DPH MATHEMATICS SERIESlhe book has been divided into nine chapters. It deals the introduction to differential equation, differential equation of first order but not of first degree, the differential equation of first order and first degree, application of first order differential, linear ations, methods of variation of parameters and undetermined coefficients, linear equations of second order, ordinary simultaneous differential equation, total differential equations (Pfaffian Differential Forms and Equations). This book include fundamental concepts, illustrative examples and applications to various problems. This book differential equation (for graduate students) has been specially written to meet the requirements of B.A./B.Sc./Students of all Indian Universities. It is also helpful to the candidates appearing in I.A.S./P.C.S. and other competitions. CONTENTS 1. __An Introduction to Differential Equations 2.__ Differential Equations of First Order But not of First Degree 3.__ Differential Equations of First Order and First Degree 4. Applications of First Order Differential 5. Linear Equations fi £ Variation of P, l . 7. Linear Equations of Second Order 8. Ordinary Simultaneously Differential Equations 9. Total Differential Equations (Pfaffian Differential Forms and Equations) Rs. 875/-DPH MATHEMATICS SERIES TEXT BOOK OF DIFFERENTIAL EQUATIONS (For B.A., B.Sc., B.Com., 1.A.S., P.C.S.) By AK. Sharma DPH Ww DISCOVERY PUBLISHING HOUSE NEW DELHI-110002First Published-2004 ISBN 81-7141-825-2 © Author Published by DISCOVERY PUBLISHING HOUSE 4831/24, Ansari Road, Prahlad Street, Darya Ganj, New Delhi-110002 (India) Phone: 23279245 * Fax: 91-11-23253475 E-mail:dphtemp@indiatimes.com Printed at: Tarun Offset Printers, Delhi-53Preface re are number of books on Differential Equation in the market for the use of degree students in various universities in India. It is the experience of author that the average students need the treatment of theory in a way that should be easily comprehensible to him. Therefore an effort has been made in this book to put the matter in a very lucid and simple way to that even a beginner has no difficulty in grasping the subject. Each chapter for this book contains complete theory and a fairly large number of solved examples sufficient problems have also been selected from various university examination paper. At the end of each chapter an exercise containing objective questions only has been given. The answer toalmost all unsolved problems have been checked and every care has been taken to avoid printing and other mistakes. It is sincerely hoped that this book will satisfy the needs of the students and if it gives them even part of pleasure that the author had in its preparation he will consider his labour amply rewarded. The author will feel amply rewarded if the book serve the purpose for which it is means suggestion for the improvement of this book are always welcome. Iam very thankful to Mr. Tilak Wasan (Managing Director) Discovery Publishing House, Mr. Prempal Singh (Prop. of Unique Computers) for their valuable effort to complete this book. A.K. Sharma This one RRRC-U18-KDY7L Contents Preface An Introduction to Differentia Equations Page 2. Introduction, Integral of a Function, Some Standard Formulae of Integration, Methods of Integration, General and Particular Solution, The Complete Solution of a Differential Equation of the nth Order Contains n Arbitrary Independent Constants, Independence of Constants of Integration, The Wronskian, Pfaffian Differential Equations, Formation of Differential Equations. Differential Equations of First Order But not of First Degree Introduction, Equations Solvable for P, Equations Solvable for y, Equations Solvable for x, Claurit’s Equation. Differential Equations of First Order and First Degree Differential Equations of First Order and First Degree, Equations With Separated Variables, Homogeneous Equations, Non-Homogeneous Equations, Exact Differential Equations, Linear Equations, Linear Equations of the Form dx/dy + Rx = S, R and $ Being Functions of y Alone, Equations Reducible to the Linear Form, Differential Equations of the Form, Integrating Factors, Rules for Finding Integrating Factors, Rules for Finding Integrating Factors. Applications of First Order Differential Population Growth Problems, Radioactive Decay Problems, Newton’s Law of Cooling Problems, Picard’s Method of Successive Approximations. Linear Equations Linear Differential Equations with Constant Coefficients, The Solution of f(D) y = 0, The General Solution of f (D) y = X, 133 152Particular Integrals, Usefull Formula (1), Useful Formula (11), Evaluation of 1/f(D) x", Where n is a Positive Integer, Use Formula (III), Useful Formula (IV), Homogeneous Linear Equations. 6. Methods of Variation of Parameters _____217 l ined Coeffici Method of Variation of Parameters, Method of Undetermined Coefficients, Rules to Obtain a Trial Solution Y(x) are as Follows. Linear Equations of Second Order Introduction, Complete Solution in Terms ofa Known Integral, To Find a Particular Integral of, Transformation of the Equation to the Normal Form (ie., Removal of the First Derivative), Transformation of the Equation by Changing the Independent Variable, Method of Variation of Parameters, Method of Operational Factors, Summary. Ordinary Simultaneous Differential Equations Introduction, Simultaneous Linear Differential Equations with Constant Coefficients, Simultaneous Equation in a Different Form, Solution of Simultaneous Equations of the Form, Geometrical Interpretation of the Equations. Total Differential Equations (Pfaffian Differential Forms and Equations) Introduction, Pfaffian Differential Form, Pfaffian Differential Equation, Total Differential Equation (or Pfaffian Differential Equation in Three Variables), Necessary and Sufficient Condition for Integrability of Single (or Total or Pfaffian) Differential Equation P dx + = Rdz=0, The Condition for Exactness, Method for Solving a Pfaffian Differential Equation in Three Variables (or Total Differential Equation) Solution P Dx + Q dy + R dz = 0. When it is Exact and Homogeneous of Degree n # —1, Summary, Equation Containing more that Three Variables, General Method of Solution of the Equations Containing More Than Three Variables, Geometrical Interpretation of the Equation, The Locus of P dx + Q dy + R dz=0 is Orthogonal to the Locus of dx/P = dy/Q = dz/R, The Non-integrable Single Equation. 253 321 3771 An Introduction to Differential Equations 1.1 Introduction In this chapter, an introduction to Differential Equation we consider briefly some important concept which we shall require for study of Differential Equation. 1.2 Integral of a Function Integration is an important tools of differential equation. Thus, we should have knowledge of differential method of integration. Here we describe some important method of integration. Integral of a Function Definition: The integral of a function fix) wrt, x, denoted | f(x) dr, is defined as a function g(x) such that g(x) = fix). +) Thus, f(x) dx = g(x) <> g(x) = Mx). The function g(x) is called an integral of f(x) It may be noted that if g(x) is an integral of f(x), then g(x) + ¢ is also an integral of f{x), where ¢ is an arbitrary constant, since d d & BO +e] = GZ fg CO] + 0 = geo = flo, by (1), ¢ is called the constant of integration.2 Differential Equations Remark: 13 1, 2. 3. A [frco ax = f(x).+¢ Let JF G9 dx= g(x). d Then [freo ax] = g'(x), by (1). Some Standard Formulae of Integration fidx=x+e. [atax- xml n+ +eon¥-1L 1 1 Jrax = log x +6. x Jes dx=e% +e. fsinx dx = -cosx +. Joosx dx = sinx +c. Jsec? x dx = tan x +0. Jeosec? xdx = - cotx +c. fsecx tan x dx = secx +. Jeosecx cot x dx = -~cosecx +c. J FO) gy 5 J A) dx = log f(x) +c. stan! x +e. IX l+x? joe tanx Jranx dx = dx = log secx +c. secx Joot x dx = log sin x +. Jsec x dx = log (sec x + tan x) + ¢.An Introduction to Differential Equations 3 17. foosec x dx = log (cosec x — cot x) + ¢. j dx ax+b = 1d hog (ax +b). a 1 JB = tog (x + Ya? a?) te = sinh! X46, . as a 20. Fee hetws K? a?) +c. dx 21. f 22. 23. fran? x dx = (sec? x — 1) dx = - tanx—x +e. 24. feot? x dx = f(cosec? x ~ 1) dx =-cot x -x +e. . 25. fet cos bx dx = = >> (a cos bx + b sin bx) +c. 26. fe® sin bx dx = Grape (@ sin bx ~ b cos bx) +c. 1.4 Methods of Integration The following methods are frequently used while solving a differential equation: 1. Integration by Substitution 2. Integration by Parts 3. Integration by Partial Fractions. Method of Substitution or Change of Variables gy | If yJ £(x), then fd Al) Let the variable x be changes to z by the transformation x=f(@ (2) Since, we have changed the variable in the integrand, so we must find the element of integration corresponding to the new variable. dx Differentiating (2), we get : a o'(z)4 Differential Equations From differential calcul have ; 2%, 3 rom differential calculus, we have : 37 = 4-* 9 GB) From (1) and (3), we have 2 = fix). $2) or x = f16@)] 6 Integrating w.r.t. z, we get y = JE[d(2)] o(2)d2 +c or SAlx)dx = SF [HZ] o(2)dz + ¢ Two Standard Results: vt 1. S(F69"] F'0odx = ja tal +L, ne-1 f f a = logif(x)|+e, fQx) , Where the numerator j g(x) . is the exact differential co-efficient of the denominator is = log | denominator | +c, where c is an arbitrary constant. Rule: The integral of a function of the type ~~~. Some Important Substitutions Rule 1: If the number numerator is equal to or a multiple of the derivative of the denominator, then put the denominator equal to some other variable, say z. It is then reduced to standard form after simplification. Rule 2: If there are two factors in the integrand one of which is of the type ${f(x) and other of the type f' then put f(x) = z. Rule 3: If the integrand is of the type J/g? — x3, then put x = a sin@ or x =a cos. Rule 4: If the integrand is of the type x? + a”, or some power of it then put x = a tan@ or x = a coté. Rule 5: If the integrand is of the type ,/x?—q?, then put x = a secO or x = a cosec8. Rule 6; Ifthe integrand is of the type , =, then put x = a cos 26 and if it is of the type yz» then put x? = a? cos 26. Rule 7: The presence of /a+x . suggests the substitution a + x = or x = a tan’ or x = a cos 26,An Introduction to Differential Equations 5 Rule 8: The presence of 2ax-x?, suggests the substitution x =a (I- cos 8). Integration by Parts fuvdx = u fvdx ~ fx fotos The above result can be put in the form d Sfle)e\ddx = fx) Je'Godx — fd z00dx) J fx) Idx. Rule : Integral of the product of two functions = Ist function = Integral of the 2nd function — Integral of [differential of the first function « integral of the 2nd function) Or Integral F.1. < F.D = (F.D.) (Integral of F.1.) - Integral of [differential of ED. x Integral of F.1.], where F.D. * Integral of F.I.], where ED. = Factor of differentiation and F.1. = Factor of integration Rule to choose the factor of differentiation or the First Function. If one factor, out of the product of two factors, is a power of x or an algebraic function of x, then take it as F.D. except when the other function is an inverse circular function or a logarithmic function, in that case take that factor as the F.D. and the other as F.1. Integration of Rational Function f(x Method: Spelt the rational function on > into partial fractions. Now integrate, it by the known results. Integral of the form: joa or f(ax? ~bx + )dx or la Working Rule Step I. Take the numerical co-efficient of x? out. Step Il. Complete the square in terms involving x? and x. Step IIL Use the proper type. (Ax + Bx)dx Integration of the form : ee s ax? +bx +eDifferential Equations d Method: Let Ax + B = deg x) + bx +c) + =A ax + b) + HL Comparing the co-efficients of x and constant term, we get ba 1s and H= Bo 2a 2a (Ax+Bx)dx _ A (2-#) dx Jtebxre 7 2e la + bax + [Bo 35) ye Now, integrate it as above. Integrates of the form: (px +q)dx and f(px-+q)Vax? + bx +xdx Working Rules: 1. Express the numberator of the integrand as A (differential co-efficient of the expression under radical in the denominator) + 1, where A and } are constants to be determined. 2. Equate the co-efficients of like powers of x in resulting identify. Solve the resulting equations in 2 and p. 4, Break-up the given integral into two integrals and integrate then by known results where P and Q. Integral of the form: cs Je™ cos bx dx = = (a cos bx ~b sin bx) +b° == Foran? coex ~ tan \(b/a)) + ©. Integral of the form: 1 = fe* F(x) dx, where F(x) = f(x) + f" (x). Method: Integrate by parts. 1 = Je¥ F(x) dx = Je* (f(x) + F'(x) dx = Je* f(x) + Je* £'(x) dx = & f(x) - Je* £'(x) dx + fe* f(x) dx +c = ef) +‘An Introduction to Differential Equations ‘ 7 dx Integral of the form: Se Where X and Y are linear or quadratic impression in X. Such integrals can be evaluated in all case by suitable substitution indicated below: We have the following three cases: (i) When Y is linear and X is linear or quadratic. Put Y = @. 1 (ii) When X is linear and Y is quadratic. Put X = Tv (iii), When X and Y both are quadratic. Put Ba dx Integrals of the form: Sain? x boos? x + beos? x) Method: Divide nominator and denominator by cos*x. Now, put tan x = t and integrate. J dx 5 dx Integral of the form: | cosx " Jacbsinx f dx or a+ bcos x + csinx 2dt Method: Pua tan (32) = ¢ so that = lee 2t 1- Also, sin x = 7p 4F, €08 x = T- Simplify and integrate by the known results. (asin x +beosx) Integral of the form: Pocdeonx” pecsinxsbsinx +¢) dx or dcosx + esinx +f Method: Put numberator = A (denominator) + 1 (Derivative of denomi- nator) Equate the coefficient of sin x and cos x on the both sides to get the value of A and p. The integrals can now be easily integrated by the known result. Example 1: de Evaluate () fo ae, Gi fererae cin \-S 14x?8 Differential Equations Solution: dx. (i) Put tan"! x = t so that 7 Y? = dt. tan! x 4 anette sce an-!xy? > x ft t= st te = Stan"! x)! +e. ‘Ans. (ii) Put x3 = t so that 3x? dx = dt 23 1 1 Pe dx = — feldt=se' +e= fare dx 3 Fe pe tess Ans. (iii) Put 1 — e* = t so that — e* dx = dt e* dx dt =~ Jo = - log t =- log(1 - e* Spree 77 Fao log == leat - e%) Ans. Example 2: Evaluate : ( Slog x dx (i) fre de. Solution: Integrating by parts, we obtain . 