Beruflich Dokumente
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1.0 Introduction/Definition
An equation involving an unknown function and one or more of its derivatives is called a differential
equation1. Differential equations are essential for a mathematical description of nature, because they are the central
part many physical theories.
The following examples illustrate the process of translating scientific laws and principles into differential
equations. In each of these examples the independent variable is time t, but we will see numerous examples in
which some quantity other than time is the independent variable.
(a) Newton's Law of Cooling: The rate of change with respect to time t of the temperature T of a body is
proportional to the difference between T and the temperature S of the surrounding medium,
𝑑𝑇
= −𝑘(𝑇 − 𝑆),
𝑑𝑡
where k is a constant of proportionality. Observe that if T > S, then dT/dt < 0, so the temperature is decreasing
function of t and the body is cooling. But if T < S, then dT/dt > 0, so that T is increasing.
(b) Torricelli's Law: The time rate of change of the volume V of water in a draining tank is proportional to the
square root of the depth y of water in the tank:
𝑑𝑦
= −𝑘√𝑦,
𝑑𝑡
where k is a constant. If a cylinder tank with vertical sides and area A, then V = Ay, so
𝑑𝑉 𝑑𝑦
=𝐴 .
𝑑𝑡 𝑑𝑡
In this case the equation takes the form
𝑑𝑦
= −ℎ√𝑦,
𝑑𝑡
where h = k/A is a constant.
(c) Malthusian Population Growth: The time rate of change of population P with constant birth and death rates
is, in many simple cases, proportional to the size of the population. That is,
𝑑𝑃
= 𝑘𝑃,
𝑑𝑡
where k is the constant of proportionality.
(d) Hawking’s Black Hole Radiation2: Black holes emit a small amount of radiation, causing them to slowly
evaporate over time. According to Hawking, the mass M of a black hole obeys the differential equation
𝑑𝑀 𝑘
= − 2,
𝑑𝑡 𝑀
where k = 1.26 × 1023 kg3/year.
1
Grote & Antonsson. (2009). Springer Handbook of Mechanical Engineering, Vol. 10, p. 9.
2
http://faculty.bard.edu/~belk/math213s14/ApplicationsOfDifferentialEquations.pdf
If the independent variable is time, usually denoted by t, primes are often replaced by Newton’s dot notation.
Therefore, 𝑦̇ , 𝑦̈ , and 𝑦⃛ represent dy/dt, d2y/dt2, and d3y/dt3, respectively. The most general differential equation in
two variables is F(x, y, y', y", y"'..., y(n)) = C.
(1 − 𝑦)𝑦 ′ + 3𝑦 = sin 𝑥,
𝑦 ′ + cos 𝑦 = 2,
𝑦 (4) − 2𝑦 2 = 1,
3
𝑑2 𝑦 𝑑𝑦
( 2) + 2 = cos 𝑥.
𝑑𝑥 𝑑𝑥
are examples of nonlinear first-order, second-order, and fourth-order ordinary differential equations, respectively.
The first equation has nonlinear term (1 – y), the second equation has nonlinear term cos y, the third equation has
nonlinear term, the power of y in the second term is not 1, and the last equation has nonlinear first term, the degree
is 3 not 1.
(c) Exact Equations. A differential equation in differential form M(x, y)dx + N(x, y)dy = 0 is exact iff
𝜕𝑀(𝑥, 𝑦) 𝜕𝑁(𝑥, 𝑦)
= .
𝜕𝑦 𝜕𝑥
(d) Linear Equations. Consider a differential equation in standard form, dy/dx = f(x, y), if f(x, y) can be
written as f(x, y) = –P(x) y + Q(x) then the differential equation is linear. Any linear equations can always be
expressed as
𝑦 ′ + 𝑃 (𝑥)𝑦 = 𝑄(𝑥).
(f) Equations with Coefficients Linear in Two Variables. Equations linear in a function of two variables are
first order differential equations of the form M(x, y)dx + N(x, y)dy = 0 can always be expressed as
(ax + by + c) dx + (ex + fy + g) dy = 0.
1.6 Solution of a Differential Equation
1.6.1 General Solution
A differential equation is an equation involving a differentiable function and one or more of its derivatives.
For instance, 𝑦 ′ + 2𝑦 = 0 is a differential equation. A function y = f(x) is a solution of a differential equation if
the equation is satisfied when y and its derivatives are replaced by f(x) and its derivatives.
For example, 𝑦 = 𝑒 −2𝑥 is solution of the differential equation shown above. To see this, substitute for
𝑦 = 𝑒 −2𝑥 and 𝑦 ′ = −2𝑒 −2𝑥 in the original equation:
𝑦 ′ + 2𝑦 = −2𝑒 −2𝑥 + 2𝑒 −2𝑥 = 0.
In the same way, you can show that 𝑦 = 2𝑒 −2𝑥 , 𝑦 = −3𝑒 −2𝑥 , and 𝑦 = 5𝑒 −2𝑥 are also solutions of the differential
equation. In fact, each function given by 𝑦 = 𝐶𝑒 −2𝑥 , where C is a real number, is a solution of the equation. This
family of solutions is called the general solution of the differential equation.
\
NOTE: To determine a particular solution, the number of initial conditions must match the number of
constants in the general solution.
Some differential equations have solutions other than those given by their general solutions. These are called
singular solutions. A solution that cannot be obtained by particularly setting any parameters. The primitive y =
(x2/4 + C)2 is the one-parameter family solution of dy/dx = xy1/2, however, y = 0 is a solution of the above ODE.
We cannot set any value of C to obtain the solution y = 0, we call y = 0 is a singular solution.
You should be familiar with the terms explicit functions and implicit functions from your study of Calculus.
Explicit solution is a solution where the dependent variable can be separated. For example, 4x2 + y = 1 is implicit
while y = 1 − 4x2 is explicit. The implicit solution is preferred over the explicit solution when the variables are
awkward to separate like 2𝑥 + 𝑒 𝑥 𝑦 = sin(𝑥 − 𝑦). A solution curve is a graph of an explicit particular solution.
An integral curve is defined by an implicit particular solution.
NOTE: Linear differential equations are simpler to solve than nonlinear differential equations. There is an
explicit formula for the solutions to all linear equations, but there is no general formula for solutions to all
nonlinear equations.
Picard’s Theorem: Suppose that both f(x, y) and its partial derivative ∂f/∂y are continuous on the interior of a
rectangle R, and that (x0, y0) is an interior point of R. Then the initial value problem dy/dx = f(x, y), y(x0) = y0 has
a unique solution y = y(x) for x in some open interval containing x0.
Picard’s Theorem is proved by applying Picard’s iteration scheme, which we now introduce. We begin by noticing
that any solution to the initial value problem must also satisfy the integral equation
𝑥
𝑦(𝑥) = 𝑦0 + ∫ 𝑓 (𝑡, 𝑦) 𝑑𝑡
𝑥0
Because
𝑥
𝑑𝑦
∫ 𝑑𝑡 = 𝑦(𝑥) − 𝑦(𝑥0 ).
𝑥0 𝑑𝑡
The converse is also true: If y(x) satisfies the above equation, then dy/dx = f(x, f(x)) and y(x0) = y0.
In the integrand in
𝑥
𝑦(𝑥) = 𝑦0 + ∫ 𝑓(𝑡, 𝑦) 𝑑𝑡,
𝑥0
replace y(t) by the constant y0, then integrate and call the resulting right-hand side y1(x):
𝑥
𝑦1 (𝑥) = 𝑦0 + ∫ 𝑓 (𝑡, 𝑦0 ) 𝑑𝑡.
𝑥0
This starts the process. To keep it going, we use the iterative formulas
𝑥
𝑦(𝑛+1) (𝑥) = 𝑦0 + ∫ 𝑓(𝑡, 𝑦𝑛 (𝑡)) 𝑑𝑡.
𝑥0
The proof of Picard’s Theorem consists of showing that this process produces a sequence of functions that
converge to a function that satisfies the equations for values of x sufficiently near.
3. Find the solution to the initial-value problem y' + y = 0; y(3) = 2, if the general solution to the differential
equation is known to be y = Aex, where A is an arbitrary constant.
Solution.
