1 Differential

Equations

b The strange attractor for a Sprott system

consisting of three quadratic differential
equations.1

A d i f f e r e n t i a l e q uat i o n is any equation that involves a derivative. For example,

Newton’s second law
F  ma

is actually a differential equation, since the acceleration a is the second derivative of

position. We can make the differential nature of this equation more apparent by writing

1 Based on the image Atractor Poisson Saturne by Nicolas Desprez, licensed under CC BY-SA 3.0.

1
2 Differential Equations
a The 4d z 2 electron orbital. The shapes
of electron orbitals are governed by the
Schrödinger equation.
a The rate at which a chemical reaction
occurs is governed by a rate equation.
a Differential equations are used to predict
fish populations in underwater ecosystems
and commercial fisheries.2
the acceleration explicitly as a second derivative:
d2 x
F  m
dt 2
As you can see, differential equations are fundamental to physics, and our current
belief is that all of the laws of nature can be expressed as differential equations. For
example, Maxwell’s equations, which govern the behavior of electromagnetic fields,
are also differential equations, as is the Schrödinger equation
∂Ψ
i~  HΨ,
∂t
which governs the evolution of the wavefunction Ψ of a system in quantum mechanics.
Among other applications, the Schrödinger equation can be used to predict the behavior
of electrons in atoms, making it vital to both physics and chemistry.
Applications of differential equations are not limited to physics. In general, a
dynamical system is any system that changes or evolves over time according to fixed
rules. Such systems appear throughout the natural and social sciences, and include
mechanical systems, electric circuits, ongoing chemical reactions, biomechanical
systems, populations of organisms and ecosystems, business and financial markets, and
social networks. Each of these system has its own rules for how it evolves, and typically
these rules can be described using one or more differential equations. The process
of discovering these rules is known as mathematical modeling, and the resulting
differential equations are a mathematical model of the given dynamical system.
For example, in chemistry the rate at which a chemical reaction occurs is governed
by a rate equation. For a simple chemical reaction with only one reactant (or only one
reactant in short supply), this equation takes the form
dC
 kC n .
dt
Here C denotes the concentration of the reactant, k is a constant called the rate constant,
and n is an integer called the order of the reaction. A more complicated chemical
reaction with more than one reactant would have one differential equation for the
concentration of each substance in the solution.
In biology, differential equations are often used to model populations of organisms in
a given environment. For example, a population of animals growing in an environment
with abundant resources might follow the exponential growth equation
dP
 kP.
dt
Here P is the size of the population and k is a constant called the growth constant. If
instead food or space is limited, the population might grow according to the logistic
equation
dP P
 
 kP 1 − ,
dt Pmax
where Pmax represents the maximum stable population that the given resources can
support.
Finally, differential equations are often used in economics to model the behavior of
economies and markets. For example, the Solow growth model describes the growth
of economies over time using the differential equation
2 Moofushi Kandu fish by Bruno de Giusti, licensed under CC BY-SA 2.5, via Wikimedia Commons.
 THE STUDY OF DIFFERENTIAL EQUATIONS 3

dk
 s f ( k ) − ( n + g + δ ) k.
dt
Here k is the ratio of capital to labor, f is the production function, and the constants
s, n, g, δ represent respectively the fraction of economic output devoted to investment,
the exponential growth rate of labor, the exponential growth rate of technology, and
the rate of depreciation of capital. A common choice for the production function f ( k )
is a Cobb-Douglas production function f ( k )  k α , where α is the elasticity of output
with respect to capital, in which case the differential equation takes the form

dk
 sk α − ( n + g + δ ) k.
dt

1.1 The Study of Differential Equations

From a mathematical point of view, a differential equation is any equation that involves
the derivative of an unknown function. For example, the equation

f 0 (x )  3 f (x )

involves the derivative of the unknown function f ( x ) . A solution to a differential Unlike an algebraic equation, whose
equation is any function f ( x ) that agrees with the given information. For example, the solution is an unknown number, the
solution to a differential equation is an
function f ( x )  e 3x is a solution the equation above, since the derivative of e 3x is equal
unknown function.
to 3 e 3x .
In applications, the unknown function usually describes the way in which a
particular variable changes with time. For example, if P ( t ) describes the population of
a bacteria colony at time t, then P ( t ) might satisfy the differential equation

P 0 ( t )  3P ( t ) .
In some disciplines, it is common to write
This equation could also be written a dot above a variable instead of a prime
to indicate the derivative with respect to
time. Thus the equation to the left could
dP
 3P, also be written
dt
Ṗ ( t )  3P ( t ) .
where we have used the Leibniz notation for derivatives, and we have simply written P or simply
for the population instead of P ( t ) . Here a solution to the equation would be an explicit Ṗ  3P.
formula for P in terms of t, such as P ( t )  e 3t .
When discussing differential equations abstractly, we usually use x for the indepen-
dent variable and y for the dependent variable, i.e. y  y ( x ) . Thus the equation above
could be written
y0 ( x )  3 y ( x ) ,
or simply
y 0  3y,
with y  e 3x being a possible solution.

