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Lec 01 ODE PDF

The document provides an introduction to differential equations including: 1) Examples of first-order differential equations that arise in physics, biology, chemistry, and circuits. 2) Definitions of terms related to differential equations including normal form, initial value problem, order, degree, general solution, and linear/nonlinear equations. 3) Discussion of separable differential equations and examples of solving separable equations.

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Mustafa El-Araby
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150 views18 pages

Lec 01 ODE PDF

The document provides an introduction to differential equations including: 1) Examples of first-order differential equations that arise in physics, biology, chemistry, and circuits. 2) Definitions of terms related to differential equations including normal form, initial value problem, order, degree, general solution, and linear/nonlinear equations. 3) Discussion of separable differential equations and examples of solving separable equations.

Uploaded by

Mustafa El-Araby
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Differential Equations

(Introduction to DEs)
(First-order DEs)

Dr. Ahmed Sayed AbdelSamea

Giza, Egypt, Spring 2018


[email protected]
Motivation

Mathematical modeling are developed to describe various


physical phenomena in engineering and science. Many of those
models contains DE such as:
𝒅
• Physics: free falling body (Newton’s 2nd law) (𝒎𝒗) = 𝒎𝒈
𝒅𝒕
𝒅𝑷
• Biology: population growth model = 𝒓𝑷
𝒅𝒕
𝒅𝑨
• Chemistry: radioactive decay 𝒅𝒕
= −𝑨
𝟐
𝒅 𝒊 𝒅𝒊 𝟏 𝒅𝑬
• Circuits: RLC circuits 𝑳 𝟐 + 𝑹 + 𝒊 =
𝒅𝒕 𝒅𝒕 𝑪 𝒅𝒕
• Finance, Psychology, Vibrating spring, Pollution, etc….
Motivation
Definition (Normal Form)
A 1st order DE of the form
𝒚′ = 𝒇(𝒕, 𝒚)
is said to be in normal form. Similarly, an equation of order n,
𝒚(𝒏) = 𝒇(𝒕, 𝒚, 𝒚′ , … . . , 𝒚(𝒏−𝟏) )
is said to be in normal form.
Example write the DE 𝒕 + 𝟒𝒚𝒚′ = 𝟎 into normal form.
Solution

′
−𝒕
𝒚 =
𝟒𝒚
Definition (Initial Value Problem, IVP)
A 1st order DE with an initial condition of the form
𝒚′ = 𝒇 𝒕, 𝒚 , 𝒚 𝒕𝟎 = 𝒚𝟎 .
is called an IVP. A solution of the IVP is a differentiable
function 𝒚 𝒕 that satisfies both the above DE and the IC.
−𝒕𝟐
Example verify that 𝒚 𝒕 = 𝑪𝒆 is a general solution to the DE
𝟏
𝒚′ = −𝟐𝒕𝒚. Give a particular solution if 𝒚 𝟎 = .
𝟐

Example Give a solution for the IVP 𝒚′ = 𝒚𝟐 , 𝒚 𝟎 = 𝟏.


