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MADHAV INSTITUTE OF TECHNOLOGY & SCIENCE
Calculus & Optimization
Techniques (2240421)
Submitted to:
Dr. Dilip Kumar Mishra
(4th Semester)
Submitted by :
Shivam Mittal
0901MC221066
AIR- II year
Partial Differential
equation
Differential equation
β€’ The equation which express the relationship between independent variables & dependent variables
and the derivatives of dependent variables w.r.t independent variables is called Differential eqn.
β€’ Examples:
ⅆ𝑦
β…†π‘₯
+ 𝑦 = π‘₯ ; here x is independent variable and y is dependent variable.
β€’ π‘¬π’™π’‚π’Žπ’‘π’π’†π’”:
𝑑𝑦
𝑑π‘₯
βˆ’ 𝑦 = 𝑒π‘₯
𝑑2
𝑦
𝑑π‘₯2
βˆ’ 5
𝑑𝑦
𝑑π‘₯
+ 2𝑦 = cos( π‘₯)
Mainly there are two types of differential equation exist:
β€’ Ordinary differential eqn. (ODE)
β€’ Partial differential eqn. (PDE)
❖ Ordinary differential eqn. (ODE) :
β€’ ODE involve one or more ordinary derivatives of unknown functions with respect to only one
independent variable.
)
cos(
2
5
:
2
2
x
y
dx
dy
dx
y
d
e
y
dx
dy
Examples
x
=
+
βˆ’
=
βˆ’ y(x): unknown function
x: independent variable
Partial Differential equation
β€’ An equation containing one or more partial derivatives of an unknown function of two or more
independent variables is known as a Partial Differential Equation.
β€’ Examples:
Order & Degree of PDE
❖ Order of PDE:
β€’ The order of the PDE is defined as the order of the highest partial derivative occurring in it.
❖ Degree of PDE:
β€’ The degree of a PDE is defined as the degree of the highest order partial derivative which occurring in
it after the eqn. has been rationalized i.e. made free from radicals or fractions.
β€’ Examples:
Notations used in PDE
(i) When we consider two independent variables π‘₯ and 𝑦 and one dependent variable 𝑧. Then, we use
the following notations in the PDEs.
(ii) When we consider 𝑛 independent variables π‘₯1, π‘₯2, π‘₯3, … … , π‘₯𝑛 and one dependent variable 𝑧.
Then, we use the following notations in the PDEs.
(iii) Partial differentiations are also denoted as :
Classification of First order PDE
(i)Linear PDE :
A first order equation 𝑓(π‘₯, 𝑦, 𝑧, 𝑝, π‘ž) = 0 is said to be Linear PDE if it is linear in 𝑝, π‘ž π‘Žπ‘›π‘‘ 𝑧,
that is, if the given equation is of the form 𝑃(π‘₯, 𝑦)𝑝 + 𝑄(π‘₯, 𝑦)π‘ž = 𝑅(π‘₯, 𝑦)𝑧 + 𝑆(π‘₯, 𝑦).
Examples:
Classification of First order PDE
(ii) Semi-linear PDE :
A first order equation 𝑓(π‘₯, 𝑦, 𝑧, 𝑝, π‘ž) = 0 is said to be Semi-linear PDE if it is linear in 𝑝 π‘Žπ‘›π‘‘ π‘ž,
the coefficients 𝑝 π‘Žπ‘›π‘‘ π‘ž are functions of π‘₯ π‘Žπ‘›π‘‘ 𝑦 only, that is, if the given equation is of the
form 𝑃(π‘₯, 𝑦)𝑝 + 𝑄(π‘₯, 𝑦)π‘ž = 𝑅(π‘₯, 𝑦, 𝑧).
Examples:
Classification of First order PDE
(iii) Quasi-linear PDE :
A first order equation 𝑓(π‘₯, 𝑦, 𝑧, 𝑝, π‘ž) = 0 is said to be Quasi-linear PDE if it is linear in 𝑝 π‘Žπ‘›π‘‘ π‘ž,
that is, if the given equation is of the form 𝑃(π‘₯, 𝑦, 𝑧)𝑝 + 𝑄(π‘₯, 𝑦, 𝑧)π‘ž = 𝑅(π‘₯, 𝑦, 𝑧).
Examples:
Classification of First order PDE
(iv) Non-linear PDE :
A first order equation 𝑓(π‘₯, 𝑦, 𝑧, 𝑝, π‘ž) = 0 is said to be Nonlinear PDE if it is not linear in
𝑝 π‘Žπ‘›π‘‘ π‘ž.
Examples:
Thank You

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calculus and optimization & technique pdf

  • 1. MADHAV INSTITUTE OF TECHNOLOGY & SCIENCE Calculus & Optimization Techniques (2240421) Submitted to: Dr. Dilip Kumar Mishra (4th Semester) Submitted by : Shivam Mittal 0901MC221066 AIR- II year
  • 3. Differential equation β€’ The equation which express the relationship between independent variables & dependent variables and the derivatives of dependent variables w.r.t independent variables is called Differential eqn. β€’ Examples: ⅆ𝑦 β…†π‘₯ + 𝑦 = π‘₯ ; here x is independent variable and y is dependent variable. β€’ π‘¬π’™π’‚π’Žπ’‘π’π’†π’”: 𝑑𝑦 𝑑π‘₯ βˆ’ 𝑦 = 𝑒π‘₯ 𝑑2 𝑦 𝑑π‘₯2 βˆ’ 5 𝑑𝑦 𝑑π‘₯ + 2𝑦 = cos( π‘₯)
  • 4. Mainly there are two types of differential equation exist: β€’ Ordinary differential eqn. (ODE) β€’ Partial differential eqn. (PDE) ❖ Ordinary differential eqn. (ODE) : β€’ ODE involve one or more ordinary derivatives of unknown functions with respect to only one independent variable. ) cos( 2 5 : 2 2 x y dx dy dx y d e y dx dy Examples x = + βˆ’ = βˆ’ y(x): unknown function x: independent variable
  • 5. Partial Differential equation β€’ An equation containing one or more partial derivatives of an unknown function of two or more independent variables is known as a Partial Differential Equation. β€’ Examples:
  • 6. Order & Degree of PDE ❖ Order of PDE: β€’ The order of the PDE is defined as the order of the highest partial derivative occurring in it. ❖ Degree of PDE: β€’ The degree of a PDE is defined as the degree of the highest order partial derivative which occurring in it after the eqn. has been rationalized i.e. made free from radicals or fractions.
  • 8. Notations used in PDE (i) When we consider two independent variables π‘₯ and 𝑦 and one dependent variable 𝑧. Then, we use the following notations in the PDEs. (ii) When we consider 𝑛 independent variables π‘₯1, π‘₯2, π‘₯3, … … , π‘₯𝑛 and one dependent variable 𝑧. Then, we use the following notations in the PDEs. (iii) Partial differentiations are also denoted as :
  • 9. Classification of First order PDE (i)Linear PDE : A first order equation 𝑓(π‘₯, 𝑦, 𝑧, 𝑝, π‘ž) = 0 is said to be Linear PDE if it is linear in 𝑝, π‘ž π‘Žπ‘›π‘‘ 𝑧, that is, if the given equation is of the form 𝑃(π‘₯, 𝑦)𝑝 + 𝑄(π‘₯, 𝑦)π‘ž = 𝑅(π‘₯, 𝑦)𝑧 + 𝑆(π‘₯, 𝑦). Examples:
  • 10. Classification of First order PDE (ii) Semi-linear PDE : A first order equation 𝑓(π‘₯, 𝑦, 𝑧, 𝑝, π‘ž) = 0 is said to be Semi-linear PDE if it is linear in 𝑝 π‘Žπ‘›π‘‘ π‘ž, the coefficients 𝑝 π‘Žπ‘›π‘‘ π‘ž are functions of π‘₯ π‘Žπ‘›π‘‘ 𝑦 only, that is, if the given equation is of the form 𝑃(π‘₯, 𝑦)𝑝 + 𝑄(π‘₯, 𝑦)π‘ž = 𝑅(π‘₯, 𝑦, 𝑧). Examples:
  • 11. Classification of First order PDE (iii) Quasi-linear PDE : A first order equation 𝑓(π‘₯, 𝑦, 𝑧, 𝑝, π‘ž) = 0 is said to be Quasi-linear PDE if it is linear in 𝑝 π‘Žπ‘›π‘‘ π‘ž, that is, if the given equation is of the form 𝑃(π‘₯, 𝑦, 𝑧)𝑝 + 𝑄(π‘₯, 𝑦, 𝑧)π‘ž = 𝑅(π‘₯, 𝑦, 𝑧). Examples:
  • 12. Classification of First order PDE (iv) Non-linear PDE : A first order equation 𝑓(π‘₯, 𝑦, 𝑧, 𝑝, π‘ž) = 0 is said to be Nonlinear PDE if it is not linear in 𝑝 π‘Žπ‘›π‘‘ π‘ž. Examples: