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Differential equations

Differential equations

x2=xx^2=x, what will we result in this equation? A set of numbers.

y=yy^{'}=y, what will we result in this equation? A set of functions.

What are differential equations?

A differential equation is an equation that involves one or more derivatives of an unknown function, which one will have to find because it satisfies the differential equation on some open interval.

What are ordinary differential equations (ODE)?

When your equation involves a function with respect to only one variable xx in the DomainDomain, i.e. y=f(x)y=f(x). Thus,

F(x,y,y,y,...,y(n))=0F(x,y,y',y^{''},...,y^{(n)})=0
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y=f(x) must be in the problem conditions.

N-th order equation and his grade

The order equation is the order of his highest derivative.

Grade equation is the algebraic grade of the grade of his highest derivatives.

Applications.

Newton's Law of Cooling

dTdt=k(TTa)\dfrac{dT}{dt}=k(T-T_a)

Newton's Second Law of Motion

md2dt2=kxm\dfrac{d^2}{dt^2}=-kx

What are partial differential equations (PDE)?

When your equation involves a function for a space xx.

Applications.

Laplace's equation

2ux2+2uy2=0, with u=u(x,y)\dfrac{\partial^2 u}{\partial x^2}+\dfrac{\partial^2 u}{\partial y^2}=0,\text{ with } u=u(x,y)

Heat equation

utα[2ux22uy2]=0 with u=u(t,x,y)\dfrac{\partial u}{\partial t}-\alpha[\dfrac{\partial^2 u}{\partial x^2}-\dfrac{\partial^2u}{\partial y^2}]=0 \text{ with } u=u(t,x,y)

Graphical and Numerical Methods

Graphical methods or direction fields

The direction field gives a picture of the first-order equation and its integral curves give a picture of the solutions.

Sketch y=f(x,y)y'=f(x,y) with representative set of points in the plane (x,y).

Methods

The simplest of all differential equations is

dydx=f(x)\dfrac{dy}{dx}=f(x)

and we solve it by

y(x)=f(x)dx+cy(x)=\int f(x)dx+c

Cauchy problems or initial value problem

Sometimes we are interested in a particular solution given an initial condition, that is, our solution only satisfies this condition.

Example.

Problem:y=1,y(0)=4General solution: y(x)=x+cBut y(0)=0+c=4c=4Particular solution: :y(x)=x+4Problem: y'=1, y(0)=4\\ \text{General solution: } y(x)=x+c\\ \text{But } y(0)=0+c=4 \rarr c=4\\ \text{Particular solution: } : y(x)=x+4

Existence and Uniqueness Theorem or Picard–Lindelöf theorem.

If f(x,y)f(x,y) and df(x,y)dy\dfrac{df(x,y)}{dy} are continuous functions on a closed rectangle R,

then by each point (x0,y0)(x_0,y_0) in the interior of R there passes a unique integral curve of the equation dydx=f(x,y)\dfrac{dy}{dx}=f(x,y)

Application.

Problem:y=cos(x),y(0)=0Particular solution: y(x)=sin(x)Is this particular solution unique?As f(x,y)=cos(x) and df(x,y)dy=ddycos(x)=0 are continuous in all of the rectangles R, by uniqueness theorem, y(x)=sin(x) is unique.\text{Problem:} y'=cos(x),y(0)=0\\ \text{Particular solution: }y(x)=sin(x)\\ \text{Is this particular solution unique?} \\ \text{As } f(x,y)=cos(x)\\ \text{ and } \dfrac{df(x,y)}{dy}=\dfrac{d}{dy}cos(x)=0 \\ \text{ are continuous in all of the rectangles R, }\\ \text{by uniqueness theorem, } y(x)=sin(x) \text{ is unique.}

Worked examples

Separable equations

separable:h=g(x)h(y)solution:h(y)dy=g(x)dxseparable:h'=\dfrac{g(x)}{h(y)}\\ solution:\int h(y)dy=\int g(x)dx

Worked examples

Radiocarbon dating, developed by the American chemist Willard Libby in 1949 and for which he won the Nobel Prize in Chemistry in 1960, is a method that uses the carbon-14 isotope to estimate the age of organic materials up to around 50,000 years. The method is based on the fact that the decay rate of carbon-14 is directly proportional to the number of atoms that the material to be evaluated has over time tt. Added to this, the half-life (or half-life) of this isotope is known to be approximately 5,730 years. Therefore, we can use differential equations to model such radioactive decay and thus estimate the age of a certain material. According to A. J. Timothy Jull and other authors, in their research paper Radiocarbon Dating of the Scrolls and Linen Fragments from the Judean Desert, '' in March 1994, radiocarbon dating was used to determining the age of the Book of the Prophet Isaiah. The researchers took a sample of the manuscript and determined that it contained approximately 75%75\% the initial amount of carbon-14. By GalileoX CMath002X Introducción a las ecuaciones diferenciales.

An industrial process requires raising the temperature of a certain material to 100°C100°C. After the molding process has been carried out, the part is placed in a room with a controlled temperature of 20°C20°C. An operator determines that after 20 minutes the temperature of the part is 40°C40°C. For the piece to be considered ready to go to the next production phase, it must reach the 25°C25°C.

Suppose that velocity of a sphere decreases directly proportional to its surface area. The sphere starts with radius 1. After one minute, the measured radius is half the initial radius.

First-order equations

Linear equations

Linear equation: y+f1(x)y=f2(x),f1 and f2 are continuous.Solution A: y(x)=1μμf2dx,μ(x)=ef1dx,μ(0)=1\text{Linear equation: }y'+f_1(x)y=f_2(x), f_1 \text{ and }f_2 \text{ are continuous}.\\ \text{Solution A: }y(x)=\dfrac{1}{\mu}\int \mu f_2 dx,\mu(x)=e^{\int f_1dx},\mu(0)=1

I guess it yn(x)y_n(x)is the general solution from an homogeneous equation associated and yp(x)y_p(x) is a particular solution from lineal linear equation. So,

yn=f1yny_n'=f_1y_n and yp=f1yp+f2y_p'=f_1y_p+f_2

yn+yp=f1yn+f1yp+f2y'_n+y_p'=f_1y_n+f_1y_p+f_2

Since ddx[f1(x)+f2(x)]=df1dx+df2dx\dfrac{d}{dx}[f_1(x)+f_2(x)]=\dfrac{df_1}{dx}+\dfrac{df_2}{dx},

(yn+yp)=f1(yn+yp)+f2(y_n+y_p)'=f_1(y_n+y_p)+f_2

As y=yn+ypy=y_n+y_p

y=f1y+f2y'=f_1y+f_2

Solution for Homogeneous equation associated

As yh=f1yhy_h'=f_1y_h

yhyh=f1(x)lny=lnc=f1(x)dx\dfrac{y_h'}{y_h}=f_1(x)\rarr ln|y|=ln|c|=\int f_1(x)dx

yh(x)=cef1(x)dxy_h(x)=ce^{\int f_1(x)dx}

Solution algorithm for particular solution ypy_p by Lagrange method

y(x)=z(x)yh(x)y(x)=z(x)y_h(x)

z(x)=f2(x)yh(x)dxz(x)=\int\dfrac{f_2(x)}{y_h(x)}dx

If y+f1(x)y=f2(x)y'+f_1(x)y=f_2(x),

then y(x)=cef1(x)dx(f2(x)cef1(x)dxdx)y(x)=ce^{\int f_1(x)dx}(\int\dfrac{f_2(x)}{ce^{\int f_1(x)dx}}dx)

Solution algorithm for particular solution ypy_p by Method of undetermined coefficients

ay+by=f2(x), where a,bR and a,b0ay'+by=f_2(x),\text{ where } a,b \in \mathbb{R} \text{ and } a, b \ne0

Worked examples

Homogeneous Function

f(sv)=skf(v),sF ,vVf(s\bold{v})=s^kf(\bold{v}),s\in F\text{ },v\in V

Where f:VWf:V\rarr W is a homogeneous function between two vector spaces over a field F and degree k as an integer.

Homogeneous differential equation, k=0

y=f(yx) or  y=f(xy),f is an homogeneous function,k=0.y'=f(\dfrac{y}{x})\text{ or }\text{ }y'=f(\dfrac{x}{y}),\\ f\text{ is an homogeneous function,k=0.}

Solution algorithm

Preconditions. Check if the equation is a homogeneous differential equation, k=0.

  1. Define z=yxz=\dfrac{y}{x}, so y=zxy=zx\rarry=zx+zy'=z'x+z
  1. Substitute (2) into the equation (1).

    y=f(yx)y'=f(\dfrac{y}{x})

    zx+z=f(z)z'x+z=f(z)

    1f(z)zdz=lnc0x1z1z+1zdz=lnc0x1(z1)z(z+1)z+1dz=lnc0xz+1(z1)(z2+z)dz=lnc0xz+11z2dz=lnc0x12ln(z2+1)arctan(z)=lnc0x12ln(yx2+1)arctan(yx)=lnc0xln(x2+y2)12+arctan(yx)=c\int \dfrac{1}{f(z)-z} dz=ln|c_0x|\\ \int \dfrac{1}{\dfrac{z-1}{z+1}-z}dz=ln|c_0x|\\ \int \dfrac{1}{\dfrac{(z-1)-z(z+1)}{z+1}}dz=ln|c_0x|\\ \int \dfrac{z+1}{(z-1)-(z^2+z)}dz=ln|c_0x|\\ \int \dfrac{z+1}{-1-z^2} dz = ln|c_0x| \\ -\dfrac{1}{2}ln(z^2+1)-arctan(z)=ln|c_0x|\\ -\dfrac{1}{2}ln(\dfrac{y}{x}^2+1)-arctan(\dfrac{y}{x})=ln|c_0x|\\ ln|(x^2+y^2)\dfrac{1}{2}|+arctan(\dfrac{y}{x})=c

    zx=f(z)zz'x=f(z)-z

    zf(z)z=1x\dfrac{z'}{f(z)-z}=\dfrac{1}{x} (Separable Differential equation)

  1. Solve separable differential equation.
zf(z)zdx=1xdx1f(z)zdz=lnc0x (eq. 3) F(z)=lnx+CF(xy)=lnx+C\int \dfrac{z'}{f(z)-z}dx=\int\dfrac{1}{x}dx\\ \int \dfrac{1}{f(z)-z}dz=ln|c_0x| \text{ (eq. 3) }\\ F(z)=ln|x|+C\\ F(\dfrac{x}{y})=ln|x|+C
  1. Check singular solution if z=cz=0z=c\rarr z'=0 such that f(z)z=0,f(z)-z=0, so z=yxz=\dfrac{y}{x}

Post-conditions. Re-substitute function and singular solutions.

