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DIFFERENTIAL EQUATIONS
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dy ∫ u(x)q(x)dx + C
Linear Equation + p(x)y = q(x). The general solutin is y = , where
dx u(x)
1
u(x) = exp(∫ p(x)dx).
dy
Separable Equations = f (x, y) = g(x)h(y) The general solution is given by
dx
2 dy
∫ = ∫ g(x)dx + C , or H (y) = G(x) + C
h(y)
dy
Homogeneous Equations The differential equation = f (x, y) is homogeneous, if the
dx
3 function f (x, y) is homogeneous, that is f (tx, ty) = f (x, y) The substitution
y dz
z = (theny = zx) leads to the separable equation x + z = f (1, z) .
x dx
dy
Bernoulli Equation + p(x)y = q(x)y
n
. The substitution z = y
1−n
leads to the linear
dx
4
dz
equation + (1 − n)p(x)z = (1 − n)q(x) .
dx
dy
Riccati Equation = p(x) + q(x)y + r(x)y
2
If a particular solution y1 is known, then the
dx
1
5 general solution can be obtained with the help of substitutin z = which leads to the first
y − y1
dz
order linear equation = − [q(x) + 2y1 (x)]z − r(x) .
dx
Exact and Nonexact Equations The equation M (x, y)dx + N (x, y)dy = 0 is called exact if
∂M ∂N
6 = , nd nonexact other wise. The general solution is ∫ M (x, y)dx + ∫ N (x, y)dy = C
∂Y ∂x
dy
Radioactive Decay = − ky, where y(t) is the amount of radioactive element at time t,k is
7 dx
the rate of decay. The solution is y(t) = y0 e
− kt
, wherey0 = y(0) is the initial amount.
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8
dT
Newton\'s Law of cooling = − k(T − S) , where T(t) is the temperature of an object at time
dt
t,S is the temperature of the surrounding environement k, is a possitive constant.The Solution is
, whereT0 = T (0) is the initial temperature of the object at time t=0.
− kt
T (t) = S + (T0 − S)e
dP P
Population Dynamics (Logistic Model) = kP (1 − ), where P(t) is population at time
dt M
9 t,k is a positive costant, M is a limiting size for the population . The solution of the differential
M P0
equation is P (t) = , whereP0 = P (0) is the initial population at time t=0.
− kt
P0 + (M − P0 )e
Homogeneous Linear Equations with Constant Coefficients y' ' + py' + qy = 0 The
characteristic equatin is λ + pλ + q = 0 If λ1 and are distinct real roots of the
2
λ2
y = (C1 + C2 x)e
−
2
x
. I f λ1 and λ2 are complex numbers.
2
p √4q − p
λ1 = α + βi, λ2 = α − βi, whereα = − , β = , then the general solutin is
2 2
y = e
αx
(C1 cos βx + C2 sin βx) .
Inhomogeneous Linear Equations with Constant Coefficietns y' ' + py' + qy = f (x). The
general solution is given by y = yp + yh , whereyp is a particular solution o fthe inhomogeneous
equation and yh is the general solution of the associated homogeneous equation. If the right
11 side has the form f (x) = eαx (P1 (x)cos βx + P1 (x)sin βx), then the particular solution yp is
given by yp = xk eαx (R1 (x)cos βx + R2 (x)sin βx), where the polynomials R1 (x) and R2 (x)
have to be found by using the method of undetermined coefficiets. If α + βi is a simle root, then
k = 1, If α + βi is a double root, then k = 2.
du du dy du
Differential Equations with x missing y' ' = f (y, y' ) . Since y' ' = = = u , we
dx dy dx dy
13
du
have u = f (y, u), which is a first order differential equation.
dy
Free Undamped Vibrations The motion of a Mass on a Spring is described by the equation
..
my + ky = 0, where m is the mass of the object, k is the stiffness of the spring, y is
.. .
Free Damped Vibrations my + γy + ky = 0 , where gamma is the damping coefficient. There are
3 cases for the general solution:
2
− γ − √γ − 4km
Case 1. γ
2
> 4km (overdamped) y(t) = Ae
λ1 t
+ Be
λ2 t
, where λ1 = ,
2m
15 − γ + √γ
2
− 4km
λ2 = .
2m
Case 2. γ
2
= 4km (critically damped)y(t)=(A+Bt)e^(lambdat), wherelambda= gamma/(2m)
γ
. Case3. gamma^2lt4km(underdamed) y(t) = e
−
2m
A cos(ωt − δ) , where, ω = √4km − γ
2
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2
d θ g
simple Pendulum 2
+ θ = 0, where theta is the angular displacement, L is the pendulum
dt L
16 length, g is the acceleration of gravity. The general solution for small angles theta is
g L
θ(t) = θ max sin(√ t, the period is T = 2π√ .
L g
2
d I dI 1
RLC circuit L 2
+ R + I = V ' (t) = ωE0 cos(ωt) , where I is the current is an RLC
dt dt C
circuit with an ac voltage source V (t) = E0 sin(ωt) . The general solution is
2 4L
− R ± √R −
C
I (t) = C1 e
r1 t
+ C2 e
r2 t
+ A sin(ωt − φ) , where r1 , 2 = ,
17 2L
⎞
ωE0 Lω 1
A =
⎟
⎟
,
φ = tan
−1
( − ), C1 , C2 are constants depending on
2 R RCω
1
√Lω2 − + R ω
2 2
⎠
C
intial conditions.
2 2
∂ u ∂ u
The Lalace Equation 2
+
2
= 0 applies to potential energy function u(x, y) for a
18 ∂x ∂y
conservative force field in the xyplane. Partial differential equations of this type are called
elliptic.
2
∂ u
The Heat Equation 2
applies to the temperature distributionu(x, y) in the xy
2 ∂ u ∂u
19 ∂x +
∂y
2
=
∂t
plane whenheat is allowed to flow from warm areas to cool ones. The equations of this type are
called parabolic.
2 2 2
∂ u ∂ u ∂ u
The Wave Equatin + = applies to the displacement u(x, y) of vibrating
20 ∂x
2
∂y
2
∂t
2
membrances and other wave functions. The equations of this type are caled hyperbolic.
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