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Differential Equation NoTes
Differential Equation NoTes
Punjab, Pakistan
2
Preface
3
In nature, many processess are characterized in terms of derivatives and dif-
ferentials. The mathematical equations containing these derivatives and dier-
entials are called Dierenitial Equations (DEQ's). There are some methods
to solves these equations so that you can nd the original function. Dierential
equations have many applications in engineering, physics, economics, medicines
and in many other discipline.There are two main types of dierential equations
as followed:
For example:
dy
1.
dx = 2x +c
+ cy = 0.
2
d y
2.
dx2
where c is a constant.
For example:
σ2 u σ2 u
1.
σx2 + σy2 =0
σ2 y 2
2.
σt2 = α2 σσxy2
4
DEQ'S Degree Order
3
2 2
d y
dx3 + 5 ddxy2 + ex = x 2 3
3
2
y1 ddxy3 + 5 dy dx + x = x 3 3
3 1
x1 ddxy3 + 5 dydx + x = e
x
1 3
2 ODE's are classied according to their order and they are further classied
according to their method of solution as following:
Part I
1st Order DEQ's
1 Variable Separable
If DEQ is of the type:
f (x)dx + f (y)dy = 0
ˆ ˆ
f (x)dx + f (y)dy = c
2 In these notes, solutions to ODE0 s are explained with the help of examples.
5
Example: Solve
dy
= x y2 + 1
(x + 1)
dx
⇒ y2dy
+1 =
xdx
(x+1)
´ dy
´ xdx
⇒ y2 +1 = (x+1)
´ dy
´ x+1−1 ´ 1
y2 +1 = x+1 dx = 1− x+1 dx
tan−1 y = x − ln(x + 1) + c
2 Homogeneous DEQ's
Such DEQ's in which each term has the same degree are called
Homogeneous DEQ's.
Consider
dy f (x, y)
=
dx g (x, y)
dy dV
= V+x
dx dx
and simplify!
6
Example: Solve
x2 + y2 dx + 2xydy = 0
(x2 +y2 )
⇒ dy
dx = − 2xy
(1+3V2 )
⇒x dV
dx = − 2V
2VdV dx
⇒ 1+3V 2 = − x
´ 2VdV
´ dx
⇒ 1+3V2 =− x
31
⇒ 1 + 3V2 x=c
y
Putting V= x , we get;
31
3y2
⇒ 1+ 2 x=c
x
As,
dy f (x, y)
=
dx g (x, y)
Now, it becomes of the type followed as:
(a1 x + b1 y + c1 ) + (a2 x + b2 y + c2 ) = 0
7
Consider
l1 : (a1 x + b1 y + c1 )
l2 :(a2 x + b2 y + c2 )
(l1 ⊥ l2)
if if(l1 || l2)
a1
6= b1
a2
b2
a1
=b
a2 b2
1
2.1.1 if (l1⊥l2)
Example:
(−x + y − 3) dy + (x + y + 1) dx = 0
(x+y+1)
⇒ dy
dx = − (−x+y−3)
a1 b1
As,
a2 6= b2 . Therefore,
dY (X+h+Y+k+1) (X+h+Y+k+1)
dX = − (−X−h+Y+k−3) = (X−Y+h−k+3)
h + k + 1 = 0;
h − k + 3 = 0;
⇒h = −2 and k = 1
⇒ dY X+Y
dX = X−Y
⇒V + X dV
dX =
1+V
1−V
1+V2
⇒X dV
dX = 1−V
⇒ dV(1−V)
(1+V2 ) =
dX
X
8
Integrating both sides;
´ dV(1−V) ´ dX
⇒ (1+V2 ) = X
q
2
⇒tan−1 YX − ln 1+ Y
X2 = lnX + lnc
s
2
y−1 (y − 1)
⇒ tan−1 − ln 1+ 2 = ln (x + 2) + c
x+2 (x + 2)
(2x + y + 1) dx + (4x + 2y − 1) dy =0
Put z = 2x + y
dz = 2dx + dy
⇒ dy = dz − 2dx
Thus,
⇒(2z − 1) dz = − (3z − 3) dx
dx (2z−1)
⇒ dz = − 3(z−1)
´ ´ (2z−1)
⇒3 dx = − (z−1) dz
⇒ 3x = zln (1 − z) − ln (1 − z) + lnc
⇒ 3x = (z − 1) ln (1 − z) + lnc
Put z = 2x + y, we get;
3x = (2x + y − 1) ln (1 − 2x − y) + lnc
9
3 Linear DEQ's
A DEQ of the form:
dy
+ p(x)y1 = Q(x)
dx
or
dx
+ p(y)x1 = Q(y)
dy
How to Solve it! First of all, we 'll nd the (I.F.)Integrating factor.Then,
multiply your equation by (I.F.). The L.H.S. of the equation becomes the deriva-
tive of the product.And the last one is to take the integral on bothe sides and
simplify your expression.
