1.1. Basic Concepts Many practical problems in science and engineering are formulated by finding how one quantity is related to or depend upon one or more other quantities defined in the problem, In many situations, itis easier to model a relation between the rates of changes in the variables rather than between the variables themselves. The study of this relationship gives rise to differential equations. Many of the general laws of nature find their natural expression in the language of differential equations. Differential Equation ‘An equation involving derivatives or differentials of one dependent variable with respect to one or more independent variables is called a Differential equation. For example: dy = (x + sinx)dx » @) etait) @ @) 4) 8) (6) Differential equations are classified as either Ordinary Differential Equations or Partial Differential Equations, depending on whether one or more independent variables are involved.Ordinary Differential Equation pendent variable ‘ ingle ind ‘A differential equation involving derivatives w.r-t 2 sing! called an Ordinary Differential Equation (ODE) ‘ions. Equations (1), (2), (3) and (4) are ordinary differential equatl Partial Differential Equation wart more than ane A differential equation involving partial derivatives tion (PDE). independent variables is called a Partial Differential Equa’ Equations (5) and (6) are partial differential equations. Order of a differential equation The order of a differential equation is the Order of the highest derivative present in the differential equation. Equations (1) and (3) are of the first order, (4) and (6) are of the second order, (5) is of the third order and the equation (2) is of the fourth order. Degree of differential equation The Degree of a differential equation is the highest exponent of highest order derivative in the equation, after the equation is converted to the form free from radicals and fractions. Equations (1), (2) and (6) are of first degree, (5) is of second degree, (3) is second degree (after making it free from fraction), and (4) is of second degree (after making it from radicals) Linear and Non-Linear differential equations A differential equation is called Linear if (i) The dependent variable and every derivative involved occurs in the first degree only and, (ii) No products of the dependent variable and /or derivatives occur,A differential equation is called Non-Linear jf it is not linear. Equation (1) and (6) are linear and (2), (3), (4) and (5) are non-linear. This unit is devoted for the study of Ordinary Differential Equations and their solutions by different methods. In what follows a differential equation means an ordinary differential equation. Homogeneous and Non-Homogeneous Differential Equations An ordinary linear differential equation can be written in the form (7) an) 2 + oma ++ ag(x)y = g(x) where a(x), @; (x), ...,@,(x) called coefficients and g(x) called the right hand side function, are all continuous real valued functions of x defined on an interval Tand y is an times differentiable function defined on I. If (x) # 0,¥x EI, then the differentiable equation (7) is called a Non-Homogeneous equation; otherwise it is called Homogeneous equation Family of curves Let y and x be the dependent and independent variables respectively. The equation f (x, ¥, C1, C2)+++) Cn) = 0 containing n arbitrary constants C1, C2y.-+4Cn represents a family curves called n parameter family of curves. For example, the set of circles, defined by (@- 4)? + Ye)? = 03 is a three parameter family of curves if c,, cz are arbitrary real numbers and cs is an arbitrary non-negative real number. Solution of a Differential Equation Any relation between the dependent and independent variables, when substituted in the differential equation, reduces to an identity is called a Solution or Integral of the differential equation. The curves representing the solution are called Integral curves.General Solution (Complete primitive or complete integral) grate it as many times as integration reduces the bitrary constant To obtain a solution of a differential equation, we inte the order of the differential equation. Notice that, 2a order by of the differential equation by one and introduces one 3° in the solution. A solution ofa differential equation of order” can have arbitrary constants. A solution of a differential equation is called a general solution if it contains as many independent arbitrary constants as the order of the differential equation. General solution, Particular Solution and Singular Solution .. (8) Let F(x, yyy", y™) = 0 be ann" order ordinary differential equation. ‘A solution of (8) containing n independent arbitrary constants is called a general solution. A solution of (8) obtained from a general solution of (8) by giving particular values to one or more of the n independent arbitrary constants is called Particular solution (Particular integral) of (8). A solution of (8) which cannot be obtained from any general solution of (8) by any choice of n independent arbitrary constants is called a Singular solution of (8). Example 1: y = c,e* + c,e**, where cy and c are arbitrary constants is