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MATH C241:MATHEMATICS–III
BITS-PILANI HYDERABAD CAMPUS

Presented by
Dr. M.S. Radhakrishnan
Email: msr_bits@yahoo.com
 Lecture 1
Differential Equations introduced

Ch. 1
George F. Simmons,
Differential Equations with
Applications and Historical notes,
Tata McGraw-Hill, 2nd Ed, 2003
(Twelfth reprint, 2008)
6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 2
 In this introductory lecture, we
• define a differential equation
• Explain why we study a differential equation
• define the order and degree of a d.e.
• define the solution of a d.e.
• formation of a d.e.
• geometrical interpretation of the solution of a d.e.
• Discuss the Orthogonal trajectories of a family of
curves.

6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 3

A differential equation is an equation that
involves derivatives (or differentials).
An ordinary differential equation (ode) is a
differential equation that involves the
(ordinary) derivatives or differentials of
only a single independent variable.
A partial differential equation (pde) is a
differential equation that involves the
partial derivatives of two or more
independent variables.
6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 4
Examples of ODEs
dy
1.  2x
dx
2
d y
2. 2
   y
dx
2
d y dy
3. 2
 5  6 y  e 3x

dx dx
6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 5
 Examples of ODEs (Continued)

4. (1  x ) y  x y  p( p  1) y  0
2

5. y y  y  1  0
2 2

6. ydx  xdy  0

6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 6

Examples of PDEs

 w 1 w2
7.  Heat equation
x 2
a t
2

w w 1 w
2 2 2
8.  
x 2
y 2
a t
2 2

Wave equation
6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 7
Examples of PDEs (continued)

  w  w  w
2 2 2
9.  2  2  2   0
 x y z 
Laplace’s equation

6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 8

Differential equations arise naturally when
we try to solve problems in Physics,
Engineering, etc .
For example, the distance s travelled in time
t by a freely falling body of mass m satisfies
the d.e.
2
d s
m 2 g
dt
6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 9
 R-L-C Circuits

The current I flowing across the simple

electric circuit shown below satisfies the d.e.

I R
E
L

C Q
6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 10
 2
d I dI 1 dE
L 2 R  I 
dt dt C dt
Here E is the emf, R the resistance, L the
inductance, C the capacitor. (Q is the charge)
When no capacitor C is present, it can be
shown that I satisfies the simpler equation
dI
L RI  E
dt
6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 11
The motion of a simple pendulum

The horizontal distance x of a pendulum (at

time t) from the equilibrium position satisfies
the d.e. 2
d x
2
   x
dt
6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 12
The order of a d.e. is defined to be the order
of the highest derivative appearing in it.
In our examples given earlier, 1, 5 and 6 are
of 1st order, while the remaining are of 2nd
order.
The degree of a differential equation is
defined to be the degree of the highest
derivative appearing in it, when the d.e. is
free from radicals (= roots).
6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 13
All our 9 examples are of degree 1. The
following d.e.

2 3/ 2
d y 2   dy  
10.  k  1    
  dx 
2
dx 
(k a constant) is of degree 2.

6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 14

A d.e. is said to be linear when the
dependent variable and all the derivatives of
it appear only in the 1st degree.

In our examples given earlier, all equations

except the 5th and the 10th are all linear.
Equations 5 and 10 are non-linear.

6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 15

Solution of a d.e.

Given a d.e., any relation between the

variables (that is free from derivatives) that
satisfies the d.e. is called a solution of the
d.e.

For example y  x 2
is a solution of the d.e.

dy
 2x
dx
6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 16
 x y 4
2 2
is a solution of the d.e.

x dx  y dy  0
x  sin 2t is a solution of the d.e.
2
d x
2
 4 x
dt
(Note here t is the independent variable and
x ia function of t.)
6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 17
It is clear that the ‘general solution’ of the
d.e. dy
 2x
dx
is the one-parameter family of parabolas
y  x c 2

c is an arbitrary constant.
(See the figure in the next slide.)
6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 18
 Figure 1 Graphs of y  x 2  C for various
values of C
6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 19
It can be shown that the ‘general solution’
of the d.e. 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.

