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DIFFERENTIAL EQUATIONS

Module 1: Introduction
Section 1:
Definitions & Classifications
Lesson Outline

• Definitions & Notation


• Classifications of Differential Equations

2
Learning Outcomes

At the end of this Session, Student will be able to:


- L01: Understand the basics of Differential
Equation
- L02: Learn to identify Classifications of D.E.

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Definitions and Notation
Differential Equation
An equation containing the derivatives of one or more
dependent variables (or unknown functions ), with respect
to one or more independent variables, is said to be a
differential equation (DE).

e.g. Newton’s 2nd Law

𝐹 = 𝑚𝑎
!"
where: 𝑎 =
!#
, therefore
𝑑𝑣
𝐹 𝑣, 𝑡 = 𝑚
𝑑𝑡
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Definitions and Notation
More example of Differential Equations:
1. 𝒚!! + 𝟐𝒚! = 𝟑𝒚
2. 𝒇! 𝒙 = 𝒔𝒊𝒏 𝒙
𝒅𝟑 𝒚
3. 𝟑 + 𝒆𝒚 = 𝟐𝒙
𝒅𝒙

𝟑
𝒅𝟐 𝒚 𝒅𝒚 𝟓
4. +𝟐 = 𝒆𝒙
𝒅𝒙𝟐 𝒅𝒙

𝝏𝒚
5. + 𝟑𝒙𝒚 =𝟎
𝝏𝒙

𝝏𝟐 𝒚 𝝏𝒚
6. + 𝟓 =𝟎
𝝏𝒙𝟐 𝝏𝒕

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Definitions and Notation
Notation
𝒅𝒚 𝒅𝟐𝒚 𝒅𝟑𝒚 𝒅𝒏 𝒚
• Leibniz notation: ,
𝒅𝒙 𝒅𝒙𝟐 𝒅𝒙𝟑
, … 𝒅𝒙𝒏

• Prime notation: 𝒚! , 𝒚!! , 𝒚!!! … 𝒚𝒏

• Lagrange notation: 𝒇! 𝒙 , 𝒇!! 𝒙 , 𝒇!!! 𝒙 , 𝒇𝒏(𝒙)


𝑑!𝑦 𝑑𝑦
Ex. − + 3𝑦 = 0
𝑑𝑥 ! 𝑑𝑥

𝑦′′ − 𝑦′ + 3𝑦 = 0

𝑓′′(𝑥) − 𝑓′(𝑥) + 3𝑓(𝑥) = 0

6
Definitions and Notation
Notation
You should also be aware that in physical sciences and
engineering, Newton’s dot notation (derogatorily referred
to by some as the “flyspeck” notation) is sometimes used
to denote derivatives with respect to time t.

Thus the differential equation:


becomes

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Definitions and Notation
Notation
Partial derivatives are often denoted by a subscript
notation indicating the independent variables.

Example:
𝒖 𝒙𝒙 = 𝒖 𝒕𝒕 − 𝟐𝒖 𝒕

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Classifications of D.E.

• Type
- Ordinary Differential Equation (ODE)
- Partial Differential Equation (PDE)
• Order & Degree
- 1st , 2nd , … nth
• Linearity
- Linear
- Non-linear

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Classifications of D.E.

Classification by Type
1. If a differential equation contains only ordinary
derivatives of one or more unknown functions with
respect to a single independent variable, it is said to be
an ordinary differential equation (ODE).

are examples of ordinary differential equations.

10
Classifications of D.E.
2. An equation involving partial derivatives of one or more
unknown functions of two or more independent variables is
called a partial differential equation (PDE).

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Classifications of D.E.
Classification by Order & Degree
• The order of a differential equation (either ODE or
PDE) is the order of the highest derivative in the equation.
• The degree of a differential equation is represented by
the power of the highest order derivative in the given
differential equation.
For example,

is a 2nd-order, 1st-degree ordinary differential equation.

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Classifications of D.E.
More Example:
Determine the Order of the following Differential Equations (ODE or
PDE):
1. 𝒚!! + 𝟐𝒚! = 𝟑𝒚
2. 𝒇! 𝒙 = 𝒔𝒊𝒏 𝒙
𝒅𝟑 𝒚 𝒚
3. 𝒅𝒙 𝟑 + 𝒆 = 𝟐𝒙

𝟑
𝒅𝟐 𝒚 𝒅𝒚 𝟓
4. 𝒅𝒙𝟐
+𝟐 𝒅𝒙
= 𝒆𝒙

𝝏𝒚
5. + 𝟑𝒙𝒚 =𝟎
𝝏𝒙

𝝏𝟐 𝒚 𝝏𝒚
6. 𝝏𝒙𝟐
+ 𝟓 𝝏𝒕
=𝟎
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Classifications of D.E.

In symbols we can express an nth-order ordinary differential


equation in one dependent variable by the general form
(1)
where F is a real-valued function of n + 2 variables:
x, y, y′, ... ,

For both practical and theoretical reasons we shall also


make the assumption hereafter that it is possible to solve an
ordinary differential equation in the form (1) uniquely for the
highest derivative in terms of the remaining n + 1
variables.

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Classifications of D.E.

The differential equation

(2)

where f is a real-valued continuous function, is referred to


as the normal form of (1). Thus when it suits our purposes,
we shall use the normal forms

to represent general first- and second-order ordinary


differential equations.

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Classifications of D.E.

Example of Normal Form:


(a) By solving for the derivative dy ⁄dx the normal form of the
first-order differential equation

(b) By solving for the derivative y″ the normal form of the


second-order differential equation

y″ − y′ + 6 = 0 is y″ = y′ − 6y.

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Classifications of D.E.
Classification by Linearity
An nth-order ordinary differential equation (1) is said to be
linear if F is linear in y, y′, . . . , This means that an
nth-order ODE is linear when (1) is
or

(3)

Condition to note:
1. The dependent variable and all of its derivatives are always to the first
power.
2. There are no products of the function y and its derivatives.
3. The coefficient can be zero, constants or function of x.
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Classifications of D.E.

Two important special cases of (3) are linear first-order


(n = 1) and linear second-order (n = 2) DEs:

(4)

A nonlinear ordinary differential equation is simply one that


is not linear. Nonlinear functions of the dependent variable
or its derivatives, such as sin y or cannot appear in a
linear equation.

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Classifications of D.E.

Example of Linear & Nonlinear ODE’s

(a) The equations

are, in turn, linear first-, second-, and third-order ordinary


differential equations.

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Classifications of D. E.

(b) The equations

are examples of nonlinear first-, second-, and fourth-


order ordinary differential equations, respectively.

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References
[1] D. G. Zill, Differential Equations with Modeling Applications,
11th Edition, Cengage Learning 2018
[2] W. E. Boyce and R. C. DiPrima, Elementary Differential
Equations and Boundary Value Problems , 11th Edition, John
Wiley & Sons Inc., New York, NY, 2017.
[3] C.H. Edwards and D.E. Penney, Differential Equations and
Boundary Value Problems: Computing and Modeling , 5th
edition, Pearson, 2014.
[4] William F. Trench, Elementary Differential Equations with
Boundary Value Problems. Books and Monographs. Book 9.
2013. https://digitalcommons.trinity.edu/mono/9

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Q&A

THANK YOU

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