1 de Introduction To Differential Equations
1 de Introduction To Differential Equations
INTRODUCTION TO
DIFFERENTIAL EQUATIONS
PREPARED BY:
DIFFERENTIAL EQUATIONS
DEFINITIONS AND TERMINOLOGY
Concepts to Ponder
Definitions and Terminology
➢ An equation containing the derivatives of one or more unknown
functions (or dependent) variables), with respect to one or more
independent variables, is said to be a differential equation (DE).
𝑑𝑦
1. = 𝑒 𝑥 + sin 𝑥
𝑑𝑥
𝑑2 𝑦
2. 2 + 𝑘 2 𝑦 = 0
𝑑𝑥
3. 𝑦" − 2𝑦′ + 𝑦 = cos x
𝜕𝑓 𝜕𝑓
4. 𝑥 +𝑦 = 𝑛𝑓
𝜕𝑥 𝜕𝑦
3
𝑑2𝑤 𝑑𝑤
5. − 𝑥𝑦 +𝑤 =0
𝑑𝑥 2 𝑑𝑥
DIFFERENTIAL EQUATIONS
DEFINITIONS AND TERMINOLOGY
Terminology
DIFFERENTIAL EQUATIONS
DEFINITIONS AND TERMINOLOGY
Concepts to Ponder
Notation
➢ Ordinary derivatives will be written by using either the Leibniz
𝑑𝑦 𝑑 2 𝑦 𝑑3𝑦
notation , . . . or the prime notation 𝑦 ′ , 𝑦 ′′ , 𝑦 ′ ′′ . . .
, 3
𝑑𝑥 𝑑𝑥 2 𝑑𝑥
Actually, the prime notation is used to denote only the first three
derivatives; the fourth derivative is written 𝑦 (4) instead of 𝑦 ′′′ .
𝑑𝑛𝑥
In general, the 𝑛𝑡ℎ derivative of 𝑦 is written or 𝑦 (𝑛) .
𝑑𝑦 𝑛
DIFFERENTIAL EQUATIONS
DEFINITIONS AND TERMINOLOGY
Variables
DIFFERENTIAL EQUATIONS
DEFINITIONS AND TERMINOLOGY
Concepts to Ponder
Variables
➢When a differential equation involves one or more
derivatives with respect to a particular variable, that
variable is called independent variable. A variable is
called dependent if a derivative of that variable occurs.
DIFFERENTIAL EQUATIONS
DEFINITIONS AND TERMINOLOGY
APPLICATION
Variable
Determine the dependent variable/s, independent variable/s,
and constant/s in the following differential equations.
𝑑2𝑥 𝑑𝑥
1. 𝑑𝑡 2
+ 𝑎 + 𝑘𝑥
𝑑𝑡
=0
2
𝜕 𝑣 2
𝜕 𝑣
2. 𝜕𝑥 2
+ 2=0
𝜕𝑦
2 2 𝑑𝑦
3. 𝑥 + 𝑦 − 2𝑥𝑦
𝑑𝑥
=0
DIFFERENTIAL EQUATIONS
DEFINITIONS AND TERMINOLOGY
Classification by Type
DIFFERENTIAL EQUATIONS
DEFINITIONS AND TERMINOLOGY
Concepts to Ponder
Classification by Type
➢If a differential equation contains only ordinary
derivatives of one or more unknown functions with
respect to a single independent variable, it is said to be
an ordinary differential equation (ODE).
➢An equation involving partial derivatives of one or
more unknown functions of two or more independent
variables is called a partial differential equation
(PDE).
DIFFERENTIAL EQUATIONS
DEFINITIONS AND TERMINOLOGY
APPLICATION
Classification by Type
1. Ordinary Differential Equation
𝑑𝑦
a. + 5𝑦 = 𝑒 𝑥
𝑑𝑥
𝑑2 𝑦 𝑑𝑦
b. − + 6𝑦 = 0
𝑑𝑥 2 𝑑𝑥
𝑑𝑥 𝑑𝑦
c. + = 2𝑥 + 𝑦
𝑑𝑡 𝑑𝑡
2. Partial Differential Equations
𝜕2 𝑢 𝜕2 𝑢
a. 𝜕𝑥 2
+ 2=
𝜕𝑦
0
2
𝜕 𝑢 𝜕2 𝑢 𝜕𝑢
b. 𝜕𝑥 2
= 2−
𝜕𝑡
2
𝜕𝑡
𝜕𝑢 𝜕𝑣
c. 𝜕𝑦
=−
𝜕𝑥
DIFFERENTIAL EQUATIONS
DEFINITIONS AND TERMINOLOGY
Classification by Order
DIFFERENTIAL EQUATIONS
DEFINITIONS AND TERMINOLOGY
Concepts to Ponder
Classification by Order
➢ The order of a differential equation (either ODE or
PDE) is the degree of the highest ordered derivative in
the equation.
DIFFERENTIAL EQUATIONS
DEFINITIONS AND TERMINOLOGY
APPLICATION
Classification by Order
𝑑𝑦
First order: = 𝑥 2 + 2𝑥 − 3
𝑑𝑥
𝑑2 𝑦 2
Second order: = 5𝑥 − 3𝑥 + 10
𝑑𝑥 2
𝑑3 𝑦 2
Third order: = 3𝑥 + 6𝑥 + 2
𝑑𝑥 3
DIFFERENTIAL EQUATIONS
DEFINITIONS AND TERMINOLOGY
Classification by Degree
DIFFERENTIAL EQUATIONS
DEFINITIONS AND TERMINOLOGY
Concepts to Ponder
Classification by Degree
➢ The degree of a differential equation (either ODE or
PDE) is the power or exponent of the highest ordered
derivative present in the equation.
➢ The equation must be free from radical signs.