1 (i) Jlog x dx = J 1. log x dx =x log x ~ fx. > dx +e =xlogx-xt+e. (ii) fxr et dx =xtex- fe Qxydx+e =Xer-2[xet- fet. idxj+e =x ek 2 xev + ev +e. Ans. Example 3: x? dx Vel dp » ay Joa. iy I. Evaluate (i) 323 (i) i 4 (iii) oe +) Solution: Pe)An Introduction to Differential Equations 9 vel i = |l+ v-1 Ans. “a fo (t-s4y) = toe p= tow? (iii) pip +) pp +1) dP = log p= 5 log (pl )te (ii) 2 Jeveve2bogv-0+e Example 4: (2x? - 1) dx dx Evaluate (i) reoee “w Siew Solution: (i) By Partial Fraction, we have 2x? -1 AL BOC) Jel A, —, x(I-x?) x I-x 1+#x 2x? — 1 = A (1 - x) (I +x) + Bx (1 + x) + Cx (I - x) Putting x = 0, 1 and -1; respectively we obtain 1 ¢_dx = log k 1 1 =~ log x ~ 5 log (1 ~ x) ~ > log (1 + x) ~ log k = — log (kx J1- x? ). Ans. where k is the constant of integration. (ii) By partial fraction, we have —t_-A, 3B, _¢ Let N+) x 1+x (+x) T= A (x41? + Bx (x +1) +Cx. el) Putting, x = 0 and -1; respectively we obtain A = 1, C = -1. On comparing the co-efficients of x? on both sides of (1). We have 0 =A + Band so B = -1. (5-14 + loge (x41?10 Differential Equations 1 = log x log x +1) + GD t loge =o (2 )+et5 ele & sD: Ans. Differential Equation Definition: An equation which involve independent and dependent variables and the differential co-efficient derivatives of the dependent variable with respect to the independent variable of variables are called Differential Equations. Examples: (4x-+5y) 2+ Gx+2y+5)=0 oi) ay Ai) Ordinary Differential Equations: Equations which involve only one independent variable are called Ordinary Differential Equations. Partial Differential Equations: Which involve partial differential co- efficients with respect to more than one independent variable are called Partial Differential Equations. Order and Degree of a Differential Equation: The order of differential equation is the order of the highest derivative involved in the differential equation. Equation (i) is of second order while (ii) is of first order. The degree of a differential equation is the power of the highest order derivative involved in the equation, when the equation has been made rational and integral as far as the derivatives are concerned. Example: To determine the degree of the equation 3 382 ay alia (2) dx? dx.‘An Introduction to Differential Equations u Solution: Firstly, we square the equation to rationalise it and see that the power of highest derivative in the equation becomes two. So the degree of the above differential equation is two. Solution of the Differential Equation: By a solution of a differential equation we mean any functional relation among the variables free of the derivatives, which among with the derivative obtained from them satisfies the given differential equation. 1.5 General and Particular Solution General solution is that solution of a differential equation which contain the number of arbitrary constants equal to the order of the differential equa- tion. It is also called Complete Integral. A particular solution of a differential equation is a solution obtain from the general solution by giving particular values to the arbitrary constants. 1.6 The Complete Solution of a Differential Equation of the nth Order Contains n Arbitrary Independent Constants Let y', y", ... denote the first, second, ..., order, derivatives of y with respect to, x and y(0), (0), y"(0), ... denote the values of y, y’, y", ... when x=0. Given as consider an equation of the first order. Let the equation be fy, yx) = 0 1) Let yrcotexte x? +... +2) be the solution of (1), when expended in ascending powers of x. From Maclaurin’s Theorem, we have x? x} y%) = y(0) + yx +y"(0). a +¥™0). = tae 23) Comparing (2) and (3), we have y' “ y"'@® =), ¢, =), ¢ = 5, C= bee a Now, ¢ = y (0) cannot be expresed in terms of anything known ot determinate. Since (1) holds true for all values of x, for x = 0 we obtain F{y'(0), y(0), 0} = > f(c,, c, 0) = 012 & Differential Equations Which determines c, in terms of c. We solve equation (1) for Thus, —y' = $(y, x) Then for x = 0, we get vo=(2) +(4) vo a2 (3 3 a x20 x20 which determines c, in terms of ¢,. But c, is found in terms of c, therefore, may also be found in terms of c. Proceeding similarly by differentiating and substituting x = 0, we shall find that c,, c, .. may be expressed in terms of c. Therefore all the constants except c are determined. Thus, the differential equation of the first order has one arbitrary constant in its general solution. In the next place, let us consider an equation of the second order as Fy", y, y. x) = 0 (4) Let the solution of (iv) be y=c+ex+ex2+... As before, we know that 1 1 © = (0), & = YO) = FY") & = FY"), - - - Now equation (4), may be solve for y”. Thus, we have y= wy x) + G) Then for x = 0, we have y" = w {y' ©), y (0), 0} > 2! c, = y (c,, ¢, 0) which determines c, in terms of c and c,. Again differentiating (5), we get Ov, Wy, Y ys y= tay +S x way” (*., + 3) yO -(%) yo) x=0 2) a(S) x=0 x=0 Then for x = 0, y"(0) = which determines c, in terms ofc, and c,. Bute, is already found in terms of ¢ and c,, therefore, c, may also be found in terms of c and c,.An Introduction to Differential Equations 13 Similarly, in this way the, values of all other co-efficients 4 C, ...can be obtained in terms of ¢ and c,. But it will not be possible to obtain any information about c and c,. Thus, the solution of an equation of second order contains two arbitrary constants. Similarly, for an equation of nth order we can show that its solution contains n arbitrary constants. Theorem: IfY =p ¥ =Vy v Y =Y, are solutions of an ordinary linear differential equation of nth order of the form. a” amty dt? ds Yap, 4 p24 + PS + Py = 0, Wd dx? dx" dx" dx where P,, P,, .... are functions of x or constants, then Y= ey = CV, + + GY, where C, Cy ... ¢, are arbitrary constants, is also a solution of the equation. (Meerut, 99, 97(P), 97(BP)) Proof: Let us consider y = cy, + ey) +... + Gy, Ai) is the solution of equation (i), then it must satisfy (i) e a er CMF GY tm HEY) FPL GT (Ey + GY + + GY) d HPL Ge EM t yy tt GQ) +P, (Cy, + CY, + + CY,) dy, yah ly d"y> «| +P, mt +. Pays | + C2 me +P, +¢, 24+ P, D+ + P, =0 Since y = y,, ¥ = Yq «» Y= Yy are Solution of equation (i) therefore each expression in the brackets is zero. Hence (ii) is the solution of (i),14 Differential Equations 1.7 Independence of Constants of Integration Let y = (x, ¢,, ¢,) be the solution of an equation of the second order. The constants c, and c, are said to be independent if this solution is not reducible to the form y = w {x, f{c,, ¢,)}, in which there is really only one arbitrary constant f{¢,, ¢,). Theorem 1: The necessary and sufficient condition that the parameters c, and c, in Wx, c, C,) are independent is that the determinant ae &, Ge eo & Geax Gezx be not equal to zero. Proof: Necessary Condition: Let us consider $ (x, ¢,, ¢,) can be put in the form wx, fic, c,)} then we have % _ Oy Of &% _ dy Of Ge, Of Ge,’ dc, Of “ae, 6 2 (2) 2 Fw a ae, Ofex’ de, Similar! a ey of Imalary, Ge,Ox OFOX Oc =v of oy of oy of Sy a 4 Hence, if in f(x, ¢,, ¢,), ¢, and c, are independent then the determinant is not equal to zero. Sufficient Condition: If the determinant be identically zero then (x, ¢,, €,) must be of the form y(x, f(c,, ¢,)}, ie., f(x, ¢,. ¢,) will not vary,An Introduction to Differential Equations 15 no matter how c, and c, are varied, so long as f(c,, c,) is assigned some particular constant value. = a(constant) i.e., p/q is independent of x, and hence can only involve c, and c,. Let us take p/q = where L, M are functions of c, and c, Mp = Lq cc > M3, = L 3g, - Now from #(x, ¢, €,), we have dp = Bax + & te, + tc, ox * Be, ee, = Bax + Zs + Tee -2 dx + (Lde, + Mde,) 1 & L dc, ° But, L de, + M de, has an integrating factor j1 such that 1 L de, + Myidc, is a complete differential of the form df (c,, ¢,). * =) a4 1 do = Fede tne) Hence, $(x, ¢,, ¢,) will not vary, no matter how c,, c, are varied, provided only that they satisfy the condition f{(c,, c,) = a (constant). Hence, the necessary and sufficient condition that c,, c, in (x, ¢,, ¢,) is that the above determinant be not equal to zero. are independent16 Differential Equations In general, the necessary and sufficient condition that the n parameters Cy yy sy Cy iM AX, Cy 35 «ny €,) be independent is that the determinant a oe cy oz eo, & ao a acyex ox OX ao ano ane Gcyax""! Gc,ax"! Gc, ax"! be not equal to zero. Linear dependence and independence of solutions of an equation. Let y,, Yq, «+. ¥, be n solutions of the linear differential equation. ay. p, aly dx" dx” where P,, P,, ..., P, are functions of x or constant. These n solutions y,, yy... ¥, are said to be linearly dependent, if there exists a set of n constants a,, a,, ..., a, exists then the solutions y,, Y,. -.