MathPhys2 M1
MathPhys2 M1
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1 Module Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.1 Introduction 5
1.2 Focus of Module 6
1.3 Test Your Understanding 6
3
1. Module Overview
1.1 Introduction 5
Your attitude towards learning this module can be summarized in the following quote:
“Teachers open the doors, but you must enter by yourselves.” - A Chinese Proverb
1.1 Introduction
In the course of studying physical systems, very often we encounter equations expressing
a physical quantity, say, y, as a function of another quantity, say, x. Once the relationship
between these quantities is established and expressed in a mathematical statement, we need
to provide a solution to this equation in the form y = f (x). While this is straightforward,
some equations oftentimes involve derivatives with respect to the variable x. For example,
the equations
dy x
=− or y 0 = cos x (1.1)
dx y
are called differential equations because they include derivatives. The relation y = f (x) is
called the solution of the equation, which when substituted into the differential equation
turns it into an identity. A glimpse of what is meant by solving differential equation, let us
take the relation for example
y = sin x + C
is a solution to the differential equation
y 0 = cos x
This is so by taking the derivative of the above relation and substitute it to the differential
equation, gives the identity cos x = cos x.
Essentially, the relation shown above may seem too meaningless at first glance, however, if
we look closer into nature and find a match to this relation, then it becomes as beautiful as
nature is. Thus, our journey into solving differential equations goes beyond the mathemati-
cal statements and find meaning in them. This is our motivation at the least in understand-
ing nature itself through mathematical models.
5
6 1.2. Focus of Module
This module, then, is organized as follows: Section 2 presents how to derive differential
equations from a given problem and and formulate equations from familiar equations in
physics. Section 3 is focused on classifying differential equations as to order, degree and
type. The ability to classify differential equations provides impetus to how these equations
can be solved. Finally, Section 4 introduces generalities of solving differential equations. In
all, this modules covers weeks 1 and 2 of our course.
The secrets of nature once written in the language of mathematics has more beauty than the
eyes can behold. What, then, is a natural art?
Ordinary and partial DE’s are the major classification of differential equations. In physics
for example, ordinary differential equations can often be encountered in one - dimensional
problems. For example, Newton’s law of acceleration can be expressed with a single indepen-
dent variable, t or in x when one describes linear motion, that is
dv d 2x dv dT
F = ma =⇒ F=m or F = m or F = mv = (2.1)
dt dt 2 dx dx
taking F and m as constant variables and T = 21 mv 2 is the kinetic energy of a particle. The
equation F = m dv
dt is in fact ODE because we can express it in the form of (1.2), that is
dv dv F dv
F=m =⇒ = =⇒ = C, for y = v = f (t) (2.2)
dt dt m dt
Whenever we progress in describing the motion of a particle from one - to two - or three -
dimensions, the differential equation formulated falls under the class of partial DE. We will
not pursue PDE’s for now as it is beyond the scope of the module. In the following section,
we will present some examples of physics concepts involving ordinary differential equations.
7
8 2.2. Some Examples from Physics
dT
Task 2. Derive the equation F = dx from F = ma. Show your solution in the box provided
below.
The common notion of rate of change is that it is expressed in terms of the independent variable, t,
however, this is not necessarily correct. A variable y that is dependent on x or t, the rate of change of y with
dy dy
respect to x or to t is given as dx or dt .
To derive the mathematical model on the dependence of pressure with altitude, let us con-
sider a differential volume of the atmosphere as shown.
The area of the upper and lower face of the box be called, A.
The box is situated over the ground at a height, y, and the box
has a height, ∆y. The pressure on the upper and lower faces
are p(y + ∆y) and p(y), respectively; and the density of the air
be defined as ρ(y) at y.
We know that the force on a flat surface is given by F = pA,
where p is the pressure experienced when a force is applied
on it. From Newton’s law that difference between the forces
applied is equal to the gravitational force, then
We express the mass of air, mair = ρ(y)Vair , and the volume of the air, Vair = A∆y, then we
have
[p(y + ∆y) − p(y)] A = −ρ(y)Vair g = −ρ(y)gA∆y
Chapter 2. Formulating Differential Equations 9
dp
= −ρ(y)g
dy
To solve this equation, we may invoke the relation between ρ(y) and p from the equation
of state, pV = nRT . In realistic analysis of gauge pressure in the atmosphere, invoking the
application of limits, that is, knowing the behavior in the small change in p by allowing the
change y tend to zero is extremely important in mathematical modeling. For now, we will
leave this until the derivation of the DE solely for the purpose of this module.
Now, the total voltage in the circuit must be zero according to Kirchoff’s Voltage Law (KVL),
that is
X Q
Vi = 0 =⇒ Vs − VR − VC = 0 =⇒ Vs − IR − =0 (2.3)
C
i=s,R,C
for the given voltages above. We note, further, that current is defined as the rate of flow of
charges Q, that is I = dQ
dt . Substituting this,
dQ Q dQ 1
Vs − R − =0 =⇒ + Q − Vs = 0 (2.4)
dt C dt RC
completes our derivation of the differential equation governing the charging process.
