Vidyalankar Institute
Lecture slides
Dierential Equations
Outline
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
Sachin Gadkar@Vidyalankar Institute
Dierential Equations
Dierential Equations
dy
dx
4
+
2 3
d y
dx 2
+ 2y = 0
Dierential Equations
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.
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
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
Sachin Gadkar@Vidyalankar Institute
Dierential Equations
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 )
Dierential Equations
Dierential Equations
Dierential Equations
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 :
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
Dierential Equations
Problems
Example
1 sec2 x tany dx + sec2 y tanx dy = 0
dy
2
= sin(x + y ) + sin(x y )
dx
Dierential Equations
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
Example
dy
= e x +y + 1
dx
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
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
Sachin Gadkar@Vidyalankar Institute
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
Dierential Equations
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
Sachin Gadkar@Vidyalankar Institute
3x 2 + 2y 2 8 ydy = 0
dy x + 2y 3
=
dx 2x + y 3
Dierential Equations
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
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
Dierential Equations
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
Sachin Gadkar@Vidyalankar Institute
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
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 =
Dierential Equations
1
2
Dierential Equations
Orthogonal Trajectories
Denition
Orthogonal Trajectories
Dierential Equations
Problems
Dierential Equations
Physical Applications of DE
Dierential Equations
References
Dierential Equations