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d2y
2
5y 0
dx
2
dy dy
8 y 2 4 xy
dx dx
2
d2y dy
2 2 x 3
dx dx
Solution :
An equation containing dependent variable and
independent variable and free fro derivative , which
satisfies fhe differential equation ,is called the
solution of the differential equation.
Formation of ordinary differential equation
An ordinary differential equation is formed by differentiating the
equation and eliminating arbitrary constant(s).
Procedure
Let f ( x, y, c1 ) 0 ---- (1)
be a solution of a differential equation with a single arbitrary
constant c1. differentiating (1) w.r.t. ‘x’ we have
dy
x, y, c1 , 0 (2)
dx
Eliminating c1 from (1) and (2), we get a lowest order ODE
cont
dy
x, y , 0
dx
is the differential equation of (1)
Solution:
2 dy
y ax a (1) a (2), eliminating a
dx
2
dy dy
from(1)and(2) , we get DE y x
dx dx
If f ( x, y, c1 , c2 ) 0 (1)
Solution:
y ae 3 x be x (1)
dy
3ae 3 x be x (2)
dx
d2y 3x x
2
9 ae be (3)
dx
cont
from (2) and (3), we get
1 3 x d 2 y dy
a e 2 (4)
6 dx dx
Putting the value of a in (3) we get
x
d 2
y 9 3 x d 2
y dy
b e 2 e 2 (5)
dx 6 dx dx
Substitute the values of a and b in (1)
1 d 2 y dy 1 d 2 y 3 dy
y 2 2
6 dx dx 2 dx 2 dx
d 2 y 4dy
2
3y 0
dx dx
is the required differential equation
First order first degree DE
dy x2
2 xy e
dx
2
ydx _ x dy 0
rd
First order 3 degree DE
3
dy dy x2
2 xy e
dx dx
2nd order 1st degree DE
2
d y
2
5y 0
dx
2nd order 2nd degree DE
2
d y
2
3 dy
2 2 x
dx dx
Partial DE
2 z 2 z 2 z
2
2 2 0
x xy y
21Find the differential equation corresponding to the family of
curves y c( x c) 2 , where c is an arbitrary constant.
Solution Given y c( x c) 2 (1)
Differentiating both sides w.r.t. x, we get
dy
2c( x c) (2)
dx
2
dy 2 2
or 4 c ( x c ) (3)
dx
Dividing equation (3) by (1), we obtain
2 2
1 dy 1 dy
4c or c
y dx 4 y dx
Substituting this value of c in equation (2), we get
dy 1 dy
2
1 dy
2
2. x
dx 4 y dx 4 y dx
dy 1 dy
2
or 2 y x
dx 4 y dx
2
2 dy dy
or 8 y 4 xy
dx dx
which is the required differential equation for the family or curves
(1)
21 Find the differential equation by eliminating
arbitrary constants c1 , c2 from the equation
y = c1cos(log x) + c2sin(log x)
Solution
y = c1cos(log x) + c2sin(log x) -- (1)
dy c sin(log x) c2 cos(log x)
1
dx x x
dy
x c1 sin(log x) c 2 cos(log x) ------(2)
dx
d 2 y dy cos(log x) sin(log x)
x 2 c1 c2
dx dx x x
d y 2
dy
x 2
x c1 cos(log x) c2 sin(log x)
dx 2
dx
d y 2
dy
x 2
x y By (1)
dx 2
dx
d 2
y dy
x 2
x y0
dx 2
dx
which is the required differential equation
Equations of First Order and First Degree
Solution :
1
1. Multiply the equation by integrating factor: f x g y
2 1
2. The variable are separated :
f1 x g y
dx 2 dy 0
f 2 x g1 y
x y
dx 2 dy 0
cos x
2
