Differential Equation Maths
Differential Equation Maths
SUBJECT: MATHEMATICS
TOPIC: DIFFERENTIAL EQUATION
COURSE CODE: AISM-09/M/DFEQ
AISM-09/M/DFEQ
DIFFERENTIAL EQUATION
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Basic Concepts
Definition: Differential Equation
Let us consider the following equations
=y+x+5
+y=0
These equations contain derivative(s) of y. Thus we have the
definition:
An equation involving derivatives or differentials of one (or
more) independent variable(s) with respect to one (or more)
independent variable(s) is called a differential equation.
= (x + sin x)
= et
(ii)
(iii)
y=
(iv)
DIFFERENTIAL EQUATION
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DIFFERENTIAL EQUATION
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Solution:
.
y2 2xy
+ x2
= a 2 + a2
x2 + y2 + 2ax + 2by + c = 0
(i)
+ 2a + 2b
=0
(ii)
=0
(iii)
=0
(iv)
We note that the equation (iii) and (iv) both have only one constant b.
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DIFFERENTIAL EQUATION
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DIFFERENTIAL EQUATION
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=0
=0
Integrating with respect to respective variable we get
In y
=c
In y = c +
y=
= c
Required solution is y = c
Illustration:
Find the differential equation whose solution represents the family
xy = aex + bex.
Solution:
We have xy = aex + bex
Differentiating (1) with respect to x, we get
x
+ y = aex + bex.
= aex + bex.
(1)
DIFFERENTIAL EQUATION
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Illustration:
Find the differential equation whose solution represents the family
c(y + c)2 = x3.
Solution:
The given family is c(y + c)2 = x3.
Differentiating once, we get
c[2(y + c)]
= 3x2
= 3x2
or
=3
=y+c
= 3x2
c=
y.
DIFFERENTIAL EQUATION
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+ 3y = 0.
= f(x, y)
(1)
(2)
= exy + x2ey.
Solution:
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DIFFERENTIAL EQUATION
We write
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as
= 0.
Solution:
Here
= xy
+ c.
This is the solution to the given differential equation.
Differential Equations Reducible to the Separable Variable Type
Sometimes differential equation of the first order cannot be solved directly
by variable separation. By some substitution we can reduce it to a
differential equation with separable variables. A differential equation of the
form
= f(ax + by + c) is solved by writing ax + by + c = t.
Illustration:
Solve
= sin2 (x + 3y) + 5.
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DIFFERENTIAL EQUATION
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Solution:
Let x + 3y = t, so that 1 + 3
.
= sin2 t + 5.
or
=
[u = tan t = tan (x + 3y)]
+ c.
We can see if the given differential equation is of the form
= f(ax + by + c). If so we can reduce it to the variable separate
form
The given equation is
= f(ax + by + c)
(i)
(ii)
DIFFERENTIAL EQUATION
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Important:
If
Illustration:
Solve:
= (4x + y + 1)2
(i)
Solution:
Let
4x + y + 1 = v
4+
(ii)
tan1
tan1
(4x + y + 1)
= f(ax + by + c) then
= f(ax + by)
DIFFERENTIAL EQUATION
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We substitute here ax = y = v
(1)
Illustration:
Solve (x2 + y2)dx 2xy dy = 0.
Solution:
Here
Let y = vx so that
v+x
=v+x
x
x
log (1 v2) = log x log c
x(1 v2) = c.
= c.
So, x2 y2 cx = 0, is the required solution.
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v(x), a function of
DIFFERENTIAL EQUATION
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Illustration:
Solve (x2 + 3xy + y2)dx = x2dy
Solution:
We write
and take y = vx
v+x
or 1 + 3v + v2 v = x
v2 + 2v + 1 = x
log x =
+c
log x +
=c
2
2x
2v + 2x
= v + v2
= v2 v
DIFFERENTIAL EQUATION
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loge(x) + logec
= loge
=c
=c
yx=c
y,
(aB
Illustration:
Solve
.
