Differential Equation

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DIFFERENTIAL EQUATION:

  • An equation that involves independent and dependent variables and the derivatives of the dependent variables is called a DIFFERENTIAL EQUATION.

  • Finding the unknown function which satisfies given differential equation is called SOLVING OR INTEGRATING the differential equation.

  • The solution of the differential equation is also called its PRIMITIVE, because the differential equation can be regarded as a relation derived from it.

ORDER OF DIFFERENTIAL EQUATION:

$\quad$ The order of a differential equation is the order of the highest derivative occurring in it.

DEGREE OF DIFFERENTIAL EQUATION :

$\quad$ The degree of a differential equation which can be written as a polynomial in the derivatives is the degree of the derivative of the highest order occurring in it. After it has been expressed in a form free from radicals & fractions so far as derivatives are concerned, thus the differential equation :

$\quad$ The differential equation

$f(x, y)\left[\frac{d^{m} y}{d x^{m}}\right]^{p}+\phi(x, y)\left[\frac{d^{m-1} y}{d x^{m-1}}\right]^{q}+\ldots+ C=0$

$\quad$ is of order $m$ and degree $p$.

FORMATION OF A DIFFERENTIAL EQUATION :

If an equation involving independent and dependent variables has some arbitrary constants, then a differential equation can be obtained as follows:

  • Differentiate the given equation with respect to the independent variable (say x) as many times as the number of arbitrary constants in it.
  • Eliminate the arbitrary constants. The resulting equation is the required differential equation.

Note: A differential equation represents a family of curves all satisfying some common properties. This can be considered the geometrical interpretation of the differential equation.

General And Particular Solutions:

  • The solution of a differential equation which contains a number of independent arbitrary constants equal to the order of the differential equation is called the GENERAL SOLUTION (OR COMPLETE INTEGRAL OR COMPLETE PRIMITIVE).

  • A solution obtainable from the general solution by giving particular values to the constants is called a PARTICULAR SOLUTION.

ELEMENTARY TYPES OF FIRST ORDER & FIRST DEGREE DIFFERENTIAL EQUATIONS :

  • Variables separable:

    $\quad$ TYPE-1

    $\quad$ If the differential equation can be expressed as $f(x) dx+g(y) d y=0$ $\quad$ then this is said to be variable separable type.

    $\quad$ A general solution of this is given by $\int f(x) , dx + \int g(y) , dy = c$ $\quad$ c is the arbitrary constant.

    $\quad$ TYPE-2

    $\quad$ The differential equation

    $ \frac{dy}{dx} = f(ax + by + c), \quad b \neq 0 $

    $\quad$ can be solved by substituting

    $ t = ax + by + c. $

    $\quad$ Then the equation reduces to a separable type in the variables $t$ and $x$, which can be solved.

  • Homogeneous equations: $\quad$ A differential equation of the form

    $ \frac{dy}{dx} = \frac{f(x, y)}{\phi(x, y)}, $

    $\quad$ where $f(x, y) \ \text{and} \ \phi(x, y)$ are homogeneous functions of $x$ and $y$ and of the same degree, is called HOMOGENEOUS.

    $\quad$ This equation may also be reduced to the form

    $ \frac{dy}{dx} = g\left(\frac{x}{y}\right) $

    $\quad$ and is solved by putting $y = vx$ so that the dependent variable $y$ is changed to another variable $v$, where $v$ is some unknown function. The differential equation is transformed to an equation with variables separable.

  • Equations reducible to the homogeneous form :

    $\quad$ If $\frac{dy}{dx}=\frac{a_1 x+b_1 y+c_1}{a_2 x+b_2 y+c_2}$

    $\quad$ where $a_1 b_2-a_2 b_1 \neq 0$, i.e. $\frac{a_1}{b_1} \neq \frac{a_2}{b_2}$ then

    $\quad$ the substitution $\mathrm{x}=\mathrm{u}+\mathrm{h}, \mathrm{y}=\mathrm{v}+\mathrm{k}$ transform this equation to a homogeneous type in the new variables $\mathrm{u}$ and $\mathrm{v}$ where $\mathrm{h}$ and $\mathrm{k}$ are arbitrary constants to be chosen so as to make the given equation homogeneous.

    • $\quad$ If $\mathrm{a}_1 \mathrm{~b}_2-\mathrm{a}_2 \mathrm{~b}_1=0$, then a substitution $\mathrm{u}=\mathrm{a}_1 \mathrm{x}+\mathrm{b}_1 \mathrm{y}$ transforms the differential equation to an equation with variables separable.

    • $\quad$ If $b_1+a_2=0$, then a simple cross multiplication and substituting $d(xy)$ for $x dy+y dx$ integrating term by term yields the result easily.

    • $\quad$ In an equation of the form : $y f(xy) dx+x g(xy) dy=0$ the variables can be separated by the substitution $xy=v$.

LINEAR DIFFERENTIAL EQUATIONS:

$\quad$ A differential equation is said to be linear if the dependent variable its differential coefficients occur in the first degree only and are not multiplied together.

$\quad$ The nth order linear differential equation is of the form;

$a_0(x) \frac{d^n y}{dx^n}+a_1(x) \frac{d^{n-1} y}{dx^{n-1}}+\ldots \ldots \ldots+a_n(x)$

$\quad y=\phi(x)$, where $a_0(x), a_1(x) \ldots a_n(x)$ are called the coefficients of the differential equation.

  • Linear Differential Equations Of First Order : The most general form of a linear differential equations of first order is $\frac{dy}{dx}+P y=Q$, where $P$ and $Q$ are functions of $x$. To solve such an equation multiply both sides by $e^{\int P dx}$. Then the solution of this equation will be $y e^{\int \mathrm{Pdx}}=\int \mathrm{Q} e^{\int \mathrm{Pdx}} \mathrm{dx}+\mathrm{c}$

  • Equations Reducible To Linear Form : The equation $\frac{dy}{dx}+P y=Q \cdot y^n$ where $P$ and $Q$ are function, of $x$, is reducible to the linear form by dividing it by $y^n$ then substituting $y^{-n+1}=Z$.

    The equation $\frac{\mathrm{dy}}{\mathrm{dx}}+\mathrm{Py}=\mathrm{Q} \mathrm{y}^{\mathrm{n}}$ is called BERNOULI’S EQUATION.

Important Notes: $ x , dy + y , dx = d(xy) $ $ \frac{x , dy - y , dx}{x^2} = d\left(\frac{y}{x}\right) $ $ \frac{y , dx - x , dy}{y^2} = d\left(\frac{x}{y}\right) $ $ \frac{x , dy + y , dx}{xy} = d(\ln(xy)) $ $ \frac{dx + dy}{x + y} = d(\ln(x + y)) $ $ \frac{x , dy - y , dx}{xy} = d(\ln\left(\frac{y}{x}\right)) $