On 1/18
On 1/18
On 1/18
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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