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Title: linear ALgebra and ODES
Description: Engineering and Mechanics. Learning Mechanics. Fundamental Concepts. Units. Newtonian Gravitation.

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Linear Algebra and Ordinary Differential Equations
MTH-121
February 6, 2012

MTH-121

Linear Algebra and Ordinary Differential Equations

REVIEW AND INTRODUCTION

Before embarking on a study of differential equations, it is essential
to solidify your technical facility with differentiation and
integration
...


MTH-121

Linear Algebra and Ordinary Differential Equations

REVIEW AND INTRODUCTION
Differentiation:
Given a function y = f (x), its derivative, denoted by y or dy /dx ,
gives the instantaneous rate of change of f with respect to x
...


MTH-121

Linear Algebra and Ordinary Differential Equations

REVIEW AND INTRODUCTION

The second derivative identifies the concavity of the curve
y = f (x)
...

A curve y = f (x) is concave up at those points x where the second
derivative is positive, and concave down where the second
derivative is negative
...


MTH-121

Linear Algebra and Ordinary Differential Equations

REVIEW AND INTRODUCTION

MTH-121

Linear Algebra and Ordinary Differential Equations

REVIEW AND INTRODUCTION

Table 1 below lists the most frequently used properties of
derivatives and, for later reference, the corresponding properties of
integrals
...
Although Table 2 below does not contain every
differentiation formula, it will probably suffice to differentiate
almost every function you are likely to encounter in practice
...
(Note : To avoid the
repetition of writing “+ c” after every result in the right-hand
column, the arbitrary additive constant c has been omitted from
each of the integration formulas, as in Table 1 above
...
The
emergence of low-cost, high-speed computers has spawned new
techniques for solving differential equations, which allows problem
solvers to model and solve complex problems based on systems of
differential equations
...

If there is just one independent variable, then the derivatives are
all ordinary derivatives, and the equation is an ordinary
differential equation
...

(1)
dt 2
Another example is Bessel’s equation
x2

d 2y
dy
+x
+ (x 2 − n2 )y = 0,
2
dx
dx

(2)

where x is the independent variable, y is the dependent variable,
and n2 is a constant
...
Some common examples are the heat
equation
∂2u
∂u
=
,
∂t
∂x 2

(3)

1 ∂2u
∂2u
=
,
2 ∂t 2
c
∂x 2

(4)

∂2u ∂2u
+
= 0
...

MTH-121

Linear Algebra and Ordinary Differential Equations

Differential Equations: Basic Definitions

MTH-121

Linear Algebra and Ordinary Differential Equations

Differential Equations: Basic Definitions

MTH-121

Linear Algebra and Ordinary Differential Equations

Differential Equations: Basic Definitions
Consider the differential equation

MTH-121

Linear Algebra and Ordinary Differential Equations

Differential Equations: Basic Definitions

MTH-121

Linear Algebra and Ordinary Differential Equations

Differential Equations: Basic Definitions

MTH-121

Linear Algebra and Ordinary Differential Equations

Differential Equations: Basic Definitions

MTH-121

Linear Algebra and Ordinary Differential Equations

Differential Equations: Basic Definitions

MTH-121

Linear Algebra and Ordinary Differential Equations

Differential Equations: Basic Definitions

The order of a differential equation is the order of the highest
derivative which appears in the equation
...
The heat, wave, and
Laplace equations are examples of second order partial differential
equations
...
For virtually every such equation encountered
in practice, the general solution will contain one arbitrary constant,
that is, one parameter, so a first–order IVP will contain one initial
condition
...


MTH-121

Linear Algebra and Ordinary Differential Equations

Separable Equations

MTH-121

Linear Algebra and Ordinary Differential Equations

Separable Equations

MTH-121

Linear Algebra and Ordinary Differential Equations

Separable Equations

MTH-121

Linear Algebra and Ordinary Differential Equations

Separable Equations

MTH-121

Linear Algebra and Ordinary Differential Equations

Homogeneous Equations

MTH-121

Linear Algebra and Ordinary Differential Equations

Homogeneous Equations

MTH-121

Linear Algebra and Ordinary Differential Equations

Homogeneous Equations

MTH-121

Linear Algebra and Ordinary Differential Equations

Homogeneous Equations

MTH-121

Linear Algebra and Ordinary Differential Equations

Homogeneous Equations

MTH-121

Linear Algebra and Ordinary Differential Equations

Homogeneous Equations

MTH-121

Linear Algebra and Ordinary Differential Equations

Homogeneous Equations

MTH-121

Linear Algebra and Ordinary Differential Equations


Title: linear ALgebra and ODES
Description: Engineering and Mechanics. Learning Mechanics. Fundamental Concepts. Units. Newtonian Gravitation.