3. ODE Problem Sheet
3. ODE Problem Sheet
1. Define differential equation. What types of differential equations are there and what are
they?
2. Define ordinary differential equation and partial differential equation.
3. What do you mean by order and degree of a differential equation? Define order and degree
of a differential equation with an example of each.
4. Define initial value problem and boundary value problem of a differential equation with an
example of each.
5. What is general solution/primitive/complete solution and particular solution of a differential
equation?
Formation of DE
1. Form the differential equation from a straight line 𝑦 = 𝑚𝑥.
2. Form the differential equation from a straight line 𝑦 = 𝑎 𝑙𝑛𝑥 + 𝑏.
3. Form the differential equation from the parabolas 𝑦 2 = 4𝑎(𝑥 + 𝑎).
4. Find the differential equation of all circles through the origin and having their centers on the
x-axis.
5. Show that the differential equation of all circles touch the x-axis at the origin is
(𝑥 2 − 𝑦 2 )𝑑𝑦 − 2𝑥𝑦𝑑𝑥 = 0 and hence identify it.
6. Eliminate the constants 𝑐1 and 𝑐2 from y = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 2𝑥 and hence identify it.
7. By eliminating the constants form a differential equation from 𝑎𝑥 2 + 𝑏𝑦 2 = 1.
8. Form the differential equation from √1 − 𝑦 2 + √1 − 𝑥 2 = 𝑎(𝑥 − 𝑦).
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(i) 𝑥√1 − 𝑦 2 𝑑𝑥 + 𝑦√1 − 𝑥 2 𝑑𝑦 = 0.
(ii) 𝑦√𝑥 2 − 1 𝑑𝑥 + 𝑥√𝑦 2 − 1 𝑑𝑦 = 0.
(iii) 𝑥 𝑙𝑛𝑥 𝑑𝑦 + √1 + 𝑦 2 𝑑𝑥 = 0.
(iv) 𝑦√𝑥 2 − 1 𝑑𝑥 + 𝑥√𝑦 2 − 1 𝑑𝑦 = 0.
(v) (𝑥𝑦 2 + 𝑥)𝑑𝑥 + (𝑥 2 𝑦 + 𝑦)𝑑𝑦 = 0.
6. Solve the differential equation
𝑑𝑦
(i) = (4𝑥 + 𝑦 + 1)2 .
𝑑𝑥
dy
(ii) (x − y)2 = a2
dx
B. Problem on Homogeneous DE
1. Define homogeneous differential equation.
2. Theorem: Show that the transformation 𝑦 = 𝑣𝑥 reduces to a homogeneous differential
equation 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 into a separable differential equation.
Problem:
1. Find the general solution of the homogeneous differential equation
(i) (x 2 + y 2 )dx + 2xydy = 0;
(ii) x 2 ydx − (x 3 + y 3 )dy = 0;
(iii) (x 2 + 2xy − y 2 )dx + (y 2 + 2xy − x 2 )dy = 0.
(iv) (𝑦+√𝑥 2 + 𝑦 2 ) 𝑑𝑥 − 𝑥𝑑𝑦= 0.
(v) (𝑥 + 𝑦)𝑑𝑦 + (𝑥 − 𝑦)𝑑𝑥 = 0.
(vi) (𝑥 3 +𝑦 3)𝑑𝑥 -3𝑥𝑦 2 𝑑𝑦 = 0.
(vii) Using the transformation 𝑦 = 𝑣𝑥 solve the DE (𝑥 + 𝑦)𝑑𝑦 + (𝑥 − 𝑦)𝑑𝑥 = 0.
2. Identify and solve the differential equation
𝑑𝑦 𝑑𝑦
(i) 𝑦 2 + 𝑥 2 𝑑𝑥 = 𝑥𝑦 𝑑𝑥 .
(ii) (𝑥 2 + 𝑦 2 )𝑑𝑦 = 𝑥𝑦 𝑑𝑥
(iii) (𝑥 3 + 𝑦 2√𝑥 2 + 𝑦 2 )𝑑𝑥 − 𝑥𝑦√𝑥 2 + 𝑦 2 𝑑𝑦 = 0.
