Chapter 1: Introduction

1.1 What are Differential Equations and its examples

1.2 Classification of Differential Equations
1.3 Some Basic Mathematical Models; Direction Fields
1.4 Solutions of Some Differential Equations
 What are Differential Equations

• Any equation which contains derivatives, either ordinary

derivatives or partial derivative, like ;
dy/dx = cosx ==> y' = cosx (O.D.E)

y" + 2y' – 3y = 0

ðz/ðx + ðz/ðy = 0 (P.D.E)

Similarly: v = ds/dt, a = dv/dt

 Types of Differential Equations

Many types of differential equation are there which are the

following ;
1. Ordinary Differential equation
2. Partial Differential Equation
3. Delay Differential Equation ( )
4. Stochastic Differential Equation
(App: Physical system & Economics)
5. Differential Algebraic Equation (App: Physical system & Eng.)
 Ordinary Differential Equation
(ODE) is a differential equation in which the unknown function is a
function of a single independent variable.
y = f(x)
Derivation ;
y = f(x)
y + ∆y = f( x + ∆x)
∆y = f( x + ∆x ) – y
∆y/ ∆x = [f( x + ∆x) – f(x) ] / ∆x
lim ∆x → 0 ∆y/ ∆x = lim ∆x → 0 f( x + ∆x ) – f(x) / ∆x
dy/dx = lim ∆x → 0 f( x + ∆x ) – f(x) / ∆x
 Partial Differential Equation
(PDE) is a differential equation in which the unknown function is a
function of multiple independent variables and their partial
derivatives. Like ;
Z = f( x , y)
Keeping y = constant, we can derive ;
ðZ/ ðx = lim ∆x → 0 f ( (x + ∆x ) , y) – f(x , y) / ∆x
Keeping x = constant, we can derive ;
ðZ/ ðy = lim ∆x → 0 f( x , (y + ∆y) ) – f(x , y) / ∆y
 Order of Differential Equation

The order of Differential equation is the order of the highest

derivative that appears in equation. Like ;
y' = cosx
It’s a 1st order differential Equation.
Similarly ;
y" + 2y' – 3y = 0
It’s a 2nd order differential equation. Bcaz the order of highest
derivative is 2.
 Degree of Differential Equation

The Degree of the Differential Equation is the degree of the highest

order derivative that appears in the equation.

(d 2y/dx2) 2 + (dy/dx) 3+ 3y = 0
So its 2nd degree Differential Equation, bcoz the degree of highest
order derivative is 2.

Similarly,
(d 2y/dx2) 3 + (dy/dx) 2+ 3y = 0
So its 3rd degree differential Equation.
 Application of Differential Equations

Differential Equations plays a very prominent role in Physics,

Engineering, Economics & other disciplines
 Motion of fluids
 The flow of current in electric circuits
 The dissipation of heat in solid objects
 The propagation and detection of seismic wave
 Increase or decrease of populations
 Some Basic Mathematical Models
Direction Fields

• A differential equation that describes some physical process is

often called a mathematical model of the process.
• In this section we begin with two models leading to equations
that are easy to solve (falling object and population).
 Falling of an object problem

1. Beginning by introducing letters to represent various quantities

that may be of interest in this problem
• t: time (sec) independent variable
• v: velocity (m/sec) dependent variable
• γ: (gamma) drag coefficient (kg/sec)
2. The physical law that governs the motion of objects is Newton’s
second law:
 Continued:

• Suppose that m = 10 kg and γ = 2 kg/s then:

• if v = 40, then dv/dt = 1.8. This means that the slope of a solution
v = v(t) has the value 1.8 at any point where v = 40
 Continued:

• Similarly, if v = 50, then dv/dt = −0.2

 Continued:

• if v is less than a certain critical value, then all the line segments
have positive slopes, and the speed of the falling object increases
as it falls
• if v is greater than the critical value, then the line segments have
negative slopes, and the falling object slows down as it falls
• What is this critical value of 𝑣 that separates objects whose speed
is increasing from those whose speed is decreasing?
 Continued:

• What value of v will cause dv/dt to be zero. The answer is

v = (5)(9.8) = 49 m/s.

