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PX149 Mathematics for Physicists II

Professor Steven P. Brown
room F10, Millburn House
Tel: 74359
email: S.P.Brown@warwick.ac.uk
Lecture Timetable:
Lectures are scheduled for:
Monday 9:00 HO51; Tuesday 9:00 MS01; Wednesday 9:00 HO51
(week 1: no lecture Monday; week 2: extra lecture: Monday 10:00 PLT)
Exercise Sheets:
Week 1 questions are at the back of this handout.
Solutions are due in to your class tutor by Monday 14th January at 11:00 a.m.
Webwork:
http://webwork2.warwick.ac.uk/webwork2/PX149/
First deadline: Sunday 20th January 12:30 a.m.
Course Website:
http://go.warwick.ac.uk/px149/
PX149 Mathematics for Physicists II, Prof. S. P. Brown Handout 1
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(A) Ordinary Differential Equations
A_I.1 Introduction
Notation:
d
'
d
y
y
x

2
2
d
''
d
y
y
x

d
d
x
x
t
&
2
2
d
d
x
x
t
&&
For a function, y(x):
y is the dependent variable (the function being differentiated)
x is the independent variable (differentiating with respect to it)
An ordinary differential equation for y (the dependent variable) is any function of y,
derivatives of y (up to any order) and x (the independent variable) in the form:
2
2
d d
( , , , ,...) 0
d d
y y
f x y
x x

Solving an ordinary differential equation involves determining the function (here y) of one
independent variable (here x).
(Distinct to partial differential equations, which involve two or more independent variables
and partial derivatives.)
PX149 Mathematics for Physicists II, Prof. S. P. Brown Handout 1
3
A_I.2 Examples from Physics
2
2
d
d
x k
x
t m
_


,
d
d
N
kN
t

d
d
B
P mg
P
z k T

d
d
C
C S
V
RC V V
t
+
2
2
2
d d
( )
d d
x x
m b m x F t
t t
+ +
2
2
d
( )
2 d
V x E
m x

+
h
PX149 Mathematics for Physicists II, Prof. S. P. Brown Handout 1
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A_I.3 Classification
Order
The order of the highest differential coefficient
Degree
The power to which the highest-order differential coefficient is raised (after any fractional
powers have been removed)
Linear
An ordinary differential equation is linear if it is linear in the dependent variable and all its
derivatives, i.e.,
1
1 1 0 1
d d d
( ) ( ) ... ( ) ( ) ( )
d d d
n n
n n n n
y y y
a x a x a x a x y f x
x x x

+ + + +
Homogeneous
If f(x) on right-hand side of above equation is zero, the linear ordinary differential equation is
homogeneous.
In this case, if y(x) is a solution of the ordinary differential equation, then y(x), where is a
constant, is also a solution.
Constant or non-constant coefficients
The above general linear ordinary differential equation has
constant coefficients if
( )
n
a x
are not functions of x, i.e., they are constants
OR
non-constant coefficients if
( )
n
a x
depend on x
PX149 Mathematics for Physicists II, Prof. S. P. Brown Handout 1
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Four examples:
(1)
d
3
d
y
y
x

(2)
2
2
d d
2 sin{ }
d d
y y
y x
x x
+ +
(3)
3
2
d
d
y
y x
x
_
+

,
(4)
2
3
2
3
d d
6 0
d d
y y
y
x x

_
+ +
' ;

,


PX149 Mathematics for Physicists II, Prof. S. P. Brown Handout 1
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A_II.1 Solving Ordinary Differential Equations: Introduction
If y is a function of x which contains n arbitrary constants, then n differentiations are just
sufficient to eliminate the constants and reduce the relation between y and x to an ordinary
differential equation of order n.
Consider the function: 4 ( ) y a x a +
i.e.,
2
4 ( ) y a x a +
Determine:
d
d
y
x

Rearrange to obtain a in terms of and y and
d
d
y
x
Substitute back into the starting expression to obtain an ordinary differential equation
containing
d
d
y
x
, y and x.
PX149 Mathematics for Physicists II, Prof. S. P. Brown Handout 1
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Consider the function:
exp{ } exp{ 3 } y A x B x +

