en CONN So 1 _ FIRST-ORDER ODEs Liens 1.1 Introduction to Differential Equations if 1.2. Differential Equations : Basic Concepts 12 1,3. Solving a First-order Ordinary Differential Equation 19 1.4 Differential Equations with Separable Variables Lu 1.5 Homogeneous Differential Equations 119 1.6 Exact Differential Equations 1.28 1.7 Linear Differential Equations 1.46 1.8 Formation of an Ordinary Differential Equation 1.60 1.9 Orthogonal Trajectories ~ 1.66 1.10 Existence and Uniqueness of Solutions 171 ob), 2. SECOND-ORDER LINEAR ODEs 21 - 2.54 2.1 Homogeneous Linear ODEs of Second Order 2.1 2.2 Homogeneous Linear ODEs with Constant Coefficients 2.10 2.3. Differential Operators 2.19 afr Euler-Cauchy Equations 2.20 3 Existence and Uniqueness of Solutions. Wronskian 2.26 2.6 Nonhomogeneotis ODEs 233 4) 2.7. Finding a Particular Solution of the Nonhomogeneous ODE 234 ~ 2.7.1 Method of Undetermined Coefficients 235 2.7.2 Method of Variation of Parameters 2.48 a3 HIGHER-ORDER LINEAR ODEs 3.1 - 3.14 3.1 Homogeneous Linear ODEs of nth Order 31 3.2. Existence and Uniqueness of Solutions : Wronskian 3.6 3.3 _nth-Order Homogeneous Linear ODEs with Constant Coefficients “3.9 4 SYSTEMS OF ODEs 41 - 4.34 41 4.1 Basic Theory of Systems of ODEs 4.2. Linear Systems of First-Order ODEs 4.3. Solution of Homogeneous Linear Systems with Constant Coefficients : The Eigenvalue Method 44 4.12 Scanned with CamScannerPOWER SERIES SOLUTIONS OF ODEs 5.1 - 5.28 5.1 Introduction 5a 5.2 Review of the Power Series 3 5.3 _ Operations on Power Series si 5.4. The Power Series Method aoa 5.5. Legendre’s Equation PARTIAL DIFFERENTIAL EQUATIONS (PDEs) 6.1 - 6.54 6.1 Introduction * 6.2 Partial Differential Equations : Basic Concepts 6.1 6.3. Construction of a First-Order Partial Differential Equation 68 6.4 First-Order, Quasi-Linear Partial Differential Equations 6.14 6.5 Geometrical Interpretation of a First-Order PDE 6.16 6.6 Method of Characteristics and General Solutions 6.17 6.7 Canonical Forms of First-Order Linear PDEs 6.40 6.8 The Method of Separation of Variables 6.48 CLASSIFICATION OF SECOND-ORDER LINEAR EQUATIONS 7.1 = 7.44 7.1. Second-Order Linear PDEs in Two Independent Variables WW 7.2. Canonical forms of Second-Order Linear PDEs! 74 7.3. Equations with Constant eee 7.27 Gunna oa Delhi University Differential — GE 3 Examination Papers. E.1-E.6 * 2016 2017 Fl 2018 Fie ES Scanned with CamScannerFirst-Order ODEs eee LEARNING OBJECTIVES After studying the material in this chapter, © Understand the meaning of a differential equation. Differentiate between ordinary differential equations and partial differe! Know basic concepts of ordinary differential equations. Differentiate between the general solution and the particular solution of a first-order ordinary differential equation. Solve the separable equations. Solve the homogeneous differential equations. Test the first-order differential equation for exactness and find its solution. Find the integrating factor of a non-exact differential equation. Identify and solve the first-order linear differential equations. Reduce Bernoulli's equation to linear form and then solve it. Form a differential equation representing a given family of curves, Determine orthogonal trajectories of a given family of curves. Discuss the questions of existence and uniqueness of solutions of first-order initial you should be able to: mntial equations. coe eee reosece value problem. 1.1 INTRODUCTION TO DIFFERENTIAL EQUATIONS Many physical problems are often formulated as mathematical expressions involving variables, functions, equations, and so forth. Any such mathematical expression representing a physical problem is called 2 mathematical model for that problem. Since many physical concepts, such asa velocity and acceleration, are represented mathematically by derivatives, mathematical models often involve equations relating an unknown function and one or more of its derivatives. Such equations are called differential equations. Scanned with CamScannerDifferential Equations 1.2. DIFFERENTIAL EQUATIONS : BASIC CONCEPTS A differential equation (DE) is an equation involving an unknowa furiction and one or more ok rivatives, The following are a few examples of differential equations : EXAMPLE 1 Differential equations can be classified as ordinary or partial differential equations. 1. Anordinary differential equation (ODE) is an equation that contains one or more derivatives of an unknown function of a single independent variable. For example, equations (a), (5), and (c) of Example I are ordinary differential equations — the unknown function y depends on a single independent variable x. 2. A partial differential equation (PDE) is an equation involving one or more partial derivatives, of an unknown function that depends on two or more independent variables. For example, equations (d), (e), and (f) of Example | are partial differential equations ~ the unknown function w depends on two or more independent variables and their partial derivatives appear in the equation. Typically, partial differential equations (PDEs) are more complicated than ordinary differential equations (ODEs); they will be considered in Chapters 6 and 7. In this chapter we shall be concerned with ordinary differential equations. Order of an Ordinary Differential Equation Ordinary differential equations are classified according to their order, The order of an ordinary differential equation isthe order ofthe highest derivative that appears in the equation. For instance, in Example 1, the differential equation (a) is of first order, equations (b) and (¢) are of second order, and a 5 *3 ~ ards + or — 6y 0 isa third-order equation, The most general form of an nth- H ; order ordinary differential equation with independent variable x and unknown function or depend, ny erential equation Wi S lent variable y is FOI". yM) =O, (w= ay at Scanned with CamScannerFirst-Order ODEs 13 where F is a real-valued function of .+.2-variables. In particular, the most general form of a first-order ODE is 2 F(x yy) =0 ve oe. or in explicit form y' = F(x, y) In this chapter we shall consider first-order ODEs. Degree of an Ordinary Differential Equation ‘The degree of an ordinary differential equation is the degree(power) of the derivative of the highest order in the equation after it has been expressed in a form free from radicals and fractions so far as derivatives are concemed. ‘Thus to find the degree of a differential equation, we must express the equation as a polynomial in derivatives. _ axon. 2 Find the order and degree of each of the following ODEs. @ @ 2 a De mC) 2 ere » 7 a On bie? SOLUTION (i) The given differential equation is 2 = In this equation, the order of the highest derivative is 1 and its power is 1. So, it is a differential equation of order 1 and degree 1. & 2 (i) The given differential equation is ae y In this equation, the order of the highest derivative is 2 and its power is 1. So, it is a differential equation of order 2 and degree 1. 2,97 3. (ii) The given differential equation is [22] + 2(#) = dx’ dx In this equation, the order of the highest derivative is 2 and its power is 2. So, it is a differential equation of order 2 and degree 2. ‘ 2p 5 (iv) The given differential equation is |14(2) | = 4. dx ace Scanned with CamScannerDifferential Equations 14 2, So, its order is 2. To find its degree, we In this equation, the order of the highest derivative is “io.so, we square both sides and ede ee express the differential equation as a polynomial in derivatives obtain 2 ay) _(#y uy (3) (ae «ative i its degree is 2. ‘Thus the power of the highest order derivative is 2 and hence its degre ee (¥) The given differential equation is 5° + Gig =” eh oi tap In this equation, the order of the highest derivative is 1. So, its order is 1. To fi : express the equation as a polynomial in derivatives : 2 wy cas (2) Thus the power of the highest order derivative is 2 and hence its degree is 2. 7 dy (vi) The given differential equation is (2) 43a In this equation, the order of the highest derivative is 2 and its power is 1. So, it is a differential equation of order 2 and degree 1. Concept of Solution DEFINITION Solution of a first-order ODE A function y = /(x) is called a solution of a first-order ODE FO, y,y') = 0, (1) ‘on some open interval (a, 6) if /(x) is defined and differentiable throughout the interval and is | such that the equation becomes an identity whe are replaced with f(x) and /"(), Tespectively. For the sake of brevity, we may say (x) satisfies the differential equation (1) on (a, 6). The graph of y = f(x) is called a solution curve. For example, the function pret isa solution of the differential equation yity=0 To verify this, we substitute y= e- and y’ e~* in the differential equation to get / ytysnett etag This shows that y and its derivative satisty the digreren hos that y an satisfy the differ ion 4 jac a 8 solution ofthis differential equation. Similary, i bin be daa pas yeas i =2e", y=-3e> '» ane Scanned with CamScannerFirst-Order ODEs LS y =4e~* are also solutions of the differential equation. In fact, for any constant c, the function yace* isa solution of the equation. Such a solution containing an arbitrary constant cis called a general solution of the ODE. solution of the OD Geometrically, the general solution of an ODE represents a family of infinitel curves, one for each value of the constant c. If we choose a specific value of c, we obtain what is called a particular solution of the ODE. Thus, a particular solution of an ODE is a solution that is obtained from the general solution by assigning a suitable value to c. _ Pion Verification of Solution Verify that y = tan(x +c) is a solution of the differential equation y= 1 +y?. SOLUTION Differentiation of y = tan(x + c) gives y! = sec?(x +c) Substituting the expressions for y and y’ into the differential equation, we obtain sec?(x +c), many solutions sec?(x + c) = 1 + tan?