-. Yq are said to be linearly independent. +o. + Py = 0, Theorem 2: The necessary and sufficient condition that n integrals y), ¥y ..., ¥, Of the linear differential equation a a! vy 1 oe dx" dx” where P,, P, .... P, are functions of x or constants form a system of linearly independent integrals is that the determinant, ++ Py =0 al yi Ya Yn Yr ¥2 Yn yy oy"a yn Ply? y,t! does not vanish identically: (Meerut, 92, 93 (P), 96 (P), 97)An Introduction to Differential Equations "7 Proof: Let us consider there is a linear relation ay, + ay, +... + 2,Y, where a,, a,, integrals y,, y,, .. YF OY, Fag Hoe + OY gr may be written as a, are constants, existing between all or any of the y, then the integral =f Ya, Fae — BYs~ Aad #OY2 Fe FO ye(er-e 2} +(s eps rne(eetsp which does not really contain more than (n ~ 1) arbitrary constants and therefore is not the general solution of (i). Suppose that the condition holds in the case of (n- 1) functions, then is holds for n functions. Necessary Condition: Let y,, Va. there exists a relation ay, + ay, +..+ay,=0 ..ii) between them where a,, a,, ..:, a, are constants, not all equal to zero. ,, are not linearly independent then If a, # 0, then the determinant vy Ye Yo Yi ¥2 Yn yi ty"? yg! ANY, + A2Y2 to + BY Yo Ya ayy) + aay’) te + anya Yoe¥n _1 ay ayy! + agyg” | bat agyg” | yg" yg"!18 Differential Equations 0 y2 oY oy, Y'n wt <0 a) ” 0 y™" eee yn" ie, if y ,, Yq, .-» Y, are not linearly independent then the determinant R will be identically equal to zero. Sufficient Condition: If R = 0, there will be a linear relation of the form (ii) between the integrals y,, Yo» «5 You Since R = 0, the determinant must be reducible to zero wherein all the elements of one column (or row) are zero. Therefore, there must be certain multiplies A,, Ay... 2, such that aA +A2y2 tthayn = 0 Ary) tAgy'g tet AaYn == 0 ..iii) Duy) FAgy,) ttAgyg = 0 Differentiating each of these equation and subtracting each from the next following, we have MY) +g y'y +MY’ = My FRY? tate = 0] 0 | My? 4eyyh? Fut dyygt? = | --iv) If one of the determinantsAn Introduction to Differential Equations 19 Yr Yn on Yoo 2 Yn Ly? yh? yg? vanishes, say the one formed by omitting the rth column, then there is a relation. c,y, + C3) +--+ 6. Via a Vert tm + OYy = 0 But if no one of these determinants vanishes, then from (iv) and the first (n — 1) equations in (iii), we have MyM dx woe (say) 24) = Ayn => dy =a! Similarly, 2, = a,e!"*,.., 2, =a,e!"* a), , ..., a, being constants. Substituting these in the first of the equations (iii), we have ay, tay, +..+ ay, Hence, if the condition holds for n— 1 functions, it also holds for n. But as in 1.5 it can be shown that it hold for n = 2 and hence it holds for n = 3, and so on for any number. Hence, the necessary and sufficient condition that y,, y, system of linearly independent integrals, is that the determinant vanish identically. y, form a does not Remarks: 1. The system of linearly independent integrals in sometimes called a Fundamental System of Integrals. 2. The determinant R is also known as the Wronskian. The Wronskian is named after Hoene Wronski, one of the early writers on determi- nants. Wronskiai Def. The determinant.20 Differential Equations Mo Ye Yn | Yi Y2 Yn soy yn W(x) yet yg oe yg! is called the Wronskian of the set of function y,, Y3. Y3y -s Yy- (Meerut, 92, 93 (P), 96 (BP), 97 (BP)) Fundamental Sets of Solutions: A set of linearly independent solutions is called a fundamental set of solutions. 1.8 The Wronskian Consider differential equation y? + Py) + Qy=0 -() where P, Q are either constants or functions of x alone. Definition 1: The Wronskian of two solutions u(x) and v(x) of equation (1) is defined to be the determinant u(x) v(x) we) = we vO = u(xvP(x) — uMExIv(X). Definition 2: Two solutions u(x), v(x) of differential equation (1) are said to be /inearly dependent, if there exists constants c, and c,, not both zero, such that ©, u(x) + €, v(x) = 0 (2) otherwise (i.e. if 1 implies that c, = c, = 0) the solutions are said to be linearly independent, Theorem 1: Two solutions of differential equation (1) are linearly dependent if and only if their Wronskian vanish identically.An Introduction to Differential Equations 21 Proof: Let u, v be two solutions of (1). Then we have uy yw yO v Suppose w = 0 Let x, be any point. Then w(Xp) = 0 UGK) V(X) u(x) v %o) => there exist constants c, and c,, not both zero, such that c,u(x,) + ¢,v(x,) = 0 4%) + €,V%X,) = 0 Let yx) = €, u(x) + v(x). Then y(x) is a solution of (1) and is such that Y(Xq) = 0 = yV(XQ) We have y(x) = 0 for all x => there exist constants c,, and c,, not both zero, such that c,u(x) + €,v(x) = 0, for all x. => wu, vare linearly dependent. Conversely, suppose u, v are linearly dependent. > there exist constants c, and c,, not both zero, such that cyu(x) + c,v(x) = 0, for all x, Differentiating, we get c,u(x) + c,v'%(x) = 0, for all x, Eliminating ¢,, c, ux) v(x) =0, for all x. wy VOOR > W(x) = 0, for all x.22 Differential Equations Now, consider differential equation y+ Py®-0+ + Py=0 (3) where P's are either constants or function of x alone. All definitions and theorems given above have natural generalization of equation (3). Here these extensions will be stated without proof. Theorem 2: The Wronskian of two solutions of the differential equation (1) viz. yf) + Py) + Oy =0 is identically zero or never zero. Proof: Let u, v be two solutions of (1). Then we have u®+ Pu + Qu =0 = v= —pul — Qu and v® = Pv) — Qy uoy wy =u) — uy wi) = uv) — 2) y {-Pv — Qv} — v{-Pul — Qu} P fav) — avid} =—Pw => w) + Pw = 0. Definition 3: The Wronskian of n solutions y,., ¥,, ... Y, is the determinant yi Yoon Ya a vi yer ys), Definition 4: In solutions y,, y,, ..., y, are linear dependent if there exist constants c,, €y, ... €, (not all zero) such thatAn Introduction to Differential Equations 2B Cy, + Gy, + + 6Y,= 0 (4) If however identity (4) implies that c= = =e, = 0, then n solutions y,, y, ... y, are said to be linearly independent. Notes: 1. The Wronskian of n solutions of equation (3) is either identically zero or is never zero. 2. nsolutions of eq. (3) are linear dependent if and only if their Wronskian vanish identically. Theorem 3: The general solution of equation (1) can be written in the form cut cy 3) where ¢, ¢, are constants and u, v are any pair of linearly independent solutions of equation (1). Proof: Obviously Cut Cy is a solution of equation (1). It is sufficient to prove that every solution of equation (1) can be written in the form (5). e Let y(x) be a solution of equation (7) Put y(x) = Cu + Cv (6) and ¥) = cul) + Cv? (7) Solving (6) and (7) for C,, C,. 