• Introduction to Differential Equations

A differential equation (Differentialgleichung) is an equation for an unknown

function that contains not only the function but also its derivatives (Ableitung).
In general, the unknown function may depend on several variables and the
equation may include various partial derivatives.
A mathematical equation is called differential equation if it has two types of
variables: dependent and independent variables where the dependent variable
can be written in terms of independent variable.
Order of a Differential Equation
The order of a differential equation refers to an equation’s highest derivative.
For example, if the highest derivative is f ′′, then the equation is a second
order equation; similarly, if the highest derivative is f (4), then the equation is
a fourth order equation. Note that f (3) is not the same as f 3 because the
parenthesis around the 3 in the exponent denotes that it is the third derivative,
but the lack of parenthesis denotes that it is raised to the third power.
Types of Differential Equations
It is important to be able identify several types of differential equations. The
order and type of a differential equation will determine how that equation is
solved. Often, algebra must be used to rearrange the differential equation into
a form that is easy to identify.
Linear
A differential equation is linear if it can be arranged in the following form:
uny(n) + un−1yn−1 + ⋯ + u1y′ + u0y = f(x)
f(x), also known as the forcing function, is a function that contains only x’s
and is usually placed on the opposite side of the equal sign from the terms
that involve y. Note that u can either be a function of x or a constant, but it
does not contain y. In a linear differential equation, all derivatives of a
function, y, can be multiplied by u, added together, and equal to the forcing
function. In a linear differential equation, y and its derivatives cannot be
inside , The differential equation is called linear if the dependent variable and
all its derivatives are to the power 1. Otherwise, the differential equation is
nonlinear.
functions of y, such as, cos (y′) or (1/y).

Example 1: x2y(3) + sinh(3x) y′′ + y′ + 4y = e2x

This differential equation is linear because y and its derivatives are added
together on one side of the equation and equal to a function of x on the other
side.

Example 2: sin(x)y′′+ 3 cos(y′) - (1/y) = x2

Note that this differential equation is not linear because y′ is inside of a

cosine function, and y is in the bottom of a fraction.

Separable
A differential equation is separable if it can be arranged in the following
form:
f(x)dx = g(y)dy.
A differential equation can be separable only if the equation is first-order. In a
separable differential equation, all functions of x are multiplied only by a dx,
and all functions of y are multiplied only by a dy. y′ should be rewritten as
(dy/dx)
to make this possible.
Example: y′ = (cos x / sin y)
dy/dx = (cos x / sin y)

sin(𝑦) 𝑑𝑦 = cos(𝑥) 𝑑𝑥
This differential equation is separable because both sides of the equation can
be multiplied by sin(y)dx to rearrange the equation as sin(y) dy = cos(x) dx,
with all functions of y multiplied by only a dy, and all functions of x
multiplied by only a dx.

Homogeneous Linear
A linear differential equation is homogeneous if the forcing function is equal
to zero. Homogeneous linear differential equations can be written in the
following form:
𝑢𝑢𝑛𝑛y(n) + un−1y(n−1) + ⋯ + u1y′ + u0y = 0.
Example: y′ + 5y′′ − 6y = 0
This linear differential equation is homogeneous because its forcing function
is equal to zero.

PARTIAL DIFFERENTIAL EQUATION

The key defining property of a partial differential equation (PDE) is that there
is more than one independent variable x, y,.... There is a dependent variable
that is an unknown function of these variables u(x, y, . . . ). We will often
denote its derivatives by subscripts; thus ∂u/∂x = ux , and so on. A PDE is an
identity that relates the independent variables, the dependent variable u, and
the partial derivatives of u. It can be written as F(x, y, u(x, y), ux (x, y), uy
(x, y)) = F(x, y, u, ux , uy ) = 0.
A solution of a PDE is a function u(x, y, ...) that satisfies the equation
identically, at least in some region of the x, y, . . . variables.
When solving an ordinary differential equation (ODE), one sometimes
reverses the roles of the independent and the dependent variables—for
instance, for the separable ODE du/dx = u3 . For PDEs, the distinction
between the independent variables and the dependent variable (the unknown)
is always maintained.
Some examples of PDEs (all of which occur in physical theory) are:
1. ux + uy = 0 (transport)
2. ux + yuy = 0 (transport)
3. ux + uuy = 0 (shock wave)
4. ux x + uyy = 0 (Laplace’s equation)
5. utt − ux x + u3 = 0 (wave with interaction)
6. ut + uux + uxxx = 0 (dispersive wave)
7. utt + uxxxx = 0 (vibrating bar)
8. ut − iux x = 0 (i = √−1) (quantum mechanics)

Each of these has two independent variables, written either as x and y or

as x and t. Examples 1 to 3 have order one; 4, 5, and 8 have order two; 6 has
order three; and 7 has order four. Examples 3, 5, and 6 are distinguished from
the others in that they are not “linear.” We shall now explain this concept.
Linearity means the following. Write the equation in the form lu = 0, where l
is an operator. That is, if v is any function, lv is a new function. For instance,
l = ∂/∂x is the operator that takes v into its partial derivative vx .
In Example 2, the operator l is l = ∂/∂x + y∂/∂y. (lu = ux + yuy .) The
definition we want for linearity is
l(u + v) = lu + lv l(cu) = clu (3)
for any functions u, v and any constant c. Whenever (3) holds (for all choices
of u, v, and c), l is called linear operator. The equation lu = 0 (4) is called
linear if l is a linear operator. Equation (4) is called a homogeneous linear
equation. The equation lu = g, (5)
where g = 0 is a given function of the independent variables, is called an
inhomogeneous linear equation. For instance, the equation(cos x y2 )ux − y2
uy = tan(x 2 + y2 ) (6) is an inhomogeneous linear equation. As you can
easily verify, five of the eight equations above are linear
as well as homogeneous. Example 5, on the other hand, is not linear because
although (u + v)x x = ux x + vx x and (u + v)tt = utt + vtt satisfy property (3),
the cubic term does not:
(u + v)3 = u3 + 3u2v + 3uv2 + v3 = u3 + v3.