QF202 Differential Equations 1 Topic 1 Introduction to Differential Equations
Topic 1 Introduction to Differential Equations
Learning Objectives:
QF202 Differential Equations
After going through this topic, students will be able to
Learning Objectives
Acquire a good understanding on differential equations.
Applications of differential equations Classifications of differential equations
Solution types of differential equations
Topic 1 Introduction to Differential Equations
Definition (Differential Equations)
A differential equation is an equation that defines a relationship between a function and one or more derivatives (ordinary derivatives or partial derivatives) of that function. Quick Review:
QF202 Differential Equations
Topic 1 Introduction to Differential Equations
Equations An expression that contains a =, usually having one or more unknowns (values or functions). A real-life problem is usually modeled as an equation with the unknowns which are of interest. The solution to the equation will be the solution to the real-life problem. Functions A rule (or a mapping) that associates an input to an output. Input can be a single value (single-variable functions) or a vector of values (multivariable functions), so is the output. Derivatives The instantaneous rate of change of a function at a level with respect to its inputs. For a single-variable function, we have ordinary derivatives. For multi-variable functions, we have partial derivatives. Repeated operation of differentiations result higher order derivatives and cross partial derivatives.
QF202 Differential Equations 4 Topic 1 Introduction to Differential Equations
Application 1: Population Growth Model
(DE02)
(DE01)
QF202 Differential Equations 5 Topic 1 Introduction to Differential Equations
Application 2: Newtons Law of Cooling
(DE03)
QF202 Differential Equations 6 Topic 1 Introduction to Differential Equations
Application 3: Harmonic Oscillator
(DE06)
(DE05)
(DE04)
QF202 Differential Equations 7 Topic 1 Introduction to Differential Equations
Application 4: Affine Term Structure Models of Interest Rates
(DE07)
QF202 Differential Equations 8 Topic 1 Introduction to Differential Equations
Application 5: Heat Equation
(DE10)
(DE09)
(DE08)
QF202 Differential Equations 9 Topic 1 Introduction to Differential Equations
Application 6: Wave Equation
(DE11)
QF202 Differential Equations 10 Topic 1 Introduction to Differential Equations
Application 7: Maxwell Equations
(DE12)
QF202 Differential Equations 11 Topic 1 Introduction to Differential Equations
Application 8: Navier-Stokes Equations
(DE13)
QF202 Differential Equations 12 Topic 1 Introduction to Differential Equations
Application 9: Schr dinger Equation
(DE15)
(DE14)
QF202 Differential Equations 13 Topic 1 Introduction to Differential Equations
Application 10: Black-Scholes Equation
(DE16)
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Classification of Differential Equations (type)
Ordinary differential equations (ODEs) An ODE is a differential equation that does not involve partial derivatives.
QF202 Differential Equations
Partial differential equations (PDEs) A PDE is a differential equation that involves partial derivatives.
Classification of Differential Equations (order)
The order of a differential equation is the highest derivative that appears in the differential equation.
Topic 1 Introduction to Differential Equations
QF202 Differential Equations 15 Topic 1 Introduction to Differential Equations
Classification of Differential Equations (linearity)
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So, differential equations DE01 to DE16 are
(DE01) (DE02) (DE03) (DE04) ODE/PDE ODE/PDE ODE/PDE ODE/PDE ODE/PDE ODE/PDE ODE/PDE ODE/PDE ODE/PDE ODE/PDE Order:_1_ Order:_1_ Order:_1_ Order:_2_ Order:_2_ Order:_2_ Order:_1_ Order:_2_ Order:_2_ Order:_2_ Linear/Nonlinear Linear/Nonlinear Linear/Nonlinear Linear/Nonlinear Linear/Nonlinear Linear/Nonlinear Linear/Nonlinear Linear/Nonlinear Linear/Nonlinear Linear/Nonlinear
QF202 Differential Equations
(DE05) (DE06) (DE07) (DE08) (DE09) (DE10)
(DE11)
(DE12)
Topic 1 Introduction to Differential Equations
system system
ODE/PDE
ODE/PDE ODE/PDE ODE/PDE ODE/PDE ODE/PDE
Order:_2_
Order:_2_ Order:_2_ Order:_2_ Order:_2_ Order:_2_
Linear/Nonlinear
Linear/Nonlinear Linear/Nonlinear Linear/Nonlinear Linear/Nonlinear Linear/Nonlinear
(DE13) (DE14) (DE15) (DE16)
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Lesson Plan (revisited)
ODE
First-order
Analytical
QF202 Differential Equations
Numerical
High-order
PDE
Analytical
Numerical Topic 1 Introduction to Differential Equations
QF202 Differential Equations 18 Topic 1 Introduction to Differential Equations
Solution of a Differential Equations
QF202 Differential Equations Topic 1 Introduction to Differential Equations
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Number of Solutions
A differential equation usually possesses an infinite number of solutions.
QF202 Differential Equations 20 Topic 1 Introduction to Differential Equations
Piecewise-Defined Solution
QF202 Differential Equations 21 Topic 1 Introduction to Differential Equations
Explicit and Implicit Solutions
QF202 Differential Equations 22 Topic 1 Introduction to Differential Equations
Further Terminology
QF202 Differential Equations
23
This is a one-parameter family of solutions.
Topic 1 Introduction to Differential Equations
This is a singular solution.
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Summary:
QF202 Differential Equations
In Topic 1, we learned
Applications of differential equations.
Summary
Classification of a differential equation by its type, its order and by
whether it is linear or nonlinear.
Types and properties of solutions of differential equations.
Topic 1 Introduction to Differential Equations