Differential Equation

Differential Equations have been the key to unlocking the nature deepest secrets. Over 300 years ago, Sir Isaac
Newton invented differential equations to understand the problem of motion and he developed Calculus in
order to solve differential equations. Differential equations have been the essential tool for analyzing the process
of change whether in Physics, Engineering, Biology and any other field where it’s important to predict how
something behaves over time. Differential equations assume a basic knowledge of Calculus to find its solution.
The main objective of this subject is to formation of mathematical model using differential equations and solving
it in various techniques and observes the behavior of this solution. Differential equation is mainly concerned
with the qualitative aspects of solution. That is “How does solution behaves”.
Examples:
dy
1.  f ( x)
dx
dy
2.  f ( x, y )
dx
u u
3.x  y u
x y
The first two equations contain ordinary derivative of one or more dependent variables with respect to a single
independent variable x and are known as Ordinary differential equation (ODE). The third equation involve the
partial derivatives of one dependent variable u and two independent variables x and y respectively is called
Partial differential equation (PDE).
Applications of First-order Differential Equations to Real World Systems:
Model Name Model Name
1. Cooling/Warming 7. Draining a tank
Law(Newton) 8. Economics and Finance
9. Mathematics Police Women
2. Population Growth and Decay 10. Drug Distribution in Human Body
3. Radio-Active Decay and Carbon Dating 11. A Pursuit Problem
4. Mixture of Two Salt Solutions 12. Harvesting of Renewable Natural Resources
5. Series Circuits
6. Survivability with AIDS
Differential Co-efficient:
dy
Differential coefficient means the changing rate of y in terms of x.
dx
There are two types of differential coefficient such as:
1.Ordinary differential coefficient:
The differential coefficient of a function with respect to one independent variable is called ordinary differential
coefficient.
For Example:
dy d 2 y d 3 y dny
, , , , n
dx dx 2 dx3 dx
2. Partial differential coefficient:
The differential coefficient of a function with respect to more than one independent variable is called Partial
differential coefficient.
For Example:
u u  2 u
, , etc
x y xy
Differential Equation:
An equation involving derivatives of one or more dependent variables with respect to one or more independent
variables is called a differential equation.

Mohammad Abdul Halim, Lecturer, NS, Dept. Natural Sciences 1|Page

Example: For examples of differential equation we list the following:
d 2 y dy
1.  y0
dx 2 dx
d 4u d 2u
2.  5  3u  sin t
dt 4 dt 2
 2u  2u  2u
3.   0
x 2 y 2 z 2
u v
4.  v
s t
Notation for derivatives / differential Coefficients:
1. Leibnitz notation:
dy d 2 y d 3 y dny
, , , , n
dx dx 2 dx3 dx
2. Prime/Dash notation:
y, y, y, y iv , , yn
3. Newton Dot notation:
y, y, y ,......etc , Here dot means the time derivative.
4. Subscript notation:
ux , uxx , ut , utt ,................etc.
Order of Differential Equation:
The order of a differential equation (either ODE or PDE) is the order of the highest order derivative involved in
a differential equation. In other words, the order is a number how many times it is differentiated.
For example:
3
d2y  dy 
 5    4 y  3e x
 dx 
2
dx
Above differential equation is of order 2.
Degree of Differential Equation:
The degree of a differential equation is the power or degree of the highest differential coefficient when the
equation has been made rational that means equations free from radicals and fractions.
3
d2y  dy 
 5    4 y  3e x
 dx 
2
dx
The degree of the above differential equation is 1, since the power of the highest order derivative is 1.
Solutions of differential equations:
If any differential equation be satisfied by any defined and differentiable function, then the function is called
solution of the differential equation.
𝑑𝑦
Example: = 2𝑥 is satisfied by 𝑦 = 𝑥 2 𝑜𝑟 𝑦 = 𝑥 2 + 𝑐. So 𝑦 = 𝑥 2 𝑜𝑟 𝑦 = 𝑥 2 + 𝑐 is a solution of given differential
𝑑𝑥
equation.
General Solution of DE:
The relation between dependent and independent variable containing n arbitrary constants which satisfies an
DE of order n is called its complete primitive or general solution. Geometrically general solution represents a
family of parallel curves.
For example:
𝑑𝑦
𝑦 = 𝑥 2 + 𝑐 is a solution of given differential equation 𝑑𝑥 = 2𝑥 .
Particular Solution of DE:
A particular solution of DE is one obtained from the primitive by assigning definite values to the arbitrary
constant.
For example:
𝑑𝑦
𝑦 = 𝑥 2 + 2 is a solution of given differential equation 𝑑𝑥 = 2𝑥 .

Mohammad Abdul Halim, Lecturer, NS, Dept. Natural Sciences 2|Page

Singular Solution of DE:
A Singular solution of DE is special one which not obtained from the primitive by assigning definite values to the
arbitrary constant and it is free from arbitrary constant.
𝑑𝑦 2
For example: y=0 is the singular solution is the equation (𝑑𝑥 ) = 𝑦 .

