SOLVED DIFFERENTIAL EQUATIONS
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Transcript of SOLVED DIFFERENTIAL EQUATIONS
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This document has been prepared by
Sir. Kubalyendas
E-mail: [email protected]
Phone: +255765-832393
Website: http://goo.gl/Wt6yUz
Differential equation
A differential equation is an equation involving an unknown function and its derivatives. Also it
is an equation involving differential coefficients.
Examples
𝑑𝑦
𝑑𝑥= 3𝑥 + 5
𝑤ℎ𝑒𝑟𝑒: 𝑦 = 𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒; 𝑥 = 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒
𝑑2𝑧
𝑑𝑥2+ 5
𝑑𝑧
𝑑𝑥+ 𝑎𝑧 = 0
𝑤ℎ𝑒𝑟𝑒: 𝑧 = 𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒; 𝑥 = 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒
510xd
yd4
3
3
y
dx
dy
𝑤ℎ𝑒𝑟𝑒: 𝑦 = 𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒; 𝑥 = 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒
𝑒𝑦𝑑2𝑦
𝑑𝑥2+ 5 (
𝑑𝑦
𝑑𝑥)
2
= 1
𝑤ℎ𝑒𝑟𝑒: 𝑦 = 𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒; 𝑥 = 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒
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7𝑑3𝑦
𝑑𝑥3+ (𝑠𝑖𝑛𝑥)
𝑑2𝑦
𝑑𝑥2+ 9𝑥𝑦 = 0
𝑤ℎ𝑒𝑟𝑒: 𝑦 = 𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒; 𝑥 = 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒
𝑑2𝑧
𝑑𝑥2+ 5𝑥 (
𝑑𝑧
𝑑𝑥)
4
+ 3𝑧 = 𝑠𝑒𝑐𝑥
(𝑑4𝑦
𝑑𝑥4)
3
+ 4𝑦 (𝑑𝑦
𝑑𝑥)
5
+ 𝑦3 (𝑑𝑦
𝑑𝑥)
2
= 12𝑥
𝑤ℎ𝑒𝑟𝑒: 𝑦 = 𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒; 𝑥 = 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒
𝑑𝑦
𝑑𝑥= 𝑥 +
𝑘
(𝑑𝑦𝑑𝑥
)
[2 + (𝑑𝑧𝑑𝑥
)2
]
32
𝑑𝑧𝑑𝑥
= 8
𝜕2𝑦
𝜕𝑢2+ 6
𝜕2𝑦
𝜕𝑥2= 0
𝑤ℎ𝑒𝑟𝑒: 𝑦 = 𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒; 𝑢 & 𝑥 = 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒𝑠
𝑥𝜕𝑢
𝜕𝑥+ 6𝑦
𝜕𝑦
𝜕𝑥= 𝑛𝑢
Types
a) Ordinary differential equation
b) Partial differential equation
ODE: A differential equation is an ordinary differential equation if the unknown function
depends on only one independent variable. That is, if the derivatives in it are with respect to a
single independent variable
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Examples 𝑑𝑦
𝑑𝑥= 3𝑥 + 8
𝑑4𝑦
𝑑𝑢4+
𝑑2𝑦
𝑑𝑢2+ 6
𝑑𝑦
𝑑𝑢+ 𝑎𝑦 = 0
𝑑3𝑦
𝑑𝑝3+ (
𝑑𝑦
𝑑𝑝)
4
+ 3𝑝𝑦 = 7
𝑒𝑦𝑑2𝑦
𝑑𝑥2+ 5 (
𝑑𝑦
𝑑𝑥)
2
= 1
8𝑑3𝑦
𝑑𝑥3+ (𝑐𝑜𝑠𝑥)
𝑑2𝑦
𝑑𝑥2+ 9𝑥𝑦 = 0
PDE: If the unknown function depends on two or more independent variables, the differential
equation is a partial differential equation. That is, if the derivatives in it are with respect to more
than one independent variable
Examples
𝜕2𝑦
𝜕𝑡2+ 6
𝜕2𝑦
𝜕𝑥2= 0
𝜕2𝑣
𝜕𝑥2+
𝜕2𝑣
𝜕𝑢2+ 4
𝜕𝑣
𝜕𝑡= 7
Order
This is order of the highest derivative in the differential equation.
Degree
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The degree of a differential equation is power of the highest order derivative term in the differential
equation.
Examples
𝑑2𝑧
𝑑𝑥2+ 5𝑥 (
𝑑𝑧
𝑑𝑥)
4
+ 3𝑧 = 𝑠𝑒𝑐𝑥, 𝑑𝑒𝑔𝑟𝑒𝑒 = 1
𝑑𝑦
𝑑𝑥= 𝑥 +
𝑘
(𝑑𝑦𝑑𝑥
) 𝑠𝑖𝑚𝑝𝑙𝑖𝑓𝑦
∴ (𝑑𝑦
𝑑𝑥)
2
= 𝑥𝑑𝑦
𝑑𝑥+ 𝑘 𝑑𝑒𝑔𝑟𝑒𝑒 = 2
[4 + (𝑑𝑧𝑑𝑣
)2
]
34
𝑑2𝑧𝑑2𝑣
= 2
[4 + (𝑑𝑧
𝑑𝑣)
2
]
3
= (2𝑑2𝑧
𝑑2𝑣)
4
𝑑𝑒𝑔𝑟𝑒𝑒 = 4
Linearity
A differential equation is linear, if
Dependent variable and its derivatives are of degree one,
Coefficients of term do not depend upon dependent variable.
Forming differential equation
Eliminating arbitrary constants from the given function
1. xBxAy cossin
xBxAdx
dysincos
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xBxAdx
ydcossin
2
2
)cossin(2
2
xBxAdx
yd
ydx
yd
2
2
02
2
ydx
yd
2. 2xBeAexy xx
xBeAedx
dyxy xx 2
22
2
xx BeAedx
ydx
dx
dy
dx
dy
But, 2xxyBeAe xx
Thus, 22 2
2
2
xxydx
ydx
dx
dy
In general an nth order differential equation will result from consideration of a function with n arbitrary
constants.
Solution of differential equation
Direct integration
Separating the variables
Homogeneous equations – by substituting y = vx
Linear equations – use of integrating factor
Direct integration
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dxxfydxxfdydxxfdyfxfdx
dy)()()()(
Examples
3. 563 2 xx
dx
dy
dxxxdy )563( 2
dxxxdy )563( 2
cxxxy 53 23
Separating the variable
Examples
2 2
2
2
2
1
( 1) 2 ( 1) 2
2
22 2
2 2 2 (Let 2 )
2 2
dy x
dx y
y dy xdx y dy xdx
ydy dy xdx
y xy C
y y x C C A
y y x A
Homogenous differential equations
The equation whose total degree in X and Y for the terms involved is one
The substitution of ( ) is used or ( ).y
v x y v x xx
4.
