You are on page 1of 86

1.

1 Basic Concepts
Learning objectives
 To study the basic concepts of ordinary differential equations.
 To form the differential equation of a given family of curves by eliminating the
arbitrary constants.
AND
 To practice the related problems.
1.1. Basic Concepts
Many practical problems in science and engineering are formulated by finding
how one quantity is related to or depend upon one or more other quantities
defined in the problem.

In many situations, it is easier to model a relation between the rates of changes in


the variables rather than between the variables themselves. The study of this
relationship gives rise to differential equations. Many of the general laws of
nature find their natural expression in the language of differential equations.

Differential Equation
An equation involving derivatives or differentials of one dependent variable with
respect to one or more independent variables is called a Differential equation.

For example: …

...

...

...

...

Differential equations are classified as either Ordinary Differential Equations or


Partial Differential Equations, depending on whether one or more independent
variables are involved.
Ordinary Differential Equation
A differential equation involving derivatives w.r.t a single independent variable is
called an Ordinary Differential Equation (ODE)

Equations (1), (2), (3) and (4) are ordinary differential equations.

Partial Differential Equation


A differential equation involving partial derivatives w.r.t more than one
independent variables is called a Partial Differential Equation (PDE).

Equations (5) and (6) are partial differential equations.

Order of a differential equation


The order of a differential equation is the Order of the highest derivative present
in the differential equation.

Equations (1) and (3) are of the first order, (4) and (6) are of the second order, (5)
is of the third order and the equation (2) is of the fourth order.

Degree of differential equation


The Degree of a differential equation is the highest exponent of highest order
derivative in the equation, after the equation is converted to the form free from
radicals and fractions.

Equations (1), (2) and (6) are of first degree, (5) is of second degree, (3) is second
degree (after making it free from fraction), and (4) is of second degree (after
making it from radicals)

Linear and Non-Linear differential equations


A differential equation is called Linear if

(i) The dependent variable and every derivative involved occurs in the first
degree only and,
(ii) No products of the dependent variable and /or derivatives occur.
A differential equation is called Non-Linear if it is not linear.

Equation (1) and (6) are linear and (2), (3), (4) and (5) are non-linear.

This unit is devoted for the study of Ordinary Differential Equations and their
solutions by different methods. In what follows a differential equation means an
ordinary differential equation.

Homogeneous and Non-Homogeneous Differential Equations


An ordinary linear differential equation can be written in the form

where called coefficients and called the right hand


side function, are all continuous real valued functions of defined on an interval
and is an times differentiable function defined on . If , then
the differentiable equation is called a Non-Homogeneous equation;
otherwise it is called Homogeneous equation

Family of curves
Let and be the dependent and independent variables respectively. The
equation containing arbitrary constants
represents a family curves called parameter family of curves.

For example, the set of circles, defined by

is a three parameter family of curves if are arbitrary real numbers and is an


arbitrary non-negative real number.

Solution of a Differential Equation


Any relation between the dependent and independent variables, when substituted
in the differential equation, reduces to an identity is called a Solution or Integral
of the differential equation. The curves representing the solution are called
Integral curves.
General Solution (Complete primitive or complete integral)
To obtain a solution of a differential equation, we integrate it as many times as
the order of the differential equation. Notice that, each integration reduces the
order by of the differential equation by one and introduces one arbitrary constant
in the solution. A solution of a differential equation of order can have
arbitrary constants.

A solution of a differential equation is called a general solution if it contains as


many independent arbitrary constants as the order of the differential equation.

General solution, Particular Solution and Singular Solution


Let ...
th
be an order ordinary differential equation.

A solution of containing independent arbitrary constants is called a general


solution.

A solution of obtained from a general solution of (8) by giving particular


values to one or more of the independent arbitrary constants is called
Particular solution (Particular integral) of .

A solution of which cannot be obtained from any general solution of by any


choice of independent arbitrary constants is called a Singular solution of

Example 1: where and are arbitrary constants is a


general solution of ,since satisfies the
differential equation (verify!) and it contains as many arbitrary constants as the
order of the differential equation , we get is a particular solution of
the differential equation , since it is obtained by taking
in the general solution of the differential equation.

Example 2: where is an arbitrary constant is a general solution


of (verify!). Notice that is also a solution of the differential
equation and it cannot be obtained by any choice of in the general solution.
Thus, is a singular solution of the differential equation under discussion.

Formation of Differential Equations


If a parameter family of curves is given, then we can obtain an nth order
ordinary differential equation whose solution is the given family of curves.

Let

where be arbitrary constants.

Differentiating (9) successively times, we get

Eliminating the arbitrary constants from the above


th
equations, we get the eliminant, the order differential equation

The differential equation obtained by eliminating the


parameters is called the

Differential Equation of the family of curves

Example 3: Obtain the differential equation for which

is a solution, where are arbitrary constants.


Solution: Given

Since has two arbitrary constants, we differentiate successively two times.


Then we get

(using )

i.e.,

is the required differential equation for which is a general solution.

Example 4: Find the differential equation of all circles of radius .


Solution: The equation of all circles of the given radius is

where and are to be taken as arbitrary constants.

Since has two arbitrary constants, we differentiate successively two times.


Differentiating we get,

Differentiating , we get

Now, from and

is the differential equation of all circles of radius a.


Example 5: Find the differential equation corresponding to ,
where are arbitrary constants.

Solution: Given where are arbitrary


constants. Since it has two arbitrary constants, we need to differentiate two times
and eliminate and from these equations. Differentiating, we get

Differentiating the above, we get

(from the above)

Thus, is the differential equation corresponding to the given


equation.

Initial Value Problem


The general solution of a th order differential equation contains arbitrary
constants and we need conditions to obtain a particular solution. If all the
conditions are prescribed at a single point, say , then the differential
equation together with the conditions is called an Initial Value Problem (IVP)
and the conditions are called Initial Conditions.

Boundary Value Problem


Suppose that the th order differential equation is valid in the interval .
If the required conditions are prescribed at and then the
differential equation together with these conditions is called the Boundary Value
Problem (BVP) and the conditions are called the Boundary conditions. Out of
these conditions, conditions may be prescribed at and the remaining
conditions may be prescribed at

With these basic definitions, we are now ready for our main problem, that is, the
problem of finding the solution of a given differential equation. In this unit we are
concerned merely with an exposition of the methods of solving some differential
equations and expressing their solutions by algebraic, trigonometric, hyperbolic,
exponential and logarithmic functions.
IP1.

