LECTURE 17: DIFFERENTIAL EQUATIONS

Reference: Pemberton & Rau Sections 21.1 and 21.2

An equation involving derivatives dy / dt , d 2 y / dt 2 , d 3 y / dt 3 and so on, is called a

differential equation. If only the first derivative dy / dt is present, the differential equation
is said to be of the first order.
The simplest cases can be solved by integration and the solution will involve an arbitrary
constant. Such a formula, giving all possible solutions to the differential equation, is called
the general solution.
Sometimes we want to find the solution curve that passes through a particular point. A
statement specifying the value of y when t  0 is called an initial condition. More generally,
a condition of the form
y  b when t  a
is called a boundary condition.

The next stage of complexity is this: suppose we wish to find y as a function of t, given
information which relates dy / dt to t and y at each time t.
Finding the general solution of a differential equation of this form means finding a formula
which specifies all functions f such that y  f (t ) satisfies the equation. The general solution
always contains an arbitrary constant for well-behaved first order differential equations. The
arbitrary constant can be determined by specifying either an initial or boundary condition.

Separable equations
A separable differential equation is an equation of the form
dy
 F (t )G ( y )
dt
The usual way of setting out the solution is to write
1
 G( y )dy   F (t )dt
and then perform both integrations. Since the left hand side involves only y and the right
hand side only t, the solution method is known as separating the variables.
Linear first order equations with constant coefficients
In this section, we consider differential equations of the form
dy
 ay  b
dt
where a and b are constants such that a  0.
A function y P containing no arbitrary constant which satisfies the equation is called a
particular solution.
y P  c , where c is constant, is a particular solution provided c  b / a.
Now letting z  y  c , we see that
dz
 az  0.
dt
The general solution of this is z  Ae  at where A is an arbitrary constant. Then the general
solution of the original equation is
b
y  Ae  at
a
The equation for z is called the associated homogeneous equation and the general solution
for z is often called the complementary solution; the general solution for y is therefore the
sum of the particular solution and the complementary solution.

Equations with boundary conditions

To solve an equation of the above type subject to a boundary condition, we find first the
general solution y P  z , noting that z involves an arbitrary constant A; we then use the
boundary condition to solve for A.

Stationary solutions
The particular solution y P  b / a is called the stationary solution, since it is independent of
t. When a  0 , the general solution y  b / a as t   for any value of A. In this case, the
stationary solution is said to be stable.

Exercises: Pemberton & Rau 21.1.1-21.1.5. 21.2.1-21.2.6