Intro To DE

Lesson 1: Introduction to Differential Equations
Differential Equations (abbreviated as D.E.) – is one which contains within it at least

one derivative.
Example of differential equations:
Classifications of Differential Equations
A differential equations may be classified as to the following characteristics:
A. Order – The order of a DE is the largest derivative present in the differential

equation.
In the given differential equations listed above, (1), (2), (4), and (5) are second order
differential equations, (6) is a third order differential equation and (3) is a fourth order
differential equations. While in this differential equations is an example

of first order differential equation.
B. Degree – is the largest power or exponent of largest derivative present in the

differential equation.
In the differential equation listed above, (1) and (4) is a third degree, second ordered
differential equation, (2) is a second degree, third-ordered derivative differential
equation, while (3) is a first degree, second ordered derivative.
C. Type – A DE may be ODE or PDE as to the type of derivatives or differentials

appearing in the equation.
a. Ordinary Differential Equations (abbreviated as ODE) – contains ordinary

derivatives.
b. Partial Differential Equations (abbreviated as PDE) – contains partial

derivatives in it.
In the differential equations listed above, (1), (2), and (3) are ODE’s, while (4), (5), and
(6) are PDE’s.
Most of the time we will deal with ODE’s.
Short test: Determine the Classifications of each Differential equations in terms of

Order, Degree and Type.
D.E. Order Degree Type
𝑑2 𝑠
1. − 𝑘 2𝑠 + 𝑎 = 0
𝑑𝑡 2
2. (𝑥 2 + 𝑦 2 )𝑑𝑥 − 2𝑥𝑦𝑑𝑦 =
0
𝜕𝑢 𝜕2 𝑢 𝜕2 𝑢
3. 𝜕𝑡 = ℎ2 (𝜕𝑥 2 + 𝜕𝑦2 )
4. 𝑦" + (𝑦′) 2 = 𝑦
𝜕2 𝑣 𝜕2 𝑤
5. 𝜕𝑥2 + 𝜕𝑥 2 = 0
6. 𝑦 ′′′ + 𝑦 ′ + 3𝑦 = 𝑥
3
𝑑2𝑦 𝑑𝑦 4
7. 𝑥 (𝑑𝑥2 ) + (𝑑𝑥) − 𝑦 = 0
𝜕2 𝑣 𝜕2 𝑤
8. 𝜕𝑥2 + =0
𝜕𝑥 2
9. (𝑥 + 𝑦)𝑑𝑥 + (3𝑥 2 −
1)𝑑𝑦 = 0
10. 𝑦 ′′′ + 4𝑦 ′ + 3𝑦 = 𝑥
GENERAL FORM OF THE NTH ORDERED ORDINARY DIFERENTIAL EQUATION
Linear and Non-Linear Differential Equation
An ordinary differential equation of order “n” is called linear if it has the form:
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 (𝑥) 𝑛
+ 𝑎1 (𝑥) 𝑛−1
+ ⋯ + 𝑎𝑛−1 (𝑥) + 𝑎𝑛 (𝑥) 𝑦 = 𝑓(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥
Otherwise, if it can’t then, it is non-linear.
Examples:
Solution: (1) and (3) are linear differential equations, while (2) and (4) are non –linear
differential equation.
𝑑𝑦
+ 𝑃(𝑥)𝑦 = 𝑄(𝑥)
𝑑𝑥
𝑑𝑦
𝑦 − 2𝑥 2 𝑦 = 𝑥 3 − 1
𝑑𝑥
𝑑3 𝑥 𝑑𝑥
5𝑡 3 + 2𝑡 2 − 𝑥 𝑠𝑖𝑛𝑡 = 0
𝑑𝑡 𝑑𝑡
𝑑2 𝑧 𝑑𝑧
𝑥 2 + 4𝑥 3 − √𝑧 𝑐𝑜𝑠𝑥 = 5𝑥 2 − 3
𝑑𝑥 𝑑𝑥
Practice Problem:
Determine the linearity of the following differential equation:
𝒅𝟓 𝒚 𝒅𝒚 𝟒
𝟏. 𝟐𝒙𝟑 𝒅𝒙𝟓 + 𝒄𝒐𝒔𝒙 (𝒅𝒙) = 𝟑𝒙 − 𝟒
𝟐. 𝒕𝟐 𝒚′′′ − 𝟑𝒕𝒚′ = 𝟏 + 𝒔𝒊𝒏𝒕
𝒅𝟒 𝒚 𝒅𝒚 𝟐
𝟑. 𝒙𝟐 𝒚 𝒅𝒙𝟒 + (𝒙 𝒅𝒙 − 𝟐𝒚) = 𝟎
𝒅𝟔 𝒔
4. − 𝟐𝒔𝒕𝟑 = 𝒕 + 𝟕
𝒅𝒕𝟔
SOLUTION TO AN ORDINARY DIFFERENTIAL EQUATION
The solution to an ordinary differential equation is another equation free of any

