BWM12303

CHAPTER 1: INTRODUCTION
DIFFERENTIAL EQUATIONS

TO

Concepts
A differential equation is an equation involving one or more derivatives of an unknown
function.
Classification of differential equations
(a) Ordinary differential equation (ODE) - Contain derivatives of one or more
dependent variables with respect to a single independent variable.
du d 2u
dy

0.
Example:
y 2x ,
dx dx
dx
(b) Partial differential equation (PDE) - Contain derivatives of one or more
dependent variables with respect to two or more independent variables.
y y
u u
Example:
rs .

y,
r s
x y
The order of a differential equation is the order of the highest derivative that it contains.
The degree of a differential equation is the power of the highest derivative that it
contains.
A linear differential
equation can be written in
the form
of
(n)
( n 1)
y pn1 ( x) y
p1 ( x) y p0 ( x) y r ( x) . (Note: a linear differential equation
2

dy
should not contain terms in powers of derivatives of y, such as , y 2 or product of
dx
dy
dy
functions in y and its derivatives, such as y ,sin( y) )
dx
dx
Differential equation
dy
3y
dx
d2y
dy
6 8y 0
2
dx
dx
3
d y dy
t (t 2 1) y et
3
dx
dt
y y e2x
y y cos t
y y y 2 cos t

Order

Degree Linearity

Differential equation
dy
y sin x 0
dx

Order

Degree Linearity

dy
x sin( x) y 0
dx
2
dy
4 d y
x
ex
0
2
dx
dx
2

d2y
dy
x 2 ex
0
dx
dx
4

d2y
dy
x 2 ex 0
dx
dx
3

2
dy d y
x 2 0
dx dx
2

First order differential equations

A first order differential equation is any differential equation that contains a first
derivative, but no higher derivatives.
Examples: Refer to the table in the previous page.
Formation of differential equations
Differential equations can be formed by eliminating the constants from the given
expressions.
Example 1:
Form a linear differential equation from
(a) y Ax x 2
(c) y Ae2x Be x

A
x
(d) y A cos 2 x B sin 2 x

(b) y x 2

Answer:
(a)
(c)

(b) x

d 2 y dy
2y 0
dx 2 dx

dy
y 3x 2
dx

(d)

Solution of differential equations

A function ( x) is the solution for a differential equation if it satisfies the differential
equation.

Example 2:

d 2 y dy
2y 0 .
dx 2 dx
(b) y 2e2 x 3e x

Verify that the given equation is the solution of

(a) y e2x and y e x .

Example 3:
Determine whether the given y

4 x2
is the solution of x2 yy 1 xy 2 .
2x

General solution of differential equations

A general solution of a differential equation contains arbitrary constants. If known
values are assigned to the arbitrary constants, then the solution is recognized as the
particular solution.
Example 4:
1
Verify that y ( A Bx)e x x 2e x is the general solution of y 2 y y e x . Find the
2
particular solution if y 2 when x 0 and y 7 / 2e when x 1 .

Initial and boundary value problems

Particular solutions of a differential equation can only been found if certain conditions is
stated. Here we have two types of conditions:
(1) Initial conditions and Initial value problems
Initial conditions are conditions which have the same value for the independent variable.
Initial value problems are differential equations together with its initial conditions.
(2) Boundary conditions and Boundary value problems
Boundary conditions are conditions which have different values for the independent
variable.
Boundary value problems are differential equations together with its boundary
conditions.
Example 5:
Classify the differential equations as initial or boundary value problems.
d2y
dy
6 8 y cosh 2 x, y(0) 0, y(0) 2.
(a)
2
dx
dx
2
d y
dy
3 2 y 3x, y(0) 0, y(1) 2.
(b)
2
dx
dx
2
(c) x y xy 9 y 0, y(2) 1, y(1) 0.
(d) xy 2 y 9 xy 0, y( ) 3, y( ) 0.