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Lecture Notes On Differential Equation

B.Sc. Semester -2
Mathematics

By :
Dr. Bhavin Patel.
Department of Mathematics,
Government Science Collage, Gandhinagar,
Gujarat University,
Gujarat, INDIA
Contents

Contents 1

1 Introduction to Differential Equations 1

2 Differential Equations of First Order and First Degree. 5


2.1 Differential equations in which variables are separable. . . . . . . . . . . . . . . . . . . 6
2.2 Homogeneous differential equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.3 Nonhomogeneous differential equations which can be reduced to homogeneous dif-
ferential equations. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.4 Linear differential equations. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.5 Bernoulli’s differential equations. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.6 Exact differential equations. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

3 Differential Equation of First order and Higher degree. 21


3.1 Differential equations which are solvable for p. . . . . . . . . . . . . . . . . . . . . . . . 22
3.2 Differential equations which are solvable for y. . . . . . . . . . . . . . . . . . . . . . . . 23
3.3 Differential equations which are solvable for x. . . . . . . . . . . . . . . . . . . . . . . . 25
3.4 Clairaut’s differential equations. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
3.5 Lagrange’s differential equation. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28

4 Higher Order Linear Differential Equation 30


4.1 Operator ‘D ‘ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
4.2 Rule to find the Complementary function: . . . . . . . . . . . . . . . . . . . . . . . . . . 32
4.3 Inverse Operator: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
4.4 Rules for finding the Particular Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
4.5 Cauchy’s homogenous linear equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
4.6 Legendre’s linear equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
4.7 Relation between Cartesian and Polar Co-ordinates . . . . . . . . . . . . . . . . . . . . . 45
4.8 Deductions: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48

1
Chapter 1
Introduction to Dierential
Equations

The following topics are to be covered from differential equation of first order and first degree. Topics
included here are from unit-3 of the syllabus according to choice base credit system effective from
June-2010. The course code of the M-101 and title of the paper is Geometry and calculus.
Differential Equations of First Order and First Degree: Definition and method of solving of homoge-
neous differential equations, Definition and method of solving of Linear differential equations of first
order and first degree, Definition and method of solving of Bernoulli’s differential equation and Def-
inition and methods of solving of Exact differential equation. Differential Equations of First order
and Higher Degree: Differential equations of first order and first degree solvable for x, solvable for y,
solvable for p. Clairaut’s form of differential equation and Lagrange’s form of differential equations.

Definition 1.1. Differential equation is an equation which involves differentials or differential coeffi-
cients. For example,
dy
1. dx = x 2 + 2y.

2. r 2 dd rθ2 = a. Where a is constant.


2

d2q dq
3. L d t 2 + R d t + 1c q = E sin ωt .

Definition 1.2. A differential equation is said to be linear in dependent variable if,

1. dependent variable and all its derivatives present are in first degree.

2. dependent variable and its derivatives are not multiplies together.

3. dependent variable and its derivatives are not multiplied with itself.

1
2 CHAPTER 1. INTRODUCTION TO DIFFERENTIAL EQUATIONS

4. no transcedental functions of dependent variable and/or its derivative occur.

Remark 1.3. A differential equation which is not linear is said to be Non-linear. It is nice exercise to
find out some examples of linear and non linear differential equation. You can check from examples
given in the exercises. (do it!)

Definition 1.4. An ordinary differential equation (O. D. E.) is a differential equation which involves
only ordinary derivatives.

Definition 1.5. A partial differential equation (P. D. E) is a differential equation which involves only
partial derivatives. For example,
³ 2 ´
1. ∂U
∂t = c ∂U
∂x 2 + ∂2U
∂y 2 .

∂U
= c 2 ∂∂xU2 .
2
2. ∂t

Definition 1.6. The order of the differential equation is defined to as the order of the highest derivative
involved in the differential equation. Also, the degree of the differential equation is defined as the
degree of the highest derivative involved in the differential equation, where all derivatives occurring
therein are free from radicals and fraction.

Examples 1.7. (1) Decide the order and degree of the differential equation given by

d2y dy
Z
x2 +x + 3d x = sin x.
d x2 dx

Solution: The given differential equation is not free from integration sign. So, to decide order of a
differential equation we have to differentiate with respect to x on both sides and make it free from
integration.
d3y d2y d y
=⇒ x 2 3 + 3x 2 + + 3 = cos x.
dx dx dx
Here, order of the highest derivative involved is three. Therefore, order of differential equation is 3, and
degree
p of highest
p derivative is 1. Thus, order is 3 and degree is 1.
(2) (y ) = 7 + 3(y 0 )2
4 00 5

Solution: To obtain degree of differential equation we have make differential equation free from radi-
cals. q q
∴ ( 4 (y 00 )5 )4 = ( 7 + 3(y 0 )2 )4 .

(y 00 )5 = (7 + 3(y 0 )2 )2 .
¶5
d2y dy 2
µ · µ ¶¸
= 7+3
d x2 dx
Which shows that order of the given differential equation is 2 and degree is 5.
3

Definition 1.8. 1. A solution or integral or primitive of a differential equation is a relation


between the variables which does not involve any derivatives and also satisfies given differen-
tial equation. For example, y = c 1 cos x + c 2 sin x, where c 1 and c 2 are arbitrary constants, is a
d2y
solution of the differential equation given by d x2
+ y = 0.

2. A solution of a differential equation in which the number of arbitrary constants is equal to the or-
der of the differential equation is called the general solution or complete integral or complete
primitive.

3. The solution obtained from the general solution by giving particular values to the arbitrary con-
stants is called particular solution. For example, y = x 4 + 2 is a particular solution of the differ-
dy
ential equation d x = 4x 3 , where c = 2.

4. A solution which can not be obtained from a general solution is called singular solution . For
³ ´2
dy dy
example, y = x d x − 2 d x . The general solution is given by y = c x + 2c 2 , where c is an arbitrary
constant. Also, 8y = x 2 is a singular solution which can not be obtained by putting any value of
c.

Examples 1.9. (1) Find the differential equation from y = ax − a 2 , where a is an arbitrary constant.
dy
Solution: Differentiating y = ax − a 2 with respect to x we get d x = a. Substituting we get desired differ-
³ ´ ³ ´2
dy dy
ential equation y = d x x − d x .
(2)Form the differential equation from y = Ae 2x + B e 5x ; where A and B are arbitrary constants.
Solution: Here, two arbitrary constants A and B are present, therefore to eliminate them we have to
differentiate two times.
dy
∴ = 2Ae 2x + 5B e 5x . (1.1)
dx
again by differentiating with respect to x we get,

d2y
∴ = 4Ae 2x + 25B e 5x . (1.2)
d x2
Multiply equation y = Ae 2x + B e 5x by −2 and adding in (4.2) we get

dy 1 dy 2
· ¸
− 2y = 3B e 5x =⇒ B e 5x = − y . (1.3)
dx 3 dx 3
dy d2y
Now multiply (4.1) by −5 and adding in (4.2) we get, Ae 2x = 65 d x − 16 d x 2 . Thus by substituting values of
constants we get
d2y dy
−7 + 10y = 0.
d x2 dx
Which is required differential equation.

Exercise-I

Que-1. Find the differential equation from the following equations.


1. x y = ce x + be −x + x 2 , where b and c are arbitrary constants.

2. ax 2 + b y 2 = 1, where a and b are arbitrary constants.

3. y = ax + bx 2 , where a and b are arbitrary constants.

4. r 2 = a 2 cos2θ, where a is an arbitrary constant.

Que-2. Find out order and degree of the following differential equations.

d2y dy
1. x 2 d x 2 − x( d x )3 + y = cosx.

y0 d y
00
2. y = d x [ y0 ].

q
dy dy
3. ( d x )2 = 1 + ( d x )2 .

d2y dy R
4. d x2
= 3 d x + xd x.

Que-3. Show that y = e 2x is a solution of a differential equation

d2y dy
3x 2 2
+ 2(1 − 3x 2 ) − 4y = 0.
dx dx

Que-4. Prove that y = 2x + 5e −x is a particular solution of a differential equation

d2y dy
(x + 1) 2
+x − y = 0.
dx dx

Que-5. Which curve is represented by a differential equation

d2y
2a = 1?
d x2

4
5

Chapter 2
Dierential Equations of First Order
and First Degree.

In order to solve the differential equation, we need to investigate, whether the solution exists. It is not
³ ´2
dy
always possible to find a real analytic solution of a given differential equation. For example, d x =
−5 has no solution for any real value of y. In our case we shall discuss some of the special types
of differential equations for which analytic solution exists. Only those differential equations which
belong to or can be reduced to any one of the following type can be solved by standard procedure.
These types are,

1. Differential equation in which variables are separable.

2. Homogeneous differential equations.

3. Nonhomogeneous differential equations which can be reduced to homogeneous differential


equations.

4. Linear differential equations.

5. Bernoulli’s differential equations. These are nonlinear types of differential equations which
can be reduced to linear form.

6. Exact differential equations.


6 CHAPTER 2. DIFFERENTIAL EQUATIONS OF FIRST ORDER AND FIRST DEGREE.

2.1 Dierential equations in which variables are sep-


arable.
The general form of this type of equation is

M (x)d x + N (y)d y = 0, (2.1)


R R
which can be solved by direct integration as M (x)d x+ N (y)d y = c, where c is an arbitrary constant.
If the differential equation is given in the form

f 1 (x)g 1 (y)d x + f 2 (x)g 2 (y)d y = 0, (2.2)

then we can reduce it in the form of equation (2.1) by rewriting as

f 1 (x) g 2 (y)
dx + d y = 0,
f 2 (x) g 1 (y)

provided f 2 (x) 6= 0, g 1 (y) 6= 0. Also, if the given differential equation is in the form

dy
= f (ax + b y + c), (2.3)
dx
then put ax + b y + c = u, to convert it in general form. Let us see following examples to understand
this method well.
dy
Examples 2.1. 1. d x = e 3x−2y + x 2 e −2y .
Solution: The given differential equation is not in its general form. In order to solve the given
differential equation first we will convert it into general form.

dy
= e −2y (e 3 x + x 2 )
dx
=⇒ e 2y d y = (e 3x + x 2 )d x

=⇒ (e 3x + x 2 )d x − e 2y d y = 0,

which is in the general form and hence the solution can be obtained by direct integration.
Z Z
=⇒ (e + x )d x − e 2y d y = c
3x 2

e 3x x 3 e 2y
=⇒ + − =c
3 3 2
or 3e 2y = 2(e 3x + x 3 ) + c 0 .

Which is a general solution of the given differential equation and c 0 is an arbitrary constant.
2.2. HOMOGENEOUS DIFFERENTIAL EQUATIONS 7

dy
2. Obtain particular solution of d x = (4x + y + 1)2 , where y(0) = 1
Solution: The given differential equation is not of the form of separable variable. Hence, to con-
dy dy
vert it into separable variable form we put 4x + y + 1 = t and dd xt = 4 + d x =⇒ d x = dd xt − 4. Put
these values in equation we get
dt
−4 = t2
dx
dt
∴ = d x.
t2 +4
dt
Z Z
2
= d x + c, where c is an arbitrary constant.
t +4
1 t
∴ tan−1 = x +c
2 2
1 4x + y + 1
∴ tan−1 = x +c
2 2
Put x = 0 and y = 1 we get tan(2c) = 1 =⇒ 2c = π4 . Thus, particular solution is given by
³ π´
4x + y + 1 = 2 tan 2x + .
4

2.2 Homogeneous dierential equations


Definition 2.2. Let E ⊂ R2 . A function f : E → R is said to be homogeneous of degree n if it can be
y
written in the form f (x, y) = x n φ( x ).

Definition 2.3. A differential equation is said to be homogeneous differential equation if it is of the


form
dy ³y´ d y P (x, y)
=f or = . (2.4)
dx x d x Q(x, y)
Where P (x, y) and Q(x, y) are homogeneous functions of equal degree in variables x and y.

In order to solve homogeneous differential equations we need to follow mainly three following steps.
dy
1. Put y = v x in the given differential equation and evaluate dx .

dy
2. Substitute the values of y and dx in main equation and bring the equation in the form of sepa-
rable variable.

3. Solve by the method of separable variable.

Examples 2.4. 1. Solve: (x 2 + y 2 )d x − 2x yd y = 0


Solution:
y
d y x 2 + y 2 (1 + x )
= = 2y (2.5)
dx 2x y
x
8 CHAPTER 2. DIFFERENTIAL EQUATIONS OF FIRST ORDER AND FIRST DEGREE.

dy
Put y = v x we get dx = v + x dd vx . Substitute these values in equation (2.5) we get,

dv 1+v
v +x =
dx 2v

d v 1 + v 2 − 2v 2
∴x =
dx 2v
d v 1 − v2
∴x =
dx 2v
2v 1
∴ 2
dv = dx
1−v x
Which is now in the separable variable form. So, solution can be obtain by direct integration.
Integrating both side we get,
2v 1
Z Z
∴ 2
d v = dx
1−v x
∴ − log(1 − v 2 ) = log x + log c where c is an arbitrary constant.
∴ log x + log(1 − v 2 ) = log c 0 , where c 0 = c −1
∴ log(x(1 − v 2 )) = log c 0
by taking exponential on both sides we get,

x(1 − v 2 ) = c 0 ,

now substitute the value of v in above equation, we get

x2 − y 2 = c0x

which is the general solution of the given differential equation.

