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Differential Equations — chapter notes

6 sections 4 min readBeta

1. Order, degree and solutions

A differential equation links an unknown function with its derivatives.

  • Order: the order of the highest derivative present.
  • Degree: the power of that highest derivative when the equation is a polynomial in its derivatives (clear radicals and fractions first). If a derivative appears inside sin⁡\sin, cos⁡\cos, e( )e^{(\ )} or log⁡\log, the degree is not defined.
  • A general solution contains as many independent arbitrary constants as the order; a particular solution has the constants fixed by given conditions.
  • To verify a solution, differentiate it and substitute into the equation.
Order: highest derivative. Degree: its power, once the equation is a polynomial in the derivatives.
EquationOrderDegree
dydx+4y=x\dfrac{dy}{dx} + 4y = x1111
(d2ydx2)3+dydx=0\left(\dfrac{d^2y}{dx^2}\right)^3 + \dfrac{dy}{dx} = 02233
d3ydx3+(dydx)5=sin⁡x\dfrac{d^3y}{dx^3} + \left(\dfrac{dy}{dx}\right)^5 = \sin x3311
d2ydx2+cos⁡(dydx)=0\dfrac{d^2y}{dx^2} + \cos\left(\dfrac{dy}{dx}\right) = 022not defined
  • C=−1C = -1
  • C=0C = 0
  • C=2C = 2 (through (1,3)(1, 3))
The general solution is a family; a condition such as $y(1) = 3$ picks one member.
Both rows agree: $y = e^{2x} - 1$ satisfies $\dfrac{dy}{dx} = 2y + 2$.
xx000.50.511
dydx\dfrac{dy}{dx}225.43665.436614.778114.7781
2y+22y + 2225.43665.436614.778114.7781

Key terms

Order

The order of the highest derivative in the equation.

Degree

The power of the highest-order derivative when the equation is a polynomial in its derivatives.

Particular solution

A solution with no arbitrary constants, chosen by given conditions.

2. Forming a differential equation

Given a family with nn independent arbitrary constants, differentiate nn times and eliminate the constants. The result has order nn.

Examples: y=ae3xy = ae^{3x} gives dydx=3y\dfrac{dy}{dx} = 3y; y=Asin⁡2x+Bcos⁡2xy = A\sin 2x + B\cos 2x gives d2ydx2+4y=0\dfrac{d^2y}{dx^2} + 4y = 0; y=Ax2+Bxy = Ax^2 + Bx gives x2y′′−2xy′+2y=0x^2y'' - 2xy' + 2y = 0. Constants such as AA and BB in Acos⁡(x+B)A\cos(x + B) are independent; constants that can be merged (as in Aex+BAe^{x + B}) count as one.

One differentiation per constant.
Checked on two members of the family.
StepResult
Familyy=Ax2+Bxy = Ax^2 + Bx (two constants)
First derivativey′=2Ax+By' = 2Ax + B
Second derivativey′′=2Ay'' = 2A
Eliminate AA and BBA=y′′2A = \dfrac{y''}{2}, B=y′−xy′′B = y' - xy''
Equationx2y′′−2xy′+2y=0x^2y'' - 2xy' + 2y = 0

Formulas

  • Formation rule
    n constants⇒order nn \text{ constants} \Rightarrow \text{order } n

Key terms

Arbitrary constant

A constant that can take any value, one for each member of a family of curves.

3. Variable separable and reducible equations

If dydx=f(x)g(y)\dfrac{dy}{dx} = f(x)g(y), separate and integrate: ∫dyg(y)=∫f(x) dx+C\displaystyle\int \dfrac{dy}{g(y)} = \int f(x)\,dx + C.

