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There are much more rigorous mathematical definitions than those given below however,
these examples should help you understand the concept of differential equation
classifications.
Differential Equations – These are problems that require the determination of a function
satisfying an equation containing one or more derivatives of the unknown function.
Ordinary Differential Equations – the unknown function in the equation only depends
on one independent variable; as a result only ordinary derivatives appear in the equation.
Partial Differential Equations – the unknown function depends on more than one
independent variable; as a result partial derivatives appear in the equation.
ODE Examples where y is the dependant variable and x is the independent variable:
d2y dy
1. y ' '+ y = 0 Linear 4. x 2 2 + x = sin x Linear
dx dx
d2y
2. yy' '+ y = 0 Non-linear 5. + sin y = 0 Non-Linear
dx 2
3. xy ' '+ y = 0 Linear
PDE Examples where u is the dependant variable and x, y and t are independent
variables:
∂ 2u ∂ 2u
6. + sin y = 0 Linear 8. u +u = 0 Non-Linear
∂x 2 ∂x 2
∂u ∂u ∂ 2u −t ∂ u
2
7. x +y + u2 = 0 Non-Linear 9. = e + sin t Linear
∂x ∂y ∂t 2 ∂x 2
Equation 7 is nonlinear because of the u2 term. Equation 8 is non-linear because of the
∂ 2u
u 2 term.
∂x
ODE Examples where y is the dependant variable and x is the independent variable:
d2y dy
1. y ' '+ y = 0 homogeneous 4. x 2 2
+x = x + e − x non-homogen
dx dx
2. x 2 y ' '+ xy '+ x 2 = 0 homogeneous
3. y ' '+ y '+ y = sin(t ) non-homogeneous
More examples:
d 2θ g
+ sin θ = 0 (1)
dt 2 l
d 2θ g
+ θ =0 (2)
dt 2 l
Equations (1) & (2) are both 2nd order, homogeneous, ODEs. Equation (1) is non-linear
because of the sine function while equation (2) is linear.
3x 2 y ' '+2 ln( x) y '+ e x y = 3x sin( x) : 2nd order, non-homogeneous, linear ODE
y ' ' '+ y '+e y = 3 x sin( x) : 3rd order, non-homogeneous, non-linear ODE
∂ 4u −t ∂ u
2
= e + sin t : 4th order, non-homogeneous, linear PDE
∂t 4 ∂x 2