1.

Introduction to Differential Equations

1.1 Classification of Differential Equations
A Differential Equation is an equation which contains independent and dependent variables and
the derivatives of dependent variable with respect to independent variable.

1.2 ODE (Ordinary Differential Equations).

A Differential Equation involving derivatives with respective to single independent variable is
called an ODE.

1.3 Order of a Differential Equation: The highest order derivative in the Differential
Equation is called an order of the Differential Equation.
Example : The differential equation is second order since the highest derivative is .
5
 1.4 Degree of a Differential Equation
The power of the highest derivative in the Differential Equation is called the degree of the
Differential Equation.
; The highest derivative is and the power of .

5 ; The highest derivative is and the power of is 1. Degree of ODE is 1.

1.5 Notations
The expressions , , , ……. are often used to represent, respectively the 1 st, 2nd, 3rd, …… nth
derivatives of y with respect to the independent variable under consideration .
Example:
If the independent variable is time t, primes replace by dots.
= etc.
1.6 Linear or Non-linear Differential Equations
Let y(x) be the dependent variable with respect to independent variable x. then
,
is a linear equation.
If the equation cannot be written as , then it is a non-linear Differential Equation.
Example: is a linear ODE.

is a non-linear ODE.

is a linear ODE.

5 is a non-linear ODE.
Example
Problem Order Degree Linearity

1 1 NL

2 1 L

3 1 NL

=0 4 1 NL

L
3 1

1 2 NL

2 1 NL

2 1 L

3 1 L
1.7 Initial value Problem
A Differential Equation along with the subsidiary conditions on the dependent variable and its
derivatives, all given at the same value of the independent variable, constitutes an initial value
problem. The subsidiary conditions are initial value conditions.  
Example – Initial value problem
(i) ; subsidiary condition is given at .

( is a differential equation,
; is an initial value problem)

(ii) ; both subsidiary conditions are given at

( is a differential equation,
; is an initial value problem)