Engineering

maths
LESSON 2
FIRST ORDER DIFFERENTIAL EQUATION -
CONTINUED
Introduction into ODEs and PDEs
•  Classification by type:
• ODEs:
• Contains one or more dependent variables;
• w.r.t. one independent variable;
• E.g.
• PDEs:
• Involves one or more dependent variables
• And two or more independent variables
• Classification by order/degree
• Order of differential equation
• Determined by the highest derivative
• Degree of differential equation
• Exponent of the highest derivative
• Linear / Nonlinear
• Linear:
• Dependent variables and their derivative are of degree 1
• Each coefficient depends ONLY on the independent variable
• A DE is linear if it has the form:

• Nonlinear Des:
• Dependent variables and their derivatives are not of degree 1
Initial & Boundary Value Problems
• Initial Condition: ie. I.C. will be give on specified given point
• Boundary conditions: ie. B.C. will be given on some points
Solution of a differential equations
• General solutions
• Solution with arbitrary constant depending on the order of the equation
• Particular Solutions
• Solution that satisfies given boundary or initial conditions
Mathematical operators
Del operator
• The differential operator nabla often appears in vector analysis.
In the space of three variables it is defined as

where i, j, k are the unit vectors, respectively, along

the x, y and z axes. As a result of acting of the operator nabla on a
scalar field f, we obtain the gradient of the field f:
• The scalar product of the operator nabla ∇ and a vector
function V is known as the divergence of the vector field V:

• Laplace operator
The scalar product of two operators nabla forms a new scalar
differential operator known as the Laplace operator or laplacian.
It is denoted by the symbol Δ:
First Order Homogeneous Linear
Equations
•  Definition of Homogeneous equations:
• A first order homogeneous linear differential equation is one of the form y’+
p(t)y=0 or equivalently y’ = −p(t)y.
• Homogeneity: state of having identical cumulative distribution functions or values.
– Probability
• For calculus: f for every t, e.g.
• Simplified definition: A differential equation is called homogenous if
after writing the terms in order, the right hand side is zero
• Homogeneous equations - Separable
Solving first order differential equations
• 

• Exercise: Solve the initial value problems y’+y*cost=0, y(0)=1/2 and y(2)=1/2.
First Order Linear differential equations
•  General Form: y’+ p(t)y=f(t)
• How might we find that one particular solution to y’+ p(t)y=f(t)?
• We know that the general solution to the homogeneous equation y’+ p(t)y=0
looks like
• Guess: - Let s(t) = v(t)h(t)
• s′(t)+p(t)s(t) = v(t)h′(t) + v′(t)h(t) + p(t)v(t)h(t)
• = v(t)(h′(t) + p(t)h(t)) + v′(t)h(t)
• = v′(t)h(t)
• 

• Example:, with
Flow patterns: Stream Lines, Pathlines,
Streaklines
•  1) A streamline is a line that is everywhere tangent to the velocity
vector at a given instant.
• By definition we must have which upon expansion yields the equation of the
streamlines for a given time

• where s = integration parameter. So if (u,v,w) know, integrate with respect to s

for with I.C. (, , ) at and then eliminate s.
•  2) A pathline is the actual path traveled by a given fluid particle.
•
• Integrate w.r.t. using I.C. , then get rid of t

• 3) A streakline is the locus of particles which have earlier passed

through a particular point.
• To find the streakline, use the integrated result for the pathline retaining time
as a parameter. Now, find the integration constant which causes the pathline
to pass through ) for a sequence of time ξ.Then eliminate ξ.
Bernoulli’s Principle
• Consider the small fluid particle of size δs by δn in the plane of the
figure and δy normal to the figure as shown in the free-body diagram
below. For steady flow, the components of Newton’s second law along
the streamline and normal directions can be written as following:
Derivation of Bernoulli
Energy Balance
Commonly used Bernoulli
Linear second-order differential equations
with constant coefficients
•  The general linear second-order differential equation with
independent variable t and dependent variable x = x(t) is given by
x’’ + p(t)x’ + q(t)x = g(t), ---------(1)
where we have used the standard physics notation x’ = dx/dt and x’’ =
x/d . A unique solution of (1) requires initial values x() = and x’() = . The
equation with constant coefficients—on which we will devote
considerable effort— assumes that p(t) and q(t) are constants,
independent of t. The second-order linear ode is said to be
homogeneous if g(t) = 0.
Homogeneous 2nd Order Linear O.D.E’s with
constant Coefficients
•  ax’’ + bx’ + cx = 0
• a, b, c are constant
• To solve: try
 Case 1:
•  2 distinct real values
• General solution:
 Case 2:
• 
• 1 solution
• General solution: ;
 Case 3:
•  2 complex conjugate values

• 2 complex linearly independent solutions

• General solution: