Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
Scribd
Upload
61 views

Ordinary Differential Equations

This document discusses ordinary differential equations (ODEs). It defines ODEs as equations involving an unknown function and its derivatives with respect to a single independent variable. The document outlines key concepts for ODEs including classification, solving methods, initial/boundary value problems, and examples. It also covers the order of a differential equation, general and particular solutions, linearity, superposition, and explicit/implicit solutions.

Uploaded by

Shehroze Khan Nyaze Noori khel
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
61 views

Ordinary Differential Equations

This document discusses ordinary differential equations (ODEs). It defines ODEs as equations involving an unknown function and its derivatives with respect to a single independent variable. The document outlines key concepts for ODEs including classification, solving methods, initial/boundary value problems, and examples. It also covers the order of a differential equation, general and particular solutions, linearity, superposition, and explicit/implicit solutions.

Uploaded by

Shehroze Khan Nyaze Noori khel
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
You are on page 1/ 16

Ordinary Differential

Equations

Lecture-2:
Fundamentals
Outlines of the Lecture
 Definition of a differential equation.

 Classification of differential equations.

 Solution of a differential equation.

 Initial value problems associated to DE.

 Existence and uniqueness of solutions


Elements of the Theory
 Applicable to:
• Chemistry
• Physics
• Engineering
• Medicine
• Biology
• Anthropology
 Differential Equation – involves an unknown
function with one or more of its derivatives
 Ordinary D.E. – a function where the unknown
is dependent upon only one independent
variable
Examples of DEs
dy
 5y 1
dx
 y  x  dx  4 xdy 0
3
d 2 y  dy 
 5   4 y  e x

dx 2  dx 
u v
 0
y x
u v
x y u
x y
 2u  2u u
  2 0
x 2 t 2 t
Specific Examples of ODE’s
 The order of an equation:
• The order of the highest derivative
appearing in the equation

3
d2y  dy 
2
 5   4 y  ex
dx  dx 

 4
y  2
u
a2 4  2 0
x x
Ordinary Differential Equation
If an equation contains only ordinary
derivatives of one or more dependent
variables, w.r.t a single variable, then it is
said to be an Ordinary Differential
Equation (ODE). For example the
differential equation

2 3
d y  dy 
 5   4 y  e x

dx 2  dx 

is an ordinary differential equation.


Partial Differential Equation

Similarly an equation that involves partial


derivatives of one or more dependent
variables w.r.t two or more independent
variables is called a Partial Differential
Equation (PDE). For example the equation

 4u  2u
a2
 2 0
x 4
x
is a partial differential equation.
Results from ODE data
 The solution of a general differential
equation:
• f(t, y, y’, . . . , y(n)) = 0
• is defined over some interval I having
the following properties:
 y(t) and its first n derivatives exist for all t
in I so that y(t) and its first n - 1 derivates
must be continuous in I
 y(t) satisfies the differential equation for all
t in I
 General Solution – all solutions to the
differential equation can be represented in
this form for all constants
 Particular Solution – contains no arbitrary
constants
 Initial Condition
 Boundary Condition
 Initial Value Problem (IVP)
 Boundary Value Problem (BVP)
IVP Examples
 The Logistic Equation
• p’ = ap – bp2
• with initial condition p(t0) = p0; for p0 =
10 the solution is:
• p(t) = 10a / (10b + (a – 10b)e-a(t-t0))
 The mass-spring system equation
• x’’ + (a / m) x’ + (k / m)x = g + (F(t) /
m)
BVP Examples
 Differential equations
• y’’ + 9y = sin(t)
 with initial conditions y(0) = 1, y’(2) = -1
 y(t) = (1/8) sin(t) + cos(3t) + sin (3t)
• y’’ + 2y = 0
 with initial conditions y(0) = 2, y(1) = -2
 y(t) = 2cos(t) + (c)sin(t)
Properties of ODE’s
 Linear – if the nth-order differential
equation can be written:
• an(t)y(n) + an-1(t)y(n-1) + . . . + a1y’ +
a0(t)y = h(t)

 Nonlinear – not linear


x3(y’’’)3-x2y(y’’)2+3xy’+5y=ex
Superposition
 Superposition – allows us to
decompose a problem into smaller,
simpler parts and then combine them
to find a solution to the original
problem.
Explicit Solution
A solution of a differential equation

 dy d 2 y d2y 
F  x, y, , 2 ,, 2   0
that can be written y=as
dx dx f(x)
dx  is known
as an explicit solution .
Example: The solution y = xex is an
explicit solution of the differential equation

d2y dy
2
2  y 0
dx dx
Implicit Solution
A relation G(x,y) is known as an implicit solution
of a differential equation, if it defines one or
more explicit solution on I.

Example: The solution x2 + y2 - 4=0 is an


implicit solution of the equation y’ = - x/y

as it defines two explicit solutions y=+(4-


x2)1/2

You might also like