ES14

Differential Equation
For Engineers
Introduction to Differential Equations
Prepared by:
Engr. Marc Lin F. Abonales
Instructor
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What is
Differential
Equation?
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DEFINITION
The construction of mathematical models to approximate real-world problems has been one of the most
important aspects of the theoretical development of each of the branches of science. It is often the case
that these mathematical models involve an equation in which a function and its derivatives play important
roles.
Examples:
What is Differential Equations? ✓
𝑑𝑦
= 5𝑥 + 3
𝑑𝑥
An equation involving an unknown 𝑑2 𝑦 𝑑𝑦 2
✓ 𝑒 𝑦 +2 =1
function and its derivatives. 𝑑𝑥 2 𝑑𝑥
𝑑3 𝑦 𝑑2 𝑦
✓ 4 3 + 𝑠𝑖𝑛 𝑥 + 5𝑥𝑦 = 0
𝑑𝑥 𝑑𝑥 2
3
𝑑2 𝑦 𝑑𝑦 7 3 𝑑𝑦 2
✓ + 3𝑦 +𝑦 = 5𝑥
𝑑𝑥 2 𝑑𝑥 𝑑𝑥
2
𝜕 𝑦 2
𝜕 𝑦
✓ − 4 =0
𝜕𝑡 2 𝜕𝑥 2
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What is ODE and

PDE?
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DEFINITION
Differential Equations

Ordinary Differential Equation Partial Differential Equation

(ODE) (PDE)
an equation contains only ordinary derivatives of an equation involving partial derivatives of one
one or more dependent variables with respect to a or more dependent variables of two or more
single independent variable independent variables
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How do you
determine the order
of the differential
equation?
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DEFINITION

The order of a differential equation (either ODE or PDE) is the order of the
highest derivative in the equation.

For example,

is a second-order ordinary differential equation.

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EXAMPLE:
Differential Equation ODE/PDE Order
𝑑𝑦
= 5𝑥 + 3
𝑑𝑥
2 2
𝑦
𝑑 𝑦 𝑑𝑦
𝑒 +2 =1
𝑑𝑥 2 𝑑𝑥
𝑑3 𝑦 𝑑2 𝑦
4 3 + 𝑠𝑖𝑛 𝑥 2
+ 5𝑥𝑦 = 0
𝑑𝑥 𝑑𝑥
3 7 2
𝑑2 𝑦 𝑑𝑦 𝑑𝑦
+ 3𝑦 + 𝑦3 = 5𝑥
𝑑𝑥 2 𝑑𝑥 𝑑𝑥
𝜕2𝑦 𝜕2𝑦
−4 2 =0
𝜕𝑡 2 𝜕𝑥
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EXAMPLE:
Differential Equation ODE/PDE Order
𝑑𝑦
= 5𝑥 + 3 ODE 1st
𝑑𝑥
2 2
𝑑 𝑦 𝑑𝑦
𝑒 𝑦 +2 =1 ODE 2nd
𝑑𝑥 2 𝑑𝑥
𝑑3 𝑦 𝑑2 𝑦
4 3 + 𝑠𝑖𝑛 𝑥 + 5𝑥𝑦 = 0 ODE 3rd
𝑑𝑥 𝑑𝑥 2
3 7 2
𝑑2 𝑦 𝑑𝑦 𝑑𝑦
+ 3𝑦 + 𝑦3 = 5𝑥 ODE 2nd
𝑑𝑥 2 𝑑𝑥 𝑑𝑥
𝜕2𝑦 𝜕2𝑦
−4 2 =0 PDE 2nd
𝜕𝑡 2 𝜕𝑥
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How do you
determine the degree
of the differential
equation?
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DEFINITION

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.

Examples:
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.

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.
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SPECIAL CASE (DEGREE IS NOT DEFINED)

When is the Degree of Differential Equation is not Defined?
It is not possible every time that we can find the degree of a given
differential equation. The degree of any differential equation can be found when
it is in the form of a polynomial; otherwise, the degree cannot be defined.
Suppose in a differential equation dy/dx = tan (x + y), the degree is 1,
whereas for a differential equation tan (dy/dx) = x + y, the degree is not defined.
These types of differential equations can be observed with other trigonometry
functions such as sine, cosine and so on.
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EXAMPLE:
Differential Equation Degree
𝑑𝑦
= 5𝑥 + 3
𝑑𝑥
2𝑦 2
𝑦
𝑑 𝑑𝑦
𝑒 +2 =1
𝑑𝑥 2 𝑑𝑥
𝑑3 𝑦 𝑑2 𝑦
4 3 + 𝑠𝑖𝑛 𝑥 + 5𝑥𝑦 = 0
𝑑𝑥 𝑑𝑥 2
3 7 2
𝑑2 𝑦 𝑑𝑦 𝑑𝑦
+ 3𝑦 + 𝑦3 = 5𝑥
𝑑𝑥 2 𝑑𝑥 𝑑𝑥
𝜕2𝑦 𝜕2𝑦
−4 2 =0
𝜕𝑡 2 𝜕𝑥
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EXAMPLE:
Differential Equation Degree
𝑑𝑦
= 5𝑥 + 3 1st
𝑑𝑥
2𝑦 2
𝑑 𝑑𝑦
𝑒 𝑦 +2 =1 1st
𝑑𝑥 2 𝑑𝑥
𝑑3 𝑦 𝑑2 𝑦
4 3 + 𝑠𝑖𝑛 𝑥 + 5𝑥𝑦 = 0 1st
𝑑𝑥 𝑑𝑥 2
3 7 2
𝑑2 𝑦 𝑑𝑦 𝑑𝑦
+ 3𝑦 + 𝑦3 = 5𝑥 3rd
𝑑𝑥 2 𝑑𝑥 𝑑𝑥
𝜕2𝑦 𝜕2𝑦
−4 2 =0 1st
𝜕𝑡 2 𝜕𝑥
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What are the four

notations in writing
DEs?
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NOTATIONS

