Beruflich Dokumente
Kultur Dokumente
Prepared by:
Dr. Sunil
NIT Hamirpur (HP)
(Last updated on 28-01-2011)
Introduction:
To describe, understand and predict the behaviour of a physical process or
a system; a Mathematical Model is constructed by relating the variables by
means of one or more equations. Usually these equations describing the system
in motion are differential equations involving derivatives, which measure the
rates of change, the behaviour and interaction of components of the system.
on only its
Differential Equation:
A differential equation is an equation, which involves derivatives.
In many branches of science and engineering, we come across equations,
which contains, besides the dependent and independent variables, different
derivatives of the dependent variable w.r.t. the independent variable or variables.
These equations are called differential equations.
e.g.
(i) e x dx e ydy 0 ,
dy 2
1
dx
(iv)
d2y
(ii)
d2x
dt
n 2x 0 ,
(iii) y x
dy x
,
dx dy
dx
3/ 2
c,
dx 2
u
u
(vi) x
y
2u ,
x
y
(v)
dx
dy
wy a cos pt ,
wx a sin pt ,
dt
dt
(vii)
2y
t 2
c2
2y
x 2
dy 2
1
dx
(iv)
d2y
(ii)
d2x
dt
n 2 x 0 , (iii) y x
dy x
,
dx dy
dx
3/ 2
c , (v)
dx
dy
wy a cos pt ,
wx a sin pt ,
dt
dt
dx 2
are all ordinary differential equations.
or
Equations, which involve only one independent variable, are called
ordinary differential equations (ODE).
2
2y
u
u
2 y
c
are partial differential
y
2u and
x
y
t 2
x 2
equations.
or
Equations, which involve partial differential coefficients w.r.t more than one
independent variable, are called partial differential equations (PDE).
d2x
dt
n 2 x 0 , (iii) y x
dy x
,(iv)
dx dy
dx
dy 2
1
dx
3/ 2
d2y
dx 2
(i) is the first order and first degree; (ii) is the second order and first degree;
2
dy
dy
(iii) written as y
x x is clearly of the first order but of second degree;
dx
dx
3
dy 2
d2y
(iv) written as 1 c2 2 is the second order and second degree.
dx
dx
ii.
iii.
The general from of an nth order linear O.D.E. in y with variables coefficient is
a 0 x
dny
dx n
a 1 x
where RHS
d n 1 y
dx n 1
..... a n 1 x
dy
a n x y bx ,
dx
functions of x and a 0 x 0 .
If all the coefficients a0, a1, .an are constants then the above equation is
known as nth order linear O.D.E. with constant coefficients.
(ii)
(iii)
1
y2,
S.No. Diff.
Ans.
Equation
Kind
dy
kx 2
dx
Ordinary 1
dy
Px y
dx
Ordinary 1
Yes
No
(Yes for n = 0, 1)
y Q x
n
e x dx e y dy 0
Ordinary 1
Nonlinear
(in x and y)
8
d3y
6x 2 dy e y
dx 2
dx
sin xy
d2y
dx 2
sin x 0
x 2 dy y 2 dx 0
d2y
3 2 5y
dx
dx 4
0
d4y
Ordinary 3
No
Ordinary 2
No
Ordinary 1
No
Ordinary 4
No
y 2 dx 3xy 1dy 0
Ordinary 1
Nonlinear in y
and linear in x
k y 2 1 y 2
10
11
Ordinary 2
No
2u 2u
u
k 2 2
x
t
y
Partial
Yes
2Y
Partial
Yes
Ordinary 2
No
t 2
12
a2
2Y
x 2
dr
ds
d2r
ds 2 1
e.g. x A cosnt
is a solution of
d2x
dt
n 2x 0 .
(1)
(2)
d2x
dt
e.g. x A cos nt
.
4
Remark: The solution of a differential equation of nth order is its particular solution if it
contains less than n arbitrary constants.
Remarks:
A differential equation may have many solutions. Let us illustrate this fact by the
following example.
