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Introduction To Ordinary Differential Equations: Dr. Ali A Ati
Introduction To Ordinary Differential Equations: Dr. Ali A Ati
Differential Equations
Slide number 2
Where do ODE’s arise
Slide number 3
Example – Newton’s Law of
Cooling
◼ This is a model of how the
temperature of an object changes as
it loses heat to the surrounding
atmosphere:
Temperature of the object: TObj Room Temperature: TRoom
◼ Order
◼ Linearity
◼ Homogeneity
◼ Initial Value/Boundary value
problems
Slide number 5
Order
d 2 y dy
.
2
+ =0 2nd order
dt dt
dx d 3x
=x 3 3rd order
dt dt
Slide number 6
Linearity
◼ The important issue is how the
unknown y appears in the equation.
A linear equation involves the
dependent variable (y) and its
derivatives by themselves. There
must be no "unusual" nonlinear
functions of y or its derivatives.
◼ A linear equation must have constant
coefficients, or coefficients which
depend on the independent variable
(t). If y or its derivatives appear in the
coefficient the equation is non-linear.
Slide number 7
Linearity - Examples
dy
+ y = 0 is linear
dt
dx
+ x 2 = 0 is non-linear
dt
dy 2
+t = 0 is linear
dt
dy 2
y + t = 0 is non-linear
dt
Slide number 8
Linearity – Summary
Linear Non-linear
2y y2 or sin( y )
dy dy
y
dt dt
(2 + 3 sin t) y (2 − 3 y 2 ) y
2
dy dy
t
dt dt
Slide number 9
Linearity – Special Property
y = f (t ) and y = g (t )
then:
y = a f (t ) + b g (t )
where a and b are constants,
is also a solution.
Slide number 10
Linearity – Special Property
Example:
d2y
2
+ y = 0 has solutions y = sin t and y = cos t
dt
2
d (sin t )
Check
2
+ sin t = − sin t + sin t = 0
dt
d 2 (cos t )
2
+ cos t = − cos t + cos t = 0
dt
Therefore y = sin t + cos t is also a solution:
d 2 (sin t + cos t )
Check
2
+ sin t + cos t
dt
= − sin t − cos t + sin t + cos t = 0
Slide number 11
Homogeniety
Slide number 12
Example
dv ◼ 1st order
= g ◼ Linear
dt ◼ Nonhomogeneous
v(0) = v0 ◼ Initial value problem
◼ 2nd order
d 2M
2
=w ◼ Linear
dx ◼ Nonhomogeneous
M (0) = 0 ◼ Boundary value
and problem
M (l ) = 0
Slide number 13
Example
◼ 2nd order
d 2
2
+ 2
sin = 0 ◼ Nonlinear
dt
◼ Homogeneous
d
θ( 0 ) = θ0 , (0) = 0 ◼ Initial value problem
dt
◼ 2nd order
d
2
2
+ 2
=0 ◼ Linear
dt ◼ Homogeneous
d
θ( 0 ) = θ0 , (0) = 0 ◼ Initial value problem
dt
Slide number 14
Solution Methods - Direct
Integration
◼ This method works for equations
where the RHS does not depend on
the unknown:
◼ The general form is:
dy
= f (t )
dt
d2y
2
= f (t )
dt
dny
n
= f (t )
dt
Slide number 15
Direct Integration
Slide number 16
Direct Integration – Example
dy
= g (t )h ( y )
dt
Slide number 18
Separation – General Idea
First Separate:
dy
= g (t )dt
h( y )
dy
= y sin(t )
dt
Separate:
1
dy = sin(t )dt
y
Now integrate:
1
y dy = sin(t )dt
ln( y ) = − cos(t ) + c
y = e −cos(t ) + c
Slide number 20
y = Ae −cos(t )