MATHEMATICS-III

Lecture-1

Instructor: Dr. J. K. Sahoo

 Course information
 What is for?

This course provides an elementary introduction to

classical methods for solving differential equations
which arises in various branch of science and
engineering.
 Topics in the Course
 First order and second order ODE.

 Special functions: Legendre and Bessel.

 Higher order ODE and system of Diff. equations.

 Laplace transform and its application to ODE.

 Fourier Series and its application.

 Classical methods for solving PDE.

 Course Goals
Students at the end of course should be able to
do the following:
 Solve first and 2nd order linear differential equations and
use these techniques to solve applied problems.

 Solve higher order diff. equations, system of equations and

its use in applied problems.

 Find power series solution and use in physical problems.

 Find Fourier series of function and can use in power series.

 Books
 Textbooks (required):

G. F. Simmons: Differential Equations with Applications and

Historical Notes, 2nd Edition, Tata MacGraw Hill.

 References:
 Erwin Kreyszig, Advanced Engineering Mathematics, John Wiley & sons,
8th Ed., 2005.
 M.D. Raisinghania, Ordinary & Partial Differential Equation, S
Chand Publication, 2005 (For problem solver )
 E. A. Coddington, An Introduction to Ordinary Differential Equations
Prentice Hall, 1961 (For theoretical stuffs).
 For more details refer the handout
 Grading and Contact Hour
Grades for the course will be based on the
Handout-II (which uploaded in LMS)

Quiz-I (September 15, 2019)

Quiz-II (November 10, 2019)

Contact Hour: Tuesday 5-5.30PM

 Checking web page

I am highly recommend that each student

check this web page at least once in a day for
new announcements.

http://photon.bits-goa.ac.in/lms/
 Outline

What is Differential Equation ?

 Why we need ?

How to solve ?
 Differential equations
Definition:
An equation involving one dependent variable and its derivative
with respect to one or more independent variables is called
differential equations.
dy
Examples:  2 x  3
dx
d2y dy
2
 3  ay  0
dx dx
y is dependent variable and x is independent variable,
and these are ordinary differential equations
 Partial Differential Equation
Examples:
 2u  2u
1. 2
 2 0
x y
u is dependent variable and x and y are independent
variables, and is partial differential equation.

2.
 4u  4u
4
 4 0
x t
3.  2 u  2 u u
2
 2 
x t t

u is dependent variable and x and t are independent variables

 In Applications

•Differential equations arise when

we can relate the rate of change
of some quantity back to the
quantity itself.
 Example (#1)
For falling objects(freely falls):
According to Newton’s 2nd law of motion,

2
dv d y
F  ma  m  m 2
dt dt
Since the only for acting on it is mg, g is the acceleration
due to gravity
2
d y
 2 = g.
dt
 Example (#2)
-- with air resistance, the total force acting on the body is
mg-kv. For such an object we have the differential equation:

2
d y dy
m 2
= mg  k .
dt dt
 Example (#3)
In a different field:
Radioactive substances decompose at a rate
proportional to the amount present.

Suppose y(t) is the amount present at time t.

rate of change of amount is

proportional to the amount (and decreasing)

dy
 k y
dt
 Other problems that yield the
same equation:

In the presence of abundant resources (food and

space), the organisms in a population will reproduce
as fast as they can --- this means that
the rate of increase of the population will be
proportional to the population itself:

dP
kP
dt
 ..and another
The balance in an interest-paying bank
account increases at a rate (called the interest
rate) that is proportional to the current
balance. So

dB
 kB
dt
and for the Interest Problem...

For annuities: Some accounts pay interest but

at the same time the owner intends to withdraw
money at a constant rate (think of a retired
person who has saved and is now living on the
savings).
 Order of Differential Equation
The order of the differential equation is order of the highest
derivative in the differential equation.

