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Definition and Classification of Differential Equations

This document provides a comprehensive overview of differential equations, including their definitions, classifications, and examples. It distinguishes between ordinary differential equations (ODEs) and partial differential equations (PDEs), explaining the concepts of order and degree. The document also includes step-by-step solutions for identifying the type, order, and degree of various differential equations.
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0% found this document useful (0 votes)
125 views15 pages

Definition and Classification of Differential Equations

This document provides a comprehensive overview of differential equations, including their definitions, classifications, and examples. It distinguishes between ordinary differential equations (ODEs) and partial differential equations (PDEs), explaining the concepts of order and degree. The document also includes step-by-step solutions for identifying the type, order, and degree of various differential equations.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Lesson 1: Definition and Classification of Differential

Equation

Differential Equation
A differential equation (simply DE) is an equation containing derivative or
differentials either ordinary derivative or partial derivatives.

Examples of Differential Equation:


1. 𝒂𝒚′′ + 𝒃𝒚′ + 𝒄𝒚′ = 𝒈(𝒕)
𝒅𝟐 𝒚 𝒅𝒚
2. 𝐬𝐢𝐧(𝒚) = (𝟏 − 𝒚) + 𝒚𝟐 𝒆−𝟓𝒚
𝒅𝒙𝟐 𝒅𝒙
3. 𝒚(𝟒) + 𝟏𝟎𝒚′′′ − 𝟒𝒚′ + 𝟐𝒚 = 𝐜𝐨𝐬(𝒕)
Note: 𝒚(𝟒) ≠ 𝒚𝟒 , a variable with parenthesis “()” in the exponent means that
how many types its been derived.

𝝏𝟐 𝒖 𝝏𝟐 𝒖 𝝏𝟐 𝒖
4. + + =𝟎
𝝏𝒙 𝝏𝒚𝟐 𝝏𝒛𝟐

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. In the equation

𝒅𝟐 𝒊 𝒅𝒊 𝟏
𝑳 𝟐 + 𝑹 + 𝒊 = 𝑬𝝎 𝐜𝐨𝐬 𝝎𝒕
𝒅𝒕 𝒅𝒕 𝑪

𝒊 is the dependent variable, 𝒕 the independent variable, and 𝑳, 𝑹, 𝑪, 𝑬, and 𝝎 are


called 𝒑𝒂𝒓𝒂𝒎𝒆𝒕𝒆𝒓𝒔. The equation

𝝏𝟐 𝑽 𝝏𝟐 𝑽
+ =𝟎
𝝏𝒙𝟐 𝝏𝒚𝟐

has one dependent variable 𝑽 and two independent variables.

Since the equation


MATH 114: L1. Definition and Classification of Differential Equation | 1
(𝒙𝟐 + 𝒚𝟐 )𝒅𝒙 − 𝟐𝒙𝒚 𝒅𝒚 = 𝟎

may be written

𝒅𝒚
𝒙𝟐 + 𝒚𝟐 − 𝟐𝒙𝒚 =𝟎
𝒅𝒙

or

𝒅𝒙
(𝒙𝟐 + 𝒚𝟐 ) − 𝟐𝒙𝒚 = 𝟎
𝒅𝒚

we may consider either variable to be dependent, the other being the independent
one.

Types of Differential Equations


a. Ordinary Differential Equations
- An equation containing only one independent variable, thus having only
ordinary derivatives in the equation.
- Example 1, 2, and 3

b. Partial Differential Equations


- An equation containing two or more independent variables, thus having
partial derivatives in the equation
- Example 4

Order and Degree of Differentials


Order of Differential Equation – the order of Differential Equation is the
largest derivative present in the Differential Equation. It depends on the highest
derivative not inside in transcendental function but existing as an independent
differential or derivative and free from radical

2 | MATH 114: L1. Definition and Classification of Differential Equation


Example:
𝑑𝑦
First Order : = 2𝑥 2 + 5𝑥 + 3
𝑑𝑥
𝑑𝑦
– is the largest derivative
𝑑𝑥

𝑑2 𝑦
Second Order : = 5𝑥 2 + 10𝑥 + 3
𝑑𝑥 2
𝑑2 𝑦
– is the largest derivative
𝑑𝑥 2

Third Order : 𝑑 (3)


𝑑 (3) – is the largest derivative

Degree of Differential Equation


It is the power to which the highest order derivative is raised when the
differential coefficients are free from radicals and fractions

Example:
Direction: State whether the Differential Equation is an ODE or PDE and state
its order and degree

