SSCM1703 CH1
SSCM1703 CH1
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CONTENTS
Differential Equation
!"
=> ' ( - is the dependent
!#
variable while . is the
independent variable
/ is the dependent variable
while 0 is the independent
variable
)* +
*
=> +((
),
Example 1:
Example 2:
u – dependent variable
x, y – independent variables
u – dependent variable
x, t – independent variables
u – dependent variable
x, y – independent variables
1 * + 1 * + 1+
*
+ + = 7 #" => +## + +#" + +" = 7 #"
13 131' 1'
Dependent Variable:
Independent Variable:
Order and Degree of Differential Equation
1
Example 3:
!" *
a) 8 9 + ' = sin 3 Order : Degree:
!#
=> ?
b) + +* = cos , Order : Degree:
=6 >
=> B =B *
c) +8 9 + 2 = 7# Order : Degree:
=# > =#
E
=C D =D *
d) 8 9 +8 9 +F =0 Order : Degree:
=" C ="
Example 4:
Linear
Nonlinear
Ø Nonlinear Differential Equations
Example 5:
1) )'
+ ' * = sin 3
)3
2) )' *
G H + ' = sin 3
)3
* J
3) )J' ) *' '
I JK + I *K + * = 7#
)3 )3 3 +1
Initial Value & Boundary Value
Examples 6:
- General Solutions
v Solution with arbitrary constant depending on the order of the
equation
- Particular Solutions
v Solution that satisfies given boundary or initial conditions
Example 7:
EXERCISE:
Show that - = U VWX(YZ .) + [ X\Z(YZ .) is the solution of
^] - ^-
the following DE .] +. +- =_
^.] ^.
Forming a Differential Equation
Example 9:
`
Find the differential equation for ' = 3 −
#
Solution:
R (1)
'=3−
3
)' R (2)
= 1+ *
)3 3
Try to eliminate A by,
a) Divide (1) with 3 :
' R (3)
=1− *
3 3
b) (2)+(3) :
)' ' (4)
+ =2
)3 3
Example 10:
Form a suitable DE using ' = R cos 3 + S sin 3
Solutions:
' ( = −R sin 3 + S cos 3
' (( = −R cos 3 − S sin 3
= −(R cos 3 + S sin 3)
((
)* '
∴ ' = −' => +' =0
)3 *
Exercise:
Form a suitable Differential Equation using - = U.] + [.b
Hints:
1. Since there are two constants in the general solution, - has to be
differentiated twice.
2. Try to eliminate constant A and B.
Questions from past year Test 1:
1. Test 1 2/20182019
2. Test 1 1/20182019
3. Test 1 2/20172018
1.2 FIRST ORDER ORDINARY DIFFERENTIAL
EQUATIONS (ODE)
How to identify?
!"
Suppose c (3, ') = = +(3)e(')
!#
)'
= +(3 ))3
e(')
1
f )' = f +(3 ))3
e(')
Before we proceed with the complete examples, let’s try to rewrite the
following functions into separable form:
Example 11:
Solution:
How to identify?
!"
Suppose c (3, ') = , c(3, ') is homogenous if
!#
Method of Solutions:
a) )' 3 * + '*
=
)3 (3 − ')(3 + ')
b) )'
3 − ' = 3m3 * + ' *
)3
Solutions:
a) )' 3 * + '*
c (3, ') = =
)3 (3 − ')(3 + ')
c (k3, k') =
b) )' '
c (3, ') = = + m3 * + ' *
)3 3
Example 13:
Note:
!6 6 68 instead of >, :
) = −6=−
!) 1 + 6 1+6
iv) Use the separable equation method to solve the
problem
1+6 1
−9 !6 = 9 !)
68 )
How to identify?
n(#,")
Suppose c (3, ') = − ,
o(#,")
1p 1q
=
1' 13
1p 1q
=
1' 13
1p 1q
=
1' 13
iv) To find +(3, ') from q, integrate (2) wrt ' to get
+(3, ') = f q(3, ') )' + v*(3) (4)
v) Compare (3) and (4) to get value for vy(') and v*(3).
vii) Replace vy(') into (3) OR v*(3) into (4).
viii) If there are any initial conditions given, substitute the conditions
into the solution.
ix) Write down the solution in the form
Note:
Some non-exact equation can be turned into exact
equation by multiplying it with an integrating factor.
Example 16:
Show that (3' + ' * + ') )3 + (3 + 2') )' = 0 is not exact. Then, by
multiplying both sides with the integrating factor, |(3, ') = 7 # , solve the
equation.
Solutions:
Special Integrating Factors
Although p, q, p" and q# are known functions of x and y, the difficulty here
in determining the unknown µ(x, y) is that we must solve the differential
equation. Since we are not prepared to do that, we make a simplifying
assumption.
1| p" − q#
= |.
13 q
Integrating factor
Änà âoä Å
If is a function of x alone, then the integrating factor is
o
Änà âoäÅ
∫ !#
|(3) = 7 o .
Äoäâ nà Å
If is a function of y alone, then the integrating factor is
n
Äoä â nà Å
∫ !"
|(') = 7 n .
Example 17:
is not exact. Obtain an integrating factor to make the equation exact and
find its solution
Solution :
Example 18:
is not exact. Obtain an integrating factor to make the equation exact and
find its solution
Solution :
Example 19:
is not exact. Obtain an integrating factor to make the equation exact and
find its solution
Solution :
Questions from Past Year Test 1
1.2.4 LINEAR EQUATION
How to identify?
)'
(h ) + å(.) ' = ç(.) (1)
)3
Must be + here!!
Method of Solution :
)' 1+3 7#
+G H' =
)3 3 3
Solution:
7# ì
'= + #
23 37
Note:
Non-linear DE can be converted into linear DE by using
the right substitution.
