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Unit 10 Differential Equations

Unit 10 Differential Equations

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U N IT1 0
D IF F E R E N T IA L E Q U A T IO N S
S tru ctu re
1 0 .1
In tro d u c tio n
O b je c tiv e s
1 0 .2
P relim in aries
1 0 .3
F o rm a tio n
of D ifferential E quations
1 0 .4
M e th o d s o f S o lv in g D iffe re n tia l E q u a tio n so fT he First O rder and First D egree
S e p a r a t io n o f V a r ia b le q
H o m o g e n e o u s D i f f e r e n t ~ a lE q u a t i o n s
E x a c t D iffe r e n tia l E q u a tio n s
L in e a r D iffe r e n tia l E q u a tio n s
1 0 .5
Sum m ary
1 0 .6
S o lu tio n s /A n s w e rs
IN T R O D U C T IO N
A n a ly s is h a s b e e n
d o m in a n t b ra n c h
of m athem atics for 300 years, and
d iffe re n tia l

e q u a tio n s is th e h e a rt o f a n a ly sis. D iffe re n tia l e q u a tio n is a n im p o rta n t p a rt of m athem atics fo r understanding th e physical sciences. It is th e source of m ost of th e id e a s a n d

th e o rie s w h ic h c o n s titu te h ig h e r a n a ly sis. M a n y in te re s tin g g e o m e tric a l
and physical problem s are proposed
a s p ro b le m s in d iffe re n tia l e q u a tio n s , a n d
s o lu tio n s o f th e s e e q u a tio n s g iv e c o m p le te p ic tu re of th e s ta te o f th e s e p ro b le m s .
D iffe re n tia l e q u a tio n s w o rk a s a p o w e rfu l to o l fo r so lv irig m a n y p ra c tic a l p r o b le m s
of science as w ell as a w ide rangeo fp u re ly m a th e m a tic a lproblem s.I n U n its6
a n d
7w e d e fin e d
first and
higher order ordinary and
p a rtia l d e riv a tiv e s of a g iv e n
fu n c tio n . I n th is u n it, w e m a k e u s e o f th e s e d e riv a tiv e s a n d first in tro d u c e s o m e
basic definitions. Then we discuss the form ation of differential equations. W e also
d isc u ss v a rio u s te c h n iq u e s o f so lv in g s o m e im p o r ta n t ty p e s o f d iffe re n tia l e q u a tio n s
of the first ordera
d
first degree. W e have discussed
th e m e th o d
of separation of
v a ria b le s to g e th e r w ith
m ethods of solving hom ogeneous, exact and
lin e k r
d iffe re n tia l e q u a tio n s . A ls o , d iffe re n tia l e q u a tio n s w h ic h
a r e re d a c ib le to
h o m o g e n e o u s fo r o r e q u a tio n s re d u c ib le to lin e a r fo rm
are considered.
O b je c tiv e s
A f te r s tu d y in g th is u n it y o u s h o u ld
b e
able to
d is tin g u is h
b e tw e e n
o rd in a ry a n d
p a rtia l d iffe re n tia l e q u a tio n s a n d b e tw e e n
th e
order and
th e d e g re e of a n e q u a tio n ,
fo rm
a d iffe re n tia l e q u a tio n w h o s e s o lu tio n is g iv e n ,
u se th e m e th o d
of separation of variables,
id e n tify h o m o g e n e o u s o r lin e a r e q u a tio n s a n d
so lv e th e s a m e ,
v e rify w h e th e r a g iv e n d iffe re n tia l e q u a tio rl M
(x, y) dx
+N
(x, y)
d y
=
0i s
exact or not, and
solve exact equations,
id e n tify a n in te g ra tin g
f a c to r in s o m e s im p le c a s e s w h ic h m a k e s th e g iv e n
e q u a tio n e x a c t.
1 0 .2
P R E L IM IN A R IE S
-
-
In th is s e c tio n w e s h a ll d e fin e a n d e x p la in th e b a s ic c o n c e p ts in d iffe re n tia l e q u a tio n s
and illustrate them
th ro u g h e x a m p le s . R e c a ll th a t g iv e n a n e q u a tio n o r re la tio n
o f
the type f (x, y)=
0 , in v o lv in g
tw o
v a ria b le s x a n d
y , where y=
y
(x ),
w e c a llx
th ein d e p e n d e n t v a r ia b le a n d y th ed e p e n d e n t v a r ia b le (re f. U n it1 of B lo c k1 ). A lly
*
e q u a tio n w h ic h g iv e s th e re la tio n b e tw e e n th e in d e p e n d e n t v a ria b le a n d th e
d e riv a tiv e
of th e d e p e n d e n t v a ria b le w ith re s p e c t to th e in d e p e n d e n tv a ria b le ,isa
d iffe re n tia l e q u a tio n . I n g e n e ra l w e h a v e th e fo llo w in g d e fin itio n .
D efin itio n:A
d iffe re n tia l e q u a tio n is a n e q u a tio n th a t in v o lv e s d e riv a tiv e so f
d e p e n d e n t v a ria b le
w ith re s p e c t to o n e o r m o re in d e p e n d e n t v a ria b le s .
F o rc x a rn p le ,
a re d iffe re n tia l e q u a tio n s .
D iffe re n tia l e q u a tio n s a re c la ssifie d in to v a rio u s ty p e s . T h e m o s t o b v io u s
classification of differential equations is based
o n th e n a tu r e o f th e d e p e n d e n t
v a ria b le a n d its d e riv a tiv e ( o r d e riv a tiv e s ) in th e e q u a tio n s . T h e fo llo w in g d e fin itio n s
g iv e th e v a rio u s ty p e s of e q u a tio n s .
D efin itio n:A
d iffe re n tia l e q u a tio n s in v o lv in g o n ly o rd in a ry d e riv a tiv e s (th a t is ,
d e riv a tiv e s w ith re s p e c t to
as in g le in d e p e n d e n t v a ria b le ) is c a lle d a no r d in a r y
d iffe r e n tia l e q u a tio n(a b b re v ia te d
a s O D E ). F o r e x a m p le , e q u a tio n (1 ) n a m e ly ,
is a n o rd in a ry d iffe re n tia l e q u a tio n .
D efin itio n:A

d iffe re n tia l e q u a tio n c o n ta in in g p a rtia l d e riv a tiv e s , th a tis , th e d e riv a tiv e of a d e p e n d e n t v a ria b le w ith re s p e c t to tw o o r m o re in d e p e n d e n t v a ria b le s is c a lle d ap a r tia l d iffe r e n tia l e q u a tio n(a b b re v ia te d a s P D E ).

F o r e x a m p le . e q u a tio n s (2 ) a n d ( 3 ) , n a m e ly
a re p a rtia l d iffe re n tia l e q u a tio n s . D iffe re n tia l e q u a tio n s c a n b e fu rth e r b ro a d ly
classified by'their order and degree.
D e f i n i t i o n:T he n 'h d e r i v a t i v eo f a d e p e n d e n t v a ria b le w ith re s p e c t to o n e o r m o r e
in d e p e n d e n t v a ria b le s is c a lle d a d e riv a tiv e of o r d e rn , o r s im p ly a nn th o r d e r
d 2 y 3a 2 2 ,
a 2 z
are second order derivatives and
d e riv a tiv e . F o r e x a m p le ,
,
d x -
a?
a x a y
a 3 2
d 3 y 7
-
are third order derivatives.
d x 3
a x 2 a y
D e fin itio n:T he o r d e ro f a d iffe re n tia l e q u a tio n is th e o r d e r o f th e h ig h e st o r d e r
d e riv a tiv e a p p e a rin g in th e e q u a tio n . F o r e x a m p le ,
(2 )'+
y=
0is o f o r d e ro n e
.....
d y
(because the highest order derivative is- '
w hich is of first order).
d x ,
d y
x Zd 2 y
+2 x
-.
+y=
x2+
2 , is o f o r d e rtw o.
..... (5 )
d x 2
d x
(h ig h e s t o r d e r d e riv a tiv e is3
) .
d x 2
,id y
3
+2d2y-
dy+x -
-
=
0is o f o r d e rt h r e e .
@ )
d x 2
d x
[d x )
. ...
D e fin itio n:T he d e g r e eo f a d iffe re n tia l e q u a tio n is th e h ig h e st e x p o n e n t o f th e

derivative of the highest order appearing in it after the equation has been expressed in the form free from radicals and fractions as far as derivatives are concerned. For e x a m p le , e q u a tio n s (l), (2), (3 ) and(5 ) are of first degree and equations (4) and