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DIFFERENTIAL EQUATION
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Solution:
Put x = X + h, y = Y + k.
We have
h = 1, k = 2.
or
log (
V 1)
log (
V + 1) = (log X + c)
log (
Y X)
log (
Y + X) = A
Expressing any 1st order 1st degree differential equation in the form
.
The differential is given
Let us consider the substitution y = vx.
(i) will become
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(i)
DIFFERENTIAL EQUATION
v+x
= f(v)
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= f(v) v
(ii)
Illustration:
Solution:
Substituting
y = vx
we get
Or v + x
=v
=v+x
x
.
Integrating we have 3 log
+ 2 log
= log x + c
DIFFERENTIAL EQUATION
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Which being
substitution Y = VX.
homogeneous
can
be
solved
Illustration:
If we have equation like:
Solution:
Then we substitute x = X +
y=Y+
by
standard
DIFFERENTIAL EQUATION
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+2 +1=0
2 +2=0
or 2 + 3 = 0
X=x+
Y=y
Now
It can solved as shown in the previous example. We will get the
result in the form of
F(Y, X) = c.
In this result we substitute the value of Y, X to get the result in
the form of
F
=c
Pause:
When
separable equation.
Important 1:
1.
2.
DIFFERENTIAL EQUATION
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+ P(x) = y Q(x)
(i)
= Q(x)
= Q(x)
Hence its solution is
y
Note:
1.
2.
Here,
it
will
=
,
be
+ P(y)x = Q(y).
DIFFERENTIAL EQUATION
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Illustration:
Given differential equation is
+ x2y = x5
Solution:
So integrating factor is
Multiplying the L.H.S. & R.H.S. with this we get
x5
=
t et
3y
dx + c
+ c where x3 = t
et + c
= x3
+c
or
or
or,
dx
DIFFERENTIAL EQUATION
or, y.
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Note:
The factor
Illustration:
Solve
+ 2y = cos x.
Solution:
It is a linear equation. The integrating factor is
.
Hence, the solution is given by
ye2x =
cos x dx + c =
[2 cos x + sin x] + c.
Illustration:
+ be = enx.
Solve
Solution:
dx + c
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DIFFERENTIAL EQUATION
or yebx =
dx + c
or yebx =
e(n+b)x + c
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enx + cebx.
y=
Illustration:
Solve y +
Solution:
Here y +
y+y+x
or,
I.F. =
+2
+ 2y = x(sin x + log x)
= sin x + log x.
(1)
= e2 ln x = eln x2 = x2.
(sin x + log x)
dx 2
= x2 cosx + 2
dx + log x
cos xdx +
= x2 cos x + 2x
(2)
dx
dx
dx 2
= x2 cosx + 2x sinx 2
xdx +
log x
log x
+ c.
dx
DIFFERENTIAL EQUATION
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log x
+ c.
(1)
(2)
= v, so that
(3)
DIFFERENTIAL EQUATION
+ y tan x = yn sin x
Solution:
Dividing by yn we get
tan x = sin x
=t
(1 n)
As we get
+ (1 n) (tan x) t = (1 n) sin x
= (cos x)(n1)
I.F. =
(cos x)n + c
(cos x)n1 =
cosn x + c
d(x + y) = dx + dy
(ii)
d(xy) = x dy + y dx
d(x2 + y2) = x dx + y dy
(iii)
(iv)
(v)
d
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DIFFERENTIAL EQUATION
(vi)
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(vii) d
(viii) d
(ix)
(x)
Illustration:
Solve the differential equation
x dy y dx = (x2 + y2) dx
x dy y dx = (x2 + y2) dx
Solution:
Dividing both sides by x2 we get
dx
d
dx.
= dx.
Integrating we have
tan1
(i)
DIFFERENTIAL EQUATION
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Illustration:
Solve (y logx 1) ydx = xdy.
Solution:
The given differential equation can be written as
+ y = y2 log x.
(1)
=v
So that
log x,
(2)
, Q=
log x,
= 1/x.
+ c.
v = 1 + log x + cx = log ex + cx
+ P(x) f(y)=Q(x).
