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www.advanced.edu.in
Differential Equation
By
Ms Monika Sharma
Assistant professor
Advanced Educational Institutions
Aurangabad (Palwal)
An equation that involves an independent variable, dependent variable and differential
coefficients of dependent variable with respect to the independent variable is called a
differential equation.
e.g., (i) x2(d2y / dx2) + x3 (dy / dx)3 7x2y2
(ii) (x2 + y2) dx = (x2 – y2) dy
Order and Degree of a Differential Equation
The order of a differential equation is the order of the highest derivative occurring in the
equation. The order of a differential equation is always a positive integer. The degree of a
differential equation is the degree (exponent) of the derivative of the highest order in
the equation, after the equation is free from negative and fractional powers of the
derivatives
Differential Equations
www.advanced.edu.in
 Linear and Non-Linear Differential Equations
A differential equation is said to be linear, if the dependent variable and all of
its derivatives occurring in the first power and there are no product of these.
A linear equation of nth order can be written in the form-
where, P0, where, P0, P1, P2,…, Pn – 1 and Q must be either constants or functions
of x only. A linear differential equation is always of the first degree but every
differential equation of the first degree need not be linear. e.g., The equations -
d2y/ dx2 + (dy / dx)2 + xy = 0 and x(d2y / dx2) + y (dy / dx) + y = x3, (dy / dx)
d2y/ dx2 + y = 0 are not linear.
www.advanced.edu.in
A solution of a differential equation is a relation between the variables, not involving the
differential coefficients, such that this relation and the derivative obtained from it
satisfy the given differential equation.
e.g., Let d2y / dx2 + y = 0
Integrating above equation twicely, we get y = A cos x + B sin x.
Solution of Differential Equations
General Solution
If the solution of the differential equation contains as many independent arbitrary
constants as the order of the differential equation, then it is called the general
solution or the complete integral of the differential equation.
e.g., The general solution of d2y / dx2 + y = 0 is y = A cos x + B sin x because it
contains two arbitrary constants A and B, which is equal to the order of the
equation
Particular Solution
Solution obtained by giving particular values to the arbitrary constants in the
general solution is called a particular solution.
www.advanced.edu.in
Formation of Differential Equation
Suppose, we have a given equation with n arbitrary constants f(x, y, c1, c2,…, cn)= 0.
Differentiate the equation successively n times to get n equations.
Eliminating the arbitrary constants from these n + 1 equations leads to the required
differential equations. Cont….
Solutions of Differential Equations of the First Order and First Degree
A differential equation of first degree and first order can be solved by following
method.
1. Inspection Method
If the differential equation’ can be written as f [f1(x, y) d {f1(x, y)}] + φ [f2(x, y) d
{f2(x, y)}] +… = 0] then each term can be integrated separately.
For this, remember the following results
e.g., In the
previous example, if A = B = 1, then y = cos x + sin x is a particular solution of the
differential
equation d2y / dx2 + y = 0.
Solution of a differential equation is also called its primitive
www.advanced.edu.in
Cont….
www.advanced.edu.in
Cont….
2. Variable Separable Method
If the equation can be reduced into the form f(x) dx + g(y) dy = 0, we say that the
variable have been separated. On integrating this reduced, form, we get ∫ f(x) dx + ∫
g(y) dy = C, where C is any arbitrary constant.
3. Differential Equation Reducible to Variables Separable Method
A differential equation of the form dy / dx = f(ax + by + c) can be reduced to
variables separable form by substituting
ax + by + c = z => a + b dy / dx = dz / dx
The given equation becomes
1 /b(dz / dx – a) f(z) => dz / dx = a + b f(z)
=> dz / a+ bf(z) = dx
Hence, the variables are separated in terms of z and x.
www.advanced.edu.in
Homogeneous Differential Equation
A function f(x, y) is said to be homogeneous of degree n, if
f(λx, λy) = λn f(x, y)
Suppose a differential equation can be expressed in the form
dy / dx = f(x, y) / g(x, y) = F (y / x)
where, f(x, y) and g(x, y) are homogeneous function of same degree. To solve
such types of
equations, we put y = vx
=> dy / dx = v + x dv / dx.
www.advanced.edu.in
The given equation, reduces to
v + x dv / dx = F(v)
=> x dv / dx = F(v) – v
∴ dv / F(v) – v = dx / x
Hence, the variables are separated in terms of v and x.
