DIFFERENTIAL EQUATION - MATH 404
Module 1 – Engr. Belen John Phol
Introduction
In this module, we will discuss several introductory topics that are essential to the study
of differential equation. Several definitions and other necessary skills in solving differential
equations are discussed in this module. Student will learn different forms and structure of a
differential equation. Also, they will learn to create a differential equation based on a problem
as well as finding solutions of initial-value problem differential equation.
Topic Outcomes
1. Determine the type, order, degree and linearity of a differential equation by
identification of each features in a given differential equation correctly.
2. Verify that a function is a solution of a differential equation by means of substitution
to make a valid conclusion.
3. Express a parametric equation into its equivalent differential equation by eliminating
the arbitrary constants contained in that equation through the correct use of differentiation and
algebraic simplifications.
4. Express equations of families of curves into its equivalent differential equation by
eliminating the arbitrary constants contained in that equation through the correct use of
differentiation and algebraic simplifications.
5. Show the solution of an initial-value problem by imposing the initial condition to get
the value of an arbitrary constant.
6. Show all the intervals in which the solution of a given DE is unique through partial
derivative correctly.
Differential Equation -An equation containing the derivatives of one or more dependent
variables with respect to one or more independent variables.
Differential Calculus deals with the rate of change of two quantities.
Differential equations are mathematical models involving an equation in which function and its
derivatives (change with respect to other variables) plays an important role (or describes what
happen in reality). Mathematical models to approximate real-world problems.
Dependent variable – Y - The value of this variable changes with respect to a change in the
independent variable
Independent variable - X - In a mathematical model, the variable that gets manipulated is the
independent variable
derivative of y wrt x : Higher order derivatives:
dy y' 2
d y y'' 2
Dy D y ẍ
dx 2
dx
derivative of w.r.t. time:
Partial derivatives:
dx
dt → ẋ 2
∂ u
2
=u xx
∂x
Parameters – values 3 and 9 (constant parameter) – y can also be considered a parameter
- In an equation the parameters are constants/quantities that influences the behavior of change
of the dependent variable.
Order of the equation - 2nd order - In this instance the equation have the order of 2nd due to
, being the highest ordered derivative. In the above equation the order is called nth order
In the above equation the order is called nth order
Degree of equation - Both equation having 1st degree -The degree of a differential equation is
the degree of the highest order derivative, when differential coefficients are made free from
radicals and fractions.
In this instance , being the highest ordered derivative, having only raised to 1st power
dy
+ y=0linear
dt
dy 2
+ y =0
nonlinear dy 2
dt y + x =0 nonlinear
dx
dy 2 linear 2 −2 x
+ x =0 ẍ ++t ẋnonlinear
+2 x=e
dx
x y −( x−1 ) y + 8linear
2 '' '
y=sin 3 x
• The dependent variable and its derivatives are of first degree (linear)
• All coefficients are constants or functions of the independent variable
Application - Life is Mostly Linear
• Most ODEs that arise in engineering are linear with constant coefficients
• Sometimes, they are approximate versions of more complex nonlinear models but they
are sufficiently accurate for most purposes.
• Sometimes nonlinearities are important.
• There have been some significant failures because nonlinearities were not understood
e.g. the collapse of the Tacoma Narrows bridge.
dP
dt
P
( )
=kP 1− Logistic differential equation
M
2
d x 2
2
=−ω x Acceleration in simple harmonic motion
dt
R y =[ 1+ ( y ) ] Radius of curvature
3 /2
'' ' 2
2 2
∂ u 1 ∂ u One dimensional wave equation
2
= 2 2
∂ x v ∂t
The Solution of an ODE
The solution of a differential equation is a function or a relation that satisfies the equation.
General solution Particular solution
• set of all solutions of a DE The solution which is free of
arbitrary constants
• complete solution
satisfies a unique condition
• contains one or more arbitrary The solution of an nth order DE
constants called parameters. must have at least n derivatives.
• nth order DE has n parameters
• Consider the equation
2
d y
2
=x sin x
dx
• This has a general solution in the form
y=−2cos x−x sin x +C1 x+ C2
• This can be verified by substitution.
Initial Value Problems An initial-value problem (IVP) is a differential equation with a given set of
initial condition(s)
dy
=f ( x , y ) , y ( x 0 )= y 0 I.C.
dx
Modeling - A mathematical model is an expression involving variables, functions or equations
that represents a real-world phenomenon. The purpose of a model is to understand a certain
phenomenon and to make predictions about the future behavior or outcomes of a system, event
or quantity. The figure below illustrates the modeling process:
Real-world formulate Mathematical solve Mathematical interpret Real-world
Problem Model Conclusions predictions
test
FORMATION OF FAMILY OF CURVES
described by
represents
GENERAL
FAMILY OF CURVES DIFFERENTIAL EQUATIONS
SOLUTION
A differential equation is represented by a family of solutions. These solutions involves
parameters (arbitrary constants) along with them. Some of the family of solution can be
interpreted geometrically; now we shall apply elimination of arbitrary constants to generate
differential equations of some typical curves. These curves may represent solutions of
differential equations that will be studied in the future.