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Diff Eqns
Diff Eqns
Diff Eqns
Equations
Chapter
01:
Introduction
Brannan
Copyright 2010 by John Wiley & Sons,
Inc.
All rights reserved.
Chapter 1 Introduction
In
Chapter 1
Introduction
1.1
Mathematical Models,
Solutions, and Direction Fields
1.2 Linear Equations: Method of
Integrating Factors
1.3 Numerical Approximations:
Eulers Method
1.4 Classification of Differential
Equations
Mathematical Models
A
Terminology
u'
= k(u T )
- time t is an independent variable,
- temperature u is a dependent variable
because it depends on t,
- k and T0 are parameters in the model.
The
equation is an ordinary
differential equation because it has
one, and only one, independent variable.
A solution to above equation is a
differentiable function u = (t) that
satisfies the equation.
Terminology (Ctd.)
All
A solution that does not change with time is called the equilibrium
solution.
DEFINITIONS:
A differential equation that can be
written in the form (standard form)
dy/dt+ p(t)y = g(t)
is said to be a first order linear
equation in the dependent variable y.
If h(t)=0, it is said to be
homogeneous; otherwise, the
equation is nonhomogenous. If
powers of y are there equation
becomes nonlinear.
Example
Solve the initial value problem
ty' + 2y = 4t2, y(1) = 2.
1. Standard form: y' + (2/t)y = 4t.
2. Integrating factor (t) = e2/tdt =t2
3. Multiply the equation by (t) and
write it in the form [t2y]' = 4t3
4. Integrate and obtain
t2y = t4+ c.
5. Solve for y. y = t2 + 1/t2 , t > 0
Euler Formula
For the initial value problem
y = f (t, y), y(t0) = y0,
the Euler method is the numerical
approximation algorithm
yn+1 = yn + f (tn, yn)(tn+1 tn),
n = 0, 1, 2, . . .
If uniform step size h is used.
tn+1 = tn + h, yn+1 = yn + h f (tn, yn),
To use Eulers method, you simply evaluate the
equations repeatedly.
1.4 Classification of
Differential
Equations:
only ordinary
1.- IfOrdinary
andderivatives
Partial
appear in the
differential
Differential
Equations
2.Systems of Differential
Equations
If
3. Order
The
order of a differential
equation is the order of the highest
derivative that appears in the
equation. The equations in the
preceding sections are all first
order equations. The equation
ay'' + by' + cy = f (t),
where a, b, and c are given
constants, and f is a given function,
is a second order equation.
Some Terminology
The
process of approximating a
nonlinear equation by a linear
one is called linearization.
A solution to y(n) = f (t, y, y', y'', .
. . , y(n-1)) on the interval < t <
is a function such that ', '', . .
. , (n) exist and satisfy
(n)(t) = f [t, (t), '(t), . . . , (n-1)(t)]
for every t in < t < .
CHAPTER SUMMARY
Differential equations are used to
model systems that change
continuously in time. The
mathematical investigation of a
differential equation usually
involves one or more of three
general approaches:
geometrical, analytical, and
numerical.