A differential equation is any equation which contains derivatives, either ordinary derivatives or partial

derivatives.

Classification of Differential Equations

There are many types of differential equations, and a wide variety of solution techniques, even for
equations of the same type, let alone different types. We now introduce some terminology that aids in
classification of equations and, by extension, selection of solution techniques.

• An ordinary differential equation, or ODE, is an equation that depends on one or more derivatives
of functions of a single variable. Differential equations given in the preceding examples are all
ordinary dfiferential equations, and we will consider these equations exclusively in this course.

• A partial differential equation, or PDE, is an equation that depends on one or more partial
derivatives of functions of several variables. In many cases, PDE are solved by reducing to multiple
ODE.

Example The heat equation

,
where k is a constant, is an example of a partial differential equation, as its solution u(x,t) is a
function of two independent variables, and the equation includes partial derivatives with respect
to both variables. 2

• The order of a differential equation is the order of the highest derivative of any unknown function
in the equation. Example The differential equation

where a and b are constants, is a first-order differential equation, as only the first derivative of the
solution y(t) appears in the equation. On the other hand, the ODE

y00 + 3y0 + 2y = 0

is a second-order differential equation, whereas the PDE known as the beam equation

ut = uxxxx

is a fourth-order differential equation. 2

 • A differential equation is linear if any linear combination of solutions of the equation is also a
solution of the equation. A differential equation that is not linear is said to be nonlinear.

1
Nonlinear equations are, in general, very difficult to solve, so in many cases one approximates a
nonlinear equation by a linear equation, called a linearization, that is more readily solved.

Example The ODE

y0 + 3t2y = et, y00 + (sint)y0 + ty = 0

are examples of linear differential equations. Note that coefficients of these equations may be
functions of the independent variable t, but not of the dependent variable y. On the other hand,
the PDE known as Burger’s equation,

ut + uux = 0,

is a nonlinear differential equation. A linearization may be obtained by replacing the coefficient u

of ux with a constant or a function of only x or t. 2

A differential equation of any type, in conjunction with any other information such as an initial
condition, is said to describe a well-posed problem if it satisfies three conditions, known as Hadamard’s
conditions for well-posedness:

• A solution of the problem exists.

• A solution of the problem is unique.

• The unique solution depends continuously on the problem data, which may include initial values
or coefficients of the differential equation. That is, a small change in the data corresponds to a
small change in the solution.

Unfortunately, problems can easily fail to be well-posed by not satisfying any of these conditions.
However, in this course we will learn to solve a variety of initial value problems that are well-posed

The order and the degree are two elementary concepts during the study of differential equations. These
two concepts are interrelated to each other. The highest order of the derivatives in a differential
equation is known as its order.

the degree of a differential equation talks about the power of the derivative. In general, the degree of a
differential equation is defined as the exponent of the highest-order derivatives.

Linearity a Differential Equation

A differential equation is linear if the dependent variable and all its derivative occur linearly in the
equation.
(A) Differential Equation and its types- Based on Type:-

(a)  Ordinary Differential Equation:-

It’s a differential equationwhich depends ona single independent variable.

Example: dydx+ 5x=5y

In the above mentioned equation,is a function of  only so it’s an ordinary differential equation.

(b)   Partial Differential Equation

It involves partial derivatives.

∂y∂x+∂y∂t=x3–t3……….(i)

∂2y∂x2–c2∂2y∂t2=x0 ……………..(ii)

(B)  Differential Equations and its types- Based on order:-

The order of the highest differential coefficient (derivative) involved in the differential equation
is known as the order of the differential equation.

For Example:- d3ydx2+5dydx+y=√ x

Here, the order = 3 as the order of highest derivative involved is 3.

For derivatives the use of single quote notation is preferred which is

y′=dydx.

y”=d2ydx2.

y”′=d3ydx3  .     and so on
For the higher order derivatives it would become cumbersome to use multiple quotes so for these
derivatives we prefer using the notation yn  for the nth order derivative dnydxn.

Consider the following examples:-

(i) y” + 5y’ – 6y =x2+ 3x

(ii) x’ = -x + 16
(iii) x”’ + 2x’ = 0

The equation (i) is a second order differential equation as the order of highest differential co-
efficient is 2.

Similarly the example   is a first order differential equation as the highest derivative is of order 1.

The exampleis a third order Differential Equation

(C) Differential Equation and its types- Based on Linearity:-

By linearity, it means that variable appearing in the equation is raised to the power of one. The
graph of linear functions is generally a straight line. For example: (3x + 5) is Linear but (x3 +
4x2) is  non-linear.

Linear Differential Equation:

If all the dependent variables and its entire derivatives occur linearly in a given equation, then it
represents a linear differential equation.

(b) Non-Linear Differential Equation:-

Any differential equation with non-linear terms is known as non-linear differential equation.

Consider the following examples for illustration:

eg: – dydx+xy=5x    ……… (i)

d2ydx2–lny=10   ………. (ii)

Example 1: dydx+xy=5x

It is a linear differential equation as dydx and  both are linear.

Example 2: d2ydx2–ln y=10

In y is not linear. Hence, this equation is non-linear.

(D) Differential Equation and its types- Based on Homogeneity

Consider the following functions

f1(x,y)=y3+23xy2

f2(x,y)=x3÷y2x
f3(x,y)=tanx+secy
If we replace  and byαx  and α y respectively, where α is any non-zero constant, we get

f1(x,y)=(αy)3+23(αx)(αy)2=α3(y3+23xy)=α3f1(x,y)

f2(x,y)=(αx)3(αy)3(αx)=x3xy2=α∘f2(x,y)

f3(x,y)=tan(αx)+sex(αy)