a general solution of y" — 3y' + 2y = 0,since y = c,e* + c,e™ satisfies the differential equation (verify!) and it contains as many arbitrary constants as the order of the differential equation , we get y = e* + e** isa particular solution of the differential equation y" — 3y' + 2y = 0, since it is obtained by taking cy = Cy = Lin the general solution of the differential equation. Example 2: y = (x + c)?, where c is an arbitrary constant is a general solution 2 of (%2)" — 4y = 0 (verify). Notice that y = 0 is also a solution of the dferentialequation and it cannot be obtained by any choice of c in the general solution. Thus, Y = 0 is a singular solution of the differential equation under discussion. Formation of Differential Equations If an parameter family of curves is given, then we can obtain an n"” order ordinary differential equation whose solution is the given family of curves. bet (0%. €1, C20 1en) = 0 ~@) where C;, C2, ..., Cy be n arbitrary constants. Differentiating (9) successively n times, we get LCI I Cry Ca oor Ow LG YH Cry Cay oe En) falessiy'sy" unr yOs Cs 60) rCn) = 0 Eliminating the n arbitrary constants ¢,, C2, .., Cn from the above (n + 1) equations, we get the eliminant, the n™ order differential equation y) =0 F(xyy'y", y) = 0 obtained by eliminating the The differential equation F(x.y,y'.¥", noparameters C1, C2, .--, Cy is called the Differential Equation of the family of curves FREY Cy Car w0vEn) = 0 Example 3: Obtain the differential equation for which xy = ae* + be™* +x? is a solution, where a, b are arbitrary constants.oO ry hart w® Solution: Given xy = ae* + be* +* ' ; we differentiate () successively two times, Since (i) has two arbitrary constants, Then we get : xy! +y = ae* —be~* + 2x = xy" +y' ty! =aer + be* +2 ~ (id) = xy" + 2y" = (ey x?) +2 (using (i)) ie, xy" + 2y! —xy = 2—x? is the required differential equation for which ({) is @ general solution. Example 4: Find the differential equation of all circles of radius a. Solution: The equation of all circles of the given radius a is (eh? + (y— ky? =a? oO where h and k are to be taken as arbitrary constants. Since (i) has two arbitrary constants, we differentiate successively two times. Differentiating (d) we get, 2(x-A) +20 —-Wy’ = (¢-A)t+(y-hy' =0 w (ii) Differentiating (ii), we get 140% + Wy" = 0 y- k= EOE ww (itt) Now, from (ii) xh = —(y~ Ky’ = 1+ O°)" and G-W+o-W aa = a+oV"(Z) + eX = 0407 =20"F is the differential equation of all circles of radius a.Example 5: Fi p ‘ind the differential equation corresponding to y = ae* 2, where a, b are arbitrary constants. Oe ain solution: Gi = ae* be pie ven » ; ae* + bxe* = (a + bx)e™, where a,b are arbitrary tat ¢ it has two arbitrary constants, we need to differentiate two times and eliminate @ and b from these equations. Differentiating, we get y! = 2(a+ bx)e* + be™ = y' = 2y + be™ ting the above, we get y” = 2y' + 2be* = y" =2y'+2(y'-2y) _ (from the above) Thus, y" — 4y" + 4y = is the differential equation corresponding to the given equation. Initial Value Problem The general solution of an" order differential equation contains n arbitrary onditions to obtain a particular solution. If all the then the differential jal Value Problem (IVP) constants and we need n c conditions are prescribed at a single point, say x = Xo, ation together with the n conditions is called an Initic equ: and the conditions are called Initial Conditions. Boundary Value Problem Suppose that the n* order differential equation is valid in the interval aS x is 2. Here (1) is non-linear because the degree of is 2 and gy . 4 product y =~ of dependent variable y and its derivative 2 occurs. b) The given differential equation is Srafi+(2) fay To get rid of radicals, square on both sides, we get, y o ax 2g an? 2 4 2 (%) — ary = a2 {a4 (& yitat(Z) ~ww B= a{+(S)} which is of the first order and second degree because the degree of the highest derivative 2 is 1. Since degree of 2 is 2, the given differential equations is Non-Linear.1Pp2. = acos(mx + b) isa solution of tl show that Y = 0, where a, b are arbitrary constants. @Y 5 mn? Semy a Solution: Given that <2 + my = 0 Alsogiven that y = acos(mx +b) Differentiating y wart , we get & = -ma sin(mx + ) Differentiating (2) w.r.t x, we get Fa 8 &% = —ma cos(mx + b) Substitute (2) and (3) in (1), we get —m@a cos(mx + b) + ma cos(mx + b) = 0 = 0 = 0 whichis true. Hence, y = a cos(mx +b) isa solution (1) he differential equation GJ =Q .GP2. Show that y where A and B are arbitrary constants. A ‘ é {+ B isa solution of the differential equation £2 + Solution: Given that £2 2&9 @) Also given that y= 448 Differentiating y w.r-tx, we get Lorn (2) ax = Differentiating (2) w.r.t x, we get ay _ 2a 8) ax? 8 Substitute (2) and (3) in (1), we get +2(- 4) = 0 = 0 = O whichis true + B isa solution (1). Hence, y =P3. Find the differential equation of the family of curves y = e*(Acosx + Bsinx) where A and B are arbitrary constants. Solution: Given that y = e*(Acosx + Bsinx) (1) Differentiating (1) w.r.t x we get B= e*CAsine + Beosx) + e*(Acosx + Bsinx) 4 . 