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1 CLASSIFICATION OF DIFFERETNIAL<br />

EQUATIONS; THEIR ORIGIN AND AP-<br />

PLICATION<br />

What is Differential Equation?<br />

An equation involving derivatives of one<br />

or more dependent variables with respect<br />

to one or more independent variables<br />

is called a differential equation.<br />

Examples 1.1 :<br />

d2 2 y dy<br />

+ xy = 0<br />

dx2 dx<br />

(1)<br />

d4x dt4 + 5d2x + 3x = sin t<br />

dt2 ∂v ∂v<br />

+ = v<br />

∂s ∂t<br />

∂<br />

(2)<br />

(3)<br />

2v ∂x2 + ∂2v ∂y2 + ∂2v = 0<br />

∂z2 (4)<br />

1


What are the independent variable and<br />

dependent variable in equation 1, 2, 3,<br />

4?<br />

DEFINITION:<br />

A differential equation involving ordinary<br />

derivatives of one or more dependent<br />

variables with respect to a single<br />

independent variable is called an ordinary<br />

differential equation, O.D.E.<br />

2


So which of the above equation in Example<br />

1.1 are O.D.E?<br />

DEFINITION:<br />

A differential equation involving partial<br />

derivatives of one or more dependent<br />

variables with respect to more than<br />

one independent variable is called a partial<br />

differential equation, P.D.E.<br />

So, which equations from Example 1.1<br />

are P.D.E?<br />

3


EMCF01<br />

(1) Classify the independent and dependent<br />

variables in the follwing differential<br />

equation ∂4 u<br />

∂x 3 ∂y<br />

+ 5x∂u<br />

∂x<br />

+ u = 0 :<br />

(a) u is independent function and x and<br />

y are dependent variable<br />

(b) x and y are independent variable and<br />

u is a dependent function<br />

(c) u, x and y are independent functions.<br />

(e) None of the above.<br />

4


What is the order of differential equation?<br />

order of differential equation is the order<br />

of the highest ordered derivatives involved<br />

in its expression.<br />

Examples 1.2<br />

Order is<br />

Order is<br />

Order is<br />

d2y + xy<br />

dx2 <br />

dy<br />

dx<br />

d2 2 y dy<br />

+ x<br />

dx2 dx<br />

= 0 (5)<br />

= 0 (6)<br />

d4x dt4 + d2x + x = 0 (7)<br />

dt2 5


What is the degree of differential equation?<br />

The degree of differential equation is the<br />

degree that its highest ordered derivative<br />

would have if the equation were rationalized<br />

and cleared of fraction with<br />

regard to all derivatives involved in it.<br />

Examples 1.3<br />

d2y + xy<br />

dx2 Degree is<br />

Degree is<br />

dy<br />

dx<br />

+ x<br />

<br />

dy<br />

dx<br />

2 dy<br />

dx<br />

= 0 (8)<br />

= 0 (9)<br />

(y ′ ) 2 + 1<br />

(y ′ = 0 (10)<br />

) 2<br />

6


EMCF01<br />

(2) Classify the following differential equation<br />

d3y + 5xdy + y sin x = 0 :<br />

dx3 dx<br />

(a) A third order linear ordinary differential<br />

equation<br />

(b) A second order linear partial differential<br />

equation<br />

(c) A second order linear ordinary differential<br />

equation<br />

(d) A third order linear partial differential<br />

equation<br />

(e) None of the above.<br />

7


What do we mean by solution of differential<br />

equation?<br />

A function y = g(x) which solves the<br />

differential equation,<br />

F (x, y(x), y ′ (x), y ′′ (x)....) = 0. Here,<br />

when we plug y (i.e g(x)) and its derivatives<br />

w.r.t x in the differential equation<br />

then equation gets identically satisfies.<br />

Examples 1.4<br />

y = g(x) = 2 sin x + 3 cos x (11)<br />

is the explicit solution of y ′′ + y = 0.<br />

x 2 + y 2 − 25 = 0 (12)<br />

is the implicit solution of x+yy ′ = 0.<br />

8


EMCF01<br />

(3) Which of the following function solves<br />

(a) y(x) = x 2<br />

(b) y 2 + x 2 = 16<br />

(c) y(x) = x<br />

(d) y(x) + x 2 = 2<br />

yy ′ + x = 0<br />

(e) None of the above.<br />

9


Examples 1.5 Given<br />

Show that y(x) solves<br />

y(x) = x 2 + x (13)<br />

y ′′ + y ′ − 2y = 3 − 2x 2<br />

10<br />

(14)