Example:
dy
+ y =ex
dx
Here we have;
´ ´
p(x)dx 1.dx
p(x) = 1 and I.F. =e =e =ex
ex dy x x x
dx + e y = e .e
d
dx (ex .y) =e2x
´ ´ 2x
d (ex .y) = e2x dx⇒ex .y = e2 + c
Hence,
ex
y= + ce−x
2
10
3.1 Reduction to Linear DEQ's
dy
+ p(x)y = Q(x)yn
dx
where nR
y−n dy
dx + p(x).y
(1−n)
= Q(x)
Put
V = y(1−n)
We get;
−n dy
⇒ dV
dx = (1 − n)y dx
1 dV
⇒ (1−n) . dx + p(x).V = Q(x)
dV
⇒ dx + (1 − n)p(x)V = Q(x)(1 − n)
Example:
dy
+ y = xy3
dx
⇒y−3 dy
dx +y
−2
=x
Put
V = y−2
⇒ dV
dx = −2y−3 dy
dx
Then,
11
− 12 . dV
dx + V = x ⇒
dV
dx − 2V = −2x
Here we have;
´
p(x) = −2 and I.F. =e− 2dx
=e−2x
⇒ e−2x . dV
dx − 2V.e
−2x
= −2x.e−2x
−2x
⇒ d
dx (e .V) = −2x.e−2x
´ −2x
´
⇒ d
dx (e .V) = − 2x.e−2x
´
⇒e−2x .V = −2 xe−2x dx = −2 − 12 xe−2x − 41 e−2x + c
−2x
⇒ e−2x .V = xe−2x + e 2 + c
V = x + 12 + ce2x
1 1
= x+ + ce2x
y2 2
4 Exact DEQ's
A DEQ is of the form:
σM σN
σy = σx .
How to solve!
´
M(x, y)dx + (TermsInN(x, y)FreeOfx) = 0
12
Example:
(x + y)dx + (x − y)dy = 0
Here we have;
As,
σM σN
My = σy =1 and Nx = σx =1
My =Nx
´ ´
⇒ (x + y) dx + (−y) dy = 0
Hence,
x2 y2
+ xy − =c
2 2
Example: If
My 6= Nx
My = −1 and Nx = 1
⇒ My 6= Nx
´
My −Nx p(x)dx
N = p(x) ⇒ I.F.=e
My −Nx −1−1
p(x) = N = x = − x2
Here we have;
13
´ ´ 1 −2
I.F. = e p(x)dx
= e−2 x dx =e−2lnx =elnx = x12
Then, multiplying both sides, we get;
(x3 −y) dy
´ ´
x− xy2 dx + dy
x2 dx+ x2 =0⇒ x =c
´ ´
⇒ x − xy2 dx + dy = c..............3
Hence,
x2 y
+ +y =c
2 x
Part II
2nd Order DEQ's
2nd Order DEQ's are the most important one because many phenomenon in
the nature and many physical systems are characterized by such equations. We
'll gradually dive in and will solve such equations with the help of marvellous
techniques.
dn y dn−1 y dy
ao n
+a1 n−1 + .....+an−1 +an y = 0
dx dx dx
3 We ´ ´ dy
'll consider only dy instead of because we want
´ x
(T ermsInN(x, y)F reeOf x)dy.
