What is a Differential Equation?

An equation containing the derivatives of one or more unknown functions (or dependent variables), with respect to one more independent variables, is a differential equation (DE).


Why are Differential Equations important?

They often represent physical quantities and their rate of change, giving us a relationship to predict physical events.


What terminology is used?

Differential Equations: Equations involving derivatives that describe how one quantity changes relative to another.

Order: The highest derivative present; e.g., a second derivative indicates a second-order equation.

Types:

  • Ordinary Differential Equations (ODEs): Involve functions of a single variable and their derivatives.
  • Partial Differential Equations (PDEs): Involve functions of multiple variables and their partial derivatives.

Forms:

  • Normal Form: A standard, simplified expression of a differential equation.
  • Differential Form: Representation in terms of derivatives.

Linearity:

  • Linear Differential Equations: The dependent variable and its derivatives appear to the first power and are not multiplied together.
  • Non-Linear Differential Equations: The dependent variable or its derivatives appear in powers greater than one or are multiplied together.

How do we use this terminology to classify Differential Equations?

  1. Type: is it an ordinary or partial differential equation?
  2. Order: what is the highest order derivative?
  3. Linearity: is it linear or non-linear?

How do we verify solutions to Differential Equations?

Substitute the solution into the differential equation, differentiating it where required.

EXAMPLE

Verify whether is a solution to the differential equation .

The solution to this example is like so:

The differential equation in question is an ordinary first order linear differential equation.