Differential Equations Overview
Differential Equations Overview
md
(a, o)
bx + ay = ab
Difexentioting () [Link]. x,
b+aY - 0 ’b=- ady
dx dx
Noco fom and
-adY
OPaxticular Solution
A so" of the D.E obtained Poom the general sol" by taking
some paxticlo vauos of all arbitxory coetant is called
Paxticulox Solution.
eg The paxticulax sol's af the above example
(x-+y'- , ’ ntimie so",
Sngudor Salution,i
A so of D.E which is neithex a genoxal sol" Mop a
paxticu
So/ is called Singular Soution.
g- Y)-3. y)--3 Satisfy the. D.E y'(y')- p if r-3.
3,
Thoce Ue no xbi txoy cootnt in the soutions ,
So theoe co genexal neithoc paticula sol".
Initial Value Poblem
# all of the aosociated supplementoxy condition xalake to
Önex volue, then
then the
the pooblem is Called an IVP.
poblem is
eg ) y+y- 0 , Yo) - 0, Y(o) 1
n) y"+ y'+ty = 0 ,Y() el, y)=2
Bounday Vaue Pxoblem
IR the condition ocelate to two differort x-vaes , then
the poroblem is called BVP.
’ - x (Y+4) dx Y(y+1)
>(t4-Y) dy =-4x dz
Y(y)
dy, ydy
ydy -4xdx
y+ 4
>log Y-log(+1) - 2x+ loge
-2:
ey4
(An)
Q olve xydx +(i-*) dy - 0
Ag
) Reducible to &epxation of Vaciable
Considox the D.E dy
Y (axt by +c)ineor.
Let, aX+ by + C-t
a+[Link]
dx d
dY - - a )
+-a) -f)
dt =at bf) dt
atb f(t)
’F(ax+by+c)=x+D
dt4 = t? dt
t+4
’ t atom')
n ' t *+e
Soi is
dx
- sin(y)+ cos (*+y).
Am tam (y)) ee
Homogeneoua Equation
# Afunction f(x,y) is called Homogeneowa function of
degxoo n if f(ar, Ay) X p(ay) >0
f(x,) txy +y
fax, )
> fRy) is homogencmus function off ondor 2.
# Conaider D.E dx
dx
>0+l C ’ C= |
>(-ex)"- x+y
y() -o
(y-)- +y (Aa)
6&: Solve (z tom -yYseey)de
se 1xse) dy -0
An
Lot yU
seet -tom )os) dx
sec9dy
tn ’ log (tom) -Jog +Jog Cc
X = X+ 3, = y+2
dy -X-3 t 2y +4 -I
4X+12 -3y -G -6 let, Y VX
-X +2Y du
d dx
dX
4X-3-X + 2%x
dx 4X-Bo X
-| +29 (3041) (-)
4 -319 dX 4-3
4-312 dx
d
X
(30 +1) (u-)
>du dX
X
4 4 319+|
X ex*(+
’ y-x = C(3y +x)5
e(3y-6 t*-3
’>-*+| =e (3y tx-9)
’ 8 = x-| +e (3y + x -
Case- 2
b2
Solve
dx
dt_ ttL 2E
t-| t-I
dt = 2dz
>t-log t - 2x
2 +C
’- +lo9(aty) + C
dy +d 2x+y+3 t x+2y +4
dy- d axty+3 --2y -4
> dx+ dy ds
dy + dz 3(2+y) +7
dy-dx Let, -y =
d(x+y) -d(ko-y)
73(xy) +7 -)-1
’du
3ut7
- dy ’log(su+ ?) -dog (u-) + dog C1
-)3ut+7=
(Am)
Total Difer ential
Lt, F be a function oe to xeal voxiobles Such thot F hon
COntinuowa Ist oderx patial doxivotive in domain D. The total
differcemtial dF of F is defined by
JF OF dx + oE dy , ¥ (x, y)¬ D .
ay
e F( y) xy+ax9y,¥ ) ED
+
Results
Let, Mdx + Ndy =0 be om exact D.E , then the So
i) Mdz t J
N foxee from x
N dy t
JMae
X- constant MPocoa fpom y
Solve -y sin 2x dx t cosx dy 0.