𝒅𝟐 𝒙
1. + 𝒌𝟐 𝒙 =𝟎
𝒅𝒕𝟐
Solution:
Step 1. Identify first if it is ODE or PDE. Remember that if the Differential
Equation didn’t have partial derivative, the DE is ODE. On the other
hand, it is PDE
𝑑2 𝑥
+ 𝑘 2 𝑥 = 0 → ODE
𝑑𝑡 2

Step 2. Find the order of differential equation by finding the largest


derivative
𝑑2 𝑥
→ it is second derivative. Therefore, Order of DE is Second
𝑑𝑡 2

MATH 114: L1. Definition and Classification of Differential Equation | 3


Step 3. Find the Degree of Differential Equation by identifying the degree
of the largest derivative
1
𝑑2 𝑥
( ) → First Degree
𝑑𝑡 2

𝑨𝒏𝒔𝒘𝒆𝒓:
• ODE
• Order of DE – Second Order
• Degree of DE – First Degree

2. (𝒙𝟐 + 𝒚𝟐 )𝒅𝒙 + 𝟐𝒙𝒚𝒅𝒚 = 𝟎


Solution:
Step 1. If we encounter this kind of equation that it only has 𝑑𝑦 or 𝑑𝑥 not
𝑑𝑦 1
. We need to multiply it by
𝑑𝑥 𝑑𝑥

1
[(𝑥 2 + 𝑦 2 )𝑑𝑥 + 2𝑥𝑦𝑑𝑦 = 0] [ ]
𝑑𝑥
𝑑𝑥 𝑑𝑦
(𝑥 2 + 𝑦 2 ) + 2𝑥𝑦 =0
𝑑𝑥 𝑑𝑥
𝑑𝑦
(𝑥 2 + 𝑦 2 ) + 2𝑥𝑦 =0
𝑑𝑥

Step 2. Identify first if it is ODE or PDE. Remember that if the Differential


Equation didn’t have partial derivative, the DE is ODE. On the other
hand, it is PDE
𝑑𝑦
(𝑥 2 + 𝑦 2 ) + 2𝑥𝑦 = 0 → ODE
𝑑𝑥

Step 3. Find the order of differential equation by finding the largest


derivative
𝑑𝑦
→ it is First derivative. Therefore, Order of DE is First
𝑑𝑥

Step 4. Find the Degree of Differential Equation by identifying the degree


of the largest derivative

4 | MATH 114: L1. Definition and Classification of Differential Equation


𝑑𝑦 1
( ) → First Degree
𝑑𝑥

𝑨𝒏𝒔𝒘𝒆𝒓:
• ODE
• Order of DE – First Order
• Degree of DE – First Degree

3. 𝒚′′′ − 𝟑𝒚′ + 𝟐𝒚 = 𝟎
Solution:
Step 1. Identify first if it is ODE or PDE. Remember that if the Differential
Equation didn’t have partial derivative, the DE is ODE. On the other
hand, it is PDE
𝑦 ′′′ − 3𝑦 ′ + 2𝑦 = 0 → ODE

Step 2. Find the order of differential equation by finding the largest


derivative
𝑦 ′′′ → it is Third derivative. Therefore, Order of DE is Third

Step 3. Find the Degree of Differential Equation by identifying the degree


of the largest derivative
(𝑦 ′′′ )1 → First Degree

𝑨𝒏𝒔𝒘𝒆𝒓:
• ODE
• Order of DE – Third Order
• Degree of DE – First Degree

𝝏𝟐 𝒚
4. 𝒙 + 𝟑𝒙 = 𝟎
𝝏𝒙𝟐
Solution:
Step 1. Identify first if it is ODE or PDE. Remember that if the Differential
Equation didn’t have partial derivative, the DE is ODE. On the other
hand, it is PDE
MATH 114: L1. Definition and Classification of Differential Equation | 5
𝜕2 𝑦
𝑥 + 3𝑥 = 0 → PDE
𝜕𝑥 2

Step 2. Find the order of differential equation by finding the largest


derivative
𝜕2 𝑦
→ it is Second derivative. Therefore, Order of DE is Second
𝜕𝑥 2

Step 3. Find the Degree of Differential Equation by identifying the degree


of the largest derivative
1
𝜕2 𝑦
( 2 ) → First Degree
𝜕𝑥

𝑨𝒏𝒔𝒘𝒆𝒓:
• PDE
• Order of DE – Second Order
• Degree of DE – First Degree

𝒅𝟐 𝒚 𝒅𝒚
5. 𝒙 + 𝒚 + 𝟒𝒚𝟐 = 𝟏
𝒅𝒙𝟐 𝒅𝒙
Solution:
Step 1. Identify first if it is ODE or PDE. Remember that if the Differential
Equation didn’t have partial derivative, the DE is ODE. On the other
hand, it is PDE
𝑑2 𝑦 𝑑𝑦
𝑥 + 𝑦 + 4𝑦 2 = 1 → ODE
𝑑𝑥 2 𝑑𝑥

Step 2. Find the order of differential equation by finding the largest


derivative
𝜕2 𝑦
→ it is Second derivative. Therefore, Order of DE is Second
𝜕𝑥 2

Step 3. Find the Degree of Differential Equation by identifying the degree


of the largest derivative

6 | MATH 114: L1. Definition and Classification of Differential Equation


1
𝜕2 𝑦
( ) → First Degree
𝜕𝑥 2

𝑨𝒏𝒔𝒘𝒆𝒓:
• ODE
• Order of DE – Second Order
• Degree of DE – First Degree

𝒅𝟑 𝒚 𝒅𝒚
6. 𝐬𝐢𝐧 ( ) = +𝒙
𝒅𝒙𝟑 𝒅𝒙
Solution:
Step 1. Identify first if it is ODE or PDE. Remember that if the Differential
Equation didn’t have partial derivative, the DE is ODE. On the other
hand, it is PDE
𝑑3 𝑦 𝑑𝑦
sin ( ) = +𝑥
𝑑𝑥 3 𝑑𝑥

Step 2. Find the order of differential equation by finding the largest


derivative

We know that Order of DE only depends on the highest derivative


not inside in transcendental function but existing as an
independent differential or derivative and free from radical

𝑑3 𝑦
So in this example, we will not consider as a highest derivative
𝑑𝑥 3
𝑑𝑦
because it is inside in transcendental function. Only the is the
𝑑𝑥
highest derivative of this equation and only gave a independent
differential or derivative.
𝑑𝑦
→ it is First derivative. Therefore, Order of DE is First
𝑑𝑥

Step 3. Find the Degree of Differential Equation by identifying the degree


of the largest derivative

MATH 114: L1. Definition and Classification of Differential Equation | 7


𝑑𝑦 1
( ) → First Degree
𝑑𝑥

𝑨𝒏𝒔𝒘𝒆𝒓:
• ODE
• Order of DE – First Order
• Degree of DE – First Degree

𝒅𝒚 𝟐 𝒅 𝟐𝒚
7. √( ) + 𝟑𝒚 =
𝒅𝒙 𝒅𝒙𝟐
Solution:
Step 1. Identify first if it is ODE or PDE. Remember that if the Differential
Equation didn’t have partial derivative, the DE is ODE. On the other
hand, it is PDE
2 2𝑦
√(𝑑𝑦) + 3𝑦 = 𝑑 → ODE
𝑑𝑥 𝑑𝑥 2

Step 2. Find the order of differential equation by finding the largest


derivative

We can identify the Order of DE if it didn’t have radical. In this


example, we will eliminate first the radical and then find the order
2 2𝑦
√(𝑑𝑦) + 3𝑦 = 𝑑
𝑑𝑥 𝑑𝑥 2
2
2
𝑑𝑦 2 𝑑2 𝑦
(√( ) + 3𝑦) = ( 2)
𝑑𝑥 𝑑𝑥

2
𝑑𝑦 2 𝑑2𝑦
( ) + 3𝑦 = ( )
𝑑𝑥 𝑑𝑥 2
2
𝑑2 𝑦
( 2 ) → it is Second derivative. Therefore, Order of DE is Second
𝑑𝑥

Step 3. Find the Degree of Differential Equation by identifying the degree


of the largest derivative
8 | MATH 114: L1. Definition and Classification of Differential Equation
2
𝑑2 𝑦
( ) → Second Degree
𝑑𝑥 2

𝑨𝒏𝒔𝒘𝒆𝒓:
• ODE
• Order of DE – Second Order
• Degree of DE – Second Degree

𝒅𝒚 𝟑 𝒅𝟐 𝒚
8. 𝟑𝒚𝟐 ( ) − = 𝐬𝐢𝐧(𝒙𝟐 )
𝒅𝒙 𝒅𝒙𝟐
Solution:
Step 1. Identify first if it is ODE or PDE. Remember that if the Differential
Equation didn’t have partial derivative, the DE is ODE. On the other
hand, it is PDE
𝑑𝑦 3 𝑑2 𝑦
3𝑦 2 ( ) − = sin(𝑥 2 ) → ODE
𝑑𝑥 𝑑𝑥 2

