Amath 250 notes
Introduction to Differential Equations
Course Notes for AMath 250
J. Wainwright1
Department of Applied Mathematics
University of Waterloo
March 9, 2010
1
c J. Wainwright, April 2003
Contents
1 First Order Differential Equations
1.1 DEs and Mechanics . . . . . . . . . . . . . . . . . . . .
1.1.1 Newton’s Second Law of Motion . . . . . . . . .
1.1.2 Dimensions of physical quantities . . . . . . . .
1.1.3 Newton’s Law of Gravitation . . . . . . . . . .
1.2 Mathematical aspects of first order DEs . . . . . . . .
1.2.1 Types of first order DEs . . . . . . . . . . . . .
1.2.2 Solving separable DEs . . . . . . . . . . . . . .
1.2.3 Solving linear DEs . . . . . . . . . . . . . . . .
1.2.4 Qualitative sketches of families of solutions . . .
1.2.5 First order linear DEs with constant coefficient
1.2.6 An important special case . . . . . . . . . . . .
1.2.7 A common error . . . . . . . . . . . . . . . . .
1.2.8 Initial value problems . . . . . . . . . . . . . . .
1.3 Other applications of first order DEs . . . . . . . . . .
1.3.1 Mixing problems . . . . . . . . . . . . . . . . .
1.3.2 Population growth . . . . . . . . . . . . . . . .
1.3.3 Epidemics . . . . . . . . . . . . . . . . . . . . .
1.3.4 Cooling problems . . . . . . . . . . . . . . . . .
1.3.5 Pursuit problems . . . . . . . . . . . . . . . . .
1.3.6 Electrical circuits . . . . . . . . . . . . . . . . .
2 Dimensional Analysis
2.1 Writing physical relations in dimensionless form . . . .
2.1.1 Characteristic scales and dimensionless variables
2.1.2 The mixing tank DE . . . . . . . . . . . . . . .
2.1.3 The sky-diver DE . . . . . . . . . . . . . . . . .
2.2 Deducing physical relations using dimensional analysis . . . . . . . . . . . . . . . . . . . . . . . . . .
2.2.1 A motivating example . . . . . . . . . . . . . .
2.2.2 Complete sets of dimensionless variables . . . .
2.2.3 The Buckingham Pi Theorem . . . . . . . . . .
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Course Notes for AMath 250
J. Wainwright1
Department of Applied Mathematics
University of Waterloo
March 9, 2010
1
c J. Wainwright, April 2003
Contents
1 First Order Differential Equations
1.1 DEs and Mechanics . . . . . . . . . . . . . . . . . . . .
1.1.1 Newton’s Second Law of Motion . . . . . . . . .
1.1.2 Dimensions of physical quantities . . . . . . . .
1.1.3 Newton’s Law of Gravitation . . . . . . . . . .
1.2 Mathematical aspects of first order DEs . . . . . . . .
1.2.1 Types of first order DEs . . . . . . . . . . . . .
1.2.2 Solving separable DEs . . . . . . . . . . . . . .
1.2.3 Solving linear DEs . . . . . . . . . . . . . . . .
1.2.4 Qualitative sketches of families of solutions . . .
1.2.5 First order linear DEs with constant coefficient
1.2.6 An important special case . . . . . . . . . . . .
1.2.7 A common error . . . . . . . . . . . . . . . . .
1.2.8 Initial value problems . . . . . . . . . . . . . . .
1.3 Other applications of first order DEs . . . . . . . . . .
1.3.1 Mixing problems . . . . . . . . . . . . . . . . .
1.3.2 Population growth . . . . . . . . . . . . . . . .
1.3.3 Epidemics . . . . . . . . . . . . . . . . . . . . .
1.3.4 Cooling problems . . . . . . . . . . . . . . . . .
1.3.5 Pursuit problems . . . . . . . . . . . . . . . . .
1.3.6 Electrical circuits . . . . . . . . . . . . . . . . .
2 Dimensional Analysis
2.1 Writing physical relations in dimensionless form . . . .
2.1.1 Characteristic scales and dimensionless variables
2.1.2 The mixing tank DE . . . . . . . . . . . . . . .
2.1.3 The sky-diver DE . . . . . . . . . . . . . . . . .
2.2 Deducing physical relations using dimensional analysis . . . . . . . . . . . . . . . . . . . . . . . . . .
2.2.1 A motivating example . . . . . . . . . . . . . .
2.2.2 Complete sets of dimensionless variables . . . .
2.2.3 The Buckingham Pi Theorem . . . . . . . . . .
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.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
References: Borelli, R.L. and Coleman, C.S., 1987, Differential Equations: A Modeling Approach, PrenticeHall. Goldberg, J. and Potter, M.C., 1998, Differential Equations: A Systems Approach, PrenticeHall. Simmons, G.F., 1972, Differential Equations – with applications and historical notes, McGrawHill. Reiss, E.L., Callegari, A.J., Ahluwalia, D.S., 1976, Ordinary differential equations with applications, Holt, Rinehart & Winston. Brauer, F. and Nohel, J.A., 1967, Ordinary Differential Equations, W.A. Benjamin. Braun, M., 1983, Differential Equations and their Applications, Springer-Verlag. Boyce, W.E. and diPrima, R.C., 1997, Elementary Differential Equations and Boundary Value Problems, 6th edition, J