Introduction to Differential

Equations
Topics
• Differential Equations
• Classifications of Differential Equations
• Linearity and Homogeneity
• Proof of Solution
Differential Equations
• A differential equation (DE) is an equation with a function and one or
more of its derivatives. It is simply any equation which contains
derivatives, either ordinary derivatives or partial derivatives.
• ODE – ordinary differential equation
• PDE – partial differential equation
Why are Differential Equations Useful?
• In our world, things change. And describing how they change often
ends up as a Differential Equation.
• In Physics, Simple Harmonic Motion is a type of periodic motion
where the restoring force is directly proportional to the displacement.
An example of this is given by a mass on a spring.
Applications of Differential Equations
Classifications of Differential Equations
• Ordinary Differential Equations (ODE) – have a single independent
variable (example: y)
• Partial Differential Equations (PDE) – have two or more independent
variables
• Order of DE – the order of DE is the highest derivative present in the
DE
• Degree of DE – the exponent of the highest derivative
Examples

𝑑2 𝑥
• + 𝑘2𝑥 = 0 Ans: ODE, 2nd order, 1st degree
𝑑𝑡 2

• 𝑥 2 + 𝑦 2 𝑑𝑥 + 2𝑥𝑦𝑑𝑦 = 0

𝑑𝑦
𝑥2 + 𝑦2 + 2𝑥𝑦 =0 Ans: ODE, 1st order, 1st degree
𝑑𝑥

• 𝑦 ′′′ − 3𝑦 ′ + 2𝑦 = 0 Ans: ODE, 3rd order, 1st degree

Examples

𝜕2 𝑢
• 𝑥 2 + 3𝑥 = 0 Ans: PDE, 2nd order, 1st degree
𝜕𝑥

𝑑2 𝑦 𝑑𝑦
• 𝑥 2 + 𝑦 + 4𝑦 2 = 1 Ans: ODE, 2nd order, 1st degree
𝑑𝑥 𝑑𝑥

𝑑3 𝑦 𝑑𝑦
• sin = +𝑥 Ans: ODE, 1st order, 1st degree
𝑑𝑥 3 𝑑𝑥
Examples

𝑑𝑦 2 𝑑2 𝑦
• + 3𝑦 =
𝑑𝑥 𝑑𝑥 2

2
𝑑𝑦 2 𝑑2 𝑦
+ 3𝑦 = Ans: ODE, 2nd order, 2nd degree
𝑑𝑥 𝑑𝑥 2

𝑑𝑦 2 𝑑2 𝑦
• 3𝑦 2 − = sin(𝑥 2 ) Ans: ODE, 2nd order, 1st degree
𝑑𝑥 𝑑𝑥 2
Examples

𝑑𝑦 2 𝑑3 𝑦
• 1+ =𝑦
𝑑𝑥 𝑑𝑥 3

2
𝑑𝑦 2 𝑑 3𝑦
1+ = 𝑦2 Ans: ODE, 3rd order, 2nd degree
𝑑𝑥 𝑑𝑥 3
Linearity and Homogeneity
An nth order ODE is linear if we can write it as:
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 + 𝑎𝑛−1 𝑥 + ⋯ + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 𝑓(𝑥)
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
• The dependent variable y and all its derivatives y’, y’’, … , y(n) are of
the first degree, that is, the power of each term involving y is 1.
• The coefficients a0, a1, … an of y’, y’’, … , y(n) dependent at most on the
independent variable x
A linear differential equation is homogeneous if 𝑓 𝑥 = 0
Examples

• 1 − 𝑥 𝑦 ′′ + 3𝑦 ′ = 𝑥 Ans: Linear, Non-homogeneous

• 𝑦 ′ + 𝑠𝑖𝑛𝑦 = 0 Ans: Non-linear

• 𝑦 ′′′ + 3𝑦 ′ + 2𝑦 = 𝑥 2 Ans: Linear, Non-homogenous

• 𝑦 ′′′ + 4𝑦 ′ + 2𝑦 = 𝑒 𝑦 Ans: Non-linear

• 𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ + 4𝑦 = 𝑥 3 Ans: Linear, Non-homogeneous

