Differential Equations

Contents

 1st order, 2nd order, higher order, systems ODE

 Laplace, Fourier Transform
 Partial Differential Equation
 Numerics for Differential Equation

2
Introduction

 Many physical laws and relations can be expressed mathematically in the form
of differential equations. mathematical model

3
Introduction

 Ordinary Differential Equations (ODEs)

derivatives of an unknown variables, e.g. y(x)

 Partial Differential Equations (PDEs)

partial derivatives of an unknown function of two or more variables,
e.g. u(x,y)

4
Introduction

general solution.

particular solution.

5
Introduction

the slope y’(x0) equal to the value of f at that point

Geometric
Meaning of
Direction Fields

6
First-Order ODE

Ex.
 Separable ODEs
method of
Ans.
separating variables

7
First-Order ODE

Ex. Radiocarbon Dating2

Ans.

8
First-Order ODE

 Exact ODEs Ex.1

Ans.

9
First-Order ODE

 Integrating Factors

10
 First-Order ODE

 Ex. Integrating Factors

Ans.

11
 Nonhomogeneous

First-Order ODE

 Linear ODEs

Homogeneous

Response to the Input r Response to the Initial Data

12
 First-Order ODE

 Ex. Linear ODEs

Ans.

13
First-Order ODE Logistic population model

p = -A, g = -B, a = 2
Non-Linear ODEs
nonlinear ODEs be
transformed to linear ones

Bernoulli equation

14
Second-Order ODE
Linear ODEs have a rich solution structure.
For the homogeneous : superposition principle or linearity
principle,
homogeneous
Ex.
Ans.

Linear combination
nonhomogeneous

Ex.

Ans.
1 2
/
15
Second-Order ODE

Ex.

Ans.

16
Second-Order ODE

 y1 , y2 linearly independent

y1 , y2 linearly dependent Ex.

Ans. Basis

Solution

17
Second-Order ODE

 if One Solution Is Known. Reduction of Order

known

linearly independent
(their quotient is not constant)
a basis of solutions

18
 Second-Order ODE

Ex.

Ans. known

linearly independent
(their quotient is not constant)
a basis of solutions, valid for all positive x

19
Second-Order ODE

 Constant Coefficients

characteristic equation
20
Second-Order ODE

Case of Distinct Real Roots

Ex.
Ans.

21
Second-Order ODE
Case of Complex Roots
Ex.
Case of Double Roots
Ans.
Ex.
Ans.

22
Second-Order ODE

Nonhomogeneous ODEs

23
 Second-Order ODE
Method of Undetermined Coefficients

Basic Rule Modification Rule

Ex.
Ex.
Ans.
Ans.

24
 Second-Order ODE
Sum Rule

Ex.
Ans.

25
 Second-Order ODE

method of variation
of parameters

Lagrange’s method

special for f’ = f

If W ≠ 0, then y1, y2 linearly independent

26
 Second-Order ODE

method of variation
of parameters Ex.
Ans. r= =

Lagrange’s method

special for f’ = f

27
Higher Order Linear ODE
Problem
heterogeneous

Solution
homogeneous

Initial value Problem

28
Higher Order Linear ODE

Ex. Ex.

Ans. Ans.

29
 Higher Order Linear ODE

Wronskian W of n
solutions = the nth-order
determinant

Ex.
—
Ans.
0 0 0 0

0
0

30
Higher Order Linear ODE

Distinct Real Roots Multiple Real Roots

Multiple Complex Roots

Simple Complex Roots

31
 Higher Order Linear ODE
Simple Complex Roots Triple Roots

Distinct Real Roots Ex. Ex.

Ex. Ans.
Ans.
Ans.

32
Higher Order Linear ODE

nonhomogeneous linear ODEs

33
Higher Order Linear ODE

method of undetermined coefficients

Ex.

Ans.

34
 Higher Order Linear ODE
Method of Variation of Parameters

Ex.

Ans.

35
Systems of ODEs

phase plane method converts any nth-order ODE into a

system of n first-order ODEs

det Ι Ι

36
 Systems of ODE
An nth-order ODE

a system of n first-order ODEs

37
 Linear Systems

Systems of ODEs
Wronskian
the more general system

solution vector

n given initial conditions

38
Systems of ODEs
Basis. General Solution

The determinant of Y
Wronskian
If W ≠ 0, then solution y
linearly independent

fundamental matrix

39
Systems of ODEs

40
 Systems of ODEs

Ex.
Ans.

41
 Systems of ODEs

Ex.
Ans.

42
Nonhomogeneous
ODEs
nonhomogeneous
linear systems

Method of Undetermined
Coefficients. Modification
Rule

43
 Nonhomogeneous
ODEs
Method of Variation of Parameters

Ex.
Ans.

44
Special Functions

 higher functions or special functions - ODEs with variable coefficients:

Legendre polynomials, Bessel functions, and hypergeometric functions

 power series method

 Frobenius method : power series * ln x or x^r

45
Special Functions

Power Series Method

the Maclaurin series

46
 Special Functions

Ex.

Ans.

47
Special Functions

A Special Legendre Equation

Ex.

Ans.

Legendre
functions
Q1(x)

Legendre
polynomials
P1(x)

48
Special Functions

Operations on Power Series

+
x

49
Special Functions
Legendre’s Equation.

Legendre polynomials

50
 Special Functions
Case 1. Distinct Roots

Frobenius Method

Case 2. Double
Root

Case 3. Roots Differing

by an Integer

51
Special Functions

Case 2. Double
Root

52
Special Functions

Bessel’s equation

53
 LAPLACE for ODE

Ex.

Ans.

54
 LAPLACE for ODE

Ex.

Ans.

55
 Ex.
Laplace Transformation
Ans.

56
LAPLACE for ODE

Ex.

Ans.

57
LAPLACE for ODE

58