Each of the function y sin x , y sin x 3 , y sin x
is a solution of the differential equation
4
5
dy
cos x .
dx
And as we know from calculus that every solution of this equation is of the form
y sin x c ,
where c is constant. If we regard c is arbitrary, then y sin x c represents the
totality of all solutions of the differential equation.
This example illustrates that a differential equation may (and, in general,
will) have more than one solution, even infinitely many solutions, which can be
represented by a single formula involving an arbitrary constant c. Such a function,
which contains an arbitrary constant, is called a general solution of the
corresponding differential equation of the first order. If we assign a definite value
to that constant, then the solution so obtained is called a particular solution.
Singular solution:
A differential equation may sometimes have an additional solution, which
cannot be obtained from the general solution by assigning a particular value to
the arbitrary constant. Such a solution is called a singular solution and is not of
much engineering interest.
Example:
2
dy
dy
y0
x
dx
dx
The equation
(i)
x2
. This can be verified by substitution. This is a
4
f x , y or f x, y, 0 .
dx
dx
(i)
y-axis
A4
A3
A0
A2
A1
x-axis
dy
at that particular point.
dx
dy 0
be the slope of the curve
dx 0
at A 0 derived from (i). Take a neighbouring point A1 x1, y1 such that the slope of
A 0A1 is m1 . Thus, m1
dy1
be the slope of the curve at A1 derived from (i). Take a
dx 1
dy 2
be
dx 2
10
x A cosnt .
Sol.: To eliminate the constant A and , differentiating it twice, we get
d2x
dx
n 2 A cosnt n 2 x .
nA sin nt and
2
dt
dt
Thus
d2x
dt
n 2x 0 ,
which is the required differential equation which states that the acceleration varies as the
distance from the origin.
Q.No.2.: Form the differential equation from the equation x a sint b .
Sol.: Given x a sint b .
(i)
d2x
d 2x
dt
dt
2a sin t b 2 x .
2 x 0 .
(i)
dy
1 dy
3ax 2 2bx .
3ax 2b .
dx
x dx
11
1 y y
1 dy 1 d 2 y
.
3
a
a
2.
3 x
x
x 2 dx x dx 2
(ii)
2 x 2b
y
2b b
y .
x
x
x x x
2 x
(iii)
x 3 xy y x 2 2 y y x
6y 2x 2 y 2xy 6xy 3x 2 y
2
3 x
x
x 2 y 4xy 6y 0 x 2
d2y
dx 2
4x
dy
6y 0 ,
dx
(i)
dy
Ae x Be x .
dx
yx
dy dy
d2y
x 2 Aex Be x
dx dx
dx
d2y
dx
dy
xy ,
dx
xy Ae
Be x
(i)
d2y
dx 2
d2y
dx
dy
d 2 y dy dy
dy
2y ,
dx
12
(i)
dy
dy
ae x 4be 4 x e3x y e3x
ae5x 4b
dx
dx
3e3x y e3x
2
dy
dy 3x d 2 y
5x
2x
2 x dy
2x d y
3
e
y
2
e
e
3e3x
e
5
ae
5a .
dx
dx
dx
dx 2
dx 2
6e 2 x y 3e 2 x
d3y
dx
dy
dy
d2y
d2y
d3y
4e 2 x
2e 2 x 2 2e 2 x 2 e 2 x 3 0
dx
dx
dx
dx
dx
dy
6y 0 .
dx
x h 2 y k 2 a 2 .
(i)
dy
dy
0 x h y k
0.
dx
dx
(ii)
1 y k
d2y
dy
0
2 dx
dx
dy
1
dx
y k 2
d y
dx 2
(iii)
13
dy
From (ii) x h y k
dx
dy dy
1
dx dx
d2y
dx 2
dy
dx
dy
1
dx
d2y
dx 2
2 2
dy 2
1
3
2 2
dy 2
dx
d
y
2
2
a 1 a 2 ,
2
dx
d2y
dx
dx 2
x h 2 y k 2 a 2 .
Here k = 0 and a = h.
(i)
y-axis
C(h, 0)
x-axis
x 2 h 2 2hx y 2 h 2 x 2 y 2 2hx 0 .