Worked examples.

Second order linear equation

Nonhomogenous:d2ydx2+P(x)dydx+Q(x)y=R(x)Nonhomogenous:\dfrac{d^2y}{dx^2}+P(x)\dfrac{dy}{dx}+Q(x)y=R(x)

Homogenous:d2ydx2+P(x)dydx+Q(x)y=0Homogenous:\dfrac{d^2y}{dx^2}+P(x)\dfrac{dy}{dx}+Q(x)y=0

Let y2y_2 and y1y_1 solutions then the general solution is

y(x)=c1y1(x)+c2y2(x)y(x)=c_1y_1(x)+c_2y_2(x)

Uniqueness Theorem.

If y+Py+Qy=F(x),y(a)=b,y(a)=cP,Q,F\text{If } y''+Py'+Qy=F(x),y(a)=b,y'(a)=c\\ P,Q,F continuous on II then y(x)y(x) is unique.

Lineal dependency

Linear independency: c1,c20,IR,c1y1+c2y2=0\text{Linear independency: }c_1,c_2\neq0, I \subset \mathbb{R},c_1y_1+c_2y_2=0
xI,W(y1,y2)(x)=y1y2y1y20    y1,y2 are linear independents\forall x\in I,W(y_1,y_2)(x)=y_1y'_2-y'_1y_2 \neq0\implies y_1,y_2 \text{ are linear independents}

Worked examples

Systems of First-Order Equations

Worked examples

Transforms

T(f(x))=abK(p,x)f(x)dx=F(p)K(p,x):kernelT(f(x))=\int_a^bK(p,x)f(x)dx=F(p)\\ K(p,x):kernel

Laplace transforms

Efficient method for some differential and integral equations.
L[f(x)](s)=limb0besxf(x)dx=F(p)L[f(x)](s)=lim_{b \to \infty}\int_0^b e^{-sx}f(x)dx=F(p)

Theorem 3.

If f(t)Mect|f(t)|\le Me^{ct} and t0t\ge0 then

L[ddtf(t)](s)=sL[f(t)](s)f(0)L[\dfrac{d}{dt}f(t)](s)=sL[f(t)](s)-f(0)

Laplace dictionary

Heaviside function

Worked examples

EDO solution

Worked examples

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Final assignment

References

Braun, M. (1993). Differential Equations and Their Applications (4a ed.). Springer. https://link.springer.com/book/10.1007/978-1- 4612-4360-1. [Clásica].


Camacho-Gutiérrez, J. A. (2020). Ecuaciones diferenciales ordinarias.
https://hackmd.io/@arielcam27/NotasEDO/.
Çengel, Y. A. y Palm, W. J. III. (2014). Ecuaciones diferenciales para ingeniería y ciencias. McGraw-Hill Interamericana.


Dawkins, P. (2018). Differential Equations.
https://tutorial.math.lamar.edu/pdf/de/de_complete.pdf.

Nagy, G. (2020). Ordinary Differential Equations. Mathematics Department, Michigan State University. https://users.math.msu.edu/users/gnagy/teaching/ode.pdf.

Rainville, E. D., (2016). Ecuaciones diferenciales elementales (2a ed.). Trillas. [Clásica].

Schaeffer, D., & Cain, J. W. (2016). Ordinary Differential Equations:Basics and Beyond. Springer-Verlag. https://www.springer.com/gp/book/9781493963874.

Simmons, G. F., Krantz, S. (2007). Ecuaciones diferenciales: teoría técnica y práctica. McGraw-Hill. [Clásica].

Boyce, W., & DiPrima, R. (2010). Ecuaciones diferenciales y problemas con valores en la frontera (5a ed.).


Limusa/Wiley. [Clásica]. Edwards, C., Penney, D., & Calvis, D. (2009). Ecuaciones diferenciales con valores en la frontera (4a ed.). Pearson-Prentice Hall.


Logan, J. D. (2017). A First Course in Differential Equations (3a ed.). Springer.
https://link.springer.com/book/10.1007/978-3-319- 17852-3.


Simmons, G. F., (1993). Ecuaciones diferenciales con aplicaciones y notas históricas (2a ed.). McGraw-Hill. [Clásica].

Zill, D. G., & Hernández, A. E. G. (2015). Ecuaciones diferenciales con aplicaciones de modelado (10a. ed.). Cengage Learning.

Zill, D. G., Cullen, M. R., Hernández, A. E. G., & López, E. F., (2017). Ecuaciones diferenciales con problemas de valores en la frontera (8a ed.). Cengage.