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BATANGAS STATE UNIVERSITY

The National Engineering University


College of Engineering
Department of Chemical Engineering

Math 404
DIFFERENTIAL EQUATIONS
Engr. Rejie C. Magnaye, AE
Second Semester, 2022-2023
Introduction to Differential
Equations
Module 1
Introduction to Differential Equations

Differential Equations are indispensable tool in


understanding various physical phenomena that is significant
to student taking up engineering course.
It finds its basic application in the construction of
mathematical model to approximate real world problems
involving continuously varying quantities. The knowledge of the
basic theorems and principles of Differential Equations is
needed to prepare the students for more advanced
engineering courses.

3
Real Life Applications of
Differential Equations
❑ REAL LIFE APPLICATIONS OF DE
▪ Differential equations describe various
exponential growths and decays.
▪ They are also used to describe the change in
return on investment over time. Amount of Lifts with changing MASS and height

▪ They are used in the field of medical science for


modeling cancer growth or the spread of disease
in the body.
▪ Movement of electricity can also be described
with the help of it. Mortality rate of a disease
▪ They help economists in finding optimum
investment strategies.
▪ The motion of waves or a pendulum can also be
described using these equations.

4
Definition of Differential Equations

❑ Definition of Differential Equations

▪ Differential equations are any equations which contain


derivatives of one or more dependent variables with respect to
one or more independent variables.

5
Differential Equations

❑ Recall:
2
𝑑𝑦 𝑑 𝑖 𝑑𝑖 1
= cos 𝑥 𝐿 2 + 𝑅 + = 𝐸𝜔 sin 𝜔𝑡
𝑑𝑥 𝑑𝑡 𝑑𝑡 𝐶

i - dependent variable
y - dependent variable
t - independent variable
x - independent variable
L, R, C, ω - parameters

6
Differential Equations

❑ Examples:

2 2 2
𝑑 𝑉 𝑑 𝑉 𝑑 𝑉
2
+ 2
+ =0
𝑑𝑥 𝑑𝑦 𝑑𝑧 2

dependent variable :
independent variable :
Parameters :

7
Differential Equations

❑ Examples:
𝑥 2 + 𝑦 2 𝑑𝑥 − 2𝑥𝑦 𝑑𝑦 = 0
𝑑𝑥
𝑥2 + 𝑦2 − 2𝑥𝑦 = 0 2 2
𝑑𝑦
𝑑𝑦 𝑥 +𝑦 − 2𝑥𝑦 =0
𝑑𝑥
x - dependent variable y - dependent variable
y - independent variable x - independent variable

8
Classification of Differential Equations

CLASSIFICATION BY TYPE
❑ Ordinary Differential Equations
❑ Containing only ordinary or pure derivatives of one or more
dependent variables with respect to a single independent
variable

❑ Partial Differential Equations


❑ Containing partial derivatives of one or more dependent
variables of two or more independent variables

9
Examples of Differential Equations

(1)
(7)

(2)
(8)

(3)

(9)
(4)

(10)
(5)

(11)
(6)

10
Classification of Differential Equations

CLASSIFICATION BY TYPE
❑ If an equation contains only ordinary derivatives of one or more
dependent variables with respect to a single independent variable
it is said to be an Ordinary Differential Equation (ODE). Equations
(1), (2), (3), (5), (7), (8), (9) and (10) are examples of ordinary
differential equations.
❑ An equation containing partial derivatives of one or more
dependent variables of two or more independent variables is
called Partial Differential Equation (PDE). Equations (4), (6)
and (11) are examples of partial differential equations.

11
Examples of Differential Equations

❑ Examples:

(4) ′′′ ′
𝑦 + 10𝑦 − 4𝑦 + 2𝑦 = cos(𝑡)

12
Classification of Differential Equations

CLASSIFICATION BY ORDER

❑ Order
❑ order of the highest – ordered derivative appearing in the
equation

❑ Degree
❑ power to which the highest order derivative is raised

13
Examples of Differential Equations

❑ Examples:

𝑑𝑦
= cos 𝑥
𝑑𝑥
Order: 2
Type: ODE

Order: 1 F ( x, y , y ' , y ' ' , y ' ' ' , y ( nth )


)=0
Degree: 1
Order: nth

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Examples of Differential Equations

❑ Examples:

𝑦 ′′′ + 2𝑦 ′ − 3𝑦 = 0

Type: ODE

Order: 3 Degree: 1

Degree: 1

15
Examples of Differential Equations

❑ Examples:
2 3 2
𝑑𝑦
2
𝑑3𝑦 𝑑𝑦 2
𝑑 𝑦
1+ =𝑦 3 1+ =𝑦
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥 3

Type: ODE

Order: 3

Degree: 2

16
Examples of Differential Equations

❑ Examples:

17
Classifications of Differential Equations

CLASSIFICATION BY LINEARITY
❑ Linear
❑ if each term of the equation which contains a variable of the set
or any of their derivatives is of the first degree in those variables
and their derivatives.

