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Chapter 1.

First-Order ODEs

1.1 General conceps


1.3 Separable equations
1.4 Exact equations
1.5 Linear Equations
1.9 Modeling with system of first order ode

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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

an (x)y (n) + an1 (x)y (n1) + . . . + a1 (x)y + a0 (x)y = g(x)

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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.

Example: Given 3y 6 = 0, is y(x) = 2x + c a solution ?

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Example
Given the following ODE:

3y + 2y = 0

verify that y = ce2x/3 is a solution

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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)

is separable if it can be written in the following form

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

a(x)y + a1 (x)y = g(x)

if a(x) is dierent from zero anywhere

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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