PCL0016 Calculus

Trimester 2 Session 2012/13

1
2
Equation contains an unknown function and one or more of
its derivatives.
Represents a relationship between 2 variables, x and y.
Classification of differential equation:
1. Order : 1
st
order, 2
nd
order,
2. Linearity : Linear or non-linear
3. Homogeneity: Homogeneous or non-homogeneous.
To solve a differential equation is to find all possible
solutions of the equation (y = f(x))
An Initial Value Problem (or IVP) is a differential
equation along with an appropriate number of initial
conditions. For example:

3
Show that is the solution to
Solution
We will first find the first and second derivatives:


Substitute these into the differential equation




So, does satisfy the differential equation and hence
is a solution.
4
If is the solution to ,
show that are the initial
conditions to the differential equation.
Solution
From previous example, we know that is the
solution to the differential equation. Hence,





So this solution also meets the initial conditions .


5
Order is the order of the highest derivative that occurs in the
equation. For example:




A differential equation is linear if the dependent variable and all
its derivative occur linearly in the equation. For example:


Both dy/dx and y are linear, so the differential equation is linear.


The term y
3
is not linear, so the differential equation is not linear.



2
2
2
5 26 First order differential equation
2 5 26 11 Second order differential equation
dy
x y
dx
d y dy
y x
dx dx
+ =
+ =
2
Linear
dy
x y x
dx
+ =
2
3
2
1
3 Non-linear
d y
y x
x dx
=
6
Determine the order and state the linearity of the following
differential equation
1) A Answer: First order, non-linear
2) Sa Answer: Third order, linear
3) As Answer: Third order, non-linear
4) Sad Answer: First order, linear
5) As Answer: First order, non-linear
6) sa Answer: Second order, linear








3 2
3 2
2 2sin
d y d y dy
x
dx dx dx
+ =
ln 0
dy
y
dx
=
4
3
3
2 sin
d y dy
x
dx dx
| |
+ =
|
\ .
2
2
dy
xy x x
dx
=
sin
dy
y x
dx
=
2
2
2
d y
xy
dx
=
7
Homogeneous differential equations involve only derivatives of
y and terms involving y, and they're set to 0, as in this equation:


Non-homogeneous differential equations are the same as
homogeneous differential equations, except they can have terms
involving only x (and constants) on the right side, as in this
equation:


In general, we can denote a 2nd order homogeneous equation as

While we can denote a 2nd order non-homogeneous equation as



4 2
2
4 2
0 Homogeneous
d y d y
x y
dx dx
+ + =
4 2
2
4 2
6 3 Non-homogeneous
d y d y
x y x
dx dx
+ + = +
'' ( ) ' ( ) 0 y p x y q x y + + =
'' ( ) ' ( ) ( ) y p x y q x y g x + + =
8
Determine the homogeneity of the following differential
equation
1) A Answer: Non-homogeneous
2) Sa Answer: Homogeneous
3) As Answer: Non-homogeneous
4) Sad Answer: Homogeneous
5) As Answer: Non-homogeneous
6) sa Answer: Non-homogeneous







2
2
dy
xy x x
dx
=
2
2
2
d y
xy
dx
=
'' 2 ' 2
x
y y y e

+ + =
2
2
2 0
d y dy
x xy
dx dx
+ =
( )
( )
2 2 3
'' 2 ' 2 x y x x y x y x + + + + =
'' 2 ' 2 1 y y y + + =
9
Differential equations may be formed in practice from a
consideration of the physical problems to which they refer.
Mathematically, they can occur when arbitrary constants
are eliminated from a given function.
Example:
Consider where A and B are two arbitrary
constants.





sin cos y A x B x = +
cos sin
dy
A x B x
dx
=
( )
2
2
sin cos sin cos
d y
A x B x A x B x
dx
= = +
2
2
d y
y
dx
=
2
2
0
d y
y
dx
+ =
10
Form a differential equation from the function
Solution
We have


From the given equation,
Substitute A into the differential equation:
11
Form a differential equation from the function
Solution
We have



The RHS of the function is identical to the original equation

12
Form a differential equation from the function
Solution
We have
To find A,
To find B, substitute A into dy/dx,


Substitute A and B into the given function,

13
Form a differential equation from the function
Solution
We have






14
To solve a differential equation, we have to manipulate the
equation so as to eliminate all the derivatives and leave a
relationship between y and x.







