Professional Documents
Culture Documents
L No 28-A PDF
L No 28-A PDF
L No 28-A PDF
MODULE - V
Calculus
28
Notes
DIFFERENTIAL EQUATIONS
Having studied the concept of differentiation and integration, we are now faced with the question
where do they find an application.
In fact these are the tools which help us to determine the exact takeoff speed, angle of launch,
amount of thrust to be provided and other related technicalities in space launches.
Not only this but also in some problems in Physics and Bio-Sciences, we come across relations
which involve derivatives.
ds ds
One such relation could be = 4.9 t 2 where s is distance and t is time. Therefore,
dt dt
represents velocity (rate of change of distance) at time t.
Equations which involve derivatives as their terms are called differential equations. In this lesson,
we are going to learn how to find the solutions and applications of such equations.
OBJECTIVES
After studying this lesson, you will be able to :
• define a differential equation, its order and degree;
• determine the order and degree of a differential equation;
• form differential equation from a given situation;
• illustrate the terms "general solution" and "particular solution" of a differential equation
through examples;
• solve differential equations of the following types :
dy dy
(i) = f ( x) (ii) = f ( x) g ( y )
dx dx
dy f ( x) dy d 2y
(iii) dx = g ( y ) (iv) + P( x ) y = Q( x ) (v) = f ( x)
dx dx 2
• find the particular solution of a given differential equation for given conditions.
MATHEMATICS 449
Differential Equations
MODULE - V EXPECTED BACKGROUND KNOWLEDGE
Calculus
• Integration of algebraic functions, rational functions and trigonometric functions
dy
(i) = sinx One One
dx
2
dy + 3y2 = 5x
(ii) One Two
dx
2
d 2s 4
2 ds = 0
(iii) 2 + t Two Two
dt dt
d 3v 2 dv
(iv) 3
+ =0 Three One
dr r dr
2 5
d4 y 3 d y = sinx
3
(v) 4 + x 3 Four Two
dx dx
450 MATHEMATICS
Differential Equations
Example 28.1 Find the order and degree of the differential equation : MODULE - V
Calculus
3
d 2y dy 2 2
+ 1 + =0
dx 2 dx
3
dy 2 2
The term 1 + has fractional index. Therefore, we first square both sides to remove
dx
fractional index.
Squaring both sides, we have
2 3
d2 y dy 2
2 = 1 +
dx dx
Hence each of the order of the diferential equation is 2 and the degree of the differential equation
is also 2.
Note : Before finding the degree of a differential equation, it should be free from radicals and
fractions as far as derivatives are concerned.
d 2y d 3y dy
2
+ y = 0 and cos 2 x 3
+ x3 + y = 0 are linear..
dx dx dx
2
dy + y = log x dy
The differential equation is non-linear as degree of is two.
dx x dx
d2 y
Further the differential equation y − 4 = x is non-linear because the dependent variable
dx 2
d 2y
y and its derivative are multiplied together..
dx 2
MATHEMATICS 451
Differential Equations
MODULE - V 28.4 FORMATION OF A DIFFERENTIAL EQUATION
Calculus
Consider the family of all straight lines passing through the origin (see Fig. 28.1).
This family of lines can be represented by
y = mx .....(1)
Differentiating both sides, we get
Notes dy
=m .....(2)
dx
From (1) and (2), we get
dy
y=x .....(3)
dx
dy
So y = mx and y =x represent the same family..
dx
Clearly equation (3) is a differential equation. Fig. 28.1
Remark
If an equation contains n arbitrary constants then we will obtain a differential equation of nth
order.
Example 28.2 Form the differential equation representing the family of curves.
y = ax 2 + bx. ......(1)
Differentiating both sides, we get
dy
= 2 ax + b ......(2)
dx
Differentiating again, we get
d 2y
=2 a ......(3)
dx 2
1 d 2y
⇒ a= ......(4)
2 dx 2
(The equation (1) contains two arbitrary constants. Therefore, we differentiate this equation
two times and eliminate 'a' and 'b').
