Introduction

Differential equations are a cornerstone of applied mathematics, addressing a

wide array of problems across various scientific and engineering fields. They
provide a foundational framework for modelling, dynamic systems and
forecasting their behavior over time. Serving as a powerful mathematical tool,
they enable the description of complex phenomena, offering a versatile language
to depict the dynamic behavior of systems across diverse disciplines. From the
elegant trajectories of celestial bodies to the intricate dynamics of biochemical
reactions, from ensuring the stability of bridges to understanding fluid flow and
electrical phenomena, differential equations offer a unified framework for
comprehending change over time.
History of differential equations

The origins of differential equations trace back to the advent of calculus by Isaac
Newton and Gottfried Leibniz. In his 1671 work "Methodus fluxionum et
Serierum Infinitarum" Newton delineated three types of differential equations:

In all these cases, where y represents an unknown function of x (or x1 and x2),
and f denotes a given function. He tackled these examples and others using
infinite series, delving into the non-uniqueness of solutions.

In 1695, Jacob Bernoulli introduced the Bernoulli differential equation. This is

an ordinary differential equation of the form

which Leibniz simplified the following year, marking significant progress in the
field. The study of vibrating strings, as found in musical instruments, garnered
attention from notable mathematicians like Jean le Rond d'Alembert, Leonhard
Euler, Daniel Bernoulli, and Joseph-Louis Lagrange. In 1746, d'Alembert
formulated the one-dimensional wave equation, later expanded upon by Euler to
encompass three dimensions.
The Euler-Lagrange equation emerged in the 1750s as Euler and Lagrange delved
into the tautochrone problem, seeking a curve along which a weighted particle
would reach a fixed point in a predetermined amount of time, irrespective of the
starting point. Lagrange's solution in 1755, further refined by Euler, laid the
groundwork for Lagrangian mechanics.

In 1822, Fourier revolutionized the study of heat flow with his seminal work
“Theorie analytique de la chaleur” (The Analytic Theory of Heat), which relied
on Newton's law of cooling. Within this treatise, Fourier proposed his heat
equation for the conductive diffusion of heat, now a staple of mathematical
physics curricula.

Real life example of differential equations:

In classical mechanics, the motion of a body is described by its position and

velocity as the time value varies. Newton's laws allow these variables to be
expressed dynamically (given the position, velocity, acceleration and various
forces acting on the body) as a differential equation for the unknown position of
the body as a function of time. In some cases, this differential equation (called an
equation of motion) may be solved explicitly.

An example of modelling a real-world problem using differential equations is the

determination of the velocity of a ball falling through the air, considering only
gravity and air resistance. The ball's acceleration towards the ground is the
acceleration due to gravity minus the deceleration due to air resistance. Gravity
is considered constant, and air resistance may be modelled as proportional to the
ball's velocity. This means that the ball's acceleration, which is a derivative of its
velocity, depends on the velocity. Finding the velocity as a function of time
involves solving a differential equation and verifying its validity.

Types :

Differential equations can be divided into several types. Apart from describing
the properties of the equations itself, these classes of differential equations can
helps inform the choice of approach to a solution. Commonly used distinctions
include whether the equations is ordinary or partial, linear or non-linear, and
homogeneous or heterogeneous. This list if far from exhaustive; there are many
other properties and subclasses of differential equations which can be very useful
in specific context.
Based on derivatives

Ordinary differential equations:

An ordinary differential equations is an equations containing an unknows
functions of one real or complex variable, its derivatives, and some given
functions of x. the unknown functions is generally represented by a variable ,
which therefore depends on x. Thus x is often called the independent variable of
the equation.

Linear differential equations are the differential equations that are linear in the
unknown function and its derivatives. Most of the ordinary differential equations
are linear differential encountered in physics.

Example of ordinary differential equations:

𝑑2𝑥
= 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡
𝑑𝑡 2
Which is the second order ordinary differential equation.

Partial differential equations:

The differential equation that contains the partial derivatives of a function of two
or more variables is knows as partial differential equations.
𝜕2 𝑢 𝜕2 𝑢
If u = u(x, y) then, 2
+ = 0 is a partial differential equations of second
𝜕𝑥 𝜕𝑦 2
order.

Based on order of derivatives

First order differential equation:

A differential equations that contains first order derivatives of a function, which
may also contain function itself is known as first order differential equation.

For example;

𝑑𝑦
+ 4𝑥 = 6𝑦
𝑑𝑥
Where y = y(x) is a function of independent variable of x.
The method for solving first order differential equation depends on its form.

Variable separable form:

The equation which is in variable separable form can we solve by reducing the
equation in separated form and integration of each terms gives the solution of
such differential equation.

