Introduction to Differential Equations

A differential equation is an equation that involves an unknown function and one or more of its derivatives. If \( y = f(x) \), then expressions such as \( y' \), \( y'' \), or higher derivatives may appear in the equation.

The order of a differential equation is defined as the order of the highest derivative appearing in the equation.

Order of a Differential Equation – Examples

Example 1

a) \( \quad y' = 3x \)
The highest derivative is \( y' \). Therefore, this is a first-order differential equation.

b) \( \quad y'' + y' + y = 3x \)
The highest derivative is \( y'' \). Therefore, this is a second-order differential equation.

c) \( \quad -2y''' + y'' + y^4 = 3x \)
The highest derivative is \( y''' \). Therefore, this is a third-order differential equation.


A function \( y = f(x) \) is called a solution of a differential equation if, after substituting \( y \) and its derivatives into the equation, both sides become equal.

Verifying a Solution

Example 2

Verify that

\[ y = Ce^{4x} + e^{3x} \]

is a solution of the differential equation

\[ y' - 4y = -e^{3x} \]

First compute the derivative:

\[ y' = 4Ce^{4x} + 3e^{3x} \]

Substitute \( y \) and \( y' \) into the left side:

\[ \begin{aligned} y' - 4y &= 4Ce^{4x} + 3e^{3x} - 4(Ce^{4x} + e^{3x}) \\ &= 4Ce^{4x} + 3e^{3x} - 4Ce^{4x} - 4e^{3x} \\ &= e^{3x}(3 - 4) \\ &= -e^{3x} \end{aligned} \]

This matches the right side of the differential equation. Therefore, \( y = Ce^{4x} + e^{3x} \) is indeed a solution.


Solving a Simple Differential Equation

Most applications of differential equations involve finding the unknown function.

Example 3

\[ y' = 2x \]

Integrate both sides:

\[ \int y' \, dx = \int 2x \, dx \]

This gives:

\[ y + C_1 = x^2 + C_2 \]

Combining constants:

\[ y = x^2 + C \]

where \( C = C_2 - C_1 \) is an arbitrary constant.


References

Differential Equations Overview

Runge–Kutta Method for Differential Equations