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Introduction to Differential Equations

This chapter introduces differential equations by defining them, classifying them by type, order, and degree, and describing general and particular solutions. It defines ordinary and partial differential equations, and explains how to determine the order of a differential equation as the highest derivative and the degree as the power of the highest derivative. It also provides examples of finding general and particular solutions and using them to verify solutions to given differential equations.

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8 views8 pages

Introduction to Differential Equations

This chapter introduces differential equations by defining them, classifying them by type, order, and degree, and describing general and particular solutions. It defines ordinary and partial differential equations, and explains how to determine the order of a differential equation as the highest derivative and the degree as the power of the highest derivative. It also provides examples of finding general and particular solutions and using them to verify solutions to given differential equations.

Uploaded by

mmmdotas
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Chapter 1

INTRODUCTION TO
DIFFERENTIAL EQUATIONS
Outline:
1.1 Basic Definition
1.2 Types of Differential Equations
1.3 Order of a Differential Equation
1.4 Degree of a Differential Equation
1.5 Types of Solutions to a Differential Equation
1.6 Elimination of Arbitrary Constant

Overview:
Differential equations is the mathematics of applications that is very important
in understanding sciences and engineering in which many of the phenomena in
nature can be expressed in terms of the language of differential equations.
At start, it is important to know the main definition and important terms in the
study of differential equations that will be used throughout the discussion of the
topics in this text. It is important so that the user of this material will guide him as he
proceeds progressively throughout the whole chapters.
This chapter will introduce the basic definition of a differential equation, the
types, the order and the degree of a differential equation and the types of solutions to
a differential equation.

Objectives:
Upon completion of this chapter, the students will be able to:
1. Define differential equations.
2. Identify the different types, order and degree of a differential equation.
3. Differentiate general solution from a particular solution.
4. Show that the given solution is the solution to a differential equation.
5. Find the differential equations of a given solution by elimination of
arbitrary constant.

Author: Harold Jan R. Terano, ECE, ME


1.1 Basic Definition
A differential equation is an equation that contains derivatives or differentials.
It can contain one or more terms involving derivatives of one variable with respect to
another variable.
Consider the following examples:
1. ‫ ݕ‬ƍ = 3‫ ݔ‬+ 5
ௗమ ௫
2. + 3‫ = ݐݔ‬4‫ ݔ‬ଶ
ௗ௧ మ
డ௫ డ௫
3. + = ‫ ݓݔ‬ଶ
డ௬ డ௪

1.2 Types of Differential Equations


Differential equation has two types; the ordinary differential equation and the
partial differential equation.

1. Ordinary Differential Equations. It is an equation that contains ordinary


derivatives. It involves only one independent variable.

Examples:
a. ‫ ݕ‬ƍ = ‫ ݔ‬ଶ + 2
b. ‫ ݕ‬ƍƍ = 4‫ ݔ‬+ ‫ ݕ‬ଶ
ௗ௫
c. + 3‫ ݔ‬+ ‫ = ݐ‬5
ௗ௧

2. Partial Differential Equations. It is an equation that contains partial


derivatives. It involves two or more independent variables. For partial
derivatives, ݀ becomes a script delta ߲.

Examples:
డ௫ డ௫
a. డ௬
+ డ௪
= 5
డమ ௫ డమ ௫ డమ ௫
b. + =
డ௬ మ డ௭ మ డ௪ మ

డమ௧ డమ ௧ డ௧
c. + =
డ௫ మ డ௬ మ డ௪

1.3 Order of a Differential Equation


The order of a differential equation is the highest derivative appearing on the
equation.

Examples:
1. ‫ ݕ‬ƍ = 4‫ ݔ‬ଶ - First order

Author: Harold Jan R. Terano, ECE, ME


డమ ௧ డ௧
2. డ௫ మ
+ ‫= ݐݔ‬ డ௬
- Second order
ௗయ ௫ ௗమ ௫ ௗ௫
3. ௗ௧ య
+ ௗ௧ మ
= ௗ௧
+ ‫ݔ‬ଶ - Third order

1.4 Degree of a Differential Equation


The degree of a differential equation is the power to which the highest order
derivative is raised.

