TN 12th MathsLearn · Visualize · Practice
𝑑𝑦

Chapter 10

Ordinary Differential Equations

Order, degree, formation and solving first-order differential equations.

1. What is a differential equation?

Many laws of nature do not tell you a quantity directly — they tell you its rate of change. Newton's cooling law, radioactive decay, population growth, and the motion of a spring are all stated as relationships between a function and its derivatives. Any equation that connects an unknown function with one or more of its derivatives is a differential equation.

DefinitionDifferential equation

A differential equation is an equation involving an unknown function and its derivatives. For example dydx=2x\dfrac{dy}{dx} = 2x,  d2ydx2+y=0\ \dfrac{d^2y}{dx^2} + y = 0, and dydx+y=ex\dfrac{dy}{dx} + y = e^x are all differential equations.

Solving a differential equation means finding the function y=f(x)y = f(x) that satisfies it. Unlike an algebraic equation whose answer is a number, the answer here is a whole function (or a family of functions).

Key idea: A differential equation describes how a quantity changes; its solution reconstructs the quantity itself. Integration is the simplest example: solving $\dfrac{dy}{dx} = 2x$ gives $y = x^2 + C$.

2. Order and degree

Two numbers classify a differential equation at a glance. The order measures how many times we have differentiated; the degree measures the power of the top derivative once the equation is cleaned of radicals and fractions.

DefinitionOrder

The order of a differential equation is the order of the highest derivative that appears in it.

DefinitionDegree

The degree is the power (exponent) of the highest-order derivative, after the equation has been made a polynomial in all the derivatives — that is, after clearing any radical signs or fractional powers of the derivatives. If it cannot be written as such a polynomial, the degree is not defined.

Note: Always remove radicals and fractional powers of derivatives before reading off the degree. The power on $y$ itself does not matter for order or degree — only the powers on the derivatives do.
Quick readings
  • dydx+y=x\dfrac{dy}{dx} + y = x — order 11, degree 11.
  • (d2ydx2)3+dydx=0\left(\dfrac{d^2y}{dx^2}\right)^3 + \dfrac{dy}{dx} = 0 — order 22, degree 33.
  • d2ydx2=1+(dydx)2\dfrac{d^2y}{dx^2} = \sqrt{1 + \left(\dfrac{dy}{dx}\right)^2} — square first, then order 22, degree 22.
ExampleOrder and degree
Find the order and degree of (d2ydx2)2+(dydx)3+y=0\left(\dfrac{d^2y}{dx^2}\right)^2 + \left(\dfrac{dy}{dx}\right)^3 + y = 0.

3. Classification of differential equations

Differential equations are sorted along two main axes: how many independent variables are involved, and whether the unknown function enters linearly.

Ordinary vs. partial
  • Ordinary (ODE): the unknown function depends on a single independent variable, so only ordinary derivatives dydx\dfrac{dy}{dx} appear. This chapter is about ODEs.
  • Partial (PDE): the unknown depends on several variables and partial derivatives ux\dfrac{\partial u}{\partial x} appear.
DefinitionLinear differential equation

A differential equation is linear if the unknown function yy and all its derivatives appear only to the first power and are never multiplied together (and there are no functions like siny\sin y or eye^y of them). Otherwise it is nonlinear.

Linear or nonlinear?
  • dydx+x2y=sinx\dfrac{dy}{dx} + x^2 y = \sin x — linear (coefficients may depend on xx).
  • dydx+y2=x\dfrac{dy}{dx} + y^2 = x — nonlinear, because of y2y^2.
  • ydydx=1y\,\dfrac{dy}{dx} = 1 — nonlinear, because yy multiplies its derivative.

4. Forming a differential equation by eliminating constants

A family of curves carrying arbitrary constants can be turned into a differential equation that every member of the family obeys. The recipe: differentiate as many times as there are arbitrary constants, then eliminate the constants using the equations you have generated.

Key idea: The order of the resulting differential equation equals the number of independent arbitrary constants you eliminate.
ExampleEliminate two constants
Form the differential equation whose general solution is y=Aex+Bexy = A e^{x} + B e^{-x}.
ExampleEliminate one constant
Form the differential equation of the family y=Cxy = Cx (straight lines through the origin).

5. General and particular solutions

Because integration always introduces constants, a differential equation of order nn has a solution containing nn arbitrary constants.