Examples 1.6 Whether<br />

log y + x<br />

= c (15)<br />

y<br />

solves<br />

(y − x)y ′ + y = 0? (16)<br />

11


Examples 1.7 Show that every function<br />

f defined by<br />

f(x) = (x 3 + c)e −3x<br />

(17)<br />

Where c is arbitrary constant, is a<br />

solution of the differential equation<br />

dy<br />

dx + 3y = 3x2e −3x<br />

(<strong>18</strong>)<br />

12


Examples 1.8 Show that every function<br />

f defined by<br />

f(x) = ce 3x<br />

(19)<br />

Where c is arbitrary constant, is a<br />

solution of the differential equation<br />

y ′ = 3y (20)<br />

13


EMCF01<br />

(4) How many solutions are possible for<br />

the following differential equation<br />

(a) <strong>On</strong>ly one<br />

(b) No solution<br />

y ′ = y<br />

(c) Infinitely many solutions<br />

(e) None of the above.<br />

14


Moral from example 1.7 and 1.8 is .....<br />

Differential equation has infinitely many<br />

solution we need to give some extra information<br />

in order to get the specific<br />

(unique solution) and Thus, we have following<br />

questions<br />

1) What is the information which we<br />

need to get unique solution?<br />

2) Is there any connection of that information<br />

with the order of differential<br />

equation?<br />

15


Let us view example 1.8 geometrically<br />

and guess what do we need to get unique<br />

solution?<br />

16


Initial Value Problem<br />

F (x, y(x), y ′ (x), y ′′ (x)....y (n) (a)) = 0<br />

y(a) = b<br />

y ′ (a) = b<br />

.<br />

.<br />

.<br />

y (n−1) (a) = b<br />

17


EMCF01<br />

(5) Which of the following is an Initial<br />

valued problem?<br />

(a) y ′′ + 2y = 0; y(0) = 0, y(1) = 0<br />

(b) y ′′ + 2y ′ = 0; y(0) = 0<br />

(c) y ′′ + 2y ′ = 2; y(0) = 0, y ′ (0) = 0<br />

(d) None of the above.<br />

<strong>18</strong>


Examples 1.9 Given that every function<br />

f defined by<br />

f(x) = c1e 4x + c2e −3x<br />

(21)<br />

is a solution of the differential equation<br />

d2y dy<br />

− − 12y = 0 (22)<br />

dx2 dx<br />

for some arbitrary choice of c1, c2.<br />

Solve I.V.P<br />

d2y dy<br />

−<br />

dx2 dx<br />

− 12y = 0<br />

y(0) = 5, y ′ (0) = 6<br />

19


Seperable Differential Equation<br />

y ′ = f(x)g(y)<br />

is said to be seperable differential equation.<br />

Examples 1.10<br />

(x − 4)y 4 dx − x 3 (y 2 − 3)dy = 0 (23)<br />

Examples 1.11<br />

4xydx + (x 2 + 1)dy = 0 (24)<br />

20


Solution method<br />

dy<br />

= f(x)g(y)<br />

dx<br />

Step 1: Seperate x’s and y’s on different<br />

sides.<br />

dy<br />

= f(x)dx<br />

g(y)<br />

Step 2: Integrate both the sides.<br />

<br />

dy<br />

g(y) =<br />

<br />

f(x)dx + C<br />

Step 3: Express y in terms of x where<br />

possible.<br />

Step 4: Check that constant solutions<br />

y = C, where g(C) = 0 are not missed.<br />

22

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