Differential Equations

MATH C241

Text Book: Differential Equations
with Applications and
Historical Notes:

Class hours: T Th S 2
(9.00 A.M. to 9.50 A.M.)
by George F. Simmons
(Tata McGraw-Hill) (2003)
In this introductory lecture, we
Define a differential equation
Explain why we study a differential equation
Define the order and degree of a DE.
Define the solution of a DE
Formation of a DE
Discuss the Orthogonal trajectories of a family of
curves.
Many important and significant
problems in engineering, the
physical sciences, and the social
sciences, when formulated in
mathematical terms require the
determination of a function satisfying
an equation containing derivatives of
the unknown functions. Such
equations are called differential
equations i.e.
A differential equation is a
relationship between an independent
variable, (let us say x), a dependent
variable (let us call this y), and one or
more derivatives of y with respect to
x.
2
3
2
0
x
d y dy
x y e
dx
dx
+ + =
is a differential equation.
we recall that y= f(x) is a given function,
then its derivatives dy/dx can be
interpreted as the rate of change of y
with respect to x. In any natural
process, the variables involved and their
rates of change are connected with one
another by means of the basic scientific
principles that govern the process.
When this connection is expressed in
mathematical symbols, the result is
often a differential equation.
Perhaps the most familiar example
is Newtons law
2
2
d x
m F
dt
=
For the position x(t) of a particle acted
on by a force F. In general F will be a
function of time t, the position x, and the
velocity dx/dt.
To determine the motion of a particle
acted on by a given force F it is
necessary to find a function x(t) satisfy
the above equations. If the force is that
due to gravity, the F = - mg and
2
2
d x
m mg
dt
=
For example, the distance s traveled in time t
by a freely falling body of mass m satisfies
the DE
2
2
d s
g
dt
=
The time rate of change of a population P(t) with
constant birth and death rates is, in many simple cases,
proportional to the size of the population. That is
dP
kP
dt
=
Where k is the constant of proportionality
The other examples of Physical
phenomena involving rates of change
are :

Motion of fluids
Motion of mechanical systems
Flow of current in electrical circuits
A DE that describes a physical process is
often called a Mathematical Model.
Ordinary Differential Equations:
An ordinary differential equation (ODE) is
a differential equation that involves the
(ordinary) derivatives or differentials of
only a single independent variable.




equations are ODEs, while
is not ODE.
y'' - 2y' + y = cos
sin
x
x
dy
e x
dx
= +
2 2
2 2
u u u
t
x y
c c c
+ =
c
c c
In fact, the above equation is a
partial differential equation. A partial
differential equation (PDF) is a
differential equation that involves the
partial derivatives of two or more
independent variables.
2
2
2
w w
a
t
x
c c
=
c
c
Heat equation
Order
The order of a differential equation is
just the order of highest derivative
used.
0
2
2
= +
dt
dy
dt
y d
.
2
nd
order
3
3
dt
x d
x
dt
dx
=
3
rd
order
Degree of a Differential Equation
The power of the highest order
derivative occurring in a differential
equation, after it is free from
radicals and fractions, is called the
degree of a differential equation.
2 3 2 2 2 2
{1 ( ) } ( / )
dy
a d y dx
dx
+ =
Example: The equation
2
2 3/ 2
2
{1 ( ) }
dy d y
a
dx dx
+ =
is of second order and the second degree
as the equation can be written as
More generally, the equation
( )
( , , , , ) 0
n
F x y y y
' ''
=
is an ODE of the n
th
order. Equation (1)
represents a relation between the n+2
variables x, y, y

, y

, ., y
(n)
which under
suitable conditions can be solved for y
(n)

in terms of the other variables:
(1)
( ) ( 1)
( , , , )
n n
y f x y y y

'
=
(2)
Initial-Value Problem:

A differential equation along with
subsidiary conditions on the unknown
function and its derivatives, all given
at the same value of the independent
variable, constitutes an initial-value
problem and the conditions are initial
conditions.
For example: The problem

y'' + 2y' = e
x
; y(p) = 1, y'(p) = 2

is an initial-value problem,because
the two subsidiary conditions are
both given at x = p
Boundary-Value problem:

If the subsidiary conditions are given
at more than one value of the
independent variable, the problem is
a boundary-value problem and the
conditions are boundary conditions.
For Example: The problem

y'' + 2y' = e
x
; y(0) =1, y'(1) = 1

is a boundary-value problem, because
the two subsidiary conditions are
given at the different values x = 0 and
x = 1.
A DE is said to be linear when the
dependent variable and all the derivatives
of it appear only in the 1st degree.
Examples
x
dx
dy
2 . 1 =
y
dx
y d
=
2
2
. 2
linear
linear
x
e y
dx
dy
dx
y d
3
2
2
6 5 . 3 = + +
Examples (Continued)
2 2
4. 1 0 y y y
'
+ + =
linear
Non linear
Solutions of ODEs:
A solution of an ODE
( )
( , , , , ) 0 (1)
n
F x y y y
' ''
=
on the interval [a, b] is a function f such that
f, f