(x +) an identity. Thus, y = tan(x + c) is a solution. More generally, we say that a function y = f(x) is a solution of the nth-order ordinary differential equation FRY VO) =O on some open interval (a, 5) provided that the derivatives f", f”, . .., f exist on (a, 6) and FSS of =0 (2) forall x € (a, 6), thats, the differential equation is satisfied when y and its derivatives are replaced by f(x) and its derivatives. A solution of the nth-order. ordinary differential equation (2) containing n arbitrary constants is called the general solution or the complete-integra} of the ODE. [PLE 4 Verify that y = a cos rx + b sin rx is a solution of the differential equation y+ my=0. SOLUTION Given y =acosnx+tbsin nx y! =-nasinnx+ nb cos nx —1a cosnx—n?b sin nx -w(acosnx + b sin nx) =-nly > y"tny =0 This shows that y= a cos xx-+ b sin rx is a solution of the given differential equation. Scanned with CamScanner16 Differential Equations 2 tse rf MPLE 5 Verity that ys «lv a is a solution of the differential equation Hence ‘This shows that y and the derivatives obtained from it satisfy the given differential equation. Thus | y= dv+2 isa solution of the given differential equation, »-* 4 ax +b isa solution of the differential equation e*y" = 1. Cpr A we ‘AMPLE 6 Verify that SOLUTION Given pret taxtd “ta and y > =etet=l This shows that y satisfies the given differential equation, Hence y= e~* + ax + b is a solution of the given differential equation. | EXAMPLE Verify that y= y" = By! + 2y =0 | SOLUTION Given | ys bet +ce™ be* + ce®* isa solution of the differential equation . yl=bet+2ce* and y"=be* + 4ce™* Hence —y" — 3p’ + 2y = (be + 4ce?*) — 3(be* + 2ce™*) + 2(be* + ce**) =0 In other words, y and the derivatives obtained from it satisfy the given differential equation. Thus y= be* + ce** is a solution of the given differential equation. _ Baines 8 Verify that y =—sin x + ax? + bx +c is a solution of the ODE y" =cos x. OLUTION Differentiating the function y = —sin x + ax? + bx +c thrice with respect x, we get y "=-cosx+2ax+b jinx + 2a cos x That is, y satisfies the given ODE. Thus, y ~sin x+ ax? + bx +c isa solution of the given ODE. | Scanned with CamScannerFirst-Order ODEs : i Initial Value Problem (IVP) [A first-order ODE usually has a general solution containing an arbitrary constant, say ¢. In applications, we usually have to find a unique solution, hence a particular solution, by determining the value of c from a given initial condition, say, the condition that at some point xg, the solution has the value yo. This is usually expressed as y (xq) = yp: Geometrically, this condition means that the solution curve should pass through the pointt (x, Y9) in the xy-plane.. an (A first-order ODE together with an initial condition is called an initial value problem (IVP). ‘Thus, if the first-order ODE is given in explicit form y’ =/(x, »), the initial value problem is of the form y' =fy)s YG) =Yo- (Initial value problem) EXAMPLE 9 Verify that y = ce +x +1 is a solution of the differential equation y’ = y—x. Also ‘determine the particular solution satisfying the initial condition y(0) = 3. SOLUTION We have (MY yrcet+xtl Differentiating both sides with respect to x, we get yl=cett1= (cet txt l)-x=y-x ie, ylayox This shows that y = ce* +x + 1 is a solution of the given differential equation. To determine the particular solution that satisfies the initial condition y(0) = 3, that is, y= 3 when x = 0, we substitute y = 3 and x = 0 into Equation (1). This gives 3ectl => c=2 Hence the particular solution satisfying the initial condition is yodettxtl pon 10. Verify that y = ce°5* is a solution of the differential equation y' = 0.5y. Also determine the particular solution satisfying the initial condition y(2) = 2. SOLUTION We have y=cetse (1) Differentiating both sides with respect to x, we get y' =0.5ce%* = 0.5y This shows that y = ce°5* is a solution of the ODE y’ = 0.5y. To determine the particular solution ” that satisfies the initial condition y(2) = 2, that is, y= 2 when x = 2, we substitute y= 2 and x =2 into Equation (1). This gives 2=ceSM=ce = c=2le Scanned with CamScanner18 Differential Equations Hence the particular solution satisfying the initial condition is EXERCISE 1.1 Theory Questions : sential equation (ODE), partial differential equation (PDE), 1, Explain the terms ordinary diffe ive examples. order, general solution, and particular solution. G 9 How is this condition used in an initial value problem ? 2. What is an initial condition Practical Questions : Verify that y = e-¥/3 + isa solution ofthe differential equation y' 2s + 2x2-+2x+ | isa solution of the differential equation A Verity that y = Se’ yr 2y=4ert I = 3¢ Verify that y = ¢/x isa solution of the differential equation xy’ = —y. _AWerify that y = ae2* + be is a solution ofthe differential equation y" — y" ~ 2y = 0. Verify that y = e?*(A + Bx) is a solution of the differential equation y" — 6y" + 9y = So Weity that y = cx‘ is a solution of the differential equation xy’ — 4y = 0. Aref that y = x3 + ax? + bx +c is a solution of the differential equation y” = 6. (4 Verify that xy = ae* + bx-* + x? is a solution of the differential equation xy" +2y!=xytx?-2=0. CNet im Syllabus) Q Verify that y = (x? - x)log cx i8 a solution of the differential equation ve | (3 = x)y" = Bx? = Dy = x(x? = 1). : BT Verify that y= Ae®* is a solution of the differential equation #y _ Lay de y\de) * U-Verify that y = ce?” is a solution of the di i if ; ifferential equation y’ = i particular solution satisfying the initial condition (0) 2 7 ee SS 1 12-Verify that y = ~tan(2x +c) is a soluti i pe ; olution of the differential equation y’ = 1 + 4y?, Also Even the particular solution satisfying the initial condition (0) = 0. HO)= 0. Verify that y = csecx is a solution of the di i creay ia differential equation y’ particular solution satisfying the initial condition oats =ytan x, Also determine the =n/2. Scanned with CamScannerFirst-Order ODEs ANSWERS y= 5.70 2. Flan Detnn)sn= 0,432. 13, y= Sseee 1.3 SOLVING A FIRST-ORDER ORDINARY DIFFERENTIAL EQUATION In the previous section we discussed the notion of a solution of first-order ODE, the general form of which is given by Fay, y')=0 In the remainder of this chapter, we shall restrict ourselves mostly to first-order ODEs which can be written in the so-called normal form. y'=f@,y) or in the standard differer ial form. MG, y)dx + N(x, y)dy = 0. In the following, some special types of first-order differential equations are discussed. Differential Equations of Type 2 = fee) A differential equation of the form db 7f0) ~) can be solved by integrating both sides with respect to x. Thus integrating (1), we get y= [f@dr+e (cis a constant) which is a solution of (1). pairs 11 Solve the differential equation SOLUTION We have 62+ 2x43, ® 6g x 6x? + 2x43 Integrating, we get yy = [(6x" +2x-+3)dr = 2x3 +42 43x40 ie, y =2x} 4x? 43x40, which is the required solution. MPLE 12 Solve the differential equation (e* + e~*)dy = (e*~ e~*)dv. SOLUTION We have x dk (e+ e*)dy =(e8-e*)dx => Scanned with CamScanner1.10 Differential Equations = log(e"+ oD + Integrating, we getty Z ‘ ere ; -*) + ¢, which is the required solution. y =log(e* +e ay =0. tbo 13 Solve the differential equation Va+x7- + * SOLUTION The given equation is 4 #4 Varx te tx=20 2 & 7 Jans ; feat Integrating, we get y= -le* aae =~ [varxde + af (atx) - eg een", 3/2 v2 ye - Feats davatx +e ie, which isthe required solution, * PLE 14 Solve the initial value problem ay dx xP#x-5, y(0)= SOLUTION The given equation is Integrating, we get - Sete wl) which is a general solution of the given differential equation. To determine the particular solution that satisfies the initial condition y(0) = 1, that is, y= 1 when x=0, we substitute y= 1 and x =0 into Eq. (1). This gives c= 1. Hence the initial value problem has the solution -—Srel. ~ EXERCISE1.2 | Solve each of the following differential equations. 2 Scanned with CamScannerFirst-Order ODEs a fr ds OO log x Doo x log a Solve the following initial value problems. I" 62 #203, yO) 4 30a log x +x, y(2)=0 ia y ds ve (Sete Fe sate ANSWERS bate S-42x=13log(x +2) + ¢ 2 5. y=xlogx—xte qeymnxe* +0 8. y= 2ava—x - Fax)? + c DK ysAx+ x24 3x44 10. y = (log x) - 4log2 1.4 DIFFERENTIAL EQUATIONS WITH SEPARABLE VARIABLES A differential equation of the form dy _ £6) de gy) be BO)dy=S(x)dx where f(x) and g(y) are, respectively, functions of x and y, is called a differential equation with separable variables or simply a separable equation. Thus, a differential equation is said to have separable variables if it is so expressed that the coefficient of dr is only a function of x and that of dy a funetion of y only. The solution of such an equations obtained by integrating each erm separately. Hence, its solution is of the form soda = [fe@acre, where c is an arbitrary constant. [PLE 15 Solve the differential equation (1 — y?)dy—x?dx=0. SOLUTION We are given (1 -y?)dy - x2. dx = 0, an equation with separable variables, Hence, integrating each term, we get 3 Ja-»dy-[xtde =e ite, y-Z-8 which is the required solution. Scanned with CamScanner12 > Differential Equations A EXAMPLE 16 Solve the differential equation y' + (x + 2)y? = 0. SOLUTION The given ODE can be written as bdy =~ + 2dr, | y an equation with separable variables. Integrating both sides, we get 2 xt + Ax - 2k ae --|—e= = -ycRtke ( 2 2 Vedxrte or, y 2kis an arbitrary constant. This is a general solution. PLE 17 Solve the differential equation y’ = 1 +y?. SOLUTION The given ODE is separable because it can be written as 1 wy =a rare Integrating both sides, we get tanty=x+e = y=tan(xtc), which is the general solution. Note It is important to mention that the constant of integration is introduced immediately when the integration is performed. For instance, in the preceding example, if we had written tan—!y =x, then y= tan x, and then introduced c, we would have obtained y = tan x + c, which is nota solution of the given ODE (when c # 0). Remark A differential equation of the form A@)B, W) de +L) g)() dy = 0 can easily be reduced to having separable variables by dividing both sides by g, (») f,(x), and hence can be solved by the technique just discussed. Pili, Ye SEXAMPLE 18 Solve the differential equation x(1+y2)dx+y(1+x2)dy=0, 14 SOLUTION The given equation is x(1+y?)dx+y(1 +x?)dy=0 Dividing both sides by (1 + x?)