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04.1.3 - Classification of Differential Equations PDF

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353 views

04.1.3 - Classification of Differential Equations PDF

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Joshua Roberto Gruta
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© © All Rights Reserved
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Day 4

MATH24-1 (Differential Equations)

Ch 1.3 Classification of Differential Equations


(Page 19-26)
Elementary Differential Equations and Boundary Value Problems, 10th edition, by
William E. Boyce and Richard C. DiPrima, ©2013 by John Wiley & Sons, Inc.
• The main purpose of this course is to discuss properties of
solutions of differential equations, and to present methods
of finding solutions or approximating them.
• To provide a framework for this discussion, in this section
we give several ways of classifying differential equations.
Ordinary Differential Equations

• When the unknown function depends on a single


independent variable, only ordinary derivatives appear in
the equation.
• In this case the equation is said to be an ordinary
differential equations (ODE).
• The equations discussed in the preceding two sections are
ordinary differential equations. For example,
dv dp
 9.8  0.2v,  0.5 p  450
dt dt
Partial Differential Equations

• When the unknown function depends on several independent


variables, partial derivatives appear in the equation.
• In this case the equation is said to be a partial differential
equation (PDE).
• Examples:
 2 u ( x, t )  2 u ( x, t )
 2
 (heat equation)
x 2
t
 2
u ( x , t )  2
u ( x, t )
a 2
 (wave equation)
x 2
t 2
Systems of Differential Equations

• Another classification of differential equations depends on


the number of unknown functions that are involved.
• If there is a single unknown function to be found, then one
equation is sufficient. If there are two or more unknown
functions, then a system of equations is required.
• For example, predator-prey equations have the form
du / dt  a x   xy
dv / dt  cy   uy
where x(t) and y(t) are the respective populations of prey and
predator species. The constants a, c, ,  depend on the
particular species being studied.
• Systems of equations are discussed in Chapter 7.
Order of Differential Equations

• The order of a differential equation is the order of the


highest derivative that appears in the equation.
• Examples:
y  3 y  0
y  3 y  2t  0
d4y d2y
  1  e 2t

dt 4 dt 2
u xx  u yy  sin t

• We will be studying differential equations for which the


highest derivative can be isolated:

y ( n ) (t )  f t , y, y, y, y, , y ( n 1) 
Linear & Nonlinear Differential Equations

• An ordinary differential equation


F t , y, y, y, y,, y ( n)   0
is linear if F is linear in the variables
y, y, y, y,, y ( n)
• Thus the general linear ODE has the form
a0 (t ) y ( n )  a1 (t ) y ( n1)    an (t ) y  g (t )
• Example: Determine whether the equations below are linear
or nonlinear.
(1) y  3 y  0 (2) y  3e y y  2t  0 (3) y  3 y  2t 2  0
d4y d2y (6) u xx  sin(u )u yy  cos t
(4) 4  t 2  1  t 2 (5) u xx  uu yy  sin t
dt dt
Solutions to Differential Equations

• A solution (t) to an ordinary differential equation



y ( n) (t )  f t , y, y, y,, y ( n1) 
• satisfies the equation:
 ( n) (t )  f t ,  ,  ,  ,,  ( n1) 

• Example: Verify the following solutions of the ODE


y  y  0; y1 (t )  sin t , y2 (t )   cos t , y3 (t )  2 sin t
Solutions to Differential Equations

• Three important questions in the study of differential


equations:
– Is there a solution? (Existence)
– If there is a solution, is it unique? (Uniqueness)
– If there is a solution, how do we find it?
(Analytical Solution, Numerical Approximation, etc.)
Examples
In each of the Problems 1 through 6, determine the order of
the given differential equation; also state whether the equation
is linear or nonlinear.
𝑑 𝑦 2 𝑑𝑦
1/24) 𝑡2 2 +𝑡 + 2𝑦 = sin 𝑡
𝑑𝑡 𝑑𝑡
2
2 𝑑 𝑦 𝑑𝑦
2/24) 1 +𝑦 + 𝑡 + 𝑦 = 𝑒𝑡
𝑑𝑡 2 𝑑𝑡
𝑑4 𝑦 𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦
3/24) + 3+ 2 + +𝑦 =1
𝑑𝑡 4 𝑑𝑡 𝑑𝑡 𝑑𝑡
𝑑𝑦
4/24) + 𝑡𝑦 2 = 0
𝑑𝑡
𝑑2 𝑦
5/24) + sin 𝑡 + 𝑦 = sin 𝑡
𝑑𝑡 2
𝑑3 𝑦 𝑑𝑦
6/24) +𝑡 + cos2 𝑡 𝑦 = 𝑡 3
𝑑𝑡 3 𝑑𝑡
Examples
In each of the Problems 7 through 14, verify that each
function is a solution of the differential equation.
7/24) y″ − y = 0; y1(t) = et, y2(t) = cosh t
13/25) y″ + y = sec t, 0 < t < π/2; y = (cos t) ln cos t + t sin t

In each of Problems 15 through 18, determine the values of r


for which the given differential equation has solutions of the
form y = ert.
15/25) y′ + 2y = 0
18/25) y‴ − 3y″ + 2y′ = 0
Examples
In each of the Problems 25 through 28, verify that each given
function is a solution of the given partial differential equation.
25/24) uxx + uyy = 0; u1(x, y) = cos x cosh y,
u2(x, y) = ln(x2 + y2)
1 2 −𝑥 2 4𝛼2 𝑡
28/25) α2uxx = ut; 𝑢 = 𝜋 𝑡 𝑒 ,t>0

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