DIFFERENTIAL EQUATION

MODULE 1
BASIC CONCEPTS

I. INTENDED LEARNING OUTCOMES

After completing this course, students should be able to:

1. Understand the different concepts, theorems and techniques used in differential
equations.
2. Develop and demonstrate the skill in solving problems analytically, critically and
systematically.
3. Develop self-confidence and mental toughness in the fulfilment of a task at hand.

II. A. INTRODUCTION

A Differential Equation (DE) is an equation that contains one or more derivatives

or differential of one or more unknown functions (dependent variables) with respect to
one or more independent variables. A differential equation (DE) is an equation that has a
function and its derivatives.

Recall that a derivative indicates a change in a dependent variable with respect to

an independent variable.

Why study Differential Equation?

Many descriptions of natural phenomena are relationships (equations) involving

the rates at which things happen (derivative).

Ergo, to investigate problems in many fields of Science and Technology, we

need to know something about Differential Equations.

Some examples of fields using Differential Equations in their analysis include:

• solid mechanics and motion;
• heat transfer and energy balances;
• vibrational dynamics and seismology;
• aerodynamics and fluid dynamics;
• electronics and circuit design;
 • population dynamics and biological systems;
• climatology and environmental analysis; and,
• options trading and economics.

The study of DE has two principal goals. To discover the DE model that describes a
specified physical situation; and, to find the appropriate solution of that DE, that is, to
obtain a function defined either explicitly or implicitly free from derivatives and that
satisfies the DE.

DE can be a partial differential equation (PDE) whose unknown functions (usually y)

depends on two or more independent variables (x,z, etc) or an ordinary differential
equation (ODE) whose unknown function (y) depends on only one independent variable
(x or z...)

Examples of DE
𝑑𝑦 𝑑2𝑦 𝑑𝑦
1. = 5𝑥 − 1 2. 𝑥 +7 =9
𝑑𝑥 𝑑𝑥2 𝑑𝑥

𝑑2 𝑦 3 𝑑3𝑦 2 𝑑𝑦 𝑑𝑧
3. ( ) + cos 𝑥 ( ) + 2𝑥𝑦 = 4𝑥 + 5 4. − =1
𝑑𝑥2 𝑑𝑥3 𝑑𝑥 𝑑𝑦

We note that examples 1 to 3 are ODE’s and example 4 is a PDE.

The order of a DE is the order of highest derivative that can be seen in the equation
while the degree of a DE is the power to which the highest order derivative is raised. Take
note that the degree of a DE should be written as polynomial in the unknown function.

We also note that in example 1, the order is 1 and the degree is 1 and in
example 3, the order is 3 and the degree is 2.

An nth order DE in the unknown function y and the independent variable x is said
to be linear if it can be written in the form
𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚
𝒃𝒏 (𝒙) 𝒏 + 𝒃𝒏−𝟏 (𝒙) 𝒏−𝟏 + ⋯ + 𝒃𝟏 (𝒙) + 𝒚𝒃𝟎 (𝒙) = 𝒈(𝒙)
𝒅𝒙 𝒅𝒙 𝒅𝒙

Note that a DE that cannot be written in this form is nonlinear.

We can say that example 1 is linear of first order DE while example 2 is linear
of second order DE.
ACTIVITY #1. Determine the order, degree, linearity, unknown variable and independent
variable of the following differential equations.

DE order degree linearity Unknown Independent

variable variable
𝑑𝑦
1. = 𝑥𝑦 + 3
𝑑𝑥
𝑑2 𝑦 𝑑𝑦
2. +7 +𝑦 = 9
𝑑𝑥2 𝑑𝑥
𝑑2 𝑦 𝑑𝑦
3. +7 = cos 𝑦 sin 𝑦
𝑑𝑥2 𝑑𝑥
2
4. 𝑥 3𝑑 𝑦 + 𝑥2
𝑑𝑦
+ 𝑥 2 𝑦 = sin 𝑥
𝑑𝑥2 𝑑𝑥

II B. ELIMINATION OF ARBITRARY CONSTANTS

Before proceeding, let us recall the different functions and its derivatives.

Function Derivative
Function name
f (x) f '(x)

Constant const 0

Linear x 1

Power xa a x a-1

Exponential ex ex

Exponential ax a x ln a

𝟏
Natural logarithm ln(x)
𝒙
𝟏
Logarithm log b (x)
𝒙𝒍𝒏(𝒃)

Sine sin x cos x

Cosine cos x -sin x

𝟏
Tangent tan x
𝐜𝐨𝐬 𝟐(𝒙)

𝟏
Arcsine arcsin x
√𝟏 − 𝒙𝟐
 𝟏
Arccosine arccos x −
√𝟏 − 𝒙𝟐
𝟏
Arctangent arctan x
𝟏 + 𝒙𝟐
Hyperbolic sine sinh x cosh x

Hyperbolic cosine cosh x sinh x

𝟏
Hyperbolic tangent tanh x
𝐜𝐨𝐬𝐡 𝟐(𝒙)

𝟏
Inverse hyperbolic sine sinh -1 x
√𝒙𝟐 + 𝟏

Inverse hyperbolic 𝟏
cosh -1 x
cosine √𝒙𝟐 − 𝟏
Inverse hyperbolic 𝟏
tanh -1 x
tangent 𝟏 − 𝒙𝟐

This topic corresponds to how we arrive at a DE. We use the method of eliminating
arbitrary constants wherein we differentiate the given function or relation as many times
depending on the number of constants presenting the function. If the solution is given
first, we need to find the problem which is the DE. The function y serves as the solution
of the DE.

Example 1. Find the DE whose solution is given by 2y2 = 8bx.

Solution:
a. Find the derivative first by taking b as a constant .
2y 2 = 8bx
𝑑𝑦
4y = 8b
𝑑𝑥

𝑦 𝑑𝑦
b. Get the value of b. b=
2 𝑑𝑥
c. Substitute the value of b to the given equation and simplify.
2y 2 = 8bx
𝑦 𝑑𝑦
2y 2 = 8 x
2 𝑑𝑥
𝑑𝑦
2y 2 = 4y x
𝑑𝑥
𝑑𝑦
y=2 𝑥
𝑑𝑥
 d. Since this is the last equation, we can write this in its linear form.
𝑑𝑦
y=2 𝑥
𝑑𝑥
ydx = 2xdy

∴ DE is ydx – 2xdy = 0

Example 2. Find the DE whose solution is given by 𝑦 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 2𝑥

Solution:
a. Find the second derivative since the equation is in the 2nd degree.
𝑦 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 2𝑥 eq’n 1
′ −𝑥
𝑦 = −𝑐1 𝑒 + 2𝑐2 𝑒 2𝑥 eq’n 2
" −𝑥
𝑦 = 𝑐1 𝑒 + 4𝑐2 𝑒 2𝑥 eq’n 3
b. We need to use elimination method since we have 2 unknowns which are c 1
and c 2 .
We combine eq’n1 and eq’n 2.
𝑦 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 2𝑥
𝑦 ′ = −𝑐1 𝑒 −𝑥 + 2𝑐2 𝑒 2𝑥

We get y + y’ = 3𝑐2 𝑒 2𝑥 eq’n 4

We combine eq’n 2 and eq’n 3, we get

y’ + y” = 6𝑐2 𝑒 2𝑥 eq’n 5

Eliminate c 2 using eq’n 4 and eq’n 5 by subtraction and multiplying eq’n 4 by 2;

2(y + y’ = 3𝑐2 𝑒 2𝑥 )
y’ + y” = 6𝑐2 𝑒 2𝑥

We get (2y + 2y’ - 6𝑐2 𝑒 2𝑥 ) – (y’ + y” - 6𝑐2 𝑒 2𝑥 )

2y + 2y’ – y’ – y” - 6𝑐2 𝑒 2𝑥 + 6𝑐2 𝑒 2𝑥 = 0
2y + y’ – y” = 0
∴ the DE is y” – y’ – 2y = 0

Example 3. Find the DE whose solution is given by y = a sin (x + b).

