General Conceps Separable Equations Exact Equations Linear Equations Modeling With System of First Order Ode
General Conceps Separable Equations Exact Equations Linear Equations Modeling With System of First Order Ode
General Conceps Separable Equations Exact Equations Linear Equations Modeling With System of First Order Ode
First-Order ODEs
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Definition
A dierential equation is an equation that contains one or more
derivatives of the function
d2 x
Mass spring system m + kx = f (t)
dt2
dT
Fouriers Law q = k
dx
da
Fatige Analysis = CK m
dN
! "
d2 d2 w
Beams deflection EI 2 =q
dx2 dx
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Classification by type
ODE
dy
+ 6x = ex
dx
d2 y dy
2
+6 12y = 0
dx dx
dx dy
+ = 3x + 2y
dt dt
PDE
2u 2u
+ 2 =0
x2 y
2u 2 u u
2
= 2
x t t
2
u v
2
=
y x
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Clasification by order
The order of a dierential equation is the highest derivative in the
equation
# $3
d2 y dy
2
+5 4y = ex
dx dx
d4 u d2 u
2 + 2 =0
dx4 dt
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Clasification by linearity
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Questions
Given the following dierential equations
d2 y % t5 u(4) + t2 u + 2u = 0
= 1 + y2
dt2
Is it a Linear ODE?
A yes
B no
What is the order of the ODE?
A 1
B 2
C 3
D 4
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Homogeneous vs. non homogeneous
A dierential equation can be written as
& '
f x, y, y , . . . , y (n) = g(x)
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Solution to an ODE
Given an norder ODE, F (x, (x), . . . , (n) (x)) = 0,
(x) is a solution if it posseses at least nderivatives that are
continuous in an interval and when replaced in the ODE, it reduces
the ODE to an identity.
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Example
Given the following ODE:
3y + 2y = 0
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Question
Given the following ODE
y
+y =0
4
verify that y = sin(2x) is or is not a solution
A yes, it is a solution
B no, it is not a solution
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Initial Conditions
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Separable equation, definition
A first order dierential equation
y = f (x, y)
y = g(x)h(y)
Examples:
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Question
Is the following equation separable?
xy + 2y 2 = 0
A yes
B no
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Solution of a separable ODE
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Example
Find the solution to y = y 2 with initial condition y(0) = 4
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Linear Equations
Given a linear, first-order dierential equation
y + p(x)y = f (x)
Assume that p(x) ans f (x) are continuous over the domain, then
the general solution is:
y = yc + yp
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Homogeneous case, f (x) = 0
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Examples
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