Vous êtes sur la page 1sur 23

INTRODUCTION TO

DIFFERENTIAL EQUATIONS
BCE1-240

Agenda
I.
II.
III.
IV.

Introduction
Definition and terminology
Initial value problems
Differential equations as mathematical models

1/11/2016

INTRODUCTION TO DIFFERENTIAL EQUATIONS

Introduction
Leibniz notation:



,
,
,.

Example:

Lagrange or Prime notation:


, , , but is () and the general form is ()

1/11/2016

INTRODUCTION TO DIFFERENTIAL EQUATIONS

Introduction
Example: Given an equation written in Leibniz notation, rewrite it
using prime notation.
I.

2
2

II.

+ 6 = 0

= 2 +

Leibniz notation is preferred. It clearly displays both the dependent and


independent variable
1/11/2016

INTRODUCTION TO DIFFERENTIAL EQUATIONS

Introduction
In this course one of the task will be to solve differential equations
such as + 2 + = 0 for an unknown function = ()
The derivative / of a function = () is itself another
function () found by an appropriate rule.
If given =

0.1 2

then

What about if given

1/11/2016

= 0.2 by using derivative rules

= 0.2 to find ?

INTRODUCTION TO DIFFERENTIAL EQUATIONS

Definition and terminology


Differential equation (DE):
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 are classified by:


Type
Order
Linearity

1/11/2016

INTRODUCTION TO DIFFERENTIAL EQUATIONS

Definition and terminology


CLASSIFICATION BY TYPE:
I.

Ordinary differential equation (ODE): contains only ordinary derivatives of


one or more dependent variables with respect to a single independent
variable

II. Partial differential equation (PDE). involves partial derivatives of one or


more dependent variables of two or more independent variables

1/11/2016

INTRODUCTION TO DIFFERENTIAL EQUATIONS

Definition and terminology


CLASSIFICATION BY ORDER
The order of a DE is the order of the highest derivative in the equation.

What about these?

1/11/2016

INTRODUCTION TO DIFFERENTIAL EQUATIONS

Definition and terminology


CLASSIFICATION BY LINEARITY

General form of a Differential Equation:


, , , , = 0
(4)

I. Linear
An nth-order ordinary differential equation is said to be linear if is linear in
(, , , ). This means that an nth-order ODE is linear when (4) is:
() + 1 (1) + + 1 + 0 = 0
Properties:

The dependent variable and all its derivative , , , () are of the rst degree (the power of
each term involving is 1).
The coefcients 0 , 1 , , of y, , , depend at most on the independent variable

1/11/2016

INTRODUCTION TO DIFFERENTIAL EQUATIONS

Definition and terminology


CLASSIFICATION BY LINEARITY

General form of a Differential Equation:


, , , , = 0
(4)

I. Linear
Example:

1/11/2016

INTRODUCTION TO DIFFERENTIAL EQUATIONS

10

Definition and terminology


CLASSIFICATION BY LINEARITY

General form of a Differential Equation:


, , , , = 0
(4)

II. Nonlinear
A nonlinear ordinary differential equation is simply one that is not linear.
Nonlinear functions of the dependent variable or its derivatives, such as sin
or , cannot appear in a linear equation.

1/11/2016

INTRODUCTION TO DIFFERENTIAL EQUATIONS

11

Definition and terminology


SOLUTION OF AN ORDINARY DE

General form of a Differential Equation:


, , , , = 0
(4)

We assume that it is possible to solve an ordinary differential equation in the form


(4) uniquely for the highest derivative in terms of the remaining + 1
variables. That is:

= , , , ,

normal form

Example:

I. 4 + =
II. + 6 = 0

1/11/2016

INTRODUCTION TO DIFFERENTIAL EQUATIONS

12

Definition and terminology


SOLUTION OF AN ORDINARY DE
Definition: Any function , dened on an interval I and possessing at least n
derivatives that are continuous on I, which when substituted into an nth-order
ordinary differential equation reduces the equation to an identity, is said to be a
solution of the equation on the interval.
In other words, a solution of an nth-order ordinary differential equation (4) is a
function that possesses at least n derivatives and for which:

, , , , () = 0

for all in I

We say that satises the differential equation on I


1/11/2016

INTRODUCTION TO DIFFERENTIAL EQUATIONS

13

Definition and terminology


EXAMPLE: Verify that the indicated function is a solution of the given
differential equation on the interval ,
a)

1/11/2016

1/2 ;

1 4

16

b) 2 + = 0;

INTRODUCTION TO DIFFERENTIAL EQUATIONS

14

Definition and terminology


EXPLICIT AND IMPLICIT SOLUTIONS
Explicit: A solution in which the dependent variable is expressed solely in
terms of the independent variable and constants
=

1 4
,
16
1/2

= , =

, 2 + = 0, + = 0

Implicit: there exists at least one function that satises the relation as well as
the differential equation on I
2 + 2 = 25 is an implicit solution of the DE

1/11/2016

INTRODUCTION TO DIFFERENTIAL EQUATIONS

15

Initial value problems


Find a solution to satisfy certain prescribed side conditions. That is,
conditions imposed on the unknown function () and its derivatives
at a point 0
S:

S :

= , , , ,

0 = 0 , (0 ) = 1 , ,

(0 ) = 1

Where:
0 , 1 , , 1
are arbitrary real constants and the values
0 , 0 , , (1) 0
are called initial conditions
1/11/2016

INTRODUCTION TO DIFFERENTIAL EQUATIONS

16

Initial value problems


EXAMPLE:
Solve:

Subject to:

0 = 0

1/11/2016

= ,

INTRODUCTION TO DIFFERENTIAL EQUATIONS

17

Initial value problems


EXAMPLE:
Solve:

2
2

Subject to:

0 = 0 , 0 = 1

1/11/2016

= , ,

INTRODUCTION TO DIFFERENTIAL EQUATIONS

18

Initial value problems


EXAMPLE 1: given = as a solution for the ODE = find for:
0 =3
1 = 2

1/11/2016

INTRODUCTION TO DIFFERENTIAL EQUATIONS

19

D.E. AS MATHEMATICAL MODELS


It is often desirable to describe the behavior of some real-life system
or phenomenon, whether physical, sociological, or even economic, in
mathematical terms.
Construction of a mathematical model of a system starts with:
a. Identification of the variables that are responsible for changing the system.
b. Make a set of reasonable assumptions, or hypotheses, about the system we
are trying to describe.
1/11/2016

INTRODUCTION TO DIFFERENTIAL EQUATIONS

20

D.E. AS MATHEMATICAL MODELS

1/11/2016

INTRODUCTION TO DIFFERENTIAL EQUATIONS

21

Falling bodies and air resistance


Analytical Solution to the Falling Parachutist Problem
=

F = +

Problem Statement: A parachutist of mass 68.1 kg jumps out


of a stationary hot air balloon. Use Eq. (1.10) to compute
velocity prior to opening the chute.
The drag coefficient is equal to 12.5 kg/s.

=
=

=
(1

K = proportionality constant called the drag coefficient (kg/s)


1/11/2016

INTRODUCTION TO DIFFERENTIAL EQUATIONS

22

Homework
#1
EXERCISES 1.1: 1,3,5,7,9,10,11,13,15,17
#2
EXERCISES 1.1: 23
EXERCISES 1.2: 1,2,3,5,7,9,11,13,35-38

1/11/2016

INTRODUCTION TO DIFFERENTIAL EQUATIONS

23