2 = e%(—Asinx + Bcosx)+y (Using (1)) wn (2) Differentiating (2) w.r.t x, we get £y ~ _oxcy ‘i ay ae (Acosx + Bsinx) + e*(—Asinx + Bcosx) + ad ix yew wy ae Vt ye (Using (2)) w» (8) Hence, by eliminating A and B from (1), (3) and (4), we get @y yay ae 25, +2y =01P3. Find the differential equation from the relation y = asinx +b cosx + xsinx where a and b are arbitrary constants. Solution: Given that y = a sinx + b cosx + xsinx ~~ @) Differentiating (1) w.r.t x , we get 4 T= Gcosx — b sinx + sinx + xcosx ~@ Differentiating (2) w.r.t x, we get @Y — ~q sinx — b cosx + 2cosx — x sinx ay ax? ay £Y = 2 cosx — (a sinx +b cosx +x sinx) =2cosx—y (Using (1)) Hence, by eliminating a and b from (1) and (2), we get oe 4+ y = 2 cosx, which is the required differential equation. xIPa: Form the differential equation by eliminating the constant ‘a’ from the relation 1 = 2a(sin@ ~ cos@). Solution: Given equation is r = 2a(sin @ ~cos 6) (1) Differentiating (1) with respect to 0, we get SE = 2a(cos 6 + sing) =) efiien = 2a(coso+sind) ar _ r(cos64sin6) 2) = (1) gives 2 = 2a(sin8=cos8) ~ a0 = sin@=coso This is the required differential equation. Pa: Obtain the differential equation of the family of ellipses whose axes coincide with co-ordinate axes and the centre is at the origin, Solution: The equation of family of ellipses whose axes coincide with the axes of Co-ordinates and the centre at the origin is ped (1) a where a and b are parameters. Differentiating (1) with respect to x, we get 2x 4 2y ay at bax zy yay 9 3 2 a bax xax Differentiating (2) w.r.t x, we get = 0, which is the rey xdx? "x2 “ Tequired differential equation. 2 ay ty)? yay 4 (x2-y)2=0- 9S +x(Z) ax Jax1,1, Basic Concepts EXERCISE |, Determine the order and degree of the equation and classify it as linear or non-finear: ay" + By" + hy ~y 0 by bay ty = x sinx 6 "+20? = coshx de 8" = [1+ xy!) YO aay = Bea? fy" ty = tan(y') 6 +O axtey HI, Eliminate the arbitrary constants and obtain the differential equation satisfied by it. a y=eCcos(pt—a) 5 cis an arbitrary constant b. y =e (a cos2x +b sin2x) ;a,b are arbitrary constants ics is arbitrary constants d. (x= p)? +4)? = @? 5 p.a,q arbitrary constants e ae-* + be-* + ce“ ; a,b,c are arbitrary constants fx? —y? = a(x? — y2)? ; ais an arbitrary constants. Il Verify that the given function satisfies the differential equation: a ysce™, y +2xy=0 b. y=alogx—x, y' = logx « yssintx, y" =a -cosx d. y=2tand—x, (1 +cosx)y’ e. y= secx+tanx, (1-sinx)*y" = cosx IV. Solve a) Find the differential equation of all circles which pass through the origin and whose centers are on the x-axis. b) Find the differential equation of all circles which passes through the origin and whose centers on the y-axis, ¢)_ Show that the differential equation of the family of circles of fixed radius r with center on 2 +x7=0 y~axisis (x? =r?) (21.2. First Order Differential Equations This module and the subsequent two modules ara dvoted for the solutions of differential equations of first order and first degrae, In this nodule we prabent the solution by the method of variables separable and the method of solving homogeneous first order differential equations. A differential equation of first order and first degree Iy of the form y= fy) We now consider these differential equations or an Initial value problem associated with it. Variables Separable If the differential equation of first order and first degree (A) can be expressed in the form ay _ 9) = mio oO hy)dy = g(x)dx, where g and f are continuous functions of x and y respectively, then the equation olved by integration. The general solution of (1) is SaQ) dy = fa@)dx+C, where C is an arbitrary constant, Since the equation is solved by separating the variables, the method is called variables separable. can be s Example 1: Solve: 3e* tany dx + (1-e*) sec’ ydy =0 Solution: The given equation is 3e* tany dx + (1 -e*) sec?ydy =0 Separating the variables, we get 3—2ydx + 2@2dy =0 i 8 1 We ei Toe tanydx + fe Edy = Ine Integrating, [3 tony 2 = -3n|(1—e*)| + nleany| = In = Gens i i ii uation is Therefore, the general solution of the given differential eq tany = C(1-e*)?, where C is an arbitrary constant a = = here Example 2: Solve the initial value problem L&-+ RI=0, 1(0) = lo w 1,R,L are respectively, the current, the resistance and inductance in electrical circuits (R, L being constants). Solution: For / # 0, L # 0, we write the differential equation as Integrating, [4 = — [2dt + Inc = In|t| = ~fe+inc R, R = In|l| = InCe~U! = 1 = Cet" , where Cis an arbitrary constant. We have, the initial condition J = 0 when t = 0. Applying the condition, we get Ip = C. Thus the particular solution of the given initial value problem is T=he™ Example 3: Find the equation of the curve passing through the point (1,1) whose differential equation is (y — yx)dx + (x + xy)dy = 0. Solution: The given differential equation is O~ yu)dx + (+ xy)dy = 0 = y(1—x)dx + x1 + y)dy =0 Separating the variables, we get Fart Pays 0 E-1)ar+(L41)ay=0ting, f (7-1) dx + f (4 : integrating, f (2~1) de (L441) dy = 6, where C fsan arbitrary constant. = In| —x+ Inly| ky = Inkxy| ty = It represents one parameter of family of curves. Since the curve passing through (2,1); put y = 1 when x = 1, Then we get, C = 0, Therefore, the ‘equation of the