Sei sulla pagina 1di 6

# KKKQ2123: DIFFERENTIAL EQUATIONS (DE) SEM 1:2018/2019

Chapter 1:
Introduction to Differential Equation

## Differential Equation (DE)

An equation that contains one or several derivatives of one or more
dependent variables with respect to one or more independent variables is
called a DE.

Classification by Type

(ODE) (PDE)

## An equation that contains one or several An equation involving the partial

ordinary derivatives of one or more derivatives of one or more unknown
dependent variable with respect to functions with respect to two or more
single independent variable independent variables

## This course deals with the study of ODE.

Through out this course, ordinary derivatives will be used either Leibniz
2 2
notations dy / dx , d y / dx , d 3 y / dx 3 ,..... , d n y / dx n or the prime
notations y  , y  , y  , y
(4) (n )
, …., y .

1
KKKQ2123: DIFFERENTIAL EQUATIONS (DE) SEM 1:2018/2019

Order of an ODE
- the order of the highest derivative in an ODE

Example:

3
d2y  dy 
 5    4y  e
x
Second order ODE
 dx 
2
dx

## Linear and Non-Linear ODE’s:

A differential equation of order “n” is called linear if it is of the form:
dny d n1 y dy
an ( x) n  an1 ( x) n1  .....  a1 ( x)  a0 ( x) y  f ( x), an ( x)  0
dx dx dx

## In other words, an ODE F ( x, y, y, y, , y ( n) )  0 is said to be linear

if F is a linear function of y, y, , y ( n) .
Otherwise ODE is said to be non-linear.

Examples:

## 1. y  xy  0 ; second order; linear

2. y  y 2  0 ; first order; non-linear

2
KKKQ2123: DIFFERENTIAL EQUATIONS (DE) SEM 1:2018/2019

Solution of an ODE:
A solution of an nth-order ODE F ( x, y, y, y, , y ( n) )  0 is a
function  , defined on an interval I, that possesses at least n
derivatives that are continuous on I and for which
F ( x, ( x), ( x), ( x), , ( n ) ( x))  0 for all x  I .
 for convenience use y ( x) for the solution

##  The interval I is called the interval of definition, the interval of

existence, the interval of validity, or the domain of the solution.
 The graph of a solution  of an ODE is called a solution curve.

Verification of a Solution:
To verify the given function is a solution of an ODE, we see that,
after substitution, whether each side of the ODE is the same for
every x in the interval.

3
KKKQ2123: DIFFERENTIAL EQUATIONS (DE) SEM 1:2018/2019

Initial-Value Problems
A differential equation along with an appropriate number of an initial
conditions/point.

Examples:
dy
1.  2 y  3x, y (0)  2
dx
1 3
2. 4 x y  12 xy  3 y  0 ;
2 '' '
y  4  , y '  4   
8 64

Boundary-Value Problems
A differential equation and a set of conditions at different x-values.

Examples:

d2y
1. 2
 5xy  cos x y(0)  0, y ' ( )  2
dx
dy
2.  5 xy  0 ; y(0)  y ' (1)  2
dx

4
KKKQ2123: DIFFERENTIAL EQUATIONS (DE) SEM 1:2018/2019

Unique solution
Theorem 1.2.1 Existence of unique solution

## Let R be a rectangular region in the xy-plane

defined by 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑐 ≤ 𝑦 ≤ 𝑑 that contains
the point (𝑥0 , 𝑦0 ) in its interior. If 𝑓(𝑥, 𝑦)
and 𝜕𝑓/𝜕𝑦 are continuous on R, then there
exists some interval 𝐼0 : (𝑥0 − ℎ, 𝑥0 + ℎ), ℎ > 0,
contained in [𝑎, 𝑏], and a unique function 𝑦(𝑥),
defined on 𝐼0 , that is a solution of the IVP.

5
KKKQ2123: DIFFERENTIAL EQUATIONS (DE) SEM 1:2018/2019

## Differential Equations as a Mathematical Models

The mathematical description of a system of phenomenon and is
constructed with certain goals in mind.

Assumptions and
hypotheses

## If necessary, alter assumptions or Express assumptions in terms of DEs

increase resolution of model

## Check model predictions Mathematical

with known facts formulation

## Display predictions of model

Solve the DEs
(e.g graphically)

Obtain solutions