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1 Intro To Differential Equations

1. Differential equations relate functions to their derivatives and are used in fields like mechanics, heat transfer, and dynamics. Ordinary differential equations (ODEs) contain ordinary derivatives while partial differential equations (PDEs) contain partial derivatives. 2. The order of a differential equation refers to the order of the highest derivative present. Linear differential equations involve the unknown function and its derivatives only to the first power. 3. Examples of ODEs include equations relating functions to their first, second, or higher order derivatives with respect to variables like time or position.

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Janina Christelle Ormita
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200 views

1 Intro To Differential Equations

1. Differential equations relate functions to their derivatives and are used in fields like mechanics, heat transfer, and dynamics. Ordinary differential equations (ODEs) contain ordinary derivatives while partial differential equations (PDEs) contain partial derivatives. 2. The order of a differential equation refers to the order of the highest derivative present. Linear differential equations involve the unknown function and its derivatives only to the first power. 3. Examples of ODEs include equations relating functions to their first, second, or higher order derivatives with respect to variables like time or position.

Uploaded by

Janina Christelle Ormita
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Differential Equations

Introduction
Importance/use of differential equations
Terminologies
Order
Degree
Linearity
Differential Equations
➢A differential equation is a mathematical equation
relating some function f to one or more of its
derivatives.
➢ Example:
d2 f
+ 2
df
+ f ( x ) = e x
dx 2 dx
➢ The example involves a function f together with its
first derivative and second derivative.
➢ The objective in solving an equation like this is to find
the function f.
Differential Equations
➢A differential equation is an algebraic equation
that contains some derivatives.
dy d2y dy
+ 5 y = 3t 2
+ 7 + 3y = 0
dt dx dx
➢ Recall that a derivative indicates a change in a
dependent variable with respect to an independent
variable.
➢ In these two examples, y is the dependent variable
and t and x are the independent variables,
respectively.
Differential Equations
We can use other notations:
That is, we can write in;
1. Leibniz Notation,
as
dy d2y dy
+ 5 y = 3t 2
+7 + 3y = 0
dt dx dx

2. Prime Notation,
as
y + 5 y = 3t y  + 7 y  + 3 y = 0
Why study Differential Equations?
➢ Some examples of fields using differential
equations in their analysis include:
➢Solid mechanics & motion
➢heat transfer & energy balances
➢ vibrational dynamics & seismology
➢ aerodynamics & fluid dynamics
➢ electronics & circuit design
➢ population dynamics & biological systems
➢ climatology and environmental analysis
➢ options trading & economics
ODE and PDE
➢ An ordinary differential equation (ODE) is an
equation that contains one or several derivatives of
an unknown function, which we usually call y(x) or
y(t).
➢ The equation may also contain y itself, known
functions of x or t, and constants.
➢ Examples:
y  = sin 2 x y  + 4 y = 0

y + 4 y + 3 y = 0 ( )
x 2 y + 2 y = x 2 + 3 y

dy d2y dy
+ 4 y = e 2t + 10 + 25 y = 0
dt dx 2 dx
ODE and PDE
➢ A partial differential equation (PDE) involve partial derivatives
of an unknown function of two or more variables.
➢ Example:
➢ A PDE with unknown function u of two variables x and y is

 2u  2u
+ =0
x 2 y 2
➢ A PDE with unknown function u of three variables x, t, and y
is
u   2u  2u 
= h2  + 
t   x 2 y 2 
 
Introduction/Terminologies
Definition 1: An equation that involves
the derivatives of a function is called a
differential equation (DE).
Definition 2: A DE that contains only
ordinary (nonpartial) derivatives is called an
ordinary differential equation (ODE).
Examples: ODE’s
dy y
1. = 4. xy'+ y = 3
dx x
5. y ' ' '+ + 2( y ') + y ' = cos x
2
dy
2. + 5 y = 3t
dt
d2y dy
3. 2 + 7 + 3 y = 0
dx dx
Definition 3: A DE that contains partial
derivatives is called a partial differential
equation (PDE).
Examples:
z z
1. =z+x
x y
2z 2z
2. 2 + 2 = x 2 + y
x y

2 y 2 y
3. 2 − 4 2 = 0
t x
Definition 4: The order of an ODE is the order of
the highest ordered derivative appearing in the
equation.
Definition 5: If an ODE can be written as a
polynomial in the unknown function and its
derivatives, then its degree is the power to
which the highest-order derivative is raised.
NO DEGREE (UNDEFINED)
- If the derivative of the function involves;
o Exponential function
o Logarithmic function
o Trigonometric function
Ex: ey’, ln dy/dx, sin y’’, (y’)2/5
Order of Differential Equations
➢ The order of the highest derivative in
a differential equation indicates the order of the
equation.
dy
+ 5 y = 3t First Order Equation
dt
d2y dy
2
+7 + 3 y = 0 Second Order Equation
dx dx
 2T 1 T
− =0 Second Order Partial D.E.
x 2  t
Definition 6: An nth order ODE in the
unknown function y and independent variable
x is linear if it has the form
dny d n −1 y
bn (x ) n + bn −1 (x ) n −1 + ... + b1 (x ) + b0 (x ) y = g (x )
dy
dx dx dx
NOTE : b j (x )( j = 0,1, 2,..., n ) and g (x ) − are functionsthat
depend only on x

DE’s that cannot be put into this form are


nonlinear.
Linear Differential Equations
➢ Both ordinary and partial differential equations are
broadly classified as linear and nonlinear. A
differential equation is linear if the unknown
function and its derivatives appear to the power 1
(products are not allowed) and nonlinear
otherwise.
NON - LINEAR
- If the unknown function & its derivatives involve;
o Exponential function
o Logarithmic function
o Trigonometric function
Ex: ey + x 2 = 3, y’’ = ln y’ + 1, y’ = sin y
➢ Additional Examples: Linear
Differential Equations (LDE’s)
➢ Linear 2
d y dy
+ + 4 y = e x
dx 2 dx

( )
x 2 y + xy + x 2 − 4 y = 5 x

➢ Nonlinear 3
 dy 
2
d y
+ 4  + 3y = 0
 dx 
2
dx
Example: Determine the order, degree,
linearity, unknown function, and
independent variable of the ODE.
1. y ' '−5 xy' = e x = 1 4. y − 5 x( y ') = e x + 1
2

2. y ' ' '−5 xy' = e x + 1 5. y − 5 x( y ') = e x + 1


4

3. y − 5 xy' = e x + 1

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