Differential Equation ORDER

dy Ans: 1
 2x  3
dx
4
d 3 y  dy 
3
    6y  3 Ans: 3
dx  dx 

d2y dy Ans: 2
2
 3  9y  0
dx dx
Degree of Differential Equation
The degree of a differential equation is degree/integral
power of the highest order derivative term in the
differential equation.
Differential Equation Degree

d2y dy
2
 3  ay  0 Ans: 1
dx dx
4
d 3 y  dy 
    6y  3 Ans: 1
3
dx  dx 

3 5
 d 2 y   dy 
 2      3  0 Ans: 3
 dx   dx 
 Linear Differential Equation
A differential equation is linear, if
1. dependent variable and its derivatives are of degree one,
2. coefficients of a term does not depend upon dependent
variable.

Example: d2y dy
1. 2
 3  9 y  0.
dx dx
is linear.

Example: 2. 4
d 3 y  dy 
3
    6y  3
dx  dx 
is non - linear because in 2nd term is not of degree one.
 d2y
2 dy 3
Example: 3. x  y  x
dx 2 dx

10. is non - linear because in 2nd term

coefficient depends on y.
1.2.132:7777
dy
Example: 4.  sin y
dx

is non - linear because

y3
sin y  y  
3!
1st – order differential equation
1. Differential form:
M ( x, y )dx  N ( x, y )dy  0
.
3. General form:
dy
 f ( x, y) or y '  f ( x, y)
dx
 1st order differential equation
Q1. How to justify existence of the
Solution ?

Q2. Is the solution Unique ?

.

Q3. How to find the solution ?

 Existence of Solution

 dy 
Peano Theorem:  For  f ( x, y ) 
 dx 
If f is continuous then the differential
.

equation has a solution.

 Uniqueness of the Solution

 dy 
Picard's Theorem:   f ( x, y ), y ( x0 )  y0 
 dx 
f
If f and are
.
continuous on a closed rectangle
y
R then the differential equation has a unique
solution in the domain R.
Methods to find solution of 1st order ODE

Bernoulli
Equation
 Lecture-2 and 3
st
Methods for Solving 1 Order
Ordinary Diff. Equations

Instructor: Dr. J. K. Sahoo

1st – order differential equation
1. Differential form:
M ( x, y )dx  N ( x, y )dy  0
.
3. General form:
dy
 f ( x, y) or y '  f ( x, y)
dx
 1st order differential equation
Q1. How to justify existence of the
Solution ?

Q2. Is the solution Unique ?

.

Q3. How to find the solution ?

 Existence of Solution

 dy 
Peano Theorem:  For  f ( x, y ) 
 dx 
If f is continuous then the differential
.

equation has a solution.

 Uniqueness of the Solution

 dy 
Picard's Theorem:   f ( x, y ), y ( x0 )  y0 
 dx 
f
If f and are
.
continuous on a closed rectangle
y
R then the differential equation has a unique
solution in the domain R.
Methods to find solution of 1st order ODE

Bernoulli
Equation
 Variables Separable
If f ( x , y )  g ( x ) h ( y )
dy
  g ( x)h( y )
dx
dy
  g ( x)dx
h( y) .
In te g r a tin g b o th s id e s , w e g e t
dy
   g ( x ) d x  C , w h e re
h(y)
C is a n y a rb itra ry c o n s ta n t.
 Examples
2 dy
E x -1 : y ( x  1)  x
dx
dy
E x -2 : x  y  y 2 , y (1)  2
d x.

y2
A n s : (1 )  lo g ( x 2  1)  C
2
(2 ) 2 ( y  1)  x y
 Homogeneous Equations
Definition:
A function f ( x , y ) is called homogeneous of
degree n if f (tx , ty )  t f ( x , y ),  x , y , t   .
n

Verify the following

. Example s:
Ex-1: x 3  xy 2 Ex-2: sin x  x  y
y  y x2  y2
Ex-3: +sin   Ex-4: 2
x x x  xy
Ans: 1,3,4 are Homogeneous but not 2.
Homogeneous Differential Equations
Definition:
A differential equation M ( x , y ) dx  N ( x , y ) dy is called
homogeneous if M ( x , y ) and N ( x , y ) are homogeneous
of same degree.

