Differential Equations

AMS
What is a Differential Equation?

▪ A Differential Equation is an equation that contains one or more terms involving derivatives of one variable (the dependent
variable, Y) with respect to another variable (the independent variable, X).

Examples:

a. (2xy + x2) dx + 2ydy = 0

𝑑2𝑦 𝑑2 𝑦
b. −𝑥 + 𝑥3 = 0
𝑑𝑥 3 𝑑𝑥 2

c. (x – 1) y” + xy’ + y = 0

𝜕𝑦 𝜕𝑥
d. 𝜕𝑥 + 2𝑦 =3
𝜕𝑧

The solutions of differential equations are functions and not just number like the algebraic equations.

Example:
𝑑𝑦
The differential equation 𝑑𝑥 = 2𝑥 , has for its solution y = ‫ ׬‬2𝑥𝑑𝑥 = 𝑥 2 + 𝐶, where C is an “arbitrary constant” or it
remains the same through the duration of the problem.
What Are The Types of Differential Equations?

1. ORDINARY DIFFERENTIAL EQUATION – an equation containing only one independent variable, thus having only ordinary
derivatives in the equation.

Examples a, b and c above are examples of Ordinary Differential Equations.

2. PARTIAL DIFFERENTIAL EQUATION – an equation containing two or more independent variables, thus having partial derivatives
in the equation.

Example d above is an example of Partial Differential Equation.

What is an Order of a Differential Equation?

The order of a Differential Equation is the order of the highest ordered derivative which appears in the equation.

Examples:
𝑑𝑦
First Order: 𝑑𝑥
= 2𝑥 2 + 5𝑥 + 3

𝑑2𝑦
Second Order: = 5𝑥 2 + 10𝑥 + 3
𝑑𝑥 2

𝑑3𝑦
Third Order: 𝑑𝑥 3
= 3𝑥 2 + 6𝑥 + 2
What is a Degree of Differential Equation?

The degree of differential equation whose terms are polynomials in the derivatives is defined as the highest power of the highest
order of derivative.

Examples:

𝑑 2𝑦 𝑑𝑦
First Degree: x 𝑑𝑥2 + { 𝑑𝑥 }3 = 15

𝑑2𝑦 2 𝑑𝑦
Second Degree: x{ } + { 𝑑𝑥 }3 = 15
𝑑𝑥 2
What are the Types of Solutions of Differential Equation?

1. GENERAL SOLUTION – the solution has at least one arbitrary constant.

Example:

𝑥 3 - 3y = C; where C = Arbitrary Constant

2. PARTICULAR SOLUTION – the solution has no arbitrary constant.

Example:

2𝑥𝑦 + 𝑦2 − 2 = 0
What are the Solutions to First Order Differential Equations?

1. Variable Separable Type

First-order differential equations are not always
separable. Homogeneous differential equations,
Standard Form: however, may be transformed into separable
equations by the substitution of a variable.
P(x)dx + Q(y) dy = 0 An expression is said to be homogeneous if all terms
have the same degree. The term “homogeneous” is
General Solution: also used to indicate that the right-hand member of a
linear differential equation is 0.

‫ 𝑥𝑑 𝑥 𝑃 ׬‬+ ‫ = 𝑦𝑑 𝑦 𝑄 ׬‬0
Test for Homogeneity of Degree n:

2. Homogeneous Type Let: f(x,y) = M(x,y) dx + N(x,y) dy

f(rx, ry) = rn f(x,y)

Standard Form:

M(x,y) dx + N(x,y) dy = 0

General Solution:

Substitute y = vx or x = vy and the resulting DE becomes a variable separable type.

What are the Solutions to First Order Differential Equations?

3. Exact Type

Standard Form:

M(x,y) dx + N(x,y) dy = 0

General Solution:

𝐹 𝑥, 𝑦 = 𝐶

where: F(x,y) = ‫𝑥 𝑀 ׬‬, 𝑦 𝜕𝑥 + k1

F(x,y) = ‫𝑥 𝑁 ׬‬, 𝑦 𝜕𝑥 + k2

Test for Exactness:

𝜕𝑀 𝜕𝑁
= 𝜕𝑋
𝜕𝑦
What are the Solutions to First Order Differential Equations?