+ P(x)t = Q(x).
DIFFERENTIAL EQUATION
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Illustration:
Solve sin y
Solution:
The differential equation is sin y
or sin y
cos y = x cos2 y.
(1)
secy = x.
sec y tan y
v = x.
(2)
= ex .
ex dx = x ex + ex + c
= ex (x + 1) + c or v = (1 + x) + cex
or sec y = (1 + x) + cex.
General Form of Variable Separation
If we can write the differential equation as
f1(f2(x)) d(f2(x)) + f3(f4(x)) d(f4(x)) ++ f2n1 (f2n(x)) d(f2n(x)) = 0,
where f1, f2, , f2n are real valued functions, then each term can be easily
integrated separately. For this the following derivatives must be
remembered.
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DIFFERENTIAL EQUATION
(i)
d(x + y) = dx + dy
(ii)
d(xy) = y dx + x dy
(iii)
(iv)
(v)
d(ln xy) =
(vi)
(vii) d
(viii) d
(ix)
Illustration:
Solve
= x2 + 2y2 +
Solution:
The given equation can be written as
.
Integrating both sides, we get
= c.
Orthogonal Trajectory
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DIFFERENTIAL EQUATION
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Any curve which cuts every member of a given family of curves at right
angle is called an orthogonal trajectory of the family. For example, each
straight line passing through the origin i.e. y = kx is an orthogonal trajectory
of the family of the circles x 2 + y2 = a2.
Procedure for finding the orthogonal trajectory
(i)
(ii)
(iii)
Substitute
Illustration:
Find the orthogonal trajectories of the hyperbola xy = c.
Solution:
The equation of the given family of curves is xy = c.
(1)
+ y = 0.
(2)
Substitute
x
for
in (2). We get
+y=0
(3)
DIFFERENTIAL EQUATION
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= kx, we get
log x = kt + c
at time t = 0.
x = ekt + c
, so that x = x0
For x = 3x0,
3x0 = x0
log 3 =
t = log 3
t = 50
= 79 years.
DIFFERENTIAL EQUATION
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Illustration:
The rate at which a substance cools in moving air is proportional to the
difference between the temperatures of the substance and that of the
air. If the temperature of the air is 290K and the substance cools from
370K to 330K in 10 minutes, when will the temperature be 295K?
Solution:
Let t be the temperature of the substance at time t. Then
(T 20)
= k (T 290)
= k
(1)
Integrating the LHS between the limits, T = 330 to T = 370 and the
RHS between the limits t = 0 to t = 10, we get
or log 40 log 80 = k. 10
i.e. k =
log 2 = 10k.
(2)
log 5 log 80 = kt
t=
log16 = kt.
. 10 = 40 minutes.
Geometrical Applications
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DIFFERENTIAL EQUATION
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We also use differential equations for finding family of curves for which some
conditions involving the derivatives are given.
Equation of tangent at a point (x, y) on the curve y = f(x) is given by
Yy=
(X x).
At the X-axis, Y = 0, so that x = xy/
Y=yx
and on the
Illustration:
A normal is drawn at a point P(x, y) of a curve. It meet the x-axis at
Q. If PQ is of constant length k. Then show that the differential
equation describing such curves is y
. Find the equation
of such a curve passing through (0, k).
Solution:
Equation of the normal at a point P(x, y) is given by
Yy=
(X x)
(1)
Let the point at the x-axis be (x, 0). From (1), we get
y
= x1 x.
(2)
(3)
DIFFERENTIAL EQUATION
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Solved Examples
Example 1:
Find the order and the degree of the following differential equation
(i)
=0
(ii)
Solution:
(i)
=0
The highest derivative in this equation is order 3
Therefore the order of the differential equation is 3.
The power of the highest derivative raised is 2.