Since y is a solution of the differential equation for every value of A; we seek that value of A which will also
satisfy the initial condition. Note that y(3) = Ae–3. To satisfy the initial condition y(3) = 2, it is sufficient to
choose A so that Ae–x = 2, that is, to choose A = 2e3. Substituting this value for A into y, we obtain y = 2e2– x
as the solution of the initial-value problem.
4. Find a solution to the boundary-value problem y" + 4y = 0, y(0) = 1, y(π/2) = 2, if the general solution to the
differential equation is known to be y = A sin 2x + B cos 2x.
Solution.
Since y(0) = Asin 0 + Bcos 0 = B, we must choose B = 1 to satisfy the condition y(0) = 1. Since y(π/2) = A sin
π + Bcos π = –B, we must choose B = –2 to satisfy the second condition, y(π/2) = 2. Thus, to satisfy both
boundary conditions simultaneously, we must require B to equal both 1 and –2, which is impossible.
Therefore, there does not exist a solution to this problem.
5. Determine A and B so that y = Aex + Bex + 2 sin x satisfy the conditions y(0) = 0 and y'(0) = 1.
Solution.
Because sin 0 = 0, y(0) = A + B. To satisfy the condition y(0) = 0, we require
A + B = 0. (1)
From y' = Aex + Bex + 2 sin x we have y'(0) = 2A + B + 2. To satisfy the condition y'(0) = 1, we require 2A +
B + 2 = 1, or
2A + B = –1. (2)
Solving (1) and (2) simultaneously, we obtain A = –1 and B = 1.
6. Obtain the differential equation associated with the primitive 𝑦 = 𝐴 cos 𝑎𝑥 + 𝐵 sin 𝑎𝑥, where A and B are
arbitrary constant and a being a fixed constant.
Solution.
𝑦 = 𝐴 cos 𝑎𝑥 + 𝐵 sin 𝑎𝑥
′
𝑦 = −𝑎𝐴 sin 𝑎𝑥 + 𝑎𝐵 cos 𝑎𝑥
𝑦 ′′ = −𝑎 2 𝐴 cos 𝑎𝑥 − 𝑎 2 𝐵 sin 𝑎𝑥 = −𝑎2 (𝐴 cos 𝑎𝑥 + 𝐵 sin 𝑎𝑥) = −𝑎2 𝑦.
The required differential equation is
𝑦 ′′ + 𝑎2 𝑦 = 0.
7. Obtain the differential equation associated with the primitive y = Cx2 + C2.
Solution.
𝑑𝑦
𝑦 ′ = 2𝐶𝑥 ⟹ 𝐶 = .
2𝑥 𝑑𝑥
We perform back substitution, then
2 2
𝑑𝑦 2
𝑑𝑦 2 𝑑𝑦 2 𝑑𝑦
𝑦 = 𝐶𝑥 + 𝐶 = ( )𝑥 + ( ) ⟹ ( ) + 2𝑥 3 − 4𝑥 2 𝑦 = 0.
2𝑥 𝑑𝑥 2𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥
8. Obtain the differential equation associated with the primitive y = C1e3x + C2e2x + C3ex.
Solution. Let us find the derivatives up to the 3rd order, we have
𝑦 = 𝐶1 𝑒 3𝑥 + 𝐶2 𝑒 2𝑥 + 𝐶3 𝑒 𝑥 .
𝑦 ′ = 𝐶1 3𝑒 3𝑥 + 𝐶2 2𝑒 2𝑥 + 𝐶3 𝑒 𝑥 .
𝑦 ′′ = 𝐶1 9𝑒 3𝑥 + 𝐶2 4𝑒 2𝑥 + 𝐶3 𝑒 𝑥 .
𝑦 ′′′ = 𝐶1 27𝑒 3𝑥 + 𝐶2 8𝑒 2𝑥 + 𝐶3 𝑒 𝑥 .
The elimination of constants by elementary methods is tedious. If the above equations are solved for its
arbitrary constants by determinants, the result may be put in the form (called eliminant):
𝑒 3𝑥 𝑒 2𝑥 𝑒𝑥 𝑦 + − + −
3𝑒 3𝑥 2𝑒 2𝑥 𝑒 𝑥 𝑦′
| 3𝑥 𝑥 ′′ | = 0. |− + − +|
9𝑒 4𝑒 2𝑥 𝑒 𝑦 + − + −
27𝑒 3𝑥
8𝑒 2𝑥 𝑒 𝑥
𝑦 ′′′ − + − +
Determinants property3 #3: If one row A is multiplied by k to produce a matrix B, then |𝐵| = 𝑘 |𝐴|.
