Tag: Differential
Introduction
Differential equations are a powerful mathematical tool that help us understand nature and finance, allowing us to make accurate calculations, including:
- movement of an object
- the collision of two cars
- trajectories of planets
As an example:
Imagine a particle that is projected horizontally (Gravity is neglected):

- Velocity is given by $\frac{dx}{dt}=v$
- Acceleration is $\frac{d^2x}{dt^2}=\frac{dv}{dt}=v\,\frac{dv}{dx}$
- It is assumed that the drag is proportional to $v^n$
Applying Newton's second Law: "Force = Mass x Acceleration" $F =-m\,k\,v^n$
Therefore if we are interested in the distance x $v\,\frac{dv}{dx}=-k\,v^n$ or $\frac{dv}{dx}=-k\,v^{n-1}$
If we are interested in time then: $\frac{dv}{dt}=-k\,v^n$
Definitions
Particular solutions
- When $x'=a$
$x(t)=at$ and $a\in\mathbb{R}$
- When $x'=2t$
$x(t)=t^2+c$ and $c\in\mathbb{R}$
Differential Equations which involve only one independent variable are called Ordinary. In these equations x is the independent variable and y is the dependent variable. For example :
$\frac{d^2y}{dx^2}= - p^2y$
$2\frac{d^3y}{dx^3} + 3 \frac{d^2y}{dx^2} + \frac{dy}{dx} - 10y = e^{-3x}\;sin\,5x$
Equations which involve two or more independent variables and partial differential coefficients with respect to them are called Partial. For example :
- When $\displaystyle \frac{\partial u}{\partial x}+\frac{\partial u}{\partial y}=0$
$u(x,y)=a(y-x)\;,\;a\in\mathbb{R}$
The Laplace equation $\frac{\partial^2 u}{\partial x^2}+\frac{\partial^2 u}{\partial y^2}=0$
Order
Equations that involve a second differential coefficient but none of higher orders is said to be Second Order.
- When $x''=x'$
$x(t)=ae^t+b$ and $a,b\in\mathbb{R}$
- When $x''=x$
$x(t)=ae^t+be^{-t}$ and $a,b\in\mathbb{R}$
- When $x''+2x'+x=0$
$x(t)=ae^t+bte^{-t}\;,\;a,b\in\mathbb{R}$
For example :
First order $\frac{d^2y}{dx^2}= - p^2y$ Second order $\left[1 + \left(\frac{dy}{dx} \right)^2 \right]^{\frac{3}{2}} = 3\,\frac{d^2y}{dx^2}$ $\frac{\partial^2 y}{\partial t^2} = a^2\;\frac{\partial^2 y}{\partial x^2}$ Third order $2\frac{d^3y}{dx^3} + 3 \frac{d^2y}{dx^2} + \frac{dy}{dx} - 10y = e^{-3x}\;sin\,5x$
Degree
The degree of an equation is the power of the highest differential coefficient once the equation has been made rational and integral as far as the differential coefficients are concerned. For example :
- When $x''+p^2x=0$
$x(t)=A cos(px)+Bsin(px)$ and $A,B\in\mathbb{R}$
- When $x''+x=t$
$x(t)=asin(t)+bcos(t)+t$ $a,b\in\mathbb{R}$
First degree $\frac{d^2y}{dx^2}= - p^2y$ $2\frac{d^3y}{dx^3} + 3 \frac{d^2y}{dx^2} + \frac{dy}{dx} - 10y = e^{-3x}\;sin\,5x$ Second degree $\left[\frac{dx}{dt}\right]^2=\frac{dx}{dt}$
Note that this definition of degree does not require x or y to occur rationally or integrally.
The Geometrical Meaning of a Differential Equation
This section presents geometric characteristics of the solution of a differential equation .
Linear solution
A linear function is a function $f:\mathbb{R}\to\mathbb{R}$ such as $f(x)=ax+b$ where $a,b\in\mathbb{R}$
If $\frac{dy}{dx} = 2$ then $y = 2x + c$

Quadric solution
A quadric function is a function $f:\mathbb{R}\to\mathbb{R}$ such as $f(x)=ax^2+bx+c$ where $a,b,c\in\mathbb{R}$
If $\frac{dy}{dx} = 2x$ then $y = x^2 + c$

Now consider the equation $\frac{d^2y}{dx^2} = 2$
Therefore $\frac{dy}{dx} = 2x + A$ $y = x^2 + Ax + B$
- If A = 0 the graph is as above.
- If A = 1 $y = x^2 + x + B$ $= \left(x + \frac{1}{2} \right)^2 + \left(B - \frac{1}{4} \right)$
- If A = -2 $y = x^2 - 2x + B$ $= \left(x - 1 \right)^2 + \left(B - 1 \right)$

Exponential solution
An exponential function is a function $f:\mathbb{R}\to\mathbb{R}$ such as $f(x)=e^{ax}$ where $a\in\mathbb{R}$
Now consider the following equation: $\frac{dy}{dx} = x\left(y + 1 \right)$
This can be rearranged as: $\frac{dy}{y + 1} = x\;dx$
The variables have now been separated and : $\int \frac{dy}{y + 1} = \int x\,dx$ $\therefore\;\;\;\;\;\;y + 1 = e^{\left(\frac{1}{2}\,x^2 + c \right)} = e^{\frac{1}{2}x^2}\,e^c$
From which the explicit form is given by: $y = A\,e^{\frac{1}{2}x^2} - 1$

The Formation of Differential Equations by Elimination
If from the following equation we eliminate the arbitrary constant we get the following:
$y = A + B\,x + C\,x^2\;\;\;\;\;\;\;(Where A;B;&C\;are\;arbitrary)$ $\frac{dy}{dx} = B + 2C\,x$ $\frac{d^2y}{dx^2} = 2C$ $\frac{d^3y}{dx^3} = 0$
Extending this concept, if we started with n arbitrary constants, we could eliminate them by n differentiations. The result would be a differential equation of the $n^{th}$ order.
Conversley if we are given a differential equation of the $n^{th}$ order we can, in general, obtain an equivalent relationship containing no derivatives but n arbitrary constants. This relationship is called "The General Solution"
For Example
$\frac{d^4y}{dx^4} = w$ where w is a constant
Integrating with respect to x gives $\frac{d^3y}{dx^3} = wx + A$
And so on until $y = \frac{wx^4}{24} + \frac{Ax^3}{6} + \frac{Bx^2}{2}+\;Cx + E$
Where A, B, C and E are all arbitrary constants
The Complete Primitive; Particular Integral; and Singular Solution
The solution of a differential equation containing the full number of arbitrary constants is called "The Complete Primitive". Any solution derived from the complete Primitive by giving particular values to these constants is called a "A Particular Integral"
For example
A Particular solution of $\frac{d^4y}{dx^4} = w$ is given by $y = \frac{wx^4}{24}$ (Obtained by putting A,B,C,E = 0) or $y = \frac{wx^4}{24} + \frac{15}{2}\,x^2 + 23\,x-10$
Differential equations which include trigonometrical functions the right hand side
In the following worked examples $\displaystyle A\;cos\,nx + B\;sin\,nx$ is usually re-written as $\displaystyle C\;sin\,(nx + \alpha )$. For those unused to this type of trigonometrical manipulation, the following notes should help.
Mixed examples
The next examples will present some mixed differential equations (containing exponential, polynomials, sine, cosine).
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First Order Differential Equations with worked examples
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The solution of homogeneous differential equations including the use of the D operator
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Linear simultaneous differential equations
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A guide to linear equations of second and higher degrees
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An Introduction to Partial Differential Equations
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This section contains worked examples of the type of differential equation which can be solved by integration
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Computes the first and second derivatives of a function using the Taylor formula.
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Computes the first and second derivatives of a function at multiple points.
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Solving Differential Equations using the D operator
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