Hence the degree of the equation is 2
(ii)
y=x
y2 + x2
2xy
=1+
DIFFERENTIAL EQUATION
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dx + y
dy = 0
Solution:
x
dx + y
dx = y
dy = 0
dy
+c
+ c1 (c = c1)
Example 3:
Solve the differential equation
x
y = x tan
given y = /2 when x = 1
Solution:
Equation (i) reduces to
(i)
DIFFERENTIAL EQUATION
Let y/x = V
y = Vx
= V + tan V
sin
=x
Example 4:
Solve the differential equation
(x 1) dy + ydx = x(x 1)
dx
Solution:
(x 1) dy + ydx = x(x 1)
dx
y = xy1/3
y2/3 = x
Let y2/3 = z
y1/3
The above equation becomes
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AISM-09/M/DFEQ
DIFFERENTIAL EQUATION
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=x
x
This is known as linear differential equation, Integration actor is given
by
I.F = exp
dx
= (x 1)2/3
= exp
z(x 1)2/3 =
dx + c
(x 1)2 +
(x 1)
Example 5:
Solve the differential equation
Solution:
Let x = X + , y = Y +
dx = dX and dy = dY
Now ,
DIFFERENTIAL EQUATION
= 1 and
= ,
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=2
Let Y = VX
V+X
X
=
dV =
dX
+ y = 2 log x
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DIFFERENTIAL EQUATION
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Solution:
x log x
+ y = 2 log x
log xdx + c
(x c)
(c x)
Now,
y2 + (c x)2 = k2
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(i)
DIFFERENTIAL EQUATION
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(c x) =
Then (I) implies y
Which is the required equation of the above curve.
Example 8:
Let y = f(x) be a curve such that the triangle formed by the
co-ordinate axes and tangent at any point of the curve lies in the first
quadrant and has area 2. Form the differential equation.
y
P(x, y)
y
O
(x, 0)
k
Q
(c, 0)
Solution:
Let P(h, k) be a point on the curve, then equation of the tangent at P
would be
yk=
Now y = 0
(x h)
OX = x = h
Similarly for x = 0
DIFFERENTIAL EQUATION
OY = y = h
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+k
+ xy = 4
2xy
x2 + y2
Example 9:
A curve y = f(x) passes through the point P (1, 1). The normal to the
curve at P is a (y 1) + (x 1) = 0. If the slope of the tangent at any
point on the curve is proportional to the ordinate of the point.
Determine the equation of the curve.
Solution:
Equation of the curve is y = f(x)
Let P(x, y) be any point on the curve.
Now
= ky
(i)
DIFFERENTIAL EQUATION
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log y = kx + c
Since the curve passes through (1, 1)
log (1) = k + c
k=c
Equation of normal at (1, 1)
(y 1) =
(x 1)
(x 1) +
Now,
(y 1) = 0
c=a
DIFFERENTIAL EQUATION
Given,
Or
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= 2y + x
2y = x
e2x dx + c
=
y = c e2x
(i)
c=
(ii)
e2x
or 4y = e2x 2x 1
DIFFERENTIAL EQUATION
= kx
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= k dt
(i)
log
= kt
x = c ekt
when t = 0 x = x0
c = x0
We have x = x0 ekt
Given x = 3x0 when t = 1
3x0 = x0 ek i.e. ek = 3
We have to find when t = 5 then what is x 5?
x5 = x0 e5k = x0(ek)5 = 35 x0
x5 = 243 x0
Example 12:
Find the family of curves whose tangent form an angle
hyperbola xy = c.
Solution:
Here, the required angle is given by
= tan1
Or,
tan
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with the
DIFFERENTIAL EQUATION
where m1 =
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m2 = value of
=
1=
dy = dx
dx
Integrating we have
tan1
y=x
Or,
y = x 2
tan1
Example 13:
Solve the differential equation
+6=0
Solution:
Let
=p
(i)
DIFFERENTIAL EQUATION
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p (p 3) 2 (p 3) = 0
(p 3) (p 2) = 0
Thus either p 3 = 0 or p 2 = 0
(i)
p=3
(ii)
or, p = 2
(iii)
(ii) gives
=3
Integrating we get y = 3x + c,
(iii) gives
=2