derivatives or differentials expressing the functional relationship between the dependent
and independent variables and which, when substituted into the equation, reduces it to
an identity.
EXAMPLE 1.1
1. The solution to the second-ordered differential equation
𝑦” = 6𝑥 + 4
is anyone of the following equations:
1. 𝑦1 = 𝑥 3 + 2𝑥 2 𝑦1′ = 3𝑥 2 + 4𝑥 𝑦1 ′′ = 6𝑥 +
4
2. 𝑦2 = 𝑥 3 + 2𝑥 2 − 3𝑥 + 5 𝑦2′ = 3𝑥 2 + 4𝑥 − 3 𝑦2′′ =
6𝑥 + 4
3. 𝑦3 = 𝑥 3 + 2𝑥 2 + 𝑎𝑥 + 𝑏
EXAMPLE 1.2
3
Show that 𝑦(𝑥) = 𝑥 −2 is a solution to 4𝑥 2 𝑦 ′′ + 12𝑥𝑦 ′ + 3𝑦 = 0 for 𝑥 > 0.
3
First we need to find the first and second derivative of 𝑦(𝑥) = 𝑥 −2
Substitute the value of 𝑦 ′ (𝑥) and 𝑦 ′′ (𝑥) into the differential equation.
3
So, 𝑦(𝑥) = 𝑥 −2 does satisfy the differential equation, and hence the solution.
TYPES OF SOLUTION TO DIFFERENTIAL EQUATION:
A. GENERAL SOLUTION: The solution is said to be general if it contains at least one

arbitrary constant.
General Form: 𝐺(𝑥, 𝑦, 𝐶1 , 𝐶2 , … , 𝐶𝑛 ) = 0
Where: 𝐶1 , 𝐶2 , … , … 𝐶𝑛 are arbitrary constants.
B. PARTICULAR SOLUTION: The solution to a differential equation is said to be particular

if it does not contain any arbitrary constants.
DETERMINATION OF THE PARTICULAR SOLUTION
a. Initial condition – is used when the independent variable is the time and the
conditions given are at zero-time, 𝑡 = 0.
b. Boundary condition – is used if the independent variable is anyone of the

spatial coordinates, x, y, or z and the conditions given are for known values of anyone of
these coordinates.
EXAMPLE 1.3
Consider the third solution to a Differential given on the example 1.1
𝒚𝟑 = 𝒙𝟑 + 𝟐𝒙𝟐 + 𝒂𝒙 + 𝒃
Suppose the boundary conditions given are:
𝒚 = 𝟓 𝒘𝒉𝒆𝒏 𝒙 = 𝟏
𝒚 = 𝟑 𝒘𝒉𝒆𝒏 𝒙 = 𝟎
Determine the Particular Solution
1. Substitution of the given boundary conditions to the general solution 𝑦3 results in the
following:
When (1,5) 5 = 13 + 2(1)2 + 𝑎(1) + 𝑏 when (0,3) 3 = 0 + 0 + 0 + 𝑏
2=𝑎+𝑏 𝑏 = 3, therefore, 𝑎 = −1
2. The particular solution to Example 1.1 under the given condition then is,
𝑦 = 𝑥 3 + 2𝑥 2 − 𝑥 + 3
Assignment.
Prove that each equation is a solutions of the given DE.
𝒅𝒚
1. 𝒚 = 𝒙𝟐 + 𝟒𝒙 ; 𝒙 𝒅𝒙 = 𝒙𝟐 + 𝒚
𝒅𝟐 𝒚
2. 𝒚 = 𝑨𝒔𝒊𝒏𝟓𝒙 + 𝑩𝒄𝒐𝒔𝟓𝒙 ; + 𝟐𝟓𝒚 = 𝟎
𝒅𝒙𝟐

Intro To DE

Uploaded by

Copyright:

Available Formats

Intro To DE

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Intro To DE

Uploaded by

Copyright:

Available Formats

Lesson 1: Introduction to Differential Equations

Differential Equations (abbreviated as D.E.) – is one which contains within it at least

Example of differential equations:

Classifications of Differential Equations

A differential equations may be classified as to the following characteristics:

A. Order – The order of a DE is the largest derivative present in the differential

differential equations. While in this differential equations is an example

B. Degree – is the largest power or exponent of largest derivative present in the

C. Type – A DE may be ODE or PDE as to the type of derivatives or differentials

a. Ordinary Differential Equations (abbreviated as ODE) – contains ordinary

b. Partial Differential Equations (abbreviated as PDE) – contains partial

Most of the time we will deal with ODE’s.

Short test: Determine the Classifications of each Differential equations in terms of

D.E. Order Degree Type

GENERAL FORM OF THE NTH ORDERED ORDINARY DIFERENTIAL EQUATION

Linear and Non-Linear Differential Equation

Determine the linearity of the following differential equation:

𝟐. 𝒕𝟐 𝒚′′′ − 𝟑𝒕𝒚′ = 𝟏 + 𝒔𝒊𝒏𝒕

SOLUTION TO AN ORDINARY DIFFERENTIAL EQUATION

The solution to an ordinary differential equation is another equation free of any

1. The solution to the second-ordered differential equation

is anyone of the following equations:

TYPES OF SOLUTION TO DIFFERENTIAL EQUATION:

A. GENERAL SOLUTION: The solution is said to be general if it contains at least one

General Form: 𝐺(𝑥, 𝑦, 𝐶1 , 𝐶2 , … , 𝐶𝑛 ) = 0

Where: 𝐶1 , 𝐶2 , … , … 𝐶𝑛 are arbitrary constants.

B. PARTICULAR SOLUTION: The solution to a differential equation is said to be particular

DETERMINATION OF THE PARTICULAR SOLUTION

b. Boundary condition – is used if the independent variable is anyone of the

Consider the third solution to a Differential given on the example 1.1

Suppose the boundary conditions given are:

Determine the Particular Solution

When (1,5) 5 = 13 + 2(1)2 + 𝑎(1) + 𝑏 when (0,3) 3 = 0 + 0 + 0 + 𝑏

Prove that each equation is a solutions of the given DE.

You might also like