Short Notes: Differential Equations | Short Notes for Electrical Engineering - Electrical Engineering (EE) PDF Download

Download, print and study this document offline
Please wait while the PDF view is loading
 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     
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Read More
69 docs

Top Courses for Electrical Engineering (EE)

69 docs
Download as PDF
Explore Courses for Electrical Engineering (EE) exam

Top Courses for Electrical Engineering (EE)

Signup for Free!
Signup to see your scores go up within 7 days! Learn & Practice with 1000+ FREE Notes, Videos & Tests.
10M+ students study on EduRev
Related Searches

practice quizzes

,

Previous Year Questions with Solutions

,

Exam

,

Sample Paper

,

ppt

,

Free

,

Short Notes: Differential Equations | Short Notes for Electrical Engineering - Electrical Engineering (EE)

,

video lectures

,

mock tests for examination

,

Short Notes: Differential Equations | Short Notes for Electrical Engineering - Electrical Engineering (EE)

,

Semester Notes

,

past year papers

,

Viva Questions

,

study material

,

Summary

,

Objective type Questions

,

Important questions

,

Short Notes: Differential Equations | Short Notes for Electrical Engineering - Electrical Engineering (EE)

,

pdf

,

shortcuts and tricks

,

MCQs

,

Extra Questions

;