Differential Equations (MATH313) : Basic Concepts

Differential Equations (MATH313)
BASIC CONCEPTS
1.1 Differential Equations
A differential equation is an equation involving an unknown function and its derivatives. Differential
equations play an important role in the construction of mathematical models to approximate real-world
problems.
The following are examples of differential equations:
dy
= cos x
dx
(1.1)
d y
+ k y = 0
dx
(1.2)
x + y dx 2xy dy = 0
(1.3)
u
u u
= h +

t
x
y
(1.4)
d i
di 1
+
R
+ i = E cos t
dt
dt C
V V
+
=0
x
y
(1.6)
d w
dw
xy
+ w=0

dx
dx
(1.7)
d x
dx
+ x
4xy = 0
dy
dy
(1.8)
d y
dy
+ 7 # $ 8y = 0

dx
dx
(1.9)
Basic Concepts
(1.5)
Page 1

d y d x
+ =x
dt
dt
(1.10)
f
f
+ y = nf
x
y
(1.11)
When an equation involves one or more derivatives with respect to a particular variable, that variable is
called an independent variable. A variable is called dependent if a derivative of that variable occurs.
Parameters are those that are considered constants in the equation for a particular situation but may take
on a range of different values depending on the situation.
Example 1.1. In equation 1.5,
d i
di 1
L + R + i = E cos t
dt
dt C
(1.5)
the variable t is the independent variable, i is the dependent variable. This is because the differential of i
which is di is differentiated with respect to t. The variables L, R, C, E and are considered constants in
this equation and are called parameters.
V V
+
=0
x
y
(1.6)
the dependent variable is V and the independent variables are x and y.

x + y dx 2xy dy = 0
(1.3)
the equation is written implicitly. Therefore, we may consider the variables x to be the independent variable,
y the dependent one or vice versa. If the equation is written implicitly, it is written in terms of the variables
differentials.
Basic Concepts
Page 2

1.2 Definitions
A differential equation is an ordinary differential equation (ODE) if the unknown function depends on only
one independent variable. If the unknown function depends on two or more independent variables, the
differential equation is a partial differential equation (PDE).
Example 1.4. Equations 1.4, 1.6, and 1.11 are partial differential equations while the rest are ordinary
differential equations.
The order of a differential equation is the order of the highest-ordered derivative appearing in the equation.
The degree of a differential equation is the power or the exponent - of the highest-ordered derivative
appearing in the equation.
Example 1.5. The equation
d y
dy
+ 2b # $ + y = 0

dx
dx
(1.12)
d y
dy *
dy

+
3y
#
$
+
y
#
$ = 5x
dx
dx
dx
(1.13)
is of order two and of degree one.
Example 1.6. The equation

is of order two and of degree three.
The ordinary differential equation

F-x, y, y / , , y 1 2 = 0
(1.14)
is said to be linear if F is a linear function of the variables y, y, . . . , y(n) which is also true for partial
differential equations. Thus, the general linear ordinary differential equation of order n is
a4 xy 1 + a5 xy 165 + + a1 xy = g x
(1.15)
This means that for an ordinary differential equation to be linear, all the coefficients of the terms are
functions of the independent variable only. Equations which do not satisfy this condition are considered to
be non-linear.
Basic Concepts
Page 3

Example 1.7. The equations
d y
dy
t
+ t + 2y = sin t

dt
dt
(1.16)
d8 y d y d y dy
+
+ + + y=1
dt 8
dt
dt
dt
(1.17)
d y
dy
+ t + y cos t = t
dt
dt
(1.18)
and
are all linear differential equations whereas the equations

d y
dy
1 + y + t + y = e:
dt
dt
And
(1.19)
dy
+ ty = 0
dt
(1.20)
d y
+ sin t + y = sin t
dt
(1.21)
are all non-linear differential equations.

