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Differentiai Equations:
In the field of Scicnce and Technology, people often face differential
cquations \vhile dealing with different problems. For example, in the field
of physics, people face Schroedinger cquation, wave equation in
differential form, ctc. Not only the physicists but also in the many
branches of science and technology, people face differential equations and
very often partial differential cquations.
For solving the partial differential equation, the convenient method is
to split it up into two or more ordinary differential equations by separating
the variables.

Here we will discuss the solution of ordinary di fferential equation.

Differential equation:
A differential equation is defined as an cquation containing derivatives or
differential coefficients of first or higher order of one variable, known as
dependent variable with respect to another variable, known as independent
Suppose we consider 'x' as an independent variable and 'y as the
dependent variable which depends on 'x. That is y' is a function of 'x'
and hence we may write;
y=y(r)
Nowa differentialequation can be written as we can write a differential
equation as;

A
d"y
dxn
+B
dxn-1 +Cy=F(x) ’ (1)
In this equation A, Band Care constants or may be a function of x'. A.
B, C....etc are also called the coefficients of the different derivatives in
the differential equation. Depending on the values of the coefficients we
willget various types of differentialequations.
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Also; in equation (1), since the highest order
derivative is n', therefore the
order of the differential equation is n',
Also we may say that the
differential equation is of 'n th' order.
For n = 1 we get first order
differential equation and then from equation
(1) we get the first order differential
equation as;
A dy +
dx Cy=F(«) ’ (2)
For n =2 we get second order
differential equation and then from
equation (1)we get the second order differential equation as;
A
d'y +B dy + Cy= F(X) ’ (3)
dx? dx
And so on.
Source Function: F(x) is called the source function. For
example, in
Poisson's equation we get the source function as the charge, while in
Laplace equation we do not get any source function.
The order of differential equation:
If we consider the above differential equation (1): then 'n' is the
order of that differential equation. If n =1, then the equation
reduces to;
+ const.y= F(x) ’This is a first order differential
dx equation.
Similarly; for n = 2 ’ second order differential equation and so on.
Therefore the order of a differential equation is the oder of the highest
derivative in the equation.
0.1. Define order of adifferentialequation and give an
example.
|Marks: 1]
0.2: Give one example of the first and one examnple of second order
differentialequations, found in physics. |Marks: 2)
 Page: 3
Some important things to mention: -
IfP(x,y) and Q(x,y) are the functions of xand y such that;
OP
ôy
Then there existsa function F(x,y) given by the
following equation;
OF OF
P= Ox' Q= dy
So that. dF = Pdx +Qdy

Note: Differential equations are of two types; (i)

Ordinary Differential
equation and (ii) Partial Differential equation.
(i) In ordinary differential equation, the
dependent variable (say y) is a
function of only one independent variable (say x) and the
prdinary
differential equation contains different derivatives of y with respect to x.
For example;
d'y
Ady2 tB+Cy=
dx
F(x) ’ (3)
It is a second order ordinary differential
equation because here the
derivatives of yare given only with respect to x.
(ii) In Partial differential equation, the dependent
variable (say y) is a
function of at least two independent variable (say x and z) and the partial
differential equation contains different derivatives of y with respect to both
X and z.

For example;
a²y,+ a'y =0
dz2
 This is the Laplace equation in two Page: 4
dimensions. This differential
contains the derivatives of the dependent variable y equation
with respect to both y
and z. Thus, it is a Partial
Differential equation.
Some Characteristics of Ordinary
Differential Equations:
1.Order of an ordinary differential
equation.
The order of a differential
equation is the order of the highest
derivative appearing in the equation.
d"y a'y +
b,(x). dxn + bn-1(x) dxn-1 dy
.+ b,(x) dx + b,
bo (x)y = g(x)
This is a 'n th' order
differential cquation.
Consider another example;
dy
dx2 + bË (x) dx + b,(*)y= g()
This is a 2 nd' order
differential equation.
2. Degree of an ordinary
differential equation.
When an ordinary differential equation is
written as a polynomial in
the unknown function (dependent
variable say y) and its derivatives, then
its degree is defined as thethe power to which the
highest order derivatives
is raised.

