Differential Equation

Differential equation
• An equation relating a dependent variable to one or more independent variables by means
of its differential coefficients with respect to the independent variables is called a
“differential equation”.
Many physical phenomena can be described by differential equations.
𝑑𝑃
• Population dynamics: = 𝑘𝑃
𝑑𝑡

𝑑2 𝑥
• Falling body: =-g
𝑑𝑡 2

𝑑2 𝑞 𝑑𝑞 1
• Flow of a current in an electric circuit: 𝐿 𝑑𝑡 2 + 𝑅 𝑑𝑡 + 𝑞 = 𝐸(𝑡)
𝐶

𝜕2 𝑢 𝜕2 𝑢
• Wave equation: = 𝑐2
𝜕𝑥 2 𝜕𝑡 2

There are two types of differential equations:

(i) Ordinary differential equations involving only one independent variable and
derivatives of the dependent variable with respect to the independent variable.
d 3y dy 2 Ordinary differential equation --------
−( ) + 4 y = 4e x cos x
dx 3 dx only one independent variable involved: x
(ii) Partial differential equations which involve more than one independent variable and
partial derivatives of the dependent variable with respect to the independent variables.

C p
T  2T  2T  2T
= k( 2 + 2 + 2 )
Partial differential equation ---------------
 x y z more than one independent variable involved: x, y, z, 

The following are a few examples for differential equations:

𝑑𝑦 2 𝑑𝑦 𝑑2 𝑦 𝑑𝑦
1) (𝑑𝑥 ) − 3 𝑑𝑥 + 2𝑦 = 𝑒 𝑥 2) − 5 𝑑𝑥 + 3𝑦 = 0
𝑑𝑥 2

1
𝑑𝑦 2 2 𝑑2 𝑦 𝜕𝑢 𝜕𝑢
3) {1 + (𝑑𝑥 ) } = 𝑘 𝑑𝑥 2 4) 𝑥 𝜕𝑥 + =0
𝜕𝑦

𝜕2 𝑢 𝜕2 𝑢 𝜕2 𝑢 𝜕2 𝑧 𝜕2 𝑧
5) + + 𝜕𝑧 2 = 0 6) + 𝜕𝑦 2 = 𝑥 + 𝑦
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑥 2

(1), (2) and (3) are ordinary differential equations and (4), (5) and (6) are partial differential
equations.

Instructors: Leonel L. Pabilona & Dennis E. Ganas

 Differential Equation

Order and Degree of a Differential Equation

The order of the derivative of the highest order present in a differential equation is called the
order of the differential equation.
For example, consider the differential equation
3 2
2
𝑑2𝑦 𝑑3𝑦 𝑑𝑦
𝑥 ( 2) + 3 ( 3) + 7 − 4𝑦 = 0
𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦
The orders of , 𝑑𝑥 2 and 𝑑𝑥 are 3, 2 and 1 respectively. So the highest order is 3. Thus the
𝑑𝑥 3
order of the differential equation is 3.
The degree of the derivative of the highest order present in a differential equation is
called the degree of the differential equation. Here the differential coefficients should be free
from the radicals and fractional exponents.
Thus the degree of
3 2
2
𝑑2 𝑦 𝑑3𝑦 𝑑𝑦
𝑥 ( 2) + 3 ( 3) + 7 − 4𝑦 = 0 is 𝟐
𝑑𝑥 𝑑𝑥 𝑑𝑥

Differential Equation Order Degree

𝑑𝑦
(i) = 𝑠𝑖𝑛𝑥 one One
𝑑𝑥
𝑑𝑦 2 two
(ii) ( ) + 3𝑦 2 = 5𝑥 one
𝑑𝑥
2
𝑑2𝑠 2
𝑑𝑠 4
(iii) ( 2) + 𝑡 ( ) = 0 two Two
𝑑𝑡 𝑑𝑡
𝑑 3 𝑣 2 𝑑𝑣
(iv) + =0 three One
𝑑𝑟 3 𝑟 𝑑𝑟
2 5
𝑑4 𝑠 𝑑3𝑦
(v) ( 4 ) + 𝑥 3 ( 3 ) = 𝑠𝑖𝑛𝑥 four Two
𝑑𝑥 𝑑𝑥

Classification by Linearity
➢ Linear Differential Equations
Dependent variables and their derivatives are of degree 1
Each coefficient of the derivatives depends only on the independent variable

