Advanced Calculus
Introduction to Differential Equations
November 2017
Introduction to Differential Equations
Definitions and Terminology
Initial-Value Problems
Differential Equations as Mathematical Models
Definitions and Terminology
Introduction
The words differential and equation certainly suggest
solving some kind of equation that contains derivatives.
But before you start solving anything, you must learn
some of the basic defintions and terminology of the
subject
A Definition
The derivative dy/dx of a functiony = ϕ (x) is itself another
function ϕ '(x) found by an appropriate rule.
For example, the function is differentiable on
the interval (- ∞, ∞), and its derivative is
If we replace in the last equation by the symbol
y, we obtain
Classification by Type
If a differential equation contains only ordinary
derivatives of one or more functions with respect to a
single independent variable it is said to be an ordinary
differential equation (ODE).
Classification by Type
An equation involving only partial derivatives of one or more
functions of two or more independent variables is called a
partial differential equation (PDE).
Notation
Throughout this text, ordinary derivatives will be written
using either the Leibniz notation dy/dx, d2y/dx2, d3y/dx3, •
• • , or the prime notation y', y", y"', ....
Classification by Order
The order of a differential equation (ODE or PDE) is the
order of the highest derivative in the equation.
The differential equations
are examples of a second-order ordinary differential
equation and a fourth-order partial differential equation,
respectively.
Classification by Linearity
Solution
Explicit and Implicit Solutions
You should be familiar with the terms explicit and implicit
functions from your study of calculus.
A solution in which the dependent variable is expressed
solely in terms of the independent variable and constants is
said to be an explicit solution
Systems of Differential Equations
Up to this point we have been discussing single
differential equations containing one unknown function.
But often in theory, as well as in many applications, we
must deal with systems of differential equations
Initial-Value Problems
Initial-Value Problem
We are often interested in problems in which we seek a
solution y(x) of a differential equation so that y(x) satisfies
prescribed side conditions-that is, conditions that are
imposed on the unknown y(x) or on its derivatives
Differential Equations as Mathematical
Models
Mathematical Models
Mathematical Models
Mathematical Models