(1 + y2), we get de + in” =0 «lex (a separable equation) Lb Scanned with CamScannerFirst-Order ODEs Integrating each term, we get x [ay | dp 2x 1p_2y Se ye” te ett aly | 1 | = loetl+x?) + Hoge y) > log(1 +.x2) + log(l +y2) = 2 | or, log(l +x) +y%)=2¢ => (1 +22) (1+ y2) =? =k (say) i (4x4 +y)=% | which is the required solution, ‘MPLE 19 Solve the differential equation 3e* tany dx + (1 — e*)sec?y dy=0. SOLUTION The given equation can be written as 3e* tany dx = (e* ~ 1) seo?y dy Dividing both sides by tany(e* - 1), we obtain 2 3e* sec? y dc = Vy , = (a separable equation) Integrating, we get log tany = 3log(e*- 1) +c, | which is the general solution. _ kone 20 Solve the differential equation ¥ ~ 2% = SOLUTION The given equation can be written as eh - 2D oy rye yo ye. Oe IED = 1 3 2. (Sha te. fo (a separable equation) y x y Intergrating both sides, we get 1 = logx+—te, logy = logr+— +6, which is the required solution. tare 21. Solve the differential equation (x +) = 2. SOLUTION We have @n® ary = ee CLEC TTT Scanned with CamScannerDifferential Bquations lig Integrating both sides, we get or, > e logy =2x-2log@e + DFS | 8 | which is the required solution. | AMPLE 22 Solve the following differential equation | SOLUTION The given equation is ® lpaxtysay or aa 3 s we =(1+a)dr (@ separable equation) Integrating both sides, we get “pd fe? = Ja+marse 2 } or log(l +y) = x +40, which is the required solution. «a é ’ 5 pce 28 Solve the inital value problem: = e+, y(1)=1, SOLUTION Weare given = e%dy=e"dx (a separable equation) Integrating both sides, we get Jerd = fetacse or, . ~e =e He From the initial condition y(1)=1 ie, y= @ Mon y(I)=1 ie, y=1 when x=1, we obtain ~el=ete lL, _ {ise e e Substituting the value of c in Eq. (1), we obtain the particular sotuti lution Scanned with CamScannerFirst-Order ODEs 1S (MPLE 24 Solve the differential equation 2 —y+xte, SOLUTION The given differential equation is 2 =er-Y+x2e% or Ba cereeyer or e?dy=(e*+x?)dx, an equation with separable variables. Integrating, we obtain Jed = [e+e +e 3 i. 2 e+ = +o, ie, ear ate, 3 which is the required solution. a EXAMPLE 25 Solve the initial value problem: xy 2 =yt2, y(2)=0. ie SOLUTION The given equation can be written as, 1 sa” = {4 (a separable equation) Integrating, we obtain » 1 y+2-2, pla. 5” = fparre or S ganeene or, J 1-—_|ay =logxte => y-2logly+2)=logx +e pre ie, y=0 when x=2, we obtain 3 log 2 From the initial condition y(2) = 0-2log2 =log2+c => y—2 log (» +2) = log x—3 log 2 = log x ~ log 2° = log x — log 8 = we(3) ie, y-2log(y+2) = we( 2}, which is the required solution. _ MELE STORIE AEP: _ SOLUTION The given equation can be written as 2 =2y-4)cotx or B= 2c0txds; Scanned with CamSeanner1.16 an equation with separable variables. Integrating, we obtain 7 2 ai = 2feotx ae+ constant ay + loge = log(esin?x) or weet 2iogsin x + Hoge = 1085 x + log > y-4 =esin’x > y=esin?x +4 ow use the initial condition to determine ¢, DE. We n nn x= 1/2, We obtain which is the general solution of the given OI From the initial condition y(n/2)=0 be Y= 0 whe o=csint(n/2+4-e%4 = ea-4 ‘Thus, the solution to the given initial value problem is y =4—4sin?x = (1 ~ sin?x) = 4cos2x naa ud initi » La+R = = S, E27 Solve the initial value problem: 477 * 0, 10) =p. SOLUTION The given ODE can be written as the initial condition (0) = Jy, ie, 1= I, when t = 0, we obtain Iy=ce => c=1, Thus, the given init e given initial value problem has the solution = I, ¢”Z! ne Differential Equations of ¢ hi wy e type 7 = flax + by +c) A differential equation of the ‘ype x Sax+ by +c) can be solved by substi ituting ax + by+c=V¥ so that a+ 6 & = ae 2. tion subs 4 stitution, the given differential e, ; quation reduces to the form i which variables are seperable, abl ‘erable. The following examples will heh elp illustrate the method. LE 28 Solve th i 1¢ differential equation & _ axe vr Scanned with CamScanner17 First-Order ODEs dv AOA, SOLUTION Putdxty+1=vso that 44% = 2 = 2-5 Upon substitution, the given differential equation transforms into a ae 1 gy = dk (a separable equation) a tty oO muAty oF TG (a sepe q} Integrating both sides, we get log(4+v) = x+ce ie, log(@x+y +5) = x40, which is-the required solution. MPLE 29 Solve the differential equation py’ = (y+ 9x)?. SOLUTION Putv=y+9xsothatv'=y'+9 = y! differential equation becomes 9. Upon substitution, the given 2 or vi=9+y2 or 5 ay sak (a separable equation) + jew seth = ttl o3y43K = v =3tan@x +0), where ¢ = 3k or, yt9x =3tan@r+e) = y=3tan(x+c)—9x, which is the general solution. _ pions 30 Solve the differential equation 2 =l+er-y, dy dv dy dv SOLUTI -ys= that 1-2. & -=;-% LUTION’ Putx—y= so that 1 - 2° =z > Upon substitution, the given differential equation becomes & zite or -2 =e” or dx+é-"dv=0. (a separable equation) Integrating, we get Jac + ferdy = > xe) =c or x=e-F He, Which is the required solution. or Scanned with CamScanner1.18 Differential Equations ss "EXERCISEL3 a ve each of the following differential equations (1-16): OG = 2sec2y er = yoos mx a yeiydy +P tye =O 2 La= @ é. a dy _ Ee Dy dy= + Detdx AG = 29 _ iyBlowr ave 0 AN. 0+ 2 dpa de Ab yds x daa) de as xy — Ide + ye - Idy=0 es Biya 16. a Gi re (eye nZ a1 15. (x+ y+) Solve each of the following initial value problems (17-22): 17. 1 +7)dz— yl +27)dy=0, y(1)=0 18. c-& = 2», y(0)=1 19. = y= % 2, 2-26, y(Q)=0 21. ey’ =2x+Dy?, y(0)= WS 22. eA -(¢ )s89+ sina], r(n/2)=n. ieee 1 y= js r+) 2 y= (sin nx)* 3. logy=ertx+e og 11 Ce y x=e 5-07 Pt 2 te 3 xe l-yrae 7. log(1 + y) = re 46 2 Y= log(l + yW(l+e)+e 9. y= lx 1)2e* ui. y= clit? 7eelogs y=cxe* Scanned with CamScannerFirst-Order ODEs Lag 13..x? +)? + 2x+y)+2log@-Ny-N=c 14. r= ce? 15. y—log@e+y +2)=¢ 16. (x+c)er*¥+1=0 17. (1 +x?) = 2(1 + y?) 18. y= (x— 1)? e2-2) 20. 8 =x3 +1 22. r=n(1- bcos 8) 1.5 HOMOGENEOUS DIFFERENTIAL EQUATIONS We begin by defining the notion of a homogeneous function. DEFINITION A function z = f(x, constant), if ze! -*(2) ¥ That is, a function z = f(x, y) is homogeneous if it can be expressed as a product of x” and a ¥) is said to be homogeneous of degree n(n being @ function of 2. For example, consider the function z defined by x Z=2xytxy?—-y3 Then z can be expressed as 2 ress --2A(2}+()-@} x) A) and hence z is homogeneous of degree 3. Notice that in the above example the function z is a polynomial in x and y such that the degree of cach term is 3, which is the degree of homogeneity of the function. In general, we have the following remark for such functions. Remark 1 A polynomial function in two variables x.and y is homogeneous if the degree of each ‘erm in the polynomial is same. In that case, the degree of homogeneity is the common degree of cach term. In particular, a polynomial function containing only one term is always homogeneous. For example, the function z = x?y3 is homogeneous of degree 5. We next give an example of a homogeneous function which is not a polynomial: For instance, consider the function z defined by xty xy Scanned with CamScannerDifferential Equations 120 ‘Then z can be expressed as 5 3 y Ye (2) ] (2) ok MAd 2a z= I 2] 12 a x This shows tat is homageneons of ee als) in wo variables is homogencoig Remark? Arationa function (.e, quotient of wo PONENT. In that case, the degree of re separately homoge! ana gn en rn enomt i city of the giv 3 eas i neous : Ree names, vesch ofthe following functions is homoge! 2 (= AMIE homogeneous of eevee 1 td : i) eet + homogeneous of degree 0 @) z= 52y : x +y ay (i) 22 Fp + homogeneous of degree Bee ka @ + homogeneous of degree 0 Homogeneous Differential Equations A ifferental equation ofthe form 2 =f(t,y) is said tobe homogeneous if f(x, y) is a homogeneous function of degree 0. Thus, homogeneous differential equations are of the form | ® _ Afr | = A(2 (1) | Forexample, the following differential equations : | we xty wy x 2 | 0 $= ty) 2 weogee 4) Wty ant BF to $-tom2) are all homogeneous. The procedure for solving a homogeneous di fferential equation of the form (1) follows is as foll | Pe Paty'= Bessy do | Y= vx so that 7 v+x77 Upon substitution, equation (1) become: | s vere & de FW) or YET» or a de which isa differential equation having separable variables and can can be easily solved. Scanned with CamScannerFirst-Order ODEs si EXAMPLE 31 Solve the differential equation sf ic SOLUTION The given equation can be written as dy xt . : de ~ y= 1+ (a homogneous differential equation) — ...(1) a dy vx so that J = v+sx5°. Substituting in (1), we get dv var ay ae lt+y > x ae or Integrating, we get v =logx +c Substituting the value of v, we get Yu Zslogxte or y= xlogx tex, which is the required solution. EXAMPLE 32 Solve the differential equation (x? + xy)dy = (x? + y?)dx. SOLUTION The given equation can be written as vay x *Y (a homogeneous differential equation) a) a Pty aw av penis Put y= vx so that 4 = 74x77. Substituting in (1), we get exh eevee? lev? he ve Faw lev Nd Tey + l+y ae 2 ae ——ad = — -1+ —|a == a I-v x oo ( 3) x Integrating, we get -v - 2 log(1—¥) = logx +c Substituting the value of v, we get -% ~ atog(t -2) =togs+e > ~2iee(2—* =). logs = 2 + x or, —2log(x—y) + 2logx—logx = 2 © ie, logx—log(e-y?= 2 +6 Pe be } ke Gy Jo x which is the required solution, Scanned with CamScannerDifferential Equation, - dy DE EXAMPLE 33 Solve the differential equation a = Ox-y is clearly a homogeneous differential equation. ion is cl SOLUTION The given equati i D over Pat y ax sothat Go 7 ae e a | > or 2 = Integrating both sides, we get 1) - Foe =I) = logs + loge 1 vel (4)-eea =log(tc) => we( 2) a = log(xc) or, ogi 7 -x x = eter = es Isl vt fea yee [y=x or, Orn? 76 or fy=x= ely +3), which is the required solution. EXAMPLE 34 Solve the differential equation (x + y) + (y—x) % SOLUTION The given differential equation is @+y+o-0% =o Scanned with CamScannerBurst Onler ODEs Integrating, we get which is the required solution, EXAMP! SOLUTION | The given equation can be writter ay y dy b+ y? which is clearly. homogencous differential equation, dy dv Put pavele Do ya e® ye vx so that re dv vee = a > => or Integrating, we get Ya logy + loge = Tz tly tlogx =e or we 3 or, + logy sce => logy=c+ which is the required solution, 1,23 E35 Solve the differential equation x? yde~ (x +-y")dy 0. 