June 15, 2026 - Calculus 2 - Introduction to Differential Equations and Numerical Methods (Concise)

Verifying Solutions to Differential Equations

  • A differential equation involves a function yy and one or more of its derivatives.

  • To verify a possible solution, calculate the required derivatives and substitute them into the original equation.

  • Example: To check a solution for a second-order equation involving yy, yy', and yy'', take two derivatives of the function (using rules like the chain rule for expressions such as e(2x)e^{(2x)}) and simplify the resulting expression to ensure it satisfies the given equality.

Ordering and Notation

  • Order: The order of a differential equation is determined by the highest order derivative present in the equation.

    • First order: Contains only the first derivative (yy').

    • Second order: Contains the second derivative (yy'').

    • Third order: Contains the third derivative (yy''').

  • High-Order Notation: For derivatives higher than the third order, numerical subscripts in parentheses are used (e.g., y(4)y^{(4)} or y(10)y^{(10)}) to avoid excessive apostrophes and clarify the notation from powers like y4y^{4}.

General and Particular Solutions

  • General Solution: Represents a family of solutions and typically includes an arbitrary constant CC. For example, for y=2×xy' = 2 \times x, the general solution is y=x2+Cy = x^{2} + C.

  • Particular Solution: A specific solution where the constant CC is determined based on a specific point the function passes through, such as (2,7)(2, 7).

  • Initial Value Problem (IVP): Refers to a differential equation accompanied by an initial condition (e.g., y(0)=3y(0) = 3). These conditions allow for finding the unique particular solution that models a specific situation, often starting at time t=0t = 0.

Physics Applications

  • Differential equations model real-world behaviors by relating functions to their derivatives.

  • Kinematics:

    • Acceleration (aa) is the derivative of velocity (vv').

    • Velocity (vv) is the derivative of position (ss').

  • Example Case: A baseball with mass 0.15kg0.15\,kg is thrown upward with an initial velocity of 10m/s10\,m/s from a height of 3m3\,m.

    • Acceleration due to gravity is 9.8m/s2-9.8\,m/s^{2}.

    • v(t)=9.8dt=9.8×t+Cv(t) = \int -9.8\,dt = -9.8 \times t + C. Using initial velocity v(0)=10v(0) = 10, the particular solution is v(t)=9.8×t+10v(t) = -9.8 \times t + 10.

    • s(t)=(9.8×t+10)dt=4.9×t2+10×t+Cs(t) = \int (-9.8 \times t + 10)\,dt = -4.9 \times t^{2} + 10 \times t + C. Using initial position s(0)=3s(0) = 3, the particular solution is s(t)=4.9×t2+10×t+3s(t) = -4.9 \times t^{2} + 10 \times t + 3.

Direction Fields and Equilibrium Solutions

  • Direction Field (Slope Field): A visual tool where arrows represent the slope of the tangent line (yy') at various points in the plane. This provides a qualitative view of how solutions behave even if they cannot be solved analytically.

  • Equilibrium Solutions: These occur when the derivative is zero (y=0y' = 0). These solutions represent horizontal lines where the function value remains constant over time.

  • Stability: If tangent lines push toward an equilibrium solution, the function stabilizes; if they push away, it is unstable.

Numerical Methods: Euler's Method

  • Concept: Used when an anti-derivative is difficult or impossible to find. It employs linear approximation to estimate values of a function step-by-step.

  • Linearization Formula: L(x)=f(a)(xa)+f(a)L(x) = f'(a)(x - a) + f(a).

  • Implementation:

    • Start at a known point (a,f(a))(a, f(a)).

    • Estimate the next point by moving a small step size (hh) in the direction of the local slope.

    • Use the new point to rebuild a new linearization and repeat the process.

  • Accuracy: Smaller step sizes yield better approximations, but because each step is an estimation based on a previous estimation, errors can accumulate.

Questions & Discussion

Question regarding Order Notation: How do you distinguish a higher-order derivative from a power, such as y(4)y^{(4)} vs. y4y^{4}? Response: Context is key in differential equations. Notationally, the use of parentheses around the exponent indicates a derivative. Additionally, taking a non-integer derivative (like a half-derivative) is not standard in this context.

Question regarding Equilibrium Solutions: Why is a vertical line like x=3x = 3 not considered a solution to the differential equation? Response: A vertical line does not pass the vertical line test and therefore cannot be considered a function y=f(x)y = f(x). Differential equation solutions must be functions.

Question regarding Numerical Accuracy: If you use an estimation to make a further estimation, does it get more wrong? Response: Yes, it is an estimation of an estimation, meaning the error can drift further from the true curve the longer the process continues. This is why small steps are necessary for better results.