ordinary differential equationsgn.dronacharya.info/.../unit-3/initial-value-problem.pdfdefinition:...
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![Page 1: Ordinary Differential Equationsgn.dronacharya.info/.../Unit-3/initial-value-problem.pdfDEFINITION: initial value problem An initial value problem or IVP is a problem which consists](https://reader033.vdocuments.net/reader033/viewer/2022060805/608a574d6bde43612969d9b4/html5/thumbnails/1.jpg)
Ordinary Differential Equations
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1.1 Definitions and Terminology
1.2 Initial-Value Problems
1.3 Differential Equation as Mathematical Models
CHAPTER 1 Introduction to Differential Equations
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DEFINITION: differential equation
An equation containing the derivative of one or more dependent variables, with respect to one or more independent variables is said to be a differential equation (DE).
(Zill, Definition 1.1, page 6).
1.1 Definitions and Terminology
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Recall Calculus
Definition of a Derivative
If , the derivative of or
With respect to is defined as
The derivative is also denoted by or
1.1 Definitions and Terminology
)(xfy y )(xf
x
h
xfhxf
dx
dy
h
)()(lim
0
dx
dfy ,' )(' xf
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Recall the Exponential function
dependent variable: y
independent variable: x
1.1 Definitions and Terminology
xexfy 2)(
yedx
xde
dx
ed
dx
dy xxx
22)2()( 22
2
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Differential Equation : Equations that involve dependent variables and their derivatives with respect to the independent variables .
Differential Equations are classified by type, order and linearity.
1.1 Definitions and Terminology
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Differential Equations are classified by type, order and linearity.
TYPE
There are two main types of differential equation: “ordinary” and “partial”.
1.1 Definitions and Terminology
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Ordinary differential equation (ODE) Differential equations that involve only ONE independent variable are called ordinary differential equations.
Examples: , , and only ordinary (or total ) derivatives
1.1 Definitions and Terminology
xeydx
dy5 06
2
2
ydx
dy
dx
yd yxdt
dy
dt
dx 2
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Partial differential equation (PDE) Differential equations that involve two or more independent variables are called partial differential equations.
Examples: and only partial derivatives
1.1 Definitions and Terminology
t
u
t
u
x
u
2
2
2
2
2
x
v
y
u
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ORDER
The order of a differential equation is the order of the highest derivative found in the DE.
second order first order
1.1 Definitions and Terminology
xeydx
dy
dx
yd
45
3
2
2
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1.1 Definitions and Terminology
xeyxy 2'
3'' xy
0),,( ' yyxFfirst order
second order 0),,,( ''' yyyxF
Written in differential form: 0),(),( dyyxNdxyxM
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LINEAR or NONLINEAR
An n-th order differential equation is said to be linear if the function
is linear in the variables
there are no multiplications among dependent
variables and their derivatives. All coefficients are functions of independent variables.
A nonlinear ODE is one that is not linear, i.e. does not have the above form.
1.1 Definitions and Terminology
)1(' ,..., nyyy
)()()(...)()( 011
1
1 xgyxadx
dyxa
dx
ydxa
dx
ydxa
n
n
nn
n
n
0),......,,( )(' nyyyxF
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LINEAR or NONLINEAR
or
linear first-order ordinary differential equation
linear second-order ordinary differential
equation
linear third-order ordinary differential equation
1.1 Definitions and Terminology
0)(4 xydx
dyx
02 ''' yyy
04)( xdydxxy
xeydx
dyx
dx
yd 53
3
3
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LINEAR or NONLINEAR
coefficient depends on y
nonlinear first-order ordinary differential equation
nonlinear function of y
nonlinear second-order ordinary differential equation
power not 1
nonlinear fourth-order ordinary differential equation
1.1 Definitions and Terminology
0)sin(2
2
ydx
yd
xeyyy 2)1( '
02
4
4
ydx
yd
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LINEAR or NONLINEAR
NOTE:
1.1 Definitions and Terminology
...!7!5!3
)sin(753
yyy
yy x
...!6!4!2
1)cos(642
yyy
y x
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Solutions of ODEs
DEFINITION: solution of an ODE
Any function , defined on an interval I and possessing at least n derivatives that are continuous
on I, which when substituted into an n-th order ODE reduces the equation to an identity, is said to be a solution of the equation on the interval.
(Zill, Definition 1.1, page 8).
1.1 Definitions and Terminology
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Namely, a solution of an n-th order ODE is a function which possesses at least n
derivatives and for which
for all x in I
We say that satisfies the differential equation on I.
1.1 Definitions and Terminology
0))(),(),(,( )(' xxxxF n
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Verification of a solution by substitution
Example:
left hand side:
right-hand side: 0
The DE possesses the constant y=0 trivial solution
1.1 Definitions and Terminology
xxxx exeyexey 2, '''
xxeyyyy ;02 '''
0)(2)2(2 ''' xxxxx xeexeexeyyy
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DEFINITION: solution curve
A graph of the solution of an ODE is called a solution curve, or an integral curve of the
equation.
1.1 Definitions and Terminology
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1.1 Definitions and Terminology
DEFINITION: families of solutions
A solution containing an arbitrary constant (parameter) represents a set of
solutions to an ODE called a one-parameter family of solutions.
A solution to an n−th order ODE is a n-parameter family of solutions .
Since the parameter can be assigned an infinite number of values, an ODE can have an infinite number of solutions.