• solution v(t) = 49 is called an equilibrium solution

 Direction Fields

Direction fields are valuable tools in studying the solutions of

differential equations of the form
 Population Growth and Decay Problem

• Let’s identify and name the variables in this model:

• t = time (independent variable)
• P = the number of individuals population (dependent
variable)
• k or r = rate constant or growth rate
• The rate of growth of the population is derivative
• The rate of growth of the population is proportional to the
population size

• This assumption is not a well-established physical law

 Continued:

• if , k > 0, then above equation shows that for all t.

This means that the population is always increasing.
• In a given environment has limited resources, many population
start by increasing but the levels off when it approaches its carry
capacity K.
• The carrying capacity (K) is the maximum population size that
can be supported or sustained by a given environment.
 Example: Field Mice and Owls

• To a specific purpose suppose that:

• time is measured in months
• rate constant r has the value 0.5/month.
• Then each term of above equation has the units of
mice/month.
• Now let us add to the problem by supposing that several owls
live in the same neighborhood and that they kill 15 field mice per
day, the differential equation becomes
Continued:
 Newton’s Law of Cooling

According to Newton’s law of cooling, the temperature of a body

changes at a rate proportional to the difference between the
temperature of the body and the temperature of the surrounding
medium.
 Problem: 1.1-22 (page 8)

A spherical raindrop evaporates at a rate proportional to

its surface area. Write a differential equation for the
volume of the raindrop ?
Solution:

4 3
𝑉= 𝜋𝑟 Volume of Sphere
3

𝑆 = 4𝜋𝑟 2 Surface area of Sphere

𝑉 ′ = 𝑆 = 4𝜋𝑟 2

3
𝑉′ = 4𝜋( 𝑉)2/3 = −k𝑉 2/3 For 𝑘 > 0
4𝜋
 Constructing Mathematical Models:
1. Identify the independent and dependent variables and assign
letters to represent them. Often the independent variable is time.
2. Choose the units of measurement for each variable.
3. Articulate the basic principle that underlies or governs the
problem you are investigating
4. Express the principle or law in step 3 in terms of the variables
you chose in step 1.
5. Make sure that each term in your equation has the same physical
units. If this is not the case, then your equation is wrong and you
should seek to repair it.
6. In the problems considered here, the result of step 4 is a single
differential equation, in more complex problems the resulting
mathematical model may be much more complicated, involving
a system of several differential equations.
1.2 Solutions of Some Differential Equations

Solution of a differential equation is any function which

satisfies the equation.
1.2 Solutions of Some Differential Equations
1.2 Solutions of Some Differential Equations

Both above equations are of the general form:

 Example 1:

Consider the equation:

Graphical Representation:
 General Form & Solution (1)

• The differential equation solved above (population growth)

together with the initial condition form an initial value problem

• Now consider the more general problem consisting of the

differential equation

General Solution:
 General Form & Solution (2)

Differential Equations of Populations growth and motion of an

objects:

General Solution:
 Example 2:

consider a falling object of mass m = 10 kg and drag coefficient

γ = 2 kg/s. Then the equation of motion becomes:

Suppose this object is dropped from a height of 300m.

Find its velocity at any time t?
How long will it take to fall to the ground?
And how fast it will be moving at the time of impact?
 Solution (1)

consider a falling object of mass m = 10 kg and drag coefficient

γ = 2 kg/s. Then the equation of motion becomes:
Solution(2)
 Solution(3)

To find the velocity of the object when it hits the ground, we need to
know the time at which impact occurs. In other words, we need to
determine how long it takes the object to fall 300 m. To do this, we
note that the distance x the object has fallen is related to its velocity
v by the equation v = dx/dt

Let T be the time at which the object hits the

ground; then x = 300 when t = T
Example 3:

Applied, Page 8