Introduction to Differential Equations (D.Es.

)
Def n : The equation which contains differential co-efficients
dy d 2 y ¶ y ¶2 z
i.e. , 2, ,
dx dx ¶x ¶x ¶ y
( )
ordinary and partial is called a

differential equation .
For example -
dy 1+ y 2
(i) =
dx 1+ x 2
d 2 y dy
(ii) 2 2 + + 2 y = e x + sin x
dx dx
¶2 z ¶2 z
(iii) x 2 + y 2 = tan x
¶x ¶y
¶z ¶z
(iv) - =0 are differential equations
¶x ¶ y
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 Introduction to Differential Equations (D.Es.)

Differential Equations

Ordinary D.E (O.D.E.): Partial D.E (P.D.E.):

dy 1+ y 2
¶2 z ¶2 z
(i) = (i) x 2 + y 2 = tan x
dx 1+ x 2 ¶x ¶y
d 2 y dy ¶z ¶z
(ii) 2 2 + + 2 y = e x + sin x (ii) - =0
dx dx ¶x ¶ y

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 Basic
A differential equation is an equation for a function containing
derivatives of that function.
dy d 2
y  2
z z
 y  0,  0,  0
dx dx 2
x 2
t

Similar way, Can you write 3 differential Equations?

Write another 3 differential Equations which are used in EEE?

These are second-order differential equations, categorized according to
the highest order derivative

Order?
 Dependent Variable and Independent Variable

Dependent variable

y  y ( x)
Independent Variable

dy ( x) dy
 y ( x)   y0
dx dx

d
is called differential operator
dx
Ordinary Differential Equation (ODE)

If a differential equation contains one dependent variable and one independent variable,
then it is called ordinary differential equation (ODE).
Partial Differential Equation(PDE):

If there are two or more independent variables, so that the derivatives are partial, then the
differential equation is called partial differential equation.
 Order
Order is the number of the highest differentiation in an equation

Degree
Degree is the power of the highest differentiation in an equation

4
 d y   dy 
2 10

 dx 2    dx   y  sin x Order and Degree?

   
Order and Degree
 Repeat: Order and Degree of D.E.
Order: The order of a differential equation is the maximum time of
derivative in the existing equation.
y = sin2x +a
dy
Differentiating w.r.to x, = 2cos2x +0 ®D.E. with first order
dx
d2 y
Again differentiating, 2
= -4sin2x ® D.E. with second order
dx
Degree: The degree of a differential equation is the power of the
highest differential coefficients when the equation has been made
rational. For example-
2
d y æ dy ö
2
+
2 ç ÷ = -4cos2x ® D.E. with second order first degree
dx è dx ø
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 Order and Degree of D.E.

dy 1+ y 2
(i) = ® first order and first degree
dx 1+ x 2
2 3
æ d 2 y ö æ dy ö
(ii) 2ç 2 ÷ + ç ÷ + 2y = e x + sin x ® second order and second degree
è dx ø è dx ø
¶2 z ¶2 z
(iii) x 2 + y 2 = tan x ® second order and first degree
¶x ¶y
¶z ¶z
(iv) - =0 ® first order and first degree
¶x ¶ y

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 Linear and Nonlinear
• A linear algebraic equation: ay1  by2  c
• A linear DE (Order?): a( x) y  b( x) y  c( x)
• A linear DE(order?): a( x) y  b( x) y  c( x) y  d ( x)
• Nonlinear Algebraic Equations: y1 y2  1, y12  y2  0, y1  sin y2
• Nonlinear Algebraic Equations:  y   yx yy   x y  sin y
2


• What about y  x y  sin x
2

Is this Linear or Nonlinear?

Quiz classify differential equation:
Quiz classify differential equation:
Quiz classify differential equation:
Quiz classify differential equation:
Quiz classify differential equation:
Answers
General Solution:

The solution of a differential equation in which the number of arbitrary constants is equal
to the order of the differential equation is called the general solution.

Particular Solution:

If particular values are given to the arbitrary constants in the general solution, then the
solution so obtained is called particular solution.
 Formation of DE
General Rule
Differentiate the algebraic equation considering the number of
constants of the equation and eliminate the constants

Note:
If there are two constants, differentiate two times, If there are
three constants, differentiate three times
 Formation of D.E.
Problem : Form the D.E. corresponding to the equations
(a) y = ax + bx 2 (b) c( y + c)2 = x 3
(c) y = ae2x + be -3x + ce x (d) y = cx + c - c 3
(e) e2 y + 2cxe y + c 2 = 0 ( f ) xy = ae x + be - x
( g) xy = Ae x + Be - x + x 2

Solve by Yourself: Prob. (d) & (f)

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 Formation of D.E.
Problem (a): Form the D.E. corresponding the equation y = ax +bx 2
Solution: Given that
y = ax + bx 2 (1)
Differenting both sides w. r. to x , we get
dy
= a + 2bx (2)
dx
Again differenting both sides w. r. to x
d2 y 1 d2 y
= 0+ 2b Þ b =
dx 2
2 dx 2
Putting the value of b in equation (2), we get
dy 1 d2 y
= a + 2. x
dx 2 dx 2

dy d2 y dy d2 y
Þ =a + 2 x Þ a= - x 2
dx dx dx dx
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 Formation of D.E.

Putting the values of a and b in equation (1), we get

æ dy d2 y ö 1 d2 y 2
y=ç -x 2÷x+ x
è dx 2 dx 2
dx ø
2
dy 2d y 1 d2 y 2
=x -x + x
dx dx 2
2 dx 2

dy 1 d 2 y 2
Þ y= x - x
dx 2 dx 2

2
dy 2d y
Þ 2 y = 2x -x
dx dx 2
2
which is a D.E. of second order
d y dy and first degree.
Þ x2 - 2x +2y = 0
dx 2
dx

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 Formation of D.E.
Solution (b): Given that
c( y + c)2 = x 3 (1)
Differenting both sides w. r. to x we get,
dy
2c( y + c). = 3x 2 (2)
dx
Dividing (1) by (2), we get
dy
y +c x Þ 3( y + c) = 2x
= dx
2 dy /dx 3
2 dy 2 dy
Þ y +c = x Þ c= x -y
3 dx 3 dx
Now putting the value of c in equation (2), we get
æ 2 dy ö 2 dy dy
2. x
çè 3 dx - 2 y ÷ø ( y + x - y). = 3x 2
3 dx dx

æ 4 dy ö 2 dy dy
Þç x - 2 y÷ . x . = 3x 2
è 3 dx ø 3 dx dx
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 Formation of D.E.
æ 4 dy ö 2 dy dy
Þç x - 2 y÷ . x . = 3x 2
è 3 dx ø 3 dx dx

3 2
8 æ dy ö 4 æ dy ö
Þ x 2 ç ÷ - xy ç ÷ = 3x 2
9 è dx ø 3 è dx ø
3 2
æ dy ö æ dy ö which is a D.E. of first order
Þ 8x ç ÷ -12 y ç ÷ - 27x = 0
è dx ø è dx ø and 3rd degree.

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 Formation of D.E.
Solution (c): Given that y = ae2x + be -3x + ce x (1)
Differenting both sides w. r. to x , we get
dy d mx
= 2ae2x - 3be -3x + ce x (2) [∵ (e ) = me mx ]
dx dx
Again differenting w. r. to x , we get
d2 y -3x
2
= 4ae 2x
+ 9be + ce x
(3)
dx
Again differenting w. r. to x
d3 y -3x
= 8ae 2x
- 27be + ce x

dx 3
d3 y
Þ 3 = 14ae2x - 21be -3x + 7ce x - 6ae2x - 6be -3x - 6ce x
dx
d3 y
Þ 3 = 7(2ae2x - 3be -3x + ce x )- 6(ae2x + be -3x + ce x )
dx
d3 y dy d3 y dy
Þ 3 = 7 -6 y [using (2) and (1)] Þ 3 -7 +6 y = 0
dx dx dx dx
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 Formation of D.E.
Solution
Given that (e):
e 2 y  2cxe y  c 2  0 (1)
Differenting both sides w. r. to x , we get
dy  dy  dy  dy 
e2 y 2  2c  xe y  e y .1   0  0  2e y e y  2e y c  x 1 0  0
dx  dx  dx  dx 
dy æ dy ö
Þe y
+ c ç x +1÷ = 0 [Dividing by 2e y ]
dx è dx ø
dy
æ dy ö dy -e y
Þcç x +1÷ = -e y Þ c= dx
è dx ø dx dy
+1 x
dx
Now, putting the value of c in equation (1), we get
2
dy 2 y æ dy ö
-e y e çè dx ÷ø
e +2
2y dx xe +
y
=0
dy æ dy ö
2
x +1
dx çè x dx +1÷ø
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 Formation of D.E.
2
dy æ dy ö
çè dx ÷ø
1- 2 dx x+ = 0 [Dividing by e2y
]
dy æ dy ö
2
x +1
dx çè x dx +1÷ø

2 2
æ dy ö dy æ dy ö æ dy ö
Þ ç x +1÷ - 2x ç x +1÷ + ç ÷ = 0
è dx ø dx è dx ø è dx ø
2 2 2
æ ö
2 dy dy æ ö
2 dy dy æ dy ö
Þ x ç ÷ + 2x +1- 2x ç ÷ - 2x +ç ÷ =0
è dx ø dx è dx ø dx è dx ø

2
2
æ dy ö æ dy ö
2
æ dy ö
Þ1- x ç ÷ + ç ÷ = 0
2 Þ1- ç ÷ (x 2 -1) = 0 (Ans)
è dx ø è dx ø è dx ø

which is a D.E. of first order and

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second degree. 28
 Formation of D.E.
Solution (g): Given that xy = Ae x + Be - x + x 2 (1)
Differenting both sides w. r. to x , we get
dy
x + y.1 = Ae x - Be - x + 2x
dx
é d dv du ù
ê∵ (uv) = u + v ú
ë dx dx dx û
Again differenting both sides w. r. to x
d 2 y dy dy
x 2 + .1+ = Ae x + Be - x + 2
dx dx dx
d2 y dy
Þ x 2 + 2 + x 2 = Ae x + Be - x + x 2 + 2
dx dx

d2 y dy
Þ x 2 + 2 + x 2 = xy +2 using (1)
dx dx
which is a D.E. of second order and
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first degree. 29
 Formation of D.E.
Problem : Form the D.E. corresponding to the equations
(a) y = ax + bx 2 (b) c( y + c)2 = x 3
(c) y = ae2x + be -3x + ce x (d) y = cx + c - c 3
(e) e2 y + 2cxe y + c 2 = 0 ( f ) xy = ae x + be - x
( g) xy = Ae x + Be - x + x 2

Solve by Yourself: Prob. (d) & (f)

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 Formation of D.E.
Problem (a): Form the D.E. corresponding the equation y = ax +bx 2
Solution: Given that
y = ax + bx 2 (1)
Differenting both sides w. r. to x , we get
dy
= a + 2bx (2)
dx
Again differenting both sides w. r. to x
d2 y 1 d2 y
= 0+ 2b Þ b =
dx 2
2 dx 2
Putting the value of b in equation (2), we get
dy 1 d2 y
= a + 2. x
dx 2 dx 2

dy d2 y dy d2 y
Þ =a + 2 x Þ a= - x 2
dx dx dx dx
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 Formation of D.E.

Putting the values of a and b in equation (1), we get

æ dy d2 y ö 1 d2 y 2
y=ç -x 2÷x+ x
è dx 2 dx 2
dx ø
2
dy 2d y 1 d2 y 2
=x -x + x
dx dx 2
2 dx 2

dy 1 d 2 y 2
Þ y= x - x
dx 2 dx 2

2
dy 2d y
Þ 2 y = 2x -x
dx dx 2
2
which is a D.E. of second order
d y dy and first degree.
Þ x2 - 2x +2y = 0
dx 2
dx

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 Formation of D.E.
Solution (b): Given that
c( y + c)2 = x 3 (1)
Differenting both sides w. r. to x we get,
dy
2c( y + c). = 3x 2 (2)
dx
Dividing (1) by (2), we get
dy
y +c x Þ 3( y + c) = 2x
= dx
2 dy /dx 3
2 dy 2 dy
Þ y +c = x Þ c= x -y
3 dx 3 dx
Now putting the value of c in equation (2), we get
æ 2 dy ö 2 dy dy
2. x
çè 3 dx - 2 y ÷ø ( y + x - y). = 3x 2
3 dx dx

æ 4 dy ö 2 dy dy
Þç x - 2 y÷ . x . = 3x 2
è 3 dx ø 3 dx dx
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 Formation of D.E.
æ 4 dy ö 2 dy dy
Þç x - 2 y÷ . x . = 3x 2
è 3 dx ø 3 dx dx

3 2
8 æ dy ö 4 æ dy ö
Þ x 2 ç ÷ - xy ç ÷ = 3x 2
9 è dx ø 3 è dx ø
3 2
æ dy ö æ dy ö which is a D.E. of first order
Þ 8x ç ÷ -12 y ç ÷ - 27x = 0
è dx ø è dx ø and 3rd degree.

