Persamaan Differensial Biasa 2014
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Ordinary Differential Equations
1.1 Definitions and Terminology
1.2 Initial-Value Problems 1.3 Differential Equation as Mathematical Models
CHAPTER 1Introduction to Differential Equations
Where do ODE’s arise -All branches of Engineering
-Economics -Biology and Medicine
-Chemistry, Physics etc
Anytime you wish to find out how something changes with time (and sometimes space)
DEFINITION: differential equation
An equation containing the derivative of one or more dependent variables, with respect to one or more independent variables is said to be a differential equation (DE) .
1.1 Definitions and Terminology
Recall Calculus
Definition of a Derivative
If , the derivative of orWith respect to is defined as
The derivative is also denoted by or
1.1 Definitions and Terminology
)(xfy y )(xfx
h
xfhxf
dx
dyh
)()(lim
0
dx
dfy ,' )(' xf
Recall the Exponential function
dependent variable: y independent variable: x
1.1 Definitions and Terminology
xexfy 2)(
yedx
xde
dx
ed
dx
dy xxx
22)2()( 22
2
Differential Equation: Equations that involve dependent
variables and their derivatives with respect to the
independentvariables.
Differential Equations are classified by
type, order and linearity.
1.1 Definitions and Terminology
Differential Equations are classified by
type, order and linearity.
TYPEThere are two main types of differential equation: “ordinary”
and “partial” .
1.1 Definitions and Terminology
Ordinary differential equation (ODE)
Differential equations that involve only ONE independent variable are called ordinary differential equations.
Examples:
, , and
only ordinary (or total ) derivatives
1.1 Definitions and Terminology
xeydx
dy5 06
2
2
ydx
dy
dx
yd yxdt
dy
dt
dx 2
Partial differential equation (PDE)
Differential equations that involve two or more independent variables are
called partial differential equations.Examples:
and
only partial derivatives
1.1 Definitions and Terminology
t
u
t
u
x
u
22
2
2
2
x
v
y
u
ORDERThe order of a differential equation is the order of the highest derivative found in the DE.
second order first order
1.1 Definitions and Terminology
xeydx
dy
dx
yd
45
3
2
2
1.1 Definitions and Terminology
xeyxy 2'
3'' xy
0),,( ' yyxFfirst order
second order
0),,,( ''' yyyxF
Written in differential form: 0),(),( dyyxNdxyxM
LINEAR or NONLINEAR
An n-th order differential equation is said to be linear if the function
is linear in the variables
there are no multiplications among dependent variables and their derivatives. All coefficients are functions of independent variables.
A nonlinear ODE is one that is not linear, i.e. does not have the above form.
1.1 Definitions and Terminology
)1(' ,..., nyyy
)()()(...)()( 011
1
1 xgyxadx
dyxa
dx
ydxa
dx
ydxa
n
n
nn
n
n
0),......,,( )(' nyyyxF
LINEAR or NONLINEAR
orlinear first-order ordinary differential equation
linear second-order ordinary differential equation
linear third-order ordinary differential equation
1.1 Definitions and Terminology
0)(4 xydx
dyx
02 ''' yyy
04)( xdydxxy
xeydx
dyx
dx
yd 53
3
3
LINEAR or NONLINEAR
coefficient depends on ynonlinear first-order ordinary differential equation
nonlinear function of ynonlinear second-order ordinary differential equation
power not 1 nonlinear fourth-order ordinary differential equation
1.1 Definitions and Terminology
0)sin(2
2
ydx
yd
xeyyy 2)1( '
024
4
ydx
yd
LINEAR or NONLINEAR
NOTE:
1.1 Definitions and Terminology
...!7!5!3
)sin(753
yyy
yy x
...!6!4!2
1)cos(642
yyy
y x
Solutions of ODEsDEFINITION: solution of an ODEAny function , defined on an interval I and possessing at least n derivatives that are continuouson I, which when substituted into an n-th order ODE reduces the equation to an identity, is said to be a solution of the
equation on the interval .
1.1 Definitions and Terminology
Namely, a solution of an n-th order ODE is a function which possesses at least nderivatives and for which
for all x in I
We say that satisfies the differential equation on I.
1.1 Definitions and Terminology
0))(),(),(,( )(' xxxxF n
Verification of a solution by substitution Example:
left hand side:
right-hand side: 0
The DE possesses the constant y=0 trivial solution
1.1 Definitions and Terminology
xxxx exeyexey 2, '''
xxeyyyy ;02 '''
0)(2)2(2 ''' xxxxx xeexeexeyyy
DEFINITION: solution curveA graph of the solution of an ODE is called a solution curve, or an integral curve
of the equation.
1.1 Definitions and Terminology
1.1 Definitions and Terminology
DEFINITION: families of solutions A solution containing an arbitrary constant (parameter) represents a set ofsolutions to an ODE called a one-parameter family of solutions .
A solution to an n−th order ODE is a n-parameter family of solutions
.
Since the parameter can be assigned an infinite number of values, an ODE can have an infinite number of solutions.
0),,( cyxG
0),......,,( )(' nyyyxF
Verification of a solution by substitution Example:
1.1 Definitions and Terminology
2' yyxkex 2)(φ
2' yyxkex 2)(φxkex )(φ '
22)(φ)(φ ' xx kekexx
Figure 1.1 Integral curves of y’+ y = 2 for k = 0, 3, –3, 6, and –6.
