What is a differential equation?
A differential equation is a mathematical equation involving the derivatives of a function or
dependent variable with respect to another function or independent variable. Let there be two
functions f(x) and g(x), then a differential equation looks like,
5
( )
( )
+2
( )
( )
3 ( ) = 15 ( )
If we replace f(x) by a variable y and g(x) by variable x, then the above equation becomes,
5
+2
3 = 15
Ordinary differential equations (ODE) are the differential equations which involve only one
independent variable. Example,
3
= 5 is ODE because it has only one variable y whose value changes when we
change x.
Why differential equations?
Differential equations are vital in every branch of science and mathematics to represent a
characteristic property in a simplified way which can be solved further to generate the
required equations and solutions.
The most important Schrodinger Equation in Quantum Mechanics is a differential equation.
Double
derivative
of u(x) with
respect to
x
The del and Laplacian operators in mathematics are also differential equations.
The Gaussian equation in electrostatics,
.E = /
is also a differential equation.
The family of various curves can be simply represented by means of differential equations.
Order of a differential equation
It is defined as the order of the highest order derivative of the dependent variable with respect
to the independent variable. It is always a natural number as fractional order signifies
fractional derivative which is not a valid derivative.
= sin
1.
has order = 1 because the order of highest order derivative in
this equation is 1 only.
2. 10
+2
+5 =0
has order 3 and not 4 because
. So highest order derivative is
only.
= 5 has order 5 because it can be written as
3.
= 25
which has
order 5.
Degree of a differential equation
It is defined as the highest exponent of the highest order derivative of that differential
equation, provided it can be written as the polynomial equation in derivatives. It is always a
natural number.
= sin
1.
has degree = 1 because its order is 1 and degree of dy/dx term
is 1 only.
2. 10
+2
is 3 and
+5 =0
has degree 1 and not 3 because its order
term has power 1. Common mistake is to read 3 as power in this
term.
/
3.
= 5 has degree 1 and not because fractional degree makes no
sense. It can be written as
= 25
Order of a differential equation is always defined but not its degree. Example,
= 5 log
has order 2 but its degree is not 1, its degree is
not defined because it cant be expressed as a polynomial of derivatives.
+ 3 sin
Another example,
= 0 has order 1 and degree 5, not not defined
because it is a polynomial of derivatives. Remember, it should be polynomial of derivatives
and not polynomial of dependent variable.
Types of solutions of differential equations
Any expression which satisfies the differential equation is called the solution of differential
equation. There are two types of solutions: general and particular solutions.
General solution of a differential equation is the solution which contains arbitrary constants
whereas the solution which doesnt contain any arbitrary constant is called the particular
solution.
Consider
=0
.....(i)
y = ex + c
.(ii)
y = ex + 3
.(iii)
we see that eq.(ii) & eq.(iii) satisfy eq.(i) as
= ex and
= ex.
Eq.(ii) contains an arbitrary constant c and hence it represents a general solution of the
differential equation(eq.(i)), whereas eq.(iii) has a constant 3 in place of an arbitrary
constant c and hence it represents a particular solution.
The basic difference between general and particular solution is that the general solution has
many graphs but the particular solution has only one graph.
General
solution
Method to form differential equation
Let
= y,
= y, .. for simplified expression.
Particular
solution
1. Take the equation and count the number of arbitrary constants which is equal to the
order of differential equation.
2. Differentiate till that order.
3. Eliminate all the arbitrary constants.
Example,
Let
+
+ + (1 ) = 2( + )
.(iv) be the equation of
family of circles centred at (1,a) with radius b units. We attempt to find the differential
equation of all the circles belonging to this family.
Here a and b are two arbitrary constants, so order = 2. Degree cant be determined
beforehand!
Differentiate eq.(iv),
,
=1+
.(v)
Differentiate eq.(v),
1+
+( )
,,
=0
.(vi)
Solving eq.(v) and (vi) to eliminate a and get required differential equation,
(1 +
)+
,, (
1 )= 0
Methods of solving first order first degree differential equations
A first order first degree differential equation looks like ( , )
+ ( , )
= 0.
