Differential

Equations
(MATH-108)
Introduction
Dr. Hina Dutt
[email protected]
SEECS-NUST
Semester Planner
Course Logistics
 Course Code: Math-108 Semester: 2nd

Credit Hours: 3+0 Prerequisite Codes: MATH-101

Instructor: Dr. Hina Munir Dutt Class: BEE-16AB

Office: A-306, Faculty Block Telephone: 051-90852378

Tuesday, Wednesday,
Lecture Days: E-mail: [email protected]
Thursday

Wednesday: 0900-1100 hours

Class Room: CR-09, CR-12, Cr-16 Consulting Hours:
Friday: 0900-1100 hours

Knowledge Group: Calculus Updates on LMS: After every lecture

Course Description

In this course first order and higher order differential equations are
included so that the students feel comfortable in making
mathematical models of physical systems. Laplace Transform and its
applications to solve Ordinary Differential equations are included to
give them an additional tool to apply in their engineering studies like
circuit analysis etc. Fourier series are included to make them capable
of tackling periodic signals etc. The course introduces partial
differential equations with main focus on solutions of the Wave, heat
and Laplace equations using separation of variables.
Course Objectives
On the successful completion of course students
should develop understanding of the ordinary
differential equations, their origins and solutions. The
course also includes Laplace transforms and its
applications for finding solutions of ordinary
differential equations. Towards the end of the course
understanding of partial differential equations are
also introduced which is a strong tool for various
mathematical models. Objective is to learn solution
techniques of partial differential equations. In
particular, methods of obtaining solutions by using
Fourier series are dealt rigorously.
Course Learning Outcomes

• Classify and find solutions to first-order ordinary

CLO-1 differential equations.

• Solve the second and higher-order ordinary

CLO-2 differential equations.

• Apply analytical techniques to solve partial differential

CLO-3 equations arising in engineering and sciences.
Program Learning Outcomes (PLOs)
PLOs/CLOs CLO1 CLO2 CLO3
PLO 1 (Engineering Knowledge) C-2
PLO 2 (Problem Analysis) C-3 C-3
PLO 3 (Design/ Development of Solutions)
PLO 4 (Investigation)
PLO 5 (Tool Usage)
PLO 6 (The Engineer and the World)
PLO 7 (Ethics)
PLO 8 (Individual and Collaborative Team Work)
PLO 9 (Communication)
PLO 10 (Project Management and Finance)
PLO 11 (Lifelong Learning)
Bloom’s Taxonomy
Marks Distribution (Tentative)
Marks Distribution

10

10

50

Quizzes
30
Assignments & Class Presentations
MSE
ESE
Books
• Advanced Engineering Mathematics, • A First Course in Differential Equation
(10th Edition) by Erwin Kreyszig, John Zill. Prindle. Weber. Schmidt.1996.
Wiley and Sons, inc 2006 Brooks/Cole Publishing.
• Differential Equations with
Boundary-Value Problems, Dennis. G.
Zill, Michael, R. Cullen. 1996,
Brooks/Cole Publishing,
• Elementary Differential Equations
with Applications C. H. Edwards.
David, E. 1993. Penney, Prentice Hall.

Reference
TextBooks
Books
 Derivatives

Partial Derivatives
Ordinary Derivatives

dv u
dt y
u is a function of
v is a function of one
more than one
independent variable
independent variable
Differential Equations
 Equations which are composed of an unknown function
and its derivatives are called differential equations.

 An equation containing the derivative of one or more

dependent variables, with respect to one or more
independent variables is said to be a differential equation
(DE).
Differential Equations
How fast does a disease spread ?
How fast does a population change?

These questions involve rates of change or derivatives. And so

the mathematical description—or mathematical model—of
phenomena, experiments, observations, or theories may be a
differential equation.
Classification of Differential Equations
Classification of DEs by its Type
 If a differential equation contains only ordinary
derivatives of one or more functions with respect to a
single independent variable it is said to be an ordinary
differential equation (ODE).
 An equation involving only partial derivatives of one or
more functions of two or more independent variables
is called a partial differential equation (PDE).
 Differential
Equations

Ordinary Differential Equations Partial Differential Equations

𝑑2 𝑣 𝜕2𝑢 𝜕2𝑢
2
+ 6𝑡𝑣 = 1 − 2=0
𝑑𝑡 𝜕𝑦 2 𝜕𝑥

involve one or more

involve one or more
ordinary derivatives of partial derivatives of
unknown functions unknown functions
Order of a DE
The order of a differential equation (ODE or PDE) is the
order of the highest derivative in the equation.

DEs Order
𝑑𝑦 1
= 2𝑥 + 3
𝑑𝑥
𝑑2𝑦 𝑑𝑦 2
2
+3 + 9𝑦 = 0
𝑑𝑥 𝑑𝑥
4 3
𝑑3 𝑦 𝑑𝑦
3
+ + 6𝑦 = 3
𝑑𝑥 𝑑𝑥
Degree of a DE
The degree of a differential equation is power of the
highest order derivative term in the differential equation.

DEs Degree
𝑑2 𝑦 𝑑𝑦 1
2
+3 + 𝑎𝑦 = 0
𝑑𝑥 𝑑𝑥
4 1
𝑑3 𝑦 𝑑𝑦
3
+ + 6𝑦 = 3
𝑑𝑥 𝑑𝑥
2 3 5 3
𝑑 𝑦 𝑑𝑦
+ +3=0
𝑑𝑥 2 𝑑𝑥
Degree of a DE
The degree of a differential equation is the exponent of the highest order
derivative involved in the differential equation when the differential
equation satisfies the following conditions:
 All of the derivatives in the equation are free from fractional powers,
positive as well as negative if any.
 There is no involvement of the derivatives in any fraction.
 There shouldn’t be involvement of highest order derivative as a
transcendental function (trigonometric, logarithmic or exponential, etc).
The coefficient of any term containing the highest order derivative
should just be a function of 𝑥, 𝑦, or some lower order derivative.
Linear and Nonlinear DE
A differential equation is linear, if
Dependent variable and its derivatives are of degree one,
Coefficients of a term does not depend upon dependent
variable. i.e., no product of dependent variable and any of its
derivatives appear.
No transcendental function of dependent variable and its
derivatives occur.

A differential equation is non-linear, if it is not linear.

 𝑑2 𝑦 𝑑𝑦
+3 + 9𝑦 = 0 is a linear ODE.
E 𝑑𝑥 2 𝑑𝑥

X 𝑑3 𝑦
3 +
𝑑𝑦
4
+ 6𝑦 = 3
𝑑𝑥 𝑑𝑥
A
is a non - linear ODE because 2nd term is not of degree one.
M
P 𝑥 2
𝑑 2
𝑦
+ 𝑦
𝑑𝑦
= 𝑥 3
𝑑𝑥 2 𝑑𝑥
L is non - linear because in 2nd term coefficient depends on y.
E
S 𝑑𝑦
𝑑𝑥
= sin 𝑦
𝑦3 𝑦5 𝑦7
is non - linear because sin 𝑦 = 𝑦 − + − +. . . is a non – linear factor.
3! 5! 7!
E Differential Equation Type
X (𝑖)
𝑑𝑦
+ 𝑦 cos 𝑥 = sin 𝑦
A 𝑑𝑥

𝑑2 𝑦 𝑑𝑦 2
M (𝑖𝑖)
𝑑𝑡 2
+ 𝑡𝑦
𝑑𝑡
=0

P 𝑑𝑧 2 3/2
𝑑3 𝑧
(𝑖𝑖𝑖) 1 + =
L 𝑑𝑥 𝑑𝑥 3

𝜕𝑧 𝜕𝑧
E (𝑖𝑣) 𝑥
𝜕𝑥
+𝑦
𝜕𝑦
= 𝑛𝑥

S (𝑣)
𝜕2 𝑢 𝜕2 𝑢
+ 2 +
𝜕2 𝑢
=0
𝜕𝑥 2 𝜕𝑦 𝜕𝑧 2
E Differential Equation Type
X (𝑖)
𝑑𝑦
+ 𝑦 cos 𝑥 = sin 𝑦 Non-Linear
A 𝑑𝑥

