Differential equations overview (HL)

This continues the discussion from solving simple differential equations (SL).

What are they?

A differential equation relates functions and their derivatives (and higher derivatives). Their solutions are functions instead of values.

A common application for differential equation is in physics, relating position as influenced by force, which is mass times acceleration. The differential equation will be provided to you on exams.

Previously we looked at

dndxnf(x)=g(x)\frac{\d ^n}{\d x^n} f(x) = g(x)

which can be solved by repeated integration, as long as we are provided with nn initial or boundary conditions.

In single-variable calculus, we will only look at ordinary differential equations (ODEs).

Notation

Depending on context, yy^\prime could be y(t)y^\prime(t) or y(x)y^\prime(x). Usually if there is no tt, then y=y(x)=dydx\displaystyle y^\prime = y^\prime(x) = \frac{\d y}{\d x}.

xx^\prime is usally x(t)x^\prime(t)

xx vs. tt

The derivatives are almost always with respect to xx to tt, but it’s their locations in the derivatives that matter, not the letters themselves. Note that

dnxdtn=f(t)\frac{\d ^nx}{\d t^n} = f(t)

can be easily solved via repeated integration, whereas

dnxdtn=f(x)\frac{\d ^nx}{\d t^n} = f(x)

are generally much harder to solve.

Techniques

Numeric solutions in the form of Euler’s method, and Maclaurin series solutions will have question indicate as such. The other methods required in AA HL are below

formtechnique
dnydxn=f(x)\displaystyle \frac{\d ^ny}{\d x^n} = f(x)repeated integration with respect to xx
dydx=f(x)g(y)\displaystyle \frac{\d y}{\d x} = \frac{f(x)}{g(y)}separable ODE
dydx=Q(x)P(x)y\displaystyle \frac{\d y}{\d x} = Q(x) - P(x)yintegrating factor
dydx=f(yx)\displaystyle \frac{\d y}{\d x} = f\left(\frac yx\right)let y=vxy = vx