Find an expression for
exp{ } A x
in terms of y, x and B
and for
exp{ 3 } B x
in terms of y, x and A
Determine by differentiation:
d
d
y
x
=
Hence find an expression for
exp{ } A x
in terms of y and
d
d
y
x
and for
exp{ 3 } B x
in terms of y and
d
d
y
x
Differentiate the expression for
d
d
y
x
again to determine
2
2
d
d
y
x
=
By substituting in the expressions for
exp{ } A x
and
exp{ 3 } B x
, obtain an ordinary
differential equation containing
2
2
d
d
y
x
,
d
d
y
x
and y.
Check your answer is correct, by substituting in for y,
d
d
y
x
and
2
2
d
d
y
x
.
PX149 Mathematics for Physicists II, Prof. S. P. Brown Handout 1
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A_II.2 General and Particular Solutions
The general solution of an ordinary differential equation of order n contains n arbitrary
constants. n initial (or boundary) conditions are required to fix the values of these n arbitrary
constants to obtain the particular solution.
Examples (where straight integration is possible):
(1)
d
d
N
kN
t

N(t) =
If N(t = 0) = 4, find C
N(t) =
(2)
d
exp{ }
d
y
C x
x

y =
If y(x = 0) = 2, find C
y =
PX149 Mathematics for Physicists II, Prof. S. P. Brown Handout 1
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(3)
2
2
d
sin{ }
d
y
x
x


d
d
y
x
=
y =
Find the particular solution given that y(x = 0) = 1 and
d
d
y
x
(x = 0) = 2
(4)
2
d
2
d
y
x xy x
x
+
d
dx
( ) =
d
dx
( )

(5)
2
2
d d
7
d d
y y
a x
x x
+
d
dx
( ) =
d
dx
( )

If a = 0,
PX149 Mathematics for Physicists II, Prof. S. P. Brown Handout 1
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A_II.3 Solving Ordinary Differential Equations: Separation of Variables
d
( ) ( )
d
y
f x g y
x

Then,
d
( )d
( )
y
f x x
g y


Examples
(1)
d
d
y
xy
x

Find the particular solution given that y(x = 1) = 1
(2)
2 2
d
d
y
x y
x

Find the particular solution given that y(x = 1) = 1
PX149 Mathematics for Physicists II, Prof. S. P. Brown Handout 1
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A_II.4 Solving Ordinary Differential Equations: Separation of Variables by Substitution
In favourable cases, equations that are not immediately separable can be separated by an
appropriate substitution, e.g.,
2
2
d
1
d
y y y
x x x
+ +
Let z = y/x,
i.e., y = xz
Using the product rule,
d d
d d
y z
z x
x x
+
Substitute the expressions for z and
d
d
z
x
into the original expression
Integrate to obtain an expression for z in terms of x
y =
PX149 Mathematics for Physicists II, Prof. S. P. Brown Handout 1
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Exercise Sheet 1 Due Monday 14 January 2013, 11 a.m.
Please write up and hand in Question 2 and Question 3.
1. For each of the following differential equations, (a) state its order and whether it is
linear or nonlinear and, if it is a linear equation, state whether it is homogeneous or
inhomogeneous, and whether it has constant coefficients; (b) verify by substitution that
each given function is a solution of the given differential equation.
(i) ( )
2
2 0; 4
x
dy
y y x e
dx

+
(ii)
( ) ( )
2
2
1 2 2 2 2
1 ln{ }
5 4 0; ,
d y dy x
x x y y x y x
dx dx x x
+ +
(iii) ( ) 2 ;
x x x
dy
y e y x e e
dx

+
(iv) ( )
2
2
1
2 0;
1
dy
xy y x
dx x
+
+
2. For each of the following differential equations, first verify that the given one-parameter
family of functions satisfy the given differential equation for all values of the constant
C; then determine the value of C so that ( ) y x
also satisfies the given initial condition.
(i) ( ) ( ) 1; 1; 0 2
x
y y y x Ce y +
(ii) ( ) ( )
3
2
3 0; ; 0 5
x
y x y y x Ce y

+
(iii) ( ) ( )
2
2
1
2 0; ; 0 4 y xy y x y
C x
+
+
(iv) Consider equation
2
2 0
dy
xy
dx
+ again, now with initial condition ( ) 0 0 y
.
Can you find a value of C so that a function of the form ( )
2
1
y x
C x

+
satisfies
( ) 0 0 y
? Is the one-parameter family of functions
2
1
C x +
a general solution for the
differential equation? By inspection, find a constant function which satisfies the
differential equation and the initial condition ( ) 0 0 y
.
PX149 Mathematics for Physicists II, Prof. S. P. Brown Handout 1
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3. This question concerns differential equations that are solvable by straight integration(s).
In each case, find the general solution of the equation and then solve the initial value
problem.
(i) ( )
3
2 , 1 4 y x x y
(ii) ( ) cos{ } 0 1
x
y e x y
(iii) ( ) ( ) cos{2 }, 0 1, 0 2 y x y y
.
PX149 Mathematics for Physicists II, Prof. S. P. Brown Handout 1