cos 0)J0
= bc sin0 J0
Substituting into the polar equation,
bc sin0 J0 = b|cos 0 (bc sin0 J0) +c(1 -b cos 0) sin0 J0]
Simplifying the right-hand side we find that it reduces to bc sin0 J0 . Therefore,
r = c(1 -b cos 0)
is a solution.
Implicit Solutions

Example 9 Verify that the relationx
2
+y
2
-4 = u is an implicit solution of the differential equation
yy' +x = u on the interval (-2,2).
Solution
This relation defines at least one real valued function on this interval, namely y = 4 -x
2
.
To see that y is a solution of the differential equation, we differentiate and substitute:
y' =
-x
4 -x
2

Thus,
yy' +x = 4 -x
2

-x
4 -x
2
+x
= u
We can also verify this by implicitly differentiating x
2
+y
2
-4 = u and reducing it to yy' +x = u.
Formal Solutions
In contrast to implicit solutions, formal solutions satisfy the differential equation but do not define any real
valued function on any subinterval of R.
For example, the relationx
2
+y
2
+4 = u is a formal solution of the differential equation yy
i
+x = u
because it formally reduces to the differential equation but does not define any real valued function on any
subinterval of R: implicitly differentiating x
2
+y
2
+4 = u we obtain
2x +2yy' = u
Therefore,
yy
i
+x = u
However, the relation x
2
+y
2
+4 = u does not define a real valued function on any subset of R
2
. In fact,
it is not satisfied by any point (x,y) on the plane.



A relation R(x, y) = is said to define an implicit solution of an equation F(x, y, y
i
, y
ii
, y
(n)
) = on
an open intervalI provided it defines at least one real valued function y = q(x) on that interval which is
a solution of the differential equation.
10

Families of Solutions
Integration introduces arbitrary constants so you can think of solving an n
th
order equation as performing n
integrations
2
, each leading to an arbitrary constant.
Hence, you will often find that the solution of F(x, y, y
i
, y
ii
, , y
(n)
) = u is an n-parameter family of
functions called an n-parameter family of solutions.
Example 10 Verify that the three-parameter family y = c
1
+c
2
c
x
+c
3
c
-x
is a solution of the equation
y''' -y' = u.
Solution
We want to show that, regardless of what values we assign to constants c
1
, c
2
, and c
3
, the function
y = c
1
+c
2
c
x
+c
3
c
-x
satisfies the differential equation.
Consider the particular case c
1
= 1, c
2
= 2, c
3
= u. Then the solution reduces to
y = 1 +2c
x

Substituting into the differential equation,
(1 +2c
x
)''' +(1 +2c
x
)' = u
which follows immediately by performing the required operations.
Similarly, it is easy to show that
(c
1
+c
2
c
x
+c
3
c
-x
)
iii
+(c
1
+c
2
c
x
+c
3
c
-x
)
i
= u
is true for all x. Complete the operations and establish this identity.
General Solution
An n-parameter family of solutions y = (c
1
, c
2
, c
n
, x) is called the general solution of the differential equation
F(x, y, y
i
, y
ii
, y
(n)
) = u on the interval I when every solution of the equation on that interval can be obtained from the
family by a suitable choice of the parameters c
1
, c
2
, c
n
.
For example, it can be shown that every solution of y''' -y' = u is obtainable from the three-parameter
family
y = c
1
+c
2
c
x
+c
3
c
-x

Observe that this differential equation is also satisfied by the trivial solution y u. What choice of constants
can we select in order to reduce y = c
1
+c
2
c
x
+c
3
c
-x
to the u solution? Clearly c
1
= c
2
= c
3
= u does
the trick.
Singular Solutions
Sometimes, however, a differential equation may posses a solution that cannot be obtained from a family of
solutions. For example, the equation
y' = 2xy
12

defined for y u has a one-parameter family of solutions given by
y(x) = (x
2
+c)
2

It also has the trivial solution y u. However, no choice of constant c will reduce y(x) = (x
2
+c)
2
to the
trivial solution. We call y(x) = u a singular solution of the equation since it cannot be obtained from the
one-parameter family.
A Familiar Case
The simplest differential equation has the form
y' = (x)
which asks us to find an antiderivative of . Let F(x) be one such antiderivative. Then we know that for
any constant c, F(x) +c is also an antiderivative since

2
Figuratively speaking. This is actually not how we solve higher order equations.
11

J
Jx
(F(x) +c) =
J
Jx
F(x) = (x)
The family of functions (x) = F(x) +c is known as the indefinite integral of the function and denoted
by
_(x) Jx
Further more, the Mean Value Theorem tells us that this is it; any two antiderivatives of differ by at most a
constant. And so we have solved this very familiar case of a differential equation.
We have the following result:





