DIFFERENTIAL SATs Cs USEFUL FOR CSIR UGC NET, GATE, IIT-JAM, NBHM, TIFR & other exams with similar syllabus First Edition By Dr A.P. SINGH Ph.D. (Mathematics), Indian Young Scientist Awardee M.Sc. (Gold Medalist) P.U., B.Sc. (Gold Medalist) P.U. | ( Ss) INFOSTUDY PUBLICATIONS Xe© INFOSTUDY PUBLICATIONS “All rights reserved 2017, INFOSTUDY PUBLICATIONS, Phone : +91-9876788051 Email: infostudypublications@gmail.com No part of this publication may be reproduced, distributed, or transmitted in any form or by any means, including photocopying, tecording, or other electronic or mechanical methods, without the prior written permission of the publisher. InfoStudy’ Publication has acquired the information contained in this book from the sources believed to be reliable. Although every precaution has been taken while writing this book, However nfoStudy Publications or its authors or the editors assume no responsibilty for any errors or omissions. No liability is assumed for damages that may result from the use of information contained within. ” All disputes subject to Chandigarh Jurisdiction only. Price : = 600 ISBN : 978-81-933363-3-5 . Printed and bound in India by BANSAL GRAPHICS ‘Chandigarh For further information on INFOSTUDY. PUBLICATIONS Visit = Wwwinfostudypublications.comParag This book is designed for the students who are preparing for various National Level competitive examinations and also inspires to enter into Ph.D. Programs by qualifying the various entrance exams. The content of the book is divided into two parts: first part introduces the ordinary differential equations while the second one introduces partial differential equations. The chapter one gives a brief introduction of differential equations and elaborates various methods to solve the ordinary differential equations of first order. The second chapter named* General Linear Differential Equations’ explains how to solve the differential equations of higher order and the methods to find their general, particular and. singular solutions. In Chapter three, the solutions of initial value problems are being explained by using Lipschitz condition and by general methods. Itdlso explains: Green's function and Sturm Liouville's problem which gives non-trivial solutions of a boundary value problem. The fourth chapter introduces the partial differential equations and various kind of ‘methods to solve them. Chapter five includes the behaviours of second order differential equations and the transformation to reduce them into the canonical form. Apart from this, the'solutions of Heat and Laplace equations are also discussed. oo ‘The practice sets are introduced at the end of the topics which includes a variety of questions from previous year papers of CSIR UGC NET, IIT-JAM, TIFR, NBHM and GATE. These questions are carefilly selected So that the students can apply mathematical knowledge in solving the questions. In addition to it, the solved examples are also given at the end of every chapter which will Help in deep understanding of the topics discussed. The key points provides the quick revision of every chapter. Also, a wellthought question bank, in the form of various assignments is given atthe end of each chapter which covers entire prescribed topics, so as tofacilitate students to do more and more practice and hence secure good results. While compiling this book, more stressis given on problem solving technique rather than language or exact mathematical symbols. Any suggestions for the improvement of the book will be highly appreciated. Di AP. Sigh (iii)——_———_,, CHAPTER 1 : INTRODUCTION TO DIFFERENTIAL EQUATIONS AND DIFFERENTIAL EQUATIONS OF FIRST ORDER... 4A, DIFFERENTIAL EQUATION... 2.200.052 0000s eee ee cece e eee eee o1 4.2. LINEAR DIFFERENTIAL EQUATION. ......... 02-0226: 00ee eee 02 1.3, TYPES OF SOLUTIONS OF DIFFERENTIAL EQUATIONS. 03 1.4. EQUATIONS OF FIRST ORDER AND FIRST DEGREE 03 4.5. EQUATION OF FIRST ORDER AND HIGHER DEGREE. 12 KEY POINTS -.16 ASSIGNMENT - 1.1 22 ASSIGNMENT - 1.2.........000005 feet teen e eee ee ee teeta ee 25 ASSIGNMENT - 1.3..... cee eee eee tenses ete tee eee ee ees +29 ANSWERS «2.2.0. esc e ee eect cee ee eee et eee cece eee ees 82 CHAPTER 2 : LINEAR DIFFERENTIAL EQUATIONS. 2.4, DEFINITIONS .......... 22, GENERAL LINEAR DIFFERENTIAL EQUATION ........ 2.000005 2.34 23. LINEAR DIFFERENTIAL EQUATION WITH CONSTANT COEFFICIENTS........ seeee wee 86 24. FIVE STANDARD CASES OF PARTICULAR INTEGRALS ........-..+ 38 2.5. LINEAR DIFFERENTIAL EQUATIONS WITH VARIABLE COEFFICIENTS ..... 2... 0-0 ee uct erence ee ween 40. 2.6. — EXACT DIFFERENTIAL EQUATION ... 2.0... oe Seer cece eee 42 27. 2.8, 29. (v)2.40. WRONSKIAN 200.060. cee cee beet rete eee e eee e eect neee 56 2.11. ORTHOGONAL TRAJECTORIES. ....2. 020600 s sees eee ee eee eee 59 2:12, SINGULAR SOLUTIONS ..........0. 00.0000 c eee eeceeee ee eee eee 62 2.13, REGULAR AND IRREGULAR SINGULAR POINTS .......:... 60.0005 65 | QAR, OAL eee eee eee tenet eee eee 65 | KEY POINTS .. : . . wees seen 68 ASSIGNMENT - 2.1...... 73 ASSIGNMENT - 2.2.....06 00000 c cece e ee ee eee ene eee beet b eben eee ee 76 ASSIGNMENT = 2.3.20... 0200.00 c ee cece eee eee ee ect ee eet eee eee eee es 81 ASSIGNMENT - 2.4.0.0. 0 0c. ccc eeeeee eee te etter eect eee een eeee 87 ANSWERS . CHAPTER - 3 : INITIAL AND BOUNDARY VALUE PROBLEMS ...............++ 93 3.4. INITIAL VALUE PROBLEM..........2..-20005 sete eee OB 3.2. STURM ~ LIOUVILLE BOUNDARY VALUE PROBLEMS.............. 99 3.3. GREEN'S FUNCTION .. . KEY-POINTS...... “a . 110 ASSIGNMENT = 3.1.0.0... 0200 00eceeeee eee et eee eee eee ee tesa eee ee ee 16 ASSIGNMENT - 3.2... 18 ANSWERS... = 120 | | CHAPTER - 4: INTRODUCTION TO PARTIAL DIFFERENTIAL EQUATIONS AND PARTIAL DIFFERENTIAL EQUATIONS OF FIRST ORDER. . 2124 4.1. PARTIAL DIFFERENTIAL EQUATIONS’. 2121 4.2. LINEAR PARTIAL DIFFERENTIAL EQUATIONS OF FIRST ORDER... . 125 4.3. -NON-LINEAR PARTIAL DIFFERENTIAL EQUATIONS OF FIRST ORDER (vi)4.4. COMPATIBLE SYSTEMS OF FIRST ORDER EQUATIONS......... 128 4.5. CAUCHY'S PROBLEM FOR LINEAR PDE. 4.6. CHARPIT'S METHOD ....... feos eset eee tees eee eee eens 131 4.7, HOMOGENEOUS LINEAR EQUATIONS WITH CONSTANT COEFFICIENTS ........-..2 00-0200 0ccee cesses ee 187 4.8. NON-HOMOGENEOUS LINEAR PDE KEY POINTS ....0.......045 cc ete ete ete tees teen es ASSIGNMENT ~- 4.1.....0. 0.000 c cece cede e eee e ee bene e ences 150 ASSIGNMENT = 4.2.0.0. 00.00.00. 00 ees ce este ese tee ee eer eet ee 157 ANSWERS CHAPTER ~ 5 : PARTIAL DIFFERENTIAL EQUATIONS OF SECOND ORDER AND SOME BOUNDARY VALUE PROBLEMS. 5.1. CLASSIFICATION OF LINEAR PARTIAL DIFFERENTIAL EQUATIONS OF SECOND ORDER IN TWO INDEPENDENT VARIABLES .,....... 163 5.2. CANONICAL FORMS (METHOD OF TRANSFORMATION)..........-- 166 5.3. BOUNDARY VALUE PROBLEM .......... 2.002220. 0200 cece eee 173 KEY POINTS «5... 0.0 cece cece eee e eee c eect eter ee ee cee ee cee AD ASSIGNMENT - 5.1..00..00. 