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Chapter 3 - Ordinary Differential Equations (ODEs)

Ordinary differential equations (ODEs) depend on a single variable and are used to model physical situations. First-order ODEs contain only the first derivative and may be solved using separation of variables, reduction to separable form using integrating factors, or reduction to exact or linear forms. Linear first-order ODEs can represent circuits and be solved using integrating factors. Initial value problems provide a unique solution given an initial condition. Exercises are provided to solve various first-order ODEs.

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194 views29 pages

Chapter 3 - Ordinary Differential Equations (ODEs)

Ordinary differential equations (ODEs) depend on a single variable and are used to model physical situations. First-order ODEs contain only the first derivative and may be solved using separation of variables, reduction to separable form using integrating factors, or reduction to exact or linear forms. Linear first-order ODEs can represent circuits and be solved using integrating factors. Initial value problems provide a unique solution given an initial condition. Exercises are provided to solve various first-order ODEs.

Uploaded by

Kiến
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Ordinary differential equations

(ODEs)

- Ordinary differential equations (ODEs) are differential


equations that depend on a single variable.
- Modeling: translates a physical situation or some other
observations into a “mathematical model.”
Mathematical Modeling
• A model is very often an
equation containing derivatives
of an unknown function. Such a
model is called a differential
equation

2
Brief review of derivatives
• Derivative is the slope of tangent line.
– Tangent line is a line touching a curve at a point
4

3.5

3 Slope of the tangent line


y=x2. at (x,x2) equals 2x.
2.5

1.5

1
Derivative of x2.
0.5

0
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2

3
Slope of tangent line
• Derivative is the instantaneous rate of change.
10
y=x3+x
8 y’ =3x2+1
6 y’ evaluated at x=-1
4 is 3(-1) 2+1=4.
2

-2 Slope = 4 at (-1,-2).
-4

-6

-8

-10
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2

4
Ordinary differential equation (ODE)
• An ordinary differential equation (ODE) is an
equation that contains one or several
derivatives of an unknown function:

5
Ordinary differential equation (ODE)

• An ODE is said to be of order n if the nth


derivative of the unknown function y is the
highest derivative of y in the equation.
• Concept of Solution: find y as y = h(x) in interval
a<x<b

EXAMPLE1

6
Initial Value Problem
• A particular solution is obtained from a general
solution by an initial condition.

EXAMPLE
4

7
First-order ODEs
- First-order ODEs contain only the first derivative
y’ and may contain y and any given functions of x
.

Or

8
First-order ODEs
• Solve first-order ODSs as follow:

9
First-order ODEs

• Separable ODEs as:

10
First-order ODEs
• Separable ODEs: Example

Ref: page
13 11
First-order ODEs
• Extended Method: Reduction to Separable Form

12
First-order ODEs
• Extended Method: Reduction to Separable Form

Example: Solve as

Solution
:

Ref: page
18 13
First-order ODEs
Example: Solve as

14
First-order ODEs
• Exact ODEs. Integrating
Factors
Condition:

From
:
Then: And:

Ref: page
15
21
First-order ODEs
Exact ODEs:
Example

Ref: page
22 16
First-order ODEs
• Reduction to Exact Form. Integrating
Factors
From
:
Then:
A function F(x,y) is then called an integrating factor
of 12)
A case:

Ref: page
23 17
First-order ODEs
• Reduction to Exact Form. Integrating
Factors
Example: find an integrating factor and solve
the initial value problem:

Ref: page
25 18
First-order ODEs
• Linear ODEs: can be brought into the form

In engineering, r(x) is frequently called the input,


and y(x) is called the output or the response to the
input (and, if given, to the initial condition).

19
First-order ODEs
• Homogeneous Linear ODE:

By separating variables and


integrating:

the general solution of the homogeneous

20
First-order ODEs
• Nonhomogeneous Linear ODE: r(x) is nonzero

From:

Then:

21
First-order ODEs
• Nonhomogeneous Linear ODE (cont..): r(x) is nonzero

22
First-order ODEs
• Nonhomogeneous Linear ODE (cont..): r(x) is nonzero
Example: Electric
Circuit

solve the resulting


ODE for the current
I(t) A (amperes),
where t is time.

23
First-order ODEs
• Nonhomogeneous Linear ODE (cont..): r(x) is nonzero
Example: Electric
Circuit
According to Kirchoff laws the model of the RL-
circuit:

the general solution

Ref: page 24
First-order ODEs
• Nonhomogeneous Linear ODE (cont..): r(x) is nonzero
Example: Electric
Circuit

Ref: page 25
First-order ODEs
• Reduction to Linear Form. Bernoulli Equation
Bernoulli
equation

If a=0 or a=1, Bernoulli equation is linear


Otherwise it is nonlinear, set as:

get the linear ODE


Ref: page 26
First-order ODEs
• Reduction to Linear Form. Bernoulli Equation
Example: Solve the following Bernoulli equation,
known as the logistic equation

Ref: page 27
First-order ODEs

• Existence and Uniqueness of Solutions for


Initial Value Problems: (Optional)

Ref: page 28
Exercises: Solve first-order ODEs

29

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