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# Dierential Equations

## Concepts and Problems

Vidyalankar Institute

Lecture slides

Dierential Equations

Outline

Dierential Equations

Dierential Equation
Denition
An equation that involves independent and dependent variables and
the derivatives of the dependent variable w.r.t independent vairable
is called a dierential equation
dy
= sinx, dy = x 2 dx
dx
Ordinary/Partial Dierential Equation
A dierential equation is said to be ordinary, if the dierential
coecients have reference to only a single independent variable else
with more than one independent variable its called Partial
Dierential Equation.
d 2y
dy
y z
+1 =
is an ODE and
+
= 1 is a PDE
dx 2
dx
x x

Dierential Equations

## Why study DE?

Why study methods to solve and create Dierential equations?
In any a natural process, the variables involved and their rates of
change are connected with one another by means of the basic
scientic principles that govern the process. When this connection
is expressed in mathematical symbols, the result is often a D.E.
Problem Solving
There are two types of problems involved in DEs
1 Finding the solution (primitive) to a given DE (general or
particular)
2 Generating the DE given the primitive
Before investigating these we need to rst understand the order and
degree of a DE

Dierential Equations

## Order & Degree of a Dierential Equation

Order of a derivative
Number of times the dependent variable is dierentiated is dened
the order of the derivative
Order of a derivative
Order of a DE is dened as the order of the higest order derivative
occuring in the DE
Example


dy
dx

4
+

 2 3
d y

dx 2

+ 2y = 0

Dierential Equations

## Order & Degree

Degree of a DE
Degree of a DE is power over the highest order derivative provided
the DE is a polynomial in derivatives of dependent variable i.e.
1 DE is free from radicals over the dierential coecients
2 DE is free from denominators
So that the DE becomes a polynomial in derivatives of the
dependent variables
Example
 2 3
d y

dy 4
+
+ y = x 2 is DE of order 2 since the highest
dx 2
dx
number of times y is dierentiated, and power over the highest
order derivative is 3, hence degree is 3.


Dierential Equations

Problems
Find the order and degree of the following
'
d 2y

6 !1/4

dy
= y+
2
dx
dx
dy
1
+y =
dx
dy /dx
d 2y
3
3
e d y /dx x 2 + y = 0
  dx
1 dy
= x +y
sin
dx
 
dy
ln
= ax + by
dx


dy
dy
+ 1+
dx
dx

y =x

y
=
(dy /dx )
dy
x
+
dx

1+

dy
1+
dx


Dierential Equations

2

 !2/3
dy 2
dx

2 !3/2
=

d 2y
dx 2

Linear Non-linear DE
Linear DE
A DE which is linear w.r.t the dependent variable and its derivatives
i.e. our DE should be linear (of degree one) in the variables
dy d 2 y d 3 y
y, , 2 , 3 ,...
dx dx dx
So any linear DE is of the form,
a0 y (n) + a1 y (n1) + + an1 y 0 + an y = pn
where all ai , for 1 i n are functions of x
Example
Are these problems linear or non-linear DE
dy
d 3y
1 x2
+ yx 3 = 3
dx
dx
dy
2 y
= x2
dx

Dierential Equations

## Family of curves to its DE

Fact
Order of a DE is equal to number of arbitrary contants in the
primitive (general solution to DE)
Example
Find the order of DE

y = cx + cx 2
y = a sinx + b cos(x + c )

Dierential Equations

## Creating a DE, representing a family of curves

Dierentiate the equation as many times as the number of arbitrary
constants are there, so for n arbitrary independent constants there
are n equations generated.
Eliminate the n arbitrary constants with these n equations.

Dierential Equations

## Solution to a dierential equation can be of two types

Generala : General solution is the solution to a D.E containing
arbitrary independent constants.
Particular : Particular solution of a D.E is dened as the solution
without any arbitrary constants i.e. those arbitrary constants are
evaluated by given extra condition.
a solution

## of a D.E is a family of curves ( arbitrary con- stants shows that its

a family) the particular solution gives only a particular curve satisfying the
extra condition given along with the D.E. The general solution is the whole
family of curves.