00000000 cee ee Sees ee eee ee tees ester eeee 183 ANSWERS............5 eee ence eel ee ee bee eben ee eeeeenee eee 188 (vii)DIFFERENTIAL EQUATIONS CHAPTER -1 } CHAPTER - 1 INTRODUCTION TO DIFFERENTIAL EQUATIONS AND DIFFERENTIAL EQUATIONS OF FIRST ORDER INTRODUCTION jen Differential equations arise from many problems in Algebra, Geometry, Mecha this chapter we shall stidy how a differential equation look like, what are its different and the degree of the diferenial equation and we shall learn different kinds of soluto equations and also the method of solving frst order differential equation, id Chemistry. In What $s the order of the differential § 1.1, DIFFERENTIAL EQUATION dy dy dy) ore myo which expresses ‘a relation between dependent. and independent variables and their derivatives of any order, is called a differential equation. We may also define it as, “An equation involving unknown functions and their derivatives w.r.t. one or more An equation ifs yy independent variables" 2, eg. @ axes Gi) X= sins (it) Sh+ux=0 yy PY ay oz az Oz Fz (2X Y= 9 Bape ee ey (0) oe Oars setae y There are two types of differential equations: () Ordinary (ii) Partial DEFINITIONS: (Ordinary Differential Equation: An ordinary differential equation is the equation which involves one independent variable and differential co-efficients w.r.t. it. Thus () to (iv) are’ ordinary differential equations. (ii) Partial Differential Equation: A partial differential equation is the equation which involves two or more independent variables and partial derivatives wr.t any of them. Thus (y) and.(vi) are partial differential equations (iii) ~ Order of Differential Equation: The order of a differential equation is the order. of the highest derivative it contains. In the above examples the order of (i) and (it) is 1, the order of (ii) is 2, the order of (iv) is 3, (iv) Degree of differential equation: The degree of the differential equation, which can be written asa ‘polynomial in the derivatives is the degree of the highest ordered derivative which then occur.FERENTIAL EQUATIONS CHAPTER -1 ) we. 29-384 Z This differential equstion tx of degree 2 (obtained by makins it free from fractions) ra 2 An ordinary differential equation of order two is of the form. J x, vat oy 5 y)- 0, etc. In general, an \ x) wdy a ordinary differential equation of order n is of the form Ax y2 2 @ 2) Oor Oar ae ‘§ 1.2. LINEAR DIFFERENTIAL EQUATION: , 2 yt , dy dty Adi itial ition BW er liferential equation A yas 4 ay fy £2. i.e, ifthe dependent variables and its derivatives occur dae dit" an He de in the first degree and are not multiplied together. is said t0 be linear iff the function fis a linear function of the variables y, Thus ond +P, <4 +.uvcutPy=Q, where P,P,....P, and Q are functions of x only and P,#0 is the Tar ‘general linear differential. equation of order n. The above-equation is said to be homogeneous iff Q is a zero function and non-homogeneous iff Q is a non-zero function Example 1. Obtain the differential equation of all circles of radius r. Solution: The equation of the family of circles of radius r is (x - a)’ + (y ~b" =’, ... () where a and b are arbitrary constants Since equation (i) contains two arbitrary constants, we differentiate it two times w.r. x and the differential equation will be of second order. Differentiating () wrt, we get 2-4) 29-0) 2 =0 260g 0 (i) Differentiating (ii) war.t. x, we get 1 + (y—b). fy + ¢) = (ii) de§ 13. @ di ) ) § 14, iy) dy) | ay / * @ J ox dP y/dx? Substituting the values of (xa) and (y~ b) in i), we get [ve I. Putting the value of (y ~ 6) in (i), we obtain x ~a = 0) I@ -ey © Cylde =(-(a)] Gt This is the required differential equation. TYPES OF SOLUTIONS OF DIFFERENTIAL EQUATIONS Solution. The solution of a differential equation is a relation between the variables involved such that this relation and differential co-efficients obtained from there satisfy the given differential equation. This is «also called primitive or integral ofthe differential equation. General Solution. The solution of a differential equation, which contains as many arbitrary constants as the order of the differential equation, is said to be general solution. This is also called complete primitive or coniplete solution of the differential equation eg. the general solution 6 +y=Oisy =c,cosx +0,sinx. 7 Particular Solution. The particular soluion ofa differential equation is that which is obtained from the general solution by giving particular values 10 arbitrary constants. eg.-the particular solution of 4y=0isy = cosx ‘Singular Solution. A solution which canriot be derived fram the general solution by giving particular values to the arbitrary constants and has no arbitrary constant is called singular solution. EQUATIONS OF FIRST ORDER AND FIRST DEGREE A general differential equation of frst order and first degree is of the form x = fly) or Mx + Néy = 0, where M, Nare functions of x and y both.DIFFERENTIAL EQUATIONS CHAPTER - 1 | a oy a region D of the xy-plane and if P(xpy,)€D, then there exists one and only one function; say (x), which in some neighbourhood of P (contained in D) is the solution of the differential equation Daft) and OY = Existence and Uniqueness Theorem Statement: If f(x, y) and * are continuous functions of x and y in Following are some of the Standard methods to solve differential equatio 1. Variable separable form 2. Reducible to variable separable. 3. Homogeneous equations 4, Reducible to homogeneous form 5. Linear differential equations of first order 6. Reducible to linear form 7, Bxtict differential efuations. Case I. Variable Separable:, An equation whose variables are separable and can be put in the form g(x)dx+h(y) dy=0 is called an equation of variable’ separable form, Integrating, [ g(x) d+ {h(y) dy=c, where c is an arbitrary constant. This is the general solution ofthe differential equation Case 1. Equations Reducibe to variable separable: To solve the equation % = fax by +e). () - ey & ; tee 45 =o Puar+ by temzsothatard b=, ie, f Putting in (1), i (e) =f) > 2 =a+bf (2), which is of the ype “Variable Separable” and hence can be solved. Method to Solve: (i) Putax + by to=2 (i) Separate the variables 2 dnd x. (ii) Integrate both sides. Case IH. Homogeneous Equations: Definition: Homogeneous Function. A function issaid to be homogeneous of the nth degree in x and y ift can be put in the form #(2) x) 68 O66 =x! +x’y" tay" + yh Definition; Homogeneous Equation. An equation in x and y is said to be homogeneous equation if it can be put in the form % = SOY) ; where 6. y) and 6 (x,y) are both homogeneous functions of the same degree in & xy)" xandy: @. To solve the equation 2. = cord where f(x,y) and (6, y) are both homogeneous functions of the same iy) degree in x and y Co oeDIFFERENTIAL EQUATIONS CHAPTER 2 Sotution: Given 2 =2*9* a — tax=X+h y=¥th BoM dt X+Vehek+2) dx dX aX X-¥-+(h-k-3) i.e, choose h, ksuch that htkt2=0 fi) hek3=0 7) Solving equation (i) and (ii), we get = dogX trode Sh? +P y/e)-200[Z) =o xtaytace™ (i) ; Ly y aan yoS it) sofa-=| +) yt=| sce § ™ where cis arbitrary constant. 2 2) Example 3. Solve » = cos (xty) + sin(x+y). Solution: Put x+y=v, so that 1+ % Ww 2 WLW a ax dk So, the given differential equation reduces to 9Y -1= cos v+sin v ox aM <1 ¥ cos y+ siny Cs By separating the variables we have 1 dv=de 1+cos v+sinv. On integration, we get l=? frase >] | dye xt | ++ 008205 L-tan?(v/2) 2tan(v/2) 1#tan'(v/2) Le tan®(v/2)DIFFERENTIAL EQUATIONS CHAPTER -1 sec *(v/2) 2(t+ tan(v/2)) b+ wi( $24) 2 dy=x+C => log| I +tanf/2)| =x+C => log =x +C, which isthe required solution Case V: Linear Differential Equations of frst order Definition: A differential equation is said to be linear differential equation of first order if the dependent variable and its differential co-efficients occur inthe frst degree only and are not multiplied together. Thus 2 +Py =, where P and Q are functions of x only is called linear differential equation of the first order and thus 4Px=Q, where P and Q are functions of y only is also called linear differential ‘equation of the frst order. Another Definition: The differential equation of the form y'=p(x)y+q(x) ...