Differential Equations Basic Concepts, Definitions, and Classification

DIFFERENTIAL
EQUATIONS
INTRODUCTION:
BASIC CONCEPTS,
DEFINITIONS, and
CLASSIFICATION
EXERCISE What is the order of each of the
following differential equations?
ANSWER
The degree of a differential equation is the power of
the highest order derivative term that occurs in the
differential equation.
EXERCISE What is the degree of each of the
following differential equations?
ANSWER
A differential equation is an ordinary differential
equation if the unknown function depends on only one
independent variable.
If the unknown function depends on two or more

independent variables, the differential equation is a
partial differential equation.
ordinary differential equation (ode): does not involve
partial derivatives
partial differential equation (pde): involves partial

derivatives
d 2y dy
  3x sin y  an ordinary differential
dx 2 dx equation
y y x  t
x   a partial differential
t x x  t equation
y is the unknown function (or dependent variable)

t and x are the independent variables
The following are
differential equations
involving the unknown
function y: The first 4 equations
are examples of
ordinary differential
equations, since the
unknown function y
depends solely on the
variable.
The last equation is a

partial de, since y
depends on both the
DEs AS MATHEMATICAL MODELS
Mathematical models are mathematical descriptions of
something. The basic steps in building a model are:
Step 1: Clearly state the assumptions on which the
model will be based. These assumptions should describe
the relationships among the quantities to be studied.
Step 2: Completely describe the parameters and
variables to be used in the model.
Step 3: Use the assumptions (from Step 1) to
derive mathematical equations relating the parameters
and variables (from Step 2).
Ch1_12
Some Application of Differential Equation in Engineering
Population Dynamics
If P(t) denotes the total population at time t, then
dP/dt  P
dP/dt = kP
where k is a constant of proportionality, k > 0.
Radioactive Decay
If A(t) denotes the radioactive substance remaining

at time t, then
dA/dt  A
dA/dt = kA
where k is a constant of proportionality, k < 0.
A single DE can serve as a mathematical model for

many different phenomena.
Lecturer: Prof. Hsin-
Ch1_15
Lung Wu
Newton’s Law of Cooling/Warming
If T(t) denotes the temperature of a body

at time t, Tm the constant temperature of
surrounding medium, then
dT/dt = k(T - Tm)

where k is a constant of proportionality.

Lung Wu
Spread of Disease
If x(t) denotes the number of people who have got
the disease and y(t) the number of people who have not yet,
then:
𝑑𝑥
= 𝑘𝑥𝑦
𝑑𝑡
where k is a constant of proportionality.
If one inflected person is introduced into a

community with a fixed population n, then x + y = n +1,
and:
𝑑𝑥
= 𝑘𝑥(𝑛 + 1 − 𝑥)
𝑑𝑡

Ch1_17
Lung Wu
Mixtures
If S(t) denotes the amount of salt in the tank at

time t, then:
(accumulation) = (input) – (output)
dS/dt = Sin - Sout

Ch1_18
Lung Wu
Falling Bodies and Air Resistance
dv
m  mg  kv
dt
2
d s ds
m 2  mg  k
dt dt
2
d s ds
m 2  k  mg
dt dt
Ch1_19
Lung Wu
Draining a Tank
Torricelli’s Law, if V(t) denotes the volume of water

in the tank at time t,
dV
  AO 2 gh
dt
since we have V(t) = ATh, then
dh AO
 2 gh
dt AT
Ch1_20
Lung Wu
Differential Equations may be written in
various forms
General form
Derivative form
Differential form
Standard form
1st order linear de
1st order linear