1 C= y ove - yy) | Gou = yur) ® w yu where w = uv!) — ul v + 0, for all x. (ou, v are linearly independent) and Now & = wv + a) yO) —u® y— uo vo x =uv® uy24 Differential Equations =u {Pv — Qv} — v Pu — Qu} (c+ u, v satisfy eq. (1)) == P {uv — viny yy) od eyo g yu yon yo vy w P 1 = OM =) + OPH ~ Qv) =v G Py” Qy)) z|0 = Pow yny - 2 yy 0 => C, is constant Similarly, C, is a constant. For C,, C, given by (8) y and C,u + C,v have same value at point x and so do their derivatives. By existence theorem, y=Cu + Cw The generalization of this theorem for equation (3) is. Notes: 1, Ify,, yy ¥, are n linearly independent solutions of equation (3), then CY, + C¥y + + CY, 2. Where c,, ¢,, ... ¢, are arbitrary constants, is the general solution of equation (3). Theorem 4: If ¥ yy be any two linearly independent solutions of the equation yl + Py + Oy = 0 a) and y, is any particular solution of the non-homogeneous differential equation 12) 4 Pull & Oy = R Q) the general solution of eqn. (2) isAn Introduction to Differential Equations 25 Yor ey, + CY, G) where c,, c, are arbitrary constants. Proof: Since y, is a solution of eqn. (2) Yq? + Py.) + Qyy = R. Q) Let y be any arbitrary solution of eqn. (2). Then y®) + Py) + Qy=R. 2) Let u=y-y, 3) Now subtracting (1) and (2) and using (3) u2) + Pu) + Qu =0 > u is a solution of equation (1) and hence can be written as u= cy, + Cy, for some constants ¢,, c,. Y~Yo= CY + O22 > Y= Yo = CY, + CY2 Eqn. (3) is general solution of eqn. (1). Notes: 1. IfYy Y= Y, be any n linearly independent solutions of the equation y+ Py V+ + Py =O Al) 2. yo is any particular solution of the non-homogeneous differential equation y+ Pym Ve + Py =O 2) the general solution of (2) is Yo FEY, + CY, +--+ Oy where c's are arbitrary constants. Remark: The general solution cp to. + oy, of eg. (1) is called Complementary Function and the particular solu- tion of equation (2) is called Particular Integral.26 Differential Equations Example 1: Show that the Wronskion of the function x?, x log x is non-zero can these function be independent solutions of an ordinary differential equations, if so determine this equation. Solution: Let y, = x?and y, = x? log x Wronskian of these function is W(x) = f vn Yr Y2 _ |x? x? logx|_ 2 #0 2x 2x logx! -. These functions y, and y, are linearly independent solutions of an ordinary differential equation. To Determine the Equation: Let y = Gy, + Gy, = ¢,x? + ©,x? log x so that Y, = 2c, + 2c, log x +3 c, Eliminating c,, c, from the above three relations, we get xy, — 2xy, + 4y = 0 which is the required differential equation. Ans. Example 2: Show that y, = sin x and y,(x) = sin(x) = sin x — cos x are linearly independent solutions y" + y = 0. Solution: Let y, = sin x and y,(x) = sin(x) = sin x — cos x satisfy the differential equation y" + y = 0. <. They are solutions of the equation Now, Wronskian of these solutions y, and y, is I yo IM ya W(x) =An Introduction to Differential Equations 27 lsinx sin x—cosx, “|cosx cos x-+sin x in x (cos x + sin x) — cos x (sin x — cos x) 1#0. -. These y,(x) and y,(x) are linearly independent solutions of y" + y = 0. 1.9 Pfaffian Differential Equations Ptaffian Differential Form is an expression FLOx) X25 Xn) OR; where F, are functions of some or all of the n variables x,, x, ... X,. The equation F, dx; =0 is called Pfaffian Differential Equation. Theorem: A Pfaffian Differential Equation in two variables always possesses an integrating factor. Proof: If x and y be two variables, Pfaffian Differential Equation is of the form Mdx + Ndx = 0 .Q) which can be written in the form dy DL ix, ax 7 fs) -(4) h pes where f(x, y) = FM, N are single valued, & i also single valued and hence solution of equation (3) consist of one-parameter family of curves in xy-plane. => At least in a certain region of xy-plane there exists exactly one function (x, y) such that ox, y) =e +(5)28 Differcuiial Equations where c is a constant, is a solution of (3) Differentiating (5) 2 Fax Pan cow 6) Comparing (3) and (6) 1 1 mL Max Nay HOw On multiplying eq. (3) by p, it takes the form 0 = Max + pNdy oo &% =2ax+ 2a xy” = do i, is an integrating factor of (3) For three variable x, y, z the Pfaffian differential equation is of the form Pdx + Ody + Rdz = 0 (7) where P, Q, R are functions of x, y, 2. In vector from the eq. (7) can be written as X.dR = 0 .--(8) It wiil be proved that eq. (8) is integrable if and only if X, curl X = 0 The solution of eq. (7) is a relation between x, y, z (containing at the most one arbitrary constant) satisfying the differential equation. Exarnple: Show that xz + y = Cx, (C is arbitrary constant) is a solution of the equation Oz — y) de + 3xydy + de = 0 w(D) Solution: The relation is xz+y>An Introduction to Differential Equations 29 > x.dQ2z + y*) — (2 + y*) dx = 0 > x{2xzdx + x¢dz + 3y*dy} ~ (x22 + y*) dx = 0 ie. (Xz —y3) dx + 3xy*dy + x8dz = 0 which is given differential equation Given relation is a solution of equation (1). 1.10 Formation of Differential Equations Given an n-parameter family, an nth order differential equation can be obtained whose solution is the given family. The technique used is to perform n successive differentiations and eliminate the n parameters c,, c,, ... ¢, from the system. Example 1: Find the third order differential equation whose solution is the 3-parameter family of curves defined by x+y + Jax + by +c =0 A) Solution: Differentiating three times is succession x+y +a + by =0 -Q) 1+ (YP + yy? + by? =0 =) 3) YI + yy + by) = 0 (A) Eliminating b from equations (4) and (3) {1+ OY} 9 ~ 30 OPP = 0 Example 2: Eliminate the constant a from yl-x? + yl-y? = a(x-y) ) Put x= sin @ y= sin > Equation (1) reduces to Vi-sin? ® + yl~sin? @ = a(sin@ - sing) Solution:30 Differential Equations cos 6 + cos $ = a (sin 8 — sin 4) O+ 6- O+ o- > 2 cos 2 $ cos $ = 2a cos 4 e- > cot $., > 0@=6=cot'a > sin“'x — sin'y = 2 cot'a Differentiating once, we get 1 ji-y Example 3: Show that the Wronskian of e cos bx and e* sin bx (b ' 0) is be, Solution: Let y, = e™ cos bx and y, = e™ sin bx. Wronskian of y,, y, is y =0. v1 Y2 W(x) = yr 2 e* cosbx e™ sinbx e™(acosbx ~ bsin bx) e™ (a sinbx + bcosbx) Ans. Example 4: Prove that the Wronskian of the functions. meh eMC is equal fo (m, ~ m,) (m, ~ m,) (m, — m,). m+m+m3)x, Solution: Let yy = e™s Yo = eM™s Ys = eX, Wronskian of y,, y2, Ys. isAn Introduction to Differential Equations ov Wy oy Ys em gmx gmx Wx) =| yi yn y's |=] me™ yi y's v's | | mze"™ m,2e™ m,2e™™ 1 1 1 mye™* — mye™* =| m, my m; [eee 2 m? m,? m; = (m, — m,) (m, — m,) (m, ~ m,) . elmtmatms)x Ans. Example 5: Which of the following sets of functions are linearly independent. (i) sin x, cos x, sin 2x (i) 1+x,1+2x,2 (i) 2 -x4+1,2-1,3°-x-1. Solution: (i) Let y, = sin x, y, = cos x, y, = sin 2x. Wronskian of these functions is sinx cosx _— sin2x Yi Y2 Ys W(x)=! y') yy [=| cosx -sinx 2cos2x y") y"2 y's | | -sinx -cosx -4sin2x -sinx 2cos2x cosx sin 2x =sinx — cOsx | -cosx -4sin2x -cosx —4sin2x cosx sin2x ~ sinx -sinx 2cos2x = sin x.