POLITEHNICA University of Bucharest Faculty of Aerospace Engineering

CHAPTER 1 Introduction to Differential Equations

S.l.dr.ing.mat. Alina Bogoi Differential Equations

Outline
Definitions and terminology Initial-value problems Differential equations as mathematical models
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Differential equations
Definition:
A differential equation contains the derivates of one dependent variables with respect to one or more independent variables. Examples:
1. 2.

dy = 2x + 3 dx
d 2y dy + 3 + ay = 0 2 dx dx

3.

z z + = 6x 4 y x y

4.
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2 z = 2x y xy
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General Form ODE

General form of nth- order ODE in one dependent variable:

F ( x , y , y ' , K, y ( n ) ) = 0
Normal form of

d y ( n 1) = f ( x , y , y ' , K, y ) n dx
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Example:

st 1

order ODE

The first-order differential equation contain only y and may contain y and given function of x.

F ( x, y, y ') = 0 y ' = f ( x, y )
Exemple:
4 xy + y = x
y = ( x y ) / 4 x
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CLASSIFICATION OF DIFFERENTIAL EQUATIONS

Differential equations are classified according to (i) type (ii) order (iii) degree (iv) linearity
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Basic Concepts (i)Type

ODE vs. PDE Dependent Variables vs. Independent Variables
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CLASSIFICATION BY TYPE
Differential equations are divided into two types. 1. An equation involving only derivatives of a single independent variable is called an ordinary differential equation (ODE). 2. An equation involving the partial derivatives of one or more dependent variables of two or more independent variables is called a partial differential equation (PDE).

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Basic Concepts
Partial Differential Equations
An unknown function (dependent variable) of two or more independent variables (e.g. x and y)

z z + = 6x 4 y x y

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u u + 2 =0 2 x y
2 2

Basic Concepts
(ii) Order
The order of the differential equation is order of the highest derivative in the differential equation.

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Order of Differential Equation

Differential Equation ORDER
1

dy = 2x + 3 dx 2 d y dy + 3 + 9y = 0 2 dx dx
d y dy + + 6y = 3 3 dx dx
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Basic Concepts
(iii) Degree
The degree of a differential equation is the power of the highest order derivative term in the differential equation.

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Degree of Differential Equation

Differential Equation Degree
1

d y dy + 3 + ay = 0 2 dx dx
d y dy + + 6y = 3 3 dx dx
d y dy 2 + +3= 0 dx dx
2
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(iv) Linearity
In general, an nth-order differential equation is said to be linear if it can be written in the form
dny d n 1 y dy an ( x) + a n 1 ( x ) + L + a1 ( x ) + a 0 ( x ) y = g ( x ). n 1 n dx dx dx

Two properties of a linear ODE: 1) y, y , y(n) are of the first degree. 2) Coefficients a0, a1, , an depend at most on x.
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Linear Differential Equation

Examples:
1

d2y dy + 3 x + 9 y = 0. 2 dx dx
d y dy + + 6y = 3 3 dx dx
3 4

is linear.

is non - linear because the 2nd term is not of degree one. is non - linear because of the 2nd term

dy 2 d y 3 x +y =x 2 dx dx Diff_Eq_2_2011
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 The following cases are for n = 1,2 and n = 1,4

dy a1 ( x) + a0 ( x) y = g ( x) dx

dy d2y a2 ( x) 2 + a1 ( x) + a0 ( x) y = g ( x) dx dx
(1 y ) y '+2 y = e x
d4y + y2 = 0 dx 4
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Solution of an ODE
DEFINITION

Solution of an ODE

Any function , defined on an interval I and possessing at least n derivatives that are continuous on I, when substituted into an nth-order ODE reduces the equation to an identity.

F ( x , y , y ' , K, y ) = 0
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(n)

SOLUTION OF A DIFFERENTIAL EQUATION

A solution of ODE is a function that possesses at least n derivatives : F(x, (x), (x), , (n)(x)) = 0 for all x I.
NOTE: Depending on the context of the problem the interval I could be an open interval, a half-open interval, or an infinite interval.
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SOLUTION OF 1st ODE

A solution of a given first-order differential equation (*) on some open interval a<x<b
F ( x, y, y ') = 0 y ' = f ( x, y )

(*)

is a function y=h(x) and satisfies (*) for all x in that interval.

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PARTICULAR SOLUTIONS
DEF. 1. A solution of a differential equation that is free of arbitrary parameters is called a particular solution. DEF. 2. A differential equation may have an additional solution that cannot be obtained from the general solution and is then called a particular solution.
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Basic Concept
General solution vs. Particular solution
y ' = y = c = cosx sinx + c 3 , 2 ,....

arbitrary constant c Particular solution choose a specific c

General solution
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Basic Concept
Particular solutions

y' xy ' + y = 0
Example The general solution : y=cx-c2 A particular solution : y=x2/4
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Initial-value Problems
Introduction: A solution y(x) of a DE satisfies an initial condition. Example: On some interval I containing xo, dny solve = f ( x, y, y ' , K, y ( n1) ) dx n subject to y ( x 0 ) = y0 , y ' ( x0 ) = y1 , K, y ( n1) ( x0 ) = yn1 (1) This is called an Initial-Value Problem (IVP). y(xo) = yo , y(xo) = y1 ,, y ( n1) ( x0 ) = yn1 are called initial conditions.
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Basic Concept
Def: A differential equation together with an initial condition is called an initial value problem(or a Cauchy problem)

y ' = f ( x, y ) y ( x 0) = y 0
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 First and Second Order IVPs

dy solve : = f ( x, y ) dx subject to : y ( x0 ) = y0
and

solve : subject to:

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d y = f ( x, y, y ') 2 dx y ( x0 ) = y0 , y '( x0 ) = y1
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Basic Concept
Theorem (Existence and uniqueness):

The I.V.P. always has a unique solution in a rectangle containing the point (x0, y0), if f and fx are continuous there.