cos y dividing by cos
Integrating, we get
y (1 x x )
2
dy dx 0
(1 y )
2
x( x 1)
2
y 1 x2 x
dy dx dx 0
(1 y )
2
x( x 1)
2
x( x 1)
2
1 d (1 y 2 ) dx dx
2 0
2 1 y 2
x x 1
Integrating, we get
1
ln(1 y 2 ) ln x tan 1 x c
2
20Solve the differential equations
cos y dy sin xdx sin x cos y (dy dx) 0
1 1 sin x
1 sec ( y / 2) dy 1
2
dx 0
2 cos x
2
1
1 sec ( y / 2) dy 1 sec 2 x sec x tan x dx
2
2
Integrating, we get
Solution : y 1 x 2 dy x 1 y 2 dx 0
ydy xdx
2 2
1 y 1 x
2 2
d (1 y ) d (1 x )
2 2
1 y 1 x
cont
Method of separation
1
of variable 1
1 y 2
2 2
d (1 y ) 1 x 2
2 2
d (1 x )
integrating
1 1
1 y 2 1
2
1 x 2 1
2
c1
1 1
1 1
2 2
2 2
2 1 y 2 1 x c1
2 2
1 y 1 x c Ans
Method of separation of variable by substitution
x
x
y y
y 1 e dx e ( y x)dy 0
Solve:
Solution: The given equation can be written as
x
y
dx e ( y x)
0
dy x
y 1 e y
cont
Method of separation of variable by substitution
x dx dv
Put v then v y
y dy dy
Then the given equation can be written as
v
dv e ( y yv)
v y v
0
dy y (1 e )
v
dv e (1 v )
Or, y v
0
dy
(1 e )
cont
Method of separation of variable by substitution
v v v
dv v ve e ve
Or, y v
0
dy 1 e
v v v
dv v ve e ve
Or, y v
0
dy 1 e
v v
dv v e dy 1 e
Or, y 0 Or, v
dv 0
dy 1 e v y ve
cont
Method of separation of variable by substitution
v
dy d (v e )
Or, v
0
y ve
integrating
v
ln y ln(v e ) ln c
or , ln y (v e v ) ln c
x
v x y
or , y (v e ) c or , y ( e ) c Ans.
y
20Solve the differential equations
sin( x y )dy dx
Integrating, we get
v tan v sec v x c
x y tan( x y ) sec( x y ) x c
y tan( x y ) sec( x y ) c Ans.
Home work
dy dy
1 Solve ( x y ) 2 x y xy1
dx dx
1
Ans. log xy = x + y + c
dy 2 dy
2 Solve y x 31 x
dx dx
Ans. (y -3)(y+3x) = cx
dy
2
4 Solve ( x y ) a2
dx
1 x y
Ans. y a tan c
a
Homogeneous Function
f (x,y) is called homogenous of degree n if : f x , y n f x , y
Examples:
f x , y x x y homogeneous of degree 4
4 3
4 x 4 x 3 y 4f x , y
f x , y x 2 sin x cos y non-homogeneous
f x , y x sinx cosy
2
2 x 2 sinx cosy
n f x , y
Homogeneous Function
The differential equation M(x,y)dx + N(x,y)dy = 0 is homogeneous
if M(x,y) and N(x,y) are homogeneous and of the same degree
Method of Solution :
1. Use the transformation to : y vx dy v dx x dv
dx 3v 2
3
dv 0
x 1 2v
Cont
Homogeneous Function:
dx 1 d (1 2v 3 )
3
0 , Intrgreting
x 2 1 2v
1 3 2 3 2
lnx ln(1 2v ) ln c1 ln x (1 2v ) ln c1
2
3
y
x 2 (1 2v 3 ) c x 2 (1 2 3 ) c
x
x 3 2 y 3 cx Ans.
20Solve 2 xy y dx xdy 0
Solution The given equation can be written as
dy 2 xy y
dx x
putting y = vx in the equation, we get
dv 2 x.vx vx
vx 2 v v
dx x
dv
x 2 v 2v
dx
dv dx
2 v 2v x
dv dx
0
2v 2 v x
Let v = t2 dv = 2tdt
2tdt dx dt dx
2
0 0
(t t ) x t 1 x
Integrating, we get
log(t 1) log x log c
y y
log 1 x log c x 1 c
x x
xy x c Ans.
