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Dierential Equations

Concepts and Problems

Vidyalankar Institute

Lecture slides

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Dierential Equations

Outline

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Dierential Equations

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

Why study DE?


Why study methods to solve and create Dierential equations?
In any a natural process, the variables involved and their rates of
change are connected with one another by means of the basic
scientic 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
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Dierential Equations

Order & Degree of a Dierential Equation


Order of a derivative
Number of times the dependent variable is dierentiated is dened
the order of the derivative
Order of a derivative
Order of a DE is dened as the order of the higest order derivative
occuring in the DE
Example


dy
dx

4
+

 2 3
d y

dx 2

+ 2y = 0

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Dierential 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 dierential coecients
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 dierentiated, and power over the highest
order derivative is 3, hence degree is 3.


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Dierential 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


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dy
dy
+ 1+
dx
dx

y =x

y
=
(dy /dx )
dy
x
+
dx

1+

dy
1+
dx


Dierential 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
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Dierential 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 )

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Dierential Equations

Family of curves to its DE

Creating a DE, representing a family of curves


Dierentiate 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.

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Dierential Equations

Dierential equations to family of curves

Solution to a dierential 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 dened 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.

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Dierential Equations

Dierential 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 :

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Dierential 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 dierential 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.
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Dierential Equations

Problems

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

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Dierential 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

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

Dierential Equations

Homogenous DE

Denition

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

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Dierential Equations

Homogenous DE
Denition
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 dened as a Homogenous DE.
Transformation
A homogenous DE can be reduced to variable separable using the
y
transformation y = vx or v =
x
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Dierential 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

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


Dierential Equations

Linear Dierential Equation of rst order


Denition
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

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Dierential 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

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Dierential 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
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Dierential 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 

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Dierential 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 =

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Dierential Equations

Dierential equations from family of curves

1
2

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


dierent 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

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Dierential Equations

Orthogonal Trajectories
Denition

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
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Dierential 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

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Dierential 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?

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Dierential Equations

References

Dierential 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 Dierential Equations

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Dierential Equations