Definitions and 1.
1
Terminology
DEFINITION: differential
equation
An equation containing the
derivative of one or more
dependent variables, with
respect to one or more
independent variables is said to
be a differential equation
.(DE)
Definitions and 1.1
Terminology
Definition of a Derivative
If y f (x) , the derivative ofy orf (x)
With respect to x is defined as
dy f ( x h) f ( x )
lim
dx h 0 h
' df '
The derivative is also denotedyby, f or( x)
dx
Definitions and 1.1
Terminology
Recall the Exponential function
2x
y f ( x) e
dependent variable: y
independent variable: x
dy d (e 2 x ) 2 x d (2 x) 2x
e 2e 2 y
dx dx dx
Definitions and 1.1
Terminology
Differential Equation:
Equations that involve dependent
variables and
their derivatives with respect to the
independent
variables.
Differential Equations are
classified by
type, order and linearity.
Definitions and 1.1
Terminology
Differential Equations are classified
by
type, order and linearity.
TYPE
There are two main types of
differential equation: “ordinary”
.”and “partial
Definitions and 1.1
Terminology
Ordinary differential equation
(ODE)
Differential equations that involve only
ONE independent variable are called
ordinary differential equations.
Examples:
dy d2y dy dx dy
5 y e x 6 y 0 2 x y
dx ,dx dx
2
, dt
anddt
only ordinary (or total ) derivatives
Definitions and 1.1
Terminology
Partial differential equation
(PDE)
Differential equations that involve
two or more independent variables are
called
partial differential equations.
2u 2u
Examples: u u v
2
x 2 t 2 t y x
and
only partial derivatives
Definitions and 1.1
Terminology
ORDER
The order of a differential equation
is the order of the highest
.derivative found in the DE
2 3
d y dy x
5 4 y e
dx 2 dx
second order first order
Definitions and 1.1
Terminology
xy y e
' 2 x
first F ( x, y , y ) 0
'
order
y x
'' 3
second order F ( x, y, y , y ) 0
' ''
Definitions and 1.1
Terminology
LINEAR or NONLINEAR
An n -th order differential equation is said to
' (n)
F ( x
be linear if the function , y , y ,...... y ) 0
is linear in the variablesy, y ' ,... y ( n 1)
dny d n 1 y dy
an ( x) a n 1 ( x) ... a1 ( x) a0 ( x ) y g ( x )
dx n dx n 1 dx
there are no multiplications among dependent
variables and their derivatives. All
coefficients are functions of independent
variables.
A nonlinear ODE is one that is not linear, i.e. does
.not have the above form
Definitions and 1.1
Terminology
LINEAR or NONLINEAR
The characteristic two properties of a
:linear ODE are as follows
Definitions and 1.1
Terminology
LINEAR or NONLINEAR
dy
or ( y x)dx 4 xdy 0 4 x ( y x) 0
dx
linear first-order ordinary differential
equation
'' '
y 2 y y 0
linear second-order ordinary differential
equation
3
d y dy
3x 5 y e x
dx 3 dx
linear third-order ordinary differential
Definitions and 1.1
Terminology
LINEAR or NONLINEAR
' x
(1 y ) ydepends
coefficient 2 y e on y
nonlinear first-order ordinary differential
equationd2y
2
sin( y ) 0
dx
nonlinear function of y
nonlinear
4 second-order ordinary differential
equationd y y 2 0
dx 4
power not 1
nonlinear fourth-order ordinary differential
Definitions and 1.1
Terminology
x'' + x = 0 is linear
x'' + 2x' + x = 0 is linear
x' + 1/x = 0 is non-linear because 1/x is not a first power
x' + x2 = 0 is non-linear because x2 is not a first power
x'' + sin(x) = 0 is non-linear because sin(x) is not a first power
x x' = 1 is non-linear because x' is multiplied by x
Definitions and 1.1
Terminology
Solutions of ODEs
DEFINITION: solution of an ODE
Any function , defined on an interval I and
possessing at least n derivatives that are
continuous
on I, which when substituted into an n-th
order ODE reduces the equation to an
identity, is said to be a solution of the
.equation on the interval
.)Zill, Definition 1.1, page 8(
Definitions and 1.1
Terminology
Namely, a solution of an n-th order ODE
is a function which possesses at least
n
derivatives
F ( x, ( x), and
'
( x), for
( n )which
( x)) 0
for all x in I
We say that satisfies the differential
.equation on I
Definitions and 1.1
Terminology
Verification of a solution by substitution
'' ' x
:Example y 2 y y 0 ; y xe
' x x '' x x
y xe e , y xe 2e
:left hand side
y '' 2 y ' y ( xe x 2e x ) 2( xe x e x ) xe x 0
right-hand side:0
Definitions and 1.1
Terminology
DEFINITION: solution curve
A graph of the solution of an ODE is called
a solution curve, or an integral curve
.of the equation
Definitions and 1.1
Terminology
Verification of a solution by substitution
:Example y ' y 2
φ( x) 2 ke x
y ' y 2
φ( x) 2 ke x
φ ( x) ke
' x
φ ( x) φ( x) ke 2 ke 2
' x x
Definitions and 1.1
Terminology
Verification of a solution by substitution
:Example y
y 1
'
x
, φ( x) x ln( x) Cx for all x 0
φ ' ( x) ln( x) 1 C
x ln( x) Cx φ( x )
φ ( x)
'
1 1
x x
1
y ( xe x e x c)
x
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Figure 1.2 Integral curves of y’ + ¹ y
= ex
for c =0,5,20, -6, and –10. x