Agenda
Sections 1.3, 2.1
Reminders
Lab 1 prelab due 9/12 or 9/14
WebHW due 9/15
Office hours Tues, Thurs1-2 pm (5852 East Hall)
MathLab office hourSun 7-8 pm (MathLab)
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
§1.3 Definitions, Classification, and Terminology
Objectives
Be able to give the order of a differential equation
Be able to decide if a DE is linear or nonlinear
Determine if a linear DE is homogeneous
Be able to setup an initial value problem (IVP)
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Definition: Order of a DE
The order of a DE is the order of the highest derivative,ordinary or partial, that appears in the equation.
Example
What is the order of each DE?
(a) ut = kuxx
(b) ydx + xdy = 0
(c) ∂2u∂t2 = c2 ∂2u
∂x2
(d) x ′x (4) + x sin y = cos y
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Definition: Order of a DE
The order of a DE is the order of the highest derivative,ordinary or partial, that appears in the equation.
Example
What is the order of each DE?
(a) ut = kuxx 2
(b) ydx + xdy = 0 1
(c) ∂2u∂t2 = c2 ∂2u
∂x2 2
(d) x ′x (4) + x sin y = cos y 4
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Definition: Linear DE
An nth order ordinary differential equation (ODE) is said to belinear if it can be written in the form
a0(t)y (n) + a1(t)y (n−1) + · · ·+ an(t)y = g(t).
The functions a0, a1, . . . , an are called the coefficients of theequation. An ODE that is not linear is called nonlinear.
Example
Which ODE’s are linear?
(a) (1 + y)d2ydt2 + t dy
dt+ y = et
(b) d2ydt2 + sin (t + y) = sin t
(c) d3ydt3 + t + (cos2 t)y = t3
(d) dydt
+ ty 2 = 0
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Definition: Linear DE
An nth order ordinary differential equation (ODE) is said to belinear if it can be written in the form
a0(t)y (n) + a1(t)y (n−1) + · · ·+ an(t)y = g(t).
The functions a0, a1, . . . , an are called the coefficients of theequation. An ODE that is not linear is called nonlinear.
Example
Which ODE’s are linear?
(a) (1 + y)d2ydt2 + t dy
dt+ y = et
(b) d2ydt2 + sin (t + y) = sin t
(c) d3ydt3 + t + (cos2 t)y = t3
(d) dydt
+ ty 2 = 0
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Definition: Homogeneous DE
A linear ODE of the form
a0(t)y (n) + a1(t)y (n−1) + · · ·+ an(t)y = g(t)
is called homogeneous if g(t) = 0 for all t. Otherwise, theequation is nonhomogeneous.
Example
Which DE’s are homogeneous?
(a) d2ydt2 = ty
(b) dQdt
= −(
11+t
)Q + 2 sin t
(c) ddx
[p(x)dy
dx
]= r(x)y
(d) y ′ + sin t = y
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Definition: Homogeneous DE
A linear ODE of the form
a0(t)y (n) + a1(t)y (n−1) + · · ·+ an(t)y = g(t)
is called homogeneous if g(t) = 0 for all t. Otherwise, theequation is nonhomogeneous.
Example
Which DE’s are homogeneous?
(a) d2ydt2 = ty
(b) dQdt
= −(
11+t
)Q + 2 sin t
(c) ddx
[p(x)dy
dx
]= r(x)y
(d) y ′ + sin t = y
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Definition: Initial Value Problem (IVP)
An initial value problem is a DE
y ′ = f (t, y)
along with a point (t0, y0) in the domain of f called the initialcondition.
Example
A cup of coffee has a temperature of 200◦F when freshlypoured and is left in a room at 70◦F. One minute later, thecoffee has cooled to 190◦F.
(a) Write an IVP that models the temperature of the coffee.
(b) How long will it take for the coffee to reach 170◦F?
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
(a). Newton’s law of heating and cooling says that
u′ = −k(u − T )
We know that T = 70◦F and the initial temperature of thecoffee is 200◦F, so the IVP is
u′ = −k(u − 70), u(0) = 200◦F
(b). We know that the general solution to the DE isu = T + ce−kt . We can find c using the initial condition.
200 = 70 + ce0 =⇒ c = 130
We can find k since we know the temperature after 1 minute.
190 = 70 + 130e−k·1 =⇒ k = ln (13/12)
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
(a). Newton’s law of heating and cooling says that
u′ = −k(u − T )
We know that T = 70◦F and the initial temperature of thecoffee is 200◦F, so the IVP is
u′ = −k(u − 70), u(0) = 200◦F
(b). We know that the general solution to the DE isu = T + ce−kt . We can find c using the initial condition.
200 = 70 + ce0 =⇒ c = 130
We can find k since we know the temperature after 1 minute.
190 = 70 + 130e−k·1 =⇒ k = ln (13/12)
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
(a). Newton’s law of heating and cooling says that
u′ = −k(u − T )
We know that T = 70◦F and the initial temperature of thecoffee is 200◦F, so the IVP is
u′ = −k(u − 70), u(0) = 200◦F
(b). We know that the general solution to the DE isu = T + ce−kt . We can find c using the initial condition.
200 = 70 + ce0 =⇒ c = 130
We can find k since we know the temperature after 1 minute.
190 = 70 + 130e−k·1 =⇒ k = ln (13/12)
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
(a). Newton’s law of heating and cooling says that
u′ = −k(u − T )
We know that T = 70◦F and the initial temperature of thecoffee is 200◦F, so the IVP is
u′ = −k(u − 70), u(0) = 200◦F
(b). We know that the general solution to the DE isu = T + ce−kt . We can find c using the initial condition.
200 = 70 + ce0 =⇒ c = 130
We can find k since we know the temperature after 1 minute.
190 = 70 + 130e−k·1 =⇒ k = ln (13/12)
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
(b). To find the time when the temperature reaches 170◦F, letu = 170 and solve for t.
170 = 70 + 130e−t ln (13/12)
170 = 70 + 130
(12
13
)t
ln(10/13) = t ln(12/13)
t =ln(10/13)
ln(12/13)≈ 3.278 min
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
(b). To find the time when the temperature reaches 170◦F, letu = 170 and solve for t.
170 = 70 + 130e−t ln (13/12)
170 = 70 + 130
(12
13
)t
ln(10/13) = t ln(12/13)
t =ln(10/13)
ln(12/13)≈ 3.278 min
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
(b). To find the time when the temperature reaches 170◦F, letu = 170 and solve for t.
170 = 70 + 130e−t ln (13/12)
170 = 70 + 130
(12
13
)t
ln(10/13) = t ln(12/13)
t =ln(10/13)
ln(12/13)≈ 3.278 min
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
(b). To find the time when the temperature reaches 170◦F, letu = 170 and solve for t.
170 = 70 + 130e−t ln (13/12)
170 = 70 + 130
(12
13
)t
ln(10/13) = t ln(12/13)
t =ln(10/13)
ln(12/13)≈ 3.278 min
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
§2.1 Separable Equations
Objectives
Be able to recognize a separable DE
Use separation of variables to solve a separable DE
Understand the difference between an explicit and animplicit solution
Solve word problems requiring separation of variables
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Definition: Separable DE
A DE of the form y ′ = f (x , y) is separable if f (x , y) can bewritten as the product of a function that only depends on xtimes another function that only depends on y . That is,
dy
dx= f (x , y) = p(x)q(y).
Example
Which DE’s are separable?
(a) sin (2x)dx + 3ydy = 0
(b) x2y ′ = y − xy
(c)√x2 − y 2 + y = xy ′
(d) y ′ = 1 + x + y 2 + xy 2
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Definition: Separable DE
A DE of the form y ′ = f (x , y) is separable if f (x , y) can bewritten as the product of a function that only depends on xtimes another function that only depends on y . That is,
dy
dx= f (x , y) = p(x)q(y).
Example
Which DE’s are separable?
(a) sin (2x)dx + 3ydy = 0
(b) x2y ′ = y − xy
(c)√x2 − y 2 + y = xy ′
(d) y ′ = 1 + x + y 2 + xy 2
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Suppose we have a separable DE of the form
dy
dx= p(x)q(y).
If we assume that q(y) is nonzero for the y values we’reinterested in, we can divide both sides by q(y).
1
q(y)
dy
dx= p(x)
Integrating both sides with respect to x gives∫1
q(y)
dy
dxdx =
∫p(x)dx =⇒
∫1
q(y)dy =
∫p(x)dx .
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Suppose we have a separable DE of the form
dy
dx= p(x)q(y).
If we assume that q(y) is nonzero for the y values we’reinterested in, we can divide both sides by q(y).
1
q(y)
dy
dx= p(x)
Integrating both sides with respect to x gives∫1
q(y)
dy
dxdx =
∫p(x)dx =⇒
∫1
q(y)dy =
∫p(x)dx .
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Suppose we have a separable DE of the form
dy
dx= p(x)q(y).
If we assume that q(y) is nonzero for the y values we’reinterested in, we can divide both sides by q(y).
1
q(y)
dy
dx= p(x)
Integrating both sides with respect to x gives∫1
q(y)
dy
dxdx =
∫p(x)dx =⇒
∫1
q(y)dy =
∫p(x)dx .
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Example
Show that the general solution to u′ = −k(u − T ) isu = T + ce−kt .
We begin with the DE
du
dt= −k(u − T ).
We separate the dependent and independent variables to get
du
u − T= −kdt.
(Note that the integration will be easier if the −k term stayson the right side.)
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Example
Show that the general solution to u′ = −k(u − T ) isu = T + ce−kt .
We begin with the DE
du
dt= −k(u − T ).
We separate the dependent and independent variables to get
du
u − T= −kdt.
(Note that the integration will be easier if the −k term stayson the right side.)
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Example
Show that the general solution to u′ = −k(u − T ) isu = T + ce−kt .
We begin with the DE
du
dt= −k(u − T ).
We separate the dependent and independent variables to get
du
u − T= −kdt.
(Note that the integration will be easier if the −k term stayson the right side.)
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Integrating both sides gives∫du
u − T= −
∫kdt.
Let w = u − T , so dw = du and the integral becomes∫dw
w= −
∫kdt.
Evaluating the integrals and subbing u − T in for w gives
ln |u − T | = −kt + c ,
where c is our constant of integration. Exponentiating bothsides gives
u − T = e−kt+c .
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Integrating both sides gives∫du
u − T= −
∫kdt.
Let w = u − T , so dw = du and the integral becomes∫dw
w= −
∫kdt.
Evaluating the integrals and subbing u − T in for w gives
ln |u − T | = −kt + c ,
where c is our constant of integration. Exponentiating bothsides gives
u − T = e−kt+c .
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Integrating both sides gives∫du
u − T= −
∫kdt.
Let w = u − T , so dw = du and the integral becomes∫dw
w= −
∫kdt.
Evaluating the integrals and subbing u − T in for w gives
ln |u − T | = −kt + c ,
where c is our constant of integration. Exponentiating bothsides gives
u − T = e−kt+c .
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Integrating both sides gives∫du
u − T= −
∫kdt.
Let w = u − T , so dw = du and the integral becomes∫dw
w= −
∫kdt.
Evaluating the integrals and subbing u − T in for w gives
ln |u − T | = −kt + c ,
where c is our constant of integration. Exponentiating bothsides gives
u − T = ±e−kt+c .
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Using our rules for exponents, we get
u = T ± ece−kt .
Since ±ec could be any arbitrary number (what about 0?), wecan say it’s just some arbitrary constant and replace it with c .That is,
u = T + ce−kt
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Using our rules for exponents, we get
u = T ± ece−kt .
Since ±ec could be any arbitrary number (what about 0?), wecan say it’s just some arbitrary constant and replace it with c .That is,
u = T + ce−kt
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Definition: Explicit and Implicit Solutions
An explicit solution is a solution where the dependent variabley is isolated on one side. For example, y = −x/2. An implicitsolution is a solution where the dependent variable is notisolated. For example, sin (x + ey ) = 3y .
Example
y 2 − 2y = x3 + 2x2 + 2x + c is an implicit expression for thegeneral solution of the DE
dy
dx=
3x2 + 4x + 2
2(y − 1).
Is it possible to find an explicit expression for the solution thatsatisfies y(0) = −1? If so, what is it?
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Yes, y can be isolated because the general solution is aquadratic equation in terms y , and any quadratic equation canbe solved using the quadratic formula. To obtain an explicitexpression, let’s first find c by plugging in the initial condition.
(−1)2 − 2(−1) = 03 + 2 · 02 + 2 · 0 + c =⇒ c = 3
The implicit expression that satisfies the initial condition isthen
y 2 − 2y = x3 + 2x2 + 2x + 3.
To simplify the expression, let h(x) = x3 + 2x2 + 2x + 3, sowe have
y 2 − 2y − h(x) = 0.
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Yes, y can be isolated because the general solution is aquadratic equation in terms y , and any quadratic equation canbe solved using the quadratic formula. To obtain an explicitexpression, let’s first find c by plugging in the initial condition.
(−1)2 − 2(−1) = 03 + 2 · 02 + 2 · 0 + c =⇒ c = 3
The implicit expression that satisfies the initial condition isthen
y 2 − 2y = x3 + 2x2 + 2x + 3.
To simplify the expression, let h(x) = x3 + 2x2 + 2x + 3, sowe have
y 2 − 2y − h(x) = 0.
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Yes, y can be isolated because the general solution is aquadratic equation in terms y , and any quadratic equation canbe solved using the quadratic formula. To obtain an explicitexpression, let’s first find c by plugging in the initial condition.
(−1)2 − 2(−1) = 03 + 2 · 02 + 2 · 0 + c =⇒ c = 3
The implicit expression that satisfies the initial condition isthen
y 2 − 2y = x3 + 2x2 + 2x + 3.
To simplify the expression, let h(x) = x3 + 2x2 + 2x + 3, sowe have
y 2 − 2y − h(x) = 0.
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Yes, y can be isolated because the general solution is aquadratic equation in terms y , and any quadratic equation canbe solved using the quadratic formula. To obtain an explicitexpression, let’s first find c by plugging in the initial condition.
(−1)2 − 2(−1) = 03 + 2 · 02 + 2 · 0 + c =⇒ c = 3
The implicit expression that satisfies the initial condition isthen
y 2 − 2y = x3 + 2x2 + 2x + 3.
To simplify the expression, let h(x) = x3 + 2x2 + 2x + 3, sowe have
y 2 − 2y − h(x) = 0.
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
The quadratic equation gives us
y =2±√
4 + 4h(x)
2=⇒ y = 1±
√x3 + 2x2 + 2x + 4
To satisfy the initial condition, we must have
y = 1−√x3 + 2x2 + 2x + 4
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
The quadratic equation gives us
y =2±√
4 + 4h(x)
2=⇒ y = 1±
√x3 + 2x2 + 2x + 4
To satisfy the initial condition, we must have
y = 1−√x3 + 2x2 + 2x + 4
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Example
Water leaks out of a cylindrical bucket at a rate proportionalto the square root of the water’s depth. If the water has aninitial depth of 1 meter and half of the water leaks out in 1minute, how long before the bucket is empty?
The DE being described is
dV
dt= −k
√h,
where V is the volume of water in the bucket and h is theheight of the water. Since V = Ah, where A is the area of thebottom of the bucket, we get that
dV
dt= A
dh
dt.
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Example
Water leaks out of a cylindrical bucket at a rate proportionalto the square root of the water’s depth. If the water has aninitial depth of 1 meter and half of the water leaks out in 1minute, how long before the bucket is empty?
The DE being described is
dV
dt= −k
√h,
where V is the volume of water in the bucket and h is theheight of the water. Since V = Ah, where A is the area of thebottom of the bucket, we get that
dV
dt= A
dh
dt.
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Example
Water leaks out of a cylindrical bucket at a rate proportionalto the square root of the water’s depth. If the water has aninitial depth of 1 meter and half of the water leaks out in 1minute, how long before the bucket is empty?
The DE being described is
dV
dt= −k
√h,
where V is the volume of water in the bucket and h is theheight of the water. Since V = Ah, where A is the area of thebottom of the bucket, we get that
dV
dt= A
dh
dt.
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Plugging this into the DE gives
dh
dt= −B
√h,
where B = k/A. This is a separable DE, so we’ll separatevariables to get ∫
dh√h
= −∫
Bdt.
Integrating both sides gives
2√h = −Bt + c ,
where c is our constant of integration. To find c , we can plugin our initial condition.
2√
1 = −B · 0 + c =⇒ c = 2
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Plugging this into the DE gives
dh
dt= −B
√h,
where B = k/A. This is a separable DE, so we’ll separatevariables to get ∫
dh√h
= −∫
Bdt.
Integrating both sides gives
2√h = −Bt + c ,
where c is our constant of integration. To find c , we can plugin our initial condition.
2√
1 = −B · 0 + c =⇒ c = 2
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Plugging this into the DE gives
dh
dt= −B
√h,
where B = k/A. This is a separable DE, so we’ll separatevariables to get ∫
dh√h
= −∫
Bdt.
Integrating both sides gives
2√h = −Bt + c ,
where c is our constant of integration. To find c , we can plugin our initial condition.
2√
1 = −B · 0 + c =⇒ c = 2
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Plugging this into the DE gives
dh
dt= −B
√h,
where B = k/A. This is a separable DE, so we’ll separatevariables to get ∫
dh√h
= −∫
Bdt.
Integrating both sides gives
2√h = −Bt + c ,
where c is our constant of integration. To find c , we can plugin our initial condition.
2√
1 = −B · 0 + c =⇒ c = 2
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Since we know that h(1) = 1/2, we can find B .
2
√1
2= −B · 1 + 2 =⇒ B = 2−
√2
When the bucket is empty, h = 0, so we can now solve for thetime.
2√
0 = −(2−√
2)t + 2 =⇒ t =2
2−√
2≈ 3.41 minutes
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Since we know that h(1) = 1/2, we can find B .
2
√1
2= −B · 1 + 2 =⇒ B = 2−
√2
When the bucket is empty, h = 0, so we can now solve for thetime.
2√
0 = −(2−√
2)t + 2 =⇒ t =2
2−√
2≈ 3.41 minutes
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations
Thanks!
(Gary Marple) September 8th, 2017 Math 216: Introduction to Differential Equations