It is customary to write this family of solutions as
y = _(x) Jx +c
Is it possible that there might be singular solutions not obtainable from this family? This is in general not a
simple question to answer and some of its intricacies are illustrated in the discussion of the Existence and
Uniqueness Theorem for First Order Equations.
It is important to make the following observation: although the derivative of a function is another uniquely
determined function, the solution of a first order equation is a family of functions unless an initial condition
has been specified.
Example 11 Find a one parameter family of solutions of the equation y
i
= Sx
2
-x +c
-x
.
Solution
A family of solutions is given
y = _(Sx
2
-x +c
-x
) Jx
= x
3
-
1
2
x
2
-c
-x
+c
Example 12 Find a one parameter family of solutions of the equation y
i
= 1 -4sint .
Solution
y = _1 -4sint Jx
It often happens that integrals cannot be evaluated (because they may be very difficult or even
impossible). Nevertheless, a constant of integration must be included and so we write
y = _1 -4sint Jx +c
to represent a general solution of this equation and stress the fact that we have a one-parameter
family.



y = F(x) +c
Let
d
dx
= (x) where (x)is integrable on an interval I and let F(x) be an antiderivative of . Then a one-
parameter family of solutions on that interval is given by
where c is an arbitrary. This constant is called the parameter of the family of solutions.
12

Initial Value Problems (IVPs)
An initial value problem is a differential equation for which initial data have been specified. These data
take the form of additional information about the initial conditions that the solution must satisfy. In the first
order case, the initial value problem takes the form
dy
dx
= (x, y); y(x

) = y

Similarly, a second order initial value problem has the form
y
ii
= (x, y, y
i
); y(x

) = y

y'(x

) = y
1

and so on.
Example 13 The equation
Jy
Jx
= 2xy -y
2
; y(S) = S
is a first order differential equation with (x, y) = 2xy -y
2
, x

= 3 and y

= 5. When it is solved, a
parameter is introduced (the integrating constant). The value of this parameter is found by using the initial
condition y(S) = S.
A Familiar Case of IVPS
The equation

Jy
Jx
= (x); y(x
0
) = y
0
(2)
is equivalent to the integration problem:
y(x) = _(x) Jx; y(x
0
) = y
0

The initial condition y(x
0
) = y
0
allows us to determine the constant of integration that arises in connection
with the indefinite integral.
Alternatively, the Fundamental Theorem of Calculus
3
tells us that



from which it follows that
y(x) = y
0
+_ (t)
x
x
0
Jt (4)
is a solution of (2). We can establish this by first observing that
y(x
0
) = y
0
+_ (t)
x
0
x
0
Jt = y
0

Therefore, the initial condition is satisfied. Furthermore, by the fundamental theorem,

Jy
Jx
=
J
Jx
_y
0
+_ (t)
x
x
0
Jt_
=
J
Jx
_ (t)
x
x
0
Jt
= (x)
Therefore, (4) is a solution of (2).

S
See section at the end of these notes or refer to any basic calculus textbook for details.
_ y'(t)
x
x
0
Jt = y(x) -y(x
0
) (S)
13

Example14 Solve
d
dx
= x +x
2
; y(1) = S
Solution
Method I
y(x) = _(x +x
2
) Jx +c
Evaluating the integral
4
:
y(x) =
x
2
2
+
x
3
S
+c
To findc, we apply the condition y(1) = S:
S =
1
2
2
+
1
2
S
+c
which implies that c =2S6.
Thus, the solution of the initial value problem is
y(x) =
x
2
2
+
x
3
S
+
2S
6

You should verify that both the differential equation and its initial condition are satisfied by this
solution.
Method II
Alternatively, we may use equation (S) to obtain the same answer:
y(x) = y(x

) +_ (t)
x
x

dt
Substituting the given information,
y(x) = S +_ (t +t
2
)
x
1
Jt
= S +_
t
2
2
+
t
3
S
_
1
x

y(x) =
x
2
2
+
x
3
S
+
2S
6

Example 15 Find a solution of the IVP y' = x +c
x
+x
3
; y(u) = 1
Solution
Applying equation (3)
y(x) = 1 +_(t +c
t
+t
3
)Jt
x
0

Thus,
y(x) = 1 +_
t
2
2
+c
t
+
t
4
4
_
0
x

= 1 +
x
2
2
+c
x
+
x
4
4
-1
=
x
2
2
+c
x
+
x
4
4


4
It is good practice to write ](x) Jx +c because forgetting the constant of integration can have very
negative consequences.
14