As a final remark in this section, whenever you encounter phrases in physics problems, such
as rate of change, decay rate among others, you can express these quantities as derivatives
and often they present a differential equation. There are, however certain class of physics
problems that are automatically expressed in the form of differential equations. We have
encountered them above specifically Newton’s Law of Acceleration, F = ma.
10 2.3. Test Your Understanding
A problem can be solved efficiently and effectively if one has the ability to recognize its order,
degree, and type.
dy t2 + y 2
+ y 2 x = 2x, = y0, and t 5 (y 000 )4 + 4(y 00 )2 + y 0 + y = cos(t) e−3t (3.1)
dx yt
for purposes of defining these key terms. The first two equations included the first derivative
of the function y, while the third equation include first -, second -, and third derivative of the
function y. In your calculus class, the order of the equation refers to the highest derivative
appearing in it. Thus, the first and second equations are first - order differential equations
while the third equation is a third - order differential equation.
Definition 3.1 The order of a differential equation refers to the highest order derivative
appearing in it.
If we look closely to the third equation in (3.1), you will notice that the first term itself is
raised to the power 4. The highest power to which the highest order is raised refers to the
degree of the equation.
Definition 3.2 The degree of a differential equation refers to the highest power to which
highest - order derivative is raised.
Thus, the first and second equation has degree of 1 and the third differential equation has
degree of 4.
11
12 3.2. Linear and Non - Linear DE’s
At this point, it is presumed that equations in Task 1 can now be easily classified. For further
clarifications, we note the following properties of linear DE’s:
F The variable y and its derivatives must be of degree 1.
dy
F The variable y and its derivatives must not be expressed in form such as ey , cos dx ,
1
x+y .
F The equation must not contain products of variable y, its derivatives, and products of
y and its derivatives.
It is very clear then, that the first equation of (3.1) is linear, the second and third equations
are non - linear DE’s. The following examples are straightforward to give emphasis on the
differences between linear and non - linear DE’s.
invoke. One reason is that in most applications in physics often involve linear DE’s and they
are much easier to solve than non - linear ones. To show this, let us consider the problem on
simple pendulum.
dv
ma = −mg sin θ =⇒ m = −mg sin θ (3.5)
dt
d 2θ d 2θ g
L = −g sin θ =⇒ = − sin θ
dθ 2 dθ 2 L
which is a non - linear DE because it contains the term sin θ. If one is interested with small-
amplitude oscillations, θ 1radian, where the approximation of sin θ ≈ θ holds, the equa-
tion reduces to
d 2θ g d 2θ g
= − θ =⇒ + θ=0
dθ 2 L dθ 2 L
which is now a linear DE. This process is called linearization. However, the solution of this
equation gets entirely wrong when the initial position of the bob is set at θ = π with respect
to the stable equilibrium point. In short, by linearizing the equation of the simple pendulum
system, we may have lost valuable information and possibility of discovering interesting
features of its behavior are surely missed.
4.3 Summary 18
There are infinitely many ways to describe a physical system at one’s own caprice, so does
killing a cat.
y 0 = cos x
This is so by taking the derivative of the above relation and substitute it to the differ-
ential equation, gives the identity cos x = cos x.
Solutions to differential equations can be trivial, explicit, implicit and can be described as
family of solutions or general and particular solutions.
Example 4.2 (Initial-valued Problem (IVP)) Consider for example the differential equa-
dy
tion dx = − yx , determine the particular solution given the initial condition y(4) = −3.
14
Chapter 4. Some Generalities to Solving DE’s 15
ydy = −xdx
Z Z
x ydy = − xdx
y2 x2
= − + c, =⇒ x2 + y 2 = C 2
2 2
where C 2 = 2c. The solution is the standard equation of a circle. In this form, the
relation is a general solution or family of solutions because the arbitrary constant C
is not specified.
Applying the initial condition, that is, y = −3 when x = 4, we obtain the value of C,
hence
(4)2 + (−3)2 = C 2 =⇒ C 2 = 25
Substituting the value of C 2 results to the particular solution of the IVP. This particu-
lar solution
√ determines the circle, x2 + y 2 = 25, from which we can obtain the function,
y = − 25 − x2 , in the interval, −5 < x < 5. In this case, the solution curve is the lower
semi - circle containing the point (4, −3).√Furthermore, the solution x2 + y 2 = 25 is also
called an implicit solution while y = − 25 − x2 , in the interval, −5 < x < 5 is called
dy
explicit solution of dx = − yx . Now, whenever the value of x = ±5 results to y = 0. This
is the trivial solution of the IVP.
The general solution of the above equation involved only one arbitrary constant C since the differential
equation is of oder 1. Thus, for nth - ordered differential equations, there are n - number of arbitrary con-
stants, say, a second - order DE, requires two (2) arbitrary constants in its solution. To arrive a particular
solution, it is necessary that an initial condition must be supplied, otherwise the arbitrary constant or
constants remains unspecified. Lastly, the domain of the independent variable x is called the boundary
conditions.
in your CompuPhys 1). In this section, we will be provided an example of differential equa-
tion solved using numerical methods rendered in MatLab. However, one is not barred from
using any other coding software you might have the comfort to use. For now, we will use
simpler DE’s for purposes of discussions. You may be interested in the trading algorithm
and that might be a challenging task for this module, lest you look it up from the firmware
of MatLab (https : //www2.humusof t.cz/www/papers/f insem12/002 demel.pdf ).
Example 4.3 The solution curve of the differential equation y 0 = t − y with initial
condition y(−2) = 1 is given by the function
y(t) = t − 1 + 4e−(t+2) , −2 ≤ t ≤ 2
Using the following code below, plot the direction fields for −2 ≤ t ≤ 2 and −2 ≤ y ≤ 2
and the solution curve above.
Exercises
Exercise 4.1 Using Example 4.3, make additional plots of the solution curves for the
following initial conditons y(0) = −2, y(0) = −1, y(0) = 0, and y(0) = 1, for 0 ≤ t ≤ 2, on
the same figure.
Exercise 4.2 For a falling body in a resistive air Fv = −kv, Newton’s 2nd law has
the form F = mg − kv. Derive the differential equation for this system when the ob-
ject has mass m = 0.1kg and the drag constant k = 1kg/s. Assume that the accelera-
tion due to gravity is g = 10m/s. Plot the direction field for this differential equation.
[Hint: The code is similar as in Example 4.3.]
Exit Quiz
Test your understanding. Answer the following items briefly and accurately. Answer them
in a separate sheet and submit them on the specified due date.
2. (15 pts) Are the following relations, y = ex , y = e−x or y = Aex + Be−x , solutions to the
differential equation y 00 = y? Provide your solution.
√
3. (5 pts) In Example 4.1, we have shown that the explicit solution is given by y = − 25 − x2
in the interval −5 < x < 5. Explain why the explicit solution has an open interval and
not a closed one.
Problem Set 1
Compile your solutions of the test your understanding/tasks in each section and the prob-
lems of numerical methods in the Exercises. Submit them 1 week before Midterm Exam.
18 4.3. Summary
4.3 Summary
What we have achieved so far in this module are the following:
F identify differential equations as to order, degree, type, and the methods to solve them
1. Ordinary differential equations (ODE’s) are equations that involve a single independent
variable.
2. Partial differential equations (PDE’s) are equations that involve two or more indepen-
dent variables.
4. A non - linear DE may be difficult to solve, but it can be linearized to have a simpler
solution.
6. A solution that does not specify the constant of integration is called general solution, i.e
y = x + C.
7. When the constant C is specified, the solution is called particular solution. The constant
C can be obtained when initial conditions to a given DE is provided.
8. The interval of which a solution satisfies the differential equation is called boundary
conditions.
10. Differential equations can be used to model physical system and/or phenomena. They
are written in mathematical statements relating physical variables describing physical
systems or events.
11. Differential equations can be verified and solved using numerical methods and simu-
late their behavior
Chapter 4. Some Generalities to Solving DE’s 19
Credits. Credits to the included figures, sample problems, and module evaluation pro-forma
are given to the following:
2. Figure 2.2 on the problem of Charging a Capacitor can be seen in https : //www.google.com/
https : //live.staticf lickr.com/3596/3365787038c 9b134eeeaz .jpg
3. Figure 3.1 on the problem of simple pendulum can be seen in https : //www.google.com/
https : //lh3.googleusercontent.com/proxy/vY 37Zf gACH6akuo gAN −jSitvHpx0eCh4xsh
SU LN 93kU P oKBO−sW KltEKknJEW XqXdLGwjk8OU rv−K61o8F−L1QN 3742XXvRvtr
U W 2ktbw8f O1B278h − 5bbBvgR7Al9ChRrT yA
4. Figure 4.2 on forex trading graph can be seen in https : //www.f orextime.com/education/
f orex − trading − f or − beginners
Bibliography
Arfken, G. & Weber, H. (2005). Mathematical Methods for Physicists. 6th Editon. USA:
Academic Press.
Boas, M. (2006). Mathematical Methods in the Physical Sciences. 3rd Edition. John Wiley
& Sons, Inc., USA
Dass, H.K., & Verma, R. (2014). Higher Mathematical Physics For the Students of BSc.
(Honours). S. Chand & Co. Pvt. Ltd., New Delhi.
Keskin, A. Ü. (2019). Ordinary Differential Equations for Engineers: Problems with Mat-
Lab Solutions. Springer Nature, Switzerland, AG
Rainville, E.D., Bedient, P.E., & Bedient, R.E. (2013). Elementary Differential Equations.
8th Edition. Prentice Hall, Upper Saddle River, NJ
Zill, D.G. (2018). A First Course in Differential Equations with Modeling Applications.
11th Ed. Cengage Learning, Boston, MA: USA
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22 4.3. Summary