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Differential Equations (DE)

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143

"Differential Equations-with Boundary-Value Problem",


7th edition, Dennis G. Zill and Michael R. Cullen
10%, 45%, 45%


(1)
http://djj.ee.ntu.edu.tw/DE.htm
(2)
(3)
40%~90%
(4)
(5)
(6)


Week Number

Date (Wed.)

1.

9/15, 9/17

2.

9/24

3.

9/29, 10/1

4.

10/6, 10/8

5.

10/13, 10/15

6.

10/20, 10/22

7.

10/27, 10/29

8.

11/3, 11/5

9.

11/10: Midterm; (Chaps.1-5), 11/12

10.

11/17, 12/19

11.

11/24, 12/26

12.

12/1, 12/3

13.

12/8, 12/10

Remark
9/22

(Chaps.1-5)

(
)

14.
15.

12/22, 12/24

16.

12/29, 12/31

17.

1/5, 1/7


Introduction (Chap. 1)
First Order DE

(Chap. 2)
(Chap. 3)
(Chap. 8)
(Chap. 4)

Higher Order DE

(Chap. 5)
(Chap. 6)

Partial DE (Chap. 12)


Laplace Transform (Chap. 7)
Transforms

Fourier Series (Chap. 11)


Fourier Transform (Chap. 14)
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Chapter 1 Introduction to Differential Equations


1.1 Definitions and Terminology ( )
(1)Differential Equation (DE): any equation containing derivation
(page 2, definition 1.1)

dy ( x)
1
dx

x:

independent variable

y(x): dependent variable

d 3 f (t )
0 sin(2 t ) f (t )dt dt 3 g t
t

In the text book f(x) is often simplified as f


notations of differentiation
df
dx ,
f ,

d2 f
dx 2 ,

d3 f
dx 3 ,

f ,

f& ,

&
f& ,

f ,
&
&,
f&

fx ,

f xx ,

f xxx ,

d4 f
dx 4 , .
f (4) , .

Leibniz notation
prime notation

&
&
& , .
f&

dot notation

f xxxx , .

subscript notation

(2) Ordinary Differential Equation (ODE):


differentiation with respect to one independent variable
d 3u d 2u du
2
cos(6 x)u 0
3
dx
d x dx

dx dy dz
2 xy z
dt dt dt

(3) Partial Differential Equation (PDE):


differentiation with respect to two or more independent variables
2u 2u
2 0
2
x y

x y

(4) Order of a Differentiation Equation: the order of the highest


derivative in the equation
d 7u
d 6u
du
2 6 3 u 0
7
dx
dx
dx
d2y
dy
x

4
y

e
dx 2
dx

7th order

2nd order

(5) Linear Differentiation Equation:


dny
d n1 y
dy
an x n an1 x n1 L a1 x a0 x y g x
dx
dx
dx
All the coefficient terms are independent of y.
Property of linear differentiation equations:
d n y1
d n1 y1
dy1
a
x

a
x

a
x
a0 x y1 g1 x
If n n
n 1
1
n 1
dx
dx
dx
d n y2
d n1 y2
dy2
an x
an1 x
L a1 x
a0 x y2 g 2 x
n
n 1
dx
dx
dx
and y3 = by1 + cy2, then
d n y3
d n1 y3
dy3
an x n an1 x n1 L a1 x
a0 x y3 bg1 x cg 2 x
dx
dx
dx
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(6) Non-Linear Differentiation Equation


d 2 y dy
( y 3) 2 2 y x
dx
dx
d 2 y dy
2
x

e
dx 2 dx
d 2 y dy
y
x

e
dx 2 dx

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(7) Explicit Solution (page 6)


The solution is expressed as y = (x)
(8) Implicit Solution (page 7)

Example:

dy 2
x
dx

Solution:

1 x2 y 2 c
2

or

y c x2 / 2
y cx /2
2

(implicit solution)

(explicit solution)

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1.2 Initial Value Problem (IVP)


A differentiation equation always has more than one solution.
dy
1 ,
for
dx
y = x, y = x+1 , y = x+2 are all the solutions of the above
differentiation equation.

