DIFFERENTIAL

EQUATIONS
TOPIC 1 INTRODUCTION/DEFINITIONS
 LEARNING OUTCOMES
• At the end of the discussion, the
students should be able to:
• explain the meaning of a differential equation, its
type, order and degree;
• classify the differential equations with respect to the
number of independent variables, order and
linearity; and
• differentiate between ordinary and partial differential
equations, and between general and particular
solutions.

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 INTRODUCTION/DEFINITIONS
• Review …
Review …
Review …
Review …
Review …

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 Introduction/Definitions cont.
• Algebraic or differential equation???
𝑑𝑥
✓ =8
𝑑𝑦
✓8x + y = 6
𝜕2 x 𝜕x
✓ 2 + =0
𝜕y 𝜕t
✓6 y4 + cos(t) sin(y)3 = tan(t) + 8

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 Introduction/Definitions cont.

Differential Equation
(DE)

➢an equation that involves the derivatives of one

or more unknown functions (or dependent
variables) with respect to one or more
independent variables

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 • Note:
➢If an equation involves the derivative of one
variable with respect to another, then the
former is called a dependent variable and the
latter an independent variable.
➢Dependent variable - unknown function
➢Independent variable - variable of the unknown
function
➢Parameter – an arbitrary constant found in the
equation
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 Introduction/Definitions cont.

• Example
Unknown function
or dependent variable

d2 x
2
+ 16x = 0
dt

independent variable

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 Introduction/Definitions cont.

• Recall
➢Leibniz notation
𝑑𝑦 𝑑2 𝑦 𝑑3 𝑦
• , , ,…
𝑑𝑥 𝑑𝑥 2 𝑑𝑥 3
➢Prime notation – used to denote only the first
three derivatives
• y’, y”, y’”,…
» Fourth derivative: y(4)
𝑑𝑛 𝑦
» nth derivative of y: or y(n)
𝑑𝑥 𝑛

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 Introduction/Definitions cont.

• Recall cont.
➢Newton’s dot notation – sometimes used to denote
derivatives with respect to time
• Example

➢ y(t)
ሷ + 3y(t)
ሶ + 5 y(t) = sin(t)
d2 y dy
or +3 + 5 y t = sin(t)
dt2 dt

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 Introduction/Definitions cont.

• Recall cont.
➢Subscript notation (often used in partial derivatives)
➢Example
𝑦𝑥𝑥 = 𝑦𝑡𝑡 − 2𝑦𝑡 subscripts indicate the independent variables

𝜕2 𝑦 𝜕2 𝑦 𝜕𝑦
or = − 2
𝜕𝑥 2 𝜕𝑡 2 𝜕𝑡

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 Introduction/Definitions cont.

• Recall cont.
➢Normal Form
dy
➢ = f(x, y) 1st order ODE
dx
𝑑2 y
➢ 2 = f(x, y, y′) 2nd order ODE
𝑑𝑥
Examples
(𝑥−𝑦)
1. 8xy’ + y = x normal form y’ =
8𝑥
2. y” – y’ + 8y = 0 normal form y” = y’ – 8y
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 Introduction/Definitions cont.
• Examples (dependent and independent variables)
Dependent variable: i
d2 i di 1 Independent variable: t
•A + B + i = Eωcosωt Parameters: A, B, C, E, 𝜔
dt2 dt C
Dependent variable: y
• yxx = ytt − 2yt Independent variables: x, t
Parameter: none

Dependent variable: y

• y(t)
ሷ + 3y(t)
ሶ + 5 y(t) = sin(t) Independent variable: t
Parameter: none

Dependent variable: x
• x’ + P(y) x = Q(y) Independent variable: y
Parameter: none

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 Introduction/Definitions cont.

• More Examples of Differential Equations

d3 y dy
1. + y − 4xy = 0
dx3 dx
d2 s ds 3
2. +7 − 8s = 0
dt2 dt
𝜕2 u 𝜕u
3. x, t = u(x, t) (x, t)
𝜕x2 𝜕t

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 Introduction/Definitions cont.

• Examples cont.
𝜕2 𝑇 𝜕2 𝑇 𝜕2 𝑇
4. 2 + 2 + =0
𝜕𝑥 𝜕y 𝜕z2
2 2
5. 𝑥 + 𝑦 𝑑𝑥 − 2𝑥𝑦𝑑𝑦 = 0
𝑑𝑦 3 𝑑2𝑦
6. = +1
𝑑𝑥 𝑑𝑥 2

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 Introduction/Definitions cont.

• Examples cont.
can contain more than can contain more than
one dependent variable one unknown function

𝑑𝑦 𝑑𝑠 𝑑2 𝑦 𝑑2 𝑥
7. + = 8y + s 8. x 2 − 𝑦 2 =k
𝑑𝑥 𝑑𝑥 𝑑𝑡 𝑑𝑡

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 Introduction/Definitions cont.

