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Definitions and terminology Initial-value problems Differential equations as mathematical models
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Differential equations
Definition:
A differential equation contains the derivates of one dependent variables with respect to one or more independent variables. Examples:
1. 2.
dy = 2x + 3 dx
d 2y dy + 3 + ay = 0 2 dx dx
3.
z z + = 6x 4 y x y
4.
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2 z = 2x y xy
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F ( x , y , y ' , K, y ( n ) ) = 0
Normal form of
d y ( n 1) = f ( x , y , y ' , K, y ) n dx
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Example:
st 1
order ODE
The first-order differential equation contain only y and may contain y and given function of x.
F ( x, y, y ') = 0 y ' = f ( x, y )
Exemple:
4 xy + y = x
y = ( x y ) / 4 x
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CLASSIFICATION BY TYPE
Differential equations are divided into two types. 1. An equation involving only derivatives of a single independent variable is called an ordinary differential equation (ODE). 2. An equation involving the partial derivatives of one or more dependent variables of two or more independent variables is called a partial differential equation (PDE).
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Basic Concepts
Partial Differential Equations
An unknown function (dependent variable) of two or more independent variables (e.g. x and y)
z z + = 6x 4 y x y
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u u + 2 =0 2 x y
2 2
Basic Concepts
(ii) Order
The order of the differential equation is order of the highest derivative in the differential equation.
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dy = 2x + 3 dx 2 d y dy + 3 + 9y = 0 2 dx dx
d y dy + + 6y = 3 3 dx dx
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Basic Concepts
(iii) Degree
The degree of a differential equation is the power of the highest order derivative term in the differential equation.
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d y dy + 3 + ay = 0 2 dx dx
d y dy + + 6y = 3 3 dx dx
d y dy 2 + +3= 0 dx dx
2
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(iv) Linearity
In general, an nth-order differential equation is said to be linear if it can be written in the form
dny d n 1 y dy an ( x) + a n 1 ( x ) + L + a1 ( x ) + a 0 ( x ) y = g ( x ). n 1 n dx dx dx
Two properties of a linear ODE: 1) y, y , y(n) are of the first degree. 2) Coefficients a0, a1, , an depend at most on x.
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d2y dy + 3 x + 9 y = 0. 2 dx dx
d y dy + + 6y = 3 3 dx dx
3 4
is linear.
is non - linear because the 2nd term is not of degree one. is non - linear because of the 2nd term
dy 2 d y 3 x +y =x 2 dx dx Diff_Eq_2_2011
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dy d2y a2 ( x) 2 + a1 ( x) + a0 ( x) y = g ( x) dx dx
(1 y ) y '+2 y = e x
d4y + y2 = 0 dx 4
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Solution of an ODE
DEFINITION
Solution of an ODE
Any function , defined on an interval I and possessing at least n derivatives that are continuous on I, when substituted into an nth-order ODE reduces the equation to an identity.
F ( x , y , y ' , K, y ) = 0
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(n)
(*)
PARTICULAR SOLUTIONS
DEF. 1. A solution of a differential equation that is free of arbitrary parameters is called a particular solution. DEF. 2. A differential equation may have an additional solution that cannot be obtained from the general solution and is then called a particular solution.
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Basic Concept
General solution vs. Particular solution
y ' = y = c = cosx sinx + c 3 , 2 ,....
Basic Concept
Particular solutions
y' xy ' + y = 0
Example The general solution : y=cx-c2 A particular solution : y=x2/4
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Initial-value Problems
Introduction: A solution y(x) of a DE satisfies an initial condition. Example: On some interval I containing xo, dny solve = f ( x, y, y ' , K, y ( n1) ) dx n subject to y ( x 0 ) = y0 , y ' ( x0 ) = y1 , K, y ( n1) ( x0 ) = yn1 (1) This is called an Initial-Value Problem (IVP). y(xo) = yo , y(xo) = y1 ,, y ( n1) ( x0 ) = yn1 are called initial conditions.
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Basic Concept
Def: A differential equation together with an initial condition is called an initial value problem(or a Cauchy problem)
y ' = f ( x, y ) y ( x 0) = y 0
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dy solve : = f ( x, y ) dx subject to : y ( x0 ) = y0
and
d y = f ( x, y, y ') 2 dx y ( x0 ) = y0 , y '( x0 ) = y1
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Basic Concept
Theorem (Existence and uniqueness):
The I.V.P. always has a unique solution in a rectangle containing the point (x0, y0), if f and fx are continuous there.
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d s = g 2 dt v ( 0 ) = v0 , s ( 0 ) = s 0 .
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d 2x mg k ( s + x ) = m 2 dt
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SIMPLE PENDULUM
A simple pendulum consists of a rod to which a mass is attached at one end. For a simple pendulum of length l, at an angle of with the vertical, Newtons Second Law gives
d g + =0 2 dt l
2
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Series Circuits
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Outline
Separation of Variables Exact equations Integrating Factors Homogenous equations First Order Ordinary Differential equation
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Separation of variables
DEFINITION
Separable Equations
A first-order DE of the form dy/dx = g(x)h(y) is said to be separable or to have separable variables.
Rewrite
dy p ( y ) = g ( x) dx
p( y )dy = g ( x )dx
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or
H ( y ) = G( x ) + c
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Separation of variables
A separable differential equation can be expressed as the product of a function of x and a function of y.
dy = g ( x) h ( y) dx
Solve:
h( y) 0
dy = 2 xy 2 dx (1 + x ) dy - y dx = 0.
y = 6 x + e x
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dy 2 x2 = 2 x (1 + y ) e dx
y = tan e + C
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x2
Now if z = f(x, y) = c,
f dx + f dy = 0 x y
Exact Equations
DEFINITION
Exact Equation
An expression M(x, y) dx + N(x, y) dy is an exact differential in a region R corresponding to the differential of some function f(x, y). A first-order DE of the form M(x, y) dx + N(x, y) dy = 0 is said to be an exact equation, if the left side is an exact differential.
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Exact Equations
THEOREM
Consider a first-order DE of the form M(x, y) dx + N(x, y) dy = 0 Let M(x, y) and N(x, y) be continuous and have continuous first partial derivatives in a region R defined by a < x < b, c < y < d. Then a necessary and sufficient condition that M(x, y) dx + N(x, y) dy be an exact differential is M N
y
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x
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f M ( x, y ) = x
f N ( x, y ) = y
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Existance of Solution
Since f/x = M(x, y), we have
f ( x, y ) = M ( x, y )dx + g ( y )
Differentiating with respect to y and assume f/y = N(x, y) Then f = M ( x, y )dx + g ' ( y ) = N ( x, y ) y y
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g' ( y ) = N ( x , y ) M ( x , y )dx y
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After
2 N ( x, y ) M ( x, y)dx = N x M y = 0 x yx
(does not depend on x) Integrate with respect to y to get g(y). S Substitute the result we obtain the implicit solution f(x, y) = c.
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Integrate with respect to y to get g(y), and substitute the result we obtain the implicit solution f(x, y) = c.
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Exact Equations
Exact?
M ( x, y )dx + N ( x, y )dy = 0
F F dx + dy = dF x y
General solution: F (x,y) = C
For example
M N = y x
dy x +y=0 dx
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xy = C
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