(1) is said to be linear differential equation of first order, where y is the dependent variable and x is the independent variable. If q(s)~0, then (1) is called homogeneous linear differential equation, otherwise it is called non-homogeneous linear differential equation. The solution of 2 + Py =Q, where P and Q are functions of x only, is given by HLF) =\(L.F)Q de+ C, where LF = integrating factor and C is constant and [.F.=e!" Example 4, Solve : (1 +x) 2 +2xy— 4x° = 0 subject to the initial condition y(0) = 0. : 2 Solution: The given differential equation can be writien as +. 2X = + +x ik 14x’ This isa Tinea diferent equation of tefom 8+ Py = 0, where fae fein tt Wehave, LP. ‘Multiplying both sides of (i) by LF. (1 +2), we get (1 +2) a + day = 4x? =1te 3 Integrating both sides wrt. x, we get y(l +x) = [4x® de+ C= y(l +x) = we c tis given that y=0, when x=" 2 x is the required solution. $0, 0-0 => C=0. Hence, y (1+x') Case VI: Equations reducible to Linear differential Equation To Solve the equation a + Py = Qy", where P and 0 are functions of xDIFFERENTIAL EQUATIONS CHAPTER -1 Method to solve (Dividing throughout by y" (ii) Putting y'~"=z and get the linear equation in z. (iil) Proceed as in Case V. Example §. The solution of (dyl dx)+2xy=2xy", is @ y=(cr)Mte") @) y=1M~ce") © y=+ce") — @ y=(cx) +e") 2d 4 Solution: Ans. (¢). Dividing by y*, we get y~ a + 2xyt =2x Putting y , so that - y"(dy/dx)=dv/dx, or (dv/dx)—2xv =~2x, which is linear whose LF, =e! So, solution is ve" = {(-2x)e “ae=[edt. putting (-x*) (I) or yte + ke, (using (1) or y'=1+ce" or y=1i(1+ce" ), which is the required solution, L 4 yO)=0 (TIFR-2010) )) is negative. (D) is zero. : dy x#2y+8 i 2 ntial equation —— = <——-—— 'T-JAM 2011) ee ore yar yd as 3. ‘differential equation -y — x—— = —~ iff quation “y= 4am aey (IT-JAM 2011) 4 5° subject tothe condition y(l) = 1. (QET-JAM 2012) y: * . ma a cael ., sin(x) :2y 5 ifthe curve passing trough the point | = and having slope °°) "£2 ar each : fe xk point (c, y) with x # 0% . “ (UIT-JAM 2014) me A PR ytestsDIFFERENTIAL EQUATIONS CHAPTER - 1 | Case VII: Exact Differential Equation The equation Md + Nady = 0 (where M, N are functions of x and y) is exact if Max + Ndy isthe exact differential of a function of « and y; say F, ie, dF = Mdx + Ndy. ‘The equation Max + Ndy = 0 is exact if 2% and its solution is ay a f ‘Mdx + (terms of N not containing x) dy = c, a constant. (reing 9 conse) Integrating Factors Ifa differential equation is multiplied by a function (x,y) so that the resulting equation becomes exact, then w(x, y) is called an integrating factor and is denoted by LF. The numiser of integrating factors of Max + Ndy = Ois infinite. Integrating factors by inspection of Terms: @) xdy ~ yar: © or 1 (xy)" i OF ay?P (i) xdy + ye (ii) be + yy Five Rules for finding integrating factors Rule I: If the equation Mdx+Ndj=0 is homogeneous in x and y i.e. if M, N are homogeneous functions of the same degree in x and y, then is an integrating factor provided Mx + Ny #0. Mien Saray Example 6. Solve: x’ydx-(x°+y')dy=0 Solution: Here M=x'y, N=-x°y? I 1 MxtNy ev y-¥ LF= i Integrating, we get log y =Rude I Ifthe equation Max + Ndy = 0 is of the form f(xyy dx + fyley)x dy = 0, then is an imegrating Mx-Ny factor provided Mx ~ Ny # 0. Example 7, Solve (1+xy)yde+(-xy)xdy=0 Solution: The given equation is ofthe form f,(xy)yax + fa(xy)xdy = 0 Here M=(I+x9)y, N=(L-xyyx 1 1 Mx-Ny (L+xy))x~(I-ay)ay 2x*y? LF= 1 y 1 1 1 1 Multiplying throughout by ———, it becomes | 141 lars 1-1 | <0, ipiying igh Beye (s5+4} ( \s which is an exact differential equation, x »*x 1f_l\1 1 ©. The solution is —| —— |+—logx—~logy= k otal oy aM_aN Rule IIT: If in the equation Mdx + Ndy = is a function of x only = f(s) (say), then o!""™ is an integrating factor. Example 8. Solve (reps fader!) = . Sotution: ( y 1) 1x? \ae 1 (easy?) = ‘olution. Geb +e jarghen }y =0. Maysty sty wetuiay?y 3 24 ff a 43 3 (a -*). 4 bey BZ) —* Say) -3 “wha a)” Gta) 4 4) xQ+y*)4 Jorma which is a function of x only, hence I.F =e The equation becomes (4x°y sey 42x det (x4 4 2y?)dy =0 ‘ S =k or 3xty+x*y?+x° =c, where c is an arbitrary constant The solution is sys baty tha aN. aM Joey isan Rule IV: If in the equation Mdx + Ndy = 0; x. ay is a function of y only = fly).(say), then & integrating factor ao Example 9. Solve (xy'+y)dx+2(c'y"+x+y') dy=0 Solution: Here M=xy'+y, N=2(¢y" x+y!) 10DIFFERENTIAL EQUATIONS CHAPTER - 1 } i(m x) 1 = seme” +2—3nxy? 1) =—, which is a function of y only. (ar ay) ye" fa ALF. al sélay Multiplying throughout by y, it becomes (xy‘+y') dx+(2x’y' +2xy+2y') dy=0, which is an. exact differential equation * The sotation is 3% yay’ neh =e Rule V: If the equation is x'y? (mydx + mxdy) + x'y' (pydx + qudy)= 0, then x'y* is an integrating factor, where ath+l_b+ktl r+h+l +k+l m np q PRACTICE SET ~2 L If’ is an integrating factor of the differential equation ayy deBry 7) dy = 0, then ‘the value of a is (UT-JAM 2011) (A-4 B)4 -t @)r 2 The differential equation (1 + x*y' + ax’y*) de-+ (2 +x’y’ + x’y) dy = Ois exact, if & equals (UT-JAM 2012) 1 OF ws O2 ms in fax” + buy + y') de + (2x? + exy $y!) dy. =0.is exact, then 3 Fora, bcm, ifthe diferential e 4, (1IT-JAM 2014) =2c2a (Bb (D) b= 2a =2e . . dy_2xy+ 4. An integrating ftr ofthe differential equation By 5 > is (UT-JAM 2015) x-2y we . @t @y Oy ye, y 4... Ifpey is an integrating factor of (6y? + a.xy) dx + (6xy + b x2) dy = 0, where a; b= R, then (GATE- 2017) (A)3a~5b=0- . (B) 2a~b=0 (C)3a+ 5b=0°\ (D):2a+b=0 6°” ‘The differential equation (3a°x* + bycosx) dx-+(2sinx—4ay°Jdy=0 is exactfor - (GATE-1999) (A) any value of a, but b#2 @). any value ofa, but b= 2 b, but a= 2 { D) for any value ofa and b. [ CitDIFFERENTIAL EQUATIONS CHAPTER - 1 § LS. EQUATION OF FIRST ORDER AND HIGHER DEGREE A differential equation Ant) = 0, where degree of Y> 1 is said 10 be non-linear differential equation of first order and higher degree. It is generally ofthe ype orgy yet rqy 2 zB (3) +P, (4) +74) tt, Lapa where Py Py Py Py_p P, are functions of 4 sandy. For convenience, we write y= pand the above equation takes the form Ppt Pp! + Py? + +P, ptP,=0. Type I: Equations solvable for p Let fx, yp) =0 (1) be the given differential equation of frst order and degree n > 1 “! (1) is an equation of degree n solvable for p, <. L.H.S. of (1) can be expressed as the product of n linear factors in p. Let (I) be written as (p-f,) (ofp) lp -f,) =O, where fy fy» fare functions of x and y. Now, solutions of given equation (1) are given by n equations p De peayy Maher iy = Le Dew ae f(x,y), These equations can be solved by the methods already known to us. Let the solutions of these n FY, 6) =, oo Ffeye)= 0 . Since the given equation is of thesfirst order, .'