An Introduction to Differential Equations

An Introduction to Differential Equations

Colin Carroll

August 24, 2010

An Introduction to Differential Equations

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An Introduction to Differential Equations
Syllabus
Basic Info

Syllabus- Are You In the Right Room?

MATH 211 - ORDINARY DIFFERENTIAL

EQUATIONS AND LINEAR ALGEBRA
FALL 2010
TR 9:25 - 10:40am, HBH427.
An Introduction to Differential Equations
Syllabus
Basic Info

Syllabus- How To Get In Touch

Instructor: Colin Carroll

Contact Info: Office: HB 447, Phone: x4598, E-mail:
colin.carroll@rice.edu
Office Hours: Monday, Wednesday and Friday, 4-5pm and by
appointment.
Course Webpage: http://math.rice.edu/ cc11
An Introduction to Differential Equations
Syllabus
Basic Info

Syllabus- How To Get In Touch

Instructor: Colin Carroll

Contact Info: Office: HB 447, Phone: x4598, E-mail:
colin.carroll@rice.edu
Office Hours: Monday, Wednesday and Friday, 4-5pm and by
appointment.
Course Webpage: http://math.rice.edu/ cc11
An Introduction to Differential Equations
Syllabus
Basic Info

Syllabus- How To Get In Touch

Instructor: Colin Carroll

Contact Info: Office: HB 447, Phone: x4598, E-mail:
colin.carroll@rice.edu
Office Hours: Monday, Wednesday and Friday, 4-5pm and by
appointment.
Course Webpage: http://math.rice.edu/ cc11
An Introduction to Differential Equations
Syllabus
Basic Info

Syllabus- How To Get In Touch

Instructor: Colin Carroll

Contact Info: Office: HB 447, Phone: x4598, E-mail:
colin.carroll@rice.edu
Office Hours: Monday, Wednesday and Friday, 4-5pm and by
appointment.
Course Webpage: http://math.rice.edu/ cc11
An Introduction to Differential Equations
Syllabus
Textbooks

Syllabus- Textbooks

Textbook : John Polking, Albert Boggess, David Arnold

Differential Equations, Prentice Hall, 2nd Ed.
Supplementary References:
George Simmons, Stephen Krantz
Differential Equations, McGraw Hill, Walter
Rudin Student Series in Advanced
Mathematics.
Morris Tenenbaum and Harry Pollard
Ordinary Differential Equations, Dover.
An Introduction to Differential Equations
Syllabus
Textbooks

Syllabus- Textbooks

Textbook : John Polking, Albert Boggess, David Arnold

Differential Equations, Prentice Hall, 2nd Ed.
Supplementary References:
George Simmons, Stephen Krantz
Differential Equations, McGraw Hill, Walter
Rudin Student Series in Advanced
Mathematics.
Morris Tenenbaum and Harry Pollard
Ordinary Differential Equations, Dover.
An Introduction to Differential Equations
Syllabus
Textbooks

Syllabus- Textbooks

Textbook : John Polking, Albert Boggess, David Arnold

Differential Equations, Prentice Hall, 2nd Ed.
Supplementary References:
George Simmons, Stephen Krantz
Differential Equations, McGraw Hill, Walter
Rudin Student Series in Advanced
Mathematics.
Morris Tenenbaum and Harry Pollard
Ordinary Differential Equations, Dover.
An Introduction to Differential Equations
Syllabus
Textbooks

Syllabus- Textbooks

Textbook : John Polking, Albert Boggess, David Arnold

Differential Equations, Prentice Hall, 2nd Ed.
Supplementary References:
George Simmons, Stephen Krantz
Differential Equations, McGraw Hill, Walter
Rudin Student Series in Advanced
Mathematics.
Morris Tenenbaum and Harry Pollard
Ordinary Differential Equations, Dover.
An Introduction to Differential Equations
Syllabus
Grading

Syllabus- Homework

Doing many problems is best way to learn ODEs.

Assigned and collected once a week.
No late homework.
Lowest homework grade is dropped.
WORK TOGETHER!
An Introduction to Differential Equations
Syllabus
Grading

Syllabus- Homework

Doing many problems is best way to learn ODEs.

Assigned and collected once a week.
No late homework.
Lowest homework grade is dropped.
WORK TOGETHER!
An Introduction to Differential Equations
Syllabus
Grading

Syllabus- Homework

Doing many problems is best way to learn ODEs.