Here h is the constant and to eliminate it, differentiating (ii) w.r.t. x, we get
2x 2 y
dy
dy
2 h 0 h x y .
dx
dx
x 2 y 2 2 x x y 0 x 2 y 2 2 x 2 2xy
0 y 2 x 2 2xy
0
dx
dx
dx
(ii)
14
2 xy
dy
x 2 y2 0 ,
dx
x h 2 y k 2 a 2 .
(i)
x 2 y 2 2 yk k 2 25 .
(ii)
by equation
Here h = 0 and a = 5.
Equation (i) becomes
y-axis
C (0, k)
5
x-axis
O
Here k is the constant and to eliminate it , differentiating (ii) w.r.t. x, we get
dy
x y
dy
dy
dy
dy
dx
.
2x 2 y
2k
0 2k
2 x y k
dy
dx
dx
dx
dx
dx
Putting the value of k in (ii), we get
2
dy
dy
x y dx x y dx
25
x 2 y2 2y
dy
dy
dx
dx
dy
dy
dy
dy
dy
dy
x 25 2 xy 2 y 2 x 2 2 xy y 2 y 2 0
dx
dx
dx
dx
dx
dx
dy
x 25 x 2 0 , which is the required differential equation.
dx
2
15
Q.No.10.: Find the differential equation of all parabolas with x-axis as the axis and (a, 0)
as focus.
Sol.: Since we know that the equation of the parabola, whose x-axis as the axis and (a, 0)
y 2 4ax .
as focus is
(i)
2y
(a, 0)
x-axis
dy
dy
4a y
2a , which is the required differential equation.
dx
dx
Home Assignments
Q.No.1.: Eliminate the arbitrary constants and obtain the differential equation of
y cx c 2 .
2
Ans.: x
dy dy
y.
dx dx
Q.No.2.: Eliminate the arbitrary constants and obtain the differential equation of
yA Bx Cx 2 .
Ans.:
d3y
dx 3
0.
Q.No.3.: Eliminate the arbitrary constants and obtain the differential equation of
y A cos 2 t B sin 2 t .
Ans.:
d2y
dt 2
4y 0 .
16
Q.No.4.: Eliminate the arbitrary constants and obtain the differential equation of
y Ae3x Be 2 x .
Ans.:
d2y
dx
dy
6y 0 .
dx
Q.No.5.: Eliminate the arbitrary constants and obtain the differential equation of
y Ae x Be x C
Ans.:
d3y
dx
dy
0.
dx
Q.No.6.: Eliminate the arbitrary constants and obtain the differential equation of
xy Ae x Be x x 2 .
Ans.: x
d2y
dx 2
dy
x 2 xy 2 0 .
dx
Q.No.7.: Eliminate the arbitrary constants and obtain the differential equation of
Ax 2 By 2 1
d2y
dy
dy
Ans.: xy 2 x y
0.
dx
dx
dx
Q.No.8.: Eliminate the arbitrary constants and obtain the differential equation of
y 2 2ay x 2 a 2 .
dy
dy
Ans.: x 2 2 y 2 4xy
x2 0 .
dx
dx
Q.No.9.: Eliminate the arbitrary constants and obtain the differential equation of
e 2 y 2axe y a 2 0 .
dy
Ans.: 1 x 1 0 .
dx
2
d2y
dx 2
0.
Q.No.11.: Obtain the differential equation of all circles of radius r whose centres lie on
17
the x-axis.
dy 2
Ans.: y 2 1 r 2 .
dx
Q.No.12.: Obtain the differential equation of all conics whose axis coincide with the axis
of co-ordinates.
Ans.: xy
d2y
dy
dy
x y .
2
dx
dx
dx
dy 2 d 3 y
dy d 2 y
Ans.: 1 3 3 2 0 .
dx dx
dx dx
Q.No.14.: Obtain the differential equation of all the circles in the first quadrant which
touch the co-ordinate axis.
2
dy 2
dy
Ans.: x y 1 x y .
dx
dx
2
Q.No.15.: Obtain the differential equation of all problems with lotus rectum 4a and axis
parallel to the axis.
d2y
dy
Ans.: 2a 2 0 .
dx
dx
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