Professional Documents
Culture Documents
Eng. K. Soruban
Syllabus
Ordinary differential equations: Separable ODEs; Integrating factor; Linear
ODEs, 2nd Order ODEs
Power Series, Taylor and Maclaurin series, Fourier Series, Fourier
Transforms, Laplace Transforms (and applications)
Non linear ordinary differential equations and Introduction to Stability
Analysis
Basics of Gradient Operators
Introduction to Numerical Methods
Learning Outcomes
1. Apply more complex mathematical principles and methodologies to
mathematical problems within the civil engineering industry
2. Recognize problems where solutions can be maximized where
appropriate to civil engineering problems
3. Present data and analyze results using different techniques and
methods
4. Employ appropriate mathematical techniques and apply them to
civil engineering problems
5. Identify constraints and define limits and boundaries to
mathematical problems
6. Estimate solutions to mathematical problems that cannot be solved
analytically
ASSESSMENT
Chapter – 01 :
Ordinary Differential Equations (ODE)
Types of Equation :
Linear Equation : y = mx + c
E.g: y = 4x + 3
Quadratic Equation : y = ax2 + bx + c
E.g: y = 4x2 - 3x – 1
Cubic Equation : y = ax3 + bx2 + cx + d
E.g: : y = 4x3 - 2x2 + x + 5
Polynomial Equation : y = axn + bx2 + cx + d
E.g: : y = 5x6 + 3x2 + 11
Differential Equation
The order of the DE either ODE or PDE is the order of the highest
derivative in the equation.
Classification of Differential Equations
– By Linearity
1. Linear
The nth order ODE is said to be linear.
2. Non-Linear
A non-linear ODE contains of non-linear functions. Such
as, Trigonometric function, Exponential function,
Logarithmic function.
Solution
1.1: Separable Differential Equations
Examples
x’ = cos (t)
x’ = x+1
x’ = t2 sin(x)
t.x’ = x2–1
1.1: Separable Differential Equations
A separable differential equation is that can be written as the independent
variable terms (along with its differential) are collected to one side of the
equal sign, and the dependent variable terms (and its differential) to the
other.
Example: 𝑦 ′ = 𝑥𝑦 2 is separable.
𝑑𝑦
It is first written as = 𝑥𝑦 2 ,
𝑑𝑥
𝑑𝑦
then “separated”: = 𝑥 𝑑𝑥
𝑦2
To solve a separable differential equation, integrate both sides and
solve for y
𝑑𝑦
Integrate both sides ∫ 2 =∫𝑥 𝑑𝑥
𝑦
−1 𝑥2
= +𝐶 Don’t forget the constant of integration.
𝑦 2
1 𝑥2
=𝐶 − Negate. The C “absorbs” the negative.
𝑦 2
𝟐
𝑦= 𝟐 Solve for y. Note that 2C is written as C
𝑪−𝒙
Example 2: find the general solution of 𝑦 ′ = 𝑥 + 𝑥𝑦
𝑑𝑦 𝑑𝑦
Write 𝑦′ as : = 𝑥 + 𝑥𝑦
𝑑𝑥 𝑑𝑥
𝑑𝑦
Factor: = 𝑥(1 + 𝑦)
𝑑𝑥
𝑑𝑦
Separate: = 𝑥 𝑑𝑥 𝑦≠ −1
1+𝑦
𝑑𝑦 1 2
Integrate: = 𝑥 𝑑𝑥 → ln |1 + 𝑦| = 𝑥 +𝐶
1+𝑦 2
0.5𝑥 2 +𝐶 0.5𝑥 2
Isolate y: 1+𝑦 =𝑒 → 1 + 𝑦 = 𝐶𝑒
0.5𝑥 2 0.5𝑥 2
1 + 𝑦 = ±𝐶𝑒 = 𝐶𝑒 (±𝐶 = 𝐶)
0.5𝑥 2
Thus, 𝑦 = 𝐶𝑒 − 1 is the general solution of 𝑦 ′ = 𝑥 + 𝑥𝑦.
• The C can be determined with an initial condition.
For example, suppose we have 𝑦 ′ = 𝑥 + 𝑥𝑦 with
0.5𝑥 2
𝑦 0 = 3. The general solution is 𝑦 = 𝐶 − 1. To
find C, let x = 0 and y = 3:
0.5 0 2
3= 𝐶𝑒 −1 → 3=𝐶−1
→ 𝐶 = 4.
0.5𝑥 2
Thus, the particular solution is 𝑦 = 4𝑒 − 1.
Example 3: The rate of change in the value of a stock is
inversely-proportional to the square of the value of
that stock. If the stock’s value was $20 at noon, and
was $23 at 3 p.m., what is the stock’s value at 5 p.m.?
′
𝑘 𝑑𝑉 𝑘
𝑉 𝑡 = → = 2
[𝑉 𝑡 ]2 𝑑𝑡 𝑉
𝑉 2 𝑑𝑉 = 𝑘 𝑑𝑡 → 𝑉 2 𝑑𝑉 = 𝑘 𝑑𝑡
1 3
𝑉 = 𝑘𝑡 + 𝐶
3
1 3
𝑉 = 𝑘𝑡 + 𝐶
3
𝑉 3 = 3𝑘𝑡 + 𝐶
3
𝑉 𝑡 = 3𝑘𝑡 + 𝐶
3
To find k, use (3,23): 23 = 3𝑘(3) + 8000 → 233 = 9𝑘 + 8000
3
4167
23 − 8000 = 9𝑘 → 4167 = 9𝑘 → 𝑘= = 463
9
The particular solution is 𝑉 𝑡 = 3 3(463)𝑡 + 8000 or 𝑉 𝑡 =
3
1389𝑡 + 8000
3
At 5 p.m., the stock’s value is 𝑉 5 = 1389(5) + 8000 ≈ $𝟐𝟒. 𝟔𝟑
Example 4 : Solve the following differential equation
and determine the interval of validity for the
solution?
There are two conditions that define an interval of validity.
Second it must contain the value of the independent variable in the initial
condition, x = 1 in this case.
Hence these will give us division by zero. This gives us three possible
intervals of validity.
However, only one of these will contain the value of x from the initial
condition.
Exercise - 2
Exercise - 3
Exercise - 4
Exercise - 5