4
14
For n = 2, we get;
2
ao ddxy2 + a1 dy
dx + a2 y = 0
2
⇒ ddxy2 + a1 dy
ao dx + a2
ao y =0
Let
d a1 a2
dx = D ⇒D2 y + ao Dy + ao y =0
a1 a2
⇒ y D2 + ao D + ao = 0 ⇒ f (D)y = 0
a1 a2
⇒ D2 + D+ =0
ao ao
.
Then we 'll nd the roots of the above equation. These roots correspond to
r1 and r2 .
It is known as Auxiliary or Characteristic equation. There are dierent
types of roots, depending upon their nature. Let r1 and r2 be the roots of
the above equation. yc denotes the solution to homogeneous equation which is
normally called ComplementarySolution.
y=yc +yp
15
yc ⇒5 Complementary Solution/ Transient Response/ Zero-Input Response
or Natural Response of the system which you have modelled.
eαx
2. Particular Solution: yp =
f (D) ; Replace D by α and solve. If f (D)
becomes 0. Then multiply the numerator with x and dierentiate the
denominator w.r.t D. Apply the rule again and so on.
Example:
d2 y dy
2
−5 + 6y = ex
dx dx
f (x) = 0
2
⇒ ddxy2 − 5 dy
dx + 6y = 0
16
Put
d
dx = D⇒ D2 y − 5Dy + 6y = 0⇒ (D2 − 5D + 6)y = 0
⇒ f (D)y = 0
Either
f (D) = 0 or y = 0
So, we take;f (D) = 0.
⇒D2 − 5D + 6 = 0
We get;
D = 3, 2
i.e. r1 = 3 and r 2 = 2.
∴ yc =Ae3x + Be2x
ex ex
⇒ yp = 12 −5(1)+6 = 2
Then,
y = yc + yp
Since,
ex
∴ y =Ae3x + Be2x +
2
17
If f (x) = xn where n=0 or nZ+
xn n −1
2. Particular Solution: yp = f (D) = x [f (D)] , Then apply the Binomial
Series Expansion , expand it upto n − terms and simplify!
Example:
d2 y dy
2
−2 + y = x2 + 2x − 4
dx dx
There are two parts of solution:
Put
d
dx = D⇒ D2 y − 2Dy + y = 0⇒ (D2 − 2D + 1)y = 0
⇒ f (D)y = 0
Either
f (D) = 0 or y=0
So, we take
f (D) = 0
⇒ D2 − 2D + 1 = 0
2
⇒ (D − 1) = 0
We get;
⇒ D = 1, 1
i.e. r = r1 = r2 = 1
∴ yc = (A + Bx) ex
18
Particular Solution (yp )
f (x)
⇒ yp = f (D)
2
⇒ Dx2 −2D+1
+2x−4
= x2 + 2x − 4 .(1 − D)−2
(−2)(−D) (−2)(−2−1)(−D)2
7
⇒ x2 + 2x − 4 .(1 − D)−2 = x2 + 2x − 4 . 1 +
1! + 2! .................
6D2
⇒ x2 + 2x − 4 . 1 + 2D
1! + 2! =
2
x + 2x − 4 + 2D x + 2x − 4 + 3D2 x2 + 2x − 4
2
Thus,
∴ yp = x2 + 6x + 6
Then,
y = yc + yp = (A + Bx) ex + x2 + 6x + 6
sinαx cosαx 2
2. Particular Solution: yp =
f (D) or f (D) ; Replace D by −α2 . If f (D)
becomes 0, case fails. Then multiply the numerator with x and dieren-
tiate the denominator w.r.t. D. Apply the rule again and so on.
