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Tutorial Notes 1
Samsung, SUM Sung Fung
15 June, 2012
1 Terminology
1. Differential Equations (DEs):
Equations involving one or more functions and their derivatives.
e.g. fxy (x, y, z) + 3f 2 (x, y, z) = 0, u (t) + u(t) = 0
2. Ordinary DEs (ODEs):
DEs of single variable functions.
e.g. v (4) () + v 2 () + 2 = 0
5. Order of a DE:
The order of the highest derivative in the DE.
e.g. v (4) () + v 2 () + 2 = 0 is of forth order, fxy (x, y, z) + 3f 2 (x, y, z) = 0 is of second order.
6. Solution of a DE:
A function z(t) is called a solution of a DE, F (t, y(t), y (t), , y (n) (t)) = 0, if the DE still holds
when we put z(t) into the positions of y(t). i.e. F (t, z(t), z (t), , z (n) (t)) = 0
e.g. 5 sin t is a solution to the DE u (t) + u(t) = 0.
7. Homogeneous and Inhomogeneous Equations:
A DE of the form F (t, y(t), y (t), , y (n) (t)) = 0 is said to be homogeneous if zero is a solution.
Otherwise, we say it is inhomogeneous.
e.g. v (4) () + v 2 () + 2 = 0 is inhomogeneous, fxy (x, y, z) + 3f 2 (x, y, z) = 0 is homogeneous.
1
8. Linear and Nonlinear Equation:
A DE of the form F (t, y(t), y (t), , y (n) (t)) = 0 is said to be linear if F is a linear function of
y(t), y (t), , y (n) (t),
i.e.
F (t, y(t), y (t), , y (n) (t)) = p(t) + 0 (t)y(t) + 1 (t)y (t) + + n (t)y (n) (t)
Otherwise, we say it is nonlinear. p
e.g. x2 fxx (x, y) + fxy (x, y) + xy 3 f (x, y) + y 2 = 0 is linear, 1 + u(t)u (t) + t = 0 is nonlinear.
9. Initial Condition (IC):
In order to have a unique solution of an n-th order DE, one need to have n extra equations called
initial conditions to fix the integration constants obtained. e.g.
x (t) = 4x(t) DE
x(0) = 0 IC
x (0) = 1 IC
2 Separable Equations
For First Order Equations ONLY!!
Given a first order linear equation and an IC, of the following form:
y (x) = F (x, y)
y(x0 ) = C
then the differential equation is said to be Separable, i.e. we can integrate both sides to obtain the
solution. Z Z
N (y) dy + M (x) dx + D = 0
The integration constant D can be determined by substitution of the given initial condition.
Example:
p
xy (x) = 1 y2 x>0
y(1) = 0
After some rearrangements, the DE can be expressed as
dy dx
p =
1y 2 x
arcsin y = ln x + D
Substituting y(1) = 0 into the result yields D = 0, hence the solution of the IVP is
y = sin (ln x)
2
3 Exact Equations
For First Order Equations ONLY!!
Given a first order linear equation and an IC, of the following form:
y (x) = F (x, y)
y(x0 ) = C
M (x, y) dx + N (x, y) dy = 0
Example:
(2xy 2 + 2y) + (2x2 y + 2x)y (x) = 0
y(1) = 5
After some rearrangements, the DE can be expressed as
Check:
My = 4xy + 2 = Nx
The function (x, y) can be found by direct integrations:
(x, y) = x2 y 2 + 2xy + C
x2 y 2 + 2xy 35 = 0
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4 Method of Integrating Factor
For First Order Linear Equation ONLY!!
Given any first order linear equation and an IC, of the following form:
x (t) + p(t)x(t) = q(t)
x(t0 ) = C
where p(t), q(t) are some given functions and t0 , C are some numbers.
Procedures:
1. Multiply both sides of the DE by some function (t):
d
[(t)x(t)] = (t)q(t)
dt
y (x) + 3y = ex
y(0) = 1
Multiplying both sides of the DE by some function (x) yields
(x) = e3x
1 x 3 3x
y(x) = e + e
4 4