Hill A Het LULL Ordmary differential ion (ODE) ¢ we 1s yo gle ver ELIS Det:- An equation containing tne derevabives of one or more dependent variables with respect to One or more independent variables 5 is said to be differential egal ow: 2 TP an cpuabions contains only ordlwary derivalves of me of more dependent variables J with respect +o a single inckperdenL yariable 55 said +0 be CODE) EX:- Oye £2 Yt @ RS ae ad + F420. © yf aca Se 6yesD dx? ax @ Ou > dtu sau aot) partial DE. brjCigelies Nu Wd Def The order & highest derivative in a DE is called the ower oF the eguation. O greg) ay =X ODE of 94 order a =wane | eat degree eG as Sea pattial DE «tf fourth order Def: A DE of the form an anG) d"g + ana® oy pee aol 4 ~ go: dx" dyet is said }o be linear DE- ie @) 4 and all its derevatives are & the ‘First degree: (each coefficient depends only on dhe inde pexcent variable x. xsd & SYA Yo poléciae > 4 Def. The degree of a DE is the degree of the highest dereuakive in the equation. oe ork & the 3% degree fourth order f the I dgrEx: * O Xdy +ydk 0 5 dy _- linear 5 1° order vd openers © Znd eo re 2 a oF =x nonlinear: Dare linear 9 2” order 6 1 dea ree J ie ae 4*4 gay dy +5y = e% linear 7 De — dx? dx — popinear. @ @b Es ea @ 4°y +y 220 ponlinear —= : y? + hg =x ron linear . ie WX =X binear sa i) du = (K-4)O4N pontine. © boat —= ¢ = —s Det. A funclion thal sabis Pies a giren OF is — Said +o be solation of DE == —S Eb Ody _y yk <6 >» show that pa — ax 16 —S is soludion F nonlinar DE on (-© 50) —= Wi at 2s dys ae aif = Peae hrrhrrrrh hee 2X%eK4 2.2% - 2xek +907 = 0 Det: The zero solution ot DE on an intervaf I is cabled trivial solution. yco - ytagt act BA abies 4a ae cogoll FN cayk> “Aston ge NTE Glia 2 x” = = = 2 .tbh ChEbbilad eee elt Exe yiaye-aco is on implick he De a nok. i 2 POP 4a G28) oo lei) oe atl WB Eye YR CL OOS4X 99 d= Cy cosa Ave these * epee Solubim to. the OE y’+ yee qr fe C1 Cos 4k — Yemen Say. = -16e, Cos ay + \6c1 Cos HX zo Ye 16 Cy cos et 2 $0,465. golabion to the DE. — = Pp = C5 00S. AK + Cp Bn4 K —_ - - ffs 4 C1 SwhX + 4Cy Cos HX _ fie aiseucos aga locr sinex 9S Hl64 + lobe 0 +7 =16.(€1 C05 4X 409 54x) its abe slubion te tye 08 =16 4. a —— i ye Ek yse® , y 2% are golubion of tre BE ytyso yr 8 sce also aubion of bhe DE a Ex:- Find the DE & the “fue _parame fer tlle driaght (ne ze X+ C2 - Seed sy -¢0 —- aeEN find bre DE of che one parame ber Foam of ot ye > c= d eur dy 2 2B dj--3* 2 acy" ag 8% dey dy ~ aX i 7 : rest > xy ay dh d Xedy-84-s4 20 { a oe nd tne DE bie two Parameler family < and are the yesult 15 Solubiow ot OG [yeys ot 2%, 52h 42Qie +o € Tame EX: fi g-— e%Xrq o a, ers Oa be yeongos 9 ag tro - : First - order DE > Initial value problem 3 5 rt aah | Le Je) = yo Tulbial condition. Yooih 2 conshatlsIc Eke yo-yo have a solubion yece yeas gece 2 \e8 > yz ek Lhen the solubicn ef Lvp [ gece i y =3et go 5. Theorem :- let R be a rectangular ray jou in the Xy - phne asxeb : ceged > Flak contains the pont Cosy.) If Foy) and oP. are continyoes on R bhen thee exist an itlervai? I cenberd at % and a nigue Lunebion y 0) defied om sabishyug the Lvp {44 of Gog) 40d = 4. ex: 4 yas ay cgrstenl T4s0 44 xp Ey) IVY geo ax 2h.y 3 ay Exs y/s 2 Jor=3 xy Pog) 4 ahs | xe (-2 71) seeb oboe bbb bbb bbb ds dddbbbadEx: 44 _ xt “ dk Fas cos every +hen Matong ont, — so) ved EX: _t- d= gy —___ 2 fay = constant X Yepion Xo the Eu (x2492) y -¥ »>4 iz ryt = dX e “(tat - 4 Otay a ay an ey VOR, nC) fe sone —and_| Ave QE. er eee z region. no contain rts ¢ deiuoy cae xeayt Pat Con\insons ormjece the point (020). & dw kewl ——— bu —_ “fle__ Separable- variables - rath 4 48) ; . pe A DE of the form 5 aos nH) isoenn +o be separable or to hove separable variodsles- > special case: ) 2 | = 2 8) > Y=) 98°40. * EX: =f. = te™ find the solution of DE 2 X dy -fue*®D 4 et = e 4 Xe +e dx HEX: (14x) dy - Y-dy =o Findthe sotiow ef DE? ie " a | + Way = ged =f 4 dx Iniy) slut se 7 @ yal exe watiext cc Y= e DY e ¥e lek ch ae Sr Wes ce# EXr 4. + Find Hye See yes \ yd xd > uz fant aX ie —— Yeo X2= 26 qwpick 4 EX X¥say Cd ay - Yh ro Bind tue sdubion DE Asian ed t= gay =) gin X-ax “$4 eb dy OD va Xp 4 dual dussux Vs -casy =X. cos \ 4{oash dy =D XCM FSM KA ACY © 4 pave du= ae vied 4 -ebsce Yet - Febay >—Yet ~> ef 4-1) =SmX —Xe0s X+eX: Solve ‘ 1 Xyt. 4 dx 4(y? +2) ody =O: D xyhdy = -C 2 °° 1. = = De © a {xe idk pee \ 4 2): 2 x 2 ay (42 XK. sf dus x Sh 3 duze™ _— = 2 = 4 as a = : “a 8 > Ke = a e est = =kE E e yt (pao te Ex: Sole. 3) == 4 KEK: ‘3 a FO a dy = 2 — qe a ay a dy sh dt = _ © -2) ‘ j OMe (yd yt i s = : A yy 82) ($2) G2) afds ay = ae J ~2) C42) y-2 ols 2 Alby nce ge = 2 ze Kop rece) -2Cte *o) ce solve INC? y-e SCax-a)eo (axa) a cs -fu-s Inpro afer a) ele poax-4 > Yo Wala ral¥:- Solve fhe DE - sy. aX Rayet = K+ yet - - dus lady 9 duel+ Sdue wl | an oo udu zur =. fude 2 (au > (Writ dy <4 war UN wat 0 Waa Ty “yo Wnluslelte 9 luni = —c+lulurl ee c+ mia _ > lw \WHhsal = oy Exack equakions - = a A Gtsg) ak Gey) dy ce eres ete een cre eC cae is tobal differential of some’ Punchion $ (x4) Mpidy ery dy eo ae a onbgan 5 Mey axtys aboot) oo xyss 2 CPUry)) = yar a ey ay 2NUst) 2 18 yt - a |bd eth eek 9 0 49 Thm: eb MGoy)and MC>y) be conkimows ama continuous first partial derevatives . acx Adl lpaiiis dy @ BsyPll + eee “a dy ” w—_t1e Fis) 2¢ WEN Ex: solve : axy.dy + (x1) dy eo MHOo4) 2 = > Xx Dts en ret => 2K ay aX 2 ON ay Ox Xs ex Psy) 2c 3 fray dn 2k? y+ ay) Fulns Jeo’ say ex! 2 gQ)e-! opt et) —— Px 24) Sc ape ay O21) .6 a Easy) = 6404-9) gx) adh Sa aX I Oe Yay~ Sol ve the DE ~ Yous xy). dk + QKeT =x cosy ay) ‘dyeo 3 — Hoey) —_ MOY) ei OL 2e Sofa fatsy ey ~ se ea a Sa a - aN 2 9 8 [am sing ay + OS wv sa), - De @ ae av. 20! uly =Solve the DE (eos xa sux -xyr) + ylini®) dy =o Hay) Ney = - So_iks exadk saa ad - 2a 14 £Org)= f yx’) naa = Hb oe =xge eg (0) ae = - = a =Ky? + osx SIUK Fads 5 gle ut © Ae sitter : 2 t gta-farx Si. 2 30 2 Jeb a= sinx dys SX dx = yl | + svt _2¢ 2Ex:- solve He BE (4) dx +n )dyco Inxs dy i y x a Ceylnney aed 2 Qn. each. Aaya Linea uations: Dellretiah > aux) dy ann) a ar 7 ae SY + Ae Y = - “ak A Ox) only = + + Pty =f) - = FOLK st #0 Ck) 4 = GO) “ah lee pinata Pas a X94 +400 4 = go - Pivsh eo Aimeae «sitter opin oo -{poo dy - inkegraling. foclor w= & wn) dy + MG) pOdg 2st) aS Rid-4 > \ -2x ¢4X 41 Jue Bernoll( \ (C-\42%2 x\JU = ue -( -144)u eutQ Find a Contmuots solubion sabislying the given OE +o initial condition. 2 OLX 5 Ylod =p X>l MYR 2 eh x (Curt jdu= MKidk } dksme Delermine a function NC — on oy) so thot the Fdlowing DE x . (8. x ) det WCby)-dy=o. Ray = Wig are 2 - Eyre + Kay nok x Ee ee = ey > +i ar E aN Ce pS =. {+ jt Kok dhe fon Gry)? sev ante ee, C Gay)? eee eee a aaa aay “gly) =A Klinear differential equation > of higher-order => Initial yalue problem and boundary value problen + ant) "Ye antG) dy 4 +a Oidy 4 aa ry =9 ay a Ti GUL HA GoAlab “i yp bed= qo 0 40) 2 Yo 5 yh) 2 toto yo" conskauts is called “vitiol vole problem: ¥ IF nee sthen we have seconed order OE. 2 a, X) ot +410 34 acly= ga. YOd=y, > 406) =4% The solution 4 this problem is a function defined on | Bolo 0 Some interval I Ceontainiug x.) whose graph pases +hroua lk the point (ho go) such Hat the slope “of the curve ab to 4s 3 Theorem ;- let An(x) 5 ant)» aul) 540) and 94) be conkin uous and Jet an(x) -o WXEL , if Xo GT ,$hen the solufi yO) of the Ip tw) _ebish of I and is unique. Paws TH) cso nonlinear otal ba! ad Ye. on I /Ex: gt- ay = 12K, ylod=4 5 xe) el» Aono ail nae yose + eX _3x — solubion & 200K) 4? + a4. 60) uy’ a0(1) <9 Ct) (a dl} a2M=+\ 5 at)=0 5 aaftle-4 2 gf 920) » alt) > alt) > al ave continuous on an iuter val containing. the pot Xe »4-hen. by the theorem +he colubion is 4'9uc V EX yet by co wld =0 2 y/Ce=l y= 4 sm ux unigue Boundary. value. problen. QP) (oS) 6) “wane witiol “abad gies se bayill boundary. aohico bled ss peayiull aX) Ay + ar @® a + aolk) y = 900 rae y@)= 4. > ybd=f 2 boundary endition foot 2 constantsEX: For the Bup : X?y%—2xy/ +2426 y=? 