𝑑2 𝑦 𝑑𝑦 2
M (𝑖𝑖)
𝑑𝑡 2
+ 𝑡𝑦
𝑑𝑡
=0 Non-Linear

P 𝑑𝑧 2 3/2
𝑑3 𝑧
Non-Linear
(𝑖𝑖𝑖) 1 + =
L 𝑑𝑥 𝑑𝑥 3

𝜕𝑧 𝜕𝑧
E (𝑖𝑣) 𝑥
𝜕𝑥
+𝑦
𝜕𝑦
= 𝑛𝑥 Linear
S (𝑣)
𝜕2 𝑢 𝜕2 𝑢
+ 2 +
𝜕2 𝑢
=0 Linear
𝜕𝑥 2 𝜕𝑦 𝜕𝑧 2
 Question
Fill this table
by using
information
from previous
slides.
1st Order ODE
1. Derivative form:

a1 x   a0 x  y  g x 
dy
dx
2. Differential form:

1  x dy 
.
ydx  0

3. General form:
dy dy
 f ( x, y ) or f ( x, y, )  0.
dx dx
1st Order ODE

27
2nd order ODE

28
nth Order Linear ODE
nth order linear ODE with constant coefficients

dny d n 1 y d2y
a n n  a n 1 n 1  ....  a 2 2  a1  a0 y  g x 
dy
dx dx dx dx

nth order linear ODE with variable coefficients

d n 1 y d2y
a n x   a n 1 x  n  ......  a 2 x  2  a1 x   a0 x  y  g x 
dy dy
dx dx dx dx

29
Solution of a DE
A solution (or integral) of a differential equation is a relation
between the variables, not containing derivatives, such that this
relation and the derivatives obtained from it satisfy the given
differential equation.

This implies that a differential equation can be formed from its solution by
successive differentiations and the process of algebraic operations.
General and Particular Solution
A solution of a differential equation which contains the number of
arbitrary constants equal to the order of the equation is called the
general solution.
Solutions obtained from the general solution by giving particular
values to the constants are called particular solutions.
The graph of a particular integral is known as integral curve.
Auxiliary Conditions
Auxiliary Conditions

Initial Conditions Boundary Conditions

All conditions are at one point of The conditions are not at one point
the independent variable of the independent variable
Boundary-Value and Initial value Problems
Initial-Value Problems (IVP) Boundary-Value Problems (BVP)

The auxiliary conditions are at one • The auxiliary conditions are not at
point of the independent one point of the independent variable
variable • More difficult to solve than initial
value problems

𝑦′′ + 2𝑦′ + 𝑦 = 𝑒 −2𝑥 𝑦 ′′ + 2𝑦′ + 𝑦 = 𝑒 −2𝑥

y 0 = 1, 𝑦′ (0) = 2.5 𝑦 0 = 1, 𝑦(2) = 1.5
same
different
Geometric Origin
1. For the family of straight lines
y  c1 x  c 2
The differential equation is

d2y
2
0
dx
2. For the family of. curves
x2
dy
A. y  ce 2: The differential equation is  xy
dx
3 x d 2 y dy
B. y  c1e  c2 e
2x
: The differential equation is
2
  6y  0
dx dx
Physical Origin
1. Free falling stone
d 2s
2
 g
dt
where 𝑠 is distance or height and 𝑔 is acceleration due to gravity.

2. Spring vertical displacement

d2y
m 2   ky
dt
where 𝑦 is displacement, 𝑚 is mass and 𝑘 is spring constant.
Physical Origin
3. RLC – circuit, Kirchoff ’s Second Law

d 2q dq 1
L 2 R  qE
dt dt c
𝑞 is charge on capacitor,
𝐿 is inductance,
𝑐 is capacitance.
𝑅 is resistance and
𝐸 is voltage
Physical Origin
4. Newton’s Low of Cooling:

  T  Ts 
dT
dt
dT
where is rate of cooling of the liquid,
dt
T  Ts is temperature difference between the liquid T and its surrounding Ts

5. Growth and Decay:

dy
 y
dt
𝑦 is the quantity present at any time