Differential Equations

Differential Equations..........................................................................................................1 1.2 Classification by Type:..............................................................................................2 1.2.1 Ordinary Differential Equations:........................................................................2 1.2.2 Partial Differentail Equation :.............................................................................2 1.3 Classification by Order:.............................................................................................3 1.4 Classification as Linear or Nonlinear:.......................................................................3 1.5 Solution of Differential Equations:............................................................................4

1.1 Definition and Expressions:

An equation has the derivatives or differentials of one or more dependent variables with respect to one or more independent variable is said to be a Differential Equation (DE). Differential equations can be classified according to TYPE, ORDER and LINEAR OR NONLINEAR.

1.2 Classification by Type:

1.2.1 Ordinary Differential Equations: In an ordinary differential equation (ODE), an equation contains only ordinary derivatives of one or more dependent variables, with respect to a single independent variable. e.g.

dy / dt 5y
(y x) dx + 4x dy

= 1 = 0 = x

du / dx dv / dx

d y / dx - 2 (dy / dx) + 6y = 0
1.2.2 Partial Differentail Equation : An equation involving the partial derivatives of one or more dependent variables of two or more independent variables is calle a partial differential equation (PDE). e.g. u / y = - (v / x) x (u / x) + y ( u / y) = u u / x = u / t - 2 ( u / t)

1.3 Classification by Order:

The oorder o fthe highest-orer derivatives in a differentail equation is callled the order of equation. e.g. Second Order First Order

dy / dx + 5 ( dy / dx ) - 4y = ex A general nth-order, ordinary differentail equation is often represented by the

( x, y, dy/dx, .......,dy/dx ) = 0
Example : Differentail Equation (y x) dx + 4x dy dividing differentail dx with both sides. = 0 can also be written as following by

4x ( dy / dx ) + y = x So, it proofs that this equation is a first order ordinary differential equation.

1.4 Classification as Linear or Nonlinear:

A differential equation is said to be linear if it can be written in the form an (x) dn y / d xn + an 1 (x) dn -1 y / d xn - 1 + . . . . .. + a1 (x) dy /dx + a0(x)y = g(x) It should be observed that linear differential equation is characterized having two properties: 1. The dependent variable y and all its derivatives are of the degree; that us the power of each term involving y is 1. 2. Each coefficient depends on only the independent variables x.

An equation that is NOT linear is said to be nonlinear. The equations: x dy + y dx = 0 y - 2 y + y = 0 These are linear first and second order ordinary differential equation respectively. Where as

Coefficient depends on y

Power not 1

yy - 2 y = x

and

d 3 y / d x 3 + y2 = 0

are non-linear second and third order ordinary differential equation respectively.

1.5 Solution of Differential Equations:

Any function defined on some interval I, which when substituted in a differential equation reduces the equation to an identity, is sad to be a solution of the equation. We can say that, a solution of an ordinary differential equation F ( x, y, y, . . . . , y (n) ) = 0 Here its solution is function that possesses derivatives and satisfies the equations that is F( x, (x), (x), . . . . . , (n) (x)) = 0