Differential Equations

A differential equation is an equation which contains one or more terms

and the derivatives of one variable (i.e., dependent variable) with respect
to the other variable.
A differential equation contains derivatives which are either partial
derivatives or ordinary derivatives. The derivative represents a rate of
change, and the differential equation describes a relationship between
the quantity that is continuously varying with respect to the change in
another quantity.

Degree of Differential Equations

The degree of the differential equation is the power of the highest order
derivative, where the original equation is represented in the form of a
polynomial equation in derivatives such as y’,y”, y”’, and so on.

Classification of Differential Equation

Classification of Differential Equations Based on Types

A. Ordinary (ODE)
An ordinary differential equation is a differential equation that does
not involve partial derivatives.
It depends on a single independent variable.
EXAMPLE:
𝑑 2 𝑦 𝑑𝑦
+ = 3𝑥 sin 𝑦
𝑑𝑥 2 𝑑𝑥
ORDER:

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 The order of ordinary differential equations is defined to be the order of the
highest derivative that occurs in the equation\
TYPES:
1. Autonomous Ordinary Differential Equations – A differential equation which
does not depend on the variable, say x is known as an autonomous
differential equation.
2. Linear Ordinary Differential Equations – If differential equations can be
written as the linear combinations of the derivatives of y, then they are
called linear ordinary differential equations. These can be further classified
into two types:
a. Homogeneous linear differential equations
b. Non-homogeneous linear differential equations
3. Non-linear Ordinary Differential Equations – If the differential equations
cannot be written in the form of linear combinations of the derivatives of y,
then it is known as a non-linear ordinary differential equation.

B. Partial (PDE)
A Partial Differential Equation commonly denoted as PDE is a
differential equation containing partial derivatives of the dependent
variable (one or more) with more than one independent variable.
The PDE is said to be linear if f is a linear function of u and its
derivatives.
EXAMPLE:
𝜕𝑦 𝜕𝑦 𝑥 + 𝑡
+𝑥 =
𝜕𝑡 𝜕𝑥 𝑥 − 𝑡
Classification:
Each type of PDE has certain functionalities that help to determine whether a
particular finite element approach is appropriate to the problem being described
by the PDE. The solution depends on the equation and several variables contain
partial derivatives with respect to the variables. There are three-types of second-
order PDEs in mechanics.
1. Elliptic PDE = 𝑏 2 − 𝑎𝑐 < 0
2. Parabolic PDE = 𝑏 2 − 𝑎𝑐 = 0
3. Hyperbolic PDE = 𝑏 2 − 𝑎𝑐 > 0
Types:

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 1. First-Order Partial Differential Equation – the equation has only the first
derivative of the unknown function having ‘m’ variables.
2. Linear Partial Differential Equation – If the dependent variable and all its
partial derivatives occur linearly in any PDE then such an equation is
called linear PDE otherwise a nonlinear PDE.
3. Quasi-Linear Partial Differential Equation – A PDE is said to be quasi-linear if
all the terms with the highest order derivatives of dependent variables
occur linearly, that is the coefficient of those terms are functions of only
lower-order derivatives of the dependent variables. However, terms with
lower-order derivatives can occur in any manner.
4. Homogeneous Partial Differential Equation – If all the terms of a PDE
contain the dependent variable or its partial derivatives then such a PDE is
called non-homogeneous partial differential equation or homogeneous
otherwise.

Classification of Differential Equations Based on Order

The order of the differential equation is the order of the highest order
derivative present in the equation
First Order Differential Equation – It has degree equal to 1. All the linear equations
in the form of derivatives are in the first order. It has only the first derivative such
as dy/dx, where x and y are the two variables.
Second-Order Differential Equation – The equation which includes the second-
order derivative is the second-order differential equation.
EXAMPLE:
𝑑𝑦
= 𝑎𝑦 − 𝑏
𝑑𝑡
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.
𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 0
It is a second-order differential equation.

Classification of Differential Equations Based on Linearity

A. Linear

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 A linear equation or polynomial, with one or more terms, consisting
of the derivatives of the dependent variable with respect to one or more
independent variables is known as a linear differential equation.
A general first-order differential equation is given by the expression:
dy/dx + Py = Q where y is a function and dy/dx is a derivative.
A linear differential equation is defined by the linear polynomial
equation, which consists of derivatives of several variables. It is also stated
as Linear Partial Differential Equation when the function is dependent on
variables and derivatives are partial.
EXAMPLE:
𝑦 ′ + 3𝑡 2 𝑦 = 𝑒 𝑡

The coefficients of these equations may be functions of the independent variable

t, but not of the dependent variable y.

B. Non-Linear
When an equation is not linear in unknown function and its
derivatives, then it is said to be a nonlinear differential equation. It gives
diverse solutions which can be seen for chaos.
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:
𝑢𝑡 + 𝑢𝑢𝑥 = 0
A linearization may be obtained by replacing the coefficient u of 𝑢𝑥 with a
constant or a function of only x or t

Classification of Differential Equations Based on Homogeneity

A. Homogeneous
A differential equation of the form f(x,y)dy = g(x,y)dx is said to be
homogeneous differential equation if the degree of f(x,y) and g(x, y) is
same. A function of form F(x,y) which can be written in the form kn F(x,y) is
said to be a homogeneous function of degree n, for k≠0. Hence, f and g
are the homogeneous functions of the same degree of x and y.
If it is a similar function of the anonymous function and its derivatives
EXAMPLE:
𝑥′ + 𝑡2𝑥 = 0

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 B. Non-homogeneous
Nonhomogeneous differential equations are the same as
homogeneous differential equations, except they can have terms
involving only x (and constants) on the right side
EXAMPLE:
𝑑4𝑦 𝑑2𝑦
+ 𝑥 + 𝑦2 = 0
𝑑𝑥 4 𝑑𝑥 2

A relation
General andbetween dependent
Particular Solutionvariable and independent
of a Differential variables along
Equation
with arbitrary constants that satisfy a differential equation is called its solution.

A. General Solution
If the number of arbitrary constants in the solution is equal to the order
of the differential equation.
If the number of arbitrary constants in the solution is equal to the order
of the differential equation
If we solve a first order differential equation by variables separable
method, we necessarily have to introduce an arbitrary constant as soon
as the integration is performed. Thus, you can see that a solution of a
differential equation of the first order has 1 necessary arbitrary constant
after simplification. Similarly, the general solution of a second order
differential equation will contain 2 necessary arbitrary constants and so
on.
B. Particular Solution
If the arbitrary constants in the general solution are given particular
values, the solution.
A Particular Solution is a solution of a differential equation taken from
the General Solution by allocating specific values to the random
constants. The requirements for determining the values of the
random constants can be presented to us in the form of an Initial-
Value Problem, or Boundary Conditions, depending on the query.
The Singular Solution is also a Particular Solution of a given differential
equation but it can’t be obtained from the General Solution by
specifying the values of the arbitrary constants.
EXAMPLE:
Suppose,

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 𝑑𝑦
= 𝑒 𝑥 + cos 2𝑥 + 2𝑥 𝑒
𝑑𝑥
Therefore, the general solution is
sin 2𝑥 𝑥 4
𝑥
𝑦=𝑒 + + +𝐶
2 2
Now, x = 0, y = 5 substituting this value in the general solution we get,
sin 2(0) 04
5 = 𝑒0 + + +𝐶
2 2
𝐶=4
Hence, substituting the value of C in the general solution we obtain,
sin 2𝑥 𝑥 4
𝑦 = 𝑒𝑥 + + +4
2 2
This represents the particular solution of the given equation.

Elimination of Arbitrary Constant

A solution (primitive) involving essential arbitrary constants will give rise to a
differential equation of order n, free arbitrary constants. The equation is
obtained by eliminating the n constants between the (n+1) equations
consisting of the primitive and the n equation obtained by differentiating
the primitive n times with respect to the independent variable.
Remember:
• The order of differential equation is equal to the number of arbitrary
constants in the given relation.
• The differential equation is consistent with the relation.
• The differential equation is free from arbitrary constants.
EXAMPLE:
𝑦 = 𝑎𝑥 2 + 𝑏𝑥 + 𝑐 {𝑎, 𝑏}

Number of arbitrary constants is 2, so the order of required differential equation is

2.
𝑦 = 𝑎𝑥 2 + 𝑏𝑥 + 𝑐

Differentiate with respect to x

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 𝑑2𝑦
= 𝑎 (2𝑥) + 𝑏(1) = 0
𝑑𝑥 2
𝑑𝑦
= 2𝑎𝑥 + 𝑏
𝑑𝑥
Again, differentiate the above equation with respect to x
𝑑2𝑦
= 2𝑎(1) + 0
𝑑𝑥 2
𝑑2𝑦
= 2𝑎
𝑑𝑥 2
𝑦 ′ = 2𝑎𝑥 + 𝑏
𝑦 ′′ = 2𝑎
By applying the value of 2a, we get
𝑦 ′ = 𝑦 ′′ 𝑥 + 𝑏
𝑏 = 𝑦 ′ − 𝑦 ′′ 𝑥
𝑦′′
𝑎=
2
By applying the values of a and b, we get
𝑦 = 𝑎𝑥 2 + 𝑏𝑥 + 𝑐
𝑦 ′′
𝑦 = ( ) 𝑥 2 + (𝑦 ′ − 𝑦 ′′ 𝑥) + 𝑐
2

𝑦 ′′ 2 2
𝑦 = ( ) 𝑥 + 𝑦 ′ 𝑥 − 𝑦 ′′𝑥 + 𝑐
2
2
(𝑦 ′′ 𝑥 2 + 2𝑦 ′ 𝑥 − 2𝑦 ′′𝑥 + 2𝑐)
𝑦=
2
2
2𝑦 = 2𝑦 ′ 𝑥 − 𝑦 ′′𝑥 + 2𝑐
𝑥 2 𝑦 ′′ − 2𝑥𝑦 ′ + 2𝑦 − 2𝑐 = 0

Therefore, the required differential equation is

𝑥 2 𝑦 ′′ − 2𝑥𝑦 ′ + 2𝑦 − 2𝑐 = 0

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Application: Families of Curves

A set of curves whose equations are of the same form but which have
different values assigned to one or more parameters in the equations.
Families of curves arise, for example, in the solutions to differential equations
with a free parameter.
If the parameter is time, then the family could be said to be a moving curve.
If the parameter, say p, is replaced with a function of the parameter, f(p);
then the curves are unchanged but the dependence on the parameter is
altered. A curve family in one parameter, p, can be described by an
implicit equation in three variables, F(x, y, p) = 0. This same equation will
describe a surface in three-dimensional x-y-p space.
An equation involving a parameter, also one both of the coordinates of a
plane, might represent a family of curve corresponding to each value of
the parameter. For example, the equation
(𝑥 − 𝑐)2 + (𝑦 − 𝑐)2 = 2𝑐 2
represents a family of circles with their centers on y = x. If we assume that c in
the equation is arbitrary constant, then by using the elimination of arbitrary
constant, then result equation is called differential equation of the family of
curve (3). We can rearrange equation to be the following:
𝑥 2 + 𝑦 2 − 2𝑐(𝑥 + 𝑦) = 0
𝑥2 + 𝑦2
= 2𝑐, 𝑦 ≠ −𝑥
𝑥+𝑦
EXAMPLE:
𝑦 = 𝑎𝑥 2
where 𝑎 ≠ 0 is an arbitrary constant. Thus,
𝑦 ′ = 2𝑎𝑥

𝑥𝑦 ′ − 2𝑦 = 0
which is the differential equation of the family, and it is a first-order linear
differential equation.

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References:
https://fac.ksu.edu.sa/sites/default/files/le1_0.pdf
https://byjus.com/maths/what-are-differential-equation-and-its-types/
https://byjus.com/maths/differential-equation/
https://byjus.com/maths/solution-of-a-differential-equation/
https://www.jirka.org/diffyqs/html/classification_section.html
https://www.onlinemath4all.com/form-the-differential-equation-by-
eliminating-arbitrary-
constant.html?fbclid=IwAR3TBg7sclT_Bo96CXX0BhNg837Q59Tno2bjt75CVdiE0
EkaGAmRXrrqOS0
https://www.scribd.com/document/484475833/LESSON-2-Elimination-of-
Arbitrary-
Constants?fbclid=IwAR37dNDkjNp2k5OABPqSMcBsNWTU_VGGcH2RIxkbEllxU7
POwj-ZHEt8DOc