Chapter 1 Introduction To Differential Equation23 STUDENTS
Chapter 1 Introduction To Differential Equation23 STUDENTS
s
recorded observations of change, & ends with one, or many, functions that predict future
outcomes. It is a mathematical statement containing one or more derivatives, that is, terms
representing the rates of change of continuously varying quantities.
Differential equations are very common in science and engineering, as well as in many
other fields of quan itative study, because what can be directly observed and measured for systems
undergoing changes are their rates of change.
COMPARISON:
An algebraic equation, such as a quadratic equation, is solved with a value or set of values;
a differential equation, by contrast, is solved with a function or a class of
t
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2. Partial Differential Equation (PDE)
In connection with the above definition, we DO NOT include those equations which are actually
DEFINITION:
differential identities.in the class of DE.
A differential equation involving partial derivatives of one or more dependent variable
with respect to a ONE or MORE independent variable is called a partial differential equation.
1.
� �� �� Examples:
2. �� = � +�
�� �� �� v v
1. k
w s
the variables � and � are independent variables; whereas variable � is dependent variable.
A. CATEGORIES OF DIFFERENTIAL EQUATIONS
u u 2 u 2 u
2. k2 2 2 2
1. Ordinary Differential Equation (ODE) t x y z
The variables �, �, � and � are independent variables; whereas variable � is dependent variable.
DEFINITION: The symbol � stand for a specific constant.
A differential equation involving ordinary derivatives of one or more dependent variable
with respect to a SINGLE independent variable is called an ordinary differential equation.
B. ORDER OF DIFFERENTIAL EQUATIONS
Examples: DEFINITION:
dy The order of the highest ordered derivative involved in a differential equation is called the
1. ky
dt ORDER of the differential equation.
d2 y
2. m k 2 y
dt 2 Examples:
dy 2 d 3 y dy d 2 y
3. 1 3 3 2 0 u u 2 u 2 u
dx dx dx dx 1. k 2 2 2 2 second order
t x y z
v v
2. k
In these, � stands for the function, and either � or � is the independent variable. The symbols w s
� and � are used here to stand for specific constants. d2 y
3. m k 2 y
dt 2
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ORIGIN AND APPLICATIONS of DIFFERENTIAL EQUATIONS
EXERCISE 1 Having classified differential equations in various ways, let us now consider briefly where,
Name Date and how, such equations actually originate.
In real-life application, models typically involve objects & recorded rates of change between
Class Degree program & Score
them the derivatives and differentials, the goal of DE is to define a general relationship between
Schedule Year level
the two.
Examples:
Classify each of the following differential equations.Put a check on a column .PARA SA LAHAT 1. modeling the velocity of a falling object under the influence of both gravity and air
resistance;
2. Modeling a population under a variety of situations in which the population can enter or
ORDINARY O R D E R LINEAR/ INDEPENDENT NATURE OF exit.
OR PARTIAL NONLINEAR VARIABLES COEFFIECIENT
DIFFRENETIAL A N D DE occur in connection with numerous problems which are encountered in the various
EQUATION DE P E N D E N T
VARIABLES branches of science and engineering. A few of such problems include:
1. ��
+ �2 � = ���
��
2. �2 � 1. The problem of determining the motion of projectile, rocket, satellite, or planet;
+ ����� = 0 2. The problem of determining the charge or current in an electric circuit;
��2
3. 3. The study of the rate of decomposition of a radioactive substance;
3
�� �2 � 4. The study of reactions of chemicals;
= +1
�� ��2 5. DE describes various exponential growths and decays;
4. �2 �� + �2 �� = 0 6. Change in investment overtime;
7. They are used in the field of medical science for modelling cancer growth or the spread of
5. �2 � �2 � the disease in the body;
+ =0
��2 ��2 8. Movement of electricity can also be described with the use of DE; and
6. �2 � 9. They help economist in finding options investment strategies.
