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1589222915-05 - Introduction To Differential Equations
1589222915-05 - Introduction To Differential Equations
Differential Equations
By Ing. Jose Diego Monroy
Principles and Introduction to Trigonometry
By Ing. Jose Diego Monroy
Table of Content
1. What is a Differential Equation? .................................................................... 4
Example: ............................................................................................................ 6
Example: ............................................................................................................ 8
a y′′ + b y′ + cy = g (t)
𝒅𝒚
=𝒙+𝟓
𝒅𝒙
𝒅𝟐 𝒚 𝒅𝒚
+ 𝟐 + 𝟑𝒚 = 𝟎
𝒅𝒙𝟐 𝒅𝒙
Their applications range in almost every filed of life and these help us to
solve complex problems in a very easy way. The two terms in these equations
as seen from equations above are function and derivative. In practical world the
functions likely represent physical quantities and the derivatives represent the
rate of change of these quantities. These equations tell us how heat transfer
takes place, how acceleration and velocity changes in an automobile, how a
spring vibrates, decaying of radioactive elements, structural analysis of a beam
etc.
2. Derivative of a function:
Derivative simply means the instantaneous rate of change of a function
w.r.t one of its function, means to find the slope of a tangent line to the function
at a point. In calculus we write:
𝒇(𝒙 + 𝒉) − 𝒇(𝒙)
𝒇′(𝒙) = 𝐥𝐢𝐦
𝒉→𝟎 𝒉
𝑑𝑦
The derivative is denoted as 𝑓′(𝑥) or derivative of function y w.r.t 𝒙
𝑑𝑥
Example:
Derivative of a constant:
If c is any constant, then the derivative of this constant is zero. i.e.,
𝒅
(𝒄) = 𝟎
𝒅𝒙
The sum rule is also applicable to sum of more than two functions
upto n functions, as long as there are only finitely many solutions in the
sum.
e.g.,
Example:
𝒚 = 𝒙𝟒 + 𝟏𝟐𝒙
𝒅 𝒅𝒇 𝒅𝒈
(𝒇𝒈) = 𝒈 +𝒇
𝒅𝒙 𝒅𝒙 𝒅𝒙
𝒚 = (𝒙𝟐 + 𝟏)(𝒙𝟑 + 𝟑)
𝒇(𝒙) = 𝒙𝟐 𝒍𝒏 𝒙
𝟏
𝒇′ (𝒙) = 𝟐𝒙 𝒍𝒏 𝒙 + 𝒙𝟐 ( )
𝒙
𝒇′ (𝒙) = 𝟐𝒙 𝒍𝒏 𝒙 + 𝒙
𝒇′ (𝒙) = 𝒙(𝟐 𝒍𝒏 𝒙 + 𝟏
Principles and Introduction to Trigonometry
By Ing. Jose Diego Monroy
Quotient Rule:
If there are two functions u and v differentiable at x, and v≠0, then the
derivative of quotient u/v is given as
𝒅𝒖 𝒅𝒗
𝒅 𝒖 𝒗 −𝒖
( )= 𝒅𝒙 𝒅𝒙
𝒅𝒙 𝒗 𝒗𝟐
𝒕𝟐 − 𝟏
𝒚= 𝟐
𝒕 +𝟏
𝟒√ 𝒙
𝒉(𝒙) =
𝒙𝟐 − 𝟐
Principles and Introduction to Trigonometry
By Ing. Jose Diego Monroy
′
(𝒇(𝒈(𝒙))) = 𝒇′ (𝒈(𝒙)) . 𝒈′(𝒙)
𝒅𝒚 𝒅𝒚 𝒅𝒖
= .
𝒅𝒙 𝒅𝒖 𝒅𝒙
𝒚 = √𝒙𝟐 + 𝟏
Principles and Introduction to Trigonometry
By Ing. Jose Diego Monroy
𝒅𝒚
𝒚′ =
𝒅𝒙
′′
𝒅𝒚′ 𝒅 𝒅𝒚
𝒚 = = ( )
𝒅𝒙 𝒅𝒙 𝒅𝒙
𝒅𝟐 𝒚
= 𝟐
𝒅𝒙
Now for any nth order derivative of y w.r.t x, for any positive integer:
𝒅
𝒚𝒏 = (𝒚)𝒏−𝟏
𝒅𝒙
Example:
Now, the can also find the derivatives of trigonometric functions like sine
and cosine functions.