Non-homogeneous Function Reducible homogeneous:
dy ax by c
The equation of the form:
dx a1 x b1 y c1
can be reduced to the homogeneous form by the substitution
a a/
x x h, y y k (h, k being constants) if /
b b
The given differential equation reduces to
dy a( x h) b( y k ) c l ax by ah bk c
dx a1 ( x h) b1 ( y k ) c1 a1 x b1 y a1h b1k c1
We choose the constants h, k so that
Non-homogeneous Function Reducible homogeneous:
ah + bk + c = 0
a1h +b1k + c1 = 0
With this substitution the given equation becomes
dy ax by
dx a1 x b1 y1
dy x 2 y 3
Example: (1)
dx 2 x y 3
a 1 a 2 /
Here /
b 2 b 1
put x x h, y y k
The given differential equation (1) reduces to
dy x 2 y h 2k 3
(2)
dx 2 x y 2 h k 3
We choose the constants h, k so that
Cont
Non-homogeneous Function Reducible homogeneous:
h + 2k - 3 = 0
2h +k - 3 = 0
Solving these equation we get h =1 , k=1 . With this
substitution in (2) the given equation becomes
dy x 2 y
(3)
dx 2 x y1
putting y = vx.
Cont
Non-homogeneous Function Reducible to homogeneous:
/ dv x 2vx /
1 2v
vx
dx 2 x vx /
2v
2
dv 1 2v 1 v
x/ v
dx 2 v 2v
2v dx / 1 dv 3 dv dx /
2
dv / /
1 v x 2 1 v 2 1 v x
integrating
Cont
Non-homogeneous Function Reducible homogeneous:
1 3
ln(1 v) ln(1 v) ln x / ln c1
2 2
(1 v) / 2 2 (1 v) / 2
ln 3
ln( x ) c1 3
(x ) c
(1 v) (1 v)
/
y y 1
(1 / ) (1 )
x / 2
(x ) c x 1 2
( x 1) c
/
y 3 y 1 3
(1 / ) (1 )
x x 1
3
x y 2 c( x y ) Ans.
20Solve ( x 2 y )(dx dy ) dx dy
Solution:
( x 2 y )(dx dy ) dx dy
( x 2 y 1)dx ( x 2 y 1)dy
dy x 2 y 1
. -- ----(1)
dx x 2 y 1
a 1 a
Here . Putting x +2 y = v , we
b 2 b
dy dv dy 1 dv
get 1 2 1
dx dx dx 2 dx
The equation (1) becomes
1 dv v 1
1
2 dx v 1
dv 2v 2 3v 1
1
dx v 1 v 1
1 4
(3v 1)
(v 1)dv 3 3
dx dv dx
3v 1 3v 1
1 4 1
dv dx
3 3 3v 1
Integrating, we get
v 4
ln(3v 1) x c1
3 9
x 2y 4
ln(3 x 6 y 1) x c1
3 9
3 x 6 y 4 ln(3 x 6 y 1) 9 x 9c1
6 x 6 y 4 ln(3 x 6 y 1) 9c1
3 y 3 x 2 ln(3 x 6 y 1) c Ans
Home work
1. Solve: ( x 3 3 xy 2 )dx y 3 3 x 2 y xdy 0
Ans. ( x 2 y 2 )2 4x2 y 2 c
dy 3 y 7 x 7
2. Solve
dx 3 x 7 y 3
Ans. ( x y 1) 2 ( y x 1) 5 c
Cont
Exact equations
M N
Since y
x
. The given equation
2 xy 2
(y e
y constant
4 x 3 )dx (3 y 2 ) dy C
xy 2 4 3
e x y C .
xy 2 4 3
the solution is e x y Cont
C . Ans.
Exact equations
Example Solve:
ye xy
cos 2 x 2e xy sin 2 x 2 x dx xe xy cos 2 x 3 dy 0
Solution
Here M ye xy cos 2 x 2 e xy sin 2 x 2 x, N xexy cos 2 x 3
M
yxexy cos 2 x exy cos 2 x 2 xexy sin 2 x
y
N
x( 2 exy sin 2 x yexy cos 2 x) e xy cos 2 x
x
M N
.
y x
The equation is exact.
