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DATE : 09th October 2012




         DIFFERENTIAL
          EQUATION

                           PRESENTED BY : POKARN NARKHEDE
History of the Differential Equation

    Period of the invention
    Who invented the idea
    Who developed the methods
    Background Idea
Differential Equation


                     y  ( 2 y   ydx  0
                     y  x)
                                             n
                                          d y
                                                 n


Economics
                     y  f( x )
                      FUNCTION

                                  2
                                      DERIVATIVE

                                        dy
                                                     S

                                                             2

                      y e                    2 xe
                              x                          x

                                        dx                             Chemistry
                      (-  ,  )
                          R




Mechanics




                                                                 Biology
            Engineering
LANGUAGE OF THE DIFFERENTIAL EQUATION
   DEGREE OF ODE
    ORDER OF ODE
    SOLUTIONS OF ODE
       GENERAL SOLUTION
       PARTICULAR SOLUTION
       TRIVIAL SOLUTION
       SINGULAR SOLUTION
       EXPLICIT AND IMPLICIT SOLUTION
    HOMOGENEOUS EQUATIONS
    NON-HOMOGENEOUS EQUTIONS
    INTEGRATING FACTOR
DEFINITION
A Differential Equation is an equation containing the derivative of one or
more dependent variables with respect to one or more independent
variables.

For example,
CLASSIFICATION

Differential Equations are classified by : Type, Order, Linearity,
Classifiation by Type:
 Ordinary Differential Equation

       If a Differential Equations contains only ordinary derivatives of one or
 more dependent variables with respect to a single independent variables, it
 is said to be an Ordinary Differential Equation or (ODE) for short.

 For Example,




 Partial Differential Equation
       If a Differential Equations contains partial derivatives of one or more
 dependent variables of two or more independent variables, it is said to be a
 Partial Differential Equation or (PDE) for short.

 For Example,
Classifiation by Order:

       The order of the differential equation (either ODE or PDE) is the order of the
highest derivative in the equation.

For Example,

                                  Order = 3

                                  Order = 2

                                  Order = 1

  General form of nth Order ODE is

                          = f(x,y,y1,y2,….,y(n))

         where       f is a real valued continuous function.

        This is also referred to as Normal Form Of nth Order Derivative

  So,    when n=1,                = f(x,y)

         when n=2,                = f(x,y,y1) and so on …
CLASSIFICATIONS BY LINEARITY
Linear

                   Order ODE is said to be linear if F( x , y , y  , y  ,......, y )  0
           th                                                                        (n)
The n
is linear in y 1 , y 2 , ......., y n

In other words, it has the following general form:
           n                         n1                                2
          d y                    d         y                          d y                     dy
an ( x)        n
                    an1( x )        n1
                                                ......  a 2 ( x )         2
                                                                                  a1 ( x )         a0 ( x ) y  g( x )
          dx                     dx                                   dx                      dx
                                                      dy
now for n  1,                             a1 ( x )         a0 ( x ) y  g( x )
                                                      dx
                                                       2
                                                      d y                   dy
and for n  2,                         a2 ( x)             2
                                                                a1 ( x )          a0 ( x ) y  g( x )
                                                      dx                    dx

Non-Linear :

A nonlinear ODE is simply one that is not linear. It contains nonlinear
functions of one of the dependent variable or its derivatives such as:
    siny                      ey                      ln y
Trignometric              Exponential           Logarithmic
 Functions                  Functions             Functions
Linear
For Example,    y  x  dx    5 x dy  0
               y  x  5 xy  0
               5 xy  y  x
                                                                st
                                      which are linear 1 Order ODE

Likewise,

Linear 2nd Order ODE is           y   5 x y   y  2 x
                                                                2



                                  y   x y   5 y  e
                                                            x
Linear 3rd Order ODE is

Non-Linear

For Example,                      1       y  y  5 y  e
                                                                     x


                                  y   cos y  0
                                             y        0
                                      (4)         2
                                  y
Classification of Differential Equation