Instructors: Leonel L. Pabilona & Dennis E. Ganas

 Differential Equation

Examples:
𝑑2𝑦 𝑑𝑦 Linear
+ 3 + 9𝑦 = 0
𝑑𝑥 2 𝑑𝑥
𝑑3𝑦 𝑑𝑦 4 𝑑𝑦
Nonlinear – because the derivative 𝑑𝑥 is not
+ ( ) + 6𝑦 = 10
𝑑𝑥 3 𝑑𝑥 of degree 1
2 Nonlinear – why?
𝑑 𝑦 𝑑𝑦
𝑥2 2 + 𝑦 = 𝑥3
𝑑𝑥 𝑑𝑥
𝑑𝑦 Nonlinear – why?
= 𝑠𝑖𝑛𝑦
𝑑𝑥
3
𝑑3 𝑦 2
𝑑2𝑦 𝑑𝑦 ?
𝑥 3
−𝑥 2
+ 3𝑥 + 5𝑦 = 𝑒 𝑥
𝑑𝑥 𝑑𝑥 𝑑𝑥

➢ Nonlinear Differential Equations

Other than linear differential equations

Elimination of Arbitrary Constants

In this section we shall start with a relation involving arbitrary constants and, by elimination
of those arbitrary constants, come to a differential equation consistent with the original equation.
Methods for the elimination of arbitrary constants vary with the way in which the constants enter
the given relation. A method that is efficient for one problem may be poor for another. One fact
persists throughout. Because each differentiation yields a new relation, the number of derivatives
that need be used is the same as the number of arbitrary constants to be eliminated.
Thus, we will determine;
(a) DE of order equal to the number of arbitrary constants in the given relation. That is,
the highest derivative in the relation equals the number of arbitrary constants,
(b) Differential Equation that is consistent with the relation,
(c) Differential Equation free from any arbitrary constant.
Example no.1 Eliminate the arbitrary constants a and b from the relation y=ae3x+bex.

Instructors: Leonel L. Pabilona & Dennis E. Ganas

 Differential Equation

Example no.2 Find the differential equation by eliminating the arbitrary constants a and b from
y = a tan x + b sec x.

Example no.3 Eliminate the c1 and c2 from

𝑥 = 𝑐1 𝑐𝑜𝑠 𝜔𝑡 + 𝑐2 𝑠𝑖𝑛 𝜔𝑡

 being a parameter not to be eliminated.

Solution:

Family of curves

A family of curves on a plane is usually defined by an equation containing one or more parameters
together with the coordinates of a point on the plane. The differential equation of the family is
obtained by eliminating the parameters.

Instructors: Leonel L. Pabilona & Dennis E. Ganas

 Differential Equation

Some Formulas of Curves

Equations of Straight Line

General Form: 𝐴𝑥 + 𝐵𝑦 + 𝐶 = 0
Point-Slope Form: y − 𝑦1 = 𝑚(x − 𝑥1 )
Slope-Intercept Form: 𝑦 = 𝑚𝑥 + 𝑏
𝑥 𝑥
Intercept Form: +𝑏 =1
𝑎

Normal Form: xcosα + ysin α = ρ

Equation of a Circle with center at (h, k) and radius r
(𝑥 − ℎ)2 + (𝑦 − 𝑘)2 = 𝑟 2
Equation of an Ellipse with center at (h, k), semi-minor axis a, and semi-minor axis b
(𝑥 − ℎ)2 (𝑦 − 𝑘)2 (𝑥 − ℎ)2 (𝑦 − 𝑘)2
+ = 1 𝑜𝑟 + =1
𝑎2 𝑏2 𝑏2 𝑎2
Equation of a Hyperbola with center at (h, k), semi-transverse axis a, and semi-conjugate
axis b
(𝑥 − ℎ)2 (𝑦 − 𝑘)2 (𝑥 − ℎ)2 (𝑦 − 𝑘)2
− = 1 𝑜𝑟 − =1
𝑎2 𝑏2 𝑏2 𝑎2
Equation of a Parabola with vertex at (h, k) and focal distant a
(𝑦 − 𝑘)2 = 4𝑎(𝑥 − ℎ) 𝑜𝑟 (𝑥 − ℎ)2 = 4𝑎 (𝑦 − 𝑘)
Equilateral Hyperbola with center at the origin
𝑥𝑦 = 𝑐
Suggested Steps:
(1) Draw the figure from the given condition;
(2) Establish a relation from the figure;
(3) Identify the parameter;
(4) Eliminate the arbitrary constant and simplify.
Example no.1 Find the differential of all circles of radius a and center (h,k).
(𝑥 − ℎ)2 + (𝑦 − 𝑘)2 = 1. (1)
Solution:
Differentiating this equation with respect to variable x twice, we get
2(𝑥 − ℎ) + 2(𝑦 − 𝑘)𝑦 ′ = 0 1st derivative (2)
2 + 2(𝑦 ′ )2 + 2(𝑦 − 𝑘)𝑦 ′′ = 0 2nd derivative (3)