curve passing through the point (1,1) is InJxy| = x ~ y. leu, xy ser, Example 4: Reduce the differential equation y" + ¢”(y')® = 0 to a lower order equation and solve. Solution: Set y’ =u. Then “2 =4(#) = ys uthen £2 =2() = The given equation now becomes ut + eu = iy Separating the variables, we get “¥ = —e7dy,u# 0. Integrating we get; = =e” +C = & =e +C = dx = (e" + C)dy. Integrating again, we get_ x = e” + Cy + D, where C and D are arbitrary constants. J For u = 0, ie,, 22 = 0, we get y = G and itis also a solution of the given differential equation. Equations Reducible to separable form The equations of the following form can be reduced to an equation in which variables can be separated. Equations of the form 2 f(ax+ by +e) Put ax + by + c = u, differentiating w.r-t x, we getThe given differential equation becomes i(#-a ae ) = sw) ie, B= at Fw) au Separating the variables, we get pray — = f dx +C where C is an arbitrary constant, Integrating we get, f =a Example 5: Solve: & = sin(x + y) + cos(x + y) Solution: Put x + y = wu, Differentiating w.r.t x, we get, ay _ du he os a at as ix ax dx The given differential equation now becomes, au aw 71a sinu+cosu= = 1+sinu+cosu Separating the variabl — mt _e Pe 8 bles we get, it+sinut+cosu Integrating we get, f—“*_=x4+¢05 SaaaEa = x+C Lesinutcosa w= x+C = In(1+tan = In(1 + tan(=2)) = x + is the general solution of the given differential 2 equation. Homogeneous function A function f (x,y) of two variables is said to be a homogenous function of degree n inx andy if f(x, Ay) = A"F (x,y) forall A > 0. The degree of homogeneity n can be an integer or any real number.Examples wehave Fx + jy) = NEWT a aeipp y= WB _jintog_ a . Oa = BAS = 25fe23)) fi) fiwy) isa homogeneous function of degree 0. Note the following: FQ ere (2 ors ftenn = "9-0-6 Note: Every homogeneous function of degree zero can be written either in the form g (©) orin the form 2 ( Homogeneous first order differential equation A differential equation of first order and first degree ©. = f (x,y) is said to be a homogeneous differential equation, if f (x,y) is a homogeneous function of degree 0. ‘That is the equation can be written in either of the form a 2 Pan Zaa() 9» S="0) Ifo first order and first degree differential equation is homogeneous, then the substitution of y = vx (or x = uy) reduces to a separable form. Suppose that 2 = f(x,y) isa homogeneous differential equation. That is, f(x,y) oN) orl isa homogeneous function of degree 0. Then f(x,y) = 9 Cork @): tet 2= 2) _ Now, put y = vx. Differentiating, & = v + x. Now, the differential equation becomes ae ay os @ = g(v)-v wg) a xeaa” ve xis = 96 a we Separating the variables, we Bet FGj=y x Integrating, we obtain f— rr eo pain |x] +¢ iven differential equation. the general solution of the giv Now, replace v by 2to obtain (2), we use the substitution Note: To solve the homogeneous equation y’ yew Example 6: Solve: (x? — dxxy — 2y?)dx + (y? — 4xy — 2x*)dy = 0 Solution: Rewriting the differential equation, we have dy _ xtxaxy-2y? ax ~ 2x2 44xy-y? . _ xta4xy~ay? . Notice that f(x,y) = Zar n7 Is a homogeneous function of degree 0. Therefore, the given differential equation is a homogeneous differential equation 4 a ani i . Put y = vx. Then 7 = v+x and the given differential equation becomes, 1-6v~6v? +3 2+4v—v2 av ax v+x@= tee 2440. Separating the variables, we get dv=— veeys ie Integrating we get, f 20°) gy 4.3 6% = mic v3—6v2-6u+1 x = In|v — 6v? — Gv + 1] +3 In|x| = In|C| = 8(03 - 6? -6v +1) =C , where vy =% x The general solution of the given differential equation is3 2 — 6x2y 4x3 = y3 — 6xy? — 6x?y +23 = 6, wh rbitr ni C, where C is an arbitrary constant. Non-homogenous Differential equations Differential equations of the form SY = Setby+e = cpletiuiiibte nace th o ae 7 beemyen CL) Where a,b, c,L,mand n at (1) is n easel jot homogenous. We consider the following dy _ slxtmy)te ax bermysn Case (i): If » TS then (1) becomes ay _ aw Put Ix +my =v => l+m ax de Now, the above becomes + (S -1) = 58 ma Nae vn dv _ m(svte) ax vn m(sv+e)+1o4n) ven Separating the variables we get, 5 dv = iB iables we get, guia t= integrating and replacing v by Lx + my, we obtain the general solution. Case (ii): If # 2 then we substitute X = = +h Y=y+k in(1).Then aw = & and (1) becomes ay _ axsprs(ansbete, a Teamy +(themicen) Choose hand k such that ah+bk+c= Oandlh+mk +n = 0. Then the above equation becomes quation in x and y. Solve this equation and substitute and this is a homogeneous ¢ +t the general solution. Xex—hand¥ =y—ktose + tdy — Gr - by +2)dx = 0 Example 7: Solve: (x-2ye s eyt2 _ 3(xn2y)+2 qoaytt (By) Solution: The given equation is 7 av ay. = @ = 1(1 2) Putx—2y=v 91-22% = 77 es 2(3v42) _ _ Sv43 vez vet av gute dv av vet dx 1 The given equation becomes 3(1— <2 dx ver Separating the variables we get dv= AGv43)42 1 2 eS ipa 142) gyn, = dpm tina G + Gera)? SoH l 2 =-[ae By (2)2 =ox+C Integrating, I(d+aetig joe farscm f+ @)drse + x ee Sanjsx ~ 10y + 3] = —x + C, where C is an arbitrary constant and is the general solution of the given differential equation. Example 8: Solve: (2x +y—3)%=x+2y—3 —- . jon is 2%, = X#2¥-3 Solution: The given differential equation