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List of Tables page

Definition (Differential equation) 1.1………………3

Basic terminology 1.2……………………………………….4

System of linear differential 1.3………………..4

Higher order with variable coefficients 1.4………5

Sample Application of Differential Equations 5……..5

SAMPLE APPLICATION OF DIFFERENTIAL EQUATIONS 3 .1.6……6

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Definition (Differential equation) 1.1
A differential equation (de) is an equation involving a function and its
derivatives Differential equations are called partial differential equations
(pde) or ordinary differential equations (ode) according to whether or
not they contain partial derivatives. The order of a differential equation
is the highest order derivative occurring. A solution (or particular
solution) of a differential equation of order n consists of a function
defined and n times differentiable on a domain D having the property
that the functional equation obtained by substituting the function and
its n derivatives into the differential equation holds for every point in D.
In mathematics, a linear differential equation is a differential equation
that is defined by a linear polynomial in the unknown function and its
derivatives, that is an equation of the form

Where

are and b(x) are arbitrary differentiable functions that do not need to be linear, and

the successive derivatives of an unknown function y of the variable x.

Example 1.1. An example of a differential equation of order 4, 2, and 1 is

given respectively by

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Basic terminology 1.2
The highest order of derivation that appears in a differentiable equation
is the order of the equation. The term b(x), which does not depend on
the unknown function and its derivatives, is sometimes called the
constant term of the equation (by analogy with algebraic equations),
even when this term is a non-constant function. If the constant term is
the zero function, then the differential equation is said to be
homogeneous, as it is a homogeneous polynomial in the unknown
function and its derivatives. The equation obtained by replacing, in a
linear differential equation, the constant term by the zero function is the
associated homogeneous equation. A differential equation has constant
coefficients if only constant functions appear as coefficients in the
A solution of a differential equation .associated homogeneous equation
is a function that satisfies the equation. The solutions of a homogeneous
linear differential equation form a vector space. In the ordinary case, this
vector space has a finite dimension, equal to the order of the equation.
All solutions of a linear differential equation are found by adding to a
particular solution any solution of the associated homogeneous
equation.

System of linear differential 1.3

Matrix differential equation

A system of linear differential equations consists of several linear

differential equations that involve several unknown functions. In general
one restricts the study to systems such that the number of unknown
functions equals the number of equationsAn arbitrary linear ordinary
differential equation and a system of such equations can be converted
into a first order system of linear differential equations by adding
variables for all but the highest order derivatives.

A linear system of the first order, which has n unknown functions and n
differential equations may normally be solved for the derivatives of the
unknown functions. If it is not the case this is a differential-algebraic

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 system, and this is a different theory. Therefore, the systems that are
.considered here have the form

Higher order with variable coefficients 1.4

A linear ordinary equation of order one with variable coefficients may be
solved by quadrature, which means that the solutions may be expressed
in terms of integrals. This is not the case for order at least two. This is
the main result of Picard–Vessiot theory which was initiated by Émile
Picard and Ernest Vessiot, and whose recent developments are called
The impossibility of solving by quadrature can .differential Galois theory
be compared with the Abel–Ruffini theorem, which states that an
algebraic equation of degree at least five cannot, in general, be solved
by radicals. This analogy extends to the proof methods and motivates
the denomination of differential Galois theorySimilarly to the algebraic
case, the theory allows deciding which equations may be solved by
quadrature, and if possible solving them. However, for both theories,
the necessary computations are extremely difficult, even with the most
Nevertheless, the case of order two with rational .powerful computers
.coefficients has been completely solved by Kovacic's algorithm

Sample Application of Differential Equations 1.5

A typical application of differential equations proceeds along these lines :