𝑥 𝑥
𝑥
(iv) (1 + 𝑒 𝑦 ) 𝑑𝑥 + 𝑒 𝑦 (1 − 𝑦 ) 𝑑𝑦 = 0.
1. Find the general solution of the homogeneous differential equation or Identify and solve the
differential equation
dy x+2y−3
(i) = 2x+y−3
dx
𝑑𝑦 2𝑥−5𝑦+3
(ii) =
𝑑𝑥 2𝑥+4𝑦−6
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𝑑𝑦 3𝑦−7𝑥+7
(iii) = .
𝑑𝑥 3𝑥−7𝑦−3
Page 4 of 12
Solve the initial value problem 𝑥𝑦 ′ + 𝑦 = 𝑒 𝑥 , 𝑦(1) = 2.
Problem:
𝑑𝑦
1. Solve = (1 − 𝑥)𝑦 2 + (2𝑥 − 1)𝑦 − 𝑥, given that 𝑓(𝑥) = 1 is a solution.
𝑑𝑥
𝑑𝑦 𝑦
2. Solve 𝑑𝑥 = −𝑥 5 + 𝑥 + 𝑥 3 𝑦, given that 𝑓(𝑥) = 𝑥 is a solution.
3.
Page 5 of 12
Section-3
Trajectories (orthogonal)
1. Find the orthogonal trajectories of
(i) 𝑦 = 𝑐𝑥 2 .
(ii) 𝑦 = 𝑐𝑥 3 .
(iii) 𝑐𝑥 2 + 𝑦 2 = 1.
(iv) 𝑥2 + 𝑦 2 = 𝑐2.
(v) 𝑦 2 (𝑎 − 𝑥) = 𝑥 3 and prove that it reduces to 𝑟 2 = 𝑏2 √3 + 𝑐𝑜𝑠2𝜃.
2. Find the orthogonal trajectories of 𝑦 2 (𝑎 − 𝑥) = 𝑥 3 and prove they reduced to 𝑟 2 =
𝑏2 (3 + cos 2𝜃)
Trajectories (oblique)
1. Find a family of oblique trajectories that intersect 𝑦 = 𝑐𝑥 at angle of 450 .
2. Find a family of oblique trajectories that intersect the family of circle 𝑥 2 + 𝑦 2 = 𝑎2 at angle
of 450 . Or, Determine the 450 trajectories of the family of concentric circles 𝑥 2 + 𝑦 2 = 𝑐 2 .
3. Find a family of oblique trajectories that intersect the family of parabola curve 𝑦 2 = 𝑐𝑥 at
angle of 600 .
4. Find the family of oblique trajectories that intersect the family of curves 𝑥 + 𝑦 = 𝑐𝑥 2 at an
angle α such that tan 𝛼 = 2.
Section-4
Problems:
1. Solve 𝑦 = 𝑝𝑥 + 𝑙𝑛𝑝.
2. Solve 𝑦 − 𝑝𝑥 = √1 + 𝑝2.
𝑎
3. Identify and find the general solution of 𝑦 = 𝑝𝑥 + 𝑝. If possible find the singular solution of
it.
Section-5
Problem to solve the Higher order Linear Differential Equations with constant
coefficients
1. Define nth order Linear Differential Equations (homogeneous and non-homogeneous) with
constant coefficients.
2. Define auxiliary equation and trial solution.
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3. What is meant by the trial solution of a higher order homogeneous differential equation?
Problem on higher order Homogeneous DE:
Solve the following homogeneous differentia equations/find the general solution
Type-1 (when all of the roots of auxiliary equation are real and unequal): Solve
𝑑2𝑦 𝑑𝑦
1. + 5 𝑑𝑥 + 6𝑦 = 0.
𝑑𝑥 2
d3 y dy
2. − 13 dx − 12y = 0.
dx3
3.
Type-2 (when all or some of the roots of auxiliary equation are real and equal): Solve
1. (𝐷2 − 4𝐷 + 4)𝑦 = 0.