Solution:
a. Find the derivative twice, we get
y’ = a cos (x + b)
y” = - a sin (x + b)

b. Combining the given equation by the second derivative, we get

 y + y” = a sin (x + b) - a sin (x + b)

∴ the DE is y” + y = o

ACTIVITY #2. Find the DE whose solutions correspond to the following equations.

1. y = ax 2 2. cx 2 + x + y 2 = 0

3. x + y = a 4. 𝑦 = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 2𝑥

5. y = 𝜑 cos(𝑥 + 𝜔)
II C. SOLUTIONS OF DIFFERENTIAL EQUATIONS

A solution of a DE in the unknown function y and the independent variable x on

the interval I is a function y(x) that satisfies the DE identically for all x in I.

Example 1. Show that y = cex is a solution of y’ – y = 0.

Solution:
a. Find the 1st derivative of y = cex.
y = cex
y’ = cex

b. Substitute to y’ – y = 0, we get
y’ – y = 0
y’ – y = cex - cex = 0.

It shows that y = cex is a solution of y’ – y = 0

Example 2. Is y(x) = c 1sin 2x + c 2 cos 2x is a solution of y” + 4y = 0? Note that c 1 and c 2

are arbitrary constants.
Solution:
a. Find the 1st and 2nd derivative of the given equation.
y = c 1 sin 2x + c 2 cos 2x
y’ = 2 c 1 cos 2x – 2 c 2 sin 2x
y” = - 4 c 1 sin 2x – 4 c 2 cos 2x

b. Substitute the values of y and y” to y” + 4y = 0.

y” + 4y = - 4 c 1 sin 2x – 4 c 2 cos 2x + 4(c 1 sin 2x + c 2 cos 2x)
y” + 4y = - 4 c 1 sin 2x – 4 c 2 cos 2x + 4c 1 sin 2x + 4c 2 cos 2x
y” + 4y = 0

It shows that (x) = c 1sin 2x + c 2 cos 2x is a solution of y” + 4y = 0.

Example 3. Show that (x – h)2 + y 2 = r2 is a solution of yy” + (y’)2 + 1 = 0.

Solution:
From (x – h)2 + y 2 = r2, the value of h and r varies,, so we consider them as the
limits. We differentiate the given equation twice.
(x – h)2 + y 2 = r2
2(x – h) + 2yy’ = 0, then we simplify
2x – 2h = - 2yy’
 -2h = - 2yy’ – 2x
h = yy’ + x , as the 1st derivative

Getting the 2nd derivative:

h = yy’ + x
0 = yy” + y’y’ + 1
Simplifying,
yy” + y’y’ + 1 = 0
OR
yy” + (y’)2 + 1 = 0.

It shows that (x – h)2 + y 2 = r2 is a solution of yy” + (y’)2 + 1 = 0.

ACTIVITY 3. Show that the given function is a solution of the DE.

𝑥
1. y = 2e-x + xe-x ; y” + 2y’ + y = 0 2. x 2 + y 2 = r2 ; y’ = -
𝑦

𝑥2 𝑦2 2 4. y = c 1 ex + c 2 xex ; y” -2y’ + y = 0
3.
𝑎2
+ 𝑏2
= 1 ; x(yy” + 𝑦 ′ ) = −𝑦𝑦′
REFERENCES:

Elementary Differential Equation (8 th ed.), by Rainville, Bedient and Bedient

Differential Equations, 2015 by Ymas, Sergio Jr. E
Differential Equations, 2018 by Dawkins, Paul

Online Resources/Links
https://www.youtube.com/watch?v=6o7b9yyhH7k
https://www.youtube.com/watch?v=6gd1FYn86P0c
https://www.youtube.com/watch?v=11jLUuP1_uY
https://www.youtube.com/watch?v=C7nuJcJriWM
https://www. youtube.com/watch?v=IFpT-Ptmkyg
https://www. youtube.com/watch?v=ZEJVyybsiT4
https://www. youtube.com/watch?v=RDtITuZDZi4
https://www. youtube.com/watch?v=Bol_ej-T0V4
https://www.youtube.com/watch?v=BOQm5_gbtM