ES14

Differential Equation
For Engineers
Introduction to Differential Equations
(Basic Concepts)
Prepared by:
Engr. Marc Lin F. Abonales
 DIFFERENTIAL EQUATIONS
INTRODUCTION TO DIFFERENTIAL EQUATIONS (BASIC CONCEPTS)

Introduction
The laws of the universe are
written in the language of mathematics.
Algebra is sufficient to solve many static
problems, but the most interesting
natural phenomena involve change and
are described by equations that relate
changing quantities.
Because the derivative dx/dt = f'(t)
of the function f is the rate at which the
quantity x = f(t) is changing with respect
to the independent variable t, it is
natural that equations involving
derivatives are frequently used to
describe the changing universe.
The construction of mathematical models
to approximate real-world problems has
been one of the most important aspects of
the theoretical development of each of the
branches of science. It is often the case
that these mathematical models involve an
equation in which a function and its
derivatives play important roles.
Differential equations
an equation involving an unknown function and
its derivatives.
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).
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INTRODUCTION TO DIFFERENTIAL EQUATIONS (BASIC CONCEPTS)

Introduction
Differential equations are
interesting to scientists, engineers,
and others because they are used to
study many important phenomena
such as:
a. Heat conduction
b. Wave motion
c. Radiation
d. Mixing of chemicals
e. Weather patterns
f. Earthquakes
g. Ecological systems
h. Orbiting of satellites
The study of differential
equations has three principal goals:
1. To discover the differential
equation that describes a
specified physical situation.
2. To find - either exactly or
approximately - the appropriate
solution of that equation.
3. To interpret the solution that is
found.
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INTRODUCTION TO DIFFERENTIAL EQUATIONS (BASIC CONCEPTS)

Introduction
The following are differential equations involving the unknown
function y:
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INTRODUCTION TO DIFFERENTIAL EQUATIONS (BASIC CONCEPTS)

INTRODUCTION
In the equation:
𝑑2 𝑖 𝑑𝑖 1
𝐿 2 + 𝑅 + 𝑖 = 𝐸𝜔cos𝜔𝑡
𝑑𝑡 𝑑𝑡 𝐶
i is the dependent variable, t the independent variable, and L, R, C, E and 𝝎are called
parameters.

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.

 DIFFERENTIAL EQUATIONS
INTRODUCTION TO DIFFERENTIAL EQUATIONS (BASIC CONCEPTS)

INTRODUCTION
Since the equation:
The equation:

𝜕2𝑉 𝜕2𝑉 𝑥 2 + 𝑦 2 𝑑𝑥 − 2𝑥𝑦𝑑𝑦 = 0

+ =0
𝜕𝑥 2 𝜕𝑦 2 may be written
has one dependent variable V and 2 2
𝑑𝑦
𝑥 + 𝑦 − 2𝑥𝑦 =0
two independent variables. 𝑑𝑥
or

2 2
𝑑𝑥
(𝑥 +𝑦 ) − 2𝑥𝑦 = 0
𝑑𝑦
We may consider either variable to be dependent,
the other being the independent one.
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INTRODUCTION TO DIFFERENTIAL EQUATIONS (BASIC CONCEPTS)

CLASSIFICATION BY TYPE
Ordinary differential equation (ODE)
an equation contains only
ordinary derivatives of one or more
dependent variables with respect to a
single independent variable

Partial differential equation (PDE)

an equation involving partial
derivatives of one or more dependent
variables of two or more independent
variables
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INTRODUCTION TO DIFFERENTIAL EQUATIONS (BASIC CONCEPTS)

CLASSIFICATION BY TYPE
Ordinary derivatives can be written by using either the
• Leibniz notation: dy/dx, d2y/dx2, d3y/dx3, . . . or the
• Prime notation: y’, y’’, y’’’, . . . .

Actually, the prime notation is used to denote only the first three derivatives;
the fourth derivative is written y(4) instead of y’’’’. In general, the nth derivative of y is
written dny/dxn or y(n). Although less convenient to write and to typeset, the Leibniz
notation has an advantage over the prime notation in that it clearly displays both the
dependent and independent variables. For example, in the equation
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INTRODUCTION TO DIFFERENTIAL EQUATIONS (BASIC CONCEPTS)

CLASSIFICATION BY TYPE
In physical sciences and engineering, Newton’s dot notation (derogatively referred to
by some as the “flyspeck” notation) is sometimes used to denote derivatives with
respect to time t.Thus the differential equation d2s/dt2= −32 becomes 𝒔ሷ = −32.

