Differential Equations (DE)

Course Instructor:
Dr. Md. Mustafizur Rahman
Professor
Department of Mathematics, BUET

Contact details: Tel:

Mobile: 01552556549
E-mail: mmustafizurrahman@math.buet.ac.bd

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 Learning Objectives

At the end of this lecture, you will be able to do the following:

1. Recognize and classify differential equations.

2. Identify order and degree of differential equations.

3. Distinguish the Initial and Boundary-Value Problems

4. Find ordinary differential equations from the basic.

5. Know about the solution of differential equations.

6. Identify research problems where differential equations can be used

to model the system.

7. Apply differential equations in every day life

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 Introduction to differential equations
Differential Equation:
A differential equation is, in simpler terms, a statement of equality having a
derivative or differentials.
An equation involving differentials or differential co-efficient is called a
differential equation.

Ordinary Differential Equation (ODE):

If a differential equation contains one dependent variable and one independent
variable, then the differential equation is called ordinary differential equation.
dy d2y
For example,  i   x sinx,  ii  4 2  6 y  tan x.
dx dx
Identities such as

are not differential equations

 Introduction to differential equations
Partial Differential Equation:

If there are two or more independent variables, so that the derivatives are partial, then the
differential equation is called partial differential equation.

z z
For example, x  y z
x y
Some Problems Leading to Ordinary Differential Equations:
Before we develop methods for the solution of ordinary differential equations, it will
be helpful to examine some simple geometrical and physical problems that lead to
ODEs. There are many such problems, so we only consider some representative
examples
A Geometrical Problem: Orthogonal Trajectories
A curve that intersects every member of a one-parameter family of curves
orthogonally (at right angles) is called an orthogonal trajectory of the family. A
geometrical problem that often occurs is how to find a family of curves that form
orthogonal trajectories to a given family

Two typical families of orthogonal trajectories

are illustrated in Fig. 1, and if these curves are
related to steady state heat flow, family 1
could represent the isotherms and family 2 the
heat flow lines.

FIGURE1: Two typical families of orthogonal trajectories

 Some Problems Leading to Ordinary Differential Equations:
Two specific examples of families of orthogonal trajectories are shown in Fig. 2,
where in case (a) the curves are given by x2 + y2 = c2 and y = k x (with c and k real).
The first equation describes a family of concentric circles centered on the origin, and
the second family that forms their orthogonal trajectories comprises all the straight
lines that pass through the origin. In case (b) the curves are given by x2 − y2 = c and
xy = k (with c and k real), where the two families of curves are families of mutually
orthogonal rectangular hyperbolas.

FIGURE 2: Specific examples of orthogonal trajectories.

 Some Problems Leading to Ordinary Differential Equations:
Chemical Reaction Rates and Radioactive Decay

In many circumstances, for a limited period of time, the rate of reaction of a

chemical process can be considered to be proportional only to the amount Q of the
chemical that is present at a given time t. The differential equation governing such a
process then has the form
𝑑𝑄
= KQ,
𝑑𝑡

where k ≥ 0 is a constant of proportionality. This is a homogeneous linear first order

differential equation
 Some Problems Leading to Ordinary Differential Equations:
The Logistic Equation: Population Growth
In the study of phenomena involving the rate of increase of a quantity of interest, it
often happens that the rate is influenced both by the amount of the quantity that is
present at any given instant of time and by the limitation of a resource that is
necessary to enable an increase to occur. Such a situation arises in a population of
animals that compete for limited food resources, leading to the so-called predator–
prey situations where an animal (the predator) feeds on another species (the prey)
with the effect that overfeeding leads to starvation. This in turn leads to a reduction in
the number of predators that in turn can lead to a recovery of the food stock. Similar
situations arise in manufacturing when there is competition for scarce resources, and
in a variety of similar situations.
To model the situation we let P represent the amount of the quantity of interest
present at a given time t, and M represent the amount of resources available at the
start. Then a simple model for this process is provided by the differential equation

dP/ dt = k P(M − P), in which k is a constant of proportionality.