, f

, .f
(n)
exist for all xe[a, b] and
( )
, ( ), ( ), ( ) 0
n
F x f x f x f x
(
'
=

for all xe[a, b].
Given a DE any relation between the
variables (that is free from derivatives) that
satisfies the DE is called the solution of the
DE
For example is a solution of the DE
2
y x =
2
dy
x
dx
=
2 2
4 x y + = is a solution of the DE
0 xdx ydy + =
sin2 x t =
is a solution of the DE
2
2
4
d x
x
dt
=
(Note here t is the independent variable and
x ia function of t.)
If no initial conditions are given, we call
the description of all solutions to the
differential equation the general solution.
General and particular solution:
cos sin y' x y x c general solution = = +
sin 2 sin y x or y x particaular solution = + =
It is clear that the general solution of the
DE
2
dy
x
dx
=
is the one-parameter family of parabolas
2
y x c = +
c is an arbitrary constant.
(See the figure in the next slide.)
Figure 1 Graphs of
2
y x C = + for various
value of C
It can be shown that the general solution
of the DE
is the two-parameter family of curves
1 2
cos 2 sin 2 x c t c t = +
where c
1
, c
2
are arbitrary constants.
2
2
4
d x
x
dt
=
Conversely, given a family of curves, we can
find the DE satisfied by the family (by
eliminating the parameters by differentiation).
Consider the one-parameter family of curves
2
y c x =
Differentiating w.r.t. x, we get
2
dy
c x
dx
=
Eliminating c, we get the DE of the family as
2
dy
x y
dx
=
Find the DE of the family of all circles
tangent to the y-axis at the origin
C
a
Solution The equation
to the circle tangent to
y-axis at the origin is
given by
2 2 2
( ) x a y a + =
or
2 2
2 0 x ax y + =
or 0 x a yy
'
+ =
Eliminating a, we get the DE of the family as
2 2
0
2
x y
x yy
x
+
'
+ =
or
2 2
2
y x
y
xy

'
=
Differentiating w.r.t. x, we get
2 2 2 0 x a yy
'
+ =
i.e.
2 2
0
2
x y
yy
x

'
+ =
Consider the two-parameter family of curves
2 2
2 2
1
x y
a b
+ =
Differentiating w.r.t. x, we get
2 2
2 2
0
x y dy
a b dx
+ =
Eliminating a,b, we get the DE of the family as
Again differentiating w.r.t. x, we get
2
2
2 2 2
2 2
0
d y dy
y
a b dx dx
(
| |
+ + =
(
|
\ .
(

2
2
2
0
d y dy dy
xy x y
dx dx dx
| |
+ =
|
\ .
Example: Consider the DE
x
dy
xe
dx
=
The general solution is
x x
y xe e c = +
where c is an arbitrary constant.
We now show that there is a unique solution
such that when x = 1, y =3.
Replacing x by 1, y by 3, we get a
unique c, namely, c = 3.
Thus the desired unique solution is
3
x x
y xe e = +
We now state (without proof) a theorem
which asserts that under suitable conditions
that a first order DE
( , )
dy
f x y
dx
=
has a unique solution y = g(x) satisfying the
initial conditions: when x = x
0
, y = y
0
Existence and uniqueness of solution of a
first order initial-value problem
Picards Theorem
Consider the first order d.e.

( , )
dy
f x y
dx
=
Suppose ( , ) f x y and
f
y
c
c
are both
continuous (as functions of x, y) at each
point (x, y) on and inside a closed rectangle
R of the x-y plane. Then for each point
(x
0
, y
0
) inside the rectangle R, there exists a
unique solution y = g(x) of the above DE
such that when x = x
0
, y = y
0
.
Geometrically speaking, through each point
(x
0
, y
0
) inside the rectangle R, there passes a
unique solution curve y = g(x) of the DE
( , )
dy
f x y
dx
=
(x
0
, y
0
)
y=g(x)
R
Orthogonal trajectories of a family of
curves
Consider two families of curves, u, O in the
xy plane. Suppose every curve in the family O
intersects every curve in the family u
orthogonally (i.e. the angle between the two
curves at each point of intersection is 90
o
, i.e.

a right angle), then each family is said to be a
family of orthogonal trajectories of the other
family.
For example if u is the family of all cirles
centre at the origin and O is the family of
all lines through the origin, then we easily
see that each is the family of orthogonal
trajectories of the other.
If the DE of a one-parameter family u of
curves in the xy plane is given by
( , )
dy
f x y
dx
=
from definition, it trivially follows that the DE
of the family O of orthogonal trajectories is
given by
1
( , )
dy
dx f x y
=
Integrating the above DE we get the algebraic
equation of the family of orthogonal trajectories.
Example Consider the one parameter family
of parabolas having the focus at the origin:
2
4 ( ) y c x c = +
The DE of the above family is:
2 2
y yy
x
y
'
= +
'
(*)
c > 0 c < 0
Hence the DE of the family of orthogonal
trajectories is got by replacing
And hence is given by
2 2
yy y
x
y
'
=
'
1
y by
y
'

'
2 2
y yy
x
y
'
= +
'
or
which is same as (*).
Hence the family of orthogonal trajectories is
the given family of parabolas itself. Or we say
that the given family of parabolas is self-
orthogonal.
In the next lecture we discuss the
methods of solving first order
differential equations.