Assigned and collected once a week.
No late homework.
Lowest homework grade is dropped.
WORK TOGETHER!
An Introduction to Differential Equations
Syllabus
Grading

Syllabus- Homework

Doing many problems is best way to learn ODEs.

Assigned and collected once a week.
No late homework.
Lowest homework grade is dropped.
WORK TOGETHER!
An Introduction to Differential Equations
Syllabus
Grading

Syllabus- Homework

Doing many problems is best way to learn ODEs.

Assigned and collected once a week.
No late homework.
Lowest homework grade is dropped.
WORK TOGETHER!
An Introduction to Differential Equations
Syllabus
Grading

Syllabus- Exams

There will be two midterm exams, and a final exam.

Exams from the summer are available on my website.
An Introduction to Differential Equations
Syllabus
Grading

Syllabus- Exams

There will be two midterm exams, and a final exam.

Exams from the summer are available on my website.
An Introduction to Differential Equations
Syllabus
Grading

Grades.

Grades will be based on homeworks and exams, and worth

approximately:
Homeworks: 15 %
Midterm Exam I: 20 %
Midterm Exam II: 25 %
Final Exam: 40 %
An Introduction to Differential Equations
Syllabus
Disability Support

Syllabus- Disability Support

It is the policy of Rice University that any student with a

disability receive fair and equal treatment in this course. If you
have a documented disability that requires academic
adjustments or accommodation, please speak with me during
the first week of class. All discussions will remain confidential.
Students with disabilities will also need to contact Disability
Support Services in the Ley Student Center.
An Introduction to Differential Equations
Syllabus
Important Dates

Syllabus- Important Dates

Tuesday, August 24: First class.

September 30-October 5: Midterm exam I
Tuesday, October 12: Midterm Recess- no class!
November 4-9: Midterm exam II
Thursday, November 25: Thanksgiving Recess: - no class!
Thursday, December 2: Last day of class.
December 8-15: Final Exam dates.
An Introduction to Differential Equations
Syllabus
A Note on Technology

A Note on Technology

None of the work in the class will require a computer, or

hopefully even a calculator. However, I plan on holding
(approximately) two “intro to matlab” sessions during the
semester. These will be helpful in checking work and likely if
you take any further science/engineering courses.
An Introduction to Differential Equations
Syllabus
A Note on Technology

Pause for questions, applause.

An Introduction to Differential Equations
Differential Equations
Introduction

What is an Ordinary Differential Equation?

An ordinary differential equation (also called an ODE, or

”DiffEQ”, pronounced ”diffy-Q” by the cool kids) is an
equation that can be written in the form

f x, y px q, y 1 px q, y 2 px q, . . . , y pnq px q  0.
In this class, you will be asked to “solve” a differential
equation, by which we mean find a function y px q that
satisfies the above equation.
This is unhelpful. Examples will help.
An Introduction to Differential Equations
Differential Equations
Introduction

What is an Ordinary Differential Equation?

An ordinary differential equation (also called an ODE, or

”DiffEQ”, pronounced ”diffy-Q” by the cool kids) is an
equation that can be written in the form

f x, y px q, y 1 px q, y 2 px q, . . . , y pnq px q  0.
In this class, you will be asked to “solve” a differential
equation, by which we mean find a function y px q that
satisfies the above equation.
This is unhelpful. Examples will help.
An Introduction to Differential Equations
Differential Equations
Introduction

What is an Ordinary Differential Equation?

An ordinary differential equation (also called an ODE, or

”DiffEQ”, pronounced ”diffy-Q” by the cool kids) is an
equation that can be written in the form

f x, y px q, y 1 px q, y 2 px q, . . . , y pnq px q  0.
In this class, you will be asked to “solve” a differential
equation, by which we mean find a function y px q that
satisfies the above equation.
This is unhelpful. Examples will help.
An Introduction to Differential Equations
Differential Equations
Examples

Example

Solve the ODE

y1  3x 2.
From calculus we can calculate
» »
y 1 dx  3x 2 dx

ñy  x3 C.

It doesn’t get any better than this.

An Introduction to Differential Equations
Differential Equations
Examples

Example

Solve the ODE

y1  3x 2.
From calculus we can calculate
» »
y 1 dx  3x 2 dx

ñy  x3 C.

It doesn’t get any better than this.

An Introduction to Differential Equations
Differential Equations
Examples

Example

Solve the ODE

y1  3x 2.
From calculus we can calculate
» »
y 1 dx  3x 2 dx

ñy  x3 C.

It doesn’t get any better than this.

An Introduction to Differential Equations
Differential Equations
Examples

Harder examples.

What about solving the ODE y 1  y ? We cannot just

integrate this, but there is a quick way to solve this.

Similarly the differential equation y 2 y  0 looks fairly

simple, but it will take most of the semester before we
can solve it. We’ll be happy just verifying the solution for
now.
An Introduction to Differential Equations
Differential Equations
Examples

Harder examples.

What about solving the ODE y 1  y ? We cannot just

integrate this, but there is a quick way to solve this.

Similarly the differential equation y 2 y  0 looks fairly

simple, but it will take most of the semester before we
can solve it. We’ll be happy just verifying the solution for
now.
An Introduction to Differential Equations
Differential Equations
Examples

Harder examples.

What about solving the ODE y 1  y ? We cannot just

integrate this, but there is a quick way to solve this.

y  Ae x .

Similarly the differential equation y 2 y  0 looks fairly

simple, but it will take most of the semester before we
can solve it. We’ll be happy just verifying the solution for
now.
An Introduction to Differential Equations
Differential Equations
Examples

Harder examples.

What about solving the ODE y 1  y ? We cannot just

integrate this, but there is a quick way to solve this.

y  Ae x .

Similarly the differential equation y 2 y  0 looks fairly

simple, but it will take most of the semester before we
can solve it. We’ll be happy just verifying the solution for
now.
y  A cos x B sin x.
An Introduction to Differential Equations
Differential Equations
Solutions

Verifying Solutions

We wish to show that y  A cos x B sin x solves

y 2 y  0.
Certainly y 1 
A sin x B cos x.
So y 2 
A cos x
B sin x.
Then

y2 y  p
A cos x
B sin x q pA cos x B sin x q  0,

as desired.
An Introduction to Differential Equations
Differential Equations
Solutions

Verifying Solutions

We wish to show that y  A cos x B sin x solves

y 2 y  0.
Certainly y 1 
A sin x B cos x.
So y 2 
A cos x
B sin x.
Then

y2 y  p
A cos x
B sin x q pA cos x B sin x q  0,

as desired.
An Introduction to Differential Equations
Differential Equations
Solutions

Verifying Solutions

We wish to show that y  A cos x B sin x solves

y 2 y  0.
Certainly y 1 
A sin x B cos x.
So y 2 
A cos x
B sin x.
Then

y2 y  p
A cos x
B sin x q pA cos x B sin x q  0,

as desired.
An Introduction to Differential Equations
Differential Equations
Solutions

Verifying Solutions

We wish to show that y  A cos x B sin x solves

y 2 y  0.
Certainly y 1 
A sin x B cos x.
So y 2 
A cos x
B sin x.
Then

y2 y  p
A cos x
B sin x q pA cos x B sin x q  0,

as desired.
An Introduction to Differential Equations
Differential Equations
Solutions

The Nature of Solutions

Our intuition from calculus tells us that whatever we

mean by “general solution”, it will not be unique, because
of constants of integration.
Indeed, by general solution, we mean writing down
every solution to a differential equation- for an equation
of order n, this will typically mean n constants of
integration.
We are also often concerned about a particular solution
to an ODE. In this case, we will write down a differential
equation as well as initial conditions.
An Introduction to Differential Equations
Differential Equations
Solutions

The Nature of Solutions

Our intuition from calculus tells us that whatever we

mean by “general solution”, it will not be unique, because
of constants of integration.
Indeed, by general solution, we mean writing down
every solution to a differential equation- for an equation
of order n, this will typically mean n constants of
integration.
We are also often concerned about a particular solution
to an ODE. In this case, we will write down a differential
equation as well as initial conditions.
An Introduction to Differential Equations
Differential Equations
Solutions

The Nature of Solutions

Our intuition from calculus tells us that whatever we

mean by “general solution”, it will not be unique, because
of constants of integration.
Indeed, by general solution, we mean writing down
every solution to a differential equation- for an equation
of order n, this will typically mean n constants of
integration.
We are also often concerned about a particular solution
to an ODE. In this case, we will write down a differential
equation as well as initial conditions.
An Introduction to Differential Equations
Differential Equations
Solutions

An example

We will investigate the ODE

x1  x sin t 2te
cos t , with initial conditions x p0q  1.