Find the order and degree of the following differential equations. Also classify
them as linear and non-linear.

a) = + b) + + =

Solution:

a) The given differential equation is = +

= + … 1

which is of the first order and first degree because the degree of the highest
derivative is 1. Here (1) is Linear differential equation because degree of is 1

b) The given differential equation + + = , is of the second

order and third degree because the degree of the highest derivative is 3.

Since the degree of is 3, the given differential equation is Non-Linear


P1.

Find the order and degree of the following differential equations. Also classify
them as linear and non-linear.

a) =√ + b) = + +

Solution:

a) The given differential equation is =√ +

Multiplying on both sides by , we get

=√ + … (1)

which is of the first order and second degree because the degree of the highest
derivative is 2. Here (1) is non-linear because the degree of is 2 and
product of dependent variable and its derivative occurs.

b) The given differential equation is


! !
= + 1+ ⟹ − = 1+

To get rid of radicals, square on both sides, we get

+ −2 = 1+

which is of the first order and second degree because the degree of the highest
derivative is 1. Since degree of is 2, the given differential equations is
Non-Linear.
IP2.

Show that = ( + ) is a solution of the differential equation


+ = , where , are arbitrary constants.

Solution: Given that + =0 … (1)

Also given that = ( + !)

Differentiating w.r.t , we get

=− #$( + !) … (2)

Differentiating (2) w.r.t , we get

=− ( + !) … (3)

Substitute (2) and (3) in (1), we get

− ( + !) + ( + !) = 0 ⟹ 0 = 0 which is true.

Hence, = ( + !) is a solution (1).


P2.

Show that = + is a solution of the differential equation + = ,


where and are arbitrary constants.

Solution: Given that + =0 … (1)

Also given that = +

Differentiating w.r.t , we get

=− … (2)

Differentiating (2) w.r.t , we get

= … (3)

Substitute (2) and (3) in (1), we get

+ − = 0 ⟹ 0 = 0 which is true.

Hence, = + is a solution (1).


IP3.

Find the differential equation from the relation = + +


where and are arbitrary constants.

Solution: Given that = + + … (1)

Differentiating (1) w.r.t , we get

= − + + … (2)

Differentiating (2) w.r.t , we get

=− − +2 −

= 2 −( + + ) = 2 − (Using (1))

Hence, by eliminating and from (1) and (2), we get

+ = 2 , which is the required differential equation.


P3.

Find the differential equation of the family of curves = + ,


where and are arbitrary constants.

Solution: Given that = + … 1

Differentiating 1 w.r.t , we get

= − + + +

= − + + (Using 1 ) … 2

Differentiating 2 w.r.t , we get


!
!
=− + + − + +
!

!
=− + − + (Using 2 ) … 3

Hence, by eliminating and from 1 , 3 and 4 , we get


!

!
−2 +2 =0
IP4:

Form the differential equation by eliminating the constant ′ from the relation
= − .

Solution: Given equation is =2 sin − cos … 1

Differentiating (1) with respect to , we get

= 2 cos + sin … 2
!"
!# $% &'( )(*+ &'( )(*+
(2) ÷ (1) gives = ⇒ =
$% (*+ ,&'( (*+ ,&'(

This is the required differential equation.


P4:

Obtain the differential equation of the family of ellipses whose axes coincide
with co-ordinate axes and the centre is at the origin.

Solution: The equation of family of ellipses whose axes coincide with the axes of
co-ordinates and the centre at the origin is

+ = 1 … (1)

where and are parameters.

Differentiating (1) with respect to , we get

+ =0

⇒ + =0⇒ =− … (2)

Differentiating (2) w.r.t , we get

+ − =0⟹ + − = 0, which is the


required differential equation.
1.1. Basic Concepts
EXERCISE
I. Determine the order and degree of the equation and classify it as linear or
non-linear:
a.
b.
c.
d.
e.
f.
g.

II. Eliminate the arbitrary constants and obtain the differential equation
satisfied by it.
a. is an arbitrary constant
b. are arbitrary constants
c. is arbitrary constants
d. arbitrary constants
e. are arbitrary constants
f. is an arbitrary constants.

III. Verify that the given function satisfies the differential equation:
a.
b.
c.
d.
e.
IV.
a) Find the differential equation of all circles which pass through the origin and
whose centers are on the -axis.
b) Find the differential equation of all circles which passes through the origin and
whose centers on the -axis.
c) Show that the differential equation of the family of circles of fixed radius with
center on axis is
1.2. First Order Differential Equations
Learning objectives
 To solve the first order first degree ordinary differential equations by the
method of variables and separable.
 To solve homogeneous differential equations of first degree and first order.
AND

 To practice the related problems.


1.2. First Order Differential Equations
This module and the subsequent two modules are devoted for the solutions of
differential equations of first order and first degree. In this module we present the
solution by the method of variables separable and the method of solving
homogeneous first order differential equations.

A differential equation of first order and first degree is of the form

We now consider these differential equations or an initial value problem associated


with it.

Variables Separable
If the differential equation of first order and first degree

can be expressed in the form

or ,

where and are continuous functions of and respectively, then the equation
can be solved by integration. The general solution of is

where is an arbitrary constant. Since the equation is solved by separating the


variables, the method is called variables separable.

Example 1: Solve:
Solution: The given equation is

Separating the variables, we get


Integrating,

Therefore, the general solution of the given differential equation is

where is an arbitrary constant

Example 2: Solve the initial value problem where


are respectively, the current, the resistance and inductance in electrical
circuits ( being constants).

Solution: For , we write the differential equation as

Integrating,

, where is an arbitrary constant.

We have, the initial condition when . Applying the condition, we


get . Thus the particular solution of the given initial value problem is

Example 3: Find the equation of the curve passing through the point whose
differential equation is .

Solution: The given differential equation is

Separating the variables, we get


Integrating, , where is an arbitrary constant.

It represents one parameter of family of curves. Since the curve passing


through ; put when . Then we get, . Therefore, the
equation of the curve passing through the point is . i.e.,
.

Example 4: Reduce the differential equation to a lower order


equation and solve.

Solution: Set . Then

The given equation now becomes

Separating the variables, we get .

Integrating we get; .

Integrating again, we get , where and are arbitrary


constants.

For , i.e., , we get and it is also a solution of the given


differential equation.

