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Ordinary Differential Equations

[FDM 1023]

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Chapter 1

Introduction to Ordinary

Differential Equations

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Chapter 1: Introduction to Differential Equations

Overview

Chapter 1 : Introduction to Differential Equations Overview 1.1. Definitions 1.2. Classification of Solutions 1.3. Initial

1.1. Definitions

1.2. Classification of Solutions 1.3. Initial and Boundary Value Problems

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1.2. Classification of Solutions

Learning Objectives

1.2. Classification of Solutions Learning Objectives At the end of this section, you should be able

At the end of this section, you should be able to:

1) Identify the different types of solutions of an ODE.
1) Identify the different types of solutions of an
ODE.
2) Verify the solutions to a given ODE.
2) Verify the solutions to a given ODE.

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1.2.

II. Classification

Classification of

of Solutions

Solutions

 

Definition

1.2. II. Classification Classification of of Solutions Solutions Definition A solution of a DE is a

A solution of a DE is a function y (dependent variable) that satisfies the DE identically for all x in an interval I, where x is the independent variable.

The interval,

I

is

a

set which

contains

all

the

values of x for the solution to be defined.

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It

can

be either

an open

interval (a,b), closed

interval [a,b] or an infinite interval (a, ∞) and etc.

1.2 Classification of Solutions

Example

1.2 Classification of Solutions Example Open y  ln x y  ln x Indeed, is

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y ln x y ln x

Indeed,

is a solution of the DE:

  • I (0, )

xy"y' 0

y '

1

"

y  
x

1

2

x

xy

'

'

'

 

y

x

(

1

2

x

)

1

x

1

1

  

x

x

0

1.2. Classification of Solutions

Definitions

1.2. Classification of Solutions Definitions Two types of solutions: 1) Explicit solution A solution in which

Two types of solutions:

1) Explicit solution

A solution in which the dependent variable is expressed solely in terms of the independent variable and constant.

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Example

1.2. Classification of Solutions Definitions Two types of solutions: 1) Explicit solution A solution in which
1.2. Classification of Solutions Definitions Two types of solutions: 1) Explicit solution A solution in which

is a solution of the DE:

1.2. Classification of Solutions Definitions Two types of solutions: 1) Explicit solution A solution in which

1.2. Classification of Solutions

2) Implicit solution

A solution in which the dependent and the independent

variables are mixed in an equation.

Example

1.2. Classification of Solutions 2) Implicit solution A solution in which the dependent and the independent

2

2

  • x y 9

is an implicit solution of the DE:

yy 'x 0

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Solutions

2

2

  • x y 9

is an implicit solution of the DE: yy 'x 0

Indeed:

2

2

  • x y 9

Implicit differentiation:

2 x 2 yy ' 0 x yy ' 0

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1.2. Classification of Solutions

Definitions

1.2. Classification of Solutions Definitions Particular solution - A solution of a DE that is free

Particular solution - A solution of a DE that is free of arbitrary constants.

General solution - A solution of a DE representing all possible solutions.

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The number of arbitrary constants depends on the order of the equation.

Basically, the general solution of a first order DE will have exactly one arbitrary constant (can be called as a one-parameter family of solution).

The general solution of the second order DE will have exactly two arbitrary constants (it is called a two- parameter family of solutions)

If

initial

condition(s)

are

given,

then the arbitrary

constants can be compute and this solution is called the particular solution.

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1.2. Classification of Solutions

Examples

1.2. Classification of Solutions Examples Consider the DE: y '  y  0 is a

Consider the DE:

y'y 0

1.2. Classification of Solutions Examples Consider the DE: y '  y  0 is a

is a solution (particular)

1.2. Classification of Solutions Examples Consider the DE: y '  y  0 is a

is also a solution (particular)

1.2. Classification of Solutions Examples Consider the DE: y '  y  0 is a

is a solution (general), (where c is a constant)

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1.2. Classification of Solutions

y ce

  • x is a 1-parameter family of solutions of the DE

y'y 0

y ce

x

de

x

is a 2-parameter family of solutions of the DE

y"y 0

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1.2. Classification of Solutions

Verifying Solutions

1.2. Classification of Solutions Verifying Solutions Need to work with either side of the DE and

Need to

work

with either

side

of

the

DE

and

substitute the suggested solution and prove that it agrees with the other side of the equation.

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1.2. Classification of Solutions

Example 1

1.2. Classification of Solutions Example 1 Verify that is a solution of Solution Step 1: Open

Verify that

1.2. Classification of Solutions Example 1 Verify that is a solution of Solution Step 1: Open

is a solution of

1.2. Classification of Solutions Example 1 Verify that is a solution of Solution Step 1: Open

Solution

Step 1:

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1.2. Classification of Solutions Example 1 Verify that is a solution of Solution Step 1: Open
1.2. Classification of Solutions Example 1 Verify that is a solution of Solution Step 1: Open

1.2. Classification of Solutions

Step 2:

1.2. Classification of Solutions Step 2: ------------------------------------------------------------------------ Step 3: Thus is a solution of the DE

------------------------------------------------------------------------

Step 3:

Thus

1.2. Classification of Solutions Step 2: ------------------------------------------------------------------------ Step 3: Thus is a solution of the DE

is a solution of the DE

.
.

