IM DE Chapter 1 Lect 1 - INTRODUCTION

Download as pdf or txt
Download as pdf or txt
You are on page 1of 3

LECTURE 1

DEFINITION AND CLASSIFICATIONS OF DIFFERENTIAL EQUATIONS

A differential equation is a mathematical equation that relates some function with its derivatives.
In applications, the functions usually represent physical quantities, the derivatives represent their
rates of change, and the differential equation defines a relationship between the two. Because such
relations are extremely common, differential equations play a prominent role in many disciplines
including engineering, physics, economics, and biology.

An ordinary differential equation (ODE) is an equation containing an unknown function of one


real or complex variable x, its derivatives, and some given functions of x. The unknown function
is generally represented by a variable (often denoted y), which, therefore, depends on x. Thus x is
often called the independent variable of the equation.

Examples of ordinary differential equations using different notations:

𝑑2 𝑦 𝑑𝑦
1. 𝑑𝑥 2 + 3 + 2𝑦 = 0 (Liebniz notation)
𝑑𝑥

2. 𝑦′′ − 𝑥𝑦 + 𝑦 = 3 (Lagrange or prime notation)
3. 5ÿ − 3(ẏ)7 𝑦 = 𝑡 (Newton’s notation)
4. (𝐷3 + 𝐷2 − 𝐷)𝑦 = 0 (Euler’s notation / differential operator)

A partial differential equation (PDE) is a differential equation that contains


unknown multivariable functions and their partial derivatives. (This is in contrast to ordinary
differential equations, which deal with functions of a single variable and their derivatives.) PDEs
are used to formulate problems involving functions of several variables, and are either solved in
closed form, or used to create a relevant computer model. (Note the symbol 𝜕.)

Examples of partial differential equations:

𝜕 2𝑧 𝜕2𝑧
1) 𝜕𝑦 2 + 3 = 𝑥 2 + 2𝑦
𝜕𝑥 2
𝜕𝑧 𝜕𝑧
2) 𝜕𝑥 = 𝑧 + 𝑥 𝜕𝑦

ES208 – DIFFERENTIAL EQUATIONS


Engr. Dennis E. Ganas
Mechanical Engineering Department MECHANICAL ENGINEERING
EXERCISES 1.1:

Determine which of the following are ordinary differential equations and which are partial
differential equations.

𝑑𝑦
1. 𝑑𝑥 = 5𝑥 + 3

3
𝑑2 𝑦 𝑑𝑦 7 𝑑𝑦 2
2. ( 𝑑𝑥 2 ) + 3𝑦 (𝑑𝑥 ) + 𝑦 3 (𝑑𝑥 ) = 5𝑥

3. 𝑥(ÿ)2 + 3𝑥ẏ − 2𝑥𝑦 3 = 7

𝜕2𝑦 𝜕 2𝑦
4. −4 =0
𝜕𝑡 2 𝜕𝑥 2

5. 𝑥𝑦 ′′′ + 𝑦 ′′ − 4𝑦 ′ = 2𝑒 3𝑥

The order of an ordinary differential equation is the order of the highest derivative appearing in
the equation.

If an ordinary differential equation can be written as a polynomial in the unknown function and its
derivatives, then the degree is the power to which the highest-order derivative is raised.

An nth-order ordinary differential equation in the unknown function y and the independent variable
x is linear if it has the form

𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑏𝑛 (𝑥 ) 𝑛
+ 𝑏𝑛−1 ( 𝑥 ) 𝑛−1
+ ⋯ 𝑏1 (𝑥 ) + 𝑏0 (𝑥 )𝑦 = 𝑔(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥

The functions 𝑏𝑗 (𝑥 ) (j = 0, 1, 2, … n) and 𝑔(𝑥) are presumed known and depend only on the
variable x. Differential equations that cannot be put into this form are nonlinear.

Examples.

1. 𝑦 ′′ − 5𝑥𝑦 ′ = 𝑒 𝑥 + 1 (2nd order, 1st degree, linear)

𝑑𝑦
2. 𝑑𝑥 − 5𝑥 = 3 (1st order, 1st degree, linear)

3
𝑑2 𝑦 𝑑𝑦 7 𝑑𝑦 2
3. ( 𝑑𝑥 2 ) + 3𝑦 (𝑑𝑥 ) + 𝑦 3 (𝑑𝑥 ) = 5x (2nd order, 3rd degree, non-linear)

4. (𝑦 ′′′ )4 − 5𝑥(𝑦 ′ )3 = 𝑒 𝑥 + 1 (3rd order, 4th degree, non-linear)

ES208 – DIFFERENTIAL EQUATIONS


Engr. Dennis E. Ganas
Mechanical Engineering Department MECHANICAL ENGINEERING
EXERCISES 1.2:

Determine the order, degree, linearity, unknown function (dependent), and independent variable
of the following ordinary differential equations.

1. 𝑦 − 2𝑥(𝑦 ′ )4 = 𝑒 𝑥 + 1 _______, ______, ______, ______, ______

𝑑2 𝑦 𝑑𝑦
2. 5𝑟 𝑑𝑟 2 + 3𝑟 2 − (𝑠𝑖𝑛𝑟)𝑦 = 0 _______, ______, ______, ______, ______
𝑑𝑟

6
𝑑3 𝑦 𝑑2 𝑦
3. 3t 2 𝑑𝑡 3 − (𝑠𝑖𝑛 𝑡) ( 𝑑𝑡 2 ) = 0 _______, ______, ______, ______, ______

4. 5ÿ − 3(ẏ)7 𝑦 = 𝑡 _______, ______, ______, ______, ______

ES208 – DIFFERENTIAL EQUATIONS


Engr. Dennis E. Ganas
Mechanical Engineering Department MECHANICAL ENGINEERING

You might also like