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Differential Equations 1. Definition of Differential Equations

This document defines differential equations and discusses methods for solving them. It begins by explaining that a differential equation expresses a relation between a function and its derivatives. The order of a differential equation refers to the order of the largest derivative. Solving a differential equation means finding a function that satisfies the equation. Initial value problems provide both a differential equation and initial conditions. The document gives examples of checking solutions, rejecting non-solutions, parametrizing solution sets, and solving initial value problems. It concludes by introducing common acronyms used in differential equations.

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0% found this document useful (0 votes)
164 views4 pages

Differential Equations 1. Definition of Differential Equations

This document defines differential equations and discusses methods for solving them. It begins by explaining that a differential equation expresses a relation between a function and its derivatives. The order of a differential equation refers to the order of the largest derivative. Solving a differential equation means finding a function that satisfies the equation. Initial value problems provide both a differential equation and initial conditions. The document gives examples of checking solutions, rejecting non-solutions, parametrizing solution sets, and solving initial value problems. It concludes by introducing common acronyms used in differential equations.

Uploaded by

tohidjfr
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Differential Equations 1.

Denition of Differential Equations


A differential equation is an equation expressing a relation between a function and its derivatives. For example, we might know that x is a func tion of t and .. . x + 8x + 7x = 0. (1) or perhaps the relation is more complicated, like xx (5) + cos(t)etx + ( x x x )6 = sin(5t).

(2)

When the function in the differential equation has a single independent variable we call it an ordinary differential equation. That is, the deriva tives are ordinary derivatives, not partial derivatives. This course is almost exclusively concerned with ordinary differential equations. The Order of a Differential Equation The order of a differential equation is the order of the largest derivative ap pearing in it. Equation (1) is a second order differential equation. Equation (2) is a fth order equation since the highest derivative is x (5) (in the rst term).

2. Solving a Differential Equation


Solving a differential equation means nding a function that satises the equation. For many equations it can be hard or impossible to nd a solution. One thing that is easy however is to check a proposed solution. We demonstrate with a few examples. Example 1. Checking a Solution By Substitution Verify the y(t) = e3t is a solution to the differential equation y = 3y.

(3)

Solution. To do this we simply substitute y = e3t into (3), and check that . the equation holds. On the left hand side of (3) we have y = 3e3t . On the right hand side we have 3y = 3e3t . Since both sides are equal, y = e3t is a solution. Example 2. Rejecting a Solution by Substitution Show that y(t) = t3 is not a solution to the differential equation y = y/t.

(4)

Differential Equations

OCW 18.03SC

Solution. Again, we substitute the expression for y into (4).


. Left hand side: y = 3t2 .
Right hand side: y/t = t2 . Since the two sides are not equal, y = t3 is not
a solution.

3. Parametrizing the Set of Solutions of a Differential Equation


Differential equations usually have more than one solution. We can describe them all at once using a parameter. Example. Find all the solutions to

..

x=t

(5)

This is a standard calculus problem. Integrating twice and remembering to include the constants of integration gives x (t) = t3 /3 + c1 t + c2 , where c1 and c2 are arbitrary constants. This expression gives a parametriza tion of the set of solutions to equation (5). The constants c1 and c2 are param eters. Every choice of c1 and c2 gives a different solution to (5). For example, x = t3 /3 + 2t + 1 and t3 /3 + t + 2.718 are both solutions.

4. Initial Value Problems


Sometimes we have a differential equation and initial conditions. To gether they make up an initial value problem. The meaning of the term initial conditions is best illustrated by example. Example. Solve the initial value problem x = t with the initial conditions . x (1) = 1, x (1) = 2. Solution. In the previous example we found the general solution of this differential equation x (t) = t3 /3 + c1 t + c2 . We use the initial conditions to nd the values of c1 and c2 . x (t) = t2 + c1 x (1) = 1 + c1 = 2. x (t) = t3 /3 + c1 t + c2 x (1) = 1/3 + c1 + c2 = 1. Solving for c1 and c2 we get c1 = 1, c2 = 1/3. Thus, the solution to the initial value problem is x (t) = t3 /3 + t 1/3. 2

..

Differential Equations

OCW 18.03SC

5. Acronyms
It will be convenient at times to allow ourselves to use acronyms. Some of the most common are 1. Differential equation (DE). 2. Ordinary differential equation (ODE). 3. Initial value problem (IVP). 4. Initial conditions (IC).

MIT OpenCourseWare http://ocw.mit.edu

Fall 2011

18.03SC Differential Equations

For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.

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