. it cannot have more than one independent arbitrary equations be F, (30 ‘constant. Letc,=c; +. The general solution of given equation (1) is F, (x,y, 0). F, (6,9, 6) =F 4(s 9,6) =0 =6, say. i [ } I Type I: Equations solvable for y Let the given differential equation be f(x, a () Since (1) is solvable for y, + (I).can be expressed as y = g(x: p) 2) iat x, Vap= dp Differentiating (2). warts, Se=p =k (« py #) 3) which is an equation in two variables x and p. Integrating (3), let its solution be F(x, p,¢)= 9... (4) The elimination of p between (2) and (4) gives the general solution of (1). I the elimination of p between (2) and (4) is not possible, the values of'x aid y may be obtained in terms of the parameter p; sayx = f,(p, ¢), y =p, ©. These two equations together constitute the solution of (I) in the parametric form ‘Type III: Equations solvable for x Let the given differential equation be f(x y, p) = 0 a7) Since (1) is solvable for x; a R = | |«*. (I) can be expressed as x = g(y, p) ot op Differentiating (2) ws. y, Satan (ny 2) 6 iffe 1g yp WPgy 3) which is an equation in two variables y and p. Integrating (3), let its solution be F(j,p.c)=0 “@ The elimination of p between (2) and (4) gives the general solution of (I). ‘Type IV: Clairaut’s Equation An equation of the form y=px + fip) (1) is known as Clairaut’s equation i py de [ay Differentiating with respect to x, we have p = p+x——+ —— iffe g pt P= ptx + f(p) P. or [r+ role & 0, or x+ f'(p)=0 , gives p=c . (2) Thus eliminating p from (1) and (2), we get y=ex+f(0) (3), as the general solution of (1) Hence, the solution of the Clairaut's equation is obtained on replacing p by c. Remark I: If we eliminate p from x+ f'(p)=0 and (I), we get an equation involving no constant. This is the singular solution of (1) which gives the envelope of the family of straight lines (3) Remark 2: Equations reducible to Clairaut’s form: Many equations of the first order but of higher degree can be easily reduced to the Clairaut's form by making suitable substitutions. Example 1. Solve (px ~y)(py + x).=a’p. Solution: Put x’=u and y'= dy de yd 2p shore P= ' ayo y du Then the given equation becomes (2 x 2 yt] oe. » x / y ap Pel 5 Its General solution is v = uc -a’el(c + 1), ie, y"= ex" a’el(o + 1). s.t, 2xde=du and 2ydy=dv or (uP-v)(P+1)=a'P oF uP7= or v =uP-a'P:(P +1), which is Clairaut's form. Type V, Equations not containing x The differential equation, not containing x, is ofthe form f(y, p) = 0 oa) Two cases arise: | eSDIFFERENTIAL EQUATIONS CHAPTER - 1 Case I. When (1) is solvable for p. Then p = g(y), ie., Hasy)=> WV ae ay) Integrating, { a =x -+6, which is the General solution. Case IL, When (I) 8 solvable for y. Then y = hi), and we can proceed as earlier. 2 2 Example 2, Solve y(1—log y) a + (1+ log 2] Solution: The given equation does not contain x directly: » Puting ®= p, so that £2. po dx dt dx dy ap The given equation becomes y(I-log y)p “2+ (1+logy)p? =0 or #4 1+ loey) 4, 9 dy Pp y(l-logy) clogp= fIEPB aye, (put log y=) y-log y) 1 log p. of Bate 2 s vogp= (142 Jae =1+2log(t—1) +¢, =log y + 2log (log y—1) + loge, + =elog p = log(c, y(log y—1)"), dy 2 dy = p=2=cy(logy-1? > =qdr dx yilog y—1)? Integrating, — =oxte, or I-logy= , which is the required solution. logy: ante, Type VI. Equations not containing y. The diferential equation, not containing , is ofthe form fs, p) = 0 fl) Two cases arise: Case I. When (1) is solvable for p. Then p = g(x), ie. a = g(x) => dy = g(x) de ix Integrating, y+ e= | a(x) dx, which is the General solution. Case II. When (1) is solvable for x. Then x = hip), and we can proceed as earlier: fy. (ay Example 3, Solve (1+x*)—> +1+| | =0. wple (+x) i Solution: The given equation does not contain y- directly. dy d’y _dp . a) dp 2 os Putting 2 = p so that £2 = 2 the given equation reduces 10 (I+ x7) +1+ p? =0 Same aod Crate (DIFFERENTIAL EQUATIONS CHAPTER + Integrating, tan p-+tan“'x=tan'c, or tan 2** = tance, or pre C = px 1px dy 1(l+e? or p+x=c,(l~px) or p= 2 4) ate 4 PexeePD © Pe ART +(e 2 Integrating, y= 9 *)jog(1+ 6.x) -Lx+¢,, which is the required solution. a 4 Example 4. Solve: ydx + (¢-y')dy = 0 Solution: The given differential equation is yd-+(c-y")dy=0 => z + y () y This isa linear differential equation of the form tre =0, where P= + and Q=y' y 5 LH der wy Multiplying both sides of ) by LF. = wLE= e on p& ), we obtain yX x= weobiain yx y Integrating both sides w.r.t. y, we get xy yayte (Using: xLF)={ QAP) ay+C] > ot +C, which is the required solution. Example 5. Solve x © tyaxy! Solution: The given differential equation can be written as 1. a + Putting y® =v so that —§y° Y= M op ys Sve? ax a x dv 5 2 « ow 5 : «x @ This isthe standard form of the linear differential equation having integrating factor xt +C, which is the required solution.Co PRACTICE SET ~3 One of the points which ties on the solution curve of the differential equation (y-x) dx+(x +) dy = 0, with the given condition y(0) = 1, is (IT-JAM 2016) (A) (1, -2) @) 2, -1) O21) @) (1.2) Consider the ODE on ® y'(x) — fiyts)): If tx an even function and y isan odd function, then (CSIR UGC NET DEC-2015) (A) ~yC-x) is also a solution (B) y(-x) is also a solution. (©) -¥(6) is also-a solution. (D) y6e) y €2) is also a solution. Lety be a solution of =e -1 on [0,1] which satisfies y(0)=0°. Then (GATE-2008) (A) 6s) 0 for x>0 (B) y65)<0 for x>0 , (©) y changes sign in [0,1] (D) y=0 forx>0 Consider the equation Seas F?(O)y(t), (0) = 1:42 0 where fis a bounded continuous function on [0.%). Then (CSIR UGC NET DEC-2011) (A) This equation admits a unique solution y(t) and further Jim y(0) exists ands ice (B) This equation admits tivo linearly independent solutions (C) This equation admits a bounded solution for whick lim y(t) does not exist () This equation admits a unique solution y(0) and further, Vim y(t) = 2 \<:KEY POINTS, 4 Differential Equation expresses relation between dependent and independent variables and. their derivatives of any order, Bre oder of adifferental equation isthe highest order derivative it contains. The degree of the differential equation, which can be written ds a polynomial in the derivatives is the degree of the highest ordered derivative which then occurs. A differential equation is linear iff the function f is a linear function of the variables y, General solution is the Solution which contains as many arbitrary constants as the order of the differential | equation. t a)DIFFERENTIAL EQUATIONS CHAPTER -1 ‘he particular solution ofa diferenial equation tat whichis oBated om the gener sluion by aiving particular values to arbitrary constants > The solution which cannot be derived from the general solution and has no arbitrary constants is called singular solution, Y eat > Homogeneous Equation Bene BONS Oxy , where fix, y) and (x, y) are both homogeneous Simetions of the same degree inx and y. Puty = ve so that 9 =y +x ™ and soive. x os > For linear differential equations of first order we Py 0 where"P and Q are functions of x only, thesolution is gien by (LF) = [0.810 de C, where IF ~ iniégraing factor and C is constant and Epa e a a, a > Por exact differential equation Mdx + Ndy = 0 we have ao ay and its solution is Max + (terms of N not containing x) dy=.c, a constant, recta at cosa Ifa differential equation is not exact then we make it exact by multiplying it with the integrating factor. > ©The Clairaut's Equation is'y=px + fp) and its general solution.is given by y=ex + fic). SOLVED QUESTIONS FROM PREVIOUS PAPERS 1. The minimum possible order of a homogeneous linear ordinary differential equation with real covstant coefficients having x* sin(x) as a solution is equal to, (GATE-2015) Solution: (Ans:'6) As