CHAPTER 8.

DIFFERENTIAL EQUATIONS
A. J. Clark School of Engineering Department of Civil and Environmental Engineering

by

Dr. Ibrahim A. Assakkaf

Spring 2001

ENCE 203 - Computation Methods in Civil Engineering II Department of Civil and Environmental Engineering University of Maryland, College Park

Introduction
A. J. Clark School of Engineering Department of Civil and Environmental Engineering

Differential equations are used extensively in engineering and science to represent physical phenomena of a problem (problems). A differential equation is any equation containing one or more derivative terms. An ordinary differential equation is that involves a single independent variable.
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ENCE 203 CHAPTER 8. DIFFERENTIAL EQUATIONS

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Introduction
A. J. Clark School of Engineering Department of Civil and Environmental Engineering

Differential equations involving two or more independent variables are referred to as partial differential equations. The analytical solutions of both ordinary and partial differential equations is called closed-form solution. This solution requires the constant of integration be evaluated by using prescribed values of the independent variable(s).
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ENCE 203 CHAPTER 8. DIFFERENTIAL EQUATIONS

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Introduction
A. J. Clark School of Engineering Department of Civil and Environmental Engineering

Classification of Differential Equations

Ordinary Differential Equations
First-order Higher-order Linear Nonlinear

Partial Differential Equations

These equations are usually classified according to their mathematical form.
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ENCE 203 CHAPTER 8. DIFFERENTIAL EQUATIONS

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Introduction
A. J. Clark School of Engineering Department of Civil and Environmental Engineering

Ordinary Differential Equations

The general forms of an ordinary differential equation is given by one of the following expression:
C0 (x ) + Ci (x )
i =1 n n

di =0 dx i
m

(1) (2)

di C0 (x ) + Ci (x ) i = 0 (m 0) dx i =1
ENCE 203 CHAPTER 8. DIFFERENTIAL EQUATIONS

Assakkaf

Slide No. 4

Introduction
A. J. Clark School of Engineering Department of Civil and Environmental Engineering

Ordinary Differential Equations

Note that Eq. 1 is a linear ordinary differential equation, while Eq. 2 is a nonlinear differential equation. Furthermore, if the coefficient C0(x) is zero, the equation is called homogenous, otherwise nonhomogenous. ODEs of all types have many applications in engineering and science.
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ENCE 203 CHAPTER 8. DIFFERENTIAL EQUATIONS

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Introduction
A. J. Clark School of Engineering Department of Civil and Environmental Engineering

Examples Ordinary Differential Equations

dy = 5x dx dy 1 =0 dx 2 d2y x+ y =0 dx 2
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Introduction
A. J. Clark School of Engineering Department of Civil and Environmental Engineering

Partial Differential Equations

Differential equations involving two or more independent variables are called pertial differential equations. These equations may have only boundary conditions, in which they are referred to as Boundary Value Problems (BVP) or steady-state equations.
Assakkaf

ENCE 203 CHAPTER 8. DIFFERENTIAL EQUATIONS

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Introduction
A. J. Clark School of Engineering Department of Civil and Environmental Engineering

Partial Differential Equations

In some applications both boundary and initial conditions are specified. In these cases, they are called transient problems. In practice, very few partial differential equations have closed-form analytical solution. Therefore, numerical techniques are required in most cases.
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ENCE 203 CHAPTER 8. DIFFERENTIAL EQUATIONS

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Introduction
A. J. Clark School of Engineering Department of Civil and Environmental Engineering

Examples Partial Differential Equations

2T 2T + =0 x 2 y 2 2w 2w 2w + C3 2 + C 4 = 0 C1 2 + C2 x xy y 4w 4 4w F k +2 2 2 + 4 = z w x 4 x y y D D
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ENCE 203 CHAPTER 8. DIFFERENTIAL EQUATIONS

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Introduction
A. J. Clark School of Engineering Department of Civil and Environmental Engineering

Engineering Examples
Mechanical System

c k

d 2x dx m 2 + c + kx = F (t ) dt dt x
m F(t)

