~Courses in differential equations usually follow the calculus
sequence of I, II, and III.
~In calculus I, you are required to solve
only one type where the variables involved can be separated. This is called the
"variables separable" method. (See link on integration formulas for
examples)
~Solving all types of differential eqs is essential for most
fields of engineering, specially mechanical and electrical. In all disciplines (including business related fields), whenever rates of change (derivatives) are involved, you will, most likely, encounter differential equations. (see example on Radiocarbon dating).
~Differential
eqs are equations that involve derivatives and/or differentials.
~They
occur in many areas. Growth/decay, motion of masses, electrical circuit
theory, acoustics, among many.
~First order diff. eqs. involve
derivatives no higher than the first. These are categorized by types and require
different techniques for each type.
~Second order diff. eqs. involve
derivatives no higher than the second.
Along with the second derivatives,
they could also involve the first derivatives. Techniques here are a little more
sophisticated.
~Certain higher order diff. eqs. (with derivatives higher
than two) are also covered. Also, systems of differential equations are studied.
This requires much knowledge of matrices & how to work with
them.
~More advanced types involve partial derivatives (covered in
calculus III) and are necessary for the analysis of sound waves, water waves,
and related acoustics (i.e., music).
~The techniques for solving partial
differential eqs. are quite involved and much calculus background is
necessary.
~One of the most interesting techniques for solving many of
the basic types is by the use of Laplace Transformations. In simple terms, it
transforms a calculus differential eq into an algebraic equation with no
calculus. It is then solved in the algebra world then transformed back (using
inverse Laplace Transformations) to the calculus world where the solution is
given. (Many a calculus student would like that to happen to all of their
calculus problems)
~Another interesting technique for the second order
type is by the use of series (covered in calculus II). These are referred to as
series solutions. The technique can be very long and involved but is a great
application of series.
~In my opinion, one of the most interesting
situations encountered in differential equations is the analogy between the
simple LRC electrical circuits and the mechanical system counterparts. These
occur in the study of the second order linear types with constant coefficients.
Let me give you a brief description.
~The differential equation for the
electrical system is
Ld2q/dt2 +Rdq/dt +(1/c)q = E(t),
where q=charge (coulombs), c=capacitance (farads), dq/dt=current (amps),
R=resistance (ohms), d2q/dt2=rate of change in current,
L=inductance (henries) and E(t) is the total electromotive force of the circuit
(volts).
~ In the mechanical system, we have an object moving through a
medium and has a very similar type of differential equation looking like this:
Md2y/dt2 + Rdy/dt +ky=F(t),
where
d2y/dt2=acceleration, M=mass of the object (weight/g),
dy/dt=velocily, R=resistance (proportional to the velocity), y=displacement,
K=constant (proportional to the distance y traveled) (for a spring, it's Hooke's
constant) and F(t) is total force acting on the system.
~One can
therefore model a mechanical system using the similar electrical system and
predict behavior quite nicely. Since the differential equations of both systems
are quite alike, their solutions will be also. A very interesting
analogy.
~A course in differential equations is usually not required for
math majors (depending on the school). It certainly would be at MIT or
Cal.Tech., since it is vital to most engineering programs.
Solving Basic differential equations by the variables separable method: In my opinion, the most useful use of the integration process is in solving basic differential equations where the variables of the equation can be separated. Having taught differential equations for a good number of years, I can tell you, first hand,
that only a select few can be solved this way. Most others require specialize techniques that must be used. Courses in differential equations are extremely important to engineering in various fields. For our discussion, we will concentrate on solving acceleration, velocity, and distance problems using the method of variables separable.
Let's take a look at an example.
EXAMPLE: A particle moves in a straight line with acceleration a=12t2+6t. It starts from rest with an initial velocity of -3 ft/sec (traveling in our designated negative direction). Find the equation for distance s at any time t.
Since acceleration measures the rate of change in velocity with time, it is a derviative, a=dv/dt. Also, velocity measures the rate of change in distance with time, it also is a derivative, v=ds/dt. These quantities need to be substituted into the equation to give the desired differential equation to solve. An equation which involves derivatives is called a differential equation.
Since a=dv/dt, we have the differential equation dv/dt = 12t2+6t. Separating the variables we get, dv = (12t2+6t)dt.(notice the separation of the variable on opposite sides of the equation)
Integrating both sides, ∫ dv = ∫ (12t2+6t)dt. Which gives us,
v = 12t3/3 + 6t2/2 + C. Since v = -3 when t=0, substituting these values in the equation for v determines C = -3.
Substitute -3 for C and we have, v = 4t3+3t2-3.
Since v = ds/dt, we have another diff. Eq., ds/dt=4t3+3t2-3.
Separating the variables & integrating, we get, s=t4+t3-3t+c.
Since the particle starts from rest, s=0 when t=0, so c=0.
Therefore, the equation for distance is, s = t4+t3-3t.
~NOTE: When separating the variables, make sure the differentials are "up stairs" and to the right of the expressions to be integrated.