The equation is called the logistic equation, and it is nonlinear because of the
presence of the term −kP2 on the right,
Some Problems Leading to Ordinary Differential Equations:
A Differential Equation that Models Damped Oscillations
Mechanical and electrical systems, and control systems in general, can exhibit
oscillatory behavior that after an initial disturbance slowly decays to zero. The
process producing the decay is a dissipative one that removes energy from the
system, and it is called damping. To see the prototype equation that exhibits this
phenomenon we need only consider the following very simple mechanical model. A
mass M rests on a rough horizontal surface and is attached by a spring of negligible
mass to a fixed point. The mass–spring system is caused to oscillate along the line
of the spring by being displaced from its equilibrium position by a small amount and
then released. Figure 3a shows the system in its equilibrium configuration, and Fig.
3b shows it when the mass has been displaced through a distance x from its rest
position

FIGURE 3 Mass–spring system.

Some Problems Leading to Ordinary Differential Equations:
Equating the forces acting along the line of the spring and taking account of the
fact that the spring and frictional forces oppose the force due to the acceleration
shows the equation of motion to be the homogeneous second order linear equation
 Some Problems Leading to Ordinary Differential Equations:
The Shape of a Suspended Power Line: The Catenary

FIGURE 5 Suspended cable.

An analysis of the forces acting on a power line attached to pillars as shown in Fig. 5,
or on the suspension cable of a cable car, shows the shape of the cable to be
determined by the solution y(x) of the nonlinear differential equation

The shape taken by the cable is called a catenary, after the Latin word catena,
meaning chain. Although this equation will not be solved here, it is not difficult to
show that its solution is a hyperbolic cosine curve.
Some Problems Leading to Ordinary Differential Equations:
An analysis of the forces and moments acting on a horizontal beam of uniform
construction made from a material with Young’s modulus E and supported at its two
end points, with the moment of inertia of its cross-section about the central
horizontal axis of the beam equal to I, leads to the following equation for the vertical
deflection y caused by the weight of the beam and any loads it is supporting:

Here M(x) is the bending moment that acts to one side of a point x in the beam.
Some Problems Leading to Ordinary Differential Equations:

To control the motion of aero plane, differential equations is used.

 Some Problems Leading to Ordinary Differential Equations:
It is used to calculate current flow in circuit in physics.

The respective potential drops in the direction of the arrow across the resistor R, the
inductance L, and the capacitor C are V = i R, where i = dq/dt, Ldi/dt, and q/C.

Applying Kirchhoff’s law, which requires the sum of the potential drops around the
circuit to be zero, gives

Eliminating i by using the result i = dq/dt leads to the following homogeneous linear
second order equation for q:
Some Problems Leading to Ordinary Differential Equations:

It is also used in Economics

Some Problems Leading to Ordinary Differential Equations:

 In a simple video game involving a jumping motion, a differential

equation is used to model the velocity of a character after the
command is given to return them to the ground in a simulated
gravitational field.
 The electrical equipment we use, it is an outcome of a differential
equation.
 Riding a bike, or a car, or any vehicle? The engineers have designed
your vehicles system using some sets of differential equation.

 Falling Object

 Newton's Law of Cooling

 Order of a differential equation

The order of an ordinary differential equations is the order

of the highest order derivative

Examples :
dy
ye x
First order ODE
dx
d2y dy
2
 5  2 y  cos( x) Second order ODE
dx dx
2
 d y  d2y
3

 3   2  2y 1
4 Third order ODE
 dx  dx
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 Degree of a differential equation
The degree of a differential equation is the highest degree
of the highest derivative after the equation has been put in
the form free from radicals and fraction.
Examples :
dy
  y   ex
4
1st order 1st degree ODE
dx
3
d y
4
 dy 
2

 2  5    2 y  cos( x) 2nd order 3rd degree ODE

 dx   dx 
2
 d y  dy
3

 3    2 y 4
1 33d order 2nd degree ODE
 dx  dx
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 Degree of a differential equation
 What is the degree of a differential
3
dy  d4y 
4  2x  4 
 3
x2 ?
dx d x 

