ECC 3012

Engineering Mathematics II

Introduction
Basic Differential Equations

Mohd Afandi P Mohammed

Department of Process and Food Engineering,
Faculty of Engineering, UPM
COURSE OBJECTIVES

• Solve mathematical problems by using ordinary

differential equation, Laplace transform and partial
differential equation [C3]
• Analyse problems involving ordinary differential
equation, Laplace transform and partial differential
equation to solve engineering problems [C4]
• Explain mathematical problem solving related to
engineering [A3, CS, TS]

*CS=Communication skills, TS=Technical skills

COURSE POLICIES

OBE to achieve (Outcome Based Education)

• To prepare graduates for the Job Market
• Students are expected to be Knowledgeable
(K), have necessary Skills (S) and Attitudes
(A)
• OBE is the main criteria for accreditation
COURSE POLICIES
At the end of this course, you should be able to:
• PO1 (C): Apply knowledge of mathematics, science,
engineering fundamentals and an engineering
specialization to the solution of complex engineering
problems
• PO2 (C): Identify, formulate, research literature and
analyse complex engineering problems
• PO10 (A): Communicate effectively on complex
engineering activities
• PO11 (A): Function as a responsible team member or
leader
ASSESSMENT TOOLS

• Tutorial Assignments 20%

• Case study 10%
• Test 1 10%
• Test 2 20%
• Final Exam 40%
REFERENCE BOOKS

1) Advanced Modern Engineering Mathematics, Glyn James

2) Advanced Engineering Mathematics, Erwin Kreyszig
Definitions and Terminology
• Introduction: differential equations means that
equations contain derivatives, e.g.:
dy/dx = 0.2xy

Definition: Differential equation

An equation contains the derivates of one or more
dependent variables with respect to one or more
independent variables (DE).

• Ordinary DE: An equation contains only ordinary

derivates of one or more dependent variables of a
single independent variable.
e.g.: dy/dx + 5y = ex, (dx/dt) + (dy/dt) = 2x + y
**www.csie.ntpu.edu.tw (Prof Hsin-Lung Wu)
• Partial DE: An equation contains partial
derivatives of one or more dependent variables or
more independent variables.
 2u  2u  2u  2u u
 2  0, 2  2  2
x y
2
x t t
• Notations: Leibniz notation dy/dx, d2y/ dx2
prime notation y’, y”, …..
subscript notation ux , uy , uxx , uyy , uxy ..
• Order: highest order of derivatives

second order first order

 
3
d y  dx 
2
 5   4 y  e x

dx2  dy 
• General form of n-th order ODE:
F ( x, y, y ' , , y ( n ) )  0 (4)
• Normal form
dny ( n 1)
n
 f ( x , y , y ' ,  , y )
dx

• eg: normal form of 4xy’ + y = x, is

y’ = (x – y)/4x
• Linearity: An n-th order ODE is linear if F is linear in
y, y’, y”, …, y(n). It means when (4) is linear, we have
dny d n1 y dy
an ( x) n  an1 n1    a1 ( x)  a0 ( x) y  g ( x)
dx dx dx
• The following cases are for n = 1 and n = 2
dy
a1 ( x)  a0 ( x) y  g ( x) and
dx
d2y dy
a2 ( x) 2  a1 ( x)  a0 ( x) y  g ( x)
dx dx
• Two properties of a linear ODE:
(1) y, y’, y”, … are of the first degree.
(2) Coefficients a0, a1, …, are at most on x

• Nonlinear examples:
(1  y ) y ' sin y y2
Ordinary differential equations

dy
Examples:. 1.  2x  3
dx
d2y dy
2. 2
3  ay  0
dx dx
4
d y  dy 
3
3.     6y  3
 dx 
3
dx

y is dependent variable and x is independent variable,

and these are ordinary differential equations
Partial Differential Equation
Examples:
 2u  2u
1.  2 0
x 2
y
u is dependent variable and x and y are independent variables,
and is partial differential equation.

 4u  4u
2.  4 0
x 4
t
 2 u  2 u u
3.  2 
x 2
t t

u is dependent variable and x and t are independent variables

Order of Differential Equation

The order of the differential equation is order of the highest derivative in

the differential equation.

Differential Equation ORDER

dy
 2x  3 1
dx
d2y dy
2
 3  9y  0 2
dx dx
4
d y  dy 
3 3
    6y  3
 dx 
3
dx
Functions of Several Variables
Partial Derivatives
Partial Derivatives
Second Partial Derivatives
Mixed Second Partial Derivatives
Chain Rule
Chain Rule
Chain Rule: for partial derivatives
Chain Rule (example)
Function of several variables (graph)
Function of several variables (graph)
Total differential
Total differential
Exact derivatives (equation)
Exact derivatives (equation)
Exact derivatives (equation)

Example 1
Exact derivatives (equation)

Example 2
Taylor’s theorem for function with
two variables
Taylor polynomials are a simple way to approximate complicated
functions.
It is a type of approximation with the following equation:

f f
f  x, y   f  x0 , y0    x  x0    y  y0 
x  x0 , y0  y  x0 , y0 
Taylor’s theorem for function with
two variables

Example

Using the approximate Taylor polynomial, compute an

approximation to:

1.02   1.97 
3 3
Taylor’s theorem for function with
two variables

The Taylor polynomial for linear terms is usually a good starting

approximation (unless a greater degree of accuracy is required)
Error estimation for partial derivatives

Take an example of a cylinder with height h and radius r, we measure

the height and radius and obtain 12cm and 5 cm respectively, with
errors in measurements being no more than 0.5mm. As a results of
the errors in our measurements for h and r, obtain an estimate on
the percentage error in calculating the volume of the cylinder