There are three method to solve a differential equation:
Method 1: By direct integration
Method 2: By separating the variables
Method 3: By substituting y = vx (homogeneous equations)





15
Solve the differential equation
Solution

16
We will now consider a method of solution that can often
be applied to first-order equations that are expressible in
the form

The name separable arises from the fact that Equation (1)
can be rewritten in the differential form
17
Given
Step 1:
Separate the variables above by rewriting the equation in the
differential form
Step 2:
Integrate both sides of the equation in Step 1 (the left side with
respect to y and the right side with respect to x):

Step 3:
If H(y) is any antiderivative of h(y) and G(x) is any antiderivative of
g(x), then the equation

will generally define a family of solutions implicitly. In some cases
it may be possible to solve this equation explicitly for y.
18
Solve the differential equation .
Solution







19
Solve the differential equation .
Solution







20
Solve the differential equation .
Solution







21
Solve the differential equation
and then solve the initial-value problem if y(0) = 1.
Solution
For y 0 we can write the differential equation as





Solving the initial-value problem

22
Solve the initial-value problem
Solution
We can write the differential equation as




Solving the initial-value problem

23
The simplest first-order equations are those that can be
written in the form

Such equations can often be solved by integration. For
example, if

More generally, a first-order differential equation is called
linear if it is expressible in the form


Some examples:
24
Many practical problems in engineering give rise to second
order differential equation of the form


Some examples of second order differential equations:

25
Homogeneous Equations
Two continuous functions f and g are said to be
Linearly dependent - if one is a constant multiple of the other.


Linearly independent if neither is a constant multiple of the
other.

THEOREM
If y
1
and y
2
are linearly independent solutions of
y+ p(x)y+ q(x)y = 0
then its general solution is given by
y(x) = C
1
y
1
(x) + C
2
y
2
(x)
where C
1
and C
2
are arbitrary constants.
x x g x x f = = ) ( ; ) (
2
( ) ( )
sin ; 3sin f x x g x x = =
26
In this subject, we restrict our attention to 2nd order
differential linear homogenous differential equation with
constant coefficients only.






y+py+qy=0 (basic form p and q are constant)

ay+by+cy=0


ar
2
+br+ c=0 (auxiliary characteristic equation)

27
Thus, the general solution differential equation depends on
the roots of the auxiliary equation such that:






General Solution









Roots of
0
2
= + + c br ar

0 4
2
> ac b
(r
1
and r
2
are real and distinct)
0 4
2
= ac b
(r
1
= r
2
= r )
0 4
2
< ac b
(r
1
and r
2
are complex numbers,
| o i
)
( )
x r x r
e C e C x y
2 1
2 1
+ =
( )
x r x r
xe C e C x y
2 1
+ =
( ) ) sin cos (
2 1
x C x C e x y
x
| |
o
+ =
28
Solve the differential equation
Solution
The auxiliary equation is



The solution to the differential equation is



29
Solve the differential equation
Solution
The auxiliary equation is



The solution to the differential equation is



30
Solve the differential equation
Solution
The auxiliary equation is



The solution to the differential equation is



31
Solve the following initial value problem
Solution
The auxiliary equation is

The solution to the differential equation is





Solving (1) and (2),



32
Solve the following initial value problem
Solution
The auxiliary equation is

The solution to the differential equation is





Solving (1) and (2),



33
Solve the following initial value problem
Solution
The auxiliary equation is

The solution to the differential equation is





From (2), . Substituting C
2
into (1),