Review of

Differential Equations
Definition
- an equation containing the derivative of one or more dependent
variables with respect to one or more independent variables

- a relation involving an unknown function and some of its derivatives

- an equation that contains derivatives.

Notation Example
𝑦 ′′ + 2𝑦 ′ = 3𝑦

𝑓 ′′ 𝑥 + 2 𝑓 ′ 𝑥 = 3 𝑓(𝑥)

𝑑2 𝑦 𝑑𝑦
2
+2 = 3𝑦
𝑑𝑥 𝑑𝑥
Other examples
𝑑𝑦 𝜕𝑥 𝜕𝑦
𝑥 =𝑦−1 + +2=0
𝑑𝑥 𝜕𝑦 𝜕𝑥

𝑑2 𝑦 𝑑𝑦 𝜕2𝑢 𝜕2𝑢 𝜕𝑢
2
+ +𝑦 =0 + 2 =2
𝑑𝑥 𝑑𝑥 𝜕𝑥 2 𝜕𝑡 𝜕𝑡

2𝑥𝑦 − 𝑦 ′ = 3𝑥
Example
Biological growth/radioactive decay

𝑑𝑃 Where:
= 𝑘𝑃
𝑑𝑇
P – population
t – time
k – rate constant
Classifications
Explicit or Implicit
Differential equations may be expressed either explicitly or implicitly.

𝑑𝑦
+4=0
𝑑𝑥
𝐄𝐱𝐩𝐫𝐞𝐬𝐬𝐞𝐝 𝐞𝐱𝐩𝐥𝐢𝐜𝐢𝐭𝐥𝐲
𝑦′ + 4 = 0
𝑓′ 𝑥 + 4 = 0

Note:
Numerator – Dependent variable
Denominator – Independent variable
Explicit or Implicit
Differential equations may be expressed either explicitly or implicitly.

Expressed implicitly: We cannot tell which is the dependent or

independent variable.
Examples:

𝑑𝑦 + 4𝑑𝑥 = 0

5
12𝑥 2 𝑑𝑥 = 𝑑𝑦
𝑦
Classifications according to type
1. Ordinary differential equation
- Contains only ordinary derivatives of one or more dependent
variables of a single independent variable.
Examples:
𝑑𝑦
+ 5𝑦 = 𝑒 𝑥
𝑑𝑥

𝑑𝑥 𝑑𝑦
+ = 2𝑥 + 𝑦
𝑑𝑡 𝑑𝑡
Classifications according to type
2. Partial differential equation
- Contains partial derivatives of one or more dependent variables of
two or more independent variables.
Examples:
𝜕2𝑢 𝜕2𝑢 𝜕𝑢
2
+ 2 =2
𝜕𝑥 𝜕𝑡 𝜕𝑡

𝜕𝑢 𝜕𝑣
=−
𝜕𝑦 𝜕𝑥
Order of a Differential Equation
• Order refers to the highest number of times the dependent variable
is differentiated with respect to the independent variable.

• The Order of a Differential equation is the order of the highest

derivative occurring in the differential equation.
Order of a Differential Equation
Examples:
3 2 2
𝑑 𝑦 𝑑 𝑦 𝑑𝑦
3
+2 2
− =0
𝑑𝑥 𝑑𝑥 𝑑𝑥
Order of the equation is 3

𝑑2 𝑦 𝑑𝑦
2
=1+
𝑑𝑥 𝑑𝑥
Order of the equation is 2
Degree of a Differential Equation
• The Degree of a Differential equation is the degree of the highest
derivative occurring in the differential equation.

• Degree refers to the power of the highest ordered derivative.

Order and Degree Examples

3 2 2 5
𝑑 𝑦 𝑑 𝑦 𝑑𝑦
4
𝑑𝑥 3 𝑑𝑥 2 𝑑𝑥

Order = 3 Order = 2 Order = 1

Degree = 2 Degree = 5 Degree = 1
Order and Degree Examples
3 2 2 4
𝑑 𝑦 𝑑 𝑦 𝑑𝑦
3
+2 2
− =0
𝑑𝑥 𝑑𝑥 𝑑𝑥
Order = 3, Degree = 2

𝑑2 𝑦 𝑑𝑦
2
=1+
𝑑𝑥 𝑑𝑥
Order = 2, Degree = 1
Determine the order and degree of the following differential equations.

1.
2
𝑑3 𝑤 𝑑𝑤 4 =0
− 4 − 𝑦
𝑑𝑡 3 𝑑𝑡
Order = 3, Degree = 1

2.
(𝑦 ′′ )3 −5𝑥 𝑦 ′ 4 = 𝑒 𝑥 + 2
Order = 2, Degree = 3
Determine the order and degree of the following differential equations.

3.
𝑦 − 3𝑥𝑦 ′ = 4𝑒 𝑥 + 2
Order = 1, Degree = 1

4.
2
𝑑𝑦 𝑑𝑦
−2 + 𝑦 = 𝑒𝑥
𝑑𝑥 𝑑𝑥
Order = 1, Degree = 2
Classifications according to linearity
A differential equation is linear if:
1. The dependent variable (y) and all of its derivatives are of 1st
degree.
2. Each variable coefficient to y and its derivatives are functions of the
independent variable x only.

Otherwise, the equation is nonlinear.

Examples of Linear DE
𝑑2 𝑦 𝑑𝑦
2
+2 + 4𝑦 − 5𝑥 = 0
𝑑𝑥 𝑑𝑥

𝑦 ′′ − 2𝑦 ′ + 𝑦 = 3𝑥

𝑑3 𝑤 𝑑2 𝑤
− 3 + 6 2 − 9𝑤 = 4𝑡 2 + 11
𝑑𝑡 𝑑𝑡
Determine whether the differential equation is linear or nonlinear.
1.
𝑦′ + 𝑒 𝑥 𝑦 = 𝑥 2𝑦2
Nonlinear
2.
𝑥𝑦 ′ + ln 𝑥 − 𝑥 2 𝑦 = 0
Linear
3.
𝑑 2𝑢
𝑡 2 2 + 3𝑢 = 9𝑡
𝑑𝑡
Linear
Determine whether the differential equation is linear or nonlinear.

4.
2
𝑑𝑦
= 𝑦3 + 𝑥
𝑑𝑥
Nonlinear
5.
𝑑2 𝑦
2
+ sin 𝑦 = 0
𝑑𝑥
Nonlinear
Solutions to Differential
Equations
Comparison with Algebraic Equation
Algebraic Equation Example: Differential Equation Example:

𝑥 2 + 3𝑥 + 2 = 0 𝑑2 𝑦 𝑑𝑦
2
+2 = 3𝑦
Solving, 𝑑𝑥 𝑑𝑥
𝑥+2 𝑥+1 =0
Solution: function(s)
𝑥 = −2 𝑜𝑟 𝑥 = −1

Solution: Constant
Example
Differential Equation: Solution 1:

𝑦 ′′ + 2𝑦 ′ = 3𝑦 𝑦 = 𝑒 −3𝑥

𝑓 ′′ 𝑥 + 2 𝑓 ′ 𝑥 = 3 𝑓(𝑥) Solution 2:

𝑑2 𝑦 𝑑𝑦 𝑦 = 𝑒𝑥
2
+2 = 3𝑦
𝑑𝑥 𝑑𝑥
Example
Differential Equation: Solution 1:
𝑦 = 𝑒 −3𝑥
𝑦 ′′ + 2𝑦 ′ = 3𝑦
𝑦 ′ = −3𝑒 −3𝑥
𝑓 ′′ 𝑥 + 2 𝑓 ′ 𝑥 = 3 𝑓(𝑥) 𝑦 ′′ = 9𝑒 −3𝑥
9𝑒 −3𝑥 + 2 −3𝑒 −3𝑥 = 3 𝑒 −3𝑥
𝑑2 𝑦 𝑑𝑦
+2 = 3𝑦
𝑑𝑥 2 𝑑𝑥 9𝑒 −3𝑥 − 6𝑒 −3𝑥 = 3𝑒 −3𝑥
3𝑒 −3𝑥 = 3𝑒 −3𝑥
Example
Differential Equation: Solution 2:
𝑦 = 𝑒𝑥
𝑦 ′′ + 2𝑦 ′ = 3𝑦
𝑦′ = 𝑒 𝑥
𝑓 ′′ 𝑥 + 2 𝑓 ′ 𝑥 = 3 𝑓(𝑥) 𝑦 ′′ = 𝑒 𝑥
𝑒𝑥 + 2 𝑒𝑥 = 3 𝑒𝑥
𝑑2 𝑦 𝑑𝑦
+2 = 3𝑦
𝑑𝑥 2 𝑑𝑥 3𝑒 𝑥 = 3𝑒 𝑥
Solutions to Differential Equations
1) General Solution (GS)

a non-empty set of solutions specified by an expression which

contains at least one parameter usually denoted by c

Example:
𝑦 = 𝑥 2 + 𝑐1 𝑥 + 1
Solutions to Differential Equations
2) Particular Solution (PS)

a solution that does not contain arbitrary parameters

Example:
𝑦 = 𝑥2 + 𝑥 + 1
First Order Differential
Equations
 FIRST ORDER DIFFERENTIAL EQUATION
(FODE)
• Contains only first derivatives and one independent variable
• The dependent/independent variable could be any measurable parameter and may
be represented by any symbol
 TYPES OF FIRST ORDER DE

1) Variable Separable
2) Homogenous Equation
3) Exact Equations
4) Linear Equations
5) Bernoulli Equations
6) 2nd Order DE Reducible to 1st Order DE
Numerical Methods in
Solving First Order DE
How if we encounter a differential equation that we cannot solve
using analytical methods?

We approximate using numerical methods!

 Numerical Methods of Solving Ordinary DE’s

• Used when analytical methods can’t give solutions to ordinary

differential equations
• Approximates the graph of the analytical solution
• Starts at an initial point (𝑥0, 𝑦0 ) and moves a tiny distance along
the slope segment through (𝑥0 , 𝑦0 ) taking it to point (𝑥1 , 𝑦1 ) and
making this new point the initial point and repeating the process
Numerical Methods of Solving Ordinary DE’s
Numerical Methods of Solving Ordinary DE’s

A. Euler’s Method
B. Improved Euler Method
C. Runge-Kutta Method