Differential Equations I

Definition: Let y = f (x) be a function. Let ∆x be an increment in x. The differential in the

independent variable x is denoted by dx and is defined by dx = ∆x and the differential in the
dependent variable y is denoted by dy and is defined by dy = f 0 (x)dx. Thus when dx 6= 0,
f 0 (x) = (differential in y) ÷ (differential in x).
Properties of differential:
If u and v are functions of x then
(i) d(u + v) = du + dv
(ii) d(u − v) = du − dv
(iii) d(uv) = udv + vdv
 u  vdu − udv
(iv) d =
v v2
(v) If c is a constant, then dc = 0 and d(cu) = cdu.
Definition: Suppose y is an unknown function of a single variable x. An equation containing
dy d2 y dn y
derivatives like dx , dx2 , . . . , dx n , . . . or differentials like dx, dy, in which the variables x and y may

or may not appear explicitly is called an ordinary differential equation.

Definition: Theorder of a differential equation is the order of the highest derivative contained in
it.
Definition: The degree of a differential equation is the highest power of the highest derivative
appearing in the equation; after the differential equation has first been made free of radicals and
fractions in its derivatives.
Definition: Consider a differential equation in which y is the dependent variable and x is the
independent variable. A function y = f (x), not involving any derivatives, is called a solution of
the differential equation if for all x in some interval the function and the derivatives calculated
from it satisfy the differential equation.
A solution of the differential equation that contains as many arbitrary independent constants as
the order of the differential equation is called a general solution of the differential equation.
Solutions obtained from the general solution by assigning particular values to the arbitrary
constants are called particular solutions of the differential equations.
In some cases there exists solutions of a differential equation which cannot be obtained from the
general solution. Such solutions are called singular solutions.
Solution of first order and first degree differential equations
1. Separable differential equations:
dy
Definition: A first order first degree differential equation dx = f (x, y) is called separable, if
f (x, y) = h(x)g(y), where h(x) is a function of x only and g(y) is a function of y only.
R dy R
The solution is given by g(y) = h(x)dx + C, where C is an arbitrary constant.
2. Homogeneous differential equations:
Definition: A first order first degree differential equation is called homogeneous if it can be
dy
expressed in the form dx = f (x, y), where f (tx, ty) = f (x, y) for every real number t in
some interval.
dy
To solve a homogeneous differential equation dx = f (x, y) use the substitution y = vx.
Then we obtain a differential equation in v which is always separable. Solve this differential
equation. Finally replace v by xy .

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3. First order linear differential equation:
dy
Definition: A differential equation of the form dx + p(x)y = q(x), where p(x) and q(x) are
functions of x only or constants, is called a first order linear differential equation.
The solution is obtained as follows:
dy
(i) Express the equation in the form dx + p(x)y = q(x). Suppose the given equation is of
dy dy
the form a(x) dx + b(x)y = c(x) then it can be rewritten as dx + p(x)y = q(x) where
b(x) c(x)
p(x) = a(x) and q(x) = a(x) .
R
(ii) Compute p(x)dx.
R
p(x)dx
(iii) Compute u(x) = e . This is the integrating factor.
dy
(iv) Multiplying bothR sides of the equation dx + p(x)y = q(x) by u(x) we obtain the general
solution as y u(x) = q(x)u(x)dx.
4. Bernoulli Equations:
dy
Definition: A differential equation of the form dx + p(x)y = q(x)y n , where p(x) and q(x)
are functions of x only or constants, is called a Bernoulli equation.
The solution is obtained as follows:
dy
(i) Express the equation in the form dx + p(x)y = q(x)y n .
dv
(ii) Put v = y (1−n) . Then we obtain the equation dx + (1 − n)p(x)v = (1 − n)q(x). Solve
this linear equation in v.
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(iii) Express the solution in terms of y using y = v (1−n) .
dy
5. Equations of the form f 0 (y) dx + p(x)f (y) = q(x), where p(x) and q(x) are functions of x
only or constants.
To solve a differential equation of this form use the substitution z = f (y). Then we obtain
a linear differential equation in z. Solve this equation. Finally express z in terms of y.
6. Equations that are linear in x.
Some differential equations take the linear form if we consider x as the dependent variable
and y as the independent variable. Such equations have the form dx dy + p(y)x = q(y), where
p(y) and q(y) are functions of y only or constants.
The solution is obtained as follows:
dx
(i) Express the equation in the form dy + p(y)x = q(y).
R
(ii) Compute p(y)dy.
R
p(y)dy
(iii) Compute u(y) = e . This is the integrating factor.
(iv) Multiplying both sides of the equation dx
dy + p(y)x = q(y) by u(y) we obtain the general
R
solution as x u(y) = q(y)u(y)dy.

