Unit 1
Unit 1
1 Basic Concepts
Learning objectives
To study the basic concepts of ordinary differential equations.
To form the differential equation of a given family of curves by eliminating the
arbitrary constants.
AND
To practice the related problems.
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.
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: …
...
...
...
...
Equations (1), (2), (3) and (4) are ordinary differential equations.
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.
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)
(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 if 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.
Family of curves
Let and be the dependent and independent variables respectively. The
equation containing arbitrary constants
represents a family curves called parameter family of curves.
Let
(using )
i.e.,
Differentiating , we get
With these basic definitions, we are now ready for our main problem, that is, the
problem of finding the solution of a given differential equation. In this unit we are
concerned merely with an exposition of the methods of solving some differential
equations and expressing their solutions by algebraic, trigonometric, hyperbolic,
exponential and logarithmic functions.
IP1.
Find the order and degree of the following differential equations. Also classify
them as linear and non-linear.
a) = + b) + + =
Solution:
= + … 1
which is of the first order and first degree because the degree of the highest
derivative is 1. Here (1) is Linear differential equation because degree of is 1
order and third degree because the degree of the highest derivative is 3.
Find the order and degree of the following differential equations. Also classify
them as linear and non-linear.
a) =√ + b) = + +
Solution:
=√ + … (1)
which is of the first order and second degree because the degree of the highest
derivative is 2. Here (1) is non-linear because the degree of is 2 and
product of dependent variable and its derivative occurs.
+ −2 = 1+
which is of the first order and second degree because the degree of the highest
derivative is 1. Since degree of is 2, the given differential equations is
Non-Linear.
IP2.
=− #$( + !) … (2)
=− ( + !) … (3)
− ( + !) + ( + !) = 0 ⟹ 0 = 0 which is true.
=− … (2)
= … (3)
+ − = 0 ⟹ 0 = 0 which is true.
= − + + … (2)
=− − +2 −
= 2 −( + + ) = 2 − (Using (1))
= − + + +
= − + + (Using 1 ) … 2
!
=− + − + (Using 2 ) … 3
!
−2 +2 =0
IP4:
Form the differential equation by eliminating the constant ′ from the relation
= − .
= 2 cos + sin … 2
!"
!# $% &'( )(*+ &'( )(*+
(2) ÷ (1) gives = ⇒ =
$% (*+ ,&'( (*+ ,&'(
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
+ = 1 … (1)
+ =0
⇒ + =0⇒ =− … (2)
II. Eliminate the arbitrary constants and obtain the differential equation
satisfied by it.
a. is an arbitrary constant
b. are arbitrary constants
c. is arbitrary constants
d. arbitrary constants
e. are arbitrary constants
f. is an arbitrary constants.
III. Verify that the given function satisfies the differential equation:
a.
b.
c.
d.
e.
IV.
a) Find the differential equation of all circles which pass through the origin and
whose centers are on the -axis.
b) Find the differential equation of all circles which passes through the origin and
whose centers on the -axis.
c) Show that the differential equation of the family of circles of fixed radius with
center on axis is
1.2. First Order Differential Equations
Learning objectives
To solve the first order first degree ordinary differential equations by the
method of variables and separable.
To solve homogeneous differential equations of first degree and first order.
AND
Variables Separable
If the differential equation of first order and first degree
or ,
where and are continuous functions of and respectively, then the equation
can be solved by integration. The general solution of is
Example 1: Solve:
Solution: The given equation is
Integrating,
Example 3: Find the equation of the curve passing through the point whose
differential equation is .
Integrating we get; .
i.e.,
Example 5: Solve:
Integrating we get,
Homogeneous function
A function of two variables is said to be a homogenous function of degree
in and if
for all .
we have
and
Note: Every homogeneous function of degree zero can be written either in the
form or in the form .
or
If a first order and first degree differential equation is homogeneous, then the
substitution of reduces to a separable form.
Integrating, we obtain
Now, replace by to obtain the general solution of the given differential equation.
Example 6: Solve:
Solution: Rewriting the differential equation, we have
Integrating we get,
, where
Put
and this is a homogeneous equation in and . Solve this equation and substitute
and to get the general solution.
