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Engineering Analysis: Faculty of Engineering Petroleum Engineering

This document provides an overview of differential equations. It defines ordinary and partial differential equations, and discusses the order and degree of differential equations. It also covers the concepts of linear differential equations, the general and particular solutions of differential equations, initial value problems, and homogeneous functions. Some examples are worked through to illustrate these concepts.

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Nazeer Alyas
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52 views

Engineering Analysis: Faculty of Engineering Petroleum Engineering

This document provides an overview of differential equations. It defines ordinary and partial differential equations, and discusses the order and degree of differential equations. It also covers the concepts of linear differential equations, the general and particular solutions of differential equations, initial value problems, and homogeneous functions. Some examples are worked through to illustrate these concepts.

Uploaded by

Nazeer Alyas
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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ENGINEERING ANALYSIS

Faculty of Engineering
Petroleum Engineering

Fourth year
seven semesters
Engineering analysis Lecture 1

Chapter 1
Basic Concepts of Differential Equations
1.1 Definition of Differential Equation:
An equation containing the derivatives of one or more unknown functions (or dependent
variables), with respect to one or more independent variables, is said to be a differential
equation (DE).
Examples:
𝑑2𝑦
1) = −𝑘𝑥
𝑑𝑥 2

𝜕2 𝑣 𝜕2 𝑣 𝜕2 𝑣
2) 2
+ 2
+ =0
𝜕𝑥 𝜕𝑦 𝜕𝑧 2

3) 𝑥𝑦 ′′ + 𝑦 ′ + 𝑥𝑦 = 0
𝜕4 𝑢 𝜕4𝑢 𝜕4 𝑣
4) 4
+2 + = 𝑓(𝑥, 𝑦)
𝜕𝑥 𝜕𝑥 2 𝜕𝑦 2 𝜕𝑧 4

1.2 There are two type of differential equation:


1. Ordinary Differential Equation
If a differential equation contains only ordinary derivatives of one or more unknown
functions with respect to a single independent variable, it is said to be an ordinary
differential equation (ODE).
Examples:
𝑑2𝑦 𝑑𝑦
1. + 2𝑥 =0
𝑑𝑥 2 𝑑𝑥
𝑑2𝑣 𝑑𝑣 𝑑4𝑣
2. 2
− + =0
𝑑𝑥 𝑑𝑥 𝑑𝑥 4

3. 𝑥 2 𝑦 ′′ + 𝑥 3 𝑦 ′" = 0
2. Partial Differential Equation
An equation involving partial derivatives of one or more unknown functions of two or
more independent variables is called a partial differential equation (PDE).

1
Engineering analysis Lecture 1

Examples:
𝜕𝑢 𝜕2 𝑢
1) =𝑘
𝜕𝑡 𝜕𝑥 2
𝜕2 𝑣 𝜕2 𝑣
2) 2
+ =0
𝜕𝑥 𝜕𝑦 2
𝜕𝑧 𝜕𝑧
3) 𝑦 2 − 𝑎𝑦 = 𝑏𝑥𝑧
𝜕𝑥 𝜕𝑦

1.3 The order of a differential Equation:


The order of a differential equation is the number of the highest derivative that appears
in the equation.
1.4 The Degree of a differential Equation.
The degree of a differential equation is the degree of the highest order derivative
involving in the equation, When the equation is free from radicals and fractional powers.
Examples:
1. 𝑦 ′′′ + 𝑦 ′ 𝑠𝑖𝑛( 𝑥) + 𝑦 = 𝑐𝑜𝑠( 𝑥) order 3 degree 1
𝑑𝑦 𝑑2𝑦
2. ( )4 + = −𝑥 3 order 2 degree1
𝑑𝑥 𝑑𝑥 2

𝑑3𝑦 4 𝑑𝑦
3. ( ) − ( )4 + 2𝑦 = 0 order 3 degree 4
𝑑𝑥 3 𝑑𝑥

4. 𝑦 ′ = √𝑦
(𝑦 ′ )2 = 𝑦 order 1 degree 2
1
5. + 5𝑦 = 5
𝑦 ′′
1 + 5𝑦𝑦 ′′ − 5𝑦 ′′ = 0 order 2 degree 1
1.5 Linear Differential Equations
A general linear differential equation of order n, in the dependent variable y and
the independent variable x, is an equation that can be expressed in the form :
𝑎0 (𝑥)𝑦 (𝑛) + 𝑎2 (𝑥)𝑦 (𝑛−1) + 𝑎3 (𝑥)𝑦 (𝑛−2) +. . . . +𝑎𝑛−1 (𝑥)𝑦 ′ + 𝑎𝑛 (𝑥)𝑦 = 𝑓(𝑥)
where 𝑎0 is not identically 0.

2
Engineering analysis Lecture 1

Properties of a linear differential equations


1. The function y and its derivatives occur in the equation up to first degree only
2. No products of y and / or any its derivatives are present.
3. No transcendental functions (trigonometric or logarithmic …) of y or any of its
derivatives occur.
Example
1. 𝑦 ′′ + 𝑦 = 0 linear
2. 𝑦 ′′ + 2𝑦 ′ + 𝑥 = 0 linear
1
3. 𝑦 ′ + = 0 not linear
𝑦

4. 𝑦 ′′ + 𝑠𝑖𝑛( 𝑦) = 0 not linear


5. 𝑦𝑦 ′′ = 1 not linear
6. 𝑠𝑖𝑛( 𝑥)𝑦 + 𝑐𝑜𝑠( 𝑥)𝑦 ′ = 𝑠𝑖𝑛( 𝑥) linear
H. W:
For each of the following
A) State the equation is linear or not
B) Find the order and degree
1. 𝑑𝑦 + (𝑥𝑦 − 𝑐𝑜𝑠( 𝑥))𝑑𝑥 = 0
2. 𝑦 ′′′ + 𝑥𝑦 ′′ + 2(𝑦 ′ )2 + 𝑥𝑦 = 0