6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 20
Conversely, given a family of curves, we can
find the d.e. 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 d.e. of the family as
dy
x  2y
dx
6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 21
Find the d.e. of the family of all circles centre
on the x-axis tangent to the y-axis at the
origin
Solution
The equation to the circle
a
tangent to y-axis at the O C
origin is given by
( x  a)  y  a
2 2 2

or x  2ax  y  0
2 2

6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 22

Differentiating w.r.t. x, we get
2 x  2a  2 yy  0
or x  a  yy  0
Eliminating a, we get the d.e. of the family as
x y2 2
x  yy  0
2x
x y
2 2
y x
2 2
i.e.  yy  0 or y 
2x 2 xy
6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 23
Consider the two-parameter family of curves
2 2
x y
2
 2 1
a b
Differentiating w.r.t. x, we get
2 x 2 y dy
2
 2 0
a b dx
Again differentiating w.r.t. x, we get
2 2  d y  dy  
2 2

 2 y 2   0
a b  dx  dx 
2

6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 24
Eliminating a,b, we get the d.e. of the family as

x 2
y 2
1
x yy 0 0
1  
yy  ( y ) 2
0

i.e.
2
 dy 
2
d y dy
xy 2  x    y 0
dx  dx  dx
6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 25
Geometrical interpretation of the
solution curves of a first order d.e.
dy
Consider the first order d.e.  f ( x, y )
dx
The set of all solutions of the above first
order d.e. is a one-parameter family of
curves g (x, y) = c in the xy-plane such
that the slope at any point (x, y) on any
solution curve is f (x, y).
6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 26
Example
dy
Consider the d.e.  xe x

dx
The general solution is
y  xe  e  c
x x

where c is an arbitrary constant.

We now show that there is a unique solution
such that when x = 1, y =3.
6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 27
Replacing x by 1, y by 3, we get a
unique c, namely, c = 3

Thus the desired unique solution is

y  xe  e  3
x x

6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 28

We now state (without proof) a theorem
which asserts that under suitable conditions
that a first order d.e.
dy
 f ( x, y )
dx
has a unique solution y = g(x) satisfying the
initial conditions: when x = x0, y = y0

6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 29

Existence and uniqueness of solution
of a first order initial-value problem
Picard’s Theorem
dy
Consider the first order d.e.  f ( x, y )
dx
f
Suppose f ( x, y ) and are both
y
continuous (as functions of x, y) at each
point (x, y) on and inside a closed rectangle
R of the x-y plane.
6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 30
Then for each point(x0, y0) inside the
rectangle R, there exists a unique solution
y = g(x) of the above d.e. such that
when x = x0, y = y0.
Geometrically speaking, through each point
(x0, y0) inside the rectangle R, there passes a
unique solution curve y = g(x) of the d.e.

dy
 f ( x, y )
dx
6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 31
 y=g(x)

(x0, y0)
R

6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 32

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.
6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 33
For example if  is the family of all cicles
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.

6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 34

 If the d.e. 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
d.e. of the family  of orthogonal trajectories
is given by dy 1

dx f ( x, y )
Integrating the above d.e. we get the algebraic
equation of the family of orthogonal trajectories.
6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 35
Example Consider the one parameter family
of parabolas having the focus at the origin:
y  4c( x  c)
2

c>0 c<0

6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 36

The d.e. of the above family is:
y yy 
2  cx)
y  4c( x  (*)
2y 2
Hence the d.e. of the family of orthogonal
trajectories is got by replacing
1
y by 
y
Presented by Dr. M.S. Radhakrishnan BITS, Pilani
6-Nov-19 37
And hence is given by
yy y y yy
  x or  x
2 2 y 2 y 2
which is same as (*).
Hence the family of orthogonal trajectories
is the given family of parabolas itself. Or
we say that the given family of parabolas is
self-orthogonal.
6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 38
In the next lecture we discuss the methods
of solving first order differential equations.
* * *

6-Nov-19 Presented by Dr. M.S. Radhakrishnan BITS, Pilani 39