DIFFERENTIAL EQUATIONS ~~ USEFUL FOR CSIR UGC NET, GATE, IIT-JAM, NBHM, TIFR & other exams with similar syllabus First Edition By Dr A.P. SINGH Ph.D. (Mathematics), Indian Young Scientist Awardee M.Sc. (Gold Medalist) P.U., B.Sc. (Gold Medalist) P.U. (is) INFOSTUDY PUBLICATIONS oN© INFOSTUDY PUBLICATIONS 2017, INFOSTUDY PUBLICATIONS. Phone : +91-9876788051 Email: infostudypublications@gmail.com No part of this publication may be reproduced, distributed, or transmitted in any form or by any means, including photocopying, recording, or other electronic or mechanical methods, without the prior written permission of the publisher. InfoStudy Publication has acquired the information contained in this book from the sources believed to be reliable. Although every precaution has been taken while writing this book, However InfoStudy Publications or its authors or the editors assume no responsibility for any errors or omissions. No liability is assumed for damages that may result from the use of information contained within. * All disputes subject to Chandigarh Jurisdiction only. Price : % 600 ISBN : 978-8 1-933363-3-5 ° Printed and bound in India by BANSAL GRAPHICS Chandigarh For further information on INFOSTUDY: PUBLICATIONS: Visit - www.infostudypublications.comPea This book is designed for the students who are preparing for various National Level competitive examinations and also inspires to enter into Ph.D. Programs by qualifying the various entrance exams, The content of the book is divided into two parts: first part introduces the ordinary differential ‘equations while the second one introduces partial differential equations. The chapter one gives a brief introduction of differential equations and elaborates various methods to solve the ordinary differential equations of first order. The second chapter named’* General Linear Differential Equations’ explains how to solve the differential equations of higher order and the methods to find their general, particular and. singular solutions. In Chapter three, the solutions of initial value problems are being explained by using Lipschitz condition and by general methods. italso explains Green's function and Sturm Liouvill's problem which gives non-trivial solutions of a boundary value problem. The fourth chapter introduces the partial differential equations and various kind of methods to solve them. Chapter five includes the behaviours of second order differential equations and the transformation to reduce them into the canonical form. Apart from this, the solutions of Heat and Laplace equations are also discussed. ooo ‘The practice sets are introduced at the end of the topics which includes a variety of questions from previous year papers of CSIR UGC NET, IIT-JAM, TIFR, NBHM and GATE. These questions are carefully selected so that the stuidénts can apply mathernatical kriowiledge in solving the questions. In addition to it, the solved examples are also given at the end of every chapter which will help in deep understanding of the topics discussed. The key points provides the quick revision of every chapter. Also, a well-thought question bank, in the form of various assignments is given at the end of each chapter which covers entire prescribed topics, so as to facilitate students to do more and more practice and hence secure good results. While compiling this book, more stress is given on problem solving technique rather than language or exact mathematical symbols. Any suggestions for the improvement of the book will be highly appreciated. Di AP. Staph (iii)CHAPTER 1 : INTRODUCTION TO DIFFERENTIAL EQUATIONS AND DIFFERENTIAL EQUATIONS OF FIRST ORDER... 4.1, DIFFERENTIAL EQUATION...... - ..04 1.2. LINEAR DIFFERENTIAL EQUATION 02 1.3. TYPES OF SOLUTIONS OF DIFFERENTIAL EQUATIONS. wee 038 1.4. EQUATIONS OF FIRST ORDER AND FIRST DEGREE ...............03 1.5. EQUATION OF FIRST ORDER AND HIGHER DEGREE. KEY POINTS «2.2.0... 0 5.0 c eee eens pee 1B ASSIGNMENT: nt eerie en ee ee +22 (ASSIGNMENT, cul erent cee eee te ee 25 ASSIGNMENT - 1.3..........5 Se dee 29 ANSWERS .. +82 CHAPTER 2 ; LINEAR DIFFERENTIAL EQUATIONS. 24. DEFINITIONS ........0 2.00. e ee peer Renee eee reer 33 2.2. GENERAL LINEAR DIFFERENTIAL EQUATION ........- 0-08-0200 34 2.3. LINEAR DIFFERENTIAL EQUATION WITH CONSTANT COEFFICIENTS......:..-.....0000000 Preretenr Too 24. FIVE STANDARD CASES OF PARTICULAR INTEGRALS .-....-- 6:5 3B 2.5. LINEAR DIFFERENTIAL EQUATIONS WITH VARIABLE COEFFICIENTS... 02.0202 ee cep eee need werent en 40 2.6. - EXACT DIFFERENTIAL EQUATION .... 22... 2.220504 seeeeeeeee 42 2.7. INTEGRATING FACTOR «<2... 062-05 43 2.8. SIMULTANEOUS DIFFERENTIAL EQUATIONS ...........0. 00002055 43 2.9. VARIATION OF PARAMETERS -. 2... 6202... es Soocsoon..) (v)2.10. WRONSKIAN ......0...0.0000 5 eee fences teen eee tees 56 2.11. ORTHOGONAL TRAJECTORIES. 02.6202. 6 eee ee eee oe 59 2:12, SINGULAR SOLUTIONS .........- 2.0 ceeeee eee cr eee wees 62 i 2.13. REGULAR AND IRREGULAR SINGULAR POINTS.......:.... ees) { 2.14. OM. ee KEY POINTS ......:.-. ASSIGNMENT - 2.1...... ASSIGNMENT - ASSIGNMENT - ASSIGNMENT - ANSWERS 92 CHAPTER — 3 : INITIAL AND BOUNDARY VALUE PROBLEMS ..............0+5 93 3.1. INITIAL VALUE PROBLEM. .... 2-02-0000 0000 eee eee shane eres 93 3.2. STURM — LIOUVILLE BOUNDARY VALUE PROBLEMG.......... 99 3.3. GREEN'S FUNCTION .....- 0.00.00. Ses 6 cee estes teeta eee ee 104 WEY BOINT Steer eta eee ee tee eee parce si l0) ASSIGNMENT - 3.1. - 116 ASSIGNMENT - 3.2 18 ANSWERS ee es ree ia) CHAPTER — 4 ; ‘NTRODUCTION TO PARTIAL DIFFERENTIAL EQUATIONS AND PARTIAL DIFFERENTIAL EQUATIONS OF FIRST ORDER. 121 4.1. PARTIAL DIFFERENTIAL EQUATIONS: : : peel 4.2. LINEAR PARTIAL DIFFERENTIAL EQUATIONS OF FIRST ORDER....125 | 4.3. NON-LINEAR PARTIAL DIFFERENTIAL EQUATIONS fe OF FIRST ORDER (vi)4.4. COMPATIBLE SYSTEMS OF FIRST ORDER EQUATIONS........... 128 4.8. CAUCHY'S PROBLEM FOR LINEAR PDE 4.6. CHARPIT'S METHOD 4.7. HOMOGENEOUS LINEAR EQUATIONS WITH CONSTANT COEFFICIENTS «2... 02... .0200 20 ecec eee ee tenets 137 4.8. NON-HOMOGENEOUS LINEAR PDE ........ 2.0.0.6 cesses seve ee 140 KEY POINTS... 00. .....22022 eee re 146 ASSIGNMENT - 4.1,....2........ 2000 0b eee 150. ASSIGNMENT - 4.2.......-. ‘i - 187 ANSWERS. re ~- 162 CHAPTER ~ 5.: PARTIAL DIFFERENTIAL EQUATIONS OF SECOND ORDER AND SOME BOUNDARY VALUE PROBLEMS. 5.1, CLASSIFICATION OF LINEAR PARTIAL DIFFERENTIAL EQUATIONS OF SECOND ORDER IN TWO INDEPENDENT VARIABLES ......... 163 5.2, CANONICAL FORMS (METHOD OF TRANSFORMATION)........... + 166 5.3. BOUNDARY VALUE PROBLEM........ cee eee eee 1.173 (0 7ixe] NL edeqe90c.p08000005cn cooooncooueddupqaboosbbooeodonoug 179 ASSIGNMENT - 6.1.0.0... 0.000 p cece eens arian eeeeeeeee e (SIN =;pg0qodo,e50050000054b000+o0eq 5600604) sApooonGoGeK ofor - 188 INDEX £189 (vii)DIFFERENTIAL EQUATIONS CHAPTER - 1 CHAPTER - 1 INTRODUCTION TO DIFFERENTIAL EQUATIONS AND DIFFERENTIAL EQUATIONS OF FIRST ORDER INTRODUCTION Differential equations arse from many problems in Algebra, Geometty, Mechanics, Physics aid Chemistry. In this chapter we shall study how a differential equation Took lke; what are is different te shat fs the order and the degree of the differential equation and we shall learn different kins isla ofthe dierential equations and also the method of solving first order differential equation, §L. DIFFERENTIAL EQUATION: addy a An enon 9.22 ar #0, which expresses ‘a relation between dependent and independent variables and their derivatives of any order, is called a differential equation. We may aio define it as, “An equation involving unknown functions and their derivatives w.r.t. one or more independent variables". an) * x3 fi x ay ¢ #y +ur-0 ame ee Settee pay y (vy) —=2tx— wi) 2S axty ae ay = EO ay? There are two types of differential equations: () Ordinary (ii) Partial DEFINITIONS: (Ordinary Differential Equation: An ordinary differential equation is the equation which involves one independent variable and differential co-efficients w.r.t. it. Thus (i) to (iv) are ardinary differential equations, (i) Partial Differential Equation: A partial differential equation is the equation which involves two or more independent variables and partial derivatives w.r.t any of them. Thus (v) and.