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# Differential

Equations
Chapter
01:
Introduction
Brannan
Copyright 2010 by John Wiley & Sons,
Inc.

Chapter 1 Introduction
In

## this introductory chapter we try to give

perspective to your study of differential
equations. We first formulate several
problems to introduce terminology and to
illustrate some of the basic ideas that we will
book.
We introduce three major methods
geometrical, analytical, and numerical
for investigating the solutions of these
problems. We then discuss several ways of
classifying differential equations in order to
provide organizational structure for the book.

Chapter 1
Introduction
1.1

Mathematical Models,
Solutions, and Direction Fields
1.2 Linear Equations: Method of
Integrating Factors
1.3 Numerical Approximations:
Eulers Method
1.4 Classification of Differential
Equations

## 1.1 Mathematical Models,

Solutions, and Direction Fields
Differential Equations Real
world relations involving rates at
which one variable, say y, may
change with respect to another
variable, t. Most often, these
relations take the form of
equations containing y and certain
of the derivatives y', y'' , . . . , y(n) of
y with respect to t. The resulting
equations are then referred to as
differential equations.

Mathematical Models
A

## differential equation that

describes some physical process
is referred to as a mathematical
model of the process.

## Ex: Heat Transfer: Newtons Law

of Cooling.
du/dt= k(u T ), or u' = k(u
T ).

Terminology
u'

= k(u T )
- time t is an independent variable,
- temperature u is a dependent variable
because it depends on t,
- k and T0 are parameters in the model.
The

equation is an ordinary
differential equation because it has
one, and only one, independent variable.
A solution to above equation is a
differentiable function u = (t) that
satisfies the equation.

Terminology (Ctd.)
All

## possible solutions to diff. eq. is called

the general solution to the equation.
The geometrical representation of the
general solution is an infinite family of
curves in the tu-plane called integral
curves.
An initial condition to the differential
equation is a value of u for a particular t,
such as u(0)=70.
Diff eq. together with the initial condition
forms an initial value problem.

## Several integral curves of

u' = 1.5(u 60).
The general
solution to
This diff. eq. is
u = 60 + ce1.5t .
c=10 is the solution satisfying
initial condition u(0)=70.

y' = f(t,y)

## A solution of dy/dt = f (t, y) is a

differentiable function y = (t) such that
'(t) = f (t, (t)).
Hence f (t, y) specifies the slope of a
solution passing through the point y at
time t. This information can be displayed
geometrically by drawing a line segment
with slope f (t, y) at the point (t, y).
A direction field (or Slope filed) consists
of a large number of such line segments,
usually drawn on a rectangular grid. A
direction field provides a geometric
representation of the flow of solutions of
the differential equation.

## Direction field and equilibrium

solution u = 60 for u' = 1.5(u
60).

A solution that does not change with time is called the equilibrium
solution.

## Example - Heating and Cooling

of a Building
Equation: du/dt + ku = kT0 + kA sin t
Solution: u = T0 + kA/(k2 + 2) (k sin
t cos t) + cekt
Example: Let k = 1.5 day1, T0 = 60F,
A = 15F, and = 2 be given.
Then, du/dt + 1.5u = 90 + 22.5 sin 2t
(25)
with corresponding general solution
u = 60 + 22.5/(2.25 + 42) (1.5 sin 2t
2 cos 2t) + ce1.5t .

## Example - Heating and Cooling

of a Building (Ctd) The steady-state solution
is the solution to the equation
As t . In this example,
it is:

## U(t) = 60 + (22.5/2.25 + 42)

(1.5 sin 2t 2 cos 2t)

## 1.2 Linear Equations: Method

of Integrating Factors

DEFINITIONS:
A differential equation that can be
written in the form (standard form)
dy/dt+ p(t)y = g(t)
is said to be a first order linear
equation in the dependent variable y.
If h(t)=0, it is said to be
homogeneous; otherwise, the
equation is nonhomogenous. If
powers of y are there equation
becomes nonlinear.

## The Method of Integrating

Factors for Solving y' + p(t)y =
1.
Put
the
equation
in
standard
form:
g(t).
y' + p(t)y = g(t).
2. Calculate the integrating factor
(t) = ep(t)dt
3. Multiply the equation by (t) and
write it in the form [(t)y]' =
(t)g(t).
4. Integrate this equation to obtain
(t)y = (t)g(t) dt + c.
5. Solve for y.

Example
Solve the initial value problem
ty' + 2y = 4t2, y(1) = 2.
1. Standard form: y' + (2/t)y = 4t.
2. Integrating factor (t) = e2/tdt =t2
3. Multiply the equation by (t) and
write it in the form [t2y]' = 4t3
4. Integrate and obtain
t2y = t4+ c.
5. Solve for y. y = t2 + 1/t2 , t > 0

## Integral Curves for the initial

value problem ty' + 2y = 4t2

## 1.3 Numerical Approximations:

Eulers Method
When drawing direction field, many tangent
line segments at successive values of t
almost touch each other. By linking these an
approximation to a solution of the differential
equation can be obtained.
1. Can we carry out this linking of tangent
lines in a simple and systematic manner?
2. If so, does the resulting piecewise linear
function provide an approximation to an
actual solution of the differential equation?
3. If so, can we say anything about the
accuracy of the approximation?
It turns out that the answer to each
question is affirmative.

