Introduction to Differential

Equations
 ordinary differential equations
Definition:
A differential equation is an equation containing an unknown function
and its derivatives.
dy
Examples:. 1.  2x  3
dx
d2y dy
2. 2
 3  ay  0
dx dx
4
d 3 y  dy 
3. 3
    6y  3
dx  dx 

y is dependent variable and x is independent variable,

and these are ordinary differential equations
 Partial Differential Equation
Examples:
 2u  2u
1.  2 0
x 2
y
u is dependent variable and x and y are independent variables,
and is partial differential equation.

 4u  4u
2.  4 0
x 4
t
3.  2 u  2 u u
 2 
x 2
t t

u is dependent variable and x and t are independent variables

 Order of Differential Equation
The order of the differential equation is order of the highest
derivative in the differential equation.

Differential Equation ORDER

dy 1
 2x  3
dx
d2y dy
2
 3  9y  0 2
dx dx
4
d 3 y  dy  3
3
    6y  3
dx  dx 
Degree of Differential Equation
The degree of a differential equation is power of the highest
order derivative term in the differential equation.

Differential Equation Degree

d2y dy
2
 3  ay  0 1
dx dx
4
d 3 y  dy 
3
    6y  3 1
dx  dx 

3 5
 d 2 y   dy 
 2      3  0 3
 dx   dx 
 Linear Differential Equation
A differential equation is linear, if
1. dependent variable and its derivatives are of degree one,
2. coefficients of a term does not depend upon dependent
variable.

Example: d2y dy
1. 2
 3  9 y  0.
dx dx
is linear.

Example:
2. 4
d 3 y  dy 
3
    6y  3
dx  dx 
is non - linear because in 2nd term is not of degree one.
 Example: 3.
d2y dy
x 2
 y  x 3

dx 2 dx
is non - linear because in 2nd term coefficient depends on y.

dy
Example: 4.  sin y
dx
y3
is non - linear because sin y  y   is non – linear
3!
It is Ordinary/partial Differential equation of order… and of degree…, it is
linear / non linear, with independent variable…, and dependent variable….
1st – order differential equation
1. Derivative form:

dy
a1  x   a0  x  y  g  x 
dx
2. Differential form:

1  x  dy  ydx  0
.

3. General form:
dy
dy
 f ( x, y ) or f ( x, y, )  0.
dx dx
Differential Equation Chapter 1 9
First Order Ordinary Differential
equation

Differential Equation Chapter 1 10

Second order Ordinary Differential
Equation

Differential Equation Chapter 1 11

 nth – order linear differential
equation
1. nth – order linear differential equation with constant coefficients.

dny d n 1 y d2y dy
a n n  a n 1 n 1  ....  a 2 2  a1  a0 y  g  x 
dx dx dx dx

2. nth – order linear differential equation with variable coefficients

dy d n 1 y d2y dy
an  x  a n 1  x  n
 ......  a 2  x  2
 a1  x   a0  x  y  g  x 
dx dx dx dx

Differential Equation Chapter 1 12

Solution of Differential Equation

Differential Equation Chapter 1 13

 Examples

y=3x+c , is solution of the 1st order

dy
differential equation  3, c1 is arbitrary constant.
dx
As is solution of the differential equation for every
value of c1, hence it is known as general solution.

Examples
y   sin  x   y   cos  x   C

y   6 x  e x  y   3 x 2  e x  C1  y  x 3  e x  C1x  C2

Observe that the set of solutions to the above 1st order equation has 1 parameter,

while the solutions to the above 2nd order equation depend on two parameters.
Chapter 1

Families of Solutions
Example 9 yy ' 4 x  0
Differential Equation

Solution   9yy ' 4 x  dx  C

1   9 y ( x )y '( x )dx   4 xdx  C1

9y 2
  9 ydy  2 x  C1 
2
 2 x 2  C1  9 y 2  4 x 2  2C1
2
y 2 x2 C1
This yields   C where C  .
4 9 18
Observe that given any point (x0,y0),
there is a unique solution curve of the
above equation which curve goes The solution is a family of ellipses.
through the given point.
 Origin of Differential Equations
Solution
Chapter 1

1.Geometric Origin
1. For the family of straight
lines
y  c1 x  c 2 the differential equation is
Differential Equation

d2y
2
0
dx
2. . For the family of curves

x2 dy
 xy
A. y  ce 2 the differential equation is
dx
3 x
B. y  c1e  c2 e
2x
d 2 y dy
the differential equation is
2
  6y  0
dx dx 16
 Physical Origin
Chapter 1 Chapter 1

1. Free falling stone d 2s

2
 g
dt
where s is distance or height and
g is acceleration due to
gravity.
Equation

2. Spring vertical displacement d2y

m 2  ky
dt
Differential Equation

where y is displacement,
m is mass and
Differential

k is spring
constant
3. RLC – circuit, Kirchoff ’s Second Law
q is charge on
d 2q dq 1 capacitor,
L 2 R  qE L is inductance,
dt dt c c is capacitance.
R is resistance and
E is voltage 17
 Physical Origin
Chapter 1

dT
1.Newton’s Low of Cooling
   T  Ts 
dt
where
dT
is rate of cooling of the liquid,
dt
Differential Equation

is temperature difference between the liquid ‘T’

T  Ts and its surrounding Ts

2. Growth and Decay dy

 y
dt
y is the quantity present at any time

Differential Equation Chapter 1 18