(vi) are partial differential equations Order of Differential Equation: The order of a differential equation is the: order of. the highest derivative it contains. In the above examples the order of (i) anid (i) is 1, the order of (ii) is 2, the order of (iv) is 3 (iv) Degree of differential equation: The degree of the differential equation, which can be writien as a polynomial in the derivatives is the degree of the highest ordered derivative which then occzrs.eg. 2Y= Eee a This differential equation is of degree 2 (obtained by making it free from fractions) 7 , () General Forms, An ordinary differential equation of order one is of the form f x,y, al =0. \ 2, |= 0, etc. Jn general, an An ordinary differential equation of order two is of the form A geese l x dy d’y .d'y 2 Ys 2-0 ordinary differential equation of order’ n is of the form sax ix DIFFERENTIAL EQUATIONS CHAPTER HEY Ys ¥I=O. § 1.2. LINEAR DIFFERENTIAL EQUATION A differential equation ix y, > |=0 is said to be linear if the function fis a linear function of the variables 3, 7 “, i.e, iff the dependent variables and its derivatives occur in the first degree and are not multiplied together. Thus P,2Y +p, FY +.....4Py=Q., where PpP,..,.P, and Q are functions of x only and P,#£0 is the comedies general linear differential equation of order n The above equation is said to be homogeneous if is a zero function and non-homogeneous iff Qis a non-zero function. Example 1. Obtain the differential equation of all circles of radius r. ‘Solution: The equation of the family of circles of radius r is (x — a)" + (y=b" =", ... () where a and b are arbitrary constants, Since equation (i) contains two arbitrary ‘constants, we differentiate it two times wrt, x and the differential equation will be of second order. Differentiating (i) w.rt. x, we get 2c-a)+267-b) a 0 Sa) 2 0 offi) 2 5 Differentiating (i) w.r-t. x, we get 1 + (y—b) 2¥. + (2 0 (iti) a x? Lox) ?DIFFERENTIAL EQUATIONS CHAPTER } §13 @ wi ti ) § 14. From (ii), we have y-b = -| (iv) dy \? | dy [(2 } toe Putting the value of (y—b) in (i), we obtain x ~a = 0) d?y/dx? Substituting the values of (a) and (y~ b) in (i), we get ial lel This isthe required differential equation. ‘TYPES OF SOLUTIONS OF DIFFERENTIAL EQUATIONS Solution, The solution of a differential equation isa relation between the variables involved such that this relation and differential co-efficients obtained from there satisfy the given differential equation. This is also called primitive or integral of the differential equation General Solution. The solution of a differential equation. which contains as many arbitrary constants as the order of the differential equation, is said to be general solution, This is also called complete primitive or coniplete solution of the differertial equation. 2, eg. the general solution ft +y=Oisy=c,cosx+c,sinx. i Particular Solution. The particular solution ofa differential equation is that which is obtained from the general solution by giving particular values to arbitrary constants. 2 eg. the particular solution 6 4y=0isy = cosx x Singular Solution. A solution which canriot be derived from the general solution by giving particular values t0 the arbitrary constants and has no arbitrary constant is called singular solution EQUATIONS OF FIRST ORDER AND FIRST DEGREE. A general differential equation of first order and first degree is ofthe form 9 =fosy) or ix Mas + Ndy = 0, where M, Nare jinetions of x and y both.DIFFERENTIAL EQUATIONS CHAPTER - 1 } * Existence and Uniqueness Theorem Statement: If fx, y) and s ‘are continuous functions of x and y in a region D of the xy-plane and if P(x y9€ D, then there exists one and only one function; say (x), which in some neighbourhood of P (contained in D) & the solution ofthe differential equation gy Se sn) and W5—)=Ve Following are some of the Standard methods to solve differential equatio 1 Variable separable form 2. Reducible to variable separable. 3. Homogeneous equations 4, Reducible to homogeneous form 5. Linear differential equations of first order 6, Reducible to linear form 7. Extict differential efjuations. Case 1. Variable’ Separable:, An equation whose variables. are separable and can be put in the form me g(x)de+h(y) dy=0 is called an equation of variable’ separable form. Integrating, | g(x) d+ jh &) dy=c, where c is an arbitrary canstant. This is the general solution of the differential equation. Case I. Equations Reducible to variable separable: To solve the equation 2 =flaxtby +o). (I) dy_dz Put ax + by +e =250 that ath = %, 2 axtbyto=zsothatare Y=, ie, ‘) Putting in‘(1), ; (2 7 0) > z =a+bf (2), whieh is of the type “Variable Separable” and hence can be solved. Method to Solve: () Putax + by +o*2 (ii) Separate the variables zdndx. (ii) Integrate both sides. Case Ill, Homogeneous Equati. Definition: Homogeneous Function, A junction issaid to be homogeneous of the nth degree in x and y ifit can be put in the form (2) 28 Oe yaxt +7 tay + yh Definition: Homogeneous Equation. An equation in x and y is Said 10 be homogeneous equation if it can be put in the form ¥ = 1) where fx, y) and 6 (x, y) are both homogeneous functions of he same degree in & Wy) xandy, @. To 'solve the equation 2 = z \. where fiz.y) and 4(¢, y) are both homogeneous functions of the same KY) degree inx andy. ae nner << DEE aeDIFFERENTIAL EQUATIONS CHAPTER - 1 | @ Paty =vxs0 that Yay ex (ii) Proceed as in Case L ox ax, (i) Sometimes the equation is not homogeneous, even then it can be solved by the same method as for homageneous equations. Example 1. Solve: x'y dx —(x' + y')dy = 0 Solution: The given differential equation is- x'ydx-(x'+y')dy=0 => 2 Se AD Since each af the functions x’y and x’ + y’ are homogeneous’ functions of degree 3, so the given differential equation (1) is homogeneous. oy Putting y=vx and thus © rutting y=vx I se, meget ou eae Oe ° 2 x(1 + v)dv =-v'de => EE ay v 2 integrating both sides, we get 4S + logv=—logx +C t =>-Tp + logy + logx=C ay * ay * log. 1 pog(Vxlac [ev apie Saqie tos Fx]-e [= yh} + logy = C, which is the required solution, Case IV. Equations Reducible to Homogeneous equations To solve the equation ©. ~ 2X+bY +61 dk ax tbyy +c, Method to solve: @ Purx=X+hy=¥rk (i) Equate the'constdnt terms of numerator and denoininator to zero anid find the valués of h and k. (ii) Proceed as in case ill. dy x+y) aample 2, B= 2LYV2 emi nyH3DIFFERENTIAL EQUATIONS CHAPTER } 2 Solution: Given 2 =2+* de x-y-3 = dy _dY dy _X+Y¥+(h+k+2) lax=Xth ys¥th ofat of i.e, choose h, k such that b+k+2=0 0) Tek => 2logx tog 14, -ige=21n( 2) meee xX Xx) x senor orvaramety) => X24V=ce 1 6S ams) al5 (y-3) =ce + where c is arbitrary constant \ Example 3. Solve a = cos (x+y) + sin(xty). gy dy _dv => Ww x fe ax ox So, the given differential equation reduces to x 1= cos v+sin v ix aM =) Koos v+ sity ox Solution: Put x+y=v, so that 1+ & <1 1 separating the variables we have ———t__— By separating Te 00s v4 sinV On integration, we get letra! frac aa tt tesice [ cost9= ian 6 © sing = 21008 py Prtan'(v/2) , 2tantv/2) L+tan’ 6" 1+tan’@. * pe tan'(o/2) "Tetum" (0/2)DIFFERENTIAL EQUATIONS CHAPTER -1 sec ®(v/2) Martane ray Ft € =P log| 1 +sano2)| x4 C => log } +tan =} =x +C, which is the required solution. Case V: Linear Differential Equations of first order Definition: A differential equation is said 10 be linear differential equation of frst order ifthe dependent variable and its differential co-eficients occur in the first degree only and are not multiplied together. Thus S +Py = Q, where P and Q are fnetions ofx only is called linear differemial equation ofthe frst x order and thus = +Px=0, where P and Q are functions of y only is also called linear differential ‘equation of the fist order. Another Definition: The differential equation ofthe form y'=p(s)y+q(s) (2) is said to be linear diferental equation of first order, where y is the dependent variable and x is the independent variable. If q(%)™9, then (1) is called homogeneous linear differential equation, otherwise itis called non-homogeneous linear differential equation. The solution of a + Py=Q, where P and Q are functions of x only, is given by LF) = J(LF)Q de+ C, where LF = integrating factor and C is constant and I.F.= e!?# Example 4, Solve : (1 +x’) a +2xy.— 4x° = 0 subject to the initial condition y(0) = 0. 2 Solution: The given differential equation can be written as 2 a o +x K 14x’ This is a linear differential equation of the fort x “+ Py = 0, where ic fens : Wehave- EF, ='e)"™ = gl. gentry 27 4p Multiying both sides of) by LF. (1 +22), we get (1 +x) % + 2ay = 40 3 Integrating both sides wart x, we get y(l +21) = [ax® de+C=> y(I +x) = a C Itis given that y~0, when x=0, So, 0=0#C => C= 3 Hence, y (14x2)= = is the required solution. Case VI: Equations reducible to Linear differential Equation To Solve the equation a +Py= "where P and Q are fimetions of xDIFFERENTIAL EQUATIONS CHAPTER -1 | Method to solve (@) Dividing throughout by y". (i) Putting y'~"=z and get the linear equation in z. (iit) Proceed as in Case V. Example 5, The solution of (dy/dx)+2xy=2xy*, (@) y=(cr)l+e*) &) y=1M—ce") (y=1l+ce") (dy y=(cx) +e") Solution: Ans. (c). Dividing by y*, we get y* 2. Qxyt =2x Putting y , so that y"*(dy/ dx) = dv/ dx, or (dv/ dx) -2xv =~2x, which is linear whose 1. So, solution is ve" (-2xJe “de=[edt, putting (-x?)=1 (I) ke, (using (1) or y'=1+ce" or y=1K(1+ce"), which is the required solution. PRACTICE SET =] (0)=0 (TIFR-2010) (A) is unbounded. (C) is negative. (D) is zero, * ~~ 2. Find the general solution. Hal zation dy x42 YB ae Jai 2011) “ 2x4 y47 ; 7 ay 4, ok differential equation ~ x‘ ig di aif equ FoF (IT-JAM 201) 4 = SE subject othe condition y(l) = 1... (UIT-JAM 2012) x : 5°. The equation ofthe curve passing throtigh the pein ( 1\ and having ‘opie Si) 29 ay ‘each 8 AE) hue & point (x, y) with x # 0%8 (UT-JAM 2014) 2 (A) =x y+ c08(x)DIFFERENTIAL EQUATIONS CHAPTER -1 Case VII: Exact Differential Equation The equation Mae + Ndy = 0 (where M, N are functions of x and y) is exact if Max + Néy isthe exact differential ofa function of x and y; say F, ie, dF = hic + Néy. The equation Mde + Nay = 0 is exact if M aw and its solution is y ax [Max + [lors oft not containing x) dy =, a constant. renin yo8 conse) Integrating Factors Ifa differential equation is multiplied by a function w(s,y) so that the resulting equation becomes exact, then w(x, y) is called an integrating factor and is denoted by IF. The number of integrating factors of Mdx + Nady = 0 is infinite. Integrating factors by inspection of Terms: (@ xdy ~yer: or Lor or voy oe sy : , 1 (i xdy + yd: aay tyes — FF (iii) xdbe + ydy : Five Rules for finding integrating factors Rule I: If the equation Mas:+Naj=0 is homogeneous in x and y 1 cy if M,N are homogeneous functions of te same degree inx and y, then is an integrating factor provided Mx + Ny #0. Example 6, Solve: x'ydx-(«'+y"}dy=0 Solution: Here M = x’y, N= -x'-y° 1 1 1 or iF g® yy dy orRule IT: Ifthe equation Max + Ndy = 0 is of the form fcy)y dx + fyley)x dy = 0, ‘factor provided Mx ~ Ny # 0. Example 7, Solve (I-+xy)yde+(I-xy)xdy=0 Solution: The given equation is of the form f,(xy)ydx + fz(ay)xdy = 0 Here M=(1+xy)y, N=(L-xy)x. 1 1 LF= => Mx-Ny (L+ay)yx-(-ay) xy 2x"y? it becomes | 41 lary Qx?y 2x Multiplying throughout by Dy which is an exact differential equation. , etek} Dg yee oo y . ay_an Rule II: Ifin the equation Mdx + Nay = 0, aXe 4 finetion of x only = ft) (say), then e!