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: MATH GC241
Mr. Harish V. N.
ODE PDE
Elliptic Hyperbolic
Parabolic
Example:
dy
+ t2 y = sin t
dt
d3 y dy
3
+ 5t + 10y = 0.
dt dt
Example:
∂y ∂y
+c = 0
∂t ∂x
∂ 2u ∂ 2u
2
+ 2 = 0.
∂x ∂y
Example:
2 !3
dy dy
2
+ + y = 0.
dt dt
The order is 2.
Example:
2 !3
dy dy
2
+ + y = 0.
dt dt
The degree is 1.
T = T(t)
hot Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.14/97
Applications
Electrical Circuits :
In a standard RLC circuit the charge on the
capacitor at time t is q(t) which is related to the
current i(t) by i = dq
dt .
In the circuit below the voltage drops across the
various components becomes
d2 q dq 1
L 2 + R + q = E(t).
dt dt C
R
E L
C Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.15/97
Applications
Falling Bodies :
The position of a particle is denoted by s(t) with
the velocity and acceleration given by
ds dv d2 s
v= , a= = 2.
dt dt dt
A body falling under gravity alone will have the
equation
d2 s
2
= −g
dt
where g = 9.8 m/s2 . Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.16/97
Applications
Springs, Buildings and Cars suspension :
Hooke found that the force on a beam (or spring)
is proportional to the amount of displacement.
This applies to Springs, Building supports, and
Car suspensions.
If x(t) is the displacement then Hooke’s law
states
d2 x
m 2 = −kx.
dt
d2 y 3
+ ty = t
dt2
is linear.
d2 y 2
2
+y =0
dt
is nonlinear. Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.19/97
Homogeneous and Nonhomogeneous DE’s :
A differential equation is said to be
homogeneous if
D(y(t)) = 0
whereas it is inhomogeneous if
D(y(t)) = f (t).
d2 y 3
+ y = t
dt2
is inhomogeneous
dy
+ xy 2 = sin x
dx
is inhomogeneous. Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.21/97
Number of Arbitrary
Constants
Consider the differential equation
dy
= t.
dt
The solution is
t2
y(t) = + C,
2
where C is an arbitrary constant.
determines a direction at P0 .
Now let P1 = (x1 , y1 ) be a point near to P0 in this
direction, then
dy
!
= f (x1 , y1 )
dx P1
.
.P
.P 2 R
.P0 1
2 1
y = x
.
5 − 2(2 − x)e
This gives
1
y = −q .
5 − 2(2 − x)ex
y dy
(1 + e ) = 1.
dt
x2 + y 2 = K.
Thus, the family of concentric circles centered at
the origin is orthogonal to the family of stright
lines through the origin.
Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.45/97
y
−3 −2 −1 1 2 3 x
Orthogonal Trajectories
Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.46/97
How to find the orthogonal trajectories of a given family
of curves
dy
Replace dx by − dx
dy to obtain the differential
equation of the orthogonal trajectories
2 dy
x = y 2 + xy + x2 .
dx
We note that the given differential
Solution.
equation is homogeneous differential equation.
We put
x = x1 + h,
y = y1 + k.
Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.56/97
Substituting x and y in the given differential
equation and we choose h and k so that
a1 h + b1 k + c1 = 0,
(4) a2 h + b2 k + c2 = 0,
we obtain
dy1 a1 x1 + b1 y1
!
=f ,
dx1 a2 x1 + b2 y1
which is homogeneous.
2 2
x x 1x
2
dx − 3 dy = d
2
= 0,
y y 2y
1
(or) by xy ,
dx dy
− = d (ln |x| − ln |y|) = 0.
x y
1
The multipliers y12 , yx3 , xy are called integrating
factors of the given equation.
Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.74/97
Definition
A nonzero function µ(x, y) is called integrating
factor of the equation
M (x, y) dx + N (x, y) dy = 0,
if the equation
µ(x, y) (M (x, y) dx + N (x, y) dy) = 0
is exact.
If
1 ∂N ∂M
!
− = f (y)
M ∂x ∂y
is a function of y alone. Then
R
f (y) dy
µ(y) = e
is an integrating factor. Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.78/97
Example
Solve the differential equation
2 sin(y 2 ) dx + xy cos(y 2 ) dy = 0.
Solution. The general solution is
x4
U (x, y) = sin(y 2 ) = C,
2
where C is an arbitrary constant.
(or)
R Z R
y = e− P (x) dx
Q(x)e P (x) dx
+C
−n dy
y + P (x)y 1−n = Q(x).
dx
−2 2 −1
y = x + Cx4 ,
5
where C is an arbitrary constant.
′ dp ′′
y = p and y = .
dx
′′ dp dp dy dp
y = = =p .
dx dy dx dy
Then
dp
!
F y, p, p = 0.
dy
Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.96/97
Example
Solve
y ′′ + k 2 y = 0.
Solution. The general solution is
y
!
−1
sin = ±kx + C2 ,
C1
where C1 and C2 are arbitrary constants.