1 Sect 1 - 1 Defns
1 Sect 1 - 1 Defns
MATH 2321
Unit 1
First Order Differential Equations
Unit Overview
Chapter 1 – Introduction 2.4 – Exact Eqns
1.1 – Definitions 2.5 – Substitutions
1.2 – Initial Value 2.6 – A Numerical Method
Problems
Chapter 3 – Modeling
1.3 – Modeling 3.1 – Linear Models
Chapter 2 – First Order
3.2 – Non-Linear Models
DE’s
3.3 – Systems
2.1 – Curves
2.2 – Separable Eqns
2.3 – Linear Eqns
Introduction to
Differential Equations
Chapter 1
Definitions and
Terminology
Section 1.1
Definition – Differential Equation
An equation is a mathematical statement involving an
equal sign . We are saying by the statement that the
expression on the left side of is exactly the same as the
expression on the right.
In many cases in the past, you have been looking for
some object that makes the (conditional) equation true.
An equation containing the derivatives (differentials) of
one or more unknown functions is called a differential
equation.
Differential equations are classified by type, order, and
linearity.
Classification by Type – Ordinary (ODE)
If a DE contains only ordinary derivatives of one or
more unknown functions wrt a single independent
variable, it is said to be an ordinary differential
equation (ODE).
Classification by Type – Partial (PDE)
If a DE contains only partial derivatives of one or
more unknown functions wrt two or more
independent variables, it is said to be a partial
differential equation (PDE).
Notation
Leibniz (and Lagrange)
Newton
Subscript
Classification by Order
The order of a DE is the highest order of a derivative
(ordinary or partial) in the equation.
is a 1st order ODE
is a 2nd order ODE
Differential Form
Classification by Linearity
Any order ODE is said to be linear if it can be written as
LINEAR NON-LINEAR
Coefficient depends on
Non-linear function of
Exponent
Definition – Solution of an ODE
Any function , defined on an interval and possessing
derivatives that are continuous on is called a
solution to an -order ODE if substituting into the
equation yields a true statement.
is a solution to .
and are solutions to
Interval of Definition
A solution of an ODE must include the interval of
definition (existence, or validity, or the domain of
the solution).
Open interval
Closed interval
Half-open (-closed)
Infinite
Verifying a Solution
is a solution to on
LHS:
RHS:
Note that is also a solution. It is called the trivial
solution.
Verifying a Solution
is a solution to on
LHS:
on on
Explicit vs Implicit
A solution in which the independent variable is
expressed only in terms of the dependent variable
and constants is called an explicit solution.
A relation is said to be an implicit solution of an
ODE on an interval provided that there is at least
one function that satisfies both the relation and the
ODE on . (Defn. 1.1.3)
Verifying an Implicit Solution
is an implicit solution of .
Differentiate the relation implicitly.
Solve for .
The parameter is .
The set of all solutions is called a one-parameter
family of solutions.
If we have an -order ODE , we will usually find an -
parameter family of solutions .
Particular Solutions
A solution to an ODE without parameters is called a
particular solution.
Find all values so that is a solution to on the
interval .
𝑐=1
𝑐=0.5
𝑐= 0
Systems of Differential Equations
A finite set of ODE’s is called a system of ordinary
differential equations.
A function is a solution to a system of ODE’s if it is a
solution to all of the ODE’s in the system.
What do I need to know?
Be able to classify differential equations
Be able to verify that a given function is a solution to
a differential equation
Be able to find values of a parameter for which a
function is a solution to a differential equation.