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Differential Equations
Ordinary Differential
Equations
Where do ODEs arise?
Notation and Definitions
Solution methods for 1st order
ODEs
Slide number 2
Where do ODE’s arise
Slide number 3
Example – Newton’s Law of
Cooling
This is a model of how the
temperature of an object changes as
it loses heat to the surrounding
atmosphere:
Temperature of the object: T Obj Room Temperature: T Room
mg
This equation is very difficult to solve.
Slide number 5
Notation and Definitions
Order
Linearity
Homogeneity
Initial Value/Boundary value
problems
Slide number 6
Order
3
dx d x
x 3 3rd order
dt dt
Slide number 7
Linearity
Slide number 8
Linearity - Examples
dy
y 0 is linear
dt
dx
x 2 0 is non-linear
dt
dy
t2 0 is linear
dt
dy
y t 2 0 is non-linear
dt
Slide number 9
Linearity – Summary
Linear Non-linear
2
2y y or sin( y )
dy dy
y
dt dt
(2 3 sin t) y (2 3y2)y
2
dy dy
t
dt dt
Slide number 10
Linearity – Special Property
y f (t ) and y g (t )
then:
y a f (t ) b g (t )
wherea andb are constants,
is also a solution.
Slide number 11
Linearity – Special Property
Example:
2
d y
2
y 0 has solutions y sin t and y cos t
dt
2
Check d (sin t )
2
sin t sin t sin t 0
dt
2
d (cos t )
2
cos t cos t cos t 0
dt
Check
2
d (sin t cos t )
2
sin t cos t
dt
sin t cos t sin t cos t 0
Slide number 12
Life is mostly linear!!!
Slide number 13
Approximately Linear –
Swinging pendulum example
d
2
2
2 sin 0
dt
d
2
2
0
2
dt
Slide number 14
Homogeniety
Slide number 15
Initial Value/Boundary value
problems
Problems that involve time are represented
by an ODE together with initial values.
Slide number 16
Example
dv 1st order
g Linear
dt Nonhomogeneous
v (0) v0 Initial value problem
2 2nd order
d M
2
w Linear
dx Nonhomogeneous
M (0) 0 Boundary value
and problem
M (l ) 0
Slide number 17
Example
2nd order
d
2
2
2 sin 0 Nonlinear
dt
Homogeneous
d
θ( 0 ) θ0 , (0) 0 Initial value problem
dt
2nd order
d
2
2
2 0 Linear
dt Homogeneous
d Initial value problem
θ( 0 ) θ0 , (0) 0
dt
Slide number 18
Solution Methods - Direct
Integration
This method works for equations
where the RHS does not depend on
the unknown:
The general form is:
dy
f (t )
dt
2
d y
2
f (t )
dt
n
d y
n
f (t )
dt
Slide number 19
Direct Integration
Slide number 20
Direct Integration – Example
Slide number 22
Bending of a beam - Solution
2
d M
2
w
dx
Step 1: dM
Integrate wx A
dx
Step 2:
Integrate again to 1
obtain the general
M wx
2
Ax B
2
solution:
Slide number 23
Bending of a beam - Solution
Step 3:
Use the boundary conditions to obtain the particular
solution.
