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Course 09

The document provides an overview of differential equations, including definitions and types such as ordinary, normal, autonomous, and linear differential equations. It also discusses first-order equations, separable equations, and Bernoulli equations, along with examples and solutions. Additionally, it introduces partial differential equations and their definitions, including partial derivatives and the order and dimension of such equations.

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Nina Lopez
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4 views4 pages

Course 09

The document provides an overview of differential equations, including definitions and types such as ordinary, normal, autonomous, and linear differential equations. It also discusses first-order equations, separable equations, and Bernoulli equations, along with examples and solutions. Additionally, it introduces partial differential equations and their definitions, including partial derivatives and the order and dimension of such equations.

Uploaded by

Nina Lopez
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 Di¤erential Equations

1.1 Reminder on Di¤erential Equations


1.1.1 Di¤erent Types of Di¤erential Equations
De…nition 1 (Ordinary Di¤erential Equation) An ordinary di¤erential
equation denoted ODE, of order n is a relation between the real variable x,
an unknown function y and its derivatives y’, y”,...y(n) , de…ned by
F (x; y; y 0 ; y 00 ::::::y (n) ) = 0;
where F is not independent of its last variable y (n) . We will take x in an
interval I of R (I can be R asa whole). .
De…nition 2 (Normal Di¤erential Equation) We call a normal di¤er-
ential equation of order n any equation of the form
y (n) = f x; y; y 0 ; y 00 ::::::y (n 1)
:
De…nition 3 (Autonomous Di¤erential Equation) An autonomous dif-
ferential equation of order n is any equation of the form
y (n) = f y; y 0 ; y 00 ::::::y (n 1)
;
In other words, f does not explicitly depend on x.
Exemple 4 First order equation in normal form:
y 0 = f (x; y):
First-order autonomous equation
y 0 = f (y):

1.1.2 Linear di¤erential equation


De…nition 5 An ODE of order n is linear if it is of the form
an (x)y (n) (x) + an1 (x)y (n 1)
(x) + ::::: + a1 (x)y 0 (x) + a0 (x)y(x) = g(x):
with all y (i) of degree 1 and all coe¢ cients depending at most on x.
Exemple 6
y 00 2y 0 + y = 0
d3y
+ 2xy = 0:
dx

1
1.1.3 First-order di¤erential equation
A …rst-order di¤erential equation is a equation of type

y 0 = f (x; y)

In which f (x; y) is a function of two variables de…ned on a region of the


plane. A solution to the di¤erential equation is a function y(x). We impose
an initial condition y(x0 ) = y0 ; or force the solution curve to pass through
(x0 ; y0 ) :
1
Exemple 7 Show that the following di¤erential function y(x) = x
+ x2 is the
solution of the equation
dy y
=1 ;
dx x
with the initial condition
3
y(2) =
2:
dy
Solution 8 dx = 1 xy is a …rst order di¤erential equation , function y(x) =
1
x
+ x2 is a solution to this equation because

dy d 1 x 1 1
= + = 2
+ ;
dx dx x 2 x 2

and
1 1 x 1 1 1 1
1 + = 1 = + :
x x 2 x2 2 x 2 2
1 2 3
y(2) = + =
4 2 2

Separable Equations A di¤erential equation y 0 = f (x; y) is said to be


separable if f (x; y) can be expressed as a product of a function of x and
another function of y i.e.
dy
= g(x)h(y)
dx
dy
R dy R
if h(y) 6= 0, then h(y) = g(x)dx ) h(y) = g(x)dx:

2
Exemple 9 Solve the following di¤erential equation
dy
= (1 + y 2 )ex
dx
Solution 10
dy dy
= (1 + y 2 )ex , = ex dx
dx (1 + y 2 )
Z Z
dy
, 2
= ex dx , ac tan(y) = ex + c
(1 + y )
, y(x) = tan(ex + c)

dy
Solution of the equation dx = ky The unique solution of di¤erential
dy
equation dx = ky with y(0) = y0 is y(x) = y0 ekx :

Autonomous Equation Autonomous …rst-order equations are of the form

y 0 = f (y)

Linear equations An ordinary di¤erential equation of the …rst order is


linear with respect to y and with respect to y’is in the form

a(x)y 0 + b(x)y = d(x):

Homogeneous equation It is an equation of the form

a(x)y 0 + b(x)y = 0:

This is a separable equation (a(x) 6= 0) :


Results
The set of solutions of the equation a(x)y 0 + b(x)y = 0, with y0 = y(x0 )
east Rx b(s)
ds
y(x) = y0 e x0 a(s)

3
Linear Ordinary Di¤erential Equation with Second Number Let

a(x)y 0 + b(x)y = d(x);


The general solution of this equation such that y(x0 ) = y0 is
Rx Z x
b(s)
ds b(s) Rxs a(t)
b(t)
dt
y(x) = (e x0 a(s) ) y0 + e 0 ds :
x0 a(s)

Bernoulli Equations A Bernoulli equation is a nonlinear scalar di¤eren-


tial equation of the form

y 0 + Q(x)y + P (x)y r = 0;
where r 2 IR; P and Q are two functions de…ned and continuous on an
interval I of IR.

1.2 Partial Di¤erential Equations


1.2.1 Partial Derivatives
De…nition 11 (Partial Derivatives) Let u : IR2 ! IR; (x0 ; y0 ) be a
point of IR2 : We call partial applications associated to u at (x0 ; y0 ) the two
applications
u1 : x ! u1 (x) = u(x; y0 )
u2 : y ! u2 (y) = u(x0 ; y);
the notion of partial derivative of u in (x0 ; y0 ) is simple: it is the derivative
of the associated partial applications to u in (x0 ; y0 ) :

De…nition 12 (Partial Di¤erential Equation) If u is a scalar function


of the variables x and y, (x; y) 2 ; IR2 : A partial di¤erential equation
is a relation of the form
@u @u
f (u; x; y; ; ) = 0;
@x @y
The order of a partial di¤erential equation is the highest degree of derivation
present in the equation. The dimension of a partial di¤erential equation is
the number of independent variables on which the unknown function depends.

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