Definition: A differential equation is an equation involving derivatives of a
function.
Order: The order of a differential equation is the highest derivative present.
Degree: The degree is the power of the highest order derivative (if the equation is
polynomial in derivatives).
Types: Ordinary Differential Equations (ODEs) involve functions of one variable.
Partial Differential Equations (PDEs) involve functions of multiple variables.
General solution: Contains arbitrary constants, represents a family of solutions.
Particular solution: Obtained by assigning specific values to the constants in the
general solution.
Initial value problem (IVP): A differential equation with given initial conditions.
Separable equations: Can be written as dy/dx = f(x)g(y). Solve by separating
variables: ∫1/g(y) dy = ∫f(x) dx.
Linear first-order ODE: dy/dx + P(x)y = Q(x). Solution uses integrating factor μ(x)
= e^(∫P(x)dx).
Homogeneous equations: dy/dx = F(y/x) or can be written in terms of y/x. Substitute
v = y/x.
Exact equations: M(x, y)dx + N(x, y)dy = 0 is exact if ∂M/∂y = ∂N/∂x. Solution
found by integrating M with respect to x and N with respect to y.
Integrating factor: Used to make a non-exact equation exact, often μ(x) or μ(y).
Second-order linear ODE: a d²y/dx² + b dy/dx + c y = f(x). If f(x) = 0, the
equation is homogeneous; otherwise, it is nonhomogeneous.
Characteristic equation: For homogeneous second-order linear ODEs with constant
coefficients, ar² + br + c = 0. Solutions depend on the roots (real and distinct,
real and repeated, or complex).
General solution for second-order homogeneous: y = C₁e^(r₁x) + C₂e^(r₂x) for real
distinct roots. For repeated roots, y = (C₁ + C₂x)e^(rx). For complex roots α ± βi,
y = e^(αx)(C₁cos(βx) + C₂sin(βx)).
Particular solution for nonhomogeneous: Use undetermined coefficients or variation
of parameters.
Laplace transform: Converts differential equations into algebraic equations in the
s-domain. L{f(t)} = F(s).
Common Laplace transforms: L{e^(at)} = 1/(s-a), L{sin(ωt)} = ω/(s²+ω²), L{cos(ωt)}
= s/(s²+ω²).
Superposition principle: For linear equations, the sum of solutions is also a
solution.
Stability: A solution is stable if small changes in initial conditions result in
small changes in the solution.
Direction fields: Graphical representation of solutions to first-order ODEs.
Applications: Population growth (dy/dt = ky), radioactive decay, Newton’s law of
cooling, simple harmonic motion, electrical circuits.
Boundary value problem (BVP): Differential equation with conditions specified at
different points.
Partial differential equations (PDEs): Involve partial derivatives. Common types:
heat equation, wave equation, Laplace’s equation.
Method of separation of variables: Used for solving some PDEs by assuming the
solution is a product of functions, each in a single variable.
Existence and uniqueness theorem: Under certain conditions, an initial value
problem has a unique solution.