5 gees The solution of this (gup) is afundion +hol sabisf DE_avtd whose graph passes through, the poiuts (se) (223) Cy defined on some interval conkaiving Koel > tort ar O gO @54X +c 50 4y is a solution of ¥%4 By = 6 9 4 2» yBjeo : ORM abe obs O= 6 CsO4er SHO => Ea e| go Ay Dl) Abe) ofr Os SM2T 50 oe, is an con stat Ys c Sm4K ihuibely matuy slublou- Dy@)jeo , ylT)=o pee sit bd ON bi) 02H ses wt AIL doe O=Co Sn] Geo yro unique sdution ( trivial solution >3) ylo~2 7 y(F)- ! Sur 4 smu » Smarso a CMOS OMAR Gow pei UL wiles od o = 0 this is contradiction ( No solution Nivea depen dence and linear independence :- (4icsue (4leciao ) * Def. A sel of a functions eee ee ed be Vinearly dependent on interuat I otf there exist constants “Cy >G.- cy mobraliezere >» Such that fi) + cf A) ~~ tenfelQ eo wet abo Gl suc A503) Deb A set f a faundlions Figh fn is said 40 be linearly incependel on interval I. if is nok Nnewr dependent. af gle 0B OUI jx oh +a + -~cnla so CeCe. = Gro Yih poli Pb Este to). edad Examples: © f.G)= 2x £ 2G)= 3x O.2x +021 = °Sin2e 255K cos K @ Pde sinex , £2W sinx cos x SiN 2N+ SINYX CosX =O {2SUN@SK+ SIX Cosx Ciel 5 cge-l (dep.| 4 7 = def + Bf @ ties e& , Fear- et / yargt zo Cz | Cael \ dep} yf 5 DfG)- , fblee™ ra peraye =e C120 520 ° a ic Del. Nel LisLor4~ tn functions on I 5 the Wwronskin of these Auchion | fof aa WwW Gobsls fn) 2 Lf 2f2- f'n [fis 2 f'n (en en | Bn kthoorene. lel fof --fn possess at least n-! derevabive ¢ then if Lia fy =~ fa ttt fn to 2 Ab last ab some poidt in 5 then Goi eae hacacly indepen dentExauples.- O Frilx) =2x wl 2x2 3x) OF ia)e & | | | we oe QD fiG)=e* fy (x)= 3x x at | | Xf sera fale e* e o £28 aX folt)-e => mean? 2 nitne LD®D fiddesinx +» Fe(r)= cosx w(sivy > cosx) = | sik cos = -Sint x - cos? Cosx -SiMX = (Sin? x + Cos? X) -| #0 L. inder giQ) = B*cospx KP constants EIR y2Q)= & sin bx is linearly independent? wo : | . ) eK xk i we cosB x 5 E'sin Br "cose X é* su g } x Shcos by — 68 C05 BK x Ein x4 O's Boost | | Ly 7 x | (Ecos aa x(Ke™™ 4 Bees Bx) - OSM By w( KEN cosy EX Bosh) I a KX , i ak x * (€°cosBX » Ke sin BX + Moossy 5 & Beoskx) (6 Sigh Ke Coty — Shin 2 Rote | ) \) (wx) ple) en on ; 2 20) aix Cos Bx Sin By + O°" cos? BK) - K si Pi-cosbi +& sik Bx pos Px fax) 2x) oo i , e cos’ BX + & sin cosBR =o 80 its linewly— jyndyp@ show that ~ eC sin 2x) 4 2%) =|-cosex is Vnearly dependent 2 Wo w(siv®X 5 !-Cos 2x) = | - cos ex $2SiINIX = OM Ox w (l=-cos 2X) — Zin 2X «(| -cos 2x) = gin 2x+(1-cos 2x) - SIN2K- Ci-cos2xk\ = 0 Xsdubion of tinear equations of higher ae A\inear n-th order DE of +e form: fre au) dy 4404 2° (t) is sad fo be ( Homogencous ) OE ant) dy 4 antQd.dy +a) dL +4.Qy = 90) ©) ye ax ox is said $0 be (nonhomogentious ) BE a)Exe a) 2° +3y°-5y-0 ULDE of seconed order x e b) KEgir ent ye + By 46 NomHLOE of third order + aera Superposition principle Yoo 3 is particular soludion 2) APY + any? = BY = 47x3+6 is pathioker sdubion 7 Note: : lek yi