𝑑3𝑦 𝑑2𝑦 𝑑𝑦
2. − 𝑑𝑥 2 − 8 𝑑𝑥 + 12𝑦 = 0.
𝑑𝑥 3
3.
Type-3 (when all or some of the roots of auxiliary equation are imaginary): Solve
𝑑2𝑦 𝑑𝑦
1. 5 𝑑𝑥 2 − 2 𝑑𝑥 + 3𝑦 = 0.
2.
Page 8 of 12
6.
B.Determination of Particular integral when 𝑅(𝑥) = 𝑒𝑥𝑝𝑜𝑛𝑒𝑛𝑡𝑖𝑎𝑙 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛.
1 1 1
Rule-2(a): If 𝑅(𝑥) = 𝑒 𝑎𝑥 that is if 𝑦𝑝 = 𝑒 𝑎𝑥 and 𝑓(𝑎) ≠ 0, then 𝑦𝑝 = 𝑒 𝑎𝑥 = 𝑒 𝑎𝑥 .
𝑓(𝐷) 𝑓(𝐷) 𝑓(𝑎)
Problem: Solve
1. (𝐷2 − 4)𝑦 = 𝑒 3𝑥 .
2. (𝐷2 + 3𝐷 + 5)𝑦 = 𝑒 2𝑥 .
1 1 1
Rule-2(b): If 𝑦𝑝 = 𝑓(𝐷) 𝑒 𝑎𝑥 and 𝑓(𝑎) = 0 and 𝑓′(𝑎) ≠ 0, then 𝑦𝑝 = 𝑥. 𝑓′(𝐷) 𝑒 𝑎𝑥 or 𝑦𝑝 = 𝑒 𝑎𝑥 𝑓(𝐷+𝑎) . 1
1
In general note: If 𝑦𝑝 = 𝑓(𝐷) 𝑒 𝑎𝑥 and 𝑓(𝑎) = 0, then
1
𝑦𝑝 = 𝑥. 𝑓′(𝐷) 𝑒 𝑎𝑥
1
= 𝑥 2 . 𝑓″(𝐷) 𝑒 𝑎𝑥 if 𝑓 ′ (𝑎) = 0
1
=𝑥 2 . 𝑓″(𝑎) 𝑒 𝑎𝑥 if 𝑓 ′′ (𝑎) ≠ 0 and so on.
Problem: Solve
1. 𝑦″ − 𝑦 = 𝑒 𝑥.
2. (𝐷2 + 4𝐷 + 3)𝑦 = 𝑒 −3𝑥 .
3. (𝐷2 − 3𝐷 + 2)𝑦 = 𝑒 𝑥 .
4. (𝐷3 + 1)𝑦 = 3 + 𝑒 −𝑥 + 5𝑒 2𝑥 .
C.Determination of Particular integral when 𝑅(𝑥) = 𝑠𝑖𝑛𝑒 𝑜𝑟 𝑐𝑜𝑠𝑖𝑛𝑒 function that is 𝑦𝑝 =
1 1
sin (𝑎𝑥 + 𝑏) 𝑜𝑟 𝑦𝑝 = 𝑓(𝐷2 ) cos (𝑎𝑥 + 𝑏).
𝑓(𝐷2 )
1 1
Rule-3(a): If 𝑓(−𝑎2 ) ≠ 0, then 𝑦𝑝 = 𝑓(𝐷2) 𝑠𝑖𝑛𝑎𝑥 = 𝑓(−𝑎2) 𝑠𝑖𝑛𝑎𝑥.
Problem: Solve
𝑑2𝑦
1. + 2𝑦 = 𝑠𝑖𝑛2𝑥.
𝑑𝑥 2
𝑑2𝑦 𝑑𝑦
2. + + 𝑦 = 𝑠𝑖𝑛2𝑥.
𝑑𝑥 2 𝑑𝑥
3. (𝐷2
+ 4𝐷 + 2)𝑦 = 𝑠𝑖𝑛 2𝑥.
