Southern Technical University
Engineering Technical College /Basrah
Department of Thermal Mechanical Engineering
MATHEMATICS II
Lecturer
Hadeel Omar Alkhaled
Chapter 5
Differential Equations
Differential Equations
Differential Equations
A differential equation is an equation that involves one or more derivatives.
Differential equations are classified by:
1. Type: there are two type
A- Ordinary differential equation:- Equation which involve only
one independent variable is called ordinary differential equation .
For example
1-
Is Ordinary differential equation, y is unknown function
(dependent variable) and x is independent variable.
2- =cosx
Is Ordinary differential equation, is y unknown function
(dependent variable) and x is independent variable.
B- Partial differential equation:-Equation which involve more than
one independent variable called Partial differential equation
For example
Is [Link] equation, is z unknown function (dependent
variable) x and y is independent variable.
2. Order: The order of differential equation is the highest order
derivative that occurs in the equation.
3. Degree: The exponent of the highest power of the highest order
derivative.
For examples
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Differential Equations
H.W:
Definition
The solution of the differential equation in the unknown function y and
the independent variable x is a function y(x) that satisfies the differential
equation.
i.e. any equation satisfying the differential equation is called solution of
the differential equation
Exercise: Show that is a solution to y''+4y=0
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First Ordinary Differential Equations
Ordinary Differential Equations are equation which involve only one
independent variable
To solve the first order first degree differential equations we have the
following cases
1- Variable Separable
First order differential equations. can be solved by integration if it is
possible to collect all y terms with dy and all x terms with dx, that is, if it
is possible to write the differential equations. in the form
Ex 1:- Solve
by integral of two sides
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Differential Equations
H.W:
Exercise: Separate the variables and solve.
1-
2-
3-
4-
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Differential Equations
2- Homogeneous
Definition : A function of f(x, y) is said to be homogenous of degree n if
Where k is constant
For example
is a homogenous function of degree two .
Now, When the differential equation as form
Where M and N are function of x and y is called homogenous if satisfy
the condition
Where k is constant
For example
1-
The equation is a homogenous
2-
The equation is not homogenous
If the equation is homogeneous we can solved by the following method
:-
Put in the form
To solve it put
Substitute in eq. (1) gives
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Differential Equations
(Separable D.E)
Integration of both sides given the final solution
Example
Solve
Solution
,
are hom.
(1)
Let
Substitute in eq. (1) gives
Integration of both sides given the final solution
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Differential Equations
Solve
1-
2-
3-Exact
A differential equation is said to be exact if
and only
if
For example
1- The equation isexact
because the partial derivative
are equal.
2- The equation is not exact
because the partial derivative
are not equal.
Steps for solving an Exact differential equation
1- Match the equation to the form to identify M
and N.
2- Integrate M(or N) with respect to x (or y) , writing the constant of
integration as g(y) or g(x) .
3- Differential with respect to y (or x) and set the result equal to N (or M) to
find .
4- Integral to find g(y) or g(x).
5- Write the solution of the exact equation as f(x, y)=c
Example
Solve
Solution
The equation is exact because
are equal.
Step1 Match the equation to the form to identify
M.
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Differential Equations
Step2Integrate M with respect to x , writing the constant of integration as
g(y) .
Step3 Differential with respect y and set the result
equal to N to find .
Step4 Integral to find g(y).
Step5 Write the solution of the exact equation as f(x, y)=c
H.W:
Solve the following equation
1-
2-
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Differential Equations Section4
4-First – order linear differential equation
A differential equation that can be written in the form
Where P and Q are function of the x is called a linear first orde
equation .
The solution is
Where
Steps for solving a linear order equation
1- Put it in standard form and identify the functions P(x) and Q(x).
2- Find an integral of p(x) i.e
3- Find the integrating factor
4- Find y using the following equation
, where c is
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Differential Equations
Example
Solve
Solution
Step1 Put the equation in standard form and identify the functions
P(x) and Q(x).To do so ,we divide both sides of the equation by
the coefficient of , In this case x , obtaining
Step2 Find an integral of p(x)
Step3 Find the integrating factor
Step4 Find the soluation
, where c is
The solution is the function
H.W:
Solve the following equations
1-
2-
3-
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Differential Equations
5- The Bernoulli Equation
The equation ---(1)
if called Bernoulli equation. We shall show transform this equation to
linear equation. In fact we must reduce this equation to linear , product
eq.(1 ) by
----- (2)
Let
or
Put in (2)
or
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Example
Solve the following differential equation
Solution
----(1)
Let
put in eq.(1)
The solution
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Differential Equations
Second Order Linear Homogeneous
Equation
The linear equation
If then it is called homogeneous ; otherwise it is called non-
homogeneous
Linear Differenential operator
It is convenient to introduce the symbol to respect the operation of
differenential with respect to x. That is, we write to mean .
Furthermore, we define power of to mean taking successive derivative:
The Characteristic Equation
The linear second order equation with constant real- number
coefficient is
Or, in operator notation
Solution of depended on root and
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Root and Solution
Real and unequal
Real and equal
Complex conjugate
Example: solve the following equations
a)
b)
c)
d)
Solution
a)
The characteristic equation is
The solution is
The characteristic equation is
The solution is
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Differential Equations
C)
The characteristic equation is
The solution is
d)
The characteristic equation is
The solution is
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Differential Equations
Second order Non-homogeneous Linear Equations
Now, we solve non-homogeneous equations of the form
The procedure has three basic steps.
First: we find the homogeneous solution ( stand for homogeneous)
of the reduced equation.
Second: we find a particular solution of the complete equation.
Finally: we add to to form the general solution of the complete
equation. So, the final solution is
Methods to find the particular solution
1) Variation of parameters:
This method assumes we already know the homogeneous solution
the method consists of replacing the constants and by function
and , then requiring that the new expression
and by solving the following two equations
for the un know function and using the following matrix notation
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Differential Equations
Finally and can be found by integration.
In appling the method of Variation of parameters to find the particular
solution, the following steps are taken:
i. Find and using the following equation
ii. Integrate and to find and .
iii. Write the particular solution
Example: solve the equation
Solution: the homogeneous solution can be found using the reduced
equation
The characteristic equation is and the roots of this
equation are and , so
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Differential Equations
The general solution is
Example: solve the equation
solution
the characteristic equation is
the roots are
the solution is
from that we have
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Differential Equations
Let
Let , ,
Let ,
the particular solution is
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The complete solution is
2) Undetermined coefficients: this method gives us the particular
solution for selected equations.
The method of undetermined coefficients for selected equation of
the form
If has a term of the expression for
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Differential Equations
Important Note: this expression used for should not have any term
similar to the terms of the . Otherwise, multiplying the term that is
similar to repeating by until it becomes different.
Example: solve the equation
b)
c)
d)
Solution: a) The homogeneous solution can be found using the
reduced equation
the characteristic equation is
the roots are
Since then let . But, is similar the second
term of the . So, let . Again is also similar to the
first term of the . Finally, let
substituting into the differential equation
we get
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Differential Equations
the general solution is
b) The homogeneous solution can be found using the reduced equation
the characteristic equation is
the roots are and
Since then let .
But, is similar to the first term of the homogeneous solution. So, let
substituting into the differential equation
we get
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Differential Equations
So,
the general solution is
c) The homogeneous solution can be found using the reduced equation
the characteristic equation is
the roots are and
Since then let
substituting in to differential equation
we get
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Differential Equations
So,
the general solution is
Application of Differential Equation
Example: For the circuit shown below. Find expression for the current
if .
Solution:
and
now
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Differential Equations
Example: For the circuit shown below. Find the current if
.
Solution:
Using Linear O.D.E
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