BITS Pilani

BITS Pilani

Pilani|Dubai|Goa|Hyderabad

Introduction to Differential Equations

Definitions and Terminology

Notation
• Leibniz notation d2y
dx 2
• Prime notation y
• Newton’s dot notation y
• Subscript notation (partial derivates with subscript indicating
independent variable)

uxx  u yy  0

2 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Definitions - ODE, PDE

3 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Order of DE

4 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Differential form

5 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Normal form

6 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Linear / Non- Linear

7 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Verification of Solution

Already Solved

8 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Definitions and Terminology

Solution of an ODE
• Any function , 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

• Interval I can be an open interval (a, b), a closed interval [a, b],
an infinite interval (a, ), etc.
• An open interval does not include its endpoints, and is indicated with parentheses. For
example, (0,1) means greater than 0 and less than 1.
• A closed interval is an interval which includes all its limit points, and is denoted with square brackets.
For example, [0,1] means greater than or equal to 0 and less than or equal to 1

• A solution of a differential equation that is identically zero on

an interval I is a trivial solution
9 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956
Explicit and implicit solutions

y is an explicit solution
Is a solution to

10 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Definitions and Terminology

A solution of a differential equation that is free of arbitrary parameters is

called a particular solution.

11 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Definitions and Terminology

Systems of Differential Equations

ⅆ𝑥1
= 𝑓 𝑡, 𝑥1 , 𝑥2
ⅆ𝑡

ⅆ𝑥2
= 𝑔 𝑡, 𝑥1 , 𝑥2
ⅆ𝑡

12 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Initial-Value Problems

In an initial-value problem (IVP), we seek a solution y(x) of a

differential equation so that y(x) satisfies initial conditions at xo
• nth-order initial-value problem

dny
dx n (
= f x, y, y',..., y ( n-1)
)
• Initial conditions
y  x0   y0 , y' ( x0 )  y1 ,..., y  n1  x0   yn1

Example

13 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Solution Curves without a Solution

 DEs can be analyzed qualitatively, allowing us to approximate

a solution curve without solving the problem
 Two approaches are:
• Direction fields
• Autonomous first-order DEs

14 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Solution Curves without a Solution

 Direction fields
• Slope of the lineal element
(tangent line) at (𝑥, 𝑦(𝑥)) on a
solution curve is the value of
ⅆ𝑦/ⅆ𝑥 at this point
• Direction/slope fields of
ⅆ𝑦/ⅆ𝑥 = 𝑓(𝑥, 𝑦) are collections
of lineal slope elements that
visually suggest the shape of a Direction field for ⅆ𝑦/ⅆ𝑥 = sin 𝑦

family of solution curves

15 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956
Solution Curves without a Solution
% Directional field
clear;clc;
[x,y]= meshgrid(-5:.5:5,-5:.25:5);
dy= 1.*sin(y);
dx= ones(size(dy));
dyu = 0.25*(dy./sqrt(dx.^2+dy.^2));
dxu = 0.25*(dx./sqrt(dx.^2+dy.^2));
quiver(x,y,dxu,dyu)
grid on

hold on

% Exact solution
syms y(x)
Dy= diff(y(x));
eqn= Dy-sin(y)==0;
cond= y(0)==1;
sol = dsolve(eqn,cond);
fplot(sol,'r','linewidth',2)

hold off
title('Blue directional fields vs
Red exact solution')
16 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956
Solution Curves without a Solution

 Autonomous first-order DEs

𝑑𝑃
• Consider the D.E.: = 𝑃 𝑎 − 𝑏𝑃 = 𝑓 𝑃
𝑑𝑡
• Assume that 𝑓 and 𝜕𝑓/𝜕𝑃 are continuous
functions of P on some interval I.
• ∴ through a given point (𝑥0 , 𝑦0 ), a unique
solution curve passes
• At Critical/Equilibrium points, 𝑓 𝑃 = 0, 𝑃 = 𝑐,
are constant (or equilibrium) solutions of
autonomous DEs

17 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Solution Curves without a Solution

 Autonomous first-order DEs

• A phase portrait is made by putting critical points on a
vertical line with phase lines pointing up or down,
depending on the sign of the function over intervals
between the points

18 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Separable Equations

dy
 A first-order DE of the form  g  x h  y is said to be separable,
dx
or have separable variables

 A separable equation can be rewritten in the form

which is solved by integrating both sides
𝑑𝑦 𝑑𝑦
 = 𝑥 2 𝑦 4 𝑒 5𝑥−3𝑦 = 𝑦 + 𝑐𝑜𝑠(𝑥)
𝑑𝑥 𝑑𝑥

ⅆ𝑦
= 𝑔 𝑥 ℎ(𝑦)
Can be written as ⅆ𝑥 Can NOT be written as

19 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Separation of variables

20 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Separable Equations

21 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Separable equation

22 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Separable equations

23 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Solution through integrating factor

24 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Integrating factor (I.F)

25 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Integrating factor (I.F)

26 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Integrating factor (I.F)- Procedure

27 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Piecewise defined function

28 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Piecewise defined function

29 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Piecewise defined function

30 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Error function in Heat diffusion application

31 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Error function

32 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Error functions

33 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Error function Application

34 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Error functions

35 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Exact Equations

36 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Exact Equations

37 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Exact Equations

38 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Exact Equations

39 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Exact Equations

40 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Inexact equations

41 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Inexact equations to Exact

42 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Error functions

43 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Homogeneous equations (y=ux)

44 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Homogeneous equations (y =ux)

45 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Homogeneous equations (y =ux)

46 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Bernoulli’s Equations

47 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Bernoulli’s equation

48 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Substitution method.

49 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Substitution method.

50 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Euler’s method (Numerical method)

51 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Euler’s method (Numerical method)

52 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Euler’s improved method (Heun’s method)

53 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Euler’s improved method (Heun’s method)

54 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Euler’s improved method (Heun’s method)

55 BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956