MAT350: Engineering Mathematics

Instructor: Dr. Preetom Nag

Associate Professor
Department of Mathematics & Physics
Office Room: SAC1028
Office Hour: MW 4:00 pm – 5:30 pm

Course Assessment for Summer 2023:

Category Weight
Attendance 10%

Assignments (Minimum 2) 10%

Quizzes (Best 2 of 3) 20%

Mid-Term 25%
Final Exam 35%

Lesson 01: Introduction to Differential

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 Differential Equations
❑ Modeling Approach
• Newton’s Law of cooling/heating:

𝑑𝑇 𝑡 𝑑𝑇 𝑡
∝ 𝑇 − 𝑇𝑚 ⇒ = 𝑘(𝑇 − 𝑇𝑚 )
𝑑𝑡 𝑑𝑡
where 𝑇: body temperature, 𝑇𝑚 : surrounding temperature,
𝑘: proportional constant

𝑑𝑃 𝑡 𝑑𝑃 𝑡
• Bacterial Population Model: ∝𝑃 𝑡 ⇒ =𝑟𝑃 𝑡
𝑑𝑡 𝑑𝑡
where 𝑟 is proportional constant which can be called as the
intrinsic rate of natural increase and 𝑃 0 = 2, 𝑃 10 = 4.
https://www.youtube.com/watch?v=gEwzDydciWc

𝑑2 𝑦 𝑡
• Free Falling Objects: = −𝑔, where 𝑔 is called the gravitational
𝑑𝑡 2

𝑑𝑦
constant and 𝑦 0 = ℎ, ቚ = 0.
𝑑𝑡 𝑡=0

Lesson 01: Introduction to Differential 2

Equations https://www.youtube.com/watch?v=74MUjUj7bp8
 Differential Equations
❑ Modeling Approach
𝑑𝑃1 Foxes (Predator)
= 𝑎𝑃1 − 𝑏𝑃1 𝑃2
𝑑𝑡
• Predator-Prey Population Model: 𝑑𝑃2
= −𝑚𝑃2 + 𝑛𝑃1 𝑃2
𝑑𝑡
where 𝑃1 : population of rabbits, 𝑃2 : population of foxes
𝑎: growth rate of rabbits, 𝑏: killing rate of rabbits,
Rabbits (prey)
𝑚: death rate of foxes, and 𝑛: growth rate of foxes.

• Spread of a Disease:

𝑑𝑃 𝑡 𝑑𝑃 𝑡
∝𝑃 𝑡 𝑄 𝑡 ⇒ = 𝑘𝑃 𝑡 𝑄 𝑡 = 𝑘𝑃(𝑛 + 1 − 𝑃)
𝑑𝑡 𝑑𝑡
where 𝑃(𝑡): infected population,
𝑄(𝑡): non-infected population, 𝑘: proportional constant,
𝑛 + 1: total population with one infected person so that
𝑃 + 𝑄 = 𝑛 + 1 and 𝑃 0 = 1.
https://thumbs.dreamstime.com/z/infected-person-coronavirus-
infection-epidemic-disease-spread-sickness-171599936.jpg
Lesson 01: Introduction to Differential
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 Differential Equations
Definitions and Terminology
Differential Equations: An equation containing the derivative of one or more unknown
function (or dependent variables), with respect to one or more independent variables. E.g.,
𝑑𝑦 Types of Differential equations
+ 5𝑦 = 𝑒 𝑥
𝑑𝑥
Ordinary Differential Equation (ODE):
𝑦′′ − 𝑦′ + 6𝑦 = 0 Differential equation containing only ordinary
derivatives of one or more unknown functions
3 with respect to a single independent variable.
𝑦 ′ 𝑦 ′′′ − 𝑦 ′2 = 0
2 Here prime (′) denotes differentiation with
respect to 𝑥.
𝑑𝑥 𝑑𝑦
+ = 2𝑥 + 𝑦
𝑑𝑡 𝑑𝑡

