Differential Equations

(Introduction to DEs)
(First-order DEs)

Dr. Ahmed Sayed AbdelSamea

Giza, Egypt, Spring 2018

aabdelsamea@zewailcity.edu.eg
Motivation

Mathematical modeling are developed to describe various

physical phenomena in engineering and science. Many of those
models contains DE such as:
𝒅
• Physics: free falling body (Newton’s 2nd law) (𝒎𝒗) = 𝒎𝒈
𝒅𝒕
𝒅𝑷
• Biology: population growth model = 𝒓𝑷
𝒅𝒕
𝒅𝑨
• Chemistry: radioactive decay 𝒅𝒕
= −𝑨
𝟐
𝒅 𝒊 𝒅𝒊 𝟏 𝒅𝑬
• Circuits: RLC circuits 𝑳 𝟐 + 𝑹 + 𝒊 =
𝒅𝒕 𝒅𝒕 𝑪 𝒅𝒕
• Finance, Psychology, Vibrating spring, Pollution, etc….
Motivation
Definition (Normal Form)
A 1st order DE of the form
𝒚′ = 𝒇(𝒕, 𝒚)
is said to be in normal form. Similarly, an equation of order n,
𝒚(𝒏) = 𝒇(𝒕, 𝒚, 𝒚′ , … . . , 𝒚(𝒏−𝟏) )
is said to be in normal form.
Example write the DE 𝒕 + 𝟒𝒚𝒚′ = 𝟎 into normal form.
Solution

′
−𝒕
𝒚 =
𝟒𝒚
Definition (Initial Value Problem, IVP)
A 1st order DE with an initial condition of the form
𝒚′ = 𝒇 𝒕, 𝒚 , 𝒚 𝒕𝟎 = 𝒚𝟎 .
is called an IVP. A solution of the IVP is a differentiable
function 𝒚 𝒕 that satisfies both the above DE and the IC.
−𝒕𝟐
Example verify that 𝒚 𝒕 = 𝑪𝒆 is a general solution to the DE
𝟏
𝒚′ = −𝟐𝒕𝒚. Give a particular solution if 𝒚 𝟎 = .
𝟐

Example Give a solution for the IVP 𝒚′ = 𝒚𝟐 , 𝒚 𝟎 = 𝟏.

Example Is 𝒚 𝒕 = cos 𝒕 a solution to the DE 𝒚′ = 𝟏 + 𝒚𝟐 ?
Notation
Ordinary DE (ODE) versus Partial DE (PDE)
• ODEs involve only one independent variable, 𝒚 = 𝒇 𝒙 ,
• PDEs involve more than one independent variable, 𝒚 = 𝒇 𝒙, 𝒕 .
Order versus Degree
• The order of a DE is the order of the highest derivative in it.
For example, 𝒚′ is 1st order, 𝒚′′ is 2nd order, etc…
• The degree is the highest power of 𝒙 is 1st degree (linear), 𝒙𝟐 is 2nd
degree (quadratic), etc…
Notation
General solution versus Particular solution
• The general solution of a DE is indicated by the presence of
undetermined constant (infinitely many solutions), whereas the
particular solution is the one which satisfies some initial conditions
(initial value problem, IVP).
Explicit versus Implicit solution
• A function 𝒚 𝒙 is an explicit solution for the ODE if it satisfies the
DE for all 𝒙 is the interval I.
• While 𝑮 𝒙, 𝒚 = 𝟎 is said to be an implicit solution if it defines one or
more explicit solution on I.
Notation
Linear DE versus Non-Linear DE
• The linear ODE is given by :
𝒏 𝒏−𝟏
𝒂𝒏 𝒙 𝒚 + 𝒂𝒏−𝟏 𝒙 𝒚 + ⋯ + 𝒂𝟏 𝒙 𝒚′ + 𝒂𝟎 𝒙 𝒚 = 𝒇 𝒙 ,
Where
𝒂𝒏 𝒙 , 𝒂𝒏−𝟏 𝒙 , … , 𝒂𝟏 𝒙 , 𝒂𝟎 𝒙 and 𝒇 𝒙 are functions of 𝒙.
• Otherwise, it is nonlinear.
Example 𝒚′′ + 𝒚𝟑 = 𝟎 (2nd order nonlinear ODE).
𝟑 𝒅𝒙
Example 𝒕 = 𝒕𝟑 + 𝒙 (1st order linear ODE).
𝒅𝒕
Example 𝒚′′ − 𝒚𝒚′ = cos 𝒙 (2nd order nonlinear ODE).
𝝏𝟐 𝒘 𝟐
𝟐
𝝏 𝒘
Example = 𝒄 (2nd order PDE).
𝝏𝒕𝟐 𝝏𝒙𝟐
Example Verify that ∅ 𝒙 = 𝒙𝟐 − 𝒙−𝟏 is an explicit solution to the
𝒅𝟐𝒚 𝟐
2nd order linear DE − 𝟐𝒚 = 𝟎.
𝒅𝒙𝟐 𝒙

Example Show that 𝝋 𝒙 = 𝑪𝟏 𝒆−𝒙 + 𝑪𝟐 𝒆𝟐𝒙 is an explicit solution

to the 2nd order linear DE 𝒚′′ − 𝒚′ − 𝟐𝒚 = 𝟎 for any choice of the
constants 𝑪𝟏 and 𝑪𝟐 .

Example Show that 𝑮 𝒙, 𝒚 = 𝒚𝟐 − 𝒙𝟑 + 𝟖 = 𝟎 is an implicit

′ 𝟑𝒙𝟐
solution to the 1st order nonlinear DE 𝒚 = on the interval
𝟐𝒚
(𝟐, ∞).

Example verify that 𝟒𝒙𝟐 − 𝒚𝟐 = 𝑪 is an implicit solution to the 1st

order nonlinear DE 𝒚𝒚′ − 𝟒𝒙 = 𝟎.