• 1 − 𝑦 𝑦 ′ + 2𝑦 = 𝑒 𝑥 Ans: Non-linear
Examples

𝑑4 𝑦
• + 𝑦2 = 0 Ans: Non-linear
𝑑𝑥 4

𝑑2 𝑦 𝑑𝑦 2
• = 1+ Ans: Non-linear
𝑑𝑥 2 𝑑𝑥

𝑑2 𝑥 𝑑𝑥
• −𝑡 − 5𝑡𝑥 = −25 Ans: Linear. Non-homogeneous
𝑑𝑡 2 𝑑𝑡

• 𝑦 ′′ + 𝑒 𝑥 𝑦 ′ + 𝑦 = sin 𝑥 Ans: Linear, Non-homogeneous

Proof of Solution for Algebraic Equation
• Show that x = 2 is a solution to 𝑥 2 − 3𝑥 + 2 = 0:
(2)2 −3 2 + 2 = 0
4−6+2=0
0=0
• Show that x = 1 is a solution to 𝑥 2 − 3𝑥 + 2 = 0:
(1)2 −3 1 + 2 = 0
1−3+2=0
0=0
Proof of Solution for DE
• Show that 𝑦 = 𝑥 −3/2 is a solution to 4𝑥 2 𝑦 ′′ + 12𝑥𝑦′ + 3𝑦 = 0:

′ 3 −3−1 3 −5 ′′ 3 5 5
− −1 15 −7
𝑦 = − 𝑥 2 = − 𝑥 2 ; 𝑦 = − − 𝑥 2 = 𝑥 2
2 2 2 2 4

4𝑥 2 𝑦 ′′ + 12𝑥𝑦′ + 3𝑦 = 0

2 15 −7 3 −5 3
−2
4𝑥 𝑥 2 + 12𝑥 − 𝑥 2 +3 𝑥 =0
4 2
7 5 3 3 3 3
2−2 1−2 −2 −2 −2 −2
15𝑥 − 18𝑥 + 3𝑥 =0 ➔ 15𝑥 − 18𝑥 + 3𝑥 =0

0=0
Examples

• Show that 𝑦 = 𝑒 −2𝑥 is a solution to 𝑦 ′′′ − 3𝑦′ + 2𝑦 = 0:

𝑦 ′ = −2𝑒 −2𝑥 ; 𝑦 ′′ = 4𝑒 −2𝑥 ; 𝑦 ′′′ = −8𝑒 −2𝑥

𝑦 ′′′ − 3𝑦′ + 2𝑦 = 0

−8𝑒 −2𝑥 − 3(−2𝑒 −2𝑥 ) + 2(𝑒 −2𝑥 ) = 0

−8𝑒 −2𝑥 + 6𝑒 −2𝑥 + 2𝑒 −2𝑥 = 0

0=0
Examples

• Show that 𝑦 = 3𝑒 −2𝑥 + 4𝑒 𝑥 is a solution to 𝑦 ′′′ − 3𝑦′ + 2𝑦 = 0:

𝑦 ′ = −6𝑒 −2𝑥 + 4𝑒 𝑥 ; 𝑦 ′′ = 12𝑒 −2𝑥 + 4𝑒 𝑥 ; 𝑦 ′′′ = −24𝑒 −2𝑥 + 4𝑒 𝑥

𝑦 ′′′ − 3𝑦′ + 2𝑦 = 0

−24𝑒 −2𝑥 + 4𝑒 𝑥 − 3(−6𝑒 −2𝑥 + 4𝑒 𝑥 ) + 2(3𝑒 −2𝑥 + 4𝑒 𝑥 ) = 0

−24𝑒 −2𝑥 + 4𝑒 𝑥 + 18𝑒 −2𝑥 − 12𝑒 𝑥 + 6𝑒 −2𝑥 + 8𝑒 𝑥 = 0

0=0
Examples

𝑑2 𝑥
• Show that 𝑥 = sin 𝑘𝑡 is a solution to + 𝑘 2 𝑥 = 0:
𝑑𝑡 2

𝑥 ′ = 𝑘 cos 𝑘𝑡

𝑥 ′′ = −𝑘 2 sin 𝑘𝑡

−𝑘 2 sin 𝑘𝑡 + 𝑘 2 (sin 𝑘𝑡) = 0

0=0
Examples

• Show that 𝑦 = 𝐶𝑒 2𝑥 is a solution to 𝑦′ = 2𝑦:

𝑦 ′ = 2𝐶𝑒 2𝑥

𝑦′ = 2𝑦

(2𝐶𝑒 2𝑥 ) = 2 𝐶𝑒 2𝑥

0=0
Examples

• Show that 𝑦 = 𝐶1 cos 2𝑥 + 𝐶2 sin 2𝑥 is a solution to 𝑦 ′′ + 4𝑦 = 0:

𝑦 ′ = −2𝐶1 sin 2𝑥 + 2𝐶2 cos 2𝑥

𝑦 ′′ = −4𝐶1 cos 2𝑥 − 4𝐶2 sin 2𝑥

𝑦 ′′ + 4𝑦 = 0

−4𝐶1 cos 2𝑥 − 4𝐶2 sin 2𝑥 + 4 𝐶1 cos 2𝑥 + 𝐶2 sin 2𝑥 = 0

0=0
Examples
• Show that 𝑦 = 𝑙𝑛 cos(𝑥 − 𝐶1 ) + 𝐶2 is a solution to 𝑦 ′′ + 𝑦 ′ 2
+ 1 = 0:

