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Unit I Introduction To Differential Equations

This document provides an introduction to differential equations. It defines differential equations and discusses how they are classified based on type, order, and linearity. Ordinary differential equations contain ordinary derivatives of variables with respect to a single variable, while partial differential equations involve partial derivatives of multiple variables. The order of a differential equation refers to the order of the highest derivative. Linear differential equations are those where the dependent variables and their derivatives are of the first degree. The document also discusses initial value problems, where differential equations are solved subject to initial conditions, and how differential equations can be used to model real-world systems.

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142 views

Unit I Introduction To Differential Equations

This document provides an introduction to differential equations. It defines differential equations and discusses how they are classified based on type, order, and linearity. Ordinary differential equations contain ordinary derivatives of variables with respect to a single variable, while partial differential equations involve partial derivatives of multiple variables. The order of a differential equation refers to the order of the highest derivative. Linear differential equations are those where the dependent variables and their derivatives are of the first degree. The document also discusses initial value problems, where differential equations are solved subject to initial conditions, and how differential equations can be used to model real-world systems.

Uploaded by

LossyT
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 23

INTRODUCTION TO

DIFFERENTIAL EQUATIONS
BCE1-240

Agenda
I.
II.
III.
IV.

Introduction
Definition and terminology
Initial value problems
Differential equations as mathematical models

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INTRODUCTION TO DIFFERENTIAL EQUATIONS

Introduction
Leibniz notation:



,
,
,.

Example:

Lagrange or Prime notation:


, , , but is () and the general form is ()

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INTRODUCTION TO DIFFERENTIAL EQUATIONS

Introduction
Example: Given an equation written in Leibniz notation, rewrite it
using prime notation.
I.

2
2

II.

+ 6 = 0

= 2 +

Leibniz notation is preferred. It clearly displays both the dependent and


independent variable
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INTRODUCTION TO DIFFERENTIAL EQUATIONS

Introduction
In this course one of the task will be to solve differential equations
such as + 2 + = 0 for an unknown function = ()
The derivative / of a function = () is itself another
function () found by an appropriate rule.
If given =

0.1 2

then

What about if given

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= 0.2 by using derivative rules

= 0.2 to find ?

INTRODUCTION TO DIFFERENTIAL EQUATIONS

Definition and terminology


Differential equation (DE):
An equation containing the derivatives of one or more dependent variables,
with respect to one or more independent variables, is said to be a differential
equation.

DE are classified by:


Type
Order
Linearity

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INTRODUCTION TO DIFFERENTIAL EQUATIONS

Definition and terminology


CLASSIFICATION BY TYPE:
I.

Ordinary differential equation (ODE): contains only ordinary derivatives of


one or more dependent variables with respect to a single independent
variable

II. Partial differential equation (PDE). involves partial derivatives of one or


more dependent variables of two or more independent variables

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INTRODUCTION TO DIFFERENTIAL EQUATIONS

Definition and terminology


CLASSIFICATION BY ORDER
The order of a DE is the order of the highest derivative in the equation.

What about these?

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INTRODUCTION TO DIFFERENTIAL EQUATIONS

Definition and terminology


CLASSIFICATION BY LINEARITY

General form of a Differential Equation:


, , , , = 0
(4)

I. Linear
An nth-order ordinary differential equation is said to be linear if is linear in
(, , , ). This means that an nth-order ODE is linear when (4) is:
() + 1 (1) + + 1 + 0 = 0
Properties:

The dependent variable and all its derivative , , , () are of the rst degree (the power of
each term involving is 1).
The coefcients 0 , 1 , , of y, , , depend at most on the independent variable

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INTRODUCTION TO DIFFERENTIAL EQUATIONS

Definition and terminology


CLASSIFICATION BY LINEARITY

General form of a Differential Equation:


, , , , = 0
(4)

I. Linear
Example:

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10

Definition and terminology


CLASSIFICATION BY LINEARITY

General form of a Differential Equation:


, , , , = 0
(4)

II. Nonlinear
A nonlinear ordinary differential equation is simply one that is not linear.
Nonlinear functions of the dependent variable or its derivatives, such as sin
or , cannot appear in a linear equation.

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11

Definition and terminology


SOLUTION OF AN ORDINARY DE

General form of a Differential Equation:


, , , , = 0
(4)

We assume that it is possible to solve an ordinary differential equation in the form


(4) uniquely for the highest derivative in terms of the remaining + 1
variables. That is:

= , , , ,

normal form

Example:

I. 4 + =
II. + 6 = 0

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12

Definition and terminology


SOLUTION OF AN ORDINARY DE
Definition: Any function , dened on an interval I and possessing at least n
derivatives that are continuous on I, which when substituted into an nth-order
ordinary differential equation reduces the equation to an identity, is said to be a
solution of the equation on the interval.
In other words, a solution of an nth-order ordinary differential equation (4) is a
function that possesses at least n derivatives and for which:

, , , , () = 0

for all in I

We say that satises the differential equation on I


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Definition and terminology


EXAMPLE: Verify that the indicated function is a solution of the given
differential equation on the interval ,
a)

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1/2 ;

1 4

16

b) 2 + = 0;

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14

Definition and terminology


EXPLICIT AND IMPLICIT SOLUTIONS
Explicit: A solution in which the dependent variable is expressed solely in
terms of the independent variable and constants
=

1 4
,
16
1/2

= , =

, 2 + = 0, + = 0

Implicit: there exists at least one function that satises the relation as well as
the differential equation on I
2 + 2 = 25 is an implicit solution of the DE

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15

Initial value problems


Find a solution to satisfy certain prescribed side conditions. That is,
conditions imposed on the unknown function () and its derivatives
at a point 0
S:

S :

= , , , ,

0 = 0 , (0 ) = 1 , ,

(0 ) = 1

Where:
0 , 1 , , 1
are arbitrary real constants and the values
0 , 0 , , (1) 0
are called initial conditions
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Initial value problems


EXAMPLE:
Solve:

Subject to:

0 = 0

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= ,

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17

Initial value problems


EXAMPLE:
Solve:

2
2

Subject to:

0 = 0 , 0 = 1

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= , ,

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18

Initial value problems


EXAMPLE 1: given = as a solution for the ODE = find for:
0 =3
1 = 2

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19

D.E. AS MATHEMATICAL MODELS


It is often desirable to describe the behavior of some real-life system
or phenomenon, whether physical, sociological, or even economic, in
mathematical terms.
Construction of a mathematical model of a system starts with:
a. Identification of the variables that are responsible for changing the system.
b. Make a set of reasonable assumptions, or hypotheses, about the system we
are trying to describe.
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D.E. AS MATHEMATICAL MODELS

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21

Falling bodies and air resistance


Analytical Solution to the Falling Parachutist Problem
=

F = +

Problem Statement: A parachutist of mass 68.1 kg jumps out


of a stationary hot air balloon. Use Eq. (1.10) to compute
velocity prior to opening the chute.
The drag coefficient is equal to 12.5 kg/s.

=
=

=
(1

K = proportionality constant called the drag coefficient (kg/s)


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Homework
#1
EXERCISES 1.1: 1,3,5,7,9,10,11,13,15,17
#2
EXERCISES 1.1: 23
EXERCISES 1.2: 1,2,3,5,7,9,11,13,35-38

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23

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