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Module No. 1
INTRODUCTION TO
DIFFERENTIAL EQUATIONS
DIFFERENTIAL EQUATIONS
Architecture
Function of x or constants
Examples:
1. 𝑦 ′′′ + 𝑦 ′ + 𝑦 = 𝑥 2
2. 𝑦 ′′′ + cos(𝑦) = 0
Not a linear differential equation because the encircled term is not a function of x.
3. cos(𝑥 ) 𝑦 ′′ − 5𝑦𝑦 ′ = 0
4. 3𝑦 ′ + 2𝑦 − 2𝑥𝑦 = 0
Linear because all of the conditions of linear differential equations are satisfied
Homogeneous DE if:
𝑓(𝑘𝑥 ) = 𝑘 𝑛 𝑓 (𝑥 )
Examples:
1. 𝑓(𝑥 ) = 2𝑥 2
𝑓 (𝑘𝑥 ) = 2(𝑘𝑥 )2
𝑓 (𝑘𝑥 ) = 2𝑘 2 𝑥 2
𝑓 (𝑘𝑥 ) = 𝑘 2 (2𝑥 2 )
2. 𝑓 (𝑥 ) = 5𝑥 2 + 8𝑥
𝑓 (𝑘𝑥 ) = 5𝑘 2 𝑥 2 + 8𝑘𝑥
𝜕2 𝑦 𝜕𝑧
2. 𝜕𝑥2 − 𝜕𝑥 = 0
𝜕2 𝑦 𝜕𝑧
2. − =0
𝜕𝑥 2 𝜕𝑥
Examples:
Linear
Ordinary
Differential or Independent Dependent
or Order Degree
Equation Non- Variable Variable
Partial
Linear
1 𝑦 ′ = 2𝑥 2 + 5𝑦 Ordinary Linear 1st 1 x y
2 𝑥𝑦 ′′ − 4𝑦 ′ − 5𝑦
Ordinary Linear 2nd 1 x y
3𝑥
=𝑒
3 𝜕𝑢 𝜕 2 𝑢 𝜕𝑢 Non-
=4 2+ Partial 2nd 1 t, x, y u
𝜕𝑡 𝜕𝑥 𝜕𝑦 Linear
4 2
𝑑3𝑠 𝑑2𝑠
( 3) + ( 2)
𝑑𝑡 𝑑𝑡 Non-
Ordinary 3rd 2 t s
=𝑠 Linear
− 3𝑡
5 𝑦 ′′ + 𝑦 ′ + 𝑦 = 𝑥 2 Ordinary Linear 2nd 1 x y
6 𝑑4𝑙 𝑑𝑙
+ 2 − 3𝑙
𝑑𝑡 4 𝑑𝑡 Ordinary Linear 4th 1 t l
= 2 cos(𝑡)
7 𝜕𝑛 𝜕𝑛 Non-
+ = 2𝑛 Partial 1st 1 t, l n
𝜕𝑡 𝜕𝑙 Linear
8 𝑑4𝑦
𝑥2 + cos(𝑦) Non-
𝑑𝑥 4 Ordinary 4th 1 x y
Linear
=𝑥
9 5 Non-
𝜕3𝑧 𝜕𝑧
𝑞 = ( 3) + Partial 3rd 5 x, y z
𝜕𝑦 𝜕𝑥 Linear
10 yxx - yx=cos(x) Non-
Partial 1st 1 x y
Linear
11 cos(𝑥 ) 𝑦 ′′ − 5𝑦𝑦 ′ Non-
Ordinary 2nd 1 x y
=0 Linear
12 𝑦 ′′′ + cos(𝑦) = 0 Non-
Ordinary 3rd 1 x y
Linear
13 𝑑2𝑦 𝑑𝑦
+3 − 15 Non-
𝑑𝑥 2 𝑑𝑥 Ordinary 2nd 1 x y
Linear
= 𝑒 𝑥+𝑦
14 𝜕3𝑦 𝜕𝑦
5 −3 Non-
𝜕𝑥^3 𝜕𝑎 Partial 3rd 1 a, x y
Linear
= tan(𝑥)
15 3𝑥𝑧 𝐼𝑉 − 2 sin(𝑥 ) 𝑧 ′
Ordinary Linear 4th 1 x z
=0
4. 𝑦𝑠𝑖𝑛(𝑥 ) − 𝑥𝑦 2 = 𝑐
5. 𝑥 = 𝐴𝑠𝑖𝑛(𝜔𝑡 + 𝐵)
1. 𝑦 = 𝑎𝑥 2 + 𝑏𝑥 + 𝑐
Step 1: There are 3 arbitrary constants which are a, b, and c.
