ENDEQN30 - Module 1b MEC191
ENDEQN30 - Module 1b MEC191
Prepared by:
Joseph D. Retumban, ChE, MS EnE
Department Chair – General Engineering
Definitions and Terminologies
Differential Equation
A differential equation (DE) is an equation containing the derivatives of one or
more dependent variables, with respect to one or more independent variables.
TERMINOLOGY NOTATION
Dependent variable is a variable For a function y = f(x), the notations
that represents a quantity that for the first derivative are as follows:
changes based on other quantities dy
y’, y’ x , f ’(x),
being manipulated. dx
Moreover, for nth derivative, the
Independent variable is a variable notation are as follows:
that is being manipulated directly. dn y
y (n) , y (n) x , 𝑓 (𝑛) (x),
dx n
A differential equation involving only partial derivatives of one or more functions of two
or more independent variables.
2
Definitions and Terminologies
What is/are the dependent variable/s in the equation?
3
Definitions and Terminologies
The order of a differential equation is the order of the highest derivative in the equation.
The degree of a differential equation is the algebraic degree (exponent) of the highest-
ordered derivative after clearing off all the fractional exponents in the derivative.
Illustration:
What is the highest derivative in the equation?
d2 y
2nd derivative: dx2
3 5
d2 y dy Therefore, the equation is a 2nd order DE.
+3 − 6y = sin x
dx 2 dx
What is the algebraic degree (exponent) of the
highest derivative in the equation?
3rd degree
𝜕4u
4th derivative:
𝜕x4
𝜕 4u 2
𝜕 2u Therefore, the equation is a 4th order DE.
+ a =0
𝜕x 4 𝜕y 2
What is the algebraic degree (exponent) of the
highest derivative in the equation?
1st degree
𝑦 ′′ 5
= 𝑥 2𝑦2
4
Definitions and Terminologies
Condition 1
The dependent variable y and all its derivatives y’, y’’, … , y(n) are of the first degree;
that is, the power of each term involving y is 1.
Condition 2
The coefficients a0, a1, … , an of y, y’, … , y(n) depend at most on the independent
variable x.
Yes: y ′′ 𝑥 − 2𝑦 ′ 𝑥 + 𝑦 𝑥 = 0
Yes: 1y ′′ 𝑥 − 2𝑦 ′ 𝑥 + 1𝑦 𝑥 = 0
5
Definitions and Terminologies
d2 y dy
Yes: x 3 dx2 + 2x dx = 2e−x
d2 y dy
x3 + 2x = 2e−x (Condition 2) Are the coefficients a0, a1, … , an
dx 2 dx depend on the independent variable x
(functions of x only)?
d2 y dy
Yes: 1 + 2x = 2e−x
dx2 dx
Yes: 1 + y y ′ + 2y = cos x
No: 1 + y y ′ + 2y = cos x
d4 y
No: dx4
+ y2 = 0
d4 y
Yes: 1 dx4 + 1y 2 = 0
6
Definitions and Terminologies
Classify the given differential equation according to type. Also, state the
order and degree and determine whether the equation is linear or nonlinear.
1. 1 − x y ′′ − 4xy ′ + 5y = cos x
4. nonliear DE
y ′′ ′
2. e y x + 2y x = 1
y'' - y' + (y')^2 + y = 0
d4 y d2 y
3. t5 4 − t3 2 + 6y = 0
dt dt
4. y ′′ − 1 − y ′ y ′ + y = 0
𝜕v 3 𝜕2 v
5. = + 2xv 2
𝜕x 𝜕y2
Solution of an ODE
Example: Verify that the given function is a solution of the differential equation.
1. y ′′ x + 4y x = 0 ; y x = c1 sin 2x + c2 cos 2x
?
Prove that y ′′ x + 4y x = 0 by getting the derivatives of y(x) and substituting it
to the differential equation.
y x = c1 sin 2x + c2 cos 2x
7
Definitions and Terminologies
Example: Verify that the given function is a solution of the differential equation.
1. y ′′ x + 4y x = 0 ; y x = c1 sin 2x + c2 cos 2x
y ′′ x + 4y x = 0
?
−4c1 sin 2𝑥 − 4c2 cos 2𝑥 + 4 c1 sin 2x + c2 cos 2x = 0
?
