22self Theory-Differential Equtions

You might also like

Download as pdf or txt
Download as pdf or txt
You are on page 1of 3

STUDYPIVOT.

COM

dy
DIFFERENTIAL EQUATIONS (i) Differential equations of the form = f (ax + by + c) can
dx
An equation involving independent variable x, dependent be reduced to variable separable form by the substitution ax + by
dy d 2 y + c = Z.
variable y and the differential coefficients , ,........ is called
dx dx 2 dy dZ  dZ 1 dZ
 a+b = ;  − a  = f (Z)  = a + bf (Z ) .
differential equation. dx dx  dx  b dx
dy dy This is variable separable form.
Examples : (i) = 1+ x + y (ii) + xy = cot x
dx dx (ii) Differential equation of the form
dy ax + by + c a b
 d4y 
3
2 2 = , where = = K (say)
(iii)   − 4 dy + 4 y = 5 cos 3 x (iv) x 2 d y + 1 +  dy  = 0 dx Ax + By + C A B
 dx 4  dx dx 2  dx 
  dy K( Ax + By) + c
 =
(1) Order of a differential equation : The order of a dx Ax + By + C
differential equation is the order of the highest derivative occurring dy dZ
in the differential equation. For example, the order of above Put Ax + By = Z  A + B =
dx dx
differential equations are 1,1,4 and 2 respectively.
 dZ  1 KZ + c dZ KZ + c
The order of a differential equation is a positive integer. To   − A =  = A+B
determine the order of a differential equation, it is not needed to  dx  B Z + C dx Z+C
make the equation free from radicals. This is variable separable form and can be solved.
(2) Degree of a differential equation : The degree of a Homogeneous differential equation
differential equation is the degree of the highest order derivative,
when differential coefficients are made free from radicals and (1) Homogeneous differential equation : A function
fractions. The degree of above differential equations are 1, 1, 3 f(x,y) is called a homogeneous function of degree n if f (x, y ) =
and 2 respectively.
n f (x, y) .
Formation of differential equation For example, f (x, y) = x 2 − y 2 + 3xy is a homogeneous
Formulating a differential equation from a given equation function of degree 2. A homogenous function f (x, y) of degree n
representing a family of curves means finding a differential y x
equation whose solution is the given equation. The equation so can always be written as f ( x, y) = x n f   or f ( x, y) = y n f   . If a
obtained is the differential equation of order n for the family of
x
  y
given curves. first-order first-degree differential equation is expressible in the
dy f ( x, y)
Algorithm for formation of differential equations form = where f(x, y) and g(x, y) are homogeneous
dx g( x, y)
Step (i) : Write the given equation involving independent
functions of the same degree, then it is called a homogeneous
variable x (say), dependent variable y (say) and the arbitrary
differential equation. Such type of equations can be reduced to
constants.
variable separable form by the substitution y = vx . The given
Step (ii) : Obtain the number of arbitrary constants in step
(i). Let there be n arbitrary constants. dy x n f (y / x) f (y / x)
differential equation can be written as = =
Step (iii) : Differentiate the relation in step (i) n times with dx x n g(y / x) g(y / x)
respect to x. y dy dv
= F   . If y = vx , then =v+ x . Substituting the value of
Step (iv) : Eliminate arbitrary constants with the help of n x
  dx dx
equations involving differential coefficients obtained in step (iii)
dy y dv dv dx
and an equation in step (i). The equation so obtained is the desired = F   , we get v + x = F (v)  = .
differential equation. dx x
  dx F (v ) − v x
1 dx
Variable separable type differential equation On integration,  F(v) − v dv = 
x
+ c where c is an
(1) Equations in variable separable form : If the arbitrary constant of integration. After integration, v will be
differential equation of the form f1(x)dx = f2(y)dy .....(i) y
replaced by in complete solution.
where f1 and f2 being functions of x and y only. Then we x
say that the variables are separable in the differential equation. (2) Equation reducible to homogeneous form : A first
Thus, integrating both sides of (i), we get its solution as order, first degree differential equation of the form

 f1( x)dx =  f2 (y)dy + c , where c is an arbitrary constant. dy a1 x + b1y + c1


=
dx a2 x + b2y + c 2
a
, where 1  1
a2 b2
b
.....(i)
There is no need of introducing arbitrary constants to both
sides as they can be combined together to give just one. This is non-homogeneous.
(2) Equations reducible to variable separable form It can be reduced to homogeneous form by certain
substitutions. Put x = X + h, y = Y + k .
STUDYPIVOT.COM

