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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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