Differential Equations. I.

Basic Concepts
Solutions of Differential Equations
A differential equation is an equation involving an unknown function, usually denoted by y,
and one or more of its derivatives. For example,
(1)
y 0.2 x y
is a differential equation. Since only the first derivative of the unknown function y appears in this
equation, it is called a first-order differential equation. In general, the order of a differential
equation is the highest derivative of the unknown function present in the equation.
Unless indicated otherwise, we will assume that y is a function of the independent
variable x and that y refers to the derivative of y with respect to x.
The slope field for a differential equation is obtained by drawing tangent line segments
determined by the equation at each point in a grid. This provides a geometric interpretation of the
equation that indicates the general shape of solutions to the equation.
Now consider the function y 2 e0.1x whose derivative is
2

y 2 e0.1x 0.2 x 0.4 x e0.1x .

Substituting for y and y in equation (1) gives
2

0.4 x e0.1x 0.2 x 2e0.1x ,

2

0.4 x e0.1x 0.4 x e0.1x ,

which is certainly true for all values of x. This shows that the function y 2 e0.1x is a solution of
equation (1). But this function is not the only solution. In fact, if C is any constant, substituting
2
2
y C e0.1x and y 0.2Cx e0.1x in equation (1) yields the identity
2

0.2Cx e0.1x 0.2Cx e0.1x .

2

It turns out that all solutions of y 0.2 x y can be obtained from y C e0.1x by assigning
2

C appropriate values; hence y C e0.1x is called the general solution of equation (1). The
2

collection of all functions of the form y C e0.1x is called the family of solutions of equation
2

(1). The function y 2 e0.1x , obtained by letting C 2 in the general solution, is called a
particular solution of equation (1).
2

Example 1 (Verifying the Solution of a Differential Equation). Show that

y Cx 2 1
is a general solution of the differential equation
xy 2 y 2 .
Solution. Substituting y Cx 2 1 and y 2Cx in the differential equation, we have
x 2Cx 2(Cx 2 1) 2,
2Cx 2 2Cx 2 2 2,
2Cx 2 2Cx 2 ,
which shows that y Cx 2 1 is the general solution.
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In many applications, we will be interested in finding a particular solution y ( x) that

satisfies an initial condition of the form y ( x0 ) y0 . The value of the constant C in the general
solution must then be selected so that this initial condition is satisfied; that is, so that the solution
curve (from the family of solution curves) passes through ( x0 , y0 ) .

Example 2 (Finding a Particular Solution). Using the general solution in Example 1, find a
particular solution of the differential equation xy 2 y 2 that satisfies the indicated initial
condition, if such a solution exists:
(A) y (1) 3 ;
(B) y (0) 3 ;
(C) y (0) 1 .
Solution.
(A) From Example 1, the general solution of the differential equation is y Cx 2 1 . Substituting
x 1 and y 3 in this general solution yields
3 C 12 1,
C 2.
Thus the particular solution satisfying the initial condition y (1) 3 is
y 2 x2 1 .
(B) Substituting x 0 and y 3 in this general solution yields
3 C 02 1 .
No matter what value of C we select, this equation reduces to 3 = 1 which is never valid. Thus,
we must conclude that there is no particular solution of this differential equation that will satisfy
the initial condition y (0) 3 .
(C) Substituting x 0 and y 1 in this general solution, we have
1 C 02 1,
11.
This equation is valid for all values of C. Thus, all solutions of this differential equation satisfy
the initial condition y (0) 1 .

Implicit Solutions
The solution method we will discuss later always produces an implicitly defined solution of a
differential equation. In most of the differential equations we will consider, an explicit form of
the solution can then be found by solving this implicit equation for the dependent variable in
terms of the independent variable.

Example 3 (Verifying an Implicit Solution). If y is defined implicitly by the equation

y3 e y x4 C ,
show that y satisfies the differential equation
(3 y 2 e y ) y 4 x 3 .
Solution. We use implicit differentiation to show that y satisfies the given differential equation:

d 3 y
d
y e x4 C,
dx
dx
d 3 d y d 4
y e x 0,
dx
dx
dx
2
y
3 y y e y 4 x3 0,
(3 y 2 e y ) y 4 x 3 .
Since the last equation is the given differential equation, our calculations show that any function
y, defined implicitly by the equation y 3 e y x 4 C , is a solution of this differential equation.
We cannot find an explicit formula for y, since none exists in terms of finite combinations of
elementary functions.

Example 4 (Finding an Explicit Solution). If y is defined implicitly by the equation

y 2 x2 C ,
show that y satisfies the differential equation
yy x .
Find an explicit expression for the particular solution that satisfies the initial condition y (0) 2 .
Solution. Using implicit differentiation, we have
d 2 2
d
y x C,
dx
dx
2 yy 2 x 0,
yy x,
which shows that y satisfies the given differential equation. Substituting x = 0 and y = 2 in
y 2 x 2 C , we have
2 2 02 C , C 4 .
Thus, the particular solution satisfying y (0) 2 is a solution of the equation
y 2 x 2 4 or y 2 4 x 2 .
Solving the last equation for y yields two explicit solutions:

y1 ( x) 4 x 2

and

y2 ( x) 4 x 2 .

The first of these two solutions satisfies y1 (0) 4 02 2 , while the second satisfies
y2 (0) 4 0 2 2 . Thus, the particular solution of the differential equation yy x that

satisfies the initial condition y (0) 2 is y( x) 4 x 2 .

Application
In economics, the price of a product is often studied over a period of time, and so it is natural to
view price as a function of time. Let p (t ) be the price of a particular product at time. If p (t )
approaches a limiting value p as t approaches infinity, then the price for this product is said to
be dynamically stable and p is referred to as the equilibrium price. In order to study the
behavior of price as a function of time, economists often assume that the price satisfies a
differential equation. This approach is illustrated in the next example.
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Example 5 (Dynamic Price Stability). The price p (t ) of a product is assumed to satisfy the
differential equation
dp
10 0.5 p, t 0 .
dt
(A) Show that
p (t ) 20 C e 0.5t
is the general solution of this differential equation, and evaluate
p lim p (t ) .
t

(B) Find the three particular solutions that satisfy the initial conditions p (0) 40 , p (0) 10 ,
and p (0) 20 .
(C) Discuss the long-term behavior of the price of this product.
Solution.
(A) p(t ) 20 C e 0.5t and p(t ) 0.5C e 0.5t . Substituting in the given differential equation, we
have
dp
10 0.5 p, 0.5C e 0.5t 10 0.5 (20 C e 0.5t ) 10 10 0.5C e 0.5t 0.5C e0.5t ,
dt
which shows that p (t ) 20 C e 0.5t is the general solution of this differential equation. To find
the equilibrium price, we must evaluate lim p (t ) :
t

p lim p(t ) lim 20 C e0.5t 20 C lim e0.5t 20 C 0 20 .

t

(B) We must evaluate the constant C for each of the indicated initial conditions. In each case, we
will make use of the equation
p (0) 20 C e0 20 C .
p(0) 40, 20 C 40, C 20,

p(t ) 20 20 e 0.5t ;

p(0) 10, 20 C 10, C 10,

p (t ) 20 10 e 0.5t ;

p (0) 20, 20 C 20, C 0,

p (t ) 20 .

(C) The equilibrium price p does not depend on the constant C and consequently does not
depend on the initial value of the price function p (0) . If p (0) p , then the price decreases and
approaches p as a limit. If p (0) p , then the price increases and approaches p as a limit. If
p (0) p , then the price remains constant for all t.