Cont
Exact equations
xy xy
Now ( ye cos 2 x 2 e sin 2 x 2 x)dx
x
e xy cos 2 x x 2 .
The term in N free from x is 3.
Now 3 dy 3 y
Cont
Home work
1. Solve (e y 1) cos x dx e y sin xdy 0
Ans. (e y 1) sin x c
2. Solve
3 2 2 2 1
( y y sec x x)dx (3 xy 2 y tan x )dy 0
y
3 2x2
Ans. xy y tan x ln y c .
2
f ( x ) dx
i. e. a function of x alone, then e is an integrating factor
of Mdx + Ndy = 0
Examples:
Solve: (2x3y2 + 4x2y + 2xy2+ xy4 + 2y)dx +2(y3 + x2y + x)dy = 0
Solution Let M=2x3y2+4x2y+2xy2+ xy4+2y ; N = 2(y3+x2y + x)
Cont
Non-exact equations reducible to exact
M N
4 x 3 y 4 x 2 4 xy 4 xy 3 2 4 xy 2
y x
M N
y x 4 x 3 y 4 x 2 4 xy 4 xy 3 2 4 xy 2
N 2( y 3 x 2 y x)
4 x( x 2 y x y 3 )
2x
2( y x y x)
3 2
2 xdx x2
I .F e e .
Cont
Non-exact equations reducible to exact
Multiplying the integrating factor, then given equation becomes
3 2 2 2 4 x2 3 2 x2
(2 x y 4 x y 2 xy xy 2 y )e dx 2( y x y x)e dy 0
x2
Integrating M 1 (2 x y 4 x y 2 xy xy 2 y )e
3 2 2 2 4
w.r x
x x x
x2 x2 4 x2
2 3 2 2
(2 xy 2 x y )e dx (2 y 4 x y )e dx xy e dx
4
2 y x22
x 2 y 2e x x
2 xye e
2
Cont
Non-exact equations reducible to exact
x2
There is no term in N1 2( y x y x)e independence of x.
3 2
The solution is
x2 y x x2
4
2
x y e 2 xye e c1
2 2
2
2 2 2
2 x y e 4 xye y e c Ans.
2 2 x x 4 x
Example Solve (2xlnx- xy)dy + 2ydx = 0
Solution Let N =2xlnx- xy, M= 2y
M N
2, 2(1 ln x) y . So the equation is
y x
not exact.
M N
y x 2 2 2 ln x y 1
However f ( x)
N 2xlnx - xy x
dy
f ( x )dx
ln x 1
I. F. e e e
x
x
is an integrating factor. By multiplying the
given equation by I. F , we get
2y (2 x ln x xy )
dx dy 0
x x
2y
dx (2 ln x y ) dy 0 which is exact .
x
Hence solution is
Mdx (terms
y constant
in N free from x ) dy C
2y
y
constant
x
dx ( y ) dy C
2
y
2 y ln x C Ans
2
Home work
2 2
1. Solve ( x y 2 x)dx 2 ydy 0
2 2 x
Ans. ( x y )e c
2 2
2. Solve ( x y 1)dx x( x 2 y ) y 0
2 2
Ans. ( x xy ) ( y 1) cx
2 2
3 Solve (x + y + x)dx + xydy = 0
Ans. 3x4 + 6x2y2 +4x3 = c
Non-exact equations reducible to exact
M N
Rule-2: If y x
g ( y)
M
i.e. a function of y alone, then is an integrating e
g ( y ) dy
Examples:
Solve: (3 x 2 y 4 2 xy )dx (2 x 3 y 3 x 2 )dy 0.
