MODULE 1: INTRODUCTION TO DIFFERENTIAL EQUATIONS

This aims to give you an overview of the basic concepts of the course, recall the
fundamental differentiation and integration formulas to obtain the solution of a differential
equation

Recall your learnings from the course EnggMath 2: Differential

Calculus, and EnggMath 4: Integral Calculus. Answer
the following questions by writing your answers in the space
provided.

1. What is ∫ tan 𝑥 𝑑𝑥?

𝑑
2. What is 𝑑𝑥 sin 𝑥 ?

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3. What is ∫ 𝑒 3𝑥 𝑑𝑥?

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𝑑
4. What is 𝑑𝑥 𝑒 7𝑥 ?

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Read: Definitions; Families of Curves (pp. 1-12)

Rainville, E.D., Bedient, P.E, & Bedient, R.E. Elementary Differential
Equations. 8th ed. New York: MacMillan Publishing. 2000

INTRODUCTION TO DIFFERENTIAL EQUATIONS

* Watch: Introduction to Differential Equations.mp4

Verifying Solutions of Differential Equations.mp4
Verify a Solution to a Differential Equation and Find a Particular Solution.mp4

DIFFERENTIAL EQUATIONS

 is an equation containing derivatives or differentials

Ordinary Differential Equation

 equations involving only one independent variable and containing only ordinary
derivative

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 Partial Differential Equation

 equations containing partial derivatives involving two or more independent

variables

EXAMPLES OF DIFFERENTIAL EQUATIONS

𝑑𝑦 3
= cos 𝑥 𝑑2 𝑤 𝑑𝑤
𝑑𝑥 ( 2 ) − 𝑥𝑦 +𝑤 = 0
𝑑𝑥 𝑑𝑥

𝑑2 𝑦 𝑑3 𝑥 𝑑𝑥
+ 𝑘2𝑦 = 0 +𝑥 − 4𝑥𝑦 = 0
𝑑𝑥 2 𝑑𝑦 3 𝑑𝑦
(𝑥 2 + 𝑦 2 )𝑑𝑥 − 2𝑥𝑦 𝑑𝑦 = 0 𝑑2 𝑦 𝑑𝑦 3
+ 7 ( ) − 8𝑦 = 0
𝑑𝑥 2 𝑑𝑥
𝜕𝑢 𝜕2𝑢 𝜕2𝑢 𝑑2 𝑦 𝑑2 𝑥
= ℎ2 ( 2 + ) + =𝑥
𝜕𝑡 𝜕𝑥 𝜕𝑦 2 𝑑𝑡 2 𝑑𝑡 2

𝑑2 𝑖 𝑑𝑖 𝑙 𝜕2𝑉 𝜕2𝑉
𝐿 2
+ 𝑅 + 𝑖 = 𝐸𝜔 cos 𝜔𝑡 + =0
𝑑𝑡 𝑑𝑡 𝐶 𝜕𝑥 2 𝜕𝑦 2

Order

 is the order of the highest – ordered derivative appearing in the equation.

Ex:
𝑑2 𝑦
+ 𝑘 2 𝑦 = 0 (2𝑛𝑑 𝑜𝑟𝑑𝑒𝑟)
𝑑𝑥 2

𝑦 ′′′ − 3𝑦 ′ + 2𝑦 = 0 (3𝑟𝑑 𝑜𝑟𝑑𝑒𝑟)

Degree

 algebraic degree or power or exponent in the highest – ordered derivative present

in the equation.
Ex:
3
𝑑2 𝑦 𝑑𝑦 2
( 2 ) + 3 ( ) = 0 (3𝑟𝑑 𝑑𝑒𝑔𝑟𝑒𝑒, 2𝑛𝑑 𝑜𝑟𝑑𝑒𝑟)
𝑑𝑡 𝑑𝑥
12
𝑑2 𝑦
( ) + 𝑦 = 𝑥 (12𝑡ℎ 𝑑𝑒𝑔𝑟𝑒𝑒, 2𝑛𝑑 𝑜𝑟𝑑𝑒𝑟)
𝑑𝑥 2

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 Linearity

 an ordinary differential equation of order n is called linear if it may be written in the

form
𝑑𝑛−1 𝑦 𝑑𝑦
𝑏0 (𝑥) + 𝑏1 (𝑥) 𝑛−1 + . . . + 𝑏𝑛−1 (𝑥) + 𝑏𝑛 (𝑥)𝑦 = 𝑅(𝑥)
𝑑𝑥 𝑑𝑥
Ex:
𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦
+ 5 t + = 0 (𝑙𝑖𝑛𝑒𝑎𝑟)
𝑑𝑡 3 𝑑𝑡 2 𝑑𝑡
2
𝑑3 𝑦 𝑑𝑦
( 3) + = 0 (𝑛𝑜𝑛𝑙𝑖𝑛𝑒𝑎𝑟)
𝑑𝑡 𝑑𝑡

SOLUTIONS OF A DIFFERENTIAL EQUATION

A solution of a differential equation is any relation, free from derivatives, which

involves one or more of the variables, and which is consistent with the differential equation.

General Solution

 a solution of a differential equation of order n involving n distinct arbitrary constants

Particular Solution

 is any solution of the differential equation that contain no arbitrary constants

To help you understand the topic better, please analyze the

following sample problems:
𝑑2 𝑥
1. Verify that 𝑥 = sin 𝑘𝑡 is a solution of 𝑑𝑡 2
+ 𝑘2𝑥 = 0
Solution:
𝑑2 𝑥
+ 𝑘 2𝑥 = 0 → ①
𝑑𝑡 2
𝑥 = sin 𝑘𝑡 → ②
From ②,
𝑥 = sin 𝑘𝑡
𝑑𝑥
= 𝑘 cos 𝑘𝑡 ,
𝑑𝑡
𝑑2 𝑥
= −𝑘 2 sin 𝑘𝑡 → ③
𝑑𝑡 2
Substitute ③and ② into ①,
−𝑘 2 sin 𝑘𝑡 + 𝑘 2 sin 𝑘𝑡 = 0
0=0
𝒅𝟐 𝒙
∴ 𝒙 = 𝐬𝐢𝐧 𝒌𝒕 𝒊𝒔 𝒂 𝒔𝒐𝒍𝒖𝒕𝒊𝒐𝒏 𝒐𝒇 + 𝒌𝟐 𝒙 = 𝟎
𝒅𝒕𝟐

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 2. Verify that 𝑦 = 3𝑒 −2𝑥 + 4𝑒 𝑥 is a solution in 𝑦 ′′′ − 3𝑦 ′ + 2𝑦 = 0
Solution:

𝑦 ′′′ − 3𝑦 ′ + 2𝑦 = 0 → ①
𝑦 = 3𝑒 −2𝑥 + 4𝑒 𝑥 → ②

From ②,
𝑦 = 3𝑒 −2𝑥 + 4𝑒 𝑥
𝑦 ′ = −6𝑒 −2𝑥 + 4𝑒 𝑥 → ③
𝑦 ′′ = 12𝑒 −2𝑥 + 4𝑒 𝑥 → ④
𝑦 ′′′ = −24𝑒 −2𝑥 + 4𝑒 𝑥 → ⑤
Substitute ②, ③, ④ and ⑤ into ①,
−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

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

𝑑𝑦
3. Find the General and Particular solution of 𝑑𝑥 = 3𝑒 𝑥 ; 𝑦 = 6, 𝑤ℎ𝑒𝑛 𝑥 = 0
Solution:
𝑑𝑦
= 3𝑒 𝑥
𝑑𝑥
𝑑𝑦 = 3𝑒 𝑥 𝑑𝑥
∴ 𝒚 = 𝟑𝒆𝒙 + 𝑪 → 𝑮𝒆𝒏𝒆𝒓𝒂𝒍 𝑺𝒐𝒍𝒖𝒕𝒊𝒐𝒏

For the constant, C; 𝑦 = 6 𝑤ℎ𝑒𝑛 𝑥 = 0

6 = 3𝑒 0 + 𝐶
𝐶=3
𝒙
∴ 𝒚 = 𝟑𝒆 + 𝟑 → 𝑷𝒂𝒓𝒕𝒊𝒄𝒖𝒍𝒂𝒓 𝑺𝒐𝒍𝒖𝒕𝒊𝒐𝒏

4. Find the General and Particular solution of 𝑦 ′′ = 12𝑥 2 ; 𝑦(0) = 1 𝑎𝑛𝑑 𝑦 ′ (0) = 2
Solution:
𝑦 ′′ = 12𝑥 2
𝑦 ′ = 4𝑥 3 + 𝐶1
∴ 𝒚 = 𝒙𝟒 + 𝑪𝟏 𝒙 + 𝑪𝟐 → 𝑮𝒆𝒏𝒆𝒓𝒂𝒍 𝑺𝒐𝒍𝒖𝒕𝒊𝒐𝒏

For the Constant, 𝐶1 ; 𝑤ℎ𝑒𝑛 𝑥 = 0, 𝑦’ = 2

2 = 4𝑥 3 + 𝐶1
𝐶1 = 2

For the Constant, 𝐶2 ; 𝑤ℎ𝑒𝑛 𝑥 = 0, 𝑦 = 1

1 = 0 + 2(0) + 𝐶2
𝐶2 = −1
∴ 𝒚 = 𝒙𝟒 + 𝟐𝒙 + −𝟏 → 𝑷𝒂𝒓𝒕𝒊𝒄𝒖𝒍𝒂𝒓 𝑺𝒐𝒍𝒖𝒕𝒊𝒐𝒏

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 The following problems are given to assess your ability to solve for the solutions of
differential equations

Instructions: Solve for what is asked in each problem. Refer to the format and guidelines
presented in the Assignment Guide.

1. Complete the table below.

Ordinary or Linear or Non- Order Degree Independent Dependent

Partial Linear Variable Variable

y’ = x +6y

y” = 4y +y3

3
𝑑2𝑦 𝑑𝑦
( 2
) +
𝑑𝑥 𝑑𝑥
+3=0
y” +2xy’ +4y =
cos2x
𝑑𝑦 𝑥 2 −1
=
𝑑𝑥 𝑦+4
𝜕𝑢 𝜕𝑣 𝜕𝑤
+ + =0
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝜕2 𝑢 𝜕2 𝑢
=c 2
𝜕𝑥 2 𝜕𝑡 2

2. Verify that the function y = C1ex + C2e2x is a solution of the differential

equation y” – 3y’ + 2y = 0
3. Is y(x) = C1sin2x + C2cos2x, where C1 and C2 are arbitrary constants, a solution
of y” + 4y = 0?
𝑑𝑦
4. Find the General and Particular solution of 𝑑𝑥 = −8 sin 4𝑥 ; 𝑦 = 6 𝑤ℎ𝑒𝑛 𝑥 = 0
𝑑𝑦
5. Find the General and Particular solution of 𝑑𝑥 = 3𝑦 ; 𝑦 = 3, 𝑤ℎ𝑒𝑛 𝑥 = 0

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