An Introduction to Dierential Equations

An Introduction to Dierential Equations

Colin Carroll

August 24, 2010

An Introduction to Dierential Equations

Differential Equations
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An Introduction to Dierential Equations Syllabus Basic Info

Syllabus- Are You In the Right Room?

MATH 211 - ORDINARY DIFFERENTIAL EQUATIONS AND LINEAR ALGEBRA FALL 2010 TR 9:25 - 10:40am, HBH427.

An Introduction to Dierential Equations Syllabus Basic Info

Syllabus- How To Get In Touch

Instructor: Colin Carroll Contact Info: Oce: HB 447, Phone: x4598, E-mail: colin.carroll@rice.edu Oce Hours: Monday, Wednesday and Friday, 4-5pm and by appointment. Course Webpage: http://math.rice.edu/ cc11

An Introduction to Dierential Equations Syllabus Basic Info

Syllabus- How To Get In Touch

Instructor: Colin Carroll Contact Info: Oce: HB 447, Phone: x4598, E-mail: colin.carroll@rice.edu Oce Hours: Monday, Wednesday and Friday, 4-5pm and by appointment. Course Webpage: http://math.rice.edu/ cc11

An Introduction to Dierential Equations Syllabus Basic Info

Syllabus- How To Get In Touch

Instructor: Colin Carroll Contact Info: Oce: HB 447, Phone: x4598, E-mail: colin.carroll@rice.edu Oce Hours: Monday, Wednesday and Friday, 4-5pm and by appointment. Course Webpage: http://math.rice.edu/ cc11

An Introduction to Dierential Equations Syllabus Basic Info

Syllabus- How To Get In Touch

Instructor: Colin Carroll Contact Info: Oce: HB 447, Phone: x4598, E-mail: colin.carroll@rice.edu Oce Hours: Monday, Wednesday and Friday, 4-5pm and by appointment. Course Webpage: http://math.rice.edu/ cc11

An Introduction to Dierential Equations Syllabus Textbooks

Syllabus- Textbooks
Textbook : John Polking, Albert Boggess, David Arnold Dierential Equations, Prentice Hall, 2nd Ed. Supplementary References: George Simmons, Stephen Krantz Dierential Equations, McGraw Hill, Walter Rudin Student Series in Advanced Mathematics. Morris Tenenbaum and Harry Pollard Ordinary Dierential Equations, Dover.

An Introduction to Dierential Equations Syllabus Textbooks

Syllabus- Textbooks
Textbook : John Polking, Albert Boggess, David Arnold Dierential Equations, Prentice Hall, 2nd Ed. Supplementary References: George Simmons, Stephen Krantz Dierential Equations, McGraw Hill, Walter Rudin Student Series in Advanced Mathematics. Morris Tenenbaum and Harry Pollard Ordinary Dierential Equations, Dover.

An Introduction to Dierential Equations Syllabus Textbooks

Syllabus- Textbooks
Textbook : John Polking, Albert Boggess, David Arnold Dierential Equations, Prentice Hall, 2nd Ed. Supplementary References: George Simmons, Stephen Krantz Dierential Equations, McGraw Hill, Walter Rudin Student Series in Advanced Mathematics. Morris Tenenbaum and Harry Pollard Ordinary Dierential Equations, Dover.

An Introduction to Dierential Equations Syllabus Textbooks

Syllabus- Textbooks
Textbook : John Polking, Albert Boggess, David Arnold Dierential Equations, Prentice Hall, 2nd Ed. Supplementary References: George Simmons, Stephen Krantz Dierential Equations, McGraw Hill, Walter Rudin Student Series in Advanced Mathematics. Morris Tenenbaum and Harry Pollard Ordinary Dierential Equations, Dover.

An Introduction to Dierential Equations Syllabus Grading

Syllabus- Homework

Doing many problems is best way to learn ODEs. Assigned and collected once a week. No late homework. Lowest homework grade is dropped. WORK TOGETHER!

An Introduction to Dierential Equations Syllabus Grading

Syllabus- Homework

Doing many problems is best way to learn ODEs. Assigned and collected once a week. No late homework. Lowest homework grade is dropped. WORK TOGETHER!