On putting the value of 'a' in equation (2), we get
dy d2 y
= x + b
dx dx 2
452 MATHEMATICS
Differential Equations
MODULE - V
dy d2 y
⇒ b = −x ......(5) Calculus
dx dx 2
Substituting the values of 'a' and 'b' given in (4) and (5) above in equation (1), we get
1 d2 y dy d 2y
y = x2 2
+ x − x
2 dx dx dx 2 Notes
x2 d2 y dy 2
2 d y
or y= + x − x
2 dx 2 dx dx 2
dy x 2 d 2 y
or y=x −
dx 2 dx 2
x 2 d2 y dy
or 2
−x +y=0
2 dx dx
which is the required differential equation.
Example 28.3 Form the differential equation representing the family of curves
y = a cos (x + b).
Solution : y = a cos (x +b) .....(1)
Differentiating both sides, we get
dy
= −a sin(x + b) ....(2)
dx
Differentiating again, we get
d 2y
= −acos ( x + b ) .....(3)
dx 2
From (1) and (3), we get
d 2y d 2y
= −y or +y=0
dx 2 dx 2
which is the required differential equation.
Example 28.4 Find the differential equation of all circles which pass through the origin and
whose centres are on the x-axis.
Solution : As the centre lies on the x-axis, its coordinates will be (a, 0).
Since each circle passes through the origin, its radius is a.
Then the equation of any circle will be
( x − a ) 2 + y2 = a 2 (1)
To find the corresponding differential equation, we differentiate equation (1) and get
MATHEMATICS 453
Differential Equations
MODULE - V dy
2 ( x − a ) + 2y =0
Calculus dx
dy
or x−a+y =0
dx
dy
or a =y +x
Notes dx
Substituting the value of 'a' in equation (1), we get
2 2
x − y dy − x + y2 = y dy + x
dx dx
2 2
y dy + y 2 = x 2 + y dy + 2xy dy
or
dx dx dx
dy
or y 2 = x 2 + 2xy
dx
which is the required differential equation.
Remark
If an equation contains one arbitrary constant then the corresponding differential equation is
of the first order and if an equation contains two arbitrary constants then the corresponding
differential equation is of the second order and so on.
Example 28.5 Assuming that a spherical rain drop evaporates at a rate proportional to its
surface area, form a differential equation involving the rate of change of the radius of the rain
drop.
Solution : Let r(t) denote the radius (in mm) of the rain drop after t minutes. Since the radius is
decreasing as t increases, the rate of change of r must be negative.
If V denotes the volume of the rain drop and S its surface area, we have
4
V = πr 3 .....(1)
3
and S = 4 πr 2 .....(2)
It is also given that
dV
∝S
dt
dV
or = −kS
dt
dV dr
or . = −kS .....(3)
dr dt
Using (1), (2) and (3) we have
dr
4 πr 2 . = −4k πr 2
dt
454 MATHEMATICS
Differential Equations
dr
MODULE - V
or =k Calculus
dt
which is the required differential equation.
dy dy
(c) = c o s x (d) + sin 2 y = 0
dx dx
4. Form the differential equation corresponding to
( x − a )2 + ( y − b )2 = r2 by eliminating 'a' and 'b'.
5. (a) Form the differential equation corresponding to
(
y2 = m a2 − x2 )
(b) Form the differential equation corresponding to
y 2 − 2ay + x 2 = a 2 , where a is an arbitrary constant.
(c) Find the differential equation of the family of curves y = Ae 2x + Be −3x where A
and B are arbitrary constants.
(d) Find the differential equation of all straight lines passing through the point (3,2).
(e) Find the differential equation of all the circles which pass through origin and whose
centres lie on y-axis.
Notes Example 28.6 Show that y = C 1 sin x +C2 cos x, where C1 and C2 are arbitrary
a
Example 28.7 Show that y = cx + (where c is a constant) is a solution of the differential
c
equation.
456 MATHEMATICS
Differential Equations
dy dx MODULE - V
y=x +a Calculus
dx dy
a
Solution : We have y = cx + .....(1)
c
Differentiating (1), we get
Notes
dy dx 1
=c ⇒ =
dx dy c
dy dx
On substituting the values of and in R.H.S of the differential equation, we have
dx dy
1 a
x ( c ) + a = cx + = y
c c
⇒ R.H.S. = L.H.S.
a
Hence y = cx + is a solution of the given differential equation.
c
Example 28.8 If y = 3x 2 + C is the general solution of the differential equation
dy
− 6x = 0 , then find the particular solution when y = 3, x = 2.
dx
Solution : The general solution of the given differential equation is given as
y = 3x 2 + C ....(1)
Now on substituting y = 3, x = 2 in the above equation , we get
3 = 12 + C or C = −9
By substituting the value of C in the general solution (1), we get
y = 3x 2 − 9
which is the required particular solution.
