MINDANAO STATE UNIVERSITY – GENERAL SANTOS CITY
COLLEGE OF ENGINEERING
DEPARTMENT OF CIVIL ENGINEERING
Engineering Mathematics
Chapter 1: Introduction to Differential Equations
Lesson Objectives:
1. Define and classify differential equations.
2. Define and understand the basic terminology of differential equations.
3. Explain the concept of solution of a differential equation.
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A differential equation is an equation containing derivatives of one or more dependent variables, with
respect to one or more independent variables. But before you start solving anything, you must learn some of the
basic definitions and terminology of the subject, and these will be discussed in this module.
I. Definition
The derivative 𝑑𝑦/𝑑𝑥 of a function 𝑦 = 𝑓(𝑥) is itself another function 𝑓′(𝑥). Take for example the
2 2
function 𝑦 = 𝑒 0.2𝑥 differentiable on the interval (−∞, ∞), its derivative is 𝑑𝑦/𝑑𝑥 = 0.4𝑥𝑒 0.2𝑥 . If we replace
2
𝑒 0.2𝑥 in the last equation by 𝑦 from the first equation, we obtain the differential equation
𝑑𝑦
= 0.4𝑥𝑦.
𝑑𝑥
Now imagine a friend of yours simply hands you the differential equation above, and you have no idea
how it was constructed. Your friend then asks: "What is the function represented by the symbol 𝑦?" You are
now face-to-face with one of the basic problems in a course in differential equations:
How do you solve such an equation for the unknown function y = f(x)?
The problem is loosely equivalent to the familiar reverse problem of differential calculus: Given a derivative, find
an antiderivative.
II. Classification by Type
a.) Ordinary Differential Equation (ODE) - a differential equation containing only ordinary derivatives of
one or more functions with respect to a single independent variable.
𝑑𝑦 𝑑2 𝑦 𝑑𝑦 𝑑𝑥 𝑑𝑦
𝑑𝑥
− 3𝑦 = 𝑒 0.5𝑥 , 𝑑𝑥 2
+ 𝑑𝑥 + 17𝑦 = 0, 𝑑𝑡
+ 𝑑𝑡 = 2𝑥 − 3𝑦
b.) Partial Differential Equation (PDE) - a differential equation involving only partial derivatives of one or
more functions of two or more independent variables.
𝜕2 𝑡 𝜕2 𝑡 𝜕2 𝑀 𝜕2 𝑀 𝜕2 𝑀 𝜕𝑀 𝜕𝑁
3 𝜕𝑥 2 − 4 𝜕𝑦2 = 0, 𝜕𝑥 2
= 𝜕𝑦 2
+ 𝜕𝑧 2
, 𝜕𝑥
= 𝜕𝑦
III. Classification by Order
The order of a differential equation (ODE or PDE) is the order of the highest derivative in the equation.
𝑑2 𝑦 𝑑𝑦 4
− 4𝑦 = ( ) + 𝑒 −𝑥
𝑑𝑥 2 𝑑𝑥
𝜕3𝑡 𝜕2𝑡
+ =0
𝜕𝑥 3 𝜕𝑦 2
The first equation is a second-order ordinary differential equation and the second equation is a third-order
partial differential equation.
IV. Classification by Linearity
An ordinary differential equation of order 𝑛 is called linear if it may be written in the form:
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 (𝑥) 𝑛
+ 𝑎𝑛−1 (𝑥) 𝑛−1
+ ⋯ + 𝑎1 (𝑥) + 𝑎0 (𝑥)𝑦 = 𝑔(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥
For example,
(𝑦 − 𝑥)𝑑𝑥 + 4𝑥𝑑𝑦 = 0
can be written as
𝑑𝑦
4𝑥 +𝑦 = 𝑥
𝑑𝑥
therefore, it is a linear first-order differential equation.
Other examples of linear equations are
𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0
𝑑3 𝑦 𝑑𝑦
𝑥2 3
+𝑥 = 𝑒𝑥
𝑑𝑥 𝑑𝑥
A nonlinear ordinary differential equation is simply one that is not linear. The following conditions make an
equation nonlinear.
𝑑𝑦 𝑑𝑛𝑦
If the coefficients of 𝑦, , …, contain the dependent variable 𝑦 or its derivatives.
𝑑𝑥 𝑑𝑥 𝑛
(𝟏 − 𝒚)𝑦 ′ + 8𝑦 = 𝑒 𝑥
𝑑𝑦 𝑑𝑛𝑦 𝑑𝑦 2
If powers of 𝑦, 𝑑𝑥, …, 𝑑𝑥 𝑛 , such as (𝑑𝑥 ) or (𝑦′′)3 , appear in the equation.
𝑑3 𝑦
+ 𝒚𝟐 = 0
𝑑𝑥 3
If nonlinear functions of the dependent variable or its derivatives, such as sin𝑦 or 𝑒𝑦′, appear in the
equation.
𝑑2 𝑦
+ 𝐬𝐢𝐧 𝒚 = 0
𝑑𝑥 2
The given examples above are nonlinear first-, third-, and second-order ordinary differential equations,
respectively.
V. Solution of an ODE
As stated before, one of the goals in this course is to solve – or find solutions of – differential equations.
The solution of a differential equation is a function which is free of derivatives of any order, and when substituted
to the given differential equation reduces the equation to an identity.
Examples:
𝑥4 𝑑𝑦
1. Verify that 𝑦 = 16 is a solution to the differential equation 𝑑𝑥 = 𝑥𝑦1/2 .
Solution: To verify that the given function is a solution, let us see if, after substitution, each side of the
differential equation is equal or the same. From the given solution,
𝑥4
𝑦=
16
𝑑𝑦 4𝑥 3
=
𝑑𝑥 16
𝑑𝑦
Substituting 𝑑𝑥 and 𝑦 to the differential equation,
𝑑𝑦
= 𝑥𝑦1/2
𝑑𝑥
1/2
4𝑥 3 𝑥4
= 𝑥( )
16 16
𝑥3 𝑥2
= 𝑥( )
4 4
𝑥3 𝑥3
=
4 4
𝑥4
Therefore 𝑦 = 16 is a solution to the given differential equation.
2. Verify that 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0 has a solution 𝑦 = 𝑥𝑒 𝑥 .
Solution: To verify that the given function is a solution, let us see if, after substitution, each side of the
differential equation is equal or the same. From the given solution,
𝑦 = 𝑥𝑒 𝑥
𝑦 ′ = 𝑒 𝑥 + 𝑥𝑒 𝑥
𝑦 ′′ = 2𝑒 𝑥 + 𝑥𝑒 𝑥
Substituting 𝑦, 𝑦′, and 𝑦′′ to the differential equation,
𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0
2𝑒 𝑥 + 𝑥𝑒 𝑥 − 2(𝑒 𝑥 + 𝑥𝑒 𝑥 ) + 𝑥𝑒 𝑥 = 0
0=0
Therefore 𝑦 = 𝑥𝑒 𝑥 is a solution to the given differential equation.