A differential equation is an equation whose unknown is a function rather than a number, and which involves that function together with one or more of its derivatives. Solving a differential equation means finding the function (or family of functions) that satisfies the relationship.
Unlike algebraic equations like \(x^2 = 4\), a differential equation describes how something changes — making it the natural language for physics, biology, economics, and engineering.
The order of a differential equation is the highest derivative that appears. The degree is the power to which that highest derivative is raised (when the equation is polynomial in derivatives).
A hot cup of coffee cools faster when it's much hotter than the room and slower as temperatures equalise. This rate-of-change relationship — "the derivative of temperature is proportional to the difference in temperatures" — is a differential equation:
\(\dfrac{dT}{dt} = -k(T - T_{\text{room}})\)
Solving it tells you the temperature at every future moment. The equation doesn't give you \(T\) directly — it describes how \(T\) changes, and integration uncovers \(T\) itself.
An algebraic equation pins down a number. A differential equation pins down a pattern of change. There are usually infinitely many functions satisfying a differential equation — one for each initial condition (starting value) you impose. That's why solutions come with arbitrary constants \(C\).
PDE: \(\frac{\partial u}{\partial t} = k\frac{\partial^2 u}{\partial x^2}\)
2nd order: \(y'' + \omega^2 y = 0\)
Nonlinear: \(y' = y^2\)
Non-hom: \(y'' + y = \sin x\)
A separable first-order ODE can be written so that all \(y\)-terms are on one side and all \(x\)-terms on the other. Then both sides can be integrated independently.
Solution: \(P = P_0 e^{kt}\)
Solution: \(T = T_\infty + Ce^{-kt}\)
Charge as a function of time
Solution: \(y = A\cos\omega t + B\sin\omega t\)
Amount of substance over time
Population with carrying capacity
Integrate: \(\ln|y| = \dfrac{x^2}{2} + C_1\)
Exponentiate: \(y = Ce^{x^2/2}\)
Apply \(y(0)=2\): \(C = 2\)
Half-life: \(\dfrac{m_0}{2} = m_0 e^{-10k}\)
\(\Rightarrow k = \dfrac{\ln 2}{10}\)
At \(t = 30\): \(m = m_0 e^{-3\ln 2} = \dfrac{m_0}{8}\)
Multiply: \((e^{2x}y)' = 4xe^{2x}\)
Integrate (by parts):
\(e^{2x}y = e^{2x}(2x-1) + C\)
\(r^2 - 5r + 6 = 0\)
\((r-2)(r-3) = 0\)
\(r_1 = 2,\quad r_2 = 3\)
Two distinct real roots:
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