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Differential Equation Maths

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SUBJECT: MATHEMATICS

TOPIC: DIFFERENTIAL EQUATION

COURSE CODE: AISM-09/M/DFEQ

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DIFFERENTIAL EQUATION

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Basic Concepts

Definition: Differential Equation

Let us consider the following equations

=y+x+5

+y=0

These equations contain derivative(s) of y. Thus we have the

definition:

An equation involving derivatives or differentials of one (or

more) independent variable(s) with respect to one (or more)

independent variable(s) is called a differential equation.

We categorise differential equations by their degree and order. Let

us consider following differential equations:(i)

= (x + sin x)

= et

(ii)

(iii)

y=

(iv)

The order of highest derivative involved in a differential equation

is called order of differential equation.

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DIFFERENTIAL EQUATION

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called the degree of a differential equation.

Hence, Order of (ii) is 4, order of (iii) is 1 and order of (iv) is 2

Degree of (ii) is 1, degree of (iii) is 2 and degree of (iv) is 2

equation is said to be the order of the differential equation. The highest

power of the highest order differential coefficient appearing in the

polynomial form of the differential equation is called the degree of the

differential equation.

Illustration:

Find the order and degree (if defined) of the following differential

equation:

x3 + y = log2

Solution:

The given equation can be re-written as

Illustration:

Find the order and degree (if defined) of the following differential

equation:

y=x

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DIFFERENTIAL EQUATION

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Solution:

.

y2 2xy

+ x2

= a 2 + a2

Hence order is 1 and degree is 2.

Formulae of Differential Equations

Given an n-parameter family, an nth order differential equation can be

obtained whose solution is the given family or expression.

Illustration:

Find the differential equation from the equation

Solution:

x2 + y2 + 2ax + 2by + c = 0

(i)

constants from the given equation.

Differentiating (i) w.r.t. to x, we get,

2x + 2y

+ 2a + 2b

=0

(ii)

1+

=0

(iii)

2

=0

(iv)

We note that the equation (iii) and (iv) both have only one constant b.

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DIFFERENTIAL EQUATION

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desired differential equation as

The equation of first order and the first degrees are of the form

= f(x, y, c) where, c is a constant

Or

M (x, y, c) dx + N (x, y, c) dy = 0

Let us now learn to solve the differential equations of first

degree and first order.

The simplest form of differential equation which can be early solved is

M(x) ax + N(y) dy = 0. This form is called variable separable form

because the terms of x and y are separate from each other. These

forms can be integrated individually.

The equation is given

M(x) dx + N(y) dy = 0

Integrating we get

= C where C is an arbitrary constant of integration.

Illustration:

Suppose we have the differential equation x 3y dy + y2xdx = 0

Solution:

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DIFFERENTIAL EQUATION

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dy +

=0

=0

Integrating with respect to respective variable we get

In y

=c

In y = c +

y=

= c

Required solution is y = c

Illustration:

Find the differential equation whose solution represents the family

xy = aex + bex.

Solution:

We have xy = aex + bex

Differentiating (1) with respect to x, we get

x

+ y = aex + bex.

x

= aex + bex.

x

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(1)

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Illustration:

Find the differential equation whose solution represents the family

c(y + c)2 = x3.

Solution:

The given family is c(y + c)2 = x3.

Differentiating once, we get

c[2(y + c)]

= 3x2

= 3x2

or

=3

=y+c

= 3x2

c=

y.

= x3

which is the required differential equation.

Illustration:

Find the differential equation whose solution represents the family

y = ae3x + bex.

Solution:

Differentiating the given relation, we get

= 3ae3x + bex,

= 9ae3x + bex.

From the above three equations, we find that

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DIFFERENTIAL EQUATION

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+ 3y = 0.

If we have a differential equation of order n then by solving a differential

equation we mean to get a family of curves with n parameters whose

differential equation is the given differential equation. For the solution of

differential equations of order 1 and degree 1, we have the following

method:

First Order Differential Equations with Separable Variables

Let the differential equation be of the form

= f(x, y)

(1)

(1) is separable if it can be expressed in the form f(x, y) =

where M(x), N(y) are real valued functions of x and y respectively.