−4c1 sin 2𝑥 − 4c2 cos 2𝑥 + 4 c1 sin 2x + 4c2 cos 2x = 0
0≡0
Example: Verify that the given function is a solution of the differential equation.
2. x ′′ t + 2x ′ 𝑡 − x t = 0 ; x t = tet
?
Prove that x ′′ t + 2x ′ 𝑡 − x t = 0 by getting the derivatives of x(t) and
substituting it to the differential equation.
x t = tet
8
Definitions and Terminologies
Example: Verify that the given function is a solution of the differential equation.
2. x ′′ t + 2x ′ 𝑡 − x t = 0 ; x t = tet
x ′ t = tet + et
x ′′ t = t et + et 1 + et
x ′′ t = tet + et + et
x ′′ t = tet + 2et
2tet + 4et ≠ 0
The equation is not true; therefore, x t = tet is not a solution of the given DE.
1. y ′′ t − y ′ t − 12 y t = 0 ; y t = Ae4t + Be−3t
2. x 2 y ′′ − 2xy ′ + 2y = 0 ; y = ax − bx 2
3. 2y ′ = y 3 cos x ; y = 1 − sin x −1 2
9
Elimination of Arbitrary
Constants
If we are given a general solution of a differential equation, we can easily
obtain the corresponding DE using the following rules.
1. y = c1 x 2 + c2 x + c3
Determine first the number of arbitrary constants: n=3 (AC: c 1, c2, and c3)
y ′ = c1 2x + c2 1 + 0
y ′ = 2c1 x + c2
y ′′ = 2c1 1 + 0
y ′′ = 2c1
y ′′′ = 0
After Rule 1, check if the order of the DE is the same as the number of arbitrary
constants (Rule 2).
10
Elimination of Arbitrary
Constants
Example: Find the corresponding differential equation by eliminating the arbitrary
1. y = c1 x 2 + c2 x + c3
After Rule 2, check if the DE is free from arbitrary constants (Rule 3).
y = ax + bx^2
dep. var.: y arbitrary constants: a and b
2. y = ax + bx 2
indep. var.: x
y = ax + bx 2
y ′ = a 1 + b 2x
y ′ = a + 2bx
y ′′ = 0 + 2b 1
y ′′ = 2b
After Rule 1, check if the order of the DE is the same as the number of arbitrary
constants (Rule 2).
Since n = 2, the DE should be 2nd order.
After Rule 2, check if the DE is free from arbitrary constants (Rule 3).
Therefore, y ′′ = 2b is not yet the DE that we want. We still need to eliminate the
remaining arbitrary constant.
11
Elimination of Arbitrary
Constants
Example: Find the corresponding differential equation by eliminating the arbitrary
2. y = ax + bx 2
y ′′ = 2b (eliminate b)
y ′′ = 2b Equation (3)
y ′ = a + 2bx
y ′ = a + 𝑦′′ x
y ′ = a + xy′′ Equation (4)
y ′ − xy ′′ = a
12
Elimination of Arbitrary
Constants
Example: Find the corresponding differential equation by eliminating the arbitrary
2. y = ax + bx 2
y = ax + bx 2 Equation (1)
y = ax + bx 2
y′′ 2
y = y ′ − xy′′ x + x
2
′
x 2 y′′
2 ′′
y = xy − x y +
2
x 2 y′′ (Multiply both sides by 2 to eliminate
2 y = xy ′ − x 2 y ′′ + 2
2 the denominator)
x 2 y′′
2y = 2xy ′ − 2x 2 y ′′ + 2
2
2y = 2xy ′ − 2x 2 y ′′ + x 2 y′′
2y = 2xy ′ − 2x 2 y ′′ + x 2 y′′ (Combine like terms)
2y = 2xy ′ − x 2 y′′ (Rearrange the terms)
2 ′′ ′
x y − 2xy + 2y = 0
Check Rule 2 and Rule 3 again for the solved DE: x 2 y ′′ − 2xy ′ + 2y = 0
13
Elimination of Arbitrary
Constants
Example: Find the corresponding differential equation by eliminating the arbitrary
y = Ae2x + Be−3x
y ′ = A e2x 2 + B e−3x −3
y ′ = 2Ae2x − 3Be−3x
y ′′ = 2A e2x 2 − 3B e−3x −3
y ′′ = 4Ae2x + 9Be−3x
After Rule 1, check if the order of the DE is the same as the number of arbitrary
constants (Rule 2).
