Introduction to Differential

Equations
 Differential Equation
• Is an equation, which involves derivatives of a
dependent variable with respect to one or more
independent variables.
Examples:
one dependent variable (x)
y’’’ – y’’ + y’ – 2y = e-x
two or more dependent variables (x,y,z)

variables present only in the derivatives.

 ordinary differential equations
Definition:
A differential equation that involves derivatives with respect to
a single independent variable
dy
Examples:. 1.  2x  3
dx
d2y dy
2. 2
 3  ay  0
dx dx
4
d 3 y  dy 
3.     6y  3
 dx 
3
dx

y is dependent variable and x is independent variable,

and these are ordinary differential equations
 Partial Differential Equation
a differential equation that involves derivatives with respect to
two or more independent variables
 2u  2u
Examples: 1.  2 0
x 2
y
u is dependent variable and x and y are independent variables,
and is partial differential equation.

 4u  4u
2.  4 0
x 4
t
 2 u  2 u u
3.  2 
x 2
t t

u is dependent variable and x and t are independent variables

 Order of Differential Equation
The order of the differential equation is order of the highest
derivative in the differential equation.

Differential Equation ORDER

dy
 2x  3 1
dx
d2y dy
2
 3  9y  0 2
dx dx
4
d 3 y  dy  3
    6y  3
 dx 
3
dx
Degree of Differential Equation
The degree of a differential equation is power of the highest
order derivative term in the differential equation.

Differential Equation Degree

d2y dy
2
 3  ay  0 1
dx dx
4
d 3 y  dy 
    6y  3 1
 dx 
3
dx

3
 d 2 y   dy 
5

 2      3  0 3
 dx   dx 
 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.

Example: d2y dy
1. 2
 3  9 y  0.
dx dx
is linear.

Example: 2. 4
d 3 y  dy 
    6y  3
 dx 
3
dx
is non - linear because in 2nd term is not of degree one.
 Example: 3.
d2y dy
x2
 y  x 3

dx 2 dx
is non - linear because in 2nd term coefficient depends on y.

dy
Example: 4.  sin y
dx
y3
is non - linear because sin y  y   is non – linear
3!
It is Ordinary/partial Differential equation of order… and of degree…, it is
linear / non linear, with independent variable…, and dependent variable….
1st – order differential equation
1. Derivative form:

a1  x   a 0  x  y  g  x 
dy
dx
2. Differential form:

1  xdy  ydx  0
.

3. General form:
dy
dy
 f ( x, y ) or f ( x, y, )  0.
dx dx
Differential Equation Chapter 1 10
First Order Ordinary Differential
equation

Differential Equation Chapter 1 11

Second order Ordinary Differential
Equation

Differential Equation Chapter 1 12

 nth – order linear differential
equation
1. nth – order linear differential equation with constant coefficients.

dny d n 1 y d2y
 a0 y  g x 
dy
a n n  a n 1 n 1  ....  a 2 2  a1
dx dx dx dx

2. nth – order linear differential equation with variable coefficients

d n1 y d2y
a n x   a n 1 x       a0 x  y  g x 
dy dy
n
 ......  a 2 x 2
 a1 x
dx dx dx dx

Differential Equation Chapter 1 13

Solution of Differential Equation
(Elimination of arbitrary constant)

Differential Equation Chapter 1 14

Illustrative Example:

Let:
x = Asin 2t + B cos 2t (1)

Where: A and B are constants. By differentiation, we have

dx/dt = 2Acos2t – 2Bsin2t (2)

(3)

The right side of (3) is -4 times that of (1). Hence,

Differential Equation Chapter 1 15

 Examples

y=3x+c , is solution of the 1st order

dy
differential equation  3, c1 is arbitrary constant.
dx
As is solution of the differential equation for every
value of c1, hence it is known as general solution.

Examples
y   sin  x   y   cos  x   C

y   6 x  e x  y   3 x 2  e x  C1  y  x 3  e x  C1x  C2

Observe that the set of solutions to the above 1st order equation has 1 parameter,

while the solutions to the above 2nd order equation depend on two parameters.
Homework: DRILL PROBLEMS.

Find the differential equations of the following functions by eliminating the

arbitrary constants. Pertinent solutions must be placed on a short bond
paper. Box only the final answer.

1. y = x2 +Ae2x + Be3x
2. y = Aex + Bxex
3. y = Ae-3x + Be2x + Ce4x
4. xsiny – yx2
5. lny = C1 ex + C2 e-x
6. x = C1 sin (y + C2 )

Differential Equation Chapter 1 17