Differential Equations

Engiana
Dr. Susan A. Roces

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 Differential Equation (DE)
Definition:
An equation that contains derivatives, if
explicitly expressed, and differentials, if
implicitly expressed.
Types of differential equations:
1. Ordinary differential equation (ODE)
= contains total derivatives only; it has two
variables only, one dependent and
another independent variable.
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2. Partial differential equation (PDE)
= contains partial derivatives only; it has
three or more variables, one dependent
and the others independent variables.

Order of a differential equation:

= refers to the order of the highest ordered
derivative in the equation.

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 dy
y'  1st derivative of y wrt x
dx
2
d y
y ''  2 2nd derivative of y wrt x
dx
 n
d y nth derivative of y wrt x
y  n
n

dx
where: 1, 2, …n = order of differential
equation
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Degree of a differential equation:
= is the algebraic degree of the highest-
ordered derivative involved in its
expression.
Note:
1. The equation made rational in the
derivative.
2. A differential equation may not have a
degree.
 dy  dy
Ex.: sin   5 x
 dx  dx
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Determine whether ODE or PDE, order
and degree of the following differential
equations:
5
d y  dy 
2
1.     xy  0
 dx 
2
dx
Ans: ODE, 2nd order, 1st degree
6
W  W 
2. x  y
 
  0
x  y 
Ans: PDE, 1st order, 6th degree
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3. x( y' ' ' )  2( y' ' )  2 y  0
2 4

Ans: ODE, 3rd order, 2nd degree

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d y
5
5  dy 
2
4. 
 dx   y    x 3
 5
 dx 
2
 
Ans: ODE, 2nd order, 3rd degree
u 2  u  u
2 2
5. h 
  
2 
t  x
2
x 
Ans: PDE, 2nd order, 1st degree
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 6. ( x  y) dx  y  1 dy  0

( x  y ) dx  y  1 dy  0
1
dx
or 
1
dy
dy
( x  y)  y  1 0
dx
dx
or : ( x  y )  y 1  0
dy
Ans: ODE, 1st order, 1st degree

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 4
 dy 
2
d y
7.  1  
 dx 
2
dx
2
d y
4
 dy 
2
 
 dx 2   1  
   dx 
2nd degree
Ans: ODE, 2nd order,
2
d y
2
 dy 
2
8. 3  
 dx 2   1  
   dx 
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 2 1
( 6)
d y
2 3 
( 6)
 dy  
2 2

 dx   1    
  
2
  
 dx 
3
  dy  
4
d y
2 2

 
 dx 2   1    
  
  dx  
Ans: ODE, 2nd order, 4th degree

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 Linear differential equation:
= is one which the dependent variable and
its derivative occur to the 1st degree only
and not to higher powers or in products.
ODE:
dny d n 1 y dy
b0 ( x) n
 b1 ( x) n 1
 .......  bn 1 ( x)
dx dx dx
 bn ( x) y  R( x)
u u
PDE: b0 ( x, y )  b1 ( x, y )  R ( x, y )
x y
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Note:
Independent variables have nothing to do
with the property of linearity.
Examples:
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d x d.v. = x
1.  y x  0
3

dy 2 i.v. = y
1st degree 1st degree  linear
3
d y dy d.v. = y
2.  3x y 2
0
dx 3
dx i.v. = x
1 st 1 st 1 st
 linear
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3. ( x  y ) dx  2 xy dy  0
2 2


( x  y ) dx  2 xy dy  0
2 2 1
dx

dy
x  y  2 xy
2 2
0 d.v. = y
dx i.v. = x
2nddegree 2nddegree  Non-linear
4. y '  ln y d.v. = y
i.v. = x
1st Non-linear Non-linear
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5. y '  sin 2 x d.v. = y
i.v. = x
1st degree  linear
d.v. = y
6. y y '  x 10
i.v. = x
2nd degree  Non-linear
1
7. ( y ' y )  e
2 x d.v. = y
i.v. = x
y'  y  e 2x

1st degree 1st degree 

linear
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 Solutions of ODE

A solution of an ODE is a function not

containing derivatives or differentials,
which satisfies the differential equation.
= such a solution may be expressed as an
explicit or implicit functions which is
consistent with the differential
equations.

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Two kinds of solutions:
1. General Solution
= of an nth order differential equation (DE)
is a solution containing n independent
arbitrary constant of integration.
Ex.: x  y c
2 2

2. Particular Solution
= of a DE is a solution that can be
obtained from the general solution by
giving specific values to the arbitrary
constants. Ex.: x  y  25
2 2

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 Assignment

p.10 nos.1  14
p.11 nos. 19  23, 37  38

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