Differential Equations

DIFFERENTIAL EQUATIONS
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An equation which contains derivatives or differentials is called a
differential equation.
Examples.
1. 2 x 2 y 2 dx xy 3 y 2 dy 0 ODE (Ind. Var = x or y)
2. 3 y ' ' ' 2 4 x y ' ' 3 2 xy ODE (dep var = y, ind var = x)
3.
4.

d2y
2 sin t 1
dt 2
x
x
3t
0
t
z

ODE (dep var = y, ind var= t)

PDE (dep var = x, ind var = t and z)

Types of Differential Equations.

1. Ordinary Differential Equation (ODE)
An equation that has only one independent variable , this having
only ordinary or total derivatives in the equation. (Examples 1, 2 ,3)
2. Partial Differential Equation (PDE)
An equation containing two or more independent variables. It is an
equation that involves partial derivatives. (Example 4)
Order of a differential equation
The order of a DE is the order of the highest ordered derivative
occurring in the equation. (The highest derivative in the equation).
Degree of a differential equation
The degree of a DE is the same as the degree ( exponent) of the
highest-ordered derivative after rationalizing and clearing of fractions
with respect to the derivative.
In the previous examples.
1. first order, first degree
2. third order, second degree
3. second order, first degree
4. first order, first degree
5.

1 ( y ' ) 3 y" squaring both sides,

1 y ' y ' '
3

2nd order, 2nd degree

Differential Equations

Solution of a differential equation

Any non-derivative relation (ordinary equation/function) between
the variables which satisfies the differential equation.
1. General Solution
A solution that has at least one arbitrary constant. The
number of arbitrary constants is equal to the order of the
differential equation.
FORM: F(x,y, C1, C2, , Cn) = 0.
Where y is the dep var, n is the order of ODE.)
First order: F(x,y,C)=0
Second order: F(x,y,C1, C2)=0
2. Particular Solution
A solution that has no arbitrary constants, that is , the value/s of
the arbitrary constant/s has/have been determined and
substituted in the general solution. This is also known as the
initial value problem (initial conditions of derivatives are given)
FORM: F(x,y) = 0.
Example 1 : Determine C so that y = 2x + Cex will satisfy the condition
y(0)=3. Also find the particular solution.
Solution:
General Solution (GS) of a differential equation: y = 2x + Cex
PS (particular solution) ?
Substitute the initial condition in the GS. y(0)=3 x = 0, y =3
3 = 2(0) + C e0 C=3 ans
Thus, y = 2x +3 ex (PS). ans
Example 2: Determine C1 and C2, so that y = C1 sin2x + C2 Cos2x + 1
will satisfy the y(/8)=0 and y(/8)= 2 .
Solution: Substitute the initial conditions.
E1: y = C1 sin2x + C2 Cos2x + 1
E2: y = 2 C1 cos2x 2 C2 sin2x
x= /8, y = 0 (subst in E1),
E3: 0=C1(sin2(/8))+C2(cos2(/8))+1
0=C1(1/ 2 ) +C2(1/ 2 )+1 (E3)
x= /8, y =

C1 =

1 2
2

(subst in E2),
2 = 2 C1 cos /4 2 C2 sin /4
2 =2C1(1/ 2 ) 2 C2(1/ 2 )
E4: 1 = C1 C2
, C2=

1 2
2

ans.

Differential Equations

Validating Solutions
Example 1: Determine whether y(x)=e2x is a solution to y + y2 = 0.
Solution: y=e2x y = 2e2x
Substitute in the ODE; y + y2 = 0
(2e2x) + (e2x)2 is not equal to 0. (the equation is not satisfied)
Thus, y(x)=e2x is not a solution to y + y2 = 0.
Example 2: Determine whether y = 1/x is a solution to y + y2 = 0.
Solution: y = 1/x y = -x-2 = -1/x2.
Substituting in the equation, (-1/x2) + (1/x)2 = 0 (the equation is
satisfied). Therefore, y = 1/x is a solution to y + y2 = 0 (x0).
Note: The are actually infinitely many equations, y=f(x) that would
satisfy the above ODE. One can verify that y = 1/(x 2) is also a solution
to the given ODE.
Elimination of Arbitrary Constants
Given the general solution we find the required differential
equation, taking note that the number of arbitrary constants (no
essential) is equal to the order of the differential equation.
Arbitrary constants constants to be eliminated
Parameters constants to be retained in the ODE.
Example 1: Obtain the differential equation associated with the solution
y = A + ln Bx where A and B are arbitrary constants.
Solution: Note that A and B are essential constants.
y = A + ln B + ln x A + ln B = C
y = C + ln x
1 arb const. = 1st order ODE
y = 0 + (1/x)
y = 1/x (required ODE) ans.
Example 2: y = A coskx + B sinkx, with A,B=arb. Const.,
k = parameter (fixed constant)
Solution: 2 arb const to obtain a second order DE
E1: y = A coskx + B sinkx
E2: y = -Ak sinkx + Bk coskx
E3: y = -Ak2 coskx - Bk2 sinkx
y = -k2 ( Acoskx + B sinkx)
y = -k2y (required DE) ans.

Differential Equations

Example 3: Obtain a differential equation associated with y=Ae 2x + Bex

+C.
ANS:

d3y
d2y
dy
3 2 2
0
3
dx
dx
dx

Example 4: Obtain a differential equation associated with y=C1e3x + C2e2x

+C3ex.
ANS.

d3y
d2y
dy

6
11 6 y 0
3
2
dx
dx
dx

Seatwork #1: Obtain the DE associated with y = Cx2 + C2.