Example 16 We learn in calculus that the position x(t), velocity v(t), and acceleration a(t) of a point
moving in one dimension are given by:
x(t) = x(t)t
v(t) =
Jx
Jt
=
Jx
Jt
t
a(t) =
Jv
Jt
=
J
2
x
Jt
2
t
where t is the unit vector in the x-direction andx(t)is a function of t, called the position function, and
indicates the position of the point along the x-axis. The functions :(t) = JxJt and o(t) = J:Jt are the
velocity and acceleration functions, respectively.
Suppose that an objects acceleration is given by
a(t) =
1
t +4
t; t u
with :
0
= :(u) = -1 and x
0
= x(u) = 2. Determine its position and velocity vectors.
Solution
We can reproduce the velocity function :(t) by integrating o(t).
Since :(t) = JoJt and :(u) = -1,
:(t) -:(u) = _ o(s)
t
0
Js
gives us
:(t) -(-1) = _
1
s +4
t
0
Js
:(t) = -1 +_ (s +4)
-12
t
0
Js
= -1 +2(s +4)
12
|
0
t

Thus,
:(t) = -1 +2(t +4) -2)
or
:(t) = 2t +4 -S
The velocity vector is given by
v(t) = (2t +4 -S)t
To reproduce the position function x(t), we integrate the velocity function:
Jx
Jt
= :(t); x(u) = 2
Using equation (S),
x(t) -x(u) = _ :(s)
t
0
Js
x(t) -2 = _ (2s +4 -S)
t
0
Js
Solving for x(t):
x(t) = 2 +_2
2
S
(s +4)
32
-Ss]
0
t

x(t) = 2 +__
4
S
(t +4)
32
-St] -_
4
S
4
32
-u]_
15

Simplifying,
x(t) =
4
S
(t +4)
32
-St -
26
S


The position vector is
x(t) = _
4
S
(t +4)
32
-St -
26
S
] t
Example 17 Find a solution of the IVP
dx
dt
= sint ; x(n) = -12
Solution
Once again, t is the independent variable so we will use s as the dummy variable of integration:
x(t) = -
1
2
+ _sin(s)Js
t
n

Exercise: Evaluate the integral and show that x(t) =
1
o
jcos t -
o+2cos no
2
[ is a solution.
Example 18 Find a solution of the IVP
d
dx
= c
xx
2
, z a ieal numbei, y(1) = S
Solution
Using equation (S)
y(x) = S +_c
xs
2
Js
x
1

The integral ] c
xs
2
Js
x
0
cannot be evaluated by the usual techniques of integration. Later we will use
power series to address this situation.
Higher Order Equations and Initial Value Problems
Initial value problems can involve differential equations of order greater than 1, in which case we need to
have as many initial conditions as the order of the equation.
Example 19 Find the solution of the IVP y'' -Sy' +6y = u; y(u) = 1, y'(u) = u given that
y(x) = c
1
c
2x
+c
2
c
3x

is a two-parameter family of solutions.
Solution
We already know that y(x) = c
1
c
2x
+c
2
c
3x
is a solution of the equation. Now we need to find the
constants that satisfy the initial conditions.
The first condition requires that
c
1
c
20
+c
2
c
30
= 1 = c
1
+c
2
= 1
The second condition requires that
2c
1
c
20
+Sc
2
c
30
= u = 2c
1
+Sc
2
= u
Therefore,
c
1
+c
2
= 1
2c
1
+Sc
2
= u
Solving the system gives us c
1
= 3 and c
2
= -2. The desired solution is
y(x) = 3e
2x
-2e
3x

A second order IVP requires two initial conditions. Similarly, a third order IVP requires three conditions and
in general an n
th
order IVP will require n initial conditions.
16

Boundary Value Problems (BVPs)
A boundary value problem is a differential equation together with boundary conditions that specify the
value of the unknown function and/or its derivatives at more than one point in its domain.
BVPs occur in the study of vibrations and waves and we will study these phenomena later in the course.
Example 20 y
ii
+4y = u; y (u) = 1, y(n) = u is a boundary value problem. Observe that, unlike initial
value problems, the initial data are specified at the two distinct points: x = u and x = n. These boundary
condition are y (u) = 1 and y'(a) = u.
Although y
ii
+4y = u; y (u) = 1, y(n) = u involves the same differential equation, it is an entirely
different boundary value problem because its boundary conditions are different.
Example 21 The two-parameter family y = c
1
sin2t +c
2
cos 2t is the general solution of the equation
y +4y = u. Determine the solution of the boundary value problem
y +4y = u; y(u) = u, y(n4) = 1
Solution
We obtain the solution by applying the boundary conditions to the two-parameter family.
Since y(u) = u,
c
1
sin2(u) +c
2
cos 2(u) = u = c
2
= u
Hence, the solution involves only sin2t:
y = c
1
sin2t
Now we apply the second boundary condition y(a4) = 1 which implies that
c
1
sin2[
n
4
= 1
Therefore, c
1
= 1 and the solution is:
y = stn2t
Initial Value Problems and Boundary Value problems are completely different kinds problems; keep this in
mind.
Exercises
1) Classify the equation [

