A Little About Myself: COMSATS Islamabad
A Little About Myself: COMSATS Islamabad
Main topics
• Basic definitions and terminology.
• 1st/2nd Order Differential Equations and their Applications.
• Higher Order Linear Homogeneous and Non-homogeneous Differential
Equations with Constant/variable Coefficients.
• Series Solution of Differential Equations.
• Laplace Transformation
• System of Simultaneous Linear Differential Equations.
Books Recommended
Course Book:
For interest:
dv
m F t , v
dt
d 2u du
m 2
F t, u ,
dt dt
Examples
d2y d 2x
1. 2
2
x
dt dt
dy
2. 5y 1
dt
3 . y x dx 4 xdy 0
2 3
d y dy
4. 2
7 8y 0
dx dx
Partial differential equation:
An equation involving partial derivatives of one or more dependent
variables with respect to two or more independent variables is called
a partial differential equation (PDE).
Examples
f f
1. x y nf
x y
u v
2.
y x
2u 2u u
3. 2
x 2
t 2
t
4
u 2
u
4. a 2
0
x 4
t 2
Classification by order
Definition:
The order of a differential equation (either ODE or PDE) is the order
of the highest derivative in the equation.
Examples
3
d2 y dy
1. 2 2b y 0 2nd orderODE
dx dx
dy
2. 4x y x 1st orderODE
dx
2u u
4 2
3. a 4 2 0 4th orderPDE
x t
In symbols we can express an nth-order ordinary differential equation in
one dependent variable by the general form
dy dny
F x , y , , . . . , n 0
dx dx
or
F x , y , y , . . . , y n 0
Definition :
The degree of a differential equation is the greatest exponent of the highest
order derivative that appears in the equation. (The dependent variable and its
derivatives should be expressed in a form free of radicals and fractions).
Examples
3
d2y dy
1. 2
2b y 0 degree 1st
dx dx
2
dy
2. 5 y 1 degree 2
dt
2 3/ 2
dy d2y
3. 1 2 degree 2 after removing the radical
dx dx
by squaring both sides of the eq.
Classification by linearity
Definition :
A differential equation is said to be linear if it can be written in the
form
dny d n1 y dy
an x n an1 x n1 . . . a1 x a0 x y gx
dx dx dx
It should be observed that linear differential equations are characterized by two
properties:
i) The dependent variable y and all its derivatives are of the first
degree, i.e. the power of each term involving y is one.
Exercise 1.1
Questions 1-10
• Classification by types.
• Classification by order.
• Classification by linearity.