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This document introduces ordinary differential equations (ODEs) and provides examples of first-order ODEs. It defines an ODE, discusses where they arise, and considers the differential equation of the first order y'=f(x,y), defining a solution and the general solution.

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Mohamed Abdi
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25 views

Document

This document introduces ordinary differential equations (ODEs) and provides examples of first-order ODEs. It defines an ODE, discusses where they arise, and considers the differential equation of the first order y'=f(x,y), defining a solution and the general solution.

Uploaded by

Mohamed Abdi
Copyright
© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Introduction: the notion of ODEs and examples

A differential equation (Differentialgleichung) is an equation for an unknown function

that contains not only the function but also its derivatives (Ableitung). In general, the

unknown function may depend on several variables and the equation may include various

partial derivatives. However, in this course we consider only the differential equations

for a function of a single real variable. Such equations are called ordinary differential

equations1 — shortly ODE (die gewohnliche Differentialgleichungen ¨ ).

A most general ODE has the form

F¡

x, y, y0

, ..., y(n)

= 0, (1.1)

where F is a given function of n + 2 variables and y = y (x) is an unknown function of a

real variable x. The maximal order n of the derivative y(n) in (1.1) is called the order of

the ODE.

The ODEs arise in many areas of Mathematics, as well as in Sciences and Engineering.

In most applications, one needs to find explicitly or numerically a solution y (x) of (1.1)

satisfying some additional conditions. There are only a few types of the ODEs when one

can find all the solutions.

In Introduction we will be concerned with various examples and specific classes of

ODEs of the first and second order, postponing the general theory to the next Chapters.

Consider the differential equation of the first order

y0 = f (x, y), (1.2)

where y = y (x) is the unknown real-valued function of a real argument x, and f (x, y) is

a given function of two real variables.

Consider a couple (x, y) as a point in R2 and assume that function f is defined on a

set D ½ R2, which is called the domain (Def initionsbereich) of the function f and of

the equation (1.2). Then the expression f (x, y) makes sense whenever (x, y) 2 D.

Definition. A real valued function y (x) defined on an interval2 I ½ R, is called a

(particular) solution of (1.2) if y (x) is differentiable at any x 2 I, the point (x, y (x))
belongs to D for any x 2 I and the identity y0 (x) = f (x, y (x)) holds for all x 2 I.

The family of all particular solutions of (1.2) is called the general solution. The graph

of a particular solution is called an integral curve of the equation. Obviously, any integral

curve is contained in the domain D.

Usually a given ODE cannot be solved explicitly. We will consider some classes of

f (x, y) when one find the general solution to (1.2) in terms of indefinite integrationIntroduction: the
notion of ODEs and examples

A differential equation (Differentialgleichung) is an equation for an unknown function

that contains not only the function but also its derivatives (Ableitung). In general, the

unknown function may depend on several variables and the equation may include various

partial derivatives. However, in this course we consider only the differential equations

for a function of a single real variable. Such equations are called ordinary differential

equations1 — shortly ODE (die gewohnliche Differentialgleichungen ¨ ).

A most general ODE has the form

F¡

x, y, y0

, ..., y(n)

= 0, (1.1)

where F is a given function of n + 2 variables and y = y (x) is an unknown function of a

real variable x. The maximal order n of the derivative y(n) in (1.1) is called the order of

the ODE.

The ODEs arise in many areas of Mathematics, as well as in Sciences and Engineering.

In most applications, one needs to find explicitly or numerically a solution y (x) of (1.1)

satisfying some additional conditions. There are only a few types of the ODEs when one

can find all the solutions.

In Introduction we will be concerned with various examples and specific classes of

ODEs of the first and second order, postponing the general theory to the next Chapters.

Consider the differential equation of the first order

y0 = f (x, y), (1.2)

where y = y (x) is the unknown real-valued function of a real argument x, and f (x, y) is
a given function of two real variables.

Consider a couple (x, y) as a point in R2 and assume that function f is defined on a

set D ½ R2, which is called the domain (Def initionsbereich) of the function f and of

the equation (1.2). Then the expression f (x, y) makes sense whenever (x, y) 2 D.

Definition. A real valued function y (x) defined on an interval2 I ½ R, is called a

(particular) solution of (1.2) if y (x) is differentiable at any x 2 I, the point (x, y (x))

belongs to D for any x 2 I and the identity y0 (x) = f (x, y (x)) holds for all x 2 I.

The family of all particular solutions of (1.2) is called the general solution. The graph

of a particular solution is called an integral curve of the equation. Obviously, any integral

curve is contained in the domain D.

Usually a given ODE cannot be solved explicitly. We will consider some classes of

f (x, y) when one find the general solution to (1.2) in terms of indefinite integrationIntroduction: the
notion of ODEs and examples

A differential equation (Differentialgleichung) is an equation for an unknown function

that contains not only the function but also its derivatives (Ableitung). In general, the

unknown function may depend on several variables and the equation may include various

partial derivatives. However, in this course we consider only the differential equations

for a function of a single real variable. Such equations are called ordinary differential

equations1 — shortly ODE (die gewohnliche Differentialgleichungen ¨ ).

A most general ODE has the form

F¡

x, y, y0

, ..., y(n)

= 0, (1.1)

where F is a given function of n + 2 variables and y = y (x) is an unknown function of a

real variable x. The maximal order n of the derivative y(n) in (1.1) is called the order of

the ODE.

The ODEs arise in many areas of Mathematics, as well as in Sciences and Engineering.

In most applications, one needs to find explicitly or numerically a solution y (x) of (1.1)

satisfying some additional conditions. There are only a few types of the ODEs when one
can find all the solutions.

In Introduction we will be concerned with various examples and specific classes of

ODEs of the first and second order, postponing the general theory to the next Chapters.

Consider the differential equation of the first order

y0 = f (x, y), (1.2)

where y = y (x) is the unknown real-valued function of a real argument x, and f (x, y) is

a given function of two real variables.

Consider a couple (x, y) as a point in R2 and assume that function f is defined on a

set D ½ R2, which is called the domain (Def initionsbereich) of the function f and of

the equation (1.2). Then the expression f (x, y) makes sense whenever (x, y) 2 D.

Definition. A real valued function y (x) defined on an interval2 I ½ R, is called a

(particular) solution of (1.2) if y (x) is differentiable at any x 2 I, the point (x, y (x))

belongs to D for any x 2 I and the identity y0 (x) = f (x, y (x)) holds for all x 2 I.

The family of all particular solutions of (1.2) is called the general solution. The graph

of a particular solution is called an integral curve of the equation. Obviously, any integral

curve is contained in the domain D.

Usually a given ODE cannot be solved explicitly. We will consider some classes of

f (x, y) when one find the general solution to (1.2) in terms of indefinite integration

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