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Lecture 1

Introduction to Differential Equations

The words differential and equation certainly suggest solving some


kind of equation that contains derivatives

Example is a differentiable function then its derivative is


0.1x 2
Let y e
dy 0.1x 2 0.1x 2
0.2 x e But y e
dx

Replace 0.1x 2 by y , we obtain


e
dy
0.2 x y
dx

Which is a Differential Equation


Definition

An equation containing the derivatives of one or more


dependent variables with respect to one or more independent
variables is said to be Differential

Classification of Differential Equations

We shall classify differential equations by

1- Type
2- Order
3- Linearity
By Type
a- Ordinary Differential equation

The equation contains only ordinary derivatives of one or more


dependent variables with respect to a single independent variable is said
to be ODE.

Examples

dy
y ex
dx

d 2y dy
6y 0
dx 2 dx

dv du
2x u
dx dx
By Type

b - Partial Differential equation

An equation contains the partial derivatives of one or more


dependent variables with respect to one or more independent variable is
said to be PDE.

Examples

2u 2v
0
x 2
y 2

v u

y dx
Notation for ODE

dy d 2y d 3y
, 2
,
dx dx dx 3
y , y , y

Notation for PDE

u 2u 2u
, ,
x x 2 x y
u x , u xx , u xy
By Order

The order of a differential equation ( ODE or PDE) is the order of the


highest derivative in the equation

Examples

d 2y dy 3
Second Order 5 ( ) 4 y sin x
dx 2 dx

y f (x , y , y )

First Order
y f (x , y )
By linearity

The general form of linear ordinary differential equation is

dny d n 1y dy
an (x ) an 1(x ) a1(x ) a0 (x ) y g (x )
dx n dx n 1 dx

ODE is linear if

1- The dependent variable y and its derivatives are first degree


( the power is 1)
2- The coefficients an , an 1, a0 are functions of the
independent variable x.
Non-linear ODE

A non-linear ordinary differential equation is simply one that is


not linear

(1 y ) y 2 y e x

d 2y
2
sin y 0
dx

d 2y
2
y 2
0
dx
Definition

The first order differential equation can be written as


dy
f (x , y )
dx
if f (x , y ) g (x ) Equation (1) can be solved by integration

Separable variables ( Separation of variables)

Consider the first order differential equation of the form

dy
g (x ) h ( y )
dx
dy
Then g (x ) dx
h(y )

p ( y ) dy g (x ) dx c
Example 1

dy
Solve (1 x ) y 0
dx

Example 2

Solve the initial value problem

dy x
, y (4) 3
dx y

Example 2

Solve the initial value problem

dy
cos x (e 2y
y) e y sin 2x y (0) 0
dx
Lecture 2

Linear Equations
Definition
A first order differential of the form
dy
a1 (x ) a0 (x ) y g (x ) (1)
dx
Is said to be Linear equation in the dependent variable y

Standard Form
By dividing both sides of (1) by the lead coefficient a1(x) we obtain the
Standard form

dy
p (x ) y f (x ) (2)
dx
The DE (2) has the property that its solution is the sum of two solutions

y yc y p (3)

Where
yc is a solution of the associated homogenous equation

dy
p (x ) y =0 (4)
dx
and yP is a solution of the non-homogenous equation (2) and is called
Particular solution
Equation (3) is a separable equation

dy c
p (x ) dx
yc
ln y c p (x ) dx ln c

yc = C e
- p(x)dx
=C y1(x)
To find the particular solution of equation (2)
Let y p =u(x) y1 (x)
Differentiate w.r.t. x
dy p dy 1 du
u y1 (5)
dx dx dx
Substition of equation (5) into equation (2) gives
dy du
u 1 y1 p u y 1 f (x )
dx dx
dy 1 du
u[ py 1 ] y 1 f (x )
dx dx
dy 1 du
py 1 =0 , the y1 f (x )
dx dx
The last eq. is a separable eq. and its solution is
f (x )
u= dx
y 1 (x )
p ( x )dx
dx ) e
f (x )
and y p =u y1 =(
y 1 (x )
p ( x )dx p ( x )dx
Then y=yc y b Ce dx ) e
f (x )
(
y 1 (x )

e
p ( x )dx
Let (6)

Then y f (x ) dx C (7)

The term m eq. (6) is known as Integrating Factor

Steps of solution

1- Put a linear equation into the standard form


2- Find the integrating factor (6)
3- Evaluate the integration of equation (7)
and the final solution is
1
y
f (x ) dx C
Example 1

dy
Solve 3y 6
dx

Example 2

dy
Solve x 4 y x 6e x
dx

Example 3

dy
Solve 2xy 8x , y (0) 2
dx
Lecture 2

Exact Equation

Differential of a function of two variables

If z=f(x,y) is function of two variables with continuous first partial derivatives,


then its differential is
f f
dz dx dy (1)
x y
This equation is also called Total Differential

Now, if f (x , y ) C , Then
f f
dx dy 0 (2)
x y

In other word, we can generate a first order DE by computing the differential


of a function f(x,y)=c
Definition
A differential expression M(x,y) dx + N(x,y) dy = 0 is said to be an exact
equation if the expression on the left hand side is an exact differential, or

Method of Solution
Given an equation in the differential form
M (x , y ) dx N (x , y ) dy 0

M N
1 Check , if yes , then there is a function for which
y x
f
= M(x,y)
x
We can find f by integrating M ( x , y ) w.r.t.x, while holding y constant
f (x , y ) M (x , y ) dx g ( y ) (3)
f
2 Differentiate the last equation w.r.t y and assume N (x , y )
y
f
=
y y M(x,y) dx+ g(y) = N(x,y)


This gives
g (y)= N ( x , y )
y M(x,y) dx

Intergrate g ( y ) w.r.t y and substitute in equation (3)


Example 4

Solve 2xy dx (x 2 1) dy 0

Example 5

Solve (e2y -y cosxy) dx+(2x e 2 y x cos xy 2 y ) dy 0

Example 6

dy xy 2 cos x sin x
Solve , y (0) 2
dx y (1 x 2 )

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