MODULE 1 - Introduction To Differential Equations
MODULE 1 - Introduction To Differential Equations
Observe that Equations (1.1) through (1.4) are examples, of ordinary differential
equations, since the unknown function y depends solely on the variable x. Equation (1.5) is a
partial differential equation, since y depends on both the independent variables t and x.
The order of a differential equation is the order of the highest derivative appearing in
the equation.
Notice that in equation (1.1) is a first-order differential equation; (1.2), (1.4), and (1.5)
are second-order differential equations. On the other hand, equation (1.3) is a third-order
differential equation.
The degree of the differential equation is represented by the power of the highest order
derivative in the given differential equation.
The differential equation must be a polynomial equation in derivatives for the degree to be
defined.
Example 1:
Here, the exponent of the highest order derivative is one and the given differential equation
is a polynomial equation in derivatives. Hence, the degree of this equation is 1.
Example 2:
The order of this equation is 3 and the degree is 2 as the highest derivative is of order 3 and
the exponent raised to the highest derivative is 2.
Example 3:
NOTATION
The expressions y’,y’’,y’’’,y(4),…y(n) are often used to represent, respectively, the first,
second, third, fourth…,nth derivative of y with respect to the independent variable under
𝑑𝑑 2 𝑦𝑦
consideration. Thus, y’’ represents if the independent variable is x. Observe that
𝑑𝑑𝑥𝑥 2
parentheses are used in y(n) to distinguish it from the nth power. If the independent variable
is time, usually denoted by t, primes are often replaced by dots. Thus, 𝑦𝑦̇ , 𝑦𝑦,̈ 𝑦𝑦⃛ represent dy/dt,
𝑑𝑑 2 𝑦𝑦 𝑑𝑑 3 𝑦𝑦
2 , 𝑎𝑎𝑎𝑎𝑎𝑎 3 , 𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟.
𝑑𝑑𝑡𝑡 𝑑𝑑𝑡𝑡
A solution is a function y=f(x) that satisfies the differential equation when f and its derivatives
are substituted into the equation.
Examples:
𝟑𝟑
1. Verify that 𝒚𝒚 = 𝒙𝒙− 𝟐𝟐 is a solution to the differential equation 𝟒𝟒𝒙𝒙𝟐𝟐 𝒚𝒚′′ + 𝟏𝟏𝟏𝟏𝟏𝟏𝟏𝟏′ + 𝟑𝟑𝟑𝟑 = 𝟎𝟎.
Solution:
Substituting the first and second derivative obtained above to the differential equation:
5
−2
15 − 7 3 3
4𝑥𝑥 2 � 𝑥𝑥 2 � + 12𝑥𝑥 �− 𝑥𝑥 � + 3 �𝑥𝑥− 2 � = 0
4 2
7 5 3
�15𝑥𝑥 − 2 � (𝑥𝑥 2 ) − (18𝑥𝑥) �𝑥𝑥 − 2 � + 3𝑥𝑥 − 2 = 0
3 3 3
�15𝑥𝑥 − 2 + 3𝑥𝑥 − 2 � − 18𝑥𝑥 − 2 = 0
3 3
18𝑥𝑥 − 2 − 18𝑥𝑥 − 2 = 0
0=0
3
Thus , 𝑦𝑦 = 𝑥𝑥 − 2 is a solution to the differential equation 4𝑥𝑥 2 𝑦𝑦′′ + 12𝑥𝑥𝑥𝑥′ + 3𝑦𝑦 = 0.
𝐺𝐺𝐺𝐺𝐺𝐺𝐺𝐺𝐺𝐺𝐺𝐺𝐺𝐺 𝑡𝑡ℎ𝑒𝑒 𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓, 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 𝑎𝑎𝑎𝑎𝑎𝑎 𝑡𝑡ℎ𝑖𝑖𝑖𝑖𝑖𝑖 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 𝑜𝑜𝑜𝑜 𝑦𝑦, 𝑤𝑤𝑤𝑤 ℎ𝑎𝑎𝑎𝑎𝑎𝑎:
𝑦𝑦 = 𝑒𝑒 −2𝑥𝑥
0=0
𝒅𝒅𝟐𝟐 𝒙𝒙
3. Verify that 𝒙𝒙 = 𝒔𝒔𝒔𝒔𝒔𝒔𝒔𝒔𝒔𝒔 is a solution to the differential equation + 𝒌𝒌𝟐𝟐 𝒙𝒙 = 𝟎𝟎.
𝒅𝒅𝒕𝒕𝟐𝟐
Getting the first and second derivative of the x, we have:
𝑥𝑥 = 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠
𝑥𝑥 ′ = 𝑘𝑘𝑘𝑘𝑘𝑘𝑘𝑘𝑘𝑘𝑘𝑘
𝑥𝑥′′ = −𝑘𝑘 2 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠
𝑑𝑑 2 𝑥𝑥
+ 𝑘𝑘 2 𝑥𝑥 = 0
𝑑𝑑𝑡𝑡 2
−𝑘𝑘 2 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 + 𝑘𝑘 2 (𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠) = 0
0=0
𝑑𝑑 2 𝑥𝑥
Thus, 𝑥𝑥 = 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 is a solution to the equation + 𝑘𝑘 2 𝑥𝑥 = 0.