2.3 Nonhomogeneous dierential equations which can


be reduced to homogeneous dierential equations.
A differential equation of the form,
dy ax + b y + c
= (2.6)
dx lx +my +n
is not homogeneous differential equation, but by making some change we can reduce it to the case of
homogeneous differential equation.
b
Case-I al 6= m . In order to solve differential equation having this case, let x = x 0 + h and y = y 0 + k,
where h and k are constants.Also, d x = d x 0 and d y = d y 0 . Then equation (2.6) reduces to

d y0 ax 0 + b y 0 + ah + bk + c
= (2.7)
d x 0 l x 0 + m y 0 + l h + mk + n
2.3. NONHOMOGENEOUS DIFFERENTIAL EQUATIONS WHICH CAN BE REDUCED TO
HOMOGENEOUS DIFFERENTIAL EQUATIONS. 9

In this equation we select h and k by solving ah + bk + c = 0 and l h + mk + n = 0 such that equation


d y0 ax 0 +b y 0
(2.7) will turn out to homogeneous differential equation d x 0 = l x 0 +m y 0 , where al − bm 6= 0. Which is
homogeneous in the variables x 0 and y 0 . So solve it by putting y 0 = v x 0 .
Case-II al = m b
. In this case al − bm = 0,and hence h and k will be indetermined or infinity. Hence
a b
put l = m = t , where t is constant in equation (2.6) we get

d y (l x + m y)t + c
= . (2.8)
dx (l x + m y) + n

Now by substitute l x + m y = t in equation (2.8) we can solve the given differential equation. Let us
see the following examples to understand this method well.
dy y+x−2
Examples 2.5. (1) d x = y−x−4 . Solution: The differential equation is given by

dy y +x −2
= (2.9)
dx y −x −4

is not homogeneous differential equation. By comparing with (2.6) we get a = 1, b = 1, l = −1, m = 1.


b
Here, al = −1 6= m = 1. Hence substitute x = x 0 + h and y = y 0 + k in equation (2.9) we get,

d y 0 y 0 + x 0 + (k + h − 2)
= (2.10)
d x 0 y 0 − x 0 + (k − h − 4)

To convert equation (2.10) in homogeneous differential equation we take k +h −2 = 0 and k −h −4 = 0,


by solving we get h = −1, k = 3. Hence with these values of h and k equation (2.10) reduces to,

d y 0 y 0 + x0
= , which is homogeneous differential equation. (2.11)
d x0 y 0 − x0
dy
In order to solve put y 0 = v x 0 and dx = v + x 0 ddxv0 in equation (2.11) we obtain,

dv v x0 + x0 v + 1
v + x0 = =
d x0 v x0 − x0 v − 1
dv v +1 1 + 2v − v 2
∴ x0 = − v −
d x0 v − 1 v −1
v −1 d x0
∴ d v = , which is separable variable form
1 + 2v − v 2 x0
By integrating term by term we get,

v −1 d x0
Z Z
d v = + c, where c is an arbitrary constant.
1 + 2v − v 2 x0
1 2 − 2v
Z
∴− = log x 0 + c
2 1 + 2v − v 2 d v
y 0 y 02
µ ¶
∴ log 1 + 2 0 − 02 + log x 02 = −2c
x x
10 CHAPTER 2. DIFFERENTIAL EQUATIONS OF FIRST ORDER AND FIRST DEGREE.

∴ log(x 02 + 2x 0 y 0 − y 02 ) − log x 02 + log x 02 = −2c


∴ x 02 + 2x 0 y 0 − y 02 = e −2c = c 0
by substituting x 0 = x +1 and y 0 = y −3, we get x 2 +2x y − y 2 −4x +8y −14 = c 0 , which is general equation
of given differential equation. (2)(x − y + 2)d x + (2x − 2y − 4)d y = 0
Solution: The differential equation is given by,

dy x − y +2
=− (2.12)
dx 2(x − y) − 4

is not homogeneous differential equation. By comparing with (2.6) we get a = −1, b = l , l = 2, m = −2.
dy
Here, al = − 21 = m
b
. Therefore h and k can not be determined. Put x − y = z and 1 − d x = dd xz in equation
(2.12) we get,
dz z +2
1− + =0
dx z −4
d z 3z − 2
∴ + =0
d x 2z − 4
2z − 4
∴ d z = d x, which is separable variable form.
3z − 2
In order to get solution integrate the terms separately we get

2z − 4
Z Z
d z = d x + c, where c is an arbitrary constant
3z − 2

2 3z − 2 − 4
Z Z
∴ dz = dx +c
3 3z − 2
Z µ ¶
2 4
∴ 1− dz = x +c
3 3z − 2
· ¸
2 4
∴ x − y − log[3(x − y) − 2] = 3x + c 0 , where c 0 = 3c
3 3
8
∴ x + 2y + log[3(x − y) − 2] + c 0 , which is a general solution.
3

Exercise-II

Identify type of the following differential equations and solve them.


dy
1. 2y d x = x 2 + sin 3x. (Ans: 3y 2 = x 3 − cos 3x + c.)

2. 3e x tan yd x + (1 − e x ) sec2 yd y = 0. (Ans: tan y = c(1 − e x )3 .)


y dy 2(x 2 +y 2 )−1
3. x dx + x 2 +y 2 +1
= 0. (Ans: 2x 2 + y 2 + 3 log(x 2 + y 2 − 2) = c.)

dy
4. x 4 d x + x 3 y + cosec(x y) = 0. (Ans: cos x y + 2x1 2 = c.)
2.4. LINEAR DIFFERENTIAL EQUATIONS. 11

³ ´
dy dy
5. y − x d x = a y 2 + d x . (Ans: (x + a)(1 − a y) = c y.)

dy ¡y¢ ¡y¢
6. x d x = y + cos2 x . (Ans: tan x = log |c x|
dy dy
7. y 2 + x 2 d x = x y d x . ( Ans: y = x log y + c x).
dy p p
8. y − x d x = y 2 − x 2 . ( Ans: y + y 2 − x 2 = c.)
³ p ´
x+y+1 y
9. x−y+1 . ( Ans: tan−1 x+1 = log c (x + 1)2 + y 2 ).

dy x+2y−3
10. dx = 2x+y−3 . ( Ans: (x + y − 2)(x − y)−3 = c).

11. (3y + 2x + 4)d x − (4x + 6y + 5)d y = 0. ( Ans: 21x − 42y + 9 log(14x + 21y + 22) = c 0 ).

12. (2x + 9y − 20)d x = (6x + 2y − 10)d y. ( Ans: (y − 2x)2 = c(x + 2y − 5)).

2.4 Linear dierential equations.


dy
Definition 2.6. A differential equation of the form dx + P y = Q, where P and Q are either constants
dy
or functions of x is said to be linear differential equation of first order. For example, dx + (sec2 x)y =
sec2 x tan x is linear differential equation of first order.

In order to solve the linear differential equation we use the method of separable variable. Linear
differential equation of first order is given by

dy
+ P y = Q, where P and Q are either constants or functions of x. (2.13)
dx
dy
First we solve dx + P y = 0 by using separable variable method. For

dy
Z Z
=− P d x + c. where c is an arbitrary constant.
y
Z
log y = − P d x + c 0.

P d x −c 0
R
∴ y = e− e .
R
Pdx
∴ y = e− c.

Now differentiate on both sides with respect to x we get,

Pdx d y
R R
Pdx
e + ye P = 0.
dx
dy
R µ ¶
Pdx
e + P y = 0.
dx
12 CHAPTER 2. DIFFERENTIAL EQUATIONS OF FIRST ORDER AND FIRST DEGREE.

d ³ R Pdx´ dy
R µ ¶
∴ ye = e Pdx + P y = 0. (2.14)
dx dx
R R
Pdx
Since e 6= 0 we multiply equation (2.13) by e P d x on both sides we get

Pdx d y
R µ ¶ R
e + P y = Qe P d x .
dx
d R R
∴ (ye P d x ) = Qe P d x .
dx
By integrating on both sides we have

d
Z R Z R
(ye P d x )d x = Qe P d x d x + c.
dx
R Z R
∴ ye P d x d x = Qe P d x d x+c, where c is an arbitrary constant. Which is the general solution of the given differentia
R
Remark 2.7. Here we R can solve the equation by multiplying the given differential equation by e P d x
and hence we call e P d x an integrating factor denoted by I. F then here I .F = e P d x . Therefore the
R

general formula for finding the solution of linear differential equation is given by
Z
y(I .F.) = Q(I .F.)d x + c.

dy
Examples 2.8. (1) Solve: (x + 1) d x + 2y = 1.
Solution: To convert the given differential equation in general form of the linear differential equation
we divide both side by (x + 1).
dy 2 1
∴ + y= .
dx x +1 x +1
2 1
Compare this with equation (2.13) we get P = x+1 and Q = x+1 .
2
R R
Pdx dx
∴e =e x+1 = e 2 log(x+1) = (x + 1)2 .

Now we know the general formula for finding the solution of differential equation is
R Z R
Pdx
ye = Qe P d x d x.

By substitutes values we get


1
Z
2
y(x + 1) = (1 + x)2 d x + c.
1+x
x2
Z
y(x + 1)2 = (x + 1)d x + c = + x + c.
2
x2
y(x + 1)2 = + x + c. Which is a general solution.
2

(2) Solve: (1 + y 2 )d x = (tan−1 y − x)d y.


2.5. BERNOULLI’S DIFFERENTIAL EQUATIONS. 13

In the given differential equation the term containing x is 1 with degree 1. Therefore the equation can
be converted to a differential equation which is linear in x given by dd xy + P x = Q.

dx 1 tan−1 y
∴ + x =
d y 1 + y2 1 + y2

1 tan−1 y
Comparing this equation with general form we get, P = 1+y 2
and Q = 1+y 2
.

1
R
dy −1
R
Pd y y
∴ I .F = e =e 1+y 2 = e tan .
R R
Pd y Pd y
R
Now put this value in general formula given by xe = Qe d y we get

tan−1 y tan−1 y
Z
−1
y
xe tan = e dy +c
1 + y2
dy
where c is an arbitrary constant. Now for right hand side integration we take tan−1 y = t , 1+y 2
= d t we
get Z
−1
y
∴ xe tan = t e t d t + c.

By integrating by parts we get Z


tan−1 y t
xe = te − 1e t d t + c.
−1 −1
y y
∴ xe tan = (tan−1 y − 1)e tan +c
which is a general solution.

2.5 Bernoulli's dierential equations.


dy
Definition 2.9. A differential equation of the form dx + P y = Q y n , n ∈ R \ {0} is said to be Bernoulli’s
differential equation

In order to solve Bernoulli’s differential equation we will use the method of solving linear differential
equation. Bernoulli’s differential equation is given by

dy
+ P y = Q y n , n ∈ R \ {0}. (2.15)
dx
dy
Divide both sides by y n we get y −n d x + y 1−n P = Q. Now multiply by (1 − n) both sides we get

dy
(1 − n)y −n + (1 − n)y 1−n P = (1 − n)Q. (2.16)
dx
dv dy
Now put v = y (1−n) and dx = (1 − n)y −n d x in equation (2.16) we get

dv
+ (1 − n)P v = (1 − n)Q (2.17)
dx
14 CHAPTER 2. DIFFERENTIAL EQUATIONS OF FIRST ORDER AND FIRST DEGREE.

Which is linear in variable v and can be solved by method of linear differential equation. Hence
substitute R R
∴ I .F. = e P d x = e (1−n)P d x
R R
in equation ve P d x = Qe P d x + c
R

R Z R
∴ ve (1−n)P d x = (1 − n)Qe (1−n)P d x d x + c

R Z R
1−n (1−n)P d x (1−n)P d x
∴y e = (1 − n)Qe d x + c.

where c is an arbitrary constant . Which is a general solution.


dy
Examples 2.10. (1)Solve: x d x + y = x 3 y 6
Solution: The given differential equation is not linear in x also not linear y. To convert it into Bernoulli’s
form we divide the equation by x y 6 we get

dy 1
y −6 + y −5 = x 2 . (2.18)
dx x
dy
∴ put y −5 = v and −5y −6 d x = dd vx in equation (2.18) we get dv
− x5 v = −5x 2 which is linear in v. Hence
dx
comparing with general form of linear differential equation we get P = − x5 and Q = −5x 2 . Now
−5
R R
Pdx dx
I .F. = e =e x = x −5 .

Now formula for solution is given by


R Z R
Pdx Pdx
ve = Qe dx +c

where c is an arbitrary constant.


Z
∴ y −5 x −5 = −5x 2 x −5 d x + c

5
∴ y −5 x −5 = x −2 + c, where c is an arbitrary constant. Which is a general solution.
2

dy
(2) Solve: x d x − y = y 2 log x.
Solution: To convert this equation in form of Bernoulli’s differential equation we divide both sides by x
we get
dy 1 log x 2
− y= y .
dx x x
dy
Now comparing with the general form of Bernoulli’s differential equation dx + P y = Q y n , we get P =
log x
− x1 ;Q = x with n = 2. Therefore the solution is given by
R Z R
1−n (1−n)P d x
y e = (1 − n)Qe (1−n)P d x + c.
2.5. BERNOULLI’S DIFFERENTIAL EQUATIONS. 15

log x
Z
∴ y −1 x =xd x + c. −1
x
1
Z Z
∴ − log xd x + c =⇒ −[log xx − xd x] + c.
x
∴ x = y(c + x − x log x). Which is a general solution of the given differential equation.
dy
Remark 2.11. The general form of Bernoulli’s differential equation dx + P y = Q y n ; n ∈ R \ {0} is given
by
dy
f 0 (y) + f (y)P = Q.
dx
dy
In order to solve this we put u = f (y) we get dd ux = f 0 (y) d x in general form we get du
dx + Pu = Q, which is
linear differential equation. Let us see the following examples to understand.
dy
Examples 2.12. (1) Solve: sin y d x + x cos y = x.
du dy
Solution: Here u = cos y and dx = − sin y d x . Substitute these values in given differential equation we
get
du
− xu = −x.
dx
Which is linear differential equation in variable v. Therefore solution is given by
Z
u(I .F.) = Q(I .F.)d x + c.

