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Differential Equations (Lecture-1)
20221-MATH-206-08
Muhammad Asjad
muhammad.asjad@ku.ac.ae
Department of Mathematics, Khalifa University
January 16, 2023

Table of Content
I Introduction
I Classification of differential equation (DE)
I Type
1. Ordinary differential equation (ODE)
2. Partial differential equation (PDE)
I Order and Degree of differential equations
I Linear differential equations
I Non-linear differential equations
Introduction
Definition:
An equation containing the derivatives of one or more unknown
functions (or dependent variables) with respect to one or more
independent variables is said to be a differential equations (DE).
Introduction
Definition:
Let us call y is an unknown function (dependent variable) of
another quantity, x ( independent variable), i.e y = f (x).
Equations that include derivatives, such as
Introduction
Definition:
Let us call y is an unknown function (dependent variable) of
another quantity, x ( independent variable), i.e y = f (x).
Equations that include derivatives, such as
✓ ◆2
dy d 2y dy
= 3x or, +x + y 2x = 0
dx dx 2 dx
are called differential equations and any relation y = f (x) which

turns a differential equation into an identity when substituted into
it, is called a solution of the equation.
Classifying differential equations
Types of differential equations:
There two types of differential equations ordinary and partial :
77
An ordinary differential equation involves one independent variable
and derivative of the one or more dependent variable with respect
to a single independent variable .

Examples:
dy
+ 5y = e x ; find y (x) (1)
dx
d 2y dy
2
+ 6y = 0; find y (x) (2)
dx dx
x=independent variable and y=dependent variable

Examples:
dy
+ 5y = e x ; find y (x) (1)
dx
d 2y dy
2
+ 6y = 0; find y (x) (2)
dx dx
x=independent variable and y=dependent variable
dy dx
+5 = 2x + y ; find y (t) and x(t) (3)
dt dt
t=independent variable, x and y are dependent variable
A partial differential equation contains derivatives of the one or
more dependent variable (unknown functions) with respect to
more then one independent variable.
Examples:
@2u @2u
+ = 0; (4)
@x 2 @y 2
u(x, y) = dependent variable; x, y = indepnedent variables
@2u @2u @u
2
= 2
2 ; find y (x) (5)
@x @t @t
u(x, t) = dependent variable; x, t = indepnedent variables
Examples:
@2u @2u
+ = 0; (4)
@x 2 @y 2
@2u @2u @u
2
= 2
2 ; find y (x) (5)
@x @t @t
@u @v
= ; (6)
@y @x
u(x, y ), v (x, y ) = dependent variables;
x, y = independent variables.
Examples:
@2u @2u
+ = 0; (4)
@x 2 @y 2
@2u @2u @u
2
= 2
2 ; find y (x) (5)
@x @t @t
@u @v
= ; (6)
@y @x
u(x, y ), v (x, y ) = dependent variables;
x, y = independent variables.
In this course we will only consider ODEs.

Order and Degree of differential equations:
Order
Order
The order of a differential equation (or partial differential equation)
is the order of the highest derivative that appears in it.
Order
I first-order DE is the one that contains the first derivative of
dy
the dependent variable, and no higher derivatives: y = 2x
dx
is a first-order differential equation.
Order
I first-order DE is the one that contains the first derivative of
dy
the dependent variable, and no higher derivatives: y = 2x
dx
is a first-order differential equation.
I second-order DE is the one that contains the second
derivative, may be first derivative as well, but no higher
d 2y d 2y dy
derivatives; 2 + y = 0, 2 + + y = x or
2
✓ d◆2x d x dx
d y dy
2
+ + x = 0 and so on.
d x dx
Examples:
✓ ◆
d 2y dy 3
+5 4y = e x ; type = ?; order = ? (7)
dx 2 dx
✓ 3 ◆3
d 4y d y
y 4 + y = x 2 ; type = ?; order = ? (8)
dx dx 3
@2u @2u @u @u
2
+ 2 2 +3 = 0; type = ?; order = ? (9)
@x @y @x @y
Examples:
✓ ◆
d 2y dy 3
+5 4y = e x ; type = ODE; order = 2 (7)
dx 2 dx
✓ 3 ◆3
d 4y d y
y 4 + y = x 2 ; type = ODE; order = 4 (8)
dx dx 3
@2u @2u @u @u
2
+ 2 2 +3 = 0; type = PDE; order = 2 (9)
@x @y @x @y
Degree of differential equations
Degree:
The degree of a differential equation is the highest power to
which the highest order derivative in the equation is raised.
Examples:
✓ ◆3
d 2y dy
+5 4y = e x ; order = ?; degree = ? (10)
dx 2 dx
✓ 3 ◆2
d 2y d y
+ y = x 2 ; order = ?; degree = ? (11)
dx 2 dx 3
✓ 2 ◆3
d y dy
2
+ + y = 0; order = ?; degree = ? (12)
dx dx
Degree of differential equations
Degree:
The degree of a differential equation is the highest power to
which the highest order derivative in the equation is raised.
Examples:
✓ ◆3
d 2y dy
+5 4y = e x ; order = 2; degree = 1 (10)
dx 2 dx
✓ 3 ◆2
d 2y d y
+ y = x 2 ; order = 3; degree = 2 (11)
dx 2 dx 3
✓ 2 ◆3
d y dy
2
+ + y = 0; order = 2; degree = 3 (12)
dx dx
Linear differential equation
Definition:
An ODE of order n is said to be linear differential equation if it
can be written in the form
d ny d n 1y dy
an (x) + an 1 (x) + ... + a1 (x) + a0 (x)y = g (x), (13)
dx n dx n 1 dx
or
(n 1)
an (x)y (n) (x) + an 1 (x)y (x) + ... + a1 (x)y (1) (x) + a0 (x)y (x) = g (x)
d ny
where y (n) = , an (x) and g (x) are arbitrary function of
dx n
independent variable x (which includes the the possibility that some
of them may be constants or zero).
Linear differential equation
A linear differential equation must have the following properties:

