KNF1023

Engineering Mathematics II

Week 1
Introduction to Differential
Equations
 Week 1
Introduction to Differential Equations

Subtopics:
• Definitions and Terminology
• Initial-Value Problems
• Differential Equations as
Mathematical Models
 Definitions and Terminology

Definition of a Differential Equation:

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).
 Definitions and Terminology

What are derivatives?

Derivatives are measures of how a
function changes as its input change –
rates of changes.
 Definitions and Terminology

Example:
dy
 0 . 2 xy is a differential equation
dx
where:
dy/dx is the derivative
y is the dependent variable
x is the independent variable
 Definitions and Terminology

Different notations for derivatives:

y' ‘prime’ notation y  00..22xy
y ' xy

dy dy
Leibniz notation  0 . 2 xy
dx dx

 
y Newton’s ‘dot’ notation y  0 . 2 xy
 Definitions and Terminology

• Ordinary Differential Equations

(ODE)
• Partial Differential Equations
(PDE)

Differential 1st order, 2nd order, ...., nth

order
Equation

• Linear
• Non linear
 Definitions and Terminology

Types of DE

Ordinary Differential Partial Differential

Equation (ODE) Equation (PDE)
One or more dependent One or more dependent
variables with respect to a variables with respect to 2 or
single independent variables. more independent variables.
 Definitions and Terminology

Ordinary Differential Equation (ODE)

Examples:
dy dependent variable y
1. 5y ex
dx independent variable x

d 2 y dy
2. 2
  6y  0 dependent variable y
dx dx independent variable x

dx dy
3.   2x  y 2 dependent variables x and y
dt dt independent variable t
 Definitions and Terminology

Partial Differential Equation (PDE)

Examples:
 2u  2u dependent variable u
1.  2 0
x y
2 2 independent variables x and y

 2u  2u u dependent variable u
2.  2 2
x 2
t t 2 independent variable x and t

u v
3.  2 dependent variables u and v
y x 2 independent variables y and x
 Definitions and Terminology

Order of
DE

The order of a differential equation (ODE

or PDE) is the order of the highest
derivative in the equation.
 Definitions and Terminology

Order of a Differential Equation:

Examples:
dy First order
1. 5y ex
dx
d 2 y dy
2. 2
  6y  0 Second order
dx dx
2 3
d y  dy 
3.
2
 5   4 y  e x
Second order
dx  dx 
 Definitions and Terminology

Order of a Differential Equation:

More examples:

4. y  4y  0
,, Second order

5. 2 x 2 y10 y ,,,,  3 xy ,,  xy Fourth order

6. x2 y,,, y,  2ex y,,  (x2  2) y2 Third order

 Definitions and Terminology

Linearity
Properties of a linear ODE are:
a) The dependent variable y and all its derivatives y’, y’’,…..y(n)
of the first degree, i.e. the power of each term involving y is 1

b) The coefficients a0, a1,…., an of y’, y’’,…..y(n) depend on the

independent variable x (not y).

dny d n 1 y dy
an ( x) n  an 1 ( x) n 1  .....  a1 ( x )  a0 ( x) y  g ( x)
dx dx dx
 Definitions and Terminology

Examples:
Non linear.
1. (1  y ) y '2 y  e x
Coefficient depends on y.

2
d y
2. 2
 sin y  0 Non linear.
dx Non linear function on y.
4
d y Non linear.
3.
4
 y 2
0
dx Power not 1.

Note that non linear functions such as sin y or eyy cannot appear
in a linear equation.
 Definitions and Terminology

Exercises:
State the order of the given ODE and determine whether the
equation is linear or non linear. 2
5. d y dy 2
1. (1  x ) y"4 xy '5 y  cos x 2
 1  ( )
Linear, 2nd order ODE dx dx
Non linear, 2 order ODE
nd

d 3 y dy 4 d 2R k
2. x 3  ( )  y  0 6. 2
 2
dx dx dt R
Non linear, 3rd order ODE Non linear, 2nd order ODE

3. t 5 ( 4)
y  t 3
y ' '6 y  0 7. (sin  ) y ' ' '(cos  ) y '  2
Linear, 4th order ODE Linear, 3rd order ODE


x2 
x  (1  3 ) x  x 0
2
d u du
4. 2   u  cos(r  u ) 8.
dr dr
Non linear, 2nd order ODE Non linear, 2nd order ODE
 Definitions and Terminology