Oftentimes, situations can give rise to a non-linear model. This forces us to linearize a model for some
certain restrictions so we can arrive at a solution.
Example 1.8. The motion of an oscillating pendulum is modeled as
d g
+ sin = 0
dt
L
(1.22)
Figure 1. An oscillating pendulum
Basic Concepts
Page 4

where g = acceleration due to gravity; L = length of the string; = angle of the pendulum from the normal
and m = mass of the pendulum bob. The model is obviously a non-linear equation. But take note that for
small values of , we have sin , hence the model 1.22 can be approximated by
d g
(1.23)
+ =0
dt
L
which is now a linear equation. Such process is called linearization and greatly simplifies the process of
finding a solution.
If one cannot help but solve a non-linear equation, then he may use computer-aided numerical methods to
arrive at a solution.
A function , defined in the interval a < x < b, is called a solution of the differential equation
y 1 = f-x, y, y / , , y 165 2
(1.24)
provided that the n derivatives of the function exist on the interval a < x < b and
1 x = f =x, n, / , , 165 x>
(1.25)
Note that equation 1.24 is equation 1.14 solve explicitly for y(n) in terms of the other n + 1 variables under
suitable restrictions on F.
Example 1.9. Verify that y = e? is a solution of the equation
d y dy
+
6y = 0
dx dx
(1.26)
Example 1.10. Show that the function f x = x + e? is a solution to

y // 2y / = 2
Basic Concepts
(1.27)
Page 5

The general solution of a differential equation is the set of all solutions obtained from integrating the
differential equation and contains the arbitrary constants. The order of the differential equation determines
the number of arbitrary constants.
The particular solution of a differential equation is the solution obtained by assigning specific values to the
arbitrary constants in the general solution. This can be done by determining certain conditions that would
lead to the determination of the arbitrary constants. These conditions fall into two categories: the initial
conditions and the boundary conditions.
The initial conditions are subsidiary conditions on the unknown function and its derivatives, all given at the
same value of the independent variable. Such differential equations and the subsidiary conditions constitute
an initial-value problem (IVP).
The boundary conditions are subsidiary conditions given at more than one value of the independent
variable. Such differential equations and the subsidiary conditions constitute a boundary-value problem
(BVP).
Example 1.11. The general solution of the differential equation
y // + 4y = 0
is
y = c5 sin 2x + c cos 2x
(1.28)
(1.29)
where c1 and c2 are the arbitrary constants. Note that equation 1.26 is a second-order equation, so the
solution should contain two arbitrary constants. Try to verify that equation 1.27 is indeed the solution of
equation 1.26.
If we specify the conditions y(0) = and y(0) = 2, we have an initial value problem. Using these initial
conditions, we find that c1 = c2 = . Hence a particular solution for the differential equation 1.26 is
y = sin 2x + cos 2x
(1.30)
On the other hand, if we specify the conditions as y(0) = 2 and y(/4) = 3, we have a boundary value
problem. Thus using these boundary conditions, we find that c1 = 3 and c2 = 2, and a particular solution
to the differential equation 1.26 is
y = 3 sin 2x + 2 cos 2x
(1.31)
Some important questions about the solutions of the differential equation:
Does equations of the form
always have a solution?

