Part 1 – Introduction

Calculus is a branch of mathematics that deals with change. It can be considered as the most
powerful tool in mathematics that is used in physics and engineering. Calculus deals with
derivatives, i.e. the rate of change of something with respect to another thing, and anti-
derivatives, limits, etc. Differential equations are mathematical equations that involve
derivatives of an unknown function.

Consider the following equation:

dy
=5
dx

This is a simplest form of differential equation. If we were to read it aloud, we can say, there
is a function y, whose derivative with respect of a quantity x is 5. This is a very simple
problem we know that, 5x can be a solution of this problem because the derivative of 5x is 5.
But on further thinking we know that 5x+1, 5x +2, and many more are also solutions of this
equation so we write the general form of the solution as

y = 5 + C, where C is a constant

Here, we just solved a simple differential equation, but there is another way to do that, and
that is by using the concept of anti-derivatives. The above problem can be written as:

dy =5 dx

And integrating both sides,

∫ dy=∫ 5 dx
y=5 x +c , where c is the constant of integration

In this way we just solved a differential equation. The differential equation we encounter in
our real life physics and engineering problems are way difficult and more advanced and
sophisticated than this, but the key idea doesn’t change. The key idea here being that we are
calculating unknown functions whose derivatives is known to us or it involves some kind of
derivatives. Depending on the order of derivatives involved in the equations, the differential
equations can be of higher order as well. These differential equations are solved by using
several mathematical techniques such as:-

 Separation of Variables
 Integrating Factors
 Variation of Parameters
 Laplace Transforms
 Fourier Transforms
Differential equations find applications in various fields including: for describing motion of
objects in mechanics, they are the key factor in Maxwell’s equations, Schrödinger equation,
population dynamics in biology, modeling economic growth in Economics, etc. The
knowledge of differential equations, its types and methods to solve them is very crucial for
an Engineer.

Here are some more differential equations which we will solve later:-
 Part 2 – Brief History
The earliest known use of differential equations can be traced back to ancient Babylonian
mathematics and Egyptian engineering, where simple equations involving rates of change
were used to solve practical problems related to areas such as construction and commerce.
Ancient Greek mathematicians like Archimedes made significant contributions to
understanding rates of change and areas under curves, laying the groundwork for differential
calculus.

The modern development of differential equations began with the work of pioneers like
Isaac Newton and Gottfried Leibniz. They are also called the fathers of calculus who
independently discovered calculus, including derivatives and anti-derivatives. Newton's laws
of motion and the law of universal gravitation led to the formulation of differential equations
to describe physical phenomena, such as motion of celestial bodies. Leibniz convention and
way of writing differential equations is still in use today.

Sir Isaac Newton Leonhard Euler

The 18th century saw further advances in the theory of differential equations, notably with
the work of Leonhard Euler. Euler made significant contributions to the understanding of
differential equations, including the development of techniques for solving ordinary and
partial differential equations. The 19th century witnessed a flourishing of differential
equations theory and applications. Mathematicians such as Joseph-Louis Lagrange, Pierre-
Simon Laplace, and Carl Friedrich Gauss made substantial contributions to the field. The
study of partial differential equations became more systematic, driven by the needs of
physics and engineering, particularly in areas like heat conduction, fluid dynamics, and wave
propagation. The theory of differential equations continued to evolve with the contributions
of Henri Poincare, who made significant advances in the qualitative theory of differential
equations, including the study of dynamical systems and chaos theory.

After the development and modernization of computers, complex differential equations

began to be solved easily and efficiently. Throughout history, the study of differential
equations has been driven by the quest to understand and describe natural phenomena,
leading to advancements in mathematics and its applications to various disciplines. Today,
differential equations remain a cornerstone of applied mathematics, playing a crucial role in
modeling and analyzing dynamic systems in the natural and social sciences.

Part 3 – Properties and Formulae

There are many methods of solving a differential equation as discussed earlier.

 Separation of variables:

This method is applicable to first-order ordinary differential equations (ODEs) that

can be separated into variables. The idea is to rearrange the equation so that all
terms involving the dependent and independent variables are on one side and then
integrate both sides.

Example:

dy
=x . y
dx

Here, we have variables as x and y, now we separate it like below:

dy . y=d x . x

integrating both sides ,

∫ y dy =∫ x dx
2 2
y x
= + c Where c is any constant,
2 2
2 2
y −x
¿, =c
2
2 2
¿ , y −x =C , whereC=2 c

∴ y 2=C+ x 2

This way we can use variable separation to solve a differential equation.

 First Order Linear Differential Equation:

The differential equation of the following form is called a linear differential equation:
dy
+ P ( x ) y=Q(x )
dx

To solve these, we determine an integrating factor, denoted by IF which is a function

of x only defined by:
IF=e∫
P ( x ) dx

Then we multiply both sides of our equation with IF, and rewrite the left-hand side as the
derivative of a product using the product rule, and then we integrate both side of the
equation to solve for y.