Reducible form: if the right side depends on ax+by+cax + by + c, put v=ax+by+cv = ax + by + c; then dvdx=a+bdydx\dfrac{dv}{dx} = a + b\dfrac{dy}{dx} and the new equation separates. Example: dydx=(x+y)2\dfrac{dy}{dx} = (x + y)^2 with v=x+yv = x + y gives dv1+v2=dx\dfrac{dv}{1 + v^2} = dx, so tan⁡−1(x+y)=x+C\tan^{-1}(x + y) = x + C.

One constant is enough: put it on one side only.
Remember $\dfrac{dv}{dx} = 1 + \dfrac{dy}{dx}$.
EquationSubstitutionNew equation
dydx=(x+y)2\dfrac{dy}{dx} = (x + y)^2v=x+yv = x + ydvdx=1+v2\dfrac{dv}{dx} = 1 + v^2
dydx=sin⁡(x+y)\dfrac{dy}{dx} = \sin(x + y)v=x+yv = x + ydvdx=1+sin⁡v\dfrac{dv}{dx} = 1 + \sin v
dydx=2(x+y)+1\dfrac{dy}{dx} = 2(x + y) + 1v=x+yv = x + ydvdx=2v+2\dfrac{dv}{dx} = 2v + 2
  • y=x2+4y = \sqrt{x^2 + 4}
Worked example 4: the solution of $y\dfrac{dy}{dx} = x$ through $(0, 2)$.

Formulas

  • Separation of variables
    ∫dyg(y)=∫f(x) dx+C\int \dfrac{dy}{g(y)} = \int f(x)\,dx + C

Key terms

Variable separable

An equation that can be rearranged with all y terms on one side and all x terms on the other.

4. Homogeneous equations

F(x,y)F(x, y) is homogeneous of degree nn if F(λx,λy)=λnF(x,y)F(\lambda x, \lambda y) = \lambda^nF(x, y). The equation dydx=F(x,y)\dfrac{dy}{dx} = F(x, y) is homogeneous when FF has degree 00; then FF depends only on yx\dfrac{y}{x}.

Method: put y=vxy = vx, so dydx=v+xdvdx\dfrac{dy}{dx} = v + x\dfrac{dv}{dx}; separate vv and xx; integrate; replace vv by yx\dfrac{y}{x}. (If the equation is more naturally dxdy=G(xy)\dfrac{dx}{dy} = G\left(\dfrac{x}{y}\right), put x=vyx = vy.)

The last step, back to $y$, is often forgotten.
Replace $x, y$ by $\lambda x, \lambda y$ and look for a power of $\lambda$.
F(x,y)F(x, y)Degree of homogeneity
x2+3xyx^2 + 3xy22
x2+y2xy\dfrac{x^2 + y^2}{xy}00
x2+y2\sqrt{x^2 + y^2}11
x+y+1x + y + 1not homogeneous
Checked by substituting back at three points.
StepResult
Substitute y=vxy = vxxdvdx=cos⁡2vx\dfrac{dv}{dx} = \cos^2 v
Separatesec⁡2v dv=dxx\sec^2 v\,dv = \dfrac{dx}{x}
Integratetan⁡v=log⁡x+C\tan v = \log x + C
Through (1,π4)\left(1, \dfrac{\pi}{4}\right)C=1C = 1
Solutiony=xtan⁡−1(1+log⁡x)y = x\tan^{-1}(1 + \log x)

Formulas

  • Homogeneous substitution
    y=vx⇒dydx=v+xdvdxy = vx \Rightarrow \dfrac{dy}{dx} = v + x\dfrac{dv}{dx}

Key terms

Homogeneous function

A function satisfying F(λx, λy) = λⁿ F(x, y) for all λ > 0.

5. Linear equations

Form 1: dydx+Py=Q\dfrac{dy}{dx} + Py = Q, with PP and QQ functions of xx. Integrating factor IF=e∫P dx\text{IF} = e^{\int P\,dx}, and y×IF=∫Q×IF dx+Cy \times \text{IF} = \displaystyle\int Q \times \text{IF}\,dx + C.