2
4. (𝐷 + 4𝐷 + 2)𝑦 = 𝑐𝑜𝑠 2𝑥.
5. (𝐷 + 1)2 𝑦 = 𝑒 −𝑥 + 𝑐𝑜𝑠2𝑥.
1
Rule-3(b): If 𝑦𝑝 = 𝑓(𝐷2) sin (𝑎𝑥 + 𝑏) and if 𝑓(−𝑎 2 ) = 0, we can use exponential formula for sinax or
cosax and then apply exponential rules. [ 𝑐𝑜𝑠𝑎𝑥 = (𝑒 𝑖𝑎𝑥 + 𝑒 −𝑖𝑎𝑥 )/2.] or,
In general note: [easy]
1
If 𝑦𝑝 = 𝑓(𝐷2 ) sin (𝑎𝑥 + 𝑏) and if 𝑓(−𝑎 2 ) = 0, then
1
𝑦𝑝 = 𝑥. 2 sin (𝑎𝑥 + 𝑏)
𝑓′(𝐷 )
1
= 𝑥 2 . 𝑓″(𝐷2 ) sin (𝑎𝑥 + 𝑏) if 𝑓 ′ (−𝑎 2 ) = 0
Page 9 of 12
1
=𝑥 2 . 𝑓″(−𝑎2) sin (𝑎𝑥 + 𝑏) if 𝑓 ″ (𝑎) ≠ 0 and so on.
Problem: Solve
1. (𝐷2 + 4)𝑦 = 𝑐𝑜𝑠2𝑥.
2. (𝐷2 + 1)𝑦 = 𝑠𝑖𝑛𝑥𝑥.
D.Determination of Particular integral when 𝑅(𝑥) = 𝑒 𝑎𝑥 𝑉 when 𝑉 = sin(𝑎𝑥 +
𝑏), or cos(𝑎𝑥 + 𝑏), or 𝑥 𝑚 .
1
Rule-4: If 𝑦𝑝 = 𝑓(𝐷) 𝑒 𝑎𝑥 𝑉 . Firstly take out 𝑒 𝑎𝑥 and put 𝐷 + 𝑎 in the place of D and then find
1 1 1
𝑉 as usual. That is 𝑦𝑝 = 𝑓(𝐷) 𝑒 𝑎𝑥 𝑉=𝑒 𝑎𝑥 𝑓(𝐷+𝑎) 𝑉
𝑓(𝐷+𝑎)
Problem: Solve
1. (𝐷2 − 2𝐷 + 5)𝑦 = 𝑒 2𝑥 sin 𝑥.
2. (𝐷2 − 2𝐷 + 4)𝑦 = 𝑒 𝑥 𝑐𝑜𝑠𝑥.
3. (𝐷2 − 2𝐷 + 2)𝑦 = 𝑒 𝑥 𝑠𝑖𝑛𝑥.
4. (𝐷2 − 2𝐷 + 1)𝑦 = 𝑒 𝑥 𝑠𝑖𝑛𝑥.
5. (𝐷2 − 2𝐷 + 1)𝑦 = 𝑥 2 𝑒 3𝑥 .
6. (𝐷2 − 2𝐷 + 5)𝑦 = 𝑒 2𝑥 (𝑥 2 + 2𝑥).
7.
E.Determination of Particular integral when 𝑅(𝑥) = 𝑥 𝑚 𝑉 when 𝑉 = sin(𝑎𝑥 +
𝑏) or cos (𝑎𝑥 + 𝑏).
1 1
Rule-5: If 𝑦𝑝 = 𝑓(𝐷) 𝑥 𝑚 𝑐𝑜𝑠𝑎𝑥, or 𝑦𝑝 = 𝑓(𝐷) 𝑥 𝑚 𝑠𝑖𝑛𝑎𝑥 (𝑛 ≥ 1), then
1 1
(i) Let X= 𝑓(𝐷) 𝑥 𝑚 𝑐𝑜𝑠𝑎𝑥, Y= 𝑓(𝐷) 𝑥 𝑚 𝑠𝑖𝑛𝑎𝑥
1 1 1
(ii) 𝑋 + 𝑖𝑌 = 𝑓(𝐷) 𝑥 𝑚 [𝑐𝑜𝑠𝑎𝑥 + 𝑖 𝑠𝑖𝑛𝑎𝑥] = 𝑓(𝐷) 𝑥 𝑚 𝑒 𝑖𝑎𝑥 = 𝑒 𝑖𝑎𝑥 𝑓(𝐷+𝑖𝑎) 𝑥 𝑚 and then find
1
𝑥 𝑚 as usual rule 4.
