Basic Differential Equations

These are the most straightforward types of differential equations: $$ f'(x) = g(x) $$ They can be solved directly by integration: $$ f(x) = \int g(x)\, dx = F(x) + c $$

    A Simple Example

    Consider the elementary differential equation:

    $$ f'(x) = 2x $$

    To solve it, we integrate both sides with respect to \( x \):

    $$ \int f'(x)\, dx = \int 2x\, dx $$

    $$ f(x) = x^2 + c $$

    This gives the general solution to the equation.

    Example 2

    Let’s look at a slightly more involved case:

    $$ f'(x) = 3e^{2x} $$

    To find the unknown function \( f(x) \), we again integrate both sides:

    $$ \int f'(x)\, dx = \int 3e^{2x}\, dx $$

    Since the integral of the derivative returns the original function:

    $$ f(x) = \int 3e^{2x}\, dx $$

    We can factor out the constant:

    $$ f(x) = 3 \cdot \int e^{2x}\, dx $$

    To evaluate the integral, we use the substitution rule or recognize that \( e^{2x} \) integrates to \( \frac{1}{2}e^{2x} \):

    $$ f(x) = 3 \cdot \frac{1}{2}e^{2x} + c = \frac{3}{2}e^{2x} + c $$

    So the general solution is: $$ f(x) = \frac{3e^{2x}}{2} + c $$

    Example 3

    This is a second-order differential equation, but it’s still considered basic because it can be solved with two successive integrations:

    $$ f''(x) = 2 - \cos x $$

    We start by integrating once:

    $$ \int f''(x)\, dx = \int (2 - \cos x)\, dx $$

    $$ f'(x) = 2x - \sin x + c_1 $$

    This yields the first derivative of the solution. We now integrate again:

    $$ \int f'(x)\, dx = \int (2x - \sin x + c_1)\, dx $$

    $$ f(x) = x^2 + \cos x + c_1x + c_2 $$

    So the general solution is: \( f(x) = x^2 + \cos x + c_1x + c_2 \).

    And so on.

     

     

     
     

    Please feel free to point out any errors or typos, or share suggestions to improve these notes. English isn't my first language, so if you notice any mistakes, let me know, and I'll be sure to fix them.

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    Differential Equations

    First-Order Differential Equations

    Second-Order Differential Equations

    Higher-Order Linear Equations

    Examples and Practice Problems

    Theory

    Approximate Solutions