°™* ig an integrating factor. Buumpletsobe[so4)?+t? i fovy" hy =0 . Ks 1 i L Solution: (ys 4y 443? aes fe ay? by = b+ + fe ay Wy =0. Maythystat wales?) Bg gate 1 (aM _ an 4 a_d_y?) 43 223 A fOM ON) 4 fy ys dv) 4 Bay yy ed +(% | asa"? ae which isa function of x only, hence I.F =e!°!™ The equation becomes aeyisey? $225)dr 4 (x! 4xy?)dy =0 a . where c is an arbitrary constant The solution is aythaty +e =k or 3xtytaty? x! . aN. aM _ vey Rule IV: If in the equation Mdx + Ndy = 0, 3 ay 84 function of y only = fly) (say), then e° is integrating factor. 7] is an Example 9. Solve (xy'+y)dx+2(x'y'+x+y') dy=0 Solution: Here M=xy'+y, N=2(x'y4x+y') 10(Axy? +2-3xy? -1)=—, which is a function of'y only. Seat +1) Matpiying throughout by y, it becomes (xy*4y") de+(2x'y' +2xy+2y') dy=0, which is an. exact differential equation “The solution is iey' tay? 4 y=e Rude V: If the equation is x'y? (mydx + mxdy) + x'y (pyde + qudy)= 0, then x'y' is an integrating factor, where ath+l b+k+l rthtl stk m n Pp q PRACTICE SET ~2 dy = 0, then the value of ais 1. _Ify*is an integrating factor of the differential equation 2xy dk-(3x-) . (IT-JAM 2011) Ad 4 ©-r @I 2 The differentiai equation (1 + x’y’ + ax*y!) de+ (2 +x°y" + x°y) dy = 0 is exact, if & equals. (IT-JAM 2012) 1 A 3 B=, @)3 face + buy + y') de + x + exp $y) dy = 0 ievenaee, then (UT-JAM 2014) c= 4 (Db = 2a>2e 3 Fora bce R, the diferental ()b=2,c#20 Bee 4 (b= : dy_2dxy’ 4... An integrating factor of the:differential équation 7 ay (HTJAM 2015) .@t oy oy y Ly? is an intérating factor of (67 + a.xy) dx + (6xy + b x4) dy =0, where a, b= ®, then (GATE- 2017) (A)3a~5b=0 (B) 2a-b=0 (C)3a#5b=05-. (D)-2a+b=0 5 The differential equation (3a°x? +bycosx) dx+ (2sinx~day?}dy=0 isexact for. (GATE-1999) (A).any value of a, but b#2 (B)any value of, but b= 2 (©) any value of , but a= 2 as O) jor a any value of 11DIFFERENTIAL EQUATIONS CHAPTER - 1 } § LS. EQUATION OF FIRST ORDER AND HIGHER DEGREE A differential equation ora = 0, where degree of L> 1 is said to be non-linear differential equation of first order and higher degree. Itis generally of the type ay (ay (ey)? ay Bz (2) +P, (34) HP, Ge] tet Per Ge Pee Where Py Py Py Pyay Pyare fnetins of d xand y. For convenience, we write fa = pand the above equation takes the form Pp" + Pp! + Pgh? + +P, p+ P,=0. Type I : Equations solvable for p Let fix, yp) = 0 ..(1) be the given differential equation of frst order and degree n> 1. “7 (is an equation of degree n solvable for p, .. L.H.S. of (1) can be expressed as the product of n linear factors in p. Let (1) be written as (p-f,) (p-f,) ...(P -f,) =0, where f, fy .... f, are functions of x and y. Now, solutions of given equation (1) are given by n equations p bof oe we a Fe MIE LGD Ee fe I) These equations can be solved by the methods already known to us. Let the solutions of these n Fw ¥, 6) = 0, Fy yse)= 0 Since the given equation is of thesfirst order, .*. it cannot have more than one independent arbitrary equations be F, (xr, constant, Lete, =, = 6 Say. ©. The general solution of given equation (1):is F, (x, y, o). F, (9. 6) oF, (9, 6) =0 ‘Type Il: Equations solvable for y Let the given differential equation be fsy,p)=0 o Since (1) is solvable for, + (I) can be expressed as y = g(x; p} 2) r Differentiating (2). wxrtx, Y =p =| x, p, 2 3) fe Pear | which is an equation in two variables x and p. Integrating (3), let its solution be F(x, p, c) = 0... (4) The elimination of p between (2) and (4) gives the general solution of (1). I the elimination ofp between (2) and (4) is not possible, the values of x and y may be obtained in terms of the parameter p; sayx = fp, 0), y = fp, 0. These two equations together constitute the solution of (I) in the parametric form: Type Il: Equations solvable for x Let the given differential equation be fs, y, p) = 0 od Since (I) is solvable for x, aa 2 aeDIFFERENTIAL EQUATIONS CHAPTER-1 | ©. (I) can be expressed as x=g(, p) 2 Differentiating (2) wx.t. y, 7 - h (x .B) which isan equation in two variables y and p. Integrating (3), let its solution be F(y,p,c)=0 (4) The elimination of p between (2) and (4) gives the general solution of (1). Type IV: Clairaut's Equation An equation of the form y=px + fp) _..(1) is known as Clairaut’s equation Differentiating with respect tox, we have p= p+ whe £% oe [ 2 | ork+ sole. Pe “(p) = “he =0, or x+ f(p)=0 2 |. gives p= c . wf) Thus eliminating p from (1) and (2), we get y=cx+(c) ..(3), as the general solution of (1) Hence, the solution of the Clairaut’s equation is obtained on replacing p by c. Remark 1: If we eliminate p from x+ f'(p)=0 and (1), we get an equation invoiving no constant. This is the singular solution of (I) which gives the envelope of the family of straight lines.(3)-~ Remark 2: Equations reducible to Clairaut’s form: Many equations of the first order but of higher degree can be easily reduced to the Clairaut’s form by making suitable substitutions. Example 1. Solve (px ~y)(py + x).=a’p. Solution: Put x'=u and y'=v, s.t,,, 2xdx=du and 2ydy=dv ‘Then the given equation becomes ( = 2 yax]e att y» HA / y 2 oP op y =uP-a'P AP +1), which is Clairaut’s form i or (aP-v)(P+1)=a'P oF uP-v= Pat Its General solution is v = ue -a’c/(c + 1), ie, y= cx'-a’eK(e + 1). Type V. Equations not containing x The differential equation, not containing x, is of the form fp) = 0 : wa) ' Two cases arise: 2B‘DIFFERENTIAL EQUATIONS CHAPTER - 1 Case I. When (1) is solvable for p. Then p = g(3), te, & =3(9) => a Integrating, on =x +6, which is the a solution. Case Hl. When (1) is solvable for y. Then y = h(p), and we can proceed as earlier. dy ayy Example 2, Solve y(t—log y)42 + (1+ log y) uple 2. Solve y( ek Solution: The given equation does not contain x directly. ©. Putting 2 p. so that £2. ob , 1 +tog y) 4 Pp y(-logy) 4 2 The given equation becomes y(l—log nyt (1+ log y)p? =0 or ty jit I+ logy y(l-log y) log p =f Fate clog p= dy+c, (put log y=1) Jase =142log(t—1) +c, =log y +2log (log y—1) + loge, + serog p =log(c,y (log y-*) = y(logy-1)? => vlog yt Integrating, ~ , Which is the required solution, (E46, or I-logy= Tog y= axte, ‘Type VI. Equations not containing y. The differential equation, not containing y, is of the form fx, p) = 0 M Two cases arise: I Case I. When (1) is solvable for p. Then p = g(x), ie. a = g(x) => dy = a6) de | Integrating, y+ c= Jovdas, which is the General solution. ‘Case'II. When (1) is solvable for x. Then x = h(p), and we can’ proceed as earlier: adty (ay Example 3. Solve (1+x*)—= +1+ ‘0, iat Oe G Solution: The given equation does not contain y- directly. +. Putting oop so that 2 4 # the given equation reduces to ax) Perey? =0 i (oS |1 ptx Integrating, tan p+tan“x=tan™' c, or tan” stan c, 1- px dy 7 l+ep or ptxse(- pa) or poe asi tll a | @ (tee 2 Integrating, y=" * 5) jog(1 + 6.x) --2+e,, which isthe required solution. a 4 Example 4. Solve: ydx + (x—y')dy = 0 Solution: The given differential equation is ye (c-y')dy=0 => a + ol y? (I), This isa linear differential equation of the form fr 4+Px =, where P= + and Q-y. y fro “LF. e e Multiplying both sides of () by LF. ox 1 we obtain y+ weobtain yx Integrating both sides w.r.t. y, we get asf ydy+e (Using: LF) =] OUP) dy+C] 4 > oe +C which is the required solution. Example 5. Salve x © tyeaxys Solution: The given differential equation can be written as 6 dy Putting" = 30 that —5y* 3 S ory* * ao 5x? @ This isthe standard form of the linear differential equation having integrating factor [3 IF. =e Multiplying both sides of (i) by LF. and integrating wir-t. x, we get v v5 Sgt 15DEFFERENTIAL EQUATIONS CHAPTER PRACTICE SET -3 1. One of the points which ties on the solution curve of the differential equation (y—x) d(x + y) dy = 0, with the given condition y(0) = I, is (UT-JAM 2016) (4,2) BQ) ORD (©) (1.2) 2. Consider the ODE on ® y'(x) = f(s) Iff i an even function and y is an odd function, then (CSIR UGC NET DEC-2015) (A) ~y(-x) is also a solution (B) y(-x) is also a solution. (©) -¥(0) is also a solution. (D) y(s)y (2) is also a solution 3 Lety be a solution of y'=e- -1 on [0,1] which satisfies y(0)=0. Then °° (GATE-2008) (A) y6)> 0 for x>0 (B) y(x)<0 for x>0 (O)y changes sign in [0,1] (D) y=0 forx>0 4. Consider the equation 2 = (1+ f7@)y(t), (0) =1:720 where fis a bounded continuous function on i : (0°). Then (CSIR UGC NET DEC-2011) (A) This equation admits a unique solution y(Q) and further lim y(t) exists and is finite (B) This equation admits two linearly independent solutions (©) This equation admits a bounded solution for which lim y(t) does not exist (D) This equation admits a unique Solution y(0sand further, lim y(t) => <;KEY POINTS, > A Differential ee expresses a relation between dependent and independent variables “ia their derivatives of any order. ¥ >> The order of wdifferential equation is the highest order derivative it contains. > The degree of the differential equation, which can be written as a polynomial in the derivatives:is the | degree of the highest ordered derivative which then occurs. i dy d’y d'y > A differential equation is linear iff the function f is a linea function of the variables ¥, fe — dea >< “Genera sation isthe Soutin whieh contains as many drliary’ constants 6th det of the diferent | equation. 