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Differential Equations

Differential equations relate functions and their derivatives, where the functions represent physical quantities and the derivatives describe their rates of change. An ordinary differential equation contains one independent variable, while a partial differential equation contains two or more independent variables. The order of a differential equation is determined by the highest derivative present. Differential equations can be linear, non-linear, homogeneous, or non-homogeneous depending on the relationships between variables and derivatives. Solutions to differential equations can be general, particular, or singular. Initial and boundary conditions further specify the constraints of a differential equation problem.

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74 views

Differential Equations

Differential equations relate functions and their derivatives, where the functions represent physical quantities and the derivatives describe their rates of change. An ordinary differential equation contains one independent variable, while a partial differential equation contains two or more independent variables. The order of a differential equation is determined by the highest derivative present. Differential equations can be linear, non-linear, homogeneous, or non-homogeneous depending on the relationships between variables and derivatives. Solutions to differential equations can be general, particular, or singular. Initial and boundary conditions further specify the constraints of a differential equation problem.

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seia deirah
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DIFFERENTIAL EQUATIONS

INTRODUCTION
A differential equation is a mathematical equation that connects one or more functions
and their derivatives. In applications, functions are used to represent physical quantities,
derivatives are used to describe their rates of change, and the differential equation is used to
define a connection between them.

I. INTRODUCTION TO DIFFERENTIAL EQUATIONS


A. DEFINITION AND TERMINOLOGIES
1. DEFINITION
A differential equation (DE) is an equation in which one or more
dependent variables have derivatives regarding one or more independent
variables. DEs are categorized in several ways. Most of the time, the
approach we use to solve a problem is determined by the categorization.
An ordinary differential equation (ODE) is a DE in which one or more
dependent variables have only ordinary derivatives with respect to one
independent variable. A partial differential equation (PDE) is a DE in
which one or more dependent variables have partial derivatives regarding
two or more independent variables. The greatest derivative in an equation
determines the order of a DE (ODE or PDE).

2. TERMINOLOGIES
a. Ordinary Differential Equations
 Equations: Mathematical expressions that describe the
relationships between dependent and independent variables.
In every equation, the equal sign "=" is necessary.
 Differential Equations: Equations in which dependent
variables and their derivatives with respect to the
independent variables are involved.
 Ordinary Differential Equation: Ordinary differential
equations are differential equations with only ONE
independent variable.
 Partial Differential Equation: Partial differential equations
are differential equations with two or more independent
variables.

b. Order and Degree


 Order: The greatest derivative in the differential equation
determines the order of the differential equation.
 Degree: The power of the greatest derivative term
determines the degree of a differential equation.

c. Linear, Non-Linear, Quasi-Linear


 Linear: If there are no multiplications between dependent
variables and their derivatives, a differential equation is
said to be linear. All coefficients, in other words, are
functions of independent variables.
 Non-Linear: Non-linear differential equations are those that
do not meet the concept of linear.
 Quasi-Linear: The differential equation is termed quasi-
linear if there are no multiplications among all dependent
variables and their derivatives in the greatest derivative
term for a non-linear differential equation.

d. Homogeneous
 Homogeneous: A differential equation is homogeneous if
the dependent variables or their derivatives appear in every
term.
 Non-homogeneous: Differential equations that do not meet
the homogeneous definition are termed non-homogeneous.

e. Solutions
 General Solutions: General solutions are those that are
derived by integrating differential equations. A nth order
ordinary differential equation's general solution comprises
n arbitrary constants obtained by integrating n times.
 Particular Solutions: The solutions produced by giving
specific values to the arbitrary constants in the general
solutions are known as particular solutions.
 Singular Solutions: Singular solutions are solutions that
cannot be represented by generic solutions.

f. Conditions
 Initial Condition: Initial conditions are constraints that are
given at the start of a process, usually at the start of a time
period. Beginning value problems are those that have
certain initial circumstances.
 Boundary Conditions: Boundary conditions are constraints
that are defined at the boundary points, which are usually
space points. Boundary value issues are those that have
defined boundary conditions.

B. ORDER AND DEGREE, NORMAL FORM


1. ORDER AND DEGREE
The order of differential equations is used to classify them. The
greatest derivative (also known as differential coefficient) in a
differential equation determines the order of the equation.