An Introduction to Dierential Equations Syllabus Grading

Syllabus- Homework

Doing many problems is best way to learn ODEs. Assigned and collected once a week. No late homework. Lowest homework grade is dropped. WORK TOGETHER!

An Introduction to Dierential Equations Syllabus Grading

Syllabus- Homework

Doing many problems is best way to learn ODEs. Assigned and collected once a week. No late homework. Lowest homework grade is dropped. WORK TOGETHER!

An Introduction to Dierential Equations Syllabus Grading

Syllabus- Homework

Doing many problems is best way to learn ODEs. Assigned and collected once a week. No late homework. Lowest homework grade is dropped. WORK TOGETHER!

An Introduction to Dierential Equations Syllabus Grading

Syllabus- Exams

There will be two midterm exams, and a nal exam. Exams from the summer are available on my website.

An Introduction to Dierential Equations Syllabus Grading

Syllabus- Exams

There will be two midterm exams, and a nal exam. Exams from the summer are available on my website.

An Introduction to Dierential Equations Syllabus Grading

Grades.

Grades will be based on homeworks and exams, and worth approximately: Homeworks: 15 % Midterm Exam I: 20 % Midterm Exam II: 25 % Final Exam: 40 %

An Introduction to Dierential Equations Syllabus Disability Support

Syllabus- Disability Support

It is the policy of Rice University that any student with a disability receive fair and equal treatment in this course. If you have a documented disability that requires academic adjustments or accommodation, please speak with me during the rst week of class. All discussions will remain condential. Students with disabilities will also need to contact Disability Support Services in the Ley Student Center.

An Introduction to Dierential Equations Syllabus Important Dates

Syllabus- Important Dates

Tuesday, August 24: First class. September 30-October 5: Midterm exam I Tuesday, October 12: Midterm Recess- no class! November 4-9: Midterm exam II Thursday, November 25: Thanksgiving Recess: - no class! Thursday, December 2: Last day of class. December 8-15: Final Exam dates.

An Introduction to Dierential Equations Syllabus A Note on Technology

A Note on Technology

None of the work in the class will require a computer, or hopefully even a calculator. However, I plan on holding (approximately) two intro to matlab sessions during the semester. These will be helpful in checking work and likely if you take any further science/engineering courses.

An Introduction to Dierential Equations Syllabus A Note on Technology

Pause for questions, applause.

An Introduction to Dierential Equations Dierential Equations Introduction

What is an Ordinary Dierential Equation?

An ordinary dierential equation (also called an ODE, or DiEQ, pronounced diy-Q by the cool kids) is an equation that can be written in the form f x , y px q, y I px q, y P px q, . . . , y pnq px q

 0.

In this class, you will be asked to solve a dierential equation, by which we mean nd a function y px q that satises the above equation. This is unhelpful. Examples will help.

An Introduction to Dierential Equations Dierential Equations Introduction

What is an Ordinary Dierential Equation?

An ordinary dierential equation (also called an ODE, or DiEQ, pronounced diy-Q by the cool kids) is an equation that can be written in the form f x , y px q, y I px q, y P px q, . . . , y pnq px q

 0.

In this class, you will be asked to solve a dierential equation, by which we mean nd a function y px q that satises the above equation. This is unhelpful. Examples will help.

An Introduction to Dierential Equations Dierential Equations Introduction

What is an Ordinary Dierential Equation?

An ordinary dierential equation (also called an ODE, or DiEQ, pronounced diy-Q by the cool kids) is an equation that can be written in the form f x , y px q, y I px q, y P px q, . . . , y pnq px q

 0.

In this class, you will be asked to solve a dierential equation, by which we mean nd a function y px q that satises the above equation. This is unhelpful. Examples will help.

An Introduction to Dierential Equations Dierential Equations Examples

Example

Solve the ODE

yI

 3x 2.  

From calculus we can calculate y I dx 3x 2 dx x3 C .

It doesnt get any better than this.

An Introduction to Dierential Equations Dierential Equations Examples

Example

Solve the ODE

yI

 3x 2.  