Step 2: To eliminate 3 arbitrary constants, we need to differentiate 3 times.
𝑦 ′ = 2𝑎𝑥 + 𝑏
𝑦 ′′ = 2𝑎 ; we know that the derivative of any constant is equal to zero
𝑦 ′′′ = 0
; on the 3rd derivative, we can see that all of the arbitrary constants
are being removed.
2. 𝑥 3 − 3𝑥 2 𝑦 = 𝑐
Step 1: How many arbitrary constants do we have? We have only one, meaning we
have to differentiate the equation once.
Step 2: Differentiate the equation.
3𝑥 2 − (3𝑥 2 𝑦 ′ + 6𝑥𝑦) = 0 ; In the term 3𝑥 2 𝑦 we use product rule
3𝑥 2 − 3𝑥 2 𝑦 ′ − 6𝑥𝑦 = 0 ; Distribute the negative sign to 3𝑥 2 𝑦𝑎𝑛𝑑6𝑥𝑦
3𝑥 2 −3𝑥 2𝑦 ′ −6𝑥𝑦 0
= 3𝑥 ; To simplify the equation, divide both sides by the
3𝑥
3. 𝑦 = C1 + C2 𝑒 3𝑥
Step 1: C1 and C2 are the arbitrary constants.
Step 2: Differentiate the equation twice.
𝑦 ′ = 3𝐶2𝑒 3𝑥 1 ; Review the derivative of exponential functions
𝑦 ′′ = 9𝐶2𝑒 3𝑥 2
On the second derivative we still have the arbitrary constant which is C2. To eliminate
C2 we have to get an equation for C2. Take a look at the first derivative (y’). Manipulate
the equation we will get:
𝑦′
𝐶2 = 3𝑒3𝑥 3
Equate 3 and 2:
𝑦′
𝑦 ′′ = 9 ( )𝑒 3𝑥
3𝑒 3𝑥
𝑦 ′′ = 3𝑦 ′
𝑦 ′′ − 3𝑦 ′ = 0
4. 𝑦 sin(𝑥 ) − 𝑥𝑦 2 = 𝑐
Step 1: The equation has only one arbitrary constant.
Step 2: Differentiate once.
𝑦𝑐𝑜𝑠(𝑥 ) + 𝑦 ′ sin(𝑥 ) − (2𝑥𝑦𝑦 ′ + 𝑦 2 ) = 0
As you can see, we removed the arbitrary constant so all we have to do is to simplify
the equation.
5. 𝑥 = 𝐴𝑠𝑖𝑛(𝜔𝑡 + 𝐵)
Step 1: A and B are both arbitrary constants.
Step 2: To eliminate the two arbitrary constants, we will get the 2nd derivative of the
equation.
Note: In this equation x is the dependent variable and t is the independent variable. 𝜔is
just a constant term.
𝑑𝑥
= 𝜔𝐴𝑐𝑜𝑠(𝜔𝑡 + 𝐵)
𝑑𝑡
𝑑2𝑥
= −𝜔2 𝐴 sin(𝜔𝑡 + 𝐵)
𝑑𝑡 2
The second derivative still have the arbitrary constants but take a look at the second
derivative
𝑑2𝑥
= −𝜔2 𝐴 sin(𝜔𝑡 + 𝐵)
𝑑𝑡 2
The part of the equation enclosed with a red rectangle is equal to the value of the given
x.
So:
𝑑2𝑥
= −𝜔2 𝑥
𝑑𝑡 2
Examples:
After we get the derivatives of the equation, we can now proceed to elimination method.
Equate 1 and 2:
To eliminate C1, multiply equation 1 to 2 then add it to equation 2.
2(𝑦 =C1 𝑒 −2𝑥 + C2 𝑒 −3𝑥 )
𝑦 ′ + 2𝑦 = −𝐶2𝑒 −3𝑥 4
Equate 2 and 3 but make sure that whatever arbitrary constant you have removed in the
first elimination the same arbitrary constant will be eliminated in this step. Since we
eliminated C1 we have to remove it again.
