Differ. Equ.

Lec. 1: Definitions and Terminology

❋ An equation containing the derivatives of one or more dependent variables, with
respect to one or more independent variables, is said to be a differential equation.

1 Type
ordinary differential equation (ODE) partial differential equation (PDE)
contains only ordinary derivatives of contains only partial derivatives
one or more functions with respect of one or more functions of two
to a single independent variable or more independent variables

der
The order of a differential equation (ODE or PDE) is the
2 order of the highest derivative in the equation.

An th-order ordinary differential equation in one dependent variable expressed in:

general normal
form: form:

3 Linearity An th-order ordinary differential equation is said to

be linear when F is linear in y and its derivatives:

A nonlinear ordinary differential equation is simply an ODE that is not linear.

Two
f characteristic properties of a linear ODE are:
• The dependent variable and all its derivatives are of the first
degree; that is, the power of each term involving is .
f

• The coefficients of depend at most on the

independent variable .

❋ Any function f , defined on an interval —this interval is variously called the

interval of definition, the interval of validity, or the domain of the solution, and can
be an open, closed or an infinite interval—and possessing at least derivatives that
are continuous on , which when substituted into an nth-order ordinary differential
equation reduces the equation to an identity, is said to be a solution of the equation
on the interval. for all in .
 Solutions
explicit implicit
A solution in which the dependent A relation is said to be an implicit
variable is expressed solely in terms of solution of an ODE on an interval I
the independent variable and constants provided there exists at least one
is said to be an explicit solution function that satisfies the relation
of the ordinary differential equation. as well as the differential equation.

❋ When solving an th-order differential equation F(x,y,y‛,...,y(n)) = 0

we usually seek an n-parameter family of solutions fg
that contain n arbitrary constants. This means that a single differential equation
can possess an infinite number of solutions corresponding to the unlimited number
of choices for the parameter(s). A solution of a differential equation that is free of
arbitrary parameters is called a particular solution.

general solution singular solution

an -parameter family from which an extra solution that cannot be
every solution of an nth-order ODE obtained by specializing any of the
can be obtained by appropriate parameters in a family of solutions
choices of the parameters. of an ordinary differential equation.

❋ We are often interested in problems in which we seek a solution y(x) of a

differential equation so that y(x) satisfies prescribed side conditions—that is,
conditions that are imposed on the unknown y(x) or on its derivatives.

I V P InitialValue Problem BVP BoundaryValue Problem

On some interval containing , On some interval containing ,
the problem , ... , , the problem

Solve: Solve:

Subject to: Subject to:

some arbitrarily specified real some arbitrarily specified real

constants, called initial conditions (IC), constants, called boundary conditions
is called an nth-order initial-value (BC), is called an n-point
problem (IVP). The term initial boundary-value problem (BVP). A BVP
conditions derives from physical consists of solving a DE in which the
dynamical systems where values are dependent variable or its derivatives
specified at an initial time. are specified at different points.
 Lec. 2: Firstder Differential Equations
1 Separable Equations

❋ method of solution:

1 2 3

2 Exact Equations ❋ A first order ODE can be written in the

differential form
❋ If is a function of two
variables with continuous first partial
derivatives in a region R of the
multivariable
x y-plane, then its total differential is
chain rule
Given a one-parameter family of curves f(x,y) = c , we can generate a
first-order differential equation by computing the differential.

A differential expression is an exact differential in

a region R of the xy-plane if it corresponds to the differential of some
function f (x, y) . A first-order differential equation of the form
f

is an exact equation if the expression on the left side is an exact differential.

A necessary and sufficient condition that be an
exact differential is
since

❋ method of solution:

1 or
where

3 solutions are represented as

level curves of the function,
cross sections of the graph
4 of z=f(x,y) taken at an
arbitrary constant value
 Lec. 3: Firstder Differential Equations
3 Linear Equations

❋ A linear first-order ODE can be

written in a more useful form by
dividing both sides of by the lead
coefficient called the standard form
f

We can solve If we write the standard

first-order linear linear equation in the
ODEs using the differential form:
concept of an Integrating Factor
❋ For a nonexact differential, it is sometimes we find a suitable
possible to find an integrating factor so that integrating factor
after multiplying, the left-hand side of is an
exact differential.
multiply both sides by it
nonexact

and solving the exact

a modified exact differential equation equation we get

❋ method of solution:

3
using the product rule
of differentiation

4 integrating w.r.t x

5 general solution the general solution of

the linear ODE is

6
❋ Often the first step in solving a given differential equation consists of
transforming it into another differential equation by means of a substitution.

4 Homogeneous Equations
❋ If a function f possesses the
property f (tx, ty) � t a f (x, y) for
some real number a, then f is said to be
a homogeneous function of degree a.
A first-order DE in differential form
is said to be a homogeneous equation if
both coefficients M and N are
homogeneous of the same degree.

❋ method of solution:

1 2 3 4 seperable

5 Bernoui's Equation
❋ The following differential equation.
where n is any real number, is called
Bernoulli‛s equation and is named after
the Swiss mathematican Jacob Bernoulli (1654 –1705). Note that for n = 0 and
n = 1 , the equation is linear, for n = 0, 1 we can use the following substitution.

❋ method of solution: 2 3

1 4 linear in u

❋ Oer Special fCases:-

❋ Note:

can be always be reduced to a seperable DE using

the subtitution

parallel
seperable
❋ method of solution:
1 find the slope of
intersecting

homogeneous
 Lec. 4: Higherder Linear ODEs
❋ Linear ordinary differential equations can be classified based on homogeneity.

Homogeneous Nonhomogeneous

❋ Linear Differential Operators ❋ Note:

❋ A differential operator is an operator defined as a function of the

differentiation operator denoted by the capital letter that is, .
An th-order differential operator defined by:

possesses a linearity property; ,

as a consequence of two basic properties of differentiation:
1 2

A linear differential operator is a linear transformation between two vector

function spaces. If we define where , then the
domain is : continuous times differentiable functions on an invterval ,
and the codomain is : all continuous functions on an invterval .

The problem of finding the kernel of a linear differential operator is

identical to the problem of finding all solutions of a homogeneous linear
differential equation, since: .

If we can find a suitable basis for the kernel—a set of linearly independent
solutions of a homogeneous linear ODE that spans the kernel—then all linear
combinations of the basis functions are also solutions of the ODE. An existence
theorem tells us that the solution space of an th-order linear differential
equation is -dimensional, or equivalently, .

Any set of linearly independent functions that are solutions of

an th-order homogeneous linear differential equation on an interval,
which is also a basis of the kernel of the th-order linear differential operator
, is said to be a fundamental set of solutions.
❋ General Solution ❋ Let be a fundamental
set of solutions of the homogeneous
linear th-order differential equation,
denoted , on an interval . Then
the general solution of the equation on
the interval is an -parameter family of
solutions represented by all the linear
combinations of the basis functions.

❋ linear independence of a set of functions

❋ Recall from linear algebra that a set of functions is said to be
linearly independent on an inteval if the only constants for which the equation
is true for some in the interval are zeros. The
question of whether solutions of a homogeneous linear th-order ODE are
linearly independent can be settled somewhat mechanically using a determinant
named after the Polish mathematician Jósef Maria Hoëné-Wronski (1778–1853).

Wronskian ❋ Note:

linear dependence implies

for every

for some
implies linear independence

But the converse of both

is not true in general

The basic idea is to differentiate This system of equations has a unique

the equation times to get the trivial solution (all zeros) if the
following system of linear equations coefficient matrix is invertible, or
equivalently, its determinant is
nonzero. This determinant is called
the Wronskian. We can now use the
following theorem about linear ODEs.

Let be a set of solutions of a homogeneous linear th-order

differential equation. Then the set is linearly independent on an interval if
and only if for every in the interval.