Differential Equations Reducible to Homogeneous Equation
The differential equation of the form
dy / dx = a1x + b1y + c1 / a2x + b2y + c2 ……(i)
put X = X + h and y = Y + k
∴ dY / dX = a1 X + b1 Y + (a1h + b1k + c1) / a2X + b2 Y + (a2h + b2k + c2) ……(ii)
We choose h and k, so as to satisfy a1h + b1k + c1 = 0 and a2h + b2k + c2 = 0.
On solving, we get
h / b1c2 – b2c1 = k / c1a2 – c2a1 = 1 / a1b2 – a2b1
∴ h = b1c2 – b2c1 / a1b2 – a2b1 and k = c1a2 – c2a1 / a1b2 – a2b1
provided a1b2 – a2b1 ≠ 0 , a1 / a2 ≠ ba / b2
Then, Eq, (ii) reduces to dY / dX = (a1 X + b1 Y) / (a2X + b2 Y), which is a
homogeneous form and will be solved easily
www.advanced.edu.in
6. Linear Differential Equation
A linear differential equation of the first order can be either of the following forms
(i) dy / dx + Py = Q, where P and Q are functions of x or constants.
(ii) dx / dy + Rx = S, where Rand S are functions of y or constants.
Consider the differential Eq. (i) i.e., dy / dx + Py = Q
Similarly, for the second differential equation dx / dy + Rx = S, the integrating factor,
IF = e ∫Rdy and the general solution is x (IF) = ∫ S (IF) dy + C
www.advanced.edu.in
www.advanced.edu.in
THANK YOU
MS MONIKA SHARMA
Assistant Professor
Advanced Educational Institutions
70km miles stone
Delhi Mathura Road
Dist. Palwal Haryana -121105
91-1275-398400,302222
parasharmonika88@gmail.com

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DIFFERENTIAL EQUATIONS

  • 1. www.advanced.edu.in Differential Equation By Ms Monika Sharma Assistant professor Advanced Educational Institutions Aurangabad (Palwal)
  • 2. An equation that involves an independent variable, dependent variable and differential coefficients of dependent variable with respect to the independent variable is called a differential equation. e.g., (i) x2(d2y / dx2) + x3 (dy / dx)3 7x2y2 (ii) (x2 + y2) dx = (x2 – y2) dy Order and Degree of a Differential Equation The order of a differential equation is the order of the highest derivative occurring in the equation. The order of a differential equation is always a positive integer. The degree of a differential equation is the degree (exponent) of the derivative of the highest order in the equation, after the equation is free from negative and fractional powers of the derivatives Differential Equations www.advanced.edu.in
  • 3.  Linear and Non-Linear Differential Equations A differential equation is said to be linear, if the dependent variable and all of its derivatives occurring in the first power and there are no product of these. A linear equation of nth order can be written in the form- where, P0, where, P0, P1, P2,…, Pn – 1 and Q must be either constants or functions of x only. A linear differential equation is always of the first degree but every differential equation of the first degree need not be linear. e.g., The equations - d2y/ dx2 + (dy / dx)2 + xy = 0 and x(d2y / dx2) + y (dy / dx) + y = x3, (dy / dx) d2y/ dx2 + y = 0 are not linear. www.advanced.edu.in
  • 4. A solution of a differential equation is a relation between the variables, not involving the differential coefficients, such that this relation and the derivative obtained from it satisfy the given differential equation. e.g., Let d2y / dx2 + y = 0 Integrating above equation twicely, we get y = A cos x + B sin x. Solution of Differential Equations General Solution If the solution of the differential equation contains as many independent arbitrary constants as the order of the differential equation, then it is called the general solution or the complete integral of the differential equation. e.g., The general solution of d2y / dx2 + y = 0 is y = A cos x + B sin x because it contains two arbitrary constants A and B, which is equal to the order of the equation Particular Solution Solution obtained by giving particular values to the arbitrary constants in the general solution is called a particular solution. www.advanced.edu.in
  • 5. Formation of Differential Equation Suppose, we have a given equation with n arbitrary constants f(x, y, c1, c2,…, cn)= 0. Differentiate the equation successively n times to get n equations. Eliminating the arbitrary constants from these n + 1 equations leads to the required differential equations. Cont…. Solutions of Differential Equations of the First Order and First Degree A differential equation of first degree and first order can be solved by following method. 1. Inspection Method If the differential equation’ can be written as f [f1(x, y) d {f1(x, y)}] + φ [f2(x, y) d {f2(x, y)}] +… = 0] then each term can be integrated separately. For this, remember the following results e.g., In the previous example, if A = B = 1, then y = cos x + sin x is a particular solution of the differential equation d2y / dx2 + y = 0. Solution of a differential equation is also called its primitive www.advanced.edu.in Cont….
