Differential Equations

Definition
• A differential equation is a relationship between
an independent variable, x, a dependent
variable, y and one or more differential
coefficients of y with respect to x.
• For e.g.

2dy d2y dy 3 x
x  y sin x 0 xy 2  y  e 0
dx dx dx
 The Classification of DE
• Ordinary and Partial Differential
Equations
• ODE is an equation involving ordinary
derivatives of one or more dependent
variables with respect to a
single independent variable.
• PDE is an equation involving partial
derivatives of one or more dependent
variables with respect to more than one
independent variables.
 The Classification of DE (cont)
• The Order and Degree of a DE
• The order of a DE is the order of the
highest derivative.
• The degree of a DE is the degree of the
highest ordered derivative in the equation.
For e.g. y(4) + 6y2 = 1 + x2 is the 4th order
and 2nd degree DE
 The Classification of DE (cont)
• Linear and Non Linear DE
• Linear DE is an equation of order n is said
to be linear if
A. the dependent variable and its derivatives
occur to the first degree only,
B. no products of dependent variable or any
of its derivatives are present and
C. no transcendental functions of
dependent variable and or its derivatives
occur.
 The Classification of DE (cont)
• Homogeneous and nonhomogeneous
equations
• It can only apply to linear DE
• In a standard way, a DE is arranged so
that all terms containing the dependent
variable occur on the left-hand side (LHS),
and those terms that involve only the
independent variable and constant terms
occur on the right-hand side (RHS).
• If the RHS of a linear DE is equal to zero,
 Solution of DE
• A solution of a DE is is the relation
involving only the variables and arbitrary
constants, free of any derivatives or
differentials that satisfies the given
differential equation.
• For e.g. Show that y = sin2x satisfies the
DE y”+3y’+4y=6cos 2x.
 First Order DE
• Method 1: Direct Integration/Elementary
DE dy
 f (x)
• The simplest form
dx of a first order DE i.e.

• This can be solved in principle by

integrating f(x) with respect to x.
• Method 2: By separating the variables
• Consider equations of the form
anddy
of the
f (xform
) dy
  f ( x) g ( y )
dx g ( y) dx or

i.e. equations in which the right hand side

can be expressed as products or quotients
of functions of x or of y.
• Example: Find the general solution of the
DE
3y2y’ = 2x – 1.
• Method 3: Linear Equations – use
integrating factor
dy
 P ( x ) y Q ( x )
• 1st order linear
dx DE in the form of

e p ( x ) dx

• To solve any such equation, we multiply

P ( x ) dx dy P ( x ) dx P ( x ) dx
e sides 
both by P ( x ) y e
e an integrating factorQ( x) (I(x))
dx
which is always
P ( x ) dx 
.
d e y
  e P ( x ) dx Q ( x)
dx
• 

• 
 y I ( x )  Q ( x ) I ( x ) dx
• Thus,
where I(x)e = p ( x ) dx

• Example: Solve y’ + 2xy = 4x.

• Example: Solve y’ + tanx y = 2 secx

• Method 4: Exact Differential Equation
• Def: The expression M(x, y)dx + N(x,
y)dy is called an exact differential
form in a domain D in the xy plane if
there exists a function F(x, y), called the
potential function, such that dF(x, y) =
M(x, y)dx + N(x, y)dy for all (x, y) in D.
• Note that dF(x, y) is the total derivative,
can be expressed as

• Def: If M(x, y)dx + N(x, y)dy is an exact

• Theorem: Let M(x, y), N(x, y), ,
continuous functions in a domain D. The
first order differential equation
M(x, y)dx + N(x, y)dy = 0
is an exact differential equation if and
only if

for all (x, y) in D.

• Example: Given the differential equation
3x(xy -2) +(x3 + 2y)dy = 0,
determine whether it is an exact
equation. If so, find the general solution.

• Example: Determine whether cos x y’ –

y sin x + 1 = 0 is an exact equation. If
so, find the general solution.
 Second Order Linear ODE
• Most practical problems in engineering
give rise to second order differential
2
equationsa of ythe
d
bform
dy
 cy  f ( x)
dx 2 dx

• where a, b and c are constant coefficients

and f(x) is a given function of x.
Homogeneous Case i.e. f(x) = 0
• Consider the case where f(x)=0, that is
equation of the form
d2y dy
a 2
b  cy 0
dx dx

• If y1 and y2 satisfy this equation, then any

linear combination y = Ay1 + By2 also
satisfies this equation.
• If a = 0, we get the first order equation of
dy dy
the form b dx  cy 0  dx  ky 0where
k=c/b.
• Thus, it has the general solution
y Ce  kx

where C is an arbitrary constant.

