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:::e::::i:meautioirs-
Tu t o r i a l : M r s Kasio. Nurowska

Homework assigned once

every second week

Grading formula: 0 ,7. Exam + 0,15'nex(Exam, Hw)-10,15-max (Exam, Midterm)

Midterm i April, 2 6 19:00-21:00

Exam A i
Jul, I 14:00- 17:00
Exam 13 : Jul, 14 14:00 -
17:00

Office hours: Tuesday 18:00- 19:00 (adam. sawicki@gtiit.edu.cn)

510 8:00-10:00, 410 14:00-16:00

403 10:00 -
12:00
Lecture T
Differential Equation: a n equation. that relates some unknow function and i t s derivatives

classification

I f unknown function depends o n single veriable t h e n differential equation is celled Ordinary Differential
Equation CODE). Otherwise i t i s Partial Differential Equation ( P D E )

Example s i n H i l l "A l t 5µA- ca-Ct) -

ODE

3¥11 5¥11- O - -
PDE

general form of ODE

" '
F l t , Uct), U'tt ) , . - , U (t))- O

°
Systems of ODE's: I f there i s m o r e then o n e unknown function U w e speak about systems of ODE's
Example
{0¥ = a x -

LX-Y -
system of ODE's, × HI, yet). unknown functions
0¥--ay +
sexy
o¥u=
{gu e x
-
this eve two ODE's (not a system o f ODE's)
y =
by

•
Order: the order of ODE i s t h e order of the. highest derivative theteppeeve in the equation

F ( t , U Al,.., U"' i t 1 ) = O - n " order O D E

Notation Uct) →
y,
U' A ) → y',.... U"''--y"'
F l t , y , y",.-, y"') -
O (t)

We w i l l focus o n F s.t ( *I can be written a s

y'"- f l t , y , y', y",... y'"") (** l

Example (y')'tty't by-0 leads t o

y.ie-t.IE#T o r y'= - t . F I # - two equations of type * * I

L i n e e r and nonlinear ODE's

Definition: An O D E F i t , y , y',..., y'"1 = 0 i s said t o b e lineer if F is lineer function of y, y',... y'"
General lineer O D E of order n :
aoltly"'t dactly""'t.--t anftly't dultly -
g(t)
"
' + Let y''t y y'-t" 3 ' order nonlinear ODE
Example y
-

"§¥ sina.mg#F--mgsiuO
Newton equation mLdo¥ = -

mg
sin-0 = 4¥ ¥ Sino - O
t -
2" order non-linear ODE

'go.fg.f
Nonlinear equations a r e herd t o solve 9.
m solution
When 0 i s smell s i n - 0 = 0 hence w e c a n look f o r a n approximate
8¥.-E. 0 = 0
Process of approximating nonlinear equation by a linear one i s called linearization

solutions A solution of ODE y'"- f ( t , y , y'.--, y'"") in the internet ← top i s a function of such thet
Ol', ol",... ol'" exist and satisfy
01"'Atf I t , HH, lo'H,--it"-"All fo r <atop

Main problems i n the theory of ODE's

To find solution ( s ) of
ODE t h e t satisfy given i n i t i a l conditions
I determine i f a solution exists?
3 . I f solution exists i s i t unique?
40 determine behaviour of solution?
5 how big i s t h e of solutions?
space

F i r s t Order O D E 5
dots f i t ,
y) I . C.
Y H o t yo
+

if f depends linearly o n then t h e above equation i s linear and b e written a s

y c a n

dot +
(*) petty- gut
ftp.#e=-/edt= I n
Cese T constant functions, t h e n doffs-ay+ b = ' ly-bate et+ C
p(t)-a gal-b
-
-

y-Ae-ut ¥ ,+
A-arbitrary
Case 2 p a l , g Ct) -
noncourt. Leibniz integrating factor method: multiply equation ( *I by some function
µ (t)
chosen s o t h a t the resulting equation i s easily solved.

Exempted Johve: 0¥ +
E y e I e¥ , y lol- a

putt):#+ I petty =
Ipultlet
# (putt)-yal)- ptt)- 8¥ Ifft, y t
d¥= Ipe 01¥- I o t t liable Itt c
put Aet

e t : # t Eet ye E e #
Ft(e÷y) I e ¥ integrate w r t t
-
-

e¥y efzefttc.ge?tc=y=3zeF+Ce-¥
I n i t i e l condition (o)-T t e 3-t c Ce Es
y i

e#+ ÷
solution yet)= Is Es e-

doutt
General cese petty =
gat
0¥
putt) +
pit) petty = p H I get)
Ott(Mt)-ya') =
put#t y
'off
÷ 1ft =
pup d¥= pit, i t I n 1 µ s 1pct) a t + c ¥5 ⇐
pitt
et's"""
For JP't'' have
ptt)- e w e

# (pit) y a l l =
putt)1¥ pulpit)yet f l a g Ct)
+ =

Integrating both sides we get

putt-y A ) =
JpA ) git) + c yet)- %HjIf¥, where
µ (t)
= eJP'"'
Example: y't E y - 4 T, I . C. ya)-2

pct)- ¥ , g Ct)-
ht
'"
J putt JE it µCt=e2""'- et" '= ta
Inegreting fector: = = 2 tutti

t ' y' a y e (Hy)'-4 t '

+

Hy- t " + C
Y- F t ¥ I . C . Y(t)-2 2 = I t C E C = p

Solution i yet)= t ' t t - 2

Integral armies; solutions of ODE for diffent velvet of paremeter Go

*÷÷¥
¥÷÷÷÷÷÷¥÷
We here 3 types
÷*.
of integral curves

C I O : they a r e defined i n domeini C-o, o ) v ( O, D )

( c o : they a r e defined i n domains l - o , 0 1 4 1 9 0 1
( e 0 : globally defined
Variation of parametr: y' petty- g-I t '
+

JP' H t t
T ' We first solve y ' t petty = O i ¥ e-put bn Lyle -Jpalate
y- A e-
20 A → Ac t) :
y ( t ) - Act) e-I'?"''
, y' a t A'It) e-J P'"'- A c t ) e-JP't''. pet) y'+
petty
=
A'ft) e-JP't'dt- g ( t )
Hence
A'A) = ghetto'"' A ftp.jfgctieJP#Ht],
5 Celoulete Act) a n d the solution i s

Jpalott
4ft)- Act) e-

Example y'-Ly H e " -

T y'-4=0 ¥ 2 Inlyle H t c Ae"

y-
-

I yet)- Act) e 2 t , y'e t ) - A' ( f ) e a t # ( t ) e-t, y'-zy A'Ctlete - t ' e-t A'( t ) - t ' Act)- ¥ + c

5 Solution: y a l e ( I t c ) e2t
Check; y'A ) f e l t +2#+c ) e't
=

y'-Lye fleet

separable equation d¥=f(×,g)=-¥1, Mix) + Ney) 1¥- O .

Let Fly) =
JNlyldy and GA) -
JM l x l d x
Note that dof¥= dofy.to#=Nly1Ifx
404¥'t 84×11=0 the solution
Glx) +
Fly)-o ← implicit formula for
Examples dof
f,
=
¥y, (1-y')dy= x ' dx ftp.yydy-fxldx ¥ ¥'s C general selection.
y- - -