Differential Equations
December 8, 2016
Categorised in: 1st Year Maths 2
Order of differential equation
Definition: The order of differential equation is the order of highest derivation that appears in the equation
Degree of differential equation
Definition: It is the degree of highest order differential coefficient or derivative, when differential coefficients are free from fractions
General solution of differential equation
A relation between the dependent and independent variables, which is free from derivatives, which satisfies a given differential equation which contains arbitrary constants equal to the order of the differential equation is called general solution or complete integral.
Particular solution of a differential equation
The solution obtained by assigning particular values to the arbitrary constants in G.S. of a differential equation is called a particular equation or particular integral
Ordinary Differential Equation of First Order and First Degree
Form : M dx + N dy = 0
where, M and N are functions of x and y or constants
Method of solving depends on following types:
Variables Separable Form (V.S.)
Reduce to form: $g(y) dy = f(x) dx$ or ${dy}/{g(y)} = {dx}/{f(x)}$
Solution: Integrate both sides e.g.
$∫g(y) dy = ∫f(x) dx + C$
Differential equations reducible to V.S. form by using substitution
1. Linear Solution
Form: ${dy}/{dx} = f(ax + by + c)$
Substitute: ax + by + c = u
2. Quotient Substitution
(i) Form: ${dy}/{dx} = f({y}/{x})$
Substitute: $y/x = u$
Thus, ${dy}/{dx} = u + x {du}/{dx}$
(ii) Form: ${dx}/{dy} = f ({x}/{y})$
Substitute: $x/y = u$
Thus, ${dx}/{dy} = u + y {du}/{dy}$
Homogeneous Differential Equation
Form: M(x, y) dx + N(x, y) dy = 0 or ${dx}/{dy} = {M(x,y)}/{N(x,y)}$
In this, the degree of M and N functions in x and y, should be same
Strategy: Reduce to V.S. form by changing the dependent variable from y to u by substituting y = ux
Thus, ${dy}/{dx} = u + x {du}/{dx}$
Non-Homogeneous Differential Equation reducible to Homogeneous Form
Form: ${dx}/{dy} = {a_1 x + b_1 y +c_1}/{a_2 x + b_2 y + c_2}$
Case(i): $a_1/a_2 = b_1/b_2$
In this case, the expressions $a_1 x + b_1 y$ and $a_2 x + b_2 y$ will always have a common factor of the form lx + my.
Put lx+my = u, then equation reduces to V.S. form in the variables u, x.
Case(ii): $a_1/a_2 ≠ b_1/b_2 $
Substitution: x = X + h and y = Y + k (h and k are constants)
Thus, ${dY}/{dX} = {a_1 X + b_1 Y + (a_1 h + b_1 k + c_1)}/{a_2 X + b_2 Y + (a_2 h + b_2 k + c_2)}$
Consider, $a_1 h + b_1 k +c_1 = 0$ and $a_2 h + b_2 k + c_2 = 0$ to find h and k
We have, ${dY}/{dX} = {a_1 X + b_1 Y }/{a_2 X + b_2 Y}$
It’s a homogenous equation in X and Y. Put Y = VX, ${dY}/{dX} = V + X {dV}/{dX}$.
Finally equation reduces to V.S. form
Exact Differential Equations
Form: M dx + N dy = du , where u(x,y)
Condition of Exactness
${δM}/{δy} = {δN}/{δx}$
Rules if condition is satisfied:
Rule 1: $∫_{y=constant} M dx + ∫ [\text"Terms of N not containing x"] dy = C$
Rule 2: If N has no term which is free from x, $∫_{y=constant} M dx = C$ is general solution
Rule 3: Sometimes we may write the G.S. by using the following rule:
$∫_{x=constant} N dy + ∫ [\text"Terms of M not containing y"] dx = C$
Remark: Sometimes equation of form ${dx}/{dy} = {a_1 x + b_1 y +c_1}/{a_2 x + b_2 y + c_2}$ becomes exact if $b_1 = – a_2$ i.e.
Solution: $∫_{y=constant} (a_1 x + b_1 y + c_1) dx – ∫ (b_2 y + c_2) dy = C$
Equations reducible to exact form by using integrating factor
I.F. is a multiplying factor by which the equation becomes exact
Rule 1: x M + y N ≠ 0 and then given equation is homogeneous, then
I.F. = ${1}/{x M + y N}$
Rule 2: if x M – y N ≠ 0 and given D.E. has,
Form : $y* f_1 (xy) dx + x*f_2(xy) dy = 0$ then
I.F. = ${1}/{x M – y N}$
Rule 3: If ${{δM}/{δy} – {δN}/{δx}}/{N}$ = f(x) [say] then
I.F. = $e^{∫f(x) dx}$
Rule 4: If ${{δN}/{δx} – {δM}/{δy}}/{M}$ = f(y) [say] then
I.F. = $e^{∫f(y) dy}$
Rule 5: If equation M dx + N dy = 0 can be written as:
$x^a y^b (my dx + nx dy) + x^r y^s (py dx + qx dy) = 0$
where, a, b, m, n, r, s, p, q are constants then
I.F. = $x^h y^k$
Note: h, k can be determined from the following two equations:
nh – mk = (m-n) + (mb-na)
qh – pk = (p-q) + (ps – qr)
Integrating Factors found by inspection
x dy + y dx = d(xy)
${xdy + y dx}/{xy} = d (log(xy))$
${xdy – y dx}/{x^2} = d(y/x)$
${x dy – y dx}/{xy} = d [log(y/x)]$
${x dy – y dx}/{x^2 + y^2} = d[tan^{-1}(y/x)]$
${x dy – y dx}/{x^2 – y^2} = d (1/2 log {x+y}/{x-y})$
${y dx – x dy}/{y^2} = d (x/y)$
${y dx – x dy}/{x^2 + y^2} = d(tan^{-1}(x/y))$
${y dx – x dy}/{xy} = d (log(x/y))$
${x dx + y dy}/{x^2 + y^2} = 1/2 d (log(x^2 + y^2))$
${x dx + y dy}/{√{x^2 + y^2}} = d(√{x^2 + y^2})$
$x dx + y dy = 1/2 d (x^2 + y^2)$
$dx + dy = d(x+y)$
${dx + dy}/{x + y} = d log (x+y)$
$(x+y)^n (dx + dy) = d [{(x+y)^{n+1}}/{n+1}] if n≠ -1$
${x dy + y dx}/{x^2 y^2} = d({-1}/{xy})$
${y 2x dx – x^2 dy}/{y^2} = d ({x^2}/{y})$
${x 2y dy – y^2 dx}/{x^2} = d ({y^2}/{x})$
${2x^2 y dy – 2 y^2 x dx}/{x^4} = d (y^2 / x^2)$
${2xy^2 dx – 2 yx^2 dy}/{y^4} = d(x^2/y^2)$
${y e^x dx – e^x dy}/{y^2} = d({e^x}/{y})$
Linear Differential Equations of the First Order
Form: ${dy}/{dx} + Py = Q$ where, P & Q are functions of ‘x’ or constants
Method of Solution
I.F. = $e^{∫P dx}$
G.S. = $y e ^{∫P dx} = ∫ Q . e^{∫P dx} dx + C$
Similarly, ${dx}/{dy} + P x = Q$ , where P and Q are functions of ‘y’ or constants
Method of Solution
I.F. = $e^{∫P dy}$
G.S. = $x e ^{∫P dy} = ∫ Q . e^{∫P dy} dy + C$
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