16 “ |> For exact differentia! equation Max + Néy = 0 we have™ > © The number of integrating factors of Mat > The Clatraut’s Equation is DIFFERENTIAL EQUATIONS CHAPTER -1 The particular solution of a differential equation is that which.is Bind fo the general solution by giving particular values to arbitrary constants. > The solution which cannot be derived from the general solution. and has no arbitrary constants is called singular solution. > Homogeneous Equation % rent _ where ff, y) and (x, y) are both hominis ietons ofthe same dx Oxy) degree in x and y. Put y = vx so that esd ix > For dinear differential equations of first order os Py =@Q,.where“P and Q are functions of x only, thesolution is given by y(LF) = JAAIO det C, Gi IF = irae factor and C é constant and Lp ze Bl BN ont solution ay ox fitax + J(erms of N riot containing x) dy-=c, a constant. ean 9 cot isa : “+ flp) and its general solution is given by y=ex + f{@). ‘ SOLVED QUESTIONS FROM PREVIOUS PAPE! The minimum possible order of a homogeneous linear ordinary differential equation with real constant coefficients having x sin(x) as a solution is equal to (GATE-2015) Solution: (Ans: 6). As we know (D? +1)y=0 differential equation has solution y=c, cosx +c, sinx and a factor x is multiplied to linearly independent solutions, when we.have repeated roots and if again the roots repeats we multiply x' to.the same. => for solution x sinx, roots must be repeated 3 times Thus the linear and homogeneous differential equation must be (D’ + 1)’ y= 0 Itis of order 6. uD anaDIFFERENTIAL EQUATIONS CHAPTER } 2. The equation of the curve satisfying sin D cosy(l—xcosy) and passing through the origin is (UT-JAM-2013) Solution: (Ans: see y =x+ 1) Given sin ye 10s yi xc0s y) =D ccoty-xe0sy.coty 2 -coty=~r008 cot y dx dx = secy tan y® ~sec y =x Ww ae Puty = secy ay a dy <() becomes — () becomes —v dy = Sesecytan a y ure el* ~". Complete solution is v-e* =~[e"*- xdx-+e Svetaxettette vaxtltce’ Ssecy=(xtl)+ce" As the curve passes through origin. i.e. (0,0) So, sec 0 = (0+1)+ee? D>l=l+e>c=0 . Hence the required equation of curve satisfying the given differential equation is sec y =x + 1 3 Which of the following is an integrating factor of xdy~ ydx = 0? (GATE - 2001) at a, or O* ¥ wey’ ny y ‘Solution: (A), (B), (C) => This eqution is not exact. -y, 1 By option (4), —>-dx +~dy =0 xe => now equation is exact, Hence, option (a) is correct. 18 ]4 x+y at y OM" _ (2 +X -Qy)l-y) _ =? ty" (ry? @+yy aN! _(# +y*))= 29) _ y* (+9 Gay @M'_aN' z = = hence equation is exact oy ox => option (b) is correct. By option (c), M a ti x y OM: = 8" = equation is exact ay => option (c) is correct. By option (dj, M’ ai aN 2 a a ay 7 as oxpaayE aeeay clan => Iwill not act as integrating factor => Option (D) is incorrect ‘Hence, options (A), (Band (C) are'correct. ‘The initial value problem ( y =kx(x-1) From option; By option (A), y(2)=1 lek oke4 2 => It has unique solution in this case For other options (B) and (D) initial value problem has no solution, whereas for option (C) it has infinitely many solutions. $.- Integrating factor of (x" y? +3y dx + (3x* y-x)dy =0 is x"y", where (GATE-2002) (A)m=-1n=5— (B) m=-ln=5— (C)m=Tn=1_— (D) m=-T.n=-1 2 (C) The given equation is (x” y? +3y}dx +(3x*y—x}dy =0 Here M=x'y'+3y N=3xty-x By options, for option (A), if x" y° is integrating factor => (A) is incorrect Misxy'(x"y? +3y),N'= xy Bx8y x) ‘ay? 43x yS N's Bay’ — ey! 3y*- (6x )y* an’ Ty® +3x7 6y*); <— ye 3x" 6y"); a OM" | aN’ = OM ON itis not exact ay * or =>x°7y? is not integrating factors For option (B), m=~I,n = 5, ie. if x™'y° is an integrating factor i M'=xty?(x?y? +3y),N M's x®y" 43x 'y§;N'=3x7 y® = y> ; OM 7896 4 3016s) OM = aay! ay or aM", aN" OM Minis not exact ay” ax => itis not an integrating factor For option (c),m , if x” y is integrating factor => (B) is incorrect. M'= x7 y(x"y? 4 3y),N'= x7 yx" ya) M's 43x7y%; '=3xy? - xy =3y8 437 ayy y ar . hence it is exact ay oxDIFFERENTIAL EQUATIONS CHAPTER -1 } For option’ (D), m=-7, n= if <7y"' isan integrating factor M's x7y"(qly? +3y)N'=x7y'Gx'y—x) M'=y+3x" OM. oN’ ye Itis not exact Hence, option (C) is correct. =3x—x%yt =(6)x7y" 6 The solution of 2 =y", y(O)=I does not exist for all (GATE-1995) (A) xe (1) (B)x<[0.a] wherea> 1 (C) xe (-20,0) (D) xe[1,a] where a> | Solution: (B), (C), (D) The given differential equation 2 y? and y(0)=1 2H @ Dede, x#e, Saxte y = Applying initial condition, -1 He Spe=1 The solution can't exist atx=1 and as option (B), (C), (D) includes x=1 i = Sokition does not exists for V x given in option (B), (C) (D). 7 The general solution of the differential equation dy/dx+tan ytanx=cosxsecy, is (GATE-2001) (A) 2sin y=(x+ c- sin x cos x) seex (B)sin y = (x + ¢) cosx (O) cosy = (& +0) sinx (D) sec y = (x + 0) cos x Solution. The given differential equation is 2a tan y tanx=cosx sec y cosy” +sin ytanz=cosx ae - ay dt dt it siny <1 cosy Bat 2 se¢tamx)=c0sx 7 Tae a ae tis a linear differential equation of first order LE =e 6 =secx The solution is given by t(L.F.) =[ (LF )cosxdr+c (sec x)t =f sec xcosxdx+e (secx)f =x+0=9 siny =(x+ e)cosx => gption (B) is correct.DIFFERENTIAL EQUATIONS CHAPTER - 1 ASSIGNMENT - 1.1 NOTE: CHOOSE THE BEST OPTION x L Heo eeoce a (A) zero (D) one 2. The differential equation (A) first order (B) zero order (C) second order (D) none of these 2, 3. The degree of the differential equation 4 + nx = Ois~ i (A) zero (B) one (C) two (D) three anyy any 4. The differential equation f(x, y)| <2 | + 9(x, if +..=0 is of order ax" (ae Alp Bq Om (D) none of these 5. The number of arbitrary constants a genera! solution of frst order differential equation contains is (A) zero (B) one (C) two (D) three 6 The differential equation 2 + Py = Q, where P and Q are functions of x only, have ihe integrating aM factor a) em @) je (ye! 7. solution of a differential equation which contains no arbitrary constants is— (A) particular solution (B) general solution (©) primitive solution (D) none of these & A general solution of a linear differential equation with constant coefficients is (A) sum of particular solution and complementary function. (B)- product of particular solution ‘and complementary function. (C) quotient of particular solution and complementary function. (D) none of these 9% Given a differential equation of order n, then its complete primitive contains (A) n-arbitrary constants (B) more than n-arbitrary constants (C) less than n-arbitrary constants {D) no arbitrary constant 2 ; |DIFFERENTIAL EQUATIONS CHAPTER -1 10. The necessary condition for the differential equation M(x, yldx + Néx, y)dy = 0 t0 be exact is~ 2N _ OM. aN aM aM _ oN aM cy aM. nN MN aM Oo F Ors Os7k Ox aN ax IL. If the solution of differential equation contains as many arbitrary constants as the order of « differential equation, then the solution is called (A) particular solution (B) complete primitive (©) singular solution (D) none of these 12. In linear ordinary differential equation, the dependent variable and its differential coefficients are not ‘multiplied together and occurs only in~ (A) first degree (B) second degree _(C) third degree (D) fourth degree 13, If M(zylax + Nex)dy = 0 and om x then the differential equation is x (A) exact (B) not exact (C) linear (D) non-linear 14, Ifa differential equation Mdx + Ndy = 0 is not exact and let Fs, y) be such that FM dk + FN dy = Ois exact, then the function F is called a/an (A) differentiable function (B) arbitrary function (C) integrating factor (D) none of these 15. If differential equation Mdx + Ndy = 0. is of the form f.(xy)ydx+ f,(xy)xdy = 0 and Mx-Ny#0, then an integrating factor is (A) Mx= Ny @m-n — (D) None of the above Mx—Ny 16. The differential equation 2 + Py = Qis linear differential equation of first order if- (A), Q are functions ofx only (B) P, Oare functions of yonly ()P, Qare functions ofx and y (D) None of these I7. The orier of the differential equation is defined as the (A) power of the highest ofder derivative occurring in the equation (B) highest order derivative occurring in the equation (C) highest power among the powers of the derivatives occurring in the equation. (D) highest power of the variable occurring in the equation 18. The degree of a differential equation is defined as the (A) highest of the orders of the differential coefficients occurring in it. (B) highest power of the highest order differential coefficient occurring in it. (©) any power of the highest order differential coefficient occurring in it (D) highest power among the powers of the differential coefficients occurring in it. [ 23DIFFERENTIAL EQUATIONS CHAPTER 19, A linear differential equation (A) is necessarily of first order (B) is necessarily of first degree (©) may or may not be of first degree but is of first order (D) is either of first order or of frst degree. 