Linear and Non-Linear Differential Equations
A linear differential equation is any differential equation

that can be written in the following form;
𝑎𝑛 𝑥 𝑦 𝑛 𝑥 + 𝑎𝑛−1 𝑥 𝑦 𝑛−1 𝑥 + ⋯ + 𝑎1 𝑥 𝑦 ′ 𝑥
+ 𝑎0 𝑦 𝑥 = 𝑔 𝑥
In a linear de, there are no products of the function and its

derivatives and neither the function or its derivatives occur
to any power other than the first power.
Also, neither the function or its derivatives are inside

another function ( 𝑦′, 𝑒 𝑦 )
The coefficients 𝑎0 𝑥 , … , 𝑎𝑛 (𝑥) and 𝑔(𝑥) can be zero
or non-zero functions, constant or non-constant
functions, linear or non-linear functions.
Only the function 𝑦(𝑥) and its derivatives are used in

determining if a de is linear.
If a differential equation cannot be written in the linear

form, then it is called a non-linear differential equation.
Solution of a Differential Equation
Any function y(x) of independent variable x defined

on an interval and possessing at least n derivatives
that are continuous on the interval, which when
substituted into an nth-order ordinary differential
equation reduces the equation to an identity, is said to
be a solution of the differential equation on the
interval.
The function y(x) may be defined on:
 the entire real line

 only part of it

 an interval
de: solution:
y
y  1 y = sin 2x for x  R
x
de: solution:
y  4 y  0 y = x ln x – x for x > 0
EXAMPLE Verify that the function y = x4/16 is a
solution of the differential equation dy/dx = xy1/2.
SOLUTION y = x4/16 y' = (1/16)(4)(x4) = x3/4

dy/dx = xy1/2
?
x3/4 = x(x4/16)1/2
x3/4 = x3/4  an identity
This result verifies that the given function is a solution

of the given differential equation.
EXAMPLE Is 𝑦 𝑥 = 𝑐1 𝑠𝑖𝑛2𝑥 + 𝑐2 cos 2𝑥, where the
c’s are arbitrary constants, a solution of y" + 4𝑦 =
0?
SOLUTION Differentiating y, we find

y ′ = 2c1 cos2x − 2c2 sin2x
y" = −4c1 sin2x − 4c2 cos2x
y" + 4𝑦 = 0
?
−4c1 sin2x − 4c2 cos2x + (4c1 sin2x + 4c2 cos2x) = 0
?
−4c1 + 4c1 sin2x + −4c2 + 4c2 cos2x = 0
0=0
EXAMPLE Determine whether 𝑦 = 𝑥 2 − 1 is a
solution of (𝑦 ′ )4 +𝑦 2 = −1.
SOLUTION 𝑦 = 𝑥2 − 1
𝑦 ′ = 2𝑥
?
(𝑦 ′ )4 +𝑦 2
= −1
4 2 2
?
(2𝑥) +(𝑥 − 1) = −1
17𝑥 4 − 2𝑥 2 + 1 ≠ −1
The sum of terms on the left hand side of the de cannot be
negative. Thus, no real function y(x) will satisfy this
equation. The given de in fact has no solution.
Explicit Function:
Implicit Function:
Explicitly and Implicitly-Defined Solutions

DE:
Solution:
 an explicit solution
DE:
Solution:
 an implicit solution
An explicit solution is any solution that is given in
the form 𝑦 = 𝑦(𝑥).
In other words, the only place that 𝑦 actually
shows up is one on the left side and only raised to the
first power.
It is not always possible to find an explicit
solution.
An implicit solution is any solution that isn’t in

explicit form.
AUTONOMOUS FIRST-ORDER DEs
An ordinary differential equation in which the

independent variable does not appear explicitly is
said to be autonomous.
If the symbol x denotes the independent variable,

then an autonomous first-order differential equation
can be written as 𝑓 𝑦, 𝑦 ′ = 0 or in derivative form as
FAMILY OF INTEGRAL CURVES
DE:
Separating and Integrating:
General Solution:
The picture shows some
solutions.
A unique solution curve

goes through any point of
the plane different from
the origin.
The straight lines:

and
and are special solutions,
both of which go through
the origin.
The equation of the family of curves is the general
solution of the differential equation. It contains an
arbitrary parameter – the constant of integration.
The graph of any particular solution is merely one

of the family of integral curves.
EXAMPLE Solve the following DE:
Integral Curves
-- help to comprehend the behavior of the solution
EXAMPLE: Find the general solution to

y  y  2
and plot several integral curves.
x
SOLUTION: y  2  ke
y  y  2
x
y  2  ke
Direction Field (Slope)
-- A set of line segments tangent to a curve
-- Gives a rough outline of the shape of the curve

Given F ( x, y, y)  0
slope
y   f ( x, y ) 
direction field
Example: 
y  y
2
2
Slope: y
dy
y   y2
dx
2
y dy  dx
 y 1  x  c
1
y
xc
General Solution:
- -
-
Direction field for y'= y² and integral curves through
(0,1), (0,2), (0,3), (0, - 1), (0, - 2), and (0, - 3).
PARTICULAR SOLUTION
A particular solution (specific solution, actual solution) is

a solution obtained from the general solution by
assigning a particular value to the arbitrary constant of
integration.
In applied problems involving de’s we are often

concerned with a particular solution.
Nevertheless the determination of the general solution is

usually a necessary preliminary step.
INITIAL-VALUE PROBLEMS
In many physical problems we need to find the

particular solution that satisfies subsidiary conditions on
the unknown function and its derivatives, all given at the
same value of the independent variable.
The subsidiary conditions are initial conditions and the

problem of finding a particular solution of the
differential equation that satisfies the initial conditions is
called an initial-value problem.
A particular solution (specific solution, actual
solution) to a differential equation is the specific
solution that not only satisfies the differential
equation, but also satisfies the given initial
condition(s).
BOUNDARY-VALUE PROBLEMS
A differential equation along with subsidiary

conditions on the unknown function and its
derivatives, given at more than one value of the
independent variable constitute a boundary-value
problem and the conditions are boundary
conditions.
EXAMPLE Given the general solution
find the particular solution that satisfies the initial

condition
A particular solution of a differential equation is any

one solution.
The general solution of a differential equation is the
set of all solutions.

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DIFFERENTIAL

If the unknown function depends on two or more

partial differential equation (pde): involves partial

y is the unknown function (or dependent variable)

The last equation is a

If A(t) denotes the radioactive substance remaining

where k is a constant of proportionality, k < 0.

A single DE can serve as a mathematical model for

If T(t) denotes the temperature of a body

dT/dt = k(T - Tm)

Lecturer: Prof. Hsin-

If one inflected person is introduced into a

Lecturer: Prof. Hsin-

If S(t) denotes the amount of salt in the tank at

(accumulation) = (input) – (output)

dS/dt = Sin - Sout

Lecturer: Prof. Hsin-

Torricelli’s Law, if V(t) denotes the volume of water

1st order linear de

1st order linear

A linear differential equation is any differential equation

In a linear de, there are no products of the function and its

Also, neither the function or its derivatives are inside

Only the function 𝑦(𝑥) and its derivatives are used in

If a differential equation cannot be written in the linear

Any function y(x) of independent variable x defined

SOLUTION y = x4/16 y' = (1/16)(4)(x4) = x3/4

This result verifies that the given function is a solution

SOLUTION Differentiating y, we find

Explicitly and Implicitly-Defined Solutions

An implicit solution is any solution that isn’t in

An ordinary differential equation in which the

If the symbol x denotes the independent variable,

Separating and Integrating:

A unique solution curve

The straight lines:

The graph of any particular solution is merely one

EXAMPLE: Find the general solution to

-- Gives a rough outline of the shape of the curve

A particular solution (specific solution, actual solution) is

In applied problems involving de’s we are often

Nevertheless the determination of the general solution is

In many physical problems we need to find the

The subsidiary conditions are initial conditions and the

A differential equation along with subsidiary

find the particular solution that satisfies the initial

A particular solution of a differential equation is any

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