Higher order differential equation:

A differential equation that contains second order derivatives or higher order
derivatives of a function, which may also contain function itself is known as
higher order differential equation. For example,
𝑑2𝑦 𝑑𝑦
2
+ 4𝑥 + 𝑦 = 6𝑥 is a second order differential equation.
𝑑𝑥 𝑑𝑥

Based on degree

Linear differential equation:

A differential equation that does not contain product terms of function (y) and its
derivatives and can be written as a polynomial in terms of the function y with
respect to its derivatives as degree of polynomial is called linear differential
equations.

For example,
𝑑2𝑦 𝑑𝑦
+ 5 + 4𝑦 = 𝑥 where y = y(x) is a second order linear differential equation
𝑑𝑥 𝑑𝑥
as its is polynomial in y with respect to the order of derivatives.

The method of solving the linear first order differential equation

Bernouli’s equation :
𝑑𝑦
An equation of the form + 𝑝(𝑥)𝑦 = 𝑄(𝑥)𝑦 𝑛 is called Bernouli’s equation.
𝑑𝑥
Such type of equation can be solve by reducing into linear differentia equation.

First dividing both side by 𝑦 ′′ we get,

𝑑𝑦
𝑦 −𝑛 + 𝑃(𝑥)𝑦 −𝑛+1 = Q(x)
𝑑𝑥

Putting 𝑦 −𝑛+1 = v and differentiating with respect to x,

 𝑑𝑣
Then the equation become + [(1 − 𝑛) 𝑝(𝑥)]𝑣 = (1 − 𝑛) 𝑄(𝑥) which is linear
𝑑𝑥
differential equation in v. it can be solved by the method of linear equation.

Non – linear differential equation:

The differential equation which are not linear differential equations are termed as
non-linear differential equations.

For example;

𝑦 ′′ + sin 𝑦 = 0 is non linear differential equation .

The Non – linear first order differential equation can be solved by Clairaut’s
equation:

A first order non-linear differential equation of the form

𝑑𝑦
Y = px +f(x) where p
𝑑𝑥

Is known as clairaut’s equation using the method for solvable y.

Differentiate with respect to x

𝑑𝑦 𝑑𝑝 𝑑𝑝
=𝑝+𝑥 + 𝑓 ′ (𝑝)
𝑑𝑥 𝑑𝑥 𝑑𝑥

𝑑𝑝 𝑑𝑝
𝑝 =𝑝+𝑥 + 𝑓 ′ (𝑝)
𝑑𝑥 𝑑𝑥
𝑑𝑝
(𝑥 + 𝑓 ′ (𝑝)) = 0
𝑑𝑥
𝑑𝑝
=0 And x + 𝑓 ′ (𝑝)
𝑑𝑥

𝑑𝑝
For general solution =0
𝑑𝑥

dp = 0

integrating ,p = c

substituting value we get general solution y = cx +f(x).

Based on function of independent variable

Homogeneous differential equation:

A differential equation that contains only the terns of function y =y(x) and its
derivatives and no any constant term or any other function of x is called
homogeneous differential equation. For example,

2𝑦 ′ + 𝑦 = 0 is a first order homogeneous differential equation.

𝑦 ′′ +4xy=0 is second order homogeneous differential equation.

Second order homogeneous different equation can be solve by Cauchy equation:

The secondary differential equation with variable coefficients of the form

𝑥 2 𝑦 ′′ + 𝑎𝑥 𝑦 ′ + 𝑏𝑦 = 0

Is called Cauchy equation.

Non-Homogeneous differential equation:

A differential equation that contains some constant terms or any function of
independent variable is called non-homogeneous differential equation.

For example,

𝑦 ′ +2y = 4x is a first order non-homogeneous differential equation.

𝑦 ′′ + 5𝑦 = 7𝑥 2 is a second order non-homogeneous differential equation.

The general method to solve the non – homogeneous differential equation with
constant coefficient and variable coefficient by determining the 𝑦𝑛 (𝑥) as general
solution and 𝑦𝑝 (𝑥) as particular solution.

𝑦𝑛 (𝑥) is given by 𝐶1 𝑦1 (𝑥) + 𝑐2 𝑦2 (𝑥)

𝑦2 (𝑥) 𝑅(𝑥) 𝑦1 (𝑥) 𝑅(𝑥)
And 𝑦𝑝 (𝑥) = −𝑦1 (𝑥) ∫ + 𝑦2 (𝑥) ∫
𝑊(𝑦1 (𝑥) ,𝑦2 (𝑥) ) 𝑊(𝑦1 (𝑥) ,𝑦2 (𝑥) )
 𝑦1 𝑦1
Where W(𝑦1 (𝑥), 𝑦2 (𝑥)) = | 𝑦 ′ 𝑦2′ | is Wronskian determinant of independent
1
solutions 𝑦1 (𝑥) and 𝑦2 (𝑥).