∫ dy = ∫ f ( x ) dx
MATHEMATICS 457
Differential Equations
MODULE - V y = ∫ f ( x ) dx + c
Calculus where c is an arbitrary constant. This is the general solution.
Note : It is necessary to write c in the general solution, otherwise it will become a particular
solution.
dy ( x + 2 )
2
9 dy 9
or = − or = x+ 2−
dx x +2 x+2 dx x+2
9
or dy = x + 2 − dx .....(1)
x+2
On integrating both sides of (1), we have
9 x2
∫ dy = ∫ x +2 −x + 2 dx or y =
2
+ 2x − 9 log | x + 2 | +c ,
∫ ( 2x3 ) x4 x2
∫ dy = − x dx or y = 2.
4
−
2
+C
x4 x2
or y= − +C .....(2)
2 2
where C is an arbitrary constant.
Since y = 1 when x = 0, therefore, if we substitute these values in (2) we will get
1= 0− 0+ C ⇒ C=1
458 MATHEMATICS
Differential Equations
Now, on putting the value of C in (2), we get MODULE - V
Calculus
y=
2
(
1 4
x − x 2 + 1 or ) y=
2
(
1 2 2
)
x x −1 +1
In equation (1), x's and y's have been separated from one another. Therefore, this equation is
also known differential equation with variables separable.
To solve such differential equations, we integrate both sides and add an arbitrary constant on
one side.
To illustrate this method, let us take few examples.
( 1 + x2 ) dy = (1 + y2 ) dx
Solution : The given differential equation
( 1 + x2 ) dy = (1 + y2 ) dx
dy dx
can be written as = (Here variables have been seperated)
1+ y 2
1 + x2
( x 2 − yx 2 ) dy
dx
+ y2 + xy2 = 0
dy
can be written as x2 (1 − y ) + y2 (1 + x ) = 0
dx
(1 − y ) −(1 + x )
Notes or dy = dx
y2 x2
(Variables separated) ....(1)
If we integrate both sides of (1), we get
1 1 1 1
∫ y 2
− dy = ∫ − 2 − dx
y x x
where C is an arbitrary constant.
1 1
or − − log y = − log x + C
y x
x 1 1
or log = + +C
y x y
Which is the required general solution.
∫ ( 3y2 + 1 ) dy =∫ 2xdx ,
where C is an arbitrary constant.
y3 + y = x 2 + C ....(2)
It is given that, y ( 0 ) = 3.
∴ on substituting y = 3 and x = 0 in (2), we get
27 + 3 = C
∴ C = 30
Thus, the required particular solution is
y3 + y = x 2 +30
460 MATHEMATICS
Differential Equations
MODULE - V
28.6.2 Homogeneous Differential Equations
Calculus
Consider the following differential equations :
( x3 + y3 ) dx
dy dy
(i) y2 + x2 = xy (ii) − 3xy2 dy = 0
dx dx
dy x3 + xy 2
(iii) = Notes
dx y2 x
dy
In equation (i) above, we see that each term except is of degree 2
dx
[as degree of y 2 is 2, degree of x 2 is 2 and degree of xy is 1 + 1 =2]
dy
In equation (ii) each term except is of degree 3.
dx
dy
In equation (iii) each term except is of degree 3, as it can be rewritten as
dx
dy
y 2x = x3 + x y2
dx
Such equations are called homogeneous equations .
Remarks
Homogeneous equations do not have constant terms.
For example, differential equation
( x 2 + 3yx ) dx − ( x3 + x ) dy = 0
dy
is not a homogeneous equation as the degree of the function except in each term is not the
dx
same. [degree of x 2 is 2, that of 3yx is 2, of x3 is 3, and of x is 1]
28.6.3 Solution of Homogeneous Differential Equation :
To solve such equations, we proceed in the following manner :
(i) write one variable = v. (the other variable).