(4 sin x sin 2x + 2 cos x cos 2x) — cos x (-4 cos x sin 2x + cos sin 2x) — sin x (2 cos x cos 2x + sin x sin 2x)32 Differential Equations = 3 sin? x sin 2x + 3 cos* x sin 2x + 2 sin x cos x cos 2x —2 sin x cos x cos 2x = 3 (sin® x + cos? x) sin 2x + sin 2x cos 2x — sin 2x cos 2x = 3 sin 2x # 0. (ii) Here y, = 1 + x,y, = 1 + 2x, y, =x? 14x 142x x? . 2 2x Wronskian W(x) = 0 0 2 =2(2(1+x)-(1+ 2x] =240. The set of functions is linearly independent. (iii) Here y, =x? -x + ly, =x2- Ly, = 3x7 x?-x4l x? -1 3x7 -x-1 . 2x-1 2x 6x -1 Wronskian W (x) = 2 2 6 = (=x + 1) (12x — 26x — 1)} — @? - 1) (62x - 1) - 26x - )} + (Bx? — x — 1) (2 2x — 1) ~ 4x} = 202 - x + 1) + A(x? — 1) - 2Gx?- x- 1) =0 The set of functions is not linearly independent. Example 6: Use Wronskian to show that the functions, x, x°, x° are independent. Determine the differential equation with these as independent solutions. (Meerut, 92 (P), 93 (P), 94 (P), 96, 95 (BP)) Solution: Let y, = x, y, = x? and y, = °. Wronskian of these function is yoy ys | [x Wx)=]y') yn y's =| 1 2x 3x? yi oy", y's] | 0 2 6xAn Introduction to Differential Equations 33 = x (12x? = 6x2) — 1(6x3 - 2x3) = 2x3 #0 The given functions are independent. To determine the equation. Let Y = Cy, + Cy, + GY, = Cx + x? + C,x3 (1) x Tort 2X + Bex? (2) dy <> = 2c, + 6c,x (3) dy and => = 6, 4) k m (4) 14) From (4), ¢, = @ 5 2 2, 3, -4y dy _ dy From (3), 2¢, = G5 ~ 66x = 5 — y 2, 3, oy Ney Subtracting x times of (2), from (1), we get di ye 2 3 ae 7 oe ~ ex Idy 1 dy) 2 (id) s Goes} e GB 2 oy 3x? 22 6x & ~ gy =0 dx dx dx Which is the required differential equations. Ans, Example 7: 1 Show that y = 7 sin 4x is a unique solution of the initial value problem y" + 16y = 0 with y(0) = 0, y' (0) = 1. Solution: We have y' = cos 4x, y" = ~ 4 sin 4x.34 Differential Equations i Now, y" + l6y =—4 sin 4x + 16 (4sinax) =0. I Thus, y = 7 sin 4x is a solution of y" + 16y = 0, where y =O, y ()=1. Since a, (x) = 1 # 0 for each x in (2, 0), it follows from Fundamental 1 Existence Theorem that, y= 7 sin 4x is a unique solution of y" + 16y =0 with y (0) = 0, y(0) = 1. Example 8: Show that the Wronskian of the functions x°, x long x is non-zero. Can these functions be independent solutions of an ordinary differential equation; if so determine this equation. (Meerut, 91, 93, 95, 97 (R), 98) Solution: Let y, = x? and y, = x? log x. Wronskian of these functions is yi yo | |x? x?loxx W(x) x40 yi) 2x 2xlogx + x These functions y, and y, are linearly independent solutions of an ordinary differential equation. To determine the equation Let Y= GY, + Gyyy = €\x? + €X? log x so that dy/dx = 2c, x + 2c, x log x +c, x and dy/dx? = 2c, + 2c, log x + 3c, Eliminating c,, ¢, from the above three relations, we have x? @y/dx? ~ 3x (dy/dx) + 4y = 0 which is the required differential equation, Ans. Example 9: Show that the functions y = cx? + ¥ + 3 is a solution, though not unique, of the initial value problemAn Introduction to Differential Equations 35 xy"-2xy'+ = 6 with (0) = 3, y'(0) = 1 on(- a x). (D.U., B.Se. (H) 1994) Solution: We have y=c x2+x+3,y'=2ex+ Ly" =2c. x2y" — Ixy’ + 2y = x? (2c) — 2x (2ex + 1) + 2ex? + x + 3) = 4 ex? — dex? — 2x + 2x +6 = 6. Thus, y = ex? + x +3 is a solution of x°y" - 2xy' + 2y = 6, where y (0) =¢ x 0+043=3,y (0) =2¢x 041-1. Here a, (x)= ‘on (— %, «) , (X) = —2x, a, (x) = 2, R (x) = 6 are continuous functions It may be noted that a, (x) = 0 for x = 0 € (- & «). Hence the solution y = cx? + x + 3 is not unique, as y = cx? + x + 3 is a solution for any real value of c. Notice that y = x7 +x +3, y = 2x? +x +3 are both solutions of xy" — 2xy' + 2y = 6 with y(0) = 3, y(0) = 1. Example 10: Find the differential equation of all tangent lines to the parabola yex Solution: Parametric equations of the given parabola are x=t yer? The equation of any tangent is axt=y+e A) Equation (1) is the family of tangent lines to the parabola, where t is the parameter. Differentiating (1) once a= y? (2) Eliminating t between (1) and (2) Gy — xy) + (PF = 0 Form the differential equations for the following families of curves.36 Differential Equations Example 11: Show that y,(x) = sin x and y,{x) = sin x — cos x are linearly independent solutions of y" + y = ¢ Solution: Both y, (x) = sin x and y,(x) = sin x — cos x satisfy the differential equation y+y=0. They are solutions of the equation. Now Wronskian of these solutions y, and y, is yy Y2 sinx sinx ~ cosx W(x) = cosx cosx + sinx yi 2 = sin x (cos x + sin x) ~ cos x(sin x — cos x) = 1 #0. These y,(x) and y,(x) are linearly independent solutions of y" + y = 0. Theorem I: There exist two linearly independent solutions y, (x) and y, (x) of the equation a, (x) y" + a, x) y+ a, (x) Y= 0 (ly such that its every solution y(x) may be written as ¥ @) = c,¥, (0) +, ¥, O). x € (a, b) where c, and c, are suitably chosen constants, (D.U., B.Sc. (H) 1996) Proof: Let x, € (a, b). Let y, (x) and y, (x) be two solutions of (1) satisfying Y, Q%) = IT and y,' (%) = 0; Yp (Xp) = 0 and y,' (Xp) = 1. +-Q) First of all, we show that y, (x) and y, (x) are linearly independent. Let, if possible, they be linearly dependent. Then there exist constants c, and c,, not both zero, such that ey, &) + ey, (x)= 0 on (a, b) > cy,’ (x) + cy,’ (x) = 0 on (a, b). Since xq € (a, b), therefore C1 Op) + C Yo (Xp) = 0An Introduction to Differential Equations 37 and Gy," (X) + €, Y¥y' (%) = 0 13) Using (2) in (3), we get c, = 0 and c, = 0. This is a contradiction to the fact that c, and c, are not both zero. Now we prove the second part of the theorem. Let y(x) be an arbitrary solution of (1) satisfying y(%,) = ¢, and y’ (x,) = ¢,. (4) Let Y(x) = y &) = ¢ y, (X) - ¢ ¥, (). (5) They Y (x) being a linear combination of solutions y(x), y, (x) and y, (x) is a solution of (1). Now Y (x,) = y (X,) -€; ¥; (Xo) — €; ¥» (X,) = 0, using (2) and (4) and Y"(%_) = y' (X,) —€, ¥,' (Xp) — CaY9' (X,) = 0, using (2) and (4). Thus, Y(x) is a solution of (1) such that Y (x,) = 0, Y'(x,) = 0 ...(6) By Corollarly 1, ¥ (x) = 0 on (a, b) and so by (5), y ®&) =, y, &) +¢, y, &) where c, and c, are given by (4), This proves the theorem. Theorem 2: If y,(x) and y,(x) are any two solutions of a, (x) y" + a, () y' + a, y= 0 then the linear combination ¢, y, (x) + ¢y ¥, (x), where c, and c, are constants, is also a solution of the given equation. Proof: We have a (x) y," (x) + a, @) y, @) + a, (&) y, @) = 0 1) and a (x) y2" (x) + a (x) yz!) + a,x) y, (x) = 0 +-Q) Let -y@®)=c,y, &) +, y, &). Then = y'(x) = ¢, y,' (x) +, y,’ (x) and y"(x) = ¢, y," (x) + ¢, y," &) Consider a, (x) y" (x) + a, (x) y' (x) + a, (x) y (x) = ¢, [a (x) y," &) + a, (x) y, (&) + a, (&) y, + ¢, [a, (x) y." (x) + a, (x) y,' (x) + a, (X) y, (X))- using (3) = c,, 0 +, . 