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Lecture 1

The document outlines the course details for Differential Equations (MATH-108) at NUST, including the instructor's contact information, course objectives, learning outcomes, and topics covered. It emphasizes the understanding and application of ordinary and partial differential equations, along with methods such as Laplace transforms and Fourier series. Additionally, it provides definitions and classifications of differential equations, including examples and references for further reading.

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30 views15 pages

Lecture 1

The document outlines the course details for Differential Equations (MATH-108) at NUST, including the instructor's contact information, course objectives, learning outcomes, and topics covered. It emphasizes the understanding and application of ordinary and partial differential equations, along with methods such as Laplace transforms and Fourier series. Additionally, it provides definitions and classifications of differential equations, including examples and references for further reading.

Uploaded by

mominashifa04
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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National University of Sciences & Technology (NUST)

School of Electrical Engineering and Computer Science (SEECS)


Department of Basic Sciences

Differential Equations
MATH-108

Lecture # 1

Course Instructor: Dr Saira Zainab


Ph. # 03325193283
Email: [email protected]
Office # 207, IAEC, SEECS
1
Some Relevant Information
Linear Algebra & Ordinary Differential Equations

Course Code: MATH-108 Semester: 2nd

Credit Hours: 3+0 Prerequisite Codes: NIL

Instructor: Dr. Saira Zainab Class: BEE 16 C

Office: 207 IAEC Telephone: 03325193283

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


Wednesday
Class Room: CR-10 Consulting Hours: Friday 9:00-12:00

Lab Engineer: N/A Lab Engineer N/A


Email:

Knowledge . Updates on LMS: After every Lecture


Group:
Objectives of the Course
• Students should develop understanding of the
ordinary differential equations, their origins and
solutions.
• The course also includes Laplace transform 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
CLO1: Classify and find solutions of first order
ordinary differential equations

CLO2: Solve the second and higher order


ordinary differential equations

CLO3: Apply analytical techniques to solve


partial differential equations arising in
engineering and sciences
Topics to be covered in this course

• First Order Ordinary Differential Equations


• Linear Differential Equations of Higher Order
• Non-Homogeneous Linear Equations with constant
coefficients
• Non-Homogeneous Linear Equations with Variable
Coefficients
• Laplace Transform
• System of Differential Equations
• Solution of Partial Differential Equations
• Method of Separation of Variables using Fourier
Series
Reference/Text Books
• Advanced Engineering Mathematics
Erwin, K. 2011, John Wiley & Sons Inc.
• A First Course in Differential Equation
Zill. Prindle. Weber. Schmidt.1996. Brooks/Cole Publishing.
• Differential Equations with Boundary-Value Problems,
Dennis. G. Zill, Michael, R. Cullen. 1996
• Elementary Differential Equations with Applications
C. H. Edwards. David, E. 1993. Penney, Prentice Hall
Definitions and Basic Terminology
Definition
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).
Examples
There is one differential equation that everybody probably knows that is Newton’s
2nd law of motion. If an object of mass m is moving with acceleration a and being
acted on with force F, then Newton’s 2nd law tells us
F ma
Since, we can write acceleration as

dv d 2u
a or a 2
dt dt
Definitions and Basic Terminology
So, with all these things in mind Newton’s 2nd law can now be written as
differential equation in terms of either the velocity v or the position u of the object
as follows:
dv
m  F t , v 
dt
d 2u  du 
m 2
F  t , u , 
dt  dt 
These are actually the differential equations.
Classification by type
Ordinary differential equation
If an equation contains only ordinary derivatives of one or more variables with
respect to a single independent variable, it is said to be an ordinary differential
equation (ODE).

Examples
d2y d 2x
1. 2
 2
x
dt dt
dy
2.  5 y 1
dt
3. y  x dx  4 xdy 0
2 3
d y  dy 
4. 2
 7   8 y 0
dx  dx 
Classification by type
Partial differential equation
An equation involving partial derivatives of one or more dependent variables with
respect to two or more independent variables is called a partial differential equation
(PDE).

Examples
f f
1. x  y nf
x y
u v
2. 
y x
 2u  2u u
3. 2
 2
 2
x t t
4 2
2  u  u
4. a 4
 2
0
x t
Classification by order
Definition
The order of a differential equation (either ODE or PDE) is the order of the
highest derivative in the equation.

Examples
2 3
d y  dy 
1. 2
 2 b    y 0  2nd order ODE
dx  dx 
dy
2. 4 x  y x  Ist order ODE
dx
4 2
 u  u
3. a 2 4  2 0  4th order PDE
x t
General Form of DE
In symbols, we can express an nth-order ordinary differential equation in one
dependent variable by the general form

 dy dny
F  x , y , , . . . , n  0
 dx dx 
or
F x , y , y , . . . , y n   0
Classification by Degree
Definition
The degree of a differential equation is the greatest exponent of the highest order
derivative that appears in the equation. (The dependent variable and its derivatives
should be expressed in a form free of radicals and fractions).
Examples
3
d2y  dy 
1. 2
 2b   y 0  degree Ist
dx  dx 
2
 dy 
2.    5 y 1  degree 2
 dt 
3/ 2
  dy   2
d2y
3. 1      2  degree 2 after removing the radical
  dx   dx
by squaring both sides of the eq.
Classification by Linearity
Definition
A differential equation is said to be linear if it can be written in the form
dny d n 1 y dy
a n x  n  a n  1 x  n  1  . . .  a1 x   a 0 x y  g x 
dx dx dx
It should be observed that linear differential equations are characterized by two
properties:

i) The dependent variable y and all its derivatives are of the first degree, i.e. the
power of each term involving y is one.
ii) Each coefficient depends on only the variable x or function of x only.
iii) No transcendental function of (trigonometric, logarithmic, exponential) is
involved in the equation.

Definition
An equation that is not linear is said to be non-linear.
Examples
1. xdy  ydx 0  linear
2 y   2 y   y 0  linear
3 2
3 d y 2 d y dy x
3. x 3
 x 2
 3 x  5 y  e  linear
dx dx dx
 
4. x 2 y   xy   x 2  n 2 y 4 x 3  linear
5. yy   2 y   x  non  linear
d3y 2
6. 3
 y 0  non  linear
dx
dy
7. 1  xy  y 2  non  linear
dx

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