Solution Let M 3 x 2 y 4 2 xy , N 2 x 3 y 3 x 2
Cont
Non-exact equations reducible to exact
M 2 3 N
12 x y 2 x 6x2 y3 2x
y x
M N
y x 12 x 2 y 3 2 x 6 x 2 y 3 2 x 2 x(3 xy 3 2) 2
3
M xy(3xy 3 2) xy (3 xy 2) y
2
y
dy
ln y 2 1
I .F e e . 2
y
Multiplying the integrating factor, then given equation becomes
Cont
Non-exact equations reducible to exact
2 4 3 3 2
(3x y 2 xy ) (2 x y x )
2
dx 2
dy 0.
y y
2 2 2x
Integrating M 1 3 x y w.r x , y as constant
2 y
3 2 x
x y
y
(2 x 3 y 3 x 2 )
There is no term in N1 independence of x.
y2
3 3 2
The solution is x y x cy Ans.
20Example Solve
( y 4 2 y )dx ( xy 3 2 y 4 4 x)dy 0
4 3 4
Here M y 2 y N xy 2 y 4x
M 3 N
4y 2 ; y 3 4.
y x
M N
y x 4 y3 2 y3 4 3
Now M
4
y 2y
.
y
3
y
dy
3 ln y 1
I. F. = e e 3
y
Multiplying the given differential
1
equation by y 3 , we get
y4 2y xy 3 2 y 4 4 x
3
dx 3
dy 0
y y
2 4x
( y 2 )dx ( x 2 y 3 )dy 0 (1)
y y
2 4x
Let M 1 y 2 , N1 x 2 y 3
y y
M 1 4 N1 4
1 3 , 1 3
y y x y
2
y
constant
( y 2 )dx 2 y dy C
y
2
x( y 2 ) y 2 C Ans.
y
Home work
1. Solve: (2 xy 4e y 2 xy3 y )dx ( x 2 y 4e y x 2y 2 3x)dy 0
2
2 y x x
Ans. x e 3 c
y y
Ans. 3x 2 y 4 6 xy 2 2 y c
Ans. x 3 y 3 x 2 cy
20Solve the differential equations
( y 4 2 xy)dx [ xy 3 2 y 4 cos( y 2 ) 2 x 2 ]dy 0
M N
y x 4 y 3 2 x y 3 4 x 3( y 3 2 x) 3
M y 2 xy
4
y ( y 2 x) y
3
3
y dy 1
I .F e e 3 ln y
3 Multiplying the given equation by I.F, we get
y
y 4 2 xy xy 3 2 y 4 cos( y 2 ) 2 x 2
dx dy 0
y 3
y 3
2x
y 2 dx 2 y cos( y 2 )dy c
y
x2 x 2
xy 2 cos( y 2 )d ( y 2 ) c xy 2 sin( y 2 ) c
y y
Non-exact equations reducible to exact
Examples:
2 2 2 2
Solve: y ( y 2 x )dx x(2 y x )dy 0
Solution Let M y 3 2 x 2 y , N 2 xy 2 x 3
Cont
Non-exact equations reducible to exact
Mx Ny xy 3 2 x 3 y 2 xy 3 x 3 y 3xy( y 2 x 2 )
1
I .F 2 2
3 xy ( y x )
Multiplying the integrating factor, then given equation becomes
2 2 2 2
y( y 2 x ) x(2 y x )
2 2
dx 2 2
dy 0
3 xy ( y x ) 3 xy ( y x )
Cont
Non-exact equations reducible to exact
y 2x
2 2
2y x 2 2
dx dy 0
3 x( y x )
2 2
3 y( y x )
2 2
1 x2 1 y
2 2
dx 2 2
dy 0
3x 3x( y x ) 3 y 3( y x )
2
1 x
Integrating M1 2 2
w.r x , y as constant
3 x 3x( y x )
1 1
log x log( y 2 x 2 ).
3 6
Non-exact equations reducible to exact
1 y 1
In , the term N1 2 2 independent of x is .
3 y 3( y x ) 3y
1
Its integration with respect to y yields log y.
3
1 1 2 2 1
The solution is log x log( y x ) log y c1
3 6 3
2 2 2 2
x y ( y x ) c. Ans
Home work
1. solve: y ( y 2 2 x 2 )dx x(2 y 2 x 2 )dy 0
Ans. x 2 y 2 ( y 2 x 2 ) c.