It turns out that a general solution to the ODE is

x pt q  pt 2 C qe
cos t .

Plugging in the initial condition gives us the particular

solution
x pt q  pt 2 e qe
cos t .
An Introduction to Differential Equations
Differential Equations
Solutions

An example

We will investigate the ODE

x1  x sin t 2te
cos t , with initial conditions x p0q  1.

It turns out that a general solution to the ODE is

x pt q  pt 2 C qe
cos t .

Plugging in the initial condition gives us the particular

solution
x pt q  pt 2 e qe
cos t .
An Introduction to Differential Equations
Differential Equations
Solutions

An example

We will investigate the ODE

x1  x sin t 2te
cos t , with initial conditions x p0q  1.

It turns out that a general solution to the ODE is

x pt q  pt 2 C qe
cos t .

Plugging in the initial condition gives us the particular

solution
x pt q  pt 2 e qe
cos t .
An Introduction to Differential Equations
Differential Equations
Notation

Some Notes on Notation

Notation in differential equations can quickly become a

mess. I try to follow fairly standard practices.
The standard practices are sometimes confusing, but I
would encourage you to emulate the notation used. If you
still wish to use your own on a graded assignment please
make your notation clear!
Some general rules: we will usually use x or t as the
independent variable, and y as the dependent variable.
Unfortunately, the second choice for dependent variable is
often x.
An Introduction to Differential Equations
Differential Equations
Notation

Some Notes on Notation

Notation in differential equations can quickly become a

mess. I try to follow fairly standard practices.
The standard practices are sometimes confusing, but I
would encourage you to emulate the notation used. If you
still wish to use your own on a graded assignment please
make your notation clear!
Some general rules: we will usually use x or t as the
independent variable, and y as the dependent variable.
Unfortunately, the second choice for dependent variable is
often x.
An Introduction to Differential Equations
Differential Equations
Notation

Some Notes on Notation

Notation in differential equations can quickly become a

mess. I try to follow fairly standard practices.
The standard practices are sometimes confusing, but I
would encourage you to emulate the notation used. If you
still wish to use your own on a graded assignment please
make your notation clear!
Some general rules: we will usually use x or t as the
independent variable, and y as the dependent variable.
Unfortunately, the second choice for dependent variable is
often x.
An Introduction to Differential Equations
Differential Equations
Notation

Notation, continued

As above, we will usually suppress the dependence of one

variable on another.
That is to say, rather than write
?x
y 1 px qx
 y px q ,
we will write ?x
1
yx .
y
An Introduction to Differential Equations
Differential Equations
Notation

Notation, continued

As above, we will usually suppress the dependence of one

variable on another.
That is to say, rather than write
?x
y 1 px qx
 y px q ,
we will write ?x
1
yx .
y
An Introduction to Differential Equations
Differential Equations
Notation

Notation, continued

As above, we will usually suppress the dependence of one

variable on another.
That is to say, rather than write
?x
y 1 px qx
 y px q ,
we will write ?x
1
yx .
y
An Introduction to Differential Equations
Differential Equations
Notation

Notation, continued

This can make some differential equations confusing. In

the ODE y 1  y , there is nothing to indicate what y
depends on (however you can deduce that y is the
dependent variable, since we take a derivative).
Also, at our notational convenience, we will switch
between Newton’s notation and Leibniz’s notation:
2 n
y1  dy , y2  ddty2 , . . . , y pn q  ddt yn .
dt

When the derivative is with respect time, we might also

write y9  y 1 or y:  y 2 .
An Introduction to Differential Equations
Differential Equations
Notation

Notation, continued

This can make some differential equations confusing. In

the ODE y 1  y , there is nothing to indicate what y
depends on (however you can deduce that y is the
dependent variable, since we take a derivative).
Also, at our notational convenience, we will switch
between Newton’s notation and Leibniz’s notation:
2 n
y1  dy , y2  ddty2 , . . . , y pn q  ddt yn .
dt

When the derivative is with respect time, we might also

write y9  y 1 or y:  y 2 .
An Introduction to Differential Equations
Differential Equations
Notation

Notation, continued

This can make some differential equations confusing. In

the ODE y 1  y , there is nothing to indicate what y
depends on (however you can deduce that y is the
dependent variable, since we take a derivative).
Also, at our notational convenience, we will switch
between Newton’s notation and Leibniz’s notation:
2 n
y1  dy , y2  ddty2 , . . . , y pn q  ddt yn .
dt

When the derivative is with respect time, we might also

write y9  y 1 or y:  y 2 .
An Introduction to Differential Equations
Differential Equations
Motivational Example

Motivation
Let’s look at a simple physical example of where
differential equations play a role: Newtonian motion.
First we recall two laws that Newton came up with:
Newton’s Law of Gravity
m1 m2
Fgrav  G
r2
Newton’s 2nd Law

F  m  a.

