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## Differential Equations (DE)

http://djj.ee.ntu.edu.tw/DE.htm
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2 (AM 9:10~10:00)
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## "Differential Equations-with Boundary-Value Problem",

7th edition, Dennis G. Zill and Michael R. Cullen
10%, 45%, 45%

(1)
http://djj.ee.ntu.edu.tw/DE.htm
(2)
(3)
40%~90%
(4)
(5)
(6)

Week Number

Date (Wed.)

1.

9/15, 9/17

2.

9/24

3.

9/29, 10/1

4.

10/6, 10/8

5.

10/13, 10/15

6.

10/20, 10/22

7.

10/27, 10/29

8.

11/3, 11/5

9.

## 11/10: Midterm; (Chaps.1-5), 11/12

10.

11/17, 12/19

11.

11/24, 12/26

12.

12/1, 12/3

13.

12/8, 12/10

Remark
9/22

(Chaps.1-5)

(
)

14.
15.

12/22, 12/24

16.

12/29, 12/31

17.

1/5, 1/7

Introduction (Chap. 1)
First Order DE

(Chap. 2)
(Chap. 3)
(Chap. 8)
(Chap. 4)

Higher Order DE

(Chap. 5)
(Chap. 6)

## Partial DE (Chap. 12)

Laplace Transform (Chap. 7)
Transforms

## Fourier Series (Chap. 11)

Fourier Transform (Chap. 14)
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## Chapter 1 Introduction to Differential Equations

1.1 Definitions and Terminology ( )
(1)Differential Equation (DE): any equation containing derivation
(page 2, definition 1.1)

dy ( x)
1
dx

x:

independent variable

## y(x): dependent variable

d 3 f (t )
0 sin(2 t ) f (t )dt dt 3 g t
t

## In the text book f(x) is often simplified as f

notations of differentiation
df
dx ,
f ,

d2 f
dx 2 ,

d3 f
dx 3 ,

f ,

f& ,

&
f& ,

f ,
&
&,
f&

fx ,

f xx ,

f xxx ,

d4 f
dx 4 , .
f (4) , .

Leibniz notation
prime notation

&
&
& , .
f&

dot notation

f xxxx , .

subscript notation

## (2) Ordinary Differential Equation (ODE):

differentiation with respect to one independent variable
d 3u d 2u du
2
cos(6 x)u 0
3
dx
d x dx

dx dy dz
2 xy z
dt dt dt

## (3) Partial Differential Equation (PDE):

differentiation with respect to two or more independent variables
2u 2u
2 0
2
x y

x y

## (4) Order of a Differentiation Equation: the order of the highest

derivative in the equation
d 7u
d 6u
du
2 6 3 u 0
7
dx
dx
dx
d2y
dy
x

4
y

e
dx 2
dx

7th order

2nd order

## (5) Linear Differentiation Equation:

dny
d n1 y
dy
an x n an1 x n1 L a1 x a0 x y g x
dx
dx
dx
All the coefficient terms are independent of y.
Property of linear differentiation equations:
d n y1
d n1 y1
dy1
a
x

a
x

a
x
a0 x y1 g1 x
If n n
n 1
1
n 1
dx
dx
dx
d n y2
d n1 y2
dy2
an x
an1 x
L a1 x
a0 x y2 g 2 x
n
n 1
dx
dx
dx
and y3 = by1 + cy2, then
d n y3
d n1 y3
dy3
an x n an1 x n1 L a1 x
a0 x y3 bg1 x cg 2 x
dx
dx
dx
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d 2 y dy
( y 3) 2 2 y x
dx
dx
d 2 y dy
2
x

e
dx 2 dx
d 2 y dy
y
x

e
dx 2 dx

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## (7) Explicit Solution (page 6)

The solution is expressed as y = (x)
(8) Implicit Solution (page 7)

Example:

dy 2
x
dx

Solution:

1 x2 y 2 c
2

or

y c x2 / 2
y cx /2
2

(implicit solution)

(explicit solution)

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## 1.2 Initial Value Problem (IVP)

A differentiation equation always has more than one solution.
dy
1 ,
for
dx
y = x, y = x+1 , y = x+2 are all the solutions of the above
differentiation equation.

