Chapter 9Differential Equations Classical Methods.ppt

Chapter 9Differential Equations: Classical Methods A differential equation (DE) may be defined as an equation involving one or more derivatives of an unknown dependent variable or several variables with respect to one or more independent variable or variables. Linear DE versus Non-Linear DE A linear differential equation is one in which the dependent variable and its derivatives with respect to the independent variable are of the first degree and all multiplicative factors are either constants or functions of the independent variable. An example follows. Two Examples of Non-Linear Differential Equations Ordinary DE versus Partial DE The preceding equations have been ordinary types since the dependent variable was a function of only one independent variable. An example of a partial differential equation follows. Continuous-Time versus Discrete-Time The preceding definitions relate to continuous-time or analog” systems. However, the same forms may be adapted to discrete-time or digital systems. In such cases, the equations are generally known as difference equations. Most numerical methods involve approximating differential equations as difference equations. Boundary Conditions or Initial Conditions The solution of an Nth order DE usually involves N arbitrary constants. These constants are determined from the boundary conditions. When these conditions are specified as the initial value of the function and the first N-1 derivatives, they are called initial conditions. Example 9-1. Classify the following DE in several ways: The DE is linear since none of the coefficients are functions of y and there are no higher degree terms in y or its derivatives. The DE is an ordinary type since y is a function only of t. Constant Coefficient Linear Ordinary Differential Equation (CCLODE) Example 9-2. Classify the DE below. This DE is a CCLODE type. It is a 4th order DE. Simple Integrable Forms In theory, this equation may be solved by integrating both sides k times. It may be