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Introduction To Ordinary Differential Equations: Nazir Mafakheri

This document provides an introduction and overview of ordinary differential equations (ODEs). It discusses where ODEs arise, common notation and definitions used in ODEs like order and linearity. It provides examples of first order linear and nonlinear ODEs. It also discusses general and particular solutions to ODEs and how initial value problems are used to determine a unique particular solution. The document uses numerous examples to illustrate key concepts of ODEs.

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HemenMo
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68 views36 pages

Introduction To Ordinary Differential Equations: Nazir Mafakheri

This document provides an introduction and overview of ordinary differential equations (ODEs). It discusses where ODEs arise, common notation and definitions used in ODEs like order and linearity. It provides examples of first order linear and nonlinear ODEs. It also discusses general and particular solutions to ODEs and how initial value problems are used to determine a unique particular solution. The document uses numerous examples to illustrate key concepts of ODEs.

Uploaded by

HemenMo
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Lecture 1

Introduction to Ordinary Differential


Equations

NAZIR MAFAKHERI
Ordinary Differential Equations
• Where do ODEs arise?
• Notation and Definitions
• Solution methods for 1st order ODEs
Where do ODE’s arise
• All branches of Engineering
• Economics
• Biology and Medicine
• Chemistry, Physics etc

Anytime you wish to find out how


something changes with time (and
sometimes space)
Example – Newton’s Law of Cooling
• This is a model of how the temperature
of an object changes as it loses heat to
the surrounding atmosphere:
Temperature of the object: TObj Room Temperature: TRoom
Newton’s laws states: “The rate of change in the temperature of an object is
proportional to the difference in temperature between the object and the
room temperature”
Form
dTObj
ODE = − (TObj − TRoom )
Solve
dt
ODE
TObj = TRoom + (Tinit − TRoom )e −t
Where Tinit is the initial temperature of the object.
Example – Swinging of a pendulum
Newton’s 2nd law for a rotating object:
◼ Moment of inertia x angular acceleration = Net external torque

d 2q
q ml  2 = −mgl sin q
2

dt
rearrange and divide
through by ml 2
l
where
d q
2
2 =
g
2
+  2
sin q = 0 l
dt
mg
This equation is very difficult to solve.
Notation and Definitions
• Order
• Linearity
• Homogeneity
• Initial Value/Boundary value problems
Order
• The order of a differential equation is just the
order of highest derivative used.

d 2 y dy
.
2
+ =0 2nd order
dt dt

dx d 3x
=x 3 3rd order
dt dt
Order
• The order of a differential equation is just
the order of highest derivative used.

𝑦′=cos𝑡→first order ODE


.
𝑦′′+9𝑦=𝑒−2𝑡→second order ODE
𝑦′𝑦′′′−32𝑦′2=0→third order ODE
Linearity
• The important issue is how the unknown y appears in the
equation. A linear equation involves the dependent variable
(y) and its derivatives by themselves. There must be no
"unusual" nonlinear functions of y or its derivatives.
• A linear equation must have constant coefficients, or
coefficients which depend on the independent variable (t). If
y or its derivatives appear in the coefficient the equation is
non-linear.
Linearity
Linearity
• A crucial classification of differential equations is whether they are
linear or nonlinear. The ordinary differential equation:
𝐹(𝑡,𝑦,𝑦′,𝑦′′,…,𝑦(𝑛))=0
is said to be linear if 𝐹 is a linear function1 of the variables
𝑦,𝑦′,𝑦′′,…,𝑦(𝑛); a similar definition applies to partial differential
equations. Thus the general linear ordinary differential equation of order
𝑛 is:
Linearity – Example 1
dy
+ y = 0 is linear
dt
dx
+ x 2 = 0 is non-linear
dt
dy 2
+t = 0 is linear
dt
dy 2
y + t = 0 is non-linear
dt
Linearity – Example 2
Linearity – Example 2
Linearity – Example 3
In each of case, determine the order of the given partial differential
equation; also state whether the equation is linear or nonlinear. Partial
derivatives are denoted by subscripts.
Linearity – Example 3
Linearity – Summary

Linear Non-linear

2y y2 or sin(y)

dy dy
y
dt dt

(2 + 3 sin t) y (2 − 3 y 2 ) y
2
dy  dy 
t  
dt  dt 
Example 4
Verify that 𝑦=𝑐/𝑥 (𝑐 an arbitrary constant) is a solution of the ODE
𝑥𝑦′=−𝑦
for all 𝑥≠0.
Verification:
𝑦=𝑐/𝑥⇒𝑦′=−𝑐/𝑥2⇒𝑥𝑦′=−𝑐/𝑥=−𝑦.
Example 5
Example 6
Example 6
Example 6
Example 6
Example 6
General Solution, Particular Solution:
➢ When a solution to an ODE contains an arbitrary constant 𝑐 it is called a
general solution. Geometrically, the general solution of an ODE is a
family of infinitely many solution curves, one for each value of the
constant 𝑐.
➢ If we choose a specific 𝑐 we obtain what is called a particular solution of
the ODE. A particular solution does not contain any arbitrary constants.
➢ In example 2, 𝑦=sin𝑥+𝑐 is the general solution to the ODE 𝑦′=cos𝑥; and
𝑦=sin𝑥+3, 𝑦=sin𝑥−1, 𝑦=sin𝑥 are different particular solutions to this
ODE.
➢ In most cases the unique value of the arbitrary constant 𝑐, hence a
particular solution, is obtained from a general solution by an initial
condition like 𝑦(𝑥0)=𝑦0. An ODE, together with an initial condition, is
called an initial value problem.
Example 7
n each of the following cases, determine the values of 𝑟 for which the given
differential equation has solutions of the form 𝑦=𝑒𝑟𝑡.
Example 8
Determine which of the following graphs shows the solution of the
following initial value problem:
Example 8
Example 9
Solve the initial value problem
Example 10
Solve the initial value problem in the following exercises:
Example 10
Solve the initial value problem in the following exercises:
Example 10
Example 10
Solve the initial value problem in the following exercises:
Example 10
Solve the initial value problem in the following exercises:
Example 10
Solve the initial value problem in the following exercises:

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