Example 7: Solve:
Solution: The given equation is
Put
1 2
Integrating, dv dx C
5 2 5v 3
Example 8: Solve:
2v dX 2 v dX
Integrating we get, 1 v X
2
dv C 1 v2
dv 1 v2
dv X C
1 1 1 2dv dX 1 v 1
dv ln ln 1 v ln X ln C
2
1 v 1 v 2 1 v X 1 v 2
2
, where
Solve: − − =
Solution: Given − − =1 … 1
From 1 , we have +1− =1⟹ =
dv #
Integrating we get, ∫ tan v = ∫ x dx + C ⟹ |!" |=
$
+ %
#
∴ The general solution of 1 is '!" − (= + % , where % is the
$
arbitrary constant.
P1:
Solve: − = ( + )
⟹ − =2 +2 ⟹( −2 ) = ( + 2)
1 2 dx
Integrating on both sides, we get ∫ + dy = ∫ x+2
y 1− 2y
⟹ | |− |1 − 2 | = | + 2| +
⟹ = | ( + 2)| ⟹ = ( + 2) ⟹ = (1 − 2 ) ( + 2)
Solve: + = −
Solution: Given + = −
" # $%
⟹ = ! !
… 1
$% ! & # !
" # $% !
Notice that ) , = !
is a homogeneous function of degree
$% ! & # !
, , ,", # $%, , -, ,
++ = ⟹ =
, $%,& , , $%,& ,
, $%,& ,
Separating the variables, we get = +
-, ,
Integrating,
dx v sin v − cosv dx 1
2∫ = ∫ dv ⇒ 2 ∫ = ∫ tan v dv − ∫ dv
x vcosv x v
C
⇒ ln x 2 = − ln cos v − ln v + ln C ⇒ x 2 =
v cosv
-
Substituting + = , the equation now becomes =.
Solution: Given − = + ⟹ = … 1
! !
+ = + √1 + ⟹ = √1 +
!
Separating the variables, we get =
√" !
dv dx
Integrating we get, ∫ =∫ + ln C
1 + v2 x
Solve: + − − − + =
Solution: Given = = … 1
Now, put & = ' + ℎ, = * + + in equation (1), then the equation becomes
, - , . /
=
- - , . /
, - ,
=
- - ,
- ,
Note that 2 ', * = is a homogeneous function of degree zero.
- ,
, 5 6 6
Put * = 3' ⇒ =3+' . The equation now becomes 3 + ' =
- - - 6
- 6 8
Separating the variables, we get =− 7 9 : ;3
- 6 86
- 6 8
Integrating, < =− < 9 ;3 ⇒ != ' + log 3 + 43 − 1 = != A
- 6 86
⇒ !=B' 3 + 43 − 1 C = != A ⇒ ' 3 + 43 − 1 = A
, , ,
Put 3 = , we obtain ' D7 : + 4 7 : − 1E = A ⇒ * + 4'* − ' = A
- - -
1
Substitute, ' = & + , * = − in the above equation, we obtain
Solve: − − − + + =
Solution: Given = = … 1
Notice that − = −1 − 1 = −2 ≠ 0
Now, put = " + ℎ, % = & + ' in equation (1), then the equation becomes
( ) ( * +
=
) ) ( * +
Solving, we getℎ = 1, ' = −5. Thus, the above equation now becomes
( ) (
=
) ) (
) (
Note that / ", & = is a homogeneous function of degree zero. Put
) (
( 2 3 4 2
& = 0" ⇒ =0+" .The equation now becomes 0 + " =
) ) ) 4 2
) 4 2 2 2 2
Separating the variables, we get = 60 = −
) 4 25 4 25 4 25
) 2 2 2 4 4 4
Integrating, 7 =7 −7 ⇒ 8 " = tan 0− 8 1 + 0< + 8=
) 4 25 4 25 < <
(5 4 ( (
⇒ 2 8 " + 8 >1 + ? − 8 = = 2 tan > ?, where 0 =
)5 ) )
G
)5 ( 5 4 ( < BCDEF> ?
⇒ 8> ? = 2 tan > ?⇒ " < + & < = =A H
@ )
Solve: =
+
Notice that − !" = 4 − 4 = 0. Put % + 2( = ) ⟹ = −1
+ + + + ,
The equation (1) now becomes −1 = ⟹ =
+ +
+
Separating the variables, we get -) = -%. Integrating,
+ ,
2z + 3 1 1
∫ 4 z + 5 ∫
dz = dx + C ⇒ ∫ 2 2 ( 4 z + 5) dz = x + C
+
+
⟹ + "/ |4) + 5| = % + 2
.
