INTRODUCTION TO DIFFERENTIAL EQUATIONS

Differential Equations (abbreviated as D.E.) – is one which contains within it at least one derivative.

Example of differential equations:

Classifications of Differential Equations

A differential equations may be classified as to the following characteristics:

A. Order – The order of a DE is the largest derivative present in the differential equation.

In the given differential equations listed above, (1), (2), (4), and (5) are second order differential
equations, (6) is a third order differential equation and (3) is a fourth order differential equations. While

in this differential equations is an example of first order differential equation.

PREPARED BY: EUNICE JANE B. DOCTOR MATH 14: DIFFERENTIAL EQUATION

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B. Degree – is the largest power or exponent of largest derivative present in the differential equation.

In the differential equation listed above, (1) and (4) is a third degree, second ordered differential
equation, (2) is a second degree, third-ordered derivative differential equation, while (3) is a first
degree, second ordered derivative.

C. Type – A DE may be ODE or PDE as to the type of derivatives or differentials appearing in the
equation.

a. Ordinary Differential Equations (abbreviated as ODE) – contains ordinary derivatives.

b. Partial Differential Equations (abbreviated as PDE) – contains partial derivatives in it.

In the differential equations listed above, (1), (2), and (3) are ODE’s, while (4), (5), and (6) are PDE’s.

Most of the time we will deal with ODE’s.

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 GENERAL FORM OF THE NTH ORDERED ORDINARY DIFERENTIAL EQUATION

Linear and Non-Linear Differential Equation

An ordinary differential equation of order “n” is called linear if it has the form:

( ) ( ) ( ) ( ) ( )

Otherwise, if it can’t then, it is non-linear.

Examples:

Solution: (1) and (3) are linear differential equations, while (2) and (4) are non –linear differential
equation.

( ) ( )

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 √

SOLUTION TO AN ORDINARY DIFFERENTIAL EQUATION

The solution to an ordinary differential equation is another equation free of any derivatives or
differentials expressing the functional relationship between the dependent and independent variables
and which, when substituted into the equation, reduces it to an identity.

EXAMPLE 1.1

1. The solution to the second-ordered differential equation

is anyone of the following equations:

2.

3.

EXAMPLE 1.2

Show that ( ) is a solution to for

First we need to find the first and second derivative of ( )

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Substitute the value of ( ) and ( ) into the differential equation.

So, ( ) does satisfy the differential equation, and hence the solution.

TYPES OF SOLUTION TO DIFFERENTIAL EQUATION

A. GENERAL SOLUTION: The solution is said to be general if it contains at least one arbitrary constant.

General Form: ( )

Where: are arbitrary constants.

B. PARTICULAR SOLUTION: The solution to a differential equation is said to be particular if it does not
contain any arbitrary constants.

DETERMINATION OF THE PARTICULAR SOLUTION

a. Initial condition – is used when the independent variable is the time and the conditions given
are at zero-time,

b. Boundary condition – is used if the independent variable is anyone of the spatial coordinates,
x, y, or z and the conditions given are for known values of anyone of these coordinates.

EXAMPLE 1.3

Consider the third solution to a Differential given on the example 1.1

Suppose the boundary conditions given are:

Determine the Particular Solution

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1. Substitution of the given boundary conditions to the general solution results in the following:

When (1,5) ( ) ( ) when (0,3)

, therefore,

2. The particular solution to Example 1.1 under the given condition then is,

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