Equations Reducible to separable form


The equations of the following form can be reduced to an equation in which
variables can be separated.

Equations of the form

Put differentiating w.r.t , we get


The given differential equation becomes

i.e.,

Separating the variables, we get

Integrating we get, where is an arbitrary constant

Example 5: Solve:

Solution: Put . Differentiating w.r.t , we get,

The given differential equation now becomes,

Separating the variables we get,

Integrating we get,

is the general solution of the given differential


equation.

Homogeneous function
A function of two variables is said to be a homogenous function of degree
in and if

for all .

The degree of homogeneity can be an integer or any real number.


Examples

i) is a homogeneous function of degree . Since for all

we have

ii) is a homogeneous function of degree

Note the following:

and

Note: Every homogeneous function of degree zero can be written either in the
form or in the form .

Homogeneous first order differential equation

A differential equation of first order and first degree is said to be a


homogeneous differential equation, if is a homogeneous function of
degree .

That is the equation can be written in either of the form

or

If a first order and first degree differential equation is homogeneous, then the
substitution of reduces to a separable form.

Suppose that is a homogeneous differential equation. That is,


is a homogeneous function of degree 0. Then or .

Let . Now, put .

Differentiating, . Now, the differential equation becomes


Separating the variables, we get

Integrating, we obtain

Now, replace by to obtain the general solution of the given differential equation.

Note: To solve the homogeneous equation we use the substitution

Example 6: Solve:
Solution: Rewriting the differential equation, we have

Notice that is a homogeneous function of degree .


Therefore, the given differential equation is a homogeneous differential equation.

Put . Then and the given differential equation becomes,

Separating the variables, we get

Integrating we get,

, where

The general solution of the given differential equation is


, where is an arbitrary constant.

Non-homogenous Differential equations

Differential equations of the form …… where and


are real numbers. Notice that is not homogenous. We consider the following
two cases:

Case (i): If then becomes

Put

Now, the above becomes

Separating the variables we get,

Integrating and replacing by , we obtain the general solution.

Case (ii): If then we substitute , in .Then


and becomes

Choose and such that and Then the above


equation becomes

and this is a homogeneous equation in and . Solve this equation and substitute
and to get the general solution.

Example 7: Solve:
Solution: The given equation is

Put

The given equation becomes

Separating the variables we get,

1 2 
Integrating,    dv    dx  C
 5 2  5v  3  

i.e., , where is an arbitrary constant and is


the general solution of the given differential equation.

Example 8: Solve:

Solution: The given differential equation is .

Notice that for no . Now, put and


in the equation. Then the equation becomes

Choose such that and and solving them, we


get Thus, the above equation now becomes

Note that is a homogenous function of degree zero.

Put . Then, the equation now becomes


Separating the variables we get,

2v dX 2 v dX
Integrating we get, 1 v   X
 2
 dv   C  1 v2
dv  1 v2
dv   X C
 1 1  1 2dv dX 1 v 1
   dv     ln  ln 1  v  ln X  ln C
2

 1 v 1 v  2 1 v X 1 v 2
2

, where

Therefore, the general solution is where is an arbitrary


constant.
IP1:

Solve: − − =

Solution: Given − − =1 … 1

Here we use substitution method to separate the variables

Put − = , so that −1=


From 1 , we have +1− =1⟹ =

Separating the variables, we have =

dv #
Integrating we get, ∫ tan v = ∫ x dx + C ⟹ |!" |=
$
+ %

#
∴ The general solution of 1 is '!" − (= + % , where % is the
$
arbitrary constant.
P1:

Solve: − = ( + )

Solution: Given − = 2( + ) … (1)

⟹ − =2 +2 ⟹( −2 ) = ( + 2)

By separating the variables, we get ( )


= ⟹ + =

1 2  dx
Integrating on both sides, we get ∫  + dy = ∫ x+2
 y 1− 2y 

⟹ | |− |1 − 2 | = | + 2| +

⟹ = | ( + 2)| ⟹ = ( + 2) ⟹ = (1 − 2 ) ( + 2)

Therefore, the general solution of (1) is = (1 − 2 ) ( + 2), where is an


arbitrary constant.
IP2.

Solve: + = −

Solution: Given + = −

" # $%
⟹ = ! !
… 1
$% ! & # !

" # $% !
Notice that ) , = !
is a homogeneous function of degree
$% ! & # !

zero. Therefore, equation 1 is a homogeneous equation.


,
Put =+ ⟹ =++

The equation 1 now becomes

, , ,", # $%, , -, ,
++ = ⟹ =
, $%,& , , $%,& ,
, $%,& ,
Separating the variables, we get = +
-, ,

Integrating,

dx  v sin v − cosv  dx 1
2∫ = ∫ dv ⇒ 2 ∫ = ∫ tan v dv − ∫ dv
x  vcosv  x v
C
⇒ ln x 2 = − ln cos v − ln v + ln C ⇒ x 2 =
v cosv

-
Substituting + = , the equation now becomes =.

Therefore, the general solution of 1 is = ., where . is an arbitrary


constants.
P2.

Solve − = + and given that √ =

Solution: Given − = + ⟹ = … 1

Notice that , = is a homogeneous function of degree 0.


Therefore, 1 is a homogeneous equation.
!
Put = ⟹ = + . The equation 1 now becomes

! !
+ = + √1 + ⟹ = √1 +

!
Separating the variables, we get =
√" !

dv dx
Integrating we get, ∫ =∫ + ln C
1 + v2 x

⟹ ln% + √1 + % = &' + &'( ⟹ + √1 + =(

Substituting = in above equation, we get + + =( … 2

This is the general solution of 1 .

