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Differential Equations

Introduction to Differential equations

Differential equations, which describe connections between rates of change in variables, are crucial in mathematics and science. They are critical in the simulation of dynamic processes in physics, engineering, economics, and biology. Finding functions that meet these connections allows for predictions, comprehending complicated systems, and making educated judgements in a variety of domains..

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    Definition of differential equations

    A differential equation is a mathematical equation in which the derivatives of an unknown function with respect to one or more independent variables are involved. It reflects the connection between a function’s rate of change and the function itself. Differential equations are used to represent dynamic processes and events in physics, engineering, biology, economics, and other domains. Finding the function that fulfils the specified connection is the goal of differential equation solving..

    Order and degree of the differential equation:

    Differential Equation Order: The order of a differential equation is the highest derivative in the equation. It reflects the number of times the dependent variable (often indicated by y) is distinguished from the independent variable (typically denoted by x).

    Differential equation degree: When the derivatives are expressed as simple algebraic expressions, the degree of a differential equation is the exponent of the highest-order derivative in the equation. It reflects the power raised by the highest derivative.

    Method for Determining the Order and Degree of a Differential Equation:

    • Find the highest-order derivative: Look for the derivative that has the greatest differentiations. This is the differential equation’s order.
    • Write the following equation in standard form: All derivatives must be expressed in basic algebraic form. For example, if you have second-order derivative y” and first-order derivative y’, express them as y’ = d2y/dx2 and y’ = dy/dx, respectively.
    • Examine the power of the highest-order derivative in standard form to determine the degree. The degree of the differential equation is represented by this power.
    • Record the order and degree: Once you have identified the highest-order derivative and its power, you have determined both the order and degree of the differential equation.

    Ordinary differential equation

    An ordinary differential equation (ODE) is a differential equation that involves a single independent variable and one or more unknown functions and their derivatives. The goal is to find the unknown function that satisfies the given relationship between the function and its derivatives.

    Consider the ODE:

    dy/dx = 2x

    In this example, “y” is the unknown function, and “x” is the independent variable. The ODE states that the rate of change of “y” with respect to “x” is equal to 2 times “x.” To find the solution to this ODE, we integrate both sides with respect to “x”:

    ∫ dy = ∫ 2x dx

    y = x^2 + C

    where C is the constant of integration. The solution to the ODE is y = x^2 + C, where C is an arbitrary constant.

    Solutions of differential equations

    There are two types of solutions to the differential equaitons

    • The universal solution of a differential equation contains all potential solutions including one or more arbitrary constants. It represents a set of functions that satisfy the specified differential equation. The general solution of a first-order linear ODE, for example, contains one arbitrary constant, whereas the general solution of a second-order linear ODE has two arbitrary constants.
    • A particular solution is a specific solution derived by giving specific values to the arbitrary constants in the general solution. It is a one-of-a-kind function that solves both the differential equation and any specified initial or boundary conditions. unique solutions are required for unique applications and forecasts in real-world challenges.

    Forming of differential equations

    Differential equations are used to represent the connection between an unknown function and its derivatives in relation to one or more independent variables. Physical rules, mathematical models, or observable behaviour in various natural phenomena or engineering systems are used to support this. Identifying dependent and independent factors, describing how the unknown function’s rate of change depends on the independent variable(s), and differentiating the function accordingly are all steps in the process. The differential equation that results describes the dynamic behaviour of the system or process under examination, allowing for analysis, prediction, and comprehension of complicated occurrences.

    Methods of solving differential equations

    There are several methods to solve ordinary differential equations (ODEs) of the first order. Some commonly used methods include:

    • Substitution: Sometimes, substituting a new variable or transforming the equation into a different form can simplify the ODE and make it easier to solve.
    • Separation of Variables: This method involves isolating variables on different sides of the equation and integrating each side separately. It is applicable to certain types of first-order ODEs.
    • Homogeneous ODE: Homogeneous first-order ODEs can be solved by substituting y = vx and reducing the equation to a separable form.
    • There is another method to solve first-order non-homogeneous differential equations that involves reducing them to homogeneous form. This method is known as the “Reduction of Order” or “Homogeneous Transformation” method.
    • Integrating Factor: The integrating factor method is used to solve linear first-order ODEs. It involves finding a suitable multiplying factor to convert the equation into an exact differential equation, which can then be integrated
    • Method of Integrating Factors: This method can be used to solve certain first-order linear ODEs.
    • Exact Differential Equation: If a first-order ODE can be expressed as an exact differential equation, it can be solved by finding an integrating factor that makes it exact.
    • Bernoulli’s Equation: Bernoulli’s method is useful for solving first-order ODEs of the form dy/dx + P(x)y = Q(x)y^n, where n is a constant.

    Each method has its strengths and is suitable for specific types of first-order ODEs. The choice of method depends on the form and characteristics of the given differential equation

    Applications of differential equations

    • Motion, heat transfer, wave propagation, quantum mechanics, and electromagnetic are all examples of physics.
    • Fluid movement, structural stability, control systems, and electrical circuits are all examples of engineering.
    • Describing population dynamics, enzyme kinetics, and neural networks in biology.
    • Economic growth, supply and demand, and price fluctuations are all models in economics.
    • Medicine: simulating medicine doses, forecasting disease spread, and analysing physiological processes are all examples of simulations.
    • Climate change, contaminant dispersion, and ecological interactions are all studied in environmental science.
    • Solving optimisation issues, inventing algorithms, and machine learning are all examples of computer science.
    • Evaluating stock prices, option pricing, and risk evaluation are all aspects of finance.
    • Analysing picture filtering, object identification, and computer vision are all examples of image processing.
    • Control Theory is concerned with the design of control systems for robotics, aerospace, and industrial operations.
    • Differential equations are important in many domains of science, engineering, and technology for comprehending complicated events, formulating predictions, and optimising systems.

