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1
DIFFERENTIAL EQUATIONS
Basic Concepts
Definition 1
Differential equation (DE) is an equation involving
derivatives of one or more dependent variables
with respect to one or more independent variables.
Examples of DE
y
dx
dy
dx
y d
5 2
2
2
= + 1
2
2
2
= 
.

\

+
dt
dx
dt
x d
e
x
y x
y
F
x
F
+ =
c
c
+
c
c
0 6
2
2
2
2
=
c
c
+
c
c
t
z
r
z
CLASSIFICATIONS OF DE
ACCORDING TO TYPE
Ordinary differential equations (ode) – DE
involving ordinary derivatives in which the unknown
function, also known as the dependent variable, is a
function of a single independent variable.
Partial differential equations (pde) – DE involving
partial derivatives in which the unknown function is
a function of multiple independent variables.
Identify the ode and pde. Determine also the
dependent and the independent variables
y
dx
dy
dx
y d
5 2
2
2
= +
1
2
2
2
= 
.

\

+
dt
dx
dt
x d
e
x
y x
y
F
x
F
+ =
c
c
+
c
c
0 6
2
2
2
2
=
c
c
+
c
c
t
z
r
z
x
2
y’ + y = 2
6/18/2012
2
CLASSIFICATIONS OF DE
ACCORDING TO ORDER
The order of DE is the order of the highest derivative
present in the equation.
y
dx
dy
dx
y d
5 2
2
2
= +
( ) 0 5 3
2 2
= ' + ' ' ÷ ' ' ' y x y x y
is of second order since the highest derivative
is of second order
is of third order
y x
y
z
x
z
+ =


.

\

c
c
+
c
c 2
3
is of first order
CLASSIFICATIONS OF DE
ACCORDING TO DEGREE
The degree of a DE when expressed as polynomial is the
power to which the highestorder derivative is raised.
t z
dt
dz
t
dt
z d
t sin = +
2
2
2
4 7
is of 1
st
degree since the highest
derivative is raised to 1
st
power.
( ) ( ) 0 3
6 3 2
= ' ' ÷ y x y x sin ' is of 6
th
degree.
y x
y
z
x
z
+ =


.

\

c
c
+
c
c 2
3
when expressed as polynomial is of 3
rd
degree.
3 2
x x y + = ' '
is of 1
st
degree; the definition of the degree of DE is
relative only to the derivatives thus, clearing of
radicals need not to be performed.
Definition 2: Linearity
An n
th
–order ordinary differential equation (ode) is
said to be linear if it can be expressed in the form
where f
i
(x), i = 0, 1, 2, …, n are called coefficient
function and g(x) are continuous function on some
interval containing x.
A linear ode is of first degree.
Differential equations that cannot be expressed in the
above form are said to be nonlinear.
) ( ) ( ) ( ) ( ) ( x g y x f
dx
dy
x f
dx
y d
x f
dx
y d
x f
n
n
n
n
n
n
= + + + +
÷
÷
÷ 0 1
1
1
1
Examples
Determine the linearity and identify the order,
dependent and independent variables, f
i
(x) and g(x).
a)
b)
c)
d)
e)
1 5 + = ' ÷ ' '
x
e y x y
x xy y x y sin = + ' ' ÷ ' ' ' 5 3
1
2
2
2
= 
.

\

+
dt
dx
dt
x d
e
t
t
dt
dx
dt
x d
e
x
= +
2
2
is linear of 2
nd
order
is linear of 3
rd
order
is nonlinear since a derivative is raised to
a power
is nonlinear since the derivative of the variable
is an argument of a transcendental function, in
this case, e
x
.
1
2
2
2
+ = + x
dt
dx
dt
x d
e
t
is nonlinear because of x
2
+ 1, the function in
the right side must be in terms of t.
6/18/2012
3
Linearity of a Partial Differential
Equation
2
2
2
=
c
c
÷
c
c
+
c c
c
+
y
z
y
x
z
x
y x
z
y x ) ( is a linear pde in z
2 2
2
2
1 r t
r
v
e
t
v
t
r
÷ =
c
c
÷
c
c
+ ) (
is a linear pde in v
4
2 xy w yw
y xx
= ÷
is a linear pde in w
2
3
2 2 xv
y
v
x
v
+
c
c
=


.