is 2S Notice that 2x + y = k(x + 2y) fornok ER. Now, put x = X +h and ¥ =¥Y +k in the equation. Then the equation becomes ay _ X42¥4(h+2k~3) aX 2X4¥4(2h+k-3) Choose h, k such that h + 2k —3 = 0 and 2h +k—-3=0and solving them, we av _ xs get h = k = 1. Thus, the above equation now becomes Prieetraes Note that f(X,Y) = = is a homogenous function of degree zero. Put ¥ = 0X => < =ut xe - Then, the equation now becomes dv _ 142 dv _ 142 dv _ 1-v? v+X —= —=— x= — 2+y ax 24v ax 2+y axSeparating the variables we get, = dv a% ao 7s Integrating we get, (= Be [Frcs [asf x 2dv dX fhavf 1 Jive gay I Sint» 1 Fras = OX = VIF 0 = CXL - v3? = = €3x2(1— 3 ¥ = px? (4-2) Lt = 8x21 vy 14h = ax’ (1 3 =X +¥ =k(X—Y)3 where X=x-1,¥=y-1 Therefore, the general solution is x + y — 2 = k(x —y)3, where kis an arbitrary constant.Le 1p1: Solve: B— xtan(y— * (1) “ _yx Solution: Given “2 — x tan(y ~ *) 1 ubstitution method to separate the variables Here we use s a Put y—x =v , so that From (1), we have #41 -xtanv = 19 = x tanv Separating the variables, we have <= x dx [xdv+C= In|sinv| => + Integrating we get, i tany Therefore, the general solution of (1) is In(sin(y — x)) = + C , where C is the arbitrary constant. 4 “ Pi: Solve: y— x 2 = 2(y? re Solution: Given y ~ x 2 = 2(y? + 2%) (@) wy-1 Bayt 422 29-29 @+ynz By separating th bles, we get —% _ - & _, [24 _2 = y separating the variables, we get 9% — = Se. E mlo-S : 1, Integrating on both sides, we get fi-+ 7 i y x42 => In|y|— In |1—2y| = In|x + 2|+ Inc =C(e+2) Sy =C (1-2y) +2) =hlC (x+2)|> eit es Therefore, the general solution of (1) is y = C(1 — 2y) (x + 2), where C isan arbitrary constant.1p2. solve: (y dx +x dy)x cos (2) = (xdy—y dx)x sin Q Solution: Given (y dx + x dy)x cos ® = (xdy—ydx)xsin (1) sycos(t)eyin( Notice that f(x,y) = see is a homogeneous function of degree zero. Therefore, equation (1) is a homogeneous equation. 7 oye w Puty = ux => = vtxe The equation (1) now becomes dv _ veosvivesiny _; dv _ _ 2vcosv DEE SG Se Ri sana ax ~ vsinv—cosv dx vsinv-cosv dx _ vsinv-cosv , ; dx _ vsinv=cosv gy, Separating the variables, we get — saa Integrating, of aS 9 2] = ftany do— [Lav z =In|eos»|—1 i 2 (2 2) = Substituting v = e the equation now becomes *' ?) cos @) Cc C, where C is an arbitrary + y Therefore, the general solution of (1) is xycos ) constants.P2. . 8 =1 , 2 ven that y(v3) , Solve x dy — y dx = x? + dx and g \ F dx = ath? wn(1) Solution: Given x dy — y dx = fx? +y? dx = 7 * Vx? ty? 5, ion of degree 0, Notice that f(x, y) = 7***" is a homogeneous functi ‘Therefore, (1) is a homogeneous equation. Put y= vr av x. The equation (1) now becomes ix vixtsvivitta 8 View Separating the variabl ¢ = & Parating the variables, we ge Jar => dv _pde Integrating we get, f—® -(2* iG iF +) J x = Info + VEFR2| = nx + Inc > v + VTE =Cx Substituting v == in above equation, we get y+ Je Fy? = cx? (2) This is the general solution of (1), By hypothesis, we have initial condition y(v3) = 1. he, y = Lwhenx = V3. (2)14+2=3¢5¢C=1 Therefore, the particular solution of (1) is (x —y)? = x? + y213: solve: (2X +Y¥—1)dy ~(y_ dy 2y4 ax = 0 = Sttbyte solution: Given ixemysn wl) Notice thatam—bl=144=549 Now, putx = X+h, = i i ¥ = ¥ + k in equation (1), then the equation becomes ay _ (X-2y)4(h-2ks) ax ~ @x+Y)¥(ahtK=1) Choose h, A such that h-2k+5=Oand 2h+k—1=0. Solving, we get h=—2, k =+* Thus, the above equation now becomes ay _ x- aX 2x4¥ Note that f(X, ¥) = 22s a homogeneous function of degree zero. _ ay _ a , dv _ 1-20 Put ¥ = vX == = v +X. The equation now becomes v + X= ay" | ax a_avea Separating the variables, we get “= -2(2*4.) dv dv > InX? + log(v? + 4v—1) =In€ | pak aia Integrating, [= - Ja = In(xX2@v? +4v-D) =n = X?(v? +4v-1) = Put v = ©, we obtain xe(@) +4(@)-1)=c9 v8 tay x7 =¢ Substitute, X = x + 2, Yey- 2 in the above equation, we obtain x? —y? —4xy + 10x + 2y =C Therefore, the general solution of (1) is x? — y? — 4xy + 10x + 2y = C, where C is an arbitrary constant.P3: 120 aay ty OE Solve: (x —¥ py-ke solution: Given 7) -1=-2#0 Notice thatam — bl = —1—1 smi nisin txreXth, yoY tein equation (1), then Now, put x = Lye ) ) Choose h, k such thath + k +4 = Oandh—k—-6 = 0. w becomes Solving, we geth = 1, k = —5. Thus, the above equation no ay _ x4Y ax X-¥ Note that f(X, ¥) SS is a homogeneous function of degree zero. Put _ ay _ a . (OU ae RE Y=ewXs svt Xj The equation now becomes v + x ax — ay vay Tey? 1+v? inv Lv? 3 nk = tan“! y —Fin(1 + v?) +2Inc Separating the variables, we get % ax dav vdv Integrating, f= sf 2 Y 3 2inX +In(1+5)- inc =2tan™ (5), where v =~ KP+y?) -1/¥ 2 2 = cp2tan’ >in et) = 2tan @)sx +Y*°=Ce Substitute, ¥ = x—1, Y = y +5 in the above equation, we obtain the general solution of (1), (12+ (7 +5)? = Ce), where C is an arbitrary constant.1P4: Solve: ae Batty Solution: Given & = 242942. ae ~ Bettye a) Notice that am — bl = 2-1-9) ants ee sti re Separating the variables, we get dz = dx. Integrating, Is \e-fere= psaeagleoe #2 = Ft jin [42 +5|=x+C. Putz =x + 2y, Then the above equation becomes 2B 4 LnlaGe + 2y) +5] = x40 Therefore, the general solution of (1) is 8y + 7in|4x + By + S| = 8x + C, where C isan arbitrary constant, Pa: Solve: (4x + 6y + 5)2= By +2x+4 iven £2 = 2etsye4 _ (aesbvte) Solution: Betsy ee (axthyee lution: Given or = Sexes — \tetmyn 1) Notice that, am — bl = 12-12 =0. Put 2x + 3y =u 2432 1a wet du _ ruse Thus, (1) now becomes 2 (= 2)- oe aut & du = dx Separating the variables, we obtain Fam Integrating, ee xt =? 