Differential Equations

A Differential Equation is an equation with a function and one or more of its derivatives:


Example: an equation with the function y and its derivative dy dx  

Solving

We solve it when we discover the function y (or set of functions y).

There are many "tricks" to solving Differential Equations (if they can be solved!), but first: why?

Why Are Differential Equations Useful?

In our world things change, and describing how they change often ends up as a Differential Equation:

Example: Rabbits!

The more rabbits we have the more baby rabbits we will get. Then those rabbits grow up and have babies too! The population will grow faster and faster.

The important parts of this are:

  • the population N at any time t
  • the growth rate r
  • the population's rate of change N

The rate of change (such as "new rabbits per week") at any time equals the growth rate times the current population:

dN   = rN
dt

It is a Differential Equation, because it has a function N(t) and its derivative.

 

And how powerful is mathematics! That short equation says "the rate of change of the population over time equals the growth rate times the population".

Differential Equations can describe how populations change, how heat moves, how springs vibrate, how radioactive material decays and much more. They are a very natural way to describe many things in the universe.

What To Do With Them?

We try to solve them by turning the Differential Equation into a simpler Algebra-style equation (without the differential bits) so we can do calculations, make graphs, predict the future, and so on.

Example: Compound Interest

Money earns interest. The interest can be calculated at fixed times, such as yearly, monthly, etc. and added to the original amount.

This is called compound interest.

But when it is compounded continuously then at any time the interest gets added in proportion to the current value of the loan (or investment).

And the bigger the loan the more interest it earns.

Using t for time, r for the interest rate and V for the current value of the loan:

dV   = rV
dt

 

And here is a cool thing: it is the same as the equation we got with the Rabbits! It just has different letters. So mathematics shows us these two things behave the same.

 

Solving

The Differential Equation says it well, but is hard to use.

But don't worry, it can be solved (using a special method called Separation of Variables) and results in:

V = Pert

Where P is the Principal (the original loan).

So a continuously compounded loan of $1,000 for 2 years at an interest rate of 10% becomes:

V = 1000 × e(2×0.1)

V = 1000 × 1.22140...
= $1,221.40
(to nearest cent)

So Differential Equations are great at describing things, but need to be solved to be useful.

More Examples of Differential Equations

The Verhulst Equation

Example: Rabbits Again!

Remember our growth Differential Equation:

dN   = rN
dt

 

Well, that growth can't go on forever as they will soon run out of available food.

So let's improve it by including:

  • the maximum population that the food can support k

A guy called Verhulst figured it all out and got this Differential Equation:

dN   = rN(1-N/k)
dt

The Verhulst Equation

Simple harmonic motion

In Physics, Simple Harmonic Motion is a type of periodic motion where the restoring force is directly proportional to the displacement. An example of this is given by a mass on a spring.

Example: Spring and Weight

A spring has a weight attached to it: the weight is pulled down by gravity, but the tension in the spring increases the further down it goes. Eventually the spring bounces back up, then back down, up and down, again and again.

Describe this with mathematics!

 

The weight is pulled down by gravity, and we know from Newton's Law that force equals mass times acceleration: F = ma

And acceleration is the second derivative of position with respect to time, so:

F = m  d2x
dt2

 

The spring pulls it back up based on how stretched it is (k is the spring's stiffness, and x is how stretched it is): F = -kx

The two forces are always equal:

m  d2x   = -kx
dt2

 

We have a differential equation! It has a function x(t), and its second derivative.

The next step would be to solve this to find how the spring bounces up and down over time.

We could also include "damping" (the slowing down of the bouncing due to friction), as we know it won't bounce up and down the same forever.

 

Classify Before Trying To Solve

OK, we want to solve them, but how?

Over the years wise people have worked out special methods to solve some types of Differential Equations.

It is like travel: different kinds of transport have solved how to get to certain places.

Is it near, so we can just walk? Is there a road so we can take a car? Is it over water so we need a ship? Or is it in another galaxy and we just can't get there yet?

So our first task is to classify the Differential Equation.

 

Ordinary or Partial

The first major grouping is:

  • "Ordinary Differential Equations" (ODEs) have a single independent variable (like y)
  • "Partial Differential Equations" (PDEs) have two or more independent variables.

We are learning about Ordinary Differential Equations here!

 

Order and Degree

Next we work out the Order and the Degree:

Order

The Order is the highest derivative (is it a first derivative? a second derivative? etc):

Example:

dy + y2 = 5x
dx

It has only the first derivative dy dx , so is "First Order"

Example:

d2y + xy = sin(x)
dx2

This has a second derivative d2y dx2 , so is "Order 2"

Example:

d3y + x dy + y= ex
dx3 dx

This has a third derivative d3y dx3 which outranks the dy dx , so is "Order 3"

Degree

The degree is the exponent of the highest derivative.

Example:

  ( dy ) 2  + y = 5x2
dx

The highest derivative is just dy/dx, and it has an exponent of 2, so this is "Second Degree"

In fact it is a First Order Second Degree Ordinary Differential Equation

Example:

d3y  + ( dy ) 2  + y = 5x2
dx3 dx

The highest derivative is d3y/dx3, but it has no exponent (well actually an exponent of 1 which is not shown), so this is "First Degree".

(The exponent of 2 on dy/dx does not count, as it is not the highest derivative).

So it is a Third Order First Degree Ordinary Differential Equation

 

Be careful not to confuse order with degree. Some people use the word order when they mean degree!

Linear

It is Linear when the variable (and its derivatives) has no exponent or other function put on it.

So no y2, y3, √y, sin(y), ln(y) etc, just plain y (or whatever the variable is).

More formally a Linear Differential Equation is in the form:

dy   + P(x)y = Q(x)
dx

Solving

OK, we have classified our Differential Equation, the next step is solving.

This is not a complete list of how to solve differential equations, but it should get you started: