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Differential Equations 01

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34 views11 pages

Differential Equations 01

About of mathematics

Uploaded by

mdmoktadirrahmannizum
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Course Title: Differential Equations

Course Code: Math 401

Imran Hassan
Senior Lecturer in Mathematics
Department of Basic Science
World University of Bangladesh
Basic concept of Differential Equation
Differential Equation
An equation involving derivatives or differentials of one or more dependent
variables with respect to one or more independent variables is called a Differential
Equation.
𝑑𝑢 𝑑𝑣
Example: + = 𝑠𝑖𝑛𝑥 and 𝑑𝑦 = (𝑥 + 𝑠𝑖𝑛𝑥)𝑑𝑥
𝑑𝑥 𝑑𝑦

Ordinary Differential Equation


A differential equation involving ordinary derivatives of one or more dependent
variables with respect to a single independent variable is called an Ordinary
Differential Equation.
𝑑𝑦 𝑑2 𝑦 𝑑𝑦
Example: + 10𝑦 = 𝑒𝑥 and + + 8𝑦 = 0
𝑑𝑥 𝑑𝑥 2 𝑑𝑥
Basic concept of Differential Equation
Partial Differential Equation
A differential equation involving partial derivatives of one or more dependent variables with
respect to more than one independent variable is called a Partial Differential Equation.
2
𝜕2 𝑢 𝜕2 𝑢 𝜕2 𝑢 𝜕2 𝑣 𝜕3 𝑣
Example: + + = 0 and =𝑘
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑧 2 𝜕𝑡 2 𝜕𝑥 3

Order of a differential equation


The order of the highest order derivative involved in a differential equation is called the order
of a differential equation.

Degree of a differential equation


The degree of the highest order derivative involved in a differential equation is called the
degree of a differential equation.
Basic concept of Differential Equation

Example of Order and Degree of a differential Equation:

Differential Equation Order Degree

𝑑5 𝑦 𝑑2 𝑦 𝑑𝑦
+ 3 2 − = 𝑡𝑎𝑛𝑥 5 1
𝑑𝑥 5 𝑑𝑥 𝑑𝑥
3
𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦
+ 6 2 − 4 = 𝑐𝑜𝑠6𝑥 3 3
𝑑𝑥 3 𝑑𝑥 𝑑𝑥
4
𝑑2 𝑦 𝑑4 𝑦 𝑑𝑦
+ 6 4 − 2 = 𝑠𝑒𝑐6𝑥 4 1
𝑑𝑥 2 𝑑𝑥 𝑑𝑥
Basic concept of Differential Equation
Linear Differential Equation
A differential equation is called linear if
❖ Every dependent variable and every derivative involved occurs in the first degree
only.
❖ No products of dependent variables or derivatives occur.
𝑑2 𝑦 𝑑𝑦 𝑑3 𝑦 2
2
𝑑 𝑦
Example: +3 − 2𝑦 = 0 and 𝑥 3 + 2𝑥 − 𝑦 = 𝑒𝑥
𝑑𝑥 2 𝑑𝑥 𝑑𝑥 𝑑𝑥 2

Non-linear Differential Equation


A differential equation which is not linear is called a non-linear differential equation.
𝑑2 𝑦 𝑑𝑦 𝑑3 𝑦 𝑑𝑦
Example: + 2 + 3𝑦 2 = 0 and +𝑦 + 𝑦 = 𝑒𝑥
𝑑𝑥 2 𝑑𝑥 𝑑𝑥 3 𝑑𝑥
Application of Differential Equations
Differential equations occur in connection with numerous problems in the various
branches of science and engineering. We indicate some applications in the
following list:
❖ The problem of determining the motion of a projectile, rocket, satellite, or
planet.
❖ The problem of determining the charge or current in an electric circuit.
❖ The problem of the conduction of heat in a rod or in a slab.
❖ The problem of the determination of curves that have certain geometrical
properties.
❖ The study of the reactions of chemicals.
❖ The study of the rate of decomposition of a radioactive substance or the rate of
growth of a population.
Formation of Ordinary Differential Equation
Question 1: Eliminate the arbitrary constant 𝑐1 and 𝑐2 from the relation 𝑦 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 −3𝑥 .
Solution: Given that, 𝑦 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 −3𝑥 … … … (𝑖)
Since there are two constants, we have to differentiate equation (𝑖) successively two times.
Differentiating with respect to 𝑥, we get
𝑑𝑦
= −𝑐1 𝑒 −𝑥 − 3𝑐2 𝑒 −3𝑥 … … … (𝑖𝑖)
𝑑𝑥
Again differentiating with respect to 𝑥, we get
𝑑2 𝑦
2
= 𝑐1 𝑒 −𝑥 + 9𝑐2 𝑒 −3𝑥 … … … (𝑖𝑖𝑖)
𝑑𝑥
Now eliminating 𝑐1 and 𝑐2 from 𝑖 , 𝑖𝑖 and (𝑖𝑖𝑖)
𝑑𝑦
𝑖 + 𝑖𝑖 ⇒ 𝑦+ = −2𝑐2 𝑒 −3𝑥 … … … (𝑖𝑣)
𝑑𝑥
𝑑𝑦 𝑑2 𝑦
𝑖𝑖 + 𝑖𝑖𝑖 ⇒ + 2 = 6𝑐2 𝑒 −3𝑥 … … … (𝑣)
𝑑𝑥 𝑑𝑥
𝑑2 𝑦 𝑑𝑦
3 × 𝑖𝑣 + 𝑣 ⇒ + 4 + 3𝑦 = 0
𝑑𝑥 2 𝑑𝑥
which is the required differential equation. (Ans.)
Formation of Ordinary Differential Equation
Question 2: Find the differential equation of the family of curves 𝑦 = 𝑒 𝑥 𝐴 cos 𝑥 + 𝐵 sin 𝑥 , where
𝐴 and 𝐵 are arbitrary constants.
Solution: Given that, 𝑦 = 𝑒 𝑥 𝐴 cos 𝑥 + 𝐵 sin 𝑥 … … … 𝑖

Now, differentiating equation (𝑖) successively two times with respect to 𝑥, we get
𝑑𝑦
= 𝑒 𝑥 −𝐴 sin 𝑥 + 𝐵 cos 𝑥 + 𝑒 𝑥 𝐴 cos 𝑥 + 𝐵 sin 𝑥
𝑑𝑥
= 𝑒 𝑥 −𝐴 sin 𝑥 + 𝐵 cos 𝑥 + 𝑦 … … … 𝑖𝑖 [From (𝑖)]
Again,
𝑑2𝑦 𝑥 𝐴 cos 𝑥 + 𝐵 sin 𝑥 + 𝑒 𝑥 −𝐴 sin 𝑥 + 𝐵 cos 𝑥 +
𝑑𝑦
= −𝑒
𝑑𝑥 2 𝑑𝑥
𝑑𝑦 𝑑𝑦
= −𝑦 + −𝑦 + [From (𝑖𝑖)]
𝑑𝑥 𝑑𝑥
𝑑2𝑦 𝑑𝑦
⇒ − 2 + 2𝑦 = 0
𝑑𝑥 2 𝑑𝑥
which is the required differential equation. (Ans.)
Formation of Ordinary Differential Equation
Question 3: Find the differential equation whose solution is 𝑦 = 𝑎 + 𝑏 ln 𝑥 + 𝑐 ln 𝑥 2 + 3𝑥 2 .
2
Solution: Given that, 𝑦 = 𝑎 + 𝑏 ln 𝑥 + 𝑐 ln 𝑥 + 3𝑥 2 … … … (𝑖)
Differentiating (𝑖) w.r.t 𝑥, we get
𝑑𝑦 𝑏 ln 𝑥
= + 2𝑐 + 6𝑥
𝑑𝑥 𝑥 𝑥
𝑑𝑦
⇒ 𝑥 = 𝑏 + 2𝑐 ln 𝑥 + 6𝑥 2 … … … (𝑖𝑖)
𝑑𝑥
Differentiating (𝑖𝑖) again w.r.t 𝑥, we get
𝑑 2 𝑦 𝑑𝑦 2𝑐
𝑥 2+ = + 12𝑥
𝑑𝑥 𝑑𝑥 𝑥
2
𝑑2𝑦 𝑑𝑦 2 … … … (𝑖𝑖𝑖)
⇒ 𝑥 + 𝑥 = 2𝑐 + 12𝑥
𝑑𝑥 2 𝑑𝑥
Differentiating (𝑖𝑖𝑖) again w.r.t 𝑥, we get
2
𝑑3𝑦 𝑑2𝑦 𝑑 2 𝑦 𝑑𝑦
𝑥 + 2𝑥 2 + 𝑥 2 + = 24𝑥
𝑑𝑥 3 𝑑𝑥 𝑑𝑥 𝑑𝑥
2
𝑑3𝑦 𝑑 2 𝑦 𝑑𝑦
⇒ 𝑥 + 3𝑥 2 + − 24𝑥 = 0
𝑑𝑥 3 𝑑𝑥 𝑑𝑥
which is the required differential equation. (Ans.)
Methods of Solving Differential Equations of the First
Order and First Degree
❖ Separable Differential Equations (Variables Separable Equation)

❖ Equations Reducible to Separable Form

❖ Homogeneous Differential Equations

❖ Exact Differential Equations

❖ Linear Differential Equations

❖ Bernoulli’s Equations
Thank You

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