Z
−x 2 −x 2
ue 2 = (−x)e 2 d x + c.

1 x2
cos y = + ce 2 . Which is a general solution.
2
dy y y
(2) Solve: d x + x log y = x (log y)2 .
Solution: Divide both sides by y we get

1 dy 1 1
+ log y = (log y)2 .
y dx x x

1 dy du
Now put u = log y, we get y dx = dx . Substitute these values in above equation we get

d u u u2 1 du 1 1 1
+ = =⇒ 2 + =
dx x x u dx x u x
1
. Which is in the form of Bernoulli’s differential equation. By putting u = t and solving it we get
(log y)−1 = 1 + cx which is general solution of given differential equation.

Exercise-III

Identify type of the following differential equations and solve them.


16 CHAPTER 2. DIFFERENTIAL EQUATIONS OF FIRST ORDER AND FIRST DEGREE.

dy
1. dx + y cos x = sin x cos x (Ans: y = sin x + ce − sin x − 1.)

dy 2
2. dx + 2x y = 2x, also y = 3 when x = 0 obtain a particular solution. (Ans: y = 1 + ce −x and P.S.
2
isy = 1 + 2e −x .)

dy
3. dx + y tan x = sec x. (Ans: y = sin x + c cos x.)

dy
4. cos2 x d x + y = tan x. (Ans: y = tan x − 1 + ce − tan x .)

−1
x
5. (1 + x 2 )d y = (tan−1 x − y)d x. (Ans: y = tan−1 x − 1 + ce − tan .)

dy x2 x 2
6. x d x + 2y = x 2 log x. (Ans: y = 4 log x − 16 + c x −2 .)

dy
7. dx + y cot x = 5e cos x . (Ans: y sin x = −5e cos x+c .)

+ 2y tan x = sin x,also obtain particular solution with y = 0 when x = π3 .


dy
8. dx (Ans: y sec2 x =
sec x + c; P.S = y sec2 x = sec x − 2)

dy
9. (x + 2y 3 ) d x = y. (Ans: x = y 3 + c y.)

dy
10. x log x d x + y = 2 log x. (Ans: y log x = (log x)2 + c.)

dy
11. dx + y tan x = y 3 sec x. (Ans: cos2 x = y 2 (c + 2 sin x))

dy −y 2
12. x y(1 + x y 2 ) d x = 1. (Ans: x1 = (2 − y 2 ) + ce 2 .)

dy cos x
(Ans: y 2 = cos2 x c + log tan x4 + x2 .)
£ ¡ ¢¤
13. dx + y tan x = y .

dy
14. sec2 y d x + x tan y = x 3 . (Ans: tan y = x 3 − 3x 2 + 6x − 6 + ce −x .)

−x 2
15. (x 3 y 3 + x y)d x = d y. (Ans: y −1 = 2 − x 2 + ce 2 .)

dy
16. dx + y cos x = y 3 sin 2x. (Ans: y −2 = 2 sin x + 1 + ce 2 sin x .)

dy p
17. x d x = y − y. (Ans: 4c 2 x = (y − 1 − c 2 x)2 .)

dy
18. x 3 d x − x 2 y + y 4 = 0. (Ans: y 3 (3x + c) = x 3 .)

dy
19. dx + y log y = x ye x . (Ans: x log y = (x − 1)e x + c.)
2.6. EXACT DIFFERENTIAL EQUATIONS. 17

2.6 Exact dierential equations.


Definition 2.13. A differential equation M (x, y)d x + N (x, y)d y = 0 is said to be exact if there exists a
function f (x, y) such that d [ f (x, y)] = Md x + N d y. That is,

∂f ∂f
dx + d y = Md x + N d y.
∂x ∂y

In other words if a differential equation can be obtain by direct differentiation of its solution, then we
call it an exact differential equation.

Necessary and Sufficient Condition for differential equation M (x, y)d x + N (x, y)d y = 0 to be exact:

Theorem 2.14. The necessary and sufficient condition for the differential equation M (x, y)d x+N (x, y)d y =
0 to be exact is
∂M ∂N
= .
∂y ∂x
∂M ∂N
Where ∂y and ∂x denotes the partial derivatives of M and N with respect to y and x respectively.

In order to solve an differential equation of the type M (x, y)d x + N (x, y)d y = 0, first check the condi-
tion of exactness, ∂M ∂N
∂y = ∂x . If the condition satisfied, then the given differential equation is exact and
solution is given by
Z Z
¡ ¢
Md x + Terms in N which are independent of x d y = c.
y constant

Where c is an arbitrary constant.

Examples 2.15. (1)Solve: (x 2 − a y)d x + (y 2 − ax)d y = 0.


Solution: Here M (x, y) = x 2 − a y and N (x, y) = y 2 − ax

∂M ∂N
∴ = −a and = −a.
∂y ∂x

Therefore the given differential equation is an exact differential equation. The solution is given by
Z Z
¡ ¢
Md x + Terms in N which are independent of x d y = c.
y constant

Z Z
2
∴ (x − a y)d x + y 2d y = c
y constant

x3 y3
∴ − ayx + = c.
3 3
x 3 + y 3 − 3ax y = 3c. Which is a general solution.
18 CHAPTER 2. DIFFERENTIAL EQUATIONS OF FIRST ORDER AND FIRST DEGREE.

dy y cos x+sin y+y


(2) Solve: d x + sin x+x cos y+x = 0.
Solution: We write this equation in the form M (x, y)d x + N (x, y)d y = 0, we get (y cos x + sin y + y)d x +
(sin x + x cos y + x)d y = 0. and also M (x, y) = y cos x + sin y + y, N (x, y) = sin x + x cos y + x.

∂M ∂N
∴ = cos x + cos y + 1 = .
∂y ∂x

Therefore the given differential equation is an exact differential equation. The solution is given by
Z Z
¡ ¢
Md x + Terms in N which are independent of x d y = c.
y constant
Z Z
∴ (y cos x + sin y + y)d x + 0d x = c.
y constant

∴ y sin x + x sin y + y x = c. Which is a general solution .

Remark 2.16. If condition ∂M ∂N


∂y 6= ∂x , then the given differential equation is not exact. In this case, if
there exist some function f (x, y) of two variables such that

f (x, y)[M (x, y)d x + N (x, y)d y = 0]

become exact, then f (x, y) is called an integrating factor denoted by I .F. For example, the differential
dy dy
equation x d x + 2y + 3x = 0 is not exact, but by multiplying with x we getx 2 d x + 2y x + 3x 2 = 0 which is
an exact differential equation. Thus, here integrating factor is x.

Rules for Integrating factor for M (x, y)d x + N (x, y)d y = 0:

1. If M (x, y)d x + N (x, y)d y = 0 is homogeneous differential equation with M x + N y 6= 0, then


1
integrating factor will be M x+N y.

∂M
∂y
− ∂N
∂x
R
f (x)d x
2. If N is only function of x say f (x), then e will be an integrating factor.
∂M
∂y
− ∂N
∂x
R
g (y)d y
3. If M is only function of y say g (y), then e will be an integrating factor.

4. If given differential equation is of the form f 1 (x, y)yd x + f 2 (x, y)xd y = 0, then integrating factor
1
will be M x−N y , where M x − N y 6= 0.

Examples 2.17. (1) Solve:(x 2 + y 2 + 2x)d x + 2yd y = 0.


Solution: Comparing the given differential equation with M (x, y)d x + N (x, y)d y = 0, we get M (x, y) =
x 2 + y 2 + 2x and N (x, y) = 2y. Here ∂M ∂N
∂y 6= ∂x , therefore the given differential equation is not exact.
∂M
∂y
− ∂N
∂x
R
f (x)d x
Notice that, N = 1 which is only function of x say f (x). Hence I .F. = e = ex.

∴ I .F [(x 2 + y 2 + 2x)d x + 2yd y = 0] which is now reduced to an exact differential equation.


2.6. EXACT DIFFERENTIAL EQUATIONS. 19

Now, e x [(x 2 + y 2 + 2x)d x + 2yd y] = d ((x 2 + y 2 )e x ) = 0


Thus, the solution is e x [(x 2 + y 2 + 2x)d x + 2yd y] = d ((x 2 + y 2 )e x ) = c, where c is an arbitrary con-
R R

stant. ∴ (x 2 + y 2 )e x = c is a general solution.


(2) Solve: (x y sin(x y) + cos(x y))yd x + (x y sin(x y) − cos(x y))xd y = 0.
Solution: Comparing the given differential equation with M (x, y)d x + N (x, y)d y = 0, we get M (x, y) =
(x y sin(x y) + cos(x y))y and N (x, y) = (x y sin(x y) − cos(x y))x. Here ∂M 2 2
∂y = x y cos(x y) + y x sin(x y) −
y x sin(x y) + cos(x y) 6= x 2 y 2 cos(x y) + 3y x sin(x y) − cos(x y) = ∂N
∂x , therefore the given differential equa-
tion is not exact. Notice that, it is of the form f 1 (x, y)yd x + f 2 (x, y)xd y = 0, therefore integrating factor
1 1
will be M x−N y = 2x y cos(x y) , where M x − N y 6= 0.

1
∴ I .F.[M (x, y)d x + N (x, y)d y] = [(x y sin(x y) + cos(x y))yd x + (x y sin(x y) − cos(x y))xd y]
2x y cos(x y)
is now reduced to exact differential equation. Thus, solution is given by,
y 1 1
Z Z
tan(x y) + dx − d y = log c,
y constant 2 2x 2y
where c is an arbitrary constant.
y log sec(x y) 1 1
∴ + log x − log y = log c.
2 y 2 2
x
∴ log sec(x y) + log = 2 log c
y
x = c 0 y cos(x y), which is a general solution.
(3)Solve: x 2 yd x − (x 3 + y 3 )d y = 0.
Solution: Comparing the given differential equation with M (x, y)d x + N (x, y)d y = 0, we get M (x, y) =
x 2 y and N (x, y) = −(x 3 + y 3 ). Here ∂M 2 2 ∂N
∂y = x 6= −3x = ∂x , therefore the given differential equation is
not exact. Notice that given differential equation is homogeneous differential equation. Hence, I .F =
1 −1
M x+N y = y 4 .
−1
∴ I .F.[M (x, y)d x + N (x, y)d y] = 4 [x 2 yd x − (x 3 + y 3 )d y]
y
is now reduced to exact differential equation. The solution is given by

−x 2 1
Z Z
dx + d y = log c,
y y
y constant

where c is an arbitrary constant.


−x 3
∴ + log y = log c.
3y 3
−x 3
∴ log y = log c +
3y 3
x3
∴ y = ce 3y 3 , which is a general solution.
Exercise-IV

1. Check the exactness of the following differential equations and solve it.

1. (x 4 − 2x y 2 + y 4 )d x − (2x 2 y − 4x y 3 + sin y)d y. (Ans: x 5 − 5x 2 y 2 + 5y 4 x + 5 cos y = c.)

2. (sin x cos y + e x )d x + (cos(x y)x 2 + e y )d y = 0. (Ans: e x − cos x cos y + tan y = c.)

3. (x y cos(x y) + sin(x y))d x + (cos x sin y + sec2 y)d y = 0. (Ans: x sin(x y) + e y = c.)

4. (2x y + y + − tan y)d x + (x 2 − x tan2 y + sec2 y)d y = 0. (Ans: x 2 y + x y − x tan y + tan y = c.)

2 2 2
5. (y 2 e x y + 4x 3 )d x + (2x ye x y − 3y 2 )d y = 0. (Ans: e x y + x 4 − y 3 = c.)

6. (x 2 + y 2 − a 2 )xd x + (x 2 − y 2 − b 2 )yd y = 0. (Ans: x 4 + 2x 2 y 2 − y 4 − 2a 2 x 2 − 2b 2 y 2 = c.)

7. y sin 2xd x = (1 + y 2 + cos2 x)d y. (Ans: 3y cos 2x + 6y + 2y 3 = c.)

2x y 2 −3x 2
8. y3
d x + y4 d y = 0. (Ans: x 2 − y 2 = c y 3 .)

y 1 + x1 + cos y d x + (x + log x − x sin y)d y. (Ans: y(x + log x) + x cos y = c.)


£ ¡ ¢ ¤
9.

10. (sin x sin y + sec2 x)d x + (tan2 y − cos x cos y)d y = 0. (Ans: tan x − cos x sin y + tan y − y = c.)

2. Solve the following differential equations using integrating factor.

1. (x y sin(x y) + cos(x y))yd x + (x y sin(x y) − cos(x y))xd y = 0. (Ans: x = c y cos x y.)

x3
2. x 2 yd x − (x 3 + y 3 )d y = 0. (Ans: y = ce 3y 3 .)