Examples:
ଶ
ௗమ ௬ ௗ௬
1. ቀ ௗ௫ మ ቁ + ௗ௫
= 3‫ݔ‬ - Second degree
ଶ
ௗమ ௬ ௗ௬ ଷ
2. ቀ ௗ௫ మ ቁ + ቀௗ௫ ቁ = 4‫ ݔ‬+ ‫ݕ‬ - Second degree
ௗ௧
3. ௗ௫
+ 5‫ = ݐݔ‬0 - First degree

4. ‫ ݕ‬+ƍƍƍ (‫ݕ‬ƍƍ) ଶ ƍ
= ‫ ݕ‬+ ‫ݕ‬െ5 - First degree
(ହ) ଶ (ଷ) ଷ
5. ൫‫ݕ‬ ൯ + ൫‫ݕ‬ ൯ = 4‫ݕ‬ƍƍ - Second degree

1.5 Types of Solutions to a Differential Equation


A differential equation can obtain two solutions; a general solution and a
particular solution.
A general solution is the primitive of a differential equation. It involves an
equation having an arbitrary constant (symbol, ܿ).

Consider the example below.


‫ݕ‬ƍ = ‫ݔ‬ଶ + 3
The general solution of the differential equation above can be obtained by
integrating both sides of the equation, as follows.
ௗ௬
ௗ௫
= ‫ݔ‬ଶ + 3

݀‫ ݔ( = ݕ‬ଶ + 3)݀‫ݔ‬
‫ ݔ(׬ = ݕ݀ ׬‬ଶ + 3)݀‫ݔ‬
௫య
‫=ݕ‬ + 3‫ ݔ‬+ ܿ
ଷ
The particular solution of a differential equation can be obtained from the
general solution by assigning definite values to the arbitrary constants. The values of
the arbitrary constants can be obtained using a given initial conditions or boundary
conditions.
Consider the previous obtained general solution.
௫య
‫=ݕ‬ ଷ
+ 3‫ ݔ‬+ ܿ

given the condition ‫(ݕ‬3) = 1, find the particular solution.


Substitute the values using ‫ = ݔ‬3 and ‫ = ݕ‬1 and find the value of ܿ.

Author: Harold Jan R. Terano, ECE, ME


(ଷ) య
1= ଷ
+ 3(3) + ܿ

ܿ = െ17
Thus the particular solution is,
௫య
‫=ݕ‬ ଷ
+ 3‫ ݔ‬െ 17

A solution of differential equation is any function ‫ )ݔ(݂ = ݕ‬that satisfies the


equation.
From the previous discussions, we obtained the general solution and
particular solution from a given differential equation. We can verify if the given
solution or the obtained solution is actually the solution of a given differential
equation.

Example 1:
Show that ‫ ݁ݔ = ݕ‬௫ is a solution of ‫ ݕ‬ƍƍ െ ‫ ݕ‬ƍ െ ݁ ௫ = 0.
Solution:
First, get the first and second derivatives of the given solution.
‫ ݕ‬ƍ = ‫ ݁ݔ‬௫ + ݁ ௫
‫ ݕ‬ƍƍ = ‫ ݁ݔ‬௫ + ݁ ௫ + ݁ ௫
‫ ݕ‬ƍƍ = ‫ ݁ݔ‬௫ + 2݁ ௫
Then, substitute the derivatives to the differential equation.
‫ ݕ‬ƍƍ െ ‫ ݕ‬ƍ െ ݁ ௫ = 0
௫ ௫ (‫ ݁ݔ‬௫
‫ ݁ݔ‬+ 2݁ െ + ݁ ௫) െ ݁ ௫ = 0
0= 0
Therefore, the particular solution is the solution to the differential
equation.

