Lecture 1 (Intro)

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Differential Equations:

An equation containing the derivatives of one or more dependent variables, with respect to one or more independent
variables, is said to be a differential equation (DE).

For Example,
𝑑𝑦 𝑥
=
𝑑𝑥 𝑦

Where 𝑦 is the dependent variable and 𝑥 is the independent variable.

Ordinary Differential Equations(ODE):

An equation containing ordinary derivatives of one or more dependent variables, with respect to single independent
variables, is said to be an ordinary differential equation (ODE).

For Example,
𝑑𝑦
1. =𝑥+𝑦
𝑑𝑥

𝑑2𝑦 𝑑𝑦
2. =1+√
𝑑𝑥 2 𝑑𝑥

Order of a Differential Equation:

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

Degree of a Differential Equation:

The degree of a differential equation is the power of the highest order derivative in the equation.

For Example,
3
𝑑3𝑦 𝑑2𝑦 𝑑𝑦
1. + 2( ) − =0
𝑑𝑥 3 𝑑𝑥 2 𝑑𝑥
The order of the DE is 3 and degree of the DE is 1.

3
𝑑2𝑦 𝑑𝑦
2. ( ) + + 𝑦 = 4𝑥 5
𝑑𝑥 2 𝑑𝑥

The order of the DE is 2 and degree of the DE is 3.

Note:

Order and degree of a DE are always positive integers.


Linear Differential Equation:

For an ODE to be linear, it should satisfy following properties:

1. The dependent variable and all its derivatives are of the first degree, that is, the power of each term involving
dependent variable is 1.

2. The coefficients of dependent variable and its derivatives depend at most on the in dependent variable x.

3. No transcendental functions (trigonometric or logarithmic or exponential etc) of dependent variable y.

For Example,
𝑑𝑦
1. =1
𝑑𝑥
Is a linear DE.

𝑑𝑦
2. + 2𝑥𝑦 = 0
𝑑𝑥
Is a linear DE .

𝑑3𝑦 𝑑2 𝑦 𝑑𝑦
3. + 2𝑒 𝑥 +𝑦 = 𝑥3
𝑑𝑥 3 𝑑𝑥 2 𝑑𝑥

Is non linear DE .

𝑑𝑦
4. = 𝑦2
𝑑𝑥
Is non linear DE.

5. 𝑦 ′′ + sin 𝑦 = 0
Is non linear DE.

Solution of a Differential Equation:

Any function 𝑦, defined on an interval 𝐼 and possessing at least 𝑛 derivatives that are continuous on 𝐼, which when
substituted into an 𝑛𝑡ℎ-order ordinary differential equation reduces the equation to an identity, is said to be a
solution of the equation on the interval.

Example: Verify that the indicated function is a solution of the given ODEs:
1
𝑑𝑦 1
i. = 𝑥𝑦 2 ; 𝑦= 𝑥4
𝑑𝑥 16

ii. 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0 ; 𝑦 = 𝑥𝑒 𝑥

Solution:
1
𝑑𝑦
i. = 𝑥𝑦 2
𝑑𝑥

𝑑𝑦
𝑳𝑯𝑺 =
𝑑𝑥
1
Substitute 𝑦 = 𝑥4
16

1 4
𝑑( 𝑥 )
𝑳𝑯𝑺 = 16
𝑑𝑥
1 𝑑(𝑥 4 )
𝑳𝑯𝑺 =
16 𝑑𝑥
1
𝑳𝑯𝑺 = 4𝑥 3
16
𝑥3
𝑳𝑯𝑺 =
4

1
𝑹𝑯𝑺 = 𝑥𝑦 2
1
Substitute 𝑦 = 𝑥4
16

1
1 2
𝑹𝑯𝑺 = 𝑥 ( 𝑥 4 )
16
𝑥2
𝑹𝑯𝑺 = 𝑥 ( )
4

𝑥3
𝑹𝑯𝑺 =
4
1
As LHS=RHS this implies 𝑦 = 𝑥 4 is the solution of the given DE.
16

ii. 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0

𝑦 = 𝑥𝑒 𝑥

𝑦 ′ = 𝑒 𝑥 + 𝑥𝑒 𝑥

𝑦 ′′ = 𝑒 𝑥 + 𝑒 𝑥 + 𝑥𝑒 𝑥

𝑦 ′′ = 2𝑒 𝑥 + 𝑥𝑒 𝑥

Substituting the derivatives

2𝑒 𝑥 + 𝑥𝑒 𝑥 − 2(𝑒 𝑥 + 𝑥𝑒 𝑥 ) + 𝑥𝑒 𝑥 = 0

2𝑒 𝑥 + 𝑥𝑒 𝑥 − 2𝑒 𝑥 − 2𝑥𝑒 𝑥 + 𝑥𝑒 𝑥 = 0

0=0

So 𝑦 = 𝑥𝑒 𝑥 is the solution of the given DE.

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