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Chapter 1 1

The document outlines the fundamentals of differential equations, including definitions, types, and solutions. It distinguishes between ordinary and partial differential equations, explains their order and degree, and describes general and particular solutions. Additionally, it covers the determination of particular solutions through initial and boundary conditions, along with supplementary problems for practice.
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0% found this document useful (0 votes)
26 views11 pages

Chapter 1 1

The document outlines the fundamentals of differential equations, including definitions, types, and solutions. It distinguishes between ordinary and partial differential equations, explains their order and degree, and describes general and particular solutions. Additionally, it covers the determination of particular solutions through initial and boundary conditions, along with supplementary problems for practice.
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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1

Differential
Equations
Outline

1.1 Differential Equations


1.1.1 Definitions: Ordinary and Partial Equations
1.1.2 Definitions: Order and Degree of Differential Equations
1.2 General Form of the nth Ordered Ordinary Equation
1.3 Solutions to an Ordinary Differential Equations
1.4 Types of Solutions to a Differential Equation
1.4.1 General Solution
1.4.2 Particular Solution
1.5 Determination of the Particular Solution
1.5.1 Initial Condition
1.5.2 Boundary Condition
1.6 Supplementary Problems

Learning Outcomes

1. Identify systems of differential equations by order, linearity, and homogeneity;


2. Find (manually, numerically) solutions to differential equations, systems of differential
equations, and initial-value problems; and
3. Interpret solutions to differential equations, systems of differential equations, and
initial-value problems.

will be using your knowledge


in DC BIC
1.1 DIFFERENTIAL EQUATION >
-

derivatives
which contains derivatives either
ordinary partial
- Equation
-
or

A differential equation is a relation between a function and its derivatives. Differential


equations form the language in which the basic laws of physical science are expressed.

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
-

PDE Partial Differential Equations


depends
·
-

>
-
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


sinly) y L-tyD
=

⑧"
-

Hyty =
c)


1.1.1 DEFINITIONS: ORDINARY AND PARTIAL EQUATIONS

A differential equation (DE) is an equation involving derivatives of unknown function


of one or more variables. An ordinary differential equation (ODE), is an equation which
consists of one or more functions of one independent variable along with their
derivatives. A differential equation is an equation that contains a function with one or
more derivatives. But in the case ODE, the word ordinary is used for derivative of the
functions for the single independent variable. If the unknown function depends on
more than one variable, the equation is called a partial differential equation (PDE).
𝑑𝑦
In the equation = 2𝑥 + 𝑦; is an ordinary differential equation since the
𝑑𝑥
function 𝑦 = 𝑓(𝑥) depends only in one variable x. In the function 𝑦 = 𝑓(𝑥), “x” is
called the independent variable, and “y” is the dependent variable.
𝜕𝑦
Furthermore, in the equation = 2𝑥 + 𝑧; is a a partial differential equation since the
𝜕𝑥
function 𝑦 = 𝑓(𝑥, 𝑧) depends on two variables x and z.
A differential equation may be ordinary or partial as to the type of derivatives or
differentials appearing in the equation, that is, if it contained ordinary derivatives, it is
an ordinary differential equation and if the derivative are partial, the equation is a
partial differential equation.

1.1.2 DEFINITIONS: ORDER AND DEGREE OF DIFFERENTIAL EQUATIONS


largest derivative present in the DE
O
The order of a DE is the order of the highest ordered derivative involved in the
expression. The degree of an ordinary differential equation is the algebraic degree of
its highest ordered–derivative. of the order derivatives
exponent highest
-

EXAMPLES ORDER DEGREE TYPE

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

5) y v + 4 yy '''+ ( y'') + y'+ y = 0


3
5 1 O

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.

1.3 SOLUTIONS TO AN ORDINARY DIFFERENTIAL EQUATIONS

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

The solution to the second-ordered differential equation y '' = 6 x + 4 (Equation 1.3) is


anyone of the following equations:

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.

1.4 TYPES OF SOLUTIONS TO A DIFFERENTIAL EQUATION

The two types of solutions to an ordinary differential equations are the general solution and
the particular solution.

1.4.1 General Solution

The solution is said to be general if it contains at least one arbitrary constant.

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

The solution to a differential equation is said to be particular if it does not


contain any arbitrary constant.

Examples
y = ex − 8
* no
arbitraryfor
values
constants
constants
y = ln x − 3x3 + 5x 2 + 4 x + 8
*
particular

1.5 DETERMINATION OF THE PARTICULAR SOLUTION

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.

1.5.1 Initial Condition


The term initial condition is used when the independent variable is the time
and the conditions given are at zero-time, t=0.

1.5.2 Boundary Condition


The term boundary is used if the independent variable is anyone of the spatial
coordinates x, y, or z and the conditions given are for known values of anyone
of these coordinates.

1.6 SUPPLEMENTARY PROBLEMS

A. Determine the order, degree, and type of the following differential equations:

1. (𝑥 + 𝑦)𝑑𝑥 + (3𝑥 2 − 1)𝑑𝑦 = 0


𝑑2 𝑦 𝑑2 𝑥
2. 𝑥 −𝑥 2 =𝑘
𝑑𝑡 2 𝑑𝑡
𝜕2 𝑣 𝜕2𝑤
3. + =0
𝜕𝑥 2 𝜕𝑥 2
3
2
𝑑 𝑦 𝑑𝑦 4
4. 𝑥 ( 2) + ( ) − 𝑦 =0
𝑑𝑥 𝑑𝑥
5. 𝑦 ′′′ + 4𝑦 ′ + 3𝑦 = 𝑥

B. Prove that each equation is a solution of the given differential equation:


𝑑𝑦
1. 𝑦 = 𝑥 2 + 4𝑥; 𝑥 = 𝑥2 + 𝑦
𝑑𝑥
𝑑2 𝑦
2. 𝑦 = 𝐴𝑠𝑖𝑛5𝑥 + 𝐵𝑐𝑜𝑠5𝑥; + 25𝑦 =0
𝑑𝑥 2
3. 𝑦 = (𝑥 + 1)𝑒 −𝑥 ; 𝑦 ′ + 𝑦 − 𝑒 −𝑥 = 0
4. 𝑙𝑛𝑦 = 𝐶1 𝑒 𝑥 + 𝐶2 𝑒 −𝑥 ; 𝑦𝑦 ′′ − (𝑦 ′ )2 = 𝑦 2 𝑙𝑛𝑦
5. 𝑦 −3 = 𝑥 3 (3𝑒 𝑥 + 𝐶); 𝑥𝑦 ′ + 𝑦 + 𝑥 4 𝑦 4 𝑒 𝑥 = 0

Math 40 4
Supplementary Problems :

A Order
.

, Degree & Type

& Order =
1 & Order =
2 ③ Order =
2

Degree = 1
Degree =
1 Degree 1
=

ODE PDE
Type ODE
Type Type
= =
=


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

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
,

[xy ex (x(y)(ex c)) y x *e


* *
x + + + 0
y
-
=

Recall : y-3 x **x-4)(e c)


+y + +
xy-

ye -
- y)y )y +
X
* -
=
0

00
Exi

xsiny-xy2 < implicit
= >
-

x(y cosy) + siny(1)


·
-

[(x)(2y)(y)) y4)(1)] + =
0

xy' cosy +
siny
-

[xzyy' yz] +
= 0

2yy' ya
0
Xy'Losy siny
=

+ X
- -

xy'cosy- xzgy' y2-siny


=

y'(xcosy 2xy) y*-Siny -


=

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

-"
=

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