By hypothesis, we have initial condition √3 = 1.

i.e., = 1 when = √3. 2 ⟹ 1 + 2 = 3( ⟹ ( = 1

Therefore, the particular solution of 1 is − = +


IP3:

Solve: + − − − + =

Solution: Given = = … 1

Notice that − ! =1+4=5≠0

Now, put & = ' + ℎ, = * + + in equation (1), then the equation becomes
, - , . /
=
- - , . /

Choose ℎ, + such that ℎ − 2+ + 5 = 0 and 2ℎ + + − 1 = 0. Solving, we


1
get ℎ = − , + = . Thus, the above equation now becomes

, - ,
=
- - ,

- ,
Note that 2 ', * = is a homogeneous function of degree zero.
- ,

, 5 6 6
Put * = 3' ⇒ =3+' . The equation now becomes 3 + ' =
- - - 6

- 6 8
Separating the variables, we get =− 7 9 : ;3
- 6 86

- 6 8
Integrating, < =− < 9 ;3 ⇒ != ' + log 3 + 43 − 1 = != A
- 6 86

⇒ !=B' 3 + 43 − 1 C = != A ⇒ ' 3 + 43 − 1 = A

, , ,
Put 3 = , we obtain ' D7 : + 4 7 : − 1E = A ⇒ * + 4'* − ' = A
- - -

1
Substitute, ' = & + , * = − in the above equation, we obtain

& − − 4& + 10& + 2 = A

Therefore, the general solution of 1 is & − − 4& + 10& + 2 = A, where


A is an arbitrary constant.
P3:

Solve: − − − + + =

Solution: Given = = … 1

Notice that − = −1 − 1 = −2 ≠ 0

Now, put = " + ℎ, % = & + ' in equation (1), then the equation becomes
( ) ( * +
=
) ) ( * +

Choose ℎ, ' such that ℎ + ' + 4 = 0 and ℎ − ' − 6 = 0.

Solving, we getℎ = 1, ' = −5. Thus, the above equation now becomes
( ) (
=
) ) (
) (
Note that / ", & = is a homogeneous function of degree zero. Put
) (
( 2 3 4 2
& = 0" ⇒ =0+" .The equation now becomes 0 + " =
) ) ) 4 2

) 4 2 2 2 2
Separating the variables, we get = 60 = −
) 4 25 4 25 4 25

) 2 2 2 4 4 4
Integrating, 7 =7 −7 ⇒ 8 " = tan 0− 8 1 + 0< + 8=
) 4 25 4 25 < <

(5 4 ( (
⇒ 2 8 " + 8 >1 + ? − 8 = = 2 tan > ?, where 0 =
)5 ) )

G
)5 ( 5 4 ( < BCDEF> ?
⇒ 8> ? = 2 tan > ?⇒ " < + & < = =A H
@ )

Substitute, " = − 1, & = % + 5 in the above equation, we obtain the general


solution of (1),
IJK
< < < BCDEF> ?
−1 + %+5 = =A LEF ,

where = is an arbitrary constant.


IP4.

Solve: =

Solution: Given = = … (1)

+
Notice that − !" = 4 − 4 = 0. Put % + 2( = ) ⟹ = −1

+ + + + ,
The equation (1) now becomes −1 = ⟹ =
+ +

+
Separating the variables, we get -) = -%. Integrating,
+ ,

 2z + 3  1 1 
∫  4 z + 5  ∫
dz = dx + C ⇒ ∫  2 2 ( 4 z + 5)  dz = x + C
+
 
+
⟹ + "/ |4) + 5| = % + 2
.

Put ) = % + 2(, Then the above equation becomes



+ " /|4(% + 2() + 5| = % + 2
.

Therefore, the general solution of (1) is 8( + 7"/|4% + 8( + 5| = 8% + 2,


where 2 is an arbitrary constant.
P4.

Solve: + + = + +

Solution: Given = = … 1

Notice that, !" − $% = 12 − 12 = 0


- . -
Put 2( + 3* = + ⟹ 2 + 3 = ⟹ = −2

. - - - /-
Thus, 1 now becomes −2 = ⟹ =
- -
-
Separating the variables, we obtain 0+ = 0(
/-

2u + 5 2 9 1 
Integrating, ∫ 7u + 22 ∫
du = dx ⇒ ∫  7 − 7 7u + 22  du = x + C
1 .
⟹ +− %2|7+ + 22| = ( + 5
/ / /

Now, put + = 2( + 3*, then the equation becomes

14 2( + 3* − 9%2|7 2( + 3* + 22| = 49( + 5

Therefore, the general solution of (1) is

21 2* − ( − 9%2|14( + 21* + 22| = 49( + 5,

where 5 is an arbitrary constant.


2.2. First Order Differential Equations
EXERCISE
I. Solve the following Differential Equations

a) + =0 b) = +

c) 3 + 1− sec =0

d) 2 + = +2 f) √1 − + 1− =0

!"#
e) = 4 + +1 g) = h) + =
$%& '"$

Answers
,
a) () ℎ + () ℎ =+ b) = + ++
-
/
c) =+ 1− -
d) +2 -
=. 0

5
e) √1 − + 1− ++ =0 f) tan 4 6=2 ++

g) () = 7 ++ h) = tan 4 6++
8

II. Solve the following Differential Equations


: :
i) − -
+ -
=0 ii) 91 + / ; + / 41 − 6 =0

iii) 2 = + iv) + + =0

v) < + = = vi) −4 −2 + −4 −2 =0
Answers
,
i) 7 | | − =+ ii) + ?
=+ iii) = − +
- ,

iv) =+ +2 v) −2 +7 =+ vi) -
+ -
−6 −6 =+

III. Solve the following Differential Equations


1) +2 −3 = 2 − +1
2) 2 + 3 − 5 + 3 +2 −5 =0
3) − −1 − − −1 =0
4) 2 + −3 − +2 −3 =0

Answers
1) + − + −3 =+
2) 3 −1 +4 −1 −1 +3 −1 =+
3) 7 − = + ++
4) + −2 = − -

IV.Solve the following Differential equations


-
i) =

ii) +2 −1 − 2 +4 +2 =0
iii) 2 + 2 + 3 − + +1 =0
iv) + − = +

Answers
- - 5
i) 6 − 3 − 57 4 6=+
-
ii) + 2 + 7 | + 2 | = 2 + +
iii) 6 + + 7 |2 + − 1| = 3 + +
iv) + + 7 | + | = 2 + +
1.3. Exact First Order Differential Equations
Learning objectives
 To state the necessary and sufficient condition for the differential equation
to be exact.
 To find the integrating factors and general solution of non-exact differential
equations.

AND

 To practice the related problems.


1.3. Exact First Order Differential Equations
In this module we consider differential equations of first order and first degree of
the form and discuss their solutions

Exact differential equations of first order and first degree


Let and be real valued functions defined on some
rectangle . The differential equation

is said to be exact if there is a function having continuous first order


partial derivatives in such that

i.e.,

Example 1: Consider the differential equation .

Notice that there is a such that

Thus, the given differential equation is exact.

In practice, finding is not easy. The methods out lined here will be often
useful.

Theorem 1: Let and be two real valued functions with


continuous partial derivatives on a rectangle

The differential equation is exact if and only if


in
Proof:

(i) Suppose the differential equation is exact. By definition there


exists a function having continuous first order partial derivatives such
that

Now, and

Since and have continuous partial derivatives in ; and are

continuous in . Therefore, in

in . Thus, the condition is necessary.

(ii) We will now show that the condition is sufficient. Suppose that in .
x x
Define  where  denotes, the integration w.r.t
treating as constant.
x
Now,  and in .

(Since has continuous partial derivatives of first order in ; and are


continuous in . By a theorem in advanced calculus in )

in

Integrating w.r.t treating as constant, we get

(Since the arbitrary constant may be any function of alone)


Thus,

Thus, there is a function such that .


Therefore, the differential equation is exact. Hence the theorem

The general solution of the differential equation when exact

In the above theorem we have found a function such that

The general solution of the differential equation is


where is an arbitrary constant, where

x

Thus, the general solution of is given by

x
 , where 
We can carry out the integration in the above equation as follows:

First integrate w.r.t treating as constant, integrate those terms in


which are free from w.r.t and add these two expressions and equate
to an arbitrary constant to obtain the general solution.

Example 2: Solve:
Solution: The given differential equation is of the form where
and

Now, . Thus, the given equation is exact.

The general solution is given by


 M dx
treating
as constant 
y

i.e.,

i.e.,

i.e., , where is an arbitrary constant.

Integrating factor
Let the differential equation be not exact. If it can be
made exact by multiplying it by a suitable function then is
called an integrating factor (I.F.)

Methods of finding integrating factors


Now, we present some methods for finding an integrating factor for a non exact
differential equation given by

Method-1: To find an integrating factor (I.F.) by inspection


Sometimes an I.F. can be found by inspection.

Example 3: Solve:
Solution: The given equation is of the form , where and
. Now, , and so . Thus, the given differential
equation is not exact . By inspection, we notice that if we multiply ,
by then it is . Thus, is an I.F. Multiplying the given differential

equation by , we get
Integrating, we get , where is an arbitrary constant and it is the general
solution of the given differential equation.

Note: 1) Notice that and . Thus,

and are also integrating factors.

2) A first order differential equation can admit more than one


integrating factors.

Example 4: Solve:
Solution: The given equation is the form of where

Now,

Clearly, . Therefore, the given differential equation is not exact.

Rewrite the equation as ,

Integrating, we get .

The general solution of the given differential equation is ,


where is the arbitrary constant.

Remark: By re arranging terms of the given equation and/or dividing by a


suitable function of and the equation so obtained may contain parts which
are integrable. Remembering the following exact differentials will help while
solving by the inspection method.
,

Method 2: If is a homogeneous differential


equation (i.e. , are homogeneous functions the same degree)
and then is an integrating factor.

Example 5: Solve:
Solution: The given equation is of the form where

Clearly, . Therefore, the given differential equation is not exact and we


look for an I.F. Notice that and are homogeneous functions of the same
degree 3 and

Therefore, is an integrating factor, multiplying the given equation


by the I.F. we get

This is of the form and it is exact. The general solution is given by


 M 1 dx    termsin N1 free from x  dy  C
 treating y
as constant 

1 2 3 x
i.e.,     dx   dy  ln C   2lnx  3lny  lnC
 y x y y

, where is the arbitrary constant

Method 3: If the differential equation is of the form


and , then is an I.F.

Example 6: Solve:
Solution: The given differential equation is of the form

where ;

Clearly, Therefore, the given differential equation is not exact and we


look up for an I.F. The given differential equation can be written as

, where ,

Notice that

Therefore, is an integrating factor.

Multiplying the given differential equation by this I.F, we get


This is of the form and is exact.

The general Solution is given by  M 1 dx    termsin N1 free from x  dy  C


 treating y
as constant 

 1   2  1
i.e.,   y  dx     2 dy  C  xy  xy  2lny  C , where is any arbitrary
 xy  y 
2

constant.

Method 4: If is a function of alone say , then is an


integrating factor of the differential equation

Example 7: Solve:

Solution: It is of the form , where

; .

Clearly, . Therefore, the given differential equation is not exact. We look

for an I.F. Notice that (say)

Therefore, .

Multiplying the given differential equation by the I.F, we get

It is of the form and it is exact. The general solution is given by


 M 1 dx    termsin N1 free from x  dy  C
 treating y
as constant 
x
 , where

, where is an arbitrary constant.

Method 5: If is a function of alone say , then is an


I.F of the differential equation .

Example 8: Solve:
Solution: It is of the form , where

Clearly, . Therefore, the given differential equation is not exact. We look


for an I.F. Notice that

(say)

Therefore,

Multiplying the given differential equation by the I.F, we get

It is of the form and it is exact.

x x
Let,   and

The general solution is given by


, where is an arbitrary constant

Method 6: If the given differential equation is not exact and


can be put in the form

where are all constants, then the equation has an I.F. ,


where are so chosen that after multiplying by , the equation is exact.

Example 9: Solve:
Solution: It is of the form , where

, , .

Clearly, . Therefore, the given differential equation is not exact.

The given equation can be put in the form

Let be an I.F. Multiply the given equation by , we get,

If this is exact, then we must have,

Solving, we get Thus is an I.F. Multiplying the given equation by


we get,
It is of the form and this is exact. The general solution is given
by

 M 1 dx    termsin N1 free from x  dy  C


treating
as constant 
y

, i.e., , where is an arbitrary constant.

ANNEXURE

Partial Derivatives
The derivative of a function of several variables w.r.t one of the independent
variables keeping all the other independent variables as constant is called the
partial derivative of the function w.r.t that variable.

Let be a function of two independent variables and defined in a


domain of plane. The partial derivatives of w.r.t and are denoted by
and respectively and are defined as below:

The total derivative of is denoted by and

We define the second order partial derivatives as

(Differentiate partially w.r.t and then w.r.t )


(Differentiate partially w.r.t and then w.r.t )

if the limits exists.

Note: If and are continuous at the point then at this point


. That is, the order of the differentiation is immaterial in this case.

Example 1: Let

To get differentiate w.r.t keeping as constant.

To get differentiate w.r.t keeping as constant

Notice that . The total derivative


IP1:

Solve: + + − =

Solution: Given, 1 + + 1− = 0 … 1

⇒ + + − =0

Multiplying with (by inspection), we get

⇒ + =0⇒ + =0

Integrating, we get + =0

⇒− + = , where is an arbitrary constant.


