DIFFERENTIAL EQUATIONS

(MATH 251)

F.A Wireko, PhD

Department Of Mathematics

Kwame Nkrumah University Of Science and Technology

January 25, 2023

F.A Wireko, PhD Department Of Mathematics
DIFFERENTIAL
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EQUATIONS
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 FIRST LECTURE

F.A Wireko, PhD Department Of Mathematics

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 DIFFERENTIAL EQUATIONS

Definition
A differential equation is an equation which involves one or more
derivatives or differentials of a unknown function.

Introduction
In general, an equation of the form
 dy d ny 
F x,y, , ..., n = 0
dx dx
is a Differential Equation (DE)

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 DIFFERENTIAL EQUATION

Examples
Differential equations involving their respective unknown functions:
dy
= −kxy (1)
dt
dR
+ kR = 0 (2)
dt
d 2y
+ k 2y = 0 (3)
dx 2

(x 2 + y 2 )dx − 2xydy = 0 (4)

F.A Wireko, PhD Department Of Mathematics

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 DIFFERENTIAL EQUATIONS

Examples
 2
∂2v

∂v 2 ∂ v
=h + (5)
∂t ∂x 2 ∂y 2

d 2i di 1
L 2
+ R + i = E ωcosωt (6)
dt dt C

3
d 2w

dw
− xw +w =0 (7)
dx 2 dx

d 3x dx
3
+x − 4xy = 0 (8)
dy dy
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 Example
s 2
d 2y

m dy
2
= 1+ (9)
dx H dx

3 3
d 3y

dy x
2
= +e (10)
dx 3 dx

d 2y g
+ siny = 0 (11)
dx 2 l

3 7 3
d 2y
  
dy dy
+ 3y + y3 = 5x (12)
dx 2 dx dx

F.A Wireko, PhD Department Of Mathematics

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 DIFFERENTIAL EQUATIONS

• Independent Variable: When a differential equation involves one or

more derivatives with respect to a particular variable, that variable is called
an independent variable.

• Dependent variable: When a derivative of a variable occurs in the

equation, it is known as a dependent variable.

• For example, the dependent variable in equation (6) is i , and the

independent variable is t and L,R,C ,E , and ω are called parameters.

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 Cont...

Exercise 1
Identify the independent variables, the dependent variables, and the
parameters(constants) in the equations given as examples

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 Newton’s Second Law of Motion

Newtons Second law of Motion states that the product of the mass of
an object and its acceleration is equal to the sum of forces applied on the
object.

X
ma = F
dv
m = −R − mg (13)
dt

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 Newton’s Second Law of Cooling/Warming

Newton’s law of cooling/warming states that the rate of change in

dT
temperature T(t), , of a body in a medium of temperature Tm is
dt
proportional to the temperature difference between the body and the
medium.

dT
= k(T − Tm ) (14)
dt

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 Kirchhoff’s second law

Kirchhoff’s second law states that the sum of the voltage drop across
the inductor (L(di/dt)) and the voltage drop across the resistor(iR) is the
same as the impressed voltage (E (t)) on the circuit.

di
+ Ri = E (t).
L (15)
dt
where L and R are known as the inductance and resistance, respectively.
1
Ri + q = E (t). (16)
C
dq
Current i and charge q are related by i = , making (14) a differential
dt
equation.
dq 1
R + q = E (t). (17)
dt C
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 Classification of Differential Equations

Differential equations are classified generally by :

type (ordinary or partial)

order

degree and

linearity

• They can be further described by attributes that best classifies them.

• In fact methods for solving differential equations and the nature of the
solutions depend heavily on the class of equation being solved.

F.A Wireko, PhD Department Of Mathematics

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 Classification by type
One important classification is whether the unknown function depends
on a single independent variable or on several independent variables.

This allows us to place all differential equation into two main types

ordinary differential equations and partial differential equations.

Examples of ODEs are equations

(4),(6),(7),(8),(10),(11),(12),(13),(14),(15),(16)

An ODE can be written as

F (x, y , y ′ , y ” . . . , y (n) ) = 0 (18)

A PDE is one involving partial derivatives of one or more dependent

variables with respect to one or more of the independent variables.
Example is equation (5).
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 Classification by Order
The order of a differential equation is the order of the highest
derivative that appears in the equation.
d ny
y (n) = (19)
dx n
Equation (19) is an nth order differential equation.
For instance,
dy
+ 2y = 5 (order 1)
dx
d 2y
 
dy
+ 3k +y =0 (order 2)
dx 2 dx
δ2z δ2z
+ a =0 (order 2)
dx 2 δy 2
is an equation of order two and it is known as the second order
differential equation. More generally, equation (19) is an nth-order
differential equation.
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 Classification by degree
The degree of the differential equation is the power(exponent) of the
highest ordered derivative in the equation.