©2003 Brooks/Cole, a division of Thomson Learning, Inc. Thomson Learning™ is a trademark used herein under license.
xkey 2
Verification of a solution by substitution Example:
1.1 Definitions and Terminology
1' x
yy
Cxxxx )ln()(φ 0x
Cxx 1)ln()(φ '
1)(φ
1)ln(
)(φ '
x
x
x
Cxxxx
for all ,
©2003 Brooks/Cole, a division of Thomson Learning, Inc. Thomson Learning™ is a trademark used herein under license.
Figure 1.2 Integral curves of y’ + ¹ y = ex
for c =0,5,20, -6, and –10. x
)(1
cexex
y xx
Second-Order Differential Equation
Example :is a solution of
By substitution:
)4sin(17)4cos(6)(φ xxx 016'' xy
0φ16φ
)4sin(272)4cos(96φ
)4cos(68)4sin(24φ
''
''
'
xx
xx
0),,,( ''' yyyxF
0)(φ),(φ),(φ, ''' xxxxF
Second-Order Differential Equation
Consider the simple, linear second-order equation
,
To determine C and K, we need two initial conditions, one specify a point lying on the solution curve
and the other its slope at that point, e.g, .
WHY???
012'' xy
xy 12'' Cxxdxdxxyy 2'' 612)('
KCxxdxCxdxxyy 32' 2)6()(
Cy )0('Ky )0(
Second-Order Differential Equation
IF only try x=x1, and x=x2
It cannot determine C and K,
xy 12'' KCxxy 32
KCxxxy
KCxxxy
23
22
13
11
2)(
2)(
©2003 Brooks/Cole, a division of Thomson Learning, Inc. Thomson Learning™ is a trademark used herein under license.
Figure 2.1 Graphs of y = 2x³ + C x +K for various values of C and K.
e.g. X=0, y=k
©2003 Brooks/Cole, a division of Thomson Learning, Inc. Thomson Learning™ is a trademark used herein under license.
Figure 2.2 Graphs of y = 2x³ + C x + 3 for various values of C.
To satisfy the I.C. y(0)=3The solution curve must pass through (0,3)
Many solution curves through (0,3)
©2003 Brooks/Cole, a division of Thomson Learning, Inc. Thomson Learning™ is a trademark used herein under license.
Figure 2.3 Graph of y = 2x³ - x + 3.
To satisfy the I.C. y(0)=3,y’(0)=-1, the solution curve must pass through (0,3)having slope -1
Solutions General Solution: Solutions obtained from integrating the differential equations are called general solutions. The general solution of a nth order ordinary differential equation contains n arbitrary constants resulting from integrating
times. Particular Solution: Particular solutions are the solutions obtained by assigning specific values to
the arbitrary constants in the general solutions.
1.1 Definitions and Terminology
DEFINITION: implicit solutionA relation is said to be an implicit solution of an ODE on an interval I provided there exists at least one function that satisfies the relation as well as the differential equation
on I .a relation or expression that defines a solution implicitly.
In contrast to an explicit solution
1.1 Definitions and Terminology
0),( yxG
)(xy
0),( yxG
DEFINITION: implicit solutionVerify by implicit differentiation that the given equation implicitly defines a solution of the differential equation
1.1 Definitions and Terminology
Cyxxxyy 232 22
0)22(34 ' yyxxy
DEFINITION: implicit solutionVerify by implicit differentiation that the given equation implicitly defines a solution of the differential equation
1.1 Definitions and Terminology
Cyxxxyy 232 22
0)22(34 ' yyxxy
0)22(34
02234
02342
/)(/)232(
'
'''
'''
22
yyxxy
yyyxyxy
yxxyyyy
dxCddxyxxxyyd
Conditions Initial Condition: Constrains that are specified at the initial point, generally time point, are called initial conditions. Problems with specified initial conditions are called initial value
problems.
Boundary Condition: Constrains that are specified at the boundary points, generally space points, are called boundary conditions. Problems with specified boundary conditions
are called boundary value problems.
1.1 Definitions and Terminology
First- and Second-Order IVPS Solve:
Subject to:
Solve:
Subject to:
1.2 Initial-Value Problem
00 )( yxy
),( yxfdx
dy
),,( '2
2
yyxfdx
yd
10'
00 )(,)( yxyyxy
DEFINITION: initial value problem
An initial value problem or IVP is a problem which consists of an n-th order ordinary differential equation along with n initial conditions defined at a point found in the interval of definition differential equation
initial conditions
where are known constants.
1.2 Initial-Value Problem
0x
),...,,,( )1(' nn
n
yyyxfdx
yd
I
10)1(
10'
00 )(,...,)(,)( nn yxyyxyyxy
110 ,...,, nyyy
1.2 Initial-Value ProblemTHEOREM: Existence of a Unique Solution
Let R be a rectangular region in the xy-plane defined by that containsthe point in its interior. If and are continuous on R, Then there
exists some interval contained in anda unique function defined on
that is a solution of the initial value problem.
dycbxa ,
),( 00 yx ),( yxf
yf /
0,: 000 hhxxhxI
bxa )(xy
0I