Differential Equations
( Topics in Advanced engineering Mathematics )
Lecture 01: Sec 1.1
Ch.1 INTRODUCTION TO
DIFFERENTIAL EQUATIONS
1.1 Definitions and Terminology
A differential equation is an equation that contains
derivatives
𝑦′, 𝑦′′, 𝑦′′′ . . . .
The tasks will be to solve such differential equations for
the unknown function 𝑦 = 𝜑(𝑥)
Example:
𝑦 ′′ + 2𝑦′ + 𝑦 = 0
To do so, we will learn some terminology.
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Differential equations are linked to the real world
Examples
How fast does a disease spread?
How fast does a population change?
How fast is a water tanks filled?
involve rates of change, that is, derivatives.
A mathematical model of some experiments,
and/or theories can be some differential equation/s
Example
The model of the atom
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The main goal
How do you solve such an equation for the unknown function
𝑦 = 𝜑(𝑥)?
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Classification of differential equations
by type, order, and linearity
CLASSIFICATION BY TYPE
(1) An equation containing only ordinary derivatives of one
or more dependent variables with respect to a single
independent variable is said to be an ordinary differential
equation (ODE).
Example:
All these are ordinary differential equations
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CLASSIFICATION BY TYPE
(2) An equation involving partial derivatives of one or
more dependent variables of two or more independent
variables is called: a partial differential equation (PDE).
Example:
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Notations to be familiar with
Newton’s dot notation is sometimes used to denote derivatives
with respect to time t. Thus the differential equation
d2 s
2
= − 32 is the same as s̈ = − 32
dt
A subscript notation indicating the independent variables.
Thus
is the same as uxx = utt - 2ut
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CLASSIFICATION BY ORDER
The order of a differential equation (either ODE or PDE) is the
order of the highest derivative in the equation.
The general form of an nth-order ordinary differential equation
in one variable is:
𝐹(𝑥, 𝑦,𝑦′, 𝑦′′, … , 𝑦 (𝑛) ) = 0
where F is a real-valued function of n + 2variables:
𝑥, 𝑦,𝑦′, 𝑦′′, … , 𝑦 (𝑛)
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CLASSIFICATION BY LINEARITY
An nth-order ordinary differential equation is said to be linear if
F is linear in 𝑥, 𝑦,𝑦′, 𝑦′′, … , 𝑦 (𝑛) .
This means that an nth-order ODE
𝑛 𝑛−1
𝑎𝑛 𝑥 𝑦 + 𝑎𝑛−1 𝑥 𝑦 + ⋯ + 𝑎1 𝑥 𝑦 ′ + 𝑎0 𝑥 𝑦 = 𝑔 𝑥
is linear when:
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Examples
Linear
Nonlinear
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Solution
𝜙 satisfies the differential equation on I if
The solution will be denoted by the alternative symbol y(x)
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Interval of Definition
The solution of an ordinary differential equation is a function
and its domain (= interval where the function is defined).
The interval I is called the
interval of definition, or
interval of existence, or
interval of validity, or
domain of the solution
such interval can be
an open interval (a, b), or
a closed interval [a, b], or
an infinite interval (a, ∞), and so on.
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EXAMPLE 1: Verification of a Solution
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Example 1: Continued
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Definition
The trivial solution
A solution 𝑦 = 0 for a differential equation is
called the trivial solution.
Usually it is out of any significant interest.
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EXAMPLE 3: Function versus Solution
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𝑦 = is a function whose domain is (−∞ , 0)∪(0, ∞)
𝑥
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The function 𝑦 = over the domain (−∞ , 0)∪(0, ∞)
𝑥
is a solution to the equation: 𝑥𝑦 ′ + 𝑦 = 0
A solution of a differential equation is a function
defined on some domain,
i.e., a solution of a differential equation =
a function + its domain (= interval of definition)
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Explicit Versus Implicit Solutions
When you can write the solution as 𝑦
= 𝑦(𝑥) = 𝑓(𝑥),
the solution is termed as explicit.
When the solution is given in a complicated form of
𝐺(𝑥, 𝑦) = 0, which can or can't be written explicitly.
Such a solution is called implicit.
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EXAMPLE 4: Verification of an Implicit
Solution
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FAMILIES OF SOLUTIONS
( general solution )
When solving a first-order differential equation 𝐹(𝑥, 𝑦,𝑦′) = 0,
the solution might contain a single arbitrary constant or parameter c.
A solution containing an arbitrary constant (𝐺(𝑥, 𝑦, 𝑐) = 0) represents
a set of solutions called a one-parameter family of solutions.
An nth-order differential equation F(x, y, y`, . . . , y(n)) = 0, might have an
n-parameter family of solutions G(x, y, c 1, c ,2 . . . , c )n = 0
A solution of a differential equation that has some arbitrary
parameters is called a: A general solution or Family of
solutions
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A particular solution
A solution of some differential equation that is free of
arbitrary parameters is called a particular solution.
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A linear combination of all solutions is also a solution 23
for the LINEAR differential equation
EXERCISES
Consider
Q 1 -Q 14 , Q 27 -Q 36
Quizzes will be based on the given exercises.
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