we know (D* +1))=0 differential equation has Solution y=c, cosx +c, sinx and a factor x is multiplied to linearly independent solutions, when we have repeated roots and if again the roots repeats we multiply x’ to the same. => for solution x’ sinx, roots must be repeated 3 times Thus the linear and homogeneous differential equation must be (D’ + 1)’ y = It is of order 6. . [ STDIFFERENTIAL EQUATIONS CHAPTER -1 2 The equation of the curve satisfying sin ye -cos y(l=xc0s y) and passing through the origin is (UT-JAM-2013) Solution: (Ans: sec y =x 1) Given sin 2 = cos y(1-xcosy) ot dy oly —xeOs).coty => 4 col y=—xC08y.e0ty sec y ~ 4 => secy tany® as Put v =secy 2 xseoytany® a as dv =. (D) bee = (1) becomes ik peel «*. Complete solution is v-e™* = xdrte axettete avaxtltce’ =secy=(r+l)+ce" As the curve passes through origin. i.e. (0,0) So, sec 0 = (0+1)+ce" SI=1te>e=0 Hence the required equation of curve satisfying the given differential equation is sec y =x + 1. =e 3. Which of the following is an integrating factor of xdy ~ ydx = 0? (GATE ~ 2001) ws or Oe x » y ‘Solution: (A), (B), (C) Here M = -y; N=x Cleary My, ON) MW ay ax ay ax = This eqution is not exact. By option (A), => now equation is exact. Hence, option (a) is correct. 7 a 18 7 ‘|By option (b), =a way ty OM" _ (+ y"D-Qyey) _ =? +y? ay wary @+yy? ON" _G? +y¥?D- AN) Pay? ox Gi+yy (+y)? OM" IN* a = 2M 9" pence equation is exact a => option (b) is correct. By option (0), M'=2,N'=4 x y OM 0-9. = equation is exact ay ae => option (c) is correct. 2 By option (d), M’ — y OM" 9, ON! 2x _, aM", aN’ ay yy ak => Itwill not act as integrating factor => Option (D) is incorrect Hence, options (A), (B) and (C) are’correct. The initial value problem (x?-x) & = (2x Dy, yl) = yp has a unique solution if (ry y,) equals (GATE-2002) (4) (2,1) (B) (1, I) (0.0) OOW Solution: () The sven emation is (2° -2) = (2x—Dy.rta)=% . ix = & 2x-) dx oxe-x dy Qx-1) de x(x—1) o-(2) (oI dx \ xe)" x-1)> x0e-1) gw (1 ot & (At dx (43 a 19DIFFERENTIAL EQUATIONS CHAPTER } dy_ de dx Integrating, = +=, we get yox-l x log y = log[x(x-1)]+log& => y = kex(x-1) From option; By option (A), (2)=1 1=k2.1 Sk=4 2 => It has unique solution in this case For other options (B) and (D) intial value problem has no solution, whereas for option (C) it has infinitely many solutions. Integrating factor of (x" y? +3y)dx +(3x"y—x)dy = 0 is x"y", where (GATE-2002) (A)m=-1.n=5— (B)m=-1n=5— (C)m=-T.n=1_— (D) m=~-7,n=-1 (C) The given equation is (x” y? +3y dx +(3x"y—x}dy =0 HereM=x'y'+3y Ne=3xty-x By options, for option (A), if x” y° is integrating factor => (A) is incorrect M's x y*(x'y? +3y),N'=x7yBx8y— 2) M's y' 43x77 y®N'=3xy8 x Fy> AM ay 430? 6%), = ay ax "itis not exact By’ -(6x")y* =>x°y? is not integrating factors For option (B), m=~1,n =5, ie. if x"y® is an integrating factor Miax'y°(xly? +3y),N' Minx! 43x55 N'= 3x96 = 9? OMe ratyt 3x6 em = a1aty* ay ax OM", ON" nis not exact ay” ar => itis not an integrating factor For option (c), m=-7,n=1, if x” y is integrating factor => (B) is incorrect. M'= x7 y(x’y? +3y),N'= x7 yxy) = Bay? xy DX hence itis exact ox x JDIFFERENTIAL EQUATIONS CHAPTER -1 | For option’ (D), m=-7, n=-I, if xy" is an integrating factor M'=x7y"(x"y? +3y),N'= xy (Gxty—2) Itis not exact Hence, option (C) is correct. 6 The solution of 2 =y’, y(0)=1 does not exist for all (GATE-1995) (A) xe(--9,1) (B) xe (0,a] where a > 1 (C).xe (+, 00) (D) xe[1,a] where a> 1 Solution: (B), (©), (D) The given differential equation 2 2 and y(0) =1 2H sd, xte, xte Applying initial condition, eet The solution can't exist atx=1 and as option (B), (C), (D) includes x=1 => Solition' does not exists for ¥ x given in option (B), (C), (D). 7. ~The general solution of the differential equation dy/ dx+tanytanx=cosxsecy, is (GATE-2001) (A) 2sin y(t c- sin x cos x) sex (B) siny ~ (x +0) cosx (O)cosy = (+0) sinx (D) sec y = (x + 0) cosx ‘Solution, The given differential equation is Dan y tanx=cosz sec y 4 cosy +sin ytanx=cosx dk dy _at at putsiny =t => cosy2=© >" 4 r(tanx) =cosx y (tanx) isa linear differential equation of first order 1B ae el sec The solution is given by t(L.F.)=[ (LF Jeosxdx+c (see 2)1= sec xeos xdx-+e (secx)¢=x+0=9 sin y =(x+¢)cosx => option (B) is correct. . ~ 2 odDIFFERENTIAL EQUATIONS CHAPTER - 1 ASSIGNMENT - 1.1 NOTE: CHOOSE THE BEST OPTION L (C) three () one 2 2. The differential equation os 223) isof (A) first order (B) zero order (C) second order (D) none of these 2 3 The degree of the differential equation + + nx =0is- 7" (A) zero @) one (C)tw0 ©) three lary)’ an 4. The differential equation f (x, alg 2 } +o 2 y =0 isoforder be (A)p Bq (Om (D) none of these 5. The number of arbitrary constants a general solution of frst order differential equation contains is (A) zero (B) one (©) two ©) three 6. The differential equation ae Py = Q, where P and Q are fuunctions of x only, have the integrating factor a bm (8) 6! wel" (D) el 7. A solution of a differential equation which contains no arbitrary constants is (A) particular solution (B) general solution (©) primitive solution (D) none of these & A general solution ofa linear differential equation with constant coefficients is (A). sum of particular solution and complementary function (B). product of particular solution and complementary function. (C) quotient of particular solution and complementary function. (D) none of these 9 Given a differential equation of order n, then its complete primitive contains- (A) n-arbitrary constants (B) more than n-arbitrary constants (©) less than n-arbitrary constants (D) no arbitrary constant i 2 iDIFFERENTIAL EQUATIONS CHAPTER -1 } 10. The necessary condition for the differential equation M(x, y)dx + N(x, y)dy = Oto be exact is NM NLM 7) OM aN aM a Ye @) ax © WK (D) ¥ aN EY U1: If the solution of differential equation contains as many arbitrary constants as the order of a differential equation, then the solution is called (A) particular solution (B) complete primitive (C) singular solution (D) none of these 12. In linear ordinary differential equation, the dependent variable and its differential coefficients are not ‘multiplied together and occurs only in— (A) frst degree (B) second degree (C) third degree (D) fourth degree 13. If Méxy)dx + Noxy)dy = Oand e. x then the differential equation is x (A) exact (B) not exact (©) linear (D) non-linear 1M. If a differential equation Mdx + Ndy = 0 is not exact and let Fe, y) be such that FM dx + FN dy = is ‘exact, then the function F is called a/an (A) differentiable function (B) arbitrary function (C) integrating factor (D) none of these 15. If differential equation Max + Ndy =0 is of the form fi(xy)y dx-+ f,(xy)xdy = 0 and Ma-Ny #0, then an integrating factor is 1 (A) Mx~Ny (@) My-Nx oO (D) None of the above ~* Mx- Ny 16. The differential equation % + Py = Qis linear differential equation of frst order if (A) P, Qare functions ofx only (B) P, Q.are functions of yonly (©) P, Qare functions of x and y (D) None of these 17. The order of the differential equation is defined as the (A) power of the highest order derivative occurring in the equation (B) highest order derivative occurring in the equation (C) highest power among the powers of the derivatives occurring in the equation, (D) highest power of the variable occurring in the equation 18. The degree of a differential equation is defined as the (A). highest of the orders of the differential coefficients occurring in it. (B) highest power of the highest order differential coefficient occurring in it. (©) any power of the highest order differential coefficient occurring in it (D) highest power among the powers of the differential coefficients occurring init.DIFFERENTIAL EQUATIONS CHAPTER 19, A linear differential equation (A) is necessarily of first order (B) is necessarily of first degree (©) may or may not be of first degree but is of frst order (D) is either of frst order or of frst degree. 