Since n = 2, the DE should be 2nd order.
After Rule 2, check if the DE is free from arbitrary constants (Rule 3).
Therefore, y ′′ = 4Ae2x + 9Be−3x is not yet the DE that we want. We still need to
eliminate the remaining arbitrary constant.
14
Elimination of Arbitrary
Constants
Example: Find the corresponding differential equation by eliminating the arbitrary
3. y = Ae2x + Be−3x
2y ′ − y ′′ = −15Be−3x
2y ′ − y ′′ −15Be−3x
=
−15 −15
′ ′′
2y − y
= Be−3x
−15
−3x
2y ′ − y ′′
Be = Equation (6)
−15
15
Elimination of Arbitrary
Constants
Example: Find the corresponding differential equation by eliminating the arbitrary
3. y = Ae2x + Be−3x
3y ′ + y ′′ = 10Ae2x
3y ′ + y ′′ 10Ae2x
=
10 10
3y ′ + y ′′
= Ae2x
10
2x
3y ′ + y ′′
Ae =
10
Equation (7)
y = Ae2x + Be−3x
3y ′ + y ′′ 2y ′ − y ′′
y= +
10 −15
30 30
30y = 3y ′ + y ′′ + 2y ′ − y′′
10 −15
30y = 3 3y ′ + y′′ − 2 2y ′ − y′′
30y = 9y′ + 3y ′′ − 4y ′ + 2y′′ (Combine like terms)
30y = 5y ′ + 5y′′
30y 5y ′ + 5y′′
= (Simplify)
5 5
′
6y = y + y′′
y ′′ + y ′ − 6y = 0 (Rearrange the terms)
16
Elimination of Arbitrary
Constants
Example: Find the corresponding differential equation by eliminating the arbitrary
3. y = Ae2x + Be−3x
Therefore, the DE is y ′′ + y ′ − 6y = 0.
17
Elimination of Arbitrary
Constants
Example: Find the corresponding differential equation by eliminating the arbitrary
2
4. x−a + y 2 = a2
After Rule 2, check if the DE is free from arbitrary constants (Rule 3).
x − a + yy ′ = 0 (eliminate a)
2
x−a + y 2 = a2 Equation (1)
x − a + yy ′ = 0 Equation (2)
x − a + yy ′ = 0
x − a + yy ′ = 0
x − a + yy ′ = 0
x + yy ′ = a
18
Elimination of Arbitrary
Constants
Example: Find the corresponding differential equation by eliminating the arbitrary
2
4. x−a + y 2 = a2
2
x−a + y 2 = a2 Equation (1)
2
x−a + y 2 = a2
−yy ′ 2
+ y 2 = x + yy ′ 2
y2 𝑦 ′ 2
+ 𝑦 2 = 𝑥 2 + 2xyy ′ + y 2 𝑦 ′ 2
y2 y′ 2
+ y 2 = x 2 + 2xyy ′ + y 2 𝑦 ′ 2
(Combine like terms)
y 2 = x 2 + 2xyy′
Check Rule 2 and Rule 3 again for the solved DE: x 2 − y 2 + 2xyy ′ = 0
19
Elimination of Arbitrary
Constants
Example: Find the corresponding differential equation by eliminating the arbitrary
x t = A cos ωt + α
x′ t = A −sin ωt + α ω+0
x ′ t = −A sin ωt + α ω
x ′ t = −Aω sin ωt + α
After Rule 1, check if the order of the DE is the same as the number of arbitrary
constants (Rule 2).
After Rule 2, check if the DE is free from arbitrary constants (Rule 3).
Therefore, x ′′ t = −Aω2 cos ωt + α is not yet the DE that we want. We still need
to eliminate the remaining arbitrary constant.
20
Elimination of Arbitrary
Constants
Example: Find the corresponding differential equation by eliminating the arbitrary
x t = A cos ωt + α (Equation 1)
21
Elimination of Arbitrary
Constants
In each of the following, find the ODE by eliminating the arbitrary constants.
1. y = x + aex + be−x
2. cy 2 = x 2 + y
3. y = cx + c 2 + 1
4. y = Ae2x + Bxe2x
22