3. (y + y 2 − y 3 )d x − (x + x y 2 − y)d y = 0. (Ans: x + x y + y log y − x y 2 = c y.)

x
4. yd x + (y − x)d y = 0. (Ans: ye y = c.)

5. (x 2 y − 2x y 2 )d x + (3x 2 y − x 3 )d y = 0. (Ans: x − 2y log x + 3y log y = c y.)

20
21

Index 3
Dierential Equation of First order
and Higher degree.

The general form of differential equation of first order and higher degree is

¶n ¶n−1 ¶n−2
dy dy dy dy
µ µ µ
+ P1 + P2 + . . . + P n−1 + P n = 0.
dx dx dx dx

dy
Where each P i is a function of x and y. If dx = p, then the general form reduces to

p n + P 1 p n−1 + P 2 p n−2 + . . . + P n−1 p + P n = 0.

Hence it also can be written as F (x, y, p) = 0. In this chapter we study following methods of solving
differential equation of first order and higher degree.
Method of solving differential equation of the form F (x, y, p) = 0.

1. Differential equations which are solvable for p.

2. Differential equations which are solvable for x.

3. Differential equations which are solvable for y.

4. Clairaut’s differential equations.

5. Lagrange’s differential equations.


22 INDEX 3. DIFFERENTIAL EQUATION OF FIRST ORDER AND HIGHER DEGREE.

3.1 Dierential equations which are solvable for p .


Suppose we can write the differential equation F (x, y, p) = 0 of degree n in the form

(p − f 1 (x, y))(p − f 2 (x, y))(p − f 3 (x, y)) · · · (p − f n (x, y)) = 0. (3.1)

Now comparing each factor with zero we get p − f i (x, y) = 0, where i = 1, 2, . . . , n. Which is linear differ-
ential equation. Suppose solution of p − f i (x, y) = 0 is given by F i (x, y, c i ) = 0. Where c i is an arbitrary
constant. Instead of taking different c i ’s in the general solution of p − f i (x, y) = 0 if we take only one c
in all, then it makes no difference in general solution. Therefore general solution p − f i (x, y) = 0 will be
F i (x, y, c) = 0. Then general solution of equation (3.1) is given by F 1 (x, y, c)F 2 (x, y, c) · · · F n (x, y, c) = 0.
Thus, differential equation of n degree and first order having linear factor p − f i (x, y) = 0 are known
as solvable for p.

Examples 3.1. (1)Solve: x y p 3 + (x 2 − 2y 2 )p 2 − 2x y p = 0


Solution: The given differential equation is of degree 3 and therefore it has three linear factor.

p[x y p 2 + (x 2 − 2y 2 )p − 2x y] = 0.

∴ p[x y p 2 + x 2 p − 2y 2 p − 2x y] = 0.
∴ p(xp − 2y)(y p + x) = 0.
Comparing these three linear factor with zero we get

1. p = 0 =⇒ y − c = 0.
dy
2. xp − 2y = 0 =⇒ y = 2 dxx =⇒ y = c x 2 .

3. y p + x = 0 =⇒ yd y + xd x = 0 =⇒ x 2 + y 2 − 2c = 0.

Therefore, the general solution is given by multiplying these three solutions of linear factors of given
equation. ∴ (y − c)(y − cx 2 )(x 2 + y 2 − 2c) = 0. Which is a general solution.
dy y
(2)Solve: d x − dd xy = xy − x .
dy x y
Solution: put p = dx we get p − p1 = y − x.

y x
µ ¶
∴ p2 + p − − 1 = 0.
x y

y´ x
³ µ ¶
∴ p+ p− = 0.
x y
Now comparing the linear factors with zero we get
dy y
1. dx + x = 0 =⇒ xd y + yd x = 0. =⇒ d (x y) = 0 =⇒ x y = c
dy y
2. dx − x = 0 =⇒ xd y − yd x = 0. =⇒ x 2 − y 2 = c
3.2. DIFFERENTIAL EQUATIONS WHICH ARE SOLVABLE FOR y. 23

Thus, the general solution can be obtained by multiplying the general solutions of the linear factors of
given differential equation.
(x y − c)(x 2 − y 2 − c) = 0.

Which is a general solution.

Exercise-V

Solve the following differential equations.

1. p 2 − (x + 3y)p + 2y(x + y) = 0. (Ans. (y − ce −2x )(x + y − 1 − ce x ) = 0.)

2. p 2 − 7p + 10. (Ans. (y − 5x − c)(y − 2x − c) = 0.)

3. p(p + y) = x(x + y). (Ans. (2y − x 2 + c)(y + x + ce −x − 1) = 0.)

4. y p 2 + (x − y)p − x. (Ans. (x − y + c)(x 2 + y 2 + c) = 0.)

5. p 3 + 2xp 2 − y 2 p 2 − 2x y 2 p = 0. (Ans. (y − c)(y + x 2 − c)(x y + c y + 1) = 0.)

6. p 2 + 2p y cot x − y 2 = 0. (Ans. y(1 ± cos x) = c.)

7. x 2 p 2 + x y p − 6y 2 = 0. (Ans. (y − c x 2 )(x 3 y − c) = 0.)

8. y 2 p 2 − x 2 = 0. (Ans. (x 2 + y 2 + c)(x 2 − y 2 + c) = 0.)

9. p 2 + 2p cos 2x − sin2 x = 0. (Ans. (2y + 2x + sin 2x + c) = 0.)

3.2 Dierential equations which are solvable for y .


If the differential equation of the form F (x, y, p) = 0 can be written as y = f (x, p) = 0, then it is said to
be solvable for y . In order to solve these types of differential equation we differentiate with respect to
x we get
dy ∂f ∂f dp dp
µ ¶
=p= + = F x, p, . (3.2)
dx ∂x ∂p d x dx
Which is in variable p and x. Hence its solution is given by g (x, p, c) = 0. By eliminate p from equation
(3.2) and g (x, p, c) we get function φ(x, y, c) which will be the general solution of the given differential
equation. If it is not possible to eliminate p, then general solution can be obtained by taking x =
F 1 (p, c) and y = F 2 (p, c). Where c is an arbitrary constant. Let us see following examples to understand
this method.

Examples 3.2. (1).Solve: xp 2 − 2y p + ax = 0


Solution: Here, y = 12 xp + 12 ax
p ; by differentiating with respect to x we get

dy 1 1 dp a ax d p
= p+ x + − .
dx 2 2 d x 2p 2p 2 d x
24 INDEX 3. DIFFERENTIAL EQUATION OF FIRST ORDER AND HIGHER DEGREE.

ax d p 1 a
µ ¶
1 1
∴p= p+ x− 2 + .
2 2 p dx 2 p
ax d p a dp dp
µ ¶
p= x− 2 + =⇒ p 3 − p 2 x + ax − ap = 0.
p dx p dx dx
dp
µ ¶
3
∴ (p − a) p − x = 0.
dx
dp
∴ p −x = 0 or p 3 − a = 0.
dx
dp dx
∴ = =⇒ log p = log x + log c.
p x
∴ p = c x.
Now, substitute p = cx in y = 12 xp + 21 ax 1 2 1a
p we get, y = 2 c x + 2 c . Which is a general solution.
3
(2) xp − y + x 2 = 0.
Solution:The given equation can be express in the form y = f (x, p). Therefore it is solvable for y. y =
3
xp + x 2 . Differentiate with respect to x we get,

dy dp 3 1
= p +x + x2.
dx dx 2
dp 3 1 dp 3
∴ p = p +x + x 2 =⇒ + p = 0.
dx 2 dx x
3 dx p
Z Z
∴ dp + p = c =⇒ p + 3 x = c.
2 x
p
∴ p = c − 3 x.
3
Now to eliminate p, substitute its value in equation y = xp + x 2 we get,
3
y = cx − 2x 2 . Which is general solution.

(3) Solve: x + 2(xp − y) + p 2 = 0.


Solution: The given equation can be express in the form y = f (x, p). Therefore it is solvable for y.
y = 21 x + xp + 12 p 2 . Differentiate with respect to x we get,

dy 1 dp dp
= p = +p +x +p .
dx 2 dx dx
dp 1
∴ (x + p) + = 0.
dx 2
dp du
Now put x + p = u we get 1 + d x = dx .

du
µ

1
∴u − 1 + = 0.
dx 2
3.3. DIFFERENTIAL EQUATIONS WHICH ARE SOLVABLE FOR x. 25

d u 2u − 1 2u
∴ = =⇒ d u = d x.
dx 2u 2u − 1
Z µ ¶ Z
1
∴ 1+ + d x + c.
2u − 1
1
∴ u + log(2u − 1) = x + c.
2
1
∴ x + p + log(2x + 2p − 1) = x + c.
2
1
∴ 2p + log(2x + 2p − 1) = c.
2
∴ 2x + 2p − 1 = e 2p−c .
1
∴ x = e 2p−c + 1 − p.
2
Here we can not eliminate p from above equation. Hence, the general solution can be obtained from
y = 12 x + xp + 12 p 2 and x = 12 e 2p−c + 1 − p.

3.3 Dierential equations which are solvable for x .


If the differential equation of the form F (x, y, p) = 0 can be written as x = f (y, p) = 0, then it is said to
be solvable for x . In order to solve these types of differential equation we differentiate with respect to
y we get
dx ∂f ∂f dp dp
µ ¶
=p= + = F x, p, . (3.3)
dy ∂y ∂p d y dy
Which is in variable p and y. Hence its solution is given by g (y, p, c) = 0. By eliminate p from equation
(3.3) and g (y, p, c) we get function φ(x, y, c) which will be the general solution of the given differential
equation. If it is not possible to eliminate p, then general solution can be obtained by taking x =
F 1 (p, c) and y = F 2 (p, c). Where c is an arbitrary constant. Let us see following examples to understand
this method.

Examples 3.3. (1)Solve: y 2 p 2 − 3xp + y = 0. ³ ´


1 y
Solution: The given differential equation is of the form x = f (y, p), where f (y, p) = 3 p + y 2 p . Now
differentiate with respect to y we get

dx 1 1 y dp dp
∴3 =3 = − 2 + 2y p + y 2 .
dy p p p dy dy

y dp
µ ¶
2 2
∴ 2y p − + y − 2 = 0.
p p dy
dp
∴ 2p(y p 2 − 1) + y(y p 2 − 1)= 0.
dy
dp
µ ¶
2
∴ (y p − 1) 2p + y = 0.
dy
26 INDEX 3. DIFFERENTIAL EQUATION OF FIRST ORDER AND HIGHER DEGREE.

dp
We ignore y p 2 − 1 = 0 we get and consider 2p + y d y = 0.

dp dy
∴ +2 = 0.
p y

∴ log p + 2 log y = log c.


c
∴ p y 2 = c =⇒ p = .
y2
Hence, substitute value of p we get y 3 − 2c x + c 2 = 0. Which is a general solution. (2)Solve:x = p + p1 .
Solution: It is easy too see that this differential equation is solvable for x. By differentiating with respect
to y we get
dx 1 dp 1 dp
∴ = = − 2 .
dy p dy p dy
µ 2
1 dp p −1
µ ¶ ¶
1
∴ = 1− 2 =⇒ d p = d y.
p p dy p
Z µ ¶
1
Z
∴ p− d p = d y + c.
p
p2
∴y= − log p + c.
2
Where c is an arbitrary constant. Here, it is difficult to eliminate p. Therefore, general solution can be
p2
obtained by taking x = p + p1 ; y = 2 − log p + c.

Exercise-VI

1. y = (1 + p)x + p 2 . (Ans:x = −2p + 2 + ce −p ; y = 2 − p 2 + c(1 + p)e −p .)


p p
2. xp − y + x. (Ans:y = cx + 2 x.)

3. y = 2p + 3p 2 . (Ans:x = 2p + 3p 2 ; y = 2 log p + 3p + c.)

4. y + px = p 2 x 4 . (Ans:x y = c 2 x − c.)

5. y 2 p 2 − 3xp + y = 0. (Ans:y 3 − 3c x + c 2 = 0.)

6. y = 2px − p 2 . (Ans:x = 32 p + cp −2 ; y = 13 p 2 + 2c
p .)

7. y 2 + p 2 = 0. (Ans:y = ± sin(x + c).)

8. p 2 y + 2px = y. (Ans:y 2 = 2cx + c 2 .)


p
9. y − 2px = tan−1 p. (Ans:2 cx + tan−1 c.)

10. xp 2 − y p − y = 0. (Ans:c(1 + p)e p ; y = c p 2 c p .)

11. y = x + a tan−1 p. (Ans:x + c = a2 log(p − 1) − 21 log(1 + p 2 ) − tan−1 p ; y = x + a tan−1 p.)


£ ¤
3.4. CLAIRAUT’S DIFFERENTIAL EQUATIONS. 27

· q ¸
a
12. x 2 = a 2 (1 + p 2 ). (Ans:x = a
p p p
1 + p 2; y = 2 p 1 + p 2 − log(p + p+ p 2 + 1) + c.)

1 p2
13. p 2 = (p − 1)y. (Ans:x = log(p − 1) + p−1 + c; y = p−1 .)

p p 1
14. x = 1+p 2
+ tan−1 p. (Ans:x = x = 1+p 2
+ tan−1 p; y = c − 1+p .)