\

c
c
is a nonlinear pde in v because of v
2
or
3


.

\

c
c
x
v
yyx xy
w w =
3
) (
is a nonlinear pde in w because of
3
) (
xy
w
3
2
2
2
xy
y x
w
x
v
w
x
w
x =
c c
c
+ ÷
is nonlinear pde because of
which consists of dependent variable w and
derivative of another dependent variable
2
2
x
v
w
c
c
Solutions of Differential Equations
The general solution of DE is a function involving n arbitrary
constants (the number of which is equal to the order of the DE)
that describe all the specific solutions of the equation.
The particular solution of DE is the solution obtained from the
general solution by assigning initial values for the variables
involved which are called initial conditions or boundary
conditions.
A singular solution is free of constants and is not obtained from
the general solution. It is a solution that is tangent to every
solution from the family of general solutions. By tangent it
means that there is a point x in which y
s
(x) = y
c
(x) and y'
s
(x) =
y'
c
(x) where y
s
is any solution and y
c
is the general solution.
Example
Find the general solution of
Find the particular solution with an initial condition
that y(1) = 3
5 2
3
÷ = x
dx
dy
Example:
A. Solve the following differential equations.
a) b)
c)
B. Solve the following given the initial conditions
a)
b) y’ = 5e
÷7x
+ x; y = when x = 0
c)
2 3
2 3
÷ ÷
÷ = x x
dx
dy
t
dt
dx
2 5 cos =
4
2
x
y = ' '
( )
3
2
2 2 ÷ = x x
dx
dy
; y = 2 when x = 0
z
dz
dv
4 3 tan =
v = 3 when z =0
7
2
6/18/2012
4
Example of DE with singular
solution
Consider the following Clairaut’s equation
y = xy’ + (y’)
2
Definition 4: Nature of Solutions
A solution to DE in the form f(x, y) = 0 on some interval I
is called the implicit solution.
A solution of ode in the form y = f(x) on I is called an
explicit solution. An explicit solution that is identical to
zero is called the trivial solution.
Examples:
1) Show that x
2
– 3y + 5x – 2 = 0 is an implicit solution of
y’ = (2x + 5)
2) Show that y = 2e
3x
+ 4 is an explicit solution of
y’ = 6e
3x
.
Exercise 1
Verify whether each given function is an explicit solution to
the DE.
1) y = x
2
+ 3x – 1; x
2
y’’ – xy’ + y = x
2
– 1
2) y = 4sin x – 2x + 2; y’’ + y’ + y = 4cosx – 2x
3) y = e
3x
– 3cosx + 4x; y’’’ – 3y’’ + y’ – 3y = 4 – 12x
4) y
1
= ÷2e
÷x
, y
2
= 4e
÷x
, y
3
= e
÷x
; y’ + y = 0
5) y
1
= , y
2
= for all x = 0, y
3
= for all x = 2; y’ + y
2
= 0
6) x
1
(t) = 2sin 2t, x
2
(t) = cos 2t, x
3
(t) = ÷3 cos 2t;
7) y
1
= e
x
– x – 1, y
2
= cos x + sin x + e
x
– x – 1;
y’’’ – y’’ + y’ – y = x
8) , ; x
4
y’’ + 4x
3
y’ + 4x
2
y + 4 = 0, (x > 0)
2
1
÷ x
0 4
2
2
= + x
dt
x d
2
1
4
x
x
y
ln
=
2
2
6
x
y ÷ =
Exercise 2
Determine whether the given function is the
implicit solution of the given DE.
1. x
2
y + 6 = 0, x
2
y’’ + 4xy’ + 2y = 0
2. ye
x
+ xy = 1, y’’(x + e
x
) + 2y’(1 + e
x
) + ye
x
= 0
3. t
2
z – 4 ln t = 0,
4. 3x
2
+ 5y
2
+3x – 10y – 15 = 0, 3y’y’’ + y’’’(y – 1) =0
5. r sin + cos ÷ 2r + 5 = 0,
( ) ( ) ( ) 0 1 2 2
2
2 3
= ÷ + ÷ + + ÷
sin sin sin cos sin r
d
dr
d
r d
d
r d
0 4 5
2
2
2
= + + z
dt
dz
t
dt
z d
t
6/18/2012
5
Elimination of Arbitrary Constants
Steps to obtain a differential equation
corresponding to the general solution.
1. Differentiate the given equation a number of times
equal to the number of distinct arbitrary constants
(essential constants) present.
2. If, after applying step (1), there are still arbitrary
constants present, solve the given equation and the
derived ones simultaneously until the desired
differential equation is obtained.
Techniques in eliminating the
arbitrary constants
Algebraic Elimination
Eliminant Method
Isolation of Constants
Differential Equations of Families of
Plane Curves
A family of plane curves is a set of plane curves
possessing common properties or characteristics. The
properties common to the members of the family are
represented mathematically by arbitrary constants. A
solution of a differential equation is sometimes
referred to as an integral curve (a family of plane
curves).
Example 1
Find the differential equation of the family of
straight lines passing through (1, ÷5).
6/18/2012
6
Example 1
Solution: The family of straight lines described has the
equation (using the PointSlope Form)
Isolating the arbitrary constant m (slope of the family
of lines) gives
Differentiating gives
Simplifying, we have
) 1 ( 5 ÷ = + x m y
m
x
y
=
÷
+
1
5
0
) 1 (
) 1 )( 5 ( ) 1 (
2
=
÷
+ ÷ ' ÷
x
y y x
0 ) 5 ( ) 1 ( = + ÷ ' ÷ y y x
Example 2
Obtain the DE of a family of straight lines 4 units
from the origin.
Example 2
Solution: The family of straight lines described has the
equation (using the Normal Form)
with as a constant, (0 s < 2t).
Obtaining the first derivative implicitly
4 sin cos = + β y β x
0 sin cos = ' + β y β
1
cot cot
y
β β y
' ÷
= · ÷ = '
Example 2
Applying the definition of trigonometric functions
Substituting these to the original equation, we get
Then, simplifying
Thus, the DE OF family of curves is
2 2
) ( 1
cos and
) ( 1
1
sin
y
y
β
y
β
' +
' ÷
=
' +
=
4
) ( 1
1
) ( 1
2 2
=