A. Variable separable
As the name suggests, the logic is to separate the variables and integrate to get the
solution.
1.
( , ) = ( ). ( )
= ( , )
2. f(x)dx + g(y)dy = 0
3. ( ) + ( )
The following example will illustrate this method,
tan y dx + (1 ex) sec2 y dy = 0
Separate the variables to get the integral equation,
=0
Solve the integral to get the solution as,
B. Homogeneous differential equation
tan y =
(1 
A function f(x,y) is said to be homogeneous function of degree k if it satisfies the
following equation,
(
)=
( , )
A differential equation of the form
for nonzero constant .
= ( , ) is called homogeneous differential
equation if ( , ) is a homogeneous function of degree zero.
Method for solving homogeneous differential equation
= ( , )
=
1. Put
2.
where
(vii)
is any other variable
3. Substitute 1 and 2 in eq.(vii) to get a variable separable form to integrate.
Example,
+(
=0
This problem can be solved by following approach,
Express
as a function of x and y.
=
.(viii)
Let ( , ) =
Then (
)=
( , )
So above equation is homogeneous differential equation.
Put
and
(
in eq.(viii) to get
=
)
Integrate to get general solution as,
= ( +2 )
C. Linear differential equation
A differential equation of the form
+ ( ).
= ( ) is called linear differential
equation. The approach to this type of differential equations is as follows,
1. Find the integrating factor(IF) by solving,
= ( )
2. Solve . = . ( ) + where is arbitrary constant.
Let us understand better with following example,
(1 +
= (sin )
+2
.(ix)
Write eq.(ix) in the manner shown to identify P(x) and Q(x)
+
( )=
and ( ) =
Find integrating factor
=
= 1+
Find solution by solving the following integral,
. (1 +
) = (1 +
).
. (1 +
Therefore, the final solution is
)=
Solution by inspection (exact differential)
In some cases, by recognising a certain group of terms as being a part of exact differential,
we can solve the differential equation in which they occur by inspection. Most frequently
used exact differentials are as follows,
)=
=
tan
Example,
Consider differential equation,
8
+6
+6
+6
+6
By inspection, the above differential equation reduces to
+3 (
5
5
tan
+3 (
)+3
+
=0
) +3
=0
=0
Therefore, it yields the solution as
5 tan
+ 3(
) + 3
=0
Geometrical applications of differential equations
For a curve
point is
= ( ), slope of tangent to the curve at (x,y) is
and slope of normal at that
. By using trigonometry, we can derive the following results,
Curve
P(x,y)
Q
Subtangent
R
S
Subnormal
Length of tangent (PQ)
  1+
Length of subtangent (QR)

Length of normal (PS)
  1+
Length of subnormal (RS)

Orthogonal Trajectory
Let a family of curves be represented by the equation ( , , ) = 0. The family of curves
which cuts each member of the above curve at right angles is called orthogonal trajectory of
( , , ) = 0.
The procedure for finding the orthogonal trajectory is as follows,
1. Find the differential equation of given family of curves.
by
2. Replace
in above differential equation.
3. Solve the new differential equation to obtain the orthogonal trajectory.
Example,
+
Consider a family of circles
= 0.
2
Differential equation of above curve,
=0
Replacement to generate the differential equation of orthogonal trajectory family,
+2
=0
Final solution representing the orthogonal trajectory,
= 0.
Word Problems with differential equations
The logic here is to figure out the right differential equation and then integrate it to find the
general solution. Put the initial values to generate the particular solution of the problem. The
following example will illustrate this approach,
Q. Assume that a spherical rain drop evaporates at a rate proportional to its surface
area. If its radius originally is 3mm and 1 hour later, has been reduced to 2mm, find an
expression for the radius of the rain drop at any time.
Ans. Let radius be r, volume be V and surface area be A.
It is given that the drop evaporates at a rate proportional to its surface area. This
signifies that rate of change of volume of spherical drop is proportional to its area at
that time, that is,
where
= (
=
is a constant of proportionality
)
..(x)
But we know that r = 3 initially and r = 2 after 1 hour,
After substituting the known values, we can determine the values of constants in eq.(x)
Therefore,
and