General form of the solution: y = x+ c, where c is any constant.


The initial value ( x = 0) is helpful for obtain the unique
solution. dy
1
dx
and y(0) = 2
y = x+2
dy
1
dx
and y(2) =3.5
y = x+1.5

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The kth order differential equation usually requires k initial conditions (or
k boundary conditions) to obtain the unique solution.
d2y
1
2
dx

solution: y = x2/2 + bx + c,
b and c can be any constant

y(1) = 2 and y(2) = 3

(boundary conditions )

y(0) = 1 and y'(0) =5

(initial conditions)

y(0) = 1 and y'(3) =2

(boundary conditions )

For the kth order differential equation, the initial conditions can be 0th ~
(k1)th derivatives at some points.
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1.3 Differential Equations as Mathematical


Model
Physical meaning of differentiation:
the variation at certain time or certain place

dA t
kA t
dt
dT
k (T Tm )
dt

A: population

T: ,
Tm:
t:
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f t dt
dA t 1

dt
t

1
dt ln t c
t
1
t 2 4 dt ?
A t ln t c

(1) dependent variable ( page 15


)
(2) order of DE 1
d 2 A(t )
dA(t )

2
1
2
dt
dt
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Review
dependent variable and independent variable

DE
PDE and ODE
Order of DE
linear DE and nonlinear DE
explicit solution and implicit solution
initial value
IVP

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Chapter 2 First Order Differential Equation


2-1 Solution Curves without a Solution
Instead of using analytic methods, the DE can be solved by graphs (
)
dy
f x, y
slopes and the field directions:
dx

y-axis

the slope is f(x0, y0)

(x0, y0)

x-axis
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Example 1

dy/dx = 0.2xy

Fig. 2-1-3(a) of Differential Equations-with BoundaryValue Problem, 7th ed., Dennis G. Zill and Michael R. Cullen.
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Example 2

dy/dx = sin(y),

y(0) = 3/2

Fig. 2-1-4 of Differential Equations-with Boundary-Value


Problem, 7th ed., Dennis G. Zill and Michael R. Cullen.

With initial conditions, one curve can be obtained

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Advantage:
It can solve some 1st order DEs that cannot be solved by
mathematics.

Disadvantage:
It can only be used for the case of the 1st order DE.
It requires a lot of time

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Section 2-6 A Numerical Method


Another way to solve the DE without analytic methods
independent variable x

dy x
f x
dx

x0, x1, x2,

dy ( x)
f x
dx

Find the solution of


Since

sampling( )

approximation

y xn 1 y xn
f xn
xn1 xn

y xn1 y xn f xn xn1 xn

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Example:
dy(x)/dx = 0.2xy

y(xn+1) = y(xn) + 0.2xn y(xn )*(xn+1 xn).

dy/dx = sin(x)

y(xn+1) = y(xn) + sin(xn)*(xn+1 xn). .

dy/dx = sin(x), y(0) = 1,


(a) xn+1 xn = 0.01,
(b) xn+1 xn = 0.1,
(c) xn+1 xn = 1,
(d) xn+1 xn = 0.1, dy/dx = 10sin(10x)
Constraint for obtaining accurate results:
(1) small sampling interval (2) small variation of f(x, y)

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(a) 1

(b) 1

0.5

0.5

-0.5

-0.5

-1

-1

-1.5

10

(c)

-1.5

10

10

(d)

0.5

0.5

-0.5

-0.5

-1

-1

-1.5

-1.5

10

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Advantages
-- can be used for solving a complicated DE (not constrain for the 1st
order case)
-- suitable for computer simulation
Disadvantages
-- more time for computation
-- numerical error

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Exercises that are worth practicing


(not homework, but are encouraged to practice)
1-1: 1, 13, 19, 23, 33
1-2: 3, 13, 21, 33
1-3: 2, 7, 28
2-1: 1, 13, 20, 25, 33
2-6: 1, 3

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