Solution Differential Equations

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Derivatives
Derivatives

Partial Derivatives
Ordinary Derivatives

dv u
dt y
u is a function of
v is a function of one
more than one
independent variable
independent variable

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 Differential equation
definition
It is an equation that contains one or more
derivatives.

Depending on the number of independent variables

and corresponding number of derivatives these
equations are divided into:
 – ordinary differential equations formulated for
functions of one variable and
 – partial differential equations formulated for
functions of many variables.
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Differential Equations
Differential
Equations

Ordinary Differential Equations Partial Differential Equations

d v 2
u u
2 2

 6tv  1  2 0
dt 2 y 2
x
involve one or more involve one or more
Ordinary derivatives of partial derivatives of
unknown functions unknown functions
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Ordinary Differential Equations
Ordinary Differential Equations (ODE) involve one or
more ordinary derivatives of unknown functions with
respect to one independent variable
Examples :
dv(t )
 v(t )  e t x(t): unknown function
dt
d 2 x(t ) dx(t )
2
5  2 x(t )  cos(t )
dt dt
t: independent variable

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Example of ODE:
Model of falling parachutist
The velocity of a falling
parachutist is given by

dv c
 9 .8  v
dt M
M : mass
c : drag coefficient
v : velocity

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Definitions
Ordinary
differential
equation
dv c
 9. 8  v
dt M

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 dv c
 9 .8  v unknown
dt M function

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 dv c
 9.8  v
dt M
(independent variable)
the variable with respect to which
other variables are differentiated
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Order of a differential equation
The order of an ordinary differential equations is the order
of the highest order derivative
Examples :
dx(t )
 x(t )  e t First order ODE
dt
d 2 x(t ) dx(t )
2
5  2 x(t )  cos(t ) Second order ODE
dt dt
3
 d x(t )
2
 dx(t )
 2
   2 x 4 (t )  1 Second order ODE
 dt  dt
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Solution of a differential
equation
A solution to a differential equation is a function that
satisfies the equation.

Example : t
Solution x(t )  e
dx(t )
 x(t )  0 Proof :
dt
dx(t )
 e t
dt
dx(t ) t t
 x(t )  e  e  0
dt
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Linear ODE
An ODE is linear if
The unknown function and its derivatives appear to power one
No product of the unknown function and/or its derivatives
Examples :
dx(t )
 x(t )  e t
dt Linear ODE
d 2 x(t ) dx(t )
2
 5  2t 2
x(t )  cos(t ) Linear ODE
dt dt
3
 d x(t )  dx(t )
2
 2
   x(t )  1 Non-linear ODE
 dt  dt

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Nonlinear ODE
An ODE is linear if
The unknown function and its derivatives appear to power one
No product of the unknown function and/or its derivatives
Examples of nonlinear ODE :
dx(t )
 cos( x(t ))  1
dt
d 2 x(t ) dx(t )
2
 5 x(t )  2
dt dt
d 2 x(t ) dx(t )
2
  x(t )  1
dt dt
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Solutions of Ordinary Differential
Equations
x(t )  cos(2t )
is a solution to the ODE
2
d x(t )
2
 4 x(t )  0
dt
Is it unique?
All functions of the form x(t )  cos(2t  c)
(where c is a real constant) are solutions
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Uniqueness of a solution
In order to uniquely specify a solution to an n th
order differential equation we need n conditions

d 2 y ( x)
2
 4 y ( x)  0 Second order ODE
dt
y (0)  a Two conditions are
y (0)  b needed to uniquely
specify the solution

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Auxiliary conditions
auxiliary conditions

Initial Conditions Boundary Conditions

 all conditions are at one  The conditions are not at

point of the independent one point of the
variable independent variable

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Boundary-Value and
Initial value Problems
Initial-Value Problems Boundary-Value Problems

 The auxiliary conditions  The auxiliary conditions are

are at one point of the not at one point of the
independent variable
independent
 More difficult to solve than
variable
initial value problem

2 t
x  2 x  x  e 2 t x  2 x  x  e
x(0)  1, x (0)  2.5 x(0)  1, x(2)  1.5
same different
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Classification of ODE
ODE can be classified in different ways
 Order
 First order ODE
 Second order ODE
 Nth order ODE
 Linearity
 Linear ODE
 Nonlinear ODE
 Auxiliary conditions
 Initial value problems
 Boundary value problems

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Analytical Solutions
 Analytical Solutions to ODE are available
for linear ODE and special classes of
nonlinear differential equations.

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Numerical Solutions
 Numerical method are used to obtain a
graph or a table of the unknown function
 Most of the Numerical methods used to
solve ODE are based directly (or
indirectly) on truncated Taylor series
expansion

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Classification of the Methods
Numerical Methods
for solving ODE

Single-Step Methods Multiple-Step Methods

Estimates of the solution Estimates of the solution

at a particular step are at a particular step are
entirely based on based on information on
information on the more than one step
previous step

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