Solve: + + = + +
Solution: Given = = … 1
. - - - /-
Thus, 1 now becomes −2 = ⟹ =
- -
-
Separating the variables, we obtain 0+ = 0(
/-
2u + 5 2 9 1
Integrating, ∫ 7u + 22 ∫
du = dx ⇒ ∫ 7 − 7 7u + 22 du = x + C
1 .
⟹ +− %2|7+ + 22| = ( + 5
/ / /
a) + =0 b) = +
c) 3 + 1− sec =0
d) 2 + = +2 f) √1 − + 1− =0
!"#
e) = 4 + +1 g) = h) + =
$%& '"$
Answers
,
a) () ℎ + () ℎ =+ b) = + ++
-
/
c) =+ 1− -
d) +2 -
=. 0
5
e) √1 − + 1− ++ =0 f) tan 4 6=2 ++
g) () = 7 ++ h) = tan 4 6++
8
iii) 2 = + iv) + + =0
v) < + = = vi) −4 −2 + −4 −2 =0
Answers
,
i) 7 | | − =+ ii) + ?
=+ iii) = − +
- ,
iv) =+ +2 v) −2 +7 =+ vi) -
+ -
−6 −6 =+
Answers
1) + − + −3 =+
2) 3 −1 +4 −1 −1 +3 −1 =+
3) 7 − = + ++
4) + −2 = − -
ii) +2 −1 − 2 +4 +2 =0
iii) 2 + 2 + 3 − + +1 =0
iv) + − = +
Answers
- - 5
i) 6 − 3 − 57 4 6=+
-
ii) + 2 + 7 | + 2 | = 2 + +
iii) 6 + + 7 |2 + − 1| = 3 + +
iv) + + 7 | + | = 2 + +
1.3. Exact First Order Differential Equations
Learning objectives
To state the necessary and sufficient condition for the differential equation
to be exact.
To find the integrating factors and general solution of non-exact differential
equations.
AND
i.e.,
In practice, finding is not easy. The methods out lined here will be often
useful.
Now, and
continuous in . Therefore, in
(ii) We will now show that the condition is sufficient. Suppose that in .
x x
Define where denotes, the integration w.r.t
treating as constant.
x
Now, and in .
in
x
Thus, the general solution of is given by
x
, where
We can carry out the integration in the above equation as follows:
Example 2: Solve:
Solution: The given differential equation is of the form where
and
i.e.,
i.e.,
Integrating factor
Let the differential equation be not exact. If it can be
made exact by multiplying it by a suitable function then is
called an integrating factor (I.F.)
Example 3: Solve:
Solution: The given equation is of the form , where and
. Now, , and so . Thus, the given differential
equation is not exact . By inspection, we notice that if we multiply ,
by then it is . Thus, is an I.F. Multiplying the given differential
equation by , we get
Integrating, we get , where is an arbitrary constant and it is the general
solution of the given differential equation.
Example 4: Solve:
Solution: The given equation is the form of where
Now,
Integrating, we get .
Example 5: Solve:
Solution: The given equation is of the form where
1 2 3 x
i.e., dx dy ln C 2lnx 3lny lnC
y x y y
Example 6: Solve:
Solution: The given differential equation is of the form
where ;
, where ,
Notice that
1 2 1
i.e., y dx 2 dy C xy xy 2lny C , where is any arbitrary
xy y
2
constant.
Example 7: Solve:
; .
Therefore, .
Example 8: Solve:
Solution: It is of the form , where
(say)
Therefore,
x x
Let, and
Example 9: Solve:
Solution: It is of the form , where
, , .
ANNEXURE
Partial Derivatives
The derivative of a function of several variables w.r.t one of the independent
variables keeping all the other independent variables as constant is called the
partial derivative of the function w.r.t that variable.
Example 1: Let
Solve: + + − =
Solution: Given, 1 + + 1− = 0 … 1
⇒ + + − =0
⇒ + =0⇒ + =0
Integrating, we get + =0
Solve: + − + − + = .
"%
Differentiating partially w.r.t , we get = 2 − tan
"&
"# "%
Since = , (1) is an exact equation.
"$ "&
x x
Now, ' = ∫ = ∫ 2 + − tan ⇒'= + − tan
")
Differentiating ' partially w.r.t , we get = + − sec
"$
")
∅ = − = − tan + sec − − + sec
"$
⇒ + − tan + tan =-
Solve: + + − =
=2 " ≠0
4 4
∴ 1. 3. = =
'+5*( .+( 678 +(
4
Multiplying 1 by , we get
.+( 678 +(
4 4 4 4
.