  Type:         Ordinary         Partial

  Order :       1st, 2nd, 3rd,....,nth

  Linearity :   Linear      Non-Linear
METHODS AND TECHNIQUES
Variable Separable Form
Variable Separable Form, by Suitable Substitution
Homogeneous Differential Equation
Homogeneous Differential Equation, by Suitable Substitution
 (i.e. Non-Homogeneous Differential Equation)
Exact Differential Equation
Exact Differential Equation, by Using Integrating Factor
Linear Differential Equation
Linear Differential Equation, by Suitable Substitution
Bernoulli’s Differential Equation
Method Of Undetermined Co-efficients
Method Of Reduction of Order
Method Of Variation of Parameters
Solution Of Non-Homogeneous Linear Differential Equation Having nth
Order
Problem

In a certain House, a police were called about 3’O Clock where a
murder victim was found.

                                                              
Police took the temperature of body which was found to be34.5 C.


After 1 hour, Police again took the temperature of the body which
                      
was found to be 33.9 C.
                                    
The temperature of the room was 15 C

So, what is the murder time?
“ The rate of cooling of a body is
                   proportional to the difference
                   between its temperature and the
                   temperature of the surrounding
                   air ”
Sir Issac Newton
TIME(t)                                    TEMPERATURE(ф)

First0
 t = Instant                              Ф = 34.5OC

Second Instant
 t=1                                      Ф = 33.9OC



 1. The temperature of the room 15OC
 2. The normal body temperature of human being 37OC
Mathematically, expression can be written as –

d
        15 . 0 
dt
d
       k   15 . 0 
dt
 where ' k' is the constant         of proportion    ality
      d
                   k .dt    .... (Variable   Separable      Form )
    15 . 0 
ln   15 . 0   k.t  c
where ' c' is the constant       of integratio   n
ln (34.5 -15.0) = k(0) + c
              c = ln19.5

 ln (33.9 -15.0) = k(1) + c
         ln 18.9 = k+ ln 19
              k = ln 18.9 - ln 19
                 = - 0.032
 ln (Ф -15.0)    = -0.032t + ln 19

Substituting, Ф = 37OC
             ln22 = -0.032t + ln 19

       ln   22  ln 19   
t                              3 . 86 hours
              0 . 032
                                 3 hours   51 minutes



So, subtracting the time four our zero instant of time
      i.e., 3:45 a.m. – 3hours 51 minutes
      i.e., 11:54 p.m.
              which we gets the murder time.
Ode powerpoint presentation1

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Ode powerpoint presentation1

