DIFFERENTIAL EQUATIONS

Adithya Reddy ECE Jyothishmathi College of Engineering & Technology 9666808265 Adithyareddy00@gmail.com

Rishikesh Reddy ECE Jyothishmathi College of Engineering & Technology 9030046712 Rishireddy1991@gmail.com

ABSTRACT INTRODUCTION:
Welcome to the world of differential equations! They describe many processes in the world around you, but of course well have to convince you of that. Today we are going to give an example, and find out what it means to read a differential equation. A differential equation is a mathematical equation for an unknown function of one or several variables that relates the values of the function itself and its derivatives of various orders. Differential equations play a prominent role in engineering, physics, economics, and other disciplines.Differential equations arise in many areas of science and technology, specifically whenever a deterministic relation involving some continuously varying quantities (modeled by functions) and their rates of change in space and/or time (expressed as derivatives) is known or postulated. This is illustrated in classical mechanics, where the motion of a body is described by its position and velocity as the time value varies. Newton's laws allow one (given the position, velocity, acceleration and various forces acting on the body) to express these variables dynamically as a differential equation for the unknown position of the body as a function of time. In some cases, this differential equation (called an equation of motion) may be solved explicitly.An example of modelling a real world problem using differential equations is the determination of the velocity of a ball falling through the air, considering only gravity and air resistance. The ball's acceleration towards the ground is the acceleration due to gravity minus the deceleration due to air resistance.Gravity is considered constant, and air resistance may be modeled as proportional to the ball's velocity. This means that the ball's acceleration, which is the derivative of its velocity, depends on the velocity. Finding the velocity as a function of time involves solving a differential equation. Differential equations are mathematically studied from several different perspectives, mostly concerned with their solutions the set of functions that satisfy the equation. Only the simplest differential equations admit solutions given by explicit formulas; however, some properties of solutions of a given differential equation may be determined without finding their exact form. If a self-contained formula for the solution is not available, the solution may be numerically approximated using computers. The theory of dynamical systems puts emphasis on qualitative analysis of systems described by differential equations, while many numerical methods have been developed to determine solutions with a given degree of accuracy.

Nomanclature:
The theory of differential equations is quite developed and the methods used to study them vary significantly with the type of the equation.

An ordinary differential equation (ODE) is a differential equation in which the unknown function (also known as the dependent variable) is a function of a single independent variable. In the simplest form, the unknown function is a real or complex valued function,

but more generally, it may be vector-valued or matrix-valued: this corresponds to considering a system of ordinary differential equations for a single function. Ordinary differential equations are further classified according to the order of the highest derivative of the dependent variable with respect to the independent variable appearing in the equation. The most important cases for applications are first-order and second-order differential equations. For example, Bessel's differential equation

(in which y is the dependent variable) is a second-order differential equation. In the classical literature also distinction is made between differential equations explicitly solved with respect to the highest derivative and differential equations in an implicit form.

A partial differential equation (PDE) is a differential equation in which the unknown function is a function of multiple independent variables and the equation involves its partial derivatives. The order is defined similarly to the case of ordinary differential equations, but further classification into elliptic, hyperbolic, and parabolic equations, especially for second-order linear equations, is of utmost importance. Some partial differential equations do not fall into any of these categories over the whole domain of the independent variables and they are said to be of mixed type.

Both ordinary and partial differential equations are broadly classified as linear and nonlinear. A differential equation is linear if the unknown function and its derivatives appear to the power 1 (products are not allowed) and nonlinear otherwise. The characteristic property of linear equations is that their solutions form an affine subspace of an appropriate function space, which results in much more developed theory of linear differential equations. Homogeneous linear differential equations are a further subclass for which the space of solutions is a linear subspace i.e. the sum of any set of solutions or multiples of solutions is also a solution. The coefficients of the unknown function and its derivatives in a linear differential equation are allowed to be (known) functions of the independent variable or variables; if these coefficients are constants then one speaks of a constant coefficient linear differential equation. There are very few methods of explicitly solving nonlinear differential equations; those that are known typically depend on the equation having particular symmetries. Nonlinear differential equations can exhibit very complicated behavior over extended time intervals, characteristic of chaos. Even the fundamental questions of existence, uniqueness, and extendability of solutions for nonlinear differential equations, and well-posedness of initial and boundary value problems for nonlinear PDEs are hard problems and their resolution in special cases is considered to be a significant advance in the mathematical theory (cf. NavierStokes existence and smoothness).Linear differential equations frequently appear as approximations to nonlinear equations. These approximations are only valid under restricted conditions. For example, the harmonic oscillator equation is an approximation to the nonlinear pendulum equation that is valid for small amplitude oscillations

DESCRIPTION: A differential equation is an equation involving derivatives of an unknown function and possibly the function itself as well as the independent variable.

y sin x ,

y '

y 2 2xy x2 0, y y 3 x 0
2nd Order

1st Order

The order of a differential equation is the highest order of the derivatives of the unknown function appearing in the equation. In the simplest cases, equations may be solved by direct integration

y sin x y cos x C
y 6 x e x y 3 x 2 e x C1 y x 3 e x C1x C2
Observe that the set of solutions to the above 1st order equation has 1 parameter, while the solutions to the above 2nd order equation depend on two parameters.

TYPES OF DIFFERENTIAL EQUATIONS

Differential equations can be classified as an ordinary differential equation or a partial differential equation. If an equation is ordinary, which is most focused on in this course, it can be linear or nonlinear. Otherwise, it is partial. Ordinary Differential Equations A differential equation that contains only one independent variable is considered an ordinary differential equation. Partial Differential Equations A differential equation that contains only two or more independent variables is considered a partial differential equation.

ORDINARY DIFFERENTIAL EQUATIONS :

In the table below, All differential equations are of order n and arbitrary degree d. F is an implicit function of: an independent variable x, a dependent variable y (a function of x), and integer derivatives of y (fractional derivatives are in fact possible, but not considered here). y may in general be a vector valued function:

so x is an element of the vector space R, y an element of a vector space of dimension m, , where R is the set of real numbers, is the cartesian product of R with itself m times to form an m-tuple of real numbers. This leads to a system of differential equations to be solved for y1, y2,...ym. y is characterized by the function mapping .

r(x) is called a source term in x, and A(x) is an arbitrary function, both assumed continuous in x on defined intervals. Characteristic Properties Differential equation

Implicit system of dimension m Explicit system of dimension m Autonomo us: No x depen dence Linear: nth derivative can be written as a linear combinatio n of the other

derivatives Homogene ous: Source term is zero Notice the mapping from or corresponds to the map from x, y, and the n or (n-1) derivatives of y to the solution, in general implicit.

Examples:
In the first group of examples, let u be an unknown function of x, and c and are known constants.

Inhomogeneous first-order linear constant coefficient ordinary differential equation:

Homogeneous second-order linear ordinary differential equation:

Homogeneous second-order linear constant coefficient ordinary differential equation describing the harmonic oscillator:

First-order nonlinear ordinary differential equation:

Second-order nonlinear ordinary differential equation describing the motion of a pendulum of length L:

In the next group of examples, the unknown function u depends on two variables x and t or x and y.

Homogeneous first-order linear partial differential equation:

Homogeneous second-order linear constant coefficient partial differential equation of elliptic type, the Laplace equation:

Third-order nonlinear partial differential equation, the Kortewegde Vries equation:

Reducible ODE's:
1. If the independent variable, x, does not occur in the differential equation then its order can be lowered by one. This will reduce a second order ODE to first order. Consider the equation:

Define

Then

Substitute these two expression into the equation and we get

=0 which is a first order ODE

PARTIAL DIFFERENTIAL EQUATIONS:

(PDE)

are differential equations that contain unknown multivariable functions and their partial derivatives. PDEs are used to formulate problems involving functions of several variables, and are either solved by hand, or used to create a relevant computer model. PDEs can be used to describe a wide variety of phenomenon such as sound, heat, electrostatics, electrodynamics, fluid flow, or elasticity. These seemingly distinct physical phenomena can be formalized identically in terms of PDEs, which shows that they are governed by the same underlying dynamic. Just as ordinary differential equations often model one-dimensional dynamical systems, partial differential equations often model multidimensional systems. PDEs find their generalization in stochastic partial differential equations.

A partial differential equation (PDE) for the function u(x1,...xn) is an equation of the form

If F is a linear function of u and its derivatives, then the PDE is called linear. Common examples of linear PDEs include the heat equation, the wave equation and Laplace's equation. A relatively simple PDE is

This relation implies that the function u(x,y) is independent of x. However, the equation gives no information on the function's dependence on the variable y. Hence the general solution of this equation is

where f is an arbitrary function of y. The analogous ordinary differential equation is

which has the solution

where c is any constant value. These two examples illustrate that general solutions of ordinary differential equations (ODEs) involve arbitrary constants, but solutions of PDEs involve arbitrary functions. A solution of a PDE is generally not unique; additional conditions must generally be specified on the boundary of the region where the solution is defined. For instance, in the simple example above, the function f(y) can be determined if u is specified on the line x = 0. LINEAR DIFFERENTIAL EQUATIONS :

Linear differential equations are of the form where the differential operator L is a linear operator, y is the unknown function (such as a function of time y(t)), and the right hand side is a given function of the same nature as y (called the source term). For a function dependent on time we may write the equation more expressively as

and, even more precisely by bracketing The linear operator L may be considered to be of the form[1]

The linearity condition on L rules out operations such as taking the square of the derivative of y; but permits, for example, taking the second derivative of y. It is convenient to rewrite this equation in an operator form

where D is the differential operator d/dt (i.e. Dy = y' , D2y = y",... ), and the An are given functions. Such an equation is said to have order n, the index of the highest derivative of y that is involved. A typical simple example is the linear differential equation used to model radioactive decay.[2] Let N(t) denote the number of radioactive atoms in some sample of material [3] at time t. Then for some constant k > 0, the number of radioactive atoms which decay can be modelled by

If y is assumed to be a function of only one variable, one speaks about an ordinary differential equation, else the derivatives and their coefficients must be understood as (contracted) vectors, matrices or tensors of higher rank, and we have a (linear) partial differential equation. The case where = 0 is called a homogeneous equation and its solutions are called complementary functions. It is particularly important to the solution of the general case, since any complementary function can be added to a solution of the inhomogeneous equation to give another solution (by a method traditionally called particular integral and complementary function). When the Ai are numbers, the equation is said to have constant coefficients.

COMPLEX DIFFERENTIAL EQUATION:

A complex differential equation is a differential equation whose solutions are functions of a complex variable.

Constructing integrals involves choice of what path to take, which means singularities and branch points of the equation need to be studied. Analytic continuation is used to generate new solutions and this means topological considerations such as monodromy, coverings and connectedness are to be taken into account. Existence and uniqueness theorems involve the use of majorants and minorants. Study of rational second order ODEs in the complex plane led to the discovery of new transcendental special functions which are now known as Painlev transcendents. Nevanlinna theory can be used to study complex differential equations. This leads to extensions of Malmquist's theorem

STOCHASTIC DIFFERENTIAL EQUATION:

A (SDE) is a differential equation in which one or more of the terms is a stochastic process, thus resulting in a solution which is itself a stochastic process. SDE are used to model diverse phenomena such as fluctuating stock prices or physical system subject to thermal fluctuations. Typically, SDEs incorporate white noise which can be thought of as the derivative of Brownian motion (or the Wiener process); however, it should be mentioned that other types of random fluctuations are possible, such as jump processes.