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Differential Equations
Differential Equations
Differential Equations
Equations - Intro
4th Week
Semester 3 2011/12 Session
Basic Concepts
Definition 1.1.1: An equation containing
the derivatives of one or more dependent
variables with respect to one or more
independent variables, is said to be a
differential equation (DE).
Classifications
Type: Ordinary DE or Partial DE
Order
Linearity
Classifications - Type
Ordinary differential equation (ODE) If an
equation contains only ordinary derivatives of one or
more dependent variables with respect to a single
independent variable.
Classifications - Order
The order of a differential equation
(either ODE or PDE) is the order of the
highest derivative in the equation.
Classifications - Linearity
An n-th order ODE of the form
is said to be linear if
is 1.
Homogeneous
Solutions
Definition 1.1.2: Solution of an ODE
Any function , defined on an interval I and
possessing at least n derivatives that are
continuous on I, which when substituted into
an nth order ODE reduces the equation to an
identity, is said to be a solution (sometimes
referred to as an integral of the equation) of
the equation on the interval.
Families of Solutions
Families of Solutions: Solving a DE is essentially evaluating
an integral or antiderivative. For an indefinite integral, an
arbitrary integral constant is obtained. Analogously, when
solving a first-order DE
, the solution usually
contains a single arbitrary constant or parameter c i.e.
A set of solutions
is called one-parameter
family of solutions. Similarly when solving an nth-order DE,
,
the solution is n-parameter family of
solutions
. Thus a single DE can
possess an infinite number of solutions corresponding to the
unlimited number of choices for the parameter(s).
A solution of a DE that is free of arbitrary parameters is called
a particular solution or particular integral. A singular
solution is a solution that is not a member of a family of
solutions i.e. solution that cannot be obtained by specializing
any of the parameters in the family of solutions.
Families of Solutions
Example
9yy ' 4x 0
Solution
9yy ' 4x dx C
9y 2
9 ydy 2 x C1
2 x 2 C1 9 y 2 4 x 2 2C1
2
2
C1
y 2 x2
This yields
C where C .
4
9
18
Observe that given any point (x0,y0),
there is a unique solution curve of the
above equation which curve goes
through the given point.
Superposition of solutions
Dependency
Wronskian
General Solution
General Solution
Superposition of Solutions
y c1 x c 2
d2y
0
2
dx
y ce
x2
2
y c1e c2 e
2x
3 x
dy
xy
dx
d 2 y dy
6y 0
2
dx
dx
22
Physical Origin
1. Free falling stone
d 2s
g
2
dt
d2y
m 2 ky
dt
Physical Origin
1.Newtons Law of Cooling
where
T Ts
dT
dt
dT
T Ts
dt
dy
y
dt
y is the quantity present at any time
y
e 4 x 0 is an equation of the 3rd order
3
dx
dx
That is
d2y
y0
dx 2
y Asin x B cos x
and the end result was a second order differential equation:
d2y
y0
2
dx
Direct integration
Separating the variables
Homogeneous equations by substituting y = vx
Linear equations use of integrating factor
dy
f ( x)
dx
the solution can be found by direct integration. That is:
y f ( x)dx
so that:
dy
3x 2 6 x 5
dx
y (3 x 2 6 x 5)dx
x3 3x 2 5 x C
dx F ( y )
F ( y )dy f ( x)dx so
F ( y)dy f ( x)dx
dx y 1
so that:
( y 1)dy 2 xdx so
( y 1)dy 2 xdx
That is:
y 2 y C1 x 2 C2
Finally:
y 2 y x2 C
dy x 3 y
dx
2x
the terms in x and y are both of degree 1.
To solve this equation requires a change of variable using the
equation:
y v( x ) x
Examples
That is:
dy x 3 y
dx
2x
y v( x ) x
dy
dv
x 3 y 1 3v
v x
and
dx
dx
2x
2
x
dv 1 v
dx
2
dy
5 y e2 x
dx
Multiply both sides by e5x to give:
e5 x
then:
dy
d
e5 x 5 y e5 x e2 x that is
ye5 x e7 x
dx
dx
d ye e
5x
That is:
7x
dx so that ye5 x e7 x C
y e 2 x Ce 5 x
Pdx
Examples
Substituting
Integrating factor
REDUCTION OF ORDER
Reduction of Order
A general second order DE has the form
F ( x, y, y' , y" ) 0.
(1)
f ( x, y' , y" ) 0.
(2)
f ( x, p, dp dx) 0.
If we can solve (3) for p, then (2) can be solved for y.
(3)
Example
Solve the following ODE
x y y 4x
dp
let y p & y
dx
dp
from 1 , x
p 4x
dx
dp 1
p 4 (2)
dx x
which is linear,
IF e
p x 4 x dx c
1
dx
x
log e x
x
2
4x
2
px
c 2x c
2
dy
c
p 2x
dx
x
c
c
dy 2 x x dx dy 2 x x dx
2x
y
c ln x c2
2
y x c ln x c2
2
Example
Solve the DE
Ans.:
xy y ( y) .
3
( y c2 ) c1 x .
2
g ( y, y' , y" ) 0.
(4)
dp dp dy
dp
Let y ' p, then y" p
dx dy dx
dy
Then (4) becomes
g ( y, p, p dp dy) 0.
If we can solve (5) for p, then (4) can be solved for y.
(5)
Example
Solve
2 y y 1 y
dp
let y p & y p
dy
(1) can be writen as,
dp
2
2 y p 1 p
dy
2 p dp dy
2
1 p
y
ln 1 p ln y ln c1
2
ln 1 p
ln c1 y
1 p c1 y p c1 y 1
2
dy
dy
c1 y 1 c1 y 1
dx
dx
dy
(c y 1) dx 2 (c1 y 1) c1x c2
1
2
Example
Find the specified particular solution of the DE
yy" y y ( y ' ) ;
y 21 and y 1 when x 0.
2
Ans.:
3x
2
2 y 3 8 ye .
Reduction of Order
Derivation (1)
Derivation (2)
Example
HOMOGENOUS LINEAR
EQUATIONS WITH CONSTANT
COEFFICIENTS
Example
Higher Order
UNDETERMINED COEFFICIENTS
SUPERPOSITION APPROACH
Undetermined Coefficients
Superposition Approach
Examples
Trial solutions
Examples
Examples
VARIATION OF PARAMETER
Variation of Parameters
Examples
CAUCHY-EULER EQUATION
Cauchy-Euler Equation
Some notes
Examples
More Examples
Examples
Examples
Laplace Transformation
Theory
Inverse Transform
Example
Transforms of Derivatives
Examples
Operational properties
May Allah bless you and give barakah to the knowledge you learn
throughout this course Amiin!
END OF COURSE