## General form of the solution: y = x+ c, where c is any constant.

The initial value ( x = 0) is helpful for obtain the unique
solution. dy
1
dx
and y(0) = 2
y = x+2
dy
1
dx
and y(2) =3.5
y = x+1.5

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The kth order differential equation usually requires k initial conditions (or
k boundary conditions) to obtain the unique solution.
d2y
1
2
dx

solution: y = x2/2 + bx + c,
b and c can be any constant

## y(1) = 2 and y(2) = 3

(boundary conditions )

## y(0) = 1 and y'(0) =5

(initial conditions)

## y(0) = 1 and y'(3) =2

(boundary conditions )

For the kth order differential equation, the initial conditions can be 0th ~
(k1)th derivatives at some points.
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## 1.3 Differential Equations as Mathematical

Model
Physical meaning of differentiation:
the variation at certain time or certain place

dA t
kA t
dt
dT
k (T Tm )
dt

A: population

T: ,
Tm:
t:
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f t dt
dA t 1

dt
t

1
dt ln t c
t
1
t 2 4 dt ?
A t ln t c

## (1) dependent variable ( page 15

)
(2) order of DE 1
d 2 A(t )
dA(t )

2
1
2
dt
dt
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Review
dependent variable and independent variable

DE
PDE and ODE
Order of DE
linear DE and nonlinear DE
explicit solution and implicit solution
initial value
IVP

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## Chapter 2 First Order Differential Equation

2-1 Solution Curves without a Solution
Instead of using analytic methods, the DE can be solved by graphs (
)
dy
f x, y
slopes and the field directions:
dx

y-axis

## the slope is f(x0, y0)

(x0, y0)

x-axis
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Example 1

dy/dx = 0.2xy

Fig. 2-1-3(a) of Differential Equations-with BoundaryValue Problem, 7th ed., Dennis G. Zill and Michael R. Cullen.
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Example 2

dy/dx = sin(y),

y(0) = 3/2

## Fig. 2-1-4 of Differential Equations-with Boundary-Value

Problem, 7th ed., Dennis G. Zill and Michael R. Cullen.

## With initial conditions, one curve can be obtained

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It can solve some 1st order DEs that cannot be solved by
mathematics.

It can only be used for the case of the 1st order DE.
It requires a lot of time

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## Section 2-6 A Numerical Method

Another way to solve the DE without analytic methods
independent variable x

dy x
f x
dx

dy ( x)
f x
dx

## Find the solution of

Since

sampling( )

approximation

y xn 1 y xn
f xn
xn1 xn

y xn1 y xn f xn xn1 xn

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Example:
dy(x)/dx = 0.2xy

dy/dx = sin(x)

## dy/dx = sin(x), y(0) = 1,

(a) xn+1 xn = 0.01,
(b) xn+1 xn = 0.1,
(c) xn+1 xn = 1,
(d) xn+1 xn = 0.1, dy/dx = 10sin(10x)
Constraint for obtaining accurate results:
(1) small sampling interval (2) small variation of f(x, y)

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(a) 1

(b) 1

0.5

0.5

-0.5

-0.5

-1

-1

-1.5

10

(c)

-1.5

10

10

(d)

0.5

0.5

-0.5

-0.5

-1

-1

-1.5

-1.5

10

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-- can be used for solving a complicated DE (not constrain for the 1st
order case)
-- suitable for computer simulation
-- more time for computation
-- numerical error

( )

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## Exercises that are worth practicing

(not homework, but are encouraged to practice)
1-1: 1, 13, 19, 23, 33
1-2: 3, 13, 21, 33
1-3: 2, 7, 28
2-1: 1, 13, 20, 25, 33
2-6: 1, 3

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