• If we put the symbol m for –k, the solution
is y = Cemx. It will also be a solution of the
2nd order equation ay”+by’+cy=0 i.e.
aCm2emx + bAmemx + cAemx = 0
• Divide both sides by emx  am2+bm+c=0
• This is called auxiliary equation (AE) or
characteristic equation.
• Since the AE is always a quadratic
equation, we have three types of solution
which depends on the roots.
a) Real and different roots
m1 x m2 x
Let m = m1 andym Ae
= m2 be  Be
the two roots
of the AE. Then , the general solution is

b) Real and equaly roots

m1 x
e ( A  Bx )
Let m = m1 = m2 is the solution of the AE.
Then, the general solution is
c) Complex roots
Let m =   j, i.e. m1 =  + j and m2 =
 - j be the
x
solution of the AE. Then, the
y solution
general is x  B sin x)
e ( A cos

• Example: Solve y”-12y’+36y=0

• Example: Solve y”+2y’-3y=0

• Example: Solve y”-9y=0

 Non-homogeneous Case
d2y dy
The solution of DE of a 2 b  cy  f ( x)
dx dx
are found by the following steps.

1. Solvea d 2 y  b dy  cy 0 and the solution is

2
called the complementary
dx dx function, y C.
2. Find a particular solution yp for d2y dy
a  b  cy  f ( x )
(Particular integral of DE) dx 2
dx
3. The general solution of the non-homogeneous DE
is
y = y C + yp
 Finding Particular Integral – the Method of
Undetermined Coefficients

• If f(x) = k, assume as P.I. is y = C.

• If f(x) = kx, assume as P.I. is y = Cx + D.
• If f(x) = kx2, assume as P.I. is y = Cx2 +
Dx + E.
• If f(x) = k sin x or k cos x, assume as P.I.
is y = C cos x + D sin x.
• If f(x) = emx, assume as P.I. is y = Cemx.
 Common term found in P.I. and C. F.

• Since the C.F. makes the L.H.S of

ay”+by’+cy to be equal to 0 , it is pointless
to use a P.I., a term already contained in
the C.F. If this occurs, multiply the assume
P.I. by x and proceed as before. If this too
is already included the C.F., multiply by a
further x and proceed as usual.
 Some Application Problems
A. A particle moving a straight line has
displacement x, velocity v and acceleration a
at time t, where a = dv/dt = v dv/dx. These
formula can be used to find v given a. The
former is used when v is required in terms of t,
the latter for v in terms of x.
i. A particle moves with retardation proportional
to its velocity i.e. a = kv and has initial velocity
v0 and initial displacement 0. Find the velocity
in term of time; and in term of displacement.
B. A charged oil drop of mass m, falling with
velocity v, experiences a weight force
mg downwards, a drag force kv upwards
and an electric force Esint upwards,
where g, k, E and  are constant and t is
the time.
i. Using Newton’s 2nd law (i.e F = m dv/dt
where F is the resultant force) derive a
differential equation for v.
ii. Solve the DE to find v in terms of g, k, E,
 and t.
C. The equation of motion of a mass on the
end of a vertical spring is y” + 4y =0,
where y is the displacement of the mass
from the static equilibrium position. Given
that the initially (i.e. at time t = 0), the
displacement , y is 3 and the velocity, y’
is 8. Find the solution to the equation in
the form y = C cos(t + ).
D. Given an electric circuit with a resistance (R) of
2 ohms, an inductance (L) of 1 henry, and a
capacitance (C) of 0.2 farad, and electromotive
force (V) of 17 sin2t volts (where t is the time in
seconds), find the current (i, in ampere), the
transient current (i.e. that part of the solution
which approaches zero as t) and the
steady current (i.e. that part of the solution
which does not approaches zero as t ),
given that i satisfies the differential equation

2
d i di
and that i =
2
0and 5
2 di/dt =i017 sin
when 2t
t =0.
dt dt