Differential Equations

Chapter 1

Introduction
Chapter 1

Introduction
Introduction

Differential Equations comprise one of the most powerful mathematics tools, with application
to all fields of scientific endeavor. The application to engineering, physics and science
generally are of greatest importance. Your being able to express physical laws in the language
of differential equations, to solve these equations by modern techniques and to interpret results
in terms of the original problem will be a very great advantage in your practice in the field.

Today, we use the same theory to learn about satellites, their orbits, and methods of guiding
them. Around 1865, Maxwell conceived a relation between an electric current and
corresponding magnetic field, express a s partial differential equation, solved them, and from
the result predicted the waves of the radio.

Differential equations have played a prominent role in the development of the theories of radio,
radar, television, and electricity generally. Similar remarks apply to nearly very important
branch of science.

This module will introduce you to the concepts of differential equations.

Specific Objectives

At the end of the lesson, the students should be able to:

- Define and explain the concept of differential equations and their solutions;
- Classify the differential equations with respect to their order and linearity; and
- Solve for the solution of a given differential equation.
Duration

Chapter 1: Introduction = 8 hours

(6.5 hours discussion; 1.5
hours assessment)
Lesson Proper

Differential Equation

In general, a differential equation is an equation containing derivatives or differentials.

Example 1.1
1. 𝑦′ − 𝑥𝑦 = 30
𝑑4 𝑥 𝑑2 𝑥
2. + 5 𝑑𝑡 2 + 3𝑥 = 𝑠𝑖𝑛𝑡
𝑑𝑡 4

𝑑2 𝑦 𝑑𝑦 2
3. + 𝑥𝑦 (𝑑𝑥 ) = 0
𝑑𝑥 2
𝜕2 𝑢 𝜕2 𝑢
4. − 𝜕𝑥2 = 0
𝜕𝑡 2
𝜕2 𝑢 𝜕2 𝑢 𝜕2 𝑢
5. 𝜕𝑥 2
+ 𝜕𝑦2 + 𝜕𝑧 2 = 0
𝜕𝑣 𝜕𝑣
6. + =𝑣
𝜕𝑠 𝜕𝑡

From the brief list of differential equations given above, it is clear that the various
variables and derivatives involved in a differential equation can occur in a variety of ways.
Clearly some kind of classification must be made. To begin with, we classify differential
equations according to whether there is one or more than one independent variable involved.

Ordinary Differential Equation

A differential equation involving ordinary derivatives of one or more dependent variables

with respect to a single independent variable is called an ordinary differential equation.
In example 1.1, equations 1 to 3 are ordinary differential equations. In Equations 1 and 3,
the variable x is the single independent variable, and y is a dependent variable. In Equation 2,
the independent variable is t, whereas x is the dependent.

Partial Differential Equation

A differential equation involving partial derivatives of one or more dependent variables

with respect to more than one independent variable is called a partial differential equation.
In example 1.1, equations 4 to 6 are partial differential equations. In Equation 4, the
variables t and x are independent variables, and u is a dependent variable. In Equation 5, there
are three independent variables: x, y, and z; u is dependent. In Equation 6, the independent
variables are s and t, whereas v is dependent.
We further classify differential equation, both ordinary and partial, according to the order
of the highest derivative appearing in the equation.

Order of the Differential Equation

The order of the highest ordered derivative involved in a differential equation is called the
order of differential equation.
In example 1.1, the ordinary differential equation (1) is of the first order. Equation (2) is
an ordinary differential equation of the fourth order, since the highest derivative involved is
a 4th derivative. Equation (3) is an ordinary differential equation of the second order. The
partial differential equations (4) and (5) are of the second order; and (6) is of the first order.
Degree of the Differential Equation

The degree of the differential equation is the highest power to which the highest order
derivative in the equation is raised.
Example 1.2
𝑑𝑦
1. 𝑦 =𝑥
𝑑𝑥

