Unit I - Module 1
Unit I - Module 1
The words differential and equations certainly suggest solving some kind of
equation that contains derivatives 𝑦 ′ , 𝑦 ′′ , . . .𝑦 (𝑛) , where 𝑛 is the order of the
derivative. Analogous to a course in algebra and trigonometry, in which a good
amount of time is spent solving equations such as 𝑥 2 + 5𝑥 + 4 = 0 for the
unknown number 𝑥, in this course one of our tasks will be to solve differential
equations such as 𝑦 ′′ + 2𝑦 ′ + 𝑦 = 0 for an unknown function 𝑦 = 𝜙(𝑥).
Overview
The preceding paragraph tells something, but not the complete story, about
the course you are about to begin. As the course unfolds, you will see that there is
more to the study of differential equations than just mastering methods that
mathematicians over past centuries devised to solve them. But first things first. In
order to read, study, and be conversant in a specialized subject, you have to
master some of the terminology of that discipline. This is the thrust of the first
modules of this course.
Overview
In the long run you’ll learn that there is a link between differential equations
and the real world. Practical questions such as
How fast does a disease spread?
How fast does a population change?
involve rates of change or derivatives. And so, the mathematical description—or
mathematical model —of phenomena, experiments, observations, or theories
may be a differential equation.
Learning Outcomes
In algebra and basic calculus, we had learned that variables in a function can
either be dependent or independent.
Independent variables are the one that may take on any values in the domain of
the function which the dependent variable stands.
𝑥 2 + 𝑦 2 𝑑𝑥 − 2𝑥𝑦 𝑑𝑦 = 0
𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 0
𝜕𝑧 𝜕𝑧
=𝑧+ 𝑥
𝜕𝑥 𝜕𝑦
Notation
𝑑3 𝑦
or 𝑦 ′′′ - - - - - 3rd order differential
𝑑𝑥 3
𝑑4 𝑦
or 𝑦 (4) - - - - - 4th order differential
𝑑𝑥 4
. . . So on….
Classification of Differential Equations
• by TYPE:
Ordinary D.E. - If a differential equation contains only ordinary derivatives of one or
more unknown functions with respect to a single independent.
Classification of Differential Equations
• by TYPE:
Partial D.E. - An equation involving partial derivatives of one or more unknown
functions of two or more independent variables.
Classification of Differential Equations
• by ORDER:
Order refers to the number of times the derivative of the dependent variable (or
unknown function) is taken. The order of a differential equation (either ODE or PDE) is
the order of the highest derivative in the equation.
• by ORDER:
Degree of DE – the degree (or power) of the highest ordered derivative in the given
equation.
• by LINEARITY:
Linear D.E. – if and only if each term of the equation which contains a variable of the
set or any of their derivatives is of the first degree in those variables and their
derivatives.
• by LINEARITY:
General form of Ordinary Linear Differential Equation:
• The dependent variable y and all its derivatives y’, y’’, . . . , y(n) are of the first degree,
that is, the power of each term involving y is 1.
• The coefficients a0, a1, . . . , an of y’, y’’, . . . , y(n) depend at most on the independent
variable x.
Classification of Differential Equations
• by LINEARITY:
Nonlinear D.E. – is simply one that is not linear. Nonlinear functions of the
dependent variable or its derivatives, such as sin y or ey , cannot appear in a linear
equation.
linear
linear
nonlinear
nonlinear
Classification of Differential Equations
References