Example 21:
)'
3 *' − 3' * = 1; '(1) = 1
)3
Solutions:
^-
i) Differentiate î = -] to get and replace into the non-linear
^.
equation.
ii) Change the equation into the general form of linear equation
& determine å(.) and ç(.)
iii) Find the integrating factor, Ü(.) = i∫ å(.)^.
iv) Find -
How to identify?
where ò ≠ 0, ò ≠ 1
To reduce the equation to a linear equation, use substitution
F = 'yâó (2)
Method of Solution :
!"
ii) Differentiate ( 2 ) wrt 3 ( to get )
!#
)F )'
= (1 − ò)' âó
)3 )3
1 )F )' (4)
= ' âó
(1 − ò) )3 )3
Solve
)' 1
+ ' = 7 # 'E
)3 3
Solutions:
Questions from Past Year Final
1.2.5 SOLUTIONS BY SUBSTITUTIONS
How to identify?
)' (1)
= õ(ú3 + ï')
)3
use substitution
F = ú3 + ï' (2)
Method of Solution :
!"
i) Differentiate ( 2 ) wrt 3 ( to get )
!#
)F )' (3)
=ú+ï
)3 )3
!"
Show that the DE = (3 + ')* can be reduced to a separable
!#
Solutions:
!"
Solve = ' − 3 − 1 + (3 − ' + 2)ây
!#
Solution:
Substitution Method
+ = (F + 2)2 − 1
)+ = 2(F + 2) )F !?
ð (F + 2) )F =
*
1 1
f )+ = f )3
2 +
1
ln + = 3 + ì
2
√+ = R7 # => + = R7 *#
Since + = (F + 2)2 − 1,
(F + 2)* − 1 = R7 *#
F = mR7 *# + 1 − 2
Since F = 3 − ',
3 − ' = mR7 *# + 1 − 2
∴ ' = (3 + 2) − mR7 *# + 1
Example 25:
)'
' + 3 = m3 * + ' *
)3
F = 3 * + '*.
Autonomous Equation:
Examples:
Hence, we already know how to solve them. What we are interested now is
to predict the behavior of an autonomous equation’s solutions without
solving it, by using its direction field.
Direction Field
Note:
!"
1. When the derivative is positive (negative) on an interval I, the
!#
function '(3) is increasing (decreasing) for all values of x on I.
Example 26:
Plot the direction field of the ODE, ' ( = ' and trace out the
solution curve for '(0) = 0.5.
Solutions:
The above figure shows a computer-generated direction field of the
!"
differential equation = sin (3 + ') over a region of the xy-plane.
!#
Note how the three solution curves shown in color follow the flow of
the field.
Critical Points, Equilibrium Solutions, Phase Line
and Solution Curves.
-( = ¢(-) = _. (1)
Example 27:
)£
= £(ú − ï£)
),
§
Critical points of the equation are 0 and , so the equilibrium solutions are
•
§
£(,) = 0 and £(,) = .
•
By putting the critical points on a vertical line, we divide the line into three
§ §
intervals defined by −∞ < £ < 0, 0 < £ < , < £ < ∞.
• •
Interval Sign of ®(0) ®(0) Arrow
© + Increasing Points up
(_, )
™
© - Decreasing Points down
( , ∞)
™
The vertical
line is called a
phase line.
The three intervals determined on the P-axis or phase line by the critical
§
points 0 and now correspond in the tP-plane to three subregions defined
•
by:
where −∞ < , < ∞. The phase portrait in Figure 1 tells us that £(,) is
decreasing in ´y , increasing in ´* and decreasing in ´J . If £(0) = £¨ is an
initial value, then in ´y , ´* and ´J we have, respectively the following:
Stable:
Unstable:
Semi-stable:
)±
= −≤(± − ±≥ )
),
Solution:
3. (Past Final)
4. (Past final)
1.3.2 Natural Growth and Decay
Example 29:
Solution:
2) Solve the DE
3) Use the initial & boundary conditions
)Ω ´ æ¨
+ Ω=
), º º
ø ¡¬
Hence, é (, ) = , è (, ) =
¿ ¿
ø
∫8 ¿ 9 !6
| (, ) = 7
ø6√
=7 ¿
) ø6√ ø6 æ¨
87 ¿ Ω9 = 87 √¿ 9 G H
), º
iv) Integrate the equation to find π
ø6 ø6√ æ¨
87 √¿ Ω9 = f 87 ¿ 9G H ),
º
1 ø6√ æ¨ º æ¨ âø6
Ω = ø6√ w87 ¿9 G H G H + ìx = + ì7 √¿
7 ¿ º ´ ´
)Ω
º + ´Ω = æ¨ sin 2,
),
i) Write into the linear equation form and determine å(0) and
ç(0)
)Ω ´ æ¨
+ Ω= ≈∆ò 2,
), º º
ø ¡¬
Hence, é (, ) = , è (, ) = sin 2,
¿ ¿
ø
9 !6
| (,) = 7 ∫8 ¿
ø6
= 7 √¿
iii) Write down the equation with the integrating factor
) ø6√ ø6 æ¨
87 ¿ Ω9 = 87 √¿ 9 ≈∆ò 2,
), º
Example 30:
Example 31:
Consider the circuit given in the figure with R=4, L=2, and V=cos 3t. Find
the current, I(t) .
Vertical Motion – Newton’s Second Law of Motion
)e
= À − ≤e * .
),
If the particle starts off from rest, show that the velocity of that particle at
any time t is given by:
kÄ7 *ÃÕ6 − 1Å
e=
(7 *ÃÕ6 + 1)
œ
such that k = Œ . Then, find the velocity as the time approaches infinity.
Õ
Solutions: