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DIFFERENTIAL

EQUATIONS
BASIC CONCEPTS
What are Differential • an equation
Equations? containing the
derivatives of
one or more
dependent
variables, with
respect to one
or more
independent
variables
dy/dx = f(x)

where:
x= independent variable;
dy/dx = 5x
y= dependent variable
(unknown function)
Differential Equations
describes the relationship between the quantity that is
continuously varying with respect to the change in another
quantity.

They can be classified according to:

Type Order Linearity degree


Examples of DE:
ⅆ𝑦
o = 𝑠𝑖𝑛 𝑥
ⅆ𝑥

ⅆ2𝑦
o + 𝑘2𝑦 = 0
ⅆ𝑥 2

ⅆ2𝑦 + ⅆ2𝑥
o =𝑥
ⅆ𝑡 2 ⅆ𝑡 2

ⅆ3𝑦 ⅆ𝑦
o + 𝑥 − 4𝑥𝑦 = 0
ⅆ𝑥 3 ⅆ𝑥
ⅆ𝑟
o 𝑟 + cos 𝜃 =5
ⅆ𝜃
Linear- (Simple) the variable in an
equation appears only with a power
of one.
• y’’ + xy’ +x^2y=e^(-x) (linear in y)
Linear vs. • y’’ +cy = 0 (linear in y)
Non-liner Non-linear- (Complicated) variable
has a maximum degree of a 2 or
more
• y’’y + y’+ xy=0
• y’’ –(y’+1)^(1/2) =0
ORDER OF THE
DIFFERENTIAL EQUATION
• the highest-ordered derivative appearing in the
equation
• First Order DE
NOTE: All the liner equations in the form of
derivatives are in the first order
ⅆ𝑦
• ( ) + 𝑥2 + 𝑦2 = 5
ⅆ𝑥
• Second Order DE
ⅆ2𝑦 ⅆ𝑦 2
• −3 1+ =0
ⅆ𝑥 2 ⅆ𝑥
Exercises: Determine the order, unknown function, and the independent
variable in each of the following differential equations.

a. 𝑦 ′′′ − 5𝑦𝑥 ′ = 𝑒 𝑥 + 1 ; unknown function-y, independent variable-


x, 3rd order
2 ⅆ2𝑡 ⅆ𝑡
b. 𝑠 ⅆ𝑠2+ 𝑠𝑡
ⅆ𝑠
= 5; unknown function- t, independent variable-s;
order: 2nd
5
ⅆ4𝑏 ⅆ𝑏 10
c. 5 +7 +𝑏 7 − 𝑏 5 = 𝑝; unknown function- b,
ⅆ𝑝4 ⅆ𝑝
independent variabl-p; order: 4
ⅆ𝑥 3
d. 𝑦 = 𝑥 2 + 1; unknown function- x, independent variable- y
ⅆ𝑦
Order: 1
Classification of Differential Equations by TYPE
A. Ordinary DE (ODE)
- If the DE contains only ordinary derivatives of one or more unknown functions
with respect to a single independent variable.
- Example:
ⅆ𝑦
o + 6𝑦 = 𝑒 −𝑥
ⅆ𝑥
ⅆ2𝑦 ⅆ𝑦
o + − 12𝑦 = 0
ⅆ𝑥 2 ⅆ𝑥
B. Partial DE (PDE)
- Involving only partial derivatives of one or more unknown functions of two or
more independent variables
- Example:
ⅆ2𝑢 ⅆ2𝑢
o 2 + 2 = 0
ⅆ𝑥 ⅆ𝑦

• U,x, y
Exercises: State whether the equation is ordinary or
partial, linear or nonlinear and give its order.
ⅆ2𝑥 2 𝑥 = 0; ODE, linear in x, order: 2
1. ⅆ𝑡 2
+ 𝑘
𝜕2 𝜔 2
2𝜕 𝜔
2. 𝜕𝑡 2
=𝑎
𝜕𝑥 2
; PDE; linear in w; 2
3. 𝑥 2 + 𝑦 2 ⅆ𝑥 + 2xy ⅆ𝑦 = 0, ODE; non-linear; 1
4. y’ + P(x)y=Q(x), ODE, linear, 1
5. y’’’ – 3y’ + 2y= 0; ODE, Linear in y, 3
6. yy’’=x; ODE, linear in y, 2
General Solution

• set of all possible solutions which includes


particular and singular solution
• constants equal to order of the equation

Families of Particular Solution

• Obtained from the general solution by assigning


Solutions particular values to the arbitrary constants

Singular Solution

• Does not contain arbitrary constants and is not


deducible from the general solution by giving
particular values to the arbitrary constants in it
1. 𝐹𝑖𝑛𝑑 𝑡ℎ𝑒 𝑓𝑎𝑚𝑖𝑙𝑦 𝑜𝑓 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛𝑠 𝑓𝑜𝑟:
ⅆ𝒚 = 𝟖 𝒔𝒊𝒏 𝟒𝒙 ⅆ𝒙
නⅆ𝑦 = න8sin4x ⅆ𝑥
NOTE: ‫ 𝒙 𝐧𝐢𝐬 ׬‬ⅆ𝒙 = − 𝐜𝐨𝐬 𝒙 + 𝑪
Example 1: Answer: y=-2cos4x + C (General Solution)
2. Find C to satisfy; y=6 when x=0
Substitute: 6=-2cos(4(0)) +C
_8=C
Particular solution: y=-2cos4x+ 8
• 𝑦 ′′ = 12𝑥 2 ; y’=2, y=1, x=0
• Integrate both sides, we get: 𝑦 ′ = 4𝑥 3 + 𝐶1
• Integrate again : 𝑦 = 𝑥 4 + 𝐶1 𝑥 + 𝐶2 ;
• Two constants= two-parameter family of
solutions
• Find 𝐶1 and 𝐶2 :
Example 2: • Substitute given y’=2 and x=0 to get C1= 2
• Substitute given y=1 and x=0 to get C2=1

• Particular solution: 𝑦 = 𝑥 4 + 𝑥 + 2
Example 3:

A. Find the general solution for :


dy+7xdx=0

B. Find the particular solution given that y=3, x=0


ⅆ𝑦
• = 4ⅇ−3𝑥 𝑤ℎ𝑒𝑟𝑒 𝑦 = 2 𝑎𝑛𝑑 𝑥 = 0
Seatwork: ⅆ𝑥
ⅆ𝑦
• = −5𝑦 𝑤ℎ𝑒𝑟𝑒 𝑦 = 7 𝑎𝑛𝑑 𝑥 = 0
Solve the ⅆ𝑥
ⅆ𝑦 𝛱
• = 4 𝑠𝑖𝑛2 𝑥 where y=2 and x=
initial value ⅆ𝑥
ⅆ𝑦
2

• = 𝑥 2 + 3 + ⅇ2𝑥 where y=-1 and x=0


problems: ⅆ𝑥

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