+ ����� = 0
��2
7. �4 � �2 � �2 �
+ + +�
��2 ��2 ��2 ��2
=0
8. 4 2 5
� � � �
+3 + 5� = 0
��4 ��2
4
9. � � �2 �
+ 5 2 + 3� = ����
��4 ��
10. �6 � �4 � �3 �
+ +�
��6 ��4 ��3
=�
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IMPORTANT PERSONAGES
Several mathematicians notable to have contributed both significant DE problems and
published a satisfactory solution to these are the following:
SIR ISAAC JOHN BERNOULLI
GOTTFRIED
Problem of Orthogonal Finding a curve which cuts all the curves
NEWTON (1698) Trajectories of a family of curves at right angles
WILHELM LEIBNIZ
DANIEL BERNOULLI Isoperimetric Problem A problem in which it is required to make
(1701) one integral a maximum or minimum
while keeping constant the integral of a
second function
LEONHARD EULER Problem of Reducing 2nd Finding an integrating factor
The original notation employed by Newton’s notation for differentiation (also (1728) Order Equations to 1st
Gottfried Leibniz is used throughout called the dot notation for differentiation) order
mathematics. places a dot over the dependent variable. ALEXIS CLAIRAUT Problems of Singular Finding an equation of an envelope of the
(1734) Solutions family of curves represented by the general
It is particularly common when the solution
equation � = �(�) is regarded as a
functional relationship between That is, if � is a function of t, then the
dependent and independent variables �
derivative of � with respect to t is y
and �.
Leibniz's notation makes this relationship
��
explicit by writing the derivative as �� DEFINITION:
An equation involving DERIVATIVES or DIFFERENTIALS of one or more dependent
The function whose value at x is the derivative
of � at � is therefore written x x
variables with respect to (WRT) to one or more independent variable is called
The first and second derivatives of x, DIFFERENTIAL EQUATION.
Newton’s notation Is any equation which contains derivatives, either ordinary derivatives or partial derivatives.
Higher derivatives are written as
Here are some examples of DE.
1. ay" by' cy g t
d2 y dy
2. sin y 1 y y 2e 5 y
The path towards DE was slow & steady .However, attempts to solve physical problems dx 2 dx
gradually led to models, which, in turn, required innovative solutions. These problems & their
3. y y'" 2 w
4
solutions led to the growth of DE as an independent discipline.
The community efforts rapidly accelerated the evolution of the field past the contributions w 3 u
4
4. 1
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of Newton & Leibniz. t 2 r
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D. NATURE OF COEFFICIENTS of LINEAR DE
The nature of the coefficients of the dependent variables and their
C. LINEAR AND NONLINEAR DIFFERENTIAL EQUATIONS derivatives, contant or variable coefficients.
Constant coefficents Variable coefficients
�2 � �� �4 � �3 � ��
DEFINITION: + 5 + 6� = 0 + �2 3 + �3 = ���
��2 �� ��4 �� ��
A differential equation is called LINEAR if
Every DEPENDENT variable and every DERIVATIVE involved occurs to the first degree
only; and
NO PRODUCTS of dependent variables and/or derivatives occur
A differential equation which is not linear is called NONLINEAR
Examples:
LINEAR NONLINEAR
�2 � �� �2 � ��
+ 5 + 6� = 0 + 5 + 6�2 = 0
��2 �� ��2 ��
�4 � �3 � �� �2 � �� 3
+ �2 3 + �3 = ��� +5 + 6� = 0
��4 �� �� ��2 ��
2
�� �2 �
�� �2 � =
= �� ��2
�� ��2
In each case y is the dependent variable. These differential equations are nonlinear
Observe that y and its various derivatives because the dependent variable y appears
occur to the first degree only and that no to the second degree in the term 6�2
products of y and/or any of its derivative
present. Also, the other DE owes nonlinearity to
�� 3
the presence of the term 5 ��
�� �
and ��
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DISCUSSION
The mathematical formulation of such problems gives rise to differential equations. There is one differential equation that everybody probably knows, that is Let us consider
Newton’s Second Law of Motion.
If an object of mass � is moving with acceleration � and being acted on with force � then
But just how Newton’s Second Law tells us.
In the situations
does this
under � = �� �
occur?
consideration in These laws involve various
each of the above RATES OF CHANGE of one To see that this is in fact a differential equation we need to rewrite it a little.
problems, the or more quantities with
objects OBEY
First, remember that we can rewrite the acceleration, �, in one of two ways.
respect to other quantities
certain LAWS
OR
2
Where �is the velocity of the object and � is the position function of the object at any
time �.
Rates of change are expressed mathematically by derivatives
We should also remember at this point that the force, � may also be a function of time,
In mathematical formulation of the problems above situations, the various rates velocity, and/or position.
of change are thus expressed by various DERIVATIVES and SCIENTIFIC
So, with all these things in mind Newton’s Second Law can now be written as a differential
LAWS themselves become mathematical equations involving derivatives, that
equation in terms of either the velocity ,�, or the position ,�, of the object as follows:
gives birth to, DIFFERENTIAL EQUATION
So, this is our first differential equation.
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