1 ~ a + logis = 6 3 3y* AMPLE 36 Solve the differential equation (3xy + y?)dx + (x? +xy)dy=0. SOLUTION The given equation can be written as which is clearly a homogeneous differential equation. Put y= vx so that Bo vae dc Scanned with CamScanner= 1.24 Differential Equaticns vel > v4 2v Ww+2 or, _ Integrating, we get log(v? + 2v) +4logx=loge oF 2xy 2 } + logx' =loge or > logx2Q? + 2xy)=loge => which is the required solution. EXAMPLE 37 Sotve the differential equation ob SOLUTION The given equation can be written as oy Fy Coy ae oe oe : Put your sothat 2 = v+2% dx dx dv rete die Sot. Integrating, we get loe(r+V9743) Hop = loge on [soar] =e which is the required solution, Scanned with CamScannerFirst-Order ODEs 1.25 Equations Reducible to Homogencous Form A differential equation of the form dy __axthy te, de > axthyte,’ can be reduced to homogeneous form by substituting x = X + h and y = ¥ + k, where h and k are constants to be determined suitably. where Seo w() a by ae ay We have = fe 1, ay 7 | so that & Lv dv aX _ av dc ~ d¥ dX de dX Upon substitution, Eq. (1) becomes A _ (GX +bY) + hth k+q) AK (aX +) + (agh+bhees) aa Choose h and k so that ah+bjk+c,=0 ah+bk+c,=0 Solving these equations for h and k, we get = Bebe _ ie - A162 ba — ab" by = ab Eq. (2), now, becomes a _ aX+bY aX ~ a,X+bY¥ which being a homogeneous equation can be solved by means of the substitution Y= VX. AParticular Case : A differential equation of the form 4 BBE A here aA eo isayy (3) by de” axthytt, can be put in the form dy _ agx + byy) +6, . A) dx Gx + byy + Cy Put a,x + by =z-so that 4 + 4% aa Equation (4), then, becomes: ey 8 de Ze, : Which is a differential equation having separable variables. Scanned with CamScannerDifferential Equation, 1.26 jon 2 = 242¥=1 EXAMPLE 38 Solve the differential equation 3 = 375 y+" ecomes SOLUTION Substituting x =X + h, y= ¥ + &, the given equation Deco: dy X+2¥+(h+2k-1) * Se - pevscheke) Choose h and k so that + 2k—1=0, en Solving these equations for h and k, we get = —I ani ay _X+2 ax ~ 2X+Y a wv Put ¥= VX so that Fe = ¥+x 5 VW _1-¥? ay _ 1+ a 8 VtX ~ Dav = XR -ter 2+V ax 0 or, TP av yy Integrating, we get et i) loa? -1) + log x = =loge V-1) GS Y-Xx SN WPax = (8) ! arcs Yex ie, (Y- XP? = c(¥ +X)", where y= -1, X=x+1, EXAMPLE 39 Solve the differential equation (2x + y-+ Idx + (4x + 2y— dy =0, SOLUTION The given equation can be put in the form dy __2xtyel de ~ 4x42y—1 Put a+y = dz a? oar Integrating, we get xtk= 2 1 de = = fyy—) 3 [ Ae mal a 1, where c= 3, log(2x + y—~ 1) +x+2y= 0, which is the Tequired solution, 3rte =22+ Jogi a : ‘Scanned with CamScannere_ le First-Order ODEs wt Rea nee EXERCISE 1.4 Solve each of the following differential equations (1-18): yay Drs 2 1, 2x9" y 2h _ 2a Eatin y+ xy 4 x-y 5 aay 6. 7. (3 - 3xy)dx = (y3 - 3x2y)dy 8. (x24 3xyty%)dx-dy=0 9. ray Ba P4352 10, (xy Ba sasy dy I. x2dy + y(x + ydx = 0 12, 255 13. & J(log y log. x +1) 14. st. de % 16. ae 17, Ax + Gy + S)de = (2x + 3y + 4)dy 18. (2x +2y+3)dy= (xt y+ Ide 19, Solve the initial value problem : (x? ~y2)dr + 2xy dy=0, y(1)= 1. 20, Solve the initial value problem : 2xyy'=3y? +3, y 1. x=e(x?-y2) 3. apm bgxece 2 Ue o 8. y2+2xy-x2 =e 6. 2-logy = 6 1, P-y2= eG? +y) 8. Foyt terre 2x 9% ey2=ex3 0. - 57 log{e(x + »)} MU. Yy=c(y+ 2x) 12. y-x= cy 13. y=xeet 14. ya {poe =e? Scanned with CamScanner1.28 15, Differential Equation 16, ytexttaytay—3xee MP tylixyteoyae 4 = gehe-2) 1 9 exsg P18 F493 = 17, 3Qx+y)+ qyloaiox + 24y + ee 20. y = v5 19, x?+y2=2x | TIAL EQUATIONS ; . 16 (EXACT BETESEN ction of two variables possessing continuous party denoted by du, is given by Recall from calculus that if w(x, ») is a fun derivatives, then the total differential of », au ou du agar a” ifum 2x2 453 Note that if u(x, 'y) =c, where c is a constant, then du = 0. For example, if w= 2x*y + y°=c, then du = 4xydx+ (2x? + 3y?)dy=0 () This gives Be __ Aa de 2x? + 3y?” which is an ordinary differential equation that can be solved moving backward. Note that equation (1) is of the form a a M(x, ydx + N(x, y)dy = 0 (mes y= & NOx, y) = 2%) whose general solution is u = 2x2y + y? = c. Such an equation is called an exact differential equation. DEFINITION Exact Differential Equation A first-order ordinary differential equation of the form Ie MG, y)dx + Nw, vdy=0 ~ en) is said to be an exact differential equation if its differential f is fetal ttone rential form M(x, y)dx + N(x, y)dy is dan a, lu = Bae + dy Of some function u(x, y). In other words, equati is i i fon it there exstsafimetion u(x, y) such thar" (1) 18 80 exact differential equation if Le bu a ~My) “and & = Mey) The general solution of the equation is u(x,))=¢. = The following theorem (proof omitted) enables us to examine whether Grams rm eee a n (1) is exa Scanned with CamScannerFirst-Order ODEs 20 (THEOREM 1.1 Test for Exactness £ Seen mas |Let M and WV be continuous and have continuous partial derivatives on some open disc in the xy-plane. The differential equation M(x, y)dx + N(x, y)dy = 0 is exact if and only if om _ aN yw a EXAMPLE 40 Test the following differential equations for exactness. (@) (xy? +x)dx + yx2dy=0 (8) cosydx + (y?— xsiny)dy =0 SOLUTION (a) The differential equation (xy? + x)dx +yx?dy = 0 is of the form M(x, y)dx + N(x, y)dy = 0 with M=xy?+x and N=yx? @M oN By TR and Ge = Day OM _ aN - aa = Gy the given equation is exact. () The differential equation cosy dx + (y? - xsiny)dy = 0 is of the form M(x, y)dx + N(x, y)dy = 0. with M =cosy and N=y?~—xsiny OM _ a My ey TT siny and Ge =—siny eM _ aN J,» the given equation is exact. oy Procedure for Solving an Exact Differential Equation We now outline the procedure for solving an exact differential equation. Step 1. Test for exactness : The first step is to verify that the given differential equation is exact using the test for exactness : am _ oN ay & Step 2. Write the system of two differential equations that define the function u(x, y): The system of two differential equations that define the function u(x, y) are : au & ~My) (1) au ® =NG@Y) ° ae Scanned with CamScanner130 Step 3. Determine the function u(x, (1) with respect to x to get u(x, y) = [ MGs. part h(y) Differential Equat re ‘y) :To determine the function u(x, »), we integrate equa . n +3) In this integration, y is to be regarded as constant and f(y) plays the role of cong, of integration. Step 4. Determine the function h(y) : To determine the function h(y), We Proceeds elo. tially with respect to Y to get © Differentiate equation (3) pa cs a de + hi ze wll meaner 0] ‘© Use equation (2) of step 2 to get ee - E[foceanes+n0)] = My) Solve the above equation to get dh/dy. Integrate dh/dy to get h(y). Step 5, Find the general solution : The general solution of the exact differential equation is then given by u(x, y) =¢. Note Notice that the formula in Step 3 was obtained by using the first equation in Step 2. Instead of the first equation, we may equally well use the second equation. Then instead of equation (3), we first have u@,y) = [NGsy) + 4), GY) obtained by integrating the equation (2) with respect to y. To determine k(x), we derive du/dx from (3*), use equation (1) to get dk/dr, and integrate to get k(x). Alternative Procedure for Solving an Exact Differential Equation ‘We now give an alternative procedure for solving an exact differential equation of the form M(x, y)dx + N(x, y)dy = 0 Step 1. Integrate M with respect to x keeping y as a constant, Step 2. Integrate those terms in N which do not involve x with respect toy Step 3. The sum of the two expressions thus obtained solution. equated to a constant is the requied The following examples help illustrate the procedure. Scanned with CamScannera First-Order ODEs 131 EXAMPLE 41 Solve the equation (2xy — sinx)dx + (x* — cosy)dy = 0. SOLUTION The given differential equation is of the form M(x, y)dx + N(x, dy = 0 where M =2xy-sinx and N=x?-cosy ON am =2x and en ON «, S me the given equation is exact. Thus, there exists a function u(x, y) such that Ou . Fe MGs, y) = xy — sinx eo) au By 7 NG y) = 37 cosy (2) Integrating equation (1) with respect to x, treating y as a constant, we obtain u(x, y) = [Qxy-sinxde = Py +cosxth(y), (3) where h()) plays the role of constant of integration. To find h(y), we differentiate equation (3) partially with respect to y to get a a (4) From (2) and (4), it follows that fe =-cosy => Aly) =-siny +c, Substituting the expression for h(y) into equation (3), we get u(x, y) =x*y + cosx~siny + ¢, "Thus, the general solution of the given equation is -cosy => xy + cosx—siny =c, where c, is merged with c. Alternative Method Here M(x, y) =2xy-sinx, — N=x?—~cosy peaked een proved that the given equation is exact. Thus, to find its solution, we proceed follows. Ff Step 1. Integrate M(x, y) with respect to x keeping y as a constant JMG, yde = Jlexy -sinxyde = Py + cos Scanned with CamScanner132 Differential Equa, 32 ti ¥) which do not involve x with respect t0 y. The only Step 2. Integrate these terms in VQ ¥ coos y and its integral is —sin y. om in N(x, ») not involving x is ‘The sum of the two expressions obtained in Step 1 Step 3. Obtain the general solution : n, Thus, the general solution iy Step 2 equated to a constant is the general solutior siny =c, same as before. x?y + cos. EXAMPLE 42 Using exactness, solve the following differential msi oe (3x2 + 2x + singe +y))dv + sin@y + y)dy = 0 [Delhi Univ. GE-3, 204 SOLUTION The given differential equation is of the form M(x, yd + NQx, ydy = 0 where M =3x2+2x+sin(xt+y) and N=sin(@x+y) an ie =cos(x +y) and xe cos(x + y) eM x the given equation is exact. Thus, there exists a function w(x, y) such that eu > : ee = M(x, y) = 3x? + 2x + sin(x + y) w(1) eu ; 7 NG. y) = sin + y) (2) Integrating equation (1) with respect to x, treating y as a constant, we obtain Gs y) = Gx? + 2x + sin(xt y))de = 39 + x2 cos(x+y) + h(y), -(3) where /(y) plays the role of constant of integration. To find h(y), we differentiate equation (3) pattially with respect to y to get HL sinfxe yyy rs o wa) From (2) and (4), it follows that =sin@+y) => where we have taken the const this value of h(y) into equati tant of integration equal to Zero without F ath ion (3), we get lout loss of generality, Substituting 4G, ¥) = 23 +x? — cos(y +y) Thus, the general Solution of the given equation is P432— cos(y ty) =e. EXAMPLE 43 Using exactness, solve the fol llowing differenti : Coste + yd + (3y?