BASIC CONCEPT OF DIFFERENTIAL EQUATIONS

Sigit Kusmaryanto

Definition
A differential equation is an equation that relates the derrivatives of dependent variables to
independent variable and constant. The following are examples of differential equations:

𝑑2 𝑦 𝑑𝑦
(1) 𝑥 2 − 6𝑥 = 0 independent variable = x; dependent variable = y
𝑑𝑥 2 𝑑𝑥
(2) 𝑦 ′ = 𝑒 𝑥 + 𝑠𝑖𝑛 𝑥 independent variable = x; dependent variable = y
𝑑2 𝑄 𝑑𝑄
(3) − 3 𝑑𝑡 + 10𝑄 = 4 independent variable = t; dependent variable = Q
𝑑𝑡 2
𝜕2 𝑉 𝜕2 𝑉
(4) + = 0 independent variable = x,y; dependent variable = V
𝜕𝑥 2 𝜕𝑦 2
Differential equations are very important in mathematics for engineering because many physical
laws and relationships appear in the form of differential equations. Differential equations are
classified into two classes, ordinary and partial.

Ordinary Differential Equations (abbreviated ODE) is a differential equation has only one
independent variable. If y (x) is a function of one variable, then x is called an independent
variable and y is called an dependent variable. Equation (1), (2), (3) is an example of ODE

Partial Differential Equation (abbreviated PDE) is a differential equation that has two or more
independent variables. Equation (4) is an example of PDE (which is discussed in the advanced
Mathematics Engineering I)

The order of differential equations is determined by the highest derivative in the

equation, for example:
𝑑𝑦
𝑥 – 𝑦2 = 0 first order ODE
𝑑𝑥
𝑑2𝑦
𝑥𝑦 – 𝑦 2 𝑠𝑖𝑛 𝑥 = 0 second order ODE
𝑑𝑥 2
𝑑3 𝑦 𝑑𝑦
− 𝑦 + 𝑒 4𝑥 = 0 third order ODE
𝑑𝑥 3 𝑑𝑥
The above equation can be written with other notations, namely:
𝑥𝑦 ′ – 𝑦 2 = 0 first order ODE
𝑥𝑦𝑦 ′ – 𝑦 2 𝑠𝑖𝑛 𝑥 = 0 second order ODE
𝑦 ′′′ − 𝑦𝑦 + ′ 𝑒 4𝑥 = 0 third order ODE

The degree of a differential equation is the highest rank of the highest derivative of a differential
equation, for example

𝑑𝑦 2 𝑑2 𝑦
1+[ ] = 3 ODE is second order, first degree
𝑑𝑥 𝑑𝑥 2
𝑥(𝑦′′)3 + (𝑦′)4 − 𝑦 =0 ODE is second order, third degree

An additional requirement for differential equations, for one value of the independent variable
that has one or more value terms is called the initial conditions. ODE with initial conditions is
said to be an initial value problem. If the conditions given to ODE are more than one value of
the independent variable, it is called the boundary condition and is a ODE with a boundary-value
problem.

Example:
 4𝑦′′ + 23𝑦′ = 𝑒 𝑥 ; 𝑦(2) = 1; 𝑦(2) = 5
is ODE with initial value problems because of two conditions at x = 2
 4𝑦′′ + 23𝑦′ = 𝑒 𝑥 ; 𝑦(1) = 1; 𝑦(2) = 5
is PD with boundary value problems because two conditions at x = 1 and x = 2

Linearity and Homogeneity.

Ordinary differential equation order-n is said to be linear if it can be expressed in the form of:
𝑎0 (𝑥)𝑦 (𝑛) + 𝑎1 (𝑥)𝑦 (𝑛−1) + … + 𝑎𝑛−1 (𝑥)𝑦 ′ + 𝑎𝑛 (𝑥)𝑦 = 𝐹(𝑥)

with 𝑎0 (𝑥) ≠ 0
If not, the differential equation is said to be non-linear.
1. If the coefficients are 𝑎0 (𝑥), 𝑎1 (𝑥), … , 𝑎𝑛 (𝑥) are constant then they are called linear differential
equations with constant coefficients, if not called linear differential equations with variable
coefficients.
2. If F (x) = 0, it is called a homogeneous linear differential equation, if F (x) ≠ 0 is called not
homogeneous.
Example:
Differential Equations Linear or Order Homogeneous Constant or
nonlinear or non variable
homogeneous coeficients
10
𝑑𝑦
+ 𝑥𝑦 = 1=1 linear 1 nonhomogenous variable
𝑑𝑥
𝑑2𝑦 𝑑𝑦 linear 2 homogeneous constant
2 + 10 +𝑦 = 0
𝑑𝑥 𝑑𝑥

Exercise:
Example classification of diffrential equations
Differential Linear or Order Homogeneous or Contant or
Equations nonlinear non variable
homogeneous coeficients
dy/dx + xy =1 linear 1 nonhomogenous variable

For Problem 1-10, classify each differential equation according to the exampling in above
𝑑𝑦 𝑑2𝑥 𝑑𝑥
1. = 3𝑥 2 6. 5 +2 + 9𝑥 = 2𝑐𝑜𝑠 (3𝑡)
𝑑𝑥 𝑑𝑡 2 𝑑𝑡
𝑑2𝑦 𝑑𝑦 7. 𝑦 + (𝑦 ) + 2𝑦 2 = 0
′′ ′ 2
2. 2
+ 10 +𝑦 = 0
𝑑𝑥 𝑑𝑥
𝑑𝑟 8. 𝑦 (4) − 𝑦 = t − 1
3. + 𝑟𝑡𝑎𝑛(𝜃) = 𝑐𝑜𝑠 2 (𝜃)
𝑑𝜃
𝑑𝑥 𝑑2𝑤 𝑑𝑤
4. + 𝑥 = sin(2𝑡) 9. 5 +𝑤 + 9𝑤 = 0
𝑑𝑡 𝑑𝑡 2 𝑑𝑡
5. 𝑦 ′′ − 2𝑦 ′ + 𝑦 = − sin(𝑡) − 3𝑒 𝑡 𝑑2𝑥 𝑑𝑥
10. 𝑡 2 + 2 + 9𝑥 = 0
𝑑𝑡 𝑑𝑡

Reference:
 Farlow, Stanley J., An Introduction to Diffrenential Equations and Their Applications,
McGraw-Hill, Singapore, 1994
 Howard Anton, Elemnetary Linear Algebra, John Wiley&Sons. Inc, 2010