EXAMPLE 1
Which of the following functions is a solution to the equation x y 0  3y?
(a) y  e x (b) y  x 2 (c) y  x 3 (d) y  0

SOLUTION If y  e x , then y 0  e x as well. Substituting both of these into the equation

x y 0  3y
4 THE STUDY OF DIFFERENTIAL EQUATIONS

Of course, xe x is the same as 3e x when
x  3, but that doesn’t mean that y  e x
is a solution to the given equation. To be
a solution to a differential equation, a
function y ( x ) must satisfy the equation
for all values of x. That is, the two sides
of the differential equation must be equal
as functions.
gives us
xe x  3e x .
The two sides are not equal, so e x is not a solution to this equation.
If y  x 2 , then y 0  2x, and the equation x y 0  3y becomes
2x 2  3x 2 .
Again, the two sides are not equal, so y  x 2 is not a solution to this equation.
If y  x 3 , then y 0  3x 2 , and the equation x y 0  3y becomes

3x 3  3x 3 .

This time the two sides of the equation are the same, and therefore y  x 3 is a solution to the
equation x y 0  3y.
Finally, if y  0 (the constant zero function), then y 0  0 as well, and both sides of the
equation x y 0  3y are zero. Since the two sides of the equation are the same, it follows that
y  0 is also a solution to the equation x y 0  3y.

a Like most systems in Newtonian
mechanics, the motion of a spinning top is
goverend by second-order differential
equations.3
Order of an Equation
The order of a differential equation is the highest order of derivative that appears in
it. A first-order equation involves only the first derivative of the unknown function.
Most of the differential equations discussed so far have been first-order equations, and
such equations are prevalent in chemistry, biology, and the social sciences.
A second-order equation is a differential equation that involves a second derivative.
For example, Newton’s second law
d2 x
F  m
dt 2
is a second-order equation, since it involves the second derivative of position (i.e. the
acceleration). As a result, most of the differential equations that arise in classical
mechanics are second-order.
It is also possible to have third-order equations, fourth-order equations, and so
forth, but these rarely arise in applications. For the most part, we will concentrate on
first and second order equations.

Systems of Equations
A system of differential equations is a set of several such equations that involve the
same collection of variables. Typically there is one equation describing the rate of
change of each variable. For example, the motion of a satellite moving around the
Earth can be modeled by the system of differential equations
d2 x MGx
 −
3/2 ,
dt 2 x + y2 + z2
2

d2 y MG y
 −
3/2 ,
dt 2 x + y2 + z2
2
a A system of two differential equations
can be used to model the populations of d2 z MGz
interacting predator and prey species.4  −
3/2 ,
dt 2 x + y2 + z2
2

3 Physics in Sepia by Randen Pederson, licensed under CC BY 2.0, cropped from the original.
4 Photo by NJR ZA via Wikimedia Commons, licensed under CC BY-SA 3.0
 THE STUDY OF DIFFERENTIAL EQUATIONS 5

where M is the mass of the Earth, G is Newton’s gravitational constant, and ( x, y, z )

denotes the position of the satellite in three-dimensional space. In general, any situation
that involves more than one variable will usually require a system of differential
equations to model it.

Ordinary vs. Partial Differential Equations

The two main types of differential equations are ordinary differential equations (ODE’s)
and partial differential equations (PDE’s). For an ordinary differential equation, the
unknown function is a function of a single variable, such as x or t. Most of the equations
discussed so far have been ordinary differential equations. a Partial differential equations are required
to model the flow of heat in solid objects,
For a partial differential equation, the unknown function is a multivariable function such as this pump casing.5
that takes several different inputs. For example, the unknown function might be the
temperature T ( x, y, z, t ) inside a solid body, which depends on the three coordinates
x, y, z that describe locations inside as well as the time t. A differential equation for
such a function involves its partial derivatives, e.g.

∂T ∂2 T ∂2 T ∂2 T
 + + .
∂t ∂x 2 ∂y 2 ∂z 2

In general, partial differential equations are required to model spatial phenomena such
as heat flow or wave propagation, including wave functions in quantum mechanics.
Though partial differential equations are quite important in both mathematics and
science, their study requires significantly more calculus and analysis than the study a Water waves can be modeled using
partial differential equations.6
of ordinary differential equations, and for this reason we will concentrate exclusively
on ODE’s.

5 Image via Wikimedia Commons, licensed under CC BY-SA 3.0.

6 Surface Waves by Roger McLassus via Wikimedia Commons, licensed under CC BY-SA 3.0.