ENGIANA

Differential Equations
Lesson 1

Introduction
Definition
Classification of Differential Equations (DE)
Solution of a DE

1
Introduction
In science, engineering,
economics, and in most
areas having a quantitative
component, we are
interested in describing
how systems evolve in
time, that is, in describing a
system’s dynamics.

2
Introduction
• In this time series plot of a
generic state function u = u(t)
for a system, one can monitor
the state of a system (e.g.
population, concentration,
temperature, etc) as a function
of time.
• However, such curves or
formulas tell us how a system
behaves in time, but they do
not give us insight into why a
system behaves in the way we
observe.
 Introduction
 Thus, we try to formulate explanatory
models that underpin the understanding we
seek.
 Often these models are dynamic equations
that relate the state u(t) to its rates of change,
as expressed by its derivatives u′(t), u′′(t), ...,
and so on.
Definition
Differential Equation (DE)

Is a mathematical equation containing

differentials of variables or the derivatives of one
or more unknown functions (or dependent
variables), with respect to one or more
independent variables.

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 Differential Equation

g
' ' sin   0
L
This equation models the angular
deflections θ = θ(t) of a pendulum of length
L.
 Differential Equation

1
Rq ' q  sin t
C
This equation models the charge q = q(t) on
a capacitor in an electrical circuit containing a
resistor and a capacitor, where the current is
driven by a sinusoidal electromotive force sin
ωt operating at frequency ω.
 Differential Equation

 p
p'  rp 1  
 K
In this third equation, called the logistic equation,
the state function p = p(t) represents the
population of an animal species in a closed
ecosystem; r is the population growth rate and K
represents the capacity of the ecosystem to
support the population.
Differential Equation

mx' '  x

This equation represents a model of

motion, where x = x(t) is the position of
a mass acted upon by a force −αx.
Classification
By Type

1. Ordinary DE (ODE) – a DE containing only

ordinary derivatives of one or more unknown
functions with respect to a single independent
variable.

2. Partial DE (PDE) – a DE involving partial

derivatives of one or more unknown
functions of two or more independent
variables
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Notation on ODEs
2 3
 Leibniz notation dy d y d y
, 2 , 3 , etc.
dx dx dx

 Prime notation ( 4)
y' , y' ' , y' ' ' , y , etc.

 Newton’s Dot Notation

2
ds
2
 32  s  32
dt
Notation on PDEs
 Leibniz Notation  u  u
2 2
u
 2 2
x 2
t t

 Subscript Notation u xx  utt  2ut

 Classification
By Type
ODE

dy d 2 y dy dx dy
 5y  ex 2
  6y  0   2x  y
dx dx dx dt dt

PDE

 2u  2u  2u  2u u u v
 2 0  2 2 
x 2
y x 2
t t y x
13
 Classification
By Order

The order of a DE (either ODE or PDE) is the

order of the highest derivative in the equation

3
d 2 y  dy 
 5   4 y  e x
2nd order DE
dx 2  dx 

2nd order 1st order

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 Classification
Identify the Order
ODE

dy d 2 y dy dx dy
 5y  ex 2
  6y  0   2x  y
dx dx dx dt dt

PDE

 2u  2u  2u  2u u u v
 2 0  2 2 
x 2
y x 2
t t y x
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Classification
By Order

The 1st ODE in differential form

M x, y dx  N x, y dy  0
while the nth order ODE in one dependent
variable is expressed in general form:


F x, y, y' ,, y n 
 0
where F is a real-valued function of n+2 variables
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Classification
By Order

The normal form of the nth order ODE in one

dependent variable is:

 
n
d y n 1
n
 f x, y, y' ,, y
dx
1st –order ODE 2nd –order ODE

 f  x, y 
dy 2
 f  x, y , y ' 
d y
dx dx 2
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 Classification
By Linearity

Linear – if F is linear in y, y’, …, yn.

dny d n1 y
an x  n  an1 x  n1    a1 x   a0 x  y  g x 
dy
dx dx dx

Nonlinear – one that is not linear

- with nonlinear function of dependent
variables or its derivatives (e.g. sin y, ey, etc)

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 Classification
By Linearity
Linear
 y  x dx  4 xdy  0 d 3
y dy
x 3
 x  5y  0
y"2 y  y  0 dx 3
dx

Nonlinear

d2y
1  y y'2 y  e x
2
 sin y  0 d4y
 y 2
0
dx dx 4

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 Solution of an ODE
Definition
Any function Φ, 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.

F x, y, y' ,, y n 
 0
Φ is a solution the differential equation on I iff it satisfy the
nth-order ODE


F x, x , ' x ,,  n 
x  0 20
Solution of an ODE
Explicit & Implicit Solution
Explicit - any solution that is given in the
form y = f(x) dy x 4
 xy ; y 
12

dx 16
Implicit - is any solution that isn’t in explicit
form. dy x
 ; y  x 3
2 2

dx y
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Solution of an ODE
Interval
For any solution of an ODE it is always
accompanied by an interval.
This is also called the interval of definition, the
interval of existence, the interval of validity or
the domain of the solution.

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Solution of an ODE
Verification of a Solution

Verify if the function is a solution of the DE on the

interval (- ∞, +∞)
4
1. dy x
 xy ; y 
12

dx 16

2. y"2 y' y  0; y  xe x

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 Exercise
Determine the order of the DE and if it is linear or
nonlinear:

1. (1  x) y"4 xy '5 y  cos x

d 2u du
2. 2
  u  cosr  u 
dr dr
3. t 5 y 4   t 3 y  6 y  0
4
d y  dy 
3
4. x 3    y  0
dx  dx 
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 Exercise
Determine the order of the DE and if it is linear or
nonlinear:
2
 dy 
2
d y
5.  1  
 dx 
2
dx
 x 
6. x  1   x  x  0
 3
7. (sin  ) y  cos  y  2
d 2R k
8. 2
 2
dt R
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 Exercise
Determine if the 1st-order DE is linear in the
indicated dependent variable

9. y 2

 1 dx  xdy  0
(i) in y
(ii) in x


10. udv  v  uv  ue du  0
u

(i) in v
(ii) in u

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 Exercise
Verify if the function is a solution of the DE
assuming an appropriate interval I for the solution
x 2
11. 2 y' y  0; y  e

12. y" y  tan x; y  (cos x) ln(sec x  tan x)

13. y"6 y '13 y  0; y  e 3x

cos 2 x
dy 6 6 20t
14.  20 y  24; y   e
dt 5 5

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Systems of an ODE
Solution of a System

is a pair of differentiable functions x = ϕ1(t)

and y =ϕ2(t)which are defined on a common
interval I and satisfying each equation of the
system on this interval.

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 Homework
Verify if the function is a solution of the DE
assuming an appropriate interval I for the solution

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 Homework
In Problems 37 and 38 verify that the indicated pair
of functions is a solution of the given system of
differential equations on the interval (-∞, ∞).

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