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Module 1 Introduction To Differential Equations

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Module 1 Introduction To Differential Equations

Uploaded by

Jaysel Pamittan
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
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Cagayan State University–Carig Campus

COLLEGE OF ENGINEERING
DEPARTMENT OF CIVIL ENGINEERING

LECTURE MODULE 1
DIFFERENTIAL EQUATIONS: CHAPTER 1

TOPIC 1
INTRODUCTION TO DIFFERENTIAL EQUATIONS
The development of differential equations played a vital role in solving mathematical problems in the field
of science and engineering. In the scope of civil engineering, problems such as slope and deflection computation for
beams are made possible through differential equations. In mathematics, differential equations are used in the
analysis for the equation of families of curves, orthogonal and isogonal trajectories, and motion in a straight line. In
science, it is used in the calculation of exponential growth and decay, and mixture problems.

Differential Equations originate from the combination of Differential and Integral Calculus. It is therefore
needed that the students are able to understand derivatives and integrals and master all differentiation and
integration techniques.

At the end of this lesson, the student will be able to:

1. define and identify a differential equation;


2. analyze and classify a differential equation according to its type, order, degree and linearity.

1.1 What is a differential equation?

A differential equation is an equation containing the derivatives or differentials of one or more dependent variables
with respect to one or more independent variables.

From the concept of functions, 𝑦 = 𝑥 + 3𝑥 + 7 has 𝑥 as its independent variable as it can contain any real number
you may want to substitute. On the other hand, 𝑦 is considered as dependent variable as its value only depends on
the value of 𝑥 when substituted. Thus, if an equation contains the derivative , it simply means that 𝑦 is a function
of 𝑥 (𝑦 is dependent of 𝑥) as 𝑦 is derived with respect to 𝑥. Note that can also be written as 𝑦′. In Calculus, 𝑦′ is an
example of a derivative under prime notation.

The following are examples of differential equations:

 𝑦 + 2𝑦 = 3 + 𝑥  + 3𝑐 =2

 (1 − 𝑥)𝑦 − 4𝑥𝑦 + 5𝑦 = sin 𝑥  +𝑦 =8

A differential equation may be classified in four ways – according to its type, order, degree and linearity.

1.2 Classification by Type

A differential equation may be classified as either ordinary or partial differential equation.

An ordinary differential equation (ODE) is an equation which contains only the derivatives of one or more
dependent variables, with respect to a single independent variable.

A partial differential equation (PDE) is an equation involving the partial derivatives of one or more dependent
variables of two or more independent variables.

ENGR. ARISTON C. TALOSIG 1 | Page


Cagayan State University–Carig Campus
COLLEGE OF ENGINEERING
DEPARTMENT OF CIVIL ENGINEERING

LECTURE MODULE 1
DIFFERENTIAL EQUATIONS: CHAPTER 1

The following are ordinary differential equations: The following are partial differential equations:

 + 3𝑦 = 14  =

 − =𝑥 +6  𝑥 +𝑦 =𝑢

 +4 − 8𝑦 = 1  + =

 − +8 =7  − =7

 Note that all functions are derived with respect to a  Note that all functions contain more than one
single variable only. independent variable.

1.3 Classification by Order

The order of a differential equation is the order of the highest-order derivative term involved in its expression.

3𝑥 +𝑦 =𝑥  The highest derivative in the equation is . This means that the order of
the differential equation is 1. Or you may say that it is a first-order
ordinary differential equation.

𝑥 +𝑦 =  The highest derivative in the equation is . This means that the order of
the differential equation is 7. Or you may say that it is a seventh-order
partial differential equation.

Note that the order of the differential equation must be a positive integer (1, 2, 3…).

1.4 Classification by Degree

The degree of the differential equation is the algebraic degree of the highest-order derivative term in the equation.

3𝑥 +𝑦 =𝑥  The highest derivative in the equation is (first-order). is raised to 1


which means that the degree of the equation is 1. Equivalently, the
equation is a first-order first-degree ODE.

3𝑥 +𝑦 =𝑥  The highest derivative in the equation is (first-order). is raised to 4


which means that the degree of the equation is 4. Equivalently, the
equation is a first-order fourth-degree ODE.

+ =𝑥  The highest derivative in the equation is (fifth-order). is raised to


2 which means that the degree of the equation is 2. Equivalently, the
equation is a fifth-order second-degree ODE.

Note: The determination of the degree of a differential equation is one of


the common mistakes encountered by students. At first glance, the
student may take that the degree of the equation in the third example is
6 as it appears in the expression.

That is wrong! Remember, that degree of the equation depends on the


derivative with the highest order which in this case, is 5. Again, to where
the highest order is the basis for the degree as well.

