Differential Equations Main

4/23/2016
DifferentialEquations
Differential Equations
These equations, containing a derivative, involve rates of change so often appear in an
engineering or scientific context.
Solving the equation involves integration.
The order of a differential equation is given by the highest derivative used.

The degree of a differential equation is given by the degree of the power of the highest
derivative used.
Examples :-
http://www.mathsmutt.co.uk/files/diffeq.htm
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Types of differential equations :-
First order Differential Equations

First order Linear Differential Equations
Second order Linear Differential Equations
Second order non homogeneous Differential Equations
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Examples of Differential Equations
First order Differential Equations

Solving by direct integration
The general solution of differential equations of the form
can be found using direct integration.
Substituting the values of the initial conditions will give
Example
Solve the equation
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Example
Find the particular solution of the
differential equation
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given y = 5 when x = 3
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Example
A straight line with gradient 2 passes through
the point (1,3). Find the equation of the line.
A variables separable differential equation is one

in which the equation can be written with all the terms
for one variable on one side of the equation, and the other
terms on the other side.
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Example
Find the general solution of the differential equation
Example
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Find the general solution of the differential equation
Example
Find the particular solution of the differential equation
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given y = 2 when x = 1
Partial fractions are required to break the left hand side of the equation into a form which
can be integrated.
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so
which integrates to general solution
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substitute values for particular solution
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Linear Differential Equations

These are first degree differential equations.
describes a general linear differential equation of order n,

where an(x), an-1(x),etc and f(x) are given functions of x or constants.
Louis Arbogast introduced the differential operator
D = d/dx , which simplifies the general equation to
or
If f(x) = 0 , the equation is called homogeneous.

If f(x) 0 , the equation is non-homogeneous
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First order Linear Differential Equations

To solve equations of the form
1) Express in standard form
where P and Q are functions of x or constants

2) Multiply both sides by the Integrating Factor
3) Write
4) Integrate the right hand side,

use integration by parts if necessary
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5) Divide both sides by the integrating factor.

This gives the General solution.
6) Use any initial conditions to find
particular solutions.
Example
Find a general solution of the equation
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so
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Example
Find a general solution of the equation
where x 2 , and hence find the particular solution

for y = 1 when x=-1
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Second order Linear Differential Equations

To solve equations of the form
1) Write down the auxiliary equation

am2 +bm + c = 0
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(why this works, UCL.ac.uk)

2) Examine the discriminant of the auxiliary equation.
3) For real and distinct roots, m1 and m2,
the general solution is
4) For real and equal roots,

5)For complex conjugate roots,

m1= p + iq and m2 = p - iq ,
6) Use any initial conditions to find the particular solution.
Example
Find the general solution of the equation
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and the particular solution for which

y = 7 when x=0 and dy/dx = 7
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Example
and the particular solution for

y=0 and dy/dx = 3 when x=0
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Example
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Second order non homogeneous Differential Equations

The solution to equations of the form
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has two parts, the complementary function (CF)

and the particular integral (PI).
so Q(x) = CF +PI
The CF is the general solution as described above
for solving homogeneous equations .
The Particular Integral is found by substituting
a form similar to Q(x) into the left hand side equation,
and equating co-efficients.
If Q(x) is a linear function, try y = Cx +D
If Q(x) is quadratic, try Cx2 +Dx +E

If Q(x) is wave function, try CSinx +Dcosx
If Q(x) is a constant, try y = C
If Q(x) is ekx, try y = Cekx
The PI cannot have the same form as anyof the terms in the CF,
so care has to be taken to ensure that this is not the case.
In such a situation, an extra x term is usually introduced to the PI.
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A particular solution is found by substituting initial conditions into the general solution. Do
not just use the CF!!!

Example
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Example
and the particular solution for

y=0 and dy/dx = 5 when x=0
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Now, substitute these back into the original equation
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Now find the particular solution
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Phew!!
More Info
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http://en.wikipedia.org/wiki/Differential_equation
http://en.wikipedia.org/wiki/Ordinary_differential_equation
http://en.wikipedia.org/wiki/Linear_differential_equation
http://en.wikipedia.org/wiki/Superposition_principle
http://en.wikipedia.org/wiki/Integrating_factor
Some examples of differential equations
http://en.wikipedia.org/wiki/Examples_of_differential_equations
http://en.wikipedia.org/wiki/RC_circuit
http://en.wikipedia.org/wiki/Classical_mechanics
http://en.wikipedia.org/wiki/Dynamical_systems
http://en.wikipedia.org/wiki/Numerical_methods
http://en.wikipedia.org/wiki/Newton%27s_Laws
http://en.wikipedia.org/wiki/Radioactive_decay
http://en.wikipedia.org/wiki/Wave_equation
http://en.wikipedia.org/wiki/Schr%C3%B6dinger_equation
http://en.wikipedia.org/wiki/Shallow_water_equations
http://en.wikipedia.org/wiki/Maxwell%27s_equations
http://en.wikipedia.org/wiki/Harmonic_oscillator
http://en.wikipedia.org/wiki/Vector_space
http://en.wikipedia.org/wiki/Method_of_undetermined_coefficients
http://en.wikipedia.org/wiki/Euler%27s_formula
http://en.wikipedia.org/wiki/Poisson%27s_equation
http://en.wikipedia.org/wiki/Quantum_mechanics
http://en.wikipedia.org/wiki/Verhulst_equation
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4/23/2016

The order of a differential equation is given by the highest derivative used.

Types of differential equations :-

First order Differential Equations

Examples of Differential Equations

First order Differential Equations

A variables separable differential equation is one

Find the general solution of the differential equation

which integrates to general solution

substitute values for particular solution

Linear Differential Equations

describes a general linear differential equation of order n,

If f(x) = 0 , the equation is called homogeneous.

First order Linear Differential Equations

1) Express in standard form

where P and Q are functions of x or constants

4) Integrate the right hand side,

5) Divide both sides by the integrating factor.

where x 2 , and hence find the particular solution

Second order Linear Differential Equations

1) Write down the auxiliary equation

(why this works, UCL.ac.uk)

4) For real and equal roots,

5)For complex conjugate roots,

6) Use any initial conditions to find the particular solution.

and the particular solution for which

and the particular solution for

Second order non homogeneous Differential Equations

has two parts, the complementary function (CF)

If Q(x) is a linear function, try y = Cx +D

If Q(x) is quadratic, try Cx2 +Dx +E

not just use the CF!!!

Find the general solution of the equation

and the particular solution for

Now, substitute these back into the original equation

Now find the particular solution

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