20, The degree of differential equation satisfying the relation Vi+x* + Ji+y = Aalsyit y*-yviex) is (Al (B)2 (3 (D) none of these 21, Determine the type of the following differential equation *y +sin(e+y)=sinx (A) Linear, homogeneous (B) Nonlinear, homogeneous (C) Linear, non homogeneous (D) Non linear, non homogeneous NOTE: MORE THAN ONE OPTION MAY BE CORRECT 22, The equation e* dx + & dy = is not of order- (A) zero (Bone () two (D) three oY 28. The equation 2 + = Dis of- x (A) order zero (B) order two (C) degree two (D) degree one 24, The differential equation ( (A) order 2 (B) degree 3 (Corder 4 (D) degree 6 25, Which ofthe following differential equations isnot of irst order and second degree? ane A 2 A (=) +sin {2) +xy=x ) (2) ty sek P oO Ba xyeyee o be} pere[ =0DIFFERENTIAL EQUATIONS CHAPTER } ASSIGNMENT - 1.2 NOTE: CHOOSE THE BEST OPTION ‘What is the order and degree of the differential equation [1 + (y')"? - py" = 0? (A) First order, second degree (B) Second order, first degree (©) Second order, second degree (D) Third order, second degree Y Order and ere of te ferential equation £2 = (-( +{ 4) Jy are respeétively (ae) 21 B11 2 + (D) 24 3. If Mdx + Ndy =0 is a differential equation and 3(2-%) is a function of y alone, say f(y) then M y integrating factor is Ae Be” om (D) None of the above 4. The integrating factor for the Leibnitz linear. equation +Py=Qis (A) [pax B) forse Qep ((00«) (D) exp roe) 5. The homogeneous differential equation M (x, y) dt-+ N(x, y) dy =.0 can be reduced toa differential equation, in which the variables are separated by the substitution A)y =x B)xyrv (xtymv Ox-yrv 6, The diferential equation 9 = ¥° ig dx x? (A) homogeneous (B) non-homogeneous (©) exact equation (D) none of these 7. Consider the following differential equations ayn site de yee) MOT Y NOY PHT OT =O (2) y+ x= fay bry’ J", b#O ‘The sum of order of first differential equation and degree of second differential equation is, (AO B)7 (8 (D)9 8 For non homogeneous equation y'tp(x)y= r(x), if y, and y,,are its solutions, then the solution of homogenous équation y'+tp(s)y = 0, is if ~ 25DIFFERENTIAL EQUATIONS CHAPTER } y= (D) None of these zi Ay=N-Y2 9. The integrating factor of y*dx + (1+ xy)dy = Ois (Aye” (B) e* (Ce™ Me 10, An integrating factor for ydx —xdy = 0 is 1 wx By ot. ob vey’ x+y 1. For the differential equation y' + p(x)y = r(x) to be homogeneous, ris) 0 Bre) =0 (Ors) = pos) )p6)=0 12. The general solution ofthe differential equation yéx ~ xdy = 0, is asec B)xty=e (Ox-c O)xy-¢ 13. (1). The solution of ordinary differential equation of order n have n arbitrary constants. (2). The solution of partial differential equation of order n have n arbitrary functions. Which of the following statements is true? (A) 1 is true 2 is false (B) 1 is false 2 is true (C) Land 2 both are true (D) Land 2 both are false 14. The solution of differential equation ydx+xdy=0 is Aye @x=yte ©x-y (D) none of these 15, The general solution of first order differential equation a = cos x, is given by i (A) y= cosx (B)y =sinx (C)y =cos x +c, can arbitrary constant ‘ (D)y = sinx +c, can arbitrary constant 16. The general solution of the differential equation 2 __ * ig ay Aetyad Bxe-yod — Ox=y O)xtyea 17, The particular solution of the initial value problem xdx + ydy = 0, x, = 4,9 =-3 #8 (Aly = 5 By =the (Oy =-4e (D)y' = 3x 8. The equation x=Acos(pt-) can be expressed as (~ oe —_ JdDIFFERENTIAL EQUATIONS CHAPTER -1 2 “ fear @) S x (D) none of these 19. The general solution oo etx ty= x is (A)xy = i +e B)xy=c © ; c (D) none of these ‘on of M+ ly =x 20, Solution of + Ly =x is (Aye =x B)y=x (C)logx=y (D) none of these 21. The equation of the curve, for which the angle between the tangent and the radius vector is twice the vectorial angle is r* = Asin 20. This satisfies the differential equation (A) r(dr/d8) = tan20 (B) (dO dr) =tan20 () r(dr1d8)=cos20 (D) r(d8/dr) = cos 28 22, Let m be the order ofa differential equation. Then (A) mis not unique (B) m is unique (C) m may or may not be unique (D) m may be infinite NOTE: MORE THAN ONE OPTION MAY BE CORRECT 23. The differential equation £Y+ |, Q (2) =0is of ae (ae (A) second degree (B) frst degree (©) frst order (D) second order (24, The equation y dx + xdy = Ois (A) exact differential equation (B) non-exact differential equation (©) partial differential equation (D) of frst order 25, Which of the following is not true for the statement “The complete solution of a differential equation contains arbitrary constants” ? (A) more than the order of equation (B) can’t say (©) equal to the order of equation (D) less than the order of equation 26, Which of the following differential equations is not linear ? A+ yy inx 8) ySasxe0 (Olt+y)@+sinx=0 O)t2 22 s(145) yasingtet de dy de 7D __)DIFFERENTIAL EQUATIONS CHAPTER 27, Consider differential equation \y'| + |y| = 0. Which of the following statements is true? (A) General solution exists (B) General solution exists but contains no arbitrary constants (C) It has particular solution which is bounded (D) None of the above 28. Given, 2 = 2xy. Solving the above differential equation gives (A) Dx2xd0 (B) logy=x' +loga_ (C) togy=—* @) y=ae" y ioga 29, Given, % = tan ydy. Solving the above differential equation gives x (A) logx=-log cos y +C (B) log(x cos y)=C’ (C) log (x siny)=C (D) xcos y= 30. Consider a family of parabolas y" = 4a (x + a), which of the following statements is true? (A) The differential equation satisfied by the given system of parabolas y'=4a(x+a) is @- (B) Differentiating the equation with respect to x, we have ry B=a (O) No differential equation for the given equation exists @) None of these 28DIFFERENTIAL EQUATIONS CHAPTER -1 ASSIGNMENT - 1.3 NOTE: CHOOSE THE BEST OPTION 1, The solution of the differential equation (2ax + by) yx + (ax't 2by) xdy = Ois (A) axy? + bay = (G) ax + bf =e 2, Differential equation x{1~x")dy+(2x°y-y-av)de: pita Ae 22a oar 3. The solution of % = = represents ay (A) a family of circles centered at (1,0) (©) family of circles centered at (1,0) 4. The solution of H+ YOSX*8INY+Y «gig dk sinx+xc0s y+x (A) y sinx + (siny + y)x =e (C)y = sine +y siny +c (B) ax’y’ + bxy =e (D) ay + by’ =e hhas an integrating factor pe Be * (D) none of the above (B) a family of circles centered at (0,0) (D) a family of straight lines with slope -1. (B) ysinx +(sinx +; (D) rione of these 5. The solution y = Acos(x+ B) is equivalent to asinx+ Bcosx, where (A) a=AsinB,, (Cha =—Asin B, B = Acos B 6. General solution oft + dxy = 20% is (AJ y=(2x+c}e" (Cyne (B)a=Bsin B, = Boos B (D) none of the above (B)y = 2xe* (D) none of these 7, The solution of the differential equation (x + y- 2) dyldx = (x + y) is (A) (y +x) = log (y=xt+1) +e (C)y-2x=logix +y-I) +e 8 The solution of the differential equation y = px + 4+ (A O-of -C=4 (OO @-af +e =0 (B)G-3) = log (x +y-)re (D) yt 2x = logis ty +.) +e (B).y ex)’ — 4c°=0 (D) (y— ex)? + 4c? =0 29DIFFERENTIAL EQUATIONS CHAPTER 9. The solution of (x— y*)dx+ 2xy dy =Ois (A) ye (C) ye” 10. The general couion of.) = 2) + tanf 2] a x “ sal?) z © sal) =o o) on(2) =e x x Il. Differential equation xdy-ydx-20dx=0 has the solution (A) yt =ex B) ~ytP sex ( y-¥ =x (D) y=x¥ =x ‘12, The differential equation of the family of circles of radius ‘r’ whose centers lie on the x-axis is (A) yadylax)+y" =? @) yl@yldx)+1)="* (©) yUldylds) +1 ©) yUlaylasy += 7 3. The primitive of the differential equation (2xy*e? +2xy° + y)dx +(x° y*e? —x°y* —3x)dy =0 is (A) Pe? #2 ly) + (xly*)=e B) Pe? (Py) +(x) =e (Cel +(P1y)-@l yee O) Pe? -(1y)-(al =e 14, Let (y~c)" =x be the primitive of 4x(dy/dx) +2x(dy/ dx)— y =0. The number of integral curves which will pass through (1,2):is (A) one (B) two (C) three (D) four. 15. A solution curve of the equation xy'= 2y, passing through (1, 2), also passes through (42,1) (B) (0,9) (©) (4, 24) (D) (24, 4) 16, The solution of the differential equation (dy dx) +(y/x) =x? tinder the condition that y =Lwhen x=1 is 5 Ajarys xt +3 (B) Axy=y't3 (CO) Arya +3 (D) Ary = y° #3 17. The family of straight lines passing through the origin is represented by the differential equation ; (A) ydx+ xdy=0 @B) xdx+ ydy=0 i (©) xdy- ydx=0 (D) ydy-xde=0. ti fo : |DIFFERENTIAL EQUATIONS CHAPTER | _ NOTE: MORE THAN ONE OPTION MAY BE CORRECT 18, Which ofthe following is not the integrating factor for the differential equation Y ag 2 + yBiyse w+] (+1) ox y tly a (B) xt xe ow Ox at 19. Which of the following is a solution of y"*+y= 0? A)y=sinx (B) y= cosx (Cy =3cosx O)y=sinx+ 3 20, Which of the following is a solution of xy'4y=0? Ajay = 3 B)xy=2 (Ox=diy O)y=F 21. Which of the following is not the general solution of the differential equation sitet =0? y (A) 2fy + cosx=c Lae (B)2y-cosx =e (C) 2 fy =sinx (D) sin x+cos x= fy ‘tic H ap dp , 22. The general solution ofthe differential equation dy/ds + yF = O(x) FE, where gis. function of alone, is not given by (A) y=o+ce* B) y=9r1-ce* (D) y=9~1t0e* 23, The solution of (x+ y)° (dy/dx) = a*is not given by ‘ (A) y+x=atan{(y=c)/a} @)-y-. (Q) y-x=tan{(y-o)/a} (D) aly~ tan(y—e) = tan{(y—<)/a} 24, Which ofthe following information are true for the differential equation? E(x + y*\dx—(ay")dy =0 (A) Eis an exact differential equation. (B) Integrating factor of E is x* 3 > (©) Solution of Eis logx 35 c (D) Solution of E is log x- ae ix " y 7 31 oo : |DIFFERENTIAL EQUATIONS CHAPTER -1 } ANSWERS TO EXERCISES. (PRACTICE SET - 1) 1.) 2 xtyt5=c(ep)? B.x=y(P +o) 4. yo =3-2* 5B) (PRACTICE SET ~ 2) 1.(A) 2@) 3B) 4@) 5. (A) 6. (B) (PRACTICE SET - 3) L© 2.(A) 3. (B) 4.(D) ANSWERS TO ASSIGNMENTS ASSIGNMENT. - 1.1 1B) 2.(0) 3.B) 4 5-@), 6.(A) 7.(D) 8.(A) 9.(A) 10.(C) 11. B) 12. (A) 13. (A) 14.(0) 15.(C) 16.(A) 17.(B) 18. (B) 19. B) 20. (A) 21.) 22.(A,C,D) 23.(B,D) 24. (A, D) 25.4, CD) ‘ASSIGNMENT - 1.2 LO. 2.(D) 5A) 6. (B) TADS i 2 BAA) 1. (B). 12. (A) WSC TAA) BIA) 1B 4B) 19. (A) 20: (D) 23.¢ 24..(4, D) 3. (4, D) 0) B(A,B.D) 29.4, BD) 30. (ABs 2 ASSIGNMENT - 1.3 LO. O° 3a) 4) 5.0) 6.(A) 7. (B). (A) 9. (B) 10.(C) 11. B) 12. (D). 1) 2 BB 16) 110 : 18: (B,C, D)- 19. (ABC) 20: (A, B,D). -21. (A, CD) 22. (A, B-C) 23. (B,C, D). 24. B;C) : 32DIFFERENTIAL EQUATIONS CHAPTER - 2 } CHAPTER - 2 LINEAR DIFFERENTIAL EQUATIONS INTRODUCTION In this chapter, we will learn how to solve a homogeneous and nion-homogeneous differential equation i.e. how to find particular integral and general solution. ‘We will also.learn to find the envelop‘of-general solution, i.e., singular solutions.-The method of undetermined coefficients and variation of paramelers-are another ways of solving i differential equation. Here, we learn what are regular points, irreguldiepoinisand ordinary points and also to solve the simultaneous differential equation. In the end, we will disease: § 2.1. DEFINITIONS (Linear Combination. Iff, fy ... fare n functions defined on the interval I and cc constants, then the function ¢, f,¥¢,f, +..*¢, ,iscdled linear combination of f, fx eg. &* + 2e'—4e* is a linear combination of &*, &', &* [Here ¢, = 1, c,=2,¢ are narbltrary 4). (i) Linearly Dependent, The functions f, fy... f,of% are said to be linearly dependent over dn interval Liff there exist constants ¢, Cy -, Cy (not all zero) such that cf, + ¢,f,+... + ef, = 0 for all x in L In particular, two functions f, and f, are linearly dependent on [a, b] iff there exist two constants cy, c; (not both zero) such that cf, + cf, = Ofor all x in [a, b]. eg. The functions x-and 2x are ‘linearly dependent on [0,1] because there exist constants I) st cif +6 fy= Die. 2)(s) + (12x) = 0 (iii) Linearly Independent. The functions ffy...fof¥ are said to be linearly independent over an interval I iff there exist constants ¢ Cy ...c, such that c,f, cy f,+:..+¢,f,=0 for allx in I, then ¢=0 7 i=1,2,...0 eg. The functions x and x’, are linearly independent on [0, 1] Conclusions: If Sy fynuf,are linearly dependent, then at least one of them is a linear combination of others. (i) If Sy fy, are linearly independent, then none of them is linear combination of others. (iii) — Wronskian. Let, fy... f, be n real functions over Leach of which has a derivative of order (n - I) over I then the determinant. hoof om & rn nn A ' 2 |e MO Sa Sod eo gen, fe is called Wronskin off, fy ., over I. Thus the Wronskian Wf». i itself a reat valued function om I. Its value at xis denoted by W (fy fy») (6) oF by WHF (3), f(8), LOD] Co m=1,1 oCFisy=(c, +c,x)e* PLIfor x2e* will be’ _*-¢* (=F be 1 =e} ——___ (D+3-1)? {e5)} + General solution is y=(€, +¢,)e* Hyper ~4x+3) § 25. LINEAR DIFFERENTIAL EQUATIONS WITH VARIABLE COEFFICIENTS ty gh ne Definition, A differential equation of the form P, st +P, pd +P, st “tuctPyy=O, where PpP Pu ' and Q are functions of xis called linear differential equation with variable coefficients. 2.5.1. Cauchy's Homogeneous Linear Equation otPy= fs), where Definition. A homogeneous linear equation is of the form Px* SY +px"! SF dx” dx’ P, Pps, P, are all real constants and Q(s) isa function of ¥; is called Cauchy’s linear equation. Method t6 solve : W--Putr= (i) Put E00 that D=0,°D'=0(0-I).n xD =0 0-1)... @-n+1). ie, 2=logx,x>0 Putting these in the given equation, we get [P,0 (0-1)..(0-ntd) + P:0(0-1) ... (B-w#2) +...+Py = O (€). which Xs linear equation with constant coeficients and solve for y in terms ofz (iii) Put2~ log x, and we get the required solution. “0DIFFERENTIAL EQUATIONS, CHAPTER - 2 @y wady ad Example 1, Solve x* 42x x? 2 42y=1 ample I. Solve x! S42? Pon ty , @ Solution: The given equation may be written as x° Putting x=¢, the equation becomes (0 (8-1)(8-2)+20 (8-1) -O+I\y=e" or (-1)*(O+1y =e AE is (m-1)'(m+1)=0 or m=L 1, 2 CF =(q 40,2)! +e =(¢ +c, logx)x +e," dv pj? ge ty ty PG DO) Dana 4° Dalal ade Logs 4 ax 8* Hence, the solution is y=(c, +¢, loga)x+22+— logx x dx 25.2, Legendre's Linear Equation. An equation of the form Pyarbx) SY +p (arty! OY +... 47.69) = 06) aD a ery where Py P,P, are all real constants and O(s) is a function of xis called Legendre's linear equation. Method to solve: @ | Puta br=e, ie, 2=log (atbx), atbx >0, co) Pu = 6, so that (a+bx)D = b®, (a+bx)’ D’ = b’ 00 1),...,(a+bx)" D'= 6" @ (B-I) ...@-n+1). (iii) Putting these in the given equation, we get [P, 600-1) ..0-n+ 1) +P, 6°! 0 O-1) ..O-nt2) + ...