MODULE 1 - Introduction To Differential Equation

1
Module 1: INTRODUCTION TO DIFFERENTIAL EQUATIONS

by:
JOSEPH KARL G. SALVA
MSc, M.Eng., PECE, ACPE, ASEAN Eng.
Associate Professor I - University of San Carlos
Cebu City, Philippines
1. INTRODUCTION
In most cases, the study of physical systems can be facilitated with the use of its mathematical model. Some
of these models are in the form of a differential equations. This form of mathematical representation serves
as basis in studying system characteristics or behavior. The modelling process is usually based in the
fundamental laws in physics. For example, in a free falling body, one can formulate the model based on
Newton’s Law of Motion. Another example is when one deals with electrical systems where modeling is
based on Kirchhoff’s Laws. In the case on the study related to heat transfer, Newton’s Law of cooling is
used. In some cases modeling is based on the available information about a particular condition that can
easily be translated to mathematical representation, like population growth and radio-active decay problems.
In this module, process of finding solutions to differential equations will be given emphasis. Mathematical
modeling will be reserved in the last module. The succeeding items deals with the basic terminologies that
one needs to understand as a pre-requisite in dealing with differential equations.
2. FUNDAMENTALS OF DIFFERENTIAL EQUATIONS
Now, let us define a differential equation. Actually it is an equation that always involve derivatives. Below are
some examples of this kind of equation.
𝑑𝑑 2 𝑦𝑦 𝑑𝑑𝑑𝑑
+3 + 2𝑦𝑦 = 𝑠𝑠𝑠𝑠𝑠𝑠(𝑥𝑥) (1.1)
𝑑𝑑𝑥𝑥 2 𝑑𝑑𝑑𝑑
(𝑥𝑥 + 1)𝑑𝑑𝑑𝑑 + 𝑥𝑥 2 𝑦𝑦𝑦𝑦𝑦𝑦 = 0 (1.2)

𝜕𝜕𝜕𝜕 𝜕𝜕𝜕𝜕
𝜕𝜕𝜕𝜕
+ 𝜕𝜕𝜕𝜕 = 10 (1.3)
𝜕𝜕2 𝑢𝑢 𝜕𝜕2 𝑢𝑢 𝜕𝜕2 𝑢𝑢

𝜕𝜕𝑥𝑥 2
+ 𝜕𝜕𝑦𝑦 2 + 𝜕𝜕𝑧𝑧 2 = 9 (1.4)
2
The first two equations are called Ordinary Differential Equations (ODEs) and the last two are called Partial
Differential Equations (PDEs). In this course, ODEs will be considered while reserving PDEs in the study of
Advanced Engineering Mathematics. It is important to take note that the order of ODE depends on the
highest order derivative in the equation. So equations (1.1) & (1.4) are 2nd order differential equations while
equations (1.2) & (1.3) are 1st order differential equations.
In the study of the behavior of a physical system, modelled in terms of a differential equation, the solution
shall first be determined. Solution is defined as relation between two variables that are free of derivatives
and satisfies a differential equation. Consider the equation below:
𝑑𝑑 2 𝑦𝑦 𝑑𝑑𝑑𝑑
+3 + 2𝑦𝑦 = 0 (1.5)
𝑑𝑑𝑥𝑥 2 𝑑𝑑𝑑𝑑
This equation have two variables. The independent and dependent variables.
𝑦𝑦 = 𝑦𝑦(𝑥𝑥) “Dependent variable”
𝑥𝑥 “Independent variable”
Now, consider further the equation below
𝑦𝑦 = 𝐴𝐴𝑒𝑒 −𝑥𝑥 + 𝐵𝐵𝑒𝑒 −2𝑥𝑥 (1.6)
When we substitute this to equation 1.5, the result is
(𝐴𝐴𝑒𝑒 −𝑥𝑥 + 4𝐵𝐵𝑒𝑒 −2𝑥𝑥 ) + 3(−𝐴𝐴𝑒𝑒 −𝑥𝑥 − 2𝐵𝐵𝑒𝑒 −𝑥𝑥 ) + 2(𝐴𝐴𝑒𝑒 −𝑥𝑥 + 𝐵𝐵𝑒𝑒 −2𝑥𝑥 ) = 0
0=0
Since the left side of the equation equal to the one of the right side, then we say (1.6) satisfies (1.5).
Therefore, (1.6) is a solution to (1.5).
Solutions to a differential equation can be categorized into two. The General Solution and the Particular
Solution. Actually, (1.6) is a General Solution of (1.5) of which discussions how to arrive at it is reserved
in later modules. Now, if the initial condition of (1.5) is defined as 𝑦𝑦(0) = 1 𝑎𝑎𝑎𝑎𝑎𝑎 𝑦𝑦 ′ (0) = 0 then from
(1.6), we get the following:
𝑦𝑦(0) = 𝐴𝐴 + 𝐵𝐵 = 1 (1.7)
𝑦𝑦 ′ (0) = −𝐴𝐴 − 2𝐵𝐵 = 0 (1.8)
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From these two equations, we can form a set of two linearly independent algebraic equations.
𝐴𝐴 + 𝐵𝐵 = 1 (1.9)
𝐴𝐴 + 2𝐵𝐵 = 0 (1.10)
When we solve simultaneously, we get
𝐵𝐵 = −1
𝐴𝐴 = 2
Substituting to (1.6), results into
𝑦𝑦 = 2𝑒𝑒 −𝑥𝑥 − 𝑒𝑒 −2𝑥𝑥 (1.11)
This is called the particular solution of (1.5).