Then, we have

(2)

Integrating both sides of (2), we get the solution viz.

+ c.

Illustration:

Solve

= exy + x2ey.

Solution:

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DIFFERENTIAL EQUATION

We write

AISM-09/M/DFEQ

as

Integrating both sides, we get ey =

Illustration:

Solve

= 0.

Solution:

Here

= xy

+ c.

This is the solution to the given differential equation.

Differential Equations Reducible to the Separable Variable Type

Sometimes differential equation of the first order cannot be solved directly

by variable separation. By some substitution we can reduce it to a

differential equation with separable variables. A differential equation of the

form

= f(ax + by + c) is solved by writing ax + by + c = t.

Illustration:

Solve

= sin2 (x + 3y) + 5.

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DIFFERENTIAL EQUATION

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Solution:

Let x + 3y = t, so that 1 + 3

.

= sin2 t + 5.

= 3 sin2 t + 16

or

=

[u = tan t = tan (x + 3y)]

+ c.

We can see if the given differential equation is of the form

= f(ax + by + c). If so we can reduce it to the variable separate

form

The given equation is

= f(ax + by + c)

(i)

(i) will become

= f(v)

= f(v) +

= b dx

Equation (ii) can be solved by separations of variables.

Solution of (ii) will be

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(ii)

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Important:

If

= f(ax + by)

Illustration:

Solve:

= (4x + y + 1)2

(i)

Solution:

Let

4x + y + 1 = v

4+

(ii)

= v2 + 4

= dx

Integrating we get

x+c=

tan1

tan1

(4x + y + 1)

Pause:

If c = 0 in

= f(ax + by + c) then

= f(ax + by)

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DIFFERENTIAL EQUATION

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We substitute here ax = y = v

Suppose we have the differential equation of the form

= f(x, y)

(1)

can be written in the form

or

.

These equations are solved by putting y = vx, where v

dx.

Illustration:

Solve (x2 + y2)dx 2xy dy = 0.

Solution:

Here

Let y = vx so that

v+x

=v+x

x

x

log (1 v2) = log x log c

x(1 v2) = c.

= c.

So, x2 y2 cx = 0, is the required solution.

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v(x), a function of

DIFFERENTIAL EQUATION

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Illustration:

Solve (x2 + 3xy + y2)dx = x2dy

Solution:

We write

and take y = vx

v+x

or 1 + 3v + v2 v = x

v2 + 2v + 1 = x

log x =

+c

log x +

=c

Illustration:

Solve (x2 + 3xy + y2)dx = x2dy.

Solution:

The above equation is homogeneous so that we put y = vx, giving

= v + v2

2

2x

2v + 2x

= v + v2

= v2 v

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DIFFERENTIAL EQUATION

loge

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loge(x) + logec

= loge

=c

=c

yx=c

y,

Equations Reducible to the Homogeneous Form

Equations of the form

(aB

h, y = Y + k; where h, k are constants to be chosen so as tomake the given

equation homogeneous. We have

.

Let h and k be chosen so as to satisfy the conditions ah + bk + c = 0 and

Ah + Bk + C = 0.

These give h =

can now be solved by means of the substitution Y = VX.

Illustration:

Solve

.

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DIFFERENTIAL EQUATION

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Solution:

Put x = X + h, y = Y + k.

We have

h + 2k + 3 = 0, 2h + 3k + 4 = 0

Hence

h = 1, k = 2.

V+X

or

log (

V 1)

log (

V + 1) = (log X + c)

log (

Y X)

log (

Y + X) = A

Remark:

Expressing any 1st order 1st degree differential equation in the form

.

The differential is given

Let us consider the substitution y = vx.

(i) will become

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(i)

DIFFERENTIAL EQUATION

v+x

= f(v)

AISM-09/M/DFEQ

= f(v) v

(ii)

Thus its solution is

+ c where c is an arbitrary constant.