(6 )are of second degree.
E q u a tio n
1 )iffe r e n lia l E q u a tio n s
is o f se c o n d d e g re e fo r, in o rd e r to m a k e th e e q u a tio n fre e fro m
re d ic a ls , w e n e e d
to s q u a re b o th
the sides so that
d 2 y
.
S in c e th e h ig h e s t e x p o n e n t o f th e h ig h e s t d e riv a tiv e , th a t is ,
-
1s tw o, by
d e fin itio n
d x 2
th e d e g re e of e q u a tio n(7 ) is tw o .
A nd now
a n
exercise for you.
E1 ) S ta te th e o rd e r a n d th e d e g re e o f e a c h o f th e fo llo w in g d iffe re n tia l e q u a tio n s .
In th is u n it w e w ill o n ly b e c o n c e rn e d w ith th e s tu d y o f c e rta in ty p e s o f o rd in a ry
d iffe re n tia l e q u a tio n s w h ic h w e s h a ll sim p ly re fe r to a s d iffe re n tia l e q u a tio n s ,
d ro p p in g th e w o rd "o rd in a ry ".
T h e p rin c ip a l ta s k o f th e th e o ry o f d iffe re n tia l e q u a tio n s is t o fin d a ll th e s o lu tio n s
of a g iv e n d iffe re n tia l e q u a tio n . B u t th e n it is n a tu ra l t o a sk a s t o w h a t e x a c tly is
th e m e a n in g o f a s o lu tio n of a d iffe re n tia l e q u a tio n . T h e a n sw e r t o th is q u e s tio n is
g iv e n in th e fo llo w in g d e fin itio n .
D e fin itio n:A s o lu tio n o r an in te g r a l o f a d iffe re n tia l e q u a tio n is a re la tio n b e tw e e n
th e v a ria b le s , n o t in v o lv in g th e d e riv a tiv e s , s u c h th a t th is re la tio n a n d th e d e riv a tiv e s
o b ta in e d 'fro m
it sa tisfy th e g iv e n d iffe re n tia l e q u a tio n .
T o illu s tra te th is le t u s d o th e fo llo w in g e x a m p le s.
. . . . . .
E x a m p le1:P ro v e th a t y=
cx 2
(8 )
. . . . .
is a solution
of xy
=
2 y .
(9 )
S o lu tio n: S te p1:D ifferentiating both sides of(8 ) w ith respect tox , w e get,
. . . . . .
y '=
2 c x
(1 0 )
d y
w here y' stands for
-
d x
S te p2:S u b s titu tin g in (9 ) tn e v a lu e ; of y a n d y ' o b ta in e d fro m e q u a tio n s (8 ) a n d
(1 0 )re s p e c tiv e ly , w e g e t a n id e n tity ,
.
-
x .2 c x
=
2
cx2
I t s b o u ld a ls o b e n o te d th a t a d iffe re n tia l e q u a tio n
may have many solutions. For
in s ta n c e , e a c h of th e fu n c tio n sy=sin x, y=
sin x+3 ,y=
sinx-415 is a so lu tio n
o f th e d iffe re n tia l e q u a tio ny "=
cos x. B u t w e also know from
our know ledge of
c a lc u lu s th a t a n y s o lu tio n o f th e e q u a tio n is o f th e fo rm
y=
sin x+ c
..,..(1 1 )
w h e re c isa c o n s ta n t. If w e re g a rd c a s a rb itra ry , th e n(1 1 ) re p re s e n ts th e to ta lity
o f a ll s o lu tio n s o f th e e q u a tio n .
I f you have understood
th e a b o v e e x a m p le , th e n
you m ay now
try the follow ing
e x e r c is e .

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