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ENSC 21
Introduction to Differential Equation
Lecture Material
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Classifications:
a) According to type:
1) Ordinary DE
– contain only ordinary derivatives of one or more dependent
variable(s) with respect to a single independent variable
Example: + =
2) Partial DE
– contain only ordinary derivatives of one or more dependent
variable(s) with respect to two or more independent variables
Example: = +
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b) According to order/degree:
*Order
– refers to the highest number of times the dependent variable
is differentiated with respect to the independent variable
Example: , , ,…, General nth order DE
*Degree
– power of the highest ordered derivative
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Determine the order and degree of the following differential
equations.
a) +4 = +
b) ( ′ ) +2( ) −5 = 3
c) ( ′ ) = 1 + 2
d) +4 + 12 − 11 = 0
e) −5 + 10 +4 − =0
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c) According to linearity (linear/nonlinear):
Linear form:
+ + ⋯+ + = ( )
Features:
1. The dependent variable (y) and all its derivatives are of 1st degree.
2. Each variable coefficient to y and its derivatives such as
, , , and are functions of the
independent variable x only.
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Determine whether the differential equation is linear or nonlinear.
a) + =
b) + − =0
c) +3 =9
d) = +
e) + =0
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Classes of Linear Ordinary DE (LODE):
1) Homogenous
→ if =0
d2y dy
Example: dx 2 2 4y 0
dx
2) Non-homogenous
→ if ( ) ≠ 0
Example: −2 + =3
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Solutions to DE:
1) General/Complete Solution (GS)
→ a non-empty set of solutions specified by an expression
which contain at least one parameter usually denoted by c
Example: = + +1
Example: = + +1
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Auxiliary Conditions
- the values of independent variable and dependent variable at
different locations on a curve
Types:
1) Initial Value Problem
→ if all the auxiliary conditions given are at the same value of
the independent variable
Example: = + + 0 = 0; 0 =2
Spring: + =0 =
On circuit: + + = ( )
−
Heat transfer, Fourier’s Law: =
Catenary curve: = 1+
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Concept Map:
Initial Value Problem
General Particular
Solution (GS) Solution (PS)
Boundary Value Problem
Solution
Differential
Equation
Homogenous
Classification
Non-homogenous
Partial Ordinary
Order Linearity
Degree
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First Order DE (FODE):
FODE
Contains only first derivatives and one independent variable
The dependent/independent variable could be any measurable
parameter and may be represented by any symbol
Types:
1) Variable Separable
2) Homogenous Equation
3) Exact Equations
4) Linear Equations
5) Bernoulli Equations
6) 2nd Order DE Reducible to FODE
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Solutions to FODE:
1) Variable Separable
→ are equations where the terms containing the dependent
variable y and its derivative dy may be collected in one expression,
and the terms containing the independent variable and its
derivatives in one expression
( )
General Form: =
ℎ( )
By rearranging, we have: ℎ = +
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Sample Problems:
Determine the general/particular solution of the following:
1. 1 + − =0
2. = ; 4 =3
3. = −4
4. ′= ( ); 0 =0
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Trivia Section:
In mathematics, the history of differential equations traces the development of
"differential equations" from calculus, which itself was independently invented by
English physicist Isaac Newton and German mathematician Gottfried Leibniz.
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Source: http://www.eoht.info/page/History+of+differential+equations