Chapter 1 - Introduction To Differential Equations

EE 222 DE
9/3/2014
Differential Equation
Department of Electrical and Electronics Engineering
Engineering Faculty
Kabul University
Differential Equation
EE 222
Instructor: Ahmad Jawid Yousofzad
Office: 116
Telephone: (070) 674-1343
Email: ajyousofzada@ku.edu.af
Web Site: https://sites.google.com/site/differentialequ/
Course Textbook:
1. Elementary Differential Equations and Boundary Value Problems
9th edition, 2009 by William E. Boyce and Richard C. DiPrima,
ISBN 978-0-470-38334-6.
2. Applied Differential Equations 3rd edition, 1981 by Murray R.
Spiegel, ISBN 0-13-040097-1
Prerequisites:
Calculus III
Chapter 1_Introduction to Differential

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Grading
Midterm exam 2: each 20% grades

Assignment: 10% of grade
Final exam: 50% of grade
Course Syllabus and Lecture schedule
Course Outline
Chapter 1:
Chapter 2:
Chapter 3:
Chapter 4:
Chapter 5:
Chapter 6:
Chapter 7:
Introduction
First Order Differential Equations
Second Order Linear Equations
Higher Order Linear Equations
Series Solutions of Second Order Linear Equations
The Laplace Transform
Systems of First Order Linear Equations

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Chapter 1: Introduction
What are Differential Equations and Its Examples

Types of Differential Equations
Some Basic Mathematical Models; Direction Fields
Solutions of Some Differential Equations
What are Differential Equations

Any equation which contains derivatives, either ordinary
derivatives or partial derivative, like ;
dy/dx = cosx ==> y' = cosx (O.D.E)
y" + 2y' 3y = 0
z/x + z/y = 0
(P.D.E)
Similarly: v = ds/dt, a = dv/dt
Differential Equations plays a very prominent role in Physics,
Engineering, Economics & other disciplines

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Types of Differential Equations

Many types of differential equation are there which are the
following ;
1. Ordinary Differential equation
2. Partial Differential Equation
3. Delay Differential Equation (
)
4. Stochastic Differential Equation
(App: Physical system & Economics)
5. Differential Algebraic Equation (App: Physical system & Eng.)
Ordinary Differential Equation

(ODE) is a differential equation in which the unknown function is a
function of a single independent variable.
y = f(x)
Derivation ;
y = f(x)
y + y = f( x + x)
y = f( x + x ) y
y/ x = f( x + x) f(x)
lim x 0 y/ x = lim x 0 f( x + x ) f(x) / x
dy/dx = lim x 0 f( x + x ) f(x) / x

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Partial Differential Equation

(PDE) is a differential equation in which the unknown function is a
function of multiple independent variables and their partial
derivatives. Like ;
Z = f( x , y)
Keeping y = constant, we can derive ;
Z/ x = lim x 0 f ( (x + x ) , y) f(x , y) / x
Keeping x = constant, we can derive ;
Z/ y = lim x 0 f( x , (y + y) ) f(x , y) / y
Order of Differential Equation

The order of Differential equation is the order of the highest
derivative that appears in equation. Like ;
y' = cosx
Its a 1st order differential Equation.
Similarly ;
y" + 2y' 3y = 0
Its a 2nd order differential equation. Bcaz the order of highest
derivative is 2.

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Degree of Differential Equation

The Degree of the Differential Equation is the degree of the highest
order derivative that appears in the equation.
(d 2y/dx2) 2 + (dy/dx) 3+ 3y = 0
So its 2nd degree Differential Equation, bcoz the degree of
highest order derivative is 2.
Similarly,
(d 2y/dx2) 3 + (dy/dx) 2+ 3y = 0
So its 3rd degree differential Equation.
Some Basic Mathematical Models;

Direction Fields
A differential equation that describes some physical process is
often called a mathematical model of the process.
In this section we begin with two models leading to equations
that are easy to solve (falling object and population).

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Falling of an object problem

1. Beginning by introducing letters to represent various quantities
that may be of interest in this problem
t: time (sec) independent variable
v: velocity (m/sec) dependent variable
: (gamma) drag coefficient
2. The physical law that governs the motion of objects is Newtons
second law:
Continued:
Suppose that m = 10 kg and = 2 kg/s then:
if v = 40, then dv/dt = 1.8. This means that the slope of a solution
v = v(t) has the value 1.8 at any point where v = 40

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Continued:
Similarly, if v = 50, then dv/dt = 0.2
Continued:
if v is less than a certain critical value, then all the line segments
have positive slopes, and the speed of the falling object increases
as it falls
if v is greater than the critical value, then the line segments have
negative slopes, and the falling object slows down as it falls
What is this critical value of v that separates objects whose speed
is increasing from those whose speed is decreasing?