.

\

' +
+



.

\

' +
' ÷
y
y
y
y
x
2
) ( 1 4 y y y x ' + = + ' ÷
] ) ( 1 [ 16 ) (
2 2
y y y x ' + = ÷ '
6/18/2012
7
Example 3
Find the DE of a family of circles with center on the
xaxis.
y
x
Example 3
Solution: The family of circles described has the
equation given, with h and r as constants
Differentiating twice, we have
Thus, the DE OF family of curves is
2 2 2
) ( r y h x = + ÷
0 1 ) (
2
= + ' + ' ' y y y
0 2 ) 1 )( ( 2 = ' + ÷ y y h x
0 0 1 = ' ' + ' ' + ÷ y y y y
0 1 ) (
2
= + ' + ' ' y y y
Example 4
Find the DE of a family of parabolas with vertical
axis.
y
x
Example 4
Solution: The family of parabolas described has the
equation
If C = ± 4a, then the family of solutions becomes
Differentiate or
Getting the second derivative
Isolating the constant h
) ( 4 ) (
2
k y a h x ÷ ± = ÷
) ( ) (
2
k y C h x ÷ = ÷
y C h x ' = ÷ ) ( 2
2
C
y
h x
=
'
÷
0
) (
) ( ) 1 (
2
=
'
' ' ÷ ÷ '
y
y h x y
0 ) ( = ' ' ÷ ÷ ' y h x y
0 = ' ' + ' ' ÷ ' y h y x y
h
y
y y x
=
' '
' ÷ ' '
6/18/2012
8
Example 4
From which we get the third derivative
Simplifying
Or simply
0
) (
) ( ) (
2
=
' '
' ' ' ' ÷ ' ' ÷ ' ' ÷ ' ' + ' ' ' ' '
y
y y y x y y y x y
0 = ' ' ' ' + ' ' ' ' ' ÷ ' ' ' ' ' y y y y x y y x
0 = ' ' ' 'y y
0 = ' ' ' y
Example 5
Find the DE of a family of ellipses centered at the
origin and with horizontal major axis.
y
x
Example 5
Solution: The family of parabolas described has the
equation
Simplify by removing the fractions:
Differentiate
Getting the second derivative
Substitute to the 2
nd
equation will lead to
1
2
2
2
2
= +
b
y
a
x
2 2 2 2 2 2
b a y a x b = +
0 2 2
2 2
= ' + y y a x b 0
2 2
= ' + · y y a x b
( )   0
2 2 2
= ' + ' ' + y y y a b ( )  
2 2 2
y y y a b ' + ' ' ÷ = ·
( ) 0
2
= ' ÷ ' + ' ' y y y x y x
Exercises
Find the DE of the family of curves described and
sketch some of its members.
1. Straight lines through the origin.
2. Straight lines through the (2, 1).
3. Straight lines with slope twice the xintercept.
4. Straight lines whose sum of intercepts is 5.
5. Straight lines with slope and yintercept equal.
6. Straight lines tangent to the circle x
2
+ y
2
= 4.
7. Straight lines tangent to the parabola y = 4x
2
.
6/18/2012
9
Exercises
8. Circles with center at (1, ÷2).
9. Circles with radius 9.
10. Circles with center on the yaxis.
11. Circles tangent to the yaxis.
12. Circles passing through the origin and center on the
line y = ÷x
13. Circles with ordinate of its center twice the radius.
14. All circles.
15. Parabolas with axis on OY and vertex at the origin.
Exercises
16. Parabolas with vertex and focus on the yaxis.
17. Parabolas with axis parallel to the xaxis and with
distance from vertex to focus 4.
18. Parabolas with axis parallel to the yaxis.
19. Parabolas with axis vertical and vertex on the line
y = ÷x.
20. Ellipses with major axis on OY and center at the
origin.
InitialValue Problems (IVP) and
BoundaryValue Problems (BVP)
y 2 3xy 5x 2 y 0 is of third order z z x y 3 2 3 x 2 y ' 3 sin x y 6 0 is of 6th degree.6/18/2012 CLASSIFICATIONS OF DE ACCORDING TO ORDER The order of DE is the order of the highest derivative present in the equation. i = 0. the function in dt 2 dt the right side must be in terms of t. 3 xy is of first order z z 2 x y x y when expressed as polynomial is of 3rd degree. Definition 2: Linearity Examples An nth –order ordinary differential equation (ode) is said to be linear if it can be expressed in the form f n ( x) dny dx n f n 1 ( x ) d n 1 y dx n 1 Determine the linearity and identify the order. 2. 1. ex t dx e x 2 1 is nonlinear because of x 2 + 1. y 5 xy e x 1 is linear of 2nd order y 3xy 5xy sin x is linear of 3rd order et d2x 2 f 1 (x ) dy f 0 ( x ) y g (x ) dx where fi(x). 