ENG 2014 Differential Equations
A differential equation is any equation which involves one or more derivatives either
directly or implicitly through the presence of differentials.
ANATOMY OF A DIFFERENTIAL EQUATION
Dependent variable
𝑑2𝑦 𝑑𝑦
2
+3 − 4𝑦 = 5 sin 20𝑡
𝑑𝑡 𝑑𝑡
Independent variable
Parameters
ENG 2014 Differential Equations - University of Santo Tomas Faculty of Engineering
▪ Dependent variable
▪ Variable whose derivative is being taken
▪ Independent variable
▪ Variable with respect to which the derivative of another variable is being taken
▪ Parameters
▪ Constants which may appear either as coefficients of variables and derivatives or as
separate terms in the differential equation
ENG 2014 Differential Equations - University of Santo Tomas Faculty of Engineering
▪ What are the independent and dependent variables?
𝑑𝑥 𝑑𝑦
+ + 𝑥 = 𝑒𝑡
𝑑𝑡 𝑑𝑡
𝑥 2𝑥 − 𝑦 𝑑𝑦 − 𝑦 𝑥 + 𝑦 𝑑𝑥 = 0
𝜕2𝑉 𝜕2𝑉 𝜕2𝑉
+ + =0
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑧 2
ENG 2014 Differential Equations - University of Santo Tomas Faculty of Engineering
▪ Ordinary differential equations
▪ Involves ordinary derivatives, which are derivatives of functions of a single independent
variable
▪ Partial differential equations
▪ Involves partial derivatives, which are derivatives of functions of two or more independent
variables
ENG 2014 Differential Equations - University of Santo Tomas Faculty of Engineering
▪ Determine whether the equation is an ODE or a PDE.
𝑑𝑥 𝑑𝑦
+ + 𝑥 = 𝑒𝑡
𝑑𝑡 𝑑𝑡
𝑥 2𝑥 − 𝑦 𝑑𝑦 − 𝑦 𝑥 + 𝑦 𝑑𝑥 = 0
𝜕2𝑉 𝜕2𝑉 𝜕2𝑉
+ + =0
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑧 2
ENG 2014 Differential Equations - University of Santo Tomas Faculty of Engineering
▪ Order of a differential equation
▪ Order of the highest-ordered derivative appearing in the differential equation
▪ Degree of a differential equation
▪ Algebraic degree of the highest-ordered derivative after the equation has been
rationalized to clear the fractional exponents occurring in all derivatives
ENG 2014 Differential Equations - University of Santo Tomas Faculty of Engineering
▪ What are the order and degree of the following differential equations?
3𝑦 2𝑦 4
𝑑 𝑑 𝑑𝑦
3𝑥 2 3 + 2𝑦 𝑥 − 𝑦 − 5𝑦 5 + 8𝑥𝑦 = 0
𝑑𝑥 𝑑𝑥 2 𝑑𝑥
3
𝑦′′ 4 = 1 + 𝑦′ 2
𝑑2𝑦 2
𝑑𝑦 3 𝑑3𝑦
+ 4𝑥 = − 3𝑦
𝑑𝑥 2 𝑑𝑥 𝑑𝑥 3
ENG 2014 Differential Equations - University of Santo Tomas Faculty of Engineering
▪ Linearity of a differential equation
▪ An ordinary differential equation of order n is called linear if it may be written in the
following form:
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑏0 𝑥 + 𝑏1 𝑥 + ⋯ + 𝑏𝑛−1 𝑥 + 𝑏𝑛 𝑥 𝑦 = 𝑅(𝑥)
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
ENG 2014 Differential Equations - University of Santo Tomas Faculty of Engineering
▪ Determine whether the following equations are linear or not.