Dierential Equations

## Dierential equations to family of curves

Types of problems
1 Variable seperable
dy
2 DE of the form
= f (ax + by + c )
dx
3 Homogenous
4 Non-homogenous of the form
dy
a1 x + b1 y + c1
a1
=
where
=
dx
a2 x + b2 y + c2
a2
dy
a1 x + b1 y + c1
a1
2
where
6
=
=
dx
a2 x + b2 y + c2
a2
1

5
6

b1
b2
b1
b2

dy
+ P (x ) y = Q (x )
dx
dy
+ P (x ) y = Q (x ) y n
Bernoulli's equation :
dx
Linear DE :

Dierential Equations

Variable Separable
Variable Separable form
Any D.E of the form
M (x , y )dx + N (x , y )dy = 0
if you are able to write in the form
f (x )dx = g (y )dy
then just integrating on both the sides gives you the general
solution of the dierential equation, then it is said to be in variable
separable forma .
a Note

## : Going further all the other methods will nally be reduced to

variable separable form, rather our aim is to get any other DE form to variable
separable.

Dierential Equations

Problems

Example
1 sec2 x tany dx + sec2 y tanx dy = 0
dy
2
= sin(x + y ) + sin(x y )
dx

Dierential Equations

## DE reducible to variable separable form

Transformation reduces to Variable separable form
dy

## = f (ax + by + c ) can be reduced to VS form using the

A DE
dx
transformation t = ax + by + c

1
1
1
A DE of the form
=
where 1 = 1 we use the
dx
a2 x + b2 y + c2
a2
b2
transformation t = a1 x + b1 y + c1 or t = a2 x + b2 y + c2 which ever is
simpler. This transforms the DE to variable separable in x , t variablesa .
Homogenous DE : we will treat this DE in detail in coming slides.

3
4

dy

dy

a x +b y +c

a x +b y +c

1
1
1
DE of the form
=
where 1 6= 1 , we rst do shift of
dx
a2 x + b2 y + c2
a2
b2
origin to reduce it to homogenous DE form and then carry it as
Homogenous DE.

a This

## is a special case of the rst block above.

Example
dy
= e x +y + 1
dx

dy
x +y +1
=
dx 2x + 2y + 1

Dierential Equations

Homogenous DE

Denition

x and y : A function f (x , y ) is a
homogenous function f (tx , ty ) = t n f (x , y ) where t is a
variable, then n is the degree of this homogenous function f (x , y )

Homogenous function in

Example
Check if these functions are homogenous in x and y
1 f (x , y ) = x siny + y sinx
x
y
2 f (x , y ) = x sin + y sin
y
x

Dierential Equations

Homogenous DE
Denition
A DE of the form
M (x , y )dx + N (x , y )dy = 0
or

dy
M (x , y )
=
dx
N (x , y )
where M (x , y ) and N (x , y ) are homogenous functions of same
degree is dened as a Homogenous DE.
Transformation
A homogenous DE can be reduced to variable separable using the
y
transformation y = vx or v =
x

Dierential Equations

Problems

Example
Solve

1
x 2 + y 2 dx + xy dy = 0
2




x
x
/
y
x
/
y
1+e
dx + e
1
dy = 0

Dierential Equations

## Two level transformation

a
b
dy a1 x + b1 y + c1
=
where 1 6= 1
dx a2 x + b2 y + c2
a2 b2
The terms a1 x + b1 y + c1 and a2 x + b2 y + c2 are not
homogenous due to the occurance of the terms c1 and c2 .
Inorder to remove it, we can shift the origin to a suitable (h, k )
point using the transformation x = X + h and y = Y + k
Later this Homogenous DE can be solved further to get the
primitive

A DE of the form
1
2
3

Example
dy x y + 1
1
=
dx x + y 2

2
2x 2 + 3y 2 7 xdx

3x 2 + 2y 2 8 ydy = 0
dy x + 2y 3
=
dx 2x + y 3


Dierential Equations

## Linear Dierential Equation of rst order

Denition
A DE of the form

dy
+ y P (x ) = Q (x )
dx
is a linear rst order DE
Here we see that


R
R
R
dy
d  R P dx 
d Z
P
dx
P
dx
P dx + e
= Q e P dx
y e
= y e
dx
dx
dx
Therefore the solution is
y e P dx =
R

