EEF 210E
DIFFERENTIAL EQUATIONS
LECTURE 1
CHAPTER 1
INTRODUCTION
Differential Equation
An equation containing one or more derivatives
of an unknown function is called a differential
equation.
Why do we have to learn how to solve differential equations?
Because physical processes are generally modelled by using
differential equations.
When you derive the mathematical model of a dynamical
system you obtain a differential equation.
Therefore, to understand and to investigate problems
involving the motion of fluids, the flow of current in electric
circuits, the dissipation of heat in solid objects, the
propagation and detection of seismic waves, or the increase
or decrease of populations, among many others, it is
necessary to know about differential equations.
A differential equation that describes some physical process is
often called a mathematical model of the process.
displacement
acceleration velocity
Example (population dynamics) (mice and owls)
Consider a population of field mice who inhabit a certain rural
area. In the absence of predators we assume that the mouse
population increases at a rate proportional to the current
population. This assumption is not a well-established physical law
(as Newton’s law of motion), but it is a common initial hypothesis
in a study of population growth. If we denote time by t and the
mouse population by p(t), then the assumption about population
growth can be expressed by the equation
• The proportionality factor r is called the rate constant or growth
rate.
• Suppose that time is measured in months and that the rate
constant r has the value 0.5/month. Then each term in the
equation above has the units of mice/month.
• Now let us add to the problem by supposing that several
owls live in the same neighborhood and that they kill 15
field mice per day.
• To incorporate this information into the model, we must add
another term to the differential equation, so that it becomes
• Observe that the predation term is −450 rather than −15
because time is measured in months, so the monthly
predation rate is needed.
• Now, let us solve this equation:
Integrate both sides:
c: constant of integration
• So, there are infinitely many solutions corresponding to the
infinitely many values that the arbitrary constant c might
have.
• If we require that the population has a given value at a certain
time, we specify a certain solution from a set of infinitely
many solutions.
• Let us specify initial condition
•
• Substitute t = 0 and p = 850 into
• The additional condition that we used to determine c is an
example of an initial condition. The differential equation
together with the initial condition form an initial value
problem.
Examples of Differential Equations
Classification of Differential Equations
• Dependent variable – Independent variable
• When an equation involves one or more derivatives with
respect to a variable, that variable is called an independent
variable.
• A variable is called dependent ,if a derivative of that variable
occurs.
t – independent variable
i - dependent variable
L, R, C, E, w - parameters
• Ordinary differential equation
If the unknown function depends on a single
independent variable only ordinary derivatives
appear in the differential equation, and it is said to
be an ordinary differential equation.
• Partial differential equation
If the unknown function depends on several
variables, then the derivatives are partial derivatives,
and the equation is called a partial differential
equation.
Heat conduction equation
Wave equation
Order The order of a differential equation is the
order of the highest derivative that appears in the
equation.
First order diff. eq’n
Second order diff. eq’n
Third order diff. eq’n
nth order diff. eq’n
Linear and Nonlinear Equations
The ordinary differential equation
is said to be linear if F is a linear function of the variables,
Thus the general linear ordinary differential equation of
order n is
Examples:
Nonlinear Differential Equation
An equation which is not of the form:
is called a nonlinear differential equation.
Example:
Example: Inverted Pendulum
Solution:
A solution of the ordinary differential equation
on the interval is a function such that
exist and satisfy
for every t in
In other words, a solution for which exist
and satisfy for
is called a solution of the ordinary differential
equation
Example
Example
CHAPTER 2
FIRST ORDER DIFFERENTIAL EQUATIONS
• We will be dealing with equations of the form:
• Unfortunately, for an arbitrary function f, there is no general
method for solving the equation in terms of elementary
functions.
We will be dealing with:
Linear Equations (Section 2.1)
Separable Equations (Section 2.2)
Exact Equations (Section 2.6)
Homogeneous Equations
Ricatti Equations
2.1 Linear Equations,
The Method of Integrating Factors
• If the function f in depends linearly on
the dependent variable y, then it is called a first order
linear equation.
• The general first order linear equation in the standard
form
p and g are given functions of
the independent variable t.
OR:
Example
This is an
Observe that exact derivative of
y times a
certain function.
Integrate both sides:
BUT WHAT CAN WE DO IF THE LEFT SIDES ARE NOT THE EXACT
DERIVATIVE OF y TIMES A CERTAIN FUNCTION?
INTEGRATING FACTOR
Example
Solve
The first step is to multiply both sides of this equation by a
function
Now, the question is whether we can choose so that
the left hand side of this equation is the derivative of
the product
For any differentiable function , we have:
Compare it with equation , we must set:
Rewrite as:
which is equivalent to:
Integrate both sides
Integrating factor
Since we do not need the most general integrating factor,
we will choose c to be 1
• Now, multiply both sides of with
• Note that the left hand side is:
• Integrate both sides
• To find the solution passing through the point (0, 1), we set t =
0 and y = 1 obtaining 1 = (3/5) + c. Thus c = 2/5, the desired
solution is
Example
Integrating factor should satisfy
Example
Integrate both sides of this equation
The General Solution of First Order Linear Equations
Assuming
By choosing the arbitrary constant k to be zero, we obtain the
simplest possible integrating factor
Therefore,
Example
Solve the initial value problem:
Rewrite as
• To satisfy the initial condition
substitiute it into
2=1+c c=1
