Lecture-2

Gottfried Wilhelm
von Leibniz
Johann Bernoulli (1667–1748) Leonhard Paul Euler (1707–1783)
 Welcome to the presentation
on
Introduction to Ordinary & Partial
Differential Equations (OPDE)

Presented by
Dr. Mohammed Nasir Uddin
Professor
Dept. of ICT
Faculty of Science and Technology(FST),
Bangladesh University of Professionals (BUP)
 Objectives:
Introduction Family of Curves

Learning outcomes Applications of DEs

Definition of DEs Review

Classification of DEs Home Work

Order and Degree of DEs

Linear and Non-Linear of DEs

Solution of DEs

Formation of DEs
 Learning outcomes

After my discussion you will be able to understand the

following contents:
Preliminary Concept of DEs and its definition

Different types DEs

Solution and Formation DEs

Family of Curves
Why we study OPDEs?
 Definition of Differential equations

An equation involving one or more differentials or deferential

coefficients is called differential equations.

dy
2
dx
dy
 5 y  3t
dt
2
d y dy
7  3y  0
dx 2 dx
 Definition of Differential Equations

An equation is called a differential equation if it is involved with

(i) Independent variable (IV),
(ii) Dependent variable (DV) and
(iii) Differential coefficient (DC)of DV with respect to IV
dy
2 IV
dx
dy
 5 y  3t
DC dt DV
2
d y dy
7  3y  0
dx 2 dx
 Criteria of DEs:

In a DE
(i) The variables may or may not lie but
(ii) The differential coefficient must be lie in deferential
equation.

If x is called independent variable and y is called dependent

variable.
Derivatives of y with respect to x is denoted by

dy
dx
More examples of DEs

dy
 5y  x
dx
d2y dy
 11 y0
dx 2 dx
dy 
 1  y   tan x  0
dx  

z z
x y  nz
x y
2
 z 2
 z
 a2 0
x 2 y 2
Types of differential equations

i. Ordinary differential equations

ii. Partial differential equations

 i. Ordinary differential equations
Definition:
An equation involving one independent variable, One
dependent variable and derivative of dependent variable with
respect to a single independent variable is called an ordinary
differential equation.

Examples: dy
1.  2x  3
dx
d2y dy
2. 2
 3  ay  0
dx dx
4
d 3 y  dy 
3.
3
    6y  3
dx  dx 
y is dependent variable and x is independent variable,
and these are ordinary differential equations
 ii. Partial Differential Equations
Examples:
Where,
 u  u
2 2
 2 0 u is dependent variable and
x 2
y
x and y are independent variables,

 4u  4u  u  u u
2 2 2z 2z
 4 0  2  x y 0
x 4
t x 2
t t x 2 y 2

Where,
u is dependent variable and
x and t are independent variables
 ii. Partial Differential Equations
Definition:

An equation is called a partial differential equation if it is

involve with
1.One or more dependent variable,
2.more than one independent variables and
3.Partial differential coefficient of dependent variable with respect
to more than one independent variable
 Order of Differential Equations
The order of the differential equation is the highest
derivative in the differential equation.

DE Order

dy
 2x  3 1
dx

d2y dy
2
 3  9y  0 2
dx dx

4
d 3 y  dy  3
3
    6y  3
dx  dx 
 Degree of Differential Equations
The degree of a differential equation is power of the highest order
derivative term in the differential equation.

DE Degree

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

3 5
 d y   dy 
2
 2      3  0 3
 dx   dx 
 Degree of Differential Equations

d2y dy 2 3 2
k 2
 [1  ( ) ] What is the degree of this DE?
dx dx

d2y 2 dy 2 3
Make it free from radicals k( 2
)  [1  ( ) ] Degree is 2
dx dx

dy k
y x 
dx dy What is the degree of this DE?

dx
Make it free from fractions dy dy 2
y  x( ) k Degree is 2
dx dx
 Linear Differential Equations
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.
 Example: 3.
d2y dy
x2
 y  x 3

dx 2 dx

is non - linear because in 2nd term coefficient depends on y.

Example: 4.

dy
 sin y
dx

y3
is non - linear because sin y  y   is non – linear
3!
 Non-linear DEs
Differential equations are said to be non-linear if
(i) Any products exist between the dependent variable and
its derivatives, or
(ii)Between the derivatives themselves or
(iii)Between the dependent variables.

d3y dy 2 x
3
 ( )  4 y  4e cos x
dx dx
Product between two derivatives ---- non-linear

dy
 4 y 2  cos x
dx
Product between the dependent variable themselves ---- non-linear
 Class Work

It is Ordinary/partial Differential equation of order… and of

degree…,
it is linear / non linear, with independent variable…, and
dependent variable….
 Solution of
Differential Equations

22
 Solution of Differential Equations
If any relation between dependent and
independent variables is determined from the given
differential equation which satisfies the given
differential equation then this relation is called its
solution.
Example :
dy
 2 x.......... 1
dx
Integrating equation (1) with respect to x
y = x2+ c
Where c is an arbitrary constraint
Hence the solution of equation (1) is
y = x 2+ c 23
 Types of Solution of DEs

i. General or complete solution

ii. Particular Solution

24
 i. General or Complete solution
The solution of differential equations of n-th order
contains n arbitrary constants, which satisfies
the given differential equation is called its general or
complete solution.
d2y dy
Example :  5  6 y  0..........1
dx2 dx
Solution of equation (1) ,
y  c e2 x  c e3x ........  2 
1 2
Where C1 and C2 are arbitrary constants.
Since equation (1) is satisfied by (2) and the solution
(2) has two arbitrary constants
So (2) is called the general or complete solution of (1).
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 ii. Particular Solution
In a particular case or condition, a solution is obtained
for the definite values to the arbitrary constants of
general solution is called a particular solution.
Find the particular solution of
d2y dy
5  6 y  0 when y (0)  1 and y / (0)  0
dx 2 dx
Solution of equation (1) ,
y  c e2 x  c e3x ........ 2 
1 2
Where c1 and c2 are arbitrary constants.
If in a particular case or condition c 1 = 3 and c2= -2
Then the particular solution of (1) , y = 3e 2x - 2e3x
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 Formation
of
Differential Equations

