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DERIVATIVES AND

INTEGRALS
Engr. Renato S. David, MSCE
DIFFERENTIAL
EQUATIONS
DERIVATIVES AND INTEGRALS

Derivatives and Integrals or Differential equations are


physical characterization of an occurring phenomenon.

In other words, they are equations describing future


happenings or predicting results in certain changes that
we make in a process.
DERIVATIVES AND INTEGRALS

Numerical Methods are numerical or


arithmetic methods of solutions to these
differential equations…
…so that solution can be encoded to a
computer application such as in Microsoft
Excell.
DERIVATIVES AND INTEGRALS

Ordinary Differential Equations or ODE are


differential equations that depends on a single variable.

First order derivative

Second order derivative

Third order derivative


DERIVATIVES AND INTEGRALS
Partial Differential Equations or PDE are
differential equations that depends on a several
variables.

Second order derivative


DERIVATIVES AND INTEGRALS
Let us consider first order ODE (n=1) that contain
only first derivative y’ and may contain y and any given
function of x. This are expressed in the form

(a) F ( x, y, y’) = 0 implicit form

(b) y’ = F ( x, y) explicit form


DERIVATIVES AND INTEGRALS

(a) x -3 y’ -4y2 = 0 implicit form

(b) y’ = 4x3 y2 explicit form


CONCEPT OF SOLUTION
Concept of Solution
Concept of Solution
Example:
Verify that y =c/x (c an arbitrary constant) is a
solution of the ODE xy’= -y for all x ≠ 0.

Differentiate y =c/x to y’= - c/x2 . Multiflying this by x,


obtain xy’= -y .
PARTICULAR
SOLUTION

GENERAL
SOLUTION
NUMERICAL SOLUTIONS TO CE
PROBLEMS
NUMERICAL SOLUTIONS TO CE
PROBLEMS
Step 1. Setting up a mathematical model of
the physical process.

Initial Value
NUMERICAL SOLUTIONS TO CE
PROBLEMS

Step 2. Mathematical Solution.

Checking results
NUMERICAL SOLUTIONS TO CE
PROBLEMS
Step 3. Interpretation of Results.
EXAMPLE
EXAMPLE
EXAMPLE
EXAMPLE
THE END

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