+ Ply =O ) : which is linear equation with constant co-efficients and solve for y in terms of z. (iv) Putz = log (a + bx), and, we get the required solution. 2 Example 2. Solve (1+)? eaen B+ yaacostoyt+9 ix Solution: Putting | +x = e'=> z= log(1+ x) equation becomes (6(8 =1) +8 + ly = 4cos z or (8 +1)y=4cosz AL is m’+1=0 or m=4i °, CF =c,cos(z+c;)=¢, cosllogee+i)+c,]. Pls aa Acos 2 = apts Dd =(Ssin :) = 2zsin Z = 2log(x +1) sin log(x+ 0). Hence the solution is y = c, cos{log( x + 1) + c,] + 2log( x +1) sin log(x + 1) aS JDIFFERENTIAL EQUATIONS CHAPTER § 26. EXACT DIFFERENTIAL EQUATION 3 , i said t0 be exact if it can be derived by differentiation merely, and without any further, res from an equation of the next lower order ay, amy _ Gert Ps Gee tet Pay K here Py Py, Py. P, are functions of x, is exact is PI Ps AP" Pi pte HEU =0 Definition: A differential equation (2.20) The condition that the differential equation pat y +P, PRACTICE SET - 1 1. Given that, there is a common solution to the following equations P : y' + 2y = ey’, y(0) =1, Q:y" + 2y! + ay = 0, Find the value of «and hence find the general solution of Q. (IIT JAM 2014) 2 2 The general solution of the differential equation with constant. coefficients: Sd +cy=0 approaches zero as x —> ©, if (UT JAM 2016) (A) bis negative and c is positive (B) b is positive and c is negative (C) both b and c are positive (D) both b and ¢ are negative 3 Consider the equation of an ideal planar pendulum given by a =~sin x, where x denotes the angle of doplacement. For scent mal angles of placren| the solution is given by (where a,b are constants) : (CSIR UGC NET JUNE-2013) (A) x(p) = acosht + b sinkt @)x (=a bt (C)x() = ae'+ be”. : . (D) x (=a cost #b sin f° d 4 YD ae. then the value of i (GATE-2009) lose x logx logx Ay logx yet ore oye $. Letyx) =x" and yx) =x'|x\ forx € R. Consider the following statements: dy d (P) : (x) and y,fs) are linearly independent solutions of x? > = axe +6y=OonR. iv , dy, : (Q) : The Wronskian y; «2o ~y20) i (X)=0 forallxe R. Which of the above statements hold TRUE? (GATE-2017)° (A) BothP and Q . (B) Oiily P (© Only (D) Neither P rior | 42DIFFERENTIAL EQUATIONS CHAPTER -2 | § 2.7. INTEGRATING FACTOR Definition: An integrating factor of a differential equation is that factor such that if the equation is multiplied by it, the resulting equation is evact. Rules For Finding The Integrating Factor Rule 1. When the coefficients P, P,, P;... P, are of the form kx or the sun.or difference of the terms of the said form, then x" is the integrating factor. Rule 2. When the coefficients Py, Py, Py... P, are trigonometric functions, then by trial we shall obtain some trigonometric function as the integrating factor. § 28 SIMULTANEOUS DIFFERENTIAL EQUATIONS. ay DS rextdy= g(t a dy= g(t) (a, b, c, d are constants) is called simultaneous linear differential equation with constant coefficients, here x and y are dependent variables and t is an independent variable. A pair of linear differential equations * taxtby= f() and i 281. Working Rule: () Eliminate one of the dependent variable say y from given equations. (i) After eliminating y, we get a linear differential equation in x and t, which can be solved to get (iii) Now put x and & in any of the given equations, to obtain y = v(t). * ~* a fy) x= 4(0 andy = %() gives the required solution Example 1. Solve ¢ ‘wy and 2 WX. Also, show that the point (x,y) lies on a circle. Solution: We are given the system of equations:- We.can-write this system as Dx + wy =0. 2) é (i) where D= 4 wx - Dy =0 wii) @ dt We operate D on (i) and multiply (i) by W,, we get Dat wby | {iti) wht wDy =0 On adding these two equations we get (D* + w?)x =0 ufiv) It's auxiliary equation is m* +w? =0 => m=: So, solution is x=0,cos wt +6, sin wt ...(v) where ¢, and c, are arbitrary constantsDIFFERENTIAL EQUATIONS CHAPTER -2 } a& Now “7 =—eqwsinwr+ cywooswt (i) lt Put (v) and (vi) in the equation Foon then —cywsin wt +c,weoswt=—wy it or y=¢,sin wt—c, cos wt (vii) (») and (vii) gives the required solution. On squaring and adding (v) and (vii), we get x+y? =(¢,coswt+c, sin wt)’ +(c, sin wt—c, cos wt)” Sty achtc? =e +c2)""), which is a circle So, the point (x,y) lies on a circle. Example 2. Solve 2 Solution: We are given 3. (i) (ii) From equation ()) © at» [® = y y log y =1+loge => log y =loge! +loge => y=ce (iii) de dx Ne sation (ii), —-= 2y + x=> —=2ce' +x fw from equation (i), “= 2y a a& . sali i i => Sm x= 2ce', which isa linear differential equation. dt fee So x=2cte' + ce! and y =ce' are the required solutions, LRsel so the required solution is x: ‘dite, xe" = Dette, => x= 2ate! + ce" dx dy dy Example 3. Sove= +24 2x+ y=0, 2+45x+3y=0 ee a de Solution: We can express the given system of equations as (D+ 2)x + (D + I)y = 0 Ke+(D+3y=0 Multiply (i) by (D + 3).and (ii) by (D + 1) and then on subtracting (+3) D+ Jx-SD+ Ix=0 = D' +I)x=0 (ii) Is AE ism’ +1=0 > m=4i Sox=c, cost +c) sint (vy) dx -c,sint +c, cost @) dt dx dx Ide ‘ &3x=2y= Qy=S-3 ay=-| -3; On subtracting (i) from () we get T-3x=2y=0 => 2y=7P—3x =y fe "|Put the values of x and 3 from (iv) and (v) 1 abe sint +c, cost ~3(c, cost +c,sint)} ys ste. —3e, cost (6, +3e,)sint] wi) Hence (iv) and (vi) gives the required solution. ax d’y B 4, Solve — ~3x—4y+3=0 and —- + y+ x+5=0 ixample 4, Solve a ty. and at) Solution: The given system of equations can be written as (D’ - 3)x—4y =- 3 i) and x + (D’ + ljy=-5 (ii) multiply equation (i) by (D? + 1) and second by 4 and on adding (D’+1) (D’-3)x + 4x (D'+1)3-20 = (D'- 2D’ + I)x =-3-20=-23 => (D'-2D' + Ix =-23 (iti) Its auxiliary equation is (mt —1)’ =0 => m = 1, 1, -1,-1 CF=(¢, tep)e + (0, + cg)e" (iv) wv) (vi) Now, put x and 4 ‘from (iv) and (vi) i AG Feqihel + eye! +(c, teyhe =2cye" 3c, + ete! +c, +e,t)e" —24)] y=-dhe ene! 406 rae") So, (x) and (vi) gives the required solution (cece) 418 (vii) Solving Homogeneous system of differential equations with constant coefficients by using Eigen Values. The homogeneous system of differential equations of the type ( 45DIFFERENTIAL EQUATIONS CHAPTER -2 Xa h, Hay tant yk, HO Ky $y X, Ho 4 Oy, X, tht FO yak, tet Ogg X,, Where ay's are constants W i,j lke 1 da Itis equivalent to system X’ = AX, where A" 9° | and Gy 2 On x. %. Itcan be solved by using eigenvalues and eigenvectors as: Method to solve: 1. Form simultaneous homogeneous system of equations to the form X' = AX 2 Find eigen values dof matrix A 3. If WA, algebraic multiplicity = geometric multiplicity, then find eigen vector X, of each eigen value }, The solution of the system is X =ce¥X,40,e¥'X, +a.t 60K, Or iffor a eigenvalue }, algebraic multiplicity > geometric multiplicity Then () Find possible linearly independent eigen vectors of Nu. Let algebraic multiplicity is m and geometric multiplicity is n, where m — n=p, m>n, or p>0,m,n,p EN Find m linearly independent eigen vectors then we are to find remaining p vectors (i) Solve |A = JY, =X, where X;is eigen vector of find ¥, (iii) Solve |A -14l| ¥,= ¥, and find ¥, and so on So, we get Y,, .., ¥, vectors Now, the solution of the system is x, any | +b,e¥) + cet X, +bie™ OX, $Y, +bje™ 2 ) where cand by ..b, are all constants Example 5. Solve the system of equations +x, and x,= 2x, . % ft 1] Solution: It is equivalent to the form X’ = AX i.e. xf lo ake, 11 Conside ix Az wit i The eigen values of A are 1, 2. (by solving |A - hl] = 0)