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ENCE 203 CHAPTER 8. DIFFERENTIAL EQUATIONS

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Introduction
A. J. Clark School of Engineering Department of Civil and Environmental Engineering

Engineering Examples
Electrical Circuit R
L d 2I dI 1 dv +R + I = 2 dt dt C dt

V(t)

L
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ENCE 203 CHAPTER 8. DIFFERENTIAL EQUATIONS

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Introduction
A. J. Clark School of Engineering Department of Civil and Environmental Engineering

Engineering Examples
Vibrating Beam F(t) m

d2y dy m + c + ky = F (t ) dt dt

y
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ENCE 203 CHAPTER 8. DIFFERENTIAL EQUATIONS

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Introduction
A. J. Clark School of Engineering Department of Civil and Environmental Engineering

Engineering Examples
Steady-state Fluid Flow under Dams

2h 2h kx 2 + k y 2 = 0 x y
x h y
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ENCE 203 CHAPTER 8. DIFFERENTIAL EQUATIONS

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Introduction
A. J. Clark School of Engineering Department of Civil and Environmental Engineering

Engineering Examples
Plate on Elastic Foundation x Fz

y w

4w 4 4w F k +2 2 2 + 4 = z w x 4 x y y D D
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ENCE 203 CHAPTER 8. DIFFERENTIAL EQUATIONS

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Introduction
A. J. Clark School of Engineering Department of Civil and Environmental Engineering

Engineering Examples
Transient Temperature Distribution x

2T 2T T + 2 =C 2 x y t
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ENCE 203 CHAPTER 8. DIFFERENTIAL EQUATIONS

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Introduction
A. J. Clark School of Engineering Department of Civil and Environmental Engineering

General Expressions for Differential Equations

dy dx dy dx dy dx dy dx = f (x, y ) = f (x ) = f (y ) =C
dy dx dy dx dy dx dy dx = 2 + x2 y = 3 1 x

= ey 2 = 4
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Introduction
A. J. Clark School of Engineering Department of Civil and Environmental Engineering

General Expressions for Differential Equations

d2y dy = f x, y , dx 2 dx d2y dy = f x, 2 dx dx d2y dy = f y, 2 dx dx 2 d y = f (x, y ) dx 2 d2y dy = 1 x + 2 y 2 dx dx d2y dy = 3x + dx 2 dx 2 d y dy 1 =2 + 2 dx dx y d2y 2 = f (x, y ) = 2 x + 2 dx y
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ENCE 203 CHAPTER 8. DIFFERENTIAL EQUATIONS

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Introduction
A. J. Clark School of Engineering Department of Civil and Environmental Engineering

General Expressions for Differential Equations

dy = f (x1 , x2 , y ) dx dy = f (x1 , x2 ) dx dy = f (x1 , y ) dx dy = x12 x2 1 2 y 2 dx dy 1 2 = f (x1 , x2 ) = x2 dx x1 dy = f (x1 , y ) = 3x1 + 3 y 2 1 dx

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Introduction
A. J. Clark School of Engineering Department of Civil and Environmental Engineering

Origin of Differential Equations

They can originate from either geometric or physical problems. For geometric case, consider the slop of a function, which is usually a relationship between y and x. This slope illustrates the geometric case, and is given by dy (3) = c( y x )
dx
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Introduction
A. J. Clark School of Engineering Department of Civil and Environmental Engineering

Origin of Differential Equations

The solution of Eq. 3 would a relationship of the form (4) y = g (x ) Equation 4 may be subject to one or more boundary conditions. Physical problems can also be defined by differential equations.
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ENCE 203 CHAPTER 8. DIFFERENTIAL EQUATIONS

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Introduction
A. J. Clark School of Engineering Department of Civil and Environmental Engineering

Origin of Differential Equations

As we saw earlier, simple problems in electrical circuits and heat transfer involve differential equations. Simple problems motions can also be expressed by differential equations. For example the gravitational equation is
F = ma = m dV dt
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