Introduction to Differential

Equations
 ordinary differential equations
Definition:
A differential equation is an equation containing an unknown function
and its derivatives.
dy
Examples:. 1. 2x 3
dx
d2y dy
2. 2
3 ay 0
dx dx
4
d 3 y dy
3. 6y 3
dx
3
dx

y is dependent variable and x is independent variable,

and these are ordinary differential equations
 Partial Differential Equation
Examples:
2u 2u
1. 2 0
x 2
y
u is dependent variable and x and y are independent variables,
and is partial differential equation.

4u 4u
2. 4 0
x 4
t
2 u 2 u u
3. 2
x 2
t t

u is dependent variable and x and t are independent variables

 Order of Differential Equation
The order of the differential equation is order of the highest
derivative in the differential equation.

Differential Equation ORDER

dy
2x 3 1
dx
d2y dy
2
3 9y 0 2
dx dx
4
d 3 y dy 3
6y 3
dx
3
dx
Degree of Differential Equation
The degree of a differential equation is power of the highest
order derivative term in the differential equation.

Differential Equation Degree

d2y dy
2
3 ay 0 1
dx dx
4
d 3 y dy
6y 3 1
dx
3
dx

3
d 2 y dy
5

2 3 0 3
dx dx
 Linear Differential Equation
A differential equation is linear, if
1. dependent variable and its derivatives are of degree one,
2. coefficients of a term does not depend upon dependent
variable.

Example: d2y dy
1. 2
3 9 y 0.
dx dx
is linear.

Example: 2. 4
d 3 y dy
6y 3
dx
3
dx
is non - linear because in 2nd term is not of degree one.
 Example: 3.
d2y dy
x2
y x 3

dx 2 dx
is non - linear because in 2nd term coefficient depends on y.

dy
Example: 4. sin y
dx
y3
is non - linear because sin y y is non linear
3!
It is Ordinary/partial Differential equation of order and of degree, it is
linear / non linear, with independent variable, and dependent variable.
1st order differential equation
1. Derivative form:

a1 x a 0 x y g x
dy
dx
2. Differential form:

1 xdy ydx 0
.

3. General form:
dy
dy
f ( x, y ) or f ( x, y, ) 0.
dx dx
Differential Equation Chapter 1 9
First Order Ordinary Differential
equation

Differential Equation Chapter 1 10

Second order Ordinary Differential
Equation

Differential Equation Chapter 1 11

 nth order linear differential
equation
1. nth order linear differential equation with constant coefficients.

dny d n 1 y d2y
a0 y g x
dy
a n n a n 1 n 1 .... a 2 2 a1
dx dx dx dx

2. nth order linear differential equation with variable coefficients

d n1 y d2y
a n x a n 1 x a0 x y g x
dy dy
n
...... a 2 x 2
a1 x
dx dx dx dx

Differential Equation Chapter 1 12

Solution of Differential Equation

Differential Equation Chapter 1 13

 Examples

y=3x+c , is solution of the 1st order

dy
differential equation 3, c1 is arbitrary constant.
dx
As is solution of the differential equation for every
value of c1, hence it is known as general solution.

Examples
y sin x y cos x C

y 6 x e x y 3 x 2 e x C1 y x 3 e x C1x C2

Observe that the set of solutions to the above 1st order equation has 1 parameter,

while the solutions to the above 2nd order equation depend on two parameters.
Chapter 1

Families of Solutions
Example 9yy ' 4 x 0
Differential Equation

Solution 9yy ' 4 x dx C

1 9 y ( x )y '( x )dx 4 xdx C1

9y 2
9ydy 2x C1
2
2x 2 C1 9y 2 4 x 2 2C1
2
y 2 x2 C1
This yields C where C .
4 9 18
Observe that given any point (x0,y0),
there is a unique solution curve of the
above equation which curve goes
The solution is a family of ellipses.
through the given point.
 Origin of Differential Equations
Solution
Chapter 1

1.Geometric Origin

1. For the family of straight lines

y c1 x c2 the differential equation is

Differential Equation

d2y
2
0
dx
2. . For the family of curves
dy
x2
xy
A. y ce 2 the differential equation is
dx
3 x
B. y c1e c2 e
2x
d 2 y dy
the differential equation is
2
6y 0
dx dx 16
 Physical Origin
Chapter 1 Chapter 1

1. Free falling stone d 2s

2
g
dt
where s is distance or height and
g is acceleration due to gravity.
Equation

2. Spring vertical displacement d2y

m 2 ky
dt
Differential Equation

where y is displacement,
Differential

m is mass and
k is spring constant
3. RLC circuit, Kirchoff s Second Law
q is charge on
d 2q dq 1 capacitor,
L 2 R qE L is inductance,
dt dt c c is capacitance.
R is resistance and
E is voltage 17
 Physical Origin
Chapter 1

T Ts
1.Newtons Low of Cooling dT
dt
where
dT
is rate of cooling of the liquid,
dt
Differential Equation

is temperature difference between the liquid T

T Ts and its surrounding Ts

2. Growth and Decay dy

y
dt
y is the quantity present at any time

Differential Equation Chapter 1 18