( i.e. either y = vx or x = vy )
(ii) reduce the equation to separable form
(iii) solve the equation as we had done earlier.
Example 28.14 Solve
( x 2 + 3xy + y2 ) dx − x 2dy = 0
Solution : The given differential equation is
( x 2 + 3xy + y2 ) dx − x 2dy = 0
MATHEMATICS 461
Differential Equations
MODULE - V dy x2 + 3xy + y2
Calculus or = .....(1)
dx x2
It is a homogeneous equation of degree two. (Why?)
Let y = vx . Then
dy dv
Notes = v+ x
dx dx
∴ From (1), we have
dv x 2 + 3x.vx + ( vx )
2 dv 1 + 3v + v2
v+ x = or v+ x = x2
dx x2 dx x2
dv dv
or v+ x = 1 + 3v + v2 or x = 1 + 3v + v 2 − v
dx dx
dv dv dx
or x = v2 + 2v +1 or =
dx v + 2v + 1
2 x
dv dx
=
or ( v + 1) 2 x .....(2)
e∫ + P y e∫ = Qe ∫
Pdx dy Pdx Pdx
dx
or
d
dx
(ye∫
Pdx
)= Qe ∫
Pdx
.....(2)
d
Q
dx ye( )
∫ Pdx = e ∫ Pdx dy + Py.e ∫ Pdx
dx
462 MATHEMATICS
Differential Equations
On integrating, we get MODULE - V
Calculus
ye ∫ = ∫ Qe ∫
Pdx Pdx
dx +C .....(3)
where C is an arbitrary constant,
− Pdx
y=e ∫ Qe ∫ dx +C
∫
Pdx
or
Notes
Note : e ∫ Pdx is called the integrating factor of the equation and is written as I.F in short.
Remarks
(i) We observe that the left hand side of the linear differential equation (1) has become
d
dx
(
ye ∫
Pdx
)
after the equation has been multiplied by the factor e ∫ Pdx .
(ii) The solution of the linear differential equation
dy
+ Py = Q
dx
P and Q being functions of x only is given by
ye ∫ ∫ Q ( e∫ ) dx +C
Pdx Pdx
=
dy
(iii) The coefficient of , if not unity, must be made unity by dividing the equation by it
dx
throughout.
(iv) Some differential equations become linear differential equations if y is treated as the
independent variable and x is treated as the dependent variable.
MATHEMATICS 463
Differential Equations
MODULE - V dy d
x⋅ + y = x ⋅ e −x or ( y ⋅ x )= xe − x
Calculus dx dx
Integrating both sides, we have
yx = ∫ xe− x dx + C
or xy = −xe − x − e −x + C
or xy = −e − x ( x +1 ) +C
x + 1 −x C
or y = − e +
x x
464 MATHEMATICS
Differential Equations
MODULE - V
( 1 + y 2 ) dx
dy
= tan −1 y −x Calculus
dx tan −1 y x
or = −
dy 1 + y 2
1 + y2
dx x tan −1 y Notes
or + = ....(1)
dy 1 + y2 1 + y2
dx
which is of the form + Px = Q , where P and Q are the functions of y only..
dy
1
∫ dy
−1
I.F. = e ∫ Pdy = e 1+ y
2
=e tan y
Multiplying both sides of equation (1) by I.F., we get
d tan −1 y tan −1 y ( tan −1 y )
xe = e
dy 1 + y2
On integrating both sides, we get
or ( e tan−1 y ) x = ∫ e t .tdt +C ,
1
where C is an arbitrary constant and t = tan −1 yanddt = dy
1 + y2
or ( e tan−1 y ) x = te t −∫ et +C
or ( e tan−1 y ) x = te t −et +C
or ( e tan−1 y ) x = tan −1 y e tan−1 y − etan
−1 y
+C (on putting t = tan −1 y )
