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‫جـمهـوريـة مـصـر العربية‬

‫وزارة الـتـعـلـيـــم الـعــالـي‬


‫معهد القناة العالي للهندسة‬
‫والـتـكـنـولوجـيـا بالسويس‬

‫إدارة اإلمـتـحـــــــــانــــات‬

‫العام الدراسي ‪2020/2019‬‬


‫الـفـصــل الـدراسـي الـثـانـي‬
‫اســــــــــم الـــمـــــــــــــــادة‬
‫رياضة ‪٤‬‬
‫عـنـوان الـرسـالـة البحـثـيـة‬
‫‪Formation and properties of differential equations‬‬
‫الـــرقــــــــم الـســـــــري‬

‫راسـب‬ ‫نتيجـة الـتـقـييـم ‪ :‬ناجح‬

‫أعــضاء لـجـنـة الـتـقـييـم والمراجعة‬


‫الـتـوقـيـــــع‬ ‫االســـــــــم‬
‫‪................................‬‬ ‫‪ 1‬ـ ‪.....................................................‬‬
‫‪................................‬‬ ‫‪ 2‬ـ ‪.....................................................‬‬
‫‪................................‬‬ ‫‪ 3‬ـ ‪.....................................................‬‬

‫‪........................................................................................................................‬‬

‫معهد القناة العالي للهندسة والتكنولوجيا بالسويس‬

‫كود الطالب ‪72018033 :‬‬ ‫اسم الطالب ‪ :‬آية حسام محمد حسن‬
‫الـفــرقـــــة ‪ :‬األولي‬ ‫اسم الـمـادة ‪ :‬رياضة ‪٤‬‬
‫الـــرقــــــــم الـســـــــري‬
‫‪Table of Content‬‬

‫‪1‬‬
Introduction

A differential equation is a function equation that relates the function


values to its derivative values. The ordinary differential (ode) equation is
a differential equation for a single variable function, e.g. x(t), while for
multiple variables a partial differential equation (pde) is a differential
equation, examples include v(x, y, z, t). One ode includes common
derivatives and a partial pde.

Derivatives: Derivative products. Pde’s are typically far tougher than


ode’s to solve.

The simplest type of differential equation:

You can directly combine the simplest ordinary differential equations by


finding non-derivatives. These simplest odes have the form of:-

dn x
= G(t)
d tn

Where the derivative x = x(t) can be of any order, and where the right
side is of any order.

Concentrate on independent variable t. Find an example of a decreasing


mass

Under the impact of relentless gravity, as is approximately found on Earth

Surface stratum. Theorem of Newton's, F = ma, leads to equation:

2
d2 x
m 2 = −mg
dt

Where x is the height of an object above ground, m is the mass of the


object and

G = 9.8 m / sec2

Is constant with gravity acceleration. As Galileo have said,

d2 x
Value of the equation cancels, and = −g
d t2

Right-side of the ode here is a constant. First integration, achieved by


antidifferentiation,

dx
= A − gt
dt

The first integration is constant with A; and the second integration


produces

1
x = B + At − gt 2
2

With the constant of second integration B. The two constants of inclusion


A, and

So, B can be calculated from the initial conditions. When we know the
original

The mass height is x0 , and the initial velocity is v0 , Whereupon the initial
conditions are

dx
x(0) = x0 , (0) = v0
dt

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Substitution of these initial conditions into the dx / dt and x equations
allows one to

To A and B solve. The unique solution which satisfies the initial as well
as the ode

Words and Agreements

1
x(t) = x0 + v0 t − gt 2
2

Discussion

➢ First-order differential equations:

The general first-order differential equation for the function y = y(x) is


written as

𝑑𝑦
= 𝑓(𝑥 + 𝑦)
𝑑𝑥

Where f(x , y), the independent variable x and the dependent variable y
can be any function. We first show how to determine this equation's
numerical solution, and then learn techniques to analytically solve certain
special forms, namely, first-order separable and linear equations.

First-order differential equations:

In case of first order differential equations the order of the highest


derivative is 1. Order 1 has a linear differential equation. For linear
differential equations the first derivative is the derivative of the highest
order.

Example:
𝑑𝑦 𝑥
+ (𝑥 2 + 5)𝑦 =
𝑑𝑥 5

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Solution: This also represents a First order Differential Equation.

➢ Second order differential equation

If the order of the highest derivative present is 2, then it represents a


differential equation of the second order.

Example:
𝑑2 𝑦
+ (𝑥 3 + 3𝑥)𝑦 = 9
𝑑 𝑥2

Solution : The order of the highest derivative in this example, is 2. Hence

it is a differential equation of second order.

Differential degree Equation:

In the given differential equation the degree of differential equation is


defined by the power of the derivative of highest order.

The differential equation must be a polynomial equation for the degree


that the derivatives define

Example 1 :

4
d2 y dy 2 2
d3 y 2
( 2 + ( ) ) = k ( 3)
dx dx dx

Solution The order of this equation is 3, and the degree is 2 because


the highest derivative is of order 3 and the highest derivative is 2.

