CHAPTER 1
CHAPTER 1
CHAPTER 1
INTRODUCTION TO DIFFERENTIAL EQUATION
1.1 Introduction
A Differential Equation is a mathematical equation that
relates some functions with its derivatives. Differential equations play a
prominent role in many disciplines including engineering, physics,
economics and biology. In biology and economics, differential equations
are used to model the behaviour of complex systems. Many fundamental
laws of physics and chemistry can be formulated as differential equations.
In mathematics, differential equations are studied from several different
perspectives, mostly concerned with their solutions, the set of functions
that satisfy the equation. We solve the static problems by using ‘Algebra’
but we can not solve the dynamic problems by the help of algebra.
Therefore, to solve the dynamic problems such as speed or rate of change
quantity we used differential equations.
Differential Equation: -
An equation involving derivatives of one or more
dependent variable with respect to one or more independent variable is
called a Differential Equation.
For example,
For example,
For example,
1.4 Degree: -
The degree of a differential equation is the degree of the highest
order derivative which occurs in it, after the differential equation has been
made free from radicals and fractions as far as the derivatives are
concerned.
For example,
For example,
z=a cos 2x+b sin 2x, involving two arbitrary constants a and b, is the
𝑑2𝑦
general solution of the second order equation 𝑑𝑥2 + 4z(x) = 0
𝑑2 𝑦
The solution of differential equation 𝑑𝑥 2 = f(x,y,y1) subject
to y(x0) = y0 and y1(x0) = y1 is called Second order initial value problem
where y0 and y1 are given constants .
5
(i)y(x0) = a , y(x0) = b
(ii)y(x0) = a , y’(x1) = b
(iii) )y’(x0) = a , y’(x1) = b
CHAPTER 2
HISTORY OF DIFFERENTIAL EQUATIONS
CHAPTER 3
FIRST ORDER AND FIRST DEGREE
ORDINARY DIFFERENTIAL EQUATIONS
3.1 Definition: -
For Example: -
𝑑𝑦
1. 𝑑𝑥 + f(x) = f(y)
𝑑𝑦
2. 𝑑𝑥 + f(x,y)=0
…………….. (4)
………….. (5)
Example -2
f(x,y) =x2 +2xy +4y2 is a homogenous function of degree 2
since f(tx , ty) = t2 (x2 + 2xy + 4y2)
Theorem -
Proof:
Since M(x, y) dx + N(x, y)dy =0is homogeneous, it may be written in the form
Example:
Verify that the following equations are homogeneous and solve them.
𝑑𝑦 𝑥 2 −2𝑥𝑦+5𝑦 2
=
𝑑𝑥 𝑥 2 +2𝑥𝑦+𝑦 2
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CHAPTER – 4
Exact And Non-Exact
Differential Equation & It’s Solutions
An equation in one of the above forms can be easily written in the other
form.
𝑑𝑦 𝑥+𝑦+1
For example : The equation 𝑑𝑥 = can be written in the form
𝑦 2 −𝑥−3
( x+ y+1)dx+ (x-y2+3)dy=0
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𝑑𝑦
The differential equation 𝑑𝑥 = 𝑓 (𝑥, 𝑦) also be written as
M(x,y)dx + N(x,y)dy= 0 …………………(1)
This differential equation is exact iff
𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥
Example :- Check xdy+ydx=0 is exact or not ?
Solution: -Given xdy+ydx=0
Here 𝑀(𝑥, 𝑦) = 𝑦 and N(x,y)=x
𝜕𝑀 𝜕𝑁
=1 and 𝜕𝑥 =1
𝜕𝑦
𝜕𝑀 𝜕𝑁
Since = 𝜕𝑥
𝜕𝑦
Therefore, it is exact.
STEP-3: -
Atlast putting the values ∫ 𝑀𝑑𝑥 and ∫(𝑁 − 𝑥 )𝑑𝑦 in the equation
∫ 𝑴𝒅𝒙 + ∫(𝑵 − 𝒙)𝒅𝒚 = c……………(3)
Which is the required solution.
Example: -
Find the exact solution of (2x-y+1)dx + (2y-x-1)dy = 0 ?
Solution: -
STEP-1: -
Given M(x,y) = 2x-y+1 and N(x,y) = 22y-x-1
𝜕𝑀 𝜕𝑁
= -1 and = -1
𝜕𝑦 𝜕𝑥
𝜕𝑀 𝜕𝑁
Since = 𝜕𝑥
𝜕𝑦
Fatio de Duillier
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Proof:
Let µ be an integrating factor of equation (1), then by hypothesis µMdx
+ µNdy=0
Is an exact differential equation. Thus
And
Hence equation (1).is exact and its general solution is given by the
formula
A function of y alone,
Then 𝑒 − ∫ 𝑔(𝑦)𝑑𝑦 is an integrating factor of differential equation (1)
Proof: Let µ be an integrating factor of differential equation (1), then by
hypothesis
µMdx+µNdy =0 is an exact differential equation.
