Formulation of Differential Equation

Radioactive Decay

You are presented with a document which purports to contain the

recollections of a Mycenaean soldier during the Trojan War. The city of Troy
was finally destroyed in about 1250 BC, or about 3250 years ago.
Given the amount of carbon-14 contained in a measured sample cut from the
document, there would have been about 1.3 × 10–12 grams of carbon-14 in the
sample when the parchment was new, assuming the proposed age is correct.
According to your equipment, there remains 1.0 × 10–12 grams.
Is there a possibility that this is a genuine document? Or is this instead a
recent forgery? Justify your conclusions.
Let A be the amount of C-14. Since rate of decay is proportional to the amount of
substance present at time t,
𝑑𝐴
∝𝐴
𝑑𝑡
𝒅𝑨
= 𝒌𝑨 ; 𝑨(𝟎) = 𝑨𝟎
𝒅𝒕
Carbon-14 has a half-life of 5730 years.
Laws of Cooling/Warming
Assume you are a police officer at a crime scene with a dead body.
The forensics team measures the temperature of the body twice (assuming
they do not know the constant of proportionality κ): the 1st time, immediately
after their arrival, at 10 pm, the temperature of the body is found to be 33 °C
and 1 hour later it is measured at 32.2°C.
Furthermore, we know the temperature of a healthy person to be around 37
°C (ignoring variation among people). Lastly, the room, where the body has
been found is kept at a constant temperature
of 20 °C.
Find the hour of the crime with the given information.
According to Newton’s empirical law of cooling/warming, the rate at which the
temperature of a body changes is proportional to the difference between the
temperature of the body and the temperature
of the surrounding medium, the so-called ambient temperature. Newton’s law of
cooling/warming translates into the mathematical statement:
𝑑𝑇
∝ (𝑇 − 𝑇𝑚 )
𝑑𝑡
𝒅𝑻
= 𝒌(𝑻 − 𝑻𝒎 )
𝒅𝒕
where
𝑇 = Temperature of body, 𝑡 = time
𝑇𝑚 = Temperature of environment
We will see, after learning two simple methods to solve such DE that how its
solution takes the form
𝑻 = 𝑻𝒎 + 𝒄𝒆𝒌𝒕
 𝟐
To know how we can construct a DE, let we have a function 𝒚 = 𝒆𝟎.𝟏𝒙
differentiable on the interval (−∞, ∞). Its derivative will be ……. Which lead to
form DE
𝒅𝒚
= 𝟎. 𝟐𝒙𝒚
𝒅𝒙
where 𝑦 is dependent variable,
and 𝑥 is independent variable.

An equation containing the derivatives of one or more

dependent variables, with respect to one or more
independent variables, is said to be a differential
equation (DE).
Notations

Leibniz Notation:
𝑑𝑦 𝑑2 𝑦 𝑑3 𝑦
, , ,…
𝑑𝑥 𝑑𝑥 2 𝑑𝑥 3

Prime Notation: 𝑦 ′ , 𝑦 ′′ , 𝑦 ′′′ , 𝑦 (4) , …

Dot Notation (independent variable is always 𝑡 = 𝑡𝑖𝑚𝑒) 𝑦̇ , 𝑦̈

As we know that each model is a differential equation, so we have to learn the

method to solve a particular type of differential equation. That’s why we will learn
types of DEs first and some methods to solve them accordingly.
Classification by Type

ODEs PDEs
If an equation contains only ordinary An equation involving partial
derivatives of one or more dependent derivatives of one or more dependent
variables with respect to a single variables of two or more independent
independent variable it is said to be an variables is called a partial
ordinary differential equation differential equation (PDE).
(ODE). For example,
For example, 𝜕𝑦 𝜕𝑧
𝑑𝑦 =−
=𝑥+𝑦 𝜕𝑥 𝜕𝑣
𝑑𝑥
 Classification by Order & Degree

 The order of a differential equation (either ODE or PDE) is the

order of the highest derivative in the equation.
 Degree of a differential equation is the power of the highest
derivative.

Classification by Linearity

For an ODE to be linear, it should satisfy following properties:

1. The dependent variable and all its derivatives are of the first degree, that is, the
power of each term involving dependent variable is 1.
2. The coefficients of dependent variable and its derivatives depend at most on the
independent variable x.