P1:

Solve: + − + − + = .

Solution: Given 2 + − tan + − tan + sec = 0 … 1

Comparing 1 with + = 0, we have

=2 + − tan ; = − tan + sec

Differentiating partially w.r.t , we get


"#
= 2 + 1 − sec = 2 − tan
"$

"%
Differentiating partially w.r.t , we get = 2 − tan
"&

"# "%
Since = , (1) is an exact equation.
"$ "&

x x
Now, ' = ∫ = ∫ 2 + − tan ⇒'= + − tan

")
Differentiating ' partially w.r.t , we get = + − sec
"$

")
∅ = − = − tan + sec − − + sec
"$

= sec + sec − tan − = sec + − = sec

∴∅ = sec and , ∅ = , sec = tan

Therefore, the general solution of (1) is ' + , ∅ =-

⇒ + − tan + tan =-

⇒ +1 + 1− tan = - , where - is an arbitrary constant.


IP2.

Solve: + + − =

Solution: Given differential equation is

sin + cos + sin − = 0 … 1

Comparing 1 with + ! = 0, we have

= "#$ + " ; ! = "#$ − "


&' &*
Notice that ≠ . Therefore, 1 is not exact.
&( &+

1 is of the form , + - = 0 and


. . . .
−! = "#$ + " − "#$ + "

=2 " ≠0
4 4
∴ 1. 3. = =
'+5*( .+( 678 +(

4
Multiplying 1 by , we get
.+( 678 +(

4 4 4 4
.
9 tan + <
+
+ 9 =>$
.
− <
(
=0

Comparing 2 with 4 + !4 = 0, we have


4 4 4 4
4 = 9 tan + < ; !4 = 9 =>$ − <
. + . (

&'@ 4 . &*@ 4 .
= A "B + tan C ; = A "B + tan C
&( . &( .

&'@ &*@
Since, = , 2 is an exact equation
&( &(

x x ( 4 4 4
Now, D = ∫ 4 = ∫ 9 . tan +
.+
< = E$|"B
.
| + E$ | | + G
.

&H + 8I6 +(.JKL +( 4


= = tan
&( . 8I6 +( .
&H 4 4 4 4
∅ = !4 − = =>$ − − tan =−
&( . .( . .(

4
N∅ = − E$ | |
.

Therefore, the general solution of (2) is D + N ∅( ) =G


4 4 4
⟹ E$ | "B | + E$ | | − E$ | | = E$ G
. . .

+QRS +( + 8I6 +(
⟹ E$ P P = E$ G ⟹ =G
( (

⟹ sec − G = 0, where G is an arbitrary constant.


P2:

Solve: + − − =

Solution: Given, + − − = 0 … 1

Comparing 1 with + = 0, we have

= ; = − −

Differentiating partially w.r.t , we get =2

Differentiating partially w.r.t , we get =2 −

Since ≠ , (1) is not an exact equation. But (1) is a homogeneous equation.

Now, the integrating factor (I.F) is = !


=

Multiplying (1) by , we get

+ = 0 …. 2

Comparing (2) with + = 0, we have

= ; =

"
= ; "
=

Since "
= "
, (2) is an exact equation.

x x '
Now, # = ∫ = ∫ = $% & & and =

'
∅ = − = =

∴ *∅ =* = $%| |
Therefore, the general solution of 2 is # + * ∅ = $%,
"

⇒ $% & & + $%| | = $%, ⇒ . / =,

⇒ − =, + , where , is an arbitrary constant.


IP3.

Solve: − + − =

Solution: Given 3 −2 + −2 =0 … 1

Comparing 1 with + = 0, we get

=3 −2 ; = −2

=3 −4 ; =2 −2
!

Since ≠ , 1 is not an exact


!

# # #
Now, $ − % = ! &' 3 −4 −2 +2 = =)
! (! !

/
∴ Integrating factor = + , - ! .!
= + ,0 .! =

Multiplying 1 with , we get


1
3 −2 + −2 =0 … 2

Comparing 2 with # + # = 0, we get


1
# =3 −2 ; # = −2
/
=3 −4 ; /
=3 −4
!

Since /
= /
, 2 is an exact.
!

x x
2= ∫ # = ∫ 3 −2 = 1

3 1 3 1 1
= −2 and ∅ = # − = −2 − +2 =0
∴ ,∅ =0
1
Therefore, the general solution of 2 is 2 + , ∅ =5⟹ − = 5,
where 5 is an arbitrary constant.
P3.

Solve: − + + =

Solution: Given 2 − + +1 =0 … 1

Comparing 1 with + = 0, we have

=− + + 1 ; =2

= −2 ; =2

Since ≠ , 1 is not an exact

Now, − != −2 − 2 =− ="

)
∴ Integrating factor = $ % & '
= $ ( %*' = $ ( +, | |
= )

Multiplying 1 with )
, we get
)
− 1+ )
+ ) ! =0 … 2

Comparing 2 with + = 0, we obtain


)
=− 1+ )
+ ) ! ; = ⟹ /
=− ) ! = /

Thus, 2 is an exact.

x x ) )
Now, 0 = ∫ =− ∫ 1+ )
+ )!
=− + +

1 1
= and ∅ = − =0

Therefore, the general solution of 2 is 0 + %∅ =3

⟹ − + 1 = 3 , where 3 is an arbitrary constant


IP4.

Solve: + + + − =

Solution: Given +2 + +2 −4 =0 … 1

Comparing 1 with + = 0, we get

= + 2 ; = +2 −4

=4 + 2 ; = −4

Since ≠ , 1 is not an exact equation

" "
Now, # − $ = % &'
−4−4 −2 =− =(

/
. + - "
∴ Integrating factor = *+ , -
= * 0 = %

"
Multiplying 1 with % , we get

'
# + 1 $ +# +2 − % $ =0 … 2

Comparing (2) with " + " = 0 , we get


'
" = + 1
; " = +2 − %

/
= 1− %
; /
=1− %

Since /
= /
, is an exact

x x ' ' 3
2= ∫ " = ∫ # + 1 $ =# + 1 $ and = 41 − %
5,

3
∅ = " − = +2 − %
− + %
=2

'
+∅ = 2+ =
x
Therefore, the general solution of 2 is 2 + ∫ =7

' '
⟹ # + 1 $+ = 7, where 7 is an arbitrary constant
P4.