−1 y
or x = tan −1 y −1 +Ce− tan
MATHEMATICS 465
Differential Equations
MODULE - V 3 2
(i) 2y = 3x 2 (ii) y= x +2
Calculus 2
3 2
(iii) 2y = 3x 2 + C (iv) y=
x +3
2
3. State whether the following differential equations are homogeneous or not ?
Notes x2
( 3xy + y2 ) dx + ( x 2 + xy ) dy = 0
dy
(i) = (ii)
dx 1 + y2
( x3 − yx 2 ) dy + ( y3 )
dy
(iii) ( x + 2) = x 2 + 4x − 9 (iv) + x 3 dx =0
dx
d 2y
4. (a) Show that y = a sin 2x is a solution of + 4y = 0
dx 2
d3 y
(b) Verify that y = x 3 + ax 2 + c is a solution of =6
dx3
5. The general solution of the differential equation
dy
= sec 2 x is y = tan x + C .
dx
Find the particular solution when
π 2π
(a) x= ,y=1 (b) x = ,y = 0
4 3
6. Solve the following differential equations :
(a)
dy
dx
= x5 tan −1 x3 ( ) (b)
dy
dx
= sin3 x cos 2 x + xe x
(c) ( 1 + x 2 ) dy
dx
=x (d)
dy
dx
= x 2 + sin3x
dy
7. Find the particular solution of the equation e x = 4 , given that y = 3 , when x = 0
dx
8. Solve the following differential equations :
(a) ( x 2 − yx 2 ) dy
dx
+ y2 + xy2 = 0 (b)
dy
dx
= xy + x + y + 1
dy
(c) sec 2 x t a n y d x + sec 2 y t a n x d y = 0 (d) = e x − y + e − yx 2
dx
9. Find the particular solution of the differential equation
dy
log = 3x + 4y, given that y = 0 when x = 0
dx
10. Solve the following differential equations :
(a) ( )
x 2 + y2 dx − 2xydy = 0 (b) x
dy y2
dx
+
x
=y
466 MATHEMATICS
Differential Equations
MODULE - V
+sin
dy x 2 − y2 + y dy y y Calculus
(c) = (d) =
dx x dx x x
dy
11. Solve : + y s e c x = tan x
dx
12. Solve the following differential equations :
Notes
(a) ( 1 + x2 ) dy
dx
+ y = tan −1 x (b) cos 2 x
dy
dx
+ y = tanx
dy
(c) xlogx + y = 2logx, x > 1
dx
13. Solve the following differential equations:
dy
(a) ( x + y + 1) =1
dx
dx dx dx
[Hint: = x + y + 1 or − x = y + 1 which is of the form + Px = Q ]
dy dy dy
( x + 2y 2 ) dy
dx dx x
(b) = y, y > 0 [Hint: y = x + 2y 2 or − = 2y ]
dx dy dy y
d 2y
Now we have, = f(x) ....(1)
dx 2
d dy
or = f(x)
dx dx
Integrating both sides of (1) , we get
dy
dx
= ∫ f ( x ) dx + C1 , where C1 is an arbitrary constant
Let ∫ f ( x ) dx = φ( x )
MATHEMATICS 467
Differential Equations
MODULE - V dy
Then = φ( x ) +C1 .....(2)
Calculus dx
Again on integrating both sides of (2), we get
y = ∫ φ ( x ) dx + C1 x + C2 ,
where C2 is another arbitrary constant. Therefore in order to find the particular solution we
Notes
need two conditions. [See Example 28.19]
d 2y
Example 28.18 Solve 2
= xe x
dx
Solution : The given differential equation is
d 2y
= xe x .....(1)
dx 2
Now integrating both sides of (1), we have
dy
= ∫ xe + C1 ,
x dx
dx
where C1 is an arbitrary constant
dy
or = xex − ∫ e x dx + C1
dx
dy
or = xex − e x + C1 .....(2)
dx
Again on integrating both sides of (2), we get
y= ∫ ( xe x − ex + C1 ) dx + C2 ,
where C2 is another arbitrary constant.
or y = xe x − ∫ e xdx − e x + C1x + C2
or y = xex − 2e x + C1x + C2
which is the required general solution.
Example 28.19 Find the particular solution of the differential equation
d 2y
2
= x 2 + sin 3 x
dx
dy
for which y(0) = 0and = 0 when x = 0
dx
Solution : The given differential equation is
d 2y
2
= x 2 + sin 3 x .....(1)
dx
468 MATHEMATICS