Application of differential equation

The study of differential equations covers a wide range, looked at closely for their
properties and meanings. In pure math, the focus is on explaining the existence
and uniqueness of solutions, while applied math emphasizes justifying methods
for finding solutions with great care. Differential equations are very important
tools for modelling almost every physical, technical, or biological process.

Many important laws in physics and chemistry can be expressed as differential

equations. In biology and economics, these equations are used to model the
behaviour of complex systems. The beginning of the mathematical study of
differential equations happened alongside their use in various sciences. However,
interestingly, different problems from different scientific areas may lead to the
same differential equations. When this happens, the mathematical theory behind
the equations becomes a way to understand many different things. For example,
think about how light and sound move through the air and how waves move on
water. All of these can be described by the same type of equation called the wave
equation. This way of looking at things lets us understand light and sound as types
of waves, like ripples on water. Similarly, the way heat spreads, as explained by
Joseph Fourier, is controlled by another type of equation called the heat equation.
Even though it might seem like different things, many processes that spread out,
like heat or information in finance, can be described by the same equation.

There are the few examples applications of the daily life problem solving and
modelling the problems using the differential equations;

Modeling of electric circuit by first order differential equation.

Consider a electric containing the resistor, inductor and capacitor connected
series with the power source of electric energy. If the close the circuit the current
of magnitude I is flowing through the circuit and this causes the voltage drops
across the each components. Where the potential at two ends of the components
will be different. Experimentally it has found that

By ohms law” the voltage drop across the resistor is proportional to the
instantaneous current I . say

𝐸𝑅 = 𝑅𝐼
 where R is proportionality constant called resistance of the resistor.

By faraday’s law ,” the voltage drop across the inductor is proportional to the
instantaneous time rate of change of the current I. i.e,

𝑑𝐼
𝐸𝑅 = 𝐿
𝑑𝑡
Where L is proportionality constant called inductance of the inductor.

By coulomb’s law,” the voltage drop across the capacitor is proportional to the
electric charge Q on the capacitor.”

1
𝐸𝑐 = 𝑄
𝐶
Where c is proportionality constant called capacitance of the capacitor.

Note , that the current(I) is defined as rate of flow of charge (Q) per unit time. i.e,
𝑑𝑞
I=
𝑑𝑡

Applying kirchoff’s law , the equation for the given

circuit is

E(t) = 𝑉𝑅 + 𝑉𝑙
𝑑𝐼
E(t) = IR + L …………(i)
𝑑𝑡

Which is linear differential equation.

𝑅 𝑅
Its integrating factor I.F = 𝑒 ∫𝐿 𝑑𝑡 = 𝑒 𝐿 𝑡

Multiplying both side by I.F ,we get

𝑑 𝑅 𝐸 𝑅
(𝐼 ∗ 𝑒 𝐿 𝑡 ) = 𝑒 𝐿 𝑡
𝑑𝑡 𝐿
Integrating both side, we get
𝑅 𝑅
𝐸
I𝑒 𝐿 𝑡 = ∫ 𝑒 𝐿 𝑡 𝑑𝑡 + 𝑘
𝐿
Thus the solution of (1) is given by
𝑅 𝑅
𝐸
I(t)=𝑒 − 𝐿 𝑡 [∫ 𝑒 𝐿 𝑡 𝑑𝑡 + 𝑘] ……………(ii)
𝐿

The result of (2) depends upon the form of electromotive force E = E(t).

Case I: if E = E(t) (constant electromotive force) .The solution (ii) becomes

𝑅 𝑅
𝐸0
I(t) = 𝑒 − 𝐿 𝑡 [∫ 𝑒 𝐿 𝑡 𝑑𝑡 + 𝑘]
𝐿

𝑅 𝑅
𝐸0 𝐿
= 𝑒 −𝐿𝑡 [ 𝑒 𝐿𝑡 𝑑𝑡 + 𝑘]
𝐿 𝑅

𝑅
𝐸0 − 𝑡
I(t) = +𝑘𝑒 𝐿 …………………(iii)
𝑅

Also when t = 0 ,I(0) = 0

𝐸0
K= -
𝑅

The solution of (iii) becomes

𝑅
𝐸0
I(t) = [1 − 𝑒 − 𝐿 𝑡 ]
𝑅

Which gives the current in the circuit at any time t.