Where h and k are constants, which are to be determined.  x 2  2 xy 2 dx − 2 x 2 ydy


(vii) d 2  =
Exact differential equation y  y4

 y 2  2 x 2ydy − 2 xy 2dx
(1) Exact differential equation : If M and N are functions (viii) d  2  =
of x and y, the equation Mdx + Ndy = 0 is called exact when x  x4
there exists a function f(x, y) of x and y such that
 x  ydx − xdy  y  xdy − ydx
f f (ix) d  tan −1  = (x) d tan −1  =
d[f(x, y)] = Mdx + Ndy i.e., dx + dy = Mdx + Ndy  y  x 2 + y2  x x 2 + y2
x y
f xdy + ydx   x   ydx − xdy
where = Partial derivative of f(x, y) with respect to x (xi) d[ln(xy)] = (xii) d ln   =
x xy   y  xy
f 1  xdx + ydy
(keeping y constant) . = Partial derivative of f(x, y) with respect (xiii) d  ln(x 2 + y 2 ) =
y x 2 + y2
2 
to y (treating x as constant)
The necessary and sufficient condition for the differential   y  xdy − ydx  1  xdy + ydx
(xiv) d ln  = (xv) d  −  =
M N   x  xy  xy  x 2y 2
condition Mdx + Ndy = 0 to be exact is = .
y x  ex  ye x dx − e x dy  ey  xe y dy − e y dx
An exact differential equation can always be derived from its (xvi) d  =
 (xvii) d =

 y  y2  x  x2
general solution directly by differentiation without any subsequent
multiplication, elimination etc. (xviii) d(xmyn ) = xm−1yn−1(mydx + nxdy)
(2) Integrating factor : If an equation of the form Mdx + xdx + y dy
Ndy = 0 is not exact, it can always be made exact by multiplying (xix) d  x 2 + y 2  =
  x 2 + y2
by some function of x and y. Such a multiplier is called an
integrating factor. 1 x + y  x dy − y dx
(xx) d  log =
(3) Working rule for solving an exact differential
2 x − y  x 2 − y2
equation :
Step (i) : Compare the given equation with Mdx + Ndy = 0 d[ f ( x, y)]1−n f ( x, y)
(xxi) =
M N M N 1−n ( f ( x, y))n
and find out M and N. Then find out and . If = ,
y x y x
the given equation is exact. Linear differential equation
Step (ii) : Integrate M with respect to x treating y as a (1) Linear and non-linear differential equations : A
constant. differential equation is a linear differential equation if it is
Step (iii) : Integrate N with respect to y treating x as constant d ny d n−1y d n− 2y
expressible in the form Po n + P1 n−1 + P2 n− 2 + ... +
and omit those terms which have been already obtained by dx dx dx
integrating M. dy
Step (iv) : On adding the terms obtained in steps (ii) and (iii) Pn −1 + Pny = Q , where P0 , P1, P2, ..., Pn−1, Pn and Q are either
dx
and equating to an arbitrary constant, we get the required solution. constants or functions of independent variable x .
In other words, solution of an exact differential equation is Thus, if a differential equation when expressed in the form of
a polynomial involves the derivatives and dependent variable in
 Mdx +  Ndy =c
the first power and there are no product of these, and also the
Regarding y Only those terms
as constant not containing x coefficient of the various terms are either constants or functions of
the independent variable, then it is said to be linear differential
Solution by inspection equation. Otherwise, it is a non linear differential equation.
It follows from the above definition that a differential equation
If we can write the differential equation in the form will be non-linear differential equation if (i) its degree is more than
f ( f1(x, y))d( f1(x, y)) + ( f2(x, y))d( f2(x, y)) + ...... = 0 , then each term one (ii) any of the differential coefficient has exponent more than
can be easily integrated separately. For this the following results one. (iii) exponent of the dependent variable is more than one.
must be memorized. (iv) products containing dependent variable and its differential
(i) d(x + y) = dx + dy (ii) d(xy) = xdy + ydx coefficients are present.
 x  ydx − xdy (2) Linear differential equation of first order : The
 y  xdy − ydx
(iii) d  = (iv) d  = general form of a linear differential equation of first order is
y y2 x x2
dy
+ Py = Q .....(i)
 x 2  2 xydx − x 2dy  y 2  2 xydy − y 2dx dx
(v) d  =
 (vi) d  =
 y  y2  x  x2 Where P and Q are functions of x (or constants)

Multiplying both sides of (i) by e 


Pdx
, we get
STUDYPIVOT.COM

d   Pdx  Some important fields of application are ;


e + Py  = Q e   Pdx
Pdx dy  Pdx 
  y e  = Qe (i) Rate of change (ii) Geometrical problems etc.
 dx  dx 
 

On integrating both sides w. r. t. x, we get ; Miscellaneous differential equation
y e = Q e
Pdx Pdx
 +c .....(ii) A special type of second order differential equation :

which is the required solution, where c is the constant of d 2y


= f ( x) .....(i)
dx 2
e
Pdx
integration. is called the integrating factor. The solution (ii)
d  dy 

in short may also be written as y.(I .F .) = Q.(I .F .) dx + c Equation (i) may be re-written as   = f (x)
dx  dx 
dx  dy 
(3) Linear differential equations of the form + Rx = S .  d  = f ( x)dx
dy
 dx 
Sometimes a linear differential equation can be put in the form
dy dy
dx
dy
+ Rx = S where R and S are functions of y or constants. Note Integrating,
dx
=  f ( x)dx + c1 i.e.
dx
= F ( x) + c1 .....(ii)

that y is independent variable and x is a dependent variable.


(4) Equations reducible to linear form (Bernoulli's
Where F (x) =  f ( x)dx + c1dx

differential equation) : The differential equation of type From (ii), dy = f (x)dx + c1dx
dy
+ Py = Qyn .....(i)
dx
Where P and Q are constants or functions of x alone and n is
Integrating, y =  F ( x)dx + c1 x + c 2

a constant other than zero or unity, can be reduced to the linear form  y = H(x) + c1 x + c2
by dividing by yn and then putting y−n+1 = v , as explained below.
dy
where H ( x) =  F ( x)dx c1 and c 2 are arbitrary constants.
Dividing both sides of (i) by yn , we get y − n + Py − n +1 = Q
dx
dy dv
Putting y−n+1 = v so that (−n + 1)y −n = , we get
dx dx
1 dv dv
+ Pv = Q  + (1 − n)Pv = (1 − n)Q which is a linear
− n + 1 dx dx
differential equation.
Note : If n = 1 , then we find that the variables in equation (i)
are separable and it can be easily integrated by the method
discussed in variable separable from.
(5) Differential equation of the form :
dy
+ P (y) = Q (y) , where P and Q are functions of x alone
dx
or constants.
1 dy  (y)
Dividing by (y), we get + P=Q
 (y) dx  (y)

 (y) d   (y)  dv
Now put = v , so that  =
 (y) dx  (y)  dx

dv 1 dy
or = k , where k is constant
dx  (y) dx
dv
We get + kP v = kQ
dx
Which is linear differential equation.

Application of differential equation


Differential equation is applied in various practical fields of
life. It is used to define various physical laws and quantities. It is
widely used in physics, chemistry, engineering etc.

You might also like