2u-2¢ In|7u + 22l) Now, put u = 2x + 3y, then the equation becomes 14(2x + By) — Slnl7(2x + 3y) + 22| = 49x + € ~ x) —9In|ldx + 21y +221 = 9x +C, Therefore, the general solution of (1) is 21(2y where C is an arbitrary constant.4.2. First Order Differential Equations EXERCISE I. Solve the following Differential Equations ey a+ Vax 1tx? ¢) 3e*tany dx + (1 —e*) sec? y dy a) (ax +x?) Zaat+2ax fx VI=a7 dx ty (T= y* dy=0 4 = 2 b) & = e* Y x2 0 ay = (x+y +1? ay _ xlognt) 2 = g? ec Grty+? ga TREES ety? Baa Answers a) sinh-1x + sinh-4y = beraHterte ©) tany = c(1 —e*)? a) x(x +20)? = Cee e)VI—-x?+ JI-y*+c=0 fytant (F2**) = 2x +0 h)y satan?) +e 8) ysiny = x?inx + Il. Solve the following Differential Equations i) xy dx — (x3 + y*)dy = 0 in(1+6>)ar+e7(1-2)ay=0 it) 2xyZ =x? +y? iv) y2dx + (x2 + xy)dy = 0 v) (x+ xy) dy =ydx vi) (x? —4xy—- 2y2)dx + (y? — 4xy — 2x?)dy = 0Answers ) mpl-S= l)x+ye =e lil) x = (x? ~y2)¢ iv) xy? = C(x + 2y) v) ~2 fs Iny=c vi) x8 +y3 - oxy? - 6x2y ULSolve the following Differential Equations 1) (x + 2y—3)dy = (2x -y + ax 2) (2x + 3y — S)dy + (8x + 2y -5)dx =0 3) Gx Ddy-(@—y-1)ax=0 4) (x +y—3)dy— (+ 2y-3)dx =0 Answers 1) YP +xy-x? +x-By=c 2) 3-1? +4@-DO-1) 430-1) =6 3) n@-y)a=xtyte 4) @+y—2) =eG—x)? IV.Solve the following Differential equations ) ay _etyts ) dx 2xt2y+1 ii) (+ 2y — Idx — 2x + 4y + 2)dx = 0 ili) (2x + 2y + 3)dy —@+y + Dax =0 iv) @ + y)(dx — dy) = de + dy Answers here sin (24) (3 ii) x + 2y + Inlet 2yl= 2x40 i) 6(x + y) + Inlax ty — A= 3x +e iv) xtytinixtyl=2xte1.3. Exact First Order Differential Equations In this module i ioe moa we consider differential equations of first order and first degree of “y)dx + N(x, y)dy = 0 and discuss their solutions Exact differential equations of first order and first degree Let M (x,y) and N(x, y) be real valued functions defined on some rectangle R: ((x, y)| |x — x9] < a,|y — yo| . = 3, '" R z 5 Define u(x, y) = J 'M dx, where. J M dx denotes, the integration w.r.t x treating y as constant. 8 * @N _OM_ 4 (au\_ @u. (J was) = Mand 3 oy = a(R) = ayax in R- (Since M has continuous partial derivatives of first order in R; ux, and Uy, are continuous in R. By a theorem in advanced calculus Uy, = Uxy in R) aN @u _ Ou in a @) ax dyax ayax ox * ox ay: Integrating w.r.t x treating y as constant, we get au au NaS +C=5 +00) (Since the arbitrary constant may be any function of y alone)ow OH ty 4 20 ay Ux + aly + OG)dly Thus, M dx +N dy = ou Oy oy dat H)| ay =du Thus, there is a functi Boece ction f(x,y) = Therefor: i satichint e, the differential equation ws nay leat cai a iuicn ei, . Hence the theorem ution of the differential equation Mdx + Ndy = 0 when exact In the abo . ve theorem we have found a function f(x,y) such that dl f(x,y)] = Mdx + Ndx The ic s general solution of the differential equation Mdx + Ndy = O's f(y) = © where C is an arbitrary constant, where fey) =u+ fooydy= "maxes (-¥)ay Thus, the general solution of Mdx + Ndy = Ois given by [/m a+ s(w-B)dy =e wnere w= [max We can carry out the integration in the above equation as follows: y as constant, integrate those terms in y) w.r.t x treating quate First integrate M(x, from x w.rty and add these two expressions and @ (x,y) which are free to an arbitrary constant to ol 2: Solve: (ax + hy + dx + (hx + by + fody =9 nis of the form Max + Ndy = 0, where btain the general solution. Example Solution: The given differential equatio M=ax+hyt+gandN =hxtbytf Now, Mohs 5N Thus, the given equation is exact. ” ay ax The general solution is given byMax feeerm inn free i (reeersin constant 2K ses feaxct by aya + fox DO wy? 4 fy aK shyt gx Et hy sean arbitrary constant 24 2gx + 2fyte where ¢ 15° ie, =0, ie, ax? + 2hxy + 2by = 0 be not exact. IFit can be Integrating factor NG yd; ydx + IY jy eothen ney) is Let the differential equation M(x, it by a suitable function (% made exact by multip called an integrating factor (I.F.) Methods of finding integrating factors s for finding an integrating factor for a non exact Now, we present some method: differential equation given by Mdx + Ndy =0 Method-1: To find an integrating factor (I.F.) by inspection Sometimes an I.F. can be found by inspection. Example 3: Solve: ydx — xdy = 0 Solution: The given equation is of the form Mdx + Ndy = 0, where M = y and aN _ 4, and so + 2%. Thus, the given differential ay” dx =- OM 4. N = —x. Now, oy 13% equation (1) is not exact . By inspection, we notice that if we multiply ydx — xdy, is an |.F. Multiplying the given differential 1 1 wie Gg (E by z then it is a(®). Thus, , 1 equation by , we get ydx-xdy _ ee se 0 d()=0Intearating, we get {ae ps BOE SC where ¢ isan arbitra Mary constant and tty the tenoral solution of the given differant quuatl lal equation, Note: 1) Notice that (log, a 1 ay and wt anda (nt (8) Y=, ra, ‘re also integrating factors, 2) A first order ditt , ler differential equa 4 Integrating factors. SeAon Met s+ Ney w 0 con admit more than one Example 4: Solve: (1 4. XV) pd bel = ay dye 0 Solution: The gi fon: The given equation is the form of Md 4: Ndy = Owhere M=(1+axy)y an ay Therefore, the given differential equation Is not exact, xdy) = 0, Rewrite the equation as _ydx ++ xdy + xy(yda = 09 day) +x2yta (™ @) =o = d(xy) +x?y’ = acy) +a(in @) =0=a(in(§) -; oF Integrating, we get In @ The general solution of the given differential equation (2) is In @ = where C is the arbitrary constant. Remark: By re arranging terms of the given equation and/or dividing by a suitable function of x and y, the equation so obtained may contain parts which are integrable. Remembering the following exact differentials will help while solving by the inspection method.