Solve: + + − =

Solution: Given 3 +2 + 2 − =0 … 1

Comparing 1 with + = 0, we get

=3 +2 ; =2 −

= 12 + 2 ; = 6 −2
!

Since ≠ , 1 is not an exact equation


!

$ $
Now, % − &= *6 − 2 − 12 −2 +
! !' () !

$
= *−6 −4 +=−
!' ,) !

4
3 0 2 $
∴ Integrating factor =/ 0 1 2
= / 5 = '

$
Multiplying 1 with '
, we get

! !'
%3 + & + %2 − ' & =0 … 2

Comparing 2 with $ + $ = 0, we get


! !'
$ =3 + ; $ =2 − '

! !
4
=6 − '
; 4
=6 − '
!

Since 4
= 4
, (2) is an exact
!

x x ! !'
6= ∫ $ = ∫ %3 + & = +
7 !'
=2 − '
and

7 !' !'
∅ = $− =2 − '
−2 + '
= 0 ⟹ 0∅ =0

Therefore, the general solution of 2 is 6 + 0 ∅ =:


!'
⟹ + = : ⟹ + − : = 0, where : is an arbitrary constant.


1.3. Exact First Order Differential Equations
EXCERCISE
I. Solve the following differential equations
i)
ii)
iii)
iv)

v)

ANSWERS

i) ii)

iii) iv)

v)

II. Solve the following differential equations.


i)
ii)
iii) Find the equation of the curve passing through the point (1,1) whose
differential equation is

ANSWERS:

i) ii) iii)

III. Solve the following differential equations


i)
ii)
iii)
iv)
v)
vi)

ANSWERS

i) ii)

iii) iv)

v) vi)

IV. Solve the following differential equations.


i)

ii)

iii)
iv)
v)
vi)

ANSWERS

i) ii)

iii) iv)

v) vi)
V. Solve the following the differential equations
i)
ii)
iii)
iv)

ANSWERS

i) ii)

iii) iv)
1.4. Linear Differential Equation of First Order and
Bernoulli’s Form
Learning objectives
 To find the general solution of a linear differential equation of first order.
 To study the methods of finding solutions of the following non-linear
differential equations of first order:
 Bernoulli Equation
 Riccati Equation
 Clairaut Equation

AND

 To practice the related problems


1.4. Linear Differential Equation of First Order and
Bernoulli’s Form
Linear Differential Equation of First Order
A linear differential equation of first order in is of the form

where and are functions of defined on an interval .

If , then the equation is easily solved by separation of variables. We


investigate for the solution in the case and .

An integrating factor of
The given linear differential equation of first order can be written as

It is of the form , where , .

Now . Clearly, .

Notice that , a function of alone.

Therefore, is an I.F of

The general solution of

Multiplying (1) both sides by the I.F, we get

Integrating both sides w.r.t , we get the general solution of

The general solution of is


where is an arbitrary constant.

Note: A linear differential equation of first order in is of the form

where and are functions of defined on an interval . An I.F. of this


equation is and the general solution is given by

where is an arbitrary constant.

Example 1: Solve:

Solution: The given differential equation can be written as

It is a linear differential equation of first order in .

It is of the form , where

and .

I.F

Multiplying the given differential equation by the I.F and integrating, we get

i.e.,
Therefore, the general solution of the given differential equation is

, where is an arbitrary constant.

Example 2: Solve:
Solution: The given differential equation can be written as

It is a linear differential equation of first order in .

It is of the form , where , .

I.F

Multiplying the given differential equation by the I.F and integrating, we get

i.e.,

Put

The general solution of the given differential equation is

, where is an arbitrary constant

Example 3: The initial value problem governing the current flowing in a series
circuit when a voltage is applied, is given by

where and are constants. Find the current at time .


Solution: The given equation is written as

It is a linear differential equation of first order in . An integrating factor


is .

Multiplying the given equation by the I.F and integrating, we get

(integrating by parts)

Applying the initial condition , we get

The current at time is given by

Equations Reducible to Linear Form

Equations of the form , where and are


functions of , can be reduced to linear form. Put .

Then and the given equation becomes

This is a linear differential equation of first order in , whose solution can be


obtained.

Example 4: Solve:

Solution: Dividing the given equation by , we get


Put . The equation now becomes

It is a linear differential equation of first order in . I.F .


Multiplying the above equation by the I.F and integrating, we get

The general solution of the given differential equation is , where


is an arbitrary constant.

Bernoulli Equation

An equation of the form is known as Bernoulli equation,


where is a real number and and are continuous functions of on an
interval .

If or , the equation is linear. For all other values of , the equation is non-
linear. Note that if , then is a solution.

To find the non-trivial solutions (when ) divide the equation on both sides
by , then the equation becomes

Put

The equation now becomes and it is linear in


. After getting its solution, replace by , then we get the general solution of
Bernoulli equation.

Example 5: Solve:
Solution: The given differential equation can be written as

It is a Bernoulli equation. Divide throughout by , we get

Put . The above equation now becomes

, which is linear in .

I.F . Multiplying the equation by the I.F and integrating, we get

i.e., .

The general solution of the given differential equation is

, where is an arbitrary constant.

Riccati Equation
A first order differential equation of the form

is called the Riccati Equation.

It is an important first order non-linear differential equation. If , then it


reduces to the Bernoulli’s equation with and the trivial solution is
also a solution in this case.

When , there is no simple method of solving the equation.


However, it can be reduced to a linear differential equation of first order in , if
one solution (i.e., a particular solution) say is known by the substitution
.

Now,

The Riccati equation now becomes

(since is a solution of Riccati equation)

, which is a linear differential equation of first order


in and can be solved in the usual method.

Example 6: Solve: if is a solution of it.

Solution: It is of the form and it is a Riccati


equation. Given is a solution of it.

Put . Then .

Substituting in the given equation, we get

It is a linear differential equation of first order in . Its .


Multiplying the above equation by the I.F and integrating, we get
The general solution of the given Riccati equation is

, where is an arbitrary constant.

Clairaut’s Equation
A first order differential equation of the form

where is called the Clairaut’s equation.

It is a non-linear differential equation. This equation is an interesting equation


since it admits a singular solution. Differentiating w.r.t , we get

or

If , then by integration w.r.t , we get .

