Introduction to Differential Equations

A differential equation is an equation involving derivatives. The order of the

equation is the highest derivative occurring in the equation.

Here are some examples:

The first four of these are first order differential equations, the last is a second
order equation.

The first two are called linear differential equations because they are linear in the
variable y, the first has an "inhomogeneous term" that is independent of y on the right,
the second is a homogeneous linear equation since all terms are linear in y
A Differential Equation is an equation with a function and one or more of its derivatives:

Example: an equation with the function y and its derivative dy/dx

Ordinary or Partial

The first major grouping is:

• "Ordinary Differential Equations" (ODEs) have a single independent

variable (like y)
• "Partial Differential Equations" (PDEs) have two or more independent variables
Order and Degree

Order

The Order is the highest derivative (is it a first derivative? a second

derivative? etc):

Example:

dy/dx + y2 = 5x

It has only the first derivative dy/dx, so is "First Order"

Example:

d2y/dx2 + xy = sin(x)

This has a second derivative d2y/dx2, so is "Order 2"

Example:

d3y/dx3 + x dy/dx + y = ex

This has a third derivative d3y/dx3 which outranks the dy/dx, so is "Order 3"

Degree

The degree is the exponent of the highest derivative.

Example:

(dy/dx)2 + y = 5x2
The highest derivative is just dy/dx, and it has an exponent of 2, so this is
"Second Degree"

In fact it is a First Order Second Degree Ordinary Differential Equation

Example:

d3y/dx3 + (dy/dx)2 + y = 5x2

The highest derivative is d3y/dx3, but it has no exponent (well actually an

exponent of 1 which is not shown), so this is "First Degree".

(The exponent of 2 on dy/dx does not count, as it is not the highest derivative).

So, it is a Third Order First Degree Ordinary Differential Equation

Linear

It is Linear when the variable (and its derivatives) has no exponent or other
function put on it.

So no y2, y3, √y, sin(y), ln(y) etc, just plain y (or whatever the variable is).

More formally a Linear Differential Equation is in the form:

dy/dx + P(x)y = Q(x)

Example 1:

Verify that the function y = e-3x is a solution to the differential

equation d2y/dx2 + dy/dx − 6y = 0.

Solution:
The function given is y = e−3x. We differentiate both the sides of the equation with
respect to x,
dy/dx = −3e−3x

Now we again differentiate the above equation with respect to x,

d2y/dx2 = 9e−3x

We substitute the values of dy/dx, d2y/dx2 and y in the differential equation given in the
question,

From the equation d2y/dx2 + dy/dx − 6y = 0 in which:

y = e−3x ; dy/dx = −3e−3x ; and d2y/dx2 = 9e−3x

Substituting:
9e-3x + (-3e-3x) – 6e-3x = 0
9e-3x – 9e-3x = 0 (which is equal to Right-Hand Side, RHS)
Therefore, the given function is a solution to the given differential equation.
Example 2:

Verify that the function y=e−3x+2x+3 is a solution to the differential equation

y′+3y=6x+11.
Solution:
To verify the solution, we first calculate y′ using the chain rule for derivatives.

This gives y′=−3e−3x+2.

Substituting:

(−3e−3x + 2) + 3 (e−3x + 2x+3) = 6x + 11

The resulting expression can be simplified by first distributing to eliminate the
parentheses, giving

−3e−3x + 2 + 3e−3x + 6x + 9 = 6x + 11
Combining like terms leads to the expression 6x+11, which is equal to the right-hand
side of the differential equation, or:
6x + 11 = 6x + 11, Q.E.D. (Quod Erat Demonstrandum)

This result verifies that y=e−3x + 2x + 3 is a solution of the differential equation.