In other w ords. :
dy
A differential equation  f ( x , y ) is called
dx
homogeneous if the function f ( x, y ) is homogeneous
of degree 0.
 Method to solve Homogeneous ODE
Result:
dy
If the differential equation  f ( x, y ) is homogeneous
dx
then it will reduce to separable form through the
substituation y  zx.
.
Sketch of the Proof :
dy dz
Let y  zx   zx
dx dx
dz
zx  f ( x , zx )  f (1, z ) (T hi nk x as t )
dx
dz 1
   f (1, z )  z   g ( z ) h ( x ) (Solve for z )
dx x
 Examples
dy x y
E x -1 : 
dx x y
2 2
A ns: y  2 xy  x  C
dy
2
.
2
E x -2 : x  2 xy  y
dx
2
A n s : C x / (1  C x )
 Non Homogeneous type Equations

dy 1  xy 2
Ex-1 : 
dx 2x2 y
a
Motivation from previous: (you can th ink of y  zx )
.

Trial Meth od: Let y  zx , a  .

a

2 2 a 1
dz 1  (2 a  1) z x
  , (cho ose a   1/ 2 )
dx 2 zx 2 a  2
dz 1
 
dx 2 zx
 Questions
Q 1: H ow to choose a ?
Ans: D epends on the pro ble m

Q 2: Is this m ethod alw ays w orks ?

.

Ans: In general N o, for exam ple

dy x  y 1

dx x  y  1
 Non Homogeneous type Equations
dy ax  by  c
Another Form:  , with ae  bd .
dx dx  ey  f
a b
Proced ure : Since ae  bd    k (say)
d e
dy k ( dx.  ey )  c
 
dx dx  ey  f

(you can t hink of the substitu ation z  dx  ey )

Ofcourse this substituation reduces to s eparable form
 Non Homogeneous type Equations

Reduction to separable form:

Let z  dx  ey
dz dy
 d e
dx dx
.
dz kz  c
 d e
dx z f
dz kz  c ( k  d ) z  c  fd
 e d e
dx z f z f
 Examples
dy x y  4
E x -1 :  .
dx x y 6
dy dz
S o lu ti o n : L e t z  x  y   1
dx dx
dz z  .4 2z  2
  1
dx z 6 z 6
dz
 dz  5  2dx
z 1
A n s : y  x  5 lo g ( x  y  1 )  C
 Non Homogeneous type Equations
dy ax  by  c
Another Form:  , with ae  bd .
dx dx  ey  f
Procedure: Substitute x  z  h and y  w  k
dw az  bw  c  ah  bk
 
dz dz  .ew  f  dh  ek
Choose h and k in such way that
ah  bk  c and dh  ek  f  (A )

Q: Is the above system (A) has uniqies solutio n ?

Ans: Yes since the determinant ae  bd  0 .
 Examples
dy x  y  3
Ex-1: 
dx x  y  1
Solution: Let x  z  h , y  w  k
dw z  w  3  h  k z  w
   , (h  1, k  2)
dz z  w 1 h  k zw
. dw dv
Now let w  vz  vz
dz dz
dv 1  v 1  v2
 z  v 
dz 1  v 1 v
1 1 2
 ta n v  log(1  v )  lo g z  C
2
 Examples
dy x  y 1
Ex-1: 
dx x  2 y  3
Solution: Let x  z  h , y  w  k
dw zw
  , (if we choose h   1, k  2)
dz z  2w
.

dv 1 v 1  2v 2
 z  v 
dz 1  2 v 1  2v
dv 2 vdv dz
 2
 2
 (Now integrate)
1  2v 1  2v z
THANK YOU