APPLIED MATHEMATICS II

Course Contents:
Differential Equation, Basic concepts and ideas.Separable equations, Equations reducible
to separable form, Exact differential equations, Integrated factors, Linear first order differential
equations, Bernoullis differential equation. Families of curves, Orthogonal trajectories and
applications of differential equations of first order relevant to engineering systems.
Homogeneous linear differential equations of second order, homogeneous equations with
constant coefficients, the general solutions, initial and boundary value problems, D operator,
complementary functions and particular integrals. Real, Complex and repeated roots of
characteristics equations. Cauchy equation, non homogeneous linear equations. Applications of
higher order linear differential equations. Ordinary and regular points and corresponding series
solutions, Legendres equations and Legendres polynomial. Bessel equations and Bessel
functions of first kind.
Recommended Books:
Advanced Engineering Mathematics, 5
th
Edition by C.R. Wylie McGraw Hill
Education.
Advanced Engineering Mathematics, 8
th
Edition by Erwin Kreyszig John Wiley & Sons.












Differential Equation:
DEF: An equation containing the derivatives of one or more dependent variables, with respect
to one or more independent variables, is said to be a differential equation (DE).
For Example:
-
dy
+y cosx=sinx
dx

-
2
2
2
0
d y dy
+x y =
dx dx
| |
|
\ .

-
2
3 2
2
2
1
dy d y
+ =
dx dx
(
| |
(
|
\ .
(


are differential equations.
Classification By Type:
If an equation contains only ordinary derivatives of one or more dependent variables with
respect to a single independent variable, it is said to be an ordinary differential equation
(ODE).
For Example;
-
dy
+y cosx=sinx
dx

- 0
2
2
2
d y dy
+x y =
dx dx
| |
|
\ .

- + =
dx dy
2x + y
dt dt
, (A DE can contain more than one dependent variable)
are ordinary differential equations.
Partial Differential Equation:
An equation involving partial derivatives of one or more dependent variables of two or more
independent variables is called a partial differential equation (PDE).
For Example;
-
2 2
2 2
+ =0
u u
x y
c c
c c

-
2 2
2 2
2
u u u
x t t
c c c
=
c c c

-
u v
y x
c c
=
c c

are partial differential equations.
Classification By Order:
The order of a differential equation (either ODE or PDE) is the order of the highest
derivative in the equation.
For Example;

3
2
2
+5 4 =
x
d y dy
y e
dx dx
| |

|
\ .
is a second order ordinary differential equation.
Generalized Form of n
th
order ODE:
We can express an n
th
order ordinary differential equation in one dependent variable by
the general form

( )
( )
, , , . . . , 0
n
F x y y y ' = (1)
Where, F is a real valued function of n + 2 variables
( )
, , , . . . ,
n
x y y y ' .
Degree Of a DE:
The degree of a differential equation is the degree of the highest order derivative that
appears in the equation.
Classification By Linearity:
An ordinary differential equation
( )
( )
, , , . . . , 0
n
F x y y y ' = is said to be linear in
( )
, , , . . . ,
n
x y y y ' . This means that n
th
order ODE is linear when (1) is
( ) ( ) ( ) ( ) ( )
1
1 1 0 1
. . .
n n
n n n n
d y d y dy
a x a x a x a x y g x
dx dx dx

+ + + + = (2)



Two important special cases of (2) are
For (n = 1);
( ) ( ) ( )
1 0
dy
a x a x y g x
dx
+ =
For (n = 2); ( ) ( ) ( ) ( )
2
2 1 0 2
d y dy
a x a x a x y g x
dx dx
+ + =
Notice that a differential equation which is not linear is called a nonlinear differential
equation. Nonlinear functions of the dependent variable or its derivatives, such as siny or e
x

cannot appear in a linear equation. Therefore,
( ) 1 2
x
y y y e ' + = ,
2
2
sin 0
d y
y
dx
+ = ,
4
2
4
0
d y
y
dx
+ =
are examples of nonlinear first, second and fourth order ordinary differential equations,
respectively. One of the goals in this course is to solve, or find solutions of, differential
equations.
Solution Of an ODE:
A solution (or integral) of a differential equation is a relation between the variables, not
containing derivatives, such that this relation and the derivatives obtained from it satisfy the
given differential equation.
Generation Solution:
A solution of a differential equation which contains the number of arbitrary constants
equal to the order of the equation is called generation solution (or integral) of the differential
equation.
Example: The equation

dy
y
dx
=
has the solution
x
y ce

= , where the constant c is an arbitrary.
Similarly, the equation
2
2
0
d y
y
dx
+ = has the solutions cos y A x = , sin y B x = and
cos sin y A x B x = + , where A and B are arbitrary constants.

Particular Solution:
A solution obtained from the general solution by giving particular values to the constants
is called a particular solution (or integral).
INITIAL AND BOUNDARY VALUE PROBLEMS
DEF (Initial Value Problems):
Sometimes it is required to find the solution of a differential equation subject to the
supplementary conditions. If the conditions relate to one value of the independent variable such
as
( ) ( )
0 0 0 0
and y at x =x y x y x ' = , then they are called the initial value problems (IVPs).
DEF (Boundary Value Problems):
The problem of finding the solution of a differential equation such that all the associated
supplementary conditions relate to two different values of the independent variable is called a
two point boundary value problems (BVPs).
EQUATIONS OF THE FIRST ORDER AND FIRST DEGREE
The problem of finding general solution of a given differential equation will now be considered.
The solution of any differential equation may or may not exist. Even if the general solution
exists, it may not be easy to find. We shall only discuss the methods/ techniques of solutions of
special types of differential equations.
SEPARABLE EQUATIONS
DEF: A differential equation of the type
F(x) G (y) dx + f(x) g (y) dy = 0 (1)
is called an equation with variable separable or simply a separable equation. Equation (1) may
be written as

( )
( )
( )
( )
0
G
g
f
F
= + dy
y
y
dx
x
x

which can be easily integrated.
Q.NO.1 Solve the differential equations:
i. 0 sin
2
= + x y
dx
dy

ii. ( ) ( ) 0 2 2 2
2
= + + + + + dy x x dx y x xy
iii. 2 2 2
2 2
+ + = x y x y x y x
dx
dy

iv. 0
1
1
2
2
=

+
x
y
dx
dy

v. 0
3
2
2
3
=
+
+
+
x x
y y
dx
dy

vi. ( )( ) ( ) ( ) 2 1 ; 0 6 5 4 4 8 3
2 2
= = + + + + y dy x x y dx y x
vii.
( )
( )
2
1
0 ;
4
1
2
2

=
+
= y
y
x x
dx
dy

viii.
4 12
, 0 csc cos 8
2 2
t t
= |
.
|

\
|
= + y dy x dx y
SOL (ii): Here
( ) ( ) 0 2 2 2
2
= + + + + + dy x x dx y x xy
Variable separable
( ) ( ) | | ( ) 0 2 2 1 2 = + + + + + dy x x dx y y x
( )( ) | | ( ) 0 2 2 1 = + + + + dy x x dx y x
( ) ( )( ) | |dx y x dy x x 2 1 2 + + = +
( )
( )
( )
dx
x x
x
y
dy
2
1
2 +
+
=
+

By integrating

( )
( )
( )
( ) A
2
1
2
} }
+
+
=
+
dx
x x
x
y
dy

Consider,

( )
( ) ( ) 2 2
1
2
1
2
1
+
+ =
+
+
x x x x
x
(Using Partial Fraction)
Then (A) takes the form, we obtain

( ) ( )
} } (

+
+ =
+
dx
x x y
dy
2 2
1
2
1
2

| | c x x y ln 2 ln ln
2
1
2 ln + + + = +
( ) c x x y ln 2 ln
2
1
2 ln + + = +

( ) 2
ln 2 ln
+
= +
x x
c
y

( )
2
2

+
=
x x
c
y
which is the general solution of the given differential equation.
SOL (viii): Here
0 csc cos 8
2 2
= + dy x dx y
Variable Separable

x
dx
y
dy
2 2
csc
8
cos
=
dx x dy y
2 2
sin 8 sec =
dx
x
dy y |
.
|

\
|
=
2
2 cos 1
8 sec
2

( ) dx x dy y 2 cos 1 4 sec
2
=
By integrating, we obtain
( )
} }
= dx x dy y 2 cos 1 4 sec
2

c
x
x y + |
.
|

\
|
=
2
2 sin
4 tan
c x x y + + = 2 sin 2 4 tan (A)
which is the general solution of the DE.
At
12
t
= x ,
4
t
= y ; (A) becomes
c + + =
6
sin 2
12
4
4
tan
t t t

c + + = 1
3
1
t


3
t
= c
Hence, the particular solution of the DE is

3
2 sin 2 4 tan
t
+ + = x x y
|
.
|

\
|
+ =

x x y 2 sin 2 4
3
tan
1
t