Example
3
2
dy x y
dx x
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(1 3
2
yx
dy x
dx x
(1 3
.......2
y
dy xi
dx
Let ( )y
V y V x Xx
.......dy dv
v x iidx dx
substitute (ii) into (i)
1 3
2
dv vv x
dx
1 3
2
dv vx v
dx
1 3 2
2
dv v vx
dx
1 (separate the variables)
2
dv vx
dx
2 (Integrate)
1
dxdv
v x
1 12
1dv dx
v x
2ln 1 ln lnv x c
2
1 since and ln ln ln( )y y
cx v x c xcxx
Tautolia
5. 2
2
1
1
x
y
dx
dy
separate the variables
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22 11 x
dx
y
dy
Integrate
22 11 x
dx
y
dyFrom xdx
x
1
2sin
1
1
cxy 11 sinsin
6. ydyyxxdxyx )823()732( 2222
ydyyxxdxyx )823()732( 2222
)732(
)823(22
22
yx
yx
ydy
xdx
From componendo rule d
dc
b
ba
c
c
b
a
Dividendo rule d
dc
b
ba
c
c
b
a
Componendo and dividendo rule dc
dc
ba
ba
Thus
ydyxdx
ydyxdx
)732()823(
)732()823(2222
2222
yxyx
yxyx
1
)3(522
22
yx
yx
ydyxdx
ydyxdx
1
)(5
3 2222
yx
ydyxdx
yx
ydyxdx
Multiply by 2 both sides to the numerators
1
)22(5
3
222222
yx
ydyxdx
yx
ydyxdx Integrate
1
)22(5
3
222222 yx
ydyxdx
yx
ydyxdx
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cyxyx ln)1ln(5)3ln( 2222
52222 )1()3( yxcyx
7. yyx exedx
dy 2
22 1
xeee
x
e
e
dx
dy x
yyy
x
Seperate the variables
dxxedye xy 2 Integrate
dxxedye xy 2
cxee xy 3
3
1
8. 22a
dx
dyyx
Let dx
dy
dx
dvyxv 1 …….ii
1dx
dv
dx
dy
22 1 adx
dvv
2
22
2
2
1v
va
dx
dv
v
a
dx
dv Separate the variable
dxdyva
v
22
2
By dividing 222 )( vva
dxdvva
a
22
2
1 Integrate
dxdv
va
a22
2
1
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dxdv
a
vdv
2
1
1
cxa
vav 1tan But yxv
cxa
yxayx
1tan
cxa
yxay
1tan
9. )cos()sin( yxyxdx
dy
Let dx
dy
dx
dvyxv 1
1dx
dv
dx
dy
vvdx
dvcossin1
1cossin vvdx
dv Separate the variables
dxvv
dv
1cossin
But: 2
cos2
sin2sin vvv and 12
cos2cos 2 vv
dxvvv
dv
112
cos22
cos2
sin2 2
dx
v
vv
dv
1
2cos
2sin
2cos2 2
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dx
v
dvv
1
2tan2
2sec2
Integrate
dxv
dvv
12
tan
2sec
2
12
If we let
2sec
21
2tan
2 v
dwdvvw
cxv 12
tanln But yxv
cxyx
2
1ln
10.
byx
ayx
dx
dy
byx
ayx
dx
dy
dx
dvyxv 1
1dx
dv
dx
dy Substitute
bv
av
dx
dv
bv
av1 Divide by
bv
av
av
bv
bv
av
dx
dv1
abbvavv
abavvbv
dx
dv2
2
1
12
2
abbvavv
abavvbv
dx
dv
abbvavv
abbvavvabavvbv
dx
dv
2
22
avbvabv
abv
dx
dv
2
2 )(2 Separate the variables
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dxdvabv
vababv2
)(2
2
dxdvabv
vab
abv
abv2
)(22
2
dxdvabv
vab2
)(1
2
Integrate
dxdvabv
vabdv 2)(
2
cxabvabv 2ln2
1)( 2 But yxv
cxabyxabyx 2)(ln2
1)( 2
cxabyxab
y
2)(ln2
)(
11. 214 yxdx
dy
Let 14 yxv
4dx
dv
dx
dy
dx
dy Substitute
24 vdx
dv
24 vdx
dv Separate the variables
dxv
dv
24 Integrate
dxv
dv2
214
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cxv
2tanln
2
1 1 But 14 yxv
cxyx
2
14tanln
2
1 1
12. dyyyxdxxxy )tanlog(seccos)tanlog(seccos
Divide by yxcoscos both sides to get
yx
yyxdx
yx
xxy
coscos
)tanlog(seccos
coscos
)tanlog(seccos
dyyyydxxxx )tanlog(secsec)tanlog(secsec
dyyyydxxxx )tanlog(secsec)tanlog(secsec
By letting )tanlog(sec xxw and )tanlog(sec yyz
dxx
dwx
dx
dw
secsec
dyy
dzx
dy
dz
secsec
dzy
zydw
x
wx
sec
)(sec
sec
)(sec
czwczw 2222
2
1
2
1 Substitute values of zw,
cyyxx 22 )tanlog(sec)tanlog(sec
The linear d.e is in the form of
Qpydx
dy Or Qpx
dy
dx
Where the Integrating factor is pdx
eIF or pdy
eIF
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General solution CIFdxQIFY ..