  • 7. 2. Variable Separable Method If the equation can be reduced into the form f(x) dx + g(y) dy = 0, we say that the variable have been separated. On integrating this reduced, form, we get ∫ f(x) dx + ∫ g(y) dy = C, where C is any arbitrary constant. 3. Differential Equation Reducible to Variables Separable Method A differential equation of the form dy / dx = f(ax + by + c) can be reduced to variables separable form by substituting ax + by + c = z => a + b dy / dx = dz / dx The given equation becomes 1 /b(dz / dx – a) f(z) => dz / dx = a + b f(z) => dz / a+ bf(z) = dx Hence, the variables are separated in terms of z and x. www.advanced.edu.in
  • 8. Homogeneous Differential Equation A function f(x, y) is said to be homogeneous of degree n, if f(λx, λy) = λn f(x, y) Suppose a differential equation can be expressed in the form dy / dx = f(x, y) / g(x, y) = F (y / x) where, f(x, y) and g(x, y) are homogeneous function of same degree. To solve such types of equations, we put y = vx => dy / dx = v + x dv / dx. www.advanced.edu.in The given equation, reduces to v + x dv / dx = F(v) => x dv / dx = F(v) – v ∴ dv / F(v) – v = dx / x Hence, the variables are separated in terms of v and x.
  • 9. Differential Equations Reducible to Homogeneous Equation The differential equation of the form dy / dx = a1x + b1y + c1 / a2x + b2y + c2 ……(i) put X = X + h and y = Y + k ∴ dY / dX = a1 X + b1 Y + (a1h + b1k + c1) / a2X + b2 Y + (a2h + b2k + c2) ……(ii) We choose h and k, so as to satisfy a1h + b1k + c1 = 0 and a2h + b2k + c2 = 0. On solving, we get h / b1c2 – b2c1 = k / c1a2 – c2a1 = 1 / a1b2 – a2b1 ∴ h = b1c2 – b2c1 / a1b2 – a2b1 and k = c1a2 – c2a1 / a1b2 – a2b1 provided a1b2 – a2b1 ≠ 0 , a1 / a2 ≠ ba / b2 Then, Eq, (ii) reduces to dY / dX = (a1 X + b1 Y) / (a2X + b2 Y), which is a homogeneous form and will be solved easily www.advanced.edu.in
  • 10. 6. Linear Differential Equation A linear differential equation of the first order can be either of the following forms (i) dy / dx + Py = Q, where P and Q are functions of x or constants. (ii) dx / dy + Rx = S, where Rand S are functions of y or constants. Consider the differential Eq. (i) i.e., dy / dx + Py = Q Similarly, for the second differential equation dx / dy + Rx = S, the integrating factor, IF = e ∫Rdy and the general solution is x (IF) = ∫ S (IF) dy + C www.advanced.edu.in
  • 11. www.advanced.edu.in THANK YOU MS MONIKA SHARMA Assistant Professor Advanced Educational Institutions 70km miles stone Delhi Mathura Road Dist. Palwal Haryana -121105 91-1275-398400,302222 parasharmonika88@gmail.com