DIFFERENTIAL EQUATIONS
DEFINITIONS AND TERMINOLOGY
APPLICATION
Classification by Degree
𝑑2 𝑦 𝑑𝑦 3
First-degree: + = 15
𝑑𝑥 2 𝑑𝑥
2
𝑑2𝑦 𝑑𝑦 3
Second-degree: 𝑥 + = 10
𝑑𝑥 2 𝑑𝑥
DIFFERENTIAL EQUATIONS
INTRODUCTION TO DIFFERENTIAL EQUATIONS
SOLUTION OF
THE DIFFERENTIAL EQUATION
DIFFERENTIAL EQUATIONS
SOLUTION OF A DIFFERENTIAL EQUATION
Concepts to Ponder
Solution of the Differential Equation
➢ Any function 𝜙 possessing at least 𝑛 derivatives, which when
substituted into an 𝑛𝑡ℎ-order differential equation reduces the
equation to an identity, is said to be the solution of the
differential equation.
DIFFERENTIAL EQUATIONS
SOLUTION OF A DIFFERENTIAL EQUATION
DIFFERENTIAL EQUATIONS
SOLUTION OF A DIFFERENTIAL EQUATION
Concepts to Ponder
Two Types of Solution
1. General Solution (GS) – it is a solution consisting of a
number of arbitrary constant.
2. Particular Solution (PS) – a solution derived from the
general solution by assigning values of arbitrary
constants.
DIFFERENTIAL EQUATIONS
SOLUTION OF A DIFFERENTIAL EQUATION
Concepts to Ponder
Solution of the Differential Equation
1. Boundary value problem is a differential equation that involves
a set of additional constraints called the boundary conditions.
𝑦 𝑡0 = 𝑦0
DIFFERENTIAL EQUATIONS
SOLUTION OF A DIFFERENTIAL EQUATION
APPLICATION
Solution of the Differential Equation
Prove that each equation is a solution of the given differential
equation opposite it.
1. 𝑦 = 𝑥 2 + 𝑐𝑥
𝑥𝑦 ′ = 𝑥 2 + 𝑦
2. 𝑦 = 𝑐1 sin 3𝑥 + 𝑐2 cos 3𝑥 + 9𝑥 2 − 2
𝑦 ′′ + 9𝑦 = 81𝑥 2
3. 𝑥 = − ln 𝑡, 𝑦 = 𝑐1 𝑡 + 𝑐2 𝑡 2
𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 0
DIFFERENTIAL EQUATIONS
INTRODUCTION TO DIFFERENTIAL EQUATIONS
DIFFERENTIAL EQUATIONS
LINEAR DIFFERENTIAL EQUATION
Concepts to Ponder
Linear Differential Equation
➢ An 𝑛𝑡ℎ order ordinary differential equation is said to be
linear if 𝐹 is linear in 𝑦, 𝑦 ′ , … 𝑦 (𝑛) . This means that an
𝑛𝑡ℎ order ODE is linear when
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 + 𝑎𝑛−1 𝑥 +. . . +𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 𝑔(𝑥)
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
DIFFERENTIAL EQUATIONS
LINEAR DIFFERENTIAL EQUATION
Concepts to Ponder
Linear Differential Equation
𝑑𝑦
𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 𝑔(𝑥)
𝑑𝑥
𝑛
𝑑 𝑦 𝑑𝑦
𝑎𝑛 𝑥 𝑛
+ 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 𝑔(𝑥)
𝑑𝑥 𝑑𝑥
DIFFERENTIAL EQUATIONS
LINEAR DIFFERENTIAL EQUATION
Concepts to Ponder
Linear Differential Equation
➢ We can also see that the characteristics of linear differential
equations are
1. The dependent variable and all its derivatives are of the first
degree.
2. Each coefficient depends only on one independent variable.
3. No transcendental functions of the dependent variable must
occur in the equation.
DIFFERENTIAL EQUATIONS
LINEAR DIFFERENTIAL EQUATION
APPLICATION
Linearity
Determine if the following differential equations are linear or
non-linear.
1. 𝑦 ′′ − 𝑦 ′ + 𝑦 = 0
2. 𝑦 ′′ + 5𝑦𝑦 ′ + 𝑦 = cos 𝑥
3. 𝑦 ′′ + 4𝑥𝑦 ′ + 2𝑦 = 0
𝜕2 𝑢 𝜕𝑣
4. 𝜕𝑡 2
+
𝜕𝑡
+𝑢+ 𝑣 = sin 𝑢
𝑑2𝑦 𝑑𝑥
5. 𝑑𝑡 2
+𝑥 =0
𝑑𝑡
DIFFERENTIAL EQUATIONS
INTRODUCTION TO DIFFERENTIAL EQUATIONS
ELIMINATION OF ARBITRARY
CONSTANTS
DIFFERENTIAL EQUATIONS
ELIMINATION OF ARBITRARY CONSTANTS
Concepts to Ponder
Elimination of Arbitrary Constants
➢ Elimination of arbitrary constants is used to determine the
differential equation (DE) from the general solution (GS).
DIFFERENTIAL EQUATIONS
ELIMINATION OF ARBITRARY CONSTANTS
APPLICATION
Elimination of Arbitrary Constant
1. 𝑦 = 𝑐𝑥 2 + 𝑐𝑥
2. 𝑦 = 𝑥 sin(𝑥 + 𝑐)
3. 𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 3𝑥
DIFFERENTIAL EQUATIONS
INTRODUCTION TO DIFFERENTIAL EQUATIONS
REFERENCES:
ARESTA M., (2012). Lecture Module in Physics 11. 2011-2012 version.
LING, S. et.al. (2018). University Physics Volume 1. Openstax
DIFFERENTIAL EQUATIONS