13. xeydx
dy 25
xeQp 25
xdxpdx
eeeFI 55
.
From CIFdxQIFY ..
Cdxeeye xxx 525
Cdxeye xx 75
ceye xx 75
7
1
xx ceey 52
7
1
14. 02
2
dxdyxye
y
Find the value of so that 2ye is an integrating factor of the given
differential equation
22
22 yy
exydy
dx
dy
dxxye
From Qpxdy
dx ; yp , 2
2y
eQ
and pdy
eFI.
2
2
.
yydy
eeFI
Compare the two integrating factors 2
2
2y
y ee
2
1
2
22
yy
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15. Given. Qypydx
dy Find the general solution
Since pdx
eFI. Multiply the pdx
eFI. both sides
pdxpdxpdx
Qepyedx
dye
dxQeyedQedx
yedpdxpdxpdx
pdx
.
.
pdx
pdx
pdxpdx
e
cdxQeydxQecye .
AdxQeeypdxpdx
where cA
Bernoulli’s equation
16. nQypy
dx
dy
We need to make it linear
nQypydx
dy Divide by ny both sides
n
n
nn y
Qy
y
py
y
dx
dy
Qpydx
dyy nb 1
Let nyz 1
dx
dyyn
dx
dz n )1( Divide by )1( n
dx
dz
ndx
dyy n
)1(
1
Substitute
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Qpzdx
dz
n
)1(
1 Multiply by )1( n
Qnpzndx
dz)1()1(
Let pnp )1(1 and QnQ )1(1 Substitute
11 Qzpdx
dz Made linear
17. Find the general solution of 11 Qzpdx
dz
Where pnp )1(1 ; QnQ )1(1 and nyz 1
pdxndxp
eeFI)1(1
.
From. CIFdxQIFZCIFdxQIFY .... 1
cdxeQeZpdxnpdxn
)1(
1
)1(
.
cdxeQneypdxnpdxnn
)1()1(1 .)1(. Divide by pdxn
e)1(
both sides
cdxeQneypdxnpdxnn )1()1()1(1 .)1( Multiply by
n1
1both sides
npdxnpdxn
cdxeQney
1
1
)1()1(
.)1(
18. xyxdx
dyy 2coscostantan
y
xy
y
x
dx
dz
y
y
cos
coscos
cos
tan
cos
tan 2
xyxdx
dzyy 2cossectantansec
Let yz sec
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dx
dyyy
dx
dztansec Substitute
xzxdx
dz 2cos.tan Compare
Qpydx
dy : xQxp 2costan
xeeeeFI xxxxdx
sec. seclncos
1ln
coslntan
From CIFdxQIFZ ..
Cxxxz seccossec 2
Cxx
zx
2coscos
1
cos
1
cxCxzx
sincoscos
1
)(sincos cxxz But yz sec
)(sincossec cxxy
19. dxyxdyyx )123()146(
1)23(2
123
146
123
yx
yx
yx
yx
dx
dy
Let yxv 23
dx
dv
dx
dy
dx
dy
dx
dv3
2
123 Substitute
12
13
2
1
v
v
dx
dv
)12(
)22(3
v
v
dx
dv
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)12(
)22(3
v
v
dx
dv
12
14
)12(
)2236(
v
v
v
vv
dx
dv Separate the variables
dxdvv
v
14
12 Divide 12)14( vv
dxdvv
)14(2
1
2
1 Integrate
dxdvv
dv)14(
1
2
1
2
1
cxvv )14ln(4
1.