A» dM--Sim 2x =-2(Osx Sin x = - Sln 2z
OM.
oy ON ’D.E is exact.
-ysin 2x dz t cos dy = 0
’ -y sin 22 dz +(i+ cos9x) dy 0
’ -yJain 2a da t *Jay
cos 2 +
’ y(+Cos 2x) - C Am)
Bolve (y e ) dx + (2ryesy) dy ro
2
Y coet.
y3
Let, Mdx + Ndy 0 be the mon -exact D.E omd Qet, g(,y)
be
a Punction Such that pn(Mda,
(x) t Ndy) - 0 be exact DE,
then o(x,v) is called I.F.
# i) xdy t y dx - d(*y)
n) xdy ydx
)2dy y2- Ydx - o ’d-=0.)
I)xdy-y dx o ’
v) xdy-y dx dto)) o
-0
Wonking ule fop findingIE
(0 1P xM +yN 0 amd DE is homogencoua then
I.F - XM +yN
1f xM -yN+0 Cnd D.E can be wRrtten
oprten a
$,(xy) y dx +falay) x dy -0
then IF -
XIM- YN
NMy -N) f ) ’ I F
f() >IF- e' Jf) dy
N- My)
6 *yb (my da t nxdy) + y (m'ydx +n'x dy) =0
IF = yk whoco h amd k axo.
giva by
ath+| b+k+l a'tht| b'+k +|
n n'
&. 8olve xdy- [()ty]de -0
Am zdy - ( ) 1 ]da - o
’Ydx-dy dx t
y
M N
OM
(n+2) mH3,yl + 3(n+i) my" 3(m+*) " yh - (n+) 2"y
Compairing both side
n+2 = 3(m+4) 3M+3 = - m-|
’ Mt2=3m +12 ’9m +30 +3 + m=-1
’ n= 3m +10 >10 m = -34 m= -
'. n= -5+10 =
I.F =
so" >
N Fiest ordex Finst degee Linea D.E
Grenoxal Fopm
Integeating factoR of the lineax D.E 00) is
[Link]
and solution Is
Y e JPdz JPdx
Jae dx +
D.E is n y , then IF= e
I D.E is i-e. +P(y)z - 6()
then I.F. JPNay
and so lution is dy + c
The so" of
of the D. E is
2.(I.F) I.F dx t C
a
J(-x)a
2
- aa x(1-*) dz tc Let |-= t
’-2x dz = dt
’xd= -dt
= a(l-*)2 +
dt
2
.'.I.F = e
The so|n
sol" is
2
t. e
’teue
-Jue"du tc
(u-)e +c
e
--)e
’ tom y ( * ) + ce (An)
Becnoulli 's Equation
Conside the D.E dy + P) Y = Q) y
dx
Eon. ) is called Bernoulli's Equation.
y dy + P«) y Let, yn t
dk
> (-n) y"y.
dx dt
dt
’ (1-n) P() tt - (-n) aa)
which Is Ilneax n t.
& Find the genecal sol" of the D.E
xy'- (logx) y+ y 0
Ane y'+y = (log «) y" ’ y dx yJog
Let,y-t ’-yY d
t
in t.
t - Sag ’’ lineax
The soluion is
=
let
du
>-ue"du tc
- (l+u)e+c ’y(+log)
- (+ logx)++Cx (An)
A. Solve Yx
dx sin 2y - ? cosy.
Ana |F =
Hexe, m+am+b =0
= is
the ailiaxy equafion (A.E).