𝑑2 𝑦 𝑑𝑦 2
2. + ( ) +𝑥 =0
𝑑𝑥 2 𝑑𝑥
𝑑4 𝑦 𝑑𝑦
3. + 3 =0
𝑑𝑥 4 𝑑𝑥

𝑑𝑦 2 𝑑𝑦
4. ( ) + +𝑦 = 0
𝑑𝑥 𝑑𝑥
3
𝑑2 𝑦 𝑑𝑦
5. ( ) + +𝑥 =0
𝑑𝑥 2 𝑑𝑥

Equations 1 to 3 are all of the first degree, the highest derivative present is raised to the
𝑑𝑦
first power. (Although the square of 𝑑𝑥
appears in equation 2, this is irrelevant when
𝑑𝑦
establishing the degree of the equation because 𝑑𝑥
is not the highest order derivative present
in the equation.) Equation 4 is of the second degree; the highest derivative present is raised to
the second power. Equation 5 is of the third degree; the highest derivative present is raised to
the third power.
The definition we have given of the degree of a differential equation only applies if all
derivatives in the equation are raised to integer (i.e. whole number) powers. If this is not the
case, we must carry out the process of rationalization before deciding on its degree, that us, we
must manipulate the equation so that the fractional powers of derivatives are removed. For
example, consider the equation
𝑑2 𝑦 𝑑𝑦
= √𝑑𝑥
𝑑𝑥 2

1
𝑑2𝑦 𝑑𝑦 2
= ( )
𝑑𝑥 2 𝑑𝑥

To identify its degree, we must square both sides of the equation, to obtain

2 1 2
𝑑2𝑦 𝑑𝑦 2
( 2 ) = (( ) )
𝑑𝑥 𝑑𝑥

2
𝑑2𝑦 𝑑𝑦
( 2) =
𝑑𝑥 𝑑𝑥
and we see that it is of second degree.

Solutions of Differential Equation

When we solve an algebraic equation (such as 𝑥 2 − 5𝑥𝑎𝑎 = 6 = 0), our aim is to find the
unknown number or number x that satisfy the equation. By contrast, when we solve a
differential equation, we want to find the unknown function or functions that satisfy the
equation. To put this more precisely:
A solution to a differential equation is a relation between the variables y and x in which
no derivatives appear, and which is such that if we substitute it into the original equation we
find that equation becomes an identity.
Example 1
𝑑𝑦 𝑥2
Show that the differential equation 𝑑𝑥 = 𝑥 has a solution 𝑦 = 2
.

Solution
1
Differentiate 𝑦 = 2 𝑥 2
𝑑
(𝑥 𝑛 ) = 𝑛𝑥 𝑛−1 (review about derivatives)
𝑑𝑥

𝑑𝑦 1
= (2) ( ) 𝑥 2−1
𝑑𝑥 2
𝑑𝑦
𝑑𝑥
=𝑥
 𝑑𝑦
Substitute the value of 𝑑𝑥
to the given differential equation
𝑑𝑦
=𝑥
𝑑𝑥
𝑥=𝑥
𝑥2 𝑥2
Thus, 𝑦 = is a solution of the differential equation; alternatively, we say that 𝑦 = satisfies
2 2

the equation.
Example 2
Show that the differential equation 𝑦 ′ + 3𝑦 = 6𝑥 + 11 has a solution 𝑦 = 𝑒 −3𝑥 + 2𝑥 + 3.
Solution
Differentiate 𝑦 = 𝑒 −3𝑥 + 2𝑥 + 3.
𝑑 𝑑
(𝑒 𝑥 ) = 𝑒 𝑥 ; 𝑑𝑥 (𝑥 𝑛 ) = 𝑛𝑥 𝑛−1 ; use chain rule (review about derivatives)
𝑑𝑥