❋ The previous theorem is due to the fact that the Wronskian of solutions of
a linear homogeneous ODE is either identically zero or never zero on
the interval. It follows that if we can show that for some
in the interval , then the solutions are linearly independent on
, and thus form a fundamental set of solutions or a basis for the kernel of .
❋ There are various ways of solving linear ODEs. The following are some of the
methods used to find explicit solutions of second (and higher) order linear ODEs.

1 Two solutions of y
❋ The basic idea described here is By writing the second-order ODE
that a linear second-order equation in the standard form, we get
can be reduced to a linear first-order
DE by means of a substitution
involving one known nontrivial solution differerntiating twice
. We seek a second solution so
that the two solutings are linearly
independent on some interval.
by substituting y2 in the ODE
Recall that if and are linearly
independent, then their ratio is
nonconstant on the interval; that is, by eliminating some terms
or . The idea
is to find by substituting the
expression into the given
differential equation. A second using the substitution we
solution obtained by choosing get a linear first-order ODE in w
and is apparent after this
first-order DE is solved.
solving for a general solution

2 Constant Coefficient Homogeneous ODEs

❋ We have seen that the linear first-order DE , where is a
constant, possesses the exponential solution on the entire interval
. Therefore, it is natural to ask whether exponential solutions exist for
homogeneous linear higher-order DEs in the form

where the coefficients , are real constants and . The

surprising fact is that all solutions of these higher-order equations are either
exponential functions or are constructed out of exponential functions.
❋ We begin by considering the special case of a linear
second-order equation with constnat coefficients.
❋ method of solution:
1 Let 2

3 4 since
❋ Note:
solving for , we complex roots of real
have three cases for 5 polynomials always appear in
conjugate pairs
the discriminant

since
For distinct (real or
complex) values of ,
we can obtain linearly
independent solultions Because the root is
that span the entire repeated twice, we Using Euler‛s formula,
solution space. Finding get another linearly we can write the
the Wronskian of the independent solultion complex exponential as
solutions, we see it is using the method of the sum of two
nonzero everywhere. reduction of order. trigonometric functions.

Constant Coefficient Homogeneous Linear norder ODEs

❋ We conclude that in general, the linearly independent solutions of an
th-order equation with constnat coefficients can be found using the
substitution which gives us an th degree polynomial equation in the
unkown called the the auxiliary equation.
Solving the polynomial, we get roots that
could be real or complex, distinct or
repeated. The general solution is just the
linear combination of these different cases:
auxiliary equation

k Distinct Real Roots k Repeated Real Roots

k Distinct Complex Roots k Repeated Complex Roots

 Lec. 5: Higherder Linear ODEs
Let be any particular solution, on an interval , of the nonhomogeneous linear
th-order differential equation where

and let be the general solution of the associated

homogeneous differential equation on . Then the general solution of
the nonhomogeneous equation on the interval is

The linear combination , which is the general

solution of , and the particular solution are called the
complementary function, and the particular integral respectively.

General Solution: since

❋ Polynomial Differential Operators

❋ A linear differential operator is called an th order polynomial differential
operator with constant coefficients, denoted , if it has the form

where the coefficients , are real constants and .

Polynomial operators can be added, multiplied, factored, and multiplied by a
constant, just as if they were ordinary polynomials. Also, these are all valid:
1 2 3

Commutative law Associative law Distributive law

Using induction and building from ,

Exponential Shift Theorem: .

Superposition principle
Let be particular solutions of the equations
where , then is a particular solution
of the equation

❋Note:
Superposition also applies to linear operators with nonconstant coefficients.
❋ Inverse Polynomial Differential Operators
Let , then the inverse operator of is defined as

or

where is the particular solution of that contains no constant

multiple of a term in (the general solution of the equation ).

❋ We can use the inverse differential

operator to find the particular integral ❋ Note:
solution of the nonhomogeneous equation
integrating
when is the special
times and ignoring
function consisting only of such terms as
constants of integration.
, , , , , and a finite
number of combinations of such terms.