Example 2:
Show that ‫ ݁ = ݕ‬௫ cos‫ ݔ‬is a solution of ‫ ݕ‬ƍƍ െ 2‫ ݕ‬ƍ + 2‫ = ݕ‬0.
Solution:
Get the first and second derivatives of the function.
‫ ݕ‬ƍ = െ݁ ௫ sin ‫ ݔ‬+ ݁ ௫ cos‫ݔ‬
‫ ݕ‬ƍƍ = െ݁ ௫ cos‫ ݔ‬െ ݁ ௫ sin ‫ ݔ‬െ ݁ ௫ sin ‫ ݔ‬+ ݁ ௫ cos‫ݔ‬
= െ2݁ ௫ sin ‫ݔ‬
Substitute to the differential equation.
‫ ݕ‬ƍƍ െ 2‫ ݕ‬ƍ + 2‫ = ݕ‬0
( െ2݁ sin ‫ ) ݔ‬െ 2(െ݁ sin ‫ ݔ‬+ ݁ cos‫ ) ݔ‬+ 2(݁ ௫ cos ‫ = ) ݔ‬0
௫ ௫ ௫

0= 0

Author: Harold Jan R. Terano, ECE, ME


Example 3:
మ
Show that ‫ = ݕ‬2 + ݁ ି௫ is a solution of ‫ ݕ‬ƍ + 2‫ = ݕݔ‬4‫ݔ‬.
Solution:
Get the first derivative of the function.
మ
‫ ݕ‬ᇱ = െ2‫ି ݁ݔ‬௫
Substitute to the differential equation.
‫ ݕ‬ᇱ + 2‫ = ݕݔ‬4‫ݔ‬
െ2‫݁ݔ‬ ି௫ మ మ
+ 2‫ݔ‬൫2 + ݁ ି௫ ൯ = 4‫ݔ‬
4‫ = ݔ‬4‫ݔ‬

1.6 Elimination of Arbitrary Constant


To find the differential equation given the general or particular solution, first is
to differentiate the general solution, again, differentiate the derived solution, etc., until
the number of the derived equation is equal to the number of the independent
arbitrary constants, and then eliminate the constants from the derived equations.
Example 1:
Find the differential equation of ‫ ݔ‬ଶ + 2‫ܿ = ݕݔ‬.
Solution:
Differentiating the given solution, we have,
2‫ ݔ݀ݔ‬+ 2(‫ ݕ݀ݔ‬+ ‫ = )ݔ݀ݕ‬0
(‫ ݔ‬+ ‫ ݔ݀)ݕ‬+ ‫ = ݕ݀ݔ‬0
Example 2:
Find the differential equation of ‫ܿ = ݕ‬ଵ sin 2‫ ݔ‬+ ܿଶ cos2‫ݔ‬.
Solution:
Differentiate the solution twice since there are two arbitrary constants,
therefore,
‫ ݕ‬ƍ = 2ܿଵ cos2‫ ݔ‬െ 2ܿଶ sin 2‫ݔ‬
‫ ݕ‬ƍƍ = െ4ܿଵ sin 2‫ ݔ‬െ 4ܿଶ cos2‫ݔ‬
‫ ݕ‬ƍƍ = െ4(ܿଵ sin 2‫ ݔ‬+ ܿଶ cos2‫)ݔ‬
Since ‫ܿ = ݕ‬ଵ sin 2‫ ݔ‬+ ܿଶ cos2‫ݔ‬, thus the differential equation is,
‫ ݕ‬ƍƍ = െ4‫ݕ‬
Example 3:
Find the differential equation of ‫ܿ = ݕ‬ଵ ݁ ௫ + ܿଶ‫ ݁ݔ‬௫ .
Solution:
Set the general solution as the first equation.
‫ܿ = ݕ‬ଵ ݁ ௫ + ܿଶ ‫ ݁ݔ‬௫ ĺ equation(1)
Differentiating the solution twice, we have,
‫ ݕ‬ƍ = ܿଵ ݁ ௫ + ܿଶ (‫ ݁ݔ‬௫ + ݁ ௫ )
‫ ݕ‬ƍ = ܿଵ ݁ ௫ + ܿଶ ‫ ݁ݔ‬௫ + ܿଶ ݁ ௫ ĺ equation(2)
‫ܿ = ݕ‬ଵ ݁ + ܿଶ (‫ ݁ݔ‬௫ + ݁ ௫ ) + ܿଶ ݁ ௫
ƍƍ ௫