From calculus we can calculate y I dx 3x 2 dx x3 C .

It doesnt get any better than this.

An Introduction to Dierential Equations Dierential Equations Examples

Example

Solve the ODE

yI

 3x 2.  

From calculus we can calculate y I dx 3x 2 dx x3 C .

It doesnt get any better than this.

An Introduction to Dierential Equations Dierential Equations Examples

Harder examples.
What about solving the ODE y I  y ? We cannot just integrate this, but there is a quick way to solve this.

Similarly the dierential equation y P y  0 looks fairly simple, but it will take most of the semester before we can solve it. Well be happy just verifying the solution for now.

An Introduction to Dierential Equations Dierential Equations Examples

Harder examples.
What about solving the ODE y I  y ? We cannot just integrate this, but there is a quick way to solve this.

Similarly the dierential equation y P y  0 looks fairly simple, but it will take most of the semester before we can solve it. Well be happy just verifying the solution for now.

An Introduction to Dierential Equations Dierential Equations Examples

Harder examples.
What about solving the ODE y I  y ? We cannot just integrate this, but there is a quick way to solve this. y

 Ae x .

Similarly the dierential equation y P y  0 looks fairly simple, but it will take most of the semester before we can solve it. Well be happy just verifying the solution for now.

An Introduction to Dierential Equations Dierential Equations Examples

Harder examples.
What about solving the ODE y I  y ? We cannot just integrate this, but there is a quick way to solve this. y

 Ae x .

Similarly the dierential equation y P y  0 looks fairly simple, but it will take most of the semester before we can solve it. Well be happy just verifying the solution for now. y  A cos x B sin x .

An Introduction to Dierential Equations Dierential Equations Solutions

Verifying Solutions
We wish to show that y  A cos x y P y  0. Certainly y I  A sin x B cos x . So y P  A cos x B sin x . Then yP y

B sin x solves

 pA cos x B sin x q pA cos x B sin x q  0,

as desired.

An Introduction to Dierential Equations Dierential Equations Solutions

Verifying Solutions
We wish to show that y  A cos x y P y  0. Certainly y I  A sin x B cos x . So y P  A cos x B sin x . Then yP y

B sin x solves

 pA cos x B sin x q pA cos x B sin x q  0,

as desired.

An Introduction to Dierential Equations Dierential Equations Solutions

Verifying Solutions
We wish to show that y  A cos x y P y  0. Certainly y I  A sin x B cos x . So y P  A cos x B sin x . Then yP y

B sin x solves

 pA cos x B sin x q pA cos x B sin x q  0,

as desired.

An Introduction to Dierential Equations Dierential Equations Solutions

Verifying Solutions
We wish to show that y  A cos x y P y  0. Certainly y I  A sin x B cos x . So y P  A cos x B sin x . Then yP y

B sin x solves

 pA cos x B sin x q pA cos x B sin x q  0,

as desired.

An Introduction to Dierential Equations Dierential Equations Solutions

The Nature of Solutions

Our intuition from calculus tells us that whatever we mean by general solution, it will not be unique, because of constants of integration. Indeed, by general solution, we mean writing down every solution to a dierential equation- for an equation of order n, this will typically mean n constants of integration. We are also often concerned about a particular solution to an ODE. In this case, we will write down a dierential equation as well as initial conditions.

An Introduction to Dierential Equations Dierential Equations Solutions

The Nature of Solutions

Our intuition from calculus tells us that whatever we mean by general solution, it will not be unique, because of constants of integration. Indeed, by general solution, we mean writing down every solution to a dierential equation- for an equation of order n, this will typically mean n constants of integration. We are also often concerned about a particular solution to an ODE. In this case, we will write down a dierential equation as well as initial conditions.

An Introduction to Dierential Equations Dierential Equations Solutions

The Nature of Solutions

Our intuition from calculus tells us that whatever we mean by general solution, it will not be unique, because of constants of integration. Indeed, by general solution, we mean writing down every solution to a dierential equation- for an equation of order n, this will typically mean n constants of integration. We are also often concerned about a particular solution to an ODE. In this case, we will write down a dierential equation as well as initial conditions.

