NET Ordinary Differential Equation Page 1 Chapter 1 i Introduction : The subject of differential equations constitutes a large and very important branch of ‘modern mathematics. From the early days of the calvulus the subject has been an area of great theoretical research and practical applications and it continues to be so in our day. This much stated, _ several questions naturally-arise. Just what does it signify where and how do differential equations * originate and of what use afe they ? Confronted with a differential equation, What does one dy wits how does one do it and what are the results of such activity ? These questions indicate tha majer aspects of the subject: theory, method and application. The purpose of this chapter iio" yyoduce te reader to the basic aspects of the subject and at the same time give a brief survey of: the dre aspects N ° just mentioned. 1. Differential Equations and Their classification + Definition : An equation involving derivatives of one or more depetdent.yariables with respect to one or more independent Variables is called a differemial equation. & wy rb { eg, Sen(2) 9 2 | wen) dtx eds I i Sat Ga te sine : see) ae clearly some kind of classification must be made. To begin with, we classify differential equations according to whether there 8 one or more than one independent variable involved. i Def. Ordinary differential equation : A differential equation involving ordinary derivatives of one or more dependent variablés with respect to a single independent variable is called an ordinary ditferémtial equation. Equations (1) and (2) are ordinary differential equations. Def. Partial differential equation : A differential equation involving partial derivatives of one or more dependent variables with respect to more than one dependent variable i called a pata differential equation: i Equations (3) and (4) are partial differential equations, cep2 Order of a differential equation he order of the highest ordered derivatives involved in a differential equation is called the order of the differential equation. Th ordinary differential equation . (1) is of second order. Equation (2) is an ordinary differential equation of fourth order. j Degree of.a differential equation : The degree ofa differential equatign is the degree ofthe highest order differential derivative, after the equation has been made free of radicals and fractions as faras, the derivatives are copeerned., ae 2 3 e.g., consider the differentia! equation & =c,/14] ) t . | ey To find the degree of differential.equation, we haye to:make it free from square root. $q‘squagiag both vat 2 , 4h 5 i dy dy - ods sin et (S =e We : ' Here, the degree of highest dérivative is 2. So degree of differential equate. Def. Linear differential equation : A lineijr differential equatior of or ~yayin the dependent Variable |} and the independent variable.x, is an equation that is in. or can't ezgessed in, the form ae wot Pet geo) B+ gy 600) i! ' 4 j ‘Where ag jis not identically zeyo. Observe that the dependent variable ahd its various derivatives occur 4 t0 the first dégree only and that no product ofy,ariqior any of its derivatives are present, and that no transcendental functions of y and /orits der. vat "es occur. Py | dy dy a@y | 3@ is Bo, +5 +6y=0 an? eS PS axe’ | oo a a” a a by both are linear differential equ ions. Def. Non linear ordir .. differey.tial equation : A non linear ordinary differential equation is an ordinary differential equagion that is not linear. eg,| (NET Ea Ordinary Differential Equation Page 3 _ Solution of differential equation : Consider'the n" order ordinary differential equation ' . wee(*) a at Where F is a real function of its (n-+2) arguments x,y... . ae ae 1. Let f bea real functiondefined and for all x in a real interval / ahd having an n\" derivativg (and |“ hence also all lower derivatives) for all x¢ J. The function f is called an explicit soltiftap of the * differential equation (*) on / if it fulfills the following two requirements : FB SOS Coy SOC] “ey | ny defined for all xeJ, and ' (:)) FESS Wolo SO] = 5 for all x€1. That is, the substation of ‘F (2) and its various derivations ofyy and its | corresponding . ner derivatives, respectively, in (*) reduces (*) tq an identity on 1. j i 2. Arelation g(x,y) =0 is called an implicit solution of (*) ifthis relation defines at least one real function f of the variable x onan interval such that this function is an explicit solution of (*) on this interval 3. Both explicit solitions and:implicit solutions will usually be called simply solutions. Roughly speaking, then, we may;Say that'a solution of the differential equation (*) is relation-explicit or implicit between x.and y, not containing derivatives, which identically satisfies (*), e.g., The function f defined for ll real x by f(%) =2sinx +3cosx aa dt is an explicit solution of the differential equation a y=0 forall real x. be i i ‘ Also, the relation x” + y?-—25 =0 is an implicit solution of the differential equation! rye =0 ff on the interval / defined'by ~S<.x<54 Example 1 : Consider the first order differential equation 2 =2% | seolAY The function fy defined for all.s and x by f(x) ? is a solution of this equation. So also are the functions’ f, fy and f; defined for all real x by AG) =x? +1, Asx? +2 and f(x) =22 43, respectively, In fac, for each ‘eal number ¢, the furetion be defined ‘oy all seal x by “f= ere : ++(B) is a solution of the differential equation (A). In other words, the formula (B) defines an infinite .atnul, of functions one for each reakconstant c, and every function ofthis family is'a solution ofp ). We call the constdat cin (B), arbitrary constant or parameter and refer to thefamily of functichs denned by (B) as one-parameter family. of solutions o of the differential equation (A). We write tbis one- parayueter farily of solutions as =x? +0. Def. Geomneirie significance of differential equations : A real fanctign” may be represented geometrically by a curve y= F(x) in the xy-plane and that the vaTué of thé derivative of F at x, F'(x), may be interpreted as the slope of the curve y = F(x) at: . “hus the géneral first-order differential equation | P Barea * : wea) | Where fifa real function, may be interpreted geottetrcally as defining a slope /(&,y) at every pgint (x,y) at which the function f' definedsbow 3 dine that the differential equation (*) has a so-called one-paranieter family of solution» ““ai can Westen in the form y= FCO) vty ‘Where c is arbitrary constant dr parameter of the family. The one-parameter family of functions defined by (**) is represented ggothetrically by a so-called one-parameter family of curves in the xy- plane, the slope,of which are giveh by the differential equation (*). These curves, the graphs of the solutions of the differential equation (*), are called the integral curves of the differential equation. Classification of solution of the differential equation : Let F) (« nf a } =0: be the n™ order ” differentiat equation. L. Getieral solution : The general solution of the differential equation is the solution’ which contains the number of arbitrary constants equal to the order of the differential equation. ' i # ek - e.g., consider the differential equation oe =9y, then y= de" + Be is a general solution of this i i ca differential equation. : I i iNET Ordinary Differential Equation Page 5 | IL. Particular solution : If the arbitrary constants in the general solution are assigned specific values, | the resultant solution is called a particular solution. k 2 eg, =e! +5e™* isa particular solution of the differential equation = =9y, t i , mm) IIL, Singular solution : A singular solution is a solution of the differential equation which does ndp hontai - Xe ‘contain any arbitrary constant but can not be derived from general solution, In other words, itis #005 obcained just'by providing some particular values to arbitrary constants in general solution. ii Exercise 7 { 11. Classify each of the following differential equations as ordinary Or partial difieyential equations ; state the order of each equation ; and determine whether the equation tindér vonsideration is linear or notelinear, : tod. a Bue nee dty of day) | : @ Beaty xe" i ard : * where c is an arbitrary constant, is a solution of the differential equation $ P3y=3x7e™. 3. Forcertain values of thé constant m the furiction f defined by f(x) =e"* is a'solution of the . > } differential equation = +12y =0. Determine all such values of m. ae i Ma OF Answers i ! 1. (i) ordinary ; first; linear (ii) Partial ; second; linear (i) ordinary’; fourth ; non-linear i 3. 2,342