Linear ODEs Non linear ODEs

(𝑦 − 𝑥)𝑑𝑥 + 4𝑥𝑑𝑦 = 0 (1 − 𝒚)𝑦 ′ + 2𝑦 = 𝑥

𝑦 + 𝑦′ = 𝑥 𝑦 ′′ + 𝒔𝒊𝒏𝒚 = 0

𝑑3𝑦 𝑑𝑦 𝑑𝑦
𝑥 3
+ 𝑥 − 5𝑦 = 𝑒 𝑥 = 𝒚𝟐
𝑑𝑥 3 𝑑𝑥 𝑑𝑥

Practice Problems (Ex 1.1)

State the order and degree of the given ordinary differential equation. Determine
whether the equation is linear or nonlinear. Also tell which variable is dependent
and independent.
 1. (1 − 𝑥 )𝑦 ′′ − 4𝑥𝑦 ′ + 5𝑦 = 𝑐𝑜𝑠𝑥
𝑑3 𝑦 𝑑𝑦 4
2. 𝑥 −( ) +𝑦 =0
𝑑𝑥 3 𝑑𝑥

3. 𝑡 5 𝑦 (4) − 𝑡 3 𝑦 ′′ + 6𝑦 = 0
4. (𝑠𝑖𝑛𝜃 )𝑦 ′′′ − (𝑐𝑜𝑠𝜃 )𝑦 ′ = 2
5. 𝑥̈ − 𝑥̇ + 𝑡 = 0
Existence of Solution
Any function 𝑦, defined on an interval 𝐼 and possessing at least 𝑛 derivatives that
are continuous on 𝐼, which when substituted into an 𝑛𝑡ℎ-order ordinary differential
equation reduces the equation to an identity, is said to be a solution of the equation
on the interval.
Verification of a solution:
Verify that the indicated function is a solution of the given differential equation on
the interval (−∞, ∞).

𝑑𝑦 1
a. = 𝑥𝑦1/2 ; 𝑦 = 𝑥4
𝑑𝑥 16

𝑑𝑦
Let = 𝑥𝑦1/2 be eq. 1.
𝑑𝑥

L.H.S of eq. 1 R.H.S of eq. 1

1 4 1
𝑑𝑦 𝑑(16 𝑥 ) 1 𝑥4 2
= 𝑥𝑦 2 = 𝑥( )
𝑑𝑥 𝑑𝑥 16
1 𝑥2
= (4𝑥 3 ) = 𝑥.
16 4
𝑥3 𝑥3
= =
4 4

Since L.H.S = R.H.S, 𝑦 is a solution of the given ODE.

b. 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0 ; 𝑦 = 𝑥𝑒 𝑥
 Solve!

1.2 Initial Value Problems (IVPs)

An initial value problem is an ODE together with an initial condition
which specifies the value of the dependent variable at a given point.

Modeling a system in Physics or other sciences frequently

amounts to solving an IVP.

For example:
𝑦 ′′ + 𝑦 = 0 ; 𝑦(0) = 1 , 𝑦 ′ (0) = 1

Initial Conditions Boundary Conditions

These conditions are specified at These conditions are specified at
the same value of the independent the extremes of the independent
variable. variables in the equation.
e.g. e.g.
𝑦 ′′ + 𝑦 = 0 ; 𝑦 ′′ + 𝑦 = 0 ;
𝑦(𝟎) = 1 , 𝑦 ′ (𝟎) = 1 𝑦(𝟎) = 1 , 𝑦 (𝟐 ) = 1

Geometric Interpretation of IVPs

If 𝑦′ = 𝑓(𝑥, 𝑦) is an ODE subject to the

initial condition 𝑦(𝑥0 ) = 𝑦0 , we are seeking
a solution 𝑦(𝑥) of the differential equation
𝑦 ′ = 𝑓 (𝑥, 𝑦) on an interval 𝐼 containing 𝑥0
so that its graph passes through the
specified point (𝑥0 , 𝑦0 ). A solution curve is
shown in blue in Figure 1.
 𝑑2 𝑦
If = 𝑓(𝑥, 𝑦, 𝑦′) is an ODE subject to the
𝑑𝑥 2
initial conditions
𝑦(𝑥0 ) = 𝑦0 and 𝑦 ′ (𝑥0 ) = 𝑦1 ,

