MODULE

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MODULE G ALS FLEX Course Material

Introduce the basic
terminology of differential
equations.
Formulate differential
equations by eliminating
arbitrary constants of a
given solution.
Examine how differential
equations arise in an
attempt to describe or
BASIC
model physical
phenomena in
mathematical terms.
CONCEPTS

❑ Definitions and Terminologies

❑ Elimination of Arbitrary Constants
❑ Family of Curves

Prepared by:
Joseph D. Retumban, ChE, MS EnE
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Department Chair – General Engineering

 Definitions and Terminologies

Differential Equation
A differential equation (DE) is an equation containing the derivatives of one or more
dependent variables, with respect to one or more independent variables.

TERMINOLOGY NOTATION
Dependent variable is a variable that For a function y = f(x), the notations
represents a quantity that changes for the first derivative are as follows:
based on other quantities being dy
y’, y’ x , f ’(x),
manipulated. dx
Moreover, for nth derivative, the
Independent variable is a variable that notation are as follows:
is being manipulated directly. dn y
y (n) , y (n) x , 𝑓 (𝑛) (x),
dx n

Classification of DEs According to Type

1. Ordinary Differential Equation (ODE)

A differential equation containing only ordinary derivatives of one or more functions with
respect to a single independent variable.

2. Partial Differential Equation (PDE)

A differential equation involving only partial derivatives of one or more functions of two or
more independent variables.

Example: Identify if the following differential equations is ODE or PDE.

➢ What is/are the dependent variable/s in the equation?

The dependent variable is y.

dy ➢ What is/are the independent variable/s?
− 3y = ex
dx
The independent variable is x.
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Since we only have 1 independent variable, the equation is an

ODE.

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 Definitions and Terminologies
➢ What is/are the dependent variable/s in the equation?

The dependent variable is y.

➢ What is/are the independent variable/s?

y ′′ x + 5y ′ x − 7y x = 0
The independent variable is x.

Since we only have 1 independent variable, the equation is an

ODE.

➢ What is/are the dependent variable/s in the equation?

The dependent variables are x and y.

dy dx ➢ What is/are the independent variable/s?
+ = 2x + 5y
dt dt
The independent variable is t.

Since we only have 1 independent variable, the equation is an

ODE.

➢ What is/are the dependent variable/s in the equation?

The dependent variables are u and v.

𝜕u 𝜕v ➢ What is/are the independent variable/s?

=
𝜕y 𝜕x The independent variables are x and y.

Since we have 2 independent variables, the equation is a PDE.

➢ What is/are the dependent variable/s in the equation?

The dependent variable is u.

𝜕2u 𝜕2u ➢ What is/are the independent variable/s?

+ =0
𝜕x 2 𝜕y 2 The independent variables are x and y.

Since we have 2 independent variables, the equation is a PDE.

➢ What is/are the dependent variable/s in the equation?

The dependent variable is v.

𝜕 2 v 𝜕v 𝜕 3 v ➢ What is/are the independent variable/s?
+ + =0
𝜕t 2 𝜕w 𝜕z 3 The independent variables are t, w and z.
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Since we have 3 independent variables, the equation is a PDE.

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 Definitions and Terminologies

Classification of DEs According to Order

The order of a differential equation is the order of the highest derivative in the equation.

The degree of a differential equation is the algebraic degree (exponent) of the highest-ordered
derivative after clearing off all the fractional exponents in the derivative.

Illustration:
➢ What is the highest derivative in the equation?

d2 y
2nd derivative:
dx2
3 5
d2 y dy Therefore, the equation is a 2nd order DE.
+3 − 6y = sin x
dx 2 dx
➢ What is the algebraic degree (exponent) of the
highest derivative in the equation?

3rd degree

➢ What is the highest derivative in the equation?

𝜕4u
4th derivative:
𝜕x4

𝜕4u 2
𝜕2u Therefore, the equation is a 4th order DE.
+ a =0
𝜕x 4 𝜕y 2
➢ What is the algebraic degree (exponent) of the
highest derivative in the equation?

1st degree

➢ What is the highest derivative in the equation?

2nd derivative: y′′

5 Therefore, the equation is a 2nd order DE.

𝑦 ′′ 2 = 𝑥𝑦
➢ What is the algebraic degree (exponent) of the
highest derivative in the equation?
Eliminate first the fractional
exponent. 5th degree
2
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5
𝑦 ′′ 2 = 𝑥𝑦 2

𝑦 ′′ 5 = 𝑥 2𝑦2

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 Definitions and Terminologies

Classification of DEs According to Linearity

An nth-order differential equation is said to be linear in the variable y if the function is linear in y,
y’, … , y(n). This means that an nth-order ODE is linear when it follows the form
dn dn−1 d
an x y x + an−1 x y x + ⋯ + a1 x y x + a0 x y x = g x
dx n dx n−1 dx

Two Conditions of Linearity:

Condition 1

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.
Condition 2

The coefficients a0, a1, … , an of y, y’, … , y(n) depend at most on the independent variable x.

A nonlinear ordinary differential equation is simply one that is not linear.

Example: Determine if the following differential equations are linear or not.

➢ (Condition 1) Are the variable y and all its

derivatives of the 1st degree (have algebraic
exponent of 1)?

y ′′ x − 2y ′ x + y x = 0 Yes: y ′′ 𝑥 − 2𝑦 ′ 𝑥 + 𝑦 𝑥 = 0

➢ (Condition 2) Are the coefficients a0, a1, … , an

depend on the independent variable x (functions
of x only)?

Yes: 1y ′′ 𝑥 − 2𝑦 ′ 𝑥 + 1𝑦 𝑥 = 0

Since both conditions 1 and 2 are satisfied, the DE is

linear.
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 Definitions and Terminologies

➢ (Condition 1) Are the variable y and all its

derivatives of the 1st degree (have algebraic
exponent of 1)?

d2 y dy
Yes: x 3 + 2x = 2e−x
dx2 dx
d2 y dy
x3 + 2x = 2e−x ➢(Condition 2) Are the coefficients a0, a1, … , an
dx 2 dx depend on the independent variable x (functions
of x only)?

d2 y dy
Yes: x 3 + 2x = 2e−x
dx2 dx

Since both conditions 1 and 2 are satisfied, the DE is

linear.

➢ (Condition 1) Are the variable y and all its

derivatives of the 1st degree (have algebraic
exponent of 1)?

Yes: 1 + y y ′ + 2y = cos x

1 + y y ′ + 2y = cos x ➢(Condition 2) Are the coefficients a0, a1, … , an

depend on the independent variable x (functions
of x only)?

No: 1 + y y ′ + 2y = cos x

Since condition 2 is not satisfied, the DE is nonlinear.

➢ (Condition 1) Are the variable y and all its

derivatives of the 1st degree (have algebraic
exponent of 1)?

d4 y
No: + y2 = 0
dx4

d4 y ➢(Condition 2) Are the coefficients a0, a1, … , an

+ y2 = 0
dx 4 depend on the independent variable x (functions
of x only)?

d4 y
Yes: 1 + 1y 2 = 0
dx4

Since condition 1 is not satisfied, the DE is nonlinear.

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 Definitions and Terminologies

Classify the given differential equation according to type. Also, state the order and
degree and determine whether the equation is linear or nonlinear.

1. 1 − x y ′′ − 4xy ′ + 5y = cos x
2. ey y′′ x + 2y ′ x = 1
d4 y d2 y
3. t 5 dt4
− t 3 dt2 + 6y = 0

4. y ′′ − 1 − y ′ y ′ + y = 0

𝜕v 3 𝜕2 v
5. = + 2xv 2
𝜕x 𝜕y2

Solution of an ODE

The solution of an ODE is a relation connecting independent and dependent variables which
satisfies the given equation.

General Solution. A general solution is a solution containing arbitrary constants equal to the
order of the ODE.

Particular Solution. A particular solution is a solution obtained from the general solution by
giving particular values to the arbitrary constants.

Example: Verify that the given function is a solution of the differential equation.

1. y ′′ x + 4y x = 0 ; y x = c1 sin 2x + c2 cos 2x

?
Prove that y ′′ x + 4y x = 0 by getting the derivatives of y(x) and substituting it to
the differential equation.

y x = c1 sin 2x + c2 cos 2x

Get the 1st derivative, y’(x).

y ′ x = c1 cos 2x 2 + c2 − sin 2x 2
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y ′ x = 2c1 cos 2x − 2c2 sin 2x

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 Definitions and Terminologies

Example: Verify that the given function is a solution of the differential equation.

1. y ′′ x + 4y x = 0 ; y x = c1 sin 2x + c2 cos 2x

y ′ x = 2c1 cos 2x − 2c2 sin 2x

Get the 2nd derivative, y’’(x).

y ′′ x = 2c1 −sin 2x 2 − 2c2 cos 2x 2
y ′′ x = −4c1 sin 2𝑥 − 4c2 cos 2𝑥

Substitute y’’(x) and y(x) to y ′′ x + 4y x = 0 and check if the solution is true.

y ′′ x + 4y x = 0
?
−4c1 sin 2𝑥 − 4c2 cos 2𝑥 + 4 c1 sin 2x + c2 cos 2x = 0
?
−4c1 sin 2𝑥 − 4c2 cos 2𝑥 + 4 c1 sin 2x + 4c2 cos 2x = 0

0≡0

The equation is true; therefore, y x = c1 sin 2x + c2 cos 2x is a solution of the given

DE.

Example: Verify that the given function is a solution of the differential equation.

2. x ′′ t + 2x ′ 𝑡 − x t = 0 ; x t = tet

?
Prove that x ′′ t + 2x ′ 𝑡 − x t = 0 by getting the derivatives of x(t) and substituting it
to the differential equation.

x t = tet

Get the 1st derivative, x’(t).

x ′ t = t et + et 1
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x ′ t = tet + et

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 Definitions and Terminologies

Example: Verify that the given function is a solution of the differential equation.

2. x ′′ t + 2x ′ 𝑡 − x t = 0 ; x t = tet

x ′ t = tet + et

Get the 2nd derivative, x’’(t).

x ′′ t = t et + et 1 + et
x ′′ t = tet + et + et
x ′′ t = tet + 2et
Substitute x’’(t), x’(t) and x(t) to x ′′ t + 2x ′ 𝑡 − x t = 0 and check if the solution
is true.
?
x ′′ t + 2x ′ 𝑡 − x t = 0
?
tet + 2et + 2 tet + et − tet = 0
?
tet + 2et + 2tet + 2et − tet = 0

2tet + 4et ≠ 0

The equation is not true; therefore, x t = tet is not a solution of the given DE.

Verify if the indicated function is a solution of the given differential equation.

1. y ′′ t − y ′ t − 12 y t = 0 ; y t = Ae4t + Be−3t

2. x 2 y ′′ − 2xy ′ + 2y = 0 ; y = ax − bx 2
−1Τ2
3. 2y ′ = y 3 cos x ; y = 1 − sin x
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