Introduction toDifferential Equations

Lecture# 1
Introduction to Differential
Equations
• Topics:
• Basic concept of differential equation,
• Classification,
• Application of differential equation,
• Nature and methods of solution,
• Initial-value problems,
• Boundary-value problems,
• Existence of solutions,
 Differential Equations
Definition: An equation involving derivatives one or more dependent variable
. With respect to one or more independent variables is called a
. differential equation.
Example: For examples of differential equations we list the following
𝑑
+y=0
𝑑𝑥
𝜕 𝜕 𝜕
+ + =0
𝜕𝑥 𝜕𝑢
In the𝜕 above
𝑣 example itis clear that the various variables and derivatives
involved in a differential equation can occur in a variety of ways.
 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
d 2y dy
+ 3 + 9y = 0 2
dx 2 dx

d 3 y  dy  4 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
d 3 y +  dy 
4
+ 6y = 3 1
dx 3
 dx 

 d 2 y  +  dy  5
3

 2    +3 = 0 3
 dx   dx 
 Classification
Differential equations

Ordinary Partial
DE DE

First order Higher order

DE DE
First Higher
order order
DE DE
Linear Non-
Non-
DE Linear
Linear
DE
DE
Non-
Non- Linear
Linear Linear
Non- Linear DE
Linear
Linear DE DE
DE
DE Linear DE
DE
Ordinary DE:
An equation involving ordinary derivatives of one or more dependent variables
. with respect to one or single independent variable is called ordinary differential
. equation.
Examples:
Dependent variable
𝑑
1. +y=0
𝑑

d2y 𝑑𝑦
2. 2
+9 +5y=0
dx 𝑑𝑥 Independent variables

Dependent variables
𝑑4𝑥 𝑑2𝑥
3.
4
+9 2
+3x=0
𝑑𝑡 𝑑𝑡
Independent variable

y is dependent variable and x is independent variable,

and these are ordinary differential equations
Partial DE:
An equation involving partial derivatives of one or more dependent variable with .
respect to one or more independent variables is called partial differential equation.
Examples: Dependent variable
𝜕𝑦 𝜕𝑦
+ 𝜕𝑦 + =0
𝜕𝑥 𝜕𝑢
𝜕𝑣 Independent variable
𝜕2𝑢 𝜕2𝑢 𝜕2𝑢 Dependent variable
𝜕𝑥2
+𝜕 𝑦 2 + 𝜕𝑧2
=0

Independent variable

Hence the first equation y is a dependent variable and x,u,v are independent variablesand the
second equation u is a dependent variable and x,y,z are independent variables.
First order DE:
An equqtion which involves first order differential coefficient is . .
called first order differential equation.
Examples: First order ordinary differential
equation
𝒅𝒚
+y=0
𝒅𝒙
𝝏𝒚 𝜕 𝜕
+ + =0
𝝏𝒙 𝜕 𝜕
First order partial differential
Equation

Hence the first and second equation having one order diffrerential coefficient so
both are called first order differential equation.
Higher order DE:
An equation which involves higher order differential coefficient
. is called higher order differential equation.
Examples:
d2y 𝑑𝑦
1. 2
+9 +5y=0
dx 𝑑𝑥
Higher order differential
equation(Ordinary)
𝑑4𝑥 𝑑2𝑥
2. 4
+9 2
+3x=0
𝑑𝑡 𝑑𝑡

𝜕2𝑢 + 𝑢
𝜕 2
+ 𝜕2𝑢 Higher order differential
3. equation(Partial)
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑧 2
Here equation (1) is second order ordinary DE, equation(2) is fourth order
ordinary DE and equation(3) is second order partial differential equations.
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.

d 2 y 3 dy + 9 y = 0.
Example: 1 +
2
dx dx
.
is linear.

d 3 y +  dy 4
Example: 2 + 6y = 3
dx 3
 dx 
.
is non - linear because in 2nd term is not of
degree one.
 Example: 3.
d2 y dy
+ =
2 3
x y x
dx 2 dx
is non - linear because in 2nd term coefficient depends on y.

dy
Example: 4. = sin y
dx
is non - linear because siny is a transcendental function.
 Application of Differential Equation

1. Determining the motion of a projectile , rocket, satellite or planet.

2. Determining the charge or current in a electric circuit.
3. Conduction of heat in a rod or in a slab.
4. Determining the vibrations of a wire or membrane.
5. The rate of growth of a population.
6. The rate of the decomposition of a radio-active substance.
7. The study of the reactions of chemicals.
8. Determination of curves that have certain geometrical properties.
Solution of Differential Equation

Differential Equation Chapter 1 35

There are two types of solution of differential equations
1. General solution
2. Particular solution
General Solution:
y=3x+c , is solution of the 1st order
𝑑
differential equation = 3 , c is arbitrary constant.
𝑑𝑥
As is solution of the differential equation for every
value of c, hence it is known as general solution.

