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Engineering Mathematics II
Week 1
Introduction to Differential
Equations
Week 1
Introduction to Differential Equations
Subtopics:
• Definitions and Terminology
• Initial-Value Problems
• Differential Equations as
Mathematical Models
Definitions and Terminology
Example:
dy
0 . 2 xy is a differential equation
dx
where:
dy/dx is the derivative
y is the dependent variable
x is the independent variable
Definitions and Terminology
dy dy
Leibniz notation 0 . 2 xy
dx dx
y Newton’s ‘dot’ notation y 0 . 2 xy
Definitions and Terminology
• Linear
• Non linear
Definitions and Terminology
Types of DE
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
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
u v
3. 2 dependent variables u and v
y x 2 independent variables y and x
Definitions and Terminology
Order of
DE
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
More examples:
4. y 4y 0
,, Second order
Linearity
Properties of a linear ODE are:
a) The dependent variable y and all its derivatives y’, y’’,…..y(n)
of the first degree, i.e. the power of each term involving y is 1
dny d n 1 y dy
an ( x) n an 1 ( x) n 1 ..... 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
dx Power not 1.
Note that non linear functions such as sin y or eyy 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, 2 order ODE
nd
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 ( 4)
y 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
Non linear, 2nd order ODE Non linear, 2nd order ODE
Definitions and Terminology
More examples:
dx
1. 2x 0 Linear, homogenous
dt
d 2x dx
2. 2
2 3x 0 Linear, homogenous
dt dt
2
dx Nonlinear
3. x 0
dt
y x Nonlinear
x 0
4. t t
dx Linear, nonhomogenous
5. 2x t2
dt
Definitions and Terminology
Solution of an ODE
Any function φ, defined on an interval I and
possessing at least n derivatives that are
continuous on I, which when substituted into an n-
th order ODE reduces the equation to an identity, is
said to be a solution of the equation on the
interval.
F(x, φ(x), φ’(x),….., φ(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
y x
16
Function
y xe x
Function
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 y 4. x x
16 4
1/ 2
1 4 1 2 1 3
Right-hand side xy
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:
Right-hand side: 0.
Both sides are the same for every real number x, thus the given function is
the solution for the DE.
Definitions and Terminology
Initial-Value Problem
An ODE with initial condition y(x0) = y0 where
values of x0 and y0 are known.
Important:
To solve an n-th order 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
Example:
Solve the initial-value problem.
dy
3y y (0) 5.7
dx
Initial-Value Problem