Differential Equation

MODULE 1
 Differential Equations
◦ One of the most important and fascinating branches of
mathematics supplying the means for mathematical formulations
and solutions of various problems in these areas are called
differential equations.
◦ The term equation differentiate or differential equation was first
used by Leibniz (1684) to denote a relationship between the
differentials dx and dy of two variables x and y. Newton’s second
law provided one of the most fruitful sources of differential
equations, i.e. equations involving a function and its derivatives.
 Importance of DE
◦ Differential equations play a prominent role in engineering,
physics, economics, and other disciplines. Differential
Equations are of fundamental importance in the solution of
engineering problems encountered by an engineer in
advanced work.
 Treatment of Problems
The mathematical treatment of such problems consists
essentially of three steps.
1. Express in terms of a differential equations
2. Solve the differential equations and
3. Interpret the results obtained in the second.
 Differential equation defined
An equation containing the derivatives of one or
more dependent variables, with respect to one or
more independent variables, is said to be a
differential equation (DE)
Examples of Differential Equations
Classification of DE
• T YP E
• OR DE R
• L I N EAR ITY
 Classification by Type
A differential equation may be ordinary or partial as to the type of
derivatives or differential appearing in the equation.
◦ If an equation contains only ordinary derivatives of one or more dependent
variables with respect to a single independent variable it is said to be an
Ordinary Differential Equation (ODE).
Example are Equations (1), (2), (3), (5), (7), (8), (9) and (10)
◦ An equation containing partial derivatives of one or more dependent
variables with respect to two or more independent variables it is said to be n
Partial Differential Equation (PDE).
Example are Equations (4), (6), (11)
 ODE vs PDE
Ordinary Differential Equation Partial Differential Equations
(ODE) (PDE)
➢ This are differential equations ➢ Contains partial derivatives.
that has derivative, it does not
have partial derivative but purely
derivative. 𝟐
𝝏 𝒖
𝝏
𝝏𝒙𝟐
 ODE vs PDE
Examples of Differential Equations:

1. 𝑎 𝑦 ′′ + 𝑏 𝑦 ′ + 𝑐 𝑦 = 𝑔(𝑡) ODE
𝑑2𝑦 𝑑𝑦
2. sin 𝑦 = 1−𝑦 + 𝑦 2 𝑒 −5𝑦 ODE
𝑑𝑥 2 𝑑𝑥
3. 𝑦 (4) + 10 𝑦 ′′′ − 4𝑦 ′ + 2𝑦 = cos 𝑡
𝜕2 𝑢 𝜕2 𝑢 𝜕2 𝑢
ODE
4. 𝜕𝑥 2 + 𝜕𝑦2 + 𝜕𝑧 2 = 0
PDE
 Classification by Order
The order of a differential equation is the order of the
highest derivative appearing in the equation

First-order differential equations are written in the form:

𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0

 Classification by Order
The degree of a differential equation is the largest power or
exponent of the highest-ordered derivative present in the
equation.
 Order and Degree
Order of Differential Equations Degree of Differential Equation
➢ The order of DE is the largest ➢ The degree of the order of DE.
derivative present in the DE, free
from square roots, free from the
inside of a transcendental
function.
𝒅𝟐 𝒚
𝟐
𝒕 + 𝟑 = 𝒈(𝒕)
𝒅𝒙
ORDER : 2nd
DEGREE : 1st
Let’s try!
State whether the DE is ODE or PDE, and state its order and degree

𝑑2𝑥
1. + 𝑘2𝑥 = 0 ODE O: 2nd D: 1st
𝑑𝑡 2

2. 𝑥 2 + 𝑦 2 𝑑𝑥 + 2𝑥𝑦𝑑𝑦 = 0
ODE O: 1st D: 1st
𝜕2 𝑢
3. 𝑥 2
𝜕𝑥
+ 3𝑥 = 0
𝑑3𝑦 𝑑𝑦
PDE O: 2nd D: 1st
4. sin 𝑑𝑥 3
=
𝑑𝑥
+𝑥
ODE O: 1st D: 1st
𝑑𝑦 2 𝑑2𝑦
5. + 3𝑦 =
𝑑𝑥 𝑑𝑥 2
ODE O: 2nd D: 2nd
 Classification of Linearity
An nth-order DE is said to be linear if it can be written in this
form:
 Classification of Linearity
An nth-order DE is said to be linear if:
1. The dependent variable say y and its derivatives occur to
the first degree only;
2. No products of the dependent variable, say y, and/ or its
derivative are present; and
3. No transcendental functions of the dependent variable,
say y, and/ or its derivative occur.
 Classification of Linearity
A non-linear ODE is simply one that is not linear
Or if any of the conditions is violated.
 Types of Variable
Dependent Variable
◦ A variable is called a dependent variable if a derivative of this variable occurs.
Independent Variable
◦ A variable is said to be an independent variable if one or more derivatives with
respect to this particular variable occurs in an equation.
Example:

x = independent
y = dependent
 Solution of ODE
A solution of a differential equation is an expression of the dependent variable in terms of the
independent variable which satisfies the differential equation.
a. General Solution
A solution which contains a number of arbitrary constants equal to the order of the differential
equation.

b. Particular Solution
A solution that does not contain any arbitrary constants. Also if it is obtained from the general
solution by specifying the values of the arbitrary constants.

c. Singular Solution
A solution of a differential equation which cannot be obtained from the general solution by a
particular choice of arbitrary constants. They turn up in applied problems whose mathematical
formulations involve non-linear differential equation.
Elimination of Arbitrary Constant
Differential Equations
 Elimination of Arbitrary Constant
➢ This is the process of eliminating the arbitrary constant
present in a given equation to obtain the required differential
equation.
➢ The number of arbitrary constant present suggest how many
times differentiation should take place.

𝑛𝑜. 𝑜𝑓 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡 = 𝑛𝑜. 𝑜𝑓 𝑡𝑖𝑚𝑒𝑠 𝑤𝑒 𝑡𝑎𝑘𝑒 𝑡ℎ𝑒 𝑑𝑒𝑟𝑖𝑣𝑎𝑡𝑖𝑣𝑒

 3 2
𝑦 = 3𝐴𝑥 − 2𝐵𝑥 + 4𝐶𝑥 − 𝐷
 2
𝑥 𝑦 3 3
+𝑥 𝑦 5 =𝐶
 2
𝑥 𝑦 3 3
+𝑥 𝑦 5 =𝐶
 2
𝑥 𝑦 3 3
+𝑥 𝑦 5 =𝐶
 2
𝑥 𝑦 3 3
+𝑥 𝑦 5 =𝐶
 2
𝑥 𝑦 3 3
+𝑥 𝑦 5 =𝐶
Family of Curves
Differential Equations
 Family of Curves
These solutions involves parameters (arbitrary constants)
along with them. Some of the family of solution can be
interpreted geometrically; now we shall apply elimination of
arbitrary constants to generate differential equations of
some typical curves. These curves may represent solutions
of differential equations that will be studied in the future.
Family of Curves
Family of Curves
Find the differential equation representing all
lines passing through the origin.
Solution
Find the differential equation representing all
2
lines with a slope .
3
Solution

𝑦 = 𝑚𝑥 + 𝑏
2
𝑦= 𝑥+𝑏
3
Find the differential equation representing all
circles with center at the origin.
Solution
Find the differential equation representing all
parabolas with vertex at the origin and focus located
on the y-axis.
Solution