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Table of Content
Introduction
A differential equation is a function equation which relates the values of the function
to its derivative values. An ordinary differential (ode) equation is an differential
equation for a single variable function, e.g. x(t), whereas a partial differential equation
(pde) is a differential equation for multiple variables, examples include v(x, y, z, t).
An ode includes ordinary derivatives and a partial pde.
Derivatives: Derivatives. Pde's are typically much tougher to solve than ode's.
The simplest ordinary differential equations can be directly combined by finding non-
derivatives. The form of these simplest odes is:-
dn x
=G(t)
d tn
Where the x = x(t) derivative may be of any order, and the right side may be of any
order.
d2 x
m =−m g
dt2
Where x is the object’s height above ground, m is the object’s mass, and
g = 9.8 m / sec2
d2 x
Value of the equation cancels, and =−g
d t2
dx
=A−g t
dt
With A the first integration constant; and the second integration yields
1
x=B+ At− g t 2
2
With the second integration constant B. The two inclusion constants A and
From the initial conditions, then, B can be determined. If we do know the original
The mass height is x0 , and the initial velocity is v 0, after which the initial conditions
are
dx
x ( 0 )=x0 , ( 0 )=v 0
dt
Substitution of these initial conditions into the dx / dt and x equations allows one to
To A and B solve. The unique solution which satisfies both the initial and the ode
1
x ( t )=x 0+ v 0 t− g t 2
2
For example, suppose we drop a ball off the top of a 50 meter building. How long
Will it take the ball to hit the ground? This question requires solution of (1.1) for
The time T it takes for x(T) = 0, given x0 = 50 meter and v 0 = 0. Solving for T,
2 x0
T=
√ g
2 *50
¿
√ 9.8
sec
≈ 3.2 sec
First-order differential equations:
The general first-order differential equation for the function y = y(x) is written as
yd
= f (x+ y )
xd
Where f(x, y) can be any function of the independent variable x and the dependent
variable y. We first show how to determine a numerical solution of this equation, and
then learn techniques for solving analytically some special forms of (2.1),Namely,
separable and linear first-order equations.
Y(x), a unique numerical solution can always be identified, given the initial value y(
x0 ) = y 0, and f (x , y) provided a well-behaved function. The Difference equation
(2.1) provides us with the tangent line slope f (x 0 , y 0 ) at the solution curve at the
point y = y(x) (x0, y0). With a small step size, the initial step = x1 x0 Condition (x0,
y0) can be marched along the tangent line to (x1, y1) The system used by Euler
y=
1 y 0+∆fx (xy0, )
0
yd x
+ (x 2+ 5 )y= :Example
xd 5
Solution: This also represents a First order Differential Equation.
When the order of the highest derivative present is 2, then it represents a second order
differential equation.
d 2y ( 3
+ x + 3 x )y= 9 :Example
dx2
Solution : In this example, the order of the highest derivative is 2. Therefore, it is a
second order differential equation.
The differential equation must be a polynomial equation for the degree to be specified
in the derivatives
Example 1:
yd d 4y
+ y= 9 3 - 2) 4+ ¿
xd dx
Solution :Here the exponent of the highest order derivative is one, and the given
differential equation in derivatives is a polynomial equation. Therefore this equation
degree is 1.
Example 2:
4
d 2 y dy 2 3 2
2 d y
( +(
d x 2 dx
)
)
=k (
d x3
)
Solution :The order of this equation is 3 and the degree is 2 as the highest derivative is
of order 3 and the exponent raised to highest derivative is 2.
Example 3:
d 2y d 2y
soc
+ = 5x
dx2 dx2
Solution :The given differential equation is not a polynomial equation in derivatives.
Hence, the degree for this equation is not defined.
Example 4:
d 3y 2
( ) + y= 0
dx3
Solution :The order of this equation is 3 and the degree is 2.
In this section we compare the answers to the two main questions in differential
equations for linear and nonlinear first order differential equations. Recall that for a
first order linear differential equation
y ℩+ p x( )y= g (x )
we had the solution:
p (xxd) p (xxd)
y= e ∫ g (x )e∫
−
∫ xd + c
1
¿ ∫ g (x )mxd + c
m
Recll that if a function is continuous then the integral always exists. If we are given an
initial value
y x( 0=) y 0
then we can uniquely solve for C to get a solution. This immediately shows that there
exists a solution to all first order linear differential equations. This also establishes
uniqueness since the derivation shows that all solutions must be of the form above.
Notice that if the constant of integration for m is chosen to be different from 0, then
the constant cancels itself from the negative exponent outside the integral and the
positive exponent inside. This proves that the answers to both of the key questions are
affirmative for first order linear differential equations.
Example 2.9.1Theorem: Existence and Uniqueness for First order Linear Differential
Equations
¿
y 0( =) 4 With
Has a unique solution.
Solution:
y ℩+ ¿
Since is continuous for
−π π
< x<
2 2
And this interval contains 0 , the differential equation is guaranteed to have a unique
on this interval .
Solution
And
y=0
Are both also solution to differential equation that satisfy the initial value problem.
Hence uniqueness fails miserably here.
y ℩=f ( x , y )∧ y ( x0 ) = y 0
f ( x )∧f ( y )