Page 1
DIFFERENTIAL EQUATIONS
? The order of a deferential equation is the order of highest derivative appearing in it.
? The degree of a differential equation is the degree of the highest derivative occurring in it,
after the differential equation is expressed in a form free from radicals & fractions.
For equations of first order & first degree
? Variable Separation method
Collect all function of x & dx on one side.
Collect all function of y & dy on other side.
like f(x) dx = g(y) dy
solution: ? ? ? ? f x dx g y dy c ??
??
? Exact differential equation
An equation of the form
M(x, y) dx + N (x, y) dy = 0
For equation to be exact.
MN
yx
??
?
??
; then only this method can be applied.
The solution is
a = ?
??
M dx (termsofNnotcontainingx)dy
? Integrating factors
An equation of the form
P(x, y) dx + Q (x, y) dy = 0
This can be reduced to exact form by multiplying both sides by IF.
If
?? ??
?
??
??
??
1 P Q
Q y x
is a function of x, then
R(x) =
?? ??
??
??
??
??
1 P Q
Q y x
Integrating Factor
IF = exp ? ?
? ?
R x dx
?
Otherwise, if
QP
1
P
xy
?? ??
?
??
??
??
is a function of y
Page 2
DIFFERENTIAL EQUATIONS
? The order of a deferential equation is the order of highest derivative appearing in it.
? The degree of a differential equation is the degree of the highest derivative occurring in it,
after the differential equation is expressed in a form free from radicals & fractions.
For equations of first order & first degree
? Variable Separation method
Collect all function of x & dx on one side.
Collect all function of y & dy on other side.
like f(x) dx = g(y) dy
solution: ? ? ? ? f x dx g y dy c ??
??
? Exact differential equation
An equation of the form
M(x, y) dx + N (x, y) dy = 0
For equation to be exact.
MN
yx
??
?
??
; then only this method can be applied.
The solution is
a = ?
??
M dx (termsofNnotcontainingx)dy
? Integrating factors
An equation of the form
P(x, y) dx + Q (x, y) dy = 0
This can be reduced to exact form by multiplying both sides by IF.
If
?? ??
?
??
??
??
1 P Q
Q y x
is a function of x, then
R(x) =
?? ??
??
??
??
??
1 P Q
Q y x
Integrating Factor
IF = exp ? ?
? ?
R x dx
?
Otherwise, if
QP
1
P
xy
?? ??
?
??
??
??
is a function of y
S(y) =
QP
1
P
xy
?? ??
?
??
??
??
Integrating factor, IF = exp
? ? ? ?
?
S y dy
? Linear Differential Equations
An equation is linear if it can be written as:
? ? ? ?
?? y' P x y r x
If r(x) = 0 ; equation is homogenous
else r(x) ? 0 ; equation is non-homogeneous
y(x) =
? ? p x dx
ce
?
?
is the solution for homogenous form
for non-homogenous form, h = ? ? P x dx
?
? ?
h h
y x e e rdx c
?
??
??
??
?
? Bernoulli’s equation
The equation ??
n
dy
Py Qy
dx
Where P & Q are function of x
Divide both sides of the equation by
n
y & put
? ? 1 n
yz
?
?
? ? ? ?
? ? ? ?
dz
P 1 n z Q 1 n
dx
This is a linear equation & can be solved easily.
? Clairaut’s equation
An equation of the form y = Px + f (P), is known as Clairaut’s equation where P =
? ?
dy
dx
The solution of this equation is
y = cx + f (c) where c = constant
Linear Differential Equation of Higher Order
Constant coefficient differential equation
n
n n1
n1
n
1
d y d y
k .............. k y X
dx dx
?
?
? ? ? ?
Page 3
DIFFERENTIAL EQUATIONS
? The order of a deferential equation is the order of highest derivative appearing in it.
? The degree of a differential equation is the degree of the highest derivative occurring in it,
after the differential equation is expressed in a form free from radicals & fractions.
For equations of first order & first degree
? Variable Separation method
Collect all function of x & dx on one side.
Collect all function of y & dy on other side.
like f(x) dx = g(y) dy
solution: ? ? ? ? f x dx g y dy c ??
??
? Exact differential equation
An equation of the form
M(x, y) dx + N (x, y) dy = 0
For equation to be exact.
MN
yx
??
?
??
; then only this method can be applied.
The solution is
a = ?
??
M dx (termsofNnotcontainingx)dy
? Integrating factors
An equation of the form
P(x, y) dx + Q (x, y) dy = 0
This can be reduced to exact form by multiplying both sides by IF.
If
?? ??
?
??
??
??
1 P Q
Q y x
is a function of x, then
R(x) =
?? ??
??
??
??
??
1 P Q
Q y x
Integrating Factor
IF = exp ? ?
? ?