Example;
2 3 3
d 3y
 
dy
= + ex , degree 2
dx 3 dx
 2  5
d 3y d 2y y
The differential equation dx 3
+ dx 2
+ x 2 +1
= e x is an ordinary
differential equation of order 3 and degree 2.

F.A Wireko, PhD Department Of Mathematics

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 Cont...

Exercise 2
state the order and degree of equations :
(16),(11),(10),(14),(5),(7),(8),(6) and (9)

F.A Wireko, PhD Department Of Mathematics

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 Classification by Linearity
Generally, a differential equation may be classified as either linear or
non-linear.

A linear differential equations have homogenous solutions which can

be added together to form other homogenous solutions.

A linear differential equation can also be ordinary or partial.

The homogenous solutions to linear equations form a vector space.

A differential equation is linear if it can be put in the form:

an (x)y (n) + an−1 (x)y (n−1) + . . . + a2 (x)y ” + a1 (x)y ′ + a0 (x)y = f (x)

where an is not identically zero and also the subscript(or indexed) a’s are
functions of independent variable (x) only.
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 Cont...

The conditions for a linear differential equation are as follows :

The dependent variable and all its derivatives only occurs to the first
power.

There are no terms involving products of the dependent variable y

and the derivative of the dependent variable y

There are no functions of the dependent variable and its derivative

which are in the trigonometric,logarithmic or exponential form.

F.A Wireko, PhD Department Of Mathematics

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 Cont...
Example : (linearity)
dy
+ y = x2
1.
dx
it doesnt matter that the independent variable x is raised to the power 2
the dependent and the derivatives are not
(2). 3x 2 y ” + 2ln(x)y ′ + e x y = 3cosx
is a second order linear ordinary differential equation.

Example : (Non Linear)

 2
dy dy
(1). + y2 = 0 (2). + cy = 0
dx dx
4yy ” − x 3 y ′ + cosy = e 2x is not linear because of the 4yy ” and the cosy
terms
F.A Wireko, PhD Department Of Mathematics
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 Example
Classify each as an ordinary differential equation (ODE) or a partial
differential equation (PDE), give the order, and indicate the independent
and dependent variables. If the equation is an ordinary differential
equation, indicate whether the equation is linear or nonlinear.

1
d 2y dy
2
− 2x + 2y = 0
dx dx
2
d 2y dx
5 +4 + 9x = 2cos3t
dt 2 dt
3
∂2u ∂2u
+ =0
∂x 2 ∂y 2
4
p d 2y dy
1−y 2
+ 2x =0
dx dx
F.A Wireko, PhD Department Of Mathematics
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 Cont...

1
∂N ∂2N 1 ∂N
= 2
+ + kN , where k is a constant
∂t ∂r r ∂r
2
  2 
dy
y 1+ = c, where c is a constant
dx
3
d 4y
= x(1 − x)
dx 4
4
d 2y dy
x 2
+ + xy = 0
dx dx

F.A Wireko, PhD Department Of Mathematics

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 Solution

1 Type : ODE Order : 2nd Order

ind.var : x dep.var : y
Linearity : Linear

2 Type : ODE Order : 2nd Order

ind.var : t dep.var : x
linearity : Linear

3 Type : PDE Order : 2nd Order

ind.var : y dep.var : u

4 Type : ODE Order : 2nd Order

ind.var : x dep.var : y
Linearity : Non - Linear

F.A Wireko, PhD Department Of Mathematics

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 Cont...

1 Type : PDE Order : 2nd Order

ind.var : r dep.var : N

2 Type : ODE Order : 1st Order

ind.var : x dep.var : y
Linearity : Non - linear

3 Type : ODE Order : 4th Order

ind.var : x dep.var : y
Linearity : linear

4 Type : ODE Order : 2nd Order

ind.var : x dep.var : y
Linearity : linear

F.A Wireko, PhD Department Of Mathematics

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 THANK YOU

F.A Wireko, PhD Department Of Mathematics

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