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First Order Ordinary Differential equation

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Some Mathematical Models TERMINOLOGY

A model starts by (i) identifying the variables that are responsible for changing the system (ii) a set of reasonable assumptions about the system. The mathematical construct of all these assumptions is called a mathematical model and is often a differential equation or system of differential equations. Diff_Eq_2_2011 28

MODEL OF A FREELY FALLING BODY

d s = g 2 dt v ( 0 ) = v0 , s ( 0 ) = s 0 .

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VIBRATION OF A MASS ON A SPRING

Hookes Law: The restoring force of a stretched spring is opposite to the direction of elongation and is proportional to the amount of elongation. That is, k(s + x)

d 2x mg k ( s + x ) = m 2 dt

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VIBRATION OF A MASS ON A SPRING

d x m 2 = k ( s + x ) + mg = kx + mg ks = kx 123 4 4 dt zero
2

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SIMPLE PENDULUM
A simple pendulum consists of a rod to which a mass is attached at one end. For a simple pendulum of length l, at an angle of with the vertical, Newtons Second Law gives

for small values of .

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d g + =0 2 dt l
2
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 Series Circuits From Kirchhoffs second law, we have

d 2q dq 1 L 2 + R + q = E (t ) dt C dt

where dq(t)/dt = i(t), which is the current.

q (t) L is C is R is E is is charge on capacitor, inductance, capacitance. resistance and voltage

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Series Circuits

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POLITEHNICA University of Bucharest Faculty of Aerospace Engineering

CHAPTER 2 First-Order Differential Equations

S.l.dr.ing.mat. Alina Bogoi Differential Equations

Outline
Separation of Variables Exact equations Integrating Factors Homogenous equations First Order Ordinary Differential equation
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Separation of variables
DEFINITION

Separable Equations

A first-order DE of the form dy/dx = g(x)h(y) is said to be separable or to have separable variables.

Rewrite

dy p ( y ) = g ( x) dx

p( y )dy = g ( x )dx
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or

H ( y ) = G( x ) + c
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Separation of variables
A separable differential equation can be expressed as the product of a function of x and a function of y.

dy = g ( x) h ( y) dx
Solve:

h( y) 0

dy = 2 xy 2 dx (1 + x ) dy - y dx = 0.

y = 6 x + e x
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dy 2 x2 = 2 x (1 + y ) e dx

y = tan e + C
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x2

Differential of a Function of Two Variables

If z = f(x, y), its differential or total differential is dz = f dx + f dy
x y

Now if z = f(x, y) = c,
f dx + f dy = 0 x y

eg: if x2 5xy + y3 = c, then (2x 5y) dx + (-5x + 3y2) dy = 0

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Exact Equations
DEFINITION

Exact Equation

An expression M(x, y) dx + N(x, y) dy is an exact differential in a region R corresponding to the differential of some function f(x, y). A first-order DE of the form M(x, y) dx + N(x, y) dy = 0 is said to be an exact equation, if the left side is an exact differential.

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Exact Equations
THEOREM

Consider a first-order DE of the form M(x, y) dx + N(x, y) dy = 0 Let M(x, y) and N(x, y) be continuous and have continuous first partial derivatives in a region R defined by a < x < b, c < y < d. Then a necessary and sufficient condition that M(x, y) dx + N(x, y) dy be an exact differential is M N

y
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x
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Proof of Necessity for Theorem

If M ( x, y )dx + N ( x, y )dy = 0 is exact, there exists some function f such that for all ( x, y ) R M(x, y) dx + N(x, y) dy = (f/x) dx + (f/y) dy Therefore f f , N ( x, y ) = y M ( x, y ) = x and f N M f 2 f = = = = y y x yx x y x The sufficient part consists of showing that there is a function f for which
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f M ( x, y ) = x

f N ( x, y ) = y

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Existance of Solution
Since f/x = M(x, y), we have
f ( x, y ) = M ( x, y )dx + g ( y )

Differentiating with respect to y and assume f/y = N(x, y) Then f = M ( x, y )dx + g ' ( y ) = N ( x, y ) y y
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g' ( y ) = N ( x , y ) M ( x , y )dx y

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After
2 N ( x, y ) M ( x, y)dx = N x M y = 0 x yx

(does not depend on x) Integrate with respect to y to get g(y). S Substitute the result we obtain the implicit solution f(x, y) = c.

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Integrate with respect to y to get g(y), and substitute the result we obtain the implicit solution f(x, y) = c.

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Exact Equations
Exact?

M ( x, y )dx + N ( x, y )dy = 0

F F dx + dy = dF x y
General solution: F (x,y) = C
For example

M N = y x

dy x +y=0 dx
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xy = C
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Reduction to Separation of Variables

A DE of the form dy/dx = f(Ax + By + C) can always be reduced to a separable equation by means of substitution u = Ax + By + C.
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