Differential Equations

CALENG3
Dr. Susan A. Roces

Department of Chemical Engineering

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 Differential Equation (DE)
Definition:
An equation that contains derivatives, if
explicitly expressed, and differentials, if
implicitly expressed.
Types of differential equations:
1. Ordinary differential equation (ODE)
= contains total derivatives only; it has two
variables only, one dependent and
another independent variable.
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2. Partial differential equation (PDE)
= contains partial derivatives only; it has
three or more variables, one dependent
and the others independent variables.

Order of a differential equation:

3
 dy
y' = 1st derivative of y wrt x
dx
2
d y
y '' = 2 2nd derivative of y wrt x
dx
↓ n
n d y nth derivative of y wrt x
y = n
dx
where: 1, 2, …n = order of differential
equation
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Degree of a differential equation:
= is the algebraic degree of the highest-
ordered derivative involved in its
expression.
Note:
1. The equation made rational in the
derivative.
2. A differential equation may not have a
degree.
⎛ dy ⎞ dy
Ex.: sin ⎜ ⎟= +5+ x
⎝ dx ⎠ dx
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Determine whether ODE or PDE, order
and degree of the following differential
equations:
2 5
d y ⎛ dy ⎞
1. 2
+⎜ ⎟ + xy = 0
dx ⎝ dx ⎠
2 nd order, st
Ans: ODE, 1 degree
6
∂W ⎛ ∂W ⎞
2. x + y⎜
⎜ ⎟
⎟ = 0
∂x ⎝ ∂y ⎠
Ans: PDE, 1st order, 6th degree
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 2 4
3. x( y ' ' ' ) + 2( y' ' ) + 2 y = 0
Ans: ODE, 3rd order, 2nd degree
2 3 5
⎛d y⎞ 5 ⎛ dy ⎞ 3
4. ⎜ ⎟
⎜ dx 2 ⎟ + y ⎜ ⎟ − x = 5
⎝ ⎠ ⎝ dx ⎠
Ans: ODE, 2nd order, 3rd degree
2 2
∂u 2⎛ ∂ u ∂ u⎞
5. =h ⎜
⎜ 2
+ ⎟
2 ⎟
∂t ⎝ ∂x ∂x ⎠
Ans: PDE, 2nd order, 1st degree
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 6. ( x + y) dx + y + 1 dy = 0
1 1
[
( x + y ) dx + y + 1 dy = 0
dx
or ]
dy
dy
( x + y) + y + 1 =0
dx
dx
or : ( x + y ) + y +1 = 0
dy
Ans: ODE, 1st order, 1st degree

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 2 4
d y ⎛ dy ⎞
7. 2
= 1+ ⎜ ⎟
dx ⎝ dx ⎠
2 2 4
⎛d y⎞ ⎛ dy ⎞
⎜
⎜ dx ⎟
2
⎟ = 1 + ⎜ ⎟
⎝ ⎠ ⎝ dx ⎠
Ans: ODE, 2nd order, 2nd degree
2 2 2
⎛d y⎞ ⎛ dy ⎞
8. 3 ⎜
⎜ dx ⎟
2
⎟ = 1+ ⎜ ⎟
⎝ ⎠ ⎝ dx ⎠
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 2 1
2 ( 6) ⎡ 2 2
( 6 )
⎛d y⎞ 3
⎛ dy ⎞ ⎤
⎜ ⎟
⎜ dx 2 ⎟ = ⎢1 + ⎜ ⎟ ⎥
⎝ ⎠ ⎢
⎣ ⎝ dx ⎠ ⎥
⎦
4 2 3
2 ⎡
⎛d y⎞ ⎛ dy ⎞ ⎤
⎜ ⎟
⎜ dx 2 ⎟ = ⎢1 + ⎜ ⎟ ⎥
⎝ ⎠ ⎢
⎣ ⎝ dx ⎠ ⎥⎦
Ans: ODE, 2nd order, 4th degree

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 Linear differential equation:
= is one which the dependent variable and
its derivative occur to the 1st degree only
and not to higher powers or in products.
ODE:
dny d n −1 y dy
b0 ( x) n
+ b1 ( x) n −1
+ ....... + bn −1 ( x)
dx dx dx
+ bn ( x) y = R( x)
∂u ∂u
PDE: b0 ( x, y ) + b1 ( x, y ) = R( x, y )
∂x ∂y
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Note:
Independent variables have nothing to do
with the property of linearity.
Examples:
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d x 3 d.v. = x
1. − y x = 0
dy 2 i.v. = y
1st degree 1st degree → linear
3
d y 2 dy d.v. = y
2. + 3 x y + = 0
dx 3
dx i.v. = x
1st 1st 1st → linear
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 2 2
3. ( x + y ) dx + 2 xy dy = 0
1
[ 2 2
( x + y ) dx + 2 xy dy = 0
dx
]
2 2 dy d.v. = y
x + y + 2 xy =0
dx i.v. = x
2nddegree 2nddegree → Non-linear
4. y ' = ln y d.v. = y
i.v. = x
1st Non-linear → Non-linear
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 d.v. = y
5. y ' = sin 2 x
i.v. = x
1st degree → linear
10 d.v. = y
6. y y ' = x i.v. = x
2nd degree → Non-linear
1
x
7. ( y '+ y )
2
= e d.v. = y
2x i.v. = x
y' + y = e
1st degree 1st degree → linear
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 Solutions of ODE
A solution of an ODE is a function not
containing derivatives or differentials,
which satisfies the differential equation.
= such a solution may be expressed as an
explicit or implicit functions which is
consistent with the differential
equations.

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Two kinds of solutions:
1. General Solution
= of an nth order differential equation (DE)
is a solution containing n independent
arbitrary constant of integration.
2 2
Ex.: x + y =c
2. Particular Solution
= of a DE is a solution that can be
obtained from the general solution by
giving specific values to the arbitrary
2 2
constants. Ex.: x + y = 25
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 Assignment 1_ODE/PDE, Order, Degree
Determine whether ODE or PDE, order
degree and linear the following differential
equations:
d2x 2
1. 2
+ k x = 0
dt
2 2
⎛ d w⎞
2
⎛ dw ⎞
2. ⎜ 2 ⎟
− 2⎜ ⎟ +w = 0
⎝ dx ⎠ ⎝ dx ⎠
3 4
3. x(y '') − (y ') − y = 0

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Assignment 1_ODE/PDE, Order, Degree, Linear

2 2
∂ w 2 ∂ w
4. 2
= a 2
∂x ∂t
2
5. y ''+ 2 y '− 8y = x + cos x
3 2
6. ⎡
⎣1+ (y ') ⎤
⎦ = ⎡
⎣
2
yy ''+ (y ') ⎤
⎦
2

2 3
⎛ dy ⎞ ⎛d y⎞
2
7. 4 ⎜ ⎟ = 1+ ⎜ 2 ⎟
⎝ dx ⎠ ⎝ dx ⎠
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Assignment 1_ODE/PDE, Order, Degree, Linear

2
⎛d y⎞ 2
2
8. ⎜ 2 ⎟
+ xy =sin x
⎝ dx ⎠
2
9. (1− x )y ''− 2 xy '+ 6 y = 0

3 5
⎡1+ a ( y ) ⎤
10. 4 y '' = ⎣ ⎦

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