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 7. Exact equations:
Definition: The differential equation M (x, y)dx + N (x, y)dy = 0 is said to be exact if there
is a function u(x, y) such that du = M dx + N dy.
Theorem: The differential equation M (x, y)dx + N (x, y)dy = 0 is exact if and only if
∂M ∂N
∂y = ∂x .
The solution of the differential equation M (x, y)dx + N (x, y)dy = 0 when it is exact is
obtained as follows:
(i) Integrate M (x, y) with respect to x regarding y as a constant.
(ii) Integrate the terms in N (x, y) that do not contain x, with respect to y.
(iii) Add the integrals obtained in steps (i) and (ii) and equate the sum to a constant. This
gives the solution.
8. Equations reducible to exact form:
Definition: Suppose the equation M (x, y)dx + N (x, y)dy = 0 is not exact, i.e. ∂M ∂N
∂y 6= ∂x . If
there exists a function I(x, y) such that I(x, y){M (x, y)dx + N (x, y)dy} = 0 is exact, then
I(x, y) is called an integrating factor of the equation.
Sometimes the integrating factor can be found by inspection. The following list is helpful in
finding the integrating factor (if it exists) by inspection.

Group of terms Integrating factor Exact differential

xdy−ydx
−1
= d xy


ydx − xdy x2 x2
1 ydx−xdy
ydx − xdy y2 y2 = d ( xy )
−1 xdy−ydx
ydx − xdy xy xy = d (ln xy )
−1 xdy−ydx −1 x
ydx − xdy x +y 2
2 x2 +y 2 = d (tan y)
1 ydx+xdy
ydx + xdy xy xy = d [ln (xy)]
1 ydx+xdy 1 2 2
ydx + xdy x2 +y 2 x2 +y 2 = d[ 2 ln (x + y )]

Some rules for finding integrating factors:

∂M ∂N
∂y − ∂x R
f (x)dx
1. If = f (x), where f (x) is a function of x only, then e is an integrating factor
N
of M dx + N dy = 0.
∂M ∂N
∂y − ∂x R
2. If = g(y), where g(y) is a function of y only, then e− g(y)dy is an integrating
M
factor of M dx + N dy = 0.
1
3. If the equation M dx + N dy = 0 is homogeneous and M x + N y 6= 0, then is an
Mx + Ny
integrating factor of M dx + N dy = 0.

4. If the equation M dx + N dy = 0 can be expressed in the form x g(xy)dy + y f (xy)dx = 0

1
where g(xy) 6= f (xy) and M x − N y 6= 0, then is an integrating factor of
Mx − Ny
M dx + N dy = 0.
5. For any value of k, xkm−1−α y kn−1−β is an integrating factor of xα y β (mydx + nxdy) = 0.

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Linear differential equations with constant coefficients:
Definition: An nth order linear differential equation with constant coefficients is an equation of
the form
dn y dn−1 y dn−2 y dy
+ a1 n−1 + a2 n−2 + · · · + an−1 + an y = X (1)
dx n
dx dx dx
where a1 , a2 , . . . , an are constants and X is a function of x only or a constant. If X ≡ 0 the above
equation is called a homogenous linear equation and if X 6≡ 0 the above equation is called a
non-homogenous linear equation.
r
d d
Definition: We shall use the notation D ≡ dx and Dr ≡ dx r . D is called the differential operator.

In terms of the operator D Equation 1 can be written as

(Dn + a1 Dn−1 + a2 Dn−2 + · · · + an−1 D + an )y = X or f (D)y = X where
f (D) ≡ Dn + a1 Dn−1 + a2 Dn−2 + · · · + an−1 D + an .
The D operator obeys the following laws:
If u, v, are functions of x and c, α, β are constants then
(i) D(u + v) = Du + Dv (ii) (D + c)u = (c + D)u = Du + cu (iii) D(cu) = cD(u) (iv)
Dm Dn (u) = Dn Dm u = Dm+n u (v) (D − α)(D − β)u = (D − β)(D − α)u = [D2 − (α + β)D + αβ]u.
General solution of a homogeneous linear differential equation with constant
coefficients:
The general solution of the homogeneous linear differential equation with constant coefficients

(Dn + a1 Dn−1 + a2 Dn−2 + · · · + an−1 D + an )y = 0 (2)

is determined by the roots of the polynomial equation

f (m) ≡ mn + a1 mn−1 + a2 mn−2 + · · · + an−1 m + an = 0. (3)

Equation 3 is called the auxiliary equation or the characteristic equation of the differential
equation 2. The following cases are possible:

1. The roots α1 , α2 , · · · , αn of Equation 3 are all real and distinct. In this case the general
solution of the differential equation 2 is given by

y = c1 eα1 x + c2 eα2 x + · · · + cn eαn x

where c1 , c2 , · · · , cn are arbitrary constants.

2. Equation 3 has r (r ≤ n) equal real roots α1 = α2 = · · · = αr = λ (say), and the other roots
αr+1 , αr+2 , · · · , αn are real and distinct. In this case the general solution of the differential
equation 2 is of the form

y = eλx (c1 + c2 x + · · · + cr xr−1 ) + cr+1 eαr+1 x + cr+2 eαr+2 x + · · · + cn eαn x

where c1 , c2 , · · · , cn are arbitrary constants.