Example (i): d3x/dx3+3xd/ydx=eyd3x/dx3+3xdydx=ey

In this equation, the order of the highest derivative is 3 hence, this is a third order differential
equation.
Example (ii) : –(d2ydx2)4+dydx=3(d2ydx2)4+dydx=3

This equation represents a second order differential equation.

This way we can have higher order differential equations i.e. nth order differential equations.

Figure B.1. Order and Degree

 First Order Differential Equation


The order of highest derivative in case of first order differential equations is 1. A linear
differential equation has order 1. In case of linear differential equations, the first derivative is
the highest order derivative.
dydx+Py=Qdydx+Py=Q

P and Q are either constants or functions of the independent variable only.


This represents a linear differential equation whose order is 1.
Example: dydx+(x2+5)y=x5dydx+(x2+5)y=x5

This also represents a First order Differential Equation.

 Second Order Differential Equation


When the order of the highest derivative present is 2, then it is a second order differential
equation.

Example: d2ydx2+(x3+3x)y=9d2ydx2+(x3+3x)y=9
In this example, the order of the highest derivative is 2. Therefore, it is a second order
differential equation.

 Degree of Differential Equation


The degree of the differential equation is represented by the power of the highest order
derivative in the given differential equation.The differential equation must be a polynomial
equation in derivatives for the degree to be defined.

Example 1:- d4ydx4+(d2ydx2)2–3dydx+y=9d4ydx4+(d2ydx2)2–3dydx+y=9
Here, the exponent of the highest order derivative is one and the given differential equation
is a polynomial equation in derivatives. Hence, the degree of this equation is 1.

Example 2: [d2ydx2+(dydx)2]4=k2(d3ydx3)2[d2ydx2+(dydx)2]4=k2(d3ydx3)2
The order of this equation is 3 and the degree is 2 as the highest derivative is of order 3 and
the exponent raised to the highest derivative is 2.

2. NORMAL FORM
The most general form of an n-th order ordinary differential equation is F(x, y,
y0 , y00, y000,...,y(n) ) = 0 where F is a real-valued function of n + 2 variables x,
y(x), y0 (x),...,y(n) (x).

The normal form of an n-th order differential equation involves solving for the
highest derivative and placing all the other terms on the other side of the
equation, i.e. dny dxn = f(x, y, y0 ,...,y(n−1))

For example, during the class we shall grow very familiar with the normal form
of first order ordinary differential equations, which look like: y0 = f(x, y).
C. LINEARITY (LINEAR AND NONLINEAR EQUATIONS
D. SOLUTION OF A DIFFERENTIAL EQUATIONS
E. IMPLICIT SOLUTION
F. TYPES OF SOLUTION (GENERAL AND PARTICULAR)
G. INITIAL VALUE PROBLEMS
H. THE EXISTENCE AND UNIQUENESS THEOREMS

II. ORDINARY DIFFERENTIAL EQUATIONS OF THE FIRST ORDER


A. SEPARABLE EQUATIONS
B. EXACT EQUATIONS
C. INTEGREATING FACTORS
D. LINEAR EQUATIONS OF FIRST ORDER
E. SUBSTITUTION METHOD
F. EQUATION WITH HOMOGENEOUS COEFFICIENTS
G. BERNOULLI'S EQUATION RICCATI'S EQUATION
H. MISCELLANEOUS SUBSTITUTIONS AND TRANSFORMATION
METHODS

III. APPLICATION OF FIRST-ORDER DIFFERENTIAL EQUATION


A. ORTHOGONAL TRAJECTORIES
B. POPULATION GROWTH AND LOGISTIC EQUATION
C. NEWTON'S LAW OF COOLING
D. MIXING PROBLEMS (NON-REACTING FLUIDS)
E. ELECTRIC CIRCUITS

IV. LINEAR DIFFERENTIAL EQUATIONS OF HIGHER ORDER


A. THE GENERAL LINEAR EQUATION, EXISTENCE AND UNIQUENESS
THEOREM, LINEAR INTERDEPENDENCE
B. THE WRONKSIAN, GENERAL SOLUTION TO A HOMOGENEOUS AND
NONHOMOGENEOUS EQUATIONS
C. DIFFERENTIAL OPERATORS

V. HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS WITH CONSTANT


COEFFICIENTS
A. THE AUXILLARY EQUATION DISTINCT ROOTS
B. THE AUXILLARY EQUATION REPEATED ROOTS
C. THE AUXILLARY EQUATION: IMAGINARY ROOTS
D. HYPERBOLIC FUNCTIONS

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