15. p 2 − 4x y p + 8p 2 = 0. (Ans:c(c − 4x)2 = 64y.)

3.4 Clairaut's dierential equations.


Definition 3.4. A differential equation of the form y = px + f (p) is known as Clairaut’s differential
equation.

It is easy to see that Clairaut’s differential equation y = px + f (p) is solvable for y. Hence, in order to
solve we differentiate with respect to x on both sides we get,

dy dp dp
= p = p +x + f 0 (p) .
dx dx dx

dp
=⇒ ( f 0 (p) + x) = 0.
dx
dp
=⇒ = 0 or x + f 0 (p) = 0.
dx
dp dy
By taking the case d x = 0 we get p = d x = c. Where c is an arbitrary constant. Thus, by eliminating
p from Clairaut’s equation we have the family of straight lines given by y = c x + f (c), as the general
solution of Clairaut’s differential equation. The later case x + f 0 (p) = 0 defines only one solution y(x)
, so-called singular solution, whose graph is the envelope of the graphs of the general solutions. The
singular solution is usually represented using parametric notation, as (x(p), y(p)), where p represents
dy
dx .

Examples 3.5. (1) Solve: x 2 (y − px) = y p 2 .


Solution: The given differential equation is not Clairaut’s differential equation, but by taking x 2 = u
and y 2 = v we can convert it into the Clairaut’s form. x 2 = u =⇒ 2xd x = d u, and y 2 = v =⇒ 2yd y =
y dy
d v. ∴ x d x = dd uv =⇒ p = xy dd uv . Now given equation reduces to

x2 d v x2 d v 2
µ ¶ µ ¶
x2 y − =y 2 .
y du y du

dv dv 2
µ ¶
y 2 − x2 = .
du du
dv dv 2
µ ¶
v =u + .
du du
28 INDEX 3. DIFFERENTIAL EQUATION OF FIRST ORDER AND HIGHER DEGREE.

dv
Which is Clairaut’s differential equation. Hence, the general solution can be obtained by taking du = c.
Hence v = cu + c 2 and y 2 = cx 2 + c 2 is the general solution.
(2) Solve: sin px cos y = cos px sin y + p.
Solution: The given differential equation is not of the Clairaut’s form. Notice that,

sin px cos y − cos px sin y = p =⇒ sin(px − y) = p

.
px − y = sin−1 p.
y = px + sin−1 p, which is in Clairaut’s form.
p = c =⇒ y = c x + sin−1 c, which is a general solution.
(3)Solve: e 4x (p − 1) + e 2y p 2 = 0.
Solution: The given differential equation is not of the Clairaut’s form, but by taking e 2x = u and e 2y = v
we can convert it into Clairaut’s form.

dv dv 2
µ ¶
v =u + . Which is in Clairaut’s form.
du du
dv
= c =⇒ v = uc + c 2 =⇒ e 2y = ce 2x + c 2 . Which is a general solution.
du

3.5 Lagrange's dierential equation.


Definition 3.6. A differential equation of the form y = x f (p)+F (p) is known as Lagrange’s differential
equation.

It is easy to see that Lagrange’s differential equation is solvable for y. Hence, in order to solve this
differential equation we differentiate with respect to x on both sides we get
dy dp dp
= p = f (p) + x f 0 (p) + F 0 (p) .
dx dx dx
dp
∴ p − f (p) = [x f 0 (p) + F 0 (p)] .
dx
d x x f 0 (p) + F 0 (p)
∴ = .
dp p − f (p)
dx f 0 (p) F 0 (p)
∴ = x+ .
d p p − f (p) p − f (p)
dy
Which is linear in x and p. So it can be solved by method of linear differential equation dx + P y = Q,
where P and Q are functions of x only.

Remark 3.7. 1. An equation of the form x = y f (q)+F (q), where q = dd xy is also known as Lagrange’s
differential equation and also can be solved by using method to solve differential equation which
are solvable for x.
3.5. LAGRANGE’S DIFFERENTIAL EQUATION. 29

2. By taking f (p) = p in Lagrange’s differential equation we get Clairaut’s differential equation.


Thus, Clairaut’s differential equation is a particular case of Lagrange’s differential equation.

Examples 3.8. (1)Solve: y = 2px − 13 p 2 .


Solution: The given differential equation is solvable for y. In order to solve we differentiate with respect
to x on both sides we get,
dy dp 2 dp
= p = 2p + 2x − p .
dx dx 3 dx
1 dp dx
µ ¶ µ ¶
1
∴ −p = 2 x − p =⇒ p + 2 x − p = 0.
3 dx dp 3
dx 2 2
∴ + x= .
dp p 3
Which is linear in variables x and p. Thus, solution can be obtained by,
Z
x(I .F.) = Q(I .F.)d x + c

2
R
dp
Where I .F. = e p = e 2 log p = p 2 and Q = 32 .

2 2 2 p3
Z
∴ xp 2 = p dp +c = + c. Where c is an arbitrary constant.
3 3 3
2 c
∴x= p+ .
9 p2
c
Substitute this value of x in given equation we get y = 19 p 2 + 2c 2 1 2 2c
p . Hence, x = 9 p + p 2 and y = 9 p + p is
a general solution.

Exercise:VII

Solve the following differential equation.

1. y = px + p − p 2 . (Ans:y = cx + c − c 2 .)

2. y = px + m m
p .(Ans:y = cx + c .)

3. y = xp − p 2 + log p.(Ans:y = cx − c 2 + log c.)


2
c
4. (x − a)p 2 + (x − y)p − y = 0.(Ans:y = c x − a c+1 .)

5. y 2 p 3 − 2xp + y = 0.(Ans:y 2 = cx − 18 c 3 .)

6. x + y p = a + bp.(Ans:x 2 + y 2 = 2(ax + b y + c).)


2p p2
7. p 2 − 6px + 3y = 0. (Ans:x = 9 + p3c2 ; y = 9 + 6c
p .)

1+p 2 p 2 +2p−1
³ ´
2
8. x + y = 1−p . (Ans:x = (1−p)2
+ k; y = (1−p)2
− k.)
1 p2
9. p 2 = (p − 1)y(Ans:x = log(p − 1) + p−1 + c; y = p−1 .)

10. e 3x (p − 1) + p 3 e 2y = 0.(Ans:e y = ce x + c 3 .)

11. (px − y)(x − p y) = 2p.(Hint: x 2 = u, y 2 = v). (Ans:c 2 x 2 − c(x 2 + y 2 − 2) + y 2 = 0.)


p
12. p 3 − xp − y = 0.(Ans:x = 35 p 2 + pkp and y = 25 p 3 − k p.)

2
5c
13. p 2 (x − 5) + (2x − y)p − 2y = 0.(Ans:y = c x − c+4 .)

14. p 2 + 2p cos 2x − sin2 2x = 0.(Ans:(2y + 2x + sin 2x + c)(2y − 2x + sin 2x + c) = 0.)

y3p3
15. y 2 = x y p + x3
.(Hint: x 2 = u, y 2 = v).(Ans:y 2 = c x 2 + c 3 .)

c
16. y 2 (y − xp) = x 4 p 2 . (Hint: x = u1 , y = v1 ).(Ans: 1y = x + c 2 .)

Index 4
Higher Order Linear Dierential
Equation

Definition 4.1. If P 1 , P 2 , . . . , P n , X are functions of x or constants, then

d ny d n−1 y d n−2 y
+ P 1 + P 2 + · · · + Pn y = X (4.1)
d xn d x n−1 d x n−2

is called n t h order linear differential equation.

In equation (4.1) if X = 0, then equation is called homogeneous linear differential equation, otherwise
it said to be non-homogeneous differential equation.

30
31

Solution of linear equation (4.1) can be separated into two parts.


(a) P 1 , P 2 , . . . , P n are constants.
(b) P 1 , P 2 , . . . , P n are functions of x.

In this chapter we discuss the different methods to solve linear differential equation of type (a).

Theorem 4.2. If y 1 and y 2 are solutions of equation


d ny d n−1 y d n−2 y
+ P 1 + P 2 + · · · + Pn y = 0 (4.2)
d xn d x n−1 d x n−2
then c 1 y 1 + c 2 y 2 (= u) is also its solution, where c 1 and c 2 are arbitrary constants.

Proof. Since y = y 1 and y = y 2 are solution of (4.2),


d n y1 d n−1 y 1
+ P 1 + · · · Pn y1 = 0 (4.3)
d xn d x n−1
d n y2 d n−1 y 2
+ P 1 + · · · Pn y2 = 0 (4.4)
d xn d x n−1
n n−1
Then d (c 1 y 1 + c 2 y 2 ) d (c 1 y 1 + c 2 y 2 )
n
+ P1 + · · · P n (c 1 y 1 + c 2 y 2 )
dx d x n−1
µ n
d n−1 y 1
µ n
d y1 d y2 d n−1 y 2
¶ ¶
= c1 + P1 + · · · P n y 1 + c2 + P1 + · · · Pn y2
d xn d x n−1 d xn d x n−1
= c 1 (0) + c 2 (0) = 0 [by (4.3) and (4.4)]
dnu d n−1 u
i .e+ P 1 + · · · Pn u = 0 (4.5)
d xn d x n−1
This proves the theorem.

Since the general solution of n th order differential equation contains n arbitrary constants, it follows,
from the above, that if y 1 , y 2 , ..., y n are n solution of (4.2), then c 1 y 1 +c 2 y 2 +· · ·+c n y n (= u) is a solution
of (4.2). This solution is called the Complementary function (C.F.) of equation (4.2).
If we denote the complementary
Suppose that y = v be any particular solution of
dn y d n−1 y
n
+ k 1 n−1 + · · · k n y = X (4.6)
dx dx
where k 1 , k 2 , ...k n are arbitrary constants.
dnv d n−1 v
Then + k 1 + · · · kn v = X (4.7)
d xn d x n−1
d n (u + v) d n−1 (u + v)
Adding (4.5) and (4.7), we have + k 1 + · · · k n (u + v) = X
d xn d x n−1
This shows that y = u + v us the complete solution of (4.6). Here y = v is called the Particular solu-
tion(P.I.) of (4.6).
∴ The general solution (G.S.) of (4.6) is y = C.F. + P.I.
Thus in order to solve the equation (4.6), we have to first find the C. F. , and then the P. I. . For a
homogeneous differential equation the C. F. and G. S. will be same.
32 INDEX 4. HIGHER ORDER LINEAR DIFFERENTIAL EQUATION

4.1 Operator ‘D `
To find the solution of linear differential equation, operator ‘D ‘ play very important role.
‘D ’ is defined as follow
d d2 n dn
D= , D2 = , ..., D =
dx d x2 d xn
dy d2y dn y

= D y; = D 2 y, ..., = Dn y
dx dx 2 d xn
With this notation the equation (4.1) can be written as

(D n + P 1 D n−1 + · · · + P n )y = X i .e. f (D)y = X

where f (D) = D n + P 1 D n−1 + · · · + P n , i .e. a polynomial in D.


Thus the symbol D stands for the operation of differentiation and can be treated much the
same as an algebraic quantity i.e. f (D) can be factorized by ordinary rules of algebra and the factors
may be taken in any order.

4.2 Rule to nd the Complementary function:


Consider the equation
dn y d n−1 y
+ k 1 + · · · kn y = 0 (4.8)
d xn d x n−1
where k 1 , k 2 , ...k n are arbitrary constants.
Then this equation in symbolic form is (D n + k 1 D n−1 + · · · + k n )y = X . Its symbolic co-efficient
equated to zero i.e.
D n + k 1 D n−1 + · · · + k n = 0
is called the Auxiliary Equation (A.E.).
Since it is an n th order polynomial equation in terms of D, it has n roots say m 1 , m 2 , ..., m n .

Case : I If all the roots be real and different, then the G. S. of (4.8) is given by

y = c 1 e m1 x + c 2 e m2 x + · · · + c n e mn x

Case : II If two roots are equal (i .e. m 1 = m 2 ), then the G. S. of (4.8) is given by

y = (c 1 + c 2 x)e m1 x + · · · + c n e mn x

If, however, the A.E . has three equal roots (i .e. m 1 = m 2 = m 3 ), then the G. S. of (4.8) is given by

y = (c 1 + c 2 x + c 3 x 2 )e m1 x + · · · + c n e mn x

Case : III If one pair of roots be imaginary, i .e. m 1 = α + i β, m 2 = α − i β, then the G. S. of (4.8) is
given by
y = e αx (c 1 cos (βx) + c 2 sin (βx)) + c 3 e m3 x + · · · + c n e mn x
4.2. RULE TO FIND THE COMPLEMENTARY FUNCTION: 33

Case : IV If two pairs of imaginary roots be equal i .e. m 1 = m 2 = α + i β, m 3 = m 4 = α − i β, then the


G. S. of (4.8) is given by

y = e αx (c 1 + c 2 x) cos (βx) + (c 3 + c 4 x) sin (βx) + c 5 e m5 x + · · · + c n e mn x


¡ ¢

d2y d y
Example 4.3. Solve + − 2y = 0.
d x2 d x

Sol. Let D = ddx . Then given equation reduces to (D 2 + D − 2)y = 0.


Its A.E. is D 2 + D − 2 = 0, i .e. (D + 2)(D − 1) = 0 whence D = −2, 1.
Hence the G. S. is y = c 1 e −2x + c 2 e 1x .

d2y dy
Example 4.4. Solve +6 + 9y = 0.
d x2 dx

Sol. Let D = ddx . Then given equation reduces to (D 2 + 6D + 9)y = 0.