R
Q e P dx dx + c

Example
1

Solve 2x

dy
= y + 6x 5/2 2 x
dx

Dierential Equations

Bernoulli's DE
Bernoulli DE
dy
+P y = Q yn
dx
where P,Q are functions of x.
Then this DE can be converted to linear rst order DE, with the
transformation,
1
=z
y n1
Example
xy 2 e 1/x

dx x 2 y dy = 0

Dierential Equations

## Generalize Bernoulli theorem

Fact
In general,

dy
+ f (y )P (x ) = Q (x )
dx
can be converted to Linear rst order DE with the substitution,
f (y ) = u
1 So given any equation that can be reduced to linear rst order
DE, should be made free from any y term of the RHS, Q (x )
and
dy
2 then
factor should be derivative factor of P (x )
dx
f 0 (y )

Example
dy
= e x y (e x e y )
dx

Dierential Equations

Short-cut formulae
xdy ydx
=
x
x2
d (xy )= xdy + ydx
x
ydx xdy
d
=
y
y2
  y  xdy ydx
d log
=
x
xy


y
xdy ydx

1
d tan
= 2
x
x +y2

x
ydx xdy
d tan1
= 2
y
x + y 2


1
xdx + ydy
d
log x 2 + y 2 = 2 2
2
x +y

1
2
2
d x + y = xdx + ydy
2

x
ydx xdy
=
d log
y
xy
dx + dy
d (log(x + y )) =
x +y
xdy + ydx
d (log(xy )) =
xy
d

y 

Dierential Equations

Problems

1
2
3

xdy ydx
x2 + y2
{(x + 1) (y /x ) + siny }dx + (x + log x + x cosy ) dy = 0
dy yf 0 (x ) y 2
=
dx
f (x )
xdx + ydy =

Dierential Equations

1
2

## Find the DE of hte family of the curves y = Ae 3x + Be 5x for

dierent values of A and B
2
For the DE having y = sin1 x + Acos1 x + B where A and
B are arbitrary constants, as its general solution

Dierential Equations

Orthogonal Trajectories
Denition

## Any curve which cuts every member of a

given family of curves at right angle, is called an orthogonal
trajectory of the family
For e.g. Each straight line passing through the origin, y = mx is an
orthogonal trajectory of the family of the circles x 2 + y 2 = a2

Orthogonal Trajectories

## Method to nd the orthogonal trajectory of a given family of curves

1 f (x , y ) = 0 is the family of curves
2 F (x , y , y 0 ) = 0 is the DE representing the family f (x , y ) = 0
1
3 F (x , y , ) = 0 is the DE representing the orth. family to
y0
f (x , y ) = 0
1
4 Solve DE F (x , y , ) to get the family which is orth.Trajec.
y0

Dierential Equations

Problems

## The orthogonal trajectories of the family of the curves

an1 y = x n are given by
x n + n2 y = c ,ny 2 + x 2 = c,n2 x + y n = c,n2 x y n = c

Dierential Equations

Physical Applications of DE

## Find the time required for a cylindrical tank of radius r and

height H to empty through a round hole of area a at the
bottom. p
The ow through the hole is acccording to the law
v (t ) = k 2gh(t ) where v (t ) and h(t ) are the velocity of ow
through the hole and the height of the water level above the
hole at time t and g is the acceleration due to gravity.
Suppose a moth ball loses volume by evaporation at a rate
proportional to its instantaneous area. If the diameter of the
ball decreases from 2cm to 1cm in 3 months, how long will it
take untill the ball has practically has gone?

Dierential Equations

References

## Dierential and Integral Calculus - Piskunov

Calculus and Analytical Geometry - Thomas and Finney
Problems in one variable Calculus - I. A. Maron
Text book of calculus - K.C.Sinha
IIT JEE Mathematics - M.L.Khanna
Schaum Series in Dierential Equations