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• Motion of fluids
• Motion of mechanical systems
• Flow of current in electrical circuits
A DE that describes a physical process is
often called a Mathematical Model.
Ordinary Differential Equations:
An ordinary differential equation (ODE) is
a differential equation that involves the
(ordinary) derivatives or differentials of
only a single independent variable.
y'' - 2y' + y = cosx
dy
e sin x
x
dx
u
2
u u
2
equations are ODEs, while 2
x y t
2
is not ODE.
In fact, the above equation is a
partial differential equation. A partial
differential equation (PDF) is a
differential equation that involves the
partial derivatives of two or more
independent variables.
w w
2
a 2
Heat equation
x 2
t
Order
The order of a differential equation is
just the order of highest derivative
used.
2
d y dy
2
0 2nd order
. dt dt
3
dx d x
x 3 3rd order
dt dt
Degree of a Differential Equation
2
dy 2 3/ 2 d y
{1 ( ) } a 2
dx dx
is of second order and the second degree
as the equation can be written as
dy 2 3
{1 ( ) } a (d y / dx )
2 2 2 2
dx
More generally, the equation
F ( x, y, y, ,y ( n)
)0 (1)
y'' + 2y' = x
e; y(p) = 1, y'(p) = 2
is an initial-value problem,because
the two subsidiary conditions are
both given at x = p
Boundary-Value problem:
4. y y y 1 0
2 2 Non linear
Solutions of ODEs:
A solution of an ODE
F ( x, y, y, ,y ( n)
)0 (1)
on the interval [a, b] is a function f such that
f, f’, f’’, …….f(n) exist for all x[a, b] and
dy
2x
dx
x y 4
2 2
is a solution of the DE
x dx y dy 0
x sin 2t is a solution of the DE
2
d x
2
4 x
dt
(Note here t is the independent variable and
x ia function of t.)
General and particular solution:
c is an arbitrary constant.
(See the figure in the next slide.)
Figure 1 Graphs of y x2 C for various
value of C
It can be shown that the ‘general solution’
of the DE
2
d x
2
4 x
dt
is the two-parameter family of curves
x c1 cos 2t c2 sin 2t
where c1, c2 are arbitrary constants.
Conversely, given a family of curves, we can
find the DE satisfied by the family (by
eliminating the parameters by differentiation).
Consider the one-parameter family of curves
y cx 2
dy
Differentiating w.r.t. x, we get 2c x
dx
Eliminating c, we get the DE of the family as
dy
x 2y
dx
Find the DE of the family of all circles
tangent to the y-axis at the origin
Solution The equation
to the circle tangent to
a
y-axis at the origin is
C
given by
( x a) y a
2 2 2
or x 2ax y 0
2 2
Differentiating w.r.t. x, we get
2 x 2a 2 yy 0
or x a yy 0
Eliminating a, we get the DE of the family as
x y
2 2
x yy 0
2x
x y
2 2
y x
2 2
i.e. yy 0 or y
2x 2 xy
Consider the two-parameter family of curves
2 2
x y
2
2 1
a b 2 x 2 y dy
Differentiating w.r.t. x, we get 2 2 0
a b dx
Again differentiating w.r.t. x, we get
2 2 d y dy
2 2
2 y 0
dx
2 2
a b dx
Eliminating a,b, we get the DE of the family as
2
dy
2
d y dy
xy 2 x y 0
dx dx dx
dy
Example: Consider the DE xe x
dx
The general solution is y xe e c
x x
(x0, y0)
R
Orthogonal trajectories of a family of
curves
Consider two families of curves, , in the
xy plane. Suppose every curve in the family
intersects every curve in the family
orthogonally (i.e. the angle between the two
curves at each point of intersection is 90o, i.e.
a right angle), then each family is said to be a
family of orthogonal trajectories of the other
family.
For example if is the family of all cirles
centre at the origin and is the family of
all lines through the origin, then we easily
see that each is the family of orthogonal
trajectories of the other.
If the DE of a one-parameter family of
curves in the xy plane is given by
dy
f ( x, y )
dx
from definition, it trivially follows that the DE
of the family of orthogonal trajectories is
given by
dy 1
dx f ( x, y )
Integrating the above DE we get the algebraic
equation of the family of orthogonal trajectories.
Example Consider the one parameter family
of parabolas having the focus at the origin:
y 4c( x c)
2
c>0 c<0