1. The dependent variable y and its derivative must appear raised
only to the first power. Thus there can be no term like ( dy 2
p dx )
or y .
2. Function of y (dependent variable) or of its derivatives such as
e y or tan( dy
dx ) are forbidden, as are terms like 1/(x + y ).
3. The equation must not contain products of derivatives of
different order, or of y with its derivatives. Thus there can be
dy d 2 y
no term like y dy
dx or dx dx 2 .
Notice in particular that the independent variable x is allowed to
appear in any form whatsoever in a linear differential equation.
Example:
dy
a1 (x) + a0 (x)y (x) = g (x); order = ?; linear = ?,
dx
where an (x), an 1 ...a2 (x) = 0.
d 2y dy
a2 (x) 2
+ a1 (x) + a0 (x)y (x) = g (x); order = ?; linear = ?,
dx dx
where an (x), an 1 ...a3 (x) = 0.
d 3y d 2y dy
a3 (x) 3
+ a 2 (x) 2
+ a1 (x) + a0 (x)y (x) = g (x);
dx dx dx
order = ?; linear = ?,
where an (x), an 1 ...a4 (x) = 0.

Example:
dy
a1 (x) + a0 (x)y (x) = g (x); order = 1; linear = yes,
dx
where an (x), an 1 ...a2 (x) = 0.
d 2y dy
a2 (x) 2
+ a1 (x) + a0 (x)y (x) = g (x); order = 1; linear = yes,
dx dx
where an (x), an 1 ...a3 (x) = 0.
d 3y d 2y dy
a3 (x) 3
+ a 2 (x) 2
+ a1 (x) + a0 (x)y (x) = g (x);
dx dx dx
order = 1; linear = yes,
where an (x), an 1 ...a4 (x) = 0.

Example
Classify the Following ODEs
✓ ◆4
d 3y dy
x + y = 0; order = ?; linear = ?,
dx 3 dx
where x=independent variable, y= dependent variable and

g (x) = 0.
d 2 u du
+ + u = cos(r + u); order = ?; linear = ?,
dr 2 dr
where u=independent variable, r= dependent variable and
g (r , u) = cos(u + r ) 6= g (r ).
Example
✓ ◆4
d 3y dy
* x
dx 3 dx
+ y = 0; order = 3; linear = no but why?,
where x=independent variable, y= dependent variable and

g (x) = 0.
d 2 u du
+ + u = cos(r + u); order = 2; linear = no; but why?,
dr 2 dr
where u=independent variable, r= dependent variable and
g (r , u) = cos(u + r ) 6= g (r ).
Example
d 2R k
= ;
dt 2 R2
or
d 2R k
= 0; order = ?; linear = ?,
dt 2 R2
where t=independent variable, R= dependent variable and
g (t) = 0.
dy
2x y = 2x cos(x); order = ?; linear = ?,
dx
where x=independent variable, y= dependent variable.
Example
d 2R k
= ;
dt 2 R2
or
d 2R k
= 0; order = 2; linear = no; but why?,
dt 2 R2
where t=independent variable, R= dependent variable and
g (t) = 0.
dy
2x y = 2x cos(x); order = 1; linear = yes,
dx
Example
d 3y 2
2d y dy
x3 + 2x x + y = 12x 2 ; order = ?; linear = ?,
dx 3 dx 2 dx
—————
Example
d 3y 2
2d y dy
x3 + 2x x + y = 12x 2 ; order = 3; linear = yes,
dx 3 dx 2 dx
2 n
Note: The ODE involves y and its derivatives ( dy d y d y
dx , dx 2 , ... dx n ) only
appearing to power one.
Non-linear differential equations
What about the differential equation that are not linear? They are
simply called non-linear differential equations. Linear differential
equations are much easier to solve then non-linear ones.
Alternative forms of ODEs
A first order ODE can always be re-written in the differential form
M(x, y )dx + N(x, y )dy = 0 (15)

((a 3) (a
+
ab ba =
=
(by
+
-
4x(p
x +
B.36 0
=
x
Examples:
consider the following examples
(x(y x Gx()
- ux
x+ =
0
(x(y
=
x)
bx4xax
+
-
0
=
dy
x + 4x = 0
x)(x by
y +
dx = 0
dy
4x = x y
dx
4xdy = (x y )dx multiplying both sides by 0 dx0
4xdy (x y )dx = 0; differential form or
(x y )dx 4xdy = 0; differential form. (16)
from Eq.16 and Eq.15, one gets M(x, y ) = x y and

N(x, y ) = 4x .
Alternative forms of ODEs
A first order ODE can always be re-written in the differential form
M(x, y )dx + N(x, y )dy = 0 (17)
Examples:
consider the following examples
dy
6xy + x 2 + y 2 = 0,
dx
dy
6xy = x 2 y 2,
dx
6xydy = (x 2 + y 2 )dx, (multiplying both sides by ”dx”
6xydy + (x 2 + y 2 )dx = 0, (differential form). (18
from Eq.18 and Eq.17, one gets M(x, y ) = x 2 + y 2 and

N(x, y ) = 6xy .
Forms of ODEs
An n-th order ODE can always be written in the General form and
normal form as
General form
-y
= ,, y
+
F (x, y , y 0 , y 00 , ...y (n) ) = 0
buy -
13 -
y0
=
dy d 2y d (n) y
or
F (x, y , , , ... (n) ) = 0. (19)
dx dx 2 dx
where F is a real valued function of (n+2) variables
{x, y , y 0 , y 00 , ..., y (n) }.
yx(
y=y, yurt v
y
-
x +
0
=
+ yx(, =
-
yx
+
-
, y
+
0
=
Normal form:
oc=-niet
Highest scrivative
in the left hand side Ei =
-
1.
. -
3
Normal form
1)
y (n) = F (x, y , y 0 , y 00 , ...y (n )
or
dy d 2 y d (n 1) y
d (n) y /dx (n) = F (x, y , , 2 , ... (n 1) ) (20)
dx dx dx
where F is a real valued function continuous function. It that the
normal form of a first order ODE is dy /dx = f (x, y ) and normal
form of a 2nd order ODE is d 2 y /dx 2 = f (x, y , y 0 ) = f (x, y , dy
dx )
Examples:
dy
4x +y = x, (order = 1; linear = yes; degree = 1)
dx
dy
4x = x y
dx
dy x y
= , (normal form and x 6= 0),
dx 4x
where f (x, y ) = x4xy is continuous on ( 1, 0) and (0, 1);
discontinuous at x = 0.
Examples:
dy
4x +y = x, (order = 1; linear = yes; degree = 1)
dx
dy
4x = x y
dx
dy x y
= , (normal form and x 6= 0),
dx 4x
where f (x, y ) = x4xy is continuous on ( 1, 0) and (0, 1);
discontinuous at x = 0.
y 00 y 0 + 6 = 0, (order = 2; linear = yes; degree = 1)

00 0
y = y 6 (normal form),
where f (x, y , y 0 ) = y 0 6 is continuous whenever y 0 exist