𝒚 = 𝒔𝒊𝒏 𝒙 𝒄𝒐𝒔 𝒙
Now we will discuss about the Differential Equation and its types.
Differential
Equations
Partial Ordinary
Differential Differential
Equations Equations
𝒅𝒚
𝒙 +𝒚=𝟑
𝒅𝒙
𝒅𝒗
𝒎 = 𝑭(𝒕, 𝒗)
𝒅𝒕
𝒅𝟐 𝒚 𝒅𝒚
+ 𝟐 + 𝟑𝒚 = 𝟎
𝒅𝒙𝟐 𝒅𝒙
These equations are ordinary differential equations since these have only
one unknown function i.e., y and 𝑣.
solve. These are used to describe a wide variety of natural phenomena I.e., fluid
dynamics, heat transfer, sound, electrostatics, elasticity etc. Some examples are:
𝝏𝟐 𝒖 𝝏𝒖
𝟐
𝜶 =
𝝏𝒙𝟐 𝝏𝒕
𝝏𝟐 𝒛 𝝏𝟐 𝒛
+ =𝒙+𝒚
𝝏𝒙𝟐 𝝏𝒚𝟐
𝝏𝒛 𝝏𝒛
=𝒛+𝒙
𝝏𝒙 𝝏𝒚
𝝏𝟐 𝒖 𝝏𝟐 𝒖 𝝏𝟐 𝒖
+ + = 𝟑𝒖 + 𝟔𝒚 + 𝟗𝒛
𝝏𝒙𝟐 𝝏𝒚𝟐 𝝏𝒛𝟐
𝝏𝒖 𝝏𝒖
+𝒕 =𝟎
𝝏𝒕 𝝏𝒙
From above equations we see some derivatives have powers and some
have not. So, the next term related to understanding differential equation is its
order.
𝒅𝒚
+ 𝒚𝟐 = 𝟓𝒙
𝒅𝒙
𝒅𝒚
=𝒙+𝟓
𝒅𝒙
𝒅𝒚
𝒙 +𝒚=𝟑
𝒅𝒙
Principles and Introduction to Trigonometry
By Ing. Jose Diego Monroy
𝒅𝒗
𝒎 = 𝑭(𝒕, 𝒗)
𝒅𝒕
In the above equations, since the order of the derivative is one, so this is
first order differential equation, the most basic one and easy to solve.
The implicit form of the first order differential equation is written as:
F (x, y, y′) = 0
For first degree differential equation, the explicit form of above equation
is written as:
𝒅𝒚
= 𝒇(𝒙, 𝒚)
𝒅𝒙
𝒅𝟐 𝒚
+ 𝒙𝒚 = 𝒔𝒊𝒏(𝒙)
𝒅𝒙𝟐
𝒅𝟐 𝒚 𝒅𝒚
+ 𝟐 + 𝟑𝒚 = 𝟎
𝒅𝒙𝟐 𝒅𝒙
ay ′′ + by ′ + cy = g (t)
In the above equations, since the derivatives are of second order, so this is
the second order differential equation.
Principles and Introduction to Trigonometry
By Ing. Jose Diego Monroy
𝒅𝟐 𝒚
+ 𝒙𝒚 = 𝒔𝒊𝒏(𝒙)
𝒅𝒙𝟐
𝝏𝒖 𝝏𝒖
= 𝟑𝒖 + 𝒖
𝝏𝒙 𝝏𝒚
(𝐲′′)𝟐 + 5y′ + cy = 𝐱𝟐
𝟐
(𝐲′′) + 2(y′)3 + 2y = 𝟓𝐱𝟐
The above equations are of second degree sue to the power of the highest
derivative is 2.