+ ay prential equation + = conte + dy =0 (Delhi Univ, GE-3, 2018] Scanned with CamScannerFirst-Order ODEs 133 SOLUTION The given differential equation is of the form M(x, y)dx + N(x, ydy =0 and N=3y?+2y+cos(x+y) where M =cosx +) aM. ay and & 2 sinee +99 By 7 ~SinGe ty) and Go = sino +y eM _ oN | , . “ ~ ae’ the given equation is exact. Thus, there exists a function w(x, y) such that ou ai ea ae MG, y) = cost + y) () ou yo N(x, y) = 3y? + 2y + cos(x + y) (2), Integrating equation (1) with respect to x, treating y as a constant, we obtain (3) u(x, y) = foos(x+y)de = sin(x+ y) + h(y), where (9) plays the role of constant of integration. To find /(), we differentiate equation (3) pattially with respect to y to get (4) HL coset yy & » a - From (2) and (4), it follows that ah Neoster yy =3y?+2y+cos(xty) => wy Pty => ho)=y ty, where we have taken the constant of integration equal to zero without loss of generality. Substituting the expression for /(y) into equation (3), we get u(x, y) = sin(x +y) +y3 +y? Thus, the general solution of the given equation is sine ty) +y3 ty? =e. EXAMPLE 44 Find the general solution of 2xe"dx + (x2e” + cosy)dy = 0. SOLUTION The given differential equation is of the form M@G, y)dx + N(x, y)dy = 0 where M =2xeY and N=x%e!+cosy eM oN hues = ” ay Toe? and Gy = 2x0 . i ch that ee the given equation is exact. Thus, there exists a function ue, y) su ay” a’ Scanned with CamScannerEOE SE EMM Ain ms 1.34 m = M(x, y) = 2x0” Al) a = N(x, y) =37e7 + COSY (2) Integrating equation (1) a respect to x, treating a8 @ constant, we obtain u(x, y) = f2xe" de = xe + hs 3) | nstant of integration. To find h(y), we differentiate equation @) where h(y) plays the role of cot partially with respect toy’ to get mL ere $ (4) y From (2) and (4), it follows that reed =x'e!+cosy => Gy = COsy > A(y) = siny, where we have taken the constant of integration equal to zero without loss of generality. Substituting the expression for /(y) into equation (3), we get u(x, y) =2x7e” + siny. Thus, the general solution of the given equation is xe! +siny = c. EXAMPLE 45 Find the general solution of (cosx—xsinx + y?)dx + 2xydy=0, y(n) =1. SOLUTION The given differential equation is of the form M(x, y)dx + N(x, dy = 0 where M =cosx—xsinxt+y? and N=2xy oM on By 7 md B= 2y % Gr’ the given equation is exact. Thus, there exists a function u(x, y) such that ou . Ge = MG, y) = cosx- xsinx + y2 (1) = y = N(x, y) = 2xy w(2) Because M(x, y) is simpler than M(x, y), JY, keeping x as a constant u(x, y) = JMC, yy = Jrxvdy = xy 4 £0), where g(x) plays the role of constant of integration. To fi itis better to begin by integrating N(x, y) with respect t0 (3) ind g(x), we differentiate equation (3) | Scanned with CamScannerFirst-Order ODEs 135 partially with respect to x to get ou & 9° t8'b) (4) From (2) and (4), it follows that 2+ pt 2° *8'@) =cosx—xsinx+y? = — g'(x)=cosx—xsinx = B(x) = J(cosx — xsin xpde + 6, = sinx —[ xcosx + foosx] +a = sinx + xcosx—sinx + ¢,=xcosx +c, Substituting the expression for g(x) into equation (3), we get Uy) = xy? +xc08x +e Thus, the general solution of the given equation is 2 xy? + xcosx =c. ‘We now use the initial condition to determine c. From the initial condition y(n) = 1, ie., y= 1 when X=, We get n(I2+ neosm=c => c=0 Hence, the initial value problem has the solution xy +xcosx=0. EXAMPLE 46 Solve the initial value problem: (2xcosy + 3x2y)dx + (3 -x2siny-y)dy=0, y(0)=2. SOLUTION The given differential equation is of the form M(x, y)dx + N(x, y)dy = 0 where M =2xcosy+3x2y and | N=x3—xsiny-y OM. __oxsiny +3x? and a =~2xsiny + 3x? fa = x the given equation is exact. Thus, there exists a function u(x, y) such that a = M(x, y) = 2xcosy + 3x*y coe) = = NG, y)=x3-xsiny -y 2) Integrating equation (1) with respect to x, treating y as'a constant, we obtain 3: u(x, y) = [Qxcos y+3x?y)dr = Peosytxy+ hy ce Scanned with CamSeanner136 Differential Equa, . here (Y) plays the role of constant of integration. To find (>), we differentiate equation Partially with respect to y to get a eu 7 From (2) and (4), it follows that 3, dh A sinye (4) dh 5 a ih ainy-y 2 Go? hy=-%, 2. 3,d ox'siny+x += = y oe where we have taken the constant of integration equal to zero without loss of generality, Substituting the expression for /(y) into equation (3), we get 2 2 sf u(x, y) = Poosy + PY - > Thus, the general solution of the given equation is ; tony t yp - We now use the initial condition to determine c. The initial condition y(0) = 2 gives | 0+0-2=c > c=-2 Hence, the particular solution to the given initial value problem is y 2 3 Posy +x y- > = nS eae EXAMPLE 47 Solve the differential equation : (2xy - 3x?)dx + (x? 2y)dy=0. SOLUTION The given differential equation is of the form MG, y)dx + N@ ydy = 0 where M =2xy-3x? and N=x?-2y oM an By TUF and Ge 728 eM an , _ J, the given equation is exact. Thus, there exists a function w(x, y) such that eH au Be = Mls, y) = 2xy ~ 3x? (1) au By =Ney)=2?-2y ; wu(2) Integrating equation (1) with respect to x, treating y as a constant, we obtain n(x, y) = [Qxy-3x*)dr = Py- +i), 3) where /(y) plays the role of constant of integration. To find A(y), we differentiate equation 0 Mi Scanned with CamScannerFirst-Order ODEs 137 partially with respect to y to get & pm yw @ From (2) and (4), it follows that 2, dh ah wt TP-2y = wy 772Y > hO)=-¥?, where we have taken the constant of integration equal to zero without loss of generality. Substituting the expression for /(y) into equation (3), we get u(x, y) =xty—x3—y? Thus, the general solution of the given equation is xy-x3_y2 =e, EXAMPLE 48 Solve the differential equation : (1 + ye*”)dx + (2y+xe*”)dy=0. SOLUTION The given differential equation is of the form M(x, y)dx + N(x, y)dy =0 where M=1+yex” and N=2y+xe" av x =(txye” and Se = + 2y)0 @M _ ON F i F » the given equation is exact. Thus, there exists a function u(x, y) such that ou Be = Mes y= 14 yer (1) eu B ~NG)=2y xe? (2) Integrating equation (1) with respect to x, treating y as a constant, we obtain (3) ue, y) = [tye )de = x40 + hy), where h(y) plays the role of constant of integration. To find h(y), we differentiate equation (3) partially with respect to y to get ou ah we wa(4) By Tet From (2) and (4), it follows that dh dh rev t+ Gy =dytre => Gy m2y = Agy=ys . i titutis Where we have taken the constant of integration equal to zero without loss of generality. Substituing the expression for 4(y) into equation (3), we get ue y) =xte7 +y? Scanned with CamScannerHes Differential Equa me Thus, the general solution of the given equation is xtevty =e EXAMPLE 49 Under what conditions for the constants A, B, C.D is the following equation era, (Ax + Byydx + (Cx + DIY 9 Solve the exact equation. SOLUTION The given differential equation is of the form Mex, pdx + Os yody = O ‘x +Dy where M=dx+By and NC an 6M OM oR and 5 =e ey Ea aM Np aie The given equation willbe exact if = “gy » thats, if B = C. Assuming this condition, we haye an exact equation and as such there exists a function u(x, y) such that a = = Mo, y)=Ar+ By 6 ou By 7Ne@y)= Cx + Dy 0) Integrating equation (1) with respect to x, treating y as a constant, we obtain a (ey) = [(Ae + Byyde = AZ + Bay + ty), -@) where h(y) plays the role of constant of integration. To find h(y), we differentiate equation (3) partially with respect to y to get. we ee : ay ay A From (2) and (4), it follows that a dh Brt+z = =. D. xt Cx+Dy => a = Dy (. B=Cby assumption) => AQ= => where we have taken the constant of integrati : ‘gration equal to zero with : oe the expression for: h(y) into equation (3), we get Hort oe oer Ax 2 ui, y) = + Bay 5 OY 2 2 2 Thus, the general solution of the given equation is Av + Buy + Dy A 2 3 Scanned with CamScannerFirst-Order ODEs 139 Reduction to Exact Form : Integrating Factors Consider the differential equation M(x, y)dx + N(x, y)dy = 0 (), Even if this equation is not exact, there may be a function F(x, y) such that if we smnliply both sides of (1) by F, the resulting equation FMdx + FNdy =0 becomes exact and hence we can solve it by the method discussed earlier. The function F(x, ») is called an integrating factor of (1). For example, consider the first-order differential equation -ydx+xdy=0 (2), ‘This equation is not exact, because M=—y and N= so that “= —1, but x =1, However, if i we multiply this equation by 1/x?, then the resulting equation Lar + Lay = (3) vOre is exact. In fact, Lae + Lay = a2) vere x Thus, equation (3) can be written as A a{2)= e)- r Integration of equation (4) gives the general solution ylx =e = constant The function F(x) = 1/x? on multiplying by which equation (2) becomes exact is an integrating factor of equation (2). How to find Integrating Factors For differential equations of the simpler types, integrating factor may be obtained by inspection or pethaps after some trials keeping in mind the following exact forms : () xdy + ydx = d(xy) (i) wee . (2) 2) os pete o{ -(5) + PEW YL a(n) xy y. However, in general, to find integrating factors, we make use of ‘the following theorems. Scanned with CamScannerDifferenti, 1.40 mal Eauay, THEOREM 1.2. Integrating Factor FO) If the first-order ordinary differential equation M(x, y)dx + NG y)dy = 0 -(l) is such that (eee. ®) = R(x), a function of x only Nlay- & then the integrating factor F(x) of equation (1) is given by y= elfen THEOREM 1.3. Integrating Factor F*(y) If the first-order ordinary differential equation M(x, y)dx + N(x, y)dy = 0 (1) is such that 1 (aN _ aM : — — =] = R*(y), a function of y onl i Be ea }- (), y only then the integratiig factor F *(y) of equation (1) is given by pag) = EPO, EXAMPLE 50 Find an integrating factor and solve the differential equation (2? +y? + Idx—2xydy =0. SOLUTION The given differential equation is of the form MG, y)dx + N(x, y)dy = 0 where M=x24y24+1 and N=-2xy 0M oN Now, a =2y and ee 772y aM en. o> *m the given equation is not exact. However, (aM _ an fae 3) --; Fol + I= 22 x Therefore, an integrating ce is given by » a function of x alone = phede any = . | P(x) = el ane _ gine ae Aultiplying both sides ofthe given equation by x-2, we obtain the exact differential equation 2 1 2 we ec Vp _ ( ce } 7 =0 Scanned with CamScannerFirst-Order ODEs 141 Thus, there exists a function u(x, y) such that ou ox eu oe (2) Integrating equation (1) with respect to x, treating y as a constant, we obtain 2 u(x, 9) = (ees si Z_Lieigy, -G) x xx where 0) plays the role of constant of integration. To find /(y), we differentiate equation (3) partially with respect to y to get au dh ao a (4) From (2) and (4), it follows that 2y dh ah eet ee > 5=0 = hW)=0, x wy where we have taken the constaiit of integration equal to zero without loss of generality, Substituting, the expression for 4(y) into equation (3), we get my) = oS Thus, the general solution of the given equation is EXAMPLE 51 Find an integrating factor and solve the differential equation (e**¥-y)dx + (xe**? + I) dy = 0. [Dethi Univ. GE-3, 2016] SOLUTION The given differential equation is of the form M(x, y)dx + N(x, y)dy =0 M=ex*!-y and N=xe**¥+1 where ON a OM wert ant Bnsersy eer OM x the given equation is not exact. However, xett? 41 (aM _ an 1 a sey tty] Ft = ——————|e -1- xe =. z+. ne } wrap Jo -3er7e1 Scanned with CamScanner* Thus, the general solution of the given equation is Differentiay Ee ‘Wari me 1.42 ‘Therefore, an integrating factor is given bY aide gk ro -E =e a, : i _+ we obtain the exact differenti ; Multiplying both sides of the given equation by ¢ Die ary al equation, (e? —ye*)dx + (ere yay Thus, there exists a function w(x, Y) such that ou yee roe (l) au - Bete s spect £0 x, treating y as a const: ye*)dx =xe? tye" + hO)s a To find h(y), we differentiate ert ant, we obtain Integrating equation (1) with res ule») = fe- where /(y) plays the role of constant of integration. partially with respect to y to get mH eset a 4) From (2) and (4), it follows that dh wre =xerte* => Gy => Ay)=9, n equal to zero without loss of generality. Substittg where we have taken the constant of integratior the expression for /(y) into equation (3), we get u(x, y) = xe? tye* xeltye* =. EXAMPLE 52 Find an’integrating factor and solve the differential equation (e**¥ + ye?)dx + (xe? — I)dy=0. [Dethi Univ, GE-3, Wt SOLUTION The given differential equation is of the form M(x, y)dx + N(x, y)dy = 0 where M=e'*¥+yeY and N=xe?-1 am Now, Mc etrtertye? and &

Sa=2 => Ayynyt, aw O)=y where we have taken the constant of integration equal to zero without loss of generality. Substituting the expression for /(y) into equation (3), we get 2x ue, y) = wt Sey? y Thus, the general solution of the given equation is wey ae ) 5 | EXAMPLE $4 Find an integrating factor and solve the differential equation (2xyte”+ 2xy3 + dx + (x2y4er_ xy? — 3x)dy = 0. SOLUTION The given differential equation is ofthe form M(x, y)dx + N(x, y)dy = 0 where Ma 2sy'e420P +y and Ne xtyber sty? de Scanned with CamScannerFirst-Order ODEs 1.45 Now, ” cytes + 8xy3e) + 6xy? MY ees Gy * ax? the given equation is nor exact, However, A (2 _ oM a function of y alone Therefore, an integrating factor is given by Fay) = Multiplying both sides of the given equation by y~4, we obtain the exact differential equation eI) (2) 3) u(x, y) = i where /(y) plays the role of constant of integration. To find /()), we differentiate equation (3) partially with respect to y to get eu y From:(2) and (4), it follows that 2 ve- A) => fiQ)=0, 2, J . where we have taken the constant of integration equal to zero without the expression for /1(y) into equation (3), we get tt loss of generality. Substituting Scanned with CamScannerre . ig Piffereniag Thus, the general solution of the given equation is * 2 x Pentre ae » ¥ Be a EXERCISE 1.5 equations. If exact, solve, Teno Test for exactness each of the following differential integrating factor and then solve. Also, ifan initial condition is given, determine the. coma Particular solution. 1. (e” — ye*)dx + (xe” -e*)dy =0 3. (2-4) ae[2yet-S]ar-0 4, -2xysin(x?)dx + cose2)dy=q 2. eXcosydx—e*sinydy = 5. (-2+200025Ja + (£-2sinay]or=0 6. e*cos pdx —sinydy)=0, y(0)<5 7 x oe (cM ONE 7. -ydx + xdy=0 Hint: WL, > ae 6N OM a forseZ)ulistn)iro mes 32-4) 9. (Siny cosy +x cos2y)de+xdy=0 Hint : : 1 10. (x4 +y2)dx—xydy=0,y(2)=1 Hint: S| ~~ S- ANSWERS : 2. Exact, e* cosy =e | 1. Exact, xe”—ye 3. Exact, 42424 y2 4. Exact, ycos(x?) yo8 5. Exact, | + sin2x + cos2y = ¢ 6. Exact, e?* cosy = 1 n ; 7. Non-exact, ~ = 8. Non-exact, sinxy + ee ieee ky 9. Non-exact, xtany + pete 10. Non-exact, x? - a = 3.95 L.7 LINEAR DIFFERENTIAL EQUATIONS \ first-order ordinary differential equation is said to be linear if the dependent variable ivatives occur in the first degree only and are not multiplied together. P Scanned with CamScannerirst-Order OD} First ler ODEs 147 Thus the most general first-order linear differential equation is of the form y 4 EtPy=Q or y'+Py=O (y= Z) fl) where P and 2 are functions of x. It is understood that, in Eq. (1), y is the dependent variable. If the equation begins with, say, /(x) y', then divide by /() to have the standard form (1) with y’ as the first term, which is practical, To solve Eq. (1), we multiply both sides by e/”“" to get fra + PyelPe = el" 1.2) ButLHS. of Ea, (2) equals 2(ye!"*), Thus, we gt d Evel") = ae!" Integrating, we get vel? = [oe This gives the general solution of Equation (1). 7 The factor e/”“, on multiplying by which the LHS. of Eq. (1) becomes the derivative of a function of x and’y, is called the integrating factor. We shall denote it by /.F. Thus the solution of fra dete or -elPATfoelacee| Equation (1) can also be expressed as y(LF) = fou.rydx +e Note The reader may recall that el! = ¢ for any ¢. This fact is frequently used in this section. Hi rXe x EXAMPLE 55 Solve the differential equation & 7 SOLUTION The given equation is a linear differential equation of the form ay ae wid x =Q, where P=— and Q=x +Py =Q, wi al Thus, the general solution is given by gra feexdete y(LF) = [OUP dete ie, 4 x or, xy = fedte= pte * pee oat ar ESE Scanned with CamScanner2 = 2x". x ne EXAMPLE 56 Solve the differential equation 77, ” i tion of the form SOLUTION The given equation is a linear differential equa 2 and Q= 2x? x Y py 29, where P= a 1 elder x =e" 7 [rd oe LF. Thus, the general solution is given by VLE.) = J OUF de +e 1 at =foxdetoax te ie, (2) = fat qarten [2s = y exter. EXAMPLE 57 Solve the initial value problem 1 ay! 43xy= 4 xy'+3xy=5> y(l) a standard linear differential equation of the form y'+Py=Q, where P=, 3 ip =o? = fs oars Thus, the general solution is given by WULF) = [OUP )de +c i 1 ie, y= JEPdesenrte — =x? i YaxP tox wa() From the initial condition y(1) = 1, i, Y=-1 when x= 1, we h; : = 1, we have Telte = gay Substituting this value of cin equation (1), Problem We get the particular solution of the given initial value PREP R23, Scanned with CamScannerFirst-Order ODEs . 1.49 EXAMPLE 58 Solve the initial value problem yi tanx=2y-8, y(n/2)=0. [Delhi Univ. GE-3, 2018} SOLUTION First Method : Separation of variables method The given equation can be expressed as 4 08. y an equation with separable variables. Integrating both sides, we get In@y—4) = 2InGin x) + Inc > In(y—4) = In(e sin? x) > y-4=c sin? x sin?x +4 el) or From the initial condition y(/2) = 0, ie., y = 0 when x = 1/2, we get 2 O=c+4 => c=-4 Substituting this value of c in equation (1), we get the particular solution of the given initial value problem = 4sin?x. y Second Method : Method of linearization The given equation can be expressed as y' — (2cot x)y = -8cotx, a linear differential equation of the form asins 1 sin? x LF. = Thus, the general solution is given by LF.) = [OUP de + o* " -8[ 2 det ct ie, sin? x ma of _ ) = -8fcotxcosec*xdr + ¢* sin? x ne = 4cot?x + c* (i Jue" reae= Go" ne “) n+l a y = 4cos?x + c*sin?x y =csin?x+4, where c=c*—4 ‘We now continue as before. Scanned with CamScannerer Differential j 7 Quay, =e, lng EXAMPLE 59 Solve the differential equation »/ +4x2y= (42? —a) 07", SOLUTION The given equation is a linear differential equation of the form y = 2 22/2 Sen =Q, where P=4x? and Q=(4x"—x)e 2 2 rp a elt a elt = ot Thus, the general solution is given by W(LF) = [OUP dr +e 272 asd = f(4x2 x) el -02219 y(et? 8) = flax? -e* Ret Bdeto = fax xe » ee ie, ¢ ae? To evaluate f(4x? = xyelt#9)-C7) de, we let 7 wf 80 that (4x? -x)dx = at 343) =(x2 lt) (07 12) 2 Date Jae -net 9-6 2) de = fel dt = Thus, we have ye?) = et )-07/) 4g 3x? a4e3) =e hy ce uy EXAMPLE 60 Solve the differential equation oe + yexloge, SOLUTION Dividing by x, the given equation can be expressed as a 1 wl = = logs, a linear differential of the form wv 1 a?) =, where P=— and Q=logx Thus, the general solution is given by te = oP li. gas WULF.) = [OUP ae + 6 Ie = floge-xde + ¢ or, 7 2 xy = logy _ pl xt 77S x 27*© (Integrating by parts) Scanned with CamScanner151 pirst-Order ODEs xtlogx 1 Alogx x? = SNOB A fxde +c = ~ 08% _* ; 3J* +e = zr >. dxy = 2x? logx—x? +k, where k= 4c. 1 2 EXAMPLE 61 Solve the differential equation 2 ia ee SOLUTION The given equation is a linear differential equation of the form ay — rendu g—2 amily =2 , where P= Ziogy and O- T Joga" LF. = 6 1 Lice To cvaluate f Fons we let log x = 1 so that dx = dt. J 1 de = dt xlogx t logt = log(logx) 1 > LF. = ites = es (8) = Jog x ‘Thus, the general solution is given by WULF) = OUP de +e 2 ie, y(logx) = Ie logxdr +c c = (logx? = + or, w(logx) =(logrP +e = y =logx+ De EXAMPLE 62 Solve the differential equation (y + log x)dx —xdy=0. SOLUTION The given equation can be written as & _ y+logx dy 1. _ loge dex i Ht ag By This is a linear differential equation of the form dy = + PY =Q, where P ; ta dtd em Thus, the general solution is given by WLP.) = JOUF de +e Scanned with CamScannerPifereniay p “Wg 1,52 he deve rf Lae te (Umegration by parts or, x . i re hen a X x = y ea (logat 1) rex. EXAMPLE 63. Solve the initial value problem 2 4 dysin2e = 20%, (0) = 0. dx , SOLUTION The given equation is a lincar differential equation of the form Bapy =Q, where P=2sin 2x and Q= 20°? LP =e fede _ el 2ainde = grote Thus, the general solution is given by WULF) = fOUF dr +0 ie, y(en82) = [207 de +e = idr+e=2x+0 > y = 2xe 0828 + ce cos 2 From the initial condition y(0) =0 ie, 0 =0+ce® > y=0 when x=0 we get c=0 Thus, the particular solution of the given initial value problem is y = 2xe °°". EXAMPLE 64 Solve the following differential equation dy/dx = (x + y + 1)/(x + 1)- SOLUTION The given equation can be written as 4 y = al+— de xe OF This is a linear differential equation of the form ay 1 —+Py = -_—— a + Py =Q, where P val and Q= 1 [Pas Jeet = enbuteey 1 LE = © e x+l Scanned with CamScannerFirst-Order ODEs Thus, the general solution is given by . WLP.) = JOWF de + 6 ies al =f oat ate : on 7 Sp slo + Ite or y= (e+ Ilog@e +1) +e +1). EXAMPLE 65 Solve the differential equation y’ sin 2y + xcos2y = 2x. SOLUTION We first note that the given equation is not linear, However, it can be transformed to linear form by substituting ‘, dy dz 2y = ~2sin2y@ .