Summary
1. Equations involving the derivatives of unknown functions
(dependent variables) with respect to single (more then one)
independent variable are known as ODE (PDE) differential
equations.
2. The order of a differential equation is the order of the highest
derivative in the equation differential equations.
3. The degree of a differential equation is the order of the highest
power to which the highest derivative in the differential
equations raised .
4. A ODE is linear if it can be written as
d ny d n 1y dy
an (x) n + an 1 (x) n 1 + ... + a1 (x) + a0 (x)y = g (x),
dx dx dx
5. The general form of a n-th order differential equation is given
by F (x, y , y 0 , y 00 , ..., y (n) ) = 0.
6. The normal form of a n-th order differential equation is given
by y (n) = F (x, y , y 0 , y 00 , ..., y (n 1) ) = 0.
Real world Application of ODEs
A major reason for studying ODEs is that they appear so often
when we write down a description of a physical situation in
mathematical language. The important point is the identification of
a (physical) rate of change with a (mathematical) derivative.
Examples-1: Population Dynamics
A simple model of human population growth is that the rate of
increase of human population at time 0 t 0 is proportional to the size
of the population at time 0 t 0 .
of the population at time 0 t 0 . let t=time and P(t)=size of
population at time t, then
dP dP
dt / P(t); dt = rate of change of P(t), /= proportionality symbol
dP
dt / P(t); dP dt = rate of change of P(t), /= proportionality symbol
the minimal
populationthatit cantaleone dP = kP(t); k = Proportionality constant
dt
thanero
* Negative sign
Chain is
directly proportion to the present population atthis time
dP dP
dP
dt = kP(t); k = Proportionality constant
dP
dt kP(t) = 0; if k > 0 population is increasing (21)
dP dP
dP
dt = kP(t); k = Proportionality constant
dP
dt kP(t) = 0; if k > 0 population is increasing (21)
Solving Eq(21) for P(t) (after finding k by using observational

data) we can predict the value of P(t) ate time t in future.
Real world Application of ODEs they
what
sepents on
this time
Examples-2: Radioactive Decay have in
The law of radioactive decaystates that the rate at which a

rradioactive substance decays (i.e. the rate at which the remaining
number of radioactive nuclei decreases with time) is proportional to
the remaining (currently present) number of radioactive nuclei.
We use this law to write down a differential equation, the solution
of which will give us the number of radioactive nuclei Q(t), present
at time t.
↑ indepen ↑ Jeper
↑y x ↑ firectly
= prop
pr
Ey=Einresly
Examples-2: Radioactive Decay
at time t. let t=time and Q(t)=number of radioactive nuclei at
time t, then
dQ dQ
dt / Q(t); dt = rate of change of Q(t), /= proportionality symbol
time t, then
dQ dQ
dQ
dt = kQ(t); k = proportionality constant
?
the value is less than the initial
*
time t, then
dQ dQ
dQ
?
dQ
dt + kQ(t) = 0; k > 0 radioactive nuclei is decreasing (22)
negative means the final value is less
time t, then
dQ dQ
dQ
?
dQ
dt + kQ(t) = 0; k > 0 radioactive nuclei is decreasing (22)
Solving Eq(22) for Q(t) (after finding k by using observational

data) we can predict how much of Q(t) left at time t in future.
Why bit att ko now fast it the
ring depends insep
on
we
x something
x y = +
y
=
p, 100,
=
P2 200
=
x=
10,4 cratio)

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Diﬀerential Equations (Lecture-1)

Department of Mathematics, Khalifa University

January 16, 2023

are called diﬀerential equations and any relation y = f (x) which

An ordinary diﬀerential equation involves one independent variable

An ordinary diﬀerential equation involves one independent variable

In this course we will only consider ODEs.

A linear diﬀerential equation must have the following properties:

where an (x), an 1 ...a4 (x) = 0.

where an (x), an 1 ...a4 (x) = 0.

Classify the Following ODEs

where x=independent variable, y= dependent variable and

Classify the Following ODEs

where x=independent variable, y= dependent variable and

Classify the Following ODEs

Classify the Following ODEs

Classify the Following ODEs

Classify the Following ODEs

M(x, y )dx + N(x, y )dy = 0 (15)

from Eq.16 and Eq.15, one gets M(x, y ) = x y and

M(x, y )dx + N(x, y )dy = 0 (17)

from Eq.18 and Eq.17, one gets M(x, y ) = x 2 + y 2 and

F (x, y , y 0 , y 00 , ...y (n) ) = 0

y 00 y 0 + 6 = 0, (order = 2; linear = yes; degree = 1)

where f (x, y , y 0 ) = y 0 6 is continuous whenever y 0 exist

Solving Eq(21) for P(t) (after finding k by using observational

The law of radioactive decaystates that the rate at which a

Solving Eq(22) for Q(t) (after finding k by using observational

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