Now, substituting in the given equation, we get the general solution as


, where is an arbitrary constant

If , then . The eliminant of between the given


Clairaut’s equation and gives the singular solution.

Note: The parametric equations


and

define a solution (not involving any constant), which is the singular solution.

The general solution of the Clairaut’s equation defines a one parameter family of
straight lines. These straight lines are all tangential to the curve defined by the
singular solution. The singular solution curve is the envelope of the family of
straight lines defined by the general solution .

Example 7: Obtain the general solution and singular solution of the non-linear
differential equation .
Solution: The given differential equation is , where and it is a
Clairaut’s equation.

Differentiating w.r.t , we get

i.e., .

Setting , we get . Therefore, the general solution of the given


differential equation is , where is an arbitrary constant.

Setting , we get . The eliminant of between and


gives i.e., .

Thus, the singular solution is .


IP1.

Obtain the equation of the curve satisfying the differential equation


+ + − = and passing through the origin.

Solution: The given differential equation can be written as

+ =

It is of the form + = , where = ; =

It is a linear differential equation of first order in .


2x
∫ 2 dx ln 1+ x
I.F. = e ∫
2
P ( x ) dx
= e 1+ x = e = 1 + x2

Multiplying the above equation by the integrating factor and integrating, we get

y.e ∫ = ∫ Q( x).e ∫
P ( x ) dx P ( x ) dx
dx + K

(
⇒ y 1 + x2 = ∫ )
4x2
1 + x2
. 1 + x 2
dx(+ K = ∫ 4 x )
2
dx + C =
4 x3
3
+K

⇒ 3 y (1 + x 2 ) + 3 y − 4 x 3 = C

Since the curve passes through the origin 0,0 , we have

0+0+0= ⇒ =0
"
Required equation of the curve is 3 1 + =4
P1:

Solve: + + =

Solution: The given differential equation can be written as

+ = … 1

This is of the form + = , and it is a linear differential equation of


first order in , where

= ; =
+
-
". $ = % & ' = % &()* , = %. | 0 |
= sec

Multiplying the given differential equation by the I.F. and integrating, we get

. %& ' =& %& ' +4

⟹ sec = & . sec 6 + 4 = & sec 7 6 + 4

Therefore, the general solution of the given differential equation is

sec = tan + 4, where 4 is an arbitrary constant.


IP2.

Solve: + + + + =

Solution: The given differential equation can be written as

+ =0⟹ + =−

| |
It is a linear differential equation in . . . = = = ".

Multiplying the above equation by the I.F. and integrating, we get

"=− . " $" + % = − $" + % = − tan) " + %

Therefore, the general solution of the given differential equation is

" + tan) " = %, where % is an arbitrary constant


P2:

Solve: + + − =

Solution: The given differential equation can be written as

+ = … 1

It is of the form + ! " # = $ " , where

! " = ; $ " =

( *
It is a linear differential equation in #. I.F. = ' ( ) =' = ' +,-

Multiplying the given differential equation by the I.F. and integrating, we get

x.e ∫ = ∫ Q( y ).e ∫
P ( y ) dy P ( y ) dy
dy + C
−1 −1

tan −1 y e tan y tan −1 y e2 tan y


⇒ xe =∫ .e dy + C = ∫ .+ C
1 + y2 1 + y2

Put tan1 " = 2 ⇒ 4" = 42

−1

2t e2t e tan y
= ∫ e dt + C = +C = +C
2 2
Therefore, the general solution of (1) is
567
#' +,- = + 9, where 9 is an arbitrary constant
8
IP3:

Solve: + =

Solution: Given equation is + = … (1)


This is a Bernoulli’s differential equation with = 2. Dividing throughout by ,


we get

+ . =

Put = ⟹− = . The above equation now becomes

− + . = ⟹ − =−

This is a linear differential equation in . I.F. − = ! "#$% =

Multiplying the equation by the I.F. and integrating, we get

. = ( ) +& ⟹ =− ( ) + & = '( +&

Therefore, the general solution of the given differential equation is

= '( + &, where & is an arbitrary constant.


P3:

Solve: − = +

Solution: The given differential equation is

2 − = +1 … 1

'
Taking = # $e get 2 % &= . Substituting in (1) ,we get

'
− #= +1

This is a first order linear differential equation in #.


.
,-
(. *. = + /01. = +, 234
= .

Multiplying the above equation by the I.F. and integrating, we get

1
# = ∫ ( x + 1) dx + C
3
.
( x + 1) 2

sin y 2 .
= ( x + 1) dx + C = +5
( x + 1) 2 ∫

Therefore, the general solution of the given differential equation is


6
= +5 +1 , where 5 is an arbitrary constant.
IP4.

Find the general solution and singular solution of the differential equation
= −

Solution: The given equation is = − , where =

It is of the form = + ( ), which is a Clairaut’s equation.

Differentiating w.r.t , we get = + + ⟹ + =0

(i) =0⟹ =

The general solution is = − , where is an arbitrary constant.


(ii) + =0⟹ =−

Now, = − , squaring on both sides, we get

= + − 2 , Eliminating , we have

= − − −2 ⟹ + 4 = 0, is the singular solution.


P4:

Find the general solution of the equation

= + − + − , if = is a solution of the equation

Solution: The given differential equation is

=2 + 1−4 +2 −1

It is a Riccati equation. Given = 1 is a particular solution.

Substitute = 1 + in the above equation, we obtain

− =2 1+ + + 1−4 1+ +2 −1

⟹ + = −2 , which is a linear in

. .= = .

Multiplying the above equation by the I.F. and integrating, we get


$
=− 2 ! + " = −2 −1 + " ⟹ =" −2 −1

Therefore, the general solution of given differential equation is

=1+ =1+ , where " is an arbitrary constant.


%& '( $ $
1.4. Linear Differential Equation of First Order and
Bernoulli’s Form
Exercise
1. Find the general solution of the following first order linear differential
equations.

a) b)

c) d)

e) f)

ANSWERS

a) b)

c) d)

e) f)

2. Find the solutions of the following differential equations.

i) ii) iii)

iv) v)

ANSWERS

i) ii)

iii) iv)

v)
3. Find the general solution of the following differential equations.

i) is a particular solution.

ii) is a particular solution.

iii) is a particular solution.

iv) is a particular solution.

ANSWERS

i)

ii)

iii)

iv)

4. Find the general solution and the singular solution of the following
differential equations.
a) b) c)

ANSWERS

a)
b)
c)

You might also like