− sin(𝑥−𝐶1 )
𝑦′ = = − tan(𝑥 − 𝐶1 ) ; 𝑦 ′′ = − 𝑠𝑒𝑐 2 (𝑥 − 𝐶1 )
cos(𝑥−𝐶1 )

𝑦 ′′ + 𝑦 ′ 2
+1=0

− 𝑠𝑒𝑐 2 𝑥 − 𝐶1 + − tan(𝑥 − 𝐶1 ) 2
+1=0

− 𝑠𝑒𝑐 2 𝑥 − 𝐶1 + 𝑡𝑎𝑛2 𝑥 − 𝐶1 + 1 = 0

0=0
Examples

• Show that 𝑦 = 𝐶1 𝑒 2𝑥 + 𝐶2 𝑒 −3𝑥 is a solution to 𝑦 ′′ + 𝑦 ′ − 6𝑦 = 0:

𝑦 ′ = 2𝐶1 𝑒 2𝑥 − 3𝐶2 𝑒 −3𝑥 ; 𝑦 ′′ = 4𝐶1 𝑒 2𝑥 + 9𝐶2 𝑒 −3𝑥

𝑦 ′′ + 𝑦 ′ − 6𝑦 = 0

4𝐶1 𝑒 2𝑥 + 9𝐶2 𝑒 −3𝑥 + 2𝐶1 𝑒 2𝑥 − 3𝐶2 𝑒 −3𝑥 − 6 𝐶1 𝑒 2𝑥 + 𝐶2 𝑒 −3𝑥 = 0

4𝐶1 𝑒 2𝑥 + 9𝐶2 𝑒 −3𝑥 + 2𝐶1 𝑒 2𝑥 − 3𝐶2 𝑒 −3𝑥 − 6𝐶1 𝑒 2𝑥 − 6𝐶2 𝑒 −3𝑥 = 0

0=0
Examples

• Show that 𝑦 = 𝐶1 𝑒 3𝑥 + 𝐶2 𝑥 + 𝐶3 is a solution to 𝑦 ′′′ − 3𝑦′′ = 0:

𝑦 ′ = 3𝐶1 𝑒 3𝑥 + 𝐶2 ; 𝑦 ′′ = 9𝐶1 𝑒 3𝑥 ; 𝑦 ′′′ = 27𝐶1 𝑒 3𝑥

𝑦 ′′′ − 3𝑦 ′′ = 0

27𝐶1 𝑒 3𝑥 − 3 9𝐶1 𝑒 3𝑥 = 0

27𝐶1 𝑒 3𝑥 − 27𝐶1 𝑒 3𝑥 = 0

0=0
Examples
• Show that 𝑦 = 𝐶1 𝑒 𝑥 + 𝐶2 𝑒 2𝑥 + 𝐶3 𝑒 𝑥 is a solution to 𝑦 ′′′ − 6𝑦 ′′ + 11𝑦 ′ − 6𝑦 = 0:

𝑦′ = 𝐶1 𝑒 𝑥 + 2𝐶2 𝑒 2𝑥 + 𝐶3 𝑒 𝑥 ; 𝑦 ′′ = 𝐶1 𝑒 𝑥 + 4𝐶2 𝑒 2𝑥 + 𝐶3 𝑒 𝑥 ; 𝑦 ′′′ = 𝐶1 𝑒 𝑥 + 8𝐶2 𝑒 2𝑥 + 𝐶3 𝑒 𝑥

𝑦 ′′′ − 6𝑦 ′′ + 11𝑦 ′ − 6𝑦 = 0

𝐶1 𝑒 𝑥 + 8𝐶2 𝑒 2𝑥 + 𝐶3 𝑒 𝑥 − 6 𝐶1 𝑒 𝑥 + 4𝐶2 𝑒 2𝑥 + 𝐶3 𝑒 𝑥 + 11 𝐶1 𝑒 𝑥 + 2𝐶2 𝑒 2𝑥 + 𝐶3 𝑒 𝑥 −

6 𝐶1 𝑒 𝑥 + 𝐶2 𝑒 2𝑥 + 𝐶3 𝑒 𝑥 = 0
𝐶1 𝑒 𝑥 + 8𝐶2 𝑒 2𝑥 + 𝐶3 𝑒 𝑥 − 6𝐶1 𝑒 𝑥 − 24𝐶2 𝑒 2𝑥 − 6𝐶3 𝑒 𝑥 + 11𝐶1 𝑒 𝑥 + 22𝐶2 𝑒 2𝑥 + 11𝐶3 𝑒 𝑥 − 6𝐶1 𝑒 𝑥
− 6𝐶2 𝑒 2𝑥 − 6𝐶3 𝑒 𝑥 = 0

0=0