𝑓(𝐷+𝑖𝑎)
Note-1: If 𝑅(𝑥) = 𝑥 𝑚 𝑒 𝑎𝑥 sin(𝑎𝑥 + 𝑏) or 𝑅(𝑥) = 𝑥 𝑚 𝑒 𝑎𝑥 cos (𝑎𝑥 + 𝑏) form, Firstly take out
1 1
𝑒 𝑎𝑥 and put 𝐷 + 𝑎 in the place of D and then find 𝑓(𝐷+𝑎) 𝑥 𝑚 sin(𝑎𝑥 + 𝑏) , 𝑜𝑟 𝑓(𝐷+𝑎) 𝑥 𝑚 cos(𝑎𝑥 +
𝑏) as usual. [ Prob. 5,6,7]
Note-2: If 𝑅(𝑥) contain any hyperbolic functions, express it in exponential form and then as usual.
1
Note-3 (Special case): If 𝑦𝑝 = 𝑥𝑣, where 𝑣 = 𝑐𝑜𝑠𝑥 or 𝑠𝑖𝑛𝑥 only, then we can use the
𝑓(𝐷)
1 1 𝑓′(𝐷)
formula 𝑦𝑝 = 𝑓(𝐷) 𝑥𝑣 = 𝑥. 𝑓(𝐷) 𝑣 − {𝑓(𝐷)}2 𝑣. [Problem 7,8,9,10]
Problem: Solve
1. (𝐷2 − 1)𝑦 = 𝑥 2 cos 𝑥.
2. (𝐷2 + 1)𝑦 = 𝑥 2 cos 2𝑥.
3. (𝐷4 + 2𝐷2 + 1)𝑦 = 𝑥 2 𝑐𝑜𝑠𝑥.
4. (𝐷2 + 1)𝑦 = 𝑥 2 cos 2𝑥.
5. (𝐷2 + 1)𝑦 = 8𝑥 2 𝑒 2𝑥 𝑠𝑖𝑛2𝑥.
6. (𝐷2 − 4𝐷 + 4)𝑦 = 3𝑥 2 𝑒 2𝑥 𝑠𝑖𝑛2𝑥.
Page 10 of 12
7. (𝐷2 − 2𝐷 + 1)𝑦 = 𝑥𝑒 𝑥 𝑠𝑖𝑛𝑥.
8. (𝐷2 − 2𝐷 + 1)𝑦 = 𝑥 𝑠𝑖𝑛𝑥.
9. (𝐷2 + 9)𝑦 = 𝑥 𝑐𝑜𝑠𝑥.
10. (𝐷2 + 𝐷)𝑦 = 𝑥 𝑐𝑜𝑠𝑥.
11.
---------
Section-6
Page 11 of 12
𝑑𝑛𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎0 𝑥 𝑛 𝑑𝑥 𝑛 + 𝑎1 𝑥 𝑛−1 + ⋯ . . +𝑎𝑛−1 𝑥 𝑑𝑥 + 𝑎𝑛 𝑦 = 𝑅 … … … (𝑖), where 𝑎0 , 𝑎1 , 𝑎2 , … … . , 𝑎𝑛 are
𝑑𝑥 𝑛−1
constants, and 𝑅 is either a constant or a function of 𝑥 only is called a homogeneous linear differential
equation or Cauchy-Euler equations.
Example: 𝑥 2 𝑦 ″ + 4𝑥𝑦 ′ + 2𝑦 = 4 𝑙𝑜𝑔𝑥 is a Cauchy-Euler equation.