Engineering Mathematics

– Differential Equations –

Eric Yee
1st Trimester
 Outline
• If we want to solve an engineering problem, we first need to formulate
the problem as a mathematical expression in terms of variables,
functions, and equations. Such an expression in known as a
mathematical model of the given problem. The process of setting up a
model, solving it mathematically, and interpreting the result in physical
or other terms is called mathematical modeling, or modeling.
• Many physical concepts, such as velocity and acceleration, are
derivatives. Hence a model is very often an equation containing
derivatives of an unknown function. Such a model is called a
differential equation. We want to find a solution to the differential
equation, understand its properties, and interpret it to understand the
system it models.
• For differential equations, the topics we will cover include:
– Differentiation and integration
– Ordinary differential equations
– Laplace transforms
– Partial differential equations
DIFFERENTIATION AND
INTEGRATION (REVIEW)
Differentiation
Differentiation
Integration
Integration
ORDINARY DIFFERENTIAL
EQUATIONS
 Definitions
• Differential equation: an equation containing derivatives of an
unknown equation.
• Ordinary differential equation (ODE): an equation that contains one or
several derivatives of an unknown function with a single independent
variable which we usually call y(x) or y(t). In this case, x or t is the
dependent variable, respectively. The equation may also contain y
itself, known functions of x or t, and constants. For example,
∂ 3 y ∂y x ∂ y
= (x 2 + 2 )y 2
2
y′ = cos( x ) y′′ + 9 y = 0 x2
+ 2e
∂x ∂x
3
∂x 2

• Partial differential equation (PDE): an equation that involves partial

derivatives of an unknown function of two or more variables.
∂ 2u ∂ 2u
+ 2 =0
∂x 2
∂y

•
 Definitions
• N-th order equation: the n-th derivative of the unknown function y is
the highest derivative of y in the equation.
• Linear equation: an equation that can be written as
y′′ + p( x ) y′ + q( x ) y = r (x ) 2nd order

• Nonlinear equation: one that cannot be written in the form of a linear

equation.
• Homogeneous equation:
y′′ + p (x ) y′ + q (x ) y = 0

• Non-homogeneous equation :
y′′ + p( x ) y′ + q( x ) y = r (x )

•
 Concept of a Solution
• A function
y = h( x )
is called a solution of a given differential equation on some open
interval a < x < b if h(x) is defined and differentiable throughout
the interval and is such that the equation becomes an identity if
y and y’ are replaced with h and h’, respectively.
• This is called the explicit solution.
• The goal of “solving” differential equations is to find the
solution(s) to the ODE/PDE.
– General solution: a solution containing an arbitrary constant c. A family
of infinitely many solutions.
– Particular solution: a solution that has a specific c. Also known as a
specific solution.
–
 Ordinary Differential Equations
• First order ODEs contain only the first derivative:
y′ + p(x ) y = r (x ) F ( x, y , y ′ ) = 0 OR y ′ = f ( x, y )
implicit explicit

• Methods to solve (not all are covered here):

– General solution
– Particular solution
– Separating variables
– Integrating factors
– Power series solutions
– Numerical methods
 ODE – General Solutions
• Verify that y = c/x where c is an arbitrary constant,
is a solution to the ODE xy’ = –y for all x ≠ 0.

• Solution: c
y=
x
−c
y′ = 2
x
−c
xy′ =
x

xy′ = − y
 ODE – General Solutions
• We can see in the previous example that the ODE had a solution
containing an arbitrary constant c. Such a solution containing an
arbitrary constant c is called a general solution to the ODE.
These solutions may or may not be unique.
• For example, from calculus we know y = ce–0.2t has the derivative
y’ = –0.2y. Conversely, y’ = –0.2y has a solution of y = ce–0.2t. These
equations describe exponential decay of a radioactive substance.

Graphical solution

Different constants, c,
lead to different solutions!
 ODE – Particular Solution
• If we choose a specific constant c (e.g. c = 3.14128) for the
general solution to an ODE, then we obtain a particular
solution.

• In most cases, the particular solution is obtained from a

general solution by an initial condition such as y(x0) = y0,
with given values x0 and y0, that is used to determine a
value of the arbitrary constant c. An ODE, together with an
initial condition, is called an initial value problem:
y ′ = f ( x, y ) y ( x0 ) = y0

• Let us consider a problem integrating all these concepts

and methods...
 Modeling – Radioactive Decay
• Problem: Given 0.5 g of Radium 226, find the amount
present at any later time.

• Physical information: experiments show that at each

instant, a radioactive substance decomposes, and is
thus decaying in time, proportional to the amount of
the substance present.
 Modeling – Radioactive Decay
• Step 1: Setting up a mathematical model of the physical process.
Denote by y(t) the amount of the substance still present at time
t. By the physical law (shown through consistent observations),
the rate of change, y’(t) = dy/dt, is proportional to y(t), which is a
first order ODE
dy
= −λy
dt
where the constant λ is positive, so that because of the minus
sign, we can get decay. The value of λ is known from
experiments. For example, λ ~ 1.4 · 10-11 sec-1 for Radium 226.
The given initial amount is 0.5 g, and we can call the
corresponding instant t = 0. Then we have the initial condition
y(0) = 0.5. Hence, the mathematical model of the physical
process is the initial value problem

y (0 ) = 0.5
dy
= −ky
dt
 Modeling – Radioactive Decay
• Step 2: Mathematical solution. The general solution to
dy
= −λy
dt
has the form
y (t ) = ce − λt

we determine c by using the initial condition.

y (t ) = ce − λt 0.5 = ce − λ ( 0 ) 0.5 = c

Thus the model can be defined as

y (t ) = 0.5e ( )
− 1.4×10 −11 t
 Modeling – Radioactive Decay
• Step 3: Interpretation of result (example graph)

It starts from the correct initial amount (0.5 g) and

decreases with time because λ is positive. The
limit of y as t → ∞ is zero.