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KNF1023
                                   Engineering
                                Mathematics II

                                   Introduction to ODEs
               Prepared By
              Annie ak Joseph




Prepared By
Annie ak Joseph                         Session 2008/2009
Learning Objectives



      Describe the concept of ODEs




         Solve the problems of ODEs




       Apply an ODEs in real life application
Introduction to ODEs


              Introduction
                to ODEs


   Order of                  Solving an
   ODE                       ODE –
                             general,
                             particular,
                             exact
                             solutions
Basic Concept


An ordinary differential equation is an
 equation with relationship between
 dependent variable (“y”), independent
 variable (“x”) and one or more
 derivative of y with respect to x.

Example:
1. y  5 x    4
    ,



2. y ,,    xy  8
3. 2 x 2   y 10 y , , , ,  3 xy   ,,
                                         xy
Basic Concept


Ordinary Differential equations different
 from partial differential equations

Partial Differential equations-> unknown
 function depends on two or more
 variables, so that they are more
 complicated

    d 2V d 2V
      2
             2
                0
    dx     dy
Order of ODEs:


The order of a differential equation is the
 order of the highest derivative involved
 in the equation.

 Example:

  1.   y  cos x
        ,

  2.   y ,,  4 y  0
  3.   2 x 2 y10 y ,,,,  3 xy ,,  xy
  4.   x y y  2e y  (x  2) y
        2 ,,, ,       x ,,       2       2
Arbitrary Constants



An arbitrary constant, often denoted by a
 letter at the beginning of the alphabet
 such as A, B,C, c 1 , c 2 , etc. may assume
 values independently of the variables
 involved. For example in y  x2  c1 x  c2 , c 1
 and c2 are arbitrary constants.
Solving of an Ordinary Differential
Equations



A solution of a differential equation is a
 relation between the variables which is
 free of derivatives and which satisfies the
 differential equation identically.
Solving of an Ordinary Differential
Equations

Example 1:

              y  6x  0
                ''


            dy
        y 
         ,
                 6 xdx  3 x  C
                              2

            dx

        y   (3 x  C ) dx  x  Cx  D
                     2         3
Concept of General Solution


A solution containing a number of
 independent arbitrary constants equal to
 the order of the differential equation is
 called the general solution of the equation.

We regard any function y(x) with N
 arbitrary constants in it to be a general
 solution of N th order ODE in y=y(x) if the
 function satisfies the ODE.
Concept of General Solution


 Example 2 : y ( x)  8 x 3  Cx  D is a solution
  for ODE y ''  48 x
                       2
                 d y
              y  2  48 x
                ,,

                 dx

              y '   48 xdx  24 x 2  C


             y   ( 24 x 2  C ) dx  8 x 3  Cx  D
Particular Solution


 When specific values are given to at least
  one of these arbitrary constants, the
  solution is called a particular solution.

 Example 3:
            y ( x)  8 x 3  2 x  D

            y ( x)  8 x  Cx  5
                       3



            y ( x)  8 x 3  5 x  1
Exact Solution


A solution of an ODE is exact if the
 solution can be expressed in terms of
 elementary functions.

We regards a function as elementary if its
 value can be calculated using an ordinary
 scientific hand calculator.
Exact Solution

Thus the general solution y ( x)  8 x 3  Cx  D
  of the ODE y ''  48 x is exact.

We may not able to find exact solution
 for some ODEs. As example, consider
 the ODE
                   dy sin( x)
                      
                   dx      x
                        sin( x)
                   y          dx
                           x
Applications of ODEs
Summary




            Order of ODE




          Solving an ODE                ODEs


 general, particular, exact solutions
Prepared By
              Annie ak Joseph




Prepared By
Annie ak Joseph                 Session 2008/2009

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Week 1 [compatibility mode]

  • 1. KNF1023 Engineering Mathematics II Introduction to ODEs Prepared By Annie ak Joseph Prepared By Annie ak Joseph Session 2008/2009
  • 2. Learning Objectives Describe the concept of ODEs Solve the problems of ODEs Apply an ODEs in real life application
  • 3. Introduction to ODEs Introduction to ODEs Order of Solving an ODE ODE – general, particular, exact solutions
  • 4. Basic Concept An ordinary differential equation is an equation with relationship between dependent variable (“y”), independent variable (“x”) and one or more derivative of y with respect to x. Example: 1. y  5 x 4 , 2. y ,,  xy  8 3. 2 x 2 y 10 y , , , ,  3 xy ,,  xy
  • 5. Basic Concept Ordinary Differential equations different from partial differential equations Partial Differential equations-> unknown function depends on two or more variables, so that they are more complicated d 2V d 2V  2  2 0 dx dy
  • 6. Order of ODEs: The order of a differential equation is the order of the highest derivative involved in the equation.  Example: 1. y  cos x , 2. y ,,  4 y  0 3. 2 x 2 y10 y ,,,,  3 xy ,,  xy 4. x y y  2e y  (x  2) y 2 ,,, , x ,, 2 2
  • 7. Arbitrary Constants An arbitrary constant, often denoted by a letter at the beginning of the alphabet such as A, B,C, c 1 , c 2 , etc. may assume values independently of the variables involved. For example in y  x2  c1 x  c2 , c 1 and c2 are arbitrary constants.
  • 8. Solving of an Ordinary Differential Equations A solution of a differential equation is a relation between the variables which is free of derivatives and which satisfies the differential equation identically.
  • 9. Solving of an Ordinary Differential Equations Example 1: y  6x  0 '' dy y  ,   6 xdx  3 x  C 2 dx y   (3 x  C ) dx  x  Cx  D 2 3
  • 10. Concept of General Solution A solution containing a number of independent arbitrary constants equal to the order of the differential equation is called the general solution of the equation. We regard any function y(x) with N arbitrary constants in it to be a general solution of N th order ODE in y=y(x) if the function satisfies the ODE.
  • 11. Concept of General Solution  Example 2 : y ( x)  8 x 3  Cx  D is a solution for ODE y ''  48 x 2 d y y  2  48 x ,, dx y '   48 xdx  24 x 2  C y   ( 24 x 2  C ) dx  8 x 3  Cx  D
  • 12. Particular Solution  When specific values are given to at least one of these arbitrary constants, the solution is called a particular solution.  Example 3: y ( x)  8 x 3  2 x  D y ( x)  8 x  Cx  5 3 y ( x)  8 x 3  5 x  1
  • 13. Exact Solution A solution of an ODE is exact if the solution can be expressed in terms of elementary functions. We regards a function as elementary if its value can be calculated using an ordinary scientific hand calculator.
  • 14. Exact Solution Thus the general solution y ( x)  8 x 3  Cx  D of the ODE y ''  48 x is exact. We may not able to find exact solution for some ODEs. As example, consider the ODE dy sin( x)  dx x sin( x) y dx x
  • 16. Summary Order of ODE Solving an ODE ODEs general, particular, exact solutions
  • 17. Prepared By Annie ak Joseph Prepared By Annie ak Joseph Session 2008/2009