1 Introduction To Differential Equations

CHAPTER
Chapter Outline
3.1 Introduction
3.2 Differential Equations
3.3 Ordinary Differential Equations of First Order and First Degree
3.4 Applications of First-Order Differential Equations
3.5 Homogeneous Linear Differential Equations of Higher Order with Constant
Coefficients
3.6 Homogeneous Linear Differential Equations: Method of Reduction of Order
3.7 Nonhomogeneous Linear Differential Equations of Higher Order with
Constant Coefficients
3.8 Method of Variation of Parameters
3.9 Cauchy’s Linear Equations
3.10 Legendre’s Linear Equations
3.11 Method of Undetermined Coefficients
3.12 Applications of Higher Order Linear Differential Equations
3.1 INTRODUCTION
Differential equations are very important in engineering mathematics. A differential
equation is a mathematical equation for an unknown function of one or several variables
that relates the values of the function itself and of its derivatives of various orders. It
provides the medium for the interaction between mathematics and various branches of
science and engineering. Most common differential equations are radioactive decay,
chemical reactions, Newton’s law of cooling, series RL, RC, and RLC circuits, simple
harmonic motions, etc.
3.2 Chapter 3 Ordinary Differential Equations and Applications
3.2 DIFFERENTIAL EQUATIONS

A differential equation is an equation which involves variables (dependent and
independent) and their derivatives, e.g.,
d2 y dy
2
5 6y ex …(3.1)
dx dx
2 3
2
d2 y dy
1 0 …(3.2)
dx 2 dx
2 2
z z
x y …(3.3)
x2 y2
Equations (3.1) and (3.2) involve ordinary derivatives and, hence, are called ordinary
differential equations whereas Eq. (3.3) involves partial derivatives and, hence, is
called a partial differential equation.
3.2.1 Order
The order of a differential equation is the order of the highest derivative present in the
equation, e.g., the order of Eqs (3.1) and (3.2) is 2.
3.2.2 Degree
The degree of a differential equation is the power of the highest order derivative after
clearing the radical sign and fraction, e.g., the degree of Eq. (3.1) is 1 and the degree of
Eq. (3.2) is 2.
3.2.3 Solution or Primitive

The solution of a differential equation is a relation between the dependent and inde-
pendent variables (excluding derivatives), which satisfies the equation.
The solution of a differential equation is not always unique. It may have more than one
solution or sometimes no solution.
The general solution of a differential equation of order n contains n arbitrary con-
stants.
The particular solution of a differential equation is obtained from the general solution
by giving particular values to the arbitrary constants.
3.2.4 Formation of Differential Equations

Ordinary differential equations are formed by elimination of arbitrary constants c1,
c2,..., cn from a relation like f (x, y, c1, c2, ..., cn) = 0
Consider f (x, y, c1, c2, ..., cn) = 0 ...(3.4)
3.2 Differential Equations 3.3
Differentiating Eq. (3.4) successively w.r.t. x, n times and eliminating n arbitrary

constants c1, c2, ..., cn from the above (n + 1) equations a differential equation
dy d2 y
F x, y, , . 0
dx dx 2
is obtained. Its general solution is given by Eq. (3.4) itself.
Example 1
Form the differential equation by eliminating arbitrary constants from
y
log cx .
x
Solution
y
log cx
x ...(1)
Differentiating Eq.(1) w.r.t. x,
1 dy 1
c
y dx x
Eliminating c from Eq. (1),
y 1 dy 1
log x
x y dx x
x dy
1
y dx
which is the differential equation of first order.
Example 2
Find the differential equation of the family of circles of radius r whose
centre lies on the x-axis. [Winter 2014]
Solution
Let (a, 0) be the centre and r be the radius of the family of circles. The equation of the
family of circles is
(x – a)2 + (y – 0)2 = r2
(x – a)2 + y2 = r2 ...(1)
where a is an arbitrary constant.
3.4 Chapter 3 Ordinary Differential Equations and Applications
Differentiating Eq. (1) w.r.t. x,

dy
2 x 2a 2 y 0
dx
dy
x a y ...(2)
dx
Eliminating a from Eqs (1) and (2),
2
dy
y y2 r2
dx
2
2 dy
y y2 r2
dx
2
dy
1 y2 r2
dx
which is the equation of the family of circles.
Example 3
Form the differential equation by eliminating arbitrary constants from
y = Ae–3x + Be2x.
Solution
y = Ae–3x + Be2x ...(1)
Differentiating Eq. (1) twice w.r.t. x,
dy 3x
3 Ae 2 Be2 x ...(2)
dx
d2 y 3x
2
9 Ae 4 Be2 x ...(3)
dx
Eliminating A and B from Eqs (1), (2), and (3),
3x
e e2 x y
3x dy
3e 2 e2 x 0
dx
3x 2x d2 y
9e 4e
dx 2
1 1 y
3x 2 x dy
( 1)e e 3 2 0
dx
d2 y
9 4
dx 2
3.3 Ordinary Differential Equations of First Order and First Degree 3.5
1 1 y
dy
3 2 0
dx
d2 y
9 4
dx 2
d2 y dy d2 y dy
1 2 4 1 3 9 y( 12 18) 0
dx 2 dx dx 2 dx
d2 y dy
5 2
5 30 y 0
dx dx
d2 y dy
6y 0
dx 2 dx
which is the differential equation of order two.
3.3 ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER

AND FIRST DEGREE
A differential equation which contains first-order and first-degree derivatives of y

(dependent variable) and known functions of x (independent variable) and y is known
as an ordinary differential equation of first order and first degree. The general form of
this equation can be written as
dy
F x, y, 0
dx
or in explicit form as
dy
f ( x, y ) or M( x, y)d x N( x, y)d y 0
dx
Solution of the differential equation can be obtained by classifying them as follows:
(i) Variable separable
(ii) Homogeneous differential equations
(iii) Nonhomogeneous differential equations
(iv) Exact differential equations
(v) Non-exact differential equations reducible to exact form
(vi) Linear differential equations
(vii) Nonlinear differential equations reducible to linear form
3.3.1 Variable Separable

A differential equation of the form
M( x )dx N( y)dy 0 …(3.5)

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CHAPTER

3.2 DIFFERENTIAL EQUATIONS

3.2.3 Solution or Primitive

3.2.4 Formation of Differential Equations

Differentiating Eq. (3.4) successively w.r.t. x, n times and eliminating n arbitrary

Differentiating Eq. (1) w.r.t. x,

3.3 ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER

A differential equation which contains ﬁrst-order and ﬁrst-degree derivatives of y

3.3.1 Variable Separable

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