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SAMPLE APPLICATION OF DIFFERENTIAL .1.6
EQUATIONS 3
Sometimes in attempting to solve a de, we might perform an irreversible
step. This might introduce extra solutions. If we can get a short list which
contains all solutions, we can then test out each one and throw out the
invalid ones. The ultimate test is this: does it satisfy the equation? Here
is a sample application of differential equations. Example 1.4. The half-
life of radium is 1600 years, i.e., it takes 1600 years for half of any
quantity to decay. If a sample initially contains 50g, how long will it be
until it contains 45g? ∗ Solution. Let x(t) be the amount of radium
present at time t in years. The rate at which the sample decays is
proportional to the size of the sample at that time. Therefore we know
that dx/dt = kx. This differential equation is our mathematical model.
Using techniques we will study in this course (see §3.2, Chapter 3), we
will discover that the general solution of this equation is given by the
equation x = Aekt, for some constant A. We are told that x = 50 when t =
0 and so substituting gives A = 50. Thus x = 50ekt. Solving for t gives t =
ln(x/50)/k. With x(1600) = 25, we have 25 = 50e1600k. Therefore

Therefore, it will be approximately 243.2 years until the sample contains

45g of radium. ♦ Additional conditions required of the solution (x(0) = 50
in the above example) are called boundary conditions and a differential
equation together with boundary conditions is called a boundary-value
problem (BVP). Boundary conditions come in many forms. For example,
y(6) = y(22); y0(7) = 3y(0); y(9) = 5 are all examples of boundary
conditions. Boundary-value problems, like the one in the example,
where the boundary condition consists of specifying the value of the
solution at some point are also called initial-value problems (IVP).
Example 1.5. An analogy from algebra is the equation

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 .y =√y +2

To solve for y, we proceed as y−2 =√y, (y−2)2 = y, (irreversible step) y2 −4y +4 = y, y2

−5y +4 = 0, (y−1)(y−4) = 0

Thus, the set y ∈ {1,4} contains all the solutions. We quickly see that y = 4 satisfies
Equation (1.1) because 4 =√4+2 =⇒4 = 2+2 =⇒4 = 4, while y = 1 does not because 1
=√1+2 =⇒1 = 3.

So we accept y = 4 and reject y = 1

A linear differential equation or a system of linear equations such that

the associated homogeneous equations have constant coefficients may
be solved by quadrature, which means that the solutions may be
expressed in terms of integrals. This is also true for a linear equation of
order one, with non-constant coefficients. An equation of order two or
higher with non-constant coefficients cannot, in general, be solved by
quadrature. For order two, Kovacic's algorithm allows deciding whether
The .there are solutions in terms of integrals, and computing them if any
solutions of linear differential equations with polynomial coefficients are
called holonomic functions. This class of functions is stable under sums,
products, differentiation, integration, and contains many usual functions
and special functions such as exponential function, logarithm, sine,
cosine, inverse trigonometric functions, error function, Bessel functions
and hypergeometric functions. Their representation by the defining
differential equation and initial conditions allows making algorithmic (on
these functions) most operations of calculus, such as computation of
antiderivatives, limits, asymptotic expansion, and numerical evaluation
.to any precision, with a certified error bound

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References[edit]
1. ^ Gershenfeld 1999, p.9
2. ^ Jump up to:a b c Zeilberger, Doron. A holonomic systems approach to special functions
identities. Journal of computational and applied mathematics. 32.3 (1990): 321-368
3. ^ Benoit, A., Chyzak, F., Darrasse, A., Gerhold, S., Mezzarobba, M., & Salvy, B. (2010,
September). The dynamic dictionary of mathematical functions (DDMF). In International
Congress on Mathematical Software (pp. 35-41). Springer, Berlin, Heidelberg.

 Birkhoff, Garrett & Rota, Gian-Carlo (1978), Ordinary Differential Equations, New
York: John Wiley and Sons, Inc., ISBN 0-471-07411-X
 Gershenfeld, Neil (1999), The Nature of Mathematical Modeling, Cambridge, UK.:
Cambridge University Press, ISBN 978-0-521-57095-4
 Robinson, James C. (2004), An Introduction to Ordinary Differential Equations,
Cambridge, UK.: Cambridge University Press, ISBN 0-521-82650-0

External links[edit]
 http://eqworld.ipmnet.ru/en/solutions/ode.htm
 Dynamic Dictionary of Mathematical Function. Automatic and interactive study of
many holonomic functions.