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Differential Equations.pmd

DIFFERENTIAL EQUATIONS379

He who seeks for methods without having a definite problem in mind seeks for the most part in vain. - D. HILBERT In Class XI and in Chapter 5 of the present book, we discussed how to differentiate a given function f with respect to an independent variable, i.e., how to find f′(x) for a given function f at each x in its domain of definition. Further, in the chapter on Integral Calculus, we discussed how to find a function f whose derivative is the function g, which may also be formulated as follows: For a given function g, find a function f such that dy dx =g(x), where y = f(x) ... (1) An equation of the form (1) is known as a differential equation. A formal definition will be given later. These equations arise in a variety of applications, may it be in Physics , Chemistry, Biology, Anthropology, Geology, Economics etc. Hence, an indepth study of differential equations has assumed prime importance in all modern scientific investig ations. In this chapter, we will study some basic concepts related to differential equation, general and particular solutions of a differential equation, formation o f differential equations, some methods to solve a first order - first degree differenti al equation and some applications of differential equations in different areas. We are already familiar with the equations of the type: x 2 - 3x + 3 = 0 ... (1) sin x + cos x = 0 ... (2) x + y = 7 ... (3)

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MATHEMATICS380

Let us consider the equation:

dy xydx = 0 ... (4) We see that equations (1), (2) and (3) involve independent and/or d ependent variable (variables) only but equation (4) involves variables as well as deri vative of the dependent variable y with respect to the independent variable x. Such an equation is called a differential equation. In general, an equation involving derivative (derivatives) of the dep endent variable with respect to independent variable (variables) is called a different ial equation. A differential equation involving derivatives of the dependent variable with respect to only one independent variable is called an ordinary differential equa tion, e.g., 32
2

2dy dy

dx dx = 0 is an ordinary differential equation .... (5) Of course, there are differential equations involving derivatives with r espect to more than one independent variables, called partial differential equatio ns but at this stage we shall confine ourselves to the study of ordinary differential equations only. Now onward, we will use the term ‘differential equation" for ‘o rdinary differential equation".

1. We shall prefer to use the following notations for derivatives:

23
23
,,dy d y d yyyydxdx dx

2. For derivatives of higher order, it will be inconvenient to use so many dashes

as supersuffix therefore, we use the notation y n for nth order derivative n n dy dx

Order of a differential equation

Order of a differential equation is defined as the order of the highest order derivative of the dependent variable with respect to the independent variable involved in the given differential equation.

Consider the following differential equations:

dy dx =e x ... (6)

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DIFFERENTIAL EQUATIONS381

2 2 dyydx = 0 ... (7) 3322
32
dy dyxdx dx = 0 ... (8) The equations (6), (7) and (8) involve the highest derivative of f irst, second and third order respectively. Therefore, the order of these equations are 1, 2 and 3 respectively.

Degree of a differential equation

To study the degree of a differential equation, the key point is that the differential

equation must be a polynomial equation in derivatives, i.e., y′, y″, y″′ etc. Consider the

following differential equations: 232
32

2dy dy dyydxdx dx = 0 ... (9)

2 2 sindy dyydx dx = 0 ... (10) sindy dy dx dx = 0 ... (11)

We observe that equation (9) is a polynomial equation in y″′, y″ and y′, equation (10)

is a polynomial equation in y′ (not a polynomial in y though). Degree of such differential equations can be defined. But equation (11) is not a polynomial equation in y′ and degree of such a differential equation can not be defined. By the degree of a differential equation, when it is a polynomial equati on in derivatives, we mean the highest power (positive integral index) of th e highest order derivative involved in the given differential equation. In view of the above definition, one may observe that differential equat ions (6), (7), (8) and (9) each are of degree one, equation (10) is of degree two while the degree of differential equation (11) is not defined. Order and degree (if defined) of a differential equation are always positive integers.

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MATHEMATICS382

Example 1 Find the order and degree, if defined, of each of the following differen tial equations: (i) cos 0 (ii) 22
2 0 (iii) 2 0

Solution

(i) The highest order derivative present in the differential equation is , so its order is one. It is a polynomial equation in ′ and the highest power raised to is one, so its degree is one. (ii)The highest order derivative present in the given differential equation is 2 2 , so its order is two. It is a polynomial equation in 2 2 and and the highest power raised to 2 2 is one, so its degree is one. (iii)The highest order derivative present in the differential equation is , so its order is three. The given differential equation is not a polynomial equa tion in its derivatives and so its degree is not defined.

EXERCISE 9.1

Determine order and degree (if defined) of differential equations give n in Exercises

1 to 10.

1. 4 4 sin( ) 0

2. ′ + 5 = 03.

42
2 30
4. 22
2 cos 0 5. 2 2 cos3 sin3 6. 2 3 4 5 = 07. + 2″ + ′ = 0

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DIFFERENTIAL EQUATIONS383

8.′ + =

9.″ + (′)

2 + 2 = 010.″ + 2′ + sin = 0

11.The degree of the differential equation

322
2 sin 1 0 is (A) 3 (B) 2 (C) 1 (D) not defined

12.The order of the differential equation

22
2

230 is

(A) 2 (B) 1 (C) 0 (D) not defined

9.3. General and Particular Solutions of a Differential Equation

In earlier Classes, we have solved the equations of the type: 2 + 1 = 0 ... (1) sin 2 - cos = 0 ... (2) Solution of equations (1) and (2) are numbers, real or complex, that will satisfy the given equation i.e., when that number is substituted for the unknown in the given equation, L.H.S. becomes equal to the R.H.S..