0),,( cyxG
0),......,,( )(' nyyyxF
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Verification of a solution by substitution
Example:
1.1 Definitions and Terminology
2' yy
xkex 2)(φ2' yy
xkex 2)(φxkex )(φ'
22)(φ)(φ' xx kekexx
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Figure 1.1 Integral curves of y’+ y = 2 for k = 0, 3, –3, 6, and –6.
©2003 Brooks/Cole, a division of Thomson Learning, Inc. Thomson Learning™ is a trademark used herein under license.
xkey 2
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Verification of a solution by substitution
Example:
1.1 Definitions and Terminology
1' x
yy
Cxxxx )ln()(φ 0x
Cxx 1)ln()(φ'
1)(φ
1)ln(
)(φ '
x
x
x
Cxxxx
for all ,
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©2003 Brooks/Cole, a division of Thomson Learning, Inc. Thomson Learning™ is a trademark used herein under license.
Figure 1.2 Integral curves of y’ + ¹ y = ex
for c =0,5,20, -6, and –10. x
)(1
cexex
y xx
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Order Differential Equation-Second
Example:
is a solution of
By substitution:
)4sin(17)4cos(6)(φ xxx
016'' xy
0φ16φ
)4sin(272)4cos(96φ
)4cos(68)4sin(24φ
''
''
'
xx
xx
0),,,( ''' yyyxF
0)(φ),(φ),(φ, ''' xxxxF
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Order Differential Equation-Second
Consider the simple, linear second-order equation
,
To determine C and K, we need two initial conditions, one specify a point lying on the solution curve and the other its slope at that point, e.g. ,
WHY ???
012'' xy
xy 12'' Cxxdxdxxyy 2'' 612)('
KCxxdxCxdxxyy 32' 2)6()(
Cy )0('Ky )0(
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Order Differential Equation-Second
IF only try x=x1, and x=x2
It cannot determine C and K,
xy 12''
KCxxy 32
KCxxxy
KCxxxy
23
22
13
11
2)(
2)(
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©2003 Brooks/Cole, a division of Thomson Learning, Inc. Thomson Learning™ is a trademark used herein under license.
Figure 2.1 Graphs of y = 2x³ + C x +K for various values of C and K.
e.g. X=0, y=k
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©2003 Brooks/Cole, a division of Thomson Learning, Inc. Thomson Learning™ is a trademark used herein under license.
Figure 2.2 Graphs of y = 2x³ + C x + 3 for various values of C.
To satisfy the I.C. y(0)=3
The solution curve must
pass through (0,3)
Many solution curves through (0,3)
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Figure 2.3 Graph of y = 2x³ - x + 3.
To satisfy the I.C. y(0)=3,
y’(0)=-1, the solution curve
must pass through (0,3)
having slope -1
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Solutions
General Solution: Solutions obtained from integrating
the differential equations are called general solutions. The general solution of a nth order ordinary differential equation contains n arbitrary constants resulting from
integrating times.
Particular Solution: Particular solutions are the
solutions obtained by assigning specific values to the
arbitrary constants in the general solutions.
Singular Solutions: Solutions that can not be expressed
by the general solutions are called singular solutions.
1.1 Definitions and Terminology
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DEFINITION: implicit solution
A relation is said to be an
implicit solution of an ODE on an interval I provided there exists at least one function that satisfies the relation as well as the differential equation on I.
a relation or expression that
defines a solution implicitly.
In contrast to an explicit solution
1.1 Definitions and Terminology
0),( yxG
)(xy
0),( yxG
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DEFINITION: implicit solution
Verify by implicit differentiation that the given equation implicitly defines a solution of the differential equation
1.1 Definitions and Terminology
Cyxxxyy 232 22
0)22(34 ' yyxxy
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DEFINITION: implicit solution
Verify by implicit differentiation that the given equation implicitly defines a solution of the
differential equation
1.1 Definitions and Terminology
Cyxxxyy 232 22
0)22(34 ' yyxxy
0)22(34
02234
02342
/)(/)232(
'
'''
'''
22
yyxxy
yyyxyxy
yxxyyyy
dxCddxyxxxyyd
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Conditions
Initial Condition: Constrains that are specified at the
initial point, generally time point, are called initial conditions. Problems with specified initial conditions
are called initial value problems.
Boundary Condition: Constrains that are specified at
the boundary points, generally space points, are called boundary conditions. Problems with specified boundary conditions are called boundary value
problems.
1.1 Definitions and Terminology
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First- and Second-Order IVPS
Solve:
Subject to:
Solve:
Subject to:
1.2 Initial-Value Problem
00 )( yxy
),( yxfdx
dy
),,( '
2
2
yyxfdx
yd
10'
00 )(,)( yxyyxy
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DEFINITION: initial value problem
An initial value problem or IVP is a problem which consists of an n-th order ordinary differential equation along with n initial conditions defined at a point found in the interval of definition
differential equation
initial conditions
where are known constants.
1.2 Initial-Value Problem
0x
),...,,,( )1(' n
n
n
yyyxfdx
yd
I
10)1(
10'
00 )(,...,)(,)( nn yxyyxyyxy
110 ,...,, nyyy
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1.2 Initial-Value Problem THEOREM: Existence of a Unique Solution
Let R be a rectangular region in the xy-plane defined by that contains the point in its interior. If and are continuous on R, Then there exists some interval contained in and a unique function defined on that is a solution of the initial value problem.
dycbxa ,
),( 00 yx ),( yxf
yf /
0,: 000 hhxxhxI
bxa
)(xy0I