Example Is 𝒚 𝒕 = cos 𝒕 a solution to the DE 𝒚′ = 𝟏 + 𝒚𝟐 ?
Notation
Ordinary DE (ODE) versus Partial DE (PDE)
• ODEs involve only one independent variable, 𝒚 = 𝒇 𝒙 ,
• PDEs involve more than one independent variable, 𝒚 = 𝒇 𝒙, 𝒕 .
Order versus Degree
• The order of a DE is the order of the highest derivative in it.
For example, 𝒚′ is 1st order, 𝒚′′ is 2nd order, etc…
• The degree is the highest power of 𝒙 is 1st degree (linear), 𝒙𝟐 is 2nd
degree (quadratic), etc…
Notation
General solution versus Particular solution
• The general solution of a DE is indicated by the presence of
undetermined constant (infinitely many solutions), whereas the
particular solution is the one which satisfies some initial conditions
(initial value problem, IVP).
Explicit versus Implicit solution
• A function 𝒚 𝒙 is an explicit solution for the ODE if it satisfies the
DE for all 𝒙 is the interval I.
• While 𝑮 𝒙, 𝒚 = 𝟎 is said to be an implicit solution if it defines one or
more explicit solution on I.
Notation
Linear DE versus Non-Linear DE
• The linear ODE is given by :
𝒏 𝒏−𝟏
𝒂𝒏 𝒙 𝒚 + 𝒂𝒏−𝟏 𝒙 𝒚 + ⋯ + 𝒂𝟏 𝒙 𝒚′ + 𝒂𝟎 𝒙 𝒚 = 𝒇 𝒙 ,
Where
𝒂𝒏 𝒙 , 𝒂𝒏−𝟏 𝒙 , … , 𝒂𝟏 𝒙 , 𝒂𝟎 𝒙 and 𝒇 𝒙 are functions of 𝒙.
• Otherwise, it is nonlinear.
Example 𝒚′′ + 𝒚𝟑 = 𝟎 (2nd order nonlinear ODE).
𝟑 𝒅𝒙
Example 𝒕 = 𝒕𝟑 + 𝒙 (1st order linear ODE).
𝒅𝒕
Example 𝒚′′ − 𝒚𝒚′ = cos 𝒙 (2nd order nonlinear ODE).
𝝏𝟐 𝒘 𝟐
𝟐
𝝏 𝒘
Example = 𝒄 (2nd order PDE).
𝝏𝒕𝟐 𝝏𝒙𝟐
Example Verify that ∅ 𝒙 = 𝒙𝟐 − 𝒙−𝟏 is an explicit solution to the
𝒅𝟐𝒚 𝟐
2nd order linear DE − 𝟐𝒚 = 𝟎.
𝒅𝒙𝟐 𝒙

Example Show that 𝝋 𝒙 = 𝑪𝟏 𝒆−𝒙 + 𝑪𝟐 𝒆𝟐𝒙 is an explicit solution


to the 2nd order linear DE 𝒚′′ − 𝒚′ − 𝟐𝒚 = 𝟎 for any choice of the
constants 𝑪𝟏 and 𝑪𝟐 .

Example Show that 𝑮 𝒙, 𝒚 = 𝒚𝟐 − 𝒙𝟑 + 𝟖 = 𝟎 is an implicit


′ 𝟑𝒙𝟐
solution to the 1st order nonlinear DE 𝒚 = on the interval
𝟐𝒚
(𝟐, ∞).

Example verify that 𝟒𝒙𝟐 − 𝒚𝟐 = 𝑪 is an implicit solution to the 1st


order nonlinear DE 𝒚𝒚′ − 𝟒𝒙 = 𝟎.
Sec 2.2: Separable ODE
𝒅𝒚
The ODE = 𝒇 𝒙, 𝒚 is called separable if :
𝒅𝒙

𝒇(𝒙, 𝒚) = 𝒉 𝒚 𝒈(𝒙), then

𝒅𝒚
=𝒉 𝒚 𝒈 𝒙
𝒅𝒙
𝒅𝒚
= 𝒈 𝒙 𝒅𝒙
𝒉 𝒚
Example
𝟏
Solve 𝒚′ =𝟏+
𝒚𝟐

𝒚 − tan−𝟏 𝒚 = 𝒙 + 𝑪

Example
Solve 𝟏 + 𝒙 𝒅𝒚 − 𝒚𝒅𝒙 = 𝟎

𝒚 = 𝑪(𝟏 + 𝒙)
Example Solve the IVP
𝒙
𝒆
𝒚′ = , 𝒚 𝟎 = 𝟏, 𝒚 𝟎 = −𝟒
𝟏+𝒚

𝒚𝟐 + 𝟐𝒚 − 𝟐 𝑪 + 𝒆𝒙 = 𝟎,
𝟏
For: 𝒚 𝟎 = 𝟏 → 𝑪 = ,
𝟐
For: 𝒚 𝟎 = −𝟒 → 𝑪 = 𝟑

Example Solve the IVP


𝒅𝒚
𝒆𝟐𝒚 − 𝒚 cos 𝒙 = 𝒆𝒚 sin 𝟐𝒙 , 𝒚 𝟎 =𝟎
𝒅𝒙
𝒆𝒚 + 𝒚𝒆−𝒚 + 𝒆−𝒚 = 𝟒 − 𝟐 cos 𝒙
Example Solve the IVP
𝒚′ = 𝟏 + 𝒙𝟐 + 𝒚𝟐 + 𝒙𝟐 𝒚𝟐 , 𝒚 𝟎 =𝟏

𝒙𝟑
𝒚 = tan 𝒙 + + 𝝅/𝟒
𝟑
Example Solve 𝒚𝒚′ = 𝟐𝒙 + 𝒆𝟐𝒙 𝒚𝟐 = 𝟐𝒙𝟐 + 𝒆𝟐𝒙 + 𝑪
𝟏
Example Solve 𝒚′ = sec 𝒚 = tan 𝒙 + 𝑪
cos𝟐 𝒙 sec 𝒚 tan 𝒚

𝒚𝒆𝒙
Example Solve the IVP 𝒚′ = 𝒙 𝟐 𝒙 ,𝒚 𝟎 =𝟏
𝒆 +𝒚 𝒆
Example Solve the IVP 𝒚′ = 𝟐 𝒚 + 𝟏 cos 𝑥 , 𝒚 𝝅 = 𝟑
Example Suppose that a radioactive substance
decays according to the model 𝑵′ = −𝜆𝑵(𝒕) ,
𝑵 𝟎 = 𝑵𝟎 .
𝒍𝒏(𝟐)
Show that the half-life time is given by 𝑻𝟏 𝟐 =

( is the decay constant).

𝑵 𝒕 = 𝑵𝟎 𝑒 −𝑡
𝒍𝒏(𝟐)
𝒕 = 𝑻𝟏 𝟐 =

Interval of Existence
It is the largest interval over which the solution of a DE is
defined. The interval should contain a differentiable (hence
continuous) solution.

Example
Find the interval of existence of the solution to the IVP:
𝒚′ = 𝒚𝟐 , 𝒚 𝟎 =𝟏
Solution

−𝟏
𝒚 𝒕 = , 𝒕 ∈ (−∞, 𝟏)
𝒕−𝟏
Example Find the interval of existence of the solution
to the IVP:
𝟐𝒕 𝟏+𝒚𝟐
𝒚′ = − , 𝒚 𝟎 = 𝟏.
𝒚

𝟐
𝟏+ 𝒚𝟐 = 𝟐𝒆 −𝟐𝒕

𝟐
𝒚 𝒕 = 𝟐𝒆−𝟐𝒕 − 𝟏, 𝒕 < 𝒍𝒏( 𝟐)
Direction Field
The direction field is the geometric interpretation of a
differential equation. However, the direction field view also
gives us a new interpretation of a solution.
Example
Find the interval of existence of the solution to the IVP:
𝒚′ = 𝒚, 𝒚 𝟎 =𝟏
Solution
𝒚 𝒕 = 𝒆𝒕 , 𝒕 ∈ (𝟎, ∞)
The solution curve is tangent to
the direction field at each point
(t, y) on the solution curve.
Rigorous Framework for Separable ODE
Let 𝒚′ = 𝒈 𝒙 /𝒉 𝒚
then 𝒉 𝒚 𝒚′ = 𝒈 𝒙
If 𝒚 = 𝝓 𝒙 is a solution to the DE, then it becomes
𝒉 𝝓(𝒙) 𝝓′ 𝒙 = 𝒈 𝒙
Integrating both sides w.r.t. 𝒙
𝒉 𝝓(𝒙) 𝝓′ 𝒙 𝒅𝒙 = 𝒈 𝒙 𝒅𝒙

By substitution: 𝒚 = 𝝓 𝒙 → 𝒅𝒚 = 𝝓′ 𝒙 𝒅𝒙, then


𝒉 𝒚 𝒅𝒚 = 𝒈 𝒙 𝒅𝒙

Or equivalently, 𝑯 𝒚 = 𝑮 𝒙 + 𝑪 , where 𝑯 𝒚 and


𝑮 𝒙 are the antiderivatives of 𝒉 𝒚 and 𝒈 𝒙 .

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