For example; in the following ordinary differential

3
equation;
b,()(dxn +b,()any + ...+ bË(x) dy
dyn-1 dx + b, (x)y = g«)
In this case, the degree is 3 because the power of the
highest order
derivative is 3.
Take another example;
 Page: 5

b,C)(dy?
/dyy
2

+ b,(x)y =g%)
In this case, the degree of the differential equation is 2.
Consider another example;
3
dy
dx + bË (x) dx + b, (r)y g()
In this case the degree is 3.

Q.3: Define with an example, the degree of a differential equation.

|Marks: 1]

3. Linearity for an ordinary Differential Equation.

An n-th order differential equation in the unknown function or
dependent variable'y' and the independent variable 'x' is lincar if it has the
form;
d"y dy
b, (x) dxn + bn-1 (x) dxn-1 +....+ b () dx + b,(x)y =g(*)

That is when the degree is 1. Also. the power of all the derivatives of yis
one only.
The coefficients b;(x) lj = 0, 1, 2, ....n and the source functiong«) are
assumedto be known and depend only on the variable x.

Differential equation that can't be put into this form are nonlinear.
N.B:- Actually a linear differential equation does not contain the square or
any higher power of dependent variable and it's derivatives.

For example;
3
a'y) dy
dx2 + bË (r) dx + b,(x)y = glx)
 This is a non-linear
degree is 3.
differential equation because its degree is not Page:
1. Its
Consider another example of non-linear
differential equation;
d'y
bz (x)+ bË(«))
dy2 \dx + b,(«)y =g)
This is also a non-linear
equation although its degree is 1.This is
one of the derivatives because
contains the power 2 as
Consider another example of non-linear
differential equation;
dx2-+ b(x) dx + b (*)y² = g)
Here the dependent variable has
power 3. That is y.
Q.4: Define linearity of a
differential
equation. [Marks: 1]
Q.5: Determine the order, degree, linearity, unknown
dependent variable) and independent variable of thefunction
(or
ordinary
differential equation;
y-5xy=e +1
Here the unknown function is y,
independent variable is x.
[Marks: 3|
Answer:
The differential egquation has the following
properties;
(i) It isa second order differential equation because the higher
derivative is
the second order in this differential equation.
(ii) Degree isone as the equation is a polynomial and the highest order
derivative has power one.
(iii) Linear as according to the standard ifferential equation,as the
equation does not contain any higher power of the dependent variable y or
its derivatives.
 Page: 7

Q.6: Determine the order, degree, linearity, unknown function and

independent variable of the differential equation;
y-5x(y')=e+1
Here the unknownfunction is y, independent variable is x.
|Marks: 31
Answer:
is y,
First order: the highest derivative is the first. The unknown function
and the independent variable is x.
function y
Second degree:- the equation is a polynomial in the unknown
raised to the second
and itsderivatives. Here the highest order derivative is
power.Therefore;the degree of the differential equation is two.
is raised to a
Nonlinear:- the first order derivative of the unknown function
equation is non-linear.
power other than the first.Therefore the differential

unknown function and

Q.7: Determine the order, degree, linearity,
[Marks: 3|
independent variable of the differential equation:
come.)
(In the exam, any differential equation may

Some Recapitulation:
measured from the power of the
1. The degree of adifferential equation is
example y) in the
higher order derivative of thedependent variable (say for
differential equation.
the power of the highest order derivative of the dependent
Thus, degree is
differential equation is
variable in the differential equation, when the
variable (say y) and its
written as a polynomial in terms of the dependent
derivatives.
 2. A differential equation is defincd as lincar if it does not P'age:
Square or any higher power of contain the
or the product of the
dependent variable or any of its derivatives
two.
It should be emphasized th¡t the first
degree
is not the same as
linearity, example we consider the
for
dy
following equation;
dx + xy =1’y' xy' = 1 ’ (1)
The degree of this equation in
one but it is not linear
term. because it contains y

Homogeneous and
inhomogeneous
The differentialequation.
standard form of an ordinary linear
differential equation of order n is
of the form:

d"y tf,)
dyn aly +
+f(«) dxn-1
.+fp-1(x) dydx +f,(*)y = F() ’ (2)
Where f (x),f, (x),...., () and F(r)
are functions of the
variablex and f, (r) # 0. F(x) is called the source independent
function.
Sometimes, coefficients fo, f, ,..., are
the
constants.
The differential equation is
said to be
function F(x) is zero. This is
homogeneous when the source
because when F(x) is zero,
then each of its
terms contains either the dependent
variable y or its derivatives only. For
example:; Laplace's equation in one dimension.
If, F()# 0 then
cquation (2) is said to be
inhomogeneous
differential equation, for some of its ternms do not include
y(x) or it's
derivative. For example, Poisson's equation in one
dimension.
Q.8: Define homogeneous and
inhomogeneous differential equation.
|Marks: 1|
 Page: 9

Note:
() The solution of adillerential cquation (in the variables y and x) is a
relation bectween the dependent variable y and the independent variable x.
When this relation is substituled into the difl'erential cquation, it gives an
identity.

(2) Any lincar dillerential equationof order n, as given by cquation (2) has
'n' number of solutions.
Also the solutions of homogencous lincar diflercntial equation possess the
following extremely usclul property. Ily, y2....are a sct of solutions of the
cquations. then any lincar combination a, y,,of the solutions is also a
solution.

have
(3) Solutions of inhomogencous lincar diflerential cquations also
usetul propertics.
If y, is a solution of the inhomogencous cquation(2) and yho is any solution
F(x) =
of the corresponding homogencous cqualion [oblaincd by putting
solution of the
0, then the sum of two solutionsy,, + y,o is also a
inhomogencous equation; also if:
() y is a solution of cquation(2) for F(x)=F (x)
(ii)and if y, isa solution ofcquation (2) for F(x)= Fz(x) and so on.
Then the sum y = )a, y, is a solution of the inhomogencous cquation (2)
with:
F(x) =La, F, («).

(4) Gencrally a large numbcr of differential cquations found in various

physical problems are lincar and of the first or sccond order.
 Page: 10
physics which are of higher
However few field equations are found in
than the second. For example, in both the theory of the slow motion
order
find the equation.
of a viscous fluid and the theory of an elastic body we
(92)y= 0
But these higher order differential eguations are relatively rare and are not
discussed here.

Q.9: What is the order of a differential equation? Write the Standard

form of anth order ordinary differential equation. [Marks: 2]
Q.10: VWhat do you mean by a linear and a non-linear differential
equation? Explain with example. [Marks: 2]
Q.11: What is an inhomogeneous differential equation and what is a
homogeneous differential equation? Explain with an example.
|Marks: 2]

Ordinary Differential Equations and Partial Differential

Equations:
If a differential equation contains only one
independent variable, it is
known as ordinary differential equation.
However in case of partial
differential equation, the derivatives of dependent variable are
with respect
to two or independent variables.
Example of ordinary differential equations:
Supposey is a function of xthat is:
y= y(x), then
d'y dy + xy = 1
dy2 dx
dy
dx +t xy²
dy =1
 Page
dy
dx +y=e
X

dv
dt g

These are the cxamples of ordinary diflercntial cquations.

Example of partialdifferential equation:

Suppose7-Z(x, y), that is Z is a function of xand y both. Hence x and
are indepcndentvariables andZ is a depcndent variable. Then;
+ = const
öyn

+ =0
dy?
These arc the cxamplcs of' partial differential cquations.

Some more examples from physics:

(i) When a string, fixcd at both ends, is set into vibration, the displacemer
y(x.t) for small amplitude motion, at the point x at time t, satisfies th
wave equation;
a'y(xt) 1a'y(x,t) ’ (1)
y2 dt2
This represcnts a wave moving along x-direction (one dimension) with
velocity v.
(ii) Thethrcc dimensional wave equation has the form,
1 a²¢(Ft)
q2(Tt) =2
V') p2 at2
-’ (2)

i=i(xy,z)
In both the above equations, the wave functions are scalars.
(ii) When the wave function is avector, then;
 Page: 12
1 a2ÄF,) =²AG,t) ’ (3)
dt?
We are familiar with this equation in electromagnetic waves [Where A(T)
is the magnetic vector potential].

