Scribd
Upload
24 views

Intro

This document provides an overview and introduction to differential equations. It defines what a differential equation is, the meaning of solving one, and associated concepts like order, independent variables, dependent functions, ordinary vs. partial differential equations, linear vs. nonlinear equations, and systems of differential equations. Examples are provided to illustrate each concept. The document concludes by listing examples of differential equations of increasing complexity to demonstrate the progression of topics that will be covered.

Uploaded by

Funmath
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
24 views

Intro

This document provides an overview and introduction to differential equations. It defines what a differential equation is, the meaning of solving one, and associated concepts like order, independent variables, dependent functions, ordinary vs. partial differential equations, linear vs. nonlinear equations, and systems of differential equations. Examples are provided to illustrate each concept. The document concludes by listing examples of differential equations of increasing complexity to demonstrate the progression of topics that will be covered.

Uploaded by

Funmath
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 2

MATH 246: Chapter 0 Section 0: Course Introduction and Overview

Justin Wyss-Gallifent
Main Topics:

• What is a differential equation and what does it mean to solve one?


• Ordinary vs. Partial DEs.
• Order of a DE.
• Linear vs. Nonlinear DEs.
• A system of DEs.

1. What is a differential equation and what does it mean to solve one?

(a) The most straightforward definition of a differential equation (a DE) is that it’s an equa-
tion involving some or all of the following: An unknown function of one or more variables
such as y(t), derivatives of that function such as y ′ , y ′′ , and so on, and other functions of
the same variable(s) such as sin(t) and t2 .
Example: f ′ (t) + f (t) = 10 in which f is our unknown function of t.
Example: y ′′ + 3y ′ − xy = 6 in which y is our unknown function of x.
Example: t2 f ′′ (t) = 5 − f ′ (t)(sin t) in which f is our unknown function of t.
dy d2 y
Example: 17 dx − x dx 2 = xy in which y is our unknown function of x.

Example: ∂x u + sin(x)∂y u = y 3 ∂xy u in which u is our unknown function of both x


and y.
(b) Solving a DE means finding a function which makes the DE true when you plug that
function in.
Example: f (t) = et is a solution to the DE f (t) − f ′ (t) = 0.
Example: y(t) = sin(t) is a solution to the DE y + y ′′ = 0.
Example: f (t) = t + e2t is a solution to the DE f ′′ (t) + 4t = 4f (t).
Example: f (x) = x2 is not a solution to the DE xf ′ (x) = f (x).
Just as regular equations can have more than one solution (x2 − 9 = 0 has two solutions)
so can a DE. In fact usually a DE will have infinitely many solutions.
Example: f (t) = 487et is another solution to the DE f (t) − f ′ (t) = 0. You can
probably see lots more now.

2. Associated definitions

(a) A DE is called ordinary (so an ODE) if the unknown function is just a function of one
variable. Otherwise it’s partial (so a PDE). Generally in this course when we talk about
a DE we mean an ODE.
Example: f ′ (t) + 3tf ′′ (t) = et is an ODE.
Example: ux (x, y) + uyx (x, y) + y = 3 is a PDE. If you’ve not seen partial derivatives
beore don’t worry.
(b) The order of a DE is the highest derivative that appears in it. We say things like first-
order and second-order and so on.
Example: x7 f ′ (x) + (cos x)f (x) + x = ex is first-order.
Example: tf (t) + et f ′′ (t) = 1 − f ′ (t) is second-order.
(c) A DE is linear if it can be written as a sum of some or all of:
i. An unknown f multiplied by a coefficient.
ii. Derivatives of the unknown f multiplied by coefficients.
iii. Coefficients.
By coefficients we mean they can be other functions of the same variables that f is,
including just constants, including 0.
Example: The DE 5tf (t) + (ln t)f ′ (t) = 5 is linear.
Example: The DE (tan √ t)y(t) − t3 y ′ (t) + 7y ′′ (t) = 1 is linear.
Example: The DE f (x) x + (1 − x)f ′′′ (x) = f ′ (x) is linear.
Example: The DE f (t)2 + f ′ (t) = 7 is nonlinear because the f (t)2 is not permitted.
Example: The DE sin(y ′ )+y ′ −y = x is nonlinear because the sin(y ′ ) is not permitted.
Example: The DE y ′ y + y = xy is nonlinear because the y ′ y is not permitted.
Clarification perhaps:
A first-order linear differential equation using the variable t and the unknown function y
will have the form
a1 (t)y ′ + a0 (t)y = c(t)
A second-order linear differential equation with the function y(t) will have the form:
a2 (t)y ′′ + a1 (t)y ′ + a0 (t)y = c(t)
An nth order linear DE with the function y(t) will have the form:
an (t)y (n) + an−1 (t)y (n−1) + ... + a1 (t)y ′ + a0 (t)y = c(t)
(d) A system of DEs is just that, a collection of more than one DE where the goal is to find
a single function that makes them all true. The order of such a system is the highest
derivative that appears in any of the DEs.
Example: A first-order system of two linear DEs:

ty + t2 y ′ = et
3y + 5y ′ = sin(t)

3. Moving onwards.
At this point you can probably start to wrap your head around which DEs looks like they might
be easier to handle. The following is a list of DEs of increasing complexity. Even though you
don’t really know how to solve any of these just yet (that’s not true, you can do the first one!)
you can almost certainly look at them in order and get an apprection for the fact that they
start pretty nice and get more convoluted! Don’t worry that some of the words on the right
might not make sense.

y ′ = t2 Explicit first order linear ODE


5y ′ − 4y = 0 Homogeneous first order linear ODE with constant coefficients
2y ′′ + 5y ′ − 4y = 0 Homogeneous second order linear ODE with constant coefficients
7y ′ − 2y = t Nonhomogeneous first order linear ODE with constant coefficients
t 2 y ′ + et y = 1 + t Nonhomogeneous first order linear ODE

With some quirky exceptions our approach will pretty much be like that in that we’ll first
tackle the easier types. This will help us develop some theory which will then support us as
we move to the more complicated types, and then to systems of these.

You might also like