Chapter 1 1
Chapter 1 1
Differential
Equations
Outline
Learning Outcomes
derivatives
which contains derivatives either
ordinary partial
- Equation
-
or
Science tells us how a physical system changes from one instant to the next. The theory of
differential equations then provides us with the tools and techniques to take this short-term
information and obtain the long-term overall behaviour of the system.
A differential equation is an equation which contains one or more terms and the derivatives
of one variable (i.e., dependent variable) with respect to the other variable (i.e., independent
𝑑𝑦
variable). In the equation = 𝑓(𝑥); the “x” is an independent variable and “y” is a
𝑑𝑥
𝑑𝑦
dependent variable. For example = 5𝑥.
𝑑𝑥
A differential equation contains derivatives which are either partial derivatives or ordinary
derivatives. The derivative represents a rate of change, and the differential equation describes
a relationship between the quantity that is continuously varying with respect to the change in
another quantity.
Math 40 1
Differential
Equation
f(x)Xindependentvariabledenominatorat
Two
types
·
ODE
Ordinary Differential Equations
-
contains it
ordinary derivatives
meaning only has single independent variable
-
>
-
on more
derivatives f(x e)
equations containing partial Ex
:y
ex +
y than variable a
-
=
= z , one
Examples : *
ay" + by + cy g(t) does not derivatives
any partial
① =
-
> ODE contain
②
sinly) y L-tyD
=
⑧"
-
Hyty =
c)
①
1.1.1 DEFINITIONS: ORDINARY AND PARTIAL EQUATIONS
1) ( x − y + 1) dx + ( x − y − 1) dy = 0 1 1 O
dy 1 1 O
2) + xy − ln y
dx
2
d 3 r d 2 r dr 3 2 O
3) 3 + 2 + +r = 0
d d d
s s 2 s 2 1 P
4) + =
r t r t
Math 40 2
1.2 GENERAL FORM OF THE nTH ORDERED ORDINARY EQUATION
The following functional notation is to be adopted as the general form of the nth ordered
( )
ordinary differential equation F x, y, y;, y '',....., y ( ) = 0 . This equation defines any function
n
relating the dependent variable y, the independent variable x and the derivatives of y relative
to x up to and including the nth derivative.
The solution to an ordinary differential equation is another equation free of any derivatives or
differentials expressing the functional relationship between the dependent and independent
variables and which, when substituted into the equation, reduces it to an identity.
Example
y1 = x3 + 2 x 2 Solution 1
y2 = x 3 + 2 x 2 − 3 x + 5 Solution 2
y3 = x3 + 2 x 2 + ax Solution 3
y4 = x3 + 2 x 2 + ax + b Solution 4
Note: 1. y1, y2, y3, and y4 are all solutions to the given equation (Eq. 1.3) since these
are all free of any derivatives or differentials and which, when substituted into
this equation, reduces it to identity 6 x + 4 = 6 x + 4 .
2. Equation 1.3 can actually have an infinite number of solutions since the
constants a and b in solutions 3 and 4 can assume an infinite set of values.
The two types of solutions to an ordinary differential equations are the general solution and
the particular solution.
Examples
y = e x + C1
>
- arbitraryconstantt value
y = ln x + C1 x 3 + C2 x 2 + C3 x + C4
Math 40 3
Example :
y" bx +4
=
0 xi + 2x2
y
=
substituting :
X 4 x+ y =
bx+ y
② Yz
=
X + 2x2 -
3x + 5
YXX 6x + 4 =
bx +4
③ Yz
=
X + 2x* +ax
y = xStax
y" = bx + 4
6x + 4 =
6x + 4
④ x* + 2x
Yy +b
=
+ ax
y = x + 2x2 + ax + b
y =3 in
by + 4 =
bx + 4
"T
·
"
, Ye g , By is a solution
of
1.4.2 Particular Solution
Examples
y = ex − 8
* no
arbitraryfor
values
constants
constants
y = ln x − 3x3 + 5x 2 + 4 x + 8
*
particular
Since there are n arbitrary constants in the complete solutions to an nth ordered differential
equation, there must necessary be n given initial or boundary conditions for the determination
of these constants.
A. Determine the order, degree, and type of the following differential equations:
Math 40 4
Supplementary Problems :
A Order
.
& Order =
1 & Order =
2 ③ Order =
2
Degree = 1
Degree =
1 Degree 1
=
ODE PDE
Type ODE
Type Type
= =
=
①
⑤Order-
order D E
Type
=
ODE
.
B
Proving
x x+
y y
x + 4x
= =
x(y) =
2x + 4]
↓ =
Ext
② y Asin5x + Bos5x
dy + 25.=
=
YASX-5Bs5x ↓
25Asin5X- 25 Bas 5x +25/Asin5x + Bros5x) O =
-
Asin5x-2555X+ 2
= Asin5x
+25
Ts5x =
0
=0
x
(x +1)e
X
⑧
y y 0
-
+
-
e =
y
=
-
a
(t]e-
X * *
0
-
-
At e +
-
- =
-
*** * * * =
00
y=
X
y
-
= -
xe
④ >
-
implicit
* differentiation
Ce *+ Eze-
Iny yy" (y))) y'Iy
-
=
=
↓
*
Take the derivative of both sides
-First order
* Take the 2nd Order Derivative
Get (ex() -
(e ( +
)
Y
y
< X]y
*
Ce + (e
-
(y)" (Ge )y
* *
yy" + Cze
- =
Recall :
yy" (y)yny
·
-
*
Ge * -Cze
Iny
· =
~ :
y ly Iny
=
xi(32* + 2) x"y
3 *
xy'
T
⑤ 0
-
+ +
y
=
y
=
e
*
(3ey)+ (3e*+2)(3x4)
y ( 3y
4)
- -
*
- =
y
= c
e + (x)* +
+
y = -
y3y ex + ( x2)(32x
-
+ c)yY)
]' Ty Ye
Substitute
Texy)l To
,
ye -
- y)y )y +
X
* -
=
0
00
Exi
①
xsiny-xy2 < implicit
= >
-
[(x)(2y)(y)) y4)(1)] + =
0
xy' cosy +
siny
-
[xzyy' yz] +
= 0
2yy' ya
0
Xy'Losy siny
=
+ X
- -
y
=
Sin xy
②X -
3x = 2
y
3x2 -
[3x2(1)(y) y(bx)] + =
0
(3x2 -
3x
y +
bxy
=
0]t
x2 xy +
2xy 0
- =
( x(y 2xy x) +
- -
- = -
y z =
+1
⑤ C + Cze
y
=
y
'= Cze (3)
(y) ]
*
=
3
Tex 3Ce
=
3x)(3) (e3x)(y)
-(e 0
-
e) =
0
-"
=