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Appendix-A
Introduction to Differential Equations
Algebra is sufficient to solve many static problems, but the most interesting natural phenomena involve
change and are described by equations that relate changing quantities.

Because the derivative of the function is the rate at which the quantity
is changing with respect to the independent variable , it is natural that equations involving
derivatives are frequently used to describe the changing universe. An equation relating an unknown function
and one or more of its derivatives is called a differential equation
Definitions:
1.1 Order:
The order of a differential equation is the order of the highest derivative in the equation.
Example 1 :

is 1st order,

is 3rd order, and

is 2nd order.
Exercise 1: Find the order of the following differential equations.

(b)

(c)

(d)* (

(e)*



x
xe xy y x y = + 4 ) ( ) (
5 ' ' 2 4 ' ' '
0 15
3
2 ' '
=
|
.
|

\
|
+ y
dx
dy
x y
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1.2 Ordinary and Partial Differential Equation:
- An ordinary differential equation (ODE) contains differentials with respect
to only one variable.
- partial differential equations (PDE) contain differentials with respect to
several independent variables.
Examples 2:

are ODE .

but

and

are PDE.
1.3 Linear and non-linear Differential Equations.
A differential equation is linear if the equation is of the first degree in and its
derivatives, and if the coefficients are functions of the independent variable.
Meaning the unknown function and its derivatives appear to the power 1 (products are not
allowed) and the equation is nonlinear otherwise. So the dependent variable x is linear but x
2
is
non-linear. Also any function like is non-linear.

The variables and their derivatives must always appear as a simple first power. Here are some
examples.
Examples 3:
(a) x'' + x = 0 is linear .
(b) x'' + 2x' + x = 0 is linear .
(c) x' + 1/x = 0 is non-linear because 1/x is not a first power
Exercise 2: Identify the linear and non-linear equations from the following.
(a) x' + x
2
= 0
(b) x'' + sin(x) = 0
(c) x x' = 1
(d) x' + y' = 0
(e) x y' = 1

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1.4 Homogeneous and Non-homogeneous differential equation.
Homogeneous differential equations involve only derivatives of y and terms involving y, and
they're set to 0, moreover a homogeneous differential equation is either any linear differential
equation of the form or a type of first order differential equations.
First-order ordinary differential equation is homogeneous (of degree 0) if it has the form

or sometimes in the form

where x is an independent variable, y a dependent variable, and M(x, y) and N(x, y)
are homogeneous functions of degree n; in other words multiplying each variable by another
variable t is equivalent to multiplying these functions by the nth power of t:
and .

Nonhomogeneous differential equations :
Are the same as homogeneous differential equations, except they can have terms involving
only x (and constants) on the right side, as in this equation:


Exercise 3: Identify the homogeneous and non- homogeneous equations from
the following.
(a)
(b)
(c)


(d)


(e)





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Appendix-B
Euler Equations

In this section we want to look for solutions to


around

. These type of differential equations are called Euler Equations.



Recall that a point is an ordinary point if the quotients,



have Taylor series around

. However, because of the x in the denominator neither of these


will have a Taylor series around

and so

is a singular point. So, the method from


the previous sections wont work since it required an ordinary point.

However, it is possible to get solutions to this differential equation that arent series solutions.
Lets start off by assuming that (the reason for this will be apparent after we work the first
example) and that all solutions are of the form,


Now plug this into the differential equation to get,


{ }




Now, we assumed that and so this will only be zero if,


So solutions will be of the form (2) provided r is a solution to (3). This equation is a quadratic
in r and so we will have three cases to look at : Real Distinct Roots, Equal Roots, and Complex
Roots.

Real Distinct Roots

The general solution will be,



Real and Equal Roots

The general solution in this case is,



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Complex Roots

In this case well be assuming that our roots are of the form,


in the case of complex roots the general solution will be,


x >0
Example 1 Find the general solution to the following differential equation.





Example 2 Find the general solution to the following differential equation.






Example 3 Find the general solution to the following differential equation.






















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Question-1

Find the general solution to the following differential equation.




Question-2

Find the general solution to the following differential equation.