Differential Equations

Differential Equations Lecture Notes
1
st
Semester Year III (2014)
1

Differential Equations are equations that contain derivatives and differentials of some functions.
Examples:
1.
=
3
+ 3
2.
+ 3 = 10
3. (
3
)
2
+
2
(
2
)
4
+
3
= 0
4.
3

4
4
+
2
(
2
)
4
+
3
= 0
5.
= 0
6.
+
2
+ = 0
7. (
2
+1) + = 0
8. (
3
) = 1

2
2

Types of Differential Equations

1. Ordinary Differential Equations - an equation that contains derivatives of a
dependent variable with respect to a single independent variable.
a.
=
3
+ 3 ; x independent, y dependent
b.
+ 3 = 10 ; x independent, y dependent
c. (
3
)
2
+
2
(
2
)
4
+
3
= 0 ; x independent, y dependent
d. (
2
+1) + = 0 ; either x & y are dependent or independent
(
2
+1)
+ = 0 or (
2
+1) +
= 0

2. Partial Differential Equations - an equation that contains derivatives of a
dependent variable w/ respect to at least two independent variables.
a.
= 0

Order and Degree of a Differential Equation

1. Order - the order of a differential equation is the highest order among its
derivatives
2. Degree - the degree of a differential equations is the degree of its order

Examples:

a.
=
3
+ 3 ; order - 1, degree - 1
b.
+ 3 = 10 ; order - 3, degree - 1
c. (
3
)
2
+
2
(
2
)
4
+
3
= 0 ; order 3, degree - 2
d.
3

4
4
+
2
(
2
)
4
+
3
= 0 ; order - 4, degree - 1
1
st
2

e.
= 0 ; partial derivative
f.
+
2
+ = 0 ; order - 3, degree - 1
g. (
2
+1) + = 0 ; order - 1, degree -1
h. (
3
) = 1

2
2
; order - 3, degree - 2
(
3
)
2
= 1

2
2

Linear Differential Equations

In the form,
+
1

1
1
+ +
1

+
0
=

where: F(x) is a function of x and {An, An-1, A1, A0} R
1
st
Condition: y must be in 1
st
degree
2
nd
Condition: there must be no product of a derivative and its differential
Examples:
1.
=
3
+ 3 ; linear, derivative
2.
+ 3 = 10 ; linear, derivative
3. (
3
)
2
+
2
(
2
)
4
+
3
= 0 ; non-linear, 1
st
Condition, derivative
4.
3

4
4
+
2
(
2
)
4
+
3
= 0 ; linear, derivative
5.
= 0 ; linear, partial derivative

6.
+
2
+ = 0 ; non-linear, 2
nd
7. (
2
+1) + = 0 ; linear, diffetential
8. (
3
) = 1

2
2
; non-linear, 1
st

Elimination of Arbitrary Constants and Family of Curves

Consider the equation = + 5 when . This equation represents a family of
straight line with different slopes but constant y-intercept
= +

=
Elimination by substituting eqn. 2 to eqn. 1
=
+ 5

+5 = 0
A differential that represents a family of straight
line with constant y-intercept and
differential slope
1
st
3

Examples:

1. Eliminate the arbitrary constant of the following equations:

a. =
1
+
2
2
; family of parabola
eq.1 =
1
+
2
2

eq.2
=
1
+2
2
; the number of equations depends in the
eq.3
= 2
2
number of arbitrary constants

Eliminate C1 using (x)(eq.2)-eq.1
(
=
1
+ 2
2
)
=
1
+ 2
2
2

=
1
+
2
=
2
2

From eq.3 C2 =
= (
2
)
2

+2 = 0 ; answer

b. =
1
+
2

eq.1 =
1
+
2

eq.2
=
1

eq.3
=
1
+
2

eliminate eq.1-eq.3
=
1
+
2
=
1
+
2
= 0

c. =
1
+
2
+
3
3

eq.1 =
1
+
2
+
3
3

eq.2
=
1
+ 3
3
3

eq.3
=
2
+ 9
3
3

eq.4
=
2
+ 27
3
3

from eq.4+eq.3
=
2
+ 27
3
3

+
=
2
+ 9
3
3

eq.5
= 36
3
3

1
st
4

eliminate C1 using (x)(eq.2)-(eq.1)
(
=
1
+ 3
3
3
)
=
1
+ 3
3
3

=
1
+
2
+
3
=
2
+
2
+ 3
3
3

3
3

eq.6
=
2
( 1) +
3
3
(3 1)

eliminate C2 using (eq.6)+(eq.3)(x+1)
( + 1)(
=
2
+ 9
3
3
)( + 1)
( + 1) = ( +1)
2
+ 9
3
3
( + 1)
+
=
2
( 1) +
3
3
(3 1)
( + 1) =
3
3
(3 1 + 9 + 9)
eq.7
( + 1) = 4
3
3
(3 + 2)

Eliminate C3 using (eq.5)(3x+2)-(eq7)(9)
(
= 36
3
3
)(3 +2)
(
( + 1) = 4
3
3
(
3
+ 2))9
(3 + 2) +
(3 + 2 9 9) 9
9 = 0
(3 + 2)
+ (6 + 7)
9 = 0 ; answer

d. =
1
sin 2 +
2
cos 2
eq.1 =
(
1
sin 2 +
2
cos 2)