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1.2. Classification of Solutions

Example 2

1.2. Classification of Solutions Example 2 Verify that y    cos x  ln

Verify that

y  cos x ln sec x tan x

y  y tan x

is a solution of

Solution

Step 1:

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y  cos x ln sec x tan x y'  sin xlnsec x tan xcos xsec x sin x lnsec x tan x1

1.2. Classification of Solutions

y"  cos cos x x lnsec lnsec x x   tan tan xxsin tan x x sec x

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Step 2:

y  y cos x lnsec x tan xtan x cos x lnsec x tan x

tan x

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Step 3:

Thus

y  cos x ln sec x tan x

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y  y tan x

.

is a solution of the DE

1.2. Classification of Solutions

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Verify that

Exercise 1

1.2. Classification of Solutions Open Verify that Exercise 1 DYS y  6 5  6
DYS
DYS
1.2. Classification of Solutions Open Verify that Exercise 1 DYS y  6 5  6

y

6

5

6

5

e

2 0

t

is a solution of

dy

dt

20 y 24

'

y

dy

dt

 

20(

6

5

)

e

2 0

t

24

e

20

t

dy

dt

20

y

24

e

2 0

t

20   6

5

6

5

e

2 0

t

 

24

e

20

t

24

24

e

20

t

24

1.2. Classification of Solutions

Exercise 2

Verify that the indicated function is solution of the given DE

y

 

6

y

 

13

y

0

; y

3

x

2

e cos x

DYS
DYS
1.2. Classification of Solutions Exercise 2 Verify that the indicated function is solution of the given

y

'

3

e

3

x

cos

2

x

e

3

x

2 sin 2

x

3

2

y e

3

x

sin 2

x

y

"

3

y

'

6

e

3

x

sin 2

x

4

e

3

x

cos 2

x

3(3

y

2

e

3

x

sin 2

x

)

6

e

3

x

sin 2

x

4

y

5

y

12

e

3

x

sin 2

x

y  6 y 13y

5

y

12

e

3

x

sin 2

x

6(3

y

2

e

3

x

sin 2

x

)

13

y

5

y

12

e

3

x

sin 2

x

18

12

y e

3

x

sin 2

13

x y

0

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1.2. Classification of Solutions

Exercise 4

Verify that the indicated function is solution of the given DE

P

c e

1

t

1 c e

1

t

P '

c e

1

t

DYS 2 2 t t c e c e 1 1
DYS
2
2 t
t
c e
c e
1
1

P P

1

P

;

P

1 c e

1

t

1

c e

1

t

c e

1

t

t

c e c e

1

1

t

c e

1

t

2

c e

1

2

t

1 c e

1

t

2

1

c e

1

t

2

1 c e

1

t

2

P

1

P

c e

1

t

1 c e

1

t

   1  
   1 

c e

1

t

1 c e

1

t

  

c

1

e

t

1 c e

1

t

  1

 

c e

1

t

c e  

1

t

t

 

  • 1 c e

1

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c e

1

t

1

c e

1

t

2

P '

1.2. Classification of Solutions

Exercise 3

Verify that the indicated function is solution of the given DE

d y

2

  • 2 4

dx

dy

4

  • dx y

0

; y

c e

1

2 x

c xe

2

  • 2 x

y

' 2

c e

1

2 x

c e

2

2

x

2

xe 2

2

x

c e

1

2 x

c e

2

  • 2 x

2

c xe

2

2

c e

1

2 x

c xe

2

  • 2 x

c e

2

  • 2 x

y

" 2

y

'2

c e

2

2 x

DYS 2 x  2 y  c e 2 x 2
DYS
2
x
 2 y  c e
2
x
2

y"4 y'4 y

2

'

2

2 x

y c e y y

2

4

'

4

  • 2 c e

2

2 x

2

y

'

4

y

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2

c e

2

2 x

22

2

x

y c e y

2

4

0

1.2. Classification of Solutions

Exercise 4

1.2. Classification of Solutions Exercise 4 Verify that the indicated functions are explicit solutions of the

Verify that the indicated functions are explicit solutions of the given DE :

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1)

ty

y

t

2

,

y

3

t

t

2

2)

y

( 4 )

4

y

( 3 )

3

y

t

,

y

1

( )

t

t

3

3) 2

t

2

y

'

'

3

ty

'

y

 

0,

t

0;

4)

t

2

y

'

'

5

ty

'

4

y

0,

t

0;

y

1

( )

t

y

1

( )

t

 t , y ( )  t e 2 1 2  t , y
 t
,
y
( ) 
t
e
2
1
2
 t
,
y
( )
t
2
 2
 t
,
y
( )
t
2

t

3

t

1

t

2

ln

t

5)

y

'

'

 

y

sec

t

,

0

t

 

2

;

y

( )

t

(cos ) ln cos

t

t

t

sin

t

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