R x dx
?
Otherwise, if
QP
1
P
xy
?? ??
?
??
??
??
is a function of y
S(y) =
QP
1
P
xy
?? ??
?
??
??
??
Integrating factor, IF = exp
? ? ? ?
?
S y dy
? Linear Differential Equations
An equation is linear if it can be written as:
? ? ? ?
?? y' P x y r x
If r(x) = 0 ; equation is homogenous
else r(x) ? 0 ; equation is non-homogeneous
y(x) =
? ? p x dx
ce
?
?
is the solution for homogenous form
for non-homogenous form, h = ? ? P x dx
?
? ?
h h
y x e e rdx c
?
??
??
??
?
? Bernoulli’s equation
The equation ??
n
dy
Py Qy
dx
Where P & Q are function of x
Divide both sides of the equation by
n
y & put
? ? 1 n
yz
?
?
? ? ? ?
? ? ? ?
dz
P 1 n z Q 1 n
dx
This is a linear equation & can be solved easily.
? Clairaut’s equation
An equation of the form y = Px + f (P), is known as Clairaut’s equation where P =
? ?
dy
dx
The solution of this equation is
y = cx + f (c) where c = constant
Linear Differential Equation of Higher Order
Constant coefficient differential equation
n
n n1
n1
n
1
d y d y
k .............. k y X
dx dx
?
?
? ? ? ?
Where X is a function of x only
a. If
n 12
y , y ,.........., y are n independent solution, then
nn 1 1 2 2
c y c y .......... c y x ? ? ? ? is complete solution
where
1 2 n
c ,c ,..........,c are arbitrary constants.
b. The procedure of finding solution of n
th
order differential equation involves
computing complementary function (C. F) and particular Integral (P. I).
c. Complementary function is solution of
n
n n1
n1
n
1
d y d y
k ............. k y 0
dx dx
?
?
? ? ? ?
d. Particular integral is particular solution of
n
n n1
n1
n
1
d y d y
k ............ k y x
dx dx
?
?
? ? ? ?
e. y = CF + PI is complete solution
Finding complementary function
? Method of differential operator
Replace
d
dx
by D ?
dy
Dy
dx
?
Similarly
n
n
d
dx
by
n
D ?
n
n
n
dy
Dy
dx
?
n
n n1
n1
n
1
d y d y
k ............ k y 0
dx dx
?
?
? ? ? ? becomes
? ?
n n 1
n
1
D k D ........... k y 0
?
? ? ? ?
Let
12 n
m ,m ,............,m be roots of
n
1
n1
n
D k D ................ K 0
?
? ? ? ………….(i)
Page 4
DIFFERENTIAL EQUATIONS
? The order of a deferential equation is the order of highest derivative appearing in it.
? The degree of a differential equation is the degree of the highest derivative occurring in it,
after the differential equation is expressed in a form free from radicals & fractions.
For equations of first order & first degree
? Variable Separation method
Collect all function of x & dx on one side.
Collect all function of y & dy on other side.
like f(x) dx = g(y) dy
solution: ? ? ? ? f x dx g y dy c ??
??
? Exact differential equation
An equation of the form
M(x, y) dx + N (x, y) dy = 0
For equation to be exact.
MN
yx
??
?
??
; then only this method can be applied.
The solution is
a = ?
??
M dx (termsofNnotcontainingx)dy
? Integrating factors
An equation of the form
P(x, y) dx + Q (x, y) dy = 0
This can be reduced to exact form by multiplying both sides by IF.
If
?? ??
?
??
??
??
1 P Q
Q y x
is a function of x, then
R(x) =
?? ??
??
??
??
??
1 P Q
Q y x
Integrating Factor
IF = exp ? ?
? ?
R x dx
?
Otherwise, if
QP
1
P
xy
?? ??
?
??
??
??
is a function of y
S(y) =
QP
1
P
xy
?? ??
?
??
??
??
Integrating factor, IF = exp
? ? ? ?
?
S y dy
? Linear Differential Equations
An equation is linear if it can be written as:
? ? ? ?
?? y' P x y r x
If r(x) = 0 ; equation is homogenous
else r(x) ? 0 ; equation is non-homogeneous
y(x) =
? ? p x dx
ce
?
?
is the solution for homogenous form
for non-homogenous form, h = ? ? P x dx
?
? ?
h h
y x e e rdx c
?
??
??
??
?
? Bernoulli’s equation
The equation ??
n
dy
Py Qy
dx
Where P & Q are function of x
Divide both sides of the equation by
n
y & put
? ? 1 n
yz
?
?
? ? ? ?
? ? ? ?
dz
P 1 n z Q 1 n
dx
This is a linear equation & can be solved easily.