(
1
sin 2 +
2
cos 2) +
(2
1
cos 2 2
2
sin2)
eq.2
= +
(2
1
cos 2 2
2
sin2)
eq.3
(2
1
cos 2 + 2
2
sin2) +
(4
1
sin2 4
2
cos 2)
+ (
) 4y
5 = 0 ; answer

2. Find the de of the family of straight line whose y-intercept and slope are equals
= + ; =
eq.1 = +
eq.2
=
=
( + 1)
( + 1) =0; answer

3. Find the equation pf the family of circle that passes through the origin and whose center
lies on the line = .
( )
2
+ ( )
2
=
2
; condition 1:center =
(, ) = ( = )
( )
2
+ ( )
2
=
2

1
st
5

condition 2: circle has to pass through origin

2
=
2
+
2

2
=
2
+
2

2
= 2
2

( )
2
+ ( )
2
= 2
2

Then,
2
2 +
2
+
2
2 +
2
= 2
2

2
+
2
2 2 = 0
=

2
+
2
2+2
; take the derivative
0 =
(2+2
)(2+2)(2+2
)(
2
+
2
)
(2+2)
2
; by cross multiplication and divide both sides by 2
0 = ( +
)(2 + 2) (1 +
)(
2
+
2
)
(
2

2
+ 2)
+
2

2
+ 2 = 0

***

Homogeneous functions a function is said to be homogeneous of degree k in the variables x and
y, if and only if (x, y) =
(x, y) where

Example:

1. Verify whether (x, y) =
4
2
3
+
4
is a homogeneous function
(x, y) = (y)
4
2(x)
3
y + x
4

=
4
y
4
2
3
x
3
y +
4
x
4

=
4
(
4
2
3
+
4
)
=
4
((x, y)) homogeneous of degree 4

2. Verify whether (x, y) = sin(
) + cos (
) is a homogeneous function
(x, y) = sin(
) + cos (
)
=
0
(sin(
) + cos (
))
=
0
(x, y) homogeneous of degree 0

3. Verify whether (x, y) = x ln + ln is a homogeneous function
(x, y) = x ln + ln
= (x ln + ln ) non-homogeneous function

1
st
6

First Order Differential Equation with Homogeneous Coefficient

(, ) + (, ) = 0 is homogeneous if (, ) and (, ) is homogeneous of degree k
=

or =

= or =

Example:
1. Find the solution of ( ) (2 ) = 0
Let =

= = +
( )( + ) (2 ) = 0
(1 )( + ) (2 ) = 0
(1 )() + (1 )() + ( 2) = 0
(
2
+ 2) + (1 ) = 0
(
2
+ 2 2) + (1 ) = 0
+
(1 )
(
2
+ 2 2)
= 0
+
( 1)
(
2
+ 2 2)
= 0
+
( 1)
(
2
2 + 2)
= 0
ln +
1
2
ln|
2
2 + 2| =
2ln + ln|
2
2 + 2| = ln
1
;
1
= 2
ln|
2
(
2
2 + 2)| = ln
1

ln|
2
(
2
2+2)|
=
ln
1

2
(
2
2 + 2) =
1

2
((
)
2
2
+ 2) =
1

2
2 + 2
2
=
1
;
1
= 2

2. Find a particular solution for (
2
+ 2
2
) = 0, given that = 0 and = 1
Let =

= = +
(
2
2
+ 2
2
)( + )
2
= 0
(
2
+ 2)( + ) = 0
(
2
+ 2)() + (
2
+2)() = 0
(
3
+ ) + (
2
+ 2) = 0
+
(
2
+2)
3
+
= 0
+
(
2
+ 2)
3
+
= 0

1
st
7

by integration of partial fraction
(
2
+ 2)
3
+
=

+
2 +
(
2
+ 1)

2
+ 2 = (
2
+ 1) + 2
2
+
2
+ 2 =
2
+ + 2
2
+
2
; 1 = + 2
1
; 0 =
0
; 2 = =
1
2

ln +(
2
+
2 (
1
2
)
2
+1
) = 0
ln +2ln
1
2
ln|
2
+ 1| =
2ln + 4ln ln|
2
+ 1| = 2
ln
2
+ ln
4
ln|
2
+ 1| = 2
ln |
2

4
2
+ 1
| = 2
ln |
2
(
)
4
2
+
2
2
| = 2
ln |

4
2
+
2
| = 2 when = 0 and = 1
ln|1| = 2
= 0

3. ( sin(
) cos (
)) + cos (
) =0
Let =

= = +

Equations Reducible to Homogeneous Form
The equation of the form
=
++
++
can be reduced to the homogeneous form when

putting = + and = + when h and k are constant which in the point of intersection
between the coefficients of linear in two variables. Hence translates the axes into u and v axes
which passing through the point of intersection (h, k).

Example:
1. Find the solution of ( + 2) + (2 3 + 1) = 0
Let = + = + = =

1
st
8

2( + 2) = 0
2 3 + 1 = 0
5 5 = 0
= 1
( + 1 2) = 0
= 1

= [( + 1) + ( + 1) 2] + [2( +1) 3( + 1) 1]
= ( + ) + (2 3) = 0

Let =

= = +
( + )( + ) + (2 3) = 0
( +1)( + ) + (2 3) =
( + 1) + ( + 1) + (2 3) =
Type equation here.

Differential Equations

Uploaded by

Document Information

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Differential Equations

Uploaded by

Copyright:

Available Formats

Differential Equations Lecture Notes

= 0 ; linear, partial derivative

You might also like