An Introduction to Dierential Equations Dierential Equations Solutions

An example
We will investigate the ODE xI

 x sin t 2te cos t ,

with initial conditions x p0q  1.

It turns out that a general solution to the ODE is x pt q  pt 2 C qe cos t . Plugging in the initial condition gives us the particular solution x pt q  pt 2 e qe cos t .

An Introduction to Dierential Equations Dierential Equations Solutions

An example
We will investigate the ODE xI

 x sin t 2te cos t ,

with initial conditions x p0q  1.

It turns out that a general solution to the ODE is x pt q  pt 2 C qe cos t . Plugging in the initial condition gives us the particular solution x pt q  pt 2 e qe cos t .

An Introduction to Dierential Equations Dierential Equations Solutions

An example
We will investigate the ODE xI

 x sin t 2te cos t ,

with initial conditions x p0q  1.

It turns out that a general solution to the ODE is x pt q  pt 2 C qe cos t . Plugging in the initial condition gives us the particular solution x pt q  pt 2 e qe cos t .

An Introduction to Dierential Equations Dierential Equations Notation

Some Notes on Notation

Notation in dierential equations can quickly become a mess. I try to follow fairly standard practices. The standard practices are sometimes confusing, but I would encourage you to emulate the notation used. If you still wish to use your own on a graded assignment please make your notation clear! Some general rules: we will usually use x or t as the independent variable, and y as the dependent variable. Unfortunately, the second choice for dependent variable is often x .

An Introduction to Dierential Equations Dierential Equations Notation

Some Notes on Notation

Notation in dierential equations can quickly become a mess. I try to follow fairly standard practices. The standard practices are sometimes confusing, but I would encourage you to emulate the notation used. If you still wish to use your own on a graded assignment please make your notation clear! Some general rules: we will usually use x or t as the independent variable, and y as the dependent variable. Unfortunately, the second choice for dependent variable is often x .

An Introduction to Dierential Equations Dierential Equations Notation

Some Notes on Notation

Notation in dierential equations can quickly become a mess. I try to follow fairly standard practices. The standard practices are sometimes confusing, but I would encourage you to emulate the notation used. If you still wish to use your own on a graded assignment please make your notation clear! Some general rules: we will usually use x or t as the independent variable, and y as the dependent variable. Unfortunately, the second choice for dependent variable is often x .

An Introduction to Dierential Equations Dierential Equations Notation

Notation, continued
As above, we will usually suppress the dependence of one variable on another. That is to say, rather than write y I px qx we will write

cx  y px q , cx I yx . y

An Introduction to Dierential Equations Dierential Equations Notation

Notation, continued
As above, we will usually suppress the dependence of one variable on another. That is to say, rather than write y I px qx we will write

cx  y px q , cx I yx . y

An Introduction to Dierential Equations Dierential Equations Notation

Notation, continued
As above, we will usually suppress the dependence of one variable on another. That is to say, rather than write y I px qx we will write

cx  y px q , cx I yx . y

An Introduction to Dierential Equations Dierential Equations Notation

Notation, continued
This can make some dierential equations confusing. In the ODE y I  y , there is nothing to indicate what y depends on (however you can deduce that y is the dependent variable, since we take a derivative). Also, at our notational convenience, we will switch between Newtons notation and Leibnizs notation: yI

 dy , dt

yP

y d , dt 2

. . . , y pn q

y d . dt n

When the derivative is with respect time, we might also I :  y P. 9  y or y write y

An Introduction to Dierential Equations Dierential Equations Notation

Notation, continued
This can make some dierential equations confusing. In the ODE y I  y , there is nothing to indicate what y depends on (however you can deduce that y is the dependent variable, since we take a derivative). Also, at our notational convenience, we will switch between Newtons notation and Leibnizs notation: yI

 dy , dt

yP

y d , dt 2

. . . , y pn q

y d . dt n

When the derivative is with respect time, we might also I :  y P. 9  y or y write y