Form 2: dxdy+Px=Q\dfrac{dx}{dy} + Px = Q, with PP and QQ functions of yy. Integrating factor e∫P dye^{\int P\,dy}, and x×IF=∫Q×IF dy+Cx \times \text{IF} = \displaystyle\int Q \times \text{IF}\,dy + C.

Always divide by the coefficient of the derivative first, and keep the sign of PP.

For $\dfrac{dx}{dy} + Px = Q$, swap the roles of $x$ and $y$.
Use $e^{\log f} = f$ to simplify.
EquationPPIntegrating factor
dydx+2y=x\dfrac{dy}{dx} + 2y = x22e2xe^{2x}
dydx+yx=x2\dfrac{dy}{dx} + \dfrac{y}{x} = x^21x\dfrac{1}{x}xx
dydx−ytan⁡x=1\dfrac{dy}{dx} - y\tan x = 1−tan⁡x-\tan xcos⁡x\cos x
  • y=2x−1+e−2xy = 2x - 1 + e^{-2x}
Worked example 8: the exponential part dies away, leaving the line $y = 2x - 1$.

Formulas

  • Integrating factor
    IF=e∫P dx\text{IF} = e^{\int P\,dx}

Key terms

Linear differential equation

A first-order equation in which the dependent variable and its derivative appear only to the first power.

Integrating factor

The multiplier e^(∫P) that turns the left side into an exact derivative.

6. Growth and decay models

If a quantity changes at a rate proportional to its size, dNdt=kN\dfrac{dN}{dt} = kN and N=N0ektN = N_0e^{kt} (k>0k > 0 growth, k<0k < 0 decay). Equal time steps multiply NN by the same factor, so the doubling time (or half-life) is log⁡2∣k∣\dfrac{\log 2}{|k|}.

Newton's law of cooling: dTdt=−k(T−Ts)\dfrac{dT}{dt} = -k(T - T_s) gives T=Ts+(T0−Ts)e−ktT = T_s + (T_0 - T_s)e^{-kt}, where TsT_s is the surrounding temperature.

  • N=500⋅3t/3N = 500 \cdot 3^{t/3}
Growth at a rate proportional to size: $\dfrac{dN}{dt} = kN$.
Two equal time steps multiply the excess temperature by the same fraction.
StepResult
ModeldTdt=−k(T−35)\dfrac{dT}{dt} = -k(T - 35), so T=35+185e−ktT = 35 + 185e^{-kt}
Use T(4)=160T(4) = 160e−4k=125185e^{-4k} = \dfrac{125}{185}
At t=8t = 8T=35+185(125185)2=35+1252185T = 35 + 185\left(\dfrac{125}{185}\right)^2 = 35 + \dfrac{125^2}{185}
Value119.46119.46 °C

Formulas

  • Exponential growth or decay
    N=N0ektN = N_0e^{kt}

Key terms

Half-life

The time a decaying quantity takes to fall to half its value.

Newton's law of cooling

The rate of cooling is proportional to the excess temperature over the surroundings.

Exam tips

How ISC marks are awarded

  • Order and degree (1–2 marks): one mark each; the degree only after clearing radicals.
  • Formation (2–3 marks): each differentiation, the elimination, the final equation.
  • Separable or reducible (2–3 marks): separation, integration with the constant, the particular value.
  • Homogeneous (3–5 marks): proof of homogeneity, substitution, separation, integration, return to yy.
  • Linear (3–5 marks): standard form, integrating factor, integration, constant from the condition.

Common mistakes

  • Giving a degree when a derivative sits inside a function.
  • Adding a constant on both sides, or forgetting it.
  • Missing the 11 in dvdx=1+dydx\dfrac{dv}{dx} = 1 + \dfrac{dy}{dx}.
  • Reading PP before dividing by the coefficient of the derivative, or losing its sign.
  • Leaving the answer in vv instead of yx\dfrac{y}{x}.