Euler Formula
For the initial value problem
y = f (t, y), y(t0) = y0,
the Euler method is the numerical
approximation algorithm
yn+1 = yn + f (tn, yn)(tn+1 tn),
n = 0, 1, 2, . . .
If uniform step size h is used.
tn+1 = tn + h, yn+1 = yn + h f (tn, yn),
To use Eulers method, you simply evaluate the
equations repeatedly.

## Euler Formula (Ctd.)

The result at each step is used to execute
the next step. Thereby generate a
sequence of values y1, y2, y3, . . . that
approximate the values of the solution
(t) at the points t1, t2, t3, . . . .
Instead of a sequence of points, to get a
function to approximate the solution (t),
we use the piecewise linear function
constructed from the collection of tangent
line segments.
That is, let y be given by y = y0 + f (t0, y0)(t
t0) in [t0, t1], and in general y is given by
y = yn + f (tn, yn)(t tn) in [tn, tn+1].

## Example: Euler Method

Problem: Use Eulers method with a
step size h = 0.2 to approximate the
solution of the initial value problem
dy/dt + 1/2y = 3/2 t, y(0) = 1 on the
interval 0 t 1.
Answer: To use Eulers method, note
that f (t, y) = 1/2y + 3/2 t, so
using the initial values t0 =0, y0 = 1,
we have
f0 = f (t0, y0) = f (0, 1) = 0.5 + 1.5
0 = 1.0.

(Ctd.)

## The tangent line approximation for t in [0,

0.2] is y = 1 + 1.0(t 0) = 1 + t.
Setting t = 0.2, we find the approximate
value y1 of the solution at t = 0.2,
namely, y1 = 1.2.
At the next step we have
f1 = f (t1, y1) = f (0.2, 1.2) = 0.6 + 1.5
0.2 = 0.7, and y = 1.2 + 0.7(t 0.2) =
1.06 + 0.7t for t in [0.2, 0.4]. Evaluating
at t = 0.4, we obtain y2 = 1.34.

## Example: Euler Method

(Ctd.)

1.4 Classification of
Differential
Equations:
only ordinary
1.- IfOrdinary
andderivatives
Partial
appear in the
differential
Differential
Equations

## equation then it is an ordinary

differential equation.
- If derivatives are partial
derivatives then the equation is
called a partial differential
equation.

2.Systems of Differential
Equations
If

## there is a single unknown function,

then one equation is sufficient.
However, if there are two or more
unknown functions, then a system of
equations is required.
For example, the LotkaVolterra, or
predatorprey, equations are important in
ecological modeling. They have the form
dx/dt = ax xy
dy/dt = cy + xy

3. Order
The

order of a differential
equation is the order of the highest
derivative that appears in the
equation. The equations in the
preceding sections are all first
order equations. The equation
ay'' + by' + cy = f (t),
where a, b, and c are given
constants, and f is a given function,
is a second order equation.

Equations

## The ordinary differential equation

F(t, y, y', . . . , y(n)) = 0 is said to be
linear if F is a linear function of
the variables y, y', . . . , y(n).Thus
the general linear ordinary
differential equation of order n is
a0(t)y(n)+ a1(t)y(n-1)+ +an(t)y = g(t).
An equation that is not of this form
is a nonlinear equation.

Some Terminology
The

process of approximating a
nonlinear equation by a linear
one is called linearization.
A solution to y(n) = f (t, y, y', y'', .
. . , y(n-1)) on the interval < t <
is a function such that ', '', . .
. , (n) exist and satisfy
(n)(t) = f [t, (t), '(t), . . . , (n-1)(t)]
for every t in < t < .

How

## can we tell whether some

particular equation has a solution?
This is the question of existence of
a solution
How many solutions it has, and
specified to single out a particular
solution? This is the question of
uniqueness.
Can we actually determine a
solution, and if so, how?

Equations
A

## computer can be an extremely

valuable tool in the study of
differential equations.
There exists extremely powerful
and general software packages
that can perform a wide variety
of mathematical operations.
Among these are Maple,
Mathematica, and MATLAB.

CHAPTER SUMMARY
Differential equations are used to
model systems that change
continuously in time. The
mathematical investigation of a
differential equation usually
involves one or more of three
general approaches:
geometrical, analytical, and
numerical.

## 1.1 Geometrical Approach

A solution of dy/dt = f (t, y) is a
differentiable function y = (t) such that
'(t) = f (t, (t)).
Hence f (t, y) specifies the slope of a
solution passing through the point y at
time t. This information can be displayed
geometrically by drawing a line segment
with slope f (t, y) at the point (t, y).
A direction field (or Slope filed) consists
of a large number of such line segments,
usually drawn on a rectangular grid. A
direction field provides a geometric
representation of the flow of solutions of
the differential equation.

## 1.2 Linear Equations

Analytical Approach
dy/dt + p(t)y = g(t).Multiplying by the integrating
Integrating then yields y = 1[g dt + c].

## 1.3 Numerical Approach

For the initial value problem y = f (t, y), y(t0) = y0,
the Euler method is the numerical
approximation algorithm tn+1 = tn + h, yn+1 = yn
+ h f (tn, yn), n = 0, 1, 2, . . . that geometrically
consists of a finite number of connected line
segments, each of whose slopes is determined
by the slope at the initial point of each segment.

## 1.4 Classification of Differential

Equations
Differential equations are classified
according to various criteria for a
sensible treatment of theory, solution
methods, and solution behavior:
ordinary differential equations and
partial differential equations
single (or scalar) equations and systems
of equations
linear equations and nonlinear
equations
first order equations and higher order
equations