2. solve: ( x 2 y 2 xy 2 )dx ( x 3 3x 2 y )dy 0
Ans. x / y 2 ln x 3 ln y c.
3. Solve y 2 dx ( x 2 xy y 2 )dy 0.
Ans. ( x y ) y 2 c( x y ).
Non-exact equations reducible to exact
Solution Let
Cont
Non-exact equations reducible to exact
Mx Ny
( xy sin xy cos xy ) xy ( xy sin xy cos xy ) xy
2 xy cos xy
1
I .F
2 xy cos xy
Multiplying the integrating factor, then given equation becomes
( xy sin xy cos xy) y ( xy sin xy cos xy) x
dx dy 0
2 xy cos xy 2 xy cos xy
Cont
Non-exact equations reducible to exact
y 1 x 1
tan xy dx tan xy dy 0
2 2x 2 2y
y 1
Integrating M 1 tan xy w.r x , y as constant
2 2x
1 1
ln sec xy ln x
2 2
Non-exact equations reducible to exact
x 1 1
In , the term N1 tan xy independent of x is .
2 2y 2y
1
Its integration with respect to y yields log y.
2
1 1 1
The solution is ln sec xy ln x log y c1
2 2 2
x sec xy
c x sec xy cy Ans
y
Home work
1. Solve: (2 y 3xy 2 )dx ( x 2 x 2 y )dy 0
N 2 x 2 y 1 x 1 y 2 .
M N
If the equation is exact then y
x
i. e., (3 ) y x 3(2 ) y 1 x 1
2(2 ) x 1 y 1 ( 1) x y 2
y 3 2
y
constant
( 2 )dx dy C
x x y
y
3 ln x 2 ln y C. Ans.
x
Math 4123 (Differential Equations) 50
First order linear differential equation
A first order linear differential equation has the following
dy
general form: px y q x
dx
Working rule :
p x dx
1. Find the integrating factor: I .F . u x e
2. Evaluate : u x q x dx
y sec x
2
dx sec x dx c
x
y sec x
x tan x c
x
2
y x cos x x sin x cx cos x Ans
Non- linear equation reducible to linear (Bernoulli’s Equation)
dy n
An equation of the form Py Qy
dx
where P and Q are constants or functions of x alone and n is
constant except 0 and 1, is called a Bernoulli’s equation
Working Rule:
The equation (2.3) can be reduced to linear form in three steps.
Step 1: Divide the Bernoulli’s equation throughout by yn.
Step 2: The substitution reduces Bernoulli’s equation to a linear
form.
Step 3: Making the coefficients of the derivative unity, the equation
is easily solved.
Non- linear equation reducible to linear (Bernoulli’s Equation)
Example 3
Solve: dy
x y (xy )
2
dx
Solution: The given equation can be written as
3 1
dy 1
y 2
1 x 2
dx
xy 2
1 3
dy dv
putting y 2
v y 2
2
dx dx
Cont
Non- linear equation reducible to linear (Bernoulli’s Equation)
the above equation reduces to
1
1
dv v dv v x 2
2 x 2
dx x dx 2 x 2
dx 1
log x 1
I.F e 2x
e 2
x
Therefore, the solution is
v x 1 x
x
2 x
dx
xy
c Ans
2
Initial condition problems
20Solve
( x 2 y 2 2 x )dx 2 ydy 0, y (0) 2
Solution M x y 2 x, N 2 y
2 2
M N
2y 0 . So the equation is not exact.
y x
M N
y x 2y
However 1
N 2y
dx
I. F. e f ( x )dx
e e x
( x y 2 x)e dx C
2 2 x
( x y 2 x)e (2 x 2)e dx C
2 2 x x
( x 2 y 2 2 x)e x (2 x 2)e x dx C
( x y )e 2 xe (2 x 2)e 2e dx C
2 2 x x x x
( x y )e 2 xe 2 xe 2e 2e C
2 2 x x x x x
Solution:
tan xdx ln sec x
I .F . e e sec x
2
The solution is: y sec x sec x cos x dx c cos x dx c
y sec x sin x c
When x=0 , then 2 = c