An ODE can also be categorized as Linear and Nonlinear Ordinary Differential Equation. Generally,
Linear ODE is of the form presented below.
𝑑𝑑 𝑛𝑛 𝑦𝑦 𝑑𝑑 (𝑛𝑛−1) 𝑦𝑦 𝑑𝑑𝑑𝑑
𝑎𝑎𝑛𝑛 + 𝑎𝑎𝑛𝑛−1 + ⋯ + 𝑎𝑎1 + 𝑎𝑎0 𝑦𝑦 = 𝑓𝑓(𝑥𝑥) (1.12)
𝑑𝑑𝑥𝑥 𝑛𝑛 𝑑𝑑𝑥𝑥 (𝑛𝑛−1) 𝑑𝑑𝑑𝑑
Any equation not presented in this form is a Nonlinear ODE.

Equation (1.12) is also called a Non-Homogeneous ODE and if 𝑓𝑓(𝑥𝑥) = 0, the equation is called
Homogeneous ODE. We can also call (1.12) as 𝒏𝒏𝒕𝒕𝒕𝒕 Order Linear Ordinary Differential Equation with
constant Coefficients. If coefficients are variable such as the one presented below
𝑑𝑑 𝑛𝑛 𝑦𝑦 𝑑𝑑 (𝑛𝑛−1) 𝑦𝑦 𝑑𝑑𝑑𝑑
+ 𝑥𝑥 2 + ⋯ + 𝑥𝑥 + (𝑥𝑥 + 1)𝑦𝑦 = 𝑓𝑓(𝑥𝑥) (1.13)
𝑑𝑑𝑥𝑥 𝑛𝑛 𝑑𝑑𝑥𝑥 (𝑛𝑛−1) 𝑑𝑑𝑑𝑑
then the equation is called an 𝒏𝒏𝒕𝒕𝒕𝒕 Order Linear Ordinary Differential Equation with variable
Coefficients.
In one of the succeeding modules, methods of solving first and higher order ODE’s will be presented
including worded problem applications.
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𝑑𝑑𝑑𝑑 𝑦𝑦
EXCERCISES 1. Which of the following is the solution to 𝑑𝑑𝑑𝑑 + 𝑥𝑥 = 0
a.) 𝑦𝑦 = 𝑥𝑥 2 + 𝑐𝑐
b.) 𝑦𝑦 = 2𝑥𝑥 − 𝑐𝑐
𝑐𝑐
c.) 𝑦𝑦 = 2
𝑥𝑥
𝑐𝑐
d.) 𝑦𝑦 =
𝑥𝑥
2. If 𝑦𝑦(𝑜𝑜) = 1, what is the particular solution of the equation in Problem 1.

3. Give an example of differential equations with corresponding solutions and
show mathematically why they are considered solutions.
Note: Teacher and students solve the problems together, during online meeting and will serve as basis
for in-depth discussions.

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1

Module 1: INTRODUCTION TO DIFFERENTIAL EQUATIONS

2. FUNDAMENTALS OF DIFFERENTIAL EQUATIONS

(𝑥𝑥 + 1)𝑑𝑑𝑑𝑑 + 𝑥𝑥 2 𝑦𝑦𝑦𝑦𝑦𝑦 = 0 (1.2)

𝜕𝜕2 𝑢𝑢 𝜕𝜕2 𝑢𝑢 𝜕𝜕2 𝑢𝑢

When we solve simultaneously, we get

𝑦𝑦 = 2𝑒𝑒 −𝑥𝑥 − 𝑒𝑒 −2𝑥𝑥 (1.11)

This is called the particular solution of (1.5).

Any equation not presented in this form is a Nonlinear ODE.

2. If 𝑦𝑦(𝑜𝑜) = 1, what is the particular solution of the equation in Problem 1.

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