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Differential Equations Week 1 Introduction

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10 views34 pages

Differential Equations Week 1 Introduction

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© © All Rights Reserved
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DIFFERENTIAL EQUATIONS

Textbooks
 Nagle R.K., Saff E.B., Snider A.D., "Fundamentals of
Differential Equations", Pearson, 2012.
 Kreyszig E., "Advanced Engineering Mathematics", ",
John Willey & Sons, 2011.
 Ross S.L., "Differential Equations", John Willey & Sons,
1984.
 Boyce W. E., DiPrima R. C., "Elementary Differential
Equations and Boundary Value Problems", John Willey &
Sons, 2001.
 Zill D.G., Cullen M.R., "Differential Equations with
Boundary-Value Problems", Brooks/Cole, 2009.
WEEK-1
 The concept of differential equation
 Classification of differential equations
Differential Equations
If we want to solve an engineering problem (usually of a physical nature),
we first have to formulate the problem as a mathematical expression in
terms of variables, functions, and equations.
Such an expression is known as a mathematical model of the given
problem. The process of setting up a model, solving it mathematically, and
interpreting the result in physical or other terms is called mathematical
modeling or, briefly, modeling.
Mathematical modeling of physical (biological, economical etc.)
phenomena often produces an equation, which involves ordinary or partial
derivatives of some unknown function. Such an equation is called a
differential equation.
Differential equations are equations that contain derivatives of an unknown
function.
For example, if a population (of humans, animals, bacteria etc.) grows at a
rate equal to the population 𝑦 𝑡 , then the population model is
𝑑𝑦
𝑦′ = = 𝑦(𝑡)
𝑑𝑡
We then want to find a solution (a function that satisfies the equation),
explore its properties, graph it, find values of it, and interpret it in physical
terms so that we can understand the behavior of the physical system in our
given problem.
Differential equations arise in a variety of subject areas, including
not only the physical sciences but also such diverse fields as
economics, medicine, psychology, and operations research.
Here is a list of few specific examples.
If an equation involves the derivative of one variable with respect to
another, then the former is called a dependent variable and the latter
an independent variable.

Thus, in the equation


A differential equation is an ordinary differential
equation if it involves an unknown function of only one
variable.
A differential equation involving partial derivatives with
respect to more than one independent variable is a
partial differential equation.
The RLC circuit equation (and pendulum equation) is an ordinary
differential equation, or ODE.

The diffusion equation is a partial differential equation, or PDE.


The order of a differential equation is the order of the highest
derivative that it contains.

All of them can be written in this form:


Definition: A linear differential equation is one in which the
dependent variable y and its derivatives appear in additive
combinations of their first powers.

The additive combinations are permitted to have multipliers (coefficients) that


depend on x; no restrictions are made on the nature of this x-dependence.
If an ordinary differential equation is not linear, then we
call it nonlinear. For example,
Solutions
References
 Nagle R.K., Saff E.B., Snider A.D., "Fundamentals of
Differential Equations", Pearson, 2012.
 Kreyszig E., "Advanced Engineering Mathematics", ",
John Willey & Sons, 2011.
 Ross S.L., "Differential Equations", John Willey & Sons,
1984.
 Boyce W. E., DiPrima R. C., "Elementary Differential
Equations and Boundary Value Problems", John Willey &
Sons, 2001.
 Zill D.G., Cullen M.R., "Differential Equations with
Boundary-Value Problems", Brooks/Cole, 2009.

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