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

Ordinary Differential Equation Partial Differential Equation


(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:

1. second order first order

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

2. y  xy  sin x  2 First order ODE

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.

Identify the variables

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

Figure 1: Steps in the modelling process with differential equations.