Multiply equation 2 to 2 then add it to equation 3.
2(𝑦 ′ = −2 C1 𝑒 −2𝑥 − 3C2𝑒 −3𝑥 )
2𝑦 ′ = −4𝐶1𝑒 −2𝑥 − 6𝐶2𝑒 −3𝑥
𝑦 ′′ + 2𝑦 ′ = 3𝐶2𝑒 −3𝑥 5
The last step is to eliminate C2 and to do that we need to equate 4 and 5. Multiply equation
4 to 3 then add it to equation 5
3𝑦 ′ + 6𝑦 = −3𝐶2𝑒 −3𝑥
𝑦 ′′ + 2𝑦 ′ = 3𝐶2𝑒 −3𝑥
𝑦 ′′ + 5𝑦 ′ + 6𝑦 = 0
2. 𝑦 =C1 𝑒 −𝑥 + C2 𝑒 −3𝑥 1
Step 1: Determine how many arbitrary constants the equation has. It has 2 arbitrary
constants which are C1 and C2.
Step 2: The number of arbitrary constants will indicate how many times you have to
differentiate.
𝑦 ′ = − C1 𝑒 −𝑥 − 3C2𝑒 −3𝑥 2
𝑦 ′′ =C1 𝑒 −𝑥 + 9C2 𝑒 −3𝑥 3
After we get the derivatives of the equation, we can now proceed to elimination method.
Equate 1 and 2: Just add the 2 equations.
𝑦 =C1 𝑒 −𝑥 + C2 𝑒 −3𝑥
𝑦 ′ = − C1 𝑒 −𝑥 − 3C2𝑒 −3𝑥
𝑦 ′ + 𝑦 = −2𝐶2𝑒 −3𝑥 4
𝑦 ′′ + 𝑦 ′ = 6𝐶2𝑒 −3𝑥 5
The last step is to eliminate C2 and to do that we need to equate 4 and 5. Multiply equation
4 to 3 then add it to equation 5
3𝑦 ′ + 3𝑦 = −6𝐶2𝑒 −3𝑥
𝑦 ′′ + 𝑦 ′ = 6𝐶2𝑒 −3𝑥
𝑦 ′′ + 4𝑦 ′ + 3𝑦 = 0
𝑦 ′ + 2𝑦 = −2𝐵𝑒 −4𝑥 4
Equate 2 and 3 but make sure that whatever arbitrary constant you have removed in the
first elimination the same arbitrary constant will be eliminated in this step. Since we
eliminated A, we have to remove it again.
Multiply equation 2 to 2 then add it to equation 3.
𝑦 ′′ + 2𝑦 ′ = 8𝐵𝑒 −4𝑥 5
The last step is to eliminate B and to do that we need to equate 4 and 5. Multiply equation
4 to 4 then add it to equation 5
4𝑦 ′ + 8𝑦 = −8𝐵3𝑒 −4𝑥
𝑦 ′′ + 2𝑦 ′ = 8𝐵𝑒 −4𝑥
𝑦 ′′ + 6𝑦 ′ + 8𝑦 = 0
Seatwork:
A. Complete the table
Linear
Ordinary
Differential or Independent Dependent
or Order Degree
Equation Non- Variable Variable
Partial
Linear
1 (𝑦 ′′′ )2 + 3𝑦 5
=0
2 𝜕𝑥 2 𝜕𝑥 3
( ) + 3
𝜕𝜔 𝜕 𝑙
= 5𝑥
3 𝑑5𝑦
𝑥2
𝑑𝑥 5
+ cos(𝑦) 𝑦′ = 𝑥
4 5𝑦 ′′ − 4𝑦 ′ + 𝑦
= 4𝑥 2
1. 2𝑦 2 = 16𝐵𝑥
2. 𝑦 = 21 + 𝐴𝑒 −2𝑥
3. 𝑦 = asin(𝑥 + 𝑏)
4. 3𝑥 2 𝑦 − 2𝑥 = 𝑐𝑦
5. 𝑦 = 𝐶1𝑒 3𝑥 + 𝐶2𝑒 3𝑥