? Clairaut’s equation
An equation of the form y = Px + f (P), is known as Clairaut’s equation where P =
? ?
dy
dx
The solution of this equation is
y = cx + f (c) where c = constant
Linear Differential Equation of Higher Order
Constant coefficient differential equation
n
n n1
n1
n
1
d y d y
k .............. k y X
dx dx
?
?
? ? ? ?
Where X is a function of x only
a. If
n 12
y , y ,.........., y are n independent solution, then
nn 1 1 2 2
c y c y .......... c y x ? ? ? ? is complete solution
where
1 2 n
c ,c ,..........,c are arbitrary constants.
b. The procedure of finding solution of n
th
order differential equation involves
computing complementary function (C. F) and particular Integral (P. I).
c. Complementary function is solution of
n
n n1
n1
n
1
d y d y
k ............. k y 0
dx dx
?
?
? ? ? ?
d. Particular integral is particular solution of
n
n n1
n1
n
1
d y d y
k ............ k y x
dx dx
?
?
? ? ? ?
e. y = CF + PI is complete solution
Finding complementary function
? Method of differential operator
Replace
d
dx
by D ?
dy
Dy
dx
?
Similarly
n
n
d
dx
by
n
D ?
n
n
n
dy
Dy
dx
?
n
n n1
n1
n
1
d y d y
k ............ k y 0
dx dx
?
?
? ? ? ? becomes
? ?
n n 1
n
1
D k D ........... k y 0
?
? ? ? ?
Let
12 n
m ,m ,............,m be roots of
n
1
n1
n
D k D ................ K 0
?
? ? ? ………….(i)
Case I: All roots are real & distinct
? ? ? ? ? ?
n 12
D m D m ............ D m 0 ? ? ? ? is equivalent to (i)
y =
1 2n
mx mx mx
n
12
c e c e ........... c e ? ? ?
is solution of differential equation
Case II: If two roots are real & equal
i.e.,
12
m m m ??
y =
? ?
2
3 n
mx
mx mx
n
13
c c x e c e .......... c e ? ? ? ?
Case III: If two roots are complex conjugate
1
m j ? ? ? ? ;
2
m j ? ? ? ?
y =
?
?? ? ? ? ? ?
?? 12
n
mx
n
x
e c 'cos x c 'sin x .......... c e
Finding particular integral
Suppose differential equation is
n n1
n
n 1
n1
d y d y
k .......... k y X
dx
dx
?
?
? ? ? ?
Particular Integral
PI =
? ?
? ?
? ?
? ?
? ?
? ?
? ? ? ? ? ?
? ? ?
n 12
n 12
W x W x W x
y dx y dx .......... y dx
W x W x W x
Where
n
12
y ,y ,............y are solutions of Homogenous from of differential equations.
? ?
? ? ? ? ? ?
n
12
n
12
nn n
n
12
y y y
y ' y ' y '
Wx
y y y
?
?
?
?
?
? ?
? ? ? ? ? ? ? ?
n 12 i1
n 12 i1
i
n n n n
n 12 i1
y y y0y
y ' y ' y '0 y '
Wx
0
y y y 1y
?
?
?
? ?
?
?
?
?
? ?
i
Wx is obtained from W(x) by replacing i
th
column by all zeroes & last 1.
Page 5
DIFFERENTIAL EQUATIONS
? The order of a deferential equation is the order of highest derivative appearing in it.
? The degree of a differential equation is the degree of the highest derivative occurring in it,
after the differential equation is expressed in a form free from radicals & fractions.
For equations of first order & first degree
? Variable Separation method
Collect all function of x & dx on one side.
Collect all function of y & dy on other side.
like f(x) dx = g(y) dy
solution: ? ? ? ? f x dx g y dy c ??
??
? Exact differential equation
An equation of the form
M(x, y) dx + N (x, y) dy = 0
For equation to be exact.
MN
yx
??
?
??
; then only this method can be applied.
The solution is
a = ?
??
M dx (termsofNnotcontainingx)dy
? Integrating factors
An equation of the form
P(x, y) dx + Q (x, y) dy = 0
This can be reduced to exact form by multiplying both sides by IF.
If
?? ??
?
??
??
??
1 P Q
Q y x
is a function of x, then
R(x) =
?? ??
??
??
??
??
1 P Q
Q y x
Integrating Factor
IF = exp ? ?
? ?
R x dx
?
Otherwise, if
QP
1
P
xy
?? ??
?
??
??
??
is a function of y
S(y) =
QP
1
P
xy
?? ??
?
??
??
??
Integrating factor, IF = exp
? ? ? ?
?
S y dy
? Linear Differential Equations
An equation is linear if it can be written as:
? ? ? ?
?? y' P x y r x
If r(x) = 0 ; equation is homogenous
else r(x) ? 0 ; equation is non-homogeneous
y(x) =
? ? p x dx
ce
?