0, using (1) and (2).38 Differential Equations Hence, y (x) =¢, y, (x) + €, ¥, (x) is also a solution of the given equation. Example 1: Show that linearly independent solutions of y= By’ + 2y = 0 are e* and e*. Find the solution y (x) with the property that y (0) = 0, y' (0) = 1. Solution: The given equation is (D? - 3D + 2) y = 0, (D = d/dx) = (D-1)(D-2y=0. Its solutions are e* and e*. Let y, = e* and y, = e®. Their Wronskian is yi yo | [e* 2e* w(x) = yi yo' | fe® 268 = 2e* e® — ee = eX e®* = e®* ¥ 0 for all real x. Hence, e*, e% are linearly independent solutions of the given equation. Clearly, y(x) = ae* + be® is also a solution of the given equation. Now, y(x) =a e* + 2b e®, We have y(0) = 0 => at+b=0 and -y(0)=1 => a+2b=1. These equations give b = 1 and a = -1. Hence y (x) = -e* + e® is the required solution with the property that y(0) = 0 and y(0) = 1. Example 2: Show that the sin x and cos x are linearly independent solutions of yrty=0. Solution: If y = sin x, then y' = cos x and y" = — sin x. Thus. y" + y = 0 and so sin x is a solution of y" + y = 0. Similarly, cos x is a solution of y" + y = 0.An Introduction to Differential Equations 39 The Wronskian of y, (x) = sin x and y, (x) = cos x is yi) y2(x) yO) y2'@) Hence, y, (x) = sin x and y, (x) = cos x are linearly independent solutions of y"+y=0. Example 3: Show that linearly independent solutions of y" = 2y! + 2y = 0 are & sin x and e cos x. What is the general solution? Find the solution y(x) with the property; y(O) = 2, y'(0) = -3. (D.U., B.A. (P) 1996) sinx cosx w(x) = -140. cosx ~sinx Solution: The given equation can be written as (D? - 2D + 2)y = 0(D = d/dx) Solving D? — 2D + 2 = 0, we get D=+@# V4) =14i4,i- The general solution of the given equation is y (x) = e (A sin x + B cos x). We have y' (x) = e* (A sin x + B cos x) + e* (A cos x ~ B sin x). Nowy(Q))=2= B=2. and y(0)=-3 > BtA=-3 => A=-S5. Hence y (x) = e* (2 cos x — 5 sin x) is the required solution with the Property y (0) = 2. y' (0) = -3. Clearly y, = e* sin x and y, = e* cos x are also solutions of the given equation. Their Wronskian is vy Y2 e* sinx e* cosx w(x) = yi oya" e* (sinx + cosx) e* (cosx — sinx) =e { (sin x cos x — sin? x) — (sin x cos x + cos? x) } =~ #0 for all real x.40 Differential Equations Hence, e* sin x and e* cos x are linearly independent solutions of the given equation. Example 4: Show that y,, (x) = sinx andy, (x) = sinx —cos x are linearly independent solutions of y" + y = 0. Determine constants c, and c, so that the solution sinx + 3 cos x =, y, (x) + ¢;y, (). Solution: We have y,' = cos x + sin x and y," =~ sin x + cos x. Thus, y," + y, = 0 and so y, is a solution of y" + y = 0. Clearly y, = sin x is a solution of y" + y = 0. The Wronskian of y, (x) and y, (x) is yiQ) — y200, sinx sinx — cosx w(x) cosx cosx + sinx yO) y2'C) = (sin x cos x + sin? x) — (sin x cos x — cos? x) =140. Hence y, and y, are linearly independent solutions of y" + y = 0. Consider the relation sin x +3 cos x = ¢, y, (x) + ¢ Y, (x) ie, sin x +3 cos x =¢, sin x + c, (sin x ~ cos x). Comparing the coefficients of sin x and cos x on both the sides, we obtain c, +c, = | and ~c, Hence, c,=4and c,= Example 5: Ify, (%) = sin 3x and y, (x) = cos 3x are two solutions of y" + 9y =0, show that y,(x) and y,{x) are linearly independent solutions. (D.U., B.Sc. (H) 1996) Solution: The Wronskian of y,(x) and y,(x) is given by in) y2) sin3x cos3x w(x) = = =-3#0. yi" y2'X) | | 3eos 3x -3 sin 3x Hence, y, (x) and y, 9x) are linearly independent solution of y'+9y=0. Ans.An Introduction to Differential Equations 41 EXERCISES 1. Evaluate the Wronskian of the functions e*, xe*. Hence conclude whether or not they are linearly independent. If they are independent, set up the differential equation having them as its independent solu- tions. [Ans. W(x) = e*, L.L, y, -2y, + y= 0] (Meerut, 97 (P)) 2. Show that any two solutions of the equation y" + fy + ey = 0 f (x) and g (x) are continuous on an open interval 1, are not linearly independent, if and only if, their Wronskian is zero for some x = x, on 1. (Hint. Proceed as in 1.7 for n = 2] (Meerut, 80, 84, 92 (P)) 3. Define Wronskian. Prove that the functions 1, x, x? are linearly inde- pendent. Hence from the differential equation whose roots are 1, x, x2. (Ans. y, = 0] (Meerut, 81 (P), 96 (BP), 97 (BP)) 4. Show that the set of functions e*, eb, e (a, b, c distinct) is linearly independent for all x. 5. Show that the following functions are linearly independent: e&* cos x, e* sin x From the differential equation of second order having these two func- tions as independent solutions. (Meerut, 1992) [Ans. y, - 2y, + 2y = 0] 6. Show that the Wronskian of the function x, x, x5, (x > 0) is equal to (a — b) (b - c) (c— a) xt" b+ 5-3 7. Which of the following sets of functions are linearly independent for all x? (i) sin x, cos x, (ii) sin 3x, sin x, sin? x, (iii) sin bx, e, e* (iv) e%, xe’, sinh x. 8. Define the Wronskian of two solutions y,(x) and y,(x) of a,(x)y" + a,(x)y' + a,(x)y = 0. State a necessary and sufficient condition for the two solutions y,(x) and y,(x) of the equation to be linearly independent. (D.U., A.B. (P) 1996)42 320 41. 42. Differential Equations If the Wronskian of two solutions y,(x) and y,(x) is zero at some point of (a, b), can you say that the two solutions are linearly dependent? Show graphically that y, (x) = x and y, (x) = x | x | are linearly independent on — « < x < oo, however, Wronskian vanishes for every real value of x. Show that sin 2x and cos 2x are linearly independent solutions of y" + 4y=0. Show that linearly independent solution of y"- Sy’ + 6y = 0 are e™ and Find the solution y(x) with the property that y(0) = 0 and y'(0) = 1. [Ans. y(x) = e* — e*] Show that the solution e*, e*, e* of ay _d’y dy — => - 4 + 4 =0 xt dx? dx are linearly independent and hence or otherwise solve the given equation. [Ams. y =c, e* + ce* +c, e*). Differential Equations. ¥ =X, y= x?— 1 are linearly independent solution of 2p) Fy & ~DGr a+ y=0 Find the general solution of 2 pty iw 2 OO Dar ty = Oe? +P (Kanpur, 90). (Ans. y = ¢, (x? - 1) + ex + xt + 3x2) Verify that e* and x are solutions of the homo; i nee te geneous equation cor- (- x) y, + xy, -y=2(x- eS a p=R, p= Ryn p= Ry. (3) These are n equation of first order and first degree. Suppose the solutions of the component equations in (4) are FU, ¥ €,) = 0, £O% ¥ &) = One A(X Y, 6) = 0, 4) where ¢,,C,,..., ©, are n arbitrary constants of integration. Since the general solution of equation (1) contains only one arbitrary constant, so we may take €, = ¢ =.= 6, = € (Say). The solutions in (4) now become f(xy 0) = 0, HO, y, ) =O... Ax, ys €) = 0. These equations can be combined as a single equation as follows: FOXY) HO ¥, ©) oa AX. ©) = 0. It is the solution of equation (1). Example 1: Solve y? + xyp ~ x'p? = 0. (D.U., B.Sc (G) 1996) Solution: We have x°p? - xyp — y? = 0. Solving for p, we get _ oxy t yxey? + 4x?y? Sy pe 2x? 2x Thus, we obtain the following equations: 1+ V5) dy _ (I~ V5)dx 2x 7 y 2x y Integrating, we get 1 => log y= 5 (1 + JS log x + log , 1 log y = + (1 +, )log x + loge fae das cx? S ysex? y=Differential Equations of First Order But... 45 aes j0-8 Hence, \¥ ~ % y= 0x = 0 is the solution. Ans. Example 2: Solve 4y"p? + 2pxy (3x + 1) + 3x° = 0. Solution: The given equation can be written as 4y? p? + 6px?y + 2pxy + 3x? = 0 => — 2yp(2yp — 3x2) + x(2yp + 3x2) = 0 > (2yp + 3x2) 2yp + x) = 0. The component equations are dy > dy 2y— + 3: 0, 2y—+x=0 ax va * => 2ydy+3x2dx=0, 2ydy+xdx=0. Integrating, we have 1 Frese yroxiac The combined solution is 1 OF +¥-Q G+ (7 +3 Example 3: Solve xp? + (@? +xy ty) p +x + xy = 0. Solution: The given equation can be written as (xp + x + y) (yp + x) = 0. The component equations are: xPaxvy=o and y+ x=0 => (xdy+ydx)+xdx=0 and xdx+ydy=0. Their solutions are46 Differential Equations xy + Fe c= Ox +y¥-e=0 [- d(xy) = x dy + y dx] Example 4: Solve p? + 2py cotx = y. (D.U., BSc. (G) 1995, 94; B.A P 1996) Solution: The given equation can be written as (p + y cot x} = y(1 + cot? x) = y? cosec? x => pty cot x =+ y cosec x. m0) Taking positive sign in (1). We obtain P= y(-cot x cosec x) > 2 = (cot x + cosec x)dx. Integrating, we have x log y = ~ log sin x + log tan 5 + log ¢ ¢ tan x/2 csin x/2 c = sin x ‘os x /2(2sin x/2 cos x/2) 2 cos? x/2 ie "Ty eos x > y( + cos x) =c Similarly, the solution of p + y cot x =~ y cosec x is y (1 + cos x) =c. The combined solution is [y(1 + cos x) - c} [y(1 - cos x) - ¢] = 0. Ans. Example 5: ‘ Solve p?