• Examples cont.
9. sin (t) + y(t) + 𝑦ሷ t = 35 𝑦(t)cos(t)
ሶ
10. x’ + P(y) x = Q(y)
d2 i di 1
11. A 2 + B + i = Eωcosωt
dt dt C
𝜕N 𝜕2 N 1 𝜕N
12. = 2 + + kN
𝜕t 𝜕r r 𝜕r

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 Introduction/Definitions cont.

• Examples cont.
13. (1-y)x” – 4yx’ + 5x = cos y
14. t5y4 –t2y” + 8y = 0
15. uxy + uxxx = u
d3 y d2 y dy
16. + . = 2xy
dx3 dx2 dx
17. t2 𝑠ሷ + sin (t) 𝑠ሶ 2 + x = 0
18. x”’ – 6x’ + 2x = 0

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 Introduction/Definitions cont.

• Classification by type
• Ordinary differential equation (ODE)
➢contains only one independent variable
Examples:
d2 x dx
1. − 4 − 12x = 5ey
dy2 dy
3
dx 2 2 d2 x
2. 1+ = k 2
dy dy

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 Introduction/Definitions cont.

• Classification by type cont.

• Partial differential equation (PDE)
➢contains two or more independent variables
➢Examples
𝜕𝜔 𝜕𝜔
1. 𝑏0 x, y 𝜕𝑥
+ 𝑏1 x, y
𝜕𝑦
= 𝑅(𝑥)
𝜕2 u 𝜕2 u 𝜕2 u
2. A 2 +B +C 2 +D=0
𝜕x 𝜕x𝜕y 𝜕y

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 Introduction/Definitions cont.

Classification by order
• Order of a differential equation
(either ODE or PDE)
➢the order of the highest-ordered derivative
that appears in the equation
➢Examples
➢1. x(y”)3 + (y’)4 – y = 0 2nd order

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 Introduction/Definitions cont.

Classification by order cont.

➢Examples cont.
2nd order 1st order

𝑑2𝑦 𝑑𝑦 3
➢2. +8 − 6y = 𝑒 𝑥 2nd order
𝑑𝑥 2 𝑑𝑥

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 Introduction/Definitions cont.

Classification by order cont.

➢Examples cont.
𝑑𝑥 𝑑𝑥 2
3. x = 𝑦 +𝑘 1+ 1st order
𝑑𝑦 𝑑𝑦

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 Introduction/Definitions cont.

• Degree of a differential equation

➢the power of the highest-ordered derivative
after the equation has been cleared of
radicals and fractions in the dependent
variable and its derivatives
➢ Examples cont.
1. x(y”)3 + (y’)4 – y = 0 3rd degree

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 Introduction/Definitions cont.

• Degree cont.

➢Examples cont.
𝑑𝑥 𝑑𝑥 2
• 2. x = 𝑦
𝑑𝑦
+𝑘 1+
𝑑𝑦
2nd degree

Proof next slide

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 Introduction/Definitions cont.

Proof:
2
𝑑𝑥 𝑑𝑥
x−𝑦 =𝑘 1+
𝑑𝑦 𝑑𝑦
2 2
𝑑𝑥 𝑑𝑥
𝑥−𝑦 = 𝑘2 1 +
𝑑𝑦 𝑑𝑦
∴ 2nd degree

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 Introduction/Definitions cont.
• Classification by linearity
❖Linear
➢when it is of first degree in the dependent variable
and its derivatives
➢or may be written in the form
𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚
𝒂𝒏 𝒙 + 𝒂𝒏−𝟏 𝒙 + ⋯ + 𝒂𝟎 𝒙 𝒚 = 𝑹(𝒙)
𝒅𝒙𝒏 𝒅𝒙𝒏−𝟏
❖Nonlinear
➢simply one that is not linear

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 Introduction/Definitions cont.

• Classification by linearity cont.

• Examples
d2 y dy
1. − 6xy = 𝑥 +8
dx2 dx
d2 y dy
− 𝑥 − 6xy = 8 linear
dx2 dx

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 Introduction/Definitions cont.

➢Examples cont.

Nonlinear term: Nonlinear term:

coefficient depends on y function of x

𝑥 d2 x
2. (1-y) y’ + 2y = 𝑒 3. + 𝐜𝐨𝐬 x = 0
d𝑦 2
1st order 2nd order
Nonlinear term:
power not 1

d4 x
4. + 𝐱𝟐 = 0 4th order
d𝑦 4

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 Introduction/Definitions cont.
➢Examples cont.
𝑑3𝑦 𝑑𝑦
5. + 𝑥 − 4𝑥𝑦 = 0 linear
𝑑𝑥 3 𝑑𝑥
𝑑2𝑠 𝑑𝑠 3
6. +7 − 8𝑠 = 0 nonlinear
𝑑𝑡 2 𝑑𝑡
𝜕2 𝑇 𝜕2 𝑇 𝜕2 𝑇
7. + + 2 =0 linear
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑧
𝜕𝑢 𝜕 2𝑢 𝜕2 𝑢
8. = 𝑘2 + linear
𝜕𝑡 𝜕𝑥 2 𝜕𝑧 2

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 Introduction/Definitions cont.

