MATHEMATICAL METHODS FOR ENGINEERS II (EE203)

Chapter 1
Ordinary Differential Equations (ODE)

1.1 Introduction of DE 1.2 Linear First order ODE 1.3 Linear Second order and nth - order ODE

Lecture #1 1.1 INTRODUCTION (1)

Why do we need to study (the systems of) differential equations? DE are of fundamental importance in engineering mathematics.

Why is it important? Many physical system and their relations appear mathematically in the form of DE. DE is used in many engineering and other applications as mathematical model of various physical system and other systems (system modeling).

For example: If a population (of human, animals, bacteria etc..) grows at a rate y=dy/dt (t is time) equal to population at present y(t). So, the population model is a differential equation, y=y. From the calculus, the solution has the form y(t)=c.et.

1.1 INTRODUCTION (2)

Some applications of differential equations

1.1 INTRODUCTION (3)

Some applications of differential equations

1.1 INTRODUCTION (4)

DIFFERENTIAL EQUATION: ODE & PDE ODE and PDE: A differential equation ( DE) is a relationship between a finite set of functions and its derivatives. Differential equations may involve either ordinary or partial derivatives. Those equations involving ordinary derivatives are called ordinary differential equations (ODE) while those involving partial derivatives are called partial differential equations (PDE). An ODE is an equation that contains one or several derivatives of an unknown function (usually denoted as: f(x), f(t), y(x) or y(t) ) which we want to determine from the equation. ODE have only one independent variable, whereas PDE have two or more. Independent and Dependent Variables. The variables with respect to which differentiation occurs are called independent variables while those that are differentiated are dependent variables. Example:
df df + = 4x2 + 2 y dx dy
PDE: independent variables, x and y; dependent variable, f.

1.1 INTRODUCTION (5)

Example:
d2 f df 4x = cos 2 x dx 2 dx
or

f ' ' 4 xf ' = cos 2 x

This is ODE: independent variable is x.

or
6 dx dy 2 2 x + y = 2 sin t dt dt

& 2y & 2 x + y = 2 sin t 6x

This is a coupled ODE; the independent variable is t and the dependent variables are x and y.

1.1 INTRODUCTION (6)

DIFFERENTIAL EQUATION: THE ORDER OF DE

Another classification of differential equations is in terms of their order. The order of a differential equation is the degree of the highest derivative that occurs in the equation.
df df + = 4x2 + 2 y dx dy

Examples:
This is a first order PDE.

d3 f d2 f df 2 + x = 4 x + 2y 2 dxdy dy dy

This is a third order PDE.

d2 f df 4 x = cos 2 x 2 dx dx

or

& + 3y & x + 2 y = cos(t ) 4x or

???

dx dy + 3 x + 2 y = cos(t ) dt dt

Coupled 1st order ODE. ???

d 2x dx + 4 =0 2 dt dt

or

& & + 4x &=0 x

1.1 INTRODUCTION (7)

LINEAR AND NONLINEAR DE
We may informally define linear differential equations as those in which the dependent variable (commonly denoted as y(t) or y(x)) and their derivatives do not occur as products, raised to powers or in nonlinear functions (e.g. trigonometric). A linear DE is any DE that can be written in the form:

an (t ) y ( n ) (t ) + an 1 (t ) y ( n 1) (t ) + .... + a1 (t ) y ' (t ) + a0 (t ) y (t ) = r (t )

Examples:
d2 f df 4 x = cos 2 x 2 dx dx

dy + ty = t 2 dt
(1 t 2 ) dx t + 3 x = dt 2t

Linear ODE

1.1 INTRODUCTION (8)

Examples:
dy dy + 4 =0 dt dt
d2y dy + y = 4 sin t 2 dt dt
2

All are non-linear differential equations.

dx + sin x = 0 dt

dy = y (1 y )t dt

1.1 INTRODUCTION (9)

HOMOGENEOUS AND NONHOMOGENEOUS EQUATIONS
There is a further classification that can be applied to linear equations: the distinction between homogeneous and non-homogeneous equations. We arrange such that all terms containing the dependent variables occur on the left hand side and those terms involving the independent variables and constant terms occurs on the right hand side. If R.H.S is zero, the equation is homogeneous. If R.H.S is not zero, the equation is non-homogeneous.
an (t ) y ( n ) (t ) + an 1 (t ) y ( n 1) (t ) + .... + a1 (t ) y ' (t ) + a0 (t ) y (t ) = r (t )

Homogenous if r(t)=0, otherwise if r(t)0 it is non-homogenous. Example:

f f + = 4x 2 + 2 y x y

Non-Homogenous

dx dx =0 +4 dt dt

Homogenous

SUMMARY OF THIS LECTURE

Linear ODE
Non Linear

Homogeneous

NonHomogeneous

DE
Linear NonHomogen eous NonHomogen eous

PDE Non Linear

Differential Equation (DE)