Solution:
3
dy  d4y 
4  2x  4 
 3
x2
dx d x 
1

d y  d4y 
3


4

  x  2
1
or,   2x  4   3



d x  d x  

3
 d y  d4y 
3

 2x     x  2
4
or,  4 
 d x  d x  
3 9
d y 3 d y 
4

  .......  8 x    x  2
4
4 
or,  4th order 9th degree ODE
dx d x 
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 Linear ODE
An ODE is linear if the unknown function and its derivatives
appear to power one. No product of the unknown function
and/or its derivatives
an ( x) y n ( x)  an 1 ( x) y n 1 ( x)    a1 ( x) y ' ( x)  a0 ( x) y ( x)  g ( x)

Examples :
dy Linear ODE
 y  ex
dx
d2y dy
2
 5  2 x 2
y  cos(x) Linear ODE
dx dx
3
 d y  dy
2
 2    y  1 Non-linear ODE
 dx  dx
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 Initial value and Boundary-Value Problems

Initial-Value Problems Boundary-Value Problems

 The auxiliary conditions are • The auxiliary conditions are not at one
at one point of the point of the independent variable
independent variable • More difficult to solve than initial
value problem

y ' '2 y ' y  e 2 x y ' '2 y ' y  e 2 x

y (0)  1, y ' (0)  2.5 y (0)  1, y (2)  1.5
same different

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 Solution of ODE:
General Solution of ODE:
The solution of a differential equation in which the number of arbitrary
constants is equal to the order of the differential equation is called the
general solution.
d2y
For example, y  a x  b is the general solution of the differentialequation 2
0
dx
where a and b are arbitrary constants.

Particular Solution of ODE:

If particular values are given to the arbitrary constants in the general solution,
then the solution so obtained is called particular solution.

For example, putting a  2, and b  3, a particular solution of the

d2y
differential equation 2
 0 is y  2 x  3.
dx
 Solution of ODE:
 How to solve differential Equation d2y
2
0 ?
dx
Solution: Or one may solve it in the following way :
d2y d2y
2
0 2
0
dx dx
d  dy  d  dy 
or,   0
or,   0
dx  dx  dx  dx 

 dy 
or,   dx   a
d

dy
or,  du  a, where u 
dx
or, u  a
dy
or, a
dx
or,  dy  a  dx  b  y  ax  b
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which geometrically represents a straight line.
Practice quiz: Classify differential equations
Practice quiz: Classify differential equations
Practice quiz: Classify differential equations
Practice quiz: Classify differential equations
Practice quiz: Classify differential equations
Practice quiz: Classify differential equations
 Formation of ODE: an ordinary differential equation is formed by
differentiating the equations and eliminating the arbitrary constants.

 Form an ODE corresponding to y  ax  a also write down the

2

order and degree of the obtained ODE.

Solution: y  ax  a 2 ............... i 
Differentiating with respect to x, we get
dy
a
dx
Now putting the value of 'a ' into eq. (i) , we get
2
d y d y 
yx  
dx dx 
Which is the required ODE.
Orde  1, degree  2.

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 Formation of ODE:
 Form an ODE corresponding to y  mx  c also write down the
order and degree of the obtained ODE.
Solution: Given y  mx  c ... ... ...  i 
Differentiating Eq. (i) with respect to x, we get
dy
 m ... ... ...  ii 
dx
Differentiating again Eq. (ii) with respect to x, we get
d2 y
2
0
dx

Which is the required ODE.

Orde  2, degree  1.
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 Formation of ODE:
 Form an ODE corresponding to y  e  Acosx  B sinx  .
x

Solution: Given y  e x  Acosx  B sinx  ... ... ...  i 

Differentiating Eq. (i) with respect to x, we get
dy
 e x  Acosx  B sinx   e x   Asinx  B cosx 
dx
 y  e   Asinx  Bcosx  ... ... ... ii 
x

Differentiating again Eq. (ii) with respect to x, we get

d2 y d y
2
  e x
  Asinx  B cos x   e x
  Acosx  B sinx 
dx dx
dy
  e x   Asinx  B cos x   e x  Acosx  B sinx 
dx
dy d y 
    y  y
dx dx  d2 y dy
 2
 2  2 y0
dx dx 32
(self study)

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 Dr. M. M. Rahman,
Professor, Department of Mathematics, BUET