diff --git a/src/differential_equations_1.md b/src/differential_equations_1.md index 9ed5dea133058ea788abb1927ccd5a7fe4955ba6..c1520f7b55326a832b72b556be300994145f920c 100644 --- a/src/differential_equations_1.md +++ b/src/differential_equations_1.md @@ -7,12 +7,119 @@ title: Differential Equations A differential equation is any equation which involves both a function and some derivative of that function. In this course we will be focusing on *Ordinary Differential Equations*, meaning that our equations will involve -functions of one dependent variable and hence any derivatives will be full -derivatives. Equations which involve a function of several dependent variables +functions of one independent variable and hence any derivatives will be full +derivatives. Equations which involve a function of several independent variables and their partial derivatives are handled in courses on *Partial Differential Equations*. -We consider functions $x(t)$ and define $\dot{x}(t)=\frac{dx}{dt}$, $x^{(n)}(t)=\frac{d^{n}x}{dt^{n}}$ +We consider functions $x(t)$ and define $\dot{x}(t)=\frac{dx}{dt}$, +$x^{(n)}(t)=\frac{d^{n}x}{dt^{n}}$. An $n$*-th* order differential equation is +an equation of the form +$$x^{(n)}(t) = f(x^{(n-1)}(t), \cdots, x(t), t).$$ +Typically, $n \leq 2$. Such an equation will usually be presented with a set of +initial conditions, + +$$x^{(n-1)}(t_{0}) = x^{(n-1)}_{0}, \cdots, x(t_0)=x_0. $$ + +This is because to fully specify the solution to an $n$*-th* order differential +equation, $n-1$ initial conditions are necessary. To understand why we need +initial conditions, look at the following example. + +!!! check "Example: Initial conditions" + Consider the following calculus problem, + + $$\dot{f}(x)=x. $$ + + By integrating, one finds that the solution to this equation is + + $$\frac{1}{2}x^2 + c,$$ + + where $c$ is an integration constant. In order to specify the integration + constant, an initial condition is needed. For instance, if we know that when + $x=2$ then $f(2)=4$, we can plug this into the equation to get + + $$\frac{1}{2}*4 + c = 4, $$ + + which implies that $c=2$. + +Essentially initial conditions are needed when solving differential equations so +that unknowns resulting from integration may be determined. + +!!! info Terminology for Differential Equations + 1. If a differential equation does not explicitly contain the + independent variable $t$, it is called an *autonomous equation*. + 2. If the largest derivative in a differential equation is of first order, + i.e. $n=1$, then the equation is called a first order differential + equation. + 3. Often you will see differential equation presented using $y(x)$ + instead of $x(t)$. This is just a different nomenclature. + +In this course we will be focusing on *Linear Differential Equations*, meaning +that we consider differential equations $x^{(n)}(t) = f(x^{(n-1)}(t), \cdots, x(t), t)$ +where the function $f$ is a linear ploynomial function of the unknown function +$x(t)$. A simple way to spot a non-linear differential euation is to look for +non-linear terms, such as $x(t)*\dot{x}(t)$ or $x^{(n)}(t)*x^{(2)}(t)$. + +Often, we will be dealing with several coupled differential equations. In this +situation we can write the entire system of differential equations as a vector +equation, involving a linear operator. For a system of $m$ equations, denote + +$$**x(t)** = \begin{bmatrix} +x_1(t) \\ +\vdots \\ +x_{m}(t) \\ +\end{bmatrix}.$$ + +A system of first order linear equations is then written as + +$$\dot{**x(t)**} = **f**(**x(t)**,t) $$ + +with initial condition $**x(t_0)** = **x_0**$. + +# Basic examples and strategies + +The simplest type of differential equation is the type learned about in the +integration portion of a calculus course. Such equations have the form, + +$$\dot{x}(t) = f(t). $$ + +When $F(t)$ is an anti-derivative of $f(t)$ i.e. $\dot{F}=f$, then the solutions +to this type of equation are + +$$x(t) = F(t) + c. $$ + +!!! check "Example: Differential equations from calculus" + Given the equation + + $$\dot{x}(t)=t, $$ + + one finds by integrating that the solution is $\frac{1}{2}t^2 + c$. But we + can also re-write this equation in the form we have been discussing, + + $$\dot{x}(t)=f(x(t)).$$ + + This implies that $\frac{f(x(t))}{\dot{x}(t)} = 1$. Let $F(x)$ be the + anti-derivative of $f(x)$. Then, making use of the chain rule + + $$\frac{f(x)}{dot{x}(t)} = \frac{\frac{dF}{dx}}{\frac{dx}{dt}} = \frac{d}{dt}F(x(t)) = 1$$ + + $$\Leftrightarrow F(x(t)) = t + c.$$ + + From this we notice that if we can solve for $x(t)$ then we have the + solution! + + + + + + + + + + + + +