?
is the solution for homogenous form
for non-homogenous form, h = ? ? P x dx
?
? ?
h h
y x e e rdx c
?
??
??
??
?
? Bernoulli’s equation
The equation ??
n
dy
Py Qy
dx
Where P & Q are function of x
Divide both sides of the equation by
n
y & put
? ? 1 n
yz
?
?
? ? ? ?
? ? ? ?
dz
P 1 n z Q 1 n
dx
This is a linear equation & can be solved easily.
? Clairaut’s equation
An equation of the form y = Px + f (P), is known as Clairaut’s equation where P =
? ?
dy
dx
The solution of this equation is
y = cx + f (c) where c = constant
Linear Differential Equation of Higher Order
Constant coefficient differential equation
n
n n1
n1
n
1
d y d y
k .............. k y X
dx dx
?
?
? ? ? ?
Where X is a function of x only
a. If
n 12
y , y ,.........., y are n independent solution, then
nn 1 1 2 2
c y c y .......... c y x ? ? ? ? is complete solution
where
1 2 n
c ,c ,..........,c are arbitrary constants.
b. The procedure of finding solution of n
th
order differential equation involves
computing complementary function (C. F) and particular Integral (P. I).
c. Complementary function is solution of
n
n n1
n1
n
1
d y d y
k ............. k y 0
dx dx
?
?
? ? ? ?
d. Particular integral is particular solution of
n
n n1
n1
n
1
d y d y
k ............ k y x
dx dx
?
?
? ? ? ?
e. y = CF + PI is complete solution
Finding complementary function
? Method of differential operator
Replace
d
dx
by D ?
dy
Dy
dx
?
Similarly
n
n
d
dx
by
n
D ?
n
n
n
dy
Dy
dx
?
n
n n1
n1
n
1
d y d y
k ............ k y 0
dx dx
?
?
? ? ? ? becomes
? ?
n n 1
n
1
D k D ........... k y 0
?
? ? ? ?
Let
12 n
m ,m ,............,m be roots of
n
1
n1
n
D k D ................ K 0
?
? ? ? ………….(i)
Case I: All roots are real & distinct
? ? ? ? ? ?
n 12
D m D m ............ D m 0 ? ? ? ? is equivalent to (i)
y =
1 2n
mx mx mx
n
12
c e c e ........... c e ? ? ?
is solution of differential equation
Case II: If two roots are real & equal
i.e.,
12
m m m ??
y =
? ?
2
3 n
mx
mx mx
n
13
c c x e c e .......... c e ? ? ? ?
Case III: If two roots are complex conjugate
1
m j ? ? ? ? ;
2
m j ? ? ? ?
y =
?
?? ? ? ? ? ?
?? 12
n
mx
n
x
e c 'cos x c 'sin x .......... c e
Finding particular integral
Suppose differential equation is
n n1
n
n 1
n1
d y d y
k .......... k y X
dx
dx
?
?
? ? ? ?
Particular Integral
PI =
? ?
? ?
? ?
? ?
? ?
? ?
? ? ? ? ? ?
? ? ?
n 12
n 12
W x W x W x
y dx y dx .......... y dx
W x W x W x
Where
n
12
y ,y ,............y are solutions of Homogenous from of differential equations.
? ?
? ? ? ? ? ?
n
12
n
12
nn n
n
12
y y y
y ' y ' y '
Wx
y y y
?
?
?
?
?
? ?
? ? ? ? ? ? ? ?
n 12 i1
n 12 i1
i
n n n n
n 12 i1
y y y0y
y ' y ' y '0 y '
Wx
0
y y y 1y
?
?
?
? ?
?
?
?
?
? ?
i
Wx is obtained from W(x) by replacing i
th
column by all zeroes & last 1.
Euler-Cauchy Equation
An equation of the form
n n 1
n n 1
n
n 1
n1
d y d y
x k x .......... k y 0
dx
dx
?
?
?
? ? ? ?
is called as Euler-Cauchy theorem
Substitute y = x
m
The equation becomes
? ? ? ? ? ?
??
? ? ? ? ? ? ? ? ?
??
m
n 1
m m 1 ........ m n k m(m 1)......... m n 1 ............. k x 0
The roots of equation are
Case I: All roots are real & distinct
1 2 n
mm
m
n
12
y c x c x ........... c x ? ? ? ?
Case II: Two roots are real & equal
12
m m m ??
? ?
3
m
m m
n
1 2 3
n
y c c nx x c x ........ c x ? ? ? ? ?
Case III: Two roots are complex conjugate of each other
1
mj ? ? ? ? ;
2
mj ? ? ? ?
y =
? ? ? ?
?
??
? ? ? ? ? ? ?
??
3
m
n
m
n 3
x Acos nx Bsin nx c x ........... c x
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