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Dierential Eqn. Lecture Notes 1

Introduction and Elementary Concepts

The laws of the universe are written in the language of mathematics. Algebra is sucient to solve many static problems, but the most interesting natural phenomena involve change are described by equations that relate changing quantities. Since, the derivative dy = f (t) of the function y = f (t) is changing with respect to the dt independent variable t, it is natural that equations involving derivatives are frequently used to describe the changing universe. Denition 1 An equation relating an unknown function and one or more of its derivatives is called a dierential equation. Example 1 The followings are some examples of dierential equations: 1. dy = cosx dx d2 y + k2y = 0 dx2 u 2u 2u = h2 ( 2 + 2 ) t x y dy d2 y + ( )3 8y = 0 2 dx dx

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Denition 2 An Ordinary Dierential Equation (ODE) is an equation involving derivatives with respect to a single independent variable. In general, if y is function of x only and dy d2 dn y its derivatives dx = y , dxy = y ,..., dxn = y (n) for all n 3, then 2 F (x, y, y , y , ..., y n ) = 0 is an ODE. Denition 3 The order of an ordinary dierential equation is the order of its highest derivative. Example 2 2. xy + 5y = 0 is a second order ODE. 1 1. 3y + xy 2 = 0 is a rst order ODE.

Denition 4 An ODE is said to be linear if it is a linear function of the variables y, y , y , ..., y n . Hence, the general form of a linear ODE is a0 (x)y + a1 (x)y + a2 (x)y + ... + an (x)y (n) = q(x). A nonlinear ODE is any ODE that cannot be written in the above form. Example 3 2. x2 y + 5y = 0 is linear. 3. xy + x3 y + 2y = 0 is linear. 4. y + y 3 = 0 is nonlinear. Example 4 For each of the following, state whether the equation is ordinary or partial, linear or nonlinear, and give its order. 1. d2 x + k2x = 0 dt2 2w 2w = a2 2 t2 x (x2 + y 2 )dx + 2xydy = 0 4. y + P (x)y = Q(x) 5. y 3y + 2y = 0 6. yy = x 7. 2u 2u 2u + + =0 x2 y 2 z 2 d3 w 2 dw ( 3 ) 2( )4 + yw = 0 dx dx 2 1. 3y + xy 2 = 0 is nonlinear. (1)

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9. x(y )3 + (y )4 y = 0 10. y + 2y 8y = x2 + cosx Denition 5 A continuous function u = u(x) is a solution of ordinary dierential equation on an interval I, if the derivatives of u until the order of ODE exist on I and u satises the ordinary dierential equation on I. Example 5 Let us verify that y = e2x is a solution of the equation d2 y dy + 6y = 0. (2) dx2 dx We substitute our tentative solution into the equation and nd that for all values of x d2 y dy + 6y = 4e2x + 2e2x 6e2x 0 dx2 dx which completes the desired verication. Example 6 In Problems 1 through 7, verify by substitution that each given function is a solution of the given dierential equation 1. y = 3x2 ; y = x3 + 7 2. y + 2y = 0; y = 3e2x 3. y + 4y = 0; y1 = cos2x, y2 = sin2x 4. y 2y + 2y = 0; y1 = ex cosx, y2 = ex sinx 5. y + 2xy 2 = 0; y = 6. x2 y + xy y = lnx; y = x lnx 7. x2 y xy + 2y = 0; y1 = xcos(lnx), y2 = xsin(lnx) Example 7 In the following examples substitute y = erx into the given dierential equation to determine all the values of the constant r for which y = erx is a solution of the equation. 3 1 1 + x2

1. 3y = 2y 2. 4y = y 3. y + y 2y = 0 4. 3y + 3y 4y = 0 In this rst chapter we mainly concentrate on rst-order dierential equations of the form dy = f (x, y) dx (3)

Denition 6 A rst order dierential equation (3) with initial condition y(x0 ) = y0 is called an initial value problem (IVP). To solve the initial value problem dy = f (x, y), dx y(x0 ) = y0 (4)

means to nd a dierentiable function y = y(x) that satises both conditions in (4) on some interval containing x0 . Example 8 In the following examples rst verify that y(x) satises the given dierential equation. Then determine the value of the constant C so that y(x) satises the given initial condition. 1. y + y = 0; 2. y = y + 1; y(x) = Cex , y(0) = 2. y(0) = 5. y(2) = 1. y(1) = 17. y(0) = 1. y() = 0.

y(x) = Cex 1,

dy 3. x dx + 3y = 2x5 ;

y(x) = 1 x5 + Cx3 , 4 y(x) = x3 (C + lnx),

4. xy 3y = x3 ;

5. y = 3x2 (y 2 + 1); 6. y + ytanx = cosx;

y(x) = tan(x3 + C), y(x) = (x + C)cosx,