𝜕2𝑢 2
𝜕2𝑢 𝜕2𝑢
=𝑐 + Partial Differential Equation (PDE):
𝜕𝑡 2 𝜕𝑥 2 𝜕𝑦 2
Differential equation involving partial
derivatives of one or more unknown functions
𝜕2𝑢 𝜕2𝑢 of two or more independent variables.
+ =0
𝜕𝑥 2 𝜕𝑦 2
Lesson 01: Introduction to Differential
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Equations
 Ordinary Differential Equations
Classifications of ODE
• By Order: The order of an ODE is the order of the highest derivative in the equation.
For example,
𝑑𝑦
+ 2𝑦 = 5 (First order)
𝑑𝑥

𝑦 − 𝑥 𝑑𝑥 + 4𝑥 𝑑𝑦 = 0 (First order)
𝑑2 𝑦 𝑑𝑦
+ 5 𝑑𝑥 + 6𝑦 = 0 (Second order)
𝑑𝑥 2

𝑑2 𝑦 𝑑𝑦 3
𝑑𝑥 2
+5 𝑑𝑥
+ 6𝑦 = 0 (Second order)

3
𝑦 ′ 𝑦 ′′′ − 2 𝑦 ′2 = 0 (Third order)

𝐹 𝑥, 𝑦, 𝑦 ′ , 𝑦 ′′ , … , 𝑦 𝑛 =0 (𝑛-th order)

Lesson 01: Introduction to Differential

5
Equations
 Ordinary Differential Equations
Classifications of ODE
• By Linearity: An nth-order ordinary differential equation 𝐹 𝑥, 𝑦, 𝑦 ′ , 𝑦 ′′ , … , 𝑦 𝑛
= 0 is
said to be linear if the dependent variable 𝑦 and its various derivatives 𝑦 ′ , 𝑦 ′′ , … , 𝑦 (𝑛)
appear linearly in the equation. Otherwise, the ODE is said to be nonlinear. For example,
𝑑𝑦
+ 2𝑦 = 5 (First order, Linear)
𝑑𝑥
𝑦 − 𝑥 𝑑𝑥 + 4𝑥 𝑑𝑦 = 0 (First order, Linear)
𝑑2𝑦 𝑑𝑦
+5 + 6𝑦 = 0 (Second order, Linear)
𝑑𝑥 2 𝑑𝑥
2
𝑑2𝑦 𝑑𝑦
+ 5 + 6𝑦 = 0 (second order, Non-linear)
𝑑𝑥 2 𝑑𝑥
2𝑦
𝑑 𝑑𝑦
𝑥2 2 + 𝑥 + 𝑦2 = 0 (second order, Non-linear)
𝑑𝑥 𝑑𝑥
𝑑2𝑦
+ sin 𝑦 = 0 (Second order, Non-linear)
𝑑𝑥 2
Lesson 01: Introduction to Differential
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 Ordinary Differential Equations
Solution of an ODE:
Any function 𝑦 = 𝜙(𝑥), defined on an interval 𝐼 = (𝑎, 𝑏), is said to be a solution of an
𝑛-th order ODE
𝐹 𝑥, 𝑦, 𝑦 ′ , 𝑦 ′′ , … , 𝑦 𝑛 =0
if 𝜙(𝑥) is defined and differentiable throughout the interval and is such that
𝐹 𝑥, 𝜙(𝑥), 𝜙′(𝑥), 𝜙′′(𝑥), … , 𝜙 (𝑛) (𝑥) = 0 ∀ 𝑥 ∈ 𝑎, 𝑏 .

1 𝑑𝑦
Example. 𝑦 = 16 𝑥 4 is a solution of the ODE: − 𝑥 𝑦 = 0 on the interval (−∞, ∞).
𝑑𝑥

𝑑𝑦
Example. 𝑦 = 𝑐/𝑥 is a solution of the ODE: 𝑥 𝑑𝑥 = −𝑦 on the interval −∞, 0 or (0, ∞).

Example. 𝑦 = 𝑥𝑒 𝑥 is a solution of the ODE: 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0 on the interval (−∞, ∞).