➢Examples cont.

𝑑𝑥 𝑑𝑥 2
9. x = 𝑦 +𝑘 1+ nonlinear
𝑑𝑦 𝑑𝑦
10. x(y”)3 + (y’)4 – y = 0 nonlinear
11. t2 𝑠ሷ + sin (t) 𝑠ሶ 2 + x = 0 nonlinear
12. x’ + P(y) x = Q(y) linear

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 Introduction/Definitions cont.

• Solution of a differential equation

➢a functional relation between the variables which satisfies
the equation
• General solution
➢solution in which the number of arbitrary constants is equal
to the order of the differential equation

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 Introduction/Definitions cont.

• Particular Solution
➢a solution obtained from the general
solution by assigning particular values to
the arbitrary constants
• Singular solution
➢a solution that does not contain any
arbitrary constant (not obtained from the general solution
by assigning particular values to the arbitrary constants)

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 Introduction/Definitions cont.

• Explicit solution
• a solution in which the dependent variable is
expressed solely in terms of the independent variable
and constants
• Examples
1 1
• y= xex , y= , y= y = 𝝋(𝒙)
x 16x

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 Introduction/Definitions cont.

• Implicit solution
➢any solution that is not in explicit form
Examples
x 2 + y2 = 9
y = x(x+y)2
➢ y - not expressed in terms of x only
➢ can have x and y on both sides of the equation or y
on one side and x, y on the other side

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 Exercise No. 1 Fill out the blanks
DE DV IV Par ODE Order Degree Linear or
or Nonlinear
PDE
d2 x
1. + 16x = 0
dt2
d2 s ds 3
2. 2 +7 − 8s = 0
dt dt
𝑑𝑥 𝑑𝑥 2
3. x = 𝑦 +𝑘 1+
𝑑𝑦 𝑑𝑦
3
dx 2 2 d2 x
4. 1+ = k 2
dy dy
5. t2 𝑠ሷ + sin (t) 𝑠ሶ 2 + x = 0
DE: differential equation
DV: dependent variable
IV: independent variable
Par: parameter
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 Exercise No. 1 cont.
DE DV IV par ODE order degree linear or
or nonlinear
PDE

𝜕𝑢 2 𝜕2 𝑢 𝜕2 𝑢
6. = 𝑘 + 2
𝜕𝑡 𝜕𝑥 2 𝜕z
d3 y d2 y dy
7. + . = 2xy
dx3 dx2 dx

8. yxx = ytt − 2yt

9. 𝑥 2 + 𝑦 2 𝑑𝑥 − 2𝑥𝑦𝑑𝑦 = 0
10. y(t)
ሷ + 3y(t)
ሶ + 5 y(t) =sin(t)

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 MORE …

MORE…

MORE…

ON LINEAR AND NONLINEAR…

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 CONT.
Source: Goodwine (2011). Engineering differential
equations: Theory and applications.

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 REFERENCES
Boyce, W. E. & DiPrima, R. C. (2012). Elementary differential equations and
boundary value problems (10th ed.). New Jersey: John Wiley &
Sons, Inc.
Goodwine, B. (2011). Engineering differential equations: Theory and
applications. New York: Springer Science+Business Media.
Nagle, R. K., Saff, E. B., & Snider, A. D. (2012). Fundamentals of differential
equations (8th ed.). Boston: Pearson Education, Inc.
Rainville, E. D., Bedient, P. E., & Bedient, R. E. (2002). Elementary
differential equations (8th ed.). Singapore: Pearson Education Asia
Pte. Ltd.
Xie, W. C. (2010). Differential equations for engineers. New York:
Cambridge University Press.
Zill, D. G. & Wright, W. S. (2013). Differential equations with boundary-value
problems (8th ed.). Boston: Brooks/Cole, Cengage Learning.

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 WEBSITES/VIDEOS
• https://acikders.ankara.edu.tr/pluginfile.php/68517/mod_resource/content/0/Topic%20
1-
Introduction%20to%20Differential%20Equations%20and%20Models%20%281.1%20D
efinitions%20and%20Terminology%29.pdf
• http://math.bd.psu.edu/faculty/jprevite/251f11/250bookSec1.pdf
• https://www.youtube.com/watch?v=aGiHJGikJBE

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