Now consider the differential equation

2 2

0... (3)

In contrast to the first two equations, the solution of this differentia l equation is a function φ that will satisfy it i.e., when the function φ is substituted for the unknown (dependent variable) in the given differential equation, L.H.S. become s equal to R.H.S.. The curve = φ () is called the solution curve (integral curve) of the given differential equation. Consider the function given by = φ () = sin ( + ), ... (4) where , ? R. When this function and its derivative are substituted in equation (3) L.H.S. = R.H.S.. So it is a solution of the differential equation (3). Let and be given some particular values say = 2 and 4 ,then we get a function = φ 1 () = 2sin4 ... (5) When this function and its derivative are substituted in equation (3) again

L.H.S. = R.H.S.. Therefore φ

1 is also a solution of equation (3).

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MATHEMATICS384

Function φ consists of two arbitrary constants (parameters) a, b and it is called general solution of the given differential equation. Whereas function φ 1 contains no arbitrary constants but only the particular values of the parameters a and b and hence is called a particular solution of the given differential equation. The solution which contains arbitrary constants is called the general solution (primitive) of the differential equation. The solution free from arbitrary constants i.e., the solution obtained f rom the general solution by giving particular values to the arbitrary constants is calle d a particular solution of the differential equation.

Verify that the function y = e

-3x is a solution of the differential equation 2 2

60dy dyydxdx

Given function is y = e

-3x . Differentiating both sides of equation with respect to x , we get 3 3 x dyedx ... (1) Now, differentiating (1) with respect to x, we have 2 2 dy dx =9e - 3x

Substituting the values of

2 2 ,dydy dx dx and y in the given differential equation, we get

L.H.S. = 9 e

-3x + (-3e -3x ) - 6.e -3x = 9 e -3x - 9 e -3x = 0 = R.H.S.. Therefore, the given function is a solution of the given differential eq uation. Verify that the function y = a cos x + b sin x, where, a, b ? is a solution of the differential equation 2 2

0dyydx

The given function is

y =a cos x + b sin x... (1) Differentiating both sides of equation (1) with respect to x, successively, we get dy dx =- a sinx + b cosx 2 2 dy dx =- a cosx - b sinx

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DIFFERENTIAL EQUATIONS385

Substituting the values of

2 2 dy dx and y in the given differential equation, we get L.H.S. = (- a cos x - b sin x) + (a cos x + b sin x) = 0 = R.H.S. Therefore, the given function is a solution of the given differential eq uation. In each of the Exercises 1 to 10 verify that the given functions (expli cit or implicit) is a solution of the corresponding differential equation: y = e x + 1 :y″ - y′ = 0 y = x 2 + 2x + C :y′ - 2x - 2 = 0 y = cos x + C :y′ + sin x = 0 y = 2 1x :y′ = 2 1 xy x y = Ax:xy′ = y (x ≠ 0) y = x sin x:xy′ = y + x 22
xy (x ≠ 0 and x > y or x < - y) xy = log y + C :y′ = 2 1yxy (xy ≠ 1) y - cos y = x:(y sin y + cos y + x) y′ = y x + y = tan -1 y:y 2 y′ + y 2 + 1 = 0 y = 22
ax x ? (-a, a):x + y dy dx = 0 (y ≠ 0) The number of arbitrary constants in the general solution of a different ial equationof fourth order are: (A) 0 (B) 2 (C) 3 (D) 4 The number of arbitrary constants in the particular solution of a differ ential equationof third order are: (A) 3 (B) 2 (C) 1 (D) 0

We know that the equation

x 2 + y 2 + 2x - 4y + 4 = 0 ... (1) represents a circle having centre at (-1, 2) and radius 1 unit.

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MATHEMATICS386

Differentiating equation (1) with respect to x, we get dy dx 1 2x y (y ≠ 2) ... (2) which is a differential equation. You will find later on [See (example 9 section 9.5.1.)] that this equation represents the family of circles and one member of th e family is the circle given in equation (1).

Let us consider the equation

x 2 + y 2 =r 2 ... (3) By giving different values to r, we get different members of the family e.g. x 2 + y 2 = 1, x 2 + y 2 = 4, x 2 + y 2 = 9 etc. (see Fig 9.1). Thus, equation (3) represents a family of concentric circles centered at the origin and having different radii. We are interested in finding a differential equation that is satisfied by each member of the family. The differential equation must be free from r because r is different for different members of the family. This equation is obtained by differentiating equation (3) with respect to x, i.e.,

2x + 2y

dy dx = 0 or x + y dy dx = 0 ... (4) which represents the family of concentric circles given by equation (3)

Again, let us consider the equation

y =mx + c... (5) By giving different values to the parameters m and c, we get different members of the family, e.g., y = x(m = 1, c = 0) y =

3x(m =

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