Its A.E. is D 2 + 6D + 9 = 0, i .e. (D + 3)2 = 0 whence D = −3, −3.
Hence the G. S. is y = (c 1 + c 2 x)e −3x .

Example 4.5. Solve (D 3 + D 2 + 4D + 4)y = 0.

Sol. Here the A.E . is D 3 + D 2 + 4D + 4 = 0 i .e.(D 2 + 4)(D + 1) = 0 ∴ D = −1, ±2i .


Hence the G. S. is y = c 1 e −x + e 0x [c 2 cos (2x) + c 3 sin (2x)] = c 1 e −x + c 2 cos (2x) + c 3 sin (2x)

d 4x
Example 4.6. Solve + 4x = 0.
dt4

Sol. Let D = ddt . Then given equation reduces to (D 4 + 4)x = 0.


Its A.E. is D 4 + 4 = 0.

∴ D 4 + 4D 2 + 4 − 4D 2 = 0
∴ (D 2 + 2)2 − (2D)2 = 0
∴ (D 2 + 2 + 2D)(D 2 + 2 − 2D) = 0
∴ D 2 + 2 + 2D = 0 or D 2 + 2 − 2D = 0
p p
−2 ± −4 2 ± −4
∴ D= or
2 2
∴ D = −1 ± i or D = 1 ± i

Thus the G. S. is y = e −t [c 1 cos (t ) + c 2 sin (t )] + e t [c 3 cos (t ) + c 4 sin (t )].

Exercise-I

Que :1 Solve the following differential equation.


34 INDEX 4. HIGHER ORDER LINEAR DIFFERENTIAL EQUATION

1. y 00 − 2y 0 + 10y = 0 Ans. y = e x [c 1 cos (3x) + c 2 sin (3x)]


−x
2. 4y 000 + 4y 00 + 4y 0 = 0 Ans. y = c 1 + (c 2 + c 3 x) e 2

d3y x
³ ³p ´ ³ p ´´
3. +y =0 Ans. y = c 1 e −x + e 2 c 2 cos 23 + c 3 sin 23
d x3
d3y d2y dy
4. −3 +3 −y =0 Ans. y = (c 1 + c 2 x + c 3 x 2 )e x
d x3 dx 2 dx
d4y d2y
5. + 8 2 + 16y = 0 Ans. y = (c 1 + c 2 x) cos (2x) + (c 3 + c 4 x) sin (2x)
d x4 dx
d4y pa x
³ ³ ´ ³ ´´
− pa x
³ ³ ´ ³ ´´
6. + a4 y = 0 Ans y = e 2 c 1 cos pa + c 2 sin pa +e 2 c 3 cos pa + c 4 sin pa .
d x4 2 2 2 2
4
d x
Que : 2 If = m 4 y, show that x = c 1 cos (mt ) + c 2 sin (mt ) + c 3 cosh (mt ) + c 4 sinh (mt ).
dt4 ³ ´
x −x
e x +e −x
Hint: Use sinh x = e −e 2 and cosh x = 2

4.3 Inverse Operator:


1
1. Definition: X is that function of x, not containing arbitrary constants which when oper-
f (D)
ated upon by f (D) gives X .
½ ¾
1
i .e. f (D) X =X
f (D)
1
Thus y = X satisfies the equation f (D)y = X and is, therefore, its particular integral.
f (D)

1 R
2. X = X dx.
D
1
Let X = y.
D
1 dy
Operating by D, D X = D y. i .e. X = dx .
D R
Integrating both the sides w.r.t. x, we get y = X d x.
1 R
Thus X = X d x.
D
1
X = eax Xe−ax dx.
R
3.
D−a
1
Let X = y.
D −a
1 dy
Operating by D − a, (D − a) X = (D − a)y. ⇒X = dx − a y.
D −a
dy
i.e. − a y = X , which is a linear equation in first order.
dx
So solution is ye −ax = X e −ax d x ⇒ y = e ax X e −ax d x.
R R
4.4. RULES FOR FINDING THE PARTICULAR INTEGRAL 35

1
X = y = e ax X e −ax d x.
R
Thus
D −a
1
Example 4.7. Find e 2x .
D 2 + 2D − 15
1 1
Sol. e 2x = e 2x
D 2 + 2D − 15 (D + 5)(D − 3)
1 1
= e 2x
(D + 5) (D − 3)
µ ¶
1 1
Z Z
= e 3x
e −3x e 2x d x ∵ X = e ax Xe −ax
d x.
(D + 5) D −a
1
=− e 2x
(D + 5)
Z
= −e −5x e 5x e 2x d x
1
= − e 2x
7

4.4 Rules for nding the Particular Integral


dn y d n−1 y
Consider the equation n
+ k 1 n−1 + · · · k n y = X ,
dx dx
which in symbolic form is (D n + k 1 D n−1 + · · · + k n )y = f (D)y = X .

1 1
∴ P. I. = X= X
Dn + k 1 D n−1 + · · · + k n f (D)

Case : I When X = eax .


1 1 ax
If f (a) 6= 0, then e ax = e .
f (D) f (a)
1 1
If f (a) = 0, then e ax = x 0 e ax , provided f 0 (a) 6= 0.
f (D) f (a)
1 1
If f (a) = 0 and f 0 (a) = 0, then e ax = x 2 00 e ax , provided f 00 (a) 6= 0, and so on.
f (D) f (a)
Case : II When X = sin (ax + b) or cos (ax + b).
2 1 1
If f (−a ) 6= 0, then sin (ax + b) = sin (ax + b).
f (D 2 ) f (−a 2 )
1 1
If f (−a 2 ) = 0, then sin (ax + b) = x 0 sin (ax + b), provided f 0 (−a 2 ) 6= 0.
f (D 2 ) f (−a 2 )
1 1
If f (a) = 0 and f 0 (a) = 0, then 2
sin (ax + b) = x 2 00 sin (ax + b), provided f 00
(−a 2 ) 6= 0,
f (D ) f (−a 2 )
and so on.
1 1
Similarly if f (−a 2 ) 6= 0, then 2
cos (ax + b) = cos (ax + b).
f (D ) f (−a 2 )
1 1
If f (−a 2 ) = 0, then cos (ax + b) = x 0 cos (ax + b), provided f 0 (−a 2 ) 6= 0.
f (D 2 ) f (−a 2 )
36 INDEX 4. HIGHER ORDER LINEAR DIFFERENTIAL EQUATION

1 1
If f (a) = 0 and f 0 (a) = 0, then 2
cos (ax + b) = x 2 00 cos (ax + b), provided f 00
(−a 2 ) 6= 0,
f (D ) f (−a 2 )
and so on.

d 2y dy
Example 4.8. Solve 2
−5 + 6y = e 4x
dx dx
Sol. Here given differential equation is non-homogeneous. So general solution is y = C. F. + P. I.
d 2y dy
To find C. F. consider the equation 2
−5 + 6y = 0.
dx dx
d
Let D = . Then this equation reduces to (D 2 − 5D + 6)y = 0.
dx
And A.E. is D 2 − 5D + 6 = 0. ⇒ (D − 3)(D − 2) = 0. ⇒ D = 3, 2.
Thus C. F. = c 1 e 3x + c 2 e 2x .
And 1
P. I. = 2 e 4x
D − 5D + 6 µ ¶
1 1 1 ax
= e 4x ∵ e ax = e
16 − 20 + 6 f (D) f (a)
1 4x
= e
2
Now G. S. =C. F. +P. I. .
1
⇒ y = c 1 e 3x + c 2 e 2x + e 4x
2
d 2y dy
Example 4.9. Solve 6 2
+ 17 − 14 = sin (3x).
dx dx
Sol. Here given differential equation is non-homogeneous. So general solution is y = C. F. + P. I.
d 2y dy
To find C. F. consider the equation 6 2
+ 25 + 14 = 0.
dx dx
d
Let D = . Then this equation reduces to (6D 2 + 25D + 14)y = 0.
dx
And A.E. is 6D 2 + 25D + 14 = 0. ⇒ (3D + 2)(2D + 7) = 0. ⇒ D = − 23 , − 72 .
2 7
Thus C. F. = c 1 e − 3 x + c 2 e − 2 x .
And 1
P. I. = 2
sin (3x)
6D + 25D + 14 µ ¶
1 1 1
= sin (3x) ∵ sin (ax + b) = sin (ax + b)
6(−9) + 25D + 14 f (D 2 ) f (−a 2 )

1 1 (5D + 6)
= · · sin (3x)
5 (5D − 6) (5D + 6)
1 (5D + 6)
= · sin (3x)
5 (−45 + 6)
1
= − 405 [5D sin (3x) + 6 sin (3x)]
1
= − 405 [15 cos (3x) + 6 sin (3x)]
4.4. RULES FOR FINDING THE PARTICULAR INTEGRAL 37

Now G. S. =C. F. +P. I. .


2 7
⇒ y = c 1 e − 3 x + c 2 e − 2 x − 405
1
[15 cos (3x) + 6 sin (3x)]

Exercise-II

1 1 1
Que : 1 Find the value of (i ) e 2x . (i i ) e −3x . (i i i ) cos (2x).
D 2 + 2D − 15 D 2 + 6D − 9 D3 + D2 − D − 1
³ ´
Ans. : (i ) − 71 e 2x (i i ) 12 x 2 e −3x (i i i ) − 25
1
(2 sin (2x) + cos (2x))

Que : 2 Solve the following differential equation.


1
1. (D 3 − 6D 2 + 11d − 6)y = e −2x e −3x Ans. y = c 1 e x + c 2 e 2x + c 3 e 3x − 120 (2e −2x + e −3x )
d 2y dy e x −x
2. 2
+4 + 5y = −2 cosh (x) Ans. y = e −2x [c 1 cos (x) + c 2 sin (x)] − 10 − e2
dx dx
3. (D + 1)(D − 3)2 y = e 3x + e 5x Ans. y = (c 1 + c 2 x)e 3x + c 3 e −x + 18 x 2 e 3x + 24
1 5x
e
d 2x dx p p
Ans. y = e −t c 1 cos 2t c 2 sin 2t + 14 [sin (t ) − cos (t )]
£ ¡ ¢ ¡ ¢¤
4. 2
+2 + 3x = sin (t )
dt dt
d 2y dy 1
5. 2
−4 + 3y = cos (5x + 3) Ans. y = c 1 e x + c 2 e 3x − 442 [10 sin (5x + 3) + 11 cos (5x + 3)]
dx dx
2 1
6. (D + 3D + 2)y = sin (3x) cos (2x) Ans. y = c 1 e −x + c 2 e −2x + 884 [10 cos (5x) − 11 sin (5x)]
1
+ 20 [sin (x) + 2 cos (x)]
d 3y d 2y d y 2
7. + 2 + = e −x + sin (2x) Ans. y = c 1 + (c 2 + c 3 x)e −x − x2 e −x + 50
3 2
cos (2x) − 25 sin (2x)
d x3 d x2 d x

Case : III When X = xm .


1
Here P. I. = x m = [ f (D)]−1 x m .
f (D)
Expand [ f (D)]−1 in ascending power of D as far as the term in D m and operate on x m by term.
Since the (m + 1)th and higher derivatives of x m are zero, we need not consider terms beyond D m .
Note: Use the following formulae to expand [ f (D)]−1 .
(1) (1 − D)−1 = 1 + D + D 2 + D 3 + · · ·
(2) (1 − D)−2 = 1 + 2D + 3D 2 + 4D 3 + · · · + (1 + m)D m + · · ·
(1 − D)−3 = 1 + 3D + 6D 2 + 10D 3 + · · · + mD m + · · ·
P
(3)
(4) (1 + D)−1 = 1 − D + D 2 − D 3 + D 4 − D 5 + · · ·

Case : IV When X = eax V, where V is a function of x.


1 1
e ax V = e ax V
f (D) f (D + a)
Case : V When X is any other function of x.
1
Here P. I. = X.
f (D)
38 INDEX 4. HIGHER ORDER LINEAR DIFFERENTIAL EQUATION

If f (D) = (D − m 1 )(D − m 2 )...(D − m n ), resolving into partial fractions,

1 A1 A2 An
= + +···+ .
f (D) D − m 1 D − m 2 D − mn
1
∴ P. I. = X.
f (D)
A1 A2 An
· ¸
= + +···+ X.
D − m1 D − m2 D − mn
1 1 1
= A1 X + A2 X + · · · + An X.
D − m1 D − m2 D − mn
Z Z Z
= A 1 e m1 x X e −m1 x d x + A 2 e m2 x X e −m2 x d x + · · · + A n e mn x X e −mn x d x.
µ ¶
1
Z
∵ X = e ax X e −ax d x.
D −a
This method is a general on and therefor can be applicable to obtain a particular integral in any given
case.
d 2y d y
Example 4.10. Solve + = x 2 + 2x + 4
d x2 d x
Sol. Here given differential equation is non-homogeneous. So general solution is y = C. F. + P. I.
d 2y d y
To find C. F. consider the equation + = 0. Then A.E. D 2 + D = 0. ∴ D(D + 1) = 0 ⇒ D =
d x2 d x
0, −1.
∴ C .F. = c 1 + c 2 e −x

1
And P. I. = (x 2 + 2x + 4)
D(D + 1)
1
= (D + 1)−1 (x 2 + 2x + 4)
D

1 − D + D 2 − D 3 + D 4 − · · · (x 2 + 2x + 4)
¢
=
µD ¶
1
= − 1 + D − D + D − · · · (x 2 + 2x + 4)
2 3
D
1
= (x 2 + 2x + 4) − (x 2 + 2x + 4) + D(x 2 + 2x + 4) − D 2 (x 2 + 2x + 4) + D 3 (x 2 + 2x + 4) + · · ·
ZD
= (x 2 + 2x + 4)d x − (x 2 + 2x + 4) + (2x + 2 + 0) − (2 + 0 + 0) + 0

x3
= + x 2 + 4x − x 2 − 2x − 4 + 2x + 2 − 2
3
x3
= + 4x − 4
3
x3
Thus G. S. = C. F. + P. I. ⇒ y = c 1 + c 2 e −x + + 4x − 4
3
4.4. RULES FOR FINDING THE PARTICULAR INTEGRAL 39

Example 4.11. Find P. I. of (D 2 − 4D + 3)y = e 4x sin (2x)

Sol.

1
P. I. = e 4x sin (2x)
D 2 − 4D + 3
1
= e 4x e 4x sin (2x)
(D + 4)2 − 4(D + 4) + 3
1
= e 4x sin (2x)
D 2 + 4D + 3
1
= e 4x sin (2x)
(−4) + 4D + 3
1
= e 4x sin (2x)
4D − 1
4D + 1
= e 4x sin (2x)
16D 2 − 1
4D + 1
= e 4x sin (2x)
−65
e 4x
=− [4D sin (2x) + sin (2x)]
65
e 4x
=− [8 cos (2x) + sin (2x)]
65

Example 4.12. Solve (D 2 + 16)y = tan (4x)

Sol. Here given differential equation is non-homogeneous. So general solution is y = C. F. + P. I.


To find C. F. consider the equation (D 2 + 16)y = 0. Then A.E. D 2 + 16 = 0 ∴ D = ± 4i
40 INDEX 4. HIGHER ORDER LINEAR DIFFERENTIAL EQUATION

∴ C. F. = c 1 cos (4x) + c 2 sin (4x)

1
And P. I. = tan (4x)
D 2 + 16
· ¸
1 1 1
= − tan (4x)
8i D − 4i D + 4i
· ¸
1 1 1
= tan (4x) − tan (4x)
8i D − 4i D + 4i
· ¸ µ ¶
1 1
Z Z Z
4i x −4i x −4i x 4i x ax −ax
= e e tan (4x)d x − e e tan (4x)d x ∵ X =e Xe d x.
8i D −a
· ¸
1
Z Z
= e 4i x [cos (4x) − i sin (4x)] tan (4x)d x − e −4i x [cos (4x) + i sin (4x)] tan (4x)d x
8i
·
1
Z
4i x
= e [cos (4x) tan (4x) − i sin (4x) tan (4x)]d x
8i
Z ¸
−4i x
−e [cos (4x) tan (4x) + i sin (4x) tan (4x)]d x
·
1
Z
= e 4i x [sin (4x) − i sin2 (4x) cos (4x)]d x
8i
Z ¸
−4i x 2
−e [sin (4x) + i sin (4x) cos (4x)]d x
· µZ ¶
1
Z
4i x 2
= e sin (4x)d x − i sin (4x) cos (4x)d x
8i
µZ Z ¶¸
−4i x 2
−e sin (4x)d x + i sin (4x) cos (4x)d x

sin3 (4x)
· µ ¶
1 4i x cos (4x)
= e − +i
8i 4 12
sin3 (4x) f n+1 (x)
µ ¶¸ µ Z ¶
−4i x cos (4x) n 0
−e − −i ∵ f (x) f (x)d x =
4 12 n +1
· 3 ¸
1 sin (4x) 4i x
³ ´ cos (4x) 4i x
³ ´
= e + e −4i x − e − e 4i x
8i 12 4
1 sin3 (4x) ³ 4i x
· ´ cos (4x) ³ ´¸
T husG. S. =C. F. + P. I. ⇒ y = c 1 cos (4x) + c 2 sin (4x) + e + e −4i x − e 4i x − e 4i x
8i 12 4

Exercise-III

1 1 ³ ³ 2
´
e 3x
¢´
x 3 and (i i ) 2 x 2 e 3x Ans.(i ) − 12 x 3 + 3x2 + 3x 3 3
¡ 2
Que : 1 Find (i ) 2 + 4 (i i ) 4 x − 2x + 2
D −2 D − 2D + 1
Que : 2 Solve the following differential equation.
4.5. CAUCHY’S HOMOGENOUS LINEAR EQUATION 41

d 2y dy
1. 2
+2 + y = 2x + x 2 Ans. y = (c 1 + c 2 x)e −x + x 2 − 2x + 2
dx dx ³ 2 ´
3
2. (D 2 − 6D + 9)y = e 3x (1 + x) Ans. y = (c 1 + c 2 x)e 3x + e 3x x2 + x6
d 2y
3. − y = x2 − 1 Ans. y = c 1 e x + c 2 e −x − 1 − x 2
d x2
2x x
4. (6D 2 − D − 2)y = xe −x Ans. y = c 1 e 3 + c 2 e − 2
¡p ¢ ¡p ¢¤
5. (D 2 − 2D + 3)y = cos (x) + x 2 Ans. y = e x c 1 cos 2x + c 2 sin 2x
£

1
2 cos (x) − 3 sin (x) + 4x 2 + 16x 8
£ ¤
+ 12 3 +9
6. (D 3 − D)y = 2x + 1 + 4 cos (x) + 2e x Ans. y = c 1 + c 2 e x + c 3 e −x + xe x − (x 2 + x) − 2 sin (x)
ex
7. (D 4 − 1)y = e x cos (x) Ans. y = c 1 e x + c 2 e −x + c 3 cos (x) + c 4 sin (x) − cos (x)
5
d 2y dy e 3x
3 1
8. 2
−3 + 2y = xe 3x + sin (2x) Ans. y = c 1 e x + c 2 e 2x + (2x − 3) + 20 cos (2x) − 20 sin (2x)
dx dx 4
d 2y ¡p ¢ ¡p ¢ e 3x ¡ 2 12x 50 ¢
9. + 2y = x 2 e 3x + e x cos (2x) Ans. y = c 1 cos 2x + c 2 sin 2x + x − 11 + 121
d x2 11
ex
+ (4 sin (x) − cos (x))
17
e 2x ¡ 2 7x 11 ¢
10. (D 3 + 2D 2 + D)y = x 2 e 2x + sin2 (x) Ans. y = c 1 + (c 2 + c 3 x)e −x + x − 8 + 6
18
1
+ 100 (3 sin (2x) + 4 cos (2x))
xe x ¡ 2
11. (D 2 − 1)y = x sin (x) + (1 + x 2 )e x Ans. y = c 1 e x + c 2 e −x + 2x − 3x + 9 − 12 (x sin (x) + cos (x))
¢
12

Now we shall study two such forms of linear differential equation with variable co-efficient which can
be reduced to linear differential equations with constat co-efficient by suitable substitutions.

4.5 Cauchy's homogenous linear equation


An equation of the form

d ny n−1 d
n−1
y dy
xn n
+ k 1 x n−1
+ · · · + k n−1 x + kn y = X (4.9)
dx dx dx
where k 0 s are constants and X is a function of x, is called Cauchy’s1 homogeneous linear equation.
Such equation can be reduced to linear differential equation with constant coefficients, by putting

d
x = e t or t = log x. Then if D =
dt
dy dy dt dy 1 dy
= · = · i .e. x = D y.
dx dt dx dt x dx
1
A French mathematician Augustin-Louis Cauchy (1789-1857) who is considered as the father of modern
analysis and creator of complex analysis. He published nearly 800 reserch paper of basic importance. Cauchy
is also well known for his contribution to differential equation, in finite series, optics and elasticity.
42 INDEX 4. HIGHER ORDER LINEAR DIFFERENTIAL EQUATION

d 2y d 1 dy 1 dy 1 d dy dt 1 d y 1 d2y dt 1 d2y d y
µ ¶ µ ¶ µ ¶
= =− 2 + =− 2 + = − .
d x2 d x x d t x dt x dt dt dx x d t x d t 2 d x x2 d t 2 d t
d 2y 3
3d y
i .e. x 2 = D(D − 1)y. Similarly, x = D(D − 1)(D − 2)y and so on.
d x2 d x3
After making these substitution in (4.9), that results a linear equation with constat coefficients, which
can be solved as before.
d 2y dy
Example 4.13. Solve x 2 2
−x + y = log x
dx dx
Sol. This is a Cauchy’s homogeneous linear equation.
dy d 2y d
Put x = e t , i.e. t = log x, so that x = D y, x 2 = D(D − 1)y, where D =
dx d x2 dt
Then given equation becomes

[D(D − 1) − D + 1]y = t or (D − 1)2 y = t (4.10)

which is a linear equation with constant coefficients.


Its A.E. is (D − 1)2 = 0 whence D = 1, 1.
∴ C. F. = (c 1 + c 2 t )e t .
1
And P. I. = t = (1 − D)−2 t = (1 + 2D + 3D 2 + · · · )t = t + 2.
(D − 1)2
Hence the solution of (4.10) is y = (c 1 + c 2 t )e t + t + 2.
Put t = log x or e t = x, we get
y = (c 1 + c 2 log x)x + log x + 2 as the required solution of given equation.

d 2y dy
Example 4.14. Solve x 2 2
+ 4x + 2y = e x
dx dx
Sol. This is a Cauchy’s homogeneous linear equation.
dy d 2y d
Put x = e t , i.e. t = log x, so that x = D y, x 2 = D(D − 1)y, where D =
dx d x2 dt
Then given equation becomes
t t
[D(D − 1) + 4D + 2]y = e e or (D 2 + 3D + 2)y = e e (4.11)

which is a linear equation with constant coefficients.


Its A.E. is D 2 + 3D + 2 = 0 whence D = −1, −2.
∴ C. F. = c 1 e −t + c 2 e −2t = c 1 x −1 + c 2 x −2 .

· ¸
1 et 1 et 1 1 t
And P. I. = 2
e = e = − ee
(D + 3D + 2) (D + 1)(D + 2) (D + 1) (D + 2)
· ¸
1 t 1 t
= ee − ee
(D + 1) (D + 2)
· ¸ µ ¶
1
Z Z Z
t t
= e −t e t e e d t − e −2t e 2t e e d t ∵ X = e ax X e −ax d x.
D −a
4.6. LEGENDRE’S LINEAR EQUATION 43

Z Z
= x −1 e x d x − x −2 e x xd x ∵ et = x
¡ ¢

= x −1 e x − x −2 (xe x − e x )
= x −2 e x

Hence the required solution of y = c 1 x −1 + c 2 x −2 + x −2 e x .

4.6 Legendre's linear equation


An equation of the form

d ny n−1 d
n−1
y dy
(ax + b)n n
+ k 1 (ax + b) n−1
+ · · · + k n−1 (ax + b) + kn y = X (4.12)
dx dx dx

where k 0 s are constants and X is a function of x, is called Legendre’s 2 homogeneous linear equation.
Such equation can be reduced to linear differential equation with constant coefficients, by putting

ax + b = e t or t = log (ax + b).

d dy dy dt dy a dy
Then if D = , = · = · i .e. (ax+b) = aD y.
d t d x d t d x d t ax + b dx
d 2y −a 2 d y a2
µ 2
d a dy a d dy dt d y dy
µ ¶ µ ¶ ¶
= = + = − .
d x 2 d x ax + b d t (ax + b)2 d t (ax + b) d t d t d x (ax + b)2 d t 2 d t
d 2y 3
3d y
i .e. (ax +b)2 = a 2
D(D −1)y. Similarly, (ax +b) = a 3 D(D −1)(D −2)y and so on.
d x2 d x3
After making these substitution in (4.12), that results a linear equation with constat coefficients.

d 2y dy
Example 4.15. Solve (1 + x)2 2
+ (1 + x) + y = 2 sin (log (1 + x))
dx dx
Sol. This is a Legendre’s homogeneous linear equation.
Put 1 + x = e t i.e. t = log (1 + x),
dy d 2y d
so that (1 + x) = D y and (1 + x)2 = D(D − 1)y, where D = .
dx d x2 dt
Then given equation becomes

D(D − 1)y + D y + y = 2 sin (t ). ⇒ (D 2 + 1)y = 2 sin (t ) (4.13)

which is linear equation with constant coefficients.


Its A.E. is D 2 + 1 = 0 whence D = ±i . ∴ C. F. = c 1 cos (t ) + c 2 sin (t ).
1 1 R
And P. I. = 2 2 sin (t ) = 2t sin (t ) = t sin (t )d t = −t cos (t ).
D +1 2D
2
An French mathematician Adrien Marie Legender (1752-1833) who made important contribution to num-
ber theory, special functions and calculus of variation.
44 INDEX 4. HIGHER ORDER LINEAR DIFFERENTIAL EQUATION

Hence the solution of (4.13) is y = c 1 cos (t ) + c 2 sin (t ) − t cos (t ).


Put t = log (1 + x), we get
¡ ¢ ¡ ¢
y = c 1 cos log (1 + x) + c 2 sin log (1 + x) − log (1 + x) cos (log (1 + x)) as the required solution of
given equation.

