Lecture Notes in ES 3: Differential Equations

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Lecture Notes in ES 3: Differential Equations

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Lecture Notes in ES 3: Differential Equations

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Lecture Notes in ES 3: Differential Equations

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Lecture Notes in ES 3: Differential Equations

COURSE DESCRIPTION

DIFFERENTIAL EQUATIONS FOR SCIENTISTS AND

ENGINEERS
Lecture Notes in ES 3: Differential Equations

INTRODUCTION
DIFFERENTIAL EQUATIONS ARE AMONG THE ESSENTIALS OF MODERN
MATHEMATICS WHICH, ALONG WITH MATRICES, ARE IMPORTANT FOR
ANALYZING AND SOLVING COMPLEX PROBLEMS IN ENGINEERING, THE NATURAL
SCIENCES, ECONOMICS, AND EVEN BUSINESS. THE EMERGENCE OF LOW-COST,
HIGH-SPEED COMPUTERS HAS SPAWNED NEW TECHNIQUES FOR SOLVING
DIFFERENTIAL EQUATIONS, WHICH ALLOWS PROBLEM SOLVERS TO MODEL AND
SOLVE COMPLEX PROBLEMS BASED ON SYSTEMS OF DIFFERENTIAL
EQUATIONS.
BASIC CONCEPTS
Lecture Notes in ES 3: Differential Equations

Why study Differential Equations?

Applications:
Fluid motion
Flow of current
Dissipation of heat
Propagation or population growth
Lecture Notes in ES 3: Differential Equations
Syllabus
Week Topic Intended Learning Outcome Learning References
No. Activities
1-2 Basic Concepts Understand the basic concepts of Discussion Schaum’s
(6h) D.E Problem Outline of
- Able to determine the order, Solving Differential
unknown function, independent Seatwork/ Equations
variable of a D.E. Exercises
- Can verify if an equation is a Boardwork
solution of given D.E.
- Know the different notation used
in presenting D.E
3(3h) Introduction to - Able to transform a given D.E into Discussion Schaum’s
Modelling and standard and differential form Problem Outline of
Qualitative Methods - Identify a given D.E, whether Solving Differential
Linear, Bernoulli, Homogeneous, Seatwork/ Equations
Classifications of First- Separable or Exact Exercises
Order Differential Boardwork
Equations
Lecture Notes in ES 3: Differential Equations
Week Topic Intended Learning Outcome Learning Reference
No. Activities s
4 (3h) Separable First-Order - Identify a given D.E if Discussion Schaum’s
Differential Equations Separable/ Homogeneous and Problem Solving Outline of
and Homogeneous find its solution. Seatwork/ Differential
Differential Equations Exercises Equations
Boardwork
5 (3h) Exact Differential - Determine a given D.E if EXACT Discussion Schaum’s
Equations D.E and find its solution. Problem Solving Outline of
Seatwork/ Differential
Exercises Equations
Boardwork
6 1st Preliminary Expected Result: Examination
Examination 1. Determine the order, unknown (100 pts – 25%
function and independent of final grade)
variable of D.E.
2. Able to identify a given D.E
3. Find solution to different types
of D.E.
Lecture Notes in ES 3: Differential Equations

Week Topic Intended Learning Outcome Learning Reference

No. Activities s
7-8 Linear First-Order/ Able to find integrating factor and Discussion Schaum’s
(6h) Bernoulli’s Differential solve Linear 1st order and Problem Solving Outline of
Equations Bernoulli’s D.E. Seatwork/ Differential
Exercises Equations
Boardwork
9-11 Applications of First Solve different real life problems Discussion Schaum’s
(7.5h) Order Differential involving differential equations Problem Solving Outline of
Equations Seatwork/ Differential
Exercises Equations
Boardwork
12 2nd Preliminary Expected Result: Examination Schaum’s
Examination 1. Find solution to Linear/ (100 pts – 25% Outline of
Bernoulli’s D.E of final grade) Differential
2. Solve application problems Equations
involving D.E.
 Week Topic
Lecture Notes in ES 3: Differential Equations
Intended Learning Outcome Learning Reference
No. Activities s
13-14 Linear D.E: Theory of - Know the different theories of Discussion Schaum’s
(6h) Solutions solutions Problem Solving Outline of
- Determine if the given D.Es have Seatwork/ Differential
constant coefficient. Exercises Equations
- Determine if the given set of Boardwork
solutions are linearly dependent
15-16 Second Order Linear - Find solution/s to the given 2nd Discussion Schaum’s
(6h) Homogeneous D.E. with order Linear Homogeneous D.E. Problem Solving Outline of
Constant Coefficients with constant coefficients Seatwork/ Differential
Exercises Equations
Boardwork
17 (3h) Introduction to N-th order - Find solution/s to the given N-th Discussion Schaum’s
Linear Homogeneous order Linear Homogeneous D.E. Problem Solving Outline of
D.E. with constant with constant coefficients Exercises Differential
coefficients Equations

18 Final Examination - Find solutions to given 2ND Order Examination (100

Linear homogeneous Differential pts – 25% of final
Equations with constant coefficients grade)
Lecture Notes in ES 3: Differential Equations CLASS RULES/ REGULATIONS
• A STUDENT WILL RECEIVE AN INC GRADE IF HE OR SHE HAD MISSED A PROJECT OR AN EXAM.

• A STUDENT WITH 3 CONSECUTIVE ABSENCES WILL BE DROPPED FROM THE CLASS.

• ACADEMIC DISHONESTY WILL NOT BE TOLERATED. ANY STUDENT FOUND TO HAVE PARTICIPATED IN ACADEMIC
DISHONESTY WILL RECEIVE A “5.0” IN THE COURSE, AND MAYBE SUBJECT TO FURTHER DISCIPLINARY ACTION. THE
STATE INSTITUTE’S CODE OF CONDUCT PROHIBITS STUDENTS FROM COMMITTING THE FOLLOWING ACTS OF
ACADEMIC DISHONESTY: ACADEMIC FRAUD, COPYING OR ALLOWING ONE’S WORK TO BE COPIED,
FABRICATION/FALSIFICATION, SABOTAGE OF OTHER’S WORK, SUBSTITUTION (EX. TAKING AN EXAM FOR SOMEONE
ELSE) AMONG OTHERS.

• ATTENDANCE WILL BE CHECKED NOT LATER THAN 15 MINUTES AFTER OFFICIAL TIME SCHEDULE.

• PUT CELLULAR PHONES IN SILENT MODE DURING THE ENTIRE DURATION OF THE CLASS.

• WATCHING MOVIES AND OTHER NON DE RELATED MATERIALS USING CELLULAR PHONE, TABLET, LAPTOP AND
OTHER ELECTRONIC GADGETS IS STRICTLY PROHIBITED DURING REGULAR CLASS.

• NO ELECTRONIC GADGET IS ALLOWED DURING EXAMINATION, EVEN CALCULATORS.

• CONSULTATION WITH CLASSMATES ARE ALLOWED DURING SEATWORK, BOARD WORK, AND OTHER CLASSROOM
ACTIVITIES (EXCEPT DURING EXAMINATION).

• NO SPECIAL EXAMINATION WILL BE GIVEN UNLESS A VALID REASON IS PRESENTED.

Lecture Notes in ES 3: Differential Equations GRADING SYSTEM
1ST PRELIMINARY EXAM – 25%
2ND PRELIMINARY EXAM – 25%
FINAL EXAM - 25%
BOARD WORK/PARTICIPATION/QUIZZES/ASSIGNMENTS - 15%
ATTENDANCE - 10%
100%

• GENERAL AVERAGE FINAL GRADE

• 96 – 100 1.00
• 91 – BELOW 96 1.25
• 86 – BELOW 91 1.50
• 81 – BELOW 86 1.75
• 76 – BELOW 81 2.00
• 72 – BELOW 76 2.25
• 68 – BELOW 72 2.50
• 64 – BELOW 68 2.75
• 60 – BELOW 64 3.00
• 55 – BELOW 60 INC  CHECK ATTENDANCE
• 50 -- BELOW 55 INC  REMOVAL TO BE SCHEDULED DEPENDING ON THE AVAILABILITY OF INSTRUCTOR
• BELOW 50 5.0
BASIC CONCEPTS
Lecture Notes in ES 3: Differential Equations

Differential Equations

- is an equation involving an unknown function

and its derivative
BASIC CONCEPTS
Lecture Notes in ES 3: Differential Equations

Order of a D.E
- is the order of the highest derivative appearing in the
equation.
𝑑𝑦
Ex. 1. = 5𝑥 + 3 - 1st Order D.E.
𝑑𝑥
𝑑2𝑦 𝑑𝑦 2
2. 𝑒 𝑦 +2 =1 - 2nd Order D.E
𝑑𝑥 2 𝑑𝑥

𝑑3𝑦 𝑑2 𝑦
3. 4 3 + (sin 𝑥) 2 + 5𝑥𝑦 = 0
𝑑𝑥 𝑑𝑥
3
𝑑2𝑦 𝑑𝑦 7 𝑑𝑦 2
4. + 3𝑦 +𝑦 3 = 5𝑥
𝑑𝑥 2 𝑑𝑥 𝑑𝑥
𝜕2 𝑦 𝜕2 𝑦
5. − 4 2 =0
𝜕𝑡 2 𝜕𝑥
BASIC CONCEPTS
Lecture Notes in ES 3: Differential Equations

