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You are on page 1of 26

http://djj.ee.ntu.edu.tw/DE.htm

( )

Office 723 , TEL 33669652

Office hour 1:00~5:00

http://djj.ee.ntu.edu.tw/index.php

E-mail: djj@cc.ee.ntu.edu.tw, djj1@ms63.hinet.net

3, 4 (AM 10:20~12:10)

2 (AM 9:10~10:00)

143

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.

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)

Laplace Transform (Chap. 7)

Transforms

Fourier Transform (Chap. 14)

5

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

d 3 f (t )

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

t

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

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

differentiation with respect to two or more independent variables

2u 2u

2 0

2

x y

x y

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

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

10

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

11

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)

12

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.

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

13

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

(boundary conditions )

(initial conditions)

(boundary conditions )

For the kth order differential equation, the initial conditions can be 0th ~

(k1)th derivatives at some points.

14

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:

15

f t dt

dA t 1

dt

t

1

dt ln t c

t

1

t 2 4 dt ?

A t ln t c

)

(2) order of DE 1

d 2 A(t )

dA(t )

2

1

2

dt

dt

16

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

17

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

(x0, y0)

x-axis

18

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.

19

Example 2

dy/dx = sin(y),

y(0) = 3/2

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

20

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

21

Another way to solve the DE without analytic methods

independent variable x

dy x

f x

dx

dy ( x)

f x

dx

Since

sampling( )

approximation

y xn 1 y xn

f xn

xn1 xn

y xn1 y xn f xn xn1 xn

22

Example:

dy(x)/dx = 0.2xy

dy/dx = sin(x)

(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)

23

(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

24

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

( )

25

(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

26

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