Illustration:

Solution:

Substituting

y = vx

we get

Or v + x

=v

=v+x

x

.

Integrating we have 3 log

+ 2 log

= log x + c

separable form

If any 1st order 1st degree differential equation cab expressed in

the form

= f(x, y) where

, it can be solved by

reducing into homogeneous form.

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DIFFERENTIAL EQUATION

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.

To make it homogeneous we should make a transformation in

such as manner that its constant terms present in numerator and

denominator of f(x, y) vanish.

This equation is solved by the substitution

x=X+h

y=Y+k

The constant h & k are chosen

So that ah + bk + c = 0 and ah + bk + c = 0

Thus the equation reduce

Which being

substitution Y = VX.

homogeneous

can

be

solved

Illustration:

If we have equation like:

Solution:

Then we substitute x = X +

y=Y+

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by

standard

DIFFERENTIAL EQUATION

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+2 +1=0

2 +2=0

or 2 + 3 = 0

X=x+

Y=y

Now

It can solved as shown in the previous example. We will get the

result in the form of

F(Y, X) = c.

In this result we substitute the value of Y, X to get the result in

the form of

F

=c

Pause:

When

separable equation.

Important 1:

1.

d[f(x, y)] = 0 then we can solve it by simple integration

= 0 or, f(x, y) = c where c is an arbitrary constant.

2.

f(x, y) =

dx + c or

dy + c.

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DIFFERENTIAL EQUATION

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separable or homogeneous forms

If the differential equation is of the form

+ P(x) = y Q(x)

(i)

linear equation and can be solved in the following manner.

Pause:

Equation (i) is linear y.

Equation (i) can be expressed in the form d(f(x, y)) = 0. If we

multiply

both sides.

Hence we have

+ yP(x)

= Q(x)

= Q(x)

Hence its solution is

y

Note:

1.

Then

x

2.

Here,

it

will

=

,

be

+ P(y)x = Q(y).

dy + c where c is an arbitrary constant.

are called Integrating factor.

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DIFFERENTIAL EQUATION

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Illustration:

Given differential equation is

+ x2y = x5

Solution:

So integrating factor is

Multiplying the L.H.S. & R.H.S. with this we get

x5

=

t et

3y

dx + c

+ c where x3 = t

et + c

= x3

+c

The differential equation of the form

Multiplying be

or

or

or,

dx

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DIFFERENTIAL EQUATION

or, y.

AISM-09/M/DFEQ

Note:

The factor

Illustration:

Solve

+ 2y = cos x.

Solution:

It is a linear equation. The integrating factor is

.

Hence, the solution is given by

ye2x =

cos x dx + c =

[2 cos x + sin x] + c.

Illustration:

+ be = enx.

Solve

Solution:

= ebx. Now, the solution is given by

yebx =

dx + c

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DIFFERENTIAL EQUATION

or yebx =

dx + c

or yebx =

e(n+b)x + c

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enx + cebx.

y=

Illustration:

Solve y +

Solution:

Here y +

y+y+x

or,

I.F. =

+2

+ 2y = x(sin x + log x)

= sin x + log x.

(1)

= e2 ln x = eln x2 = x2.

x2

or

= x2

(yx2) =

(sin x + log x)

dx 2

= x2 cosx + 2

dx + log x

cos xdx +

= x2 cos x + 2x

(2)

dx

dx

dx 2

= x2 cosx + 2x sinx 2

xdx +

log x

log x

+ c.

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dx

DIFFERENTIAL EQUATION

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yx2 = x2 cosx + 2x sinx + 2 cos x +

log x

+ c.

Sometimes a differential equation is not linear but it can be converted into a

linear differential equation by some suitable substitution.

Bernoullis equation

+ Py = Qyn

(1)

get

= Q.

Put

(2)

= v, so that

+ (1 n)v.P

(3)

Note:

+ P(y)x = Q(y)xn is also Bernoullis equation reducible to linear

differential equation.