❑ Non-Linear
❑ Non-linear functions of the dependent variable, or its
derivatives, such as sin 𝑦 or 𝑒 𝑦 , cannot appear in a linear
equation

18
Examples of Linear Differential Equations

❑ Examples of Linear Differential Equations

19
Examples of Non-LinearDifferential
Equations

❑ Examples of Non-Linear Differential Equations

20
Solutions to Differential Equations

❑ Any function ϕ, defined on an interval I , which when substituted


into an nth-order differential equation reduces the equation to an
identity, is said to be a solution of the equation on the interval.

❑ In other words, a solution of an nth-order ordinary differential


equation is a function φ that possesses at least n derivatives and
for which

for all x in I.

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Solutions of Differential Equations

❑ The interval in the definition of the solution of an ODE is variously


called the interval of definition, the interval of existence, the
interval of validity or the domain of the solution and can be an
open interval (a, b), a closed interval [a, b], an infinite interval (a, ∞)
and so on.

22
Solutions of Differential Equations

❑ Examples:
1
1 4 𝑑𝑦
Verify if 𝑦 = 𝑥 is a solution of = 𝑥𝑦 on the interval (−∞, ∞).
2
16 𝑑𝑥

𝑑𝑦 1 3 1 3 1 3 1 2
= 4 ·𝑥 = 𝑥 4
𝑥 =𝑥 4
𝑥
𝑑𝑥 16 4
𝑑𝑦 1 3 1 3
Substituting , 𝑥 = 𝑥
𝑑𝑥 4 4
1
1 3
𝑥 = 𝑥𝑦 2
4
1 4
1 3 1 4
1 Therefore, 𝑦 = 𝑥 is a solution on interval
𝑥 = 𝑥 𝑥 2 16
4 16
interval (−∞, ∞).

23
Solutions of Ordinary Differential
Equations
❑ Examples:

Verify if 𝑦 = 𝑥𝑒 is a solution of 𝑦 − 2𝑦 + 𝑦 = 0 on the interval (−∞, ∞).


𝑥 ′′ ′

𝑦′ = 𝑥 𝑒 𝑥 + 𝑒 𝑥
𝑦′′ = 𝑥 𝑒 𝑥 + 𝑒 𝑥 + 𝑒 𝑥
𝑦′′ = 𝑥 𝑒 𝑥 + 2𝑒 𝑥

Substituting 𝑦 ′ & 𝑦′′,


𝑥 𝑒 𝑥 + 2𝑒 𝑥 − 2 𝑥 𝑒 𝑥 + 𝑒 𝑥 + 𝑥𝑒 𝑥 = 0
2𝑥𝑒 𝑥 + 2𝑒 𝑥 − 2𝑥𝑒 𝑥 − 2𝑒 𝑥 = 0
0=0

24
Solutions of Ordinary Differential
Equations

25
Solutions of Ordinary Differential
Equations

Prove that 𝑦 = 𝐶1 cos 2𝑥 + 𝐶2 sin 2𝑥 is a solution of 𝑦 ′′ + 4𝑦 = 0.

26
Elimination of Arbitrary Constants

❑ There is one way of obtaining a differential equation by stating


some families of relations defined by a parameter/s called
arbitrary constants. These represent any random value;
however it is not a variable although it could take in any value
but once it is given a value it would no longer be given any
more values like in the case of a variable.

❑ SIMPLE 3-STEP METHOD IN ELIMINATING ARBITRARY CONSTANTS


1. Count the number of arbitrary constants
2. Perform differentiation depending on the number of arbitrary constants
3. Algebraically manipulate the equations. NOTE: Step 2 and 3 may
interchange.
27
Elimination of Arbitrary Constants

𝑥 3 − 2
3𝑥 𝑦 =𝑐
𝑑𝑦
3𝑥 2 − 3𝑥 2 − 6𝑥𝑦 = 0
𝑑𝑥
𝑑𝑦
−3𝑥 2 = 6𝑥𝑦 − 3𝑥 2
𝑑𝑥
𝑑𝑦
−𝑥 = 2𝑦 − 𝑥
𝑑𝑥
−𝑥𝑑𝑦 = 2𝑦 − 𝑥 𝑑𝑥
0 = 2𝑦 − 𝑥 𝑑𝑥 + 𝑥 𝑑𝑦
28
Elimination of Arbitrary Constants

29
Elimination of Arbitrary Constants

30
Elimination of Arbitrary Constants

31
Elimination of Arbitrary Constants

OR

32
Elimination of Arbitrary Constants

33
THANK YOU!
Engr. Rejie C. Magnaye, AE

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