(iv) Also in electromagnetic wave, for the scalar potential 7,) we

can have another differential equation;
1a'o(7, t)
c2 at2 -=y'o(, t) ’ (4)

(V) Again, in electrostatics, the potential ( ) at any point where there is

nocharge, satisfies Laplace's equation.
V²) = 0’ (5)
In various branches of physics you willfind
this Laplace's equation.
(vi) The gravitational potential at a point
where there is no mass present is
governed by the same equation.
(vii) In a totally different context, the
temperature TY, t) in the steady
state, inside a conductor where there is no
source or sink of heat, satisfies
Laplace's equation.
The equation also occurs in the theory of
(viil) If the steady state condition is nothydrodynamics.
achieved,in the heat conduction
problem mentioned above;the temperature TY,
t)obeys the differential
equation;
oT(F,t) =
t a?y²T(, t) ’ (6)
Where, a'=SpK and K is the
conductivity, S the specific heat and p the
density of the conductor.
 Page: 13

(4) Tne same equation describes diffusion of a gas inside

another.Thus,
ifp(Yt) is the density of a gas, then,
ôp(Y.t) = Dy²p(T.t)’ (7)
Ot
Where Dis the diffusion coefficient. Equation above is known as the
diffusion equation. In the steady state, it obeys Laplace's cquation.

(x) In the wave equation (2), if the time dependence of(F, t) is of the
form:
o(F, t)=u (7)etit
Equation(2) then reduces to,
(92+k?)u()= 0’ (8)
K'=
c2
Equation (8) is known as Helmholtz equation. This equation is also
common in various branches of physics.
We shall see later that the solution of the diftusion cquation-7 leads to the
Helmholtz cquation.

(xi) In quantum mechanics, the state of the system is described by a

complex wave function, which obeys Schrödinger's cquation (ime
independent). For a particle moving in a potential V, the equation can be
written as:

2m
-Vp) + Vy() = Ev()’ (9)
 Page: 14
Where Vis the potential energy, E is the total energy, m is the mass of the
particle and h is a constant (Planck's constant divided by 2). This
equation can be put in the form:
2m
(y²+k?) () = V)y)’ (10)
Where, k2 = mE ,’ (11)
For a free particle, V =0 and the Schoredinger wave equation obeys
Helmholtz equation.
(xii) Equation (10) shows that in some physical problems, the
homogeneous differential equations already described may get modified
by the replacement of the zero on the right by an extra term,
usually
referred to as the source term. A well-known example is the Poisson
equation;
y²() =-4np()’ (12)
Which is satisfied by the electrostatic potential () at a point where the
electric charge density is p(). In this particular example, if p() is known
for all space, the charge distribution described by the density p() is the
source which produces the potential.
In the same manner, the wave equation(3) may have a source term of the

form-i7,), where ,t) is a known function. [Actually, in

electromagnetic wave equationj(Y,t) is defined as the curTent density
where A(it)is the magnetic vector potential].
1a2 47
( - a ÄF)=G)’ (13) C
 Page: 14
Where Vis the potential energy, E is the total energy, m is the mass of the
particle and h is a constant (Planck's constant divided by 2n), This
equation can be put in the form;
2m
(2+k?)() = V)b) ’ (10)
2mE
Where, k= ’ (11)
For a free particle, V = 0and the Schoredinger wave equation obeys
Helmholtz equation.
(xii) Equation (10) shows that in some physical problems, the
homogeneous differential equations already described may get modified
by the replacement of the zero on the right by an extra term, usually
referred to as the source term. A well-known example is the Poisson
equation;
y²() =- 4np)’ (12)
Which is satisfied by the electrostatic potential ()at a point where the
electric charge density is p(T). In this particular example, if p) is known
for all space, the charge distribution described by the density p() is the
source which produces the potential.
In the same manner, the wave equation(3) nmay have a source term of the
form*jGt), where
C
t) is a known function. [Actually, in
electromagnetic wave equationT,t) is defined as the current density
where AF,t)is the magnetic vector potential].
1 a2 4n
c2 at? JäG)=jG) ’ (13)