19
Example:
d2 y
+ y = cosx
dx2
There are two parts of solution:
f (x) = 0
d2 y
⇒ dx2 +y =0
Put
d
dx = D⇒ D2 y + y = 0 ⇒ y(D2 + 1) = 0
⇒ f (D)y = 0
Either
f (D) = 0 or y=0
So, we take
f (D) = 0
D2 + 1 = 0 ⇒ D2 = −1 ⇒ D = ±i
β=1
So,
∴ yc = Acosx + Bsinx
20
cosx cosx
⇒ D2 +1 = −1+1 =∞
xcosx xcosx
⇒ 2D = 2D2 .D
xcosx xcosx.D
⇒ 2D2 .D = 2(−12 ) = − x2 D(cosx)
x
∴ yp = sinx
2
Then,
x
y = yc + yp = yc = Acosx + Bsinx + sinx
2
eαx xn
2. Particular Solution: yp = f (D) ; Replace D by (D + α), we get;
αx n αx n
e x e x αx n −1
⇒ f (D) = f (D+α) = e x [f (D + α)] . Apply Binomial Series Ex-
n
pansion , expand it upto n − terms and operate on x !
Example:
d2 y dy
−5 = xe5x
dx2 dx
There are two parts of solutions:
We 'll dierentiate cosx only. If it would be sinx the same thing will be done.
21
Complementary Solution (yc )
2
f (x) = 0 ⇒ ddxy2 − 5 dy
dx = 0
Put
d
dx = D⇒ D2 y − 5Dy = 0 ⇒ y(D2 − 5D) = 0
⇒ f (D)y = 0
Either
f (D) = 0 or y=0
So, we take;
f (D) = 0
⇒ D2 − 5D = 0 ⇒ D(D − 5) = 0
We get;
D = 0, 5
i.e., r1 = 0 and r2 = 5.
∴ yc = A + Be5x
Replace D by (D + α) = (D + 5).
Then,
5x
x x x x
⇒ e5x D2 −5D = e5x (D+5)2 −5(D+5) =e5x D2 +5D =e5x 5D = e5D . x
(1+ D5 ) (1+ D5 )
e5x x e5x D −1
⇒ 5D . (1+ D ) = 5D x 1+ 5
5
22
D −1
As the degree of polynomial x is 1. Then we 'll expand 1+ 5 upto one
term only!
5x
D −1 5x
e5x
⇒ e5D .x 1 + = e5D .x 1 + (−1) D D
5 5 = 5D .x 1− 5
1
´
∵ D = dx
e5x e5x e5x x2 e5x x2 xe5x
x − D x5 = 1 x
⇒ 5D 5D . x− 5 = 5 . 2 − 5 = 10 − 25
e5x x2 xe5x
∴ yp = −
10 25
Then,
e5x x2 xe5x
y = yc + yp = A + Be5x + −
10 25
23
Example:
d2 y dy
+6 + 73y = 80ex cos4x
dx2 dx
There are two parts of solution:
d2 y
f (x) = 0 ⇒ dx2 + 6 dy
dx + 73y = 0
Put
d
dx = D⇒ D2 y + 6Dy + 73y = 0 ⇒ y(D2 + 6D + 73) = 0
⇒ f (D)y = 0
Either
f (D) = 0 or y = 0.
So, we take;
f (D) = 0
⇒ D2 + 6D + 73 = 0
√ √
−6± 255i 255
⇒D= 2 = −3 ± 2 i = α ± iβ
√ √ !
255 255
∴ yc = e−3x Acos( )x + Bsin( )x
2 2
x
80ex cos4x 80ex cos4x
⇒ D80e cos4x
2 +6D+73 = (D+1)2 +6(D+1)+73 = D2 +8D+80
Now, replacing D2 by −β 2 = (−42 ) = −16. We get;
24
Rationalizing by (D − 8), we get;
x
80e cos4x (D−8)x 10ex cos4x(D−8)
⇒ 80e cos4x
8(D+8) = 8(D+8) . (D−8) = D2 −64
Replacing D2 by −β 2 = (−42 ) = −16. We get;
x x x
⇒ 10e cos4x(D−8)
D2 −8 = 10e cos4x(D−8)
−16−64 = 10e cos4x(D−8)
−80 = − 18 ex cos4x(D − 8)
Now, operating on cos4x, we get;
ex
− 18 ex cos4x(D − 8) = − 18 ex [−4sin4x − 8cos4x] = 1
2 sin4x + ex cos4x = ex 2 sin4x + cos4x
1
∴ yp = ex sin4x + cos4x
2
Then,
√ √ !
