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1- Type
2- Order
3- Linearity
By Type
a- Ordinary Differential equation
Examples
dy
y ex
dx
d 2y dy
6y 0
dx 2 dx
dv du
2x u
dx dx
By Type
Examples
2u 2v
0
x 2
y 2
v u
y dx
Notation for ODE
dy d 2y d 3y
, 2
,
dx dx dx 3
y , y , y
u 2u 2u
, ,
x x 2 x y
u x , u xx , u xy
By Order
Examples
d 2y dy 3
Second Order 5 ( ) 4 y sin x
dx 2 dx
y f (x , y , y )
First Order
y f (x , y )
By linearity
dny d n 1y dy
an (x ) an 1(x ) a1(x ) a0 (x ) y g (x )
dx n dx n 1 dx
ODE is linear if
(1 y ) y 2 y e x
d 2y
2
sin y 0
dx
d 2y
2
y 2
0
dx
Definition
dy
g (x ) h ( y )
dx
dy
Then g (x ) dx
h(y )
p ( y ) dy g (x ) dx c
Example 1
dy
Solve (1 x ) y 0
dx
Example 2
dy x
, y (4) 3
dx y
Example 2
dy
cos x (e 2y
y) e y sin 2x y (0) 0
dx
Lecture 2
Linear Equations
Definition
A first order differential of the form
dy
a1 (x ) a0 (x ) y g (x ) (1)
dx
Is said to be Linear equation in the dependent variable y
Standard Form
By dividing both sides of (1) by the lead coefficient a1(x) we obtain the
Standard form
dy
p (x ) y f (x ) (2)
dx
The DE (2) has the property that its solution is the sum of two solutions
y yc y p (3)
Where
yc is a solution of the associated homogenous equation
dy
p (x ) y =0 (4)
dx
and yP is a solution of the non-homogenous equation (2) and is called
Particular solution
Equation (3) is a separable equation
dy c
p (x ) dx
yc
ln y c p (x ) dx ln c
yc = C e
- p(x)dx
=C y1(x)
To find the particular solution of equation (2)
Let y p =u(x) y1 (x)
Differentiate w.r.t. x
dy p dy 1 du
u y1 (5)
dx dx dx
Substition of equation (5) into equation (2) gives
dy du
u 1 y1 p u y 1 f (x )
dx dx
dy 1 du
u[ py 1 ] y 1 f (x )
dx dx
dy 1 du
py 1 =0 , the y1 f (x )
dx dx
The last eq. is a separable eq. and its solution is
f (x )
u= dx
y 1 (x )
p ( x )dx
dx ) e
f (x )
and y p =u y1 =(
y 1 (x )
p ( x )dx p ( x )dx
Then y=yc y b Ce dx ) e
f (x )
(
y 1 (x )
e
p ( x )dx
Let (6)
Then y f (x ) dx C (7)
Steps of solution
dy
Solve 3y 6
dx
Example 2
dy
Solve x 4 y x 6e x
dx
Example 3
dy
Solve 2xy 8x , y (0) 2
dx
Lecture 2
Exact Equation
Now, if f (x , y ) C , Then
f f
dx dy 0 (2)
x y
Method of Solution
Given an equation in the differential form
M (x , y ) dx N (x , y ) dy 0
M N
1 Check , if yes , then there is a function for which
y x
f
= M(x,y)
x
We can find f by integrating M ( x , y ) w.r.t.x, while holding y constant
f (x , y ) M (x , y ) dx g ( y ) (3)
f
2 Differentiate the last equation w.r.t y and assume N (x , y )
y
f
=
y y M(x,y) dx+ g(y) = N(x,y)
This gives
g (y)= N ( x , y )
y M(x,y) dx
Solve 2xy dx (x 2 1) dy 0
Example 5
Example 6
dy xy 2 cos x sin x
Solve , y (0) 2
dx y (1 x 2 )