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Advanced Engineering Math

Basic Concepts of Modelling


Solving engineering problems through
Mathematical Modelling
Physical Problem

Mathematical model

Mathematical solution

Physical interpretation
Advanced Engineering Math

Ordinary Differential Equation (ODE)


A differential equation that depend on a single
independent variable.
It contains one or several derivatives of the
unknown function, which we usually call y(x)
or y(t).
First-Order ODE
It involves only the first derivative of the unknown
function
Advanced Engineering Math

Examples

= where:

+ = =


=
=

The order of the ODE is determined by the highest


derivative of the unknown function
Advanced Engineering Math

2 ways of writing an ODE:


1. Implicit form:
, , =

Example:
= where

2. Explicit form:
= ,

Example: =
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Different forms of Writing Differential Equations


1. + =

2. + =


3.
+

= Leibnitz

The solution to a DE is a function or a set of functions. It


is not just a value or a set of values.
Advanced Engineering Math

Concept of solution:
A function = is called a solution of a given ODE on
some open interval < < is defined and
differentiable throughout the interval and is such that the
equation becomes an identity if are replaced
with respectively.
Advanced Engineering Math
Example #1: verification of a solution
Verify that = is a solution of the ODE = for all
.
Solution:
The derivate of = should result to =

Take the derivate of =


The equation can be rewritten as =
The derivative of is: =
Dividing both sides of the equation by :

=

Advanced Engineering Math
Example #1: verification of a solution
Verify that = is a solution of the ODE = for all
.
Solution:

Rewriting the equation =



=

Multiply both sides of the equation by x: =
Note that =
Hence: =
Advanced Engineering Math
Example #2: Prove that = is a solution to the
given DE + =
Solution:
Take the derivative of :

Take the derivative of :

=
Substitute the derivatives to the DE: + =

+ =

= =
Advanced Engineering Math
Example #3: Prove that = is also a solution to the
given DE + =
Solution:
Take the derivative of :

Take the derivative of :

=
Substitute the derivatives to the DE: + =

+ = =

Hence, both and are solutions to the given DE


Advanced Engineering Math

Example #4: Verify that = + (where b is a constant)



is a solution to the given DE = +

Solution:

Rewrite the form of the DE: = +


Take the derivative of :

Substitute to the DE:


= + +

= + +
Advanced Engineering Math

Example #4: Verify that = + (where b is a constant)



is a solution to the given DE = +

Solution:

Rewrite the form of the DE: = +


Take the derivative of :

Substitute to the DE:

= +

constant constant
Advanced Engineering Math

Example #4: Verify that = + (where b is a constant)



is a solution to the given DE = +

Solution:

= +

constant constant

In order for the left-hand and right-hand sides of the


equation to be equal, the coefficient of at the left-hand
side of the equation must be equal to
That is, = Thus, =
Advanced Engineering Math

Example #4: Verify that = + (where b is a constant)



is a solution to the given DE = +

Solution:
= +

constant constant

Note that the constant in the left-hand is equal to the


constant in the right-hand:
That is, =
Thus, =
That is, =
Advanced Engineering Math

Example #4: Verify that = + (where b is a constant)



is a solution to the given DE = +

Solution:

Thus, the solution to the DE is = +

Checking:
Take the derivative of :

=


= + +

Advanced Engineering Math

Example #4: Verify that = + (where b is a constant)



is a solution to the given DE = +

Checking:


= + +


= + +


=

Advanced Engineering Math

Example #5: The differential equation = + + has


a solution of the form = + . What are the values of
and for this solution?
Solution:
Take the derivative of :

Substitute to the DE:


= + + +

= + + +
= + + +
Advanced Engineering Math

Example #5: The differential equation = + + has


a solution of the form = + . What are the values of
and for this solution?
Solution:
= + + +
constant constant
In order for the left-hand and right-hand sides of the
equation to be equal, the coefficient of at the left-hand
side of the equation must be equal to
That is, + = Thus, =
Advanced Engineering Math

Example #5: The differential equation = + + has


a solution of the form = + . What are the values of
and for this solution?
Solution:
= + + +
constant

Note that the constant in the left-hand is equal to the


constant in the right-hand:
That is, = +
Thus, =
That is, = +
Advanced Engineering Math

Example #5: The differential equation = + + has


a solution of the form = + . What are the values of
and for this solution?
Solution:

Thus, the solution to the DE is =

Checking:
Take the derivative of :

=


= + +

Advanced Engineering Math

Example #5: The differential equation = + + has


a solution of the form = + . What are the values of
and for this solution?
Solution:
Checking:
Take the derivative of :

= +


=