KNF1023
ENGINEERING Chapter 1
MATHEMATICS II
INTRODUCTION TO
DIFFERENTIAL
EQUATIONS
Prepared By:
Dr Nurdiani Zamhari
JKEE
Semester II 2020/2021
Subtopics:
• Definitions and
Chapter 1
Terminology
Introduction
• Initial-Value
to
Differential Problems
Equations • Differential
Equations as
Mathematical
Models
Definition of a
Differential Equation:
Definitions An equation containing
and the derivatives of one or
Terminology more dependent
variables, with respect to
one or more independent
variables, is said to be a
differential equation
(DE).
What are derivatives?
Definitions Derivatives are
and
Terminology
measures of how
a function changes
as its input change
– rates of changes.
Definitions and Terminology
Example:
dy
0.2 xy is a differential equation
dx
where:
dy/dx is the derivative
y is the dependent variable
x is the independent variable
Definitions and Terminology
Different notations for derivatives:
y' ‘prime’ notation y ' 0.2 xy
dy dy
Leibniz notation 0.2 xy
dx dx
y Newton’s ‘dot’ notation y 0.2 xy
Definitions and Terminology
• Ordinary Differential Equations
(ODE)
• Partial Differential Equations
(PDE)
Differential 1st order, 2nd order, ...., nth
order
Equation
• Linear
• Non linear
Definitions and Terminology
Types of DE
Ordinary Differential Partial Differential
Equation (ODE) Equation (PDE)
One or more dependent One or more dependent
variables with respect to a variables with respect to 2 or
single independent variables. more independent variables.
Definitions and Terminology
Ordinary Differential Equation (ODE)
Examples:
dy dependent variable y
1. 5y ex
dx independent variable x
d 2 y dy
2. 2
6y 0 dependent variable y
dx dx independent variable x
dx dy
3. 2x y 2 dependent variables x and y
dt dt independent variable t
Definitions and Terminology
Partial Differential Equation (PDE)
Examples:
2u 2u dependent variable u
1. 2 0
x y
2 2 independent variables x and y
2u 2u u dependent variable u
2. 2 2
x 2
t t 2 independent variable x and t
u v
3. 2 dependent variables u and v
y x 2 independent variables y and x
Definitions and Terminology
Order of
DE
The order of a differential equation (ODE
or PDE) is the order of the highest
derivative in the equation.
Definitions and Terminology
Order of a Differential Equation:
Examples:
dy First order
1. 5y ex
dx
d 2 y dy
2. 2
6y 0 Second order
dx dx
2 3
d y dy
3.
2
5 4 y e x
Second order
dx dx
Definitions and Terminology
Order of a Differential Equation:
More examples:
4. y 4y 0
,, Second order
5. 2 x 2 y10 y ( 4 ) 3 xy ,, xy Fourth order
6. x 2 y ,,, y , 2e x y ,, ( x 2 2) y 2 Third order
Definitions and Terminology
Linearity
Properties of a linear ODE are:
a) The dependent variable y and all its derivatives y’, y’’,…..y(n)
of the first degree, i.e. the power of each term involving y is 1
b) The coefficients a0, a1,…., an of y’, y’’,…..y(n) depend on the
independent variable x (not y).
dny d n 1 y dy
an ( x) n an 1 ( x) n 1 ..... a1 ( x) a0 ( x) y g ( x)
dx dx dx
Definitions and Terminology
Examples:
Non linear.
1. (1 y ) y '2 y e x
Coefficient depends on y.
2
d y
2. 2
sin y 0 Non linear.
dx Non linear function on y.
4
d y Non linear.
3.
4
y 2
0
dx Power not 1.
Note that non linear functions such as sin y or eyy cannot appear
in a linear equation.
Definitions and Terminology
Exercises:
State the order of the given ODE and determine whether the
equation is linear or non linear. 2
5. d y dy 2
1. (1 x) y"4 xy '5 y cos x 2
1 ( )
Linear, 2nd order ODE dx dx
Non linear, 2 order ODE
nd
d 3 y dy 4 d 2R k
2. x 3 ( ) y 0 6. 2
2
dx dx dt R
Non linear, 3rd order ODE Non linear, 2nd order ODE
3. t 5 y ( 4) t 3 y ' '6 y 0 7. (sin ) y ' ' '(cos ) y ' 2
Linear, 4th order ODE Linear, 3rd order ODE
x2
x (1 3 ) x x 0
2
d u du
4. 2 u cos(r u ) 8.
dr dr
Non linear, 2nd order ODE Non linear, 2nd order ODE
Definitions and Terminology
A linear differential equation can be
further classified as homogenous
and nonhomogenous equation.
Definitions and Terminology
Homogenous equations are when linear equations are arranged such
that the right-hand side is zero.
Examples:
1. dx
4x 0
dt
dx
2. 4 (sin t ) x 0
dt
Nonhomogenous equations are when linear equations are arranged
such that the right-hand side is non-zero.
Examples:
2
d x dx
1.
2
t 4 sin t
dt dt
d2 f df
2. 2
4 x cos 2 x
dx dx
Definitions and Terminology
More examples:
dx
1. 2x 0 Linear, homogenous
dt
d 2x dx
2. dt 2 2 dt 3 x 0 Linear, homogenous
2
dx
3. x 0 Nonlinear
dt
dx
2x t2 Linear, nonhomogenous
4. dt
Definitions and Terminology
Solution of an ODE
Any function φ, defined on an interval I and possessing
at least n derivatives that are continuous on I, which
when substituted into an n-th order ODE reduces the
equation to an identity, is said to be a solution of the
equation on the interval.
F(x, φ(x), φ’(x),….., φ(n)(x)) = 0 for all x in I
Notes:
Unlike algebraic equations where solution for equation such as 4x + 2 = 10 are
expected to be number with x=2, solution of a differential equation is not a
single value but a function (or a family of functions).
Definitions and Terminology
Examples:
Verify that function below is a solution of the given differential equation
on the interval (-∞, ∞):
dy
(a) DE xy1/ 2
dx
1 4
y x
Function 16
y ' '2 y ' y 0
(b) DE
y xe x
Function
Definitions and Terminology
Solutions:
One method to verify that a given function is a solution to the given differential
equation is by substituting into both sides of the equation and see whether
each side is the same for every x interval:
dy
(a) Given DE xy1/ 2
dx
1 4 dy 1 3 1 3
Left-hand side y x , 4.x x
16 dx 16 4
1/ 2
1 4 1 2 1 3
Right-hand side xy
1/ 2
x x x x x
16 4 4
Both sides are the same for every real number x, thus the given function is
the solution for the DE.
Definitions and Terminology
Solutions:
(b) Given DE y ' '2 y ' y 0
Determine y’’ and y’ from y xe
x
and substitute into both sides of
DE:
y ' '2 y ' y ( xe x 2e x ) 2( xe x e x ) xe x 0
Left-hand side:
Right-hand side: 0.
Both sides are the same for every real number x, thus the given function is
the solution for the DE.
Definitions and Terminology
General Solution of an ODE
A solution containing a number of independent
arbitrary constants equal to the order of the
differential equation is called the general
solution of the equation.
• A general solution normally contains a number of arbitrary constants
equal to the order of the differential equation.
• A first order DE for example, provides a solution containing a single
arbitrary constant or parameter c.
Definitions and Terminology
General Solution of an ODE
For example:
The functions x c1 cos 4t and x c2 sin 4t, where c1
and c2 are arbitrary constants/parameters are
both solutions of the linear differential equation
x' '16 x 0
Definitions and Terminology
Particular Solution of an ODE
A solution of a differential equation that is free
of arbitrary parameters.
Initial-Value Problem
Initial-Value Problem
An ODE with initial condition y(x0) = y0 where
values of x0 and y0 are known.
Initial value problem :
dy
f ( x, y ) y ( x0 ) y0
dx
Initial-Value Problem
Important:
To solve an n-th order Initial-Value Problem (IVP):
1) Find the general solutions of the ODE (by
integrating)
2) Use initial conditions x0 and y0 to determine
numerical values of the constants in the
general solutions.
Initial-Value Problem
Example:
Solve the initial-value problem.
dy
3y y (0) 5.7
dx
Initial-Value Problem
1. Find general solution (by integrating):
dy
3y
dx
1
y dy 3dx
ln y 3x C
e ln y e 3 x C
y e3 x eC With A = eC
y Ae 3 x
Initial-Value Problem
2. Substitute initial conditions
y (0) 5.7 x0 0, y0 5.7
into general solution
y Ae3 x
Found, constant A = 5.7
Thus, the IVP solution is y 5. 7 e 3x
DE as Mathematical Models
Source: Erwin Kreyzig, Advanced Engineering Mathematics 9 th Edition
KNF1023
ENGINEERING
MATHEMATICS II
Prepared By:
Dr Nurdiani Zamhari
JKEE
Semester II 2020/2021
