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1.1 Introduction To Differential Equation PDF
1.1 Introduction To Differential Equation PDF
1.1 Introduction To Differential Equation PDF
dy d2y 2 y 2 y
= 4x 3 , + 6y = 0 , 4 =0
dx dx 2 t 2 x 2
2u 2u 2u 2u 2u
+ =0 + + =0
x 2 y 2 x 2 y 2 z 2
4. Order:
The order of a differential equation (either ODE or PDE) is the order of the highest
derivative that appears in the equation.
eg:
dy
= cos x first-order
dx
4
d2y dy
2
+ 6 = 7 x second-order
dx dx
( )
x 2 y + 2e x y = x 2 + 2 y 4 third-order
2 MATB143: Chapter 1: Introduction to Differential Equations
Note:
Ordinary derivatives can be written using either the Leibniz notation
dy d 2 y d 3 y
, , ,.... or the prime notation y , y , y ,...
dx dx 2 dx 3
5. Linearity:
This means that an nth -order ODE is linear if it can be written in the form:
dny d n 1 y d2y dy
a n ( x) n
+ a n 1 ( x) n 1
+ ... + a 2 ( x ) 2
+ a1 ( x) + a 0 ( x) y = g ( x )
dx dx dx dx
ii) The coefficients are merely constants or they depend only on the independent
variable x .
iii) The dependent variable y and all its derivatives are linear functions.
(sin x )y + y = ex linear
2
3
d2y dy
2
+ + 4 xy = x non-linear
dx dx
yy + 3 y = 5 x 2 non-linear
d2y
+ sin y = 0 non-linear
dx 2
on I , which when substituted into an nth -order ODE reduces the equation to an identity, is said
to be a solution of the equation on the interval.
(ie. A function (x) is a solution if it is differentiable and satisfies the DE for all x in I . The interval
eg. The function y ( x) = c1 sin 2 x + c 2 cos 2 x, (where c1 and c 2 are arbitrary constants), is a solution
7. Solution Curve
The graph of a solution of an ODE is called a solution curve.
dy x
eg. x 2 + y 2 = 25 is an implicit solution of the differential equation = on
dx y
9. Families of Solutions
9.1 A solution is also sometimes referred to as an integral of the DE and its graph
dy
= 2x .
dx
9.3 ( )
An nth -order DE F x, y, y ,.., y ( n) = 0 possesses an n parameter family of
solutions G ( x, y, c1 , c 2 ,..., c n ) = 0 .
from the family of solutions (note that by assigning any value of c , there is no way
to obtain y = 0 ). Hence, y = 0 is known as a singular solution of the DE.
Subject to:
(the initial condition)
Subject to:
,
(the initial conditions)
Example:
1. 1/
is a one-parameter family of solutions of the first-order differential
equation 2 0. Find a solution of the first-order IVP consisting of this differential
equation and the given initial condition, 2
1/3.