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Assignment No 1 (MTH600)

Project title: ………………….

Assignment Title: Introduction

Submitted by:

BC…………..

Supervised by:

……………..

Supervisor Email:

……………..

DEPARTMENT OF MATHEMATICS

FACULTY OF SCIENCE AND TECHNOLOGY

VIRTUAL UNIVERSITY OF PAKISTAN

2024

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“INTRODUCTION”

Function:

A function is a mathematical relation that uniquely associates each element in a set A


(called the domain) with an element in a set B (called the co-domain). In simpler terms, a
function takes an input and produces exactly one output. Mathematically, a function f
from A to B is written as:

f : A→B

For every x in A, there is a unique y in B such that y = f(x). Here, x is the input, and y is
the output of the function.

Increasing Function - A function f(x) is said to be increasing on an interval I if for any


two numbers x and y in I such that x < y , we have f (x)≤ f ( y ).
Decreasing Function - A function f(x) is said to be decreasing on an interval I if for any
two numbers x and y in I such that x < y , we have f (x)≥ f ( y).
Strictly Increasing Function - A function f(x) is said to be strictly increasing on an
interval I if for any two numbers x and y in I such that x < y , we have f (x)< f ( y ).
Strictly Decreasing Function - A function f(x) is said to be strictly decreasing on an
interval I if for any two numbers x and y in I such that x < y, we have f (x)> f ( y ).
Periodic Fuction:

A function f is said to be periodic if, for some nonzero constant P, it is the case that
f ( x + P )=f (x )
for all values of x in the domain. A nonzero constant P for which this is the case is called
a period of the function. If there exists a least positive constant P with this property, it is
called the fundamental period (also primitive period, basic period, or prime period.)
Often, "the" period of a function is used to mean its fundamental period. A function with
period P will repeat on intervals of length P, and these intervals are sometimes also
referred to as periods of the function.

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Geometrically, a periodic function can be defined as a function whose graph
exhibits translational symmetry, i.e. a function f is periodic with period P if the graph
of f is invariant under translation in the x-direction by a distance of P. This definition of
periodicity can be extended to other geometric shapes and patterns,
as well as be generalized to higher dimensions, such as periodic tessellations of the plane.
A sequence can also be viewed as a function defined on the natural numbers, and for
a periodic sequence these notions are defined accordingly.

Simple Pendulum:

The simple pendulum consists of a particle P of mass m suspended from a fixed point O
by a light string or rod of length a, which is allowed to swing in a vertical plane. If there
is no friction the equation of motion is

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ẍ +ω sinx=0 , …………………..(1.1)

where x is the inclination of the string to the downward vertical, g is the gravitational
constant, and ω 2=g/.

We convert eqn (1.1) into an equation connecting ẋ and x by writing

d ẋ d ẋ dx
ẍ= = =
dt dx dt

d 1 2
¿ = ẋ …………………..(1.2)
dx 2

This representaion of x¨ is called the energy transformation. Equation (1.1) then becomes

d 1
( )
= ẋ 2 + ω2 sinx=0
dx 2

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By integrating this equation with respect to x we obtain

1 2 2
ẋ −ω cosx=C ………………(1.3)
2

where C is an arbitrary constant. Notice that this equation expresses conservation of


energy during any particular motion, since if we multiply through eq (1.3) by a constant
2
ma , we obtain

1ma 2
ẋ −mgacosx=E
2

where E is another arbitrary constant. This equation has the form

E = kinetic energy of P + potential energy of P,

and a particular value of E corresponds to a particular free motion.

Now write x˙ in terms of x from eqn (1.3):

ẋ=± √ 2(C+ ω2 cosx )1/ 2…………..(1.4)

This is a first-order differential equation for x (t). It cannot be solved in terms of


elementary functions (see McLachlan 1956), but we shall show that it is possible to
reveal the main features of the solution by working directly from eqn (1.4) without
actually solving it. Introduce a new variable, y, defined by

˙ ẋ= y ……..(1.5a)

Then eqn (1.4) becomes

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ẏ=± √ 2(C +ω2 cosx )1/ 2……..(1.5b)

Set up a frame of Cartesian axes x, y, called the phase plane, and plot the one-parameter
family of curves obtained from (1.5b) by using different values of C. We obtain Fig. 1.2.
This is called phase diagram for the problem, and the curves are called the phase paths.

Direction is always from left to right in the upper half-plane. Similarly, the direction is
always from right to left in the lower half-plane.