Step 2. Find the order of differential equation by finding the largest


derivative
𝑑2 𝑦
→ it is Second derivative. Therefore, Order of DE is Second
𝑑𝑥 2

Step 3. Find the Degree of Differential Equation by identifying the degree


of the largest derivative
1
𝑑2 𝑦
( 2 ) → First Degree
𝑑𝑥

𝑨𝒏𝒔𝒘𝒆𝒓:
• ODE
• Order of DE – Second Order
• Degree of DE – First Degree

𝒅𝒚 𝟐𝒅 𝒚 𝟑
9. √𝟏 + ( ) = 𝒚 ( 𝟑 )
𝒅𝒙 𝒅𝒙

MATH 114: L1. Definition and Classification of Differential Equation | 9


Solution:
Step 1. Identify first if it is ODE or PDE. Remember that if the Differential
Equation didn’t have partial derivative, the DE is ODE. On the other
hand, it is PDE
2 3
√1 + (𝑑𝑦) = 𝑦 (𝑑 𝑦3 ) → ODE
𝑑𝑥 𝑑𝑥

Step 2. Eliminate the radical and find the order of differential equation by
finding the largest derivative
2 3
√1 + (𝑑𝑦) = 𝑦 (𝑑 𝑦3 )
𝑑𝑥 𝑑𝑥
2 2
𝑑𝑦 2 𝑑3 𝑦
(√1 + ( ) ) = (𝑦 ( ))
𝑑𝑥 𝑑𝑥 3

2
𝑑𝑦 2 𝑑3 𝑦
1 + ( ) = 𝑦2 ( )
𝑑𝑥 𝑑𝑥 3
2
𝑑3 𝑦
( ) → it is Third derivative. Therefore, Order of DE is Third
𝑑𝑥 3

Step 3. Find the Degree of Differential Equation by identifying the degree


of the largest derivative
2
𝑑3 𝑦
( ) → Second Degree
𝑑𝑥 3

𝑨𝒏𝒔𝒘𝒆𝒓:
• ODE
• Order of DE – Third Order
• Degree of DE – Second Degree

Let’s try to solve another example.

Types of Solutions

10 | MATH 114: L1. Definition and Classification of Differential Equation


• General Solutions
- Solution containing a number of arbitrary constant equal to the order of the
equation

• Particular Solution
- Solution obtained from the general solution by containing particular values
to the arbitrary constant

Examples:
𝟑
1. Show that 𝒚(𝒙) = 𝒙−𝟐 is a solution to 𝟒𝒙𝟐 𝒚′′ + 𝟏𝟐𝒙𝒚′ + 𝟑𝒚 = 𝟎 for 𝒙 > 𝟎
Solution:
3
In this example, we need to prove that 𝑦(𝑥) = 𝑥 −2 is a solution to the
DE 4𝑥 2 𝑦 ′′ + 12𝑥𝑦 ′ + 3𝑦 = 0. It means that if we are going to perform by
substitute the value of 𝑦(𝑥) into the 4𝑥 2 𝑦 ′′ + 12𝑥𝑦 ′ + 3𝑦 it will result to zero.

Step 1. We need to get the derivative of 𝑦(𝑥) up until to the highest degree
of the given Differential Equation.
3
𝑦 = 𝑥 −2

First Derivative
3
𝑦 = 𝑥 −2
3
3
𝑦 ′ = − 𝑥 −2−1
2
5
3
𝑦 ′ = − 𝑥 −2
2

Second Derivative
5
3
𝑦 ′ = − 𝑥 −2
2
5
3 5
𝑦 ′′ = − (− ) 𝑥 −2−1
2 2

MATH 114: L1. Definition and Classification of Differential Equation | 11


15 −7
𝑦 ′′ = 𝑥 2
4

Step 2. Substitute the value of 𝑦 and other derivatives


4𝑥 2 𝑦 ′′ + 12𝑥𝑦 ′ + 3𝑦 = 0
15 −7 3 5 3
4𝑥 2 ( 𝑥 2) + 12𝑥 (− 𝑥 −2 ) + 3 (𝑥 −2 ) = 0
4 2
7 5 3
15𝑥 2 ∙ 𝑥 −2 − 18𝑥 ∙ 𝑥 −2 + 3𝑥 −2 = 0
3 3 3
15𝑥 −2 − 18𝑥 −2 + 3𝑥 −2 = 0
3 3
18𝑥 −2 − 18𝑥 −2 = 0
0=0