An Introduction to Dierential Equations Dierential Equations Notation

Notation, continued
This can make some dierential equations confusing. In the ODE y I  y , there is nothing to indicate what y depends on (however you can deduce that y is the dependent variable, since we take a derivative). Also, at our notational convenience, we will switch between Newtons notation and Leibnizs notation: yI

 dy , dt

yP

y d , dt 2

. . . , y pn q

y d . dt n

When the derivative is with respect time, we might also I :  y P. 9  y or y write y

An Introduction to Dierential Equations Dierential Equations Motivational Example

Motivation
Lets look at a simple physical example of where dierential equations play a role: Newtonian motion. First we recall two laws that Newton came up with:
Newtons Law of Gravity Fgrav Newtons 2nd Law F
 

m1 m2 r2

m a.

Also recall that if x pt q is the position of an object with : pt q  a, the acceleration. respect to time, then x

An Introduction to Dierential Equations Dierential Equations Motivational Example

Motivation
Lets look at a simple physical example of where dierential equations play a role: Newtonian motion. First we recall two laws that Newton came up with:
Newtons Law of Gravity Fgrav Newtons 2nd Law F
 

m1 m2 r2

m a.

Also recall that if x pt q is the position of an object with : pt q  a, the acceleration. respect to time, then x

An Introduction to Dierential Equations Dierential Equations Motivational Example

Motivation
Lets look at a simple physical example of where dierential equations play a role: Newtonian motion. First we recall two laws that Newton came up with:
Newtons Law of Gravity Fgrav Newtons 2nd Law F
 

m1 m2 r2

m a.

Also recall that if x pt q is the position of an object with : pt q  a, the acceleration. respect to time, then x

An Introduction to Dierential Equations Dierential Equations Motivational Example

Motivation
Lets look at a simple physical example of where dierential equations play a role: Newtonian motion. First we recall two laws that Newton came up with:
Newtons Law of Gravity Fgrav Newtons 2nd Law F
 

m1 m2 r2

m a.

Also recall that if x pt q is the position of an object with : pt q  a, the acceleration. respect to time, then x

An Introduction to Dierential Equations Dierential Equations Motivational Example

Motivation
Lets look at a simple physical example of where dierential equations play a role: Newtonian motion. First we recall two laws that Newton came up with:
Newtons Law of Gravity Fgrav Newtons 2nd Law F
 

m1 m2 r2

m a.

Also recall that if x pt q is the position of an object with : pt q  a, the acceleration. respect to time, then x

An Introduction to Dierential Equations Dierential Equations Motivational Example

Motivation
So if gravity is the only force acting on an object, then we may equate Newtons two formula to nd m1 a  G m1 m2 . r2

: pt q  a, Making obvious cancellations and substituting x we get m2 : pt q  G x . r2 On the surface of the earth, the number on the right is awful close to 9.8 m/s, which well just call g .

An Introduction to Dierential Equations Dierential Equations Motivational Example

Motivation
So if gravity is the only force acting on an object, then we may equate Newtons two formula to nd m1 a  G m1 m2 . r2

: pt q  a, Making obvious cancellations and substituting x we get m2 : pt q  G x . r2 On the surface of the earth, the number on the right is awful close to 9.8 m/s, which well just call g .

An Introduction to Dierential Equations Dierential Equations Motivational Example

Motivation
So if gravity is the only force acting on an object, then we may equate Newtons two formula to nd m1 a  G m1 m2 . r2

: pt q  a, Making obvious cancellations and substituting x we get m2 : pt q  G x . r2 On the surface of the earth, the number on the right is awful close to 9.8 m/s, which well just call g .

An Introduction to Dierential Equations Dierential Equations Motivational Example

Motivation

This is an easy example to quickly integrate (twice), and nd that g x p t q  t 2 v0 t x0 . 2 We could make the model more sophisticated by adding in wind resistance, which acts proportionally against velocity:
: pt q  m1 g m1 x

k x pt q.
9

An Introduction to Dierential Equations Dierential Equations Motivational Example

Motivation

This is an easy example to quickly integrate (twice), and nd that g x p t q  t 2 v0 t x0 . 2 We could make the model more sophisticated by adding in wind resistance, which acts proportionally against velocity:
: pt q  m1 g m1 x

k x pt q.
9