ENS181 – Engineering Mathematics

UNIT I. INTRODUCTION TO DIFFERENTIAL EQUATIONS

Module 1. Definition and Classifications of

Differential Equations (DE)

Engr. Lhemar Jon M. Violango

Instructor
 Overview

The words differential and equations certainly suggest solving some kind of
equation that contains derivatives 𝑦 ′ , 𝑦 ′′ , . . .𝑦 (𝑛) , where 𝑛 is the order of the
derivative. Analogous to a course in algebra and trigonometry, in which a good
amount of time is spent solving equations such as 𝑥 2 + 5𝑥 + 4 = 0 for the
unknown number 𝑥, in this course one of our tasks will be to solve differential
equations such as 𝑦 ′′ + 2𝑦 ′ + 𝑦 = 0 for an unknown function 𝑦 = 𝜙(𝑥).
 Overview

The preceding paragraph tells something, but not the complete story, about
the course you are about to begin. As the course unfolds, you will see that there is
more to the study of differential equations than just mastering methods that
mathematicians over past centuries devised to solve them. But first things first. In
order to read, study, and be conversant in a specialized subject, you have to
master some of the terminology of that discipline. This is the thrust of the first
modules of this course.
 Overview

In the long run you’ll learn that there is a link between differential equations
and the real world. Practical questions such as
How fast does a disease spread?
How fast does a population change?
involve rates of change or derivatives. And so, the mathematical description—or
mathematical model —of phenomena, experiments, observations, or theories
may be a differential equation.
 Learning Outcomes

At the end of this module, you must be able to:

✓ Define differential equation and describe its geometric significance;
✓ Identify the type, order, degree and linearity of differential
equations; and
✓ Classify differential equations based on their type, order and
linearity.
 Concept and Theories

In algebra and basic calculus, we had learned that variables in a function can
either be dependent or independent.

Dependent variables denote the values of a function.

Independent variables are the one that may take on any values in the domain of
the function which the dependent variable stands.

In the quadratic function 𝒚 = 𝒙𝟐 + 𝟓𝒙 + 𝟒,

𝑦 is the dependent variable and 𝑥 is the independent variable.
 Definition

An equation containing the derivatives of one or more unknown functions (or

dependent variables), with respect to one or more independent variables, is said to be a
differential equation (DE).
Examples,
𝑑𝑦
= cos 𝑡
𝑑𝑡

𝑥 2 + 𝑦 2 𝑑𝑥 − 2𝑥𝑦 𝑑𝑦 = 0
𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 0
𝜕𝑧 𝜕𝑧
=𝑧+ 𝑥
𝜕𝑥 𝜕𝑦
Notation

A differential can be denoted as

Leibniz notation
𝑑𝑦
or 𝑦 ′ - - - - - 1st order differential
𝑑𝑥
Prime notation
𝑑2 𝑦
or 𝑦 ′′ - - - - - 2nd order differential
𝑑𝑥 2

𝑑3 𝑦
or 𝑦 ′′′ - - - - - 3rd order differential
𝑑𝑥 3

𝑑4 𝑦
or 𝑦 (4) - - - - - 4th order differential
𝑑𝑥 4

. . . So on….
 Classification of Differential Equations

• by TYPE:
Ordinary D.E. - If a differential equation contains only ordinary derivatives of one or
more unknown functions with respect to a single independent.
 Classification of Differential Equations

• by TYPE:
Partial D.E. - An equation involving partial derivatives of one or more unknown
functions of two or more independent variables.
 Classification of Differential Equations

• by ORDER:
Order refers to the number of times the derivative of the dependent variable (or
unknown function) is taken. The order of a differential equation (either ODE or PDE) is
the order of the highest derivative in the equation.

1st order differential equation

2nd order differential equation

4th order differential equation

 Classification of Differential Equations

• by ORDER:
Degree of DE – the degree (or power) of the highest ordered derivative in the given
equation.

1st order DE of degree 1

2nd order DE of degree 1

4th order DE of degree 1

3rd order DE of degree 2

 Classification of Differential Equations

• by LINEARITY:
Linear D.E. – if and only if each term of the equation which contains a variable of the
set or any of their derivatives is of the first degree in those variables and their
derivatives.

General form of Ordinary Linear Differential Equation:

 Classification of Differential Equations

• by LINEARITY:
General form of Ordinary Linear Differential Equation:

Two properties of a linear ODE are as follows:

• The dependent variable y and all its derivatives y’, y’’, . . . , y(n) are of the first degree,
that is, the power of each term involving y is 1.
• The coefficients a0, a1, . . . , an of y’, y’’, . . . , y(n) depend at most on the independent
variable x.
 Classification of Differential Equations

• by LINEARITY:
Nonlinear D.E. – is simply one that is not linear. Nonlinear functions of the
dependent variable or its derivatives, such as sin y or ey , cannot appear in a linear
equation.

linear

linear

nonlinear

nonlinear
Classification of Differential Equations
 References

1. Zill, Dennis G. A First Course in Differential Equations with Modeling Applications.

10th edition. 2012. Brooks/Cole Cengage Learning, USA.
2. Kreyzig, Erwin. Advanced Engineering Mathematics. 10th edition. 2011. John Wiley
& Sons, Inc.