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1 - CLASSIFICATION OF DIFFERENTIAL EQUATION (DE)

A solution of a differential equation is a relationship between the dependent and


independent variables.
Example:
Verify that y e x is a solution of the differential equation
Given y e x , then

dy
y.
dx

dy
ex
dx

dy
y therefore: y e x is a solution.
dx

Since:

A function with arbitrary constant is a general solution to a DE.


A function without arbitrary constant is a particular solution to a DE.
DE together with initial conditions is called an initial value problem.
The initial conditions are used to determine the values of arbitrary constants in the
general solution

A standard form of a DE
an ( x )

dny
d n 1y
dy

a
(
x
)
... a1 ( x )
a 0 ( x )y g ( x )
n

1
n
n 1
dx
dx
dx

Linear is characterized by two properties;

The dependent variable y and all its derivatives are of the first degree i.e.: the
power of each item involved is 1

Each coefficient depends on only the independent variable x

An equation that is not linear is said to be nonlinear


Examples:

1 - Classification DE

( y x)dx 4 xdy 0

linear

y 2 y y 0

linear

d y
dy
x
5y ex
3
dx
dx
(1 x) 2

dy
1 y2
dx

linear
non-linear

Ordinary Differential Equation is an equation relating an unknown function or functions


to one or more of its derivatives.
Examples:

dx (t )
cos( x (t ))
dt

Only one independent variable; t

d 2y
dy
y
2
dx
dx

Only one independent variable; x

Examples:
i)

dy
5y ex
dx

ii)

d 2 y dy

6y 0
dx 2 dx

iii)

dx dy

2x y
dt dt

Partial Differential Equation contains several independent variables and partial


derivatives.
Examples:

dx (t , u ) d 2 x (t , u )

dt
du 2
d 2u
dx 2

d 2u
dy 2

u2

There are two independent variables; x is a


function of t and u

There are two independent variables; u is a


function of x and y

Examples:

1 - Classification DE

i)

2u 2u

0
x 2 y 2

ii)

2u 2u
u
2 2
2
t
x
t

iii)

u
v

y
x

In general, a DE will have many solutions (due to calculus that integration introduces
arbitrary constants)
The order of a DE is the order of the highest derivative that appears in the equation.

First Order ODE


Standard form for a 1st Order DE which is linear can be written as follows:
y p( x )y r ( x )

The equation is linear in y and y ; where p and r may be any function of x.


If:
r ( x ) 0 then the equation is homogeneous
r ( x ) 0 then the equation is non-homogeneous

Example of a 1st order DE:


dy
5x 4x 6
dx

Second Order ODE


Standard form for a 2nd Order DE which is linear can be written as follows, with p, q and r
may be any function of x:

1 - Classification DE

y p( x )y q( x )y r ( x )

and nonlinear if it cannot be written in this form


If:
r ( x ) 0 then the equation is homogeneous

r ( x ) 0 then the equation is non-homogeneous

Example of a 2nd order DE:

d2y
dy
5
4y ex
2
dx
dx

nth Order ODE


The nth order DE is linear if it can be written as follows; with p, q and r may be any
function of x:
y n p n 1 ( x )y n 1 ... p1 ( x )y p0 ( x )y r ( x )

and nonlinear if it cannot be written in this form


If:
r ( x ) 0 then the equation is homogeneous
r ( x ) 0 then the equation is non-homogeneous

Examples:
a) xdy ydx 0

b) y '' 2 y y 0

1 - Classification DE

Linear 1st Order (homogeneous)

Linear 2nd Order (homogeneous)

c) x 3

2
d3y
2 d y
x
dx 3
dx 2

d) yy '' 2y ' x

e)

d 3y
y2 0
dx 3

1 - Classification DE

Linear 3rd Order (non-homogeneous)

Linear 2nd Order (non-homogeneous)

Nonlinear 3rd Order (homogeneous)