Differential Equations
What is Differential Equations?
An equation involving an unknown function of one independent variable and its derivatives.
Key formula / rule: Integrating Factor for Linear First-Order ODE
Key points
- Understand the definition and classification of differential equations.
- Identify the order and ° of ODEs.
- Solve first-order ODEs using various methods.
- Solve second-order linear ODEs with constant coefficients.
Common exam trap
Incorrectly identifying the order or ° of the equation.
Definitions
- Term
Ordinary Differential Equation (ODE)
- Meaning
An equation involving an unknown function of one independent variable and its derivatives.
- Term
Partial Differential Equation (PDE)
- Meaning
An equation involving an unknown function of two or more independent variables and its partial derivatives.
- Term
Order of a Differential Equation
- Meaning
The order of the highest derivative present in the equation.
- Term
Degree of a Differential Equation
- Meaning
The highest power of the highest order derivative, after the equation has been cleared of radicals and fractional exponents of derivatives.
- Term
General Solution
- Meaning
The solution containing as many arbitrary constants as the order of the differential equation.
- Term
Particular Solution
- Meaning
A solution obtained by assigning specific values to the arbitrary constants in the general solution, usually determined by initial or boundary conditions.
- Term
Complementary Function (CF)
- Meaning
The general solution of the associated homogeneous differential equation.
- Term
Particular Integral (PI)
- Meaning
Any particular solution of the non-homogeneous differential equation.
Learning objectives
Understand the definition and classification of differential equations.
Identify the order and ° of ODEs.
Solve first-order ODEs using various methods.
Solve second-order linear ODEs with constant coefficients.
Apply differential equations to model simple engineering problems.
Formulae
- Name
Integrating Factor for Linear First-Order ODE
- Note
For ODEs of the form dy/dx + P(x)y = Q(x)
- Expression
I(x) = e\int P(x) dx
- Name
General Solution of Linear First-Order ODE
- Note
Where I(x) is the integrating factor.
- Expression
y \· I(x) = \int Q(x) \· I(x) dx + C
- Name
Characteristic Equation for Second-Order Linear ODE with Constant Coefficients
- Note
For ODEs of the form ay'' + by' + cy = 0
- Expression
am2 + bm + c = 0
- Name
Solution for Distinct Real Roots (m1, m2)
- Note
When the characteristic equation has two distinct real roots.
- Expression
y(x) = C1 em_1 x + C2 em_2 x
- Name
Solution for Repeated Real Root (m)
- Note
When the characteristic equation has one real root repeated.
- Expression
y(x) = (C1 + C2 x) em x
- Name
Solution for Complex Conjugate Roots (α ± iβ)
- Note
When the characteristic equation has complex conjugate roots.
- Expression
y(x) = e\α x (C1 \cos(\β x) + C2 \sin(\β x))
Prerequisites
Calculus (Differentiation and Integration)
Algebra (Solving equations)
Common mistakes
Incorrectly identifying the order or ° of the equation.
Errors in applying solution methods (e.g., separation of variables, integrating factor).
Mistakes in finding the complementary function or particular integral for linear ODEs.
Forgetting to include arbitrary constants in the general solution.
Misinterpreting initial or boundary conditions.
Keywords
Differential Equation
ODE
PDE
Order
Degree
Linear
Non-linear
Homogeneous
Non-homogeneous
Separation of Variables
Integrating Factor
Characteristic Equation
Complementary Function
Particular Integral
Initial Conditions
Boundary Conditions
Practice preview
Which of the following differential equations is linear?…
easy
What is the order and degree of the differential equation (d^3y/dx^3)^2 + (dy/dx)^4 + y = 0?…
easy
The general solution of the differential equation dy/dx = (1+y^2)/(1+x^2) is:…
easy