Exercise-IV

Que :1 Solve the following differential equation.

d 2y dy
1. x 2 2
− 2x + 2y = x 3 Ans . c 1 x + c 2 x 2 + 0.5x 3
dx dx
d 3y 2
2d y
2. x 3 + 2x + 2y = 10(x + x −1 ) Ans . y = c 1 x −1 + x(c 2 cos (log x) + c 3 sin (log x))
d x3 d x2
+5x + 2x −1 log x
2
d y dy
3. x 2 2
− 2x − 4y = x 4 Ans . y = c 1 x 4 + c 2 x −1 + (0.2)x 4 log x
dx dx
d 2y dy
4. x 2 2
− 3x + 4y = (1 + x)2 Ans . y = (c 1 + c 2 log x)x 2 + 41 + 2x + 12 x 2 (log x)2
dx dx
d 2y
− 2x −1 y = x + x −2 Ans . y = c 1 x 2 + c 2 x −1 + 13 x 2 − x1 log x
¡ ¢
5. x
d x2
d 2 y −1 d y
6. x = 12x −2 log x Ans . y = c 1 log x + c 2 + 2(log x)3
d x2 dx
d 2y dy h p p i
7. (5 + 2x)2 2
− 6(5 + 2x) + 8y = 2(2x + 5)2 Ans . y = (5 + 2x)2 c 1 (5 + 2x) 2 + c 2 (5 + 2x) 2
dx dx
−(5 + 2x)2
2
d y dy 3
8. (2x + 3)2 2
− (2x + 3) − 12y = 6x Ans . y = c 1 (2x + 3)a + c 2 (2x + 3)b − 14 (2x + 3)
dx dx p
3± 57
where a, b = 4
d 2y d +y
9. (1 + x)2 + (1 + x) 4 = 4 cos (log (1 + x)) Ans . y = c 1 cos (t ) + c 2 sin (t ) + 2t sin (t )
d x2 d x+
where t = log (1 + x)
d 2y dy
10. (3x + 2)2 2
+ 3(3x + 2) − 36y = 3x 2 + 4x + 1 Ans . y = c 1 (3x + 2)2 + c 2 (3x + 2)−2
dx dx
1
+ 108 [(3x + 2)2 log (3x + 2)]

Definition 4.16. Polar Co-ordinates: Angle θ in polar co-ordinate system is directed angle, meaning
angle can be positive or negative. Anticlockwise means positive, clockwise means negative.
In polar co-ordinate system, if r is constant then a circle can be drawn and if θ is constant then a ray is
obtained.

P (r, θ) = P (−r, (2k + 1)πθ)


= P (r, (2kπ)θ)

Advantage: Lesser things are required compared to cartesian co-ordinate system.


Disadvantage: In this system, same point has many co-ordinates.
4.7. RELATION BETWEEN CARTESIAN AND POLAR CO-ORDINATES 45

Definition 4.17. Polar Co-ordinates in R 2


−−→
Let O be a fixed point in the plane, let OX be a fixed ray in the plane. Then, for every point P in the
plane,

i one can find r ≥ 0 such that OP = r and

ii one can find θ ∈ [0, 2n] such that m ∠POX = θ.


−−→
Here the ordered pair (r, θ) is called the polar co-ordinate of the point P . O and OX are called the pole
and the initial line respectively.
If (r, θ) is a polar co-ordinate of the point P , then (r, 2kπ + θ), (−r, π + θ), (−r, (2k + 1)πθ) are also polar
co-ordinates of the same point P for ∀k ∈ Z .
r is called the radius vector and θ is called the angular co-ordinates of P .

4.7 Relation between Cartesian and Polar Co-ordinates


−−→
Let P (x, y) be a point in the cartesian co-ordinate plane. Take O as the pole and OX as the initial line.
Let P (r, θ) be the polar co-ordinate of P .

OP = |r |
=⇒ OP 2 = r 2
=⇒ (x − O)2 + (y − O)2 = r 2
=⇒ x 2 + y 2 = r 2 (4.14)

Also, from the figure,

m ∠POM = θ
x y
=⇒ cos θ = r and sin θ = r
=⇒ x = r cos θ and y = r sin θ (4.15)

Example 4.18. Find the cartesian co-ordinates of the following polar points. Also plot the points
p
1 ( 2, π4 )

2 (2, π6 )

3 (2, −π
3 )

4 (−2, −π
4 )

Sol.
46 INDEX 4. HIGHER ORDER LINEAR DIFFERENTIAL EQUATION

p π
1 Here A(
p 2, 4 )π
∴ r = 2, θ = 4
Now xp= r cos θ, yp= r sin θ p p
∴ x = 2 cos π4 = 2( p12 ) and y = 2 sin π4 = 2( p12 ).
∴ (x, y) = (1, 1)

2 Here A(2, π6 )
∴ r = 2, θ = π6
Now x = r cos θ, yp= r sin θ
∴ x = 2 cospπ6 = 2( 3
2 ) and y = 2 sin π6 = 2( 21 ).
∴ (x, y) = ( 3, 1).

3 Here A(2, −π3 )


∴ r = 2, θ = −π
3
Now x = r cos θ, y = r sin θ p
3
∴ x = 2 cos −π
3 p= 2( 21 ) and y = 2 sin −π
3 = 2(− 2 ).
∴ (x, y) = (1, − 3).

4 Here A(−2, −π4 )


∴ r = −2, θ = −π
4
Now x = r cos θ, y = r sin θ
∴ x = −2 cos −π = −2( p1 ) and y = −2 sin −π p1
4 = −2(− 2 ).
p4 p 2
∴ (x, y) = (− 2, 2).

Example 4.19. Find polar co-ordinates of following cartesian points.

1 (1, 1)
p
2 ( 3, 1)
p
3 (− 3, −1)

4 (−2, −2)

Sol.
p
1 Here (x, y) = (1, 1) =⇒ x = 1, y = 1. Now x 2 + y 2 = r 2 =⇒ r 2 = 1 + 1 =⇒ r = 2.
y
Now cos θ = xr and sin θ = r .
∴ cos θ = p2 and sin θ = p2 . Hence θ = π4 .
1 1
p
∴ (r, θ) = ( 2, π4 ).
p p
2 Here (x, y) = ( 3, 1) =⇒ x = 3, y = 1. Now x 2 + y 2 = r 2 =⇒ r 2 = 3 + 1 =⇒ r = 2.
y
Now cos θ = xr and sin θ = r .
p
∴ cos θ = 23 and sin θ = 12 . Hence θ = π6 .
∴ (r, θ) = (2, π6 ).
4.7. RELATION BETWEEN CARTESIAN AND POLAR CO-ORDINATES 47

p p
3 Here (x, y) = (− 3, −1) =⇒ x = − 3, y = −1. Now x 2 + y 2 = r 2 =⇒ r 2 = 3 + 1 =⇒ r = 2.
y
Now cos θ = xr and sin θ = r .
p
∴ cos θ = − 23 and sin θ = − 21 . Hence θ = 7π
6 .

∴ (r, θ) = (2, 6 ).
p
4 Here (x, y) = (−2, −2) =⇒ x = −2, y = −2. Now x 2 + y 2 = r 2 =⇒ r 2 = 4 + 4 =⇒ r = 2 2.
y
Now cos θ = xr and sin θ = r .
∴ cos θ = − 2p2 2 and sin θ = − 2p2 2 . ∴ cos θ = − p12 and ∴ sin θ = − p12 . Hence θ = 5π
4 .
p 5π
∴ (r, θ) = (2 2, 4 ).

Theorem 4.20. Find distance formula in polar co-ordinate system in R 2 .

Proof. Let A(r 1 , θ1 ) and (r 2 , θ2 ) are two points in polar co-ordinate systems.
The cartesian co-ordinates of A and B are A(r 1 cos θ1 , r 1 sin θ1 ), B (r 2 cos θ2 , r 2 sin θ2 ). Now
q
AB = (r 1 cos θ1 − r 2 cos θ2 )2 + (r 1 sin θ1 − r 2 sin θ2 )2
q
= r 12 cos2 θ1 − 2r 1 r 2 cos θ1 cos θ2 + r 22 cos2 θ2 + r 12 sin2 θ1 + r 22 sin2 θ2 − 2r 1 r 2 sin θ1 sin θ2
q
= r 12 + r 22 − 2r 1 r 2 (cos θ1 cos θ2 + sin θ1 sin θ2 )
q
AB = r 12 + r 22 − 2r 1 r 2 cos(θ1 − θ2 )

Theorem 4.21. Obtain the formula for the area of 4ABC in polar co-ordinate system.

Proof. Let A(r 1 , θ1 ), B (r 2 , θ2 ) and C (r 3 , θ3 ) be the vertices of the 4ABC . Hence the cartesian co-
ordinate A, B and C are A(r 1 cos θ1 , r 1 sin θ1 ), B (r 2 cos θ2 , r 2 sin θ2 ) and C (r 3 cos θ3 , r 3 sin θ3 ).

¯ r 1 cos θ1 r 1 sin θ1
¯ ¯
1 ¯

4ABC = 2 ¯ r 2 cos θ2 r 2 sin θ2
¯ ¯
1 ¯
¯
¯ r cos θ r 3 sin θ3 1 ¯
3 3

Theorem 4.22. Obtain the equation of line passing through A(r / − 1, θ1 ) and B (r 2 , θ2 ).

Proof. The cartesian co-ordinates of A and B are A(r 1 cos θ1 , r 1 sin θ1 ), B (r 2 cos θ2 , r 2 sin θ2 ). The carte-
←→
sian equation of AB is
¯ ¯
¯ x y 1 ¯¯
¯
¯ x1 y 1 1 ¯ = 0
¯ ¯
¯ x
2 y2 1
¯
48 INDEX 4. HIGHER ORDER LINEAR DIFFERENTIAL EQUATION

←→
In polar co-ordinates, the equation of AB is,

¯ r cos θ r sin θ
¯ ¯
1 ¯
¯ r 1 cos θ1 r 1 sin θ1
¯ ¯
¯ 1 ¯=0
¯
¯ r cos θ r 2 sin θ2 1 ¯
2 2

=⇒ (r 1 cos θ1 r 2 sin θ2 − r 1 r 2 cos θ2 sin θ1 ) − (r cos θr 2 sin θ2 − r r 2 cos θ2 sin θ) + (r r 1 cos θ sin θ1 − r r 1 cos θ1 sin θ) = 0
=⇒ r 1 r 2 sin(θ2 − θ1 ) − r r 2 sin(θ2 − θ) + r r 1 sin(θ1 − θ) = 0
sin(θ2 − θ1 ) sin(θ2 − θ) sin(θ1 − θ)
=⇒ = −
r r1 r2
sin(θ1 − θ2 ) sin(θ − θ2 ) sin(θ − θ1 )
=⇒ = −
r r1 r2

is the polar equation of a line passing through A(r 1 , θ1 ) and B (r 2 , θ2 ).

Theorem 4.23. Obtain the polar equation of a line in p − α form.

Proof. Let p be the perpendicular distance from the pole to a line L in the polar plane. Draw OM ⊥
L, M ∈ L. Let m ∠MOX = α. The polar co-ordinates of M is M (p, α).
Let P (r 1 θ) be a point on the line L other than M .
∴ OP distance is r and m ∠POX = θ.
∴ m ∠POM = θ − α or α − θ = ±θ − α = |θ − α|. From the right-angled 4POM ,

OM
cos(∠POM ) =
OP
=⇒ OM = OP cos(±θ − α)
=⇒ p = r cos(θ − α) (∵ cos θ = cos(−θ))

which is the required equation.

4.8 Deductions:
1 If O ∈ L, then P = O. Hence r cos(θ − α) = 0. That is if pole is on line L, then r cos(θ − α) = 0 is
the equation of line passing through pole.
←→
2 If L ⊥ OX , then α = 0. Hence p = r cos(θ − 0).
∴ p = r cos θ.
←→
3 If L ∥ OX , then α = π2 . Hence p = r cos(θ − π2 ) = r sin θ. Equation of line will be p = r sin θ.
←→
4 If L = OX , then p = 0 and α = π2 . Hence the equation of line will be r sin θ = 0.

pi 7π
Example 4.24. Prove that the points (6, 0), (3, 2 ) and (−3, 3 ) are non-collinear.
4.8. DEDUCTIONS: 49

Sol. The polar equation of a line passing through (6, 0), (3, π3 ) and (−3, 7π
3 ) is,

¯ ¯¯ 6(1) 6(0)
¯
1 ¯¯
¯ r cos θ r sin θ
¯
1 ¯ ¯ p
¯ r 1 cos θ1 r 1 sin θ1 3( 12 ) 3( 2p3 ) 1 ¯
¯ ¯ ¯
1 ¯=¯ ¯
¯ ¯ ¯
¯ r cos θ r 2 sin θ2 −3( 12 ) −3( 23 ) 1 ¯
¯
2 2 1 ¯ ¯
¯ ¯
¯
¯ 6 0
p
1 ¯
¯
3 3
=¯ 3 1
¯ ¯
2 2p ¯
3
¯ ¯
3
¯ − 2 −3 2 1 ¯
¯ ¯
¯
¯ 6 0
p
1 ¯
¯
=¯ 3 3
3 1
¯ ¯
2 2
¯
¯ ¯
¯ 0 0 2 ¯
p
= 2(18 23 )
p
= 18 3
6= 0

∴ the given points are non-collinear

Example 4.25. Obtain the polar co-ordinates of the foot of

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