we want to find a solution 𝑦(𝑥) of the

differential equation 𝑦′′ = 𝑓(𝑥, 𝑦, 𝑦′) on an Figure 1

interval 𝐼 containing 𝑥0 so that its graph not only passes through (𝑥0 , 𝑦0 )
but the slope of the curve at this point is the number 𝑦1 . A solution curve
is shown in blue in Figure 2.
Question:
𝒚 = 𝒄𝟏 𝒆𝒙 + 𝒄𝟐 𝒆−𝒙 is a two-parameter family of solutions of the
second-order DE 𝒚′′ − 𝒚 = 𝟎. Find a solution of the second-order
IVP consisting of this differential equation and the given initial
conditions.
a. 𝒚(𝟎) = 𝟏 , 𝒚′ (𝟎) = 𝟐
b. 𝒚(𝟏) = 𝟎 , 𝒚′ (𝟏) = 𝟑
a) 𝒚(𝟎) = 𝟏 , 𝒚′ (𝟎) = 𝟐
𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥
Since 𝑦(0) = 1,
1 = 𝑐1 𝑒 0 + 𝑐2 𝑒 −0
1 = 𝑐1 + 𝑐2 (1)
Also,
𝑦 ′ = 𝑐1 𝑒 𝑥 − 𝑐2 𝑒 −𝑥 𝑎𝑛𝑑 𝑦 ′ (0) = 2
2 = 𝑐1 𝑒 0 − 𝑐2 𝑒 −0
2 = 𝑐1 − 𝑐2 (2)

Solving eq. 1 and eq. 2 gives: 𝑐1 = 3/2 and 𝑐2 = −1/2

𝟑 𝟏
So, 𝒚 = 𝒆𝒙 − 𝒆−𝒙
𝟐 𝟐
Note:
 Here, 𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥 is called the general solution and
3 1
𝑦 = 𝑒 𝑥 − 𝑒 −𝑥 is called the particular solution.
2 2

Practice Problems
Q. Verify that the indicated function is a solution of the given ODEs:
12. 𝑦 ′′ + 𝑦 = 𝑡𝑎𝑛𝑥 ; 𝑦 = −(𝑐𝑜𝑠𝑥 ) ln(𝑠𝑒𝑐𝑥 + 𝑡𝑎𝑛𝑥 )
13. 𝑦 ′′ − 6𝑦 ′ + 13𝑦 = 0 ; 𝑦 = 𝑒 3𝑥 𝑐𝑜𝑠2𝑥
Q. Find values of 𝑚 so that 𝑦 = 𝑒 𝑚𝑥 is a solution of the given ODEs:
27. 𝑦 ′ + 2𝑦 = 0
30. 2𝑦 ′′ + 7𝑦 ′ − 4𝑦 = 0
Exercise 1.2
Q7. 𝑥 = 𝑐1 𝑐𝑜𝑠𝑡 + 𝑐2 𝑠𝑖𝑛𝑡 is a two-parameter family of solutions of the
second-order DE 𝑥 ′′ + 𝑥 = 0. Find a solution of the second-order IVP
consisting of this differential equation and the given initial conditions.
a. 𝑥 (0) = −1 , 𝑥′(0) = 8
𝜋 𝜋
b. 𝑥( ) = 0 , 𝑦 ′ ( ) = 1
2 2

Work to do
Do questions 1, 3, 6, 9, 35-38
DIRECTION FIELDS
Let us imagine for the moment that we have in front of us a first-order DE
𝑑𝑦
= 𝑓(𝑥, 𝑦) (1)
𝑑𝑥
and let us further imagine that we can neither find nor invent a method for solving
it analytically. This is not as bad a predicament as one might think, since the DE
itself can sometimes “tell” us specifics about how its solutions “behave” or we can
say Solutions curves without a solution.
The function f in the normal form (1) is called the slope function or rate function.
The slope of the tangent line at (x, y(x)) on a solution curve is the value of the first
derivative dy/dx at this point, and we know from (1) that this is the value of the
slope function f (x, y(x)). The value f (x, y) that the function f assigns to the point
represents the slope of a line or line segment. For example, consider the equation

𝑑𝑦
= 0.2𝑥𝑦 = 𝑓(𝑥, 𝑦)
𝑑𝑥
At the point (2, 3) the slope of a line is f (2, 3) = 1.2. First
figure shows a line segment with slope 1.2 passing though
(2, 3). As shown in Figure, if a solution curve also passes
through the point (2, 3), it does so tangent to this line
segment; in other words, the lineal element is a miniature
tangent line at that point.

If we systematically evaluate f over a rectangular grid

of points in the xy-plane and draw a line element at
each point (x, y) of the grid with slope f (x, y), then the
collection of all these line elements is called a
direction field or a slope field of the DE (1). Visually,
the direction field suggests the appearance or shape of
a family of solution curves of the DE.
The direction field for the DE dy/dx =0.2xy shown in
Figure (a) was obtained by using computer software.

A single solution curve that passes through a

direction field must follow the flow pattern of the
field; it is tangent to a line element when it
intersects a point in the grid. Figure (b) shows a
computer-generated direction field of the
differential equation dy/dx = sin(x + y) over a
region of the xy-plane.

*From the next lecture we will formally move to the first method of solving a
simple DE (for that you have to revise some basic integral formulae).