There is not in this case a one-to-one relationship between the physical state of the
pendulum and points on its phase diagram. Second-order differential equations in the
phase plane

Since the points O, A,B represent states of physical equilibrium, they are called
equilibrium points on the phase diagram.

Stability:

Stability of the two typical equilibrium points O and A. If the initial state is displaced
slightly from O, it goes on to one of the nearby closed curves and the pendulum oscillates
with small amplitude about O. We describe the equilibrium point at O as being stable. If
the initial state is slightly displaced from A (the vertically upward equilibrium position)
however, it will normally fall on the phase path which carries the state far from the
equilibrium state A into a large oscillation or a whirling condition (see Fig. 1.3). This
equilibrium point is therefore described as unstable. An exhaustive account of the
pendulum can be found in the book by Baker and Blackburn (2005).

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The oscillatory motion of a simple pendulum: Oscillatory motion is defined as the to
and fro motion of the pendulum in a periodic fashion, and the centre point of oscillation
is known as the equilibrium position.

The time period of a simple pendulum: It is defined as the time taken by the pendulum
to finish one full oscillation and is denoted by “T”.

The amplitude of a simple pendulum: It is defined as the distance travelled by the


pendulum from the equilibrium position to one side.

Length of a simple pendulum: It is defined as the distance between the point of


suspension to the centre of the bob and is denoted by “l”.

Differential Equations:

A differential equation is an equation which contains one or more terms and the
derivatives of one variable (i.e., dependent variable) with respect to the other variable
(i.e., independent variable)

dy /dx =f (x )

Here “x” is an independent variable and “y” is a dependent variable

For example, dy /dx=5 x

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A differential equation contains derivatives which are either partial derivatives or
ordinary derivatives. The derivative represents a rate of change, and the differential
equation describes a relationship between the quantity that is continuously varying with
respect to the change in another quantity.

Order of Differential Equation

The order of the differential equation is the order of the highest order derivative present
in the equation. Here some examples for different orders of the differential equation are
given.

 dy /dx =3 x +2 , The order of the equation is 1


2 2
 (d y /d x )+ 2(dy /dx )+ y=0 . The order is 2

 (dy /dt)+ y=kt . The order is 1

First Order Differential Equation:

You can see in the first example, it is a first order differential equation which has degree
equal to 1. All the linear equations in the form of derivatives are in the first order. It has
only the first derivative such as dy /dx , where x and y are the two variables and is
represented as:

 dy /dx =f (x , y)= y ’

Second-Order Differential Equation:

The equation which includes the second-order derivative is the second-order differential
equation. It is represented as;

2 2
 d /dx ( dy / dx)=d y / d x =f ”( x )= y ”

Degree of Differential Equation:

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The degree of the differential equation is the power of the highest order derivative, where
the original equation is represented in the form of a polynomial equation in derivatives
such as y ’ , y ” , y ” ’, and so on.

Suppose (d 2 y /d x 2 )+ 2(dy /dx )+ y=0 is a differential equation, so the degree of this


equation here is 1. See some more examples here:

 dy /dx +1=0, degree is 1


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 ( y ”’ ) +3 y ”+6 y ’ – 12=0 , degree is 3

 (dy /dx)+cos (dy /dx )=0 ; it is not a polynomial equation in y′ and the degree of
such a differential equation can not be defined.

Types of Differential Equations

Differential equations can be divided into several types namely

 Ordinary Differential Equations

 Partial Differential Equations

 Linear Differential Equations

 Nonlinear differential equations

 Homogeneous Differential Equations

 Non-homogeneous Differential Equations

Ordinary Differential Equation:

An ordinary differential equation involves function and its derivatives. It contains only
one independent variable and one or more of its derivatives with respect to the variable.

The order of ordinary differential equations is defined as the order of the highest
derivative that occurs in the equation. The general form of n-th order ODE is given as

F (x , y , y ’ , … ., y n)=0

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Partial Differential Equations Definition:

Partial differential equations can be defined as a class of differential equations that


introduce relations between the various partial derivatives of an unknown multivariable
function. Such a multivariable function can consist of several dependent and independent
variables. An equation that can solve a given partial differential equation is known as a
partial solution.

Partial Differential Equations Example:

2 2
∂u 2 ∂ u
An example of a partial differential equation is 2
=C 2 . This is a one dimensional
∂t ax
wave equation.

