LESSON 5 & 6 : DIFFERENTIAL EQUATIONS AND FUNCTION IN SEVERAL VARIABLES:

LEARNING OUTCOMES:
 Differential Equations (definition, types, order, degree)
 First Order Equations (Separable, Homogeneous and Exact equations)
 Applications of DE
 Function in several variables

I.1- Definition of Differential Equation

A differential equation is an equation which involves one or more derivatives, or differentials of an unknown function.
Differential equations are an important part of the calculus, the fundamentals of which are presented here. A
differential equation, shortly DE, is a relationship between a finite set of functions and its derivatives. In developing
the theory of differential equations in a systematic manner it is helpful to classify different types of equations. There
are two types of derivatives which usually are (and always can be) interpreted as rates. For example, the ordinary
derivative dy/dx is the rate of change of y with respect to x (independent variable), and the partial derivative ∂u/ ∂x is
the rate of change of u with respect to x when all independent variables except x are given fixed values.
Remark: When an equation involves one or more derivatives with respect to a particular variable, that variable is called
an independent variable. A variable is called dependent if a derivative of that variable occurs in the equation.
Example 1 The following are examples of differential equations involving their respective unknown functions:

Exercise 1 Identify the independent variables, the

dependent variables, and the parameters in the
equations given as examples in this lecture notes.
For example looking at equation (9) i
would be the dependent variable, t the
independent varible, and L , R , C , E , and ω are
called parameters. Again, in equation (10) has one
dependent variable v, and two independent.

I.2-Classification of Differential Equations: Recall

that a differential equation is an equation that
involves derivatives.

Differential equations are classified

generally by:
• type (ordinary or partial)
• order
• degree
• linearity and homogeneity.

i. Classification by type
One important classification is based on whether the
unknown function depends on a single independent
variable or on several independent variables
This allows us to place all differential equations into two types:
 ordinary differential equations (ODE).
 partial differential equations (PDE).
An Ordinary Differential Equation, (ODE) is one containing ordinary derivatives of one or more unknown functions
(dependent variable) with respect to a single independent variable. Examples are equations: (4),(5),(6),(7),(9),(11),
(12),(13),(14),(15),and (16).
A Partial Differential Equation is one involving partial derivatives of one or more dependent variables with respect to
one or more of the independent variables. Examples are equation: (8) and (10).
ii. Classification by Order
Definition: The order of a differential equation is the order of the highest-ordered derivative appearing in the
equation.
The order of a differential equation depends on the order of the derivative that are present in the entire differential
equation. For instance

iii. Classification by Degree

Definition: The degree of a differential equation is the power of the highest derivative term.
The degree of the differential equation is the power (exponent) or the index that its highest ordered derivative is
raised, if the equation is rationalized or cleared of fractions with regard to the dependent variable and its derivatives
involve in it. From equation (11), squaring both sides results in:

iv. Classification by linearity

Generally, a differential equation may be classified as either linear or non-linear. A linear differential equations have
homogeneous solutions which can be added together to form other homogeneous solutions. A linear differential
equation can also be ordinary or partial. The homogeneous solutions to linear equations form a vector space.

The conditions for a linear differential equation are as follows:

 The dependent variable and all its derivatives occur only in the first degree (or to the first power).
 No product of the dependent variable, say y , and/or any of its derivatives present.
 No transcendental function (trigonometric, logarithmic or exponential) of the dependent variable and/or its
derivatives occurs.
V. Homogeneous and Non-homogeneous Differential Equation

Example:

 2  ( x, y )  2  ( x, y )  2  ( x, y )  ( x, y)
a ( x, y )  b ( x , y )  c ( x , y )   ( x, y) 
x 2
xy y 2
x
 ( x, y )
 ( x, y )   ( x, y ) ( x, y )   ( x, y ).
y
If  ( x, y)  0, we have a homogeneous linear equation.
 If  ( x, y)  0, we have a non-homogeneous linear equation.

II. First Order Equations

There are many more options for solving first order equations since there is only one derivative involved, and because
of that, there are many more specific types of equations, and many more possibilities that need to be checked. It
should be noted that the simplest equations of this form can be solved by the same methods as higher order equations
if the conditions hold, but this is generally not the way first order equations are taught because they are too restrictive
and solve very few equations. First order equations tend to come in two primary forms:
𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 𝑜𝑟 𝑦 ′ = 𝑓(𝑥, 𝑦)
All equations can be written in either form, but equations can be split into two categories roughly equivalent to these
forms. For instance: Separable, Homogeneous and Exact equations tend to be in the differential form.
II.1- Separable Equations
Separable equations can be determined by only be determined by performing algebra on a problem. One must be able
to get all the y terms on one side, dy in the numerator and dy must multiply all the terms on that side so that it can be
integrated. Similarly, the other side of the equation must contain all the independent variables (x or t) and dx (or dt) in
the numerator, and all the x (or t) terms multiplied by the dx (or dt).
Example 1. Show that the equation ( 𝑦 2 + 1)𝑑𝑥 = 𝑦𝑠𝑒𝑐 2 𝑥𝑑𝑦 is separable.
𝑑𝑥 𝑦𝑑𝑦
If we divide both sides by 𝑦 2 + 1 and 𝑦𝑠𝑒𝑐 2 𝑥 we get 𝑠𝑒𝑐 2 𝑥
= 𝑦2 +1 . these can be easily integrated if we convert the
secants to cosines.

II.2- Homogeneous Equations

Sometimes we can made non separable equations into separable ones with the substitution y=vx, where
v is some function of x. To test whether this will work or not, replace x with tx, and y with ty. If you can
factor out all the t’s from each term of the equation, then it will be homogeneous and this substitution
will work.
Example 3. Determine if the equation (x-y)dx +xdy=0 is homogeneous.
If we do the replacement we get (tx-ty)= t(x-y), and obviously, this works fine with tx = t(x).
From here, do the replacement y=vx (and its derivative). The equation will be separable now.

II.3- Exact

III. Applications of Differential Equations

(As Homework)

IV- Function in several variables

A function in several variables is a mathematical concept that involves more than one independent variable. It is a
rule or relationship between multiple variables that produces a single output. For example a function of two variables
could be 𝑓(𝑥, 𝑦) = 3𝑥𝑦 2 + 5𝑥 − 3𝑦 where 𝑥 𝑎𝑛𝑑 𝑦 are the independent variables, and 𝑓(𝑥, 𝑦) is the output.