Illustration:

Suppose we have

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DIFFERENTIAL EQUATION

+ y tan x = yn sin x

Solution:

Dividing by yn we get

tan x = sin x

=t

(1 n)

As we get

+ (1 n) (tan x) t = (1 n) sin x

= (cos x)(n1)

I.F. =

t(cos x)n1 =

(cos x)n + c

(cos x)n1 =

cosn x + c

Some Useful Results:

(i)

d(x + y) = dx + dy

(ii)

d(xy) = x dy + y dx

d(x2 + y2) = x dx + y dy

(iii)

(iv)

(v)

d

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DIFFERENTIAL EQUATION

(vi)

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(vii) d

(viii) d

(ix)

(x)

Illustration:

Solve the differential equation

x dy y dx = (x2 + y2) dx

x dy y dx = (x2 + y2) dx

Solution:

Dividing both sides by x2 we get

dx

d

dx.

= dx.

Integrating we have

tan1

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(i)

DIFFERENTIAL EQUATION

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Illustration:

Solve (y logx 1) ydx = xdy.

Solution:

The given differential equation can be written as

+ y = y2 log x.

(1)

log x.

Let

=v

So that

log x,

(2)

I.F. =

, Q=

log x,

= 1/x.

v

+ c.

v = 1 + log x + cx = log ex + cx

General Form of Linear Differential Equation

A general form of the linear differential equation is f(y)

Here, we write f(y) = t. The differential equation becomes

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+ P(x) f(y)=Q(x).

+ P(x)t = Q(x).

DIFFERENTIAL EQUATION

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Illustration:

Solve sin y

Solution:

The differential equation is sin y

or sin y

cos y = x cos2 y.

Let sec y = v

So that

(1)

secy = x.

sec y tan y

v = x.

(2)

I.F. =

= ex .

ex dx = x ex + ex + c

= ex (x + 1) + c or v = (1 + x) + cex

or sec y = (1 + x) + cex.

General Form of Variable Separation

If we can write the differential equation as

f1(f2(x)) d(f2(x)) + f3(f4(x)) d(f4(x)) ++ f2n1 (f2n(x)) d(f2n(x)) = 0,

where f1, f2, , f2n are real valued functions, then each term can be easily

integrated separately. For this the following derivatives must be

remembered.

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DIFFERENTIAL EQUATION

(i)

d(x + y) = dx + dy

(ii)

d(xy) = y dx + x dy

(iii)

(iv)

(v)

d(ln xy) =

(vi)

(vii) d

(viii) d

(ix)

Illustration:

Solve

= x2 + 2y2 +

Solution:

The given equation can be written as

.

Integrating both sides, we get

= c.

Orthogonal Trajectory

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DIFFERENTIAL EQUATION

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Any curve which cuts every member of a given family of curves at right

angle is called an orthogonal trajectory of the family. For example, each

straight line passing through the origin i.e. y = kx is an orthogonal trajectory

of the family of the circles x 2 + y2 = a2.

Procedure for finding the orthogonal trajectory

(i)

where c is an arbitrary parameter.

(ii)

equation.

(iii)

Substitute

(iv)

trajectories.

Illustration:

Find the orthogonal trajectories of the hyperbola xy = c.

Solution:

The equation of the given family of curves is xy = c.

(1)

x

+ y = 0.

(2)

Substitute

x

for

in (2). We get

+y=0

(3)

family of hyperbolas.

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DIFFERENTIAL EQUATION

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xdy = ydy, which on integration gives x2 y2 = c.

This is the family of required orthogonal trajectories.

Application of Differentiation Equations

Rate of Change Problems

Illustration:

If the population of a country doubles in 50 years, in how many years

will it triple under the assumption that the rate of increase in

proportional to the number of inhabitants?

Solution:

Let x denote the population at a time t in years;

then

Solving

= kx, we get

log x = kt + c

at time t = 0.

x = ekt + c

Hence, 2x0 = x0e50k = 50k = log 2

k=

, so that x = x0

For x = 3x0,

3x0 = x0

log 3 =

t = log 3

t = 50

= 79 years.