Examples:
𝑑2𝑦 𝑑
y=ax+bx 2 is the solution of differential equation x 2
2
- 2x + 2y =0, where a
𝑑 𝑑
and b are two arbitrary constants.
Particular solution:

A particular solution of differential equation is obtain from the primitive by

assigning definite values to the arbitrary constants.

Examples:
y=5x2+3x+2 is a particular solution where A=5,B=3 and C=2
Or
y=x2+2x+3 (A=1,B=2,C=3) is the particular solution

A relation between the variables which involves n essential arbitrary constants,as

y=x2+cx or y=Ax2+Bx is called a primitive
 INITIAL VALUE PROBLEM
• In many physical problems we need to find the particular
solution that satisfies a condition of the form y(x0)=y0.
This is called an initial condition, and the problem of
finding a solution of the differential equation that
satisfies the initial condition is called an initial-value
problem.
• Example (cont.): Find a solution to y2 = x2 + C satisfying the
initial condition y(0) = 2.
22 = 02 + C
C=4
y2 = x2 + 4
Examples:
𝑑2𝑦
+ y=0
𝑑𝑥 2

y(1) = 3
y’(1) = -4
This problem consists in finding a solution of the differential equation

𝑑2𝑦
+ y= 0
𝑑𝑥 2

Which assumes the value 3 at x=1 and whose first derivative assumes the value -4 at x=1.Both
of this conditions relate to one x values, namely , x=1.Thus this is an initial-value problem.
 BOUNDARY VALUE PROBLEM

Definition:
A boundary value problem is a system of ordinary DE with solution and derivatives
values specified at more than one point most commonly , the solution and derivatives are
specified at just two points (the boundaries)defining two points boundary value i.e the
conditions relate to two different x values, the problem is called a two point boundary value
problem(0r simply a boundary-value problem).
Example:
𝒅𝟐 𝒚
+𝐲=𝟎
𝒅𝒙𝟐
y(0)=1 , y(П/2)=5
The solution must assume the value 1 at x=0 and the value at x= П/2.That is the conditions
relate to the two different x values,0 and П/2.This is a (two point) boundary-value problem.
Existence of solution:
We were able to find a solution of the initial – value problem under
consideration , but do all initial-value and boundary-value problems have
solutions ? We have already observed that this question is in the negative
form.. That is no.
For we have pointed out that the boundary problem

𝑑2𝑦
𝑑𝑥 2
+ y= 0 ; y(0) = 1 , y(𝜋) = 5

Mentioned at the ends of solving this problem it observed that it has no

solution ! Thus arises the question of existence of solutions….
The question is – Is there really exist the solutions of the problems ?
This is generally known as EXISTENCE OF SOLUTION
The eternal existential question
If we are given any old initial-value problem

dy
= f (t, y), y(t 0 ) = y 0
dt
• Does there have to be a solution?
• If so, could there be more than one solution?

(Think of questions like “does 2x5 - 10x + 5 = 0 have a

solution? if so, how many?” We can show that there
is a solution between x=-1 and x=1, but we can’t factor
the polynomial to find it, and we don’t know how
many there are.)
The existence theorem
The existence theorem (p. 66) basically says that if f(t, y) is
continuous “near” (t0, y0), then the differential equation
dy
= f (t, y), y(t 0 ) = y 0
dt

has a solution “near” time t0.

Most of the functions we’ll see in this class are continuous (at least,
most of the time!).
Formal statement of the existence theorem
• Check out the theorem on p. 66.
• The statement “there exists an  > 0” means that
there is some positive value the variable  can take
on so that the statement becomes true.
• The theorem does not tell us how large that value
is.
Uniqueness of solutions
OK, so in most reasonable situations, at least one
solution to an IVP will exist.
Did I say at least one????
Does this mean there can be more than one????

YES. f y

If the function f(t, y) and its partial derivative

are continuous at (t0, y0), a solution exists and is
unique near (t0, y0). Otherwise, there might be
more than one solution!
Try dy/dt = 3y2/3, y(0)=0, to see how this can look.