7t d2z dt 2 4t 2 dz z sin t dt is of second order since the highest derivative is of second order is of 1st degree since the highest derivative is raised to 1st power. a) b) c) d) e) dx is nonlinear since a derivative is raised to 1 2 a power dt dt 2 is nonlinear since the derivative of the variable d x dx ex 2 t is an argument of a transcendental function. d2y dx 2 2 dy 5y dx CLASSIFICATIONS OF DE ACCORDING TO DEGREE The degree of a DE when expressed as polynomial is the power to which the highestorder derivative is raised. clearing of radicals need not to be performed. Differential equations that cannot be expressed in the above form are said to be nonlinear. y'' 3 x 2 x is of 1st degree. dependent and independent variables. …. the definition of the degree of DE is relative only to the derivatives thus. n are called coefficient function and g(x) are continuous function on some interval containing x. A linear ode is of first degree. d2x . fi(x) and g(x). 2 . in dt dt this case.
y = 2 when x = 0 c) dv 3 tan 4 z dz 7 v = 3 when z =0 3 . A singular solution is free of constants and is not obtained from the general solution. The particular solution of DE is the solution obtained from the general solution by assigning initial values for the variables involved which are called initial conditions or boundary conditions. Example Example: A. Solve the following given the initial conditions a) dy 2 x x 2 2 3 . Solve the following differential equations. By tangent it means that there is a point x in which ys(x) = yc(x) and y's(x) = y'c(x) where ys is any solution and yc is the general solution.6/18/2012 Linearity of a Partial Differential Equation (x y) (t 1 ) Solutions of Differential Equations 2z z z x2 y 2 xy x y er is a linear pde in z 2v t2 v t 2 r 2 is a linear pde in v r 4 2 ywxx w y xy v v 2 2xv 2 x y 3 is a linear pde in w is a nonlinear pde in v because of v2 or v x 3 ( w xy ) 3 w yyx is a nonlinear pde in w because of (w xy ) 3 2v w 2 w 2v 2w 3 is nonlinear pde because of x x w 2 xy x x y x which consists of dependent variable w and derivative of another dependent variable The general solution of DE is a function involving n arbitrary constants (the number of which is equal to the order of the DE) that describe all the specific solutions of the equation. It is a solution that is tangent to every solution from the family of general solutions. a) dy 3 x 3 2 x 2 b) dx 5 cos 2 t c) 2 y'' 4 x dx Find the general solution of dy 2x 3 5 dx dt Find the particular solution with an initial condition that y(1) = 3 B. y = 2 when x = 0 dx b) y’ = 5e7x + x.
5. y’’ + y’ + y = 4cosx – 2x 3) y = e3x – 3cosx + 4x. (x > 0) . y2 = 4ex . x2(t) = cos 2t. A solution of ode in the form y = f(x) on I is called an explicit solution. y’’(x + ex) + 2y’(1 + ex) + yex = 0 2 t2z – 4 ln t = 0. y’’’ – 3y’’ + y’ – 3y = 4 – 12x 4) y1 = 2ex . x2y’’ – xy’ + y = x2 – 1 2) y = 4sin x – 2x + 2. x4y’’ + 4x3y’ + 4x2y + 4 = 0. An explicit solution that is identical to zero is called the trivial solution. Exercise 1 Verify whether each given function is an explicit solution to the DE. y3 = ex. Exercise 2 Determine whether the given function is the implicit solution of the given DE. x2y’’ + 4xy’ + 2y = 0 yex + xy = 1. 2. Examples: 1) Show that x2 – 3y + 5x – 2 = 0 is an implicit solution of Consider the following Clairaut’s equation y = xy’ + (y’)2 y’ = (2x + 5) 2) Show that y = 2e3x + 4 is an explicit solution of y’ = 6e3x. y2 = cos x + sin x + ex – x – 1. y3 = for all x 2. x2y + 6 = 0. y2 = for all x 0. 4. 3. 2 d3r sin 2 d r cos 2 sin dr sin 1 r sin 0 d d d 2 1. 3y’y’’ + y’’’(y – 1) =0 r sin + cos 2r + 5 = 0. x2 x2 4 .6/18/2012 Example of DE with singular solution Definition 4: Nature of Solutions A solution to DE in the form f(x. y’ + y2 = 0 x2 2 6) x1(t) = 2sin 2t. y) = 0 on some interval I is called the implicit solution. d x 4 x 0 dt 2 7) y1 = ex – x – 1. y’’’ – y’’ + y’ – y = x 8) y 1 4 ln x y 2 6 . 1) y = x2 + 3x – 1. x3(t) = 3 cos 2t. t 2 d z 5t dz 4 z 0 dt dt 2 3x2 + 5y2 +3x – 10y – 15 = 0. y’ + y = 0 1 5) y1 = .
