Differential Equation -an equation involving an unknown function and its derivatives.
The order of the differential equation is the order of the highest derivative of the unknown function
involved in the equation.
A linear differential equation of order n is a differential equation written in the following form:
where
derivatives.
is not the zero function. Note that some may use the notation
for the
A linear equation obliges the unknown function y to have some restrictions. Indeed, the only
operations which are accepted for the variable y are:
Differentiating y;
Multiplying y and its derivatives by a function of the variable x
Adding what you obtained in (ii) and let it be equal to a function of x.
First Order Differential Equation
A. first order linear differential equation has the following form:
The general solution is given by
where
called the integrating factor. If an initial condition is given, use it to find the constant C.
Separable Equations
The differential equation of the form
is called separable, if f(x,y) = h(x) g(y); that is,
B. Homogeneous Equations
The differential equation
is homogeneous if the function f(x,y) is homogeneous, that is-
Check that the functions
.
are homogeneous.
In order to solve this type of equation we make use of a substitution (as we did in case of Bernoulli
equations). Indeed, consider the substitution
. If f(x,y) is homogeneous, then we have
Since y' = xz' + z, the equation (H) becomes
which is a separable equation. Once solved, go back to the old variable y via the equation y = x z.
C. Exact and Non-exact Equations
All the techniques we have reviewed so far were not of a general nature since in each case the equations
themselves were of a special form. So, we may ask, what to do for the general equation
Let us first rewrite the equation into
This equation will be called exact if
,
and nonexact otherwise. The condition of exactness insures the existence of a function F(x,y) such that
Second Order Differential Equation
A. Non linear Second Order Differential Equations
In general, little is known about nonlinear second order differential equations
,
but two cases are worthy of discussion:
(1)
Equations with the y missing
Let v = y'. Then the new equation satisfied by v is
This is a first order differential equation. Once v is found its integration gives the function y.
(2)
Equations with the x missing
Let v = y'. Since
we get
This is again a first order differential equation. Once v is found then we can get y through
which is a separable equation. Beware of the constants solutions.
B. Linear Second Order Differential Equations
A linear second order differential equations is written as
When d(x) = 0, the equation is called homogeneous, otherwise it is called nonhomogeneous. To a
nonhomogeneous equation
,
we associate the so called associated homogeneous equation
For the study of these equations we consider the explicit ones given by
where p(x) = b(x)/a(x), q(x) = c(x)/a(x) and g(x) = d(x)/a(x). If p(x), q(x) and g(x) are defined and
continuous on the interval I, then the IVP
,
where
and
are arbitrary numbers, has a unique solution defined on I.
Main result: The general solution to the equation (NH) is given by
(i)
is the general solution to the homogeneous associated equation (H);
(ii)
is a particular solution to the equation (NH).
C. Homogeneous Linear Equations
Consider the homogeneous second order linear equation
or the explicit one
Basic property:If
and
are two solutions, then
is also a solution for any arbitrary constants
The natural question to ask is whether any solution y is equal to
for some
The answer to this question uses the notion of linear independence of solutions.
and
