Introduction to Differential Equations

(with Applications)

Dr. Pradeep Kumar Saroj

VIT Vellore
 What is a
Differential
Equation ?
Theory

What is a Does
it Signify ?

Method
Where and how
do Diff. Eq.
originate?

Application
What use are
they ?
 Definition
• A differential equation is an equation which involves unknown function(s)
and their derivatives.
Differential Equation

Ordinary Differential Equation Partial Differential Equation

dy +5y = ex , dx + dy = 2x + y  2u  2u  2u  2u u
+ = 0, = − 2
dx dt dt x 2 y 2 x 2 t 2 t
 Order and Degree of the Differential Equation

The order of a differential equation is the order of the highest order derivative
occurring in the differential equation.
The degree of a differential equation is the degree of the highest order derivative, when
differential coefficients are made free from fractions and radicals.

Examples: d 3 y d 2 y dy d2y
3
+ 2 + = 0, 2
+ sin ( y ) = 0,
dx dx dx dx
d2y  dy 
+ sin   = 0.
 dx 
2
dx
 Applications of Differential Equation
• The study of differential equations is a wide field in pure and applied
mathematics, physics, and engineering.
• Many fundamental laws of physics and chemistry can be formulated as
differential equations.
• In biology and economics, differential equations are used to model the
behaviour of complex systems.
Linear and Non-Linear Differential Equation

A differential equation in which the dependent variable and its differential coefficients occur
only in the first degree and are not multiplied together is called a linear differential equation.
Otherwise, it is a non-linear differential equation.

 dy 
2
d y dy y  -4=x
-3 + 7y = 4x  dx 
dx2 dx

is a linear differential equation of order 2 and degree 1. is a non-linear differential equation.

 Solution of a Differential Equation
Any relation between the dependent and independent variables, when substituted in the
differential equation, reduces it to an identity is called a solution or integral of the differential
equation.
d2 y
For example: y = Acosx - Bsinx is a solution of the differential equation + 4y = 0.
2
dx

Note: It should be noted that a solution of differential equation does not involve the derivative
of the dependent variable with respect to independent variable or variables.
 General and Particular Solution
If the solution of a differential equation of nth order contains n arbitrary constants, the
solution is called the general solution.
d2 y
y = Acosx - Bsinx is the general solution of the differential equation +y=0
2
dx
y = −B sin x is not the general solution as it contains one arbitrary constant.

A solution obtained by giving particular values to the arbitrary constants in general solution
is called particular solution.
y = 3 cos x − 2 sin x
d2 y
is a particular solution of the differential equation + y = 0.
2
dx
Initial Value Problems and Boundary value problem

• When an ordinary differential equation is to be solved under conditions involves

dependent variables and its derivatives at the same value of independent variable, then the
problem under consideration is said to be initial value problem.
• When an ordinary differential equation is to be solved under conditions involves dependent
variables and its derivatives at two different value of independent variable, then the problem under
consideration is said to be Boundary value problem.
d2y d2y
2
+ y = a, y ( 0 ) = 0, y ( 0 ) = 1 2
+ y = 0, y ( a ) = y0 , y ( b ) = y1
dx dx
is a initial value problem.
is a Boundary value problem.
 Linear Differential Equation
A differential equation is linear, if
1. dependent variable and its derivatives are of degree one,
2. coefficients of a term does not depend upon dependent variable.

d2y dy
Example: 1.
2
+ 3 + 9 y = 0. is linear.
dx dx
4
d 3
y  dy 
Example: 2. +   + 6y = 3
 dx 
3
dx
is non - linear because in 2nd term is not of degree one.
 1st – order differential equation
Differential Equation of first Order and first Degree

It is not possible to solve such equations in general. So ,here we will discuss

some special method of solution, these include

• Variable separable .

• Homogeneous Equation

• Linear Equation

• Exact Equation 11
 Variable separable

If in an equation all the function of x and dx on one side and all the other
function y and dy on the other side, then the variables are said to be separable.
Also,
The differential equation M(x,y)dx + N(x,y)dy = 0 is separable if the equation
can be written in the form:

f1 (x )g1 (y )dx + f2 (x )g 2 (y )dy = 0

 Homogeneous Function

A function f (x, y) in x and y is called a homogenous function, if the degrees of

each term are equal.