Case II: if E = E(t) varying electromotive force

𝑅 𝑅
− 𝑡 𝐸 𝑡
The solution (ii) becomes I(t)=𝑒 𝐿 [∫
𝐿
𝑒 𝑑𝑡 + 𝑘]
𝐿

If E = 𝐸0 sin𝜔𝑡 then required equation becomes

On integrating , we get
 𝑅 𝑅
𝐸0
I(t) = 𝑒 − 𝐿 𝑡 [∫ 𝑒 𝐿 𝑡 sin𝜔𝑡 𝑑𝑡 + 𝑘]
𝐿

𝑅
𝑅 𝑡
𝐸 𝑒𝐿 𝑅
= 𝑒 −𝐿𝑡 [ 0 𝑅 2 ( sin𝜔𝑡 − 𝜔 cos𝜔𝑡) + 𝑘]
𝐿 ( ) +𝜔2 𝐿
𝐿

𝑅
𝐸0
= (R sin𝜔𝑡 − 𝜔𝐿 cos𝜔𝑡) + 𝑘𝑒 − 𝐿 𝑡
𝑅 2 +𝜔2 𝐿2

𝑑𝐼 𝑅 𝐸
Which is the required equation of the differential equation + 𝐼= .
𝑑𝑡 𝐿 𝐿

Modeling of mass spring by second order differential equation

Let us consider the motion of an object with mass m attached at the end of the
spring in vertical horizontal position as shown in fig.

Let the spring be stretched through length x from its equilibrium position.

Then, the restoring force for the stretch x or compression x of the spring, by
hook’s law is

𝐹𝑅 = −𝐾𝑥

Where k is positive constant called spring constant . By newton’s law of motion,

the two forces
𝑑2𝑥
F=m
𝑑𝑡 2

And the restoring force of spring is equal to

𝑑2𝑥
m = −𝐾𝑥
𝑑𝑡 2

𝑑2𝑥
m + 𝐾𝑥 = 0
𝑑𝑡 2
 𝑑2𝑥
m +𝜔2 𝑥 = 0 ………………….(i)
𝑑𝑡 2

𝐾
where 𝜔2 = , known as frequency of the motion.
𝑚

Equation (i) is secondary order constant coefficient homogeneous differential

equation . It’s A.E is

𝜆2 + 𝜔2 = 0

𝜆 = ±𝑖 𝜔

Thus, the displacement x(t) at any time t is given by,

X(t) = 𝑐1 cos 𝜔𝑡 + 𝑐2 sin 𝜔𝑡

If we take 𝑐1 = 𝐴 𝑐𝑜𝑠𝛿, 𝑐2 = -A sin𝛿 then,

X(t) = A cos (𝜔𝑡 + 𝜔), where A = √𝑐1 + 𝑐2 known as amplitude of the motion.

Numerical

An RL circuit has an emf of 5v, a resistance of 50 𝛺 and inductance of

1 H and no additional current source. Find the current in the circuit.
Solution,

We have,

Constant emf (𝐸0 ) = 5v

Resistance ( R ) = 50 𝛺

Inductance ( L ) = 1H

The general solution for the constant emf of an RL circuit is

𝑅
𝐸0
I(t) = [1 − 𝑒 − 𝐿 𝑡 ]
𝑅

5
I(t) = [1 − 𝑒 −50𝑡 ]
50
I(t) = 0.1 ( 1 - 𝑒 −50𝑡 )

Which is shown in figure.

The steady state current is given where t → ∞ and 𝐼𝑠𝑡𝑒𝑎𝑑𝑦 = 0.1𝐴.

And the transient current at any instant is I(t) = 0.1 ( 1 - 𝑒 −50𝑡 ).

The current in the circuit shows asymptotic behaviour and the line I(t) = 0.1 is
asymptote to the current.

A spring with a mass 2 kg has natural length 0.5 m. A force of 25.6N is

required to maintain if stretched to a length of 0.7m. If the spring is
stretched to a length of 0.7 m and then released with initial velocity 0,
find the position of the mass at any point t.
Solution,

We know general differential equation for spring mass system is

𝑑2𝑥
m + 𝑘𝑥 = 0 ………. (i)
𝑑𝑡 2

Using hook’s law, the force required to stretch the spring is

K * 0.2 = 25.6
25.6
K= = 128
0.2

Also, m=2;

From equation (i)

𝑑2𝑥
2 + 128𝑥 = 0
𝑑𝑡 2

It’s auxiliary equation is

2𝑟 2 + 128 = 0

𝑟 2 = −64.
r = ± 8𝑖

Thus, the general solution is

X(t) = 𝐶1 cos 8𝑡 + 𝐶2 sin 8𝑡 ……………(ii)

Then, 𝑥 ′ (𝑡) = −8 𝐶1 cos 8𝑡 + 8 𝐶2 sin 8𝑡

Using x(0) = 0.2 in equation (ii)

we get, 𝐶1 = 0.2

Using 𝑥 ′ (0) = 0 in equation (iii)

We get, 𝐶2 = 0
1
Hence the required solution is x(t) = cos 8t.
5