Differential Equation: Week 1
Dr. Dadang Amir Hamzah, [Link].
President University 1 / 25
Outline
1 What is Differential Equation?
President University 2 / 25
Outline
1 What is Differential Equation?
2 Mathematical Modeling
President University 2 / 25
Outline
1 What is Differential Equation?
2 Mathematical Modeling
3 A Simple Birth Model
President University 2 / 25
Outline
1 What is Differential Equation?
2 Mathematical Modeling
3 A Simple Birth Model
4 Classification of Differential Equation
President University 2 / 25
Outline
1 What is Differential Equation?
2 Mathematical Modeling
3 A Simple Birth Model
4 Classification of Differential Equation
5 Solving First-Order Linear Differential Equations
President University 2 / 25
Outline
1 What is Differential Equation?
2 Mathematical Modeling
3 A Simple Birth Model
4 Classification of Differential Equation
5 Solving First-Order Linear Differential Equations
President University 3 / 25
What is Differential Equation (DE)
An equation, with one or more terms, that involve derivatives of
the dependent variable with respect to an independent variable is
known as a differential equation.
President University 4 / 25
What is Differential Equation (DE)
An equation, with one or more terms, that involve derivatives of
the dependent variable with respect to an independent variable is
known as a differential equation.
In simple words, a differential equation consists of derivatives,
which could either be ordinary derivatives or partial derivatives.
President University 4 / 25
What is Differential Equation (DE)
An equation, with one or more terms, that involve derivatives of
the dependent variable with respect to an independent variable is
known as a differential equation.
In simple words, a differential equation consists of derivatives,
which could either be ordinary derivatives or partial derivatives.
A Differential Equations are arise from a Mathematical Modeling.
President University 4 / 25
Examples of Differential Equations
Here are four examples of differential equations that arise in various
applications:
q
θ00 + gl sin θ = 0, (pendulum equation)
Rq 0 + 1
Cq = sin ωt, (RC circuit equation)
p
p0 = rp − K (population equation)
T 0 = −h(T − Q) (heating-cooling equation)
President University 5 / 25
Outline
1 What is Differential Equation?
2 Mathematical Modeling
3 A Simple Birth Model
4 Classification of Differential Equation
5 Solving First-Order Linear Differential Equations
President University 6 / 25
Mathematical Modeling
President University 7 / 25
Outline
1 What is Differential Equation?
2 Mathematical Modeling
3 A Simple Birth Model
4 Classification of Differential Equation
5 Solving First-Order Linear Differential Equations
President University 8 / 25
A Simple Birth Model
Consider a population of a species (Cell, Bacteria, Viruses, etc.)
President University 9 / 25
A Simple Birth Model
Consider a population of a species (Cell, Bacteria, Viruses, etc.)
Assumptions: (i) No individual die, (ii) There are no interactions
between individuals, (iii) The birth rate (increment) b > 0 is the
same for all individuals.
President University 9 / 25
A Simple Birth Model
Consider a population of a species (Cell, Bacteria, Viruses, etc.)
Assumptions: (i) No individual die, (ii) There are no interactions
between individuals, (iii) The birth rate (increment) b > 0 is the
same for all individuals.
Let n(t) denote the population size at time t.
President University 9 / 25
A Simple Birth Model
Consider a population of a species (Cell, Bacteria, Viruses, etc.)
Assumptions: (i) No individual die, (ii) There are no interactions
between individuals, (iii) The birth rate (increment) b > 0 is the
same for all individuals.
Let n(t) denote the population size at time t.
In a small time period ∆t, the increase in the total population is
b∆t × n(t). Thus
n(t + ∆t) = n(t) + b∆tn(t).
President University 9 / 25
A Simple Birth Model
Rewriting leads to
n(t + ∆t) − n(t)
= bn(t)
∆t
President University 10 / 25
A Simple Birth Model
Rewriting leads to
n(t + ∆t) − n(t)
= bn(t)
∆t
Letting ∆t → 0 we have a differential equation
dn(t)
= bn(t)
dt
President University 10 / 25
A Simple Birth Model
Rewriting leads to
n(t + ∆t) − n(t)
= bn(t)
∆t
Letting ∆t → 0 we have a differential equation
dn(t)
= bn(t)
dt
If the initial population size is n(0) = a, then the solution is
n(t) = aebt .
President University 10 / 25
A Simple Birth Model
Rewriting leads to
n(t + ∆t) − n(t)
= bn(t)
∆t
Letting ∆t → 0 we have a differential equation
dn(t)
= bn(t)
dt
If the initial population size is n(0) = a, then the solution is
n(t) = aebt .
The population size is predicted at time t with absolute certainty,
once the initial size a and the birth rate b can be determined.
President University 10 / 25
A Simple Birth Model
Figure: General Solution of a Simple Birth Model
President University 11 / 25
Outline
1 What is Differential Equation?
2 Mathematical Modeling
3 A Simple Birth Model
4 Classification of Differential Equation
5 Solving First-Order Linear Differential Equations
President University 12 / 25
Classification of DE - Type
A Differential Equation can be classified based on Type, Order,
Linearity, and Homogeneity.
President University 13 / 25
Classification of DE - Type
A Differential Equation can be classified based on Type, Order,
Linearity, and Homogeneity.