¥ @ w aG)= is (w) anon) = dina ena(sno? +29) oF Je re* ds dy wit) a(S) = Gx) d(sin“(xy)) = — i ferential e “ ..y)dy = 0 is a homogeneous diff Method 2: if M(x, y)dx + M(x,y)dy pons equation (i.e. M(x, y)and N(x, y) are homogeneous functions th and Mx + Ny = O then mi is an integrating factor. Example 5: Solve: (xy — 2xy*)dx — (x3 — 3x7y)dy = 0 Solution: The given equation is of the form Mdx + Ndy = O,where 2 5 N=—x3 + 3x%y SY = 35? + 6xy, am, aw a teae , Clearly, & = ©. Therefore, the given differential equation is not exact and we look for an LLF. Notice that M and N are homogeneous functions of the same degree 3 and Mx + Ny = x(x?y — 2xy?) + y(—x3 + 3x2y) = x2y? #0 3k + 1x tty + 2(k + 3)xtyht? = = 3(k +1) = 4(h + 2)and 2(k +3) = 6(h+1) = 3k-4h=5,k-3h=0 Solving, we get h = 1,k = 3. Thus xy* is an .F. Multiplying the given equation by xy? we get, e 4(h + 2)x™4yk + 6(h + 1)xhykt23xty* + 2xy®)d: 9 * + GXY9 4 622984 _ 9 itis of the form Mydx + ng hdy = i = Oand this i 'S exact. The general solution is given J Maes [(termsi coe, i be+ I (termsin N, free fromx)dy=c ni = J@xy +2xy dx + fody=c = yt + x2y6 =C, ie, x2y4 » X°y* (x + y?) = C, where C is an arbitrary constant. ANNEXURE Partial Derivatives The derivati . : derivative of a function of several variables w.r.t one of the independent vi i . ariables keeping all the other independent variables as constant is called the Partial derivative of the function w.r.t that variable. Let z = f(x,y) be a function of two independent variables x and y defined ina domain of xy — plane. The partial derivatives of f w.r.t x and y are denoted by a and 2 i respectively and are defined as below: OF jj Letters), = im fos Sey) ax ax~0 ax ay Ay~0 The total derivative of f (x,y) is denoted by df and a af = Lax + Lay We define the second order partial derivatives as feet bxy)- fe) or = af 2 a = (5) felts) = dim, ax. ar _ a (af\_ s Sy thy) —fy@O) dyax dy x) fy) dim, ay (Differentiate partially w.r-tx and then w.r.t y)Ay) poe tae) ty Of) of, aime fy hen BL) we fy) Am ‘ay (pifferentiate partially w.r-LY anc then wit spr =fx ifthe limite wigts, k OF ws 2 (2L) = fyy Cty) = Mo - P(a, b) then at this point fiy = ay? ~ ay Nay. vous at the paint lation Is Immaterial In this Gas: 2) 4 can" (2) ny) # (0.0) Noter If fey and fyy are continu fox: That is, the order of the differentia Example 1: Let f(x,y) = In@x* + Y stant. To get f; differentiate f w.r.t x keeping y as COM fey) = goat rece - To get fy differentiate / w.r.t y keeping x as constant hey = ae = el 2 SEDC -Caxnydayy yeoman enor oe mya fe med 2 (2801) _ ayaa Gxcyyex _ pytnatay " ag Ui) = 3g (2) aa ae (xtry2y bole 5 h)= ay Ge Notice that fry = fyy. The total derivative df= Lax +2 = 2? ay. vo) = Gaga + pe dyIPL: solve: (1+ xy)xdy + (1— ae ydis'so Solution: Given, (1 + xy)xdy + a- pOydi 0 = xdy + ydx + say ~ydx) =0 7) Multiplying with = ar ye (by inspection), we get ‘d: = 7 st + SO = 9 = +d (m(Z)) =0 Integrating, we get j= +fa(in(2)) =0 = C_,where C is an arbitrary constant. =-itin|\ Pl: 0. : Solve: (2xy + — tany. Solution: Given (2xy + y — tany. +sec?y)dy +sec?y)dy=90 (1) 2 2 yadx + (x? —xtan"y 2 dx + (x? — ¥ tare y Comparing (1) with Mdzx + Nady = 0, we have _xtan?y +sec?y M =2xy+y-tany i N= Differentiating M partially w.r.t y, we get IM = ay 4 1 —secty = 2x — tam? y iy on 2 Differentiating N partially w.r.t x, we get. 3 = 2x —tan*y rm aM _ an since 2 = 2% (4) j i by ox? (1) is an exact equation. Now, uw x x J Max = [ (2xy +y—tany)dx > u=x*y + xy —xtany Differentiating u partially w.r-ty, we get 24 = x? +x—xsec?y y 0) = -% ay —xtan?y +sec?y—x? -—x+xsec?y = sec? y + x(sec? y — tan? y) -x =secty+x—x= sec? y +00) = sec? yand f O(y) dy = f sec? ydy = tany Therefore, the general solution of (1) is u-+ SOQ)dy=c => xy +xy—xtany+tany=C > (+ Dxy+(1—x) tany = C, where C is an arbitrary constant.~@ an ax Therefore, (1) is not exact Notice that 4 oy (1) is of the form YF CY) dx + age) ay Mx — Ny = x2y2 = Oand sinxy + xy cos xy — , ‘Y COS xy ~ x?y? sin xy + xy cos xy = Ixy cosxy #0 ODF Mx-ny ~ Baycosey Multiplying a ving (1) by Baycosay WE Bet F(vtanzy +3) ae + (xean xy — 2)ay=0 Comparing (2) with M,dx + N,dy = 0, we have M, =2(ytanzy +2 ‘ 1 x F(ytanxy +2) iM =2(xtanay-4) am, 2 a, ay = by sectxy +tanxy]; — B= 2 Ixy sectxy + tanxy] ince, ila — 2M: Since, 5 = 2 , (2) is an exact equation x x wow, = f mde = | (tansy +2 dx = EIn|secxyl + 5in\x| +C au _ xsecxytanzy _ 1 ou eseoayeaney — 2 x tanxy ; ay 2secxy 2 tanzy, acy) = W, - # 1 1 $x tan xy ~ 5 ~ Fr tan xy = 73 J OO) dy = —3Inly\ Therefore, the general solution of (2) is u + f O(y)dy =C | 1 1 aie asec xy = in|secxy|+5ln |x| —Fln|y| = Inc = ine => xsecxy — Cy = 0, where C is an arbitrary constant.