Examples:

g ( x, y ) = x2 - xy + y2 is a homogenous function of degree 2

f ( x, y ) = x3 + 3x2 y + 2y2 x is a homogenous function of degree 3

Homogenous Differential Equations
dy ƒ ( x, y )
=
dx g ( x, y )
where f (x, y) and g(x, y) is a homogenous functions of the same
degree in x and y, then it is called homogenous differential equation.

dy y3 + 3xy2
Example: =
dx x3
is a homogenous differential equation as y3 + 3xy2

and x3 both are homogenous functions of degree 3.

 Method of Solution
dy f(x, y)
(1) Write the differential equation in the form =
dx g(x, y)
dy dv
(2) Substitute y = vx and = v+x in the equation.
dx dx
dv
(3) The equation reduces to the form v + x = F(v)
dx
(4) Separate the variables of v and x.

(5) Integrate both sides to obtain the solution in terms

of v and x.
y
(6) Replace v by to get the solution
x
 Linear Differential Equations
The standard form of a linear differential equation of
dy
first order and first degree is + Py = Q
dx
where P and Q are the functions of x, or constants.

dy dy dx y
Examples : (1) +2y = 6ex ; (2 ) + ytanx = cosx ; (3 ) + = y2 etc.
dx dx dy x
Continue…

dy
Rule for solving + Py = Q
dx

where P and Q are the functions of x, or constants.

Pdx
Integrating factor (I..F.) = e 

The solution is y (I.F.) =

 Q×(IF) dx + C
 Exact differential Equation

The differential equation M(x,y)dx + N(x,y)dy = 0 is an exact equation if

M N
=
y x

where : F/ x = M(x,y) and F/ y = N(x,y)

Note: if the equation is not exact , it can be made exact by multiplying suitable factor called an
Integrating factor.
 Introduction of partial differential equation

• The order of PDE is defined as the order of the highest partial derivative occurring in the partial
differential equation.
• The degree of a PDE is the degree of the highest order derivative which occurs in it
after the equation has been made free from radicals and fractions.
• A PDE is said to be linear if the dependent variable and its partial derivative occurs only
in the first degree and are not multiplied. If PDE is not linear is called non-linear pde.
z z  z   z
2 3
 z 
+ = z + xy
2
 z    z   z 
2 3
  + = 2 x  
x x   +  3  = 2x    x  x
3
 x 
 x   x   x 

First order, first degree and Linear Third order, first degree and non-linear
Third order, second degree and non-linear
 Classification of first order PDE
Linear Equation
P ( x, y ) p + Q ( x, y ) q = R ( x , y ) z + S ( x , y )

Semi-linear equation
P ( x, y ) p + Q ( x, y ) q = R ( x, y , z )

Quasi-linear equation
P ( x, y , z ) p + Q ( x, y , z ) q = R ( x , y , z )
 Linear Second Order PDEs
Classification
A second order linear PDE (2-independent variables)
 2u  2u  2u u u
A +B +C +D +E + Fu = G
x 2 xy y 2 x y
is classified based on (B 2 − 4 AC) as follows:
B 2 − 4 AC  0 Elliptic
B 2 − 4 AC = 0 Parabolic
B 2 − 4 AC  0 Hyperbolic

where A, B, C, D, E, F, and G are either real constants or real-valued functions of x and/or y.

 Linear Second Order PDE
Examples (Classification)
 2 u ( x, y )  2 u ( x, y )  2 u ( x, t )  u ( x, t )
Laplace Equation + = 0 Heat Equation  − =0
x 2
y 2
x 2
t
A = 1, B = 0, C = 1  B − 4 AC  0
2 A =  , B = 0, C = 0  B 2
− 4 AC = 0
 Heat Equation is Parabolic
 Laplace Equation is Elliptic
______________________________________
One possible solution: u ( x, y ) = e sin y
x
 2 u ( x, t )  2 u ( x, t )
u x = e x sin y, u xx = e x sin y Wave Equation c 2
− =0
x 2
t 2

u y = e x cos y, u yy = −e x sin y A = c 2  0, B = 0, C = −1  B 2 − 4 AC  0
u xx + u yy = 0  Wave Equation is Hyperbolic