9 tan + <
+
+ 9 =>$
.
− <
(
=0
&'@ 4 . &*@ 4 .
= A "B + tan C ; = A "B + tan C
&( . &( .
&'@ &*@
Since, = , 2 is an exact equation
&( &(
x x ( 4 4 4
Now, D = ∫ 4 = ∫ 9 . tan +
.+
< = E$|"B
.
| + E$ | | + G
.
4
N∅ = − E$ | |
.
+QRS +( + 8I6 +(
⟹ E$ P P = E$ G ⟹ =G
( (
Solve: + − − =
Solution: Given, + − − = 0 … 1
= ; = − −
+ = 0 …. 2
= ; =
"
= ; "
=
Since "
= "
, (2) is an exact equation.
x x '
Now, # = ∫ = ∫ = $% & & and =
'
∅ = − = =
∴ *∅ =* = $%| |
Therefore, the general solution of 2 is # + * ∅ = $%,
"
Solve: − + − =
Solution: Given 3 −2 + −2 =0 … 1
=3 −2 ; = −2
=3 −4 ; =2 −2
!
# # #
Now, $ − % = ! &' 3 −4 −2 +2 = =)
! (! !
/
∴ Integrating factor = + , - ! .!
= + ,0 .! =
Since /
= /
, 2 is an exact.
!
x x
2= ∫ # = ∫ 3 −2 = 1
−
3 1 3 1 1
= −2 and ∅ = # − = −2 − +2 =0
∴ ,∅ =0
1
Therefore, the general solution of 2 is 2 + , ∅ =5⟹ − = 5,
where 5 is an arbitrary constant.
P3.
Solve: − + + =
Solution: Given 2 − + +1 =0 … 1
=− + + 1 ; =2
= −2 ; =2
Now, − != −2 − 2 =− ="
)
∴ Integrating factor = $ % & '
= $ ( %*' = $ ( +, | |
= )
Multiplying 1 with )
, we get
)
− 1+ )
+ ) ! =0 … 2
Thus, 2 is an exact.
x x ) )
Now, 0 = ∫ =− ∫ 1+ )
+ )!
=− + +
1 1
= and ∅ = − =0
Solve: + + + − =
Solution: Given +2 + +2 −4 =0 … 1
= + 2 ; = +2 −4
=4 + 2 ; = −4
" "
Now, # − $ = % &'
−4−4 −2 =− =(
/
. + - "
∴ Integrating factor = *+ , -
= * 0 = %
"
Multiplying 1 with % , we get
'
# + 1 $ +# +2 − % $ =0 … 2
/
= 1− %
; /
=1− %
Since /
= /
, is an exact
x x ' ' 3
2= ∫ " = ∫ # + 1 $ =# + 1 $ and = 41 − %
5,
3
∅ = " − = +2 − %
− + %
=2
'
+∅ = 2+ =
x
Therefore, the general solution of 2 is 2 + ∫ =7
' '
⟹ # + 1 $+ = 7, where 7 is an arbitrary constant
P4.
Solve: + + − =
Solution: Given 3 +2 + 2 − =0 … 1
=3 +2 ; =2 −
= 12 + 2 ; = 6 −2
!
$ $
Now, % − &= *6 − 2 − 12 −2 +
! !' () !
$
= *−6 −4 +=−
!' ,) !
4
3 0 2 $
∴ Integrating factor =/ 0 1 2
= / 5 = '
$
Multiplying 1 with '
, we get
! !'
%3 + & + %2 − ' & =0 … 2
! !
4
=6 − '
; 4
=6 − '
!
Since 4
= 4
, (2) is an exact
!
x x ! !'
6= ∫ $ = ∫ %3 + & = +
7 !'
=2 − '
and
7 !' !'
∅ = $− =2 − '
−2 + '
= 0 ⟹ 0∅ =0
1.3. Exact First Order Differential Equations
EXCERCISE
I. Solve the following differential equations
i)
ii)
iii)
iv)
v)
ANSWERS
i) ii)
iii) iv)
v)
ANSWERS:
i) ii) iii)
ANSWERS
i) ii)
iii) iv)
v) vi)
ii)
iii)
iv)
v)
vi)
ANSWERS
i) ii)
iii) iv)
v) vi)
V. Solve the following the differential equations
i)
ii)
iii)
iv)
ANSWERS
i) ii)
iii) iv)
1.4. Linear Differential Equation of First Order and
Bernoulli’s Form
Learning objectives
To find the general solution of a linear differential equation of first order.