−3x 255 255 x 1
y = yc + yp =e Acos( )x + Bsin( )x + e sin4x + cos4x
2 2 2
9
Variation of Parameters
There is another method to solve 2nd Order non-homogeneous DEQ0 s.The pro-
cedure to solve such type of DEQ's of the form:
2
ao ddxy2 + a1 dy
dx + a2 y = f (x)
2
f (x)
⇒ ddxy2 + a1 dy a2
ao . dx + ao y= ao
y = u1 v1 + u2 v2
⇒ D2 + a1 D + a2 = 0
25
Let
Example:
d2 y dy
2
+2 − 3y = 6
dx dx
Solution will be of the form:
y = u1 v1 + u2 v2
Solve the associated homogeneous equation and for that we 'll put:
f (x) = 0
d2 y dy
⇒ 2
+2 − 3y = 0
dx dx
Put
d
dx = D⇒ D2 y + 2Dy − 3y = 0⇒ (D2 + 2D − 3)y = 0
⇒ f (D)y = 0
Either
f (D) = 0 or y = 0
So, we take
⇒f (D) = 0
D2 + 2D − 3 = 0⇒ D = −3, 1
i.e., r1 = −3 and r2 = 1
Let
26
Apply:
e−3x
ex
D = = e−2x + 3e−2x = 4e−2x
−3e−3x ex
For v1 :
´ ex 6
´ 3x 3x
v1 = − 4e−2x dx = − 23 e3x dx = − 32 . e3 + c1 = − e2 + c1
For v2 :
´ e−3x 6
´ −x
v2 = 4e−2x dx = 3
2 e−x dx = 32 . e−1 + c2 = − 32 e−x + c2
Then,
3x
y = u1 v1 + u2 v2 = e−3x − e2 + c1 + ex − 32 e−x + c2 = −2 + c1 e−3x + c2 ex
Thus,
∴ y = −2 + c1 e−3x + c2 ex
Part III
Higher Order DEQ's
n n−1
ao ddxyn + a1 ddxn−1y + ....... + an−1 dy
dx + an y = 0
dn y a1 dn−1 y an−1 dy an
⇒ dxn + ao dxn−1 + ....... + ao dx + ao y =0
is
d a1 an−1 an
dx = D ⇒ Dn + a0 D
n−1
+ ....... + ao D + ao y=0
a1 an−1 an
Dn + a0 D
n−1
+ ....... + ao D + ao =0
10 Higher Order non-homogeneous DEQ's can be solved in the same way as we did for the
2nd OrderDEQ0 s but it would be tedious.
11 Higher Order DEQ's are mostly solved with the help of LaplaceTransform.
27
Let r1 , r2 , .......rn be the roots of the above equation. The same technique,
we 'll apply here as in the above cases which have discussed.
Example:
d4 y d3 y d2 y dy
4
−3 3 +3 2 − =0
dx dx dx dx
Put,
d
dx = D ⇒ (D4 − 3D3 + 3D2 − D)y = 0
r1 = 0 and r2 = r3 = r4 = 1
Hence,
y = ya + yb = C1 + C2 + C3 x + C4 x2 ex
Part IV
Applications
Orthogonal Trajactories
In Physics or Geometry, we have to nd a family of curves that intersect a
given family of curves at right angles. Thus, it becomes crucial to nd these
trajactories.
28
Example:
y = cx2
First we 'll nd the tangent to that curve;
d y d
dx x2 = dx (c)
p 2
⇒ y .x x−2xy
4 =0
2y
⇒ yp = x
x21
y12 + = c1
2
Hence, above ellipses are the orthogonal trajactories of parabolas y = cx2 .