  • 1. DATE : 09th October 2012 DIFFERENTIAL EQUATION PRESENTED BY : POKARN NARKHEDE
  • 2. History of the Differential Equation  Period of the invention  Who invented the idea  Who developed the methods  Background Idea
  • 3. Differential Equation y  ( 2 y   ydx  0 y  x) n d y n Economics y  f( x ) FUNCTION 2 DERIVATIVE dy S 2 y e  2 xe x x dx Chemistry (-  ,  ) R Mechanics Biology Engineering
  • 4. LANGUAGE OF THE DIFFERENTIAL EQUATION DEGREE OF ODE  ORDER OF ODE  SOLUTIONS OF ODE  GENERAL SOLUTION  PARTICULAR SOLUTION  TRIVIAL SOLUTION  SINGULAR SOLUTION  EXPLICIT AND IMPLICIT SOLUTION  HOMOGENEOUS EQUATIONS  NON-HOMOGENEOUS EQUTIONS  INTEGRATING FACTOR
  • 5. DEFINITION A Differential Equation is an equation containing the derivative of one or more dependent variables with respect to one or more independent variables. For example,
  • 6. CLASSIFICATION Differential Equations are classified by : Type, Order, Linearity,
  • 7. Classifiation by Type: Ordinary Differential Equation If a Differential Equations contains only ordinary derivatives of one or more dependent variables with respect to a single independent variables, it is said to be an Ordinary Differential Equation or (ODE) for short. For Example, Partial Differential Equation If a Differential Equations contains partial derivatives of one or more dependent variables of two or more independent variables, it is said to be a Partial Differential Equation or (PDE) for short. For Example,
  • 8. Classifiation by Order: The order of the differential equation (either ODE or PDE) is the order of the highest derivative in the equation. For Example, Order = 3 Order = 2 Order = 1 General form of nth Order ODE is = f(x,y,y1,y2,….,y(n)) where f is a real valued continuous function. This is also referred to as Normal Form Of nth Order Derivative So, when n=1, = f(x,y) when n=2, = f(x,y,y1) and so on …
  • 9. CLASSIFICATIONS BY LINEARITY Linear Order ODE is said to be linear if F( x , y , y  , y  ,......, y )  0 th (n) The n is linear in y 1 , y 2 , ......., y n In other words, it has the following general form: n n1 2 d y d y d y dy an ( x) n  an1( x ) n1  ......  a 2 ( x ) 2  a1 ( x )  a0 ( x ) y  g( x ) dx dx dx dx dy now for n  1, a1 ( x )  a0 ( x ) y  g( x ) dx 2 d y dy and for n  2, a2 ( x) 2  a1 ( x )  a0 ( x ) y  g( x ) dx dx Non-Linear : A nonlinear ODE is simply one that is not linear. It contains nonlinear functions of one of the dependent variable or its derivatives such as: siny ey ln y Trignometric Exponential Logarithmic Functions Functions Functions
  • 10. Linear For Example,  y  x  dx  5 x dy  0 y  x  5 xy  0 5 xy  y  x st which are linear 1 Order ODE Likewise, Linear 2nd Order ODE is y   5 x y   y  2 x 2 y   x y   5 y  e x Linear 3rd Order ODE is Non-Linear For Example, 1  y  y  5 y  e x y   cos y  0  y  0 (4) 2 y
  • 11. Classification of Differential Equation Type: Ordinary Partial Order : 1st, 2nd, 3rd,....,nth Linearity : Linear Non-Linear
  • 12. METHODS AND TECHNIQUES Variable Separable Form Variable Separable Form, by Suitable Substitution Homogeneous Differential Equation Homogeneous Differential Equation, by Suitable Substitution (i.e. Non-Homogeneous Differential Equation) Exact Differential Equation Exact Differential Equation, by Using Integrating Factor Linear Differential Equation Linear Differential Equation, by Suitable Substitution Bernoulli’s Differential Equation Method Of Undetermined Co-efficients Method Of Reduction of Order Method Of Variation of Parameters Solution Of Non-Homogeneous Linear Differential Equation Having nth Order
  • 13.
  • 14. Problem In a certain House, a police were called about 3’O Clock where a murder victim was found.  Police took the temperature of body which was found to be34.5 C. After 1 hour, Police again took the temperature of the body which  was found to be 33.9 C.  The temperature of the room was 15 C So, what is the murder time?
  • 15. “ The rate of cooling of a body is proportional to the difference between its temperature and the temperature of the surrounding air ” Sir Issac Newton
  • 16. TIME(t) TEMPERATURE(ф) First0 t = Instant Ф = 34.5OC Second Instant t=1 Ф = 33.9OC 1. The temperature of the room 15OC 2. The normal body temperature of human being 37OC
  • 17. Mathematically, expression can be written as – d    15 . 0  dt d  k   15 . 0  dt where ' k' is the constant of proportion ality d  k .dt .... (Variable Separable Form )   15 . 0  ln   15 . 0   k.t  c where ' c' is the constant of integratio n
  • 18. ln (34.5 -15.0) = k(0) + c c = ln19.5 ln (33.9 -15.0) = k(1) + c ln 18.9 = k+ ln 19 k = ln 18.9 - ln 19 = - 0.032 ln (Ф -15.0) = -0.032t + ln 19 Substituting, Ф = 37OC ln22 = -0.032t + ln 19  ln 22  ln 19  t    3 . 86 hours  0 . 032   3 hours 51 minutes So, subtracting the time four our zero instant of time i.e., 3:45 a.m. – 3hours 51 minutes i.e., 11:54 p.m. which we gets the murder time.