20, The degree of differential equation satisfying the relation Vita? +.fix y =alefivy* - yviea®) is at @)2 (03 (D) none of these 21. Determine the type of the following differential equation Pdesiales yesing (A) Linear, homogeneous (B) Nonlinear, homogeneous (©) Linear, non homogeneous (D) Non linear, non homogeneous NOTE: MORE THAN ONE OPTION MAY BE CORRECT 22, The equation é dx + &’ dy = 0 is not of order (A) zero (Bjone (©) two (D) three 2, 23, The equations Y + nx =0is of- i (A) order zero (B) order two (C) degree two (D) degree one Bn i 24. The differential equation (2) 2 ) =4=0 is of (A) order 2 @) degree 3 (Chorder 4 (D) degree 6 25. Which of the following differential equations is not of first order and second degree? /a\il2 3 fi dy) og (2) dy) ye (4) >| +sinx]—| +xy=x (B) x) =| + # a *;) “as? @) ela) ty i © Bary ryse o be} pare[ =0 — a 7DIFFERENTIAL EQUATIONS CHAPTER } ASSIGNMENT - 1.2 NOTE: CHOOSE THE BEST OPTION yi What is the order and degree of the differential equation [1 + ¢y'??}°? - py" = 0? (A) First order, second degree (B) Second order, first degree (C) Second order, second degree (D) Third order, second degree 6 A _ dp. fdp\\* Y Order and degree ofthe diferental equation £F =| p +(e) |" are respectively dé (21 @)1l O2zt (2) 24 3. If Mdx + Nay =0 is a differential equation and ie oe) is a function of y alone, say f(y) then Oy integrating factor is We Be (0 el (D) None of the above 4. The integrating factor for the Leibnitz linear equation +Py=Qis A) Soa ® fav (Cex (jos) ©) ex (pa) 5. The homogeneous differential equation M (x, y) dx + N(x, y) dy =.0 can be reduced to a differential equation, in which the variables are separated by the substitution (A)y =v B)xyav (Oxtyav @)x-y 6. The differential equation a-¥ me zis (A) homogeneous (B) non-homogeneous (C) exact equation (D) none of these 7. Consider the following di ea equations Oxo" sy" hoy Fes Zo o (2) y= 6x = fay + bry’ JP, b#O The sum of order of first differential equation and degree of second differential equation is, Ao @)7 (8 9 8 For non homogeneous equation Jtptoy= r(x), if y, and y,.are its solutions, then the solution of homogenous equation y'+p(x)y = 0; [ 7 25 aDIFFERENTIAL EQUATIONS CHAPTER } Ay=n-y, By= a Oy= # (D) None of these a 1 9. The integrating factor of y'dx + (1+ xy)dy = Dis We Be Oe oer 10. An integrating factor for ydx ~xdy = 0 is L A (B)yb y—1 O) ~~ — wx ) yh om vey IL. For the differential equation y' + p(x)y = r(x) to be homogeneous, (A) r(x) #0 (B) r(x) =0 (C) r(x) = p(x) (D) px) =0 12, The general solution ofthe differential equation ydx~xdy = 0, is x Ae y B)xty=c (Oxy=e (D)xyre 13, (1) The solution of ordinary differential equation of order n have n arbitrary constants. (2) The solution of partial differential equation of order n have n arbitrary functions. Which of the following statements is true? (A) Lis true 2is false (B) Lis false 2 is true (C) 1 and 2 both are true (D) laid 2 both are false 14, The solution of differential equation ydx+xdy=0 is A)xy=e @x=yte (Ox-y (D) none of these 15, The general solution of first order differential equation °Y = cos x, is given by ox (A)y =cos x By =sinx (O)y = cos x +c, ¢ an arbitrary constant (O)y=sinx + 6, can arblirary constant 16. The general solution of the differential equation 9 __* is ay ()x=-y Dxtyra 2 @ Axisyad Bx -y 17. The particular solution of the inital value problem xdkx + ydy = 0, x5= 4,90 7-3 A)y = ve5-x By =the (y= (D)y' = 3x 18 The equation x=Acos(pt-i) can be expressed asDIFFERENTIAL EQUATIONS CHAPTER -1 } £ ox __, ax (A) 2X =x So 4 cy) none of these we On? og () none of thes 19, The general solution of % 41 ox x Ay titre B)xy=c © — c (D) none of these Hy tye 20, Solution of + Ly =x is (Apel? =x By =x (Ologx=y (D) none of these 21. The equation of the curve, for which the angle between the tangent and the radius vector is twice the vectorial angle is r* = Asin 20. This satisfies the differential equation (A) r(dr1d8) =tan20 (B) r(d0tdr) = tan 20 (©) rar 16) = cos28 (D) r(d0 1dr) =c0s20 22, Let m be the order of a differential equation. Then (A) mis not unique (B) mis unique (C) mniay or may not be unique (D) m may be infinite NOTE: MORE THAN ONE OPTION MAY BE CORRECT fray)? 23, The differential equation 24+ |y4[% i liferential equation a He Ois of / (A) second degree (B) frst degree (0) first order (D) second order 24. The equation y dx + xdy = Os (A) exact differential equation (5) non-exact differential equation (©) partial differential equation (D) of first order 25, Which of the following is not trué for the statement “The complete solution ofa differential equation contains arbitrary constants” ? (A) more than the order of equation (B) can't say (C) equal to the order of equation (D) less than the order of equation 26, Which of the following dferential equations is not linear ? (+ 2a inx 8) Bas ° Ove )%+snx=0 Oar Latin) yasinste 27 7 |DIFFERENTIAL EQUATIONS CHAPTER -1 27, Consider differential equation \y'| + iy = 0. Which of the following statements is true? (A) General solution exists (B) General solution exists but contains no arbitrary constants (©) Ithas particular solution which is bounded (D) None of the above 28. Given, 2 = ay. Solving the above differential equation gives =z (D) y=ae* joga (A) Yarra B) logy=x? +1oga_(C) log bi 29. Given, & = tan ydy . Solving the above differential equation gives x (A) logx=-log cos y + C @) loge os y)=C/ (©) log (x siny)=C (D) x cosy = 30. Consider a.family of parabolas y’ = 4a (x + a), which of the following statements is true?_ (4) The ‘cael equation satisfied by the . given system of parabolas y'=4a(x+a) is (3) dx. oe (B) Differentiating the equation with respect to x, we have ry Bata (C) No differential equation for the given equation exists {D) None ofthese U = : - }DIFFERENTIAL EQUATIONS CHAPTER ASSIGNMENT - 1.3 NOTE; CHOOSE THE BEST OPTION L a The solution of the differential equation (2ax + by) ydx + (ax+2by) xdy = Ois (A) axy’ + bxy =e (B) ax’y’ + bxy =e (an + bx =e (D) axy + by’ =e Differential equation x{\~ x" dy +(0x°y—y-ax?)de=0 has an integrating factor aly wes 2 oe (D) none of the above The solution of 2 = represents de be (A) a family of circles centered at (1,0) (B) a family of circles centered at (0,0) (C) 4 family of circles centered at (-1,0) (B} a family of straight lines with slope -1. The solution of A 4 YOSX*SINY TY _ gig ak sinx-+xc0s p+ x (A)y sins + (iny +y) x= B) ysinx +(sinx +3 (C)y =sinx + ysiny +e (D) tione of these The solution y = Acos(x+B) is equivalent to asinx+ Bcosx, where (A) a= Asin B,, (B) a= Bsin B, B = Boos B (Cla =-Asin B, B = Acos B (D) none of the above General solution of 2 + day = 20" is (Ay y=(ex+0)e” (B)y = 2ce" (Oyne (D) none of these The solution of the differential equation (x: + y- 2) dyldx = (x + y) is (A) +x) =log(y-x +I) +e (B)(y -x) = log (x +y-I)¥c (O)y-2x= bog (xt y-l) +e D) y+ 2x = log ty +1) +e The solution of the differential equation y = px + [4+ p? is A p-cx 0 =4 ®B) 0-09 4c Oo-af +e =9 O)G-ay +42 =0 29DIFFERENTIAL EQUATIONS CHAPTER 9. The solution of (x— y*)dx+ Ixy dy =Ois (A) ye (C)ye” =A (D) ye” =A 10, The general solution o(2) e 2) + tan (2) is ae)“ x w si) =e 8 o(2) nce fe x f. z 5 41, Differential equation xdy- ydx-2x'dx=0 has the solution (A) ytx =Ox (B) -~ytP =ex (© y-# =x O) Yor ac 12. The differential equation ofthe family of circles of radius ‘r' whose centers lie on the x-axis is (A) yidyldx)+ y=? B) yildyldx) + 1=r* (©) y'Uidyldx)+1] ©) Y@ylasy +]=P 13. The primitive of the differential equation (2xy*e’ +2xy’ + y)dx +(x" y'e” —x°y* —3x)dy = 0 is (A) Pe +21 y+ (aly )=c . B) Pe? (x7 1y) +(x! y= (OC Pel +(e Iy)-Gly)=e (D) Pe? (2° ly)-(xl yee 4, Let (y-c)’ =cx be the primitive of 4x(dyldx)* +2x(dyldx)—y=0. The number of integral curves which will pass through (1,2)is (A) one (B) two (©) three (D) four. 15. A solution curve of the equation xy'= 2, passing through (I, 2), also passes through A 2.) (8) (0,0) (©) (4, 24) @) (24,4) 16. The solution of the differential equation (dy dx) +(¥1.x) =x* tinder the condition that y = when x=1 is A)Ary= +3 (B) Axy = y* +3 (OC) 4xyax° 43. (D) Axy = y? +3. 17. The family of straight lines passing through the origin is represented by the differential equation (A). yde+ xdy=0 (B) xdx+ yd) (©) xdy- ydx=0 (D) ydy~xdx=0. _ +30DIFFERENTIAL EQUATIONS CHAPTER NOTE: MORE THAN ONE OPTION MAY BE CORRECT 18, Whick of the following is not the integrating factor for the differential equation ot pay eer at (B)x+1 xt Ow @)x eH 19. Which of the following is a solution of y"*+y= 0? (A)y =sinx (B) y = cos x (Oy =3cosx @)y=sinx+ & 20. Which of the following is a solution of xy'+y=0 ? Ary = B)xy=-2 (O)x=By O)y=F 21. Which of the following is not the general solution of the differential équation sinxdx+ 4, = 0? (A) 2fy + cosx=e wae (B)2y-cosx =e ()2fy = sinx (D) sin x+cos x= fy 22, The general solution of the differential equation dy/dx + yt $2), where ¢ isa function ofx alone, de is not given by (A) y=oroe* (B) y=$41-ce* (© y=o-lce (D) y=9-1+ce* 23, The solution of (x+ y)* (dy! dx) =a" is not given by (A) y+x=atan{(y=c)/a} (B).y> (Q) y-x=tan{(y~o)/a} ©) dy- tan(y—c) = tan{(y—c)/a} 24, Which of the following information are true for the differential equation? E:(0 + y°)de—(ay" dy =0 (A) Eis an exact differential equation, (B) Integrating factor of Bis x* 2 (©) Solution of Eis log x: red 2C (D) Solution of E is logx s { 3LDIFFERENTIAL EQUATIONS CHAPTER - 1 ANSWERS TO EXERCISES . (PRACTICE SET — 1) 1L@® 2 xtyt5=c6eyl)’ 3.x=y(E +o) 4, yr=3x-2x%. 5. 1B) (PRACTICE SET - 2) 1.(A) 2.8) 3.(B) 4.8) 5A) 6.(B) (PRACTICE SET - 3) LO 2(A) 3.