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INTRODUCTION TO
DIFFERENTIAL EQUATIONS
https://youtu.be/XggxeuFDaDU
CLASSIFICATION BY TYPE
Ordinary Differential Equation
- contains only ordinary derivatives of one or more unknown
functions with respect to a single independent variable.
Partial Differential Equation
- involve partial derivatives of one or more unknown functions of
two or more independent variables.
NOTATION
1. Liebniz notation
2. Prime notation
dy d 2 y
dny
, 2 , , n
dx dx
dx
y, y, y, , y n
ORDINARY
DIFFERENTIAL
EQUATION
s , s,
4. Subscript notation
2u 2u
u
2 2
2
x
t
t
u xx utt 2ut
PARTIAL
DIFFERENTIAL
EQUATION
4
x
5 y cos x
2
dx
dx
or 1 x y 4 xy 5 y cos x
is a linear, second order
ODE
Example 2:
sin y cos y 2
d3y
dy
2
or sin 3 cos
d
d
SOLUTION OF AN ODE
DEFINITION 1.1.2
Any function , defined on an interval I and possessing at least n
derivatives that are continuous on I, which when substituted into
an nth-order ODE reduces the equation to an identity, is said to be a
solution of the equation on the interval.
*The interval I in the definition is variously called the interval of definition, the interval of
existence, the interval of validity, ot the domain of the solution.
*It can be an open interval (a, b), a closed interval [a, b], an infinite interval (a,
) and etc.
Solution
x
2 y y 0; y e
x
1 x2
left hand side: 2 e e 2 0
2
Solution Curve
*The graph of a solution
n
equation F x, y, y,, y 0
least
one function
on I.
Example :
1
Verify that y
2 is an explicit solution of the
4 x
2
2
x
y
differential equation
Solution:
1
y
4 x2
2x
y
2
4
1
y
2
4 x
1
2
2x
2
x
y
2
4 x
1
is x : 4 x 2 0 , i.e
2
4 x
x : x
2 o r x 2
Example :
2 y 1
Verify that l n
x is an implicit solution of
y 1
dy
the differential eqn.
y 1 1 2 y
dx
Solution:
2 y 1
ln
x
y 1
ln 2 y 1 ln y 1 x
Differentiating wrt x,
dy
1 dy
1
2 y 1 dx y 1 dx
2
2 y 1 y 1
dy
1
2 y 1 y 1 dx
1
dy
1
dx
2 y 2 2 y 1 dy
1
2 y 1 y 1 dx
dy
2 y 1 y 1
dx
y 1 1 2 y
2 y 1
ln
x is an
y 1
implicit solution of
ODE.
Family of Solutions
Example :
c1e t
Verify that the family of functions y
1 c1e t
dy
is a solution of the differential eqn.
y 1 y
dt
Solution:
t
c1e
y
1 c1e t
dy
dt
t
t
t
t
1
c
e
c
e
c
e
c
e
1 1 1 1
c1e t
1 c1e t
1 c e
t
c1e t
1
t
1
c
e
y 1 y
t
c
e
1
The family of functions y
is a solution of
t
1 c1e