oye yk be solibion of WDE 1) on I 3 and let yp be au solution o& the NHOE @ on I a then Yr yy + CrYrenrckyk + G— Is also solubron af the NOE (2 =e Gel. lef yp be a given solubion of (©) on T and \et y KAY, + Ye tt ChYy then the general solution “2¢ (@) 1's Ye Cryy + Coe FCM yy Y pa) Ye 98) + Yo (a) w&) &)\_ x is said pack cular solubion eee T 2 by" lye 6423 x 3X « acy k tQp EX aca” IS general solution ye 64" & yr = y= 0 \s geneied soli 2 ¥ coustructing a seconed solution from Know Solution ag Wy? +a) 4% + ast) y =e Y’+ Pay xaM@My © ( General Form) -feW-d go= orf jer gt d= Cy 4 re © General Solub iow Ext i= XN? is a solubion of X7 y%- xy’ +440 > Find +he general solution of 4his DE-Xe joe? [ae dt > Yow HP IA X Yo Cr K+ Ce KIX © general solution Ex y= = is a Solution of x*y’+ XY’ +(¥2-4) find the quer! wlulion £ this DOF: ety WH) yooEke Yr? sa solubion of ry’ -Sy=2 5 find the gener ral solubion of this DE: ‘is a soblion &y’-yeo + Piud the gener solution of this OF =fo dt ee yD =Homogeneous DE with constant coefficients ~ ay*+ by’ + cy 20 asbse & Al hci mx Yre m > constant Aybos yone a y? o wee vaN | a (m2 eM) 4 b- (me) + bm+Cc) 20 > auxi * Complex numbers 5 ie Case #(I): +wo unequal veal yee case(I) 1 two equal real yobs, M12 mo =m eieaswy 5M, are complex nusuboer's. pH paplo be Foe? { m+) EXy uy? sy Uso miss | mM 9sEX: solve the OF CIvp) ) yre-dy =0 y (0) = 2 2 YC) =4 & ofa (ULDE) of seconed order Wh3) y% +4 34” ay 20 a ay ag cal AVS pe (mt) (wtp amea) = wh am au alee oo) m4 gm?-4 mim? ee am? iy mam? En eee : a yma x a ‘ Gs 2c e+e. © 4 cn Xe ey: + Homogeneous | trivial \ cake \ Solubiou4) (wl) Cntes) 2 md-ye sam-420 v Mil (coupler) Y= 4" + 4y - 4g ne Wy 9m32 —-b + Vbi-acc = 210-484 2a aoe 7 =,ife = +14 > thy2% oma = “33 2 2 Kai gaSuhe ssl [ful gst K=0 7 Bz 2 Yi coset 4 y aie E * g-261 Cos. 2X_ +. Co SMITE AwSs cole l= ‘ exigeg Osa GS , Fd the equabiae 2 w= 3 ge? | (w-3) (m2) mM +6 20 = ¥ -6y-2 | Nothono gens DE with constant coeffic iatts. ay’ shy ey = GD Sauy > Sau * Sew Aye 4by/ 4cy 26 tqy> Cr Yte C24T) undetermined coefficients . Ex: y +34” ary ote / ylang ray 28 @ W2 4 amar co > (mrt) (mrt) =o fees ev, o* os 3h Go@k og de _e particular e! hate Z ie welipg@t> pyr 2x? 6X42 You= ci o% 4 Gg eX OP -K4F - Exie y? 43974 By = 6 ® t +34 7494 => Wh + 3m 2-0 / ¢ A mo. -2 Pon. eo Hl= e's _ gi) le =ts oni © Oop 64310) 4oh=6 96 @ Az3 } x co don 2c. e+ GE" +38 Ex y? + 4764.2 2% ® - mi_m -6= 90 (4-3) (uet2) = yr ty’ = 64.20 éEkg! ay yf -12y ae) yoo ay 12 126 (m -6) 6) (m8) Web "7 My2-2Eve yf -5y7 —s ze pee mm bas ZipsA pN= A x? eb ¢ ype Ax? ek 4 2Ax-e% | @eex x | py - APR +o areas ghre*r abe | Ne ARK uAKers ehek U afte tek DE apnek Xv 2Ae eK > 9AN ~ki)_ FaN= opeks cone + 1 y? 0% Note TF ypu