(B) 4.(D) ANSWERS TO ASSIGNMENTS ‘ ASSIGNMENT ~ 1.1 1L@ 20) 3.B) 43:8). 6A) 7.0) (A) 9.(A) 10.() 11.8) 12.(A) 13.(A) 14.(0) 15.(C) 16.(A) 17.8) 18. (B) 19. (B) 20. (A) 21.(D) Os 22.(A,C,D) 23.(B.D) - 24.(4,D) 254, CD) “ASSIGNMENT - 1.2 2D) 5A) 6. (B) 8A) > 1: @). 12. (A) TAA Wty 18: (B) 20-(D) 24. (A, D) 23.4, D). 27.0) 28. (A, B, D) 29. (A, B,D) 30: (A,B) 5 “ASSIGNMENT ~ 1.3 L oO. : 3. @ 4.(A) 5.(C) 6,(A) 7.(B) 2 9B) 10. (C). UB). 12. (D) 13. (A) 148) 15. B) 16.) 17.0) 18-8, C, D) 19. (4,BeC) 20: (A, B,D). 21. (A, C,D) 22.4, B,C) 23: (B,C, D) 24. BC : 32DIFFERENTIAL EQUATIONS CHAPTER - 2 CHAPTER - 2 LINEAR DIFFERENTIAL EQUATIONS INTRODUCTION : ; In this chapter, we will earn ow 10 solve a homogeneous and non-honogeneous differential equation ie, how ‘to find particular integral and general solution. We will also:learn to find the envelop'of general solution, ie, singular solutions. The method of undetermined coefficients and variation of paramelers‘are another ways of solving ia differential equation. Here, we learn what are regular points, irregul point "anid ordinary points and also to solve the simultaneous differential equation, In:the end, we will. discussie", % §21. DEFINITIONS @) Linear Combination. ff, ff, are n functions defined on the interval land ¢,¢y ...¢, are narbltrary constants, then the function ¢, f,+C, f, +..t¢, f, is called linear combination of fy fy -- f, aver L. eg. & + De‘ — 4e* is.a linear combination of &*, ¢', e&* [Here c, = 1, c, = 2, ¢,>-4]. Gi) Linearky Dependent. The functions f, fy... f,ofx are said to be linearly dependent over dn interval iff there exist constants Cy ¢ .., Cy (not all zero) such that cyf, + 0,f,* + ef, =O for atx in I In particular, two functions f, and f, are linearly dependent on (a, b] iff there exist two constants cy, ¢, (not both zero) such that of, + cf ~ 0 for al x in (a,b). eg. The functions x-and 2x are linearly dependent on [0,1] because there exist constonts I) 8h. Cf, * ¢;fy = Vie. 2)Gx) + (-L)(2x) = 0. (iti) Linearly Independent. The functions fyfy...f,0f are said to be linearly independent over an interval I Af there exist constants ¢,Cy....C, such that-c,f,*¢;f;+i..+¢,f,=0 for all x in-T, then ¢=0 7 t e.g. The functions xand x’, are linearly independent an (0, 1) Conclusions: @ I Sy fa-f,are linearly dependent, then at least one of them is a linear combination of others Gi) fy feof re linearly independent, then none of them is linear combination of others (ii) Weonskian. Let fy», Be n real functions over Leach of which has a derivative of order (n= 1) over I. then the determinant. ee eats ee 8) WO bed ee a, ; £0 is called Wronskian of f, fx f,over I. Thus the Wronskian Wf.» f) is tselfa reat valued function on I. Its value at. is denoted by W (fy fy.) (3) 0F by HED L(8), (0). 33DIFFERENTIAL EQUATIONS CHAPTER -2 (iv) If fis Faso fy are linedrly dependent on an interval, they are linearly dependent at each point in the interval. However, if fj, fri f, are linearly independent on an interval, they may or may riot be linearly independent at each point; they may, in fact, be linearly dependent at each point, but with different sets of constants at different points. ee £0 ( } Alt)= (i f(t) and f,(t) are linearly dependent at each point in the interval te i) OStS 1, But f,(t)and f,(t)are linearly independent on 0S tS 1 Conclusion: If Wf -f,) over Lis non-zero, then fy solutions of same differential equation) nf, are linearly independent over I (provided they are Example. Show that the following functions are linearly dependent: (i) 1, sin’ x, cos’x (ii) é', e*, cosh x (iii) x, e, xe", (2-33) €. § 22. GENERAL LINEAR DIFFERENTIAL EQUATION - Defsion A general near diferent equation of order nis : PLL 4p Sv Lp, St otPyeO, a Pat ae where Py Py Py. Py ‘nd Q are functions of x defined on some interval I. When Q = 0, then (1) is said to be homogeneous. When Q# 0, then (1) is said to be non-homogeneous. Existence and Uniqueness Theorem Statement: If P, P, ,....P, and Q are contimious functions of x over an open interval I ahd if x € Ibe the’ real number and Yy Yj... Y,_ are arbitrary real numbers, then there exists one and only one function; say ‘0(6), which in some neighbourhood of Xp is a solution of the differential equation YP + PPD + PY? + APY =O S866) = Yo OE) = Yn on PY =Iur 221. Homogeneous Linear Differential Equation, Theorem 1. Let f(s) and f(x) be two linearly independent solutions of Pe “ +79 he Py=0 over an open interval I, where P,P, P, are all continuous functions of x and pn #0 on. If) is any solution of (1), then f= f;+Bf, where 0, B are sonie constants. Conclusion: Each solution of P, &°¥ +P, os P.y=0 is linear combination of two linearly independent solutions. ‘ox? Ix. Theorem 2, Let P, Ss Po + Pxy=0, where P, P,P, are all continuous functions of x over an open interval Land Px) # _ then there exist linearly independent solutions f,(x) and f,(x) such that a | IDIFFERENTIAL EQUATIONS CHAPTER - 2 Si)=1, ff) “0: fil) = OF fo) = 1; where x, & 1 Conclusion: Above two results assure that a homogeneous linear differential equation of order 2 has two L.L solutions and any other solution isa linear combination of these two solutions. Extension: Let, i. - «+ A(x) be n linearly independent solutions of pry, cite +P, Ys 4Py=0 ofl "5 Pr gps Pe gre 0 over an open a [where Py P,,.., P, are all continuous functions of x and Pafx) #0.on Lif) is any solution of (I) then f= off, + 0ff, ut Gf, , where cy Cy nu 6, are constants Here ef, +0,fyt..-t¢, is the general solution (or complete primitive) ofthe given differential equation. 2.22, Non-homogeneous Linear Equation. Let f(x) be any particular solution of Py" + Py" +... +P,y=Q, (1) where Py Pin Py Q are all continuouis functions over an open interval I and P{x}#0 on I and f(x) be any solution of Py" + Py? + ...+ Pry = 0, (2) then f(x) = f(x) + f,(6) is also a solution of the given equation. © Who fy fare Lil solutions of 2), then cf, + 6fy uct tf Where ep Cs Cy are arbitrary constants, iscalled the complementary function of (1). Let fy be the complementary friction aiid f, be de particular solution of the non-homogeneous linear equation Py +P y+. +Py = Q, where P,P,,...,P, Q are all continuous functions over an open interval I and P,{x)#0 on I. Iffis any solution of this equation, then f=f,+f, for some particular values of Cy Cyan Sp Remember: General solution of a non-homogeneous equation is Complementary Function + Particular Solution. 2 , Digerential Operator: D denotes 4, D? denotes ag cy Di denotes = ' Thus the polynomial P,P" +P,D'~! + .. + P, in Dis said to be differential operator of order n, where Pp Phan, Pyare functions of x. It is usually denoted by L. Thus L = PD’ + PD"! +... +P, 2, eg, Consider the equation at 5 2 #7) = in the operator form, the equiation is : x (3D’-5D+7) y= e*, where the operator is L = 3D’ — 5D+ 7. Basic Laws: IL, L, and L;are any three differential operators, then the following laws hold. Closed: () Under addition: L, + Lis a differential operator. 35DIFFERENTIAL EQUATIONS CHAPTER -2 (i) Under multiplication: LL is differential operator. Commutative: (W Under addition : L, + L,=L, + Ly (ii) Under multiplication : LL, = Lb, “Associative: () Under addition : (L,+L,)+L,=L,*(Ly +3) (ti) Under multiplication (LL )Ly=L (LL) Distributive: OL fly +b) Ly +L, (+ Ll, =LL, +L, Exponential Shift: If f(D) is any polynomial in D with constant co-efficients, thene® f(D)y = f (D-ay(e*), where y is any function of x. § 23. LINEAR DIFFERENTIAL EQUATION WITH CONSTANT COEFFICIENTS Definition: A linear differential equation with constant coefficients is one in which the dependent variable and its differential coeficients occur only in the fist degree and are not mulled together. Thus P, *Y + p, OY dx" x! (where P,P, Py'n.P, are consiants and Q i a function of) isthe linear equation ofthe nth order W¥=Vp YVne¥™V are n linearly independent particular sobutions of the equation ¢ ary | ay Py —* +P, ——Y 4... Py = 0, where Py Py Pz. P, are constants, then the complete dx" dx* dx? solution is y=cy;teyjho. + Ge +P, Auxiliary Equation (A.E.) Auxiliary equation is obtained by equating to zero the symbolic co-efficients of y. Thus, D" +a, D'~! +a, D'? + ... +a, = Os the auxiliary equation. Method to solve the equation: ay, , avy ty Pager t Pr Gyan tha gue be FPO. where Py Py Py Pyare constants (). Write the equation in the symbolic form as: (PyD"+P D"-'+P,D'~ +... +P, )y=0. (i) Write down the awiliary equation (A.B) as: Pyn' + Pyn®-! + Pynf? + ..¥ Pot Solve it for m (iii) From the roots of A.E., write down the corresponding part of the complete solution (C.S) as followsDIFFERENTIAL EQUATIONS CHAPTER - 2 No. | Roots of AE. Corresponding parts of CS @__| One real root m, oem | (i) | Two real and distinct roots m,m, c, e™ +c, Git) _ | Two real and equal roots m,, m, e™ (, ¥en) (iv) | Three real and equal roots m,, mm, a (c, tox tox) ‘of imaginary a ee a Fimaginary and diferent roo | es Two pairs of imaginary and equal roots | o) | tip ote. & [eosBx(c,tex)+sinBix(c,* cei * iy! i the complementary solution ofthe equation Py a yp, SY S172 my, +Py=0..(L) and y = wis particular solution (containing no arbtrry constants) of the uation ry oe dy ap ah PLP, a +P, = +..4+P.y=Q ... (2), where Q is a function of x, then the complete solution of Qisy tu () Complementary Function (C.F.):The part Y is known as complementary function, (9) — Particular Integral (P.1): The part w is known as particular integral. Remark: Particular integral (PI) is not unique for a differential equation Inverse Operator: ioe 10 is tha function of x which is independent of arbitrary constants and which when ‘operated on by f(D) gives Q. Thus f(D). i = Q. Hence oT is the inverse operator of fD). . a Qis the particular integral of the equation f(D) y = 0. © The symbol é ‘stands for integration. . ; Q= J Q4x, no arbitrary constant is being added. . pu? =e JQ. 6% dr, no arbitrary constant is being added Method to solve the equation: e zy i oY 4p, s “Y 4p, Ys. :Py-0, where Py Py Pp .. P,are constants and Q is a function of x rar oe 37 ld ]DIFFERENTIAL EQUATIONS CHAPTER. | Remember: () Write the equation in the symbolic form as: (P,D" + P,D"' + P,D'? +...+PJy = Q. (i) Write down auxiliary equation (A.E) as : P,D" + PD"! + P,D*-? + ...+ P, = 0. Solve it for D. (iii) Write down complementary function (C.F.) by the same method as for writing down CS. if RS is zero instead of Q. (vy) Find particular integral (P.1) [For PI, see 1.5] () ‘Then CS.isy=CF.+PL. § 24. FIVE STANDARD CASES OF PARTICULAR INTEGRALS (a) Method to evaluate co & : Put D =< provided fla) # 0 Case of Failure. ‘Method to evaluate ir & when fia) = 0 et tw i) a S00 Note: Ifby using the said ule, the denominator again vanishes, repeat the rule and so on. () — Method to evaluate _1_ sin ax or _1_cos ax : Put D’ = -a’ provided f(-a’) # 0. (07) (0?) Case of failure Metiot to evaluate“ sinax or =" coiax when f(a’) = 0: sin ax =x. 1 sina 407) 1(0%) 107 T108, plo 0 ; : cos ax. (0? ces pio Note: Ifby using the said rule, the denominator again vanishes, repeat the rule and so on. (0) Method to evaluate i x", where m is positive integer, is as follows: (From feb), take the lowest degree term outside. Then the remaining factor willbe of the type [1+ (D)]. (ii) ‘Take [I Q(D)] to the numerator and expand it by Bionomial Theorem (+: D"*! (x") = 0) (iii) Operate each term on x". Remember: @ (1-D)'=1+D+D*+..t0% @ (1+Dy'=1-D+D'-... 10% (ii) (1- Dy? =1+2D + 3D? + .. 900 (iv) (L- Dy? = 1 + 3D+ 6D’ + ..t0.° 38 }DIFFERENTIAL EQUATIONS CHAPTER - 2 (@) ~~ Method to evaluate el (e* X), where X is any function of x. tence 1 7) OP Oey In other words, take é* outside and in f(D) write (D + a) for every D so that f(D) becomes f(D +a) and operate: with x alone by the previous methods 1 qO+a) (©) Method to evaluates (€X), where X is any function of x eg eile one w= w** ow lw Example 1. Solve (D‘ +2D*-3D*) y=3e™ +4sinx Solution: A:E is m‘+2m'-3m?=0 => m=00,1-3 (c, +epx)+ eye" +c,e°* 3 iting D=2, P.I of 3e** is —e™ on putting of a Pof 4sin x=——258* D*(D* +2D-3) sinx (D=2) (cosx+2sinx) =2easin +005) ©. General Solution is y = CF. + PLL. 2 3 Y=(e,+e,x)+c,e" tee +3 (2sinx-+c0s2) on d Example 2. Find PI of SB iay ax tx 1 Solution: P.lfor x? +x is (2? +2) D*=3D+2 titan fiedDIFFERENTIAL EQUATIONS: CHAPTER - 2 } 1] _ (p?-3p) {p?-3D)" 1f,,3D_D* 9D? =s}r- wlat+a 21] 1422-22? Nae { ( a }e 7 ) f: +x) if Tata |e +x) Vie 32 7 1 Hee 45 De’ HD ty | fe sdennito) ; @y Example 3, £2 7B. y= xe Wed ade Solution: A.E is m’-2m+1 =0 => m=1,1 aCFisy=(c, +c, x)e* P.Ifor x*e** will be’ {2 (2.12 4) i. - *. General solution is y=(c, +¢%* +See —4x+3) § 25. LINEAR DIFFERENTIAL EQUATIONS WITH VARIABLE COEFFICIENTS 4 2, ay 4 pd dx" ax and Q are functions ofxis called linear differential equation with variable coefficients Ys. +Py=O, where PyP Py Definition. A differential equation of the form P,, ot +P, x 2.5.1. Cauchy’s Homogeneous Linear Equation Definition. A homogeneous linear equation is of the form Pye SV +P S04. 4Py= Of), where dx" ant Py Ppoon P, are all real constants and Q(x) isa function of % is called Cauchy’s linear equation. Method to solve : @ cane 2=logx,x>0 Ww Puls 030 thatx Dt 4, x'D*=0(0-1),... xD" = 0 0-1) ... (0-n +1). Patig these in the given equation, we get [2,8 (0-1)..(8-1+1) + P,9(6-1) .. @-n+2) +..7P,) y = Q (é), which i linear equation with constant coeficients and solve for y in terms of 2. (iii) Putz = log x, and we get the required solution. Ce a ars)DIFFERENTIAL EQUATIONS CHAPTER-2 } @y jody dy ‘Example I. Solve x* —=+2x? ——-x° = +2xy=1 m “eo de as Solution: The given equation may be written as x° <> 6 ye | Putting xe, the equation becomes (6 (8-1)(8-2)+2 (8-1)-O+I\y=e" or (O-1)?(O+)y=e* AL is (m-1)°(m*1)=0 or m=1,1,-1 ACF =(6 +e,2)e' +e =(¢ +c, logxxtex7 An pp 14 eel DOM DD O-H Dre <1 abet =Liog 4 caeel Hence, the solution is y=(c, +¢, logx)x+ 2+ logs. x 4x 2.5.2, Legendre’s Linear Equation ‘An equation of the form Pears SY +P,(atby) yr ey vy tutP,G) = O60) ol) where P, P,....P, are all. ee ‘and Ofs) isa eo of xis called Legendre’s linear equation. Method to solve: @ | Puta bx =€, ie, z=log (atbx), atbx >0, Gi) Pu $= ©, so that (a+bx)'D = b0, (atbx)’ D’ = b’ 0(81),...,(a+bx)" D'= 6" 8 (8-1) ...(B-n+1). iz 7 (iit) Putting these in the given equation, we get [P,800- 1) ..-n+ 1) +P,B! 0-1) ..(8-n+2) + + Py=O (5 Os }: whichis linear equation with constant co-fciens and solve fr yin terms of. (iv). Putz= log (a + bx), and, we get the required solution. ‘Example 2. Solve (1+)? Prrarn@eye 4coslog(I+ x) Solution: Putting 1 + x = é'=> z= log(1+ x) equation becomes (0(0 =1) +0 +Ily = 4cosz or (6? +1) y=4c08z AE is m*+1=0 or i". CF =¢, coste-+e,)= cos{loge+i)+c,]. Pl= 1 A oF eos z= 5 (ens 2) = 'G sna) 2zsin z = 2log(x+1) sin log(x+ 0). Hence the solution is y = c, cosflog( x + 1) + ¢,]+ 2log(x +1) in log(x +1) [ a 4DIFFERENTIAL EQUATIONS CHAPTER § 26. EXACT DIFFERENTIAL EQUATION is said to be exact if it can be derived by Definition: A differential equation ({GEn%3} de diferentation merely, and without any, far rcs, from an equation of the next lower order my rt The condition thar the diferential equation PS OY sp, TY pO 44 Py ak where ax" dx’ P, P,, Py..., P, are functions of x, is exact is P-} po AP PM yt + CI PI =O PRACTICE SET-1 “1. |. Given that, there is a common solution to the following equations P :y' + 2y = e'y’, (0) =1, Q.:y"+ 2y' + ay = 0, Find the value of «and hence find the general solutign of Q. (IIT JAM 2014) 2 The general solution of the differential equation with constant. coeftciens +62 rey=0 approaches zeroas x > ©, if (UT JAM 2016) (A) bis negative and c is positive (B) bis positive and c is negative (©) both b and care positive (D) both b and ¢ are negative 3. Consider the equation of an ideal planar pendulum given by o * =~ sin x, where x denotes the angle of displacement For suficienty small angles of displacement the solution is given by (where a,b are constants) (CSIR UGC NET JUNE-2013) (A) x() = a cosht + b sinht Bx (W=atbt (C) x( ) = ae' + be*. : =a cost +b sin t 4p Da4., thenthe vatue of —! (GATE-2009) f. = —, then the value of cy is E-; a eon”? (A) logx oy 8 Be oy 28% $. |. Lety(x) =x and ys) = "Ix forx€ R. Consider the following statements: a. dy @) 95) and yf) are linearly independent soluions of x! > —~4x5° + 6) =Oon R ix (Q): The Wronskian (on Se (x)- wt 1(x)=0 forallxe R. Which of the above statements told aus? (GATE-2017) (A) Both:P andQ - (B) Only P (Only (D) Neither P nor a2 7 maeDIFFERENTIAL EQUATIONS CHAPTER -2 § 2.7, INTEGRATING FACTOR Definition: An integrating factor of a diferential equation is that factor such that ifthe equation is multiplied by it, the resulting equation is exact, Rules For Pinding The Integrating Factor Rule 1. When the coefficients P., P,, Py... P, are of the form kx or the sum.or difference of the terms of the said form, then x" is the integrating factor. Rule 2. When the coefficients P, P, P;... P, are trigonometric functions, then by trial we shall obtain some trigonometric faction as the integrating factor. § 28. SIMULTANEOUS DIFFERENTIAL EQUATIONS 4 A pair of linear differential equations Faxtby= f (and a oxtdy=g(t) it (a, b,c, dare constants) is called simultaneous linear differential equation with constant coefficients, here x and y are dependent variables and tis an independent variable. 2.8.1. Working Rule: (Eliminate one of the dependent variable say y from given equations, (i) After eliminating y, we geta linear differential equation in x and , which can be solved to get (iii) Now put x and & in any of the given equations, to obtain y = (i). * ~* at (0). (iy) = 0 and y = (gives the required solution. d Example 1. Solve & wy and - = WX Also, show that zhe point (x,y) lies on a circle, Sotution: We are given the system of equations:~ We can write this system as Dx + wy =0. Ci) ened wx - Dy =0 Ait) GD. where Da We operate D on (i) and multiply (i) by W, we get D-**¥PY fii. wx Dy =0 On adding these two equations we get (D* + w?)x =0 wn fiv) ‘t's auxiliary equation is m? +? =0 => m=swi So, solution is x =c, coswt +c, sin wt ...(v) where c, and c, are arbitrary constants 43 }DIFFERENTIAL EQUATIONS CHAPTER - 2 —c,wsinwt-+c,weoswt (vi) de Put (v) and (vi) in the equation Sy then —c,wsin wt + c,weos wt =—wy at or y=c,sin wt—c; coswt (vii) (v) and (vii) gives the required solution. ‘On squaring and adding (v) and (vii), we get x+y? =(c,coswt+c, sin wt)’ +(c, sin wt—c, coswt)” x tytachted =e +c2)"?F,, which is a circle So, the point (,y) lies ona circle. Example 2. Soive ® = y and Sony dt Solution: We are given and ®ary4x i) at dt From equation () © = dr [= far y y logy =t-+loge => logy =loge’ +loge => y=cd de a Now from equation (i, = 2y+x=> = 2ce! +x from eq 4 a = Sax = 2ce', which is a linear differential equation. It LF. =e! 26%, 0 the required solution is x fcc entre xet=2ette, => «= 2ete' +c" So x=2cte' + ce’ and y = ce! are the required solutions. Example 3, Sove X42 4204 y=0, %45x43y=0 dt dt dt Solution: We can express the given system of equations as (D+ 2)x-+ (D+ Iy=0 (i) Sxt+(D+Zy=0 (i) Multiply (i) by (D + 3) and (ii) by (D + 1) and then on subtracting (D+3)(D+ Ix~5(D* Ix =0 => (D' +)x=0- fit) Is AE isn? +120 > m=4i 5 Sox =c, cost + c;sint (iv) de Fo sint+-c,cost li) at a& a Ide 3 G SW 3x-2y=0 => 2y==-3x Sy=—|— 3x On subtracting (i) from () we get’ ——~3x=2y=0 ae y ifDIFFERENTIAL EQUATIONS CHAPTER } Put the values of x and 2 rom (ix) and) l : [-c, sint +c, cost -3(¢, cost +c,sint)] ye lle 3 yoose—(e-+3e,)sind] wn(vi) Hence (iv) and (vi) gives the required solution. 