Author: Harold Jan R. Terano, ECE, ME


‫ ݕ‬ƍƍ = ܿଵ݁ ௫ + ܿଶ ‫ ݁ݔ‬௫ + 2ܿଶ݁ ௫ ĺ equation(3)
Subtracting equation(2) to equation(3), we have,
‫ ݕ‬ƍƍ െ ‫ ݕ‬ƍ = ܿଶ݁ ௫ ĺ equation(4)
Subtracting equation(1) to equation(3), we have,
‫ ݕ‬ƍƍ െ ‫ = ݕ‬2ܿଶ݁ ௫ ĺ equation(5)
Subtracting equation(4) to equation(5), we have,
‫ ݕ‬ƍ െ ‫ܿ = ݕ‬ଶ݁ ௫ ĺ equation(6)
Subtracting equation(6) to equation(4), we have,
‫ ݕ‬ƍƍ െ 2‫ ݕ‬ƍ + ‫ = ݕ‬0
The arbitrary constants had been eliminated; therefore, the differential
equation is, ‫ ݕ‬ƍƍ െ 2‫ ݕ‬ƍ + ‫ = ݕ‬0.

Exercises
I. Show that the following solutions are the solutions to the differential
equations indicated.
ୱ୧୬ ௫
1. sin ‫ = ݕ‬cos ‫ ݕ ;ݔ‬ƍ = െ ୡ୭ୱ ௬

2. ‫ ݔ = ݕ‬+ ݁ ௫ + ݁ ି௫ ; ‫ ݕ‬ƍƍ െ ‫ = ݕ‬െ‫ݔ‬


ଵ ௗ௬
3. ‫= ݕ‬ ୪୬(ଵି௫)
; (1 െ ‫ )ݔ‬ௗ௫ = ‫ ݕ‬ଶ
ௗ௬ ଵା௬ మ
4. Arctan ‫ = ݕ‬Arctan ‫; ݔ‬ െ = 0
ௗ௫ ଵା௫ మ

5. ‫ = ݕ‬sin 2‫ ݐ‬+ cos2‫ ݕ ; ݐ‬ƍƍ + 4‫ = ݕ‬0

II. Find the particular solutions of the given general solutions satisfying the
given conditions.
1. ݁ ௫ െ 4‫ ݕ‬ଶ = ܿ; ‫(ݕ‬ln 2) = 1 Ans: ݁ ௫ െ 4‫ ݕ‬ଶ = െ2
ଶ ଶ
2. ‫ ݔ‬+ ‫(ݕ ;ܿ = ݕ‬1) = 1 Ans: ‫ ݔ‬ଶ + ‫ ݕ‬ଶ = 2
3. ܿ‫ ݕ‬ଶ = ‫ ݔ‬ଷ + ‫ ݕݔ‬ଶ ; ‫(ݕ‬2) = 1 Ans: 10‫ ݕ‬ଶ = ‫ ݔ‬ଷ + ‫ ݕݔ‬ଶ
4. ‫ = ݕ‬tan ‫ ݔ‬+ ܿ; ‫(ݕ‬0) = 0 Ans: ‫ = ݕ‬tan ‫ݔ‬
5. 2‫ ݔ‬+ sin ‫ ܿ = ݔ‬+ (1 + ‫ ݕ‬ଶ ) ଶ; ‫(ݕ‬0) = 1 Ans: 2‫ ݔ‬+ sin ‫ = ݔ‬െ4 + (1 + ‫ ݕ‬ଶ ) ଶ

III. Find the differential equations of the following general solutions.


1. ‫ܿ = ݕ‬ଵ ݁ ଶ௫ + ܿଶ ݁ ି௫ Ans: ‫ ݕ‬ƍƍ െ ‫ ݕ‬ƍ െ 2‫ = ݕ‬0
2. ‫ ݁ݕ‬ଶ௫ െ 2 cos‫ܿ = ݔ‬ Ans: 2(‫ ݁ݕ‬ଶ௫ + sin ‫ ݔ݀)ݔ‬+ ݁ ଶ௫ ݀‫ = ݕ‬0
ଷ
3. (‫ ݕ‬െ ‫ݔܿ = )ݔ‬ Ans: 3‫ ݕ݀ݔ‬െ (2‫ ݔ‬+ ‫ = ݔ݀)ݕ‬0