𝑥
Example. 𝑥 2 + 𝑦 2 = 4 is a solution of the ODE: 𝑦 ′ = − on the interval (−2, 2).
𝑦

Lesson 01: Introduction to Differential

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Equations
 Ordinary Differential Equations
Family of Solutions and Solution Curve:
Example. 𝑦 = sin 𝑥 + 𝑐, where 𝑐 is an arbitrary constant, is a family of solutions on the
interval (−∞, ∞) for the ODE:
𝑑𝑦
= cos 𝑥 𝐬𝐢𝐧𝐜𝐞 𝑑𝑦 = cos 𝑥 𝑑𝑥 ⇒ න 𝑑𝑦 = න cos 𝑥 𝑑𝑥 ⇒ 𝑦 = sin 𝑥 + 𝑐
𝑑𝑥

𝑦 = sin 𝑥 + 4

𝑦 = sin 𝑥 + 2 Here, 𝑦 = sin 𝑥 + 2 is a particular

solution for 𝑐 = 2.
𝑦 = sin 𝑥

𝑦 = sin 𝑥 − 2 Here, 𝑦 = sin 𝑥 − 2 is a particular

solution for 𝑐 = −2.

Lesson 01: Introduction to Differential

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 Ordinary Differential Equations
Initial Value Problem (IVP):
An 𝑛-th order initial value problem on an open interval 𝐼 = (𝑎, 𝑏) can be defined as
𝑆𝑜𝑙𝑣𝑒: 𝑦 𝑛 𝑥 = 𝑓(𝑥, 𝑦, 𝑦 ′ , … , 𝑦 𝑛−1 )
𝑆𝑢𝑏𝑗𝑒𝑐𝑡 𝑡𝑜: 𝑦 𝑥0 = 𝑦0 , 𝑦 ′ 𝑥0 = 𝑦1 , 𝑦 ′′ 𝑥0 = 𝑦2 , … , 𝑦 𝑛−1 𝑥0 = 𝑦𝑛−1 , where 𝑥0 ∈ 𝐼.

𝑑𝑦
Example. Solve 𝑑𝑥 = 𝑦 subject to the condition 𝒚 𝟎 = 𝟑.
Solution. The ODE is given by,
𝑑𝑦 1 1
= 𝑦 ⇒ 𝑑𝑦 = 𝑑𝑥 ⇒ න 𝑑𝑦 = න 𝑑𝑥 ⇒ ln 𝑦 = 𝑥 + ln 𝑐 ⇒ 𝑦(𝑥) = 𝑐𝑒 𝑥
𝑑𝑥 𝑦 𝑦
Since, 𝑦 0 = 3 ⇒ 𝑐𝑒 0 = 3 ⇒ c = 3
Thus, the solution of the given IVP becomes, 𝒚 = 𝟑𝒆𝒙 .

𝑑𝑦
Example. Solve 𝑑𝑥 = 𝑦 subject to the condition 𝒚 𝟏 = −𝟐.
Solution. From the previous solution, 𝑦(𝑥) = 𝑐𝑒 𝑥
Since, 𝑦 1 = −2 ⇒ 𝑐𝑒 1 = −2 ⇒ c = −2e−1
Thus, the solution of the given IVP becomes, 𝒚 = −𝟐𝒆𝒙−𝟏.
Lesson 01: Introduction to Differential
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𝒚 = −𝟐𝒆𝒙−𝟏
 Ordinary Differential Equations
H.W. from the text book
Exercises 1.1
Determine the order and the linearity of the Verify that the indicated function is an explicit solution of the
following ODE. given differential equation. Assume an appropriate interval I
of definition for each solution.

Lesson 01: Introduction to Differential

10
Equations
 Ordinary Differential Equations
H.W. from the text book
Exercises 1.1
Verify that the indicated family of functions is a Verify that the indicated pair of functions is a
solution of the given differential equation. solution of the given system of differential equations

Lesson 01: Introduction to Differential

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