𝑑𝑑𝑡𝑡 2
PROPERTIES
Eliminate the arbitrary constant/s of the following to obtain the differential equation.
1. 𝒂𝒂𝒂𝒂𝟐𝟐 + 𝒃𝒃𝒃𝒃 + 𝒄𝒄 = 𝒚𝒚
Since there are three arbitrary constants, we need to differentiate the given equation to
obtain a differential equation with an order of 3.
𝒂𝒂𝒂𝒂𝟐𝟐 + 𝒃𝒃𝒃𝒃 + 𝒄𝒄 = 𝒚𝒚
𝒚𝒚′ = 𝟐𝟐𝟐𝟐𝟐𝟐 + 𝒃𝒃
𝒚𝒚′′ = 𝟐𝟐𝟐𝟐
𝑦𝑦′′′ = 0
2. 𝒙𝒙𝟑𝟑 − 𝟑𝟑𝒙𝒙𝟐𝟐 𝒚𝒚 = 𝑪𝑪
Since there is only one arbitrary constant, we have to differentiate the given
equation to obtain a differential equation with an order of 1.
𝑥𝑥 3 − 3𝑥𝑥 2 𝑦𝑦 = 𝐶𝐶
3𝑥𝑥 2 − 3[𝑥𝑥 2 𝑦𝑦′ + 𝑦𝑦(2𝑥𝑥)] = 0
3𝑥𝑥 2 − 3𝑥𝑥 2 𝑦𝑦′ − 6𝑥𝑥𝑥𝑥 = 0
− 3𝑥𝑥 2 𝑦𝑦′ = 6𝑥𝑥𝑥𝑥 − 3𝑥𝑥 2
6𝑥𝑥𝑥𝑥 − 3𝑥𝑥 2
𝑦𝑦′ =
− 3𝑥𝑥 2
3𝑥𝑥(2𝑦𝑦 − 𝑥𝑥)
𝑦𝑦′ =
− 3𝑥𝑥 2
(2𝑦𝑦 − 𝑥𝑥)
𝑦𝑦′ = −
𝑥𝑥
𝑥𝑥 − 2𝑦𝑦
𝑦𝑦′ =
𝑥𝑥
Since there are two arbitrary constants, we have to differentiate the equation two times
to obtain a differential equation with an order of 2.
𝑇𝑇ℎ𝑒𝑒𝑒𝑒,
𝑦𝑦′′ − 3𝑦𝑦′ = 0
4. 𝑦𝑦𝑦𝑦𝑦𝑦𝑦𝑦𝑦𝑦 − 𝑥𝑥𝑦𝑦 2 = 𝐶𝐶
Since there is only one arbitrary constant, we have to differentiate the equation once to
obtain a differential equation with an order of 1.
𝑦𝑦𝑦𝑦𝑦𝑦𝑦𝑦𝑦𝑦 − 𝑥𝑥𝑦𝑦 2 = 𝐶𝐶
𝑑𝑑𝑑𝑑
(𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 − 2𝑥𝑥𝑥𝑥) + 𝑦𝑦(𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 − 𝑦𝑦) = 0
𝑑𝑑𝑑𝑑
𝐼𝐼𝐼𝐼 𝑐𝑐𝑐𝑐𝑐𝑐 𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎 𝑏𝑏𝑏𝑏 𝑒𝑒𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥 𝑤𝑤𝑤𝑤𝑤𝑤ℎ 𝑑𝑑𝑑𝑑 𝑎𝑎𝑎𝑎𝑎𝑎 𝑑𝑑𝑑𝑑, 𝑠𝑠𝑠𝑠:
𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 � (𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 − 2𝑥𝑥𝑥𝑥) + 𝑦𝑦(𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 − 𝑦𝑦)� = [0]𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑
A set of curves whose equations are of the same form but which have different values
assigned to one or more parameters.