DefinitionGeneral solution

The general solution of an nn-th order differential equation is a solution containing nn independent arbitrary constants — it represents the entire family of solution curves.

DefinitionParticular solution

A particular solution is obtained by giving the arbitrary constants specific values, usually to satisfy given initial or boundary conditions. It singles out one curve from the family.

ExampleFrom general to particular
The general solution of dydx=2x\dfrac{dy}{dx} = 2x is y=x2+Cy = x^2 + C. Find the particular solution with y=3y = 3 when x=1x = 1.

6. Variables separable method

The friendliest first-order equations are those that can be rearranged so that everything involving yy sits with dydy and everything involving xx sits with dxdx. Then we simply integrate each side.

DefinitionSeparable equation

A first-order equation is separable if it can be written as g(y)dy=f(x)dxg(y)\,dy = f(x)\,dx. Its solution is obtained by integrating both sides: g(y)dy=f(x)dx+C\int g(y)\,dy = \int f(x)\,dx + C.

Method
dydx=f(x)g(y)    g(y)dy=f(x)dx+C\frac{dy}{dx} = \frac{f(x)}{g(y)} \;\Longrightarrow\; \int g(y)\,dy = \int f(x)\,dx + C
ExampleA separable equation
Solve dydx=1+y21+x2\dfrac{dy}{dx} = \dfrac{1 + y^2}{1 + x^2}.

7. Homogeneous differential equations

Some first-order equations are not directly separable but can be written purely in terms of the ratio yx\dfrac{y}{x}. A clever substitution converts them into separable ones.

DefinitionHomogeneous equation

A first-order equation dydx=F(x,y)\dfrac{dy}{dx} = F(x, y) is homogeneous if it can be written as dydx=g ⁣(yx)\dfrac{dy}{dx} = g\!\left(\dfrac{y}{x}\right) — the right side depends only on the ratio yx\dfrac{y}{x}.

Solving method (substitution $y = vx$)
  • Put y=vxy = vx, so that dydx=v+xdvdx\dfrac{dy}{dx} = v + x\dfrac{dv}{dx}.
  • Substitute to get v+xdvdx=g(v)v + x\dfrac{dv}{dx} = g(v).
  • This is separable: dvg(v)v=dxx\dfrac{dv}{g(v) - v} = \dfrac{dx}{x}. Integrate, then replace v=yxv = \dfrac{y}{x}.
Note: After integrating, always substitute $v = \dfrac{y}{x}$ back so the answer is expressed in the original variables $x$ and $y$.

8. First-order linear equations and the integrating factor

The most important solvable type is the first-order linear equation. It cannot usually be separated, but multiplying through by a cleverly chosen factor turns the left side into the derivative of a product, after which one integration finishes the job.

DefinitionLinear form

A first-order linear differential equation has the standard form dydx+Py=Q\dfrac{dy}{dx} + P y = Q, where PP and QQ are functions of xx alone.

Integrating factor
IF=ePdx\text{IF} = e^{\int P\,dx}

Multiplying dydx+Py=Q\dfrac{dy}{dx} + P y = Q by the integrating factor makes the left side an exact derivative ddx ⁣(yIF)\dfrac{d}{dx}\!\big(y \cdot \text{IF}\big). Integrating gives the solution.

Solution
yIF=QIFdx+Cy \cdot \text{IF} = \int Q \cdot \text{IF}\,dx + C
ExampleSolve a linear ODE
Solve dydx+1xy=x\dfrac{dy}{dx} + \dfrac{1}{x}\,y = x, for x>0x > 0.

9. Application: growth and decay

A quantity whose rate of change is proportional to its current amount obeys dydx=ky\dfrac{dy}{dx} = ky. This single equation models population growth, radioactive decay, cooling, and compound interest.

Growth / decay law
dydx=ky    y=Cekx\frac{dy}{dx} = ky \;\Longrightarrow\; y = C e^{kx}

If k>0k > 0 the quantity grows exponentially; if k<0k < 0 it decays. The constant CC is the initial amount y(0)y(0).

ExampleRadioactive-style decay
A substance decays at a rate proportional to the amount present: dydx=ky\dfrac{dy}{dx} = ky with k<0k < 0. Solve for yy.
Key idea: Open the Visualize tab: the slope field of $\dfrac{dy}{dx} = y$ (take $k = 1$) shows solution curves that steepen as $y$ grows — the visual signature of exponential growth.