Instructors: Leonel L. Pabilona & Dennis E. Ganas

 Differential Equation

We find (3) and (2), respectively

1 + (𝑦 ′ )2
𝑦−𝑘 =− ,
𝑦 ′′

1 + (𝑦 ′ )2 ′
𝑥−ℎ = 𝑦.
𝑦 ′′

Putting these forms into equation of circles (1), we get the ODE of family of curves

(1 + (𝑦 ′ )2 )3 = (𝑦 ′′ )2

Example no.2 Find the differential equation of all circles which pass through the origin and
whose centres are on the x-axis.
Solution : As the center lies on the x-axis, its coordinates will be (a, 0). Since each circle passes
through the origin, its radius is a. Then the equation of any circle will be
( x − a )2 + y2 = a2 (1)
To find the corresponding differential equation, we differentiate equation (1) and get
𝑑𝑦
2(𝑥 − 𝑎) + 2𝑦 =0
𝑑𝑥
𝑑𝑦
or (𝑥 − 𝑎) + 𝑦 =0
𝑑𝑥
𝑑𝑦
or 𝑎=𝑦 +𝑥
𝑑𝑥

substituting the value of ‘a’ in equation 1, we get

2 2
𝑑𝑦 2
𝑑𝑦
(𝑥 − 𝑦 − 𝑥) + 𝑦 = (𝑦 + 𝑥)
𝑑𝑥 𝑑𝑥
or
𝑑𝑦 2 2 2
𝑑𝑦 2 𝑑𝑦
(𝑦 ) + 𝑦 = 𝑥 + (𝑦 ) + 2𝑥𝑦
𝑑𝑥 𝑑𝑥 𝑑𝑥
or
𝒅𝒚
𝒚𝟐 = 𝒙𝟐 + 𝟐𝒙𝒚
𝒅𝒙
Example no.3 Form the differential equation representing the family of curves
y = a cos (x + b).

Instructors: Leonel L. Pabilona & Dennis E. Ganas

 Differential Equation

Example no.4
Find a differential equation satisfied by the family of parabolas having their vertices at the origin
and their foci (focus) on the 𝑦 − 𝑎𝑥𝑖𝑠.
Solution: An equation of this family of parabolas is
𝑦 = 𝑎𝑥 2 ,
where 𝑎 ≠ 0 is a arbitrary constant . Thus
𝑦 ′ = 2𝑎𝑥

⇒ 𝑥𝑦′ − 2𝑦 = 0,

which is the differential equation of the family, and it is a first-order linear differential equation.
Example no.5
Find the differential equation of the family of circles having their centers on the y-axis.

Solution we have to deal with the two parameters family because

of a member of the family of circles of this examples have its center
anywhere on the y − axis and its radius of any magnitude, thus

𝑥 2 + (𝑦 − 𝑏)2 = 𝑟 2

We shall eliminate both band rand obtain a second-order differential

equation
At once

Instructors: Leonel L. Pabilona & Dennis E. Ganas

 Differential Equation

𝑥 + (𝑦 − 𝑏)𝑦 ′ = 0,
from which
𝑥+𝑦𝑦 ′
= 𝑏,
𝑦′

Then, second differentiation

𝑦 ′ [1+𝑦𝑦"+(𝑦′)2 ]−𝑦"(𝑥+𝑦𝑦′)
(𝑦 ′ )2
=0
So the desired differential equation is
𝑥𝑦" − (𝑦′)3 − 𝑦′ = 0.

Instructors: Leonel L. Pabilona & Dennis E. Ganas