Author: Harold Jan R. Terano, ECE, ME


ଵ
4. ‫ܿ = ݕ‬ଵ݁ ௫ + ܿଶ ݁ ିଷ௫ + ݁ ଶ௫ Ans: ‫ ݕ‬ƍƍ + 2‫ ݕ‬ƍ െ 3‫ ݁ = ݕ‬ଶ௫
ହ

5. ‫ܿ = ݕ‬ଵ cos2‫ ݔ‬+ ܿଶ sin 2‫ݔ‬ Ans: ‫ ݕ‬ƍƍ + 4‫ ݕ‬ƍ = 0

IV. Find the differential equations described by the following family of curves.

1. Parabolas ‫ ݔܿ = ݕ‬ଶ . Ans: ‫ ݕ݀ݔ‬െ 2‫ = ݔ݀ݕ‬0


2. Curve ‫ ܿ = ݕ‬cos‫ݔ‬. Ans: cos‫ ݕ݀ ݔ‬+ ‫ ݕ‬sin ‫ = ݔ݀ ݔ‬0
3. Straight lines with slope and ‫ݕ‬-intercept equal. Ans: ‫ ݔ݀ݕ‬െ (‫ ݔ‬+ 1)݀‫ = ݕ‬0
ଷ
4. Circles with center on the ‫ݕ‬-axis. Ans: ‫ ݕݔ‬ƍƍ െ ൫‫ ݕ‬ƍ൯ െ ‫ ݕ‬ƍ = 0
5. Ellipses having their center at (݄,݇). Ans: ܾ ଶ (‫ ݔ‬െ ݄)݀‫ ݔ‬+ ܽଶ (‫ ݕ‬െ ݇) ଶ = 0

Author: Harold Jan R. Terano, ECE, ME


8

Author: Harold Jan R. Terano, ECE, ME

Common questions

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Ordinary differential equations involve derivatives with respect to a single independent variable, leading to solution techniques that are different from those used for partial differential equations, which involve multiple independent variables and require more complex methods such as Fourier transforms or separation of variables . These distinctions affect both the analytical processes and computational methods employed in solving these equations.

A differential equation is self-sufficient when it can provide a general solution that describes the system's behavior and particular solutions that satisfy specific initial or boundary conditions. This dual capability allows it to model phenomena across a range of conditions and constraints, making it immensely valuable for scientific research and engineering tasks where system behaviors must be predicted and controlled under various scenarios .

Verification involves substituting the proposed solution back into the original differential equation to see if it satisfies the equation identically. This procedure ensures that the solution is indeed accurate and aligns with the properties and constraints of the differential equation, thus validating the correctness and reliability of the solution method used .

Arbitrary constants are essential in the general solution of a differential equation as they allow for the incorporation of initial or boundary conditions to find a particular solution. These constants differentiate between the infinitely many solutions that satisfy the differential equation but conform to specific conditions dictated by the problem context .

The methodologies for solving differential equations vary significantly with the equation's order and degree. Higher-order or higher-degree equations often require more sophisticated methods such as series solutions or numerical approximation techniques, as they involve more complex interactions of derivatives and their powers, resulting in more intricate solution spaces .

Differentiating between general and particular solutions aids in understanding that general solutions offer a broad framework encompassing all possible behaviors of a system under study, while particular solutions narrow down on specific outcomes based on given conditions. This distinction is crucial for analyzing how changes in initial or boundary conditions affect the system's response, thereby providing insights into the system's dynamics and stability .

Initial or boundary conditions are critical because they allow the determination of specific values for the arbitrary constants in the general solution, thus defining a particular solution that exactly meets the context of a given problem. This is essential for applications that require precise modeling of conditions at specific points or domains in time or space .

A differential equation is primarily defined by its derivatives or differentials, which express the relationship between them and the variables involved. The complexity of a differential equation is significantly influenced by its type (ordinary or partial), its order (the highest derivative present), and its degree (the power to which the highest order derivative is raised).

Understanding how to eliminate arbitrary constants teaches students to systematically transform a specific solution into a governing differential equation. This skill is essential for both the development of new equations based on observed data and the validation of existing models, enhancing one’s ability to understand and apply mathematical theories to real-world problems .

To find a differential equation from a given solution, one must differentiate the solution multiple times until the number of derivatives matches the number of arbitrary constants and then eliminate these constants. This process is crucial for transforming known solution behavior back into an equation form, enabling prediction and analysis of similar systems or conditions in broader contexts .

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