3. Equation 3 has a pair of non-repeated complex conjugate roots α1 = a + ib and α2 = a − ib.
The other roots α3 , α4 , · · · , αn are real and distinct. In this case the general solution of the
differential equation 2 is of the form

y = eax (A cos bx + B sin bx) + c3 eα3 x + c4 eα4 x + · · · + cn eαn x

where A, B, c3 , c4 , · · · , cn are arbitrary constants.

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 4. Equation 3 has a repeated complex root a + ib of multiplicity m (2m ≤ n). Then a − ib is
also a repeated root of multiplicity m. Suppose the other roots α2m+1 , α2m+2 , · · · , αn are real
and distinct. In this case the general solution of the differential equation 2 is of the form

y = eax cos bx(A1 + A2 x + · · · + Am xm−1 ) + eax sin bx(B1 + B2 x + · · · + Bm xm−1 )

+ c2m+1 eα2m+1 x + c2m+2 eα2m+2 x + · · · + cn eαn x

where A1 , A2 , . . . , Am , B1 , B2 , . . . , Bm , c2m+1 , c2m+2 , · · · , cn are arbitrary constants.

Note: If n = 2, the characteristic equation is quadratic. Suppose α1 , α2 are the roots of the
characteristic equation. Then the following cases are possible:

1. α1 and α2 are real and distinct. In this case the general solution is y = c1 eα1 x + c2 eα2 x ,
where c1 , c2 are arbitrary constants.
2. α1 and α2 are real and equal. Suppose α1 = α2 = λ. In this case the general solution is
y = eλx (c1 + c2 x), where c1 , c2 are arbitrary constants.
3. α1 and α2 are conjugate complex numbers. Let α1 = a + ib and α2 = a − ib. In this case
the general solution is y = eax (A cos bx + B sin bx), where A, B are arbitrary constants.

General solution of a non-homogeneous linear differential equation with constant

coefficients f(D)y=X :
Theorem: If y = Y is the general solution of the equation f (D)y = 0 and y = u is a particular
solution of the equation f (D)y = X, then y = Y + u is the general solution of the equation
f (D)y = X. In the general solution y = Y + u, the function Y is called the complementary
function (C.F.) and u is called the particular integral (P.I.).
Calculation of the particular integral by the inverse operator method:
1 1
Definition: The inverse of the operator f (D) is denoted by f (D) and is defined by f (D) X = u if
the following conditions hold:
(i) u is free from arbitrary constants.
(ii) f (D)u = X.
1 1
Xe−αx dx
R R
Theorem: (i) DX = Xdx (ii) If α is a constant, D−α X = eαx
1
Theorem: f (D) X is a particular integral of f (D)y = X.
Note: (i) Suppose f (D) = (D − α1 )(D − α2 )(D − α3 ) · · · (D − αn ) then
1 1 1 1 1
(i) f (D) X= D−α1 . D−α1 . D−α3 · · · . D−αn
X
1 A1 A2 A3 An
(ii) Suppose f (D) = D−α1 + D−α1 + D−α3 + · · · + D−αn ., where A1 , A2 , . . . , An are constants,
1 A1 A2 A3 An
then f (D) X = D−α1 .X + D−α1 .X + D−α3 .X + · · · + D−αn .X.

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Particular integral of f(D)y = X in some special cases
1. X = eax where a is a constant.
1 ax eax
(i) If f (a) 6= 0 then P.I. = f (D) e = f (a) .

(ii) If f (a) = 0, then suppose f (D) = (D − a)r φ(D), where φ(a) 6= 0.

1 ax xr eax
Then P.I. = f (D) e = r! f (a)

2. X = sin(ax + b) or X = cos(ax + b).

(i) If f (D) = φ(D2 ) and φ(−a2 ) 6= 0.
1 sin(ax+b) 1 cos(ax+b)
Then f (D) sin(ax + b) = φ(−a2 ) and f (D) cos(ax + b) = φ(−a2 ) .

(ii) If f (D) = φ(D2 ) and φ(−a2 ) = 0.

To find the P.I. proceed as follows:
1 1
Put U = f (D) cos(ax + b) and V = f (D) sin(ax + b).
1 i(ax+b) 1 i(ax+b)
Then U + iV = f (D) e Evaluate. f (D) e using Rule 1. Its real part is equal to U
and imaginary part is equal to V.
3. X = xm or a polynomial in x of degree m.
To find the P.I. expand [f (D)]−1 in an infinite series in ascending powers of D and retain
terms upto Dm , then operate term by term on X.
4. X = eax V , where V is any function of x.
1 ax eax
P.I. = f (D) e V = f (D+a) V .

5. X = xV , where V is any function of x.

1 1 0 1
P.I. = f (D) xV = [x − f (D) f (D)] f (D) V .

6. X = xm sin(ax + b) or X = xm cos(ax + b).

To find the P.I. proceed as follows:
1 m 1 m
Put U = f (D) x cos(ax + b) and V = f (D) x sin(ax + b).
1
Then U + iV = f (D) ei(ax+b) xm . Evaluate this using Rule 4. Its real part is equal to U and
imaginary part is equal to V.