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CM1902 Mathematics 1B

Integration Lecture 9
1st Order Differential Equations

Ordinary Differential Equations, ODEs


There are lots of situations in engineering where we

can measure the rate of change of a variable, e.g. Velocity or acceleration and wish to find an expression for the underlying independent variable,
e.g. If we know the force on a body we can use

Newtons 3rd law to find the acceleration but we want to know the displacement with respect to time.
The above are examples of an Ordinary Differential

Equation There are lots of these equations which are standard results in engineering maths. They are specified according to their order. If the equation involves a first derivative then it is first order, etc.
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1st Order ODEs


These are equations involving both a function

such as x(t) and its 1st derivative dx


dt f(x,t)
There are lots of different families of these

equations which depends on the form of f(x, t). We will look at 2 special cases:
dx f(t) dt dx f(x)g(t) dt

We can just integrate each side of this equation with respect to t


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This is trickier!
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Examples 1
Solve the 1st

dx 3t order ODE 6e dt

2 1 d Solve the 2nd order ODE y 1 x dx 2

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Initial Conditions
To solve a differential equation we must integrate

and that introduces an arbitrary constant. That means that every differential equation has an infinite number of solutions (an infinite number of constants). We usually get a differential equation given along with a condition that the dependant variable takes a certain value at a particular value of the independent variable.
For example, y = 3 when x = 0 or x = 19 when t = 7

Because the condition is often given at x = 0 or t =


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0 it is known as an initial condition 2011-12 The differential equation is then called an Initial

Example 1b

Solve the

1st

dx 3t 6e order ODE dt

subject to the condition x = 3 when t =0


From before we had:

x 2e +C

3t

This is known as the GENERAL solution

This is known as the PARTICULAR solution2011-12

Separation of Variables
Given an equation of the form

dx f(x)g(t) dt

1 dx g(t)dt Then f(x)

dx We can solve by thinking of differentials dx and dt. dt

as a ratio of

1 Or more correctly f(x) dx g(t)dt


Now we have two integrals, one in x and one in t. The variables are separated, mixtures of x and t on
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one side or another are not allowed.

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Example 2

Solve the

1st

dx order ODE x dt

subject to the condition x = 1 when t = -1

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Example 3

Solve the

1st

dx order ODE x 2 cos(t) dt

subject to the condition x(0) = 1

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Example 4

Solve the

1st

dy 2 x xy order ODE dx

subject to the condition y(2) = 1

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Summary
Differential equations crop up regularly in

engineering problems. In years 2 and 3 much of the mathematics modules are taken up with obtaining solutions to standard problems Two methods we have looked at for 1st order ODEs are
Direct Integration Separation of Variables

An (initial) condition gives allows us to obtain a

particular solution to an IVP


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Now: Tutorial 9

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