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 Formation of D.E.
Solution (c): Given that y = ae2x + be -3x + ce x (1)
Differenting both sides w. r. to x , we get
dy d mx
= 2ae2x - 3be -3x + ce x (2) [∵ (e ) = me mx ]
dx dx
Again differenting w. r. to x , we get
d2 y -3x
2
= 4ae 2x
+ 9be + ce x
(3)
dx
Again differenting w. r. to x
d3 y -3x
= 8ae 2x
- 27be + ce x

dx 3
d3 y
Þ 3 = 14ae2x - 21be -3x + 7ce x - 6ae2x - 6be -3x - 6ce x
dx
d3 y
Þ 3 = 7(2ae2x - 3be -3x + ce x )- 6(ae2x + be -3x + ce x )
dx
d3 y dy d3 y dy
Þ 3 = 7 -6 y [using (2) and (1)] Þ 3 -7 +6 y = 0
dx dx dx dx
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 Formation of D.E.
Solution (e): Given that e2 y + 2cxe y + c 2 = 0 (1)
Differenting both sides w. r. to x , we get
dy æ dy ö
e2 y 2 + 2c ç xe y + e y .1÷ + 0 = 0
dx è dx ø
dy æ dy ö
Þe y
+ c ç x +1÷ = 0 [Dividing by 2e y ]
dx è dx ø
dy
æ dy ö dy -e y
Þcç x +1÷ = -e y Þ c= dx
è dx ø dx dy
+1 x
dx
Now, putting the value of c in equation (1), we get
2
dy 2 y æ dy ö
-e y e çè dx ÷ø
e +2
2y dx xe +
y
=0
dy æ dy ö
2
x +1
dx çè x dx +1÷ø
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 Formation of D.E.
2
dy æ dy ö
çè dx ÷ø
1- 2 dx x+ = 0 [Dividing by e2y
]
dy æ dy ö
2
x +1
dx çè x dx +1÷ø

2 2
æ dy ö dy æ dy ö æ dy ö
Þ ç x +1÷ - 2x ç x +1÷ + ç ÷ = 0
è dx ø dx è dx ø è dx ø
2 2 2
æ ö
2 dy dy æ ö
2 dy dy æ dy ö
Þ x ç ÷ + 2x +1- 2x ç ÷ - 2x +ç ÷ =0
è dx ø dx è dx ø dx è dx ø

2
2
æ dy ö æ dy ö
2
æ dy ö
Þ1- x ç ÷ + ç ÷ = 0
2 Þ1- ç ÷ (x 2 -1) = 0 (Ans)
è dx ø è dx ø è dx ø

which is a D.E. of first order and

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second degree. 37
 Formation of D.E.
Solution (g): Given that xy = Ae x + Be - x + x 2 (1)
Differenting both sides w. r. to x , we get
dy
x + y.1 = Ae x - Be - x + 2x
dx
é d dv du ù
ê∵ (uv) = u + v ú
ë dx dx dx û
Again differenting both sides w. r. to x
d 2 y dy dy
x 2 + .1+ = Ae x + Be - x + 2
dx dx dx
d2 y dy
Þ x 2 + 2 + x 2 = Ae x + Be - x + x 2 + 2
dx dx

d2 y dy
Þ x 2 + 2 + x 2 = xy +2 using (1)
dx dx
which is a D.E. of second order and
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first degree. 38
Finally, that represents a straight line
Formation of Ordinary Differential Equation(ODE) by eliminating arbitrary
constants
Since there is no arbitrary constant so this is the required ODE. We differentiated two times
because of having 2 arbitrary constants initially.

Since there is no arbitrary constant so this is the required ODE. We differentiated two times
because of having 2 arbitrary constants initially. Finally, the order of this equation is 2 and the
degree is 1