1
M wx
2
Ax B
2
M (0) 0 1
0 w 0
2
A 0 B B 0
2
M (l ) 0 1 1
0 w l
2
A l B A wl
2 2
Step 4:
Substitute back the values forA andB
1 1 1
M wx
2
wlx M wx ( l x)
2 2 2
Slide number 24
Solution Methods - Separation
dy
g (t)h( y )
dt
Slide number 25
Separation – General Idea
First Separate:
dy
g ( t ) dt
h( y )
dy
y sin( t )
dt
Separate:
1
dy sin( t ) dt
y
Now integrate:
1
y dy sin( t ) dt
ln( y) cos( t ) c
y e cos( t ) c
cos( t )
Slide number 27
y Ae
Cooling of a cup of coffee
Amount of heat in a cup of coffee:
heat volume specific heat
Q V cT
densit temperatur
y e
Slide number 28
Cooling of a cup of coffee
Newton’s law of cooling:
Heat lost to the surrounding air is
proportional to temperature difference
between the object and the air
Slide number 29
Cooling of a cup of coffee
dQ
hA ( T T Room )
dt
Substitute in
Q V cT dT
V c hA ( T T Room )
dt
rearrange where
dT
( T T Room )
hA
dt V c
Slide number 30
Cooling of a cup of coffee -
Solution
dT
( T T Room )
dt
Step 1: dT
dt
Separate (T T Room )
T T Room e t c
t where
T Room
T Ae
A e c
Slide number 31
Cooling of a cup of coffee -
Solution
t
T T Room Ae T (0) T Initial
Step 3: 0
Use Initial T Initial T Room Ae
Condition
A ( T Initial T Room )
Step 4:
Substitute t
back to T T Room ( T Initial T Room )e
obtain
final
answer
Slide number 32
Solution Methods - Integrating
Factor
The integrating factor method is used for
nonhomogeneous linear 1st order equations
dy
y 1 y (0) 2
dt
Slide number 34
Integrating Factor – Example
Product Rule:
d ( f .y) dy df
f y
dt dt dt
Slide number 35
Integrating Factor – Example
f et
Slide number 36
Integrating Factor – Example
Slide number 37
Integrating Factor – Example
y 1 e t
Slide number 38
How do we calculate the
integrating factor?
Let us now pretend we do not know what
the integrating factor should be
Call itΦ and use it to multiply the ODE from
the previous example
dy
y
dt
To make the LHS of this equation look
like the RHS of the Product Rule we
must choose
d
dt
Slide number 39
How do we calculate the
integrating factor?
Then the ODE becomes
dy d
y
dt dt
Now using the product rule in reverse the
LHS can be written as a single term (a
very clever trick)
d ( y )
dt
Slide number 40
How do we calculate the
integrating factor?
Now we can integrate once we knowΦ
We can separate to find Φ
d d
dt
dt
ln t c e t c
Ae
t
Slide number 42
Finding the integrating factor
in general
Step 1: Multiply byΦ:
dy
g (t ) y f (t )
dt
Step 2: Compare with the RHS of the
Product Rule and set up equation forΦ:
d
g (t )
dt
Step 3: Use separation to solve forΦ:
d
g ( t ) dt
ln g ( t ) dt
y fdt C
Step 6: Divide by to make explicit iny :
1 C
y
fdt
Step 7: Use the initial conditions to
evaluate C :
Slide number 44
Finding the integrating factor
in general
Notes:
After you have been through the process a
few times then skip some of the steps. For
example you can remember the formula for
the integrating factor, you do not have to re-
derive it every time.
e g ( t ) dt
e
1 2
2
t
Slide number 46
Solving an example using the
integrating factor method
Step 3: Multiply by the integrating factor:
1 2
dy 1 2 1 2
e te
t t t
e2 2
ty 2
dt
Step 4: Use the reverse Product Rule:
1 2
t
d[e 2
y] 1 2
te
t
2
dt
te
1 2 1 2 1 2
C e C
t t t
e 2
y 2
dt 2
12 t 2
y 1 Ce
Slide number 47
Solving an example using the
integrating factor method
Step 6: Use the initial conditions to find the
exact solution:
0 1 Ce 0 0
y (0)
1C 0
C 1
Step 7: Substitute back into the original
equation:
12 t 2
y 1 e
Slide number 48
Exponential substitution
t
y Ce
Slide number 49
Characteristic Equations
y Ce
2 t
y Ce
(3) 3 t
y
(n)
n Ce t
An algebraic characteristic equation
comes from substituting in fory and its
t
derivatives and cancelling out
Ce
Slide number 50
Exponential Trial - Example
y 5y 0 Try y Ae t
Ae t 5 Ae t 0
t
Cancelling out Ae gives the characteristic
equation
5 0 5
t
Substituting this back into y Ae gives
5 t
y Ae
Slide number 51
Solving Guide
Slide number 52
Solving Guide
Slide number 53
Solving Guide
Slide number 54