§ cos 2y =z so that -2sin2y- > This substitution transforms the given equation to a Dae T8E= 28 or SOs = 4x This is a linear differential equation with z as the dependent variable. Here, P=—2x and Q-=—4x. Lp = el? ght gat Thus, the general solution is given by 2LF.) = [OUP de +e ie, EO") = fame dete = 26 46 > za2tee or cosdy=24+ ce" = no peor + ce”), Remark Sometimes, a differential equation can be put in the form a +Px=@ (1) where P and Q are functions of y. Obviously, Eq. (1) can be thought of as a linear differential ¢auation with x as the dependent variable. Hence, its solution is given by x(LF.) = [OUF)dy+c where LF. = od? EXAMPLE 66 Solve the differential equation (x + ayy =) SOLUTION The given equation is obviously not linear, if we take yas the dependent variable. Scanned with CamScannerDifferential quay, On 1.54 However, the equation can be written as a ca an =x +23 or dy variable. Here P= on wit yendent which is a linear differential equation with x as the dep Ly 1 felt ya eo = ip adibee Thus, the general solution is given by x(LF.) = JOU-F ay +6 2 (4) «fat totes [aya tent’ y, ie, or, 5 nyte or x=y(cty?): 7 dy EXAMPLE 67 Solve the differential equation (xt yt Um SOLUTION The given equation can be written as ae a wy wxtytl or —-x=ytl, which isa linear differential equation with x as the dependent variable, Here P=—1 and Q=y+. is ip ale loa Thus, the general solution is given by x(LF) = [OUP dy +e ie, xe? = f(y+NePdre = -(y+le? +fedy-+e (Integrating by part) =-(t eX eV +c=-(ytNert+e a” xe? =-(y+2)e% +e or x=-(y +2) + ce, EXAMPLE 68 Solve the differential equation & = 2+ 26” a SOLUTION The given equation is ¢ . y+2xe” ee «ft _ 2 7 & 2. 2 ye” oy ye Scanned with CamScannerFirst-Order ODEs which is a linear differential equation with x as the dependent variable. Here P o-yre?. Thus, the general solution is given by x(LF.) = OUF)dy +e > x =cy?-e? Equations Reducible to Linear Form (Bernoulli's Equation) {A differential equation of the form ® . peyy = O(n)9", (1) de where 1 is a real number, is known as Bernoulli’s equation. This equation looks a lot like a linear equation except for the y”. If 1 = 0 or n= 1, equation (1) is linear and we can solve it. Otherwise, it is non linear but can be reduced to linear form by making the substitution y'~” = z. Let us consider few examples. y logx. On EXAMPLE 69 Solve the differential equation oa x SOLUTION The given equation is a. Bernoulli’s equation. Dividing both sides of the given equation by y?, we get w(1) dy az Put raz wa: yl =z sothat YF = Equation (1) thus reduces to #1, =| S + yf sloge or eas . ™ 7 u as Which is a linear differential equation with 2 as the dependent variable. Here P= ~y and Q=—logx. 1 Lp = el? 2 e-em at x Scanned with CamScanner156 Differential Fruai, ‘Thus, its general solution is given by 2(LF.) = Jour ar +c Lox)? hes (4) = Je toe) acto = (lossy + ¢ 1 lossy, 2 x 1 or Zs -L(logx? te of i re ° which is the required solution. fee 2 Fa EXAMPLE 70 Solve the differential equation y" = 5.1y-6.5y*. [Delhi Univ. GE-3, 2017 SOLUTION The given equation can be written as yi —5.1y=-65y?: Bernoulli's equation Division by y? yields pry!-S7y=-65 OF ayy! +5.1y1=65 (1) Set yo! =z so that -y7yt=z', Equation (1) thus reduces to 2 +5.72= 65 which is a linear differential equation with z as the dependent variable. Jstde_ sax LF.= © 7" Thus, the general solution is given by 2(LF) = JOUF dete 6.5 ie, 2eit= fose*aere = Sie 0 5 37 1 _ 65 on Dae ch yo” o, y= + ce“ 57 [Dethi Univ. GE-3, 2018] EXAMPLE 71 Solve the differential equation y' = 4y~ By? SOLUTION The given equation can be written a y'-Ay=—By? = Bernoulli's equation Division by y? yields : 2! Ay =, YY -Ay=-B or yy gyn () Set yo'=z so that —y~2y! =z", Scanned with CamScannerirst-Order ODEs is ation (1) thus reduces to sitdz=B Equi hich is a linear differential equation with z as the dependent variable. el4e = gas se LF.= ‘Thus, the general solution is given by 2(LF.) = JOWF dere Bax zeta fBeMdrto= eee = re Ft ecm + ce~ A Note Notice that problem in Example 70 is a particular case of problem in Example 71. EXAMPLE 72 Solve the differential equation yt@FDy= es yO) =0.5. [Delhi Univ. GE-3, 2016} SOLUTION The given ODE is a Bernoulli's equation. Di ing both sides of the given equation by y, we obtain : y3ytt (et Dy (LD) dy _ de dx ds Put y?=z so that —2y Equation (1) thus reduces to l dz de ~- Se = -2e 3 (x +Dz or 2x + Ide Which isa linear differential equation with z as the dependent variable. Here P = -2(x + 1) and Q= -2e*", Dp a el a geet eat ae Thus its solution is given by 2(LF.) = [QULF.)dr +e weve = -2feh et Mave ze or, ret-m =-2e* dere Scanned with CamScannerEB ony 138 or, ner mete peer aie - ry ppxtttt . +02) ; veda et + ce ‘ 05. ie, y= 05 when x= 0. Using this condition We now use the initial condition : (0) = from (2), we obtain (0.52 =eo+ee" oF fc into equation (2), we obtain the solution of the given initial Value 4=ltce => ¢=3 Substituting the value o problem : 2. bx eee sen or e* (1 + 3e*), y EXAMPLE 73 Solve the differential equation 2. ay = yet? logs. SOLUTION The given ODE is a Bernoulli’s equation. Dividing both sides of the given equation by y?, we obtain ad. 2n yeas yinee logy wa(1) dj dz “ls ay? 2 _& Put y z sothat -¥ x dk Equation (1) thus reduces to Be ae ae a logx or z 8 which is a linear differential equation with z as the dependent variable. Here P = -x and 712 = -e* P logs. glee afte _ LF. Thus, its general solution is given by ALF) = [OUP de +e i 2 ie, nena = -flogt-e* Mgt ge 4 6 2 = ory ze"? = -[logxdr +c = ~(xlogx-x) +0 wlynr? or, wie? =c+x-xlogx 7/2 => ye* “(c+x-xlogx) =1, Scanned with CamSeannerFirst-Order ODEs 139 dl EXERCISE 1.6 solve each of the following differential equations : dy x 4 2+ dy = 6e' DylZae 1 e+e 2. tiene dy 2x d Dye yy 3 oye 4 2stee &y =x 5. x7 + dy =x 6. tp Zs29-1 yy MW; d O44 S = 2xel* aa 1. toe Be 8, S=2 + logx 4 2 9. logs + y = Plog 10. xB yen dy x22 dy 2 Y ,ry= Oye MH, G+ ay = xe 2. x tyee al ® ye 13. xlogx 7 + = 2logx 14. xdx+(x—-yJdy=0 dy, Qx+l) ae - 3) = & , Ger), 2 15. yde = (x + 2y)=0 16, 7 + y =e 4 1. Zayery 18, x24y=xy' de dr Solve the following initial value problems : 19. x2y" + 3xy= 1x, y(I)=-1 20. y' ty=y%, yO) ==1 21. y' + 4ycot2x = 6cos2x, y(n/4)=2 22, y! + 2ysin2x = 20°, y(0)=0 23, 2yy! + y?sinx =sinx, (0) = J2 24, (+ Dy" +4xy=x, yQ)=1 __(x4#l) ne! 1. y=2e* + ce 2 yale ty 3. yee +ee* 4. Sxy=x8e 5. ye Zee? 6. y(l-x4)=-xt0 1 1 yelkQ2 te) 8. y= qallogs)? tex 9, ylogx = -20 +108) ,, 10, y=e* tex x x . (+42) 12, way tthe Scanned with CamScannerDifferential Equay, mn 1.60 13. ylogx=c+ (log x)* 14, 3xy=y te 2 a 15. x=yPtey 16. we" => +e 17, ylece +1427 18. (2+cx)xy?=1 19, pox? - 2x3 20. Y= T3eF 21, y= Drees? 21. y= sin2x + ” sin? 2x 2 24, ye? 4)? = ee +B cers, 23. y’ 1.8 FORMATION OF AN ORDINARY DIFFERENTIAL EQUATION Consider an equation SIs Cys gy» 9 Cy) =O wa) representing a family of curves depending on n constants ¢,» Cay - - -» Gy If we difference Eq, (1) successively 7 times with respect to x, we get n equations of the form AE, Ys Is Gs Car-oe Gn) =O Lal Ys Ys I" Cie Case» Gy) = 0 : (2) Lal Ys Is Woven Ws Gi Cas vee &,) = 0 By eliminating n constants ¢,, ¢,.. .«.¢, from (n+ 1) equations given in (1) and (2), we ean form a differential equation of order 7, say F(% yy. Move I) =O Such an equation is called the differential equation representing the family of curves given by Eq. (1). EXAMPLE 74 Form the differential equation representing the family of curves y= mx, wh is a constant. ere m. SOLUTION The given equation is pene wll) where m is a constant. Differentiating Eq. (1) with respect to x, we get Ds “a 7™ Substituting the value of m in Eq. (1), we get art y7*% which is the required differential equation. Scanned with CamScannerFirst-Order ODEs 1.61 EXAMPLE 75 Form the differential equation of the family of curves represented by the ‘equation (Q2x +a)? +y? =a, where a is a constant. SOLUTION The given equation is QxtaPty =a © > 4x2+dax+y? = Differentiating Eq. (1) with respect to x, we get 4 8x+4a+ ay =0 = ie, 4x?-+ (4x? + 4ax) + dy = or which is the required differential equation. 4x2 +a? +4ax+y? eal) a 8x? + 4ax + 2 =0 (Multiplying both sides by x) 4x2 yr + ryt = 0 (using (1) EXAMPLE 76 Form the differential equation comesponding to Ax? + By?= | by eliminating a and b. SOLUTION. The given equation is Ax? + By? =1 Differentiating Eq. (1) with respect to x, we get ay 2Ax + 2By> = x4 2By =O => Differentiating Eq. (2) with respect to x, we get At afr ® pry? (2) = nt o[,22-(4) #.(8)| which is the required differential equation. EXAMPLE 77 Form the differential equation corresponding to y? SOLUTION The given equation is y= a(b-x?) ea) dy Ax + By = eB =o @) (Multiplying both sides by x) (using (2)) (Dividing both sides by B) = a(b—x2) by eliminating a and b. ll) Scanned with CamScanner> 1.62 Differential Equation, Differentiating Eq. (1) with respect to x) We get +(2) a2 =-2ax > Differentiating Eq. (2) with respect to x, we get =-a (Multiplying both sides by x) > = -ax » ? > Dias (using @2)) which is the required differential equation. EXAMPLE 78 Form the differential equation corresponding to (x — a)? + (v — bY =P by eliminating the constants a and b. SOLUTION The given equation is (@-a+(y- by = (0) Differentiating Eq. (1) with respect to x, we get 26-2) +20-H)% =-0 = (-a+o-H% =0 (2) Differentiating Eq, (2) with respect to x, we get a&y (wy 1+ HSE + (é =0 8) To get the required differential equation, we must eliminate a and 5 from Eqs. (1), (2) and (3). From Eq. (3), we get 2 »(2) Ae) @&y de Substituting the value of (y ~ b) in Eq. (2), we get [ails yoba- x-a= a a Scanned with CamScannerFirst-Order ODEs 1.63 substituting the values of (x ~ a) and (y ~ b) in Eq, (1), we get [ay] -a dy ae which is the required differential equation, EXAMPLE 79 Find the differential equation of all circles which pass through the origin and whose centres lie on the y-axis. SOLUTION The family of circles with the desired properties can be represented by x?