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DIFFERENTIAL EQUATION

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Illustration:

The rate at which a substance cools in moving air is proportional to the

difference between the temperatures of the substance and that of the

air. If the temperature of the air is 290K and the substance cools from

370K to 330K in 10 minutes, when will the temperature be 295K?

Solution:

Let t be the temperature of the substance at time t. Then

(T 20)

= k (T 290)

= k

(1)

Integrating the LHS between the limits, T = 330 to T = 370 and the

RHS between the limits t = 0 to t = 10, we get

or log 40 log 80 = k. 10

i.e. k =

log 2 = 10k.

(2)

t = 0, we get

log 5 log 80 = kt

t=

log16 = kt.

. 10 = 40 minutes.

Geometrical Applications

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DIFFERENTIAL EQUATION

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We also use differential equations for finding family of curves for which some

conditions involving the derivatives are given.

Equation of tangent at a point (x, y) on the curve y = f(x) is given by

Yy=

(X x).

At the X-axis, Y = 0, so that x = xy/

Y=yx

Y-axis is y x

and on the

Illustration:

A normal is drawn at a point P(x, y) of a curve. It meet the x-axis at

Q. If PQ is of constant length k. Then show that the differential

equation describing such curves is y

. Find the equation

of such a curve passing through (0, k).

Solution:

Equation of the normal at a point P(x, y) is given by

Yy=

(X x)

(1)

Let the point at the x-axis be (x, 0). From (1), we get

y

= x1 x.

(2)

or, x x1 =

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(3)

DIFFERENTIAL EQUATION

AISM-09/M/DFEQ

Now solving (3), we get,

or x2 + y2 = k2, which passes through (0, k).

Solved Examples

Example 1:

Find the order and the degree of the following differential equation

(i)

=0

(ii)

Solution:

(i)

=0

The highest derivative in this equation is order 3

Therefore the order of the differential equation is 3.

The power of the highest derivative raised is 2.

Hence the degree of the equation is 2

(ii)

y=x

y2 + x2

2xy

=1+

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DIFFERENTIAL EQUATION

AISM-09/M/DFEQ

Example 2:

Solve the differential equation

x

dx + y

dy = 0

Solution:

x

dx + y

dx = y

dy = 0

dy

+c

+ c1 (c = c1)

Example 3:

Solve the differential equation

x

y = x tan

given y = /2 when x = 1

Solution:

Equation (i) reduces to

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(i)

DIFFERENTIAL EQUATION

Let y/x = V

y = Vx

V+x

= V + tan V

sin V = Cx

sin

=x

Example 4:

Solve the differential equation

(x 1) dy + ydx = x(x 1)

dx

Solution:

(x 1) dy + ydx = x(x 1)

dx

y = xy1/3

y2/3 = x

Let y2/3 = z

y1/3

The above equation becomes

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AISM-09/M/DFEQ

DIFFERENTIAL EQUATION

AISM-09/M/DFEQ

=x

x

This is known as linear differential equation, Integration actor is given

by

I.F = exp

dx

= (x 1)2/3

= exp

z(x 1)2/3 =

dx + c

(x 1)2 +

(x 1)

Example 5:

Solve the differential equation

Solution:

Let x = X + , y = Y +

dx = dX and dy = dY

Now ,

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DIFFERENTIAL EQUATION

= 1 and

= ,

AISM-09/M/DFEQ

=2

Let Y = VX

V+X

X

=

dV =

dX

V2 + 2V 1 =

Y2 + 2XY X2 = C

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

=c

(2y 3)2 + 2(2x 1) (2y 3) (2x 1)2 = C1

Example 6:

Solve the differential equation.

x log x

+ y = 2 log x

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DIFFERENTIAL EQUATION

AISM-09/M/DFEQ

Solution:

x log x

+ y = 2 log x

I.F. = exp.

y log x =

log xdx + c

Example 7:

A normal is drawn at a point P (x, y) of a curve. It meets the x-axis at

Q. If PQ is of constant length k, show that the differential equation

describing such curve is

Solution:

Let P(x, y) be any point on the curve. Let Q is the point (C, O).