Complementay Function
@ 1P +he A.E haa too xeal omd distinct oots , say
say
m, anmd m where m,+ m , then the general solution
of the L.D.E is
Y() = c, e"+ c, e
2) P the A.E hoe too ceal amd equal ooots ,i-e.,
m, = M2 then the genoral sol ution of D.E
Y) -(Ct Gz)e"*
(3) IP +he A.E has complex oots , Say, m, = otiß,
m, = a-ie, then the genoTal solution of the D.E is
Y(*) = e(c, cos Bx tG sinßx)
Q Find the genoxal solution of y 3 Y -54y - 0
Aa A.E is n+ 3m -54 =0
m+ Om Gm-54 = 0
’ (m-c)(m +9) =0
> m=6
6 -9
- e VF cos(x) - sin(
:y'o) = 2 ’ N)
2 2
’ unique solution
.. Y)= e sin *)
Q Solve 4 y +a0y =0
Ane A-E ’ n+ 4m + a0 = 0(
-20
dx2y+a dy.
d
+ by- Q() i-e., L(D) Y- )
Ihen the genoxal so|" of D.E is
Y) = C.F + P.I
P.I does not Contain
any xbitn aoy constont.
.. P.I = 8p = L(D) )
enexal Method;
(Apply only when D.E
D.E is with
with constant coeficients)
D-a ,- a(2) = e
e*a) d
a Find the P.I of the D.E (D+)(D+2) y- Sin e.
Am P.I = sin e
(D+D(O+2)
D+2
Sine*f
e e cos e dz
esineX sìne?xe (ar
p?
e-e R(D+2)
-2x
t e -e 4 Ae)
I) Q)-
A) sin ax /co0s ax
P.I A() sin ax/cos ax
F(O)
We oeplace D by - a in F(D)
|+
= - D'+D
e cosX =
ex
(DH)-1
ex COSx
D+aD
e COS X
4D-I
=
-5
= - e -2sinx t Cos
- e (asin x -C0sx)
D- I
e (log.)
=
(log,a)-1
ax
(og, a -I
:. P.I =
e (asin x - Cosx)
(og,a) -1
6 Find the complete soltion of (D+ 4D+4)yy- sinx
Ane C.F
A.E m'+ Am + 4 =0 ’ in+2)= o
>M = -2,-2
SCO ots axe Keal amd equal, So
C.F = (c, +;x)e-22
P.I
(0"+4D+1) -cos24)
D+4D+4 ( (os2x)
2
L )
D+4D +4 At4D+4 (tcos 2x)
+t- (t cos2x)
Jcos 2x de
= s n Rx 2-sin 2x)
:. Hence, the complete solution of the D.E is
y) = C.F + P.I
-2x
’> 8) -(c,+2)e T2-sin 2)
whee CiC and cbitoary constants
dy
a Solve + yy= (1-e).
e
ATe Y() = e (C; cos x t GSin x)+I - e t
N Method of Vxiation of Paxameteps
Let, u and axe to L.I solution o the D.E
y"+ P(«) y'+ ax) y- 0 --..0
Let, gereral solution of the D.E y'+ Pa) y'+ 6() y R&)
is
Y<) = Au t Bg
-. y'&) =Au' + A'u t By'+ B'u such that A'ut Bu = 0
.)
’y'= Au' t By'
y" = Au'"+ A'u + By"+ B'u'
.. Feom 0)
Au'+ A'u'+ By'+ 8''+ P() (Au'+ Bv) + a) (Aut B) = R(a)
’A;u" +P)u'+ Q(x) u] + B["+ Pa) u'+ Q(0) u]+ A'u'+ B'y'
- R()
’Au' + B'u' R()
FRom (m) omd ()
A' B'
A'.B
-19R uR -0R uR
A'- VR.
W W
Gronexal so"
Yx) =
W
uR.
W
-dx
C.F P.I
Hee, W(u. w) - y is called Waon skian of u and .
dz2 t ay = S e ax by using Vooiation of
Pooxamatox method
Ae Let, yy- e be the tojal solution of the D.E.