‘ns CH): xy - dy ayy? = 0, we have M = yi Bax + 0? dx + OF Mdx + Ndy p2:solve: Solution: Given, yt Comparing (1) with bifferentiating M partially w.r-t ¥ we gel pe ae-y 2x (1) is a homogeneous equation. ifferentlating NV partially w.r.t x, we Be #2, (4) isnot an exact equation. But an since 2 1 et ea 1S any 7 Pepe? EY Now, the integrating factor (LF) of Boy? gy = 0 pan t+ aay vweget 5 aie a lultilying (2) by Sanya Comparing (2) with M, dx + N,dy = 0, we have Diy _ _xtty? | ON, ay GARE ay Gaya F ally _ Ny po), Since + = J, (2) isan exact equation. au dx = 3in || 2 Lay and ae JOO) dy = f Sdy = Inly| Therefore, the general solution of (2) is w+ [ O(y) dy = InC + Inlyl = ne 3 (2)Fy=c = aye (x—y)y? = C(x + y), where Cis an arbitrary constant.w 1P3- solve: (3xy — 2ay dx + ¢ 3 a? 2axy)dy = 9 2 Ddx + (2 Comparing (1) with Max +g C~ 2ay)ay = 9 LY = 0, we » We get =a) solution: Given (3xy — 5 = 2ay' M=3 XY — 2ay? ; N=x bugs ~2axy dy = 3x—day , O_ * og = 2x 2ay since 2M 4 ON dy * Ser A) isnotan exact Now, + (24 _ an na (5 St) = & =) zany BX — 4ay ~ 2x + 2ay) +: Integrating factor = eJ/@)ax — Multiplying (1) with x, we get (3x*y — 2axy*)dx + (x3 - 2ax?y)dy = 0 @ Comparing (2) with M,dx + N,dy = 0, we get M, = 3x%y -2axy?; My = 2x3 - 2axty ie a | aN, is = xt — daxy 5 Se 3x4 —daxy ag Oia = M1 09) ji since 2 = S, (2) isan exact ¥ x ae J Mydx = J (3x2y — 2axy)de = xy — ax?y? = 2axty — x3 + 2ax*y =0 au So i co a x3 —2ax*y and 60) =" -9, « [OQ)dy =0 the general solution of (2) is 2y2 = C, Therefore, utfog)dy=t=> x8y - ax’ where C is an arbitrary constant.P3, Solve: 2xy dy — (x? + y? + 1)da = 0 2 = @) Solution: Given 2xy dy — (x? + y? + 1)dx = 0 Comparing (1) with M dx + Ndy = 0, we have Ma-(x? ty? 41) 5 N= ary ou . aN Maw 3 Bay a ince 2M Since = * Fd , (1) is not an exact aM on’ _2e Now, r(e-= (-2y - 2y) = -5 = f@) 2 + Integrating factor = eS /@)ax = Sz = -2inix] = + Multiplying (1) with +, we get ay y 1 = PB ady-(1+445)ax=0 « (2) Comparing (2) with M,dx + N,dy = 0, we obtain (4842) om eBathe Gets x ay 3 ‘ax Thus, (2) is an exact. x x 2 Now, x= [ M,dx = -| (1 eee that ow S= Zand a) =m, -H=0 Therefore, the general solution of (2)is_ ut [O(y)dy =C = y?—x? +1 = Cx, where C is an arbitrary constantyy spa: Solve: (Y" + 2y)ely 4. Gy 4 aya ~4x)dy = + 2y)ae + (ys VIN + (xy 4. yt = anya: Comparing (1) with M d+ dy = 0, a we get M=y'+a2y solution: Given (yy iN =xy3 4294 ogy ay ox ix? C1) Is not an exact equation ‘ON aM’ Now, + (24 _ My at w \ax >) Jory 0" —4~ 4y3 - 90) s+ Integrating factor = ef9@)dy = 93/547 a z Multiplyi & 2 a iplying (1) with J, we get (y +B )dx+ (x4 2y- S)ay=0 4 @) Comparing (2) with My dx + Nidy = 0, we get Msyt% ; Maxtay-Z am | OM yk Oy eat 3 aM, _ 9M, since Ss =F, is an exact x * 2 = 2B my [4-4] u=f Made = [ (y+d)ax=(v45 =) xand 5 «ft 7 bo) =m Satay Fret = LOG = 2 yee eh therefore, the general solution of (2) is u+ y (yay =C = is i stant =x (y + 3) 4+ y? = C, where C is an arbitrary constalaytyt dy = 0 fa Solver Chey ty Bayt @ Given Gayeyt 4 Sayan Caxiy = ~@) *)aty Solution: comparing (1D with Ady # Naty = 0, we Be Ma trey tx 2@ Since 24, (2) Is an exact ay ue] “max= J (3x* y+ B)avext au . x Ro = Sis axty 5 and 0G) = ny -S=axty—S- ety t Ga 0= fo)dy=0 Therefore, the general solution of (2) is u+ [Ody =C = xy? C => x5y? +x? = Cy = 0, where C is an arbitrary constant.1.3. Exact Fir. t First Order i erential io. 13.8 Fi fe Equations ; wing diff DC + Iecosxax 4 sina Sauations i 2 = 4 b@ +2) +cosy)ar 4 E+ loge 1) ysindade— (1 4 y2 gee Ddyuy veo im x y=0 3) (1 + ae (Zaye g v) a roosts |? it” Sinaxcoapae ANSWERS ve ‘6 NO" + Usinx = ¢ i y(e+ loge) + xcosy = 6 i By z Myeosdx + 3y 4 3y9 mc Wrtyer=c Y) ysinx + (siny + yx = 0 I, Solve the following differential equations. i) ydx — xdy + 3x2y2e" gy = 9 W) yxy + e*)dx = (e* + y3)dy ili) Find the equation of the curve Passing through the point (1,1) whose differential equation: is (y —yx)dx + (x + xy)dy = 0 ANSWERS: xt ye = Cy wit 42-Bac ii) Inlayl=2-y IL Solve the following differential equations i) x2dx - (23 +y3)dy =0 li) (Bxy? - y3)ax — (2x*y - xy4)dy = 0. ill) (x2y = 2xy?)dx = (x3 — 3x*y) = 0 iv) (ey? tay + Dyde + (xy? ~ xy)xdy = 0 v) y(x*y? + 2)dx + x(2 - 2x?y")dy =0 vi) (Qxy + Lydx + (1+ 2xy — x8 y8)xdy = 0 ANSWERS ~2inly| +2=C i) 3y4Unly| — x3 = Bey? li) 3ln|x| — 2lnly| +>way-3e =oly wey i w) ily +t aay = vy Atle 1V, Solve the following differential equations. ad Ww 2p Qe) + 2ydy = 0 iy (vt Se iw) iv) =) dx +4 (bay )dy = 0 2ydy =0 Wan + 2Qx2y? at yay = v) saxty — 2x3 + dy = 0 vi) 3 sep Did + xt By + Day = 0 ANSWERS de Gty)=C i) Sxty + xty3 + x8 =C ii) 2exp lv) Bx2y* + 6xy? + 2y6 =C 1)_ wat - ae vi) xy2(x + 2y +2) =C yew (= = V. Solve the following the differential equations i) (Gxt 2y2dy dx + 2x(2x + 3y*)dy = 0 i) x(8y dx + 2x dy) + By*(y dx + 3x dy) = 0 ili) x(4y dx + 2x dy) + y8By ax + 5xdy) = 0 Ww) xy8(y dx + 2x dy) + (By dx + 5x dy) =0 ANSWERS ix ortay) =C i) x8yt +x? y6 =C iv) x8y8(xy? + 4) = 0 iti) ty? + x8y8 = C