Example 2:

𝑑2 𝑦 𝑑2𝑦
+ cos = 5𝑥
𝑑 𝑥2 𝑑 𝑥2

Solution: The differential equation given for derivatives is not a


polynomial equation. The degree for this equation is therefore not set.

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➢ Linear and non linear differential equations:

In this section we compare the answers to the two main questions for
linear and nonlinear first order differential equations in the differential
equations. Remember that for a linear differential equation with first
order

𝑦 ℩ + 𝑝(𝑥)𝑦 = 𝑔(𝑥)

we had the solution:

𝑦 = 𝑒 − ∫ 𝑝(𝑥)𝑑𝑥 ∫ 𝑔(𝑥) 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 𝑑𝑥 + 𝑐

1
= ∫ 𝑔(𝑥) 𝑚 𝑑𝑥 + 𝑐
𝑚

Recall that if there is a continuous function then the integral always


exists. If you give us an initial value

𝑦(x0 ) = y0

We can then uniquely solve a solution for C. It reveals instantly that a


solution exists for all linear differential equations of first order. This also
establishes uniqueness, as the derivation shows that all solutions have to
be of the above form. Note that if the integration constant for m is chosen
to be different from 0, then the constant itself cancels off the negative
exponent outside the integral and the positive exponent inside. This
shows that, for first order linear differential equations, the answers to
both of the main questions are affirmative.

Example 1: Theorem: Linear Differential Equations for First Order


Existence and Uniqueness

(cos 𝑥) 𝑦 ℩ + (sin 𝑥)𝑦 = 𝑥 2

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With
𝑦(0) = 4

Has one of a kind solution.

Solution

Dividing by sec 𝑥 to get it into standard from gives

𝑦 ℩ + (tan 𝑥)𝑦 = 𝑥 2 sec 𝑥

Since is continuous for in


𝜋 𝜋
− <𝑥<
2 2

And this interval contains 0 which is guaranteed to have a unique


differential equation at this interval.

Example 2: Nonlinear first order differential equation:

1⁄
𝑦℩ = 𝑥 5 𝑤𝑖𝑡ℎ 𝑦(0) = 0

Solution

Separating and integrating we get:

−1
𝑦 5 𝑑𝑦 = 𝑑𝑥

5 4
𝑦 5 = 𝑥 + 𝐶1
4
4 4
𝑦5 = 𝑥+𝐶
5

Plugging in 𝑦(0) = 0 gives 𝐶 = 0 the final solution is:

7
5
4 4
𝑦 = ( 𝑥)
5

We can also see that :

5
4 4
𝑦 = − ( 𝑥)
5

And

𝑦=0

Are both also differential equation solution that satisfies the problem of
initial value. Therefore uniqueness here fails miserably.

➢ Initial value and boundary value of differential equations

Initial value problem (INP) :

An initial value problem is called the problem of finding a function y of x


when we know its derivative and its value y 0 at a given point x 0. Can
solve this problem in two steps:
1. ∫ 𝑑𝑦 = ∫ 𝑓 (𝑥) 𝑑𝑥 → 𝑦 = 𝑓(𝑥) + 𝑐 → 𝑔𝑒𝑛𝑒𝑟𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛

2. Plug it into the general solution using the initial data, and solve for c.

EXAMPLE 1: Solve the initial value problem

𝑑𝑦
= 10 − 𝑥 𝑎𝑛𝑑 𝑦(0) = −1
𝑑𝑥

Solution

Step 1

𝑑𝑦
= 10 − 𝑥 → 𝑑𝑦 = (10 − 𝑥)𝑑𝑥
𝑑𝑥

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𝑥2
∫ 𝑑𝑦 = ∫(10 − 𝑥)𝑑𝑥 → 𝑦 = 10𝑥 − + 𝐶
2

Step 2: When x=0 and y = -1

0
−1 = 10(0) − + 𝐶 → 𝐶 = −1
2

𝑥2
𝑠𝑜 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑖𝑠 ∶ 𝑦 = 10𝑥 − − 1
2

EXAMPLE 2:

𝑑𝑦
= 9𝑥 2 − 4𝑥 + 5 , 𝑦(−1) = 0
𝑑𝑥

Solution

Step 1

𝑑𝑦
= 9𝑥 2 − 4𝑥 + 5 → 𝑑𝑦 = ( 9𝑥 2 − 4𝑥 + 5)𝑑𝑥
𝑑𝑥

∫ 𝑑𝑦 = ∫ (9𝑥 2 − 4𝑥 + 5 )𝑑𝑥

9𝑥 3 4𝑥 2
𝑦= − + 5𝑥 + 𝐶
3 2

Step 2

𝑤ℎ𝑒𝑛 𝑥 = −1 𝑎𝑛𝑑 𝑦 = 0

0 = 3(−1)3 − 2(−1)2 + 5(−1) + 𝐶

0 = −3 − 2 − 5 + 𝐶 → 𝐶 = 10

𝑠𝑜 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑖𝑠 𝑦 = 3𝑥 3 − 2𝑥 2 + 5𝑥 + 10

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Boundary Value Problem (BVP) :

A limit value problem is a collection of common differential equations


defined at more than one point, with solution values and derivatives.
Most generally, only two points (the boundaries) define a question of
two-point limit value with the solution and the derivatives.