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Continued:
What value of v will cause dv/dt to be zero. The answer is
v = (5)(9.8) = 49 m/s.
solution v(t) = 49 is called an equilibrium solution
Continued:
Direction Fields. Direction fields are valuable tools in studying
the solutions of differential equations of the form

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Population Growth and Decay Problem

Lets identify and name the variables in this model:
t = time (independent variable)
P = the number of individuals population (dependent
variable)
k or r = rate constant or growth rate
The rate of growth of the population is derivative
The rate of growth of the population is proportional to the
population size
Continued:
if , k > 0, then above equation shows that
for all t.
This means that the population is always increasing.
In a given environment has limited resources, many population
start by increasing but the levels off when it approaches its carry
capacity K

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Continued:
For Example: Field Mice and Owls
To a specific purpose suppose that time is measured in months
and that the rate constant r has the value 0.5/month. Then each
term of above equation has the units of mice/month.
Now let us add to the problem by supposing that several owls
live in the same neighborhood and that they kill 15 field mice per
day, the differential equation becomes
Continued:

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Newtons Law of Cooling

According to Newtons law of cooling, the temperature of a body
changes at a rate proportional to the difference between the
temperature of the body and the temperature of the surrounding
medium.
Constructing Mathematical Models:

1. Identify the independent and dependent variables and assign
letters to represent them. Often the independent variable is time.
2. Choose the units of measurement for each variable.
3. Articulate the basic principle that underlies or governs the
problem you are investigating
4. Express the principle or law in step 3 in terms of the variables
you chose in step 1.
5. Make sure that each term in your equation has the same physical
units. If this is not the case, then your equation is wrong and you
should seek to repair it.
6. In the problems considered here, the result of step 4 is a single
differential equation, in more complex problems the resulting
mathematical model may be much more complicated, involving
a system of several differential equations.

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Solutions of Some Differential Equations
Both above equations are of the general form:
Continued:
Consider the equation:

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Continued:
Continued:
The differential equation solved above (population growth)
together with the initial condition form an initial value problem
Now consider the more general problem consisting of the
differential equation
General Solution:

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Continued:
Differential Equations of Populations growth and motion of an
objects:
General Solution:
Continued:
consider a falling object of mass m = 10 kg and drag coefficient
= 2 kg/s. Then the equation of motion becomes:

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Continued:
Solution:
Continued:
Solution:
To find the velocity of the object when it hits the ground, we need to
know the time at which impact occurs. In other words, we need to
determine how long it takes the object to fall 300 m. To do this, we
note that the distance x the object has fallen is related to its velocity
v by the equation v = dx/dt
Let T be the time at which the object hits the
ground; then x = 300 when t = T

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Chapter 1 - Introduction To Differential Equations

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EE 222 DE

Chapter 1_Introduction to Differential

Midterm exam 2: each 20% grades

Chapter 1_Introduction to Differential

What are Differential Equations and Its Examples

What are Differential Equations

Chapter 1_Introduction to Differential

Types of Differential Equations

Ordinary Differential Equation

Chapter 1_Introduction to Differential

Partial Differential Equation

Order of Differential Equation

Chapter 1_Introduction to Differential

Degree of Differential Equation

Some Basic Mathematical Models;

Chapter 1_Introduction to Differential

Falling of an object problem

Suppose that m = 10 kg and = 2 kg/s then:

Chapter 1_Introduction to Differential

Chapter 1_Introduction to Differential

solution v(t) = 49 is called an equilibrium solution

Chapter 1_Introduction to Differential

Population Growth and Decay Problem

Chapter 1_Introduction to Differential

Chapter 1_Introduction to Differential

Newtons Law of Cooling

Constructing Mathematical Models:

Chapter 1_Introduction to Differential

Solutions of Some Differential Equations

Both above equations are of the general form:

Chapter 1_Introduction to Differential

Chapter 1_Introduction to Differential

Chapter 1_Introduction to Differential

Chapter 1_Introduction to Differential

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