𝑨𝒏𝒔𝒘𝒆𝒓:
𝟑
Therefore 𝒚(𝒙) = 𝒙−𝟐 is a solution to 𝟒𝒙𝟐 𝒚′′ + 𝟏𝟐𝒙𝒚′ + 𝟑𝒚 = 𝟎

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


Solution:
Step 1. We need to get the derivative of 𝑦(𝑥) up until to the highest degree
of the given Differential Equation.
𝑦 = 𝑒 −2𝑥

First Derivative
𝑦 = 𝑒 −2𝑥
𝑦′ = −2𝑒 −2𝑥

Second Derivative
𝑦′ = −2𝑒 −2𝑥
𝑦′′ = 4𝑒 −2𝑥

12 | MATH 114: L1. Definition and Classification of Differential Equation


Third Derivative
𝑦′′ = 4𝑒 −2𝑥
𝑦 ′′′ = −8𝑒 −2𝑥

Step 2. Substitute the value of 𝑦 and other derivatives


𝑦 ′′′ − 3𝑦 ′ + 2𝑦 = 0
(−8𝑒 −2𝑥 ) − 3(−2𝑒 −2𝑥 ) + 2(𝑒 −2𝑥 ) = 0
−8𝑒 −2𝑥 + 6𝑒 −2𝑥 + 2𝑒 −2𝑥 = 0
−8𝑒 −2𝑥 + 8𝑒 −2𝑥 = 0
0=0

𝑨𝒏𝒔𝒘𝒆𝒓:
Therefore 𝒚 = 𝒆−𝟐𝒙 is a solution to 𝒚′′′ − 𝟑𝒚′ + 𝟐𝒚 = 𝟎

3. Verify that 𝟑𝒆−𝟐𝒙 + 𝟒𝒆𝒙 is a solution of 𝒚′′′ − 𝟑𝒚′ + 𝟐𝒚 = 𝟎


Solution:
Step 1. We need to get the derivative of 𝑦(𝑥) up until to the highest degree
of the given Differential Equation.
𝑦 = 3𝑒 −2𝑥 + 4𝑒 𝑥

First Derivative
𝑦 = 3𝑒 −2𝑥 + 4𝑒 𝑥
𝑦 ′ = −6𝑒 −2𝑥 + 4𝑒 𝑥

Second Derivative
𝑦 ′ = −6𝑒 −2𝑥 + 4𝑒 𝑥
𝑦 ′′ = 12𝑒 −2𝑥 + 4𝑒 𝑥

MATH 114: L1. Definition and Classification of Differential Equation | 13


Third Derivative
𝑦 ′′ = 12𝑒 −2𝑥 + 4𝑒 𝑥
𝑦 ′′′ = −24𝑒 −2𝑥 + 4𝑒 𝑥

Step 2. Substitute the value of 𝑦 and other derivatives


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

𝑨𝒏𝒔𝒘𝒆𝒓:
Therefore 𝒚 = 𝟑𝒆−𝟐𝒙 + 𝟒𝒆𝒙 is a solution of 𝒚′′′ − 𝟑𝒚′ + 𝟐𝒚 = 𝟎

𝒅𝟐 𝒙
4. Verify that the solution of the given Differential Equation + 𝒌𝟐 𝒙 = 𝟎,
𝒅𝒕𝟐
𝒙 = 𝐬𝐢𝐧 𝒌𝒕
Solution:
Step 1. We need to get the derivative of 𝑦(𝑥) up until to the highest degree
of the given Differential Equation.
𝑥 = sin 𝑘𝑡

First Derivative
𝑥 = sin 𝑘𝑡
𝑑𝑥
= 𝑘 cos 𝑘𝑡
𝑑𝑡

Second Derivative
𝑑𝑥
= 𝑘 cos 𝑘𝑡
𝑑𝑡
14 | MATH 114: L1. Definition and Classification of Differential Equation
𝑑2 𝑥
= −𝑘 2 sin 𝑘𝑡
𝑑𝑡 2

Step 2. Substitute the value of 𝑦 and other derivatives


𝑑2 𝑥
+ 𝑘2𝑥 = 0
𝑑𝑡 2

−𝑘 2 sin 𝑘𝑡 + 𝑘 2 (sin 𝑘𝑡) = 0


0=0

𝑨𝒏𝒔𝒘𝒆𝒓:
𝒅𝟐 𝒙
Therefore 𝒙 = 𝐬𝐢𝐧 𝒌𝒕 is a solution to + 𝒌𝟐 𝒙 = 𝟎
𝒅𝒕𝟐

MATH 114: L1. Definition and Classification of Differential Equation | 15

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