Basic Concepts
y 1 = f-x, y, y / , , y 165 2
(1.24)
Page 6
If we assume that the equation of 1.24 has at least one solution, how many actual solutions does it
have, and what additional conditions must be specified to single out a particular solution?
Given a differential equation of the form of 1.24, can we actually determine a solution, and if so,
how?
The answers:
For the first question, the answer is NO. Not all differential equations that can be written in the form
of 1.24 do have a solution. So how can we tell whether some particular equation has a solution?
This is the question of existence of a solution, and it is answered by theorems stating that under
certain restrictions on the function f in 1.24, the equation always has solutions.
However, the existence of a solution is not a purely mathematical concern, for at least two reasons:
(1) if a problem has no solution, we would prefer to know that fact before investing time and effort
in a vain attempt to solve the problem; (2) if a sensible physical problem is modeled mathematically
as a differential equation, then the equation should have a solution; if none, then there is
presumably wrong with the formulation.
The second question is about the uniqueness of the solution. In general, solutions of differential
equation contain one or more arbitrary constants of integration (see example 1.11). How many
solutions does a differential equation have? Depending on the nature and restrictions on the
arbitrary constants, the answer is up to infinity, corresponding to the infinite possibilities for the
arbitrary constant/s. If we want a particular solution, then we need certain conditions to specifically
determine values for the arbitrary constant/s. Thus, initial and/or boundary conditions are needed
to be specified.
If the answer to the third question is a YES, then we were able to answer the first question, also
with a YES. But if we do not have any knowledge as to the existence of the solution, then we may
initially use a computer to find a numerical approximation of the solution. However, care must be
taken as the approximate solution found by a computer is actually a solution it may be
practically impossible. Or else, if it is indeed a valid solution, but cannot be expressed in
elementary mathematical functions polynomial, trigonometric, exponential, logarithmic, and
hyperbolic functions then it may be of no practical use to us.
Basic Concepts
Page 7

Drill Problems
For items 1 thru 19, state whether the equation is ordinary or partial, linear or non-linear, give its order and
degree, and name the dependent and independent variables and parameters.
d x
+ k x = 0
1.
dt
2.
w
w

= a
t
x
3.
x + y dx + 2xy dy = 0
4.
y / + P xy = Q x
5.
y /// 3y / + 2y = 0
6.
yy // = x
7.
u u u
+
+
=0
x y z
8.
d8 y
= w x
dx 8
9.
10.
d y
d x
y
= c5
dt
dt
L
di
+ Ri = E
dt
11.
x + ydx + 3x 1dy = 0
12.
x y + y8 y = 0
Basic Concepts
Page 8

d w
dw 8

2 # $ + yw = 0
dx
dx
13.
14.
dy
= 1 xy + y
dx
15.
y // + 2y / 8y = x + cos x
a da + b db = 0
16.
d y
dy
e
+ 2# $ = 1
dx
dx
F
17.
18.
y
y
4
t
x
19.
20.
21.
22.
23.
Verify that sin kt is a solution of the equation in drill problem 1.

Verify that e-2x is a solution of the equation in drill problem 5.
Verify that 3e-3x + 4ex is a solution of the equation in drill exercise 5.

Verify that for x > 0, x / is a solution of the equation of Exercise 6.
24. Determine whether

is a solution of
25.
26.
27.
28.
d y
d y
+ sin x + 5xy = 0
dx
dx
y x = 2e6? + xe6?
y // + 2y / + y = 0
Is y x = 1 a solution of y // + 2y / + y = x?
Show that y = ln x is a solution of xy // + y / = 0 for x > 0.
Determine whether any of the functions
a. y5 x = sin 2x
b. y x = x; or
5
c. y x = sin 2x
is a solution to the initial value problem y // + 4y = 0; y(0) = 0, y(0) = 1.
J
J
Find a solution to the boundary-value problem y // + 4y = 0; y = K > = 0, y = L > = 1, if the general
solution to the differential equation is y x = c5 sin 2x + c cos 2x.
Basic Concepts
Page 9

