Pamantasan ng Lungsod ngMaynila

College of Engineering and Technology

Differential Equations

Introduction to Differential
Equations

Prepared by:
Engr. Jenalyn Macarilay Engr. Reynaldo Ted Peñas III
Electronics Engineering Department
 LEARNING OBJECTIVES
Students should be able to:
Understand and explain the concept of
differential equations
Classify the differential equations with respect
to their type, order, degree and linearity
Solve the problems dealing with the general
and/ or particular solution, eliminate arbitrary
constants, and families of curves.
 DEFINITION
A differential equation is an equation that involves an
unknown function 𝑦𝑦 = 𝑓𝑓(𝑥𝑥) and a finite number of its
derivatives
 Usually a derived mathematical model of some
physical phenomenon.
Ex.
𝑑𝑑𝑑𝑑
= 𝑓𝑓 𝑥𝑥 𝑜𝑜𝑜𝑜 𝑦𝑦 ′ = 𝑓𝑓(𝑥𝑥)
𝑑𝑑𝑑𝑑
Ex. Newton’s Second Law Of Motion
𝐹𝐹 = 𝑚𝑚𝑚𝑚
𝑑𝑑𝑑𝑑 𝑑𝑑 2 𝑢𝑢
𝑎𝑎 = = 2
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑

as a differential equation
𝑑𝑑𝑑𝑑
𝐹𝐹 𝑡𝑡, 𝑣𝑣 = 𝑚𝑚
𝑑𝑑𝑑𝑑
𝑑𝑑𝑢𝑢 𝑑𝑑 2 𝑢𝑢
𝐹𝐹 𝑡𝑡, 𝑢𝑢, = 𝑚𝑚 2
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
 may be written or expressed in

a.derivative form or function notation form

𝑦𝑦’’ − 𝑦𝑦’ = 2𝑦𝑦 𝑜𝑜𝑜𝑜 𝑓𝑓’’(𝑥𝑥) − 𝑓𝑓’(𝑥𝑥) = 2𝑓𝑓(𝑥𝑥)

b. differential form
𝑑𝑑 2 𝑦𝑦 𝑑𝑑𝑦𝑦
2
− = 2𝑦𝑦
𝑑𝑑𝑥𝑥 𝑑𝑑𝑥𝑥

c. differential operator form

𝐷𝐷 2 𝑦𝑦 − 𝐷𝐷𝐷𝐷 = 2𝑦𝑦
APPLICATIONS OF DIFFERENTIAL
EQUATIONS

Just some of the many

examples
CLASSIFICATION OF DIFFERENTIAL
EQUATIONS

1.According to type
2.According to order and degree
3.According to linearity
 CLASSIFICATION OF DIFFERENTIAL
EQUATIONS
 According to type
1. Ordinary differential equation - involves an unknown
function of only one variable
𝑑𝑑 𝑛𝑛 𝑦𝑦 𝑑𝑑 𝑛𝑛−1 𝑦𝑦 𝑑𝑑 2 𝑦𝑦 𝑑𝑑𝑑𝑑
𝑎𝑎0 𝑥𝑥 + 𝑎𝑎1 𝑥𝑥 +. . +𝑎𝑎𝑛𝑛−2 𝑥𝑥 + 𝑎𝑎𝑛𝑛−1 𝑥𝑥 + 𝑎𝑎𝑛𝑛 𝑥𝑥 𝑦𝑦 = 𝑅𝑅 𝑥𝑥
𝑑𝑑𝑥𝑥 𝑛𝑛 𝑑𝑑𝑥𝑥 𝑛𝑛−1 𝑑𝑑𝑥𝑥 2 𝑑𝑑𝑑𝑑

2. Partial differential equation - involves an unknown function

of two or more variables
𝜕𝜕𝜕𝜕 𝜕𝜕𝜕𝜕
𝑏𝑏0 𝑥𝑥, 𝑦𝑦 + 𝑏𝑏1 𝑥𝑥, 𝑦𝑦 = 𝑅𝑅(𝑥𝑥, 𝑦𝑦)
𝜕𝜕𝜕𝜕 𝜕𝜕𝑦𝑦
 CLASSIFICATION OF DIFFERENTIAL
EQUATIONS

 According to degree and order (dependent variable)

1. Order – the highest ordered derivative

appearing in the equation

2. Degree – the exponent or power to which the

highest order derivative is raised
 CLASSIFICATION OF DIFFERENTIAL
EQUATIONS
 According to linearity
1. Linear
o the exponents of the dependent variable and its derivatives must not be
greater than one.
o no products of the dependent variable and/or any of its derivatives are
present in a term
o no transcendental functions (trigonometric or logarithmic etc) of the
dependent variable or any of its derivatives occur.
o Linearity must be established in each term of the equation
2. Nonlinear – elsewise.
 EXAMPLE
Determine the type, order, degree and linearity of
each differential equation.
1 𝑑𝑑 2
𝑑𝑑𝑑𝑑 −𝑦𝑦
𝑎𝑎. 𝑥𝑥 = 𝑒𝑒
𝑥𝑥 2 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑

𝜕𝜕𝜕𝜕 𝜕𝜕𝜕𝜕 𝜕𝜕 2 𝑢𝑢 𝜕𝜕 2 𝑢𝑢
𝑏𝑏. + + 𝛼𝛼 2 = 𝛽𝛽 2
𝜕𝜕𝜕𝜕 𝜕𝜕𝜕𝜕 𝜕𝜕𝑥𝑥 𝜕𝜕𝜕𝜕

𝑐𝑐. 𝑦𝑦 𝑉𝑉 +2𝑦𝑦′′ − (𝑡𝑡 − 2)𝑦𝑦′ = 𝑡𝑡 2 + cos 𝑡𝑡

𝜕𝜕 2 𝑢𝑢 2
𝜕𝜕 2 𝑢𝑢 𝜕𝜕 2 𝑢𝑢 𝜕𝜕 2 𝑢𝑢
𝑑𝑑. = 𝑐𝑐 𝑢𝑢 2 + 𝑦𝑦 2 + 𝑧𝑧 2
𝜕𝜕𝑡𝑡 2 𝜕𝜕𝜕𝜕 𝜕𝜕𝑦𝑦 𝜕𝜕𝑧𝑧
3
𝑑𝑑 2 𝑦𝑦 𝑑𝑑 2 𝑦𝑦 𝑑𝑑𝑑𝑑
𝑒𝑒. − 3𝑥𝑥 2 + = sin 𝑥𝑥
𝑑𝑑𝑑𝑑 2 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
 EXAMPLE

Answers:
Equation Type Order Degree Linearity
a Ordinary 2 1 Nonlinear
b Partial 2 1 Linear
c Ordinary 5 1 Linear
d Partial 2 1 Nonlinear
e Ordinary 2 3 Nonlinear
 GENERAL SOLUTION OF
A DIFFERENTIAL EQUATION

General solution – the set of all possible solutions

which satisfies the differential equation
o Contains one or more arbitrary constant called
parameters
o free of derivatives of any order
o obtained by integrating the differential
equation
 VERIFYING SOLUTIONS TO DE
𝑑𝑑 2 𝑦𝑦
Consider the equation = 𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥
𝑑𝑑𝑑𝑑 2

The general solution is 𝑦𝑦 = −2𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 − 𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥 + 𝑐𝑐1 𝑥𝑥 + 𝑐𝑐2

* Solutions can be verified by substitution

 EXAMPLE
𝑑𝑑𝑑𝑑
= 𝑥𝑥 2 + 3
𝑑𝑑𝑑𝑑
� 𝑑𝑑𝑑𝑑 = �( 𝑥𝑥 2 + 3) 𝑑𝑑𝑑𝑑

� 𝑑𝑑𝑑𝑑 = � 𝑥𝑥 2 𝑑𝑑𝑑𝑑 + � 3𝑑𝑑𝑑𝑑

𝒙𝒙𝟑𝟑
𝒚𝒚 = − 𝟑𝟑𝟑𝟑 + 𝐂𝐂
𝟑𝟑
 PARTICULAR SOLUTION AND INITIAL
VALUE PROBLEMS (IVP)
Particular solution - the solution obtained from the
general solution by assigning particular values to
the arbitrary constants

Initial Value Problem (IVP)- an ordinary differential

equation together with an initial condition which
specifies the value of the arbitrary constant at a
given point in the domain
 EXAMPLE
𝑦𝑦 ′ = 𝑥𝑥 2 + 3, 𝑦𝑦 2 = 3
𝑑𝑑𝑑𝑑
= 𝑥𝑥 2 + 3
𝑑𝑑𝑑𝑑
� 𝑑𝑑𝑑𝑑 = �( 𝑥𝑥 2 + 3) 𝑑𝑑𝑑𝑑

� 𝑑𝑑𝑑𝑑 = � 𝑥𝑥 2 𝑑𝑑𝑑𝑑 + � 3𝑑𝑑𝑑𝑑

𝒙𝒙𝟑𝟑
𝒚𝒚 = − 𝟑𝟑𝟑𝟑 + 𝐂𝐂 General Solution
𝟑𝟑
Substitute 𝑥𝑥 = 2 𝑎𝑎𝑎𝑎𝑎𝑎 𝑦𝑦 = 3 to the G.S , to get the value of the arbitrary constant C
23
3= − 3 2 + 𝐶𝐶
3
19
𝐶𝐶 =
3
Substitute C to the G.S to obtain the particular solution

