Introduction to Differential Equations

Differential Equation

A differential equation is an equation involving an unknown function and its derivatives.

The following are examples of differential equations:

dy ∂2 y ∂2 y
1. −cos x=0 5. −4 =0
dx ∂ t2 ∂ x2
dy x
6. ( y−x ) dx +4 x dy=0
2. ( 1− y ) +2 y=e
dx
2 2
7. ( x 2 + y 2 ) dx−2 xy dy =0
d y dy dy
3. xy
dx 2
+x ( )
dx
− y =0
dx 8.
d 3 y 2 d2 y
+x ( )
=0
3

dx 3 dx 2
d3 y3 dy x
4. x + x −5 y=e dy
dx 3
dx d 3 y dx 2
9. +e + y =0
dx 3

d2 y d4 y 11. u xx +3 uxy +u yy +u x −u=e x− y

10. + =sin y
dx 2 dx 4
sin ( xy ) u xx +3 x 2 u xy +u yy +u x −u=0

When an equation involves one or more derivatives with respect to a particular variable, that variable is called an independent variable. A variable is
called dependent if a derivative of that variable occurs.

Classification of Differential Equation by Type, Order and Linearity

Classification by Type

If a differential equation contains only ordinary derivatives of one or more unknown functions with respect to a single independent variable, it is said
to be an ordinary differential equation (ODE). An equation involving partial derivatives of one or more unknown functions of two or more independent
variables is called a partial differential equation (PDE).

Notation

An ordinary derivatives can be written by using either the Leibniz notation dy/dx, d2y/dx2, d3y/dx3,….or the prime notation y’, y’’, y’’’,…. In physical
sciences and engineering, Newton’s dot notation (derogatorily referred to by some as the “flyspeck” notation) is sometimes used to denote
derivatives with respect to time t. Thus the differential equation d 2 s /d t 2=−32 becomes s̈=−32.Partial derivatives are often denoted by a
subscript notation indicating the independent variables.

Classification by Order

The order of a differential equation (either ODE or PDE) is the order of the highest-ordered derivative appearing in the equation.

The degree of a differential equation is the highest power (positive integer only) of the highest order derivative involved in the given differential
equation. If the differential equation contains log, exponential and trigonometric functions of derivative then degree is not defined. That is, it has to be
polynomial.

Classification by Linearity

An nth order ordinary differential equation in the unknown function y and the independent variable x is linear if it can be written in the form

dn y d n−1 y dy
bn x
( ) n
+b n−1 x
( ) n−1
+…+ b1 ( x ) + y b0 ( x )=g( x )
dx dx dx
Differential equations that cannot be written in this form are called nonlinear.

The notion of linearity may be extended to partial differential equations. For example, the equation
 ∂w dw
b0( x , y ) +b ( x, y) =R ( x , y )
∂x 1 dy
is the general first-order linear partial differential equation with two independent variables, and

∂2 w ∂2 w ∂2 w ∂w dw
b0( x , y ) + b ( x , y ) + b 2 ( x , y ) + b3 ( x , y ) +b ( x , y ) +b ( x , y ) w=R(x , y)
∂x 2
1
∂ x∂ y ∂y 2
∂x 4 dy 5
is the general second-order linear partial differential equation with two independent variables.