A differential equation is a mathematical equation that involves one or more functions and their derivatives. It relates a function to its rate of change.
Table of Contents
It is an equation that shows how a dependent variable changes with respect to one or more independent variables through their derivatives.
General form:
F(x, y, y′, y″,…, y⁽ⁿ⁾) = 0
The order of a differential equation is defined as the highest order derivative (i.e., the derivative of the highest degree) present in the equation.
In simpler words, it tells us how many times a function has been differentiated in the equation.
A 1st order differential equation is one that involves only the first derivative of the dependent variable with respect to the independent variable.
Form:
dy/dx + P(x)y = Q(x)
Example:
dy/dx + y = eˣ
Here, the highest derivative is dy/dx (1st derivative).
So, order = 1
Explanation:
This type of equation describes how a quantity changes with respect to another (like rate of growth, speed, decay, etc.). It is widely used in exponential growth/decay, simple electrical circuits, and more.
A 2nd order differential equation is one that involves the second derivative of the dependent variable.
Form:
d²y/dx² + P(x)dy/dx + Q(x)y = R(x)
Example:
d²y/dx² + 3dy/dx + 2y = 0
Here, the highest derivative is d²y/dx² (2nd derivative).
So, order = 2
Explanation:
2nd-order equations are used in systems with acceleration or curvature, like motion under gravity, harmonic oscillators, or beam deflection in mechanical structures.
Type |
Example |
Order |
1st Order |
dy/dx + y = 0 |
1 |
2nd Order |
d²y/dx² + 3dy/dx + 2y = 0 |
2 |
The degree of a differential equation is the power of the highest order derivative, after removing all radicals and fractions involving derivatives.
Important:
The equation must be polynomial in derivatives.
That means no square roots, cube roots, or fractions involving derivatives.
Steps to Find Degree:
Identify the highest order derivative.
Ensure the equation is free of roots and fractions involving derivatives.
The degree is the exponent of that highest order derivative.
Examples
Example 1:
(d²y/dx²)³ + dy/dx = 5
Highest order derivative: d²y/dx²
Power: 3
No roots or fractions
→ Degree = 3
Example 2:
(dy/dx)² + y = 0
Highest order derivative: dy/dx
Power: 2
→ Degree = 2
Example 3 (Not defined):
√(d²y/dx²) + y = 0
Contains a square root of a derivative
→ Degree = Not defined
Equation |
Order |
Degree |
(dy/dx)² + y = 0 |
1 |
2 |
(d²y/dx²)³ + dy/dx = 0 |
2 |
3 |
√(d²y/dx²) + y = 0 |
2 |
Not defined |
Differential equations are classified based on different features such as the number of variables involved, the linearity, order, and the structure of the equation.
An Ordinary Differential Equation involves derivatives with respect to only one independent variable. These are the most common types used in physics, engineering, and biology.
Form:
dy/dx = f(x, y)
Example:
dy/dx + y = eˣ
Involves the first derivative dy/dx only.
Only one independent variable (x).
Used in:
Population growth
Radioactive decay
Newton’s laws of motion
A Partial Differential Equation involves partial derivatives of a function that depends on two or more independent variables.
Form:
∂u/∂x + ∂u/∂y = 0
Example:
∂²u/∂t² = c² ∂²u/∂x² (Wave Equation)
Involves partial derivatives of function u(x, t).
More than one independent variable (x and t).
Used in:
Heat transfer
Sound waves
Fluid dynamics
Quantum mechanics
A Linear Differential Equation is one in which the dependent variable and all its derivatives appear only to the first power and are not multiplied together.
Form (1st Order):
dy/dx + P(x)y = Q(x)
Example:
dy/dx + 2y = 4x
y and dy/dx appear to the first power.
No products like y·dy/dx.
Used in:
Electric circuits
Exponential growth/decay
Linear motion
A Nonlinear Differential Equation is one where the dependent variable or its derivatives appear to a power greater than one, or are multiplied together.
Example:
(dy/dx)² + y = 0
dy/dx is raised to power 2 → non-linear.
Used in:
Nonlinear systems
Predator-prey models
Chaos theory
Chemical reactions
A Homogeneous Differential Equation is one where each term is a function of the same degree in the dependent and independent variable.
Form:
dy/dx = F(y/x) or dy/dx = (ax + by)/(cx + dy)
Example:
dy/dx = (x² + y²) / (2xy)
Solution Method:
Substitution like y = vx or x = vy is commonly used.
Used in:
Fluid flow
Symmetric systems
A Non-Homogeneous Differential Equation has terms of different degrees or an additional function not related to the variable terms.
Example:
dy/dx + y = sin(x)
Right-hand side is a function of x only.
Not all terms are homogeneous.