If there is any radical sign or any power in fractions, then the degree of
that equation of the degree of highest derivative after eliminating the radical
sign and fractional power [1]. For example:
Principles and Introduction to Trigonometry
By Ing. Jose Diego Monroy
𝐲′ = 𝒂(𝒕) 𝒚 + 𝒃(𝒕)
In above, if both the a and b are constants, the equation is called Constant
Coefficient Linear equation. Examples are:
𝐲′ = 𝟓𝒚 + 𝟓
Principles and Introduction to Trigonometry
By Ing. Jose Diego Monroy
Here the right side of equation we have a(t) = 5 and b(t) = 5, so this
equation is a constant coefficient Linear differential equation.
𝟐
𝐲′ = − 𝒚 + 𝟓𝒕
𝒕
𝐱𝐲′ + 𝟐𝟑𝐲 = 𝟐𝟑
𝒅𝒚
=𝒙+𝟓
𝒅𝒙
𝝏𝒖 𝝏𝒖
= 𝟐𝟒𝒖 + 𝒖
𝝏𝒙 𝝏𝒚
𝐱 ′′ + 𝒔𝒊𝒏(𝒙) = 𝟎
𝟏
𝐱 ′′ + =𝟎
𝒙
𝐱′𝒙 + 𝟐 = 𝟎
𝒚′ + 𝒂(𝒙)𝒚 = 𝒃(𝒙)𝒚𝒎
Where the functions a(x) and b(x) are both continuous functions.
𝒅𝟒 𝒚 𝒅𝟐 𝒚
+ 𝒙 𝟐 + 𝒚𝟐 = 𝟎
𝒅𝒙𝟒 𝒅𝒙
𝒅𝟐 𝒚 𝒅𝒚
+ 𝟐 + 𝟑𝒚 = 𝟎
𝒅𝒙𝟐 𝒅𝒙
𝒅𝟐 𝒖
+ 𝒘𝟐 𝒖 = 𝟎
𝒅𝒙𝟐
For example,
𝒛 = 𝒂𝒙 + 𝒃𝒚
Principles and Introduction to Trigonometry
By Ing. Jose Diego Monroy
𝒚 𝒙
𝒚′ = −
𝒙 𝒚
Principles and Introduction to Trigonometry
By Ing. Jose Diego Monroy
𝒙−𝒚+𝟑
𝒚′ =
𝒙−𝒚
Solution.
𝒅𝒚
𝒙 +𝒚=𝟑
𝒅𝒙
𝒅𝟒 𝒚 𝒅𝟐 𝒚
+ 𝒙 𝟐 + 𝒚𝟐 = 𝟔𝒙 + 𝟑
𝒅𝒙𝟒 𝒅𝒙
x ' + t 2x = t + t 2
𝝏𝟐 𝒖 𝝏𝟐 𝒖 𝝏𝟐 𝒖
+ + = 𝟑𝒖 + 𝟔𝒚 + 𝟗𝒛
𝝏𝒙𝟐 𝝏𝒚𝟐 𝝏𝒛𝟐
𝒅𝟐 𝒚
For example, the solution of the differential equation + 𝒚 = 𝟎 is
𝒅𝒙𝟐
𝒚 = 𝑨 𝒄𝒐𝒔 𝒙 + 𝑩 𝐬𝐢𝐧 𝒙
𝒅𝒚 𝒅𝟐 𝒚
Because, = −𝑨 𝒔𝒊𝒏 𝒙 + 𝑩 𝐜𝐨𝐬 𝒙 and = −𝑨 𝒄𝒐𝒔 𝒙 − 𝑩 𝒄𝒐𝒔 𝒙
𝒅𝒙 𝒅𝒙𝟐
Principles and Introduction to Trigonometry
By Ing. Jose Diego Monroy
Example:
Principles and Introduction to Trigonometry
By Ing. Jose Diego Monroy
Example:
𝒅𝒚
𝒙 = 𝒚 + √𝒙𝟐 + 𝒚𝟐
𝒅𝒙
Principles and Introduction to Trigonometry
By Ing. Jose Diego Monroy
𝒇(𝒙, 𝒚, 𝑪) = 𝟎
𝒚 = 𝑨 𝒄𝒐𝒔 𝟐𝒙 + 𝑩 𝒔𝒊𝒏 𝟐𝒙
Principles and Introduction to Trigonometry
By Ing. Jose Diego Monroy
𝒅𝒚
= 𝒈(𝒙, 𝒚)
𝒅𝒙
𝒅𝒚
𝒇(𝒚) = 𝒈(𝒙)
𝒅𝒙
𝒇(𝒚)𝒅𝒚 = 𝒈(𝒙)𝒅𝒙
As in the above equation, the L.H.S of the equation has only y variable
and R.H.S of the equation only has x variable, so we can say that the variables
of the above equation have been separated.
∫ 𝒇(𝒚)𝒅𝒚 = ∫ 𝒈(𝒙)𝒅𝒙 + 𝑪
Example:
𝒚𝟒 𝒚′ + 𝒚′ + 𝒙𝟐 + 𝟏 = 𝟎
Principles and Introduction to Trigonometry
By Ing. Jose Diego Monroy
Example:
𝒅𝒚 𝟏 𝟑
Solve + 𝒚= with y(0) = 4
𝒅𝒙 𝟐 𝟐
The solution curves for range og initial conditions are shown in graph
below.
Example:
𝒅𝒚 𝟏 𝟑
Solve + 𝒚= with y(0) = 2
𝒅𝒙 𝟐 𝟐
We first arrange the differential equation to the form
(Chasnov, 2020)
Principles and Introduction to Trigonometry
By Ing. Jose Diego Monroy
𝒅𝒚
𝒆𝒚 (𝟏 + 𝒙𝟐 ) − 𝟐𝒙(𝟏 + 𝒆𝒚 ) = 𝟎
𝒅𝒙
Principles and Introduction to Trigonometry
By Ing. Jose Diego Monroy
𝒙𝟐 (𝒚 + 𝟏)𝒅𝒙 + 𝒚𝟐 (𝒙 − 𝟏)𝒅𝒚 = 𝟎
Principles and Introduction to Trigonometry
By Ing. Jose Diego Monroy
𝒅𝒉 = 𝒇𝒅𝒙 + 𝒈𝒅𝒚
h(x, y) = C
Example:
Almost in every filed of life there is a role of Calculus and its different
formulas and equations. One of them which we have studied is the use of
Differential Equations. In the field of Engineering these equations have a huge
role and are very important. Some of the main examples where these equations
are used are:
19. References
(n.d.).
Chasnov, J. R. (2020, Jan). Coursera. (T. H. Technology, Ed.) Retrieved from
Math: https://www.math.ust.hk/~machas/differential-equations.pdf
Dawkins, P. (2018). Differential Equations. In P. Dawkins, Differential
Equations (p. 523). Beaumont.
Differential Equations MATB44H3F. (2011, Sept 15). Retrieved from Math
Torronto: http://www.math.toronto.edu/selick
George B. Thomas, R. L. (1998). Calculus and Analytic Geometry (9th ed.).
Menlo Park, Massachusetts, USA: Addison-Wesley Publishing Company.
KREYSZIG, E. (2010). Advanced Engneering Mathematics (10th ed.).
Columbus, Ohio, USA: Wiley.
Mathey, A. (2017, Sep 16). quora. Retrieved Sep 2017, from
https://www.quora.com/What-is-the-difference-between-linear-and-non-
linear-equations
Toppr. (2017). Differential Equation. Retrieved from Toppr:
https://www.toppr.com/guides/maths/differential-equations/general-and-
particular-solutions-of-a-differential-equation/
Jose Diego has performed Civil Engineering, Design-Build, Flood Protection, and
Construction Management throughout the States of California, Arizona, New Mexico
and Texas in the United States of America. Since 1998, He has worked on a variety
of Land Development projects, including Healthcare, Higher Education, K-12
Education, Master Planned Residential Subdivisions, Commercial, Industrial and
Transportation.
1. Introduction to Algebra
2. Introduction to Trigonometry
3. Introduction to Differential Calculus
4. Introduction to Integral Calculus
5. Introduction to Differential Equations
6. Introduction to Statistics and Probability
7. Introduction to Engineering Mathematics
8. Introduction to Physics
9. Introduction to Chemistry
10. Introduction to Biology
Civil Engineering: