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- Test Bank and Soluiton 2018 -2019 List 1
- Applications of Differential Equations
- first order differential equation (applications)
- Applications of Differential Equations in Engineering
- Elementary Differential Equations and Boundary Value Problems
- The History of Differential Equations,1670–1950
- Applications of Differential Equations
- SB Binomial Distribution
- 2010 Besavilla - Surveying
- Differential Equation - Problem Set.docx
- Lecture 3--Surveying Fieldwork and Instrumentation
- FINAL Exam Schedule, 1st Semester 2017-2018
- HBMHBFBMB203875
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- Final
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The simplest differential equations are found in the works of I. Newton and G.

von Leibniz. The term “differential equation” belongs to Leibniz. While creating

the calculus of fluxions and fluents, Newton posed two problems: (1) given a

relation between fluents, find the relation between their fluxions and (2) given an

equation containing fluxions, find the relation between the fluents. From the

modern point of view, the first problem (finding the derivatives of functions) falls

under differential calculus, while the second forms the content of the theory of

ordinary differential equations. Newton regarded the task of finding the indefinite

integral F(x) of the functionf(x) as a special case of his second problem. For

Newton, the founder of mathematical natural science, such an approach was

wholly justified: in most cases, the laws of nature, which govern various

processes, are expressed in the form of differential equations, and the

calculation of the course of these processes reduces to the solution of differential

equations.

The following two simple examples can serve as an illustration of what has been

said.

temperature is equal to zero, then under certain conditions we may

assume that the increment ΔT (negative whenT > 0) of its temperature

over a short interval of time Δt can be expressed with sufficient accuracy

by the formula

ΔT=-kTΔt

we assume that the exactly corresponding limit relation between the

differentials.

dT=-kTdt ------------------------------------(1)

T=-kT

holds, where ’T’ denotes the derivative with respect to it. To solve this

differential equation, or, as we say, to integrate it, is to find the functions that

satisfy it. For equation (1) all such functions (that is, all its particular solutions)

have the form

T= ------------------------------------- (2)

general solution of equation (1).

(Figure 1, a). If we stretch the spring (Figure 1, b), then the equilibrium is

disturbed and the weight is set in motion. I fx(t) denotes the magnitude of the

body’s deviation from the state of equilibrium at time t, then the acceleration of

the body is expressed by the second derivative x” (t). If the spring is stretched

by a small amount, then, according to the theory of elasticity, the force m x”(t) is

proportional to the deviation x(t). Thus, one obtains the differential equation

mx”(t) = -kx(t)

and shows that the body will undergo harmonic oscillations (see Figure 1, c).

elaborated

and L.

Euler).

involve the

partial

independent variables. The order of the differential equation is the highest order

of the

The relation

(A) F(x,y,z”) = 0

between the independent variablex, the unknown functiony, and its derivative y’

= dy/dx

function (for

the present we will examine only equations of this type). If equation (A) can be

solved

(B) y’ = f(x,y)

questions of

f(x,y)dx - dy = 0

equivalent, that

Let y = y(x) be a solution of equation (B). In geometric terms this means that in a

rectangular coordinate system the slope of the tangent to the curve y = y(x) at

each of its

points M(x, y) has the value k =f(x, y). Thus, the problem of finding the solution y

= y(x)

reduces to the following problem: at each point of some domain in the plane we

are given

a “direction,” and it is necessary to find all curves whose direction at any pointM

is the

same as the preassigned direction atM. If the function f(x, y) is continuous, then

this

direction changes continuously withM. To give a graphic representation of the

sufficiently

large number of points distributed with sufficient density over the entire domain

under

consideration, short dashes with the direction given for these points. In Figure 2

this is

done for the equation y1 = y2. The figure enables us to visualize the graphs of

the solution

shows that

the general solution of this equation isy = 1/(C - x). In Figure 2 the integral

curves

Figure 2

The graph of any single-valued function y = y(x) intersects every straight line

parallel to

theOy axis only once. Such, consequently, are the integral curves of any

equation (B)

for the

form of integral curves arise in connection with equations of type (C). With the

aid of the

pair of continuous functions P(x, y) and Q(x, y), it is possible to define any

continuous

direction field. The problem of integrating equations of type (C) coincides with

the purely

integral

that no

definite direction corresponds to the points (x0, y0), at which both functions P(x,

y) and

Q(x, y) vanish. Such points are called singular points of the equation (C)

ydx + xdy = 0

of the latter equation becomes

meaningless forx = 0

field and the family of integral curves,

which in

are shown in Figure 3. The origin (x =

0,y - 0) is a

equation. The integral curves of the

equation

ydx = xdy = 0

rays from the origin. The origin is a

singular point

of the equation

Figure 4

Figure 3

first

order suggests that through each interior pointM of a domainG with a given

continuous

The

existence proof was supplied by G. Peano. On the other hand, the uniqueness

part of this

equation as

whose right-hand side is continuous in the entire plane, the integral curves have

the form

point is

violated at all points of the x axis.

Uniqueness, that is, the assertion that there is just one integral curve passing

through a

given point, holds for equations of type (B) with a continuous right-hand side

under the

respect toy

condition: there exists a constantL such that in the domain under consideration

we have the inequality |f(x,y1) - f(x,y2)|<L|y1 - y2| This condition is most

frequently cited in textbooks as a sufficient condition of uniqueness. From the

analytic point of view, the existence and uniqueness theorems for equations of

type (B) signify the following: if the appropriate conditions are fulfilled [for

example, the function f(x,y) is continuous and has a bounded derivative with

respect toy], then the assignment of an initial value y0 =

y(x0) of the function y(x) for an “initial value” x0 of the independent variable x

singles out one definite solution from the family of all solutionsy(x). For example,

if for equation (1) we require that at the initial timet0 =0 the temperature of the

body be equal to the initial value T0, then we will have singled out a definite

solution satisfying the given initial conditions from the infinite family of solutions

of (2): T(t) = T0e- kt This example is typical: in mechanics and physics

differential equations usually determine the general laws of the course of some

phenomenon. However, in order to obtain definite quantitative results from these

laws, it is necessary to specify data pertaining to the initial state of the physical

system being studied at some definite “initial moment” t0. If the conditions of

uniqueness are fulfilled, then the solutiony(x) that satisfies the conditiony(x0)

=y0 can be written in the form (5) y(x) = Φ(x;x0+y0) in which x0 andy0 enter as

parameters. The function Φ(x; x0,y0) of the three variablesx, x0, and y0 is

determined uniquely by equation (B). It is important to note that given a

sufficiently small change in the field (the right-hand side of the differential

equation), the function Φ x0, y0) changes arbitrarily little over some finite

interval asx varies—in other words, there is a continuous dependence of the

solution on the right-hand side of the differential equation. If the right-hand

respect toy is bounded (or satisfies a Lipschitz condition), then Φ(x; x0, y0) is

again continuous with respect to x0 andy0.

the point (x0, yj, then all the integral curves passing through a sufficiently small

neighborhood of the point (x0 , y0) intersect the vertical linex = x0 and each of

them is determined by the ordinatey =C of its point of intersection with this line

(see Figure6). Thus, all these solutions belong to the family with the single

parameterC:

yx = F(x,C)

the picture can be more complex. The question of the behavior of the integral

curves “in the large” rather than in the neighborhood of the point (x0 ,y0) is also

quite complex.

It is natural to pose the converse problem: given a family of curves depending on

a parameter C, find a differential equation for which the curves of the given

family would serve as integral curves. The general method of solving this

problem consists in the following. Considering the family of curves in the xOy

plane to be defined by the relation

(6) F(x,y,C) = 0

eliminate the parameterC from the two equations (6) and (7) or (6) and (8). If a

differential equation is obtained from the relation (6) in this manner, then this

relation is called the general integral of the differential equation. The same

differential equation can have many different general integrals. After finding the

general integral for a given differential equation, it still proves necessary,

generally speaking, to check whether the differential equation has additional

solutions not contained in the family of integral curves (6).

(9) (x - C)3 - y = 0

3(x - c)2 - y’ = 0

solutions (9), equation (10) has the solution

(11)y ≡0

where –∞ ≤C1 ≤C2 ≤ +∞ (Figure 7). This solution depends on the two

parametersC1 and C2 but is formed from segments of curves of the one-

parameter family (9) and a segment of the singular solution (11).

differential equation. As another example we examine the family of lines

A singular integral curve of this differential equation is the parabola

X^2 - y= 0

which is the envelope of the lines (12) (Figure 8). This situation is typical:

singular integral curves are usually envelopes of the family of integral curves of

the general solution

EQUATIONS. Differential equations of thenth order in one unknown functiony(x)

of the independent variablex are written as follows:

then equation (13) can be replaced by a system ofn equations of the first order

inn unknown functions. For this it is sufficient to add to then-1 equations (14) the

equation

F(x, y, y1, y2, . . . , yn- n, y’n- n) = 0

equations of the first order in an analogous manner. In mechanics the reduction

of a system of equations of the second order to a system of twice as many

equations of the first order has a simple mechanical meaning. For example, by

introducing the componentsu, v, andw of velocity as new variables we can

reduce the system of three equations of the motion of a material point

mxn = P(x,y,z)

myn = Q(x,y,z)

mzn = R(x,y,z)

of six equations:

mu’ = P(x,y,z)

mv’ = Q(x,y,z)

mw’ = R(x,y,z)

u = x’

v = y’

w = z’

Of greatest value are the systems in which the number of equations is equal to

the number of unknown functions. A system ofn equations of the first order inn

unknown functions, which is solved with respect to the derivatives, has the form

A solution of the system of differential equations (a) is a system of

functionsx1,x£t), … , xn(t), which, when substituted in the equations (a), satisfies

them. One frequently encounters systems of type (a), in which the right-hand

sides do not depend onf. In this case, the study of the system (a) essentially

reduces to the study of the system of the (n-l) equations, which it is advisable to

write in the symmetric form without predetermining on which of the variablesxl

x2 , … , xn the remainingn - 1 variables are supposed to depend. By considering

x = (x1 x2, … , xn) as a vector, it is possible to write the system (a) in the form

of one vector equation:

which allows extensive use of the analogy with the theory of one equation of the

first order of type (B). In particular, it turns out that for the system (a) the basic

results concerning the existence and uniqueness of the solution of the initial

value problem remain in force: if in a neighborhood of the point (t0, x1°, x2°, … ,

-xn°) all functionsFt are continuous in all the variables t, x1x2, … , xn and have

bounded derivatives with respect to the variables x1x2, xn, then the assignment

of the initial values xi(t0) = xi0, for i = 1, 2, … , n, determines a unique solution

of the system (a). This explains the fact that, generally speaking, the solution of

a system of n equations of the first order inn unknown functions depends onn

parameters. In the case of the above-cited specific examples of differential

equations, the general solution can be expressed in terms of elementary

functions. The classes of differential equations which admit this type of solution

have been studied in detail. Often a more general point of view is adopted,

namely, we consider a differential equation “solved,” if the required connection

between the variables (and the parameters c1, c2, … , which are a part of the

general solution) can be expressed in terms of elementary functions and their

integrals (“the solution is expressed in quadratures”). A general method for

finding solutions of differential equations is expansion in power series. For

example, if the right-hand sides of equations of type (a) are holomorphic in a

neighborhood of the point (t0, x1°,x2°, … , xn°), then the solution of the

corresponding initial value problem is given by functionsx£t), which can be

expanded in power series the coefficients of which can be determined by

sucessively differentiating the right-hand sides of the differential equations (a)

and by equating the coefficients of the same powers on both sides of these

equations. When it comes to special types of differential equations, there is a

very extensive theory of linear differential equations and of systems of linear

differential equations. For linear differential equations it is also relatively easy to

solve questions to the “qualitative” behaviors of integral curves, that is, their

behaviors in the entire domain of definition of the differential equations. For

nonlinear differential equations, for which it is especially difficult to find a

general solution, questions of the qualitative theory of differential equations

sometimes assume a dominant significance. Following the classical works of A.

M. Liapunov, the works of Soviet mathematicians, physicists, and scientists in the

field of mechanics have played a leading role in the qualitative theory of

differential equations. Of great importance is the analytic theory of differential

equations, which studies the solutions of differential equations from the point of

view of the theory of analytic functions. An example of a concern in this theory is

the distribution of the singular points of solution functions in the complex plane.

In addition to initial value problems, where the values of the unknown functions

are

given (and, in the case of equations of a higher order, also their derivatives) at

one point

(for one value of the independent variable), one frequently makes use of

boundary value

problems.

Partial differential equations. A typical feature of partial differential equations

and of

systems of partial differential equations is that in order to determine a particular

solution

it is necessary to prescribe certain functions rather than the values of a finite

number of

parameters. For example, the general solution of the equation

is given by any function of the form

u(t,x) = f(x + t) + g(x - t)

where/andg are arbitrary functions. Thus, the differential equation (16) limits the

arbitrariness in the selection of a function of two variables u(x, y) only to the

extent that it

is possible to express it in terms of two functions/f(z) andg(v) of one variable,

which

remain arbitrary [provided that equation (16) is not supplemented by “initial” or

“boundary” conditions] .

The so-called Cauchy problem can serve as a typical problem with initial

conditions for a system of partial differential equations of the first order

where t, x1… ,xn are the independent variables andU1 , … , um are functions of

these independent variables. The Cauchy problem consists in the following: to

find the functions ui(t, x1… ,xn) given their values for some t =t0:

ut(t0,x1…xn)=Φ(x1,…xn)

i=1,2,…,m

The theory of partial differential equations of order higher than the first and of

systems of partial differential equations examines problems of the Cauchy type

as well as a number of boundary value problems.

value problems for partial differential equations of order higher than the first. As

an example we can cite the classification of partial differential equations of the

second order in one unknown function z(x, y) of two variables:

(18) F(x, y, z, p, q, r, s, t) = 0

equation:

is the equation of vibrating string:

the heat equation:

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