3 Constant Coefficient nonhomogeneous DEs

series expansion using
if is a factor
ordinary division

expand to get a
similar form but
then integrate

if since

shift theorem also works for inverse operators

if then

❋ Note:
if the polynomial is a function of
only derivatives of even order,
and
or or
 Lec. 6: Higherder Linear ODEs
4
Variation of Parameters ❋ In general, the ODE in the form

❋ A particular solution of any linear th-order where

ODE can be written as a linear

is its complementary function, has a
combination (with varying coefficients) of the particular integral solution in the form
fundamental homogeneous solutions. The method
of solution that involves finding those variable where the coefficients are determined
coefficients is called variation of parameters. by the equations

❋ method of solution:
1 standard form
2 Using Cramer‛s rule

3 substitution

4 where is the determinant obtained

by replacing the th column of the
Wronskian by the column
5 if

then Cramer‛s rule

, We can generalize this to:

5 Cauchy–Euler Equation
❋ Any linear ODE of this form, where the coefficients are
constants, is known as an Euler–Cauchy equation, named in honor of two of the
most prolific mathematicians of all time, Augustin-Louis Cauchy (French,
1789–1857) and Leonhard Euler (Swiss, 1707–1783). Any Cauchy–Euler equation
can always be rewritten as a linear differential equation with constant
coefficients by means of the substitution . If and
we get:
❋ Note:

After solving the ODE with

we substitute:

using induction: where

 Lec. 7: Higherder Linear ODEs
6
Reduction of der ❋ If we know one homogeneous solution,
we can reduce any linear second-order
ODE using this method. The following
❋ method of solution: are some tests we can use to find one
solution of the equation directly.
1 standard form For the ODE in the form

2 linearly independent
if one soluion is
3 substitution

4 if then

if then
5
if one soluion is

We reduced the
6 second-order equation if then
to a first-order ODE

7
Removal of first derivative
❋ method of solution:
❋ Solving the following first-order

1 standard form ODE, and then finding the first and

second derivative while ignoring the
2 write the general solution as a product constant of integration.

4 if then

If we are lucky enough, we get

an euler equation or a constant
coefficient second-order ODE.

❋ These reduction methods, if suitable, can be used to solve any linear

second-order ODE. Not all ODEs have known closed form solutions. Other solving
methods include numerical analysis and infinite sereis expansions.
 Lec. 8: Higherder Linear ODEs
8
Systems of Linear Differential Equations
❋ A system of ordinary differential equations is
two or more equations involving the derivatives
of two or more unknown functions of a single
independent variable. A solution of such a
system is a set of differentiable functions
defined on a common interval that satisfy each
equation of the system on this interval.

9
A pplications of ODEs as Linear models
❋ If
L R CSeries
denotes current in
an LRC-series electrical
circuit, then the voltage
Circuits drops across the inductor,
resistor, and capacitor are:

Resistor Inductor Capacitor

since

By Kirchhoff‛s second law, the sum of these

voltages equals the voltage impressed on
the circuit, and we get a second-order ODE.

Spring/Ma Systems: Free Undamped Motion

At equilibrium
simple
Newton‛s 2nd Law harmonic
motion

Angular frequency Hooke‛s Law

Newton's Law of rate of

change of
constant
temperature of
the medium
Cooling / Warming temperature around an object
 Lec. 9: Laplace ansform
Let be a function defined for . Then the integral

is said to be the Laplace transform of , provided the integral converges.

❋ The Laplace transform, named after the famous French astronomer and
mathematician Pierre-Simon Marquis de Laplace (1749–1827), is a method of
transforming a function of a real variable (usually time) into a function of a complex
variable (usually frequency). This integral transform can be used to solve
differential equations, analyze systems, and study signals.
To understand what is a complex frequency variable, we note that the laplace
transform can be seen as a generalization of the Fourier transform defined as:

where is angular frequency

The domain is called complex frequency domain where

The complex frequency can be interpreted as a combination of two effects:
damping and oscillation. The real part represents the damping factor, which
determines how fast a signal decays or grows over time. The imaginary part
determines how fast a signal oscillates over time.
Throughout our studies, we assume that is a real variable. The above
definition of the Laplace transform is called the unilateral Laplace transform.

Sufficient Conditions for Existence

A function is said to be of exponential order if there exist constants ,
, and such that for all

A function is said to be piecewise continuous if it is continuous on a partition

of open intervals of its domain and at the boundaries of the intervals the
function has well-defined and finite limits.

If is piecewise continuous on the interval and of exponential order,

then exists for , and

The existence conditions are sufficient but not necessary

Lec. 10: Properties of Laplace ansform
ansforms of Some Basic Functions
, , ,

, , ,

Gamma Function: when

when

Properties of e Laplace ansform

Let and then:

Linearity

when

first translation theorem

second translation theorem

Heaviside step function:

unit step function
if then

where

convolution
 Lec. 11: Inverse Laplace ansform
If represents the Laplace transform of a function , we then say
is the inverse Laplace transform of and write
where

❋ The inverse Laplace transform is linear,

If are continuous on and are of exponential order and

if the function is piecewise continuous on , then

where .

❋ Solving Linear ODEs

❋ Note:
Laplace transforms can also solve
integro-differential equations, equations
involving both integrals and derivatives.
❋ The Laplace transform is ideally suited for
solving linear initial-value problems in which the
differential equation has constant coefficients. 1
Find unknown
that satisfies
a DE and initial
conditions

2
Transformed DE
becomes an
algebraic equation
in

3
Solve transformed
4 equation for
Solution of
original IVP
 Lec. 12: Partial Differential Equations
❋ If denotes a dependent variable and and its independent variables, then
the general form of a linear second-order partial differential equation is given by.
homogeneous

nonhomogeneous

where the coefficients are constants or functions of and .

❋ Separation of Variables:-
❋ In this method, if we are seeking a particular
solution of, say, a linear second-order PDE in which
the independent variables are and , then we
seek to find a particular solution in the form of
product of a function of and a function of .
With this assumption, it is sometimes possible to ❋ Note:
reduce a linear PDE in two variables to two ODEs.

Superposition principle
If are solutions of a homogeneous linear partial differential
equation, then the linear combination

where the , are constants, is also a solution.

❋ The Laplace operator is a second-order differential operator in Euclidean space.

Three dimensional Lapalcian:

Claical PDEs and BoundaryValue Problems

❋ Heat Equation: It is used in the theory of heat flow to model
how a quantity such as heat diffuses through a given region, where
is temperature and is a constant called thermal diffusivity.

❋ Laplace‛s Equation: It can be interpreted as the steady-state

heat equation that describes the steady-state temperature
distribution. It also occurs in other time-independent problems.

❋ Wave Equation: It describes waves or classical standing wave

fields such as mechanical waves or electromagnetic waves, where
is the displacement and is the constant speed of the wave.
1 Onedimensional heat equation
❋ Consider a thin rod of length with an initial
temperature throughout and whose ends are
held at temperature zero for all time . With
thermal diffusivity equal to a positive constant ,
the temperature in the rod is determined
from the following boundary-value problem

“One-dimensional” refers to the fact

that x denotes a spatial dimension

By prescribing what happens at time equal

zero, we can give an initial condition (IC).
Constrains about the function at the
borders are boundary conditions (BC).

❋ method of solution: 5 solving the equations for different

cases, where
1
second-order linear homogeneous ODE
2 since

separation
3
constant
can not can not must be a
first-order linear homogeneous ODE
contain contain constant in all different cases
two 6 by applying any given BC or IC, we can
4
ODEs find the particular solution to the BVP.

2 Laplace's equation in two dimensions

❋ We use this equation when we
wish to find the steady-state
temperature distribution
along two cartesian coordinates.

3 onedimensional wave equation

❋ The function denotes the
vertical displacement of any point
on a stretched vibrating string of
length measured from the -axis.