A.E ’ m'+ a = 0
Hexe
W
(u, ) = Cos az s0n aX = a (cos'ax + Sin'az)
-asin ax a cosax
:. CF- (e,tC,x) e
P.I- A e + Bx e Au t B
. W= e xe
e (z+) e
B -dx
P.I - (-zsog
4 z) e + (z sog -) xe*
)e
- x*e
Arg y(x) = CCos 2x + C, sin22 + Sin 2x log Sec 22t tom 2x]-|
N Cauchy -Euler Equation
Conside the D.E of Hhe forom
dx2 dy
d + by - a)
Let, x= e Z =
dx =y
d dz2 dy.
dz
Fnom 0,
dz2 dz tay+
dz by = Øe)
’ dz2 + (a-) dd2 t by =pe)
which is a Iineax D.E with Constoant coeffcient
& Solve (s-3xD+5)y - sinlogz)
2
An Lek, =e ’Z=og 2.
> m= a t i
C.F = cos Z t C2 sim z)
2e, cos (sog 1) + C, sin(og))
P.I esinz = 1
-4D +5 (p'+a)-4 (o+2) t5
Stn z
Z-sim z
e.z-sinz dzd
--zecos z
--log x cos(og x).
. The complete soution is
Y(*) -=
+G, *)e
t) 1P Some oots TO complex but some ooots
700ots ae KOal
ond distmct , say)
Dn then
Y(*) = e (e, cos Bx + C, sinB) + e + Ghek
) IP some complex
ooots ae ocepeated , but some zoots
COO JEOa amd diatinct
9-9 An
then
Y)- ee+a) cosßx + ( tG,)singa+ C5 +
M=
-)
m-am +| =0 a t ya-4
al+i)
a--) (+i)-i)
. Yx) ==e
>Yx) = e
+
(+,e)sin()
(4)
-Qax'"+ a'x = 0
Ang A.E > -2am +a=0
> (m'- a) =0
>m= t a , ta
-at
+ (, t et)
(D'+ 180 +8) y =0
Arn m + 18 n +8| 0
’ m= t g?, t3i
i. Y) =(C, t©,z) eos 8z + (C, +Gx) sin 3x
O(D° +D)Y -0, Y(o) -I, y'o) - o,
y"o)|
Aa A.E’ m+ m =0
’ m (m+) =0
. Y) - (C, te, )e
y'<) -Ge ) Se
y"x) - e,e*
>|
> C, = 0
Y() - xte A)
(o+4) (D+) y - 0
Am A.E ’’> (m+1)(m+) =0
’ m =0
V) (-i (D"-1)(0+a) Y= 0
2x
’ m? m-m+ m+am-2=0
’ n'(n-)-am(n -1) +a(m-i) =0
> (m-i)(nm-am +2) =0
mn + =0 m=
at y4 -8 = lti
e +
(D-i) (D-aD+2) (D-) (o-aD +2)
e COSX
(D-i)(1-2) (0-X-1-aD 2)
(D+r-)1 + -2+ 3D-I
-C0sx
2+ 3D-I
= xe+ 3D-| cOsX
b)3inz -(osx)
(9sinx +(os x)
Hence, the complete sotion is
Y) = . F + P.I
(+i)
Let = (o+ slnx
xe
(D"+)
[(o+ 1)"+1]*
ek
(6+2i0)
- elz
4D
+1D3
-- e (i- pi-...)* 2
--(+) 12. 31
4
(cosx t isinz)(*i4)
Equatiyg ceal pots fnom both sidoo ,
Am (D-)x +y 0 ---)
dt
-2x t (D-5) y 0 --
Y+)
yt) G, cos at t G, sin 2t - sint
Now fom (0)
2x =Dy -eost
> 2x = -e, sin & + RC, COs 2t- Cost -Cost
Now x(0) = o
Y(o) = |
Ae xt) - e, e e, e 3 cost
+3
+ asint
8) -(at)e, et-(a-),e
3) dt2 -3x-4y =0 ) + x+y =0
-t
Ap «) = - 2 (e, +e, te,t) et-2(, - t Ct)e
8) - (e + c)t)et+ (G+Gt)et