Therefore,
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https://www.math.drexel.edu/~jwd25/LM_SPRING_07/lectures/lecture4B.html
𝑒 3𝑥 𝑒 2𝑥 𝑒𝑥 𝑦 1 𝑒 2𝑥 𝑒𝑥 𝑦 1 1 𝑒𝑥 𝑦
3𝑥
2𝑒 2𝑥 𝑒 𝑥 𝑦′ 2𝑒 2𝑥 𝑒 𝑥 𝑦′ 3 2 𝑒 𝑥 𝑦′
| 3𝑒 | = 𝑒 3𝑥 ∙ | 3 ′′ | = 𝑒
3𝑥
∙ 𝑒 2𝑥 | |=
9𝑒 3𝑥 4𝑒 2𝑥 𝑒 𝑥 𝑦 ′′ 9 4𝑒 2𝑥 𝑒 𝑥
𝑦 9 4 𝑒 𝑥 𝑦 ′′
27𝑒 3𝑥 8𝑒 2𝑥 𝑒 𝑥 𝑦 ′′′ 27 8𝑒 2𝑥 𝑒 𝑥 𝑦 ′′′ 27 8 𝑒 𝑥 𝑦 ′′′
1 1 1 𝑦 1 1 1 𝑦
′
3 2 1 𝑦 6𝑥 | 3 2 1 𝑦′
𝑒 3𝑥 ∙ 𝑒 2𝑥 ∙ 𝑒 𝑥 | ′′ | = 𝑒 | = 0.
9 4 1 𝑦 9 4 1 𝑦 ′′
27 8 1 𝑦 ′′′ 27 8 1 𝑦 ′′′
3 2 1 1 1 1 1 1 1 1 1 1
𝑒 6𝑥 {−𝑦 | 9 4 1| + 𝑦 ′ | 9 4 1| − 𝑦 ′′ | 3 2 1| + 𝑦 ′′′ |3 2 1|} = 0.
27 8 1 27 8 1 27 8 1 9 4 1
3 2 1
4 1 9 1 9 4
𝑦| 9 4 1| = 𝑦 {3 | | −2| |+| |} = 𝑦{3(4 − 8) − 2(9 − 27) + (72 − 108)} = {−12}𝑦.
8 1 27 1 27 8
27 8 1
1 1 1
4 1 9 1 9 4
𝑦′ | 9 4 1| = 𝑦 ′ {| |−| |+| |} = 𝑦 ′ {(4 − 8) − (9 − 27) + (72 − 108)} = {−22}𝑦 ′ .
8 1 27 1 27 8
27 8 1
1 1 1
2 1 3 1 3 2
𝑦 ′′ | 3 2 1| = 𝑦 ′′ {| |−| |+| |} = 𝑦 ′′ {(2 − 8) − (3 − 27) + (24 − 54)} = {−12}𝑦 ′′ .
8 1 27 1 27 8
27 8 1
1 1 1
2 1 3 1 3 2
𝑦 ′′′ |3 2 1| = 𝑦 ′′′ {| |−| |+| |} = 𝑦 ′′′ {(2 − 4) − (3 − 9) + (12 − 18)} = {−2}𝑦 ′′′ .
4 1 9 1 9 4
9 4 1
Therefore, the required differential equation is
𝑒 6𝑥 {−(−12𝑦) + (−22𝑦 ′ ) − (−12𝑦 ′′ ) + (−2𝑦 ′′′ )} = 𝑒 6𝑥 {12𝑦 − 22𝑦 ′ + 12𝑦 ′′ − 2𝑦 ′′′ } = 0.
−2𝑒 6𝑥 {𝑦 ′′′ − 6𝑦 ′′ + 11𝑦 ′ − 6𝑦} = 0.
𝑦 ′′′ − 6𝑦 ′′ + 11𝑦 ′ − 6𝑦 = 0.
9. Given that 2y2 – x2 = C is the general solution of the differential equation 2y(dy/dx) – x = 0 sketch the
particular solutions represented by C = 0, ±1 and ±4.