4. Linear Type

Standard Form:
𝑑𝑦
+ y P(x) = Q(x)
𝑑𝑥

General Solution:

𝑦 𝑖. 𝑓 = ‫𝑖 𝑥 𝑄 ׬‬. 𝑓 𝑑𝑥 + 𝐶 Integrating factor is also known as Euler’s Multiplier.

Euler’s Method:
where:
is just another technique used to analyze a
Differential Equation, which uses the idea of local
i.f = integrating factor = 𝑒 ‫𝑃 ׬‬ 𝑥 𝑑𝑥 linearity or linear approximation, where we use small
tangent lines over a short distance to approximate the
solution to an initial-value problem.

Yn = Yn-1 + hF (Xn-1 , Yn-1)

What are the Solutions to First Order Differential Equations?

5. Bernoulli’s Equation Type

Standard Form:
𝑑𝑦
+ y P(x) = ynQ(x)
𝑑𝑥
The Bernoulli Equation is named after the brothers Jakob
(1654 – 1705) and Johann Bernoulli (1667 – 1748)
General Solution:
1
𝑦1-n = ‫ ׬‬1−𝑛 𝑃 𝑥 𝑑𝑥 ‫ ׬‬1 − 𝑛 𝑄 𝑥 𝑒 ‫ ׬‬1−𝑛 𝑃 𝑥 𝑑𝑥
dx
𝑒
What are the Applications of First Order Differential
Equations?

1. Population Growth Problems

𝑑𝑃
𝑑𝑡
= kP

Where:
𝑑𝑃
= rate of change of the population
𝑑𝑡

P = number of inhabitants at any time t

k = constant of proportionality
What are the Applications of First Order Differential
Equations?

2. Radioactive Decay Problems

𝑑𝑄
𝑑𝑡
= kQ

Where:
𝑑𝑄
= rate of change of substance
𝑑𝑡

Q = amount of substance present at any time t

k = constant of proportionality
What are the Applications of First Order Differential
Equations?

3. Continuous Compound Interest

𝑑𝑃
𝑑𝑡
= rP

Where:
𝑑𝑃
= rate of change of the account
𝑑𝑡

P = money present in the account at any time t

r = nominal rate of interest per year

What are the Applications of First Order Differential
Equations?

4. Flow Problems
𝑑𝑄
𝑑𝑡
= rate of gain – rate of loss

Where:

Q = concentration of mixture at any given time

𝑑𝑄
= rate of change of the concentration of mixture
𝑑𝑡
What are the Applications of First Order Differential
Equations?

5. Cooling and Heating Problems

𝑑𝑇
𝑑𝑡
= k(T-ts) Cooling Process

𝑑𝑇
= k(ts-T) Heating Process
𝑑𝑡

Where:
𝑑𝑇
= rate of change of the body temperature
𝑑𝑡

T = temperature of the body at any given time

ts = surrounding temperature
What are the Applications of First Order Differential
Equations?

6. Newton’s Second Law of Motion

𝑑𝑉
F = m 𝑑𝑡

Where:

F = force

m = mass of body
𝑑𝑉
= rate of change of velocity
𝑑𝑡
What are the Applications of First Order Differential
Equations?

7. Geometrical Problems (Orthogonal Trajectory)

-a curve which intersects all curves of a given family at the same angles is referred to as a “trajectory” ; if the intersection is at
right angle, the curve is called “orthogonal trajectory”
𝑑𝑦 𝑑𝑥
{ } = { }
𝑑𝑥 t 𝑑𝑦 g

Where:

𝑑𝑦
{ } = slope of the orthogonal
𝑑𝑥 t

𝑑𝑦
{ } = slope of the given of family of curves
𝑑𝑥 g

𝑑𝑥 1
{ } =
𝑑𝑦 g { 𝑑𝑦
}
𝑑𝑥 g