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Lecture - 7 Intro To Differential Equations

This document provides an introduction to differential equations. It defines differential equations and explains that the order refers to the highest derivative. It also discusses the concept of a solution and initial value problems. The document then outlines that it will cover first-order differential equations, including finding complementary functions and particular solutions, separating variables, and integrating factors. It concludes by discussing applications to exponential growth and decay models.
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0% found this document useful (0 votes)
60 views34 pages

Lecture - 7 Intro To Differential Equations

This document provides an introduction to differential equations. It defines differential equations and explains that the order refers to the highest derivative. It also discusses the concept of a solution and initial value problems. The document then outlines that it will cover first-order differential equations, including finding complementary functions and particular solutions, separating variables, and integrating factors. It concludes by discussing applications to exponential growth and decay models.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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BITI1223:

INTRODUCTI
ON TO
DIFFERENTIA
L EQUATIONS

Ts. Dr. Wan Mohd Ya’akob bin


Wan Bejuri
Lesson Outcome

Upon completion, the


student would be able
to;
i. Define the first order of
differential equation.
ii.Demonstrate the differential
equation application.
Outlines

Introduction

First-order differential equation

Application of Differential Equation


Part 1:
Introduction
Introduction
• One of the most important application of
calculus is differential equations, which
often arise in describing some
phenomenon in engineering, physical
science and social science as well.
• In general, a differential equation is an
equation that contains an unknown
function and its derivatives. The order of
a differential equation is the order of the
highest derivative that occurs in the
equation.
• A function y=f(x) is called a solution of a
differential equation if the equation is
satisfied when y=f(x) and its derivatives
are substituted into the equation.
Introduction

• If no additional conditions, the solution of a


differential equation always contains some
constants. The solution family that contains
arbitrary constants is called the general
solution.
• In real applications, some additional
conditions are imposed to uniquely
determine the solution. The conditions are
often taken the form that is, giving the value
of the unknown function at the end point.
This kind of condition is called an initial
condition, and the problem of finding a
solution that satisfies the initial condition is
called an initial-value problem.
Introduction

• A differential equation is an equation connecting a


function and its derivatives.
• A first-order differential equation involves only
first derivatives. Examples of first-order
differential equations are

dy
 2 xy  3 x 2
dx
dy
(3 x  2)  y2
dx
dy
 3 y  2x  1
dx
Part 2: First-
order
differential
equation
First-order differential
equation

1. Finding the
complementary function
and a particular solution

2. Separating the variables

3. Integrating Factors
Finding the complementary function and a
particular solution

• This method is suitable for solving only


linear first-order differential equations.
Suppose that the differential equation has
the form

dy
a  by  f (x)
dx
Finding the complementary function and a
particular solution
Example 1:

Find the general solution to the differential equation

dy
2  3 y  e2x
dx
Solution
STEP 1:

The auxiliary equation is 2m – 3 = 0.


 m  1.5

Therefore the complimentary function is

y  Ae1.5 x
.
Example 1:

Solution
STEP 2:

The particular solution is y  ae 2 x dy


  2ae 2 x
dx

Substituting these into the dy


original differential equation
2  3 y  e2x
dx
gives:
2  2ae 2 x  3ae 2 x  e 2 x
ae 2 x  e 2 x
a 1

Therefore the particular solution is y  e2x


.

Example 1:

Solution
STEP 3:

The general solution to the original


differential equation is
y  Ae1.5 x  e 2 x
Separating The Variables
.

This method only works for differential equations


which can be rearranged to the form
dy
f ( x)  g ( y)
dx
Suppose that the differential equation
has the form
dy
g ( y)  f ( x)
dx
The variables can then be separated
out:

 g ( y )dy   f ( x)dx
Separating The Variables
.

Step 1: Separate the variables y from x, i.e., by


collecting on one side all terms involving y
together with dy, while all terms involving x
together with dx are put on the other side.

Step 2: Integrate both sides.


Example 2: .

Find the solution to the differential equation


dy2
x  ( x  1)( y  1)
dx

given that y = 2e when x = 1.