𝑥 +𝑦 =  The highest derivative in the equation is (seventh-order). is raised


to 1 which means that the degree of the equation is 1. Equivalently, the
equation is a seventh-order first-degree PDE.
Note that the degree of the differential equation must be a positive integer (1, 2, 3…).

ENGR. ARISTON C. TALOSIG 2 | Page


Cagayan State University–Carig Campus
COLLEGE OF ENGINEERING
DEPARTMENT OF CIVIL ENGINEERING

LECTURE MODULE 1
DIFFERENTIAL EQUATIONS: CHAPTER 1

1.5 Classification According to Linearity

A differential equation is linear if it can be written in the form

𝒅𝒏 𝒚 𝒅𝒏 𝟏 𝒚
𝒂𝒏 (𝒙) + 𝒂𝒏 𝟏 (𝒙) + ⋯ + 𝒂𝟎 (𝒙)𝒚 = 𝒈(𝒙)
𝒅𝒙𝒏 𝒅𝒙𝒏 𝟏

where 𝑎 (𝑥), 𝑎 (𝑥),…, 𝑎 (𝑥) are pure functions of a single independent variable 𝑥.

Consequently, a differential equation is considered linear if it possesses the following properties:

 The dependent variable 𝑦 and all its derivatives or 𝑦 ( ) , … , or 𝑦 are of the first-degree; that is,
the power or exponent of each term involving 𝑦 is 1.
 The terms in the differential equation must not contain products of the dependent variable and any of its
derivatives; that is, 𝑦 must not be with or any to order of its derivatives.

If the differential equation does not follow both properties, then the differential equation is said to be a non-linear
differential equation.

The following are considered linear differential equations:

8𝑥 +𝑦 =𝑥  The dependent variable 𝑦 and its derivative, , are both of degree 1.


 𝑦 and are not grouped on the same term.

𝑥 −7 + 10𝑦 = 8𝑥  The dependent variable 𝑦 and its derivatives, and , are all of degree
1.
 𝑦 and all its derivatives are not grouped on the same term.
𝑥 𝑦 ( ) − 3𝑥𝑦 + 4𝑥𝑦 = 0  The dependent variable 𝑦 and its derivatives, 𝑦 ( ) and 𝑦 , are all of degree
1.
 𝑦 and all its derivatives are not grouped on the same term.

The following are considered non-linear differential equations:

8𝑥 +𝑦 =𝑥  The dependent variable 𝑦 is raised to 2.

8𝑥 + 𝒚𝟐 = 𝑥

𝑥 𝑦 −7 + 10𝑦 = 8𝑥  𝑦 and its fourth derivative, , are grouped on the same term.

𝒅𝟒 𝒚
𝑥 𝒚 𝒅𝒙𝟒 − 7 + 10𝑦 = 8𝑥

𝑥 𝑦 ( ) − 3𝑥(𝑦 ) + 4𝑥𝑦 = 0  The first derivative of 𝑦, 𝑦 , is raised to 4.

𝑥 𝑦 ( ) − 3𝑥(𝒚 )𝟒 + 4𝑥𝑦 = 0

In mathematics, 𝒚𝒏 is not the same as 𝒚(𝒏) .

When we say 𝑦 , it simply means multiply 𝑦 by itself five times. On the other hand, 𝑦 ( )
means that 𝑦 is a function
derived five times. Therefore, 𝑦 ( ) can be thought as 𝑦 in prime notation.

However, in the strictest logical sense, writing 𝑦 can be confusing to students. It can be a costly cause of error in
solutions. To add to that, writing prime notation is impractical and complex for higher-order derivatives. You would
not want to count and write a million prime for a function’s millionth derivative, would you?

ENGR. ARISTON C. TALOSIG 3 | Page


Cagayan State University–Carig Campus
COLLEGE OF ENGINEERING
DEPARTMENT OF CIVIL ENGINEERING

LECTURE MODULE 1
DIFFERENTIAL EQUATIONS: CHAPTER 1

Access the following online resources for additional instruction!

Classify the following differential equations according to type, order, degree and linearity.

Type Order Degree Linearity


1. = 2𝑦

2. + 9𝑦 = 𝑥

3. 𝑦 = 1 + (𝑦′′)

4. 𝑦 = 3𝑦 + 𝑥

1. What is the most important thing you learned? Why do you think so?
2. What surprised you on the things you learned on this topic?
3. How is your first encounter with Differential Equations?

Canva. (n.d.). Retrieved from Canva: www.canva.com


Zill, D. G., & Wright, W. S. (2013). Succeeding with Differential Equations (8th Edition). Cengage Learning.

ENGR. ARISTON C. TALOSIG 4 | Page

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