    Solved examples on differential equations

    Example 1: Find the Order and Degree of the Differential Equation

    Consider the differential equation:

    (3x^2 + 2y) dy/dx – 6xy = 8

    Solution:

    To find the order and degree of the given differential equation, we need to determine the highest derivative and the power of the highest derivative, respectively.

    Step 1: Identify the highest derivative: In the given equation, we see that the highest derivative is dy/dx.

    Step 2: Count the order: The order of the differential equation is determined by the highest derivative’s order. Since dy/dx is the first derivative of y with respect to x, the order is 1.

    Step 3: Determine the degree: To find the degree, we isolate the highest derivative on one side of the equation and express it in simple algebraic form. In this case, we have:

    dy/dx = (8 + 6xy) / (3x^2 + 2y)

    The power of the highest derivative dy/dx is 1.

    Step 4: Record the order and degree:

    The order of the differential equation is 1, and the degree is 1.

    Conclusion: The given differential equation has an order of 1 and a degree of 1, making it a first-order first-degree differential equation.

    Example 2: First-Order Linear Differential Equation

    Solve the first-order linear differential equation:

    dy/dx + 2y = 6x

    Solution:

    This is a first-order linear differential equation. To solve, we can use the method of integrating factor.

    Step 1: Identify the coefficients of y and x: P(x) = 2 and Q(x) = 6x.

    Step 2: Find the integrating factor (IF):

    IF = e^(∫P(x)dx) = e^(∫2dx) = e^(2x).

    Step 3: Multiply the entire equation by the integrating factor:

    e^(2x) * dy/dx + 2e^(2x) * y = 6xe^(2x).

    Step 4: Recognize the left side as the result of the product rule:

    (d/dx)[e^(2x) * y] = 6xe^(2x).

    Step 5: Integrate both sides with respect to x:

    ∫(d/dx)[e^(2x) * y] dx = ∫6xe^(2x) dx.

    Step 6: Solve for y:

    e^(2x) * y = 3e^(2x) + C, where C is the constant of integration.

    Step 7: Isolate y:

    y = 3 + Ce^(-2x).

    Frequently asked questions about Differential equations

    What is differential equation?

    A differential equation is a mathematical equation in which an unknown function and one or more of its derivatives with respect to one or more independent variables are involved. It explains the function's connection and the rates at which it changes in regard to the independent variables.

    Mention the various types of differential equations.

    Ordinary Differential Equations (ODEs) are those that have only one independent variable. They are categorised further based on their order and linearity.
    PDEs (Partial Differential Equations): These involve a number of independent variables as well as partial derivatives of an unknown function.

    What is the order of the differential equaitons?

    The greatest derivative in a differential equation determines its order. It reflects the number of times the unknown function in the equation has been differentiated with respect to the independent variable.

    What is the use of differential equation?

    Differential equations play an important role in the modelling and analysis of complicated dynamic systems in a variety of scientific and engineering domains.
    They describe how quantities vary in relation to one or more independent variables, allowing for prediction and comprehension of natural occurrences. They simulate motion, heat transfer, and electrical circuits in physics. Engineers study fluid dynamics, structural stability, and control systems. They are used in biology and medicine to describe population dynamics and physiological processes. Differential equations are used in economics to predict economic development and market behaviour. Using differential equations, environmental science investigates climate change and pollution dispersion. They are used in algorithm design and machine learning in computer science. In modern science and technology, differential equations serve a critical role in formulating predictions, analysing behaviour, and optimising systems.

    Why differential equations are used?

    Differential equations are used in physics, engineering, biology, economics, and other fields to model and comprehend complex dynamic systems, anticipate behaviour, and solve real-world issues. They give a mathematical framework for describing how variables change over time, making them critical for generating predictions, optimising processes, and understanding natural occurrences.

    What is the main formula for differential equation?

    A general first-order ordinary differential equation (ODE) has the following basic formula:
    dy/dx equals f(x, y).
    where,
    dy/dx denotes the unknown function y's first derivative with regard to the independent variable x and f(x, y) is a provided function that specifies the connection between the unknown function y and its derivatives with respect to x. This formula describes a first-order ODE, which is a differential equation involving just the unknown function's first derivative. Differential equations are solved in order to identify the function y that fulfils the stated connection between the function and its derivatives.

    Why is it called differential equation?

    The term differential in the phrase differential equation refers to the presence of derivatives in the equation. These equations are distinguished from integral equations by the fact that they involve the rate of change (derivative) of an unknown function with respect to one or more independent variables.

    What are two types of differential equations?

    Differential equations are categorised into two categories based on their properties: Ordinary Differential Equations (ODEs): Only one independent variable is involved. Multiple independent variables and partial derivatives of an unknown function are involved in partial differential equations (PDEs).

    What is meant by first order differential equations?

    First-order differential equations are a type of ordinary differential equation (ODE) in which the unknown function's first derivative with respect to the independent variable is involved. A first-order differential equation can be written as follows:
    dy/dx equals f(x, y).
    where,
    dy/dx denotes the first derivative of the unknown function y with respect to the independent variable x and f(x, y) denotes a provided function that describes the connection between the function and its derivative. First-order differential equations are used to simulate a wide range of phenomena in physics, engineering, biology, economics, and many other disciplines. They are also the most basic sort of ODE, and their solutions are often derived by techniques such as variable separation, integrating factors, or precise approaches.

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