Introduction
If given y e
0.1x 2 dy
, we can get dx
.
dy
But if given 0.2 xe 0.1 x 2
, how to get back
dx
y?
So we need to study differential equation.
Sol:
dy
0.2 xe 0.1 x 2
dx
dy 0.2 xe 0.1x 2
dx
dy 0.2 xe
0.1x 2
dx u = 0.1x2
ye 0.1x 2
du= 0.2x dx
Differential Equations
Differential equation can be divided into
Ordinary Differential Equation (ODE)
Partial Diffential Equation(PD)
1
ODE : involving only ordinary derivatives
with respect to a single independent
variable
PDE : involving partial derivatives with
respect to more than one independent
variable
Revise
y = f(x)
y : dependent variable
x : independent variable
Eg1
d 2x dx
2
a kx 0
dt dt
x : dependent variable
t : independent variable
u u
x 2y
x y
2
u : dependent variable
x, y : independent variable
Eg2
a dy 5 y e x ODE
dx
b d 2 y dy
2
6y 0 ODE
dx dx
c dx dy
2x y ODE
dt dt
d (y”) +(y’) +3y=x2
2 3
ODE
e xy’ + y = 3 ODE
f y’’’ + 2 (y”)2 + y’ = cos x ODE
g dz z x dz ODE
dx dy
h d 2z d 2z
2
2 x2 y PDE
dx dy
i 2u 2u
2
u PDE
x 2 t 2 t
j u v PDE
y x
3
Classification of Ordinary Differential
Equation (ODE)
ODE can be classified by order, degree,
linear or nonlinear.
Order of ODE is the highest-ordered
derivative appearing
Degree of ODE is degree of the highest
derivaties
Eg3
Order Degree
(y’’)2 + (y’)3 + 3y = x2 2 2
xy’ + y = 3 1 1
Linear /Nonlinear Differential Equation
A differantial equation is linear if it has
the following format :-
dny d n 1 y d2y dy
an ( x) n an 1 ( x) n 1 .... a2 ( x) 2 a1 ( x) a0 ( x) y g ( x)
dx dx dx dx
4
Otherwise it is nonlinear.
Eg4
a (y-x)dx + 4x dy =0 Linear
dy
4x yx
dx
b y’’ – 2y’ + y = 0 Linear
c d y 3x dy 5 y e Linear
3
x
3
dx dx
d (1-y)y’ + 2y = ex Nonlinear
e d y sin y 0 Nonlinear
2
dx 2
f d4y
4
y2 0 Nonlinear
dx
g dy
y x2 Linear
dx
h dy
x(1 y)( ) 2 (1 x) y 0 Nonlinear
dx
i d3y
3
e x dy
y ln x Linear
dx dx
j d2y dy
2 x 2 sin x y cos x Linear
dx dx
k d2y
(1 )
dy 2
3
Nonlinear
dx 2 dx
5
Formation of Differential Equation
Eg5
By deleting the constant A from
y = x + A x , form one differential equation.
Sol
y = x + A x ---------(1)
xy = x2 + A
A = xy – x2 ----- (2)
dy A
dx
1 2
x -----------(3)
(2) in (3)
dy ( xy x 2 )
1
dx x2
dy y
2
dx x
dy
x y 2x
dx
6
Eg6
By deleting the constants A and B from
the equation y= A cos x + B sin x, form a
differential equation.
Sol
y= A cos x + B sin x -----(1)
dy
A sin x B cos x -------------(2)
dx
d2y
2
A cos x B sin x
dx
( A cos x B sin x)
= -y
d2y
2
y0
dx
Eg7
By deleting the constant A and B from the
equation y = e-2t(A cos 3t + B sin 3t), form
a differential equation.
Sol
y = e-2t(A cos 3t + B sin 3t) ---------(1)
e2t y = A cos 3t + B sin 3t -----------(2)
7
2e2t y +e2t y’ = -3A sin 3t + 3B cos 3t
--(3)
4e2ty + 2e2ty’ +2e2ty’ + e2ty’’ =
-9A cos 3t –9B sin 3t (4)
Simplify it
e2t (4y + 4y’ + y’’) = -9(Acos 3t +B sin 3t)
= - 9e2ty
y’’ + 4y’ + 13y = 0
Solutions of Differential Equation
A function y = (x) is called explicit
solution to the differential equation if it
satisfies the differential equation.
Eg8
Show that y = Aex + (x+2)e2x is an explicit
dy
solution to y ( x 3)e 2 x .
dx
Sol
y = Aex + (x+2)e2x
8
dy
Ae x e2 x 2( x 2)e2 x
dx
dy
y = Ae x e2 x 2( x 2)e2 x ( Ae x ( x 2)e2 x )
dx
( x 3)e2 x
so y = Aex + (x+2)e2x is the explicit
solution.
Eg9
B
Show y Ax 3 is an explicit solution to
x3
d2y dy
x2
2
x 9y 0 .
dx dx
Sol
B
y Ax 3
x3
dy 3B
3 Ax 2 4
dx x
d2y 12 B
2
6 Ax 5
dx x
d2y dy 12 B 3B B
x2
2
x 9 y x 2
( 6 Ax 5
) x (3 Ax 2
4
) 9( Ax 3
3
)0
dx dx x x x
B
so y Ax 3 is the explicit solution
x3
9
10