Partial derivatives are often denoted by a subscript notation indicating the

independent variables. For example, with the subscript notation the equation

becomes
uxx = utt- 2ut
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INTRODUCTION TO DIFFERENTIAL EQUATIONS (BASIC CONCEPTS)

CLASSIFICATION BY ORDER
The order of a differential equation (either ODE or PDE) is the order of the
highest derivative in the equation.

For example,

is a second-order ordinary differential equation.

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INTRODUCTION TO DIFFERENTIAL EQUATIONS (BASIC CONCEPTS)

CLASSIFICATION BY ORDER
First-order ordinary differential The differential equation
equations are occasionally written in
differential form M(x, y)dx + N(x, y)dy = 0.
In symbols we can express an nth-
order ordinary differential equation in one Where f is a real-valued continuous
dependent variable by the general form function, is referred to as the normal form of
the general form. Thus when it suits our
purposes, we shall use the normal forms
where F is a real-valued function of n + 2
variables: x, y, y’, . . . , y(n). For both
practical and theoretical reasons we shall
also make the assumption hereafter that it to represent general first- and second-order
is possible to solve an ordinary differential ordinary differential equations.
equation in the general form uniquely for
the highest derivative y(n) in terms of the
remaining n + 1 variables.
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INTRODUCTION TO DIFFERENTIAL EQUATIONS (BASIC CONCEPTS)

CLASSIFICATION BY LINEARITY
An nth-order ordinary differential
equation is said to be linear if F is linear in
y, y’, . . . , y(n). This means that an nth-order
ODE is linear the general form is
or
Two important special cases:
• linear first-order (n = 1) DE:
In the additive combination on the left-
hand side of equation we see that the
characteristic two properties of a linear
ODE are as follows:
• The dependent variable y and all its
derivatives y’, y’’,…, y(n) are of the first
degree, that is, the power of each term
involving y is 1.
• The coefficients a0, a1,…, an of y,
y’,…,y(n) depend at most on the
independent variable x.

• linear second-order (n = 2) DE:

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INTRODUCTION TO DIFFERENTIAL EQUATIONS (BASIC CONCEPTS)

CLASSIFICATION BY LINEARITY
A nonlinear ordinary differential equation is simply one that is not linear.
Nonlinear functions of the dependent variable or its derivatives, such as sinyor 𝒆𝒚′ , cannot
appear in a linear equation. Therefore

are examples of nonlinear first-, second-, and fourth-order ordinary differential equations,
respectively.
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INTRODUCTION TO DIFFERENTIAL EQUATIONS (BASIC CONCEPTS)

EXAMPLE. ANSWERS:
Identify the dependent and 1. Dependent variable: y
independent variables in the equations Independent variable:x
below.
2. Dependent variable: y
1. Independent variable: x

3. Dependent variable: y
Independent variable: x
2.

3.
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INTRODUCTION TO DIFFERENTIAL EQUATIONS (BASIC CONCEPTS)

EXAMPLE. ANSWERS:
State whether the equation is 1. Ordinary Differential Equation
Linear in y
ordinary or partial, linear or nonlinear, and
Second-order
give its order.
2. Ordinary Differential Equation
1. (1 – x)y” – 4xy’ + 5y = cosx Nonlinear
Third-order
2.
2. Ordinary Differential Equation
Linear in y
3. t5y(4) – t3y” + 6y = 0 Fourth-order

3. Partial Differential Equation

4. Linear in y
Second-order
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SOLUTIONS
Any function Ф, defined on an interval I and A solution of a differential equation is any
possessing at least n derivatives that are function satisfying the equation. A solution
continuous on I, which when substituted may be defined on the whole real line, or
into an nth-order ordinary differential on only a part of the line, often an interval.
equation reduces the equation to an
identity, is said to be a solution of the
equation on the interval.

The interval I is variously called the interval of definition, the interval

of existence, the interval of validity, or the domain of the solution and
can be an open interval (a, b), a closed interval [a, b], an infinite
interval (a, ∞), and so on.
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INTRODUCTION TO DIFFERENTIAL EQUATIONS (BASIC CONCEPTS)

EXAMPLE. ANSWERS:
Verify that the indicated function is a
solution of the given differential equation. 1. Indicated function is a solution
2. Indicated function is a solution
1.

2.
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INTRODUCTION TO DIFFERENTIAL EQUATIONS (BASIC CONCEPTS)

EXAMPLE. ANSWERS:
Solve the following initial value
problem. 1.

1. 2. y(x) = (1/3)(x - 2)3 + 1

2.