27
 Formation of differential Equations
Example:
Find the differential equation from a straight line
y = mx
Solution:
Given equation, y = mx … … (1)
Differentiating both sides of (1) w. r. to x
dy
 m ... ....  2 
dx
From (2) putting the value of in (1) we get
dy
yx
dx
This is the required differential equation.
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Example: Form a differential equation from the relation
y =A cosx + B sinx
Solution:
Given equation is y =A cosx + B sinx … … (1)
Differentiating this w. r. to x we get
dy
  A sin x  B cos x
dx
Again differentiating this w. r. to x we get
d2y
  A cos x  B sin x
dx 2
d2y
  A cos x  B sin x 
dx 2
d2y
  y by 1
dx 2

d2y
  y0
dx 2
This is the required differential equation 29
Example: From a differential equation for a cardioide,
r = a(1 + cos )
Solution:
Given equation is r = a(1 + cos ) … … (1)
Differentiating this w. r. to  we get
dr
 a sin 
d
1 dr
a .
sin  d
Now putting the value of ‘a’ in (1) we get
1
r 1  cos  dr
sin  d
dr
 r sin   1  cos 
d
dr
 r sin   1  cos   0
d
This is the required differential equation

30
 Family of Curves

An n-parameter family of curves is a set of

relations of the form
{(x , y): f(x,y,c1,c2,…, cn) = 0 }
Where ‘f’ is a real valued function of x,y, c 1,c2,…,cn
and each ci (I = 1,2, …,n) ranges over an interval of
real values
 Example of Family of Curves
The set of circles defined by
x2 + y 2 = c
is one parameter family if c takes all non-negative
real values.

x2 + y 2 = 4
x2 + y 2 = 9
x2 + y2 = 16

x2 + y2 = 25
 Example of Family of Curves
The set of circles, defined by
(x-c1)2 + (y-c2)2 = c3
is a three parameter family if c1,c2 takes all real
values and c3 takes all non-negative real values. Let
c1 = 2, C2 = 3 & C3 = 4,9,16,25,… …
(x-2)2 + (y-3)2 = 4
(x-2)2 + (y-3)2 = 9
(x-2)2 + (y-3)2 = 16
(x-2)2 + (y-3)2 = 25
Find the DE of the family of curves y = Ae 2x + B e-2x ,
for different values of A and B.

Solution:
Given, the DE
y = Ae2x + B e-2x … (1)
Differentiating (1) With respect to x, we get
y/ = 2Ae2x - 2Be-2x … (2)
Again, Differentiating (2) With respect to x, we get
y// = 4Ae2x + 4Be-2x
= 4 (Ae2x + Be-2x)
y// = 4y… (3) [∵y = Ae2x + B e-2x]
Thus the two arbitrary constants A and B have been
eliminated and equation (3) is the desired DE of the
family of curves given by eqn (1).
Find the DE of the family of curves
y = ex (A cosx + B sinx),
where A and B re arbitrary constant.
Solution:
Given, The DE is
y = ex (A cosx + B sinx) … (1)
Differentiating (1) With respect to x, we get
y/ = ex ( - A sinx + B cosx) + ex (A cosx + B sinx)
= ex ( - A sinx + B cosx) + y… (2) [by eq n (1)]
Again, Differentiating (2) With respect to x, we get
y// = ex ( - A cosx – B sinx) + ex ( - A sinx + B cosx) + y/
= - ex (A cosx + B sinx) + ex (-A sinx + B cosx) + y/
y// = -y + y/ - y + y/ [By eqn (1)and (2)]
y// - 2y/ + 2y = 0
Which is the desired DE of the family of curves.
 Why do you study differential
equations?

Many descriptions of natural phenomena are

relationships (equations) involving the rates at which
things happen (derivatives).
 Applications
1. Newton’s Law of Cooling:
(Heat Transfer and Energy Balance)
dT
  T  Ts 
dt
where
dT
dt
is rate of cooling of the liquid,
T – Ts is temperature difference between the liquid ‘T’
and its surrounding Ts

37
 Applications

Free falling stone:

d 2s
2
 g
dt
where s is distance or height and
g is acceleration due to
gravity.

38
 Applications

Spring vertical displacement

d2y
m 2  ky
dt
where
y is displacement,
m is mass and
k is spring constant

39
 Applications

RLC – Circuit, Kirchoff ’s Second Law

d 2q dq 1
L 2 R  qE
dt dt c
Where,
q is charge on capacitor,
L is inductance
c is capacitance
R is resistance and
E is voltage

40
Some other examples of fields using DEs

— Solid mechanics & motion

— Heat transfer & energy balances
— Vibrational dynamics & seismology
— Aerodynamics & fluid dynamics
— Growth and Decay
— Electronics & circuit design
— Population dynamics & biological systems
— Climatology and environmental analysis
— Options trading & economics
 Home Work:
Book – Ordinary and Partial Differential
Equations (Revised Edition)
By
M. D. Raisinghania

Example: 1 to 7 (Page: 3-5)

Exercise: 1(a,d), 2,5,6,7,8 (Page: 5-6)