Mathematics

Differential Equation

www.testprepkart.com
Table of Content
1. Definition.

2. Formation of Differential Equation.

3. Variable separable type differential equation.

4. Homogeneous Differential Equation.

5. Exact Differential Equation.

6. Linear Differential Equation.

7. Applications of Differential Equation.

8. Miscellaneous Differential Equation.

1
Many of the practical problems in physics and engineering can be converted into differential equations.
The solution of differential equations is, therefore of paramount importance. This chapter deals with
some elementary aspects of differential equations. These are addressed through simple application of
differential and integral calculus.
There are two important aspects of differential equation, which have just been touched in this chapter.
How to formulate a problem as a differential equation is the one, and the other is how to solve it.

1. Definition.

An equation involving independent variable x, dependent variable y and the differential coefficients
dy d 2 y
, ,........ is called differential equation.
dx dx 2
dy dy
Examples: (i) 1 x y (ii)  xy  cot x
dx dx
3 2
 d4y  dy d 2y  dy 
(iii)  4   4  4 y  5 cos 3 x (iv) x 2 2
 1   0
 dx  dx dx  dx 

Order of a differential equation: The order of a differential equation is the order of the highest
derivative occurring in the differential equation. For example, the order of above differential equations
are 1,1,4 and 2 respectively.

Note: The order of a differential equation is a positive integer. To determine the order of a differential equation, it
is not needed to make the equation free from radicals.

(2) Degree of a differential equation: The degree of a differential equation is the degree of the highest
order derivative, when differential coefficients are made free from radicals and fractions. In other words,
the degree of a differential equation is the power of the highest order derivative occurring in differential
equation when it is written as a polynomial in differential coefficients.
Note: The definition of degree does not require variables x, y, t etc. to be free from radicals and
fractions. The degree of above differential equations are 1, 1, 3 and 2 respectively.

2
2. Formation of Differential Equation.

Formulating a differential equation from a given equation representing a family of curves means finding
a differential equation whose solution is the given equation. If an equation, representing a family of
curves, contains n arbitrary constants, then we differentiate the given equation n times to obtain n more
equations. Using all these equations, we eliminate the constants. The equation so obtained is the
differential equation of order n for the family of given curves.
Consider a family of curves f (x , y , a1 , a 2 ....., an )  0 ......(i)
Where a1 , a 2 ,...... a n are n independent parameters.

Equation (i) is known as an n parameter family of curves e.g. y = mx is a one-parameter family of straight
lines. x 2  y 2  ax  by  0 is a two parameters family of circles.

If we differentiate equation (i) n times w.r.t. x, we will get n more relations between x , y, a1 , a 2 ,..... a n and
derivatives of y w.r.t. x. By eliminating a1 , a 2 ,...., a n from these n relations and equation (i), we get a
differential equation.
Clearly order of this differential equation will be n i.e. equal to the number of independent parameters in
the family of curves.

Algorithm for formation of differential equations

Step (i): Write the given equation involving independent variable x (say), dependent variable y (say) and
the arbitrary constants.
Step (ii): Obtain the number of arbitrary constants in step (i). Let there be n arbitrary constants.
Step (iii): Differentiate the relation in step (i) n times with respect to x.
Step (iv): Eliminate arbitrary constants with the help of n equations involving differential coefficients
obtained in step (iii) and an equation in step (i). The equation so obtained is the desired differential
equation.

3
3. Variable Separable type Differential Equation.

(1) Solution of differential equations: If we have a differential equation of order ‘n’ then by solving a
differential equation we mean to get a family of curves with n parameters whose differential equation is
the given differential equation. Solution or integral of a differential equation is a relation between the
variables, not involving the differential coefficients such that this relation and the derivatives obtained
from it satisfy the given differential equation. The solution of a differential equation is also called its
primitive.
dy
For example y  e x is a solution of the differential equation y.
dx
(i) General solution: The solution which contains as many as arbitrary constants as the order of the
differential equation is called the general solution of the differential equation. For example,
d 2y
y  A cos x  B sin x is the general solution of the differential equation  y  0 . But y  A cos x is
dx 2
not the general solution as it contains one arbitrary constant.

(ii) Particular solution: Solution obtained by giving particular values to the arbitrary constants in the
general solution of a differential equation is called a particular solution. For example, y  3 cos x  2 sin x
d 2y
is a particular solution of the differential equation y 0
dx 2

(2) Differential equations of first order and first degree: A differential equation of first order and first
dy dy
degree involves x, y and . So it can be put in any one of the following forms:  f (x , y ) or
dx dx
 dy 
f  x , y,   0 or f (x , y ) dx  g( x , y ) dy  0 where f ( x , y ) and g(x , y ) are obviously the functions of x and
 dx 
y.