A linear differential equation can be

further classified as homogenous
and nonhomogenous equation.
 Definitions and Terminology

Homogenous equations are when linear

equations are arranged such that the right-hand
side is zero.
Examples:
1. dx
 4x  0
dt
dx
2. 4  (sin t ) x  0
dt
 Definitions and Terminology

Nonhomogenous equations are when linear

equations are arranged such that the right-hand
side is non-zero.
Examples:
2
1. d x dx
2
 t  4 sin t
dt dt
2
d f df
2.
2
 4x  cos 2 x
dx dx
 Definitions and Terminology

More examples:
dx
1.  2x  0 Linear, homogenous
dt
d 2x dx
2. 2
 2  3x  0 Linear, homogenous
dt dt
2
 dx  Nonlinear
3.    x  0
 dt 
y x Nonlinear
 x  0
4. t t
dx Linear, nonhomogenous
5.  2x  t2
dt
 Definitions and Terminology

Solution of an ODE
Any function φ, defined on an interval I and
possessing at least n derivatives that are
continuous on I, which when substituted into an n-
th order ODE reduces the equation to an identity, is
said to be a solution of the equation on the
interval.
F(x, φ(x), φ’(x),….., φ(n)(x)) = 0 for all x in I
 Definitions and Terminology

Notes:
Unlike algebraic equations where solution for equation such as
4x + 2 = 10 are expected to be number with x=2, solution of a
differential equation is not a single value but a function (or a
family of functions).
 Definitions and Terminology
Examples:
Verify that function below is a solution of the given differential equation on
the interval (-∞, ∞):
dy
(a) DE  xy1/ 2
dx
1 4
y x
16
Function

y ' '2 y ' y  0

(b) DE

y  xe x
Function
 Definitions and Terminology
Solutions:
One method to verify that a given function is a solution to the given differential
equation is by substituting into both sides of the equation and see whether
each side is the same for every x interval:
dy
(a) Given DE  xy1/ 2
dx
1 3 1 3
Left-hand side y    4. x  x
 16  4
1/ 2
 1 4 1 2 1 3
Right-hand side xy
1/ 2
 x x   x x   x
 16  4  4

Both sides are the same for every real number x, thus the given function is
the solution for the DE.
 Definitions and Terminology
Solutions:

(b) Given DE y ' '2 y ' y  0

Determine y’’ and y’ from y  xe

x
and substitute into both sides of
DE:
y ' '2 y ' y  ( xe x  2e x )  2( xe x  e x )  xe x  0
Left-hand side:

Right-hand side: 0.

Both sides are the same for every real number x, thus the given function is
the solution for the DE.
 Definitions and Terminology

General Solution of an ODE

A solution containing a number of independent
arbitrary constants equal to the order of the
differential equation is called the general
solution of the equation.
• A general solution normally contains a number of arbitrary constants
equal to the order of the differential equation.
• A first order DE for example, provides a solution containing a single
arbitrary constant or parameter c.
 Definitions and Terminology

General Solution of an ODE

For example:
The functions x  c1 cos 4t and x  c2 sin 4t, where c1
and c2 are arbitrary constants/parameters are
both solutions of the linear differential equation
x' '16 x  0
 Definitions and Terminology

Particular Solution of an ODE

A solution of a differential equation that is free
of arbitrary parameters.
 Initial-Value Problem

Initial-Value Problem
An ODE with initial condition y(x0) = y0 where
values of x0 and y0 are known.

Initial value problem :

dy
 f ( x, y ) y ( x0 )  y0
dx
 Initial-Value Problem

Important:
To solve an n-th order Initial-Value Problem (IVP):
1) Find the general solutions of the ODE (by integrating)
2) Use initial conditions x0 and y0 to determine numerical
values of the constants in the general solutions.
 Initial-Value Problem

Example:
Solve the initial-value problem.
dy
 3y y (0)  5.7
dx
 Initial-Value Problem

1. Find general solution (by integrating):

dy
 3y
dx
1
 y dy   3dx
ln y  3x  C
e ln y  e 3 x C
y  e3 x  eC With A = eC
y  Ae3 x
 Initial-Value Problem

2. Substitute initial conditions

y (0)  5.7 x0  0, y0  5.7
into general solution
y  Ae3 x

Found, constant A = 5.7

Thus, the IVP solution is y  5.7e 3 x

 DE as Mathematical Models

Source: Erwin Kreyzig, Advanced Engineering Mathematics 9th Edition