If. A solution of a differential equation is sometimes referred to as an integral curve (a family of plane curves). 1. there are still arbitrary constants present. after applying step (1). Differentiate the given equation a number of times equal to the number of distinct arbitrary constants (essential constants) present. 5 . Find the differential equation of the family of straight lines passing through (1. 2. The properties common to the members of the family are represented mathematically by arbitrary constants. Techniques in eliminating the arbitrary constants Algebraic Elimination Eliminant Method Isolation of Constants Differential Equations of Families of Plane Curves Example 1 A family of plane curves is a set of plane curves possessing common properties or characteristics.6/18/2012 Elimination of Arbitrary Constants Steps to obtain a differential equation corresponding to the general solution. solve the given equation and the derived ones simultaneously until the desired differential equation is obtained. 5).
(0 < 2). y 5 m( x 1) Isolating the arbitrary constant m (slope of the family of lines) gives y 5 x 1 m Differentiating gives ( x 1) y ( y 5)(1) 0 ( x 1) 2 Simplifying. we have ( x 1) y ( y 5) 0 Example 2 Example 2 Solution: The family of straight lines described has the equation (using the Normal Form) x cos β y sin β 4 Applying the definition of trigonometric functions sin β 1 1 ( y) 2 and cos β y 1 ( y)2 with as a constant. we get x 2 1 ( y ) y y 4 2 1 ( y ) 1 Obtaining the first derivative implicitly cos β y sin β 0 y cot β cot β y 1 Then. the DE OF family of curves is ( xy y )2 16 [ 1 ( y )2 ] 6 . Substituting these to the original equation. simplifying xy y 4 1 ( y)2 Thus.6/18/2012 Example 1 Example 2 Solution: The family of straight lines described has the equation (using the PointSlope Form) Obtain the DE of a family of straight lines 4 units from the origin.
the DE OF family of curves is yy ( y)2 1 0 Example 4 Example 4 Find the DE of a family of parabolas with vertical axis. then the family of solutions becomes ( x h)2 C ( y k ) x Differentiate 2( x h ) Cy or Getting the second derivative y(1) ( x h) y ( y )2 0 x h C y 2 y ( x h) y 0 xy y h y Isolating the constant h y xy hy 0 7 .6/18/2012 Example 3 Example 3 Find the DE of a family of circles with center on the xaxis. with h and r as constants ( x h )2 y 2 r 2 Differentiating twice. y Solution: The family of circles described has the equation given. we have 2( x h )(1) 2 yy 0 x 1 0 yy yy 0 yy ( y)2 1 0 Thus. y Solution: The family of parabolas described has the equation ( x h ) 2 4 a ( y k ) If C = 4a.
4. Straight lines tangent to the parabola y = 4x2 . Straight lines tangent to the circle x2 + y2 = 4. 1. Straight lines through the origin. Straight lines with slope and yintercept equal. 7. Straight lines whose sum of intercepts is 5. Straight lines through the (2. y Simplifying xyy xyy yy 0 y y 0 Or simply y 0 x Example 5 Exercises Find the DE of the family of curves described and sketch some of its members. 6. 2. Solution: The family of parabolas described has the equation x 2 y2 a2 b2 1 Simplify by removing the fractions: b2 x 2 a 2 y 2 a 2b2 Differentiate 2b2 x 2a 2 yy 0 b2 x a 2 yy 0 Getting the second derivative b2 a 2 yy y 2 0 b 2 a 2 y y y 2 Substitute to the 2nd equation will lead to xy x y2 yy 0 8 . 1).6/18/2012 Example 4 Example 5 From which we get the third derivative y( xy y y) ( xy y) y ( y)2 0 Find the DE of a family of ellipses centered at the origin and with horizontal major axis. Straight lines with slope twice the xintercept. 5. 3.
14. 18. Parabolas with axis vertical and vertex on the line y = x. 20. Ellipses with major axis on OY and center at the origin.6/18/2012 Exercises 8. 2). 17. Parabolas with axis on OY and vertex at the origin. Parabolas with axis parallel to the yaxis. Circles with center on the yaxis. 11. Exercises 16. Circles passing through the origin and center on the line y = x Circles with ordinate of its center twice the radius. 15. 19. InitialValue Problems (IVP) and BoundaryValue Problems (BVP) 9 . Parabolas with axis parallel to the xaxis and with distance from vertex to focus 4. 13. 12. 9. 10. Circles with center at (1. Parabolas with vertex and focus on the yaxis. Circles with radius 9. All circles. Circles tangent to the yaxis.
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