Mathematical methods and its applications

Introduction to Linear Differential equations

Prof. P. N. Agrawal
Department of Mathematics

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 Definitions

Ordinary Differential Equation: An equation which involves derivatives

of an unknown function with respect to the independent variable is called
an ordinary differential equation.

Partial Differential Equation: By a partial differential equation we mean

an equation which involves partial derivatives of an unknown function
with respect to two or more independent variables.

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 Definitions

Order of a Differential Equation: The order of a differential equation

is the order of the highest derivative which occurs in the equation.

Degree of a Differential Equation: The degree of a differential

equation is the degree of the highest derivative occurring in it, after the
equation has been expressed in a form free from radicals and fractions as
far as the derivatives are concerned.

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 Definitions

Linear Differential Equation: A differential equation is linear if the

dependent variable and all its derivatives appear to the power of 1 and
there are no products or the functions of the dependent variable or its
derivatives.

General form of a linear Differential Equation

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 Applications

Radioactivity
Newton's law of cooling
Geometric problems

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 Solution of a Second order differential equations

General Solution: A solution of the differential equation is called a

general solution if it contains two arbitrary constants.

Particular Solution: A particular solution is obtained by assigning the

particular values to the two arbitrary constants in general solution.

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 Initial value problem

Initial conditions

Interval of validity