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.
A differential equation is an equation involving an unknown function and its derivatives. For example , , and are all differential equations.
Solving a differential equation means finding the function that satisfies it. Unlike an algebraic equation whose answer is a number, the answer here is a whole function (or a family of functions).
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.
The order of a differential equation is the order of the highest derivative that appears in it.
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.
- — order , degree .
- — order , degree .
- — square first, then order , degree .
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 (ODE): the unknown function depends on a single independent variable, so only ordinary derivatives appear. This chapter is about ODEs.
- Partial (PDE): the unknown depends on several variables and partial derivatives appear.
A differential equation is linear if the unknown function and all its derivatives appear only to the first power and are never multiplied together (and there are no functions like or of them). Otherwise it is nonlinear.
- — linear (coefficients may depend on ).
- — nonlinear, because of .
- — nonlinear, because 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.
5. General and particular solutions
Because integration always introduces constants, a differential equation of order has a solution containing arbitrary constants.
The general solution of an -th order differential equation is a solution containing independent arbitrary constants — it represents the entire family of solution curves.
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.
6. Variables separable method
The friendliest first-order equations are those that can be rearranged so that everything involving sits with and everything involving sits with . Then we simply integrate each side.
A first-order equation is separable if it can be written as . Its solution is obtained by integrating both sides: .
7. Homogeneous differential equations
Some first-order equations are not directly separable but can be written purely in terms of the ratio . A clever substitution converts them into separable ones.
A first-order equation is homogeneous if it can be written as — the right side depends only on the ratio .
- Put , so that .
- Substitute to get .
- This is separable: . Integrate, then replace .
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.
A first-order linear differential equation has the standard form , where and are functions of alone.
Multiplying by the integrating factor makes the left side an exact derivative . Integrating gives the solution.
9. Application: growth and decay
A quantity whose rate of change is proportional to its current amount obeys . This single equation models population growth, radioactive decay, cooling, and compound interest.
If the quantity grows exponentially; if it decays. The constant is the initial amount .