To study the methods of finding solutions of the following non-linear
differential equations of first order:
Bernoulli Equation
Riccati Equation
Clairaut Equation
AND
An integrating factor of
The given linear differential equation of first order can be written as
Now . Clearly, .
Therefore, is an I.F of
Example 1: Solve:
and .
I.F
Multiplying the given differential equation by the I.F and integrating, we get
i.e.,
Therefore, the general solution of the given differential equation is
Example 2: Solve:
Solution: The given differential equation can be written as
I.F
Multiplying the given differential equation by the I.F and integrating, we get
i.e.,
Put
Example 3: The initial value problem governing the current flowing in a series
circuit when a voltage is applied, is given by
(integrating by parts)
Example 4: Solve:
Bernoulli Equation
If or , the equation is linear. For all other values of , the equation is non-
linear. Note that if , then is a solution.
To find the non-trivial solutions (when ) divide the equation on both sides
by , then the equation becomes
Put
Example 5: Solve:
Solution: The given differential equation can be written as
, which is linear in .
i.e., .
Riccati Equation
A first order differential equation of the form
Now,
Put . Then .
Clairaut’s Equation
A first order differential equation of the form
or
define a solution (not involving any constant), which is the singular solution.
The general solution of the Clairaut’s equation defines a one parameter family of
straight lines. These straight lines are all tangential to the curve defined by the
singular solution. The singular solution curve is the envelope of the family of
straight lines defined by the general solution .
Example 7: Obtain the general solution and singular solution of the non-linear
differential equation .
Solution: The given differential equation is , where and it is a
Clairaut’s equation.
i.e., .
+ =
Multiplying the above equation by the integrating factor and integrating, we get
y.e ∫ = ∫ Q( x).e ∫
P ( x ) dx P ( x ) dx
dx + K
(
⇒ y 1 + x2 = ∫ )
4x2
1 + x2
. 1 + x 2
dx(+ K = ∫ 4 x )
2
dx + C =
4 x3
3
+K
⇒ 3 y (1 + x 2 ) + 3 y − 4 x 3 = C
0+0+0= ⇒ =0
"
Required equation of the curve is 3 1 + =4
P1:
Solve: + + =
+ = … 1
= ; =
+
-
". $ = % & ' = % &()* , = %. | 0 |
= sec
Multiplying the given differential equation by the I.F. and integrating, we get
Solve: + + + + =
+ =0⟹ + =−
| |
It is a linear differential equation in . . . = = = ".
Solve: + + − =
+ = … 1
! " = ; $ " =
( *
It is a linear differential equation in #. I.F. = ' ( ) =' = ' +,-
Multiplying the given differential equation by the I.F. and integrating, we get
x.e ∫ = ∫ Q( y ).e ∫
P ( y ) dy P ( y ) dy
dy + C
−1 −1
−1
2t e2t e tan y
= ∫ e dt + C = +C = +C
2 2
Therefore, the general solution of (1) is
567
#' +,- = + 9, where 9 is an arbitrary constant
8
IP3:
Solve: + =
+ . =
− + . = ⟹ − =−
Solve: − = +
2 − = +1 … 1
'
Taking = # $e get 2 % &= . Substituting in (1) ,we get
'
− #= +1
1
# = ∫ ( x + 1) dx + C
3
.
( x + 1) 2
sin y 2 .
= ( x + 1) dx + C = +5
( x + 1) 2 ∫
⇒
Find the general solution and singular solution of the differential equation
= −
(i) =0⟹ =
(ii) + =0⟹ =−
= + − 2 , Eliminating , we have
=2 + 1−4 +2 −1
− =2 1+ + + 1−4 1+ +2 −1
⟹ + = −2 , which is a linear in
. .= = .
a) b)
c) d)
e) f)
ANSWERS
a) b)
c) d)
e) f)
i) ii) iii)
iv) v)
ANSWERS
i) ii)
iii) iv)
v)
3. Find the general solution of the following differential equations.
i) is a particular solution.
ANSWERS
i)
ii)
iii)
iv)
4. Find the general solution and the singular solution of the following
differential equations.
a) b) c)
ANSWERS
a)
b)
c)