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ODE - Chapter 01-01 (January 2015)

The document provides definitions and classifications for ordinary differential equations (ODEs). It defines a differential equation as an equation containing derivatives and classifies ODEs by type, order, and linearity. The order of a differential equation is the order of the highest derivative. Linear ODEs must have dependent variables and coefficients that are of power one and only in terms of the independent variable. Non-linear ODEs violate these properties. Examples are provided to illustrate these classifications.

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45 views

ODE - Chapter 01-01 (January 2015)

The document provides definitions and classifications for ordinary differential equations (ODEs). It defines a differential equation as an equation containing derivatives and classifies ODEs by type, order, and linearity. The order of a differential equation is the order of the highest derivative. Linear ODEs must have dependent variables and coefficients that are of power one and only in terms of the independent variable. Non-linear ODEs violate these properties. Examples are provided to illustrate these classifications.

Uploaded by

Hyomin
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Ordinary Differential Equations

[FDM 1023]
Chapter 1

Introduction to Ordinary
Differential Equations
Chapter 1: Introduction to Differential Equations

Overview

1.1. Definitions

1.2. Classification of Solutions

1.3. Initial and Boundary Value Problems


1.1. Definitions

Learning Outcomes

At the end of the section, you should be able to:

1) Define a differential equation

2) Classify differential equations by type, order


and linearity
Recall
Dependent and Independent variables?

Example 1
Consider an equation y = 4 x + 1

The values of y depend on the choice of x.

y - dependent variable (function)


x - independent variable (argument)
Example 2

For a parametric equations of the unit circle

The values of y and x depend on the choice of θ.

y and x - dependent variable


θ - independent variable
What is represents?

It represents the derivative of dependent


variable y with respect to independent
variable x.

By first principle, it is defined as rate of


change of y with respect to x.
1.1. Definitions

What is a Differential Equation?

A differential equation (DE) is an


equation containing the derivatives of one
or more dependent variables with respect
to one or more independent variables.
1.1. Definitions

Examples

∂ 2u ∂ 2u
+ =0
2 2
∂x ∂y
∂ 2u ∂ 2u
∂u
= −2
2 2 ∂t
∂x ∂t
1.1. Definitions

Applications

1) Population growth

2) Radioactive decay

3) Chemical reactions

4) Spread of a disease

5) Series circuits
1.1. Definitions
1.1. Definitions

Classification
DE can be classified by:

• TYPE

• ORDER

• LINEARITY
1.1. Definitions

Classification by Type

Two types of DE i.e.

1) Ordinary Differential Equations (ODE)

2) Partial Differential Equations (PDE)


1.1. Definitions

Ordinary Differential Equations


An equation containing only ordinary derivatives of one
or more dependent variables with respect to a SINGLE
independent variable is said to be an Ordinary
Differential Equation (ODE).

Examples
1.1. Definitions

Partial Differential Equations


An equation containing partial derivatives of one or
more dependent variables with respect to TWO or
more independent variables is said to be a Partial
Differential Equation (PDE).

Examples
∂ 2u ∂ 2u ∂ 2u ∂ 2u ∂u
1) + =0 2) = −2
2 2
∂x ∂y ∂x 2 ∂t 2 ∂t
∂u ∂v
3) =−
∂y ∂x
1.1. Definitions

Classification by Order

The order of a differential equation (ODE or PDE)


is the order of the highest derivative in the
equation.
1.1. Definitions

Examples
dy
1) + 5 y3 = ex is of order 1 (or first-order)
dx
d 2 y dy
2) 2 − + 6 y = 0 is of order 2
dx dx
3
 dy 
2
d y is of order 2
3) 2 + 5   − 4 y = e x
dx  dx 
1.1. Definitions

Remarks

An ODE of order n in one dependent variable, is an


equation containing
1.1. Definitions

Remarks

An nth order ODE in one dependent variable can be


expressed as follows:

Coefficients
1.1. Definitions

Classification by Linearity

Linearity is characterized by the following two properties:

1. The dependent variable (in this case y ) and all its


derivatives must be of power one.

2. The coefficients for each dependent variable and


all its derivatives are only in terms of the
independent variable (in this case x ).
1.1. Definitions

Examples of linear ODEs

First order, linear

Second order, linear

Fourth order, linear


1.1. Definitions

Examples of non-linear ODEs

Non-linear because the coefficient depends on y

Non-linear because the power is not 1


Examples

ODE Order Linearity

d 2Q dQ Linear
2
+ + 6= 0 2
dt dt

y ′′′ + xy ′′ + 2 y ( y ′) + xy = 0
2
3 Non-linear

e − xy′′ + y = 0
y
2 Non-linear
ODE Order Linearity

ρ ′ + ρ = sin θ 1 Linear

ρ ′ + ρ = sin 2 θ
2
d2y  dy 
= 1+   2 Non-linear
 dx 
2
dx
1.1. Definitions

Exercise 1.1
For each of the following ODEs, determine the order and
state whether it is linear or non-linear:
d 2
y dy dy
t 2
+ t + 2 y = sin t + ty 2 = 0
dt 2
dt dt
d 2
y dy d2y
2
(1 + y ) 2 + t + y = et 2
+ sin(t + y ) = sin t
dt dt dt

d 4 y d 3 y d 2 y dy d3y dy 2 3
+ 3 + 2 + + y =1 + t + (cos t ) y = t
dt 4
dt dt dt dt 3 dt

( 2
t +1 )
dy
dt
+ ty = tan t

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