𝑦′ = (−3)(𝑒 −3𝑥 ) + 2
𝑦 ′ = −3𝑒 −3𝑥 + 2
Substitute y and y’ (first derivative) in the given differential equation.
𝑦 ′ + 3𝑦 = 6𝑥 + 11
(3𝑒 −3𝑥 + 2) + 3(𝑒 −3𝑥 + 2𝑥 + 3) = 6𝑥 + 11
3𝑒 −3𝑥 + 2 − 3𝑒 −3𝑥 + 6𝑥 + 9 = 6𝑥 + 11
3𝑒 −3𝑥 + 2 − 3𝑒 −3𝑥 + 6𝑥 + 9 = 6𝑥 + 11
6𝑥 + 11 = 6𝑥 + 11
Thus, 𝑦 = 𝑒 −3𝑥 + 2𝑥 + 3 is a solution of the differential equation; alternatively, we say that
𝑦 = 𝑒 −3𝑥 + 2𝑥 + 3 satisfies the equation.
Example 3
Show that the differential equation 𝑦 ′′ − 3𝑦 ′ + 2𝑦 = 24𝑒 −2𝑥 has a solution 𝑦 = 3𝑒 𝑥 −
4𝑒 2𝑥 + 2𝑒 −2𝑥 .
Solution
Differentiate 𝑦 = 3𝑒 𝑥 − 4𝑒 2𝑥 + 2𝑒 −2𝑥 . (Find the first and 2nd derivative)
𝑑 𝑑
(𝑒 𝑥 ) = 𝑒 𝑥 ; 𝑑𝑥 (𝑥 𝑛 ) = 𝑛𝑥 𝑛−1 ; use chain rule (review about derivatives)
𝑑𝑥

𝑦′ = 3𝑒 𝑥 − (2)(4𝑒 2𝑥 ) + (−2)(2𝑒 −2𝑥 )

𝑦′ = 3𝑒 𝑥 − 8𝑒 2𝑥 − 4𝑒 −2𝑥 (first derivative)
(To find the 2nd derivative, solve for the derivative of the computed first derivative)
𝑦′′ = 3𝑒 𝑥 − (2)(8𝑒 2𝑥 ) − (−2)(4𝑒 −2𝑥 )
𝑦 ′′ = 3𝑒 𝑥 − 16𝑒 2𝑥 + 8𝑒 −2𝑥 (second derivative)
Substitute y, y’ (first derivative), and y’’ (second derivative) in the given differential equation.
𝑦 ′′ − 3𝑦 ′ + 2𝑦 = 24𝑒 −2𝑥
(3𝑒 𝑥 − 16𝑒 2𝑥 + 8𝑒 −2𝑥 ) − 3(3𝑒 𝑥 − 8𝑒 2𝑥 − 4𝑒 −2𝑥 ) + 2(3𝑒 𝑥 − 4𝑒 2𝑥 + 2𝑒 −2𝑥 ) = 24𝑒 −2𝑥
3𝑒 𝑥 − 16𝑒 2𝑥 + 8𝑒 −2𝑥 − 9𝑒 𝑥 + 24𝑒 2𝑥 + 12𝑒 −2𝑥 + 6𝑒 𝑥 − 8𝑒 2𝑥 + 4𝑒 −2𝑥 = 24𝑒 −2𝑥
3𝑒 𝑥 − 16𝑒 2𝑥 + 8𝑒 −2𝑥 − 9𝑒 𝑥 + 24𝑒 2𝑥 + 12𝑒 −2𝑥 + 6𝑒 𝑥 − 8𝑒 2𝑥 + 4𝑒 −2𝑥 = 24𝑒 −2𝑥
24𝑒 −2𝑥 = 24𝑒 −2𝑥
Thus, 𝑦 = 3𝑒 𝑥 − 4𝑒 2𝑥 + 2𝑒 −2𝑥 is a solution of the differential equation; alternatively, we say
that 𝑦 = 3𝑒 𝑥 − 4𝑒 2𝑥 + 2𝑒 −2𝑥 satisfies the equation.