Introduction to Differential

Equations
Definition:
A differential equation is an equation containing an unknown function
and its derivatives.
3 2 + = x
dx
dy
0 3
2
2
= + + ay
dx
dy
dx
y d
3 6
4
3
3
= +
|
.
|

\
|
+ y
dx
dy
dx
y d


Examples:.
y is dependent variable and x is independent variable,
and these are ordinary differential equations
1.
2.
3.
ordinary differential equations
Partial Differential Equation
Examples:
0
2
2
2
2
=
c
c
+
c
c
y
u
x
u
0
4
4
4
4
=
c
c
+
c
c
t
u
x
u
t
u
t
u
x
u
c
c

c
c
=
c
c
2
2
2
2
u is dependent variable and x and y are independent variables,
and is partial differential equation.

u is dependent variable and x and t are independent variables
1.
2.
3.
Order of Differential Equation
The order of the differential equation is order of the highest
derivative in the differential equation.

Differential Equation ORDER




3 2 + = x
dx
dy
0 9 3
2
2
= + + y
dx
dy
dx
y d
3 6
4
3
3
= +
|
.
|

\
|
+ y
dx
dy
dx
y d
1
2
3
Degree of Differential Equation
Differential Equation Degree


0 3
2
2
= + + ay
dx
dy
dx
y d
3 6
4
3
3
= +
|
.
|

\
|
+ y
dx
dy
dx
y d
0 3
5
3
2
2
= +
|
.
|

\
|
+
|
|
.
|

\
|
dx
dy
dx
y d
1
1
3
The degree of a differential equation is power of the highest
order derivative term in the differential equation.

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:
3 6
4
3
3
= +
|
.
|

\
|
+ y
dx
dy
dx
y d
is non - linear because in 2
nd
term is not of degree one.
. 0 9 3
2
2
= + + y
dx
dy
dx
y d
Example:
is linear.
1.
2.
Example:
3
2
2
2
x
dx
dy
y
dx
y d
x = +
is non - linear because in 2
nd
term coefficient depends on y.
3.
Example:
is non - linear because
y
dx
dy
sin =
+ =
! 3
sin
3
y
y y
is non linear
4.
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
2. Differential form:

( ) 0 1 = + ydx dy x
.
. 0 ) , , ( =
dx
dy
y x f
) , ( y x f
dx
dy
=
3. General form:


or
1. Derivative form:
( ) ( ) ( ) x g y x a
dx
dy
x a = +
0 1
9
Differential Equation Chapter 1
First Order Ordinary Differential
equation
10
Differential Equation Chapter 1
Second order Ordinary Differential
Equation
11 Differential Equation Chapter 1
nth order linear differential
equation
1. nth order linear differential equation with constant coefficients.


( ) x g y a
dx
dy
a
dx
y d
a
dx
y d
a
dx
y d
a
n
n
n
n
n
n
= + + + + +

0 1
2
2
2
1
1
1
....
2. nth order linear differential equation with variable coefficients
( ) ( ) ( ) ( ) ( ) ( ) x g y x a
dx
dy
x a
dx
y d
x a
dx
y d
x a
dx
dy
x a
n
n
n n
= + + + + +

0 1
2
2
2
1
1
......
12
Differential Equation Chapter 1
Differential Equation Chapter 1
13
Solution of Differential Equation
y=3x+c , is solution of the 1
st
order
differential equation , c
1
is arbitrary constant.
As is solution of the differential equation for every
value of c
1
, hence it is known as general solution.

3 =
dx
dy
Examples
Examples
( ) ( )
' = = + sin cos y x y x C
'' ' = + = + + = + + +
2 3
1 1 2
6 e 3 e e
x x x
y x y x C y x C x C
Observe that the set of solutions to the above 1
st
order equation has 1 parameter,
while the solutions to the above 2
nd
order equation depend on two parameters.
Families of Solutions
9 ' 4 0 yy x + =
( )
+ = + =
} } }
1 1
9 ' 4 9 ( ) '( ) 4 yy x dx C y x y x dx xdx C
2 2
1
This yields where .
4 9 18
C y x
C C + = =
Example
Solution
The solution is a family of ellipses.
+ = + = + =
}
2
2 2 2 2
1 1 1
9
9 2 2 9 4 2
2
y
ydy x C x C y x C
Observe that given any point (x
0
,y
0
),
there is a unique solution curve of the
above equation which curve goes
through the given point.
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Origin of Differential Equations
Solution
1.Geometric Origin
2 1
c x c y + =
0
2
2
=
dx
y d
1. For the family of straight lines

the differential equation is
.
2. For the family of curves
2
2
x
ce y =
the differential equation is
xy
dx
dy
=
A.
B.
x x
e c e c y
3
2
2
1

+ =
the differential equation is
0 6
2
2
= + y
dx
dy
dx
y d
16
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Physical Origin
1. Free falling stone
g
dt
s d
=
2
2
where s is distance or height and
g is acceleration due to gravity.
2. Spring vertical displacement
ky
dt
y d
m =
2
2
where y is displacement,
m is mass and
k is spring constant
3. RLC circuit, Kirchoff s Second Law
E q
c dt
dq
R
dt
q d
L = + +
1
2
2
q is charge on
capacitor,
L is inductance,
c is capacitance.
R is resistance and
E is voltage
17
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Physical Origin
1.Newtons Low of Cooling
( )
s
T T
dt
dT
= k
where
dt
dT
is rate of cooling of the liquid,
s
T T
is temperature difference between the liquid T
and its surrounding Ts

dy
y
dt
k =
2. Growth and Decay
y is the quantity present at any time
18
Differential Equation Chapter 1
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