NOTATION
D.E are expressed often by:
𝑦 ′ , 𝑦 ′′ , 𝑦 ′′′ , 𝑦 (4) … . 𝑦 (𝑛)

𝑑2𝑦 𝑑3𝑦
2 , 3 , ..
𝑑𝑥 𝑑𝑡

𝑦, 𝑦, 𝑦, …
BASIC CONCEPTS
Lecture Notes in ES 3: Differential Equations

SOLUTIONS
A solution of a differential equation in the unknown function
y and the independent variable x on the interval I, is a function
y(x) that satisfies the differential equation identically for all x in I.
Example 1. Is y(x) = c1 sin 2x + c2 cos 2x, where c1 and c2 are
arbitrary constants, a solution of y" + 4y = 0?
BASIC CONCEPTS
Lecture Notes in ES 3: Differential Equations

SOLUTIONS

Example 2. Determine whether y = x2 -1 is a solution of (y')4 + y2 = -1.

BASIC CONCEPTS
Lecture Notes in ES 3: Differential Equations

SOLUTIONS
• A particular solution of a differential equation is any one
solution. The general solution of a differential equation is the set
of all solutions.
• Example 3. The general solution to the differential equation in
Example 1, y = c1 sin 2x + c2 cos 2x. That is, every particular
solution of the differential equation has this general form. A few
particular solutions are:
• (a) y = 5 sin 2x - 3 cos 2x (choose c1 = 5 and c2 = — 3),
• (b) y = sin 2x (choose c1 = 1 and c2 = 0), and
• (c) y = 0 (choose c1 = c2 = 0).
BASIC CONCEPTS
Lecture Notes in ES 3: Differential Equations

Examples (Board work):

1. Determine the order, unknown function, and the independent
variable in each of the following differential equations:
a.) y’’’ – 5xy’ = ex + 1

b.) 𝒚 + 𝒕𝟐 𝒚 − 𝒔𝒊𝒏 𝒕 𝒚 = 𝒕𝟐 − 𝒕 + 𝟏

2. Is y(x) = 1 a solution of y‘’ + 2y’ + y = x?

BASIC CONCEPTS
Lecture Notes in ES 3: Differential Equations

INITIAL-VALUE AND BOUNDARY-VALUE PROBLEMS

• A differential equation along with subsidiary conditions on the unknown
function and its derivatives, all given at the same value of the independent
variable, constitutes an initial-value problem. The subsidiary conditions are
initial conditions. If the subsidiary conditions are given at more than one value
of the independent variable, the problem is a boundary-value problem and the
conditions are boundary conditions.
• Example 4. The problem y" + 2y' = ex ; y(π) = 1, y'(π) = 2 is an initial-value
problem, because the two subsidiary conditions are both given at x = π. The
problem y" + 2y' = ex; y(0) = 1, y(1)=1 is a boundary-value problem, because
the two subsidiary conditions are given at the different values x = 0 and x = 1.
A solution to an initial-value or boundary-value problem is a function y(x) that
both solves the differential equation and satisfies all given subsidiary conditions.
Lecture Notes in ES 3: Differential Equations

EXAMPLE

1. Determine whether any of the functions (a) y1= sin 2x, (b) y2(x) = x, or
(c) y3 (x) = (½)sin2x is a solution to the initial-value problem y" + 4y = 0;
y(0) = 0, y’(0) = 1.
BASIC CONCEPTS
Lecture Notes in ES 3: Differential Equations Exercise
1. Determine (a) the order, (b) the unknown function, and (c) the independent variable for
each of the given differential equations.
a.) 𝑦′′′ 2 − 3𝑦𝑦 ′ + 𝑥𝑦 = 0
b.) 𝑥 4 𝑦 5 + 𝑥𝑦 ′′′ = 𝑒 𝑥
2
𝑑2𝑟 𝑑2𝑟 𝑑𝑟
c.) + +𝑦 =0
𝑑𝑦 2 𝑑𝑦 2 𝑑𝑦
2. Which of the following functions are solutions of the differential equation y' — 3y = 6?
Show your solution.
(a) y = -2, (b) y = 0, (c) y = e3x-2,
(d) y = e2x-3, (e) y = 4e3x-2
3.) Find values of c1 and c2 so that the given functions will satisfy the prescribed initial
conditions.
y(x) = c1ex+ c2e-x + 4 sin x; y(0) = 1, y’(0) = -1
y(x) = c1ex+ c2xex + x2ex; y(1) = 1, y’(1) = -1
Lecture Notes in ES 3: Differential Equations

STUDY IN ADVANCE
•INTRODUCTION TO MODELING AND
QUALITATIVE METHODS
•CLASSIFICATIONS OF FIRST-ORDER
DIFFERENTIAL EQUATIONS
Lecture Notes in ES 3: Differential Equations

THANK YOU!!!
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