(3) Geometrical interpretation of the differential equations of first order and first degree: The
 dy 
general form of a first order and first degree differential equation is f  x , y ,   0 .....(i)
 dx 
We know that the direction of the tangent of a curve in Cartesian rectangular coordinates at any point is
dy
given by , so the equation in (i) can be known as an equation which establishes the relationship
dx
dy
between the coordinates of a point and the slope of the tangent i.e., to the integral curve at that
dx
point. Solving the differential equation given by (i) means finding those curves for which the direction of
4
tangent at each point coincides with the direction of the field. All the curves represented by the general
solution when taken together will give the locus of the differential equation. Since there is one arbitrary
constant in the general solution of the equation of first order, the locus of the equation can be said to be
made up of single infinity of curves.

(4) Solution of first order and first degree differential equations: A first order and first degree
differential equation can be written as
f(x, y)dx + g(x, y)dy = 0
dy f (x , y ) dy
or  or  (x, y)
dx g(x , y )' dx
Where f ( x , y ) and g(x , y ) are obviously the functions of x and y. It is not always possible to solve this
type of equations. The solution of this type of differential equations is possible only when it falls under
the category of some standard forms.

(5) Equations in variable separable form : If the differential equation of the form
f1 (x )dx  f2 (y )dy .....(i)
Where f1 and f2 being functions of x and y only. Then we say that the variables are separable in the
differential equation.

Thus, integrating both sides of (i), we get its solution as  f1 ( x )dx   f 2 (y )dy  C ,

Where c is an arbitrary constant.

There is no need of introducing arbitrary constants to both sides as they can be combined
together to give just one.

dy
(i) Differential equations of the type  f(x)
dx

To solve this type of differential equations we integrate both sides to obtain the general solution as
dy
discussed following:  f ( x )  dy  f (x ) dx
dx
Integrating both sides, we obtain,  dy   f (x ) dx  C or y   f (x ) dx  C .

5
 dy
(ii) Differential equations of the type  f (y )
dx
To solve this type of differential equations we integrate both sides to obtain the general solution as
dy dx 1 1
discussed following :  f (y )    dx  dy
dx dy f (y ) f (y )
1 1
Integrating both sides, we obtain,  dx   f (y) dy  C or x   f (y) dy  C .

(6) Equations reducible to variable separable form

dy
(i) Differential equations of the form  f (ax  by  c) can be reduced to variable separable form by
dx
the substitution ax + by + c = Z
dy dZ
 ab 
dx dx
 dZ 1 dZ
   a   f (Z )   a  bf (Z) .
 dx b dx
This is variable separable form.

(ii) Differential equation of the form

dy ax  by  c a b
 , where   K (say)
dx Ax  By  C A B
dy K ( Ax  By )  C
 
dx Ax  By  C
Put Ax + By = Z
dy dZ  dZ  1 KZ  C dZ KZ  C
 AB  ,    A    AB
dx dx  dx B Z C dx ZC
This is variable separable form and can be solved.

6
4. Homogeneous Differential Equation.

(1) Homogeneous differential equation: A function f(x, y) is called a homogeneous function of degree
n if f (x , y )  n f ( x , y) .

For example, f (x , y)  x 2  y 2  3 xy is a homogeneous function of degree 2, because f (x , y ) 

2 x 2  2 y 2  3 x . y  2 f (x , y). A homogeneous function f(x, y) of degree n can always be written as
y x
f ( x , y )  x n f   or f ( x , y )  y n f   . If a first-order first degree differential equation is expressible in the
x y 
dy f (x , y )
form  where f(x, y) and g(x, y) are homogeneous functions of the same degree, then it is
dx g( x , y )
called a homogeneous differential equation. Such type of equations can be reduced to variable
separable form by the substitution y  vx . The given differential equation can be written as
dy x n f (y / x ) f (y / x ) y dy dv dy y
 n   F   . If y  vx , then vx . Substituting the value of  F   , we
dx x g(y / x ) g(y / x ) x dx dx dx x
dv dv dx 1 dx
get v  x  F(v )   . On integration,  dv    C where C is an arbitrary
dx F(v)  v x F(v )  v x
y
constant of integration. After integration, v will be replaced by in complete solution.
x