29
Growth and Decay problems
Let N(t) be the amount of substance or population either growing / or
decaying. Suppose N(t) is dierentiable. Then, rate of change of N(t)is
directly proportional to the amount present.
d
N(t) ∝ N(t)
dt
Initially means:
⇒ ln2 = 2k ⇒ k = 21 ln2
t
⇒ N(t) = 100e 2 ln2
4 2
⇒N(t) = 100e 2 ln2 =100eln(2) = 100(4) = 400.
30
12 Law of Cooling and Temperature Problems
It states that the time rate of change of temperature is directly proportional
to dierence in ”Body” and ”Surrounding” or ”Ambient” temperature.
d
⇒ T ∝ (T − TS )
dt
where T > TS and TS is constant
d
⇒ dt T = k (T − TS )
dT
⇒ (T−T S)
= kdt
´ dT
´
⇒ (T−TS ) = kdt
⇒ T = TS + cekt
For t = 0, we get;
⇒ To = TS + c ⇒ c = To − TS
where To = InitialTemperature
12 This method is used by detectives who investigate at what time person has been mur-
dered or died.
31
d
⇒ T = k (T − 150)
dt
dT
⇒ (T−150) = kdt
For t = 0, we get;
⇒ To = TS + c
⇒50 = 150 + c ⇒ c = 50 − 150 = −100
⇒ ln (0.5) = −0.0287t
Hence,
⇒ t = 24.75mins
32
Circuit Order Network Equation Circuits
RC 1 dVC
dt + VC
RC = E(t)
RC
RL 1 dI
dt + R
LI = E(t)
L
RLC 2 d2 I
dt2 + R dI
L . dt + I
LC = E0 (t)
L
ODEQ's are widely used in the eld of engineering and mathematics. These
equations do marvellous jobs and keep account of the changes occuring due to
the versatile nature of derivatives and dierentials.
As,
dVC VC E(t)
⇒ + =
dt RC RC
13 RC and RL circuits,1st OrderSystems, are similar in the way they are solved.
14 RLC circuits are 2nd Order Systems i.e. these circuits are modelled as 2nd Order
DEQ0 s which can be solved as described in PART II Non-Homogeneous DEQ's.
33
dVC VC E(t)
⇒ dt + 10.10−1 = 10.10−1
dVC
⇒ dt + VC = 5
Here we have;
´ ´
p(t)dt 1.dt
⇒ p(t) = 1 and I.F. = e =e = et
⇒ et dV t
dt + VC .e = 5e
C t
d
⇒ dt VC .et = 5et
Now, integrating both sides, we get;
´ d
´
⇒ dt VC .et = 5et
t
⇒ VC .et = 5 e1 + c
⇒ VC = 5 + ce−t
Since,
⇒ 0 = 5 + ce−0.t
⇒ c = −5
Thus,
⇒ VC = 5 − 5e−t = 5 1 − e−t
Approximation Techniques
In mathematics, there are some situations where we cannot realize physical
systems. On the other hand, we have some techniques to approximation such
systems.
Power Series
15
Numerical Methods
15 Only Power Series is discussed.
34
Series Solution of DEQ's
Example:
y0 − y = 0................(1)
Here we have;
Let
∞
X
y= am xm
m=0
∞
X ∞
X
⇒ y0 − y = mam xm−1 − am xm = 0
m=1 m=0
35
Equating coecients, we get;
xo ⇒ a1 − ao = 0
x1 ⇒ 2a2 − a1 = 0
x3 ⇒ 3a3 − a2 = 0
x4 ⇒4a4 − a3 = 0
x5 ⇒5a1 −a4 = 0
x2 x3
= ao + ao x + ao + ao + ...... + .........
2! 3!
x2 x3
= ao 1 + x + + + ...... + ......... = ao ex
2! 3!
36
If these techniques are in your hand, you can solve such problems.
And the last thing that i have to say is practise! because this is the
only thing which will lead you from better to the best.
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