KKKQ2123: DIFFERENTIAL EQUATIONS (DE) SEM 1:2018/2019
Chapter 1:
Introduction to Differential Equation
Differential Equation (DE)
An equation that contains one or several derivatives of one or more
dependent variables with respect to one or more independent variables is
called a DE.
Classification by Type
Ordinary Differential Equation Partial Differential Equation
(ODE) (PDE)
An equation that contains one or several An equation involving the partial
ordinary derivatives of one or more derivatives of one or more unknown
dependent variable with respect to functions with respect to two or more
single independent variable independent variables
This course deals with the study of ODE.
Through out this course, ordinary derivatives will be used either Leibniz
2 2
notations dy / dx , d y / dx , d 3 y / dx 3 ,..... , d n y / dx n or the prime
notations y , y , y , y
(4) (n )
, …., y .
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KKKQ2123: DIFFERENTIAL EQUATIONS (DE) SEM 1:2018/2019
Order of an ODE
- the order of the highest derivative in an ODE
Example:
1. second order first order
3
d2y dy
5 4y e
x
Second order ODE
dx
2
dx
2. y xy sin x 2 First order ODE
Linear and Non-Linear ODE’s:
A differential equation of order “n” is called linear if it is of the form:
dny d n1 y dy
an ( x) n an1 ( x) n1 ..... a1 ( x) a0 ( x) y f ( x), an ( x) 0
dx dx dx
In other words, an ODE F ( x, y, y, y, , y ( n) ) 0 is said to be linear
if F is a linear function of y, y, , y ( n) .
Otherwise ODE is said to be non-linear.
Examples:
1. y xy 0 ; second order; linear
2. y y 2 0 ; first order; non-linear
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KKKQ2123: DIFFERENTIAL EQUATIONS (DE) SEM 1:2018/2019
Solution of an ODE:
A solution of an nth-order ODE F ( x, y, y, y, , y ( n) ) 0 is a
function , defined on an interval I, that possesses at least n
derivatives that are continuous on I and for which
F ( x, ( x), ( x), ( x), , ( n ) ( x)) 0 for all x I .
for convenience use y ( x) for the solution
The interval I is called the interval of definition, the interval of
existence, the interval of validity, or the domain of the solution.
The graph of a solution of an ODE is called a solution curve.
Verification of a Solution:
To verify the given function is a solution of an ODE, we see that,
after substitution, whether each side of the ODE is the same for
every x in the interval.
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KKKQ2123: DIFFERENTIAL EQUATIONS (DE) SEM 1:2018/2019
Initial-Value Problems
A differential equation along with an appropriate number of an initial
conditions/point.
Examples:
dy
1. 2 y 3x, y (0) 2
dx
1 3
2. 4 x y 12 xy 3 y 0 ;
2 '' '
y 4 , y ' 4
8 64
Boundary-Value Problems
A differential equation and a set of conditions at different x-values.
Examples:
d2y
1. 2
5xy cos x y(0) 0, y ' ( ) 2
dx
dy
2. 5 xy 0 ; y(0) y ' (1) 2
dx
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KKKQ2123: DIFFERENTIAL EQUATIONS (DE) SEM 1:2018/2019
Unique solution
Theorem 1.2.1 Existence of unique solution
Let R be a rectangular region in the xy-plane
defined by 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑐 ≤ 𝑦 ≤ 𝑑 that contains
the point (𝑥0 , 𝑦0 ) in its interior. If 𝑓(𝑥, 𝑦)
and 𝜕𝑓/𝜕𝑦 are continuous on R, then there
exists some interval 𝐼0 : (𝑥0 − ℎ, 𝑥0 + ℎ), ℎ > 0,
contained in [𝑎, 𝑏], and a unique function 𝑦(𝑥),
defined on 𝐼0 , that is a solution of the IVP.
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KKKQ2123: DIFFERENTIAL EQUATIONS (DE) SEM 1:2018/2019
Differential Equations as a Mathematical Models
The mathematical description of a system of phenomenon and is
constructed with certain goals in mind.
Identify the variables
Assumptions and
hypotheses
If necessary, alter assumptions or Express assumptions in terms of DEs
increase resolution of model
Check model predictions Mathematical
with known facts formulation
Display predictions of model
Solve the DEs
(e.g graphically)
Obtain solutions
Figure 1: Steps in the modelling process with differential equations.