Solution.
The particular solutions represented by and are shown below.
10. Write the differential equation (y' + y)5 = sin (y'/x) in standard form.
Solution.
This equation cannot be solved algebraically for y', and cannot be written in standard form.
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https://en.wikipedia.org/wiki/Taylor_series
a. (dy/dx)2 + y' + xy = 0
b. y" + xy = e–x
c. (d2P/dV2)3 = 0
d. y(4) + y3y(3) + y4 = e2x
e. d3y/dx3 + dy/dx + y = 0
f. 𝑥̈ + 𝑥̇ − 6𝑥 = 𝑒 𝑡
g. (d2y/dt2)3/2 – y = xex
h. y"' + y" + y' + y = sin x
i. u∂u/∂x + u∂u/∂y + y = x
j. ∂2u/∂x2 + ∂2u/∂y2 = 0
24. Which of the following functions are solutions of the differential equation y' – 5y = 0?
A. y = 5 B. y = 5x C. y = e-5x D. y = e5x
25. Which of the following functions are solutions of the differential equation dy/dt – 2ty = t.
2 2
A. y = –2 B. y = 2 C. y = 𝑒 𝑡 − 1/2 D. y = 2𝑒 𝑡 + 1/2
26. Which of the following functions are solutions of the differential equation dy/dt = y/t.
A. y = 0 B. y = 1 C. y = 2t D. y = t2
27. Which of the following functions are solutions of the differential equation y' = (x4 + 2y4)/(xy2)?
A. y = x B. y = x8 – x4 C. y = (x8 – x4)1/2 D. y = (x8 – x4)1/4
28. Which of the following functions are solutions of the differential equation y" – y = 0?
A. y = ex B. y = e–x C. y = ex + e–x `D. y = ex – e–x
29. Which of the following functions are solutions of the differential equation 𝑥̈ – 4𝑥̇ + 4x = et?
A. x = et B. x = e2t C. x = et + te2t D. x = te2t + e2t + et
30. Which of the following functions are solutions of the differential equation y" – xy' + y = 0?
A. y = 0 B. y = x C. y = l – x2 D. y = 2x2 – 2
31. Find A and B so that y = Asin x + Bcos x will satisfy the given conditions. Determine whether the given
conditions are initial conditions or boundary conditions.
a. y(0) = 1, y'(0) = 2
b. y(0) = 2, y'(0) = 1
c. y(0) = 1, y(π/2) = 1
d. y(π/4) = 0, y(π/6) = 1
e. y(0) = 1, y(π) = 2
f. y(π/2) = 1, y'(π/2) = 2
32. Find values of A and B so that the given functions will satisfy the prescribed initial conditions.
a. y = Aex + Bex + 4sin x; y(0) = 1, y'(0) = –1
b. y = Aex + Bex + x2 – 1; y(1) = 1, y'(0) = 2
c. y = Aex + Bex + 3e3x; y(1) = 1, y'(0) = 0
d. y = A sin 2x + B cos 2x + 1; y(π) = 0, y'(π) = 0
e. y = Aex + Bxex + x2ex; y(1) = 1, y'(1) = –1
33. Write the given differential equations in standard form.
a. (y')3 + y2 + y = sin x
b. (x – y)dx + y2 dy = 0
c. xy' + cos(y' + y) = l
d. (e2x – y)dx + ex dy = 0
e. exy' – x = y'
f. xy' + y2 = 0 Answer: y' = –y2/x
g. e y' – x = y'
x
h. dx + dy = 1 Answer: y' = 0
i. xy' + cos(x + y) = 1 Answer: y' = (1 – cos(x + y))/x
34. In the previous problem, determine whether the equations are homogeneous and/or linear, and, if not linear,
whether they are Bernoulli; determine whether the equations in differential form, as given, are separable
and/or exact.
25. Use Picard’s iteration scheme to find yn(x) for n = 0, 1, 2, and 3 in the following exercises.
a) y' = x, y(1) = 2
b) y' = y, y(0) = 1
c) y' = xy, y(1) = 1
d) y' = x + y, y(0) = 0
e) y' = 2x – y, y(–1) = 1
EMATH 4 – DIFFERENTIAL EQUATIONS
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