+(y-a)? =a? or x2 +y?-2ay=0 (1) where a is an arbitrary constant. Differentiating Eq. (1) with respect to x, we get o we axt29-aF =O or xt Q-ai=0 = a= wn(2) a Substituting the value of a in Eq. (1), we obtain dy a 5 24 y?)\2 — ay - 2a 0 > Oty a = dy - Qe ie or =2xy, which is the required differential equation. EXAMPLE 80 Find the differential equation of all circles in the first quadrant which touch the coordinate axes. SOLUTION The family of circles with the desired properties can be represented by (x- a)? +(y-a)? = a? (1) where a is an arbitrary constant. Differentiating Eq. (1) with respect to x, we get 2-g +29-0)% = or @-a+9-9% =0 py D => de _ +I aa 142° itp ak , ve Scanned with CamScannerOn 1.64 Substituting the value of a in Eq. (1), We obiain [ ai se] (| 5 prcpyP + O-DE= Cet pyp | ate) + [y-222) = [Tee Isp +p ; Po yet gna? =e +P)? ie, (-y*(P? + D= & + Py, = ~y which i the required differential equation. wntial equation corresponding to y= Ae2* + Be-** by eliminating EXAMPLE 81 Find the differes A and B. SOLUTION Given y = ett + Be (1) Differentiation of Eq, (1) with respect to x gives & = 24e%-2Be* & Differentiating the above equation with respect to x, we get ay = 4Ae?* + 4Be-2* = 2x 2: 5 Py SF Ae + ae = ase + Bem) =4y he, Fa = 4 which is the required differential equation. EXAMPLE 82 Form the differential equation of the family of curves represented by c(y+c)?=x. SOLUTION Given eytoe= x3 (1) Differentiating both sides of Eq. (1) with respect to x, we get “ rey +a = 3x2 (2) To find the required differential equati Toi erential equation, we must eliminate c from (1) and (2). Dividing (1) by (2 yte x aT 2 wy F yres sx 2,@ Pe Ody a Pha > a2) - (4) =r = which is the required differential equation, Scanned with CamScannerFirst-Order ODEs 1.65 EXAMPLE 83 Find the differential equation of all ir axis it ee equation of all parabolas having their axis of symmetry coincident SOLUTION The equation of the family of parabolas having the desired property is y= 4a(x-h) (1) where a and / are arbitrary constants. Differentiating Eq. (1) with Tespect to x, we get ad _ a ay = 4a ot yO = 2a wu(2) Differentiating Eq. (2) with respect to x, we get 2 2 ieee (4) = de \ de which is the required differential equation. EXERCISE 1.7 | 1. Form the differential equation corresponding to y? = 4a(x + a) by eliminating a. 2. Form the differential equation corresponding to y? - 2ay + x? = a? by eliminating a. 3. Form the differential equation of the family of curves represented by y = c(x — c)?, where ¢ is a constant. 4. Form the differential equation of the family of curves represented by (2x - a)? — y? = a, where a is a constant. 5. Form the differential equation of the family of curves represented by y= ae’*, where a and 6 are constants. 6. Form the differential equation of the family of curves represented by (x + a)? ~ 2y? = a?, where a is a constant. 1. Find the differential equation of the family of curves = Ae* + Be~*, where A and B are arbitrary constants. 8, Find the differential equation corresponding to y? = (x — c)’ by eliminating c. 9. Find the differential equation corresponding to the equation y= ax? + bx + ¢ by eliminating a, band c. 10. Find the differential equation of all the circles which pass through the origin and whose centres lie on the x-axis. af 2. (x? - 2y?) p?- 4pxy -x7= 0, p dy dry — 4x7- y= 0 x2-2y] 4, day ae y Scanned with CamScannerDifferential Equations : dy 8] — | = 27» & (2) 2) 4 yp = 0 y2) 4 Day TORIES JOGONAL TRAJEC a a family of c ag ct ication of first-order differential equations is to find a family of curves thar pet inportant ae perpendicularly. The new curves are called orthogonay onto eh raven curs and vice-versa, Orthogonal trajectories, therefore, are two families trajectories 0 g of curves that always intersect at right angles. i igin and the family x? + ily y = mx of straight lines through the origin an AMPLE 84. The family y= mx of s origin andthe family x? Pec circles with center at the origin, are orthogonal trajectories of each other, as shown in Figure 1.1. FIGURE 1.1 Itis important to mention here that the angle of intersection between two intersecting curves is defined to be the angle between the tangents of the curves at the intersection point. The term orthogonal means perpendicular and trajectory means Path or curve, From calculus it is known that two straight lines will be perpendicular if the Product of their slopes is —1, that is, if slope of one is the negative reciprocal of the slope of the other. Since the slope of curve is given by the derivative, two families of. curves FO %e)=0 and G(x, &)=0 will be orthogonal ifthe product of their derivatives is ~1, Procedure for Determining the ort We now outline the procedure for determi FRY) =0 hogonal Trajectories ining the orthogonal trajectories for a given family Scanned with CamScannerFirst-Order ODEs ofcurves in the xy-plane, Here each curve in the family is specified by some value js said to represent a one-parameter family of curves, and c is called the pa family: 1.67 ofc. The Eq (1) rameter of the step 4. Find an ODE for which the given family is a general solution. This is obtained by differentiating the given family of curves with respect to x and eliminating the constant c appearing in F(x, y, c) =0. step 2. Write down the ODE of the orthogonal trajectories, that is, the ODE whose general solution gives the orthogonal trajectories of the given curves, This ODE is obtained by dy . -1. replacing ZT by jy i the differential equation obtained in Step 1. step 3. Solve the ODE obtained in Step 2 to get the equation for the orthogonal trajectories of the given family. EXAMPLE 85 Find the orthogonal trajectories of the family of curves y = cx?, where c is a constant. SOLUTION Step 1. Find an ODE for which the given family is a general solution. The family of curves can be written as Xe x ve Differentiating this equation with respect to x yields > wy'-2xy=0 or This is the ordinary differential equation of the given family of curves. Step 2. The second step is to write down the ordinary differential equation of the orthogonal trajectories, that is, the ODE whose general solution gives the orthogonal trajectories of the given curves. This ordinary differential equation is bs d& dy or, xdx+2ydy=0 Hy Step 3. Solve the ODE (1) to get the equation for the orthogonal trajectories of the given family. Integrating equation (1) gives 2 eo w(2) Paks Where a is an arbitrary constant. Thus, the orthogonal trajectories of the given family of curves 1s Siven by equation (2). Scanned with CamScannerDipferentar “quation, es y? = 2x? +c, where ¢; ily of curv’ family [Delhi Univ. GE-3, 214 1.68 EXAMPLE 86 Find the orthogon! a real parameter. SOLUTION Differentiating the equation ‘al trajectories of the yreaxtte with respect to x, we obtain ay =4x ay 2 or m7? The last equation is the ODE of the given family of curves. The ODE of the orthogonal trajectories, therefore, is ae a&k 2x 2 1 ay + —de = or, 5 dy +d =0 Integrating, we obtain Qiny+Inx = Ina ie, = Iny?x= Ina > rbitrary constant. Thus, the orthogonal trajectories of the given family of curves is yx=a, where a is aa yex=a. EXAMPLE 87 Find the orthogonal trajectories ofthe family of curves given by x= ey/y. [Dethi Univ, GE-3, 2011] SOLUTION The given family of curves can be written as x =e Wy Differentiating this equation yields Pee “ay ae ow dy _ 9 > We or 2-2 y ay de dex The last equation is the ODE of the given family of curves. The ODE of the orthogonal trajectorss therefore, is we ad 2y o xdx + 2ydy=0 Integrating the last equation, we obtain x ‘_ (I) qe where a is an arbitrary constant. Thus, the ortho; j i i . 2 gonal traject i by Eq.(1). ajectories are the family of curves Scanned with CamScannerirst Order ODEs EXAMPLE 88 Find the orthogonal trajectories of the family of curves y = 4x + arbitrary constant. “ 1.69 where cis an SOLUTION Differentiating the equation yr4xte 7 with respect ot x, we obtain eM x _ a4 -@) q(2) represents the ODE of the given family of curves. The ODE of the orthogonal trajectories, therefore, is a wld aw 4 Integrating, we obtain =-tx+a y4 where a is an arbitrary constant. Thus, the orthogonal trajectories of the given family of curves is 1 yogite EXAMPLE 89 Find the orthogonal trajectories of the family of curves y = ce~*, where c is a constant. [Delhi Univ. GE-3, 2016] SOLUTION The given family of curves can be written as e*y=c Differentiating this equation with respect to x, we obtain ety ao # - ery +e =O > ay 2 0 e3* is never zero) ars ae r G - . . The last equation is the ODE of the given family of curves. The ODE of the orthogonal trajectories, therefore, is 1 2 = » o 3ydy =x Integrating the last equation, we obtain 2 w Pye, 2 2 which is the orthogonal trajectories of the given family of curves, where @ is a constant. ES Scanned with CamScannerperenne Equation, ” i rves x? +(y—c)? = 2, EXAMPLE 90 Find the orthogonal trajectories of the family of y ‘sl c is a constant. ; SOLUTION Differentiating the equation xre(y-o =e% OF » Where xrty?-2ey=0 so(l) with respect to x, we get oy ob =0 ara ao ot KHONG 7 ae +) > cng de Substituting the value of ¢ in Eq.(1), we obtain 4 xty 2, nW_ -2 2d = Pay) =-0 = (HIE day -2y a = 0 de ay ¥ or, (?- Ie =2y or i which is the ODE of the given family of curves. The ODE of the orthogonal trajectories, therefore, is + ahomogencoud differential equation (2) 2xy The general solution of this differential equation gives the orthogonal trajectories of the given family of curves. To find the general solution of (2), we put y=vx so that Bavast Substituting in (2), we get vere = > 2 vet Integrating, we get In(i+v?)+Inx=Ina > In(l+y3x=Inad oo (1+0)E7% > => xty=ax Thus, the orthogonal trajectories of the given fami . js arbitrary constant. given family of curves is : x? + y? = ax, where a® Scanned with CamScanner