2 2 Example 4, Solve Fahy tod ant TP y 4245-0 ‘Solution: The given system of equations can be written as (D’ - 3)x—4y fi) and x + (D’ + Ijy=-5 (ii) ‘multiply equation (i) by (D’ + 1) and second by 4 and on adding (D*+1) (D?-3)x + 4x (B+ 1/3 - 20 = (D'-2D? + I)x=-3-20=~23 => (D'-2D' + Ix =-23 Its auxiliary equation is (m’ -1)’ =0 => m= 1, 1, -1,-/ CF =(c, teyhe + (c+ epe" 3 aoa : = @-y 1 So, solution of (ii) will be x=(c,+c,1)e' +(epte,te* -23 (typ & =(c tele! +c,e' —(c, tee" +607 (0) 4 =(G,Feyl)e! +2e,e +(e, +0,t)e" ~2e,e" (i) 7 . dx Now from the given first equation y= if i Now, put x and S _from (iv) and (vi) % ile: Feoythe! +e! +(c, + eye" =2eye"-3(c, +eyNe! #16 +e,e*-24)] ile teste! +(e teqne" +2 (Gye! ce) 418 ii) So, (iv) and (vi) gives she required solution. 2.8.2, Solving Homogeneous system of differential equations with constant coefficients by using Eigen Values. The homogeneous system of differential equations of the type | 45DIFFERENTIAL EQUATIONS CHAPTER - 2 XY SOX $y xX, +. Oy Xy Ky =k, Hk, tot dag, Ay, Hak, tact dex, where q's are constants i,j 41 da + Ge I is equivalent to system X’ = AX, where A=} 9 “| and ye Sy Fae, 2. % It can be solved by wsing eigenvalues and eigenvectors as: Method to solve: 1 Form simultaneous homogeneous system of equations to the form X’ = AX 2. Find eigen values 2, of matrix A 3. If ¥A,algebraic multiplicity = geometric multiplicity, then find eigen vector X, of each eigen value h, The solution of the system is X =ce¥X,beye™X, +. ye Xy° Or iffor a eigenvalue}, algebraic multiplicity > geometric multiplicity. Then () Find possible linearly independent eigen vectors of .. Let algebraic multiplicity is m and geometric multiplicity is n, where m - n=p, m>n, or p>0, m,n, pEN Find m linearly independent eigen vectors then we are to find remaining p vectors (i) Solve |A -JI¥, =X, where ¥, és eigen vector of 2, find Y, (ii) - Solve \A -I4l| ¥, = ¥, and find Y, and so on So,-we get ¥,, :.. ¥, vectors Now, the solution of the system is Se. Jat mii oe XSL cet X, Hbe* OX FY, + b,e% (Game where c,and by, ...b, are all constants: ‘Exaimple 5. Solve the system of equations x,=x,+x, and x,=2x, aft as Solution: It is equivalent to the form X’ = AX i.e. [ Hh 4 4 %, 11 Consider matrix A: 02 The eigen values of A are 1, 2. (by solving |A - Al] = 0)DIFFERENTIAL EQUATIONS CHAPTER -2 Let h,= 1, hy = 2, let X, be its eigen vecior Fork, = I, solving (AI) X,=0 babel =»-» 1 Elgen vector is X, {ih corresponding to, = 1 For h,= 2; et X, be eigen vector. Then (A ~ 21) X, = 0 1 17x] 0 Oly} lol 2% t= 921 =y i Eigen vector is X, {] corresponding to eigen value A ile | hence, the solution is X =c,e'X, +c,¢"X, =¢¢| Recall = x=c¢! +cye" and x, = c,e* are required solution Example 6. Consider the system of differential equations x. =x, ¥,=% X\=%,-3y+4, x : o1 fx Solution: itis equivalent to the form X' = AX, wherex’4"|=> aso 0 1) X’4x, 7 ie 1-3 3] 2, For matrix A, the eigen values of A are given by equation |A - hl} = 9 con solving, we get h, = 1,h,= 1,hy= 1 For finding eigen vectors X, corresponding toh, = I put (A-1)X,=0 i 1 Of] fo 0-11 l|y,{-}0) where rank (4-) = 2 41-3 , *| 0 Geometric multiplicity of 2, = Lis 3— “J By Rank Nullity Theorem, p(A)*+nullity A = no. of columns} Geometric multiplicity < Algebraic multiplicity => only I linearly independent eigen vector exists corresponding to k, = I (A-ADX= t on solving, we get x, =|{| ie. eigen vector of 2, = 1 1 : Yo )y To find other two vectors solve (A ~J) ¥, =X,, where x, 31 LY. y, | is 10 be find out Yo by, ( @ _“I 1] fr on solving, we get y= 0| fon solving y, =|1|y, +| 0], ignoring “part } 1 1 1 For ¥, solve (A - 2 DY, = ¥,, where 2, = 1 1 on solving, we get ¥,10 8 1 1) [-1 1), f-1) ft The solution is cye'|1]+c,e' |1\e+] ofb+cye'41fo+| ole+ ol L 1 1 |? 1 oj} This is the required solution. §2.9. VARIATION OF PARAMETERS 29.1. Let y"+ Ry'+ Sy=Q of) where R, S and Q are furictions of x, be any given linear equation of the second order. When the complementary solution of (I) is known or can be found, we proceed as under: The corresponding homogeneaus equation is y" + Ry’ + Sy = 0 = Let y= cu + cv be the general solution of (2) and hence the complementary solution of (1) where u, v are linearly independent functions of x over an interval, say I. Let us seek a particular solution of (I) by considering y = Au + Bv 3) where A, B are functions of x, and determine the functions A, B so that (3) is a solution. of (I). Differentiating (3) w.r.t. x, we get-y’ = Au’ + Bv'+ Ate + BYv 4) Now, instead of being involved in the derivatives of order higher than one of the functions A and B, we ‘choose some particular functions of A'u * BY. For simplicity, we choose A'w+B'y=0 0) Then (4) becomes y' = Au! + By’ 0) Differentiating (6) war. x, we get, y" = Au" + BV" + A'u' + BY’ =) Substituting the values of y, y' and y" from (3), (6) and (7) in (1), we get (du" + By" + Alu’ + BY) + R (Au! + Bo + S(Au + By) = Q or Au" + Ru! + Sy) +B" Rv'+Sy)+(A'u"tBY) =O 8) But w, v are (particular) solutions of (2). ou" + Ru! + Su =O and v" + Rv! + Sv = 0 Therefore, (8) reduces to A'u' + B'v'=Q (9) Now, the equations (5) and (9) will have solutions for A' and B' provided |". \ #0. lev But this determinant is precisely the wronskian of the functions w, v. Since the functions u, v are dinearly independent over I, therefore, wronskian of the functions w, v is non-zero over 1. Therefore, the equations (5) and (9) are solvable for the functions A’, B', and by integration we can objain the functions A and B. { 48DIFFERENTIAL EQUATIONS CHAPTER - 2 } Tis, the equation (3) will give us a particular solution of (1) and hence we can find the general solution of (1). Remark: The above procedure of finding a particular solution is called the method of variation of parameters. Example 1, Solve * +ty=tan x by the method of variation of parameters. Solution: The given equation can be re-written as (D? + 1). 2.9.2. tan'x =D) The corresponding homogeneous equation is (D’ + I)y = 0 Q WsAEis me +1=90 =>m=ti the complementary function of (1) ts y,= C, cosx + C, in x Now, we seek a particular solution of (1) by variation of parameters. Let y=A cosx+Bsinx = 3) Differentiate (3) w.r-t. x, we get y'™A'cosx+B'sin x-Asinx+ Boosx 4) We choose A’ cosx + B'sinx =0 (3) 2: (9) becomes, y'=~A sinx'+ B cos x (0) Differentiate w.r.t. x; y"=A'sin x*B'cos x-Acosx-B sin x LM Substituting the values of y, y" from (3) and (7) in (1), we get ~A'sintx +B cosx—Acosx —Bsinx+Acos x+Bsinx~tan x .- 8) or —A'sinx + Bcos x =tanx Next, we find values of A! and B' from (5), (8) ‘Multiplying (5) by cos x and (8) by sin x and subtracting, we get A' (cos’x + sin’x) = 0 ~sin x tan x A's sin x tare Again, muliplying (5) by sin x and (8) by cos x and adding, we get BY(sin’x + ¢os'x) = c6s x tanx or B' = sin x Now, A A’= cos X~-SeeX. On integration, we get A Also, B' = sin’ => B = cos x Putting values of A and B is (3), we gety [im -logltan (E4]| cosx-cosx sin x which is a particular solution of (1). The general solution of (i) is y = C, cos x + C, sinx fen y tan( +2] cosx-cose sin x 4.2 An alternative approach ‘Method of variation of parameters is quite general and applies toy"*py'tqy=X (I) where p, q, and X are functions of x. It gives P..=-y, Par, Joae, (W#) (2) 49 JDIFFERENTIAL EQUATIONS, CHAPTER -2 } where y andy, are the solutions of "+ py' + gy = 0 8 and W =|"! lis called the Wronskian of yyy bh 9% Proof: Let the CF. of () bey = cy; + 63 Replacing ¢,,¢, (regarded as parameters) by unknown fianctions u(x) and v(x), let the P.L.be Y= Uy) t+ Vy (a Differentiating (4) w.r.t. x, we get y' = uy’, +yy', + uly, + VV, 9 yay ts (6) On assuming that wy, + vy, = 0 7) Differentiate (5) and substitute in (1), then noting that y, and y., satisfy (3), we obtain w'y', + v'y' . Solving (7) and (8), we get u'= & where W=yy'-yy", On integrating, we get u= Jigar, Substituting these in (4), we get (2). Example 2. Using the method of variation of parameters, solve & + 4y = tan 2s x Solution: Since given equation is (D’+4)y= tan 2x. @) ~~ Tofind CF. It’s A.B. ism? + 4=0 «. £21. Thus C.F. is y = c, cos 2x + ¢, sin 2x, (ii). To find PI, here y, = cos 2x, y, = sin 2x and X= tan 2x Ye| _| cos 2x sin 2x Vol -2sin 2x 200s 2x| | Thus, P.l. =~; fae + yp PAE ds = cosa (802 tan2X det sindx joe tan2x 4, Ww W 2 5 =1 . +1, feos 2x J sec 2x ~ cos 2x) d + sin 2s [ in xa ~ Leos 2x flog [sec 2x + tan 2x|— sin 2x) -1 sin 2x cos 2x = teas 2e log |sec 2x + tan 2x| a Hence, the CS. is y = c, cos 2x + ¢,sin 2x Leas 2x log |sec 2x + tan 2x| Example 3. Solve, by the method of variation of parameters, y"~ 2p! +) = é' log x ‘Solution: Since given equation is (D’=2D-+ I) y = é logx @ To find C.F. It's A.E. is (m-L)"=0, => m=1,1.Thus CP. is y = (e, + cx) & i) Tofind PL Here y, = ¢, y, = xe! and X= e' logx 0 | ( , J