𝒙𝒙𝟑𝟑 𝟏𝟏𝟏𝟏
𝒚𝒚 = − 𝟑𝟑𝟑𝟑 + Particular Solution
𝟑𝟑 𝟑𝟑
 EXAMPLE

Given:

1. dr
r = −4tdt, when t = 0, r = r 0
2. 2y y ' = x , when y(2)=3
1

1+ y2
3. ydy 𝑑𝑑𝑥𝑥
= 𝑥𝑥
, when y (2) = 3
1+ y2
 EXAMPLE

Answers:
−2𝑡𝑡 2
1. 𝑟𝑟 = 𝑟𝑟0 𝑒𝑒
2. 𝑦𝑦 = 5𝑥𝑥 − 1

1
3. 𝑦𝑦 = 10𝑥𝑥 2 − 4
2
 ELIMINATION OF ARBITRARY
CONSTANTS
A way to generate a differential equation from an
equation that expresses a relation of variables and
coefficients.
The number of derivatives of the produced differential
equation should be equal to the number of distinct
arbitrary constants to be eliminated.
 EXAMPLE
Find the differential equation whose general solution has the form
𝑦𝑦 = 𝑐𝑐1 + 𝑐𝑐2 𝑒𝑒 −3𝑥𝑥
SOLUTION:
Since the number of arbitrary constants in the equation is equal to the
number of times we must solve for the derivative , then

𝑦𝑦 ′ = −3𝑐𝑐2 𝑒𝑒 −3𝑥𝑥 Eqn. 1

𝑦𝑦 ′′ = 9𝑐𝑐2 𝑒𝑒 −3𝑥𝑥 Eqn. 2
Solve simultaneous systems of equations; (3*Eqn.1 then add to Eqn.2)

Answer: 𝒚𝒚′′ + 𝟑𝟑𝒚𝒚′ = 𝟎𝟎

 EXAMPLE

Given:
1. y = c1 cos 2x + c2 sin 2x
2. cy2 = x2 + y
3. x2 y =1+ cx
4. y = Aex + Bxex
 EXAMPLE

Answers:
1. y "+ 4 y = 0
2. 2xydx − (y + 2 x 2
)dy = 0
3. (x 2 y +1)dx + x3 dy = 0
4. y "− 2 y '+ y = 0
 FAMILIES OF CURVES

A set of curves whose equations are of the same

form but which have different values assigned to one
or more parameters in the equations.
Obtained by eliminating arbitrary constants (but
leaving the parameters) through differentiation of
equation of relation.
 EXAMPLE
Find the differential equation of the family of lines that passes through
the origin
Solution:
𝑦𝑦 = 𝑚𝑚𝑚𝑚 + 𝑏𝑏
Since 𝑏𝑏 = 0
The equation becomes
𝑦𝑦 = 𝑚𝑚𝑚𝑚 Eqn.1
Apply the solution of elimination of arbitrary constant
𝑦𝑦 ′ = 𝑚𝑚 Eqn.2
 EXAMPLE
𝑦𝑦
Since 𝑚𝑚 = from Eqn.1
𝑥𝑥

Substitute to Eqn.2 to eliminate parameter m

′
𝑦𝑦
𝑦𝑦 =
𝑥𝑥

Answer: 𝒚𝒚′ 𝒙𝒙 − 𝒚𝒚 = 𝟎𝟎
 EXAMPLE
Given:
1. Straight lines with with slope and x-intercept equal
2.Circles tangent to the x-axis.
3.Parabolas with vertex and focus on the x-axis.
4.The trisectrices of maclaurin
𝑦𝑦 2 𝑎𝑎 + 𝑥𝑥 = 𝑥𝑥 2 (3𝑎𝑎 − 𝑥𝑥)
 EXAMPLE

Answers:
1. ( y ')= xy '− y
3 2
2. 1+ ( y ')  =  yy "+1+ ( y ') 
2 2

   
3. yy "+ ( y ') = 0
2

4. (3 x 4 − 6 x 2 y 2 − y 4 )dx + 8 x 3 ydy =0
 REFERENCES
c

• Elementary Differential Equations by Rainville and

Bedient, 9ed
• Advanced Engineering Mathematics by Kreyszig,
9ed
• Online references and journals
• Calculus with Analytic Geometry by Peterson
c

THANK YOU