Explicit solution: If the function 𝑦 = 𝑓(𝑥) is the solution of a differential equation of variables 𝑥 𝑎𝑛𝑑 𝑦, then the
solution is called explicit solution.
𝑑2 𝑦
Example: 𝑦 = 𝑥 3 + 𝐴𝑥 + 𝐵 is an explicit solution of 𝑑𝑥 2 = 6𝑥. where 𝐴 𝑎𝑛𝑑 𝐵 are arbitrary constants.
Implicit solution: If the function 𝐹(𝑥, 𝑦) = 0 is the solution of a differential equation of variables 𝑥 𝑎𝑛𝑑 𝑦, then
the solution is called implicit solution.
Example: 𝑥 2 + 𝑦 2 = 𝑐 is an implicit solution of 2𝑥𝑑𝑥 + 2𝑦𝑑𝑦 = 0. Where 𝑐 an arbitrary constant.
Classification of Differential Equation:
1. Classification based on type:
Ordinary Differential Equation (ODE):
An equation together with ordinary differential coefficient/derivative is called ODE.
Or
A differential equation involving derivatives of one or more dependent variables with respect to only one
independent variable is called an ordinary differential equation.
d2 y dy
Example: 1. 2
2  y 0
dx dx
3
d y d2y
2. 3  5 2  2 y  sin x
dx dx
Partial Differential Equation (PDE):
An equation together with partial differential coefficient/derivative is called PDE.
Or
A differential equation involving derivatives of one or more dependent variables with respect to more than one
independent variable is called a partial differential equation.
u v
Example: 1.  v
s t
 2u  2u
2.  0
x 2 y 2
2. Classification based on order:
1.First order
2.Second Order
3. Higher Order
3. Classification based on Linearity:
Linear ordinary differential equation: An ordinary differential equation of order n is called a linear ordinary
differential equation of order n if it does not contain,
1. the transcendental functions of dependent variable
2. the product of dependent variable
3. No product of dependent variables and its derivatives
4. The dependent variable and all its derivatives are of the first degree i.e. the power of each term
involving is 𝑦 is 1.
It can be expressed as
dny d n 1 y dy
a0  x  n
 a1  x  n 1
 ... ... ...  an 1  x   an  x  y  b  x 
dx dx dx
where, a0 is not identically zero.
For example:
𝑑3𝑦 𝑑𝑦
𝑑𝑥 3
+ 𝑥 𝑑𝑥 − 5𝑦 = 0 → Linear third order ordinary differential equation

Mohammad Abdul Halim, Lecturer, NS, Dept. Natural Sciences 3|Page

Nonlinear ordinary differential equation: A nonlinear ordinary differential equation is an ordinary differential
equation that is not linear.
d2 y dy
Example: 1. 2
 5  6 y2  0
dx dx
3 2
d y y d y
2. 3
e 2
 xy  xe x
dx dx
2
d y  dy 
2
3.     6y  0
dx 2  dx 

Mathematical Problems
Problem:
d 3 y 5 dy 2 dy
What is the order and degree of the differential equation 3
 ( ) 5  y ?
dx dx dx
Solution:
Given differential equation is,
d 3 y 5 dy 2 dy
3
 ( ) 5  y
dx dx dx
Squaring both-sides we get,
5
 d3y  dy 2 dy
 3   ( ) 5  y
 dx  dx dx
Here highest derivative is 3, so the order derivative is 3.
The power of the highest order derivative is 5, so the degree of this equation is 5. (As desired)
Home works:
 State the order and degree of the following differential equations:
5
d2y  dy 
1.  4    10 y  0
 dx 
2
dx
2
  dy 
2

3
d2y
2. 1      2
  dx   dx
2
 dy 
3. 1    1 x
 dx 
 Define linear and non-linear differential equation. Also define order and degree of the differential
equation. Find the order and degree of the differential equation of the followings
4
 d3y 
2
d2y  dy 
4
 3  5 x  y  5    y2  x
 dx 
2
 dx  dx
 Identify which are linear and non-linear of the given following equations:
𝑑𝑦
1. 𝑑𝑥 + 𝑥𝑦 = 𝑥 2
𝑑2 𝑦 𝑑𝑦
2. 𝑑𝑥 2
+ 2 𝑑𝑥 + 3𝑦 2 = 0
𝑑3𝑦 𝑑2 𝑦
3. 𝑥 3 + 2𝑥 2 2 − 𝑦 = 𝑒𝑥
𝑑𝑥 𝑑𝑥
𝑑𝑦
4. 𝑑𝑥
5
+𝑦 =0
𝑑2 𝑦 𝑑𝑦
5. 𝑑𝑥 2
+ 3 𝑑𝑥 − 2𝑦 = 0

Mohammad Abdul Halim, Lecturer, NS, Dept. Natural Sciences 4|Page

𝑑2 𝑦 𝑑𝑦 2
6. 2 + 3( ) + 𝑦 = 𝑥
𝑑𝑥 𝑑𝑥
𝑑3 𝑦 𝑑𝑦
7. 𝑑𝑥 3
+ 𝑦 𝑑𝑥 + 𝑦 = 𝑒 𝑥
𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦
8. 𝑥 3 3 + 𝑥 2 2 − 3𝑥 +𝑦 =0
𝑑𝑥 𝑑𝑥 𝑑𝑥
3
2𝑑 𝑥
9. 2
𝑥 𝑑𝑡 3 + 𝑦 = 𝑥𝑦
10. 𝑥(𝑦 − 𝑡)𝑑𝑡 = 𝑑𝑥

Mohammad Abdul Halim, Lecturer, NS, Dept. Natural Sciences 5|Page