Equation of the normal PQ would be

y0=

=

(x c)

(c x)

Now,

y2 + (c x)2 = k2

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(i)

DIFFERENTIAL EQUATION

AISM-09/M/DFEQ

(c x) =

Then (I) implies y

Which is the required equation of the above curve.

Example 8:

Let y = f(x) be a curve such that the triangle formed by the

co-ordinate axes and tangent at any point of the curve lies in the first

quadrant and has area 2. Form the differential equation.

y

P(x, y)

y

O

(x, 0)

k

Q

(c, 0)

Solution:

Let P(h, k) be a point on the curve, then equation of the tangent at P

would be

yk=

Now y = 0

(x h)

OX = x = h

Similarly for x = 0

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DIFFERENTIAL EQUATION

OY = y = h

AISM-09/M/DFEQ

+k

=2

=4

Generalising (h, k) by (x, y)

=4

xy

+ xy = 4

2xy

x2 + y2

Example 9:

A curve y = f(x) passes through the point P (1, 1). The normal to the

curve at P is a (y 1) + (x 1) = 0. If the slope of the tangent at any

point on the curve is proportional to the ordinate of the point.

Determine the equation of the curve.

Solution:

Equation of the curve is y = f(x)

Let P(x, y) be any point on the curve.

Now

= ky

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(i)

DIFFERENTIAL EQUATION

AISM-09/M/DFEQ

log y = kx + c

Since the curve passes through (1, 1)

log (1) = k + c

k=c

Equation of normal at (1, 1)

(y 1) =

(x 1)

(x 1) +

Now,

(y 1) = 0

(x 1) + k (y 1) = 0

Comparing the two equations, we get

k=a

c=a

log y = ax a

y = eax 3

Example 10:

If the gradient of a curve at any point (x, y) is 2y + x and it passes

through the origin, then find its equation.

Solution:

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DIFFERENTIAL EQUATION

Given,

Or

AISM-09/M/DFEQ

= 2y + x

2y = x

Its solution is

ye2x =

e2x dx + c

=

y = c e2x

(i)

0=c

c=

(ii)

y=

e2x

or 4y = e2x 2x 1

Example 11:

The number of bacteria in a yeast culture grows at a rate, which is

proportional to the number present. If the population of a colony of

yeast bacteria triples in 1 hour, find the number of bacteria, which will

be present at the end of 5 hours.

Solution:

Suppose that the number of bacteria is x 0 when t = 0 and it is x at

time t (in hours)

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DIFFERENTIAL EQUATION

= kx

AISM-09/M/DFEQ

= k dt

(i)

log x log c = kt where c is an arbitrary constant.

Or,

log

= kt

x = c ekt

when t = 0 x = x0

c = x0

We have x = x0 ekt

Given x = 3x0 when t = 1

3x0 = x0 ek i.e. ek = 3

We have to find when t = 5 then what is x 5?

x5 = x0 e5k = x0(ek)5 = 35 x0

x5 = 243 x0

Example 12:

Find the family of curves whose tangent form an angle

hyperbola xy = c.

Solution:

Here, the required angle is given by

= tan1

Or,

tan

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with the

DIFFERENTIAL EQUATION

where m1 =

AISM-09/M/DFEQ

m2 = value of

=

1=

dy = dx

dx

Integrating we have

tan1

y=x

Or,

y = x 2

tan1

Example 13:

Solve the differential equation

+6=0

Solution:

Let

=p

p2 5p + 6 = 0

p2 3p 2p + 6 = 0

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(i)

DIFFERENTIAL EQUATION

AISM-09/M/DFEQ

p (p 3) 2 (p 3) = 0

(p 3) (p 2) = 0

Thus either p 3 = 0 or p 2 = 0

(i)

p=3

(ii)

or, p = 2

(iii)

(ii) gives

=3

Integrating we get y = 3x + c,

(iii) gives

=2

Where c1 and c2 are arbitrary constant

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