Introduction to Differential Equations

• A differential equation is a mathematical equation involving

certain known and unknown quantities and their derivatives.
– Different examples of differential equations:

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Classification of D. E.

• One of the more obvious classifications is based on whether

the unknown function depends on a single independent
variable or on several independent variables. In the first case
only ordinary derivatives appear in the differential equation,
and it is said to be an ordinary differential equation. In the
second case the derivatives are partial derivatives, and the
equation is called a partial differential equation.
• Another classification of differential equations depends on the
number of unknown functions that are involved. If there is a
single function to be determined, then one equation is
sufficient. However, if there are two or more unknown
functions, then a system of equations is required.

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Classification of D. E. (continue)

• The order of a differential equation is the order of the highest

derivative that appears in the equation.
• The solution of an nth order D.E. is a function that is n time
differentiable and that satisfy the differential equation.
• A crucial classification of differential equations is according to
whether they are linear or nonlinear.
– Linear D. E.

– Nonlinear D. E.

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When a D.E. is separable?

• Suppose that f (x, y) = h(x) g(y), where both h and g are

differentiable. Then

If the above equation holds, then f (x, y) is separable.

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Pages 16-17
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Example

Solution:
Dividing by x2 we obtain

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Example

Solve the I. V. problem

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Exact Equations and Integrating Factors

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Example

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Integrating Factor
We multiply a given nonexact equation

by a function F that, in general, will be a function of both x and y. We want the

result to be an exact equation

so we can solve it as just discussed. Such a function F(x, y) is then called an

integrating factor of (12).

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We let

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Example

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Example

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 Linear First-Order D. Es.

is called homogeneous.

The general solution of the homogeneous ODE (2),

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 Linear First-Order D. Es. (continue)

To solve nonhomogeneous linear ODE (1), let us write it in the following form:

This is

Hence (1) multiplied by the integrating factor can be written

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 Linear First-Order D. Es. (continue)

Now we can integrate

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Example

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Pages 30-31a Continued
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Page 44a Continued
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Page 44b Continued
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