𝑑𝑦 𝑑 2 𝑦 𝑑 3 𝑦 𝑑𝑛 𝑦
Leibniz notation: , , ,…, 𝑛
𝑑𝑥 𝑑𝑥 2 𝑑𝑥 3 𝑑𝑥
- clearly displays both the dependent and independent variables.
Example:

Prime notation: y’, y’’, y’’’, y(4),…,y(n)

- more compact; note that prime symbol is used only up to the third
derivative.
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NOTATIONS
Newton’s dot notation:
- derogatively referred to by some as the “flyspeck” notation
- sometimes used to denote derivatives with respect to time t.
𝑑2 𝑠
Example: 2 = −32 becomes 𝑠ሷ = −32
𝑑𝑡

Subscript notation:
- For PDE’s only; indicated the independent variable.
𝜕2 𝑢 𝜕2 𝑢 𝜕𝑢
Example: 2 = − 2 becomes 𝑢𝑥𝑥 = 𝑢𝑡𝑡 − 2𝑢𝑡
𝜕𝑥 𝜕𝑡 2 𝜕𝑡
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EXAMPLE:
Determine the order, unknown function, and the independent variable in each of the following DEs:

Differential Equation Order Unknown Independent

Function Variable

𝑦 ′′′ − 5𝑥𝑦 ′ = 𝑒 𝑥 + 1

𝑡 𝑦ሷ + 𝑡 2 𝑦ሶ − sin 𝑡 𝑦 = 𝑡2 − 𝑡 + 1

𝑑 2𝑡 𝑑𝑡
𝑠 2 2 + 𝑠𝑡 =𝑠
𝑑𝑠 𝑑𝑠
5 10
𝑑4𝑏 𝑑𝑏
5 +7 + 𝑏7 − 𝑏5 = 𝑝
𝑑𝑝4 𝑑𝑝
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EXAMPLE:
Determine the order, unknown function, and the independent variable in each of the following DEs:

Differential Equation Order Unknown Independent

Function Variable

𝑦 ′′′ − 5𝑥𝑦 ′ = 𝑒 𝑥 + 1 3rd y x

𝑡 𝑦ሷ + 𝑡 2 𝑦ሶ − sin 𝑡 𝑦 = 𝑡2 − 𝑡 + 1 2nd y t

𝑑 2𝑡 𝑑𝑡
𝑠 2 2 + 𝑠𝑡 =𝑠 2nd t s
𝑑𝑠 𝑑𝑠
5 10
𝑑4𝑏 𝑑𝑏
5 +7 + 𝑏7 − 𝑏5 = 𝑝 4th b p
𝑑𝑝4 𝑑𝑝
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SOLUTION

A solution of a differential equation 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. Is 𝑦(𝑥) =𝑐1sin2𝑥+𝑐2cos2𝑥, where 𝑐1 and 𝑐2 are arbitrary constants, a solution of 𝑦′′ + 4𝑦 = 0?
2. Determine whether 𝑦(𝑥) = 2𝑒−𝑥 + 𝑥𝑒−𝑥 is a solution of 𝑦′′ + 2𝑦′ + 𝑦 = 0.
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SOLUTION

• A particular solution of a differential equation is any one solution.

• The general solution of a differential equation is the set of all solutions.

EXAMPLE:
The general solution to the DE 𝑦′′ + 4𝑦 = 0 can be shown to be
𝑦(𝑥) =𝑐1sin2𝑥+𝑐2cos2𝑥

A few particular solutions are:

(𝑎) 𝑦 = 5sin2𝑥−3cos2𝑥 (choose 𝑐1 = 5 and 𝑐2 = −3)
(𝑏) 𝑦 = sin2𝑥 (choose 𝑐1 = 1 and 𝑐2 = 0)
(𝑐) 𝑦 = 0 (choose 𝑐1 = 0 and 𝑐2 = 0)
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INITIAL VALUE AND BOUNDARY VALUE PROBLEMS

• A differential equation along with subsidiary conditions on the unknown function and its derivatives, all
given at the same value of the independent variable, constitutes an initial-value problem. The subsidiary
conditions are initial conditions.
• If the subsidiary conditions are given at more than one value of the independent variable, the problem is
a boundary value problem and the conditions are boundary conditions.
• A solution to an initial-value or boundary-value problem is a function y(x) that both solves the DE and
satisfies all given subsidiary conditions.

EXAMPLE:
• The problem 𝑦′′ + 2𝑦′ = 𝑒𝑥 with 𝑦(𝜋) = 1, 𝑦′(𝜋) = 2 is an initial−value problem because the two
conditions are both given at 𝑥 = 𝜋.
• The problem 𝑦′′ + 2𝑦′ = 𝑒𝑥 with 𝑦(0) = 1, 𝑦(1) = 1 is a boundary−value problem because the
two conditions are given at different values 𝑥 = 0 and 𝑥 = 1.
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EXAMPLE: ANSWERS:
Determine 𝑐1 and 𝑐2 so that 𝑦(𝑥) = 𝑐1𝑒2𝑥 + 𝑐2𝑒𝑥 + 2𝑠𝑖𝑛𝑥 𝑐1 = -1 and 𝑐2 = 1
will satisfy the conditions 𝑦(0) = 0 and 𝑦′(0) = 1.
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EXAMPLE: ANSWERS:
Solve the following initial value
problem. 1.

1. 2. y(x) = (1/3)(x - 2)3 + 1

2.
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QUESTIONS?