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Lecture 1

This document provides an introduction to ordinary differential equations (ODEs). It defines a differential equation as an equation containing derivatives and gives examples of first-order ODEs describing motion and heat conduction. The document then solves the differential equation for an object falling with drag and classifies differential equations based on order and whether they are linear or nonlinear. Linear equations are those where the function and its derivatives are combined linearly, while nonlinear equations have products of the function and derivatives.

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cristian
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107 views

Lecture 1

This document provides an introduction to ordinary differential equations (ODEs). It defines a differential equation as an equation containing derivatives and gives examples of first-order ODEs describing motion and heat conduction. The document then solves the differential equation for an object falling with drag and classifies differential equations based on order and whether they are linear or nonlinear. Linear equations are those where the function and its derivatives are combined linearly, while nonlinear equations have products of the function and derivatives.

Uploaded by

cristian
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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An Introduction to Ordinary

Differential Equations
Lecture 1
Dibyajyoti Deb

1.1. Outline of Lecture


• What is a Differential Equation?
• Solutions of Some Differential Equations
• Classifying Diff. Eqns.: Order, Linear vs. Nonlinear

1.2. What is a Differential Equation?


Many of the principles, or laws, underlying the behavior of the natural
world are statements or relations involving rates at which things hap-
pen. When expressed in mathematical terms, the relations are equa-
tions and the rates are derivatives. Equations containing derivatives
are differential equations. You’ve probably all seen an ordinary dif-
ferential equation (ODE); for example the physical law that governs
the motion of objects is Newton’s second law, which states that the
mass of the object times its acceleration is equal to the net force on the
object. In mathematical terms this law is expressed by the equation
dv
(1.1) F =m .
dt
where m is the mass of the object, v is its velocity, t is the time and
F is the net force exerted on the object. Here t is the independent
variable and v is the dependent variable. This is an ODE because
there is only one independent variable, here t which represents time.
A partial differential equation (PDE) relates the partial derivatives
of a function of two or more independent variables together. For ex-
ample, the heat conduction equation,
∂ 2 u(x, t) ∂u(x, t)
(1.2) α2 2
=
∂x ∂t
1
2 DIBYAJYOTI DEB, AN INTRODUCTION TO ODE’S

arises in many places in mathematics and physics. Here α2 is a phys-


ical constant. For simplicity, we can use subscript notation for partial
derivatives, so this equation can also be written α2 uxx = ut .
We say a function is a solution to a differential equation if it sat-
isfies the equation and any side conditions given. Mathematicians are
often interested in if a solution exists and when it is unique.

1.3. Solution to some differential equations


Let’s look into the differential equation from the previous section in
more detail. What are the forces that act on the object as it falls?
Gravity exerts a force equal to the weight of the object, or mg,
where g is the acceleration due to gravity. There is also a force due to
air resistance, or drag, that is more difficult to model. Let’s assume
that the drag force is proportional to the velocity. Thus the drag force
has a magnitude γv, where γ is a constant called the drag coefficient.
Gravity always acts in the downward (positive) direction, whereas
drag acts in the upward (negative) direction. Thus
dv
(1.3) m = mg − γv
dt
To solve this equation, divide by m. Note that m, g and γ are constants
for this model.
dv γ
(1.4) =g− v
dt m
We would like to isolate the terms involving v and t such that we can
integrate both sides.
dv γ gm
(1.5) = − (v − )
dt m γ
After cross multiplying
dv γ
(1.6) gm = − m dt
v−
γ
Integrate both sides
Z Z
dv γ
gm = − m dt
v−
γ
gm γt
ln |v − |=− +C
γ m
gm γt
v− = ±e− m +C
γ
1.4. Classifying Diff. Eqns.: Order, Linear vs. Nonlinear 3

Simplifying the right side and replacing ±eC with C1 (another con-
stant), we have,
γt
gm −
(1.7) v(t) = + C1 e m
γ
This expression contains all possible solutions of Eq. (1.4) and is called
the general solution. The geometrical representation of the general
solution 1.7 is an infinite family of curves called integral curves. Each
integral curve is associated with a particular value of C1 and is the
graph corresponding to that value of C1 .
Now if the ball is ”dropped” from a certain height then it is clear
that the initial velocity is zero. Therefore v(0) = 0. We can use this
additional condition to determine C1 . This is an example of an initial
condition. The differential equation together with the initial condition
form an initial value problem.

1.4. Classifying Diff. Eqns.: Order, Linear vs. Non-


linear
We have already discussed the difference between an ordinary and a
partial differential equation. When classifying differential equations we
need to look at the order of a differential equation. The order of a
differential equation is the order of the highest derivative present in the
equation. For example Eq. 1.4 is a first order ODE. More generally,
the equation
(1.8) F [t, x(t), x0 (t), . . . , x(n) (t)] = 0
is an ordinary differential equation of the nth order.
A crucial classification of differential equations is whether they are
linear or nonlinear. The ordinary differential equation
(1.9) f (t, y, y 0 , . . . , y (n) ) = 0,
is said to be linear if F is a linear function of the variable y, y 0 , . . . , y (n) ;
a similar definition applies to partial differential equations. Thus the
general linear ordinary differential equation of order n is
(1.10) an (t)y (n) + an−1 (t)y (n−1) + . . . + a0 (t)y = g(t).
The most important thing to note about linear differential equations
is that there are no products of the function, y(t), and its derivatives
and neither the function or its derivatives are used in determining if a
differential equation is linear. For example Eq. 1.4 is a linear equation.
4 DIBYAJYOTI DEB, AN INTRODUCTION TO ODE’S

An equation that is not of the form 1.10 is a nonlinear equation. An


example of a nonlinear equation would be
(1.11) y 00 + 2yy 0 = t3
because of the presence of the term yy 0 . We will be looking at differ-
ences between linear and nonlinear equations in more detail in a later
lecture.

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