MATHEMATICAL METHODS FOR ENGINEERS II

(EE203)

Lecture#1
Administrative Topics & Introductions
Prof Koh Hock Lye
SCHOOL OF ENGINEERING
UCSI UNIVERSITY
Jan-Apr 2012
CLASS SCHEDULE
Group 1:
Lectures : Mon & Wed, @K207
Tutorials : Tue, @K 209

IMPORTANT CLASS POLICIES
Be punctual: class attendance, assignments submission.

Be quiet, set your hand phones in silent mode.

No chat or sleeping.

When necessary, students may leave the classroom and
later return to the class quietly.

Class attendance: 80% ruling applies.

No replacement: for tests/midterms.

Penalty: for late submission of Assignments (zero mark
will be given for more than 5 days late).
LEARNING OUTCOMES
Having completed this course, the students will be able
to:

Solve ODE (ordinary differential equations).
Apply Laplace transform to solve differential equations.
Apply Fourier series to solve PDE (partial differential
equations).
Use Power series to solve ODE.
COURSE OUTLINE / TEACHING PLAN
1. ODE (ordinary differential equation)
Separable and linear 1
st
-order equations
Second-order equations reductible to 1
st
-order
Linear n
th
-order equations
Homogeneous equations
Non-homegeneous equations
2. Laplace Transforms
Definition and algebraic properties
Solution of differential equations
Application to step functions and delta functions
3. Series Solutions of ODE
Power series solutions, ordinary and singular points
Introduction to Frobenius solutions
4. Fourier Series and PDE (partial differential equation)
Fourier, Fourier cosine and Fourier sine series and their properties
Introduction to heat, vibration and potential equations with
boundary and/or initial conditions
Linearity, superposition and separation of variables
Solution of PDE by separation of variables and fourier series
Week 1-5
TEST-1 (week 5)
Week
5-10
MIDTERM
(week 10)
Week 11-13
TEST-2
(week 13)
Marking Scheme
TEST-1 10%
MIDTERM 20%
TEST-2 10%
ASSIGNMENTS 10%
FINAL EXAM 50%
TEXBOOK REFERENCES
ADVANCED ENGINEERING MATHEMATICS by
E.Kreyszig, 9
th
ed., 1999, John Wiley.

ADVANCED ENGINEERING MATHEMATICS by
Peter V. Oneil, 2007, Thomson.

A FIRST COURSE IN DIFFERENTIAL EQUATIONS
with Modeling Applications, 6
th
ed., by Dennis G. Zill,
1997.
WELCOME TO EE203
INTRODUCTION OUTLINE
Introduction
ODE and PDE
Order of DE
Linear and Non-linear DE
Homogenous and Non-Homogenous DE

INTRODUCTION
Why do we need to study (the systems of) differential equations?
DE are of fundamental importance in engineering mathematics.

Why is it important?
Many physical system and their relations appear mathematically in the form of
DE. DE is used in many engineering and other applications as mathematical
model of various physical system and other systems (system modeling).

For example:
If a population (of human, animals, bacteria etc..) grows at a rate y=dy/dt (t is
time) equal to population at present y(t). So, the population model is a differential
equation, y=y. From the calculus, the solution has the form y(t)=c.e
t
.


Some applications of differential equations
Some applications of differential equations
DIFFERENTIAL EQUATION: ODE & PDE
ODE and PDE:
A differential equation ( DE) is a relationship between a finite set of functions and its
derivatives.
Differential equations may involve either ordinary or partial derivatives. Those equations
involving ordinary derivatives are called ordinary differential equations (ODE) while those
involving partial derivatives are called partial differential equations (PDE).
An ODE is an equation that contains one or several derivatives of an unknown function
(usually denoted as: f(x), f(t), y(x) or y(t) ) which we want to determine from the
equation. ODE have only one independent variable, whereas PDE have two or more.

Independent and Dependent Variables.
The variables with respect to which differentiation occurs are called independent variables
while those that are differentiated are dependent variables.
y x
dy
df
dx
df
2 4
2
+ = +
Example:
PDE: independent variables, x and y;
dependent variable, f.
t y x
dt
dy
dt
dx
sin 2 2 2 6 = +
This is a coupled ODE; the independent variable is t and the dependent variables are x
and y.
Example:
t y x y x or sin 2 2 2 6 = +
x
dx
df
x
dx
f d
2 cos 4
2
2
=
This is ODE: independent variable is x.
x xf f 2 cos ' 4 ' ' =
or
DIFFERENTIAL EQUATION: THE ORDER OF DE
Another classification of differential equations is in terms of their order. The order of
a differential equation is the degree of the highest derivative that occurs in the
equation.
Examples:

y x
dy
df
dx
df
2 4
2
+ = +
This is a first order PDE.

y x
dy
df
x
dy
f d
dxdy
f d
2 4
2
2
2
3
+ = + This is a third order PDE.

x
dx
df
x
dx
f d
2 cos 4
2
2
=
???

) cos( 2 3 4 t y x
dt
dy
dt
dx
= + +

Coupled 1
st
order ODE.

0 4 0 4
2
2
= + = +
|
.
|

\
|
x x or
dt
dx
dt
dx
???
) cos( 2 3 4 t y x y x = + +
0 4 0 4
2
2
= + = + x x or
dt
dx
dt
x d

or
???
LINEAR AND NONLINEAR DE
x
dx
df
x
dx
f d
2 cos 4
2
2
=
Linear ODE



2
t ty
dt
dy
= +

t
x t
dt
dx
t
2
3
) 1 (
2
+
=
We may informally define linear differential equations as those in which the dependent
variable (commonly denoted as y(t) or y(x)) and their derivatives do not occur as
products, raised to powers or in nonlinear functions (e.g. trigonometric).
A linear DE is any DE that can be written in the form:
Examples:
) ( ) ( ) ( ) ( ' ) ( .... ) ( ) ( ) ( ) (
0 1
) 1 (
1
) (
t r t y t a t y t a t y t a t y t a
n
n
n
n
= + + + +

0 4
2
= +
|
.
|

\
|
dt
dy
dt
dy

t
dt
dy
y
dt
y d
sin 4
2
2
= +

0 sin 4 = + x
dt
dx

( )t y y
dt
dy
= 1
All are non-linear differential equations.

Examples:
HOMOGENEOUS AND NONHOMOGENEOUS EQUATIONS
There is a further classification that can be applied to linear equations: the distinction
between homogeneous and non-homogeneous equations.
We arrange such that all terms containing the dependent variables occur on the left
hand side and those terms involving the independent variables and constant terms
occurs on the right hand side. If R.H.S is zero, the equation is homogeneous. If
R.H.S is not zero, the equation is nonhomogeneous.


y x
y
f
x
f
2 4
2
+ =
c
c
+
c
c

0 4
2
= +
|
.
|

\
|
dt
dx
dt
dx
Example:
Homogenous if r(t)=0, otherwise if r(t)0 it is non-homogenous.
Homogenous
Non-Homogenous
) ( ) ( ) ( ) ( ' ) ( .... ) ( ) ( ) ( ) (
0 1
) 1 (
1
) (
t r t y t a t y t a t y t a t y t a
n
n
n
n
= + + + +

~end~