(x + 2y) + 3px + y) + (y + 2x)p = 0. Solution: The given equation can be written as pip? (x + 2y) + 3p(x + y) + (y + 2x)] = 0. Solving the quadratic equation within the brackets, we getDifferential Equations of First Order But... 47 ~3(x + y) + J9(x + y)? - 4(x + 2y) (y + 2x) 2 (x + 2y) = + y+ K=y) __y -(2) 2(x + 2y) tay)’ The component equations of the given equation are ig ly Wl ext dx” dx > dx x+2y Integrating, we get > y= > y=-xte, > (2x + y)dx + (x + 2y)dy = 0. A) The equation (1) being exact (-; Om/dy = GN/@x = 1) has solution Joex + y)dx + fay dy > ex ty=e. Ans. Example 6: Solve p? - 7p + 12 = 0. Solution: The given equation is expressible as (p- 4) (P-3)=0 > p-4=0,p-3=0 dy dy —=4 and — =3. > ox an ox Integrating, we have y=4x+oy=3xte. The combined solution is (y - 3x -¢) (y - 4x -c) = 0. Example 7: Solve p? + 2xp? - y*p? - 2xy"p = 0. Solution: The given equation can be written as48 Differential Equations pip? + (2x — y*) p - 2xy"] = 0 > P(p + 2x) (p-y?) =0 > p=0 p+2x=0, > p-y=0 dy dy > x x +2x=0 Their solutions are > yrs > ytx=c, 1 > xte=-y The combined solution is (y-0) (V+ x2 -0) (xy Hey + 1) =0. Ans. EXERCISES Solve the following differential equaitons: @ p+p-2=0 2 (ii) (2) +o-0%-y=0 (iii) yp? + (K- yy -x=0 (iv) p(p - y) = x & + y) (v)_p? - 2p cos hx + 1 = 0. 2.3 Equations Solvable for y Let us given differential equation be f(x,y, p, P2-P")= 0. 1) Let, the given equation is solvable for y in terms of x and p so that we get a relation of the form: y = a(x, p). wa(2) On differentiating the above relation w.r.t.x, we get an equation of the form dp n(x ®) Pp Xx, P, ax (3) which is an equation in two variables x and p. Suppose the solution of (3) is $(x, p, ¢) = 0. Ad)Differential Equations of First Order But... 49 where c, is an arbitrary constant. Eliminating p between (2) and (4), we get the required solution. If p cannot be easily eliminated, then we can express the values of x and y in terms of p as parameter as follow: X= 6,(P, ©), ¥ = $,(P, ©). These two relations together constitute the complete solution of the given equation. Example I: Solve the differential equation y = 2px + p’x’. Solution: We have y = 2px + ptx?. Differentiating wart. x, we get dp dp =2 Dy aps 3 2 GP 2p + 2xg + Iptx + apes qj dy > (p+ 2x88) +29? x(p+ 2x92) =0 q > (p+2x2) (1 + 2p? x) = 0. We take pr2x Bo = WP, Xo dx px > 2 log p + log x = c. px=c > P= Ve/x. Putting this value of p in the given equation, we get The required solution. Ans. Example 2: Solve the differential equation y + px = px! (D.U., B.Sc. (H) 1989) Solution: Here we have y + px = px’.50 Differential Equations Differentiating y = — px + x‘p? w.rt. x, we get dy 352 4 2x4 p oP == p— x +4 xp? + 2x4 ph P= —p-xgo +4 xp? + 2x! pa 2p+x 2 290 (29 +x 2) =0 u u ae) 2p+x} (1 — 2px) = (2p X Ge) (1 - 2px) = 0. 2p+x®-9 = We take 2P Integrating, log p + 2 log x = log c => prt=c=p=chx? Putting this value of p in y = — px + x‘y?, we get y=~< +e? as the required solution. Example 3: Solve the differential equation y ~ 2px = fixp?). Solution: We have y — 2px = f(xp?). Differentiating y = 2p x + f(xp”) w.rt. x, we get 4 4 p=2p+ axeet #95)? + 2xp 2 x 4 > (p+ 2%) {1 + p f(xp?)} = 0. Integrating, we get 2 log p + log x = log c > Pp =e. Putting p = E in the given equation, the solution isDifferential Equations of First Order But... SI y=2 Vex + flo). Ans. Example 4: Solve the differential equation x — yp = ap’. (D.U., B.Sc. (H) 1997, 1994) Solution: We have x - yp = ap?. y= *-ap. P _l_xdp__ dp Differentiating w.rt. x; P = P - pe - ax * (ap? + x) = p (I - p*) on ap dp p(l-p*) 1-p?” which is a linear equation. dp = 1 _ I d Now Sap hk sats arn ° 1 1 = log p + 5 log(! ~ p) + > log (I + p) = log EP) as Integrating, we get =asin'pt+c x= Vi-e (c+ asin" p). wl) ~ ap, we get x Putting, this value of x in y +52 Differential Equations ES Hence (1) and (2) cunstitute the required solution. Ans. (c +a sin” p) - ap. 2) Example 5: Solve the differential equation y = 2px ~ xp’. (D.U., B.A. (P) 1996; B.Sc. (H) 1996) Solution: We have y = 2px ~ xp. Differentiating wrt. x., we get dp 3 dp =2 & _»? -2: p= 2p +2x Go- Po -2xpae dp dp —ptp= ~ pp) => ~p 2x > D+ pr = 2x(1 ~ p) ay Pexe 2dp | dx _ = tte Integrating, we get 2log p + log x = log c > pxr=c > P= Ve/x. Putting in the given equation, we obtain y =2Jex ~ ¢, which is the required solution. Ans. Example 6: Solve the differential equation xp’ — 2yp + ax = 0. Solution: We have xp* — 2yp + ax = 0. 1 ax => Y= 7 NP +57 Differentiating wart. x, we get Xp + nit), af P= stnvae 2 dx. aDifferential Equations of First Order But... 53 dp _ dx > Dox > Pre Putting this value of p in the given equation, the solution is x3 - 2c xy + ax + ax = 0 > 2y = cx? + ale. Ans. Example 7: Solve the differential equation y = x + atan' p Solution: We have y = x +a tan™ p. Differentiating w.r.t. x, we get 2? ye te 1+ p? dx (pP-D (po +1) 1 - Bethe, p=l+ a - te=5 Integrating, we get * += 5 ifs = pal _xe Sow -1)- og (p? +1) - tan °| -c. This relation together with the given equation y = x + a tan”! p constitute the required solution. Ans, Example 8: Solve the differential equation x + py = p’. (D.U., B.Se. (H) 1990) Solution: We have x + py = p®. Solving x + py = p° for y, we obtain x y=p- D Differentiating w.rt. x, we get54 Differential Equations 1 1 op } f_—___dp= f|/-- dy Now, Foray { Pal? Integrating, we obtain = log p- joe (p? +1) = log} ~log| 2 2 LF of @)~ ) a Thus, the solution of (3) is _f oa dp +c=2yp'+l+c x = cp (p? + Il? + 2p. ww(4) Putting this value of x in the sve equation y = p? — x/p, we get y=p—c(p? + 1p"? -2. (5) Hence, (4) and (5) taken together constitute the required solution. Ans. EXERCISES Solve the following differential equaitons: y= a+ bp + cp? p’y ~ 2px -y = 0. ww 2.4 Equations Solvable for x Let us consider the equation (x, ys P, Pus p*) = 0. Suppose the given equation is solvable for x in terms of y and p so that we get a relation of the form: x = gy, P). i) Differentiating it w.r.t. y, we have a relation of the formDifferential Equations of First Order But... 55 * = ; =h (. Ps &), (ii) This an equation in two variables y and p. Now, we can proceed on the lines as described to get the desired solution. Let it is possible to slove the equation. Let the solution be F(p, y, c = 0). «Aiii) Eleminating p between the equation (i) and (iii) we will get the solution or (i) and (iii) may be should be express x and y in terms of the parameter pandc. Example 1: Solve the differential equation y = 3px + 6p’y’. Solution: We have y = 3px + 6p’y?. 1 We get x = 3p — 2py*. Differentiating w.rt. y, we obtain > (2 +4m) + (2p+29*] #0 > ot +am)+2(L+ ») feo = (233) +2»)-0 Now, 2+¥Pao a 2% Pa Integrating, we have 2log y + log p= loge => py?=c. Putting p = c/y? in y = 3px + 6p?y?, we get Bey , 6c? y= 2d yy