is a particular colubion of ay? tby/+ cy = 9,00 and. ome is 2 on ay solubion_ of a Yt by/+ oy = 9.0) +hen JAN + yyw is 8 particular solubion st aye by’ + cy = gy) +9,play N2Y smvx © fe -ay/-12y - 38 © ~ y . A cos2x+ BSwey OF pm ~ A cos 2X4 RSivry —uAcosex -4 Bsmey + BA sin2k - 8B cas2r—19A Cos 2x = 19 C-16Q48A) simex = 0 coseX + Sia -16\-28-0 @ o( BA-weExe find a form of the patticalar solubicn of Nor hhomag enous DE \) gt eye e* cos % Rd 2) gourd? 2 i-e (@® Variation of para. e bers ay’ + by’ + cy = g@ ee & gir poy +4) y= 9H.GPN= WY Yao i dope ye - | do 9@ , bx wl gor) woe [Ye gm gy wl groge) Bk Find the general sotubion of the Yea ays o> mtadzo ( MigMy = 4 i 036 epakiow. (sae0 J% Cauchy - Euler OE» an Xe Py ga Pidy ae ats ta0y = gD “dy ay! ee d n-th order cauchy DE- Y"¢o Ippo6 UE ashy c & (02900) cose 1s Wi oie <> real unequal reoks ye XY x Mh cy Xt Os: Y= cxcase (IC) « Mizm2 = equal real vooks- gre x” 5 ye -k™ ny case IL) : Migm2 complex rocks KaeiBo oe Phy sual » Y= Xces & im) Yoox sin (Flax) As: ge x® Ler cos (BMX) + ey Sin (8 tnx) J : Ex eyl4 axy + Bee PAA Bfu 44 a b= 34 ¢23 M+ am 4220 Mio, 2 -24Jaoms. -22 20-3 = 72 sz eee a cos V2 WX + Co sinv2 Ink)EX+ AMY? + BXY" 44 <0 4Mt4amrleo my gma =(m- 2) +5m(m-l) +#M + — 324m + But -pmt TM +B bOM*LAM+ B soayy! 43420 XY +34 0 3 (m-l) (w-3) <2¢d2 WO reflection al -—® Japlace transform - co b of aa S pa (ea(div) ors awe Is! p b (. E k de be dk ie lim | @ ob. dt - \ g bam ° 3 2o- [lea st J Def:- The laplace transform of FU is by LEFF > and defined as os Lf fot ee £U)-db = FG). Ex: fitd the laplce transform of PA)~| f st ie b eo tdb= fet. dt 2 Im [¢ y ¢ bon g im et bs Lt iw et Le bow -s J baa 3 C cony ods fos Ex» Find the laplace transform of PA) 2+. [2st ge nneyey- st hf unt EX: Find LE sin Aut 5 ){ cs ALY o LJ su ALY = a sz+a ® 1 cs wae sP+q2 x -the laplace transform of Linear Lrans fare — Pe j aw fxfo+? jo] dd ° a Fe f@ dt +t bf yW4t = ° ° KFC) +h GO).g P Q | strat} - £(-s+a} 7 te lip. € —{= tim £ SS ska bow =s+a_| o> -S+a ee 8-9 =e EX: = BL : LYeé f 8-5 alfetts olf sm 70% - 3st. PE | =» Inne Japlace Lransform :- Ey: find the laplce transform of fb)= 36 + B sinthd ‘ - fa or a | 6)" ; ‘ ji — - c & sind L? { 2. 95 -3 al b oe 5-4) (S*2 +2)a = he Km ce i i, + oe ue?” \l Y FP ar Vee | a <1 «laplace transfsrm of the derevabives. ¢d o 3 us sie et) due sé ve £W OL [raf fe rea lin. baled — t dkb = ropes jah o# PW. dt D> > f oe +s lim, e=- P@- db bang ° A - Pt) + S Fls) 5 SFO)-Fe) e* 1 Lf ew} ~ sF(s)- fle: Sen oo Orfeo} fe Pw. dt oxs[stte s? F(5) - 5 Flo)Lhe @ hs st e(sh+ sh (d- P(e). -t6b Ex use Laplace transform +o solve +h Ivp- ynsye yo) =I > ¥ =! LEP sl gpe teed S16) - glo) -3¥(s)= 35 YG) [s-3] W-t 4 (s-3)(s-2) 5-3 - Als2) + Bls-3) =|