INTRODUCTION TO
DIFFERENTIAL EQUATIONS
BCE1-240
Agenda
I.
II.
III.
IV.
Introduction
Definition and terminology
Initial value problems
Differential equations as mathematical models
1/11/2016
INTRODUCTION TO DIFFERENTIAL EQUATIONS
Introduction
Leibniz notation:
,
,
,.
Example:
Lagrange or Prime notation:
, , , but is () and the general form is ()
1/11/2016
INTRODUCTION TO DIFFERENTIAL EQUATIONS
Introduction
Example: Given an equation written in Leibniz notation, rewrite it
using prime notation.
I.
2
2
II.
+ 6 = 0
= 2 +
Leibniz notation is preferred. It clearly displays both the dependent and
independent variable
1/11/2016
INTRODUCTION TO DIFFERENTIAL EQUATIONS
Introduction
In this course one of the task will be to solve differential equations
such as + 2 + = 0 for an unknown function = ()
The derivative / of a function = () is itself another
function () found by an appropriate rule.
If given =
0.1 2
then
What about if given
1/11/2016
= 0.2 by using derivative rules
= 0.2 to find ?
INTRODUCTION TO DIFFERENTIAL EQUATIONS
Definition and terminology
Differential equation (DE):
An equation containing the derivatives of one or more dependent variables,
with respect to one or more independent variables, is said to be a differential
equation.
DE are classified by:
Type
Order
Linearity
1/11/2016
INTRODUCTION TO DIFFERENTIAL EQUATIONS
Definition and terminology
CLASSIFICATION BY TYPE:
I.
Ordinary differential equation (ODE): contains only ordinary derivatives of
one or more dependent variables with respect to a single independent
variable
II. Partial differential equation (PDE). involves partial derivatives of one or
more dependent variables of two or more independent variables
1/11/2016
INTRODUCTION TO DIFFERENTIAL EQUATIONS
Definition and terminology
CLASSIFICATION BY ORDER
The order of a DE is the order of the highest derivative in the equation.
What about these?
1/11/2016
INTRODUCTION TO DIFFERENTIAL EQUATIONS
Definition and terminology
CLASSIFICATION BY LINEARITY
General form of a Differential Equation:
, , , , = 0
(4)
I. Linear
An nth-order ordinary differential equation is said to be linear if is linear in
(, , , ). This means that an nth-order ODE is linear when (4) is:
() + 1 (1) + + 1 + 0 = 0
Properties:
The dependent variable and all its derivative , , , () are of the rst degree (the power of
each term involving is 1).
The coefcients 0 , 1 , , of y, , , depend at most on the independent variable
1/11/2016
INTRODUCTION TO DIFFERENTIAL EQUATIONS
Definition and terminology
CLASSIFICATION BY LINEARITY
General form of a Differential Equation:
, , , , = 0
(4)
I. Linear
Example:
1/11/2016
INTRODUCTION TO DIFFERENTIAL EQUATIONS
10
Definition and terminology
CLASSIFICATION BY LINEARITY
General form of a Differential Equation:
, , , , = 0
(4)
II. Nonlinear
A nonlinear ordinary differential equation is simply one that is not linear.
Nonlinear functions of the dependent variable or its derivatives, such as sin
or , cannot appear in a linear equation.
1/11/2016
INTRODUCTION TO DIFFERENTIAL EQUATIONS
11
Definition and terminology
SOLUTION OF AN ORDINARY DE
General form of a Differential Equation:
, , , , = 0
(4)
We assume that it is possible to solve an ordinary differential equation in the form
(4) uniquely for the highest derivative in terms of the remaining + 1
variables. That is:
= , , , ,
normal form
Example:
I. 4 + =
II. + 6 = 0
1/11/2016
INTRODUCTION TO DIFFERENTIAL EQUATIONS
12
Definition and terminology
SOLUTION OF AN ORDINARY DE
Definition: Any function , dened on an interval I and possessing at least n
derivatives that are continuous on I, which when substituted into an nth-order
ordinary differential equation reduces the equation to an identity, is said to be a
solution of the equation on the interval.
In other words, a solution of an nth-order ordinary differential equation (4) is a
function that possesses at least n derivatives and for which:
, , , , () = 0
for all in I
We say that satises the differential equation on I
1/11/2016
INTRODUCTION TO DIFFERENTIAL EQUATIONS
13
Definition and terminology
EXAMPLE: Verify that the indicated function is a solution of the given
differential equation on the interval ,
a)
1/11/2016
1/2 ;
1 4
16
b) 2 + = 0;
INTRODUCTION TO DIFFERENTIAL EQUATIONS
14
Definition and terminology
EXPLICIT AND IMPLICIT SOLUTIONS
Explicit: A solution in which the dependent variable is expressed solely in
terms of the independent variable and constants
=
1 4
,
16
1/2
= , =
, 2 + = 0, + = 0
Implicit: there exists at least one function that satises the relation as well as
the differential equation on I
2 + 2 = 25 is an implicit solution of the DE
1/11/2016
INTRODUCTION TO DIFFERENTIAL EQUATIONS
15
Initial value problems
Find a solution to satisfy certain prescribed side conditions. That is,
conditions imposed on the unknown function () and its derivatives
at a point 0
S:
S :
= , , , ,
0 = 0 , (0 ) = 1 , ,
(0 ) = 1
Where:
0 , 1 , , 1
are arbitrary real constants and the values
0 , 0 , , (1) 0
are called initial conditions
1/11/2016
INTRODUCTION TO DIFFERENTIAL EQUATIONS
16
Initial value problems
EXAMPLE:
Solve:
Subject to:
0 = 0
1/11/2016
= ,
INTRODUCTION TO DIFFERENTIAL EQUATIONS
17
Initial value problems
EXAMPLE:
Solve:
2
2
Subject to:
0 = 0 , 0 = 1
1/11/2016
= , ,
INTRODUCTION TO DIFFERENTIAL EQUATIONS
18
Initial value problems
EXAMPLE 1: given = as a solution for the ODE = find for:
0 =3
1 = 2
1/11/2016
INTRODUCTION TO DIFFERENTIAL EQUATIONS
19
D.E. AS MATHEMATICAL MODELS
It is often desirable to describe the behavior of some real-life system
or phenomenon, whether physical, sociological, or even economic, in
mathematical terms.
Construction of a mathematical model of a system starts with:
a. Identification of the variables that are responsible for changing the system.
b. Make a set of reasonable assumptions, or hypotheses, about the system we
are trying to describe.
1/11/2016
INTRODUCTION TO DIFFERENTIAL EQUATIONS
20
D.E. AS MATHEMATICAL MODELS
1/11/2016
INTRODUCTION TO DIFFERENTIAL EQUATIONS
21
Falling bodies and air resistance
Analytical Solution to the Falling Parachutist Problem
=
F = +
Problem Statement: A parachutist of mass 68.1 kg jumps out
of a stationary hot air balloon. Use Eq. (1.10) to compute
velocity prior to opening the chute.
The drag coefficient is equal to 12.5 kg/s.
=
=
=
(1
K = proportionality constant called the drag coefficient (kg/s)
1/11/2016
INTRODUCTION TO DIFFERENTIAL EQUATIONS
22
Homework
#1
EXERCISES 1.1: 1,3,5,7,9,10,11,13,15,17
#2
EXERCISES 1.1: 23
EXERCISES 1.2: 1,2,3,5,7,9,11,13,35-38
1/11/2016
INTRODUCTION TO DIFFERENTIAL EQUATIONS
23