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
Hint: Form of linear D.E.: 𝑏0 𝑥 + 𝑏1 𝑥 + ⋯ + 𝑏𝑛−1 𝑥 + 𝑏𝑛 𝑥 𝑦 = 𝑅(𝑥)
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
𝑥 2 + 𝑦 2 𝑑𝑥 + 2𝑥𝑦𝑑𝑦 = 0
𝑥 𝑦 ′′ 3
+ 𝑦′ 4
−𝑦 =0
𝑥 + 𝑦 𝑑𝑥 + 3𝑥 2 − 1 𝑑𝑦 = 0
𝑑𝑢
𝑢𝑒 𝑡 =𝑡+ 𝑡
𝑑𝑡
𝑦′ + 𝑥 𝑦 = 𝑥2
𝑦 ′′′ − 3𝑦 ′ + 2𝑦 = 0
ENG 2014 Differential Equations - University of Santo Tomas Faculty of Engineering
▪ What are the solutions of the following equations?
𝑥 2 + 2𝑥 = 3
sin 2𝑥 = 1
1
ln 2 =0
𝑥 −3
𝑦 ′ − 5𝑦 = 0
ENG 2014 Differential Equations - University of Santo Tomas Faculty of Engineering
▪ What are the solutions of the following equations?
▪ Algebraic
𝑥 2 + 2𝑥 = 3 Solution: values 𝑥 = −3 or 𝑥 = 1
▪ Transcendental
sin 2𝑥 = 1 Solution: values 𝑥 = 45 ± 360
1
ln 2
= 0 Solution: values 𝑥 = 2 or 𝑥 = −2
𝑥 −3
▪ Differential
𝑦 ′ − 5𝑦 = 0 Solution: relation 𝑦 = 𝐶𝑒 5𝑥
ENG 2014 Differential Equations - University of Santo Tomas Faculty of Engineering
▪ Solving a differential equation means finding the FUNCTION or RELATION that
satisfies the equation.
▪ General solution
▪ A solution which contains as many independent arbitrary constants as the order of the
equation.
▪ It is the equation of a family of curves that satisfy the differential equation
▪ Particular solution
▪ A solution obtained from the general solution by giving specific values to the arbitrary
constants.
ENG 2014 Differential Equations - University of Santo Tomas Faculty of Engineering
▪ Example: Find the solution of the
following differential equation.
𝑦 ′ = 2𝑥
General solution: 𝑦 = 𝑥 2 + 𝐶
ENG 2014 Differential Equations - University of Santo Tomas Faculty of Engineering
▪ Example: Find the solution of the
differential equation 𝑦 ′ = 2𝑥 at
𝑦 0 = 2.
General solution: 𝑦 = 𝑥 2 + 𝐶
Particular solution: 𝑦 = 𝑥2 + 2
INITIAL VALUE PROBLEM
ENG 2014 Differential Equations - University of Santo Tomas Faculty of Engineering
▪ Find the general solution of the following differential equations.
𝑑𝑦
= 𝑥 3 + 2𝑥
𝑑𝑥
𝑦′ = 4 cos 6𝑥
𝑑𝑦 2
= 2
𝑑𝑥 𝑥 + 4
3
𝑦′ = 2
𝑥 +𝑥
𝑑2𝑦
2 = 12𝑥 2
𝑑𝑥
ENG 2014 Differential Equations - University of Santo Tomas Faculty of Engineering
▪ Solve the following initial value problems.
𝑑𝑦
= 4𝑒 −3𝑥 , 𝑦 = 2 𝑤ℎ𝑒𝑛 𝑥 = 0
𝑑𝑥
𝑑𝑦 𝜋
= 4 sin 2𝑥 , 𝑦 = 2 𝑤ℎ𝑒𝑛 𝑥 =
𝑑𝑥 2
𝑑𝑦
= 𝑥 2 + 3 + 𝑒 2𝑥 , 𝑦 = −1 𝑤ℎ𝑒𝑛 𝑥 = 0
𝑑𝑥
ENG 2014 Differential Equations - University of Santo Tomas Faculty of Engineering
▪ Reyes, F.G. and Chua, J.L. (1992). Elements of calculus and analytic geometry. Manila,
Philippines: UST Publishing House
▪ Rainville, E.D., Bedient, P.E., & Bedient, R.E. (2002). Elementary differential
equations. Singapore: Pearson Education Asia Pte Ltd
ENG 2014 Differential Equations - University of Santo Tomas Faculty of Engineering