KNF1023

Engineering Mathematics II

Week 1
Introduction to Differential
Equations
 Week 1
Introduction to Differential Equations

Subtopics:
Definitions and Terminology
Initial
Initial--Value Problems
Differential Equations as
Mathematical Models
 Definitions and Terminology

Definition of a Differential Equation:

An equation containing the derivatives
of one or more dependent variables,
variables,
with respect to one or more
independent variables,
variables, is said to be a
differential equation (DE).
 Definitions and Terminology

What are derivatives?

Derivatives are measures of how a
function changes as its input change
rates of changes.
changes.
 Definitions and Terminology

Example:
dy
0.2 xy is a differential equation
dx
where:
dy//dx is the derivative
dy
y is the dependent variable
x is the independent variable
 Definitions and Terminology

Different notations for derivatives:

y' prime notation y ' 0.2 xy

dy dy
Leibniz notation 0.2 xy
dx dx

y Newtons dot notation y 0.2 xy
 Definitions and Terminology

Ordinary Differential Equations

Type (ODE)
Partial Differential Equations
(PDE)

Differential 1st order, 2nd order, ...., nth

Order order
Equation

Linearity Linear
Non linear
 Definitions and Terminology

Types of DE

Ordinary Differential Partial Differential

Equation (ODE) Equation (PDE)
One or more dependent One or more dependent
variables with respect to a variables with respect to 2 or
single independent variables. more independent variables.
 Definitions and Terminology

Ordinary Differential Equation (ODE)

Examples:
dy dependent variable y
1. 5y ex
dx independent variable x

d 2 y dy
2.
2
6y 0 dependent variable y
dx dx independent variable x

dx dy
3. 2x y 2 dependent variables x and y
dt dt independent variable t
 Definitions and Terminology

Partial Differential Equation (PDE)

Examples:
2u 2u dependent variable u
1. 2 0
x y
2 2 independent variables x and y

2u 2u u dependent variable u
2. 2 2
x 2
t t 2 independent variable x and t

3. u v
2 dependent variables u and v
y x 2 independent variables y and x
 Definitions and Terminology

Order of
DE

The order of a differential equation (ODE

or PDE) is the order of the highest
derivative in the equation.
 Definitions and Terminology

Order of a Differential Equation:

Examples:
dy First order
1. 5y ex
dx
d 2 y dy
2.
2
6y 0 Second order
dx dx
2 3
d y dy
3.
2
5 4 y e x
Second order
dx dx
 Definitions and Terminology

Order of a Differential Equation:

More examples:

4. y 4y 0
,, Second order

5. 2 x 2 y10 y( 4 ) 3 xy,, xy Fourth order

6. x y y 2e y ( x 2) y
2 ,,, , x ,, 2 2
Third order
 Definitions and Terminology

Linearity
Properties of a linear ODE are:
a) The dependent variable y and all its derivatives y, y,..y(n)
of the first degree,
degree, i.e. the power of each term involving y is 1

b) The coefficients a0, a1,., an of y, y,..y(n) depend on the

independent variable x (not y).

dny d n1 y dy
an ( x) n an1 ( x) n1 ..... a1 ( x) a0 ( x) y g ( x)
dx dx dx
 Definitions and Terminology

Examples:
Non linear.
1. (1 y ) y '2 y e x
Coefficient depends on y.

2
d y
2.
2
sin y 0 Non linear.
dx Non linear function on y.
4
d y Non linear.
3.
4
y 2
0 Power not 1.
dx
Note that non linear functions such as sin y or ey cannot appear
in a linear equation.
 Definitions and Terminology

Exercises:
State the order of the given ODE and determine whether the
equation is linear or non linear. 2
5. d y dy 2
1. (1 x) y"4 xy'5 y cos x 2
1 ( )
Linear, 2nd order ODE dx dx
Non linear, 2nd order ODE

d 3 y dy 4 d 2R k
2. x 3 ( ) y 0 6. 2
2
dx dx dt R
Non linear, 3rd order ODE Non linear, 2nd order ODE

3. t 5 y ( 4) t 3 y' '6 y 0 7. (sin ) y ' ' '(cos ) y ' 2

Linear, 4th order ODE Linear, 3rd order ODE


x2
x (1 3 ) x x 0
2
d u du
4. 2 u cos(r u) 8.
dr dr nd
Non linear, 2 order ODE Non linear, 2nd order ODE
 Definitions and Terminology

A linear differential equation can be

further classified as homogenous
and nonhomogenous equation.
 Definitions and Terminology

Homogenous equations are when linear

equations are arranged such that the right-
right-hand
side is zero
zero..
Examples:
1. dx
4x 0
dt
2. 4 dx (sin t ) x 0
dt
 Definitions and Terminology

Nonhomogenous equations are when linear

equations are arranged such that the right-
right-hand
side is non
non--zero
zero..
Examples:
1. d 2 x dx
2
t 4 sin t
dt dt
2
2. d f df
2
4x cos 2 x
dx dx
 Definitions and Terminology

More examples:
dx
1. 2x 0 Linear, homogenous
dt
d2 x dx
2. 2
2 3x 0
dt dt Linear,, homogenous
Linear
2
dx
3. x 0 Nonlinear
dt
dx
2x t2
4. dt Linear,, nonhomogenous
Linear
 Definitions and Terminology

Solution of an ODE
Any function , defined on an interval I and
possessing at least n derivatives that are continuous
on I, which when substituted into an n-n-th order
ODE reduces the equation to an identity, is said to
be a solution of the equation on the interval.

F(x, (x), (x),.., (n)(x)) = 0 for all x in I

 Definitions and Terminology

Notes:
Unlike algebraic equations where solution for equation such as
4x + 2 = 10 are expected to be number with x=2, solution of a
differential equation is not a single value but a function (or a
family of functions).
 Definitions and Terminology
Examples:
Verify that function below is a solution of the given differential equation on
the interval (-
(-, ):
dy
(a) DE xy1/ 2
dx
1 4
Function y x
16

(b) DE y ' '2 y ' y 0

Function y xex
 Definitions and Terminology
Solutions:
One method to verify that a given function is a solution to the given differential
equation is by substituting into both sides of the equation and see whether
each side is the same for every x interval:
dy
(a) Given DE xy1/ 2
dx
1 3 1 3
Left--hand side
Left y 4.x x
16 4
1/ 2
1 4 1 2 1 3
Right--hand side xy
Right 1/ 2
x x x x x
16 4 4

Both sides are the same for every real number x, thus the given function is
the solution for the DE.
 Definitions and Terminology
Solutions:

(b) Given DE y ' '2 y ' y 0

Determine y and y from y xe x and substitute into both sides of DE:

Left--hand side: y' '2 y' y ( xe 2e ) 2( xe e ) xe 0

x x x x x
Left

Right--hand side:
Right 0.

Both sides are the same for every real number x, thus the given function is
the solution for the DE.
 Definitions and Terminology

General Solution of an ODE

A solution containing a number of independent
arbitrary constants equal to the order of the
differential equation is called the general
solution of the equation.
A general solution normally contains a number of arbitrary constants
equal to the order of the differential equation.
A first order DE for example, provides a solution containing a single
arbitrary constant or parameter c.
 Definitions and Terminology

General Solution of an ODE

For example:
The functions x c1 cos 4t and x c2 sin 4t , where
c1 and c2 are arbitrary constants/parameters are
both solutions of the linear differential equation
x' '16 x 0
 Definitions and Terminology

Particular Solution of an ODE

A solution of a differential equation that is free
of arbitrary parameters.
 Initial--Value Problem
Initial

Initial--Value Problem
Initial
An ODE with initial condition y(x0) = y0 where
values of x0 and y0 are known.

Initial value problem :

dy
f ( x, y ) y( x0 ) y0
dx
 Initial--Value Problem
Initial

Important:
Important:
To solve an n-
n-th order Initial-
Initial-Value Problem (IVP):
1) Find the general solutions of the ODE (by integrating)
2) Use initial conditions x0 and y0 to determine numerical
values of the constants in the general solutions.
 Initial--Value Problem
Initial

Example:
Solve the initial-
initial-value problem.
dy
3y y (0) 5.7
dx
 Initial--Value Problem
Initial

1. Find general solution (by integrating):

dy
3y
dx
1
y dy 3dx
ln y 3 x C
e ln y e 3 x C
y e3 x eC With A = eC
y Ae 3 x
 Initial--Value Problem
Initial

2. Substitute initial conditions

y (0) 5.7 x0 0, y0 5.7
into general solution
y Ae 3 x

Found, constant A = 5.7

Thus, the IVP solution is y 5.7e3 x

 DE as Mathematical Models

Source: Erwin Kreyzig, Advanced Engineering Mathematics 9th Edition