The general formulas for partial differential equations are given below:

First-Order Partial Differential Equations:

(
F x1 , x2 , … … . , xn , w ,
∂w ∂w
,
∂ x1 ∂ x2
,…….,
∂w
∂ xn )
=0. Here, w = ( x 1 , x 2 ,… .. , x n ¿ is the

unknown function and F is the given function.


Second-Order Partial Differential Equations: The general formula of a second-order
PDE in two variables is given as

a 1( x , y )u xx +a2 ( x , y)u xy + a3 (x , y)u yx +a 4 (x , y)u yy +a 5 (x , y )u x + a6 (x , y) u y +a 7 (x , y )u=f (x , y ).

Partial Differential Equations Types

Partial differential equations can be broadly divided into 4 types based on the order of the
partial derivatives as well as the nature of the equation. These are given below:

First-Order Partial Differential Equations

Partial differential equations where the highest partial derivatives of the unknown
function are of the first order are known as first-order partial differential equations. If the
equation has n number of variables then we can express a first-order partial differential

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equation as F ( x 1 , x 2 ,… .. , x n , k x 1 , … .. k x n ¿ . First-order PDEs can be both linear and non-
linear. A linear partial differential equation is one where the derivatives are neither
squared nor multiplied.

Second-Order Partial Differential Equations

Second-order partial differential equations are those where the highest partial derivatives
are of the second order. Second-order PDEs can be linear, semi-linear, and non-linear.
Linear second-order partial differential equations are easier to solve as compared to the
non-linear and semi-linear second-order PDEs. The general formula for a second-order
partial differential equation is given as

a u xx +b u xy +c u yy +d ux +e u y +fu=g (x , y ). Here, a, b, c, d, e, f, and g are either real-valued


functions of x and / or y or they are real constants.

Quasi Linear Partial Differential Equations

In quasi linear partial differential equations, the highest order of partial derivatives
occurs, only as linear terms. First-order quasi-linear partial differential equations are
widely used for the formulation of various problems in physics and engineering.

Homogeneous Partial Differential Equations

A partial differential equation can be referred to as homogeneous or non-homogeneous


depending on the nature of the variables in terms. The partial differential equation with
all terms containing the dependent variable and its partial derivatives is called a non-
homogeneous PDE or non-homogeneous otherwise.

Linear Differential Equations

dy
The linear differential equation is of the form + Py=Q , where P and Q are numeric
dx
constants or functions in x. It consists of a y and a derivative of y. The differential is a
first-order differentiation and is called the first-order linear differential equation.

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This linear differential equation is in y. Similarly, we can write the linear differential
dy
equation in x also. The linear differential equation in x is + P x=Q 1 .
dx 1

Some of the examples of linear differential equation in y are


2 −x
dy / dx + y =Cosx , dy / dx +(−2 y)/ x=x .e . And the examples of linear differential
dx
equation in x are + x=Siny , dx /dy + x / y=ey .dx /dy + x /( ylogy)=1/ y .
dy

No-nlinear differential equations:

A non-linear differential equation is one in which the unknown function and its
derivatives don’t have a straight line when plotted in a graph (the linearity or non-
linearity in the arguments of the function are not considered here). There aren’t many
ways to solve nonlinear differential equations exactly, and the ones that do exist usually
require the equation to have certain symmetries. Over long periods of time, nonlinear
differential equations can act in very strange ways.

General Form
A nonlinear differential equation is an equation of the form

x n+1=f (x n , xn −1 , …)

Where x„ is the value of x in generation n and where the recursion function f depends on
nonlinear combinations of its arguments. A solution is again a general formula relating x„
to the generation n and to some initially specified values, e.g., x0, x1, and so on.

Homogeneous Differential Equations:

Homogeneous Differential Equations are differential equations with homogenous


functions. They are equations containing a differentiation operator, a function, and a set
of variables. The general form of the homogeneous differential equation is
f (x , y ). dy + g (x , y ). dx=0 , where f(x, y) and h(x, y) is a homogenous function.
Homogenous functions are defined as functions in which the total power of all the
terms of the function is constant. Before continuing with Homogeneous Differential

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Equations we should learn Homogeneous Functions first. In this article, we will learn
about, Homongenous Functions, Homogeneous Differential Equations, their solutions,
and others in detail.

All the equations of the following form are Homogenous Differential Equations.

dy
=f (x , y )/g ( x , y )
dx

Where,
f(x, y) and g(x, y) are homogeneous functions of the degree n.