Used in:
Forced oscillations
External influences in systems
Real-life engineering problems
A differential equation of the form:
M(x, y)dx + N(x, y)dy = 0
is exact if
∂M/∂y = ∂N/∂x
Example:
(2xy + y²)dx + (x² + 2xy)dy = 0
∂M/∂y = 2x + 2y
∂N/∂x = 2x + 2y → So it's exact.
Solution Method:
Find a potential function φ(x, y) such that:
∂φ/∂x = M, ∂φ/∂y = N
Used in:
Thermodynamics
Potential field problems
A Separable Differential Equation is one in which the variables can be separated on each side of the equation.
Form:
dy/dx = g(x) · h(y)
Example:
dy/dx = x²y
Solution Method:
Separate variables:
dy/y = x² dx
Then integrate both sides.
Used in:
Basic biological models
Simple dynamic systems
Chemical reaction rate
Type |
Description |
Example |
Ordinary Differential Equation |
Derivatives w.r.t. one variable only |
dy/dx + y = eˣ |
Partial Differential Equation |
Partial derivatives with 2+ variables |
∂²u/∂t² = c² ∂²u/∂x² |
Linear Differential Equation |
Variables to the 1st power, no products |
dy/dx + 2y = 3x |
Nonlinear Differential Equation |
Powers > 1 or multiplied derivatives |
(dy/dx)² + y = 0 |
Homogeneous Differential Equation |
All terms same degree in x and y |
dy/dx = (x² + y²)/(2xy) |
Non-Homogeneous Differential Equation |
Additional non-related term |
dy/dx + y = sin(x) |
Exact Differential Equation |
∂M/∂y = ∂N/∂x holds true |
(2xy + y²)dx + (x² + 2xy)dy = 0 |
Separable Differential Equation |
Variables can be separated |
dy/dx = x²y |
A homogeneous difference equation is used for discrete variables and recursion.
Example:
aₙ - 3aₙ₋₁ + 2aₙ₋₂ = 0
Though different from a differential equation, it shares similar solving techniques and is widely used in discrete models.
To solve differential equations, use these common differential formulae:
d/dx(xⁿ) = nxⁿ⁻¹
Chain Rule: dy/dx = dy/du × du/dx
Product Rule: d(uv)/dx = u dv/dx + v du/dx
Quotient Rule: d(u/v)/dx = (v du/dx - u dv/dx)/v²
These differential formulas are essential tools when solving linear differential equations, partial differential equations, and more.
The following situations make use of differential equations:
Complex systems with several variables are modelled by partial differential equations.
Integrating both sides:
∫dy = ∫2x dx
y = x² + C
Problem 2: Solve dy/dx + y = eˣ
This is a linear differential equation.
Integrating factor: eˣ
Multiply: eˣ dy/dx + eˣ y = e²ˣ
LHS becomes: d(yeˣ)/dx = e²ˣ
Integrate: yeˣ = (1/2)e²ˣ + C
Solution: y = (1/2)eˣ + Ce⁻ˣ
General solution: u(x, y) = f(x - y)
This is a homogeneous differential equation.
Let y = vx → dy/dx = v + x dv/dx
Substitute and solve using variable separable method.
One essential mathematical tool for understanding systems that change over time is a differential equation. The key to solving theoretical and practical problems is understanding what a differential equation is, how to use differential formulas, and how to differentiate between linear, homogeneous, and partial differential equations.
Differential equations are used to model gravity, population, and financial growth, among other things.
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A differential equation is a mathematical equation that relates a function with its derivatives. It shows how a quantity changes over time or space.
Example:
dy/dx + y = 0 is a differential equation because it contains the derivative dy/dx of the function y with respect to x.
ODE (Ordinary Differential Equation):
A differential equation containing derivatives with respect to only one independent variable.
Example: dy/dx = x + y
PDE (Partial Differential Equation):
A differential equation containing partial derivatives of a function of two or more independent variables.
Example: ∂²u/∂x² + ∂²u/∂y² = 0
Differential equations are typically taught in Class 12 as part of the CBSE/ICSE mathematics curriculum in India.
They are covered in the Chapter: Differential Equations under calculus. Basic ideas of derivatives start in Class 11, but solving differential equations is introduced in Class 12.
The two main types of differential equations are:
Ordinary Differential Equation (ODE): Involves derivatives with respect to one independent variable only.
Example: dy/dx + y = 0
Partial Differential Equation (PDE): Involves partial derivatives with respect to two or more variables.
Example: ∂u/∂x + ∂u/∂y = 0
One common example of a differential equation is:
dy/dx = 3x²
This equation tells us that the rate of change of y with respect to x is equal to 3x². When we solve it, we get the function:
y = x³ + C, where C is an integration constant.
Master complex maths concepts like differential equations, ODEs, and PDEs with Orchids The International School.