𝑑2𝑦 𝑑𝑦
3. = √𝑦 + ( )2
𝑑𝑥 2 𝑑𝑥

4. √𝑦 ′′ + 𝑦 = (𝑦 ′ )2

5. 𝑡(𝑦 ′′′ )3 + (𝑦 ′ )4 − 𝑦 = 0 4

3
Engineering analysis Lecture 1

1.6 Solution of differential equation


A solution of a differential equation is a relation between the variables (independent and
dependent), which is free of derivatives of any order, and which satisfies the
differential equation identically.
−3
Example: Show that 𝑦(𝑥) = 𝑥 2 is a solution of 4𝑥 2 𝑦 ′′ + 12𝑥𝑦 ′ + 3𝑦 = 0
Solution:
−3
𝑦(𝑥) = 𝑥 2
−5
−3
𝑦′ = 𝑥2
2
−7
−15
𝑦(𝑥) = 𝑥2
4

sub these as well as the function into the differential equation, we get
−7 −5 −3
15 −3
4𝑥 ( 𝑥 2 ) + 12𝑥 ( 𝑥 2 ) + 3 (𝑥 2 ) = 0
4 2
−3 −3 −3
15𝑥 2 − 18𝑥 2 − 3𝑥 2 =0
0=0
−3
So, 𝑦(𝑥) = 𝑥 2 does satisfy the differential equation and hence is a solution.

1.7 Type of Solution of Differential equation:


1) General Solution of a Differential Equation
A General Solution of an nth order differential equation is one that involves n necessary
arbitrary constants.
𝑑𝑦
Ex: = 𝑥 + 𝑠𝑖𝑛( 𝑥)
𝑑𝑥

∫ 𝑑𝑦 = ∫ 𝑥 + 𝑠𝑖𝑛( 𝑥) 𝑑𝑥
𝑦 = 𝑥 2 − 𝑐𝑜𝑠( 𝑥) + 𝑐
2) Particular Solution of a Differential Equation
A Particular Solution of a differential equation is a solution obtained from the General
Solution by assigning specific values to the arbitrary constants.

4
Engineering analysis Lecture 1

1.8 Initial Value Problem


An Initial Value Problem (or IVP) is a differential equation along with an appropriate
number of initial conditions.
4𝑥 2 −7𝑥
Example: Solve 𝑦 ′ = , 𝑦(1) = 1
3𝑦 2 +2

Solution:
𝑑𝑦 4𝑥 2 −7𝑥
=
𝑑𝑥 3𝑦 2 +2
∫(3𝑦 2 + 2)𝑑𝑦 = ∫(4𝑥 2 − 7𝑥)𝑑𝑥
4 7
𝑦 3 + 2𝑦 = 𝑥 3 − 𝑥 2 + 𝑐
3 2
∵ 𝑦(1) = 1
4 7
13 + 2 ∗ 1 = ∗ 13 − ∗ 12 + 𝑐
3 2
31
𝑐=
6
𝑑𝑦
Example: solve the Differential equation = 𝑥 2 + 3, 𝑦(−1) = 2
𝑑𝑥

Solution:
𝑑𝑦
= 𝑥2 + 3 ∗ 𝑑𝑥
𝑑𝑥

𝑑𝑦 = (𝑥 2 + 3)𝑑𝑥
∫ 𝑑𝑦 = ∫(𝑥 2 + 3)𝑑𝑥
𝑥3
𝑦= + 3𝑥 + 𝑐
3
(−1)3
𝑦(−1) = + 3(−1) + 𝑐
3
−1
2= −3+𝑐
3
16
𝑐=
3
𝑥3 16
𝑦= + 3𝑥 +
3 3

5
Engineering analysis Lecture 1

1.9 Homogeneous function


A homogeneous function of two variables x and y is a real-valued function that satisfies
the condition 𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆𝑛 𝑓(𝑥, 𝑦)𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆𝑛 𝑓(𝑥, 𝑦) for some constant 𝑛 and
all real numbers𝜆 . The constant n is called the degree of homogeneity.
Examples:
𝑥
1. 𝑓(𝑥, 𝑦) = 𝑦𝑒 + 3𝑥
𝑦

𝜆𝑥
𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆𝑦𝑒 𝜆𝑦 + 3𝜆𝑥 = 𝜆𝑓(𝑥, 𝑦)
 𝑓(𝑥, 𝑦) is homogeneous function of degree 1
𝑥 2 −2𝑥𝑦+𝑦 2
2. 𝑓(𝑥, 𝑦) =
𝑥 2 +𝑦 2

𝑥 2 −2𝑥𝑦+𝑦 2
𝑓(𝜆𝑥, 𝜆𝑦) = = 𝜆0 𝑓(𝑥, 𝑦)
𝑥 2 +𝑦 2

 𝑓(𝑥, 𝑦) is homogeneous function of degree 0

Exercise:
1. Determine whether or not each of the following functions is homogeneous, and if so
of what degree.
a) 𝑓(x,y) = 2x2 + xy
b) 𝑓(x,y) = 30x1/2 𝑦 3/2 - 2x3 /y
𝑑𝑦
2. Find the general solution of = 𝑠𝑖𝑛2 ( 𝑥)
𝑑𝑥

3. Solve the given initial value problem.


𝑦 ′ = 𝑥𝑒 𝑥 , 𝑦(0) = 3

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