 1  P a g e
AppendixA
Introduction to Differential Equations
Algebra is sufficient to solve many static problems, but the most interesting natural phenomena involve
change and are described by equations that relate changing quantities.
Because the derivative of the function is the rate at which the quantity
is changing with respect to the independent variable , it is natural that equations involving
derivatives are frequently used to describe the changing universe. An equation relating an unknown function
and one or more of its derivatives is called a differential equation
Definitions:
1.1 Order:
The order of a differential equation is the order of the highest derivative in the equation.
Example 1 :
is 1st order,
is 2nd order.
Exercise 1: Find the order of the following differential equations.
(b)
(c)
(d)* (
(e)*
x
xe xy y x y = + 4 ) ( ) (
5 ' ' 2 4 ' ' '
0 15
3
2 ' '
=

.

\

+ y
dx
dy
x y
Math201 SEMII 201314 YANBU INDUSTRIAL COLLEGE
 2  P a g e
1.2 Ordinary and Partial Differential Equation:
 An ordinary differential equation (ODE) contains differentials with respect
to only one variable.
 partial differential equations (PDE) contain differentials with respect to
several independent variables.
Examples 2:
are ODE .
but
and
are PDE.
1.3 Linear and nonlinear Differential Equations.
A differential equation is linear if the equation is of the first degree in and its
derivatives, and if the coefficients are functions of the independent variable.
Meaning the unknown function and its derivatives appear to the power 1 (products are not
allowed) and the equation is nonlinear otherwise. So the dependent variable x is linear but x
2
is
nonlinear. Also any function like is nonlinear.
The variables and their derivatives must always appear as a simple first power. Here are some
examples.
Examples 3:
(a) x'' + x = 0 is linear .
(b) x'' + 2x' + x = 0 is linear .
(c) x' + 1/x = 0 is nonlinear because 1/x is not a first power
Exercise 2: Identify the linear and nonlinear equations from the following.
(a) x' + x
2
= 0
(b) x'' + sin(x) = 0
(c) x x' = 1
(d) x' + y' = 0
(e) x y' = 1
Math201 SEMII 201314 YANBU INDUSTRIAL COLLEGE
 3  P a g e
1.4 Homogeneous and Nonhomogeneous differential equation.
Homogeneous differential equations involve only derivatives of y and terms involving y, and
they're set to 0, moreover a homogeneous differential equation is either any linear differential
equation of the form or a type of first order differential equations.
Firstorder ordinary differential equation is homogeneous (of degree 0) if it has the form
or sometimes in the form
where x is an independent variable, y a dependent variable, and M(x, y) and N(x, y)
are homogeneous functions of degree n; in other words multiplying each variable by another
variable t is equivalent to multiplying these functions by the nth power of t:
and .
Nonhomogeneous differential equations :
Are the same as homogeneous differential equations, except they can have terms involving
only x (and constants) on the right side, as in this equation:
Exercise 3: Identify the homogeneous and non homogeneous equations from
the following.
(a)
(b)
(c)
(d)
(e)
Math201 SEMII 201314 YANBU INDUSTRIAL COLLEGE
 4  P a g e
AppendixB
Euler Equations
In this section we want to look for solutions to
around
have Taylor series around
and so
Now plug this into the differential equation to get,
{ }
Now, we assumed that and so this will only be zero if,
So solutions will be of the form (2) provided r is a solution to (3). This equation is a quadratic
in r and so we will have three cases to look at : Real Distinct Roots, Equal Roots, and Complex
Roots.
Real Distinct Roots
The general solution will be,
Real and Equal Roots
The general solution in this case is,
Math201 SEMII 201314 YANBU INDUSTRIAL COLLEGE
 5  P a g e
Complex Roots
In this case well be assuming that our roots are of the form,
in the case of complex roots the general solution will be,
x >0
Example 1 Find the general solution to the following differential equation.
Example 2 Find the general solution to the following differential equation.
Example 3 Find the general solution to the following differential equation.
Math201 SEMII 201314 YANBU INDUSTRIAL COLLEGE
 6  P a g e
Question1
Find the general solution to the following differential equation.
Question2
Find the general solution to the following differential equation.