2
+t

t
2
= 1 as to linearity. Is it a partial or an ordinary differential
equation? What is its order?
2) Verify that r = r
0
c
-2t
2
is a solution of the IVP
d
dt
= -4rt; r = r
0
when t = u.
3) Use formula (3) to solve each of the following equations. Make every effort to evaluate the
integrals.
a) y' =
1
x
+xc
x
; y(1) = 2
b)
dx
dt
= :
0
t +o; x(u) = x
0


c) y' = tanx +sinx ; y(u) = u

d)
du
dt
=
1
t(t+1)(t-1)
; u(t
0
) = u
0


4) Find a particular solution of y'' +4y = u; y(u) = u y'(u) = 1 given that
y = c
1
sin2x +c
2
cos 2x is a two-parameter family of solutions of the differential equation.
THE FUNDAMENTAL THEOREM OF CALCULUS (FTC)
The following result is a must know for this course. First, recall that the indefinite integral is just the
antiderivative of a function. That is, the symbol
17

_(x) dx
represents any function F(x) with the property that F
i
(x) = (x). Since the derivative of a constant is u, if
0(x) = F(x) +c, then 0
i
(x) = F
i
(x) = (x). Thus, by definition
J
Jx
_(x) Jx = (x)
These operations cannot be reversed:
_
J
Jx
(x) Jx = (x)
is not true in general since integrals of functions are not uniquely determined. However, as we shall see, this
is true in a special way when we are dealing with definite integrals.
The Fundamental Theorem connects the indefinite integral to the definite integral, which is defined in terms
of a limiting process of Riemann sums (see the geometric proof below). Here are two versions of the FTC:
Version I: If o and b are in the interval of integration of , then
_ '(t)
h
a
dt = (h) -(a)
Letting g(t) = '(t), we see that is an antiderivative of g. If 0(t) is any other antiderivative of g, then
we know that 0(t) = (t) +c wherec is a constant. Therefore,
_ g(t)
h
a
dt = (h) -(a)
= (6(h) -c) -(6(a) -c)
= 6(h) -6(a)
This is, of course, the basis of all those area problems you worked on when you studied calculus.
In this course, we will use the version I in the following way: letting the upper limit of integration, b, act as a
variable,
_ y'(t)
x
u
Jt = y(x) -y(o)
Since by definition y
i
(t)Jt = Jy, we have



This result is the basis of the method used to solve first order equations of the form
Jy
Jx
= (x)
and its associated initial value problem
Jy
Jx
= (x); y(x
0
) = y
0

The second version of the FTC is the following:
Version II: If o is a constant and
F(x) = _ (t)
x
a
dt
then,
F'(x) = (x)
In other words,
_ dy
x
a
= y(x) -y(a)
18

d
dx
_ (t)
x
a
dt = (x)
A Geometric Proof of the FTC
To establish the FTC at least intuitively, consider the following visual argument:









The figure suggests that
(x) -(x
0
) = y

n
=1

But y

=
i
(t

)t

. Therefore,
(x) -(x
0
) =
i
(t

)t

n
=1

The approximation can be made better and better if more subdivisions are used, that is, if we let n - ,.
That process leads, as you know, to the definite integral and we have established the Fundamental Theorem
of Calculus:
(x) -(x

) = _
i
(t)dt
x
x

Exercises:
1) An application of the Chain Rule gives us the more general result
d
dx
_ (t)
u(x)
a
dt = (u(x))u
i
(x)
establish this result.
2) Use the properties of the integral to establish the following:
J
Jx
_ (t)
(x)
u(x)
Jt = (:(x)):
i
(x) -(u(x))u
i
(x)
3) Evaluate
d
dx
] sint
Inx
-x
Jt.
t
Jy
m =
i
(x)
y = Jy =
i
(t)t
(x) -(x
0
)
x
0
x t
t
y
y = (x)
(x
0
)
(x)