Non-Homogeneous Differential Equation

Any differential equation which is not Homogenous is called a Non-Homogenous


Differential Equation. The general form of the linear non-homogeneous differential
equation of second order is,
'' '
y + a ( t ) y + b ( t ) y=c( t)
Where,

 y” represents the second-degree differentiation of y, and


 c(t) is a non-zero function.

The above non-homogenous differential equation can be converted to a homogeneous


differential equation and the related DE is,
'' '
y + a ( t ) y + b ( t ) y=0
This equation is also called the complementary equation to the given non-homogeneous
differential equation.

Autonomous Equations in the phase plane

A differential equation is called autonomous if it can be written as

dy
=f ( y)
dt

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Autonomous differential equation is separable and that a solution can be found by
integrating.

dy
∫ f ( y) =t +C

To solve an autonomous differential equation, we need to follow a systematic approach.


An autonomous differential equation has the general form:

dy
=f ( y)
dt

To solve this equation, we follow these steps:

Separate the Variables:

Separate the variables y and t so that all terms involving y are on one side and all terms
involving t are on the other side

1
dy =dt
f ( y)

Integrate Both Sides:

Integrate both sides of the equation. The left side is integrated with respect to y, and the
right side is integrated with respect to t.

1
∫ f ( y ) dy=∫ dt

Solve the Integrals:

Perform the integrations to find the solution. After integrating, we typically obtain an
implicit solution.

F ( y ) =t+C

1
Where F(y) is the antiderivative of , and C is the constant of integration.
f ( y)

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Solve for y:

If possible, solve for y explicitly in terms of t

Dynamic System:

dynamical systems are initial-value problems governed by ordinary or partial differential


equations, or by difference equations.

For a continuous dynamical system, an example can be given by the differential equation:

Where x is the state variable and f(x) defines the rule of the system's evolution.

Machanical System

A mechanical system is in equilibrium if its state does not change with time. This implies
that an equilibrium state corresponds to a constant solution of the differential equation,
and conversely. A constant solution implies in particular that x ˙ and x¨ must be
simultaneously zero. Note that x˙ = 0 is not alone sufficient for equilibrium: a swinging
pendulum is instantaneously at rest at its maximum angular displacement, but this is
obviously not a state of equilibrium..

Such constant solutions are therefore the constant solutions (if any) of the equation
f (x ,0 , t)=0

We distinguish between two types of differential equation:

(i) the autonomous type in which f does not depend explicitly on t;

(ii) the non-autonomous or forced equation where t appears explicitly in the function f

Equilibrium points:

An equilibrium (or equilibrium point) of a dynamical system generated by an


autonomous system of ordinary differential equations (ODEs) is a solution that does not
change with time. For example, each motionless pendulum position in Figure 1
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corresponds to an equilibrium of the corresponding equations of motion, one is stable, the
other one is not. Geometrically, equilibria are points in the system's phase space.

More precisely, the ODE

Has an equilibrium solution Finding equilibria, i.e, Solving the


equation f(x) =0 is easy only in a few special cases

Equilibria are sometimes called fixed points or steady states. Most mathematicians refer
to equilibria as time-independent solutions of ODEs, and to fixed points as time-
independent solutions of iterated maps x(t+1)=f(x(t)).

Fig: Illustration of a stable and unstable equilibrium point.

State:

The state of the system at a time t0 consists of the pair of numbers (x (t 0), ẋ (t 0 )), which
can be regarded as a pair of initial conditions for the original differential equation.

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, the state at time t0 consists of the pair of values (x (t 0), ẋ (t 0 )), These values of x and y,
represented by a point P in the phase plane, serve as initial conditions for the
simultaneous first-order differential equations and therefore determine all the states
through which the system passes in a particular motion. The succession of states given
parametrically by

x=x (t), y= y (t),

traces out a curve through the initial point P :(x (t 0 ), y (t 0)),called a phase path, a
trajectory or an orbit.

When y > 0, then x >˙ 0, so that x is increasing with time, and when y < 0, x is decreasing
with time. Therefore the directions are from left to right in the upper half-plane, and from
right to left in the lower half-plane.

Particular phase path:

A particular phase path is singled out by requiring it to pass through a particular point P:
(x, y), which corresponds to an initial state ¿, y 0 ¿ where

y( x 0 )= y 0

Transit times:

the transit time for the representative point from a point A to a point B along a phase path
is given by the line integral

The quantity is called the elapsed time or transit time from A to B along the phase
path.

Transit time in differential equations refers to the time it takes for a system to move from
one state to another, typically described by solutions of differential equations. It

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represents the duration or elapsed time for a quantity to change or reach a certain value as
governed by the dynamics of the system.

Closed path:

Closed phase paths represent periodic time-solutions (x (t), y (t)).

A closed path in autonomous equations refers to a trajectory or solution curve in the


phase space that forms a closed loop, indicating a repetitive or periodic behavior of the
system

Center:

An equilibrium point surrounded in its immediate neighbourhood (not necessarily over


the whole plane) by closed paths is called a centre. A centre is stable equilibrium point.

Saddle Point:

Any equilibrium point with paths of this type in its neighbourhood is called a saddle
point. Such a point is unstable, since a small displacement from the equilibrium state will
generally take the system on to a phase path which leads it far away from the equilibrium
state.

Equilibrium points lie on the x axis at points where sin x = 0; that is at


x=nπ (n=0 ,± 1 , ±2 , . ..). When n is even they are centres, when n is odd they are saddle
points

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Mechanical Analogy:

A mechanical analogy is a method used to explain complex mathematical or physical


concepts by drawing parallels with simpler mechanical systems. By representing abstract
mathematical relationships using mechanical systems, it becomes easier to understand
and visualize the behavior of the system. This approach is particularly useful for
conceptualizing dynamical systems or equations.

Mechanical Analogy for the System x=f(x):

The equation x=f(x) represents a dynamic relationship where the value of 𝑥

x depends on its own function f(x). This type of equation is known as a fixed-point
equation or a self-referential equation.

To create a mechanical analogy for x=f(x), let's imagine a simple mechanical system:

Consider a pendulum with a unique property: its length changes dynamically based on its
current length. Let L represent the length of the pendulum. Now, imagine the pendulum's
length L is determined by a function of its current length: L=f(L).

In this mechanical analogy:The position of the pendulum, L, corresponds to the value of


x in the equation x=f(x).

The function f(L) represents the relationship governing how the pendulum's length
changes based on its current length.

The equilibrium points of the pendulum, where it remains stationary, correspond to


solutions of the equation x=f(x).

As the pendulum swings, its length dynamically adjusts according to the function f(L),
much like how the value of x in the equation x=f(x) changes based on its own function.

This mechanical analogy helps visualize the behavior of the equation x=f(x) as a dynamic
system where the value of x evolves based on its own function. Just as the pendulum
seeks its equilibrium points, the equation

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x=f(x) seeks its fixed points where x remains unchanged.

The damped linear oscillator:

A damped linear oscillator is a mechanical system that exhibits oscillatory behavior


(periodic motion) while losing energy due to damping forces. It can be described by a
second-order linear ordinary differential equation with damping.

Equation of Motion:

The equation of motion for a damped linear oscillator can be represented as:

Where:

 m is the mass of the oscillator,


 x is the displacement of the oscillator from its equilibrium position,
 t is time,
 c is the damping coefficient representing the damping force proportional to

velocity ,
 k is the spring constant representing the restorative force proportional to
displacement.

Example:

 Example of the damping is action of the friction force proportional to

velocity . Friction coefficient b has dimensionality kg/s and is positive,


with friction working against the motion.

 The equation of motion is

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 The mechanical energy is not conserved,

 Changing at the rate .

 Leading to a loss of mechanical energy .

Weak Damping:

 We are in the regime of weak damping if

 In this case damped oscillator is described by

Strong Damping:

 We are in the regime of weak damping if


 In this case damped oscillator is described by

 Interesting feature: strongly damped oscillator cannot pass equilibrium point more
than once.

Critical Damping:

Critical damping occurs when the friction is exactly equal critical value .

Negative Damping:

Negative damping in an oscillator occurs when the damping force acting on the system
amplifies its oscillations rather than attenuating them. This counterproductive effect can
lead to unstable behavior, causing oscillations to grow in magnitude over time. Negative

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damping is often undesirable in mechanical systems as it can result in excessive
vibrations and potential structural failure.

Spring with negative Stiffness:

A spring with negative stiffness is a mechanical element that exhibits behavior opposite
to that of a traditional spring: instead of resisting displacement, it encourages it. When
subjected to compression or tension, it responds by elongating or shortening,
respectively. This unconventional property can lead to counterintuitive effects in
mechanical systems, potentially affecting stability and performance.

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