Example 1:Solve the following BVP.

𝜋
𝐲 ′′ + 4y = 0 → y(0) = −2 → y ( ) = 10
4

Solution

𝑦(𝑥) = 𝐶1 cos 2𝑥 + 𝐶2 sin 2𝑥

Now we need to apply the boundary condition

−2 = 𝑦(0) = 𝐶1

𝜋
10 = 𝑦 ( ) = 𝐶2
4

𝒔𝒐 𝒔𝒐𝒍𝒖𝒕𝒊𝒐𝒏 𝒊𝒔 𝒚(𝑥) = −2 cos(2𝑥) + 10 sin(2𝑥)

Example 2: Solve the following BVP.

𝐲 ′′ + 4y = 0 → y(0) = −2 → y(2𝜋) = 3

Solution

𝑦(𝑥) = 𝐶1 cos 2𝑥 + 𝐶2 sin 2𝑥

Now we need to apply the boundary condition

−2 = 𝑦(0) = 𝐶1

10
3 = 𝑦(2𝜋) = 𝐶1

In this case we have a set of boundary conditions each requiring a


different C1 value to be satisfied. This is not feasible, however, and so
there is no solution in this situation.
➢ Formation of ordinary differential equations:

Example:
Find the Curve family differential equation 𝑦 = 𝑒 𝑥 (𝑎𝑐𝑜𝑠 𝑥 + 𝑏 𝑠𝑖𝑛 𝑥)
where a and b are arbitrary constants.

Solution:

𝑦 = 𝑒 𝑥 (𝑎𝑐𝑜𝑠 𝑥 + 𝑏 𝑠𝑖𝑛 𝑥) (1)

Differentiating 1 we will get :

𝑑𝑦
= 𝑒 𝑥 (𝑎𝑐𝑜𝑠 𝑥 + 𝑏 𝑠𝑖𝑛 𝑥) + 𝑒 𝑥 (−𝑎 𝑠𝑖𝑛 𝑥 + 𝑏 𝑐𝑜𝑠 𝑥)
𝑑𝑥

= 𝑦 + 𝑒 𝑥 (−𝑎 𝑠𝑖𝑛 𝑥 + 𝑏 𝑐𝑜𝑠 𝑥) 𝑓𝑟𝑜𝑚 (1)


So
𝑑𝑦
− 𝑦 = 𝑒 𝑥 (−𝑎 𝑠𝑖𝑛 𝑥 + 𝑏 𝑐𝑜𝑠 𝑥) (2)
𝑑𝑥
Again Differentiating we will get :
d2 y 𝑑𝑦
− = 𝑒𝑥 (−𝑎 𝑠𝑖𝑛 𝑥 + 𝑏 𝑐𝑜𝑠 𝑥) + 𝑒𝑥 (− 𝑎 𝑐𝑜𝑠 𝑥 − 𝑏 𝑠𝑖𝑛 𝑥)
d x 2 𝑑𝑥

d2 y 𝑑𝑦
− = 𝑒𝑥 (−𝑎 𝑠𝑖𝑛 𝑥 + 𝑏 𝑐𝑜𝑠 𝑥) − 𝑒𝑥 ( 𝑎 𝑐𝑜𝑠 𝑥 + 𝑏 𝑠𝑖𝑛 𝑥)
dx 2 𝑑𝑥

d2 y 𝑑𝑦 𝑑𝑦
− = ( − 𝑦) − 𝑦 𝑓𝑟𝑜𝑚 (1)𝑎𝑛𝑑 (2)
dx 2 𝑑𝑥 𝑑𝑥

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d2 y 𝑑𝑦
−2 + 2𝑦 = 0
dx 2 𝑑𝑥

This is the required differential equation

Conclusion
Differential equations play an important part in the applications of
science and engineering. It arises in a wide variety of engineering
applications , e.g. electromagnetics theory, Signal collection, simulated
fluid dynamics etc. There can be equations of form using either empirical
or theoretical methods resolved ically. Since a lot of the differential
equations that occur in real-life application can not be this way.

References

P. Amodio, J.R. Cash, G. Roussos, R.W. Wright, G. Fairweather, I.


Gladwell, G.L.
Kraut and M. Paprzycki, Almost block diagonal linear systems:
sequential and parallel solution techniques, and applications, Numer.
Lin. Algebra Applics. 7 (2000) 275-317.
William H. Boyce and Richard C. Diprima, Elementary Differential
Equations and Boundary Value Problems (6th Edition), Wiley, New York,
1996.
C.H. Edwards, Jr., David E. Penney, Elementary Differential Equations
with Applications (Third Edition), Prentice-Hall, Englewood Cliffs, NJ,
1996.

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