EEEE and MECE 707

Engineering Analysis
Lecture 1: Chapter 1
Introduction to Differential
Equations
Course Outline
Lecture 1 Outline

1.1 Definitions and Terminology

1.2 Initial-Value Problems
1.3 Differential Equations as Mathematical Models
1-Definitions and Terminology

• A differential equation (DE) is an equation containing the

derivatives of one or more dependent variables with respect
to one or more independent variables
• DEs can be classified by:
• Type
• Order
• Linearity
Definitions and Terminology (cont’d.)

• Classification by Type
• Ordinary differential equation (ODE): Derivatives are with respect to
a single independent variable dx dy
+ = 3x + 2 y
dt dt
• Partial differential equation (PDE): Derivatives are with respect to
two or more independent variables

u v
=−
y dx
Definitions and Terminology (cont’d.)

• Notation
• Leibniz notation d2y
2
• Prime notation y dx
• Newton’s dot notation y
• Subscript notation (partial derivates with subscript indicating independent
variable)

uxx + u yy = 0
Definitions and Terminology (cont’d.)

Classification by Order
• The order of an ODE or PDE is the order of the highest derivative in
the equation
highest order highest order

d y æ dy ö
2 3
 4u  2u
+ 5 ç ÷ - 4 y = e x 2 4 + 2 =0
dx 2
è dx ø x t

• A first order differential equation is sometimes written in the differential

form
M(x,y) dx + N(x,y) dy = 0
Normal Form of a DE:
Definitions and Terminology (cont’d.)

Classification by Linearity

• An nth-order ODE, ( ( n)
)
F x, y, y' ,... y = 0 , is linear
in the variable y if F is linear in y, y, …, yn
• An ODE is nonlinear if:
• The coefficients y, y, …, yn contain the dependent
variable y or its derivatives
• Powers of y, y, …, yn appear in the equation or
• Nonlinear functions of the dependent variable or its
derivatives (e.g.,sin y or e y' ) appear in the equation
Example: True or false

The following differential equation is linear:

1
x
(
y '''+ 3 − x 2 ) ( y ''− y ') + e y = 3 y .
x

d 3u
2. The following differential equation is linear: 3
+ 4u = sin t.
dt
Definitions and Terminology (cont’d.)

Solution of an ODE
• Any function , defined on an interval I and possessing at
least n derivatives that are continuous on I, which when
substituted into an nth-order ODE reduces the equation
to an identity
• Interval I can be an open interval (a, b), a closed interval
[a, b], an infinite interval (a, ), etc.
• A solution of a differential equation that is identically zero
on an interval I is a trivial solution
Definitions and Terminology (cont’d.)

• Solution of an ODE
• The graph of a solution  of an ODE is a solution curve
and it is continuous on its interval I while the domain of 
may differ from the interval I
• An explicit solution is one in which the dependent
variable is expressed solely in terms of the independent
variable and constants
( )
• G x, y = 0 is an implicit solution if at least one
function  exists that satisfies the relation G and the ODE
on I
 Definitions and Terminology (cont’d.)

• Families of Solutions
• Similar to integration, we usually obtain a solution to a
first-order differential equation containing an arbitrary
constant c
• A solution with a constant c represents a set
of solutions,

G ( x, y, c ) = 0 called a one-parameter family of solutions

• An n-parameter family of solutions
G( )
x, y, c1 , c2 ,..., cn = 0 solves an nth-order differential
equation
Example 1:
Solutions:
Example 2:
Definitions and Terminology (cont’d.)

• Systems of Differential Equations

• Two or more equations involving the derivatives of two or
more unknown functions of a single independent variable

dx dy
= f ( t , x, y ) = g ( t , x, y )
dt dt

• A solution of a system is a set of functions defined on a

common interval I that satisfies each equation of the
system on this interval
2- Initial-Value Problems

• In an initial-value problem (IVP), we seek a solution y(x) of a

differential equation so that y(x) satisfies initial conditions at
xo
• nth-order initial-value problem
dny
dx n (
= f x, y, y',..., y ( n-1)
)
• Initial conditions

y ( x0 ) = y0 , y' ( x0 ) = y1 ,..., y ( n −1) ( x0 ) = yn −1

Initial-Value Problems (cont’d.)

• When solving an IVP, consider whether a solution exists and

whether the solution is unique
• Existence: Does the differential equation possess
solutions and do any of the solution curves pass through
the point (x0, y0)?
• Uniqueness: When can we be certain there is precisely
one solution curve passing through the point (x0, y0)?
Initial-Value Problems (cont’d.)

• Theorem 1.2.1 gives conditions that are sufficient to guarantee the

existence and uniqueness of a solution y(x) to a first-order IVP

̶ f(x,y) and f /y are

continuous on the
region R for the
interval I0

Figure 01.2.6: Rectangular region R

Initial-Value Problems (cont’d.)

• Example: First-Order IVP

•y = ce is a one-parameter family of solutions of the first-
x

order DE y' = y
• Find a solution of the first-order IVP with initial condition
y ( 0) = 3
• Solution
• From the initial condition we obtain 3 = ce0
• Solving, we find c = 3
• The solution of the IVP is
y = 3e x
Initial-Value Problems (cont’d.)

• Example: Second-Order IVP

• x = c1 cos 4t + c2 sin 4t is a two-parameter family of
solutions of the first-order DE x + 16 x = 0
• Find a solution of the second-order IVP with initial

conditions x    = −2 and x'  2  = 1
2
• Solution
• Substituting for initial conditions and solving for
constants, we find c1 = −2 and c2 = 1/ 4
• The solution of the IVP is
1
x = −2 cos 4t + sin 4t
4
 A mathematical model is a
description of a system or a
phenomenon

3. Differential
Equations as
Mathematical
Models
Differential equation models are used
to describe behavior in various fields

Biology Physics Chemistry

Differential Equations as
Mathematical Models (cont’d.)
• Steps of the modeling process

Figure 01.3.2: Steps in the modeling process

 Differential Equations as
Mathematical Models (cont’d.)
• Example: Radioactive Decay
• In modeling the phenomenon of radioactive decay, it is
assumed that the rate dA/dt at which the nuclei of a
substance decay is proportional to the amount A(t)
remaining at time t given an initial amount of radioactive
substance on hand A0

• This differential equation also describes a first-order

chemical reaction
dA
= kA A(0) = A0
dt
 Differential Equations as
Mathematical Models (cont’d.)
• Example: Draining a Tank
• Toricelli’s law states that the exit speed v of water through a
sharp-edged hole at the bottom of a tank filled to a depth h
is the same as the speed it would acquire falling from a
height h,
v = 2 gh
• Volume V leaving the tank per second is proportional to the
area of the hole Ah

dV
= − Ah 2 gh
dt
 Differential Equations as
Mathematical Models (cont’d.)
• Example: Draining a Tank (cont’d.)
• The volume in the tank at t is V(t)=Awh (Aw is the constant area of the upper
water surface)
• Combining expressions gives the differential equation for the height of water at
time t

dh Ah
=− 2 gh
dt Aw
Assignment for Chapter 1: Read the whole
chapter and prepare for a practice quiz (multiple
choice or true and False)