Examples:
1. Find the differential equation by the families of line with slope and y-intercept equal.
SOLUTION:
𝑦𝑦 = 𝑚𝑚𝑚𝑚 + 𝑏𝑏 ; m=b
𝑦𝑦 = 𝑚𝑚𝑚𝑚 + 𝑚𝑚
𝑦𝑦 ′ = 𝑚𝑚 = 𝑏𝑏
Then,
𝑦𝑦 = 𝑦𝑦 ′ 𝑥𝑥 + 𝑦𝑦 ′
𝑥𝑥𝑥𝑥 ′ + 𝑦𝑦′ − 𝑦𝑦 = 0
𝑦𝑦 ′ (𝑥𝑥 + 1) − 𝑦𝑦 = 0
𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 � (𝑥𝑥 + 1) − 𝑦𝑦� = [0]𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑
(𝑥𝑥 + 1)𝑑𝑑𝑑𝑑 − 𝑦𝑦𝑦𝑦𝑦𝑦 = 0
2. Find the differential equation of the family of straight lines with slope and x-intercept
equal.
SOLUTION:
Slope intercept form of a line is expressed as:
𝑦𝑦 = 𝑚𝑚𝑚𝑚 + 𝑏𝑏
In x-intercept, y=0:
0 = 𝑚𝑚𝑚𝑚 + 𝑏𝑏
𝑏𝑏
𝑥𝑥 = −
𝑚𝑚
Since x-intercept and slope are equal (x=m):
𝑏𝑏
𝑚𝑚 = −
𝑚𝑚
𝑏𝑏 = −𝑚𝑚2
So,
𝑦𝑦 = 𝑚𝑚𝑚𝑚 − 𝑚𝑚2
𝑦𝑦 ′ = 𝑚𝑚
𝑦𝑦 = 𝑦𝑦′𝑥𝑥 − (𝑦𝑦′)2
(𝑦𝑦′)2 − 𝑥𝑥𝑥𝑥′ + 𝑦𝑦 = 0
4. Find the differential equation satisfied by the family of ellipses having center at origin.
SOLUTION:
𝑥𝑥 2 𝑦𝑦 2
+ =1
𝑎𝑎2 𝑏𝑏 2
𝑥𝑥 2 𝑏𝑏 2 + 𝑎𝑎2 𝑦𝑦 2 = 𝑎𝑎2 𝑏𝑏 2
2𝑥𝑥𝑏𝑏 2 + 2𝑎𝑎2 𝑦𝑦𝑦𝑦 ′ = 0
𝒙𝒙𝒃𝒃𝟐𝟐 + 𝒂𝒂𝟐𝟐 𝒚𝒚𝒚𝒚′ = 𝟎𝟎->1st derivative
Reference: Bronson, Richard, and Costa, Gabriel. Schaum’s Outline: Differential Equations.
United States: McGraw-Hill Education, 2014. Print
Prepared by:
Engr. Axel M. Gayondato, LPT
Instructor, College of Engineering and Architecture
You may want to visit the following YouTube videos to supplement your learnings:
TRY THESE
III. Eliminate the arbitrary constant/s of the following to obtain the differential
equation.
1. 𝑦𝑦 = 𝑐𝑐1 𝑒𝑒 −2𝑥𝑥 + 𝑐𝑐2 𝑒𝑒 3𝑥𝑥 (Use elimination method)
2. 𝑥𝑥 = 𝑐𝑐1 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 + 𝑐𝑐2 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠
3. 𝑥𝑥 = 𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴(𝜔𝜔𝜔𝜔 + 𝐵𝐵)
Part I:
a. Third order, first degree, the independent variable is y; and the dependent variable is
x.
b. Second order, first degree, the independent variable is t; and the dependent variable
is y.
c. Second order, first degree, the independent variable is s; and the dependent variable
is t.
d. Fourth order, fifth degree, the independent variable is p; and the dependent variable
is b.
Part II:
1. y(x) is a solution.
2. No, y(x)=1 is not a solution.
3. 𝑦𝑦 = 3𝑒𝑒 2𝑥𝑥 + 4𝑒𝑒 𝑥𝑥 is a solution.
Part III:
Part IV:
1. 𝑥𝑥𝑥𝑥′ − 𝑦𝑦 = 0
2. 𝑥𝑥𝑥𝑥𝑥𝑥 − 2𝑦𝑦𝑦𝑦𝑦𝑦 = 0
3. 𝑥𝑥𝑥𝑥′′ − (𝑦𝑦′)3 − 𝑦𝑦′ = 0
4. (𝑦𝑦′)2 (𝑦𝑦 ± 𝑟𝑟)2 + 𝑦𝑦 2 ± 2𝑟𝑟𝑟𝑟 = 0