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Differential Equations: General Form of The NTH - Ordered Ordinary Equation
Differential Equations: General Form of The NTH - Ordered Ordinary Equation
A differential equation (Abbreviated D.E.) is one which contains within it at least one derivative.
EXAMPLES
The following are examples of differential equations:
(a) dy/dx = 2x + 5 (d) ∂u/∂t = h2(∂2u/∂x2 + ∂2u/∂y2)
(b) d2s/dt2 – k2s + a = 0 (e) (d2w/dx2)3 + xy(dw/dx) + w = k
(c) (x2 + y2)dx – 2xydy = 0 (f) (d3s/dt3)2 + s(ds/dt) + 2st = 0 (g) y’’ + (y’)2 = y
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EXAMPLE
The solution to the second – ordered differential equation
y’’ = 6x + 4 (1)
is anyone of the following equations:
y1 = x3 + 2x2 y3 = x3 + 2x2 + ax
y2 = x3 + 2x2 – 3x + 5 y4 = x3 + 2x2 + ax + b
where a and b are constants.
REMARKS: 1. y2, y3 and y4 are all solutions to (1) since these are all free of any derivatives or differentials
and which, when substituted into this equation, reduce it to the identity.
6x + 4 = 6x + 4
2. (1) can actually have an infinite number of solutions since the constants a and b in a solution
y3 and y4 can assume an infinite set of values.
REMARKS: 1. The term initial condition is used when the independent variable is the time and the
conditions given are at zero – time, t = 0.
2. The term boundary is used if the independent variable is anyone of the spatial coordinates
x,y, or z and the conditions given are for known values of anyone of these coordinates.
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EXAMPLE
Consider the fourth solution y4
y4 = x3 + 2x2 + ax + b
Suppose the boundary condition given are:
y = 5 when x = 1
y = 3 when x = 0
determine the particular solution
1. Substitution of the given boundary conditions to the general solution y4 results in the following
(1,5) 5 = 13 + 2(1)2 + a(1) + b
or 2=a+b
(0,3) 3=0+0+0+b
or b=3
SUPPLEMENTARY PROBLEMS
1. Determine the order, degree, and type of the following differential equations:
(a) (x + y)dx + (3x2 - 1)dy = 0 (c) ∂2v/∂x2 + ∂2w/∂x2 = 0 (e) y’’’ + 4y’ + 3y = x
(b) x(d2y/dt2) – y(d2x/dt2) = k (d) x(d2y/dx2) + (dy/dx)4 – y = 0
SEPARATION OF VARIABLES
(a) In a solution of an ordinary first-ordered differential equation, the simples is the one which the variables, say x and
y, can be separated. By this, it means that the function of x times dx is separable from the function of y times dy.
(b) From F(dny/dcn, dn-1/dxn-1 , … , dy/dx, x,y) = 0, the general form of the first-ordered differential equation may be
derived,
F(dy/dx, x,y) = 0
REMARK: F(dy/dx, x,y) = 0 may also be written in terms of the differentials dx and dy
M(x,y)dx + N(x,y)dy = 0
or simply Mdx + Ndy = 0 where M and N are both functions of x and y.
(c) For the case where the variables are separable, M(x.y)dx + N(x,y)dy = 0 or Mdx + Ndy = 0 is written as
f(x)dx + g(y)dy = 0
which is the standard form of the first-ordered ordinary differential equation with variables separable.
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(d) It is easily seen that the standard solution to (fx)dx + g(y)dy = 0 is
∫ f(x)dx + ∫ g(y)dy = C
REMARK: For the differential equation in three (3) variables
Mdx + Ndy + Pdz = 0
where M, N, and P are all functions of x, y, and z, the method of separation of variables may also be applied if it is
reducible to the form
f(x)dx + g(y)dy + h(z)dz = 0 the solution to which is once more obtained by integration.
EXAMPLE PROBLEMS
PROBLEM 1 Find the complete solution of the differential equation
y/dx = (2x + 2xy2)/(y + 2x2y)
SOLUTION
(a) The given D.E. may be written as 2x(1 + y2)dx – y(1 + 2x2)dy = 0
or (2x)dx/(1 + 2x2) – (y)dy/(1 + y2) = 0
(b) Integration of each term leads to
(1/2)ln(1 + 2x2) – (1/2)ln(1 + y2) = C or ln sqr[(1 + 2x2)/ (1 + y2)] = C
sqr[(1 + 2x2)/ (1 + y2)] = C1 (C1 = eC)
and 1 + 2x2 = C2(1 + y2) (C2 = C1)2
PROBLEM 2 Find the complete solution of LdI + RIdt = 0 (L and R are constants)
SOLUTION (a) Write the given D.E. as dI/I + Rdt/L = 0
(b) Integrate ln I + Rt/L = C
ln I = C – kt (k = R/L) and
I = C1e -kt (C1 = eC)
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PROBLEM 4 Find the complete solution of x cos2ydx + tanydy = 0
(a) From the given equation xdx + tanydy/cos2y = 0 or xdx + sinydy(cosy)-3 = 0
(b) Integrate each term x2/2 + (cosy)-2/2 = C or xx2 + sec2y = C1 (C1 = 2C)
SUPPLEMENTARY PROBLEMS
Find the complete solutions of the following differential equations:
1. dy/dx = (4x + xy2)/(y – x2y) 6. xeydy + (x2 + 1)dx/y = 0
2 2
ans. (4 + y )(1 – x ) = C ans. (y – 1)ey + x2/2 + lnx = C
2. y’ – 2y = y2; y = 3 when x = 0 7. xy3dx + (y + 1)e-xdy = 0
ans. 5y = 3(y + 2)e2x ans. ex(x – 1) = 1/y + 1/2y2 + C
3. dr = b(cosӨdr + rsinӨdӨ) (b is a constant) 8. 2xyy’ = 1 + y2; y = 3 when x = 2
ans. r = C(1 – bcosӨ) ans. y2 = 5x – 1
4. ylnx lnydx + dy = 0 9. (4z + x2z)dz + (1 + z2)dx – (yz2 + y)(4 + x2)dy = 0
ans. xlnx + ln(lny) = x+ C ans. ln(1 + z2) + tan-1(x/2) – y2 = C
2 2 2
5. (y’) = (1 – y )/(1 – x ); y = ½ when x = 1 10. dz – (4x3 – 4x3z + x3z2)dx + (4y – 1)(2 – z)2dy = 0
ans. sin-1x – sin-1y = π/3 ans. 1/(2 – z) – x4/4 + 2y2 – y = C