Introduction to Differential

Equations

ordinary differential equations

Definition:
A differential equation is an equation containing an unknown function
and its derivatives.
Examples:.

1.

dy
2x 3
dx

2.

d2y
dy

3
ay 0
2
dx
dx

3.

d 3 y dy

3
dx
dx

6y 3

y is dependent variable and x is independent variable,

and these are ordinary differential equations

Partial Differential Equation

Examples:
1.

2u 2u
2 0
2
x
y

u is dependent variable and x and y are independent variables,

and is partial differential equation.

2.

4u 4u
4 0
4
x
t

3.

2 u 2 u u
2
2
t
x
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

dy
2x 3
dx

d2y
dy
3 9y 0
2
dx
dx
d 3 y dy

3
dx
dx

6y 3

ORDER
1

Degree of Differential Equation

The degree of a differential equation is power of the highest
order derivative term in the differential equation.
Differential Equation

d2y
dy
3 ay 0
2
dx
dx
d 3 y dy

3
dx
dx

d2y

2
dx

Degree
1

6y 3

dy

dx

3 0

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

3
9 y 0.
1.
2
dx
dx
is linear.

Example:

2.

d 3 y dy

3
dx
dx

6y 3

is non - linear because in 2nd term is not of degree one.

Example: 3.

d2y
dy
3
x

x
dx
dx 2
2

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

Example: 4.

dy
sin y
dx
is non - linear because

y3
sin y y

3!

is non linear

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:

dy
a1 x
a0 x y g x
dx
2. Differential form:

1 x dy ydx 0
.

3. General form:

dy
f ( x, y )
dx

or

Differential Equation Chapter 1

dy
f ( x, y, ) 0.
dx
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
dy
a n n a n 1 n 1 .... a 2 2 a1
a0 y g x
dx
dx
dx
dx
2. nth order linear differential equation with variable coefficients

dy
d n 1 y
d2y
dy

an x
a n 1 x

......

a
x

a
x
a0 x y g x
2
1
n
2
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
dy
st
3equation
1 order differential
, c1
dx
is arbitrary constant.
As is solution of the differential
equation for every value of c1, hence it
Examples
is known
as general solution.
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
Differential Equation

Families of Solutions
Example

9 yy ' 4 x 0

Solution

9yy ' 4 x dx C

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

9y 2
9 ydy 2 x C1
2 x 2 C1 9 y 2 4 x 2 2C1
2
2

C1
y 2 x2
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
through the given point.

The solution is a family of ellipses.

Differential Equation

Chapter 1

Origin of Differential Equations

Solution
1.Geometric Origin
1. For the family of straight
lines

y c1 x c 2

the differential equation is

d2y
0
2
dx
2. . For the family of curves
A.
B.

y ce

x2
2

the differential equation is

y c1e c2 e
2x

dy
xy
dx

3 x

the differential equation is

d 2 y dy

6y 0
2
dx
dx

16

Differential
Equation
Differential Equation
Chapter 1 Chapter 1

Physical Origin
1. Free falling stone
where

d 2s
g
2
dt

s is distance or height and

g is acceleration due to
gravity.

2. Spring vertical displacement

where y

d2y
m 2 ky
dt

is displacement,

m is mass and
k is spring
constant
3. RLC circuit, Kirchoff s Second Law

d 2q
dq 1
L 2 R
qE
dt c
dt

capacitor,
L is
c is
R is
E is

is charge on

inductance,
capacitance.
resistance and
voltage

17

Differential Equation

Chapter 1

Physical Origin
1.Newtons Low of Cooling

dT
dt

where

T Ts

dT
T Ts
dt

is rate of cooling of the liquid,

is temperature difference between the liquid T

and its surrounding Ts

2. Growth and Decay

dy
y
dt

y is the quantity present at any time

Differential Equation Chapter 1

18