Based on Type a Differential Equation can be classified into:
1 Ordinary Differential Equation (ODE)
2 Partial Differential Equation (PDE)
President University 13 / 25
Classification of DE - Type
A Differential Equation can be classified based on Type, Order,
Linearity, and Homogeneity.
Based on Type a Differential Equation can be classified into:
1 Ordinary Differential Equation (ODE)
2 Partial Differential Equation (PDE)
Example of ODE:
dy
=y+x
dx
President University 13 / 25
Classification of DE - Type
A Differential Equation can be classified based on Type, Order,
Linearity, and Homogeneity.
Based on Type a Differential Equation can be classified into:
1 Ordinary Differential Equation (ODE)
2 Partial Differential Equation (PDE)
Example of ODE:
dy
=y+x
dx
Example of PDE:
∂u ∂2u
=
∂t ∂x2
where u is function in variables x and t, that is, u(x, t).
President University 13 / 25
Classification of DE - Type
The order of the highest derivative term involved in a Differential
Equation is known as the order of the differential equation.
President University 14 / 25
Classification of DE - Type
The order of the highest derivative term involved in a Differential
Equation is known as the order of the differential equation.
Example: A differential equation of the form
d3 y dy √
+ 5 + y = x
dx3 dx
has the higher derivative term equal 3, then this differential
equation is of order 3.
President University 14 / 25
Classification of DE - Type
The order of the highest derivative term involved in a Differential
Equation is known as the order of the differential equation.
Example: A differential equation of the form
d3 y dy √
+ 5 + y = x
dx3 dx
has the higher derivative term equal 3, then this differential
equation is of order 3.
Another examples:
I y 000 + 5y 0 − 6y = x2 + 3x
I ẋ + x − 16 = 0
President University 14 / 25
Classification of DE - Linearity
Based on linearity, a Differential Equation can be classified into
linear and Non-Linear.
By linearity, it means that the variable appearing in the equation is
raised to the power of one. The graph of linear functions is
generally a straight line. For example: (3x + 5) is Linear but
(x3 + 4x2 ) is non-linear.
If all the dependent variables and its entire derivatives occur
linearly in a given equation, then it represents a linear differential
equation.
President University 15 / 25
Classification of DE - Linearity
Any differential equation with non-linear terms is known as a
non-linear differential equation.
Example 1: Consider
dy
+ y = 5.
dx
This DE is linear since the highest power of unknown y is equal
one.
Example 2: Consider
dy
− ln y = 10.
dx
This DE is non-linear since there is a term of unknown y in
logarithm function.
President University 16 / 25
Classification of DE - Homogeneity
A Differential Equation can be classified into Homogeneous or
Inhomogeneous.
A first order ODE in the form:
M (x, y)dx + N (x, y)dy = 0
is homogeneous type if both M (x, y) and N (x, y) are
homogeneous functions on the same degree n.
That is, multiplying each variable by a parameter α, we find
M (αx, αy) = αn M (x, y)
and
N (αx, αy) = αn N (x, y).
Thus,
M (αx, αy) M (x, y)
=
N (αx, αy) N (x, y)
President University 17 / 25
Example
Show that the following first order differential equation is
homogeneous
dy x2 + xy
= 2
dx y + xy
President University 18 / 25
Example
Show that the following first order differential equation is
homogeneous
dy x2 + xy
= 2
dx y + xy
Show that the following first order differential equation is not
homogeneous
dy
+ y = ex
dx
President University 18 / 25
Example
Show that the following first order differential equation is
homogeneous
dy x2 + xy
= 2
dx y + xy
Show that the following first order differential equation is not
homogeneous
dy
+ y = ex
dx
Homogeneous second order linear differential equation
d2 y dy
2
+5 + 6y = 0
dx dx
President University 18 / 25
Example
Show that the following first order differential equation is
homogeneous
dy x2 + xy
= 2
dx y + xy
Show that the following first order differential equation is not
homogeneous
dy
+ y = ex
dx
Homogeneous second order linear differential equation
d2 y dy
2
+5 + 6y = 0
dx dx
Non-homogeneous second order linear differential equation
d2 y dy
2
+3 + 2y = 5x
dx dx
President University 18 / 25
Outline
1 What is Differential Equation?
2 Mathematical Modeling
3 A Simple Birth Model
4 Classification of Differential Equation
5 Solving First-Order Linear Differential Equations
President University 19 / 25
First-Order Linear Differential Equations
The general form of First-Order Linear Differential Equation is
dy
+ P (x)y = Q(x)
dx
where P (x) and Q(x) are functions of x only.
To solve the first-order linear differential equation, we first multiply
both sides by the integrating factor
R
P (x)dx
e
The differential equation is then
P (x)dx dy
R R R
P (x)dx P (x)dx
e +e P (x)y = e Q(x).
dx
President University 20 / 25
First-Order Linear Differential Equations
R
The left hand side is derivative of the product y · e P (x)dx , so the
equation takes the form
d R R
(y · e P (x)dx ) = e P (x)dx Q(x)
dx
Integrating both sides yields
R Z R
P (x)dx P (x)dx
ye = Q(x)e dx
The general solution is thus
R Z R
− P (x)dx P (x)dx
y=e Q(x)e dx
President University 21 / 25
Example 1
Solve
dy 2 sin 3x
+ y= .
dx x x2
President University 22 / 25
Example 2
Find the particular solution of
dy
− 3y = xe3x
dx
that satisfies y = 4 when x = 0.
President University 23 / 25
President University 24 / 25