2
1
2
1 But yxv 23
cxyxyx
)1)23(4ln(8
1
2
23
cxyxyx
)1812ln(8
1
2
23
20. yydx
dyx
1
x
yy
dx
dy
1
yx
y
dx
dy
1
x
xyy
dx
dy
1
x
xy
dx
dy )1(1
x
yx
xdx
dy )1(1
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xx
yx
dx
dy 1)1(
xy
xdx
dy 11
1
Compare with
Qpydx
dy :
xQ
xp
11
1
xxxxxdxdx
xdx
xpdx
xeeeeeeeFI
.. lnln
11
1
From CIFdxQIFy ..
cecdxxex
yxe xxx 1
xxe
c
xy
1
21. Set of function x
x1
, form a basis of solution
02 yyxyx Condition ;1)1( y 2)1( y
Solution
xBAxy
1 Differentiate
2
1
xBAy ……………….i
3
12
xBy ……………………ii
iiiyx
B .................2
3
2
1.
2 2
3 yxA
x
yxAy
ivyx
yA .......2
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x
yxx
yxyy
1
22
3
2
2
22
2 2222 yxyxyxyxyxyxy
yxyxyxyxyxyx
y
2
22
22
22
2
22
02 yyxyx Shown
Solve the values of A and B given that ;1)1( y 2)1( y
xBAxy
1 vBA ................1
2
1
xBAy viBA .................2
By solving simultaneous equations: 2
3A and
2
1B
xxy
2
1
2
3 Particular solution
22. Given that Qpydx
dy To show that
pdx
eFI.
Solution
Let )(xvv be the Integrating Factor FI.
iQxvpyxvdx
dyxv ...........)()()(
If the L.H.S of the equation is exact D.E, then
iiQxvdx
dvy
dx
dyxv
dx
yvd.........)(.)(
),(
Compare two equations
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vpdx
dvvpy
dx
dvy
pdxdvv
pdxv
dv 1
pdxvpdxv elogln
pdx
eFIxV .)(
23. xxxyxdx
dyxx 3523 13 Solve the differential equation
xx
xxxy
xx
x
dx
dy
3
35
3
2 13
xx
xP
3
2 13 And
xx
xxxQ
3
35
xxeeeeFI xxxx
dxxx
xpdx
3
1ln
)ln(
131
.333
2
From CIFdxQIFY ..
cdxxxxx
xxx
xxy
33
35
3
1.
1.
cdx
xxxx
xx
xxy
)1(
1.
)1(
)1(1.
22
22
3
cxcdxx
cdxxx
xx
xxy
ln1
)1(
)1(1.
222
22
3
cxxxy ln3
EQUATIONS REDUCIBLE TO HOMOGENEOUS FORM
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Case 1: CByAx
cbyax
dx
dy
If
B
b
A
a Just use normal substitution
24. 146
123
yx
yx
dx
dy
1)23(2
123
yx
yx
dx
dy 6;3 Aa ; 4;2 Bb And
2
1
B
b
A
a
Let
dx
dv
dx
dy
dx
dy
dx
dvyxv 3
2
12323
12
223
1)(2
13
2
1
v
v
dx
dv
v
v
dx
dv
12
2236
12
223
v
vv
v
v
dx
dv
dxdvv
v
v
v
dx
dv
14
12
12
14 But
)14(2
1
2
1
14
2
1
2
12
1
2
1
2
12
12)14(14
12
vv
v
vvv
v
dxdv
v )14(2
1
2
1
dxdvv
dv14
1
2
1
2
1
cxvv 14ln8
1
2
1 But yxv 23
cxvv 14ln8
1
2
1
25. dydxdydxyx ))(2(
dydxydyydxxdyxdx 22
dyydyxdydxydxxdx 22
)12()12( yxdyyxdx
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12
12
yx
yx
dx
dy 1;1 Aa ; 2;2 Bb And 1
B
b
A
a
Let
1
2
1212
dx
dv
dx
dy
dx
dy
dx
dvyxv
1
221
1
11
2
1
v
v
dx
dv
v
v
dx
dv
1
131
1
22
v
v
v
v
dx
dv
dxdvv
v
13
1 But
)13(3
4
3
1
13
1
vv
v
cxvvdxdvv
13ln
9
4
3
1
)13(3
4
3
1 But yxv 2
cxyxyx
163ln9
4
3
2