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𝜕 𝜕
Thus (µ𝑀) = (µ𝑁)
𝜕𝑌 𝜕𝑌
Or
𝜕µ
Since µ is a function of y alone, =0
𝜕𝑥
Therefore
Or
Or
and so In
Solution:-
Here M= 2xy2-y and N=2x-x2y
𝜕𝑀 𝜕𝑁
So that = 4xy-1 and = 2-2xy
𝜕𝑦 𝜕𝑥
𝜕𝑀 𝜕𝑁
Since ≠ , therefore the given is not exact. However
𝜕𝑦 𝜕𝑥
1
Is an integrating factor. Multiplying given equation by 𝑦 3, we get
Hence the equation is exact and the general solution is given by the
formula
∫ 𝑀𝑑𝑥 + ∫(𝑁 − 𝑥 )𝑑𝑦 = c
𝑥 1
Or ∫(2 𝑦 − 𝑦 2 )𝑑𝑥 + ∫ 0𝑑𝑦 = c
𝑥2 𝑥
Or – 𝑦 2 = c or x2y-x = cy2
𝑦
RULE (3):
If M(x,y)dx + N(x,y) = 0………………………………..(1)
1
is homogenous and Mx+Ny≠ 0, then 𝑀𝑥+𝑁𝑦 is an integrating factor the
give differential equation.
26
Proof:
1
If is an integrating factor of the given differential
𝑀𝑥+𝑁𝑦
equation, then we are to show that-
1
So 𝑥 5 is an integrating factor of the given differential equation
1
Multiplying the given equation by 𝑥 5 we get
……….(1)
SOLUTION:
The equation is of the form y f(x y) dx +xg (xy)dy = 0
Here M = y(x2 y2+ 2 ), N = x (2 -2 x²y2)
And Mx-Ny = x3 y3+2 xy -2 xy+2 x3 y3 = 3 x3 y3 ≠ 0
Thus equation (1) is exact and its general solution is given by the
formula
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CHAPTER- 5
SPECIAL TYPE OF
DIFFERENTIAL EQUATIONS &
ITS SOLUTIONS
𝑑𝑥
In case, the first order linear differential equation is in the form + P1x = Q1
𝑑𝑦
where, P1 and Q1 are constants or functions of y only. Then I.F =𝑒 − ∫ 𝑃𝑑𝑦 and
the solution of the differential equation is given by
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Solution: -
Given differential equation is of the form
32
Example:-
1 𝑑𝑦
Solve 𝑦 𝑑𝑥 + 2𝑥𝑙𝑛 𝑦 = 𝑥
33
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CHAPTER- 6
APPLICATIONS OF DIFFERENTIAL EQUATIONS
Basic assumptions :
(i) We assume that the process is continuous in time
(ii) We assume that a fixed rate of decay is occurring for an element.
(iii) We assume that no increase in mass of the body of material occurs.
Balance Equation :
(Rate of change of radio active material at time t)= -(Rate of decay of radioactive
material)
Formulating Mathematical Model:
Let N(t) be the number of radio active nuclei at time t. We know that the rate
of change in number of nuclei is proportional to the number of nuclei at the starting time, we
can write with the aid of balance equation that
𝑑𝑁
= -kN…………………………….(3.1)
𝑑𝑡
where k is constant of proportionality indicating the rate of decay per nucleus in unit time. K
has different value for different elements/isotopes.
Though N(t) should be an integer (number of nuclei), to attribute continuity to N we may
consider N to be the mass in grams.
Given a sample of radio active element at some initial time, say n0, nuclei at t0, we can able
to predict the mass of nuclei at some later time t. The value of k is usually found through
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experiment with known k and an initial condition N (t0)=n0, the differential equation (3.1)
becomes the initial value problem (IVP) as follows:
𝑑𝑁
= -kN , N(t0)= n0 ……………………………………………….(3.2)
𝑑𝑡
Half life:
The half-life z of the radioactive nuclei is the time required for half of the nuclei to decay.
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Example:
If half cycle is z, then find k in terms of z.
Solution: We have the solution of the (IVP).
Residence Time:
The mean time that an individual particle is in the compartment.
Example:
Find the residence time of exponential decay compartmental model.
Solution:
𝑑𝑁
If we start with no particles, then the solution of IVP occupy in exponential decay = -kN
𝑑𝑡
This shows that the time in the compartment T has an exponential distribution. Thus the
mean of this distribution is given by
Thus the reciprocal of rate constant k, is the mean time that a particle spends in the
compartment
1
That means, the residence time is .
𝑘
Radiocarbon Dating:
Example:
In the cave of Lascaux in France there are some ancient wall paintings. The current decay
rate of 14C in charcoal fragments collected from the cave is approximately 1.69 per minute
per gram. For living tissue in 1950, this measurement was 13.5 per minute. How long ago
was the radioactive carbon formed and, within an error margin the Lascaux cave paintings
painted ?
Solution: Let N(t) be the amount of 14C per gram in the charcoal at time t. Applying the
𝑑𝑁
model of exponential decay, = -kN
𝑑𝑡
We know that z = 30 years (half-life of 14C)
ln 2
We know that , k = ~ = 0.0001245
𝑧
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Example:
If the incoming mixture have constant concentration, then find out the amount of salt in the
tank at any time t.
40
Example:
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Example:
How long will it take for the lake population level to reach 5% of its initial level if only fresh
water flows into the lake ?
Solution: The governing equation of this lake (pollutant) problem is
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CHAPTER 7
CONCLUSION :-
BIBILOGRAPHY:-