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Differential Equations

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Definition A differential equation is an equation involving derivatives of an unknown function and possibly the function itself as well as the independent variable. Example Definition The order of a differential equation is the highest order of the derivatives of the unknown function appearing in the equation 1 st order equations2 nd order equation Examples In the simplest cases, equations may be solved by direct integration. Observe that the set of solutions to the above 1 st order equation has 1 parameter, while the solutions to the above 2 nd order equation depend on two parameters.

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Linear or non-linear Differential equations are said to be non-linear if any products exist between the dependent variable and its derivatives, or between the derivatives themselves. Product between two derivatives ---- non-linear Product between the dependent variable themselves ---- non-linear

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4 An object is dropped from a height h at t = 0. Determine velocity v and displacement y. Solution by immediate integration FREE FALL

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Separable Differential Equations A separable differential equation can be expressed as the product of a function of x and a function of y. Multiply both sides by dx and divide both sides by y 2 to separate the variables. (Assume y 2 is never zero.) Example

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A separable differential equation can be expressed as the product of a function of x and a function of y. Combined constants of integration Separable Differential Equations Example

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Family of solutions (general solution) of a differential equation The picture on the right shows some solutions to the above differential equation. The straight lines y = x and y = -x are special solutions. A unique solution curve goes through any point of the plane different from the origin. The special solutions y = x and y = -x go both through the origin. Example

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Initial conditions In many physical problems we need to find the particular solution that satisfies a condition of the form y(x 0 )=y 0. This is called an initial condition, and the problem of finding a solution of the differential equation that satisfies the initial condition is called an initial-value problem. Find a solution to y 2 = x 2 + C satisfying the initial condition y(0) = 2. 2 2 = 0 2 + C C = 4 y 2 = x 2 + 4 Example

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Separable differential equation Combined constants of integration Example

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We now have y as an implicit function of x. We can find y as an explicit function of x by taking the tangent of both sides.

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A population of living creatures normally increases at a rate that is proportional to the current level of the population. Other things that increase or decrease at a rate proportional to the amount present include radioactive material and money in an interest-bearing account. If the rate of change is proportional to the amount present, the change can be modeled by: Law of natural growth or decay

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Rate of change is proportional to the amount present. Divide both sides by y. Integrate both sides. Exponentiate both sides.

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Example of the first order linear ODE – RC circuit Find the time dependence of the electric current i(t) in the given circuit. Now we take the first derivative of the last equation with respect to time The general solution is: Constant K can be calculated from initial conditions. We know that particular solution is

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