1.3 Some Basic Mathematical Models
Before embarking on a serious study of differential equations, you should have some idea of the possible
benefits to be gained by doing so.
Many of the principles, or laws, underlying the behavior of the natural world are statements or relations
involving rates at which things happen. When expressed in mathematical terms, the relations are equations
and the rates are derivatives, thus, these give rise to differential equations.
Some engineering situations involving rates of change:
Motion of fluids
Flow of current in electric circuits
Dissipation of heat in solid objects
Propagation and detection of seismic waves
Increase or decrease of population
In constructing mathematical models, one should recognize that different situations pose different
problems, and that they should be attacked in different approaches. In fact, successful modeling is not a
skill that can be reduced to the observance of a set of prescribed rules. Nevertheless, it may be helpful to
list some steps that are often part of the process:
1. Identify the independent and dependent variables and assign letters to represent them.
2. Choose the units of measurement for each variable. The choice of units is somewhat arbitrary, but
some choices may be much more convenient than others.
3. Articulate the basic principle that underlies or governs the problem you are investigating. This may
be a widely recognized physical law or it may be a more speculative assumption that may be
based on your own experience or observations.
4. Express the principle or law in step 3 in terms of the variables you chose in step 1. It may require
the introduction of physical constants or parameters and the determination of appropriate values
for them.
5. Make sure that your equation is expressed in correct units.
6. Depending on the complexity of the model constructed, special methods, like computer-aided
numerical methods, may be employed to solve the given model.
As an example, we begin with two models leading to equations that are easy to solve.
Example 1.12. Suppose that an object is falling in the atmosphere near sea level. Formulate a differential
equation that describes the motion. Then investigate the behavior of the solutions of the obtained
differential equation.
Basic Concepts
Page 10
Figure 2. Direction field for the model of Example 1.12
Direction fields are valuable tools in studying the solutions of differential equations of the form
dy
= f t, y
dt
(1.32)
where f is a given function of the two variables t and y, sometimes referred to as the rate function.
A useful direction field for equations of the general form 1.32 can be constructed by evaluation f at each
point of a rectangular grid consisting of at least a few hundred points. Then, at each point on the grid, a
short line segment is drawn whose slope is the value of f at that point. Thus, each line segment is tangent
to the graph of a solution passing through that point.
A direction field drawn on a fairly fine grid gives a good picture of the overall behavior of solutions of a
differential equation. The construction of a direction field is often a useful first step in the investigation of a
differential equation.
In constructing a direction field, we do not have to solve 1.32 but merely evaluate the rate function f(t, y)
many times. Thus, direction fields can be readily constructed even for equations that may be quite difficult
to solve. Also, repeated evaluation of a given function is a task for which a computer is well suited and you
should usually use a computer to draw a direction field.
Example 1.13. Consider a population of field mice who inhabit a certain rural area. In the absence of
predators, we assume that the mouse population increases at a rate proportional to the current population.
Write down a mathematical for this. Suppose that several owls live in the same neighborhood and that they
kill n mice per day. Modify the first model to account for this. Then investigate the model using a direction
field.
Basic Concepts
Page 11
Figure 3. A direction field for the equation obtained in Example 1.13
Drill Problems
1. A pond initially contains 1,000,000 gal of water and an unknown amount of an undesirable chemical.
Water containing 0.01 gram of this chemical per gallon flows into the pond at a rate of 300 gal/min. The
mixture flows out at the same rate so the amount of water in the pond remains constant. Assume that
the chemical is uniformly distributed throughout the pond,
a. Write a differential equation whose solution is the amount of chemical in the pond at any
time.
b. How much of the chemical will be in the pond after a very long time? Does this limiting
amount depend on the amount that was present initially?
2. A spherical raindrop evaporates at a rate proportional to its surface area. Write a differential equation
for the volume of the raindrop as a function of time.
3. A certain drug is being administered intravenously to a hospital patient. Fluid containing 5 mg/cm3 of
the drug enters the patients bloodstream at a rate of 100 cm3/hr. The drug is absorbed by body tissues
or otherwise leaves the blood stream at a rate proportional to the amount present, with a rate constant
of 0.4/hr.
a. Assuming that the drug is always uniformly distributed throughout the bloodstream, write a
differential equation for the amount of drug that is present in the bloodstream at any time.
b. How much of the drug is present in the bloodstream after a long time?
Basic Concepts
Page 12

Differential Equations (MATH313) : Basic Concepts

Transféré par

Informations du document

Titre original

Copyright

Formats disponibles

Partager ce document

Partager ou intégrer le document

Options de partage

Avez-vous trouvé ce document utile ?

Ce contenu est-il inapproprié ?

Droits d'auteur :

Formats disponibles

Differential Equations (MATH313) : Basic Concepts

Transféré par

Droits d'auteur :

Formats disponibles

Differential Equations (MATH313)