Solution
STEP 1:
separate out the variables

x 2 dy  ( x  1)( y  1)dx

1 x 1
dy  2 dx
y 1 x
Example 2:

Solution
STEP 2:
1 x 1
Integrate both sides
 y 1
dy   x 2
dx

Evaluating the x 1  x 1  1 2 
right hand
side:
 x 2
dx  
 2
x
 2 
x 
dx  
x
 x  dx

 ln x  x 1  c

Evaluating
the right 1
hand side:  y 1
dy  ln( y  1)
Example 2:

Solution
STEP 2:
Integrate both sides
1 x 1
 y 1
dy   x 2
dx

Put together: ln( y  1)  ln x  x 1  c

Take ln x  x 1  c
exponentials
y 1  e
of both sides:
ln x x 1 c
y 1  e e e

x 1
y  Axe
Example 2:

Solution
Substitute in y = 2e and x = 1:

2e  Ae1
Therefore A=2
x 1
So the solution is y  2 xe
Integrating Factors
.

This method is used when the equation is in the form


of linear equation in which the variables cannot be
separated

dy
 p( x) y  q( x) (Basic form)
dx
where p(x) and q(x) – continuous functions, may or may not
be constants. Some other examples

dy
a)  x2 y  ex  p( x)  x 2 ; q( x)  e x
dx
dy
b)  (sin x) y  x 3  0  p ( x)  sin x ; q ( x)   x 3
dx
dy
c)  5y  2  p( x)  5 ; q( x)  2
dx
Integrating Factors
Step 1: Must remember the basic form:
dy
 p( x) y  q( x)
dx

Step 2: Multiply both sides by  gives

dy
  p( x) y  q( x)
dx

 e  p ( x ) dx - is called the integrating

factor.

Step 3: Integrate both sides of the equation


obtained in (2) and the result obtained is :


y  q( x) dx
Example 3:
Solve the following differential equations :

dy
 3 y  e 3 x
dx
Compared with the basic form, p ( x)  3

so   e  p ( x ) dx
e  3dx
 e3 x
dy
  3 y  e 3 x
dx 
 y  q( x) dx

e3 x y  e e
3 x 3 x
dx

e3 x y   dx

e3 x y  x  C
xC
 y  3x
e
Part 3:
Application
of
Differential
Equation
Application of Differential Equation

Exponential Growth and Decay


• In this section, we examine how population growth can be modeled using
differential equations. We start with the basic exponential growth and
decay models.

dP
 kP
dt
Basic background ideas from
algebra and calculus
Exponential Growth and Decay .

When a population grows exponentially, it grows at a rate that is


proportional to its size at any time t. Suppose the variable P(t) (sometimes
we use just use P) represents the population at any time t. In addition, let
P0 be the initial population at time t = 0, that is, P (0)  P0

Then if the population grows exponentially,

(Rate of change of population at time t) = k (Current population at time t)

In mathematical terms, this can be written as

dP
 kP
dt
Solving

dP
 kdt (Separate the variables )
P
1
 P dP   kdt (Integrate both sides)

ln P  kt  C (Apply integratio n formulas)


e ln|P|  e kt C (Raise both sides to exponentia l function of base e)
P  e kt e C (Use inverse property e ln k  k and law of exponents b x y  b x b y )
P(t )  Ae kt (Use absolute value definition P  e C e kt and replace constant  e C with A.)
Solving:
Example 4:

The population of a community is known to increase at a rate proportional to the number of


people present at a time t. If the population has doubled in 6 years, how long it will take to
triple?
Solution :
Let N(t) denote the population at time t. Let N(0) denote the initial population (population at
t=0).

dN
 kN (t )
dt
N(t)=Aekt , where A=N(0)

Ae6k=N(6) =2N(0) = 2A

or e6k=2 or k = 1/6 ln2

Find t when N(t)=3A=3N(0)

or N(0) ekt=3N(0)
Example 4:

1
(ln 2 )t
3 e6

ln 3 = (ln 2)t
6
t = 6 ln 3
ln 2
9.5 years (approximately 9 years 6 months)
Exercise
Exercise

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