Also recall that if x pt q is the position of an object with

respect to time, then x:pt q  a, the acceleration.
An Introduction to Differential Equations
Differential Equations
Motivational Example

Motivation
Let’s look at a simple physical example of where
differential equations play a role: Newtonian motion.
First we recall two laws that Newton came up with:
Newton’s Law of Gravity
m1 m2
Fgrav  G
r2
Newton’s 2nd Law

F  m  a.

Also recall that if x pt q is the position of an object with

respect to time, then x:pt q  a, the acceleration.
An Introduction to Differential Equations
Differential Equations
Motivational Example

Motivation
Let’s look at a simple physical example of where
differential equations play a role: Newtonian motion.
First we recall two laws that Newton came up with:
Newton’s Law of Gravity
m1 m2
Fgrav  G
r2
Newton’s 2nd Law

F  m  a.

Also recall that if x pt q is the position of an object with

respect to time, then x:pt q  a, the acceleration.
An Introduction to Differential Equations
Differential Equations
Motivational Example

Motivation
Let’s look at a simple physical example of where
differential equations play a role: Newtonian motion.
First we recall two laws that Newton came up with:
Newton’s Law of Gravity
m1 m2
Fgrav  G
r2
Newton’s 2nd Law

F  m  a.

Also recall that if x pt q is the position of an object with

respect to time, then x:pt q  a, the acceleration.
An Introduction to Differential Equations
Differential Equations
Motivational Example

Motivation
Let’s look at a simple physical example of where
differential equations play a role: Newtonian motion.
First we recall two laws that Newton came up with:
Newton’s Law of Gravity
m1 m2
Fgrav  G
r2
Newton’s 2nd Law

F  m  a.

Also recall that if x pt q is the position of an object with

respect to time, then x:pt q  a, the acceleration.
An Introduction to Differential Equations
Differential Equations
Motivational Example

Motivation

So if gravity is the only force acting on an object, then we

may equate Newton’s two formula to find

m1  a  G
m1 m2
.
r2
Making obvious cancellations and substituting x:pt q  a,
we get
x:pt q  G 2 .
m2
r
On the surface of the earth, the number on the right is
awful close to 9.8 m/s, which we’ll just call g .
An Introduction to Differential Equations
Differential Equations
Motivational Example

Motivation

So if gravity is the only force acting on an object, then we

may equate Newton’s two formula to find

m1  a  G
m1 m2
.
r2
Making obvious cancellations and substituting x:pt q  a,
we get
x:pt q  G 2 .
m2
r
On the surface of the earth, the number on the right is
awful close to 9.8 m/s, which we’ll just call g .
An Introduction to Differential Equations
Differential Equations
Motivational Example

Motivation

So if gravity is the only force acting on an object, then we

may equate Newton’s two formula to find

m1  a  G
m1 m2
.
r2
Making obvious cancellations and substituting x:pt q  a,
we get
x:pt q  G 2 .
m2
r
On the surface of the earth, the number on the right is
awful close to 9.8 m/s, which we’ll just call g .
An Introduction to Differential Equations
Differential Equations
Motivational Example

Motivation

This is an easy example to quickly integrate (twice), and

find that
x p t q  t 2 v0 t x0 .
g
2
We could make the model more sophisticated by adding
in wind resistance, which acts proportionally against
velocity:

m1 x:pt q  m1 g
k x pt q.
9
An Introduction to Differential Equations
Differential Equations
Motivational Example

Motivation

This is an easy example to quickly integrate (twice), and

find that
x p t q  t 2 v0 t x0 .
g
2
We could make the model more sophisticated by adding
in wind resistance, which acts proportionally against
velocity:

m1 x:pt q  m1 g
k x pt q.
9