(2) Algorithm for solving homogeneous differential equation

dy  ( x , y )
Step (i) : Put the differential equation in the form 
dx  (x , y )
dy dv
Step (ii) : Put y = vx and v  x in the equation in step (i) and cancel out x from the right hand
dx dx
dv
side. The equation reduces to the form v  x  F(v) .
dx
Step (iii) : Shift v on RHS and separate the variables v and x
Step (iv) : Integrate both sides to obtain the solution in terms of v and x.
y
Step (v) : Replace v by in the solution obtained in step (iv) to obtain the solution in terms of x and y.
x

7
(3) Equation reducible to homogeneous form
A first order, first degree differential equation of the form
dy a x  b1 y  c1 a b
 1 , where 1  1 .....(i)
dx a2 x  b2 y  c 2 a2 b2
This is non-homogeneous.
It can be reduced to homogeneous form by certain substitutions. Put x  X  h, y  Y  k
Where h and k are constants, which are to be determined.
dy dy dY dX dY
  . . 
dx dY dX dx dX
dY (a X  b1 Y )  a1 h  b1 k  c 1
Substituting these values in (i), we have  1 .....(ii)
dX (a 2 X  b 2 Y )  a 2 h  b 2 k  c 2
a1 h  b 1 k  c 1  0 
Now h, k will be chosen such that .....(iii)
a 2 h  b 2 k  c 2  0 
h k 1
i.e.   .....(iv)
b 1 c 2  b 2 c 1 c 1 a 2  c 2 a1 a1 b 2  a 2 b 1
dY a X  b1 Y
For these values of h and k the equation (ii) reduces to  1 which is a homogeneous
dX a2 X  b2 Y
differential equation and can be solved by the substitution Y = vX. Replacing X and Y in the solution so
obtained by x  h and y  k respectively, we can obtain the required solution in terms of x and y.

5. Exact Differential Equation.

(1) Exact differential equation : If M and N are functions of x and y, the equation Mdx + Ndy = 0 is
called exact when there exists a function f(x, y) of x and y such that

f f
d[f(x, y)] = Mdx + Ndy i.e., dx  dy  Mdx  Ndy
x y

f
where  Partial derivative of f(x, y) with respect to x (keeping y constant)
x

f
 Partial derivative of f(x, y) with respect to y (treating x as constant)
y

Note: An exact differential equation can always be derived from its general solution directly by differentiation
without any subsequent multiplication, elimination etc.

8
(2) Theorem: The necessary and sufficient condition for the differential equation Mdx + Ndy = 0 to be
M N
exact is  i.e., partial derivative of M(x, y) w.r.t. y = Partial derivative of N(x, y) w.r.t. x
y x

(3) Integrating factor: If an equation of the form Mdx + Ndy = 0 is not exact, it can always be made
exact by multiplying by some function of x and y. Such a multiplier is called an integrating factor.

(4) Working rule for solving an exact differential equation:

M
Step (i): Compare the given equation with Mdx + Ndy = 0 and find out M and N. Then find out and
y
N M N
. If  , the given equation is exact.
x y x
Step (ii): Integrate M with respect to x treating y as a constant.
Step (iii): Integrate N with respect to y treating x as constant and omit those terms which have been
already obtained by integrating M.
Step (iv): On adding the terms obtained in steps (ii) and (iii) and equating to an arbitrary constant, we
get the required solution.

In other words, solution of an exact differential equation is  Mdx   Ndy c

Regarding y Only those terms
as constant not containing x

(5) Solution by inspection: If we can write the differential equation in the form
f ( f1 ( x , y ))d ( f1 (x , y ))   ( f2 (x , y ))d ( f2 (x , y ))  ......  0 , then each term can be easily integrated separately. For
this the following results must be memorized.

(i) d(x + y) = dx + dy

(ii) d(xy) = xdy + ydx

 x  ydx  xdy
(iii) d   
y y2
 y  xdy  ydx
(iv) d   
x x2
 x 2  2 xydx  x 2 dy
(v) d  

 y  y2

9
  y 2  2 xydy  y 2 dx
(vi) d   
 x  x2

 x 2  2 xy 2 dx  2 x 2 ydy
(vii) d  2  
y  y4

 y 2  2 x 2 ydy  2 xy 2 dx
(viii) d  2  
x  x4

 x  ydx  xdy
(ix) d  tan 1  
 y x2  y2

xdy  ydx
(xi) d[ln( xy )] 
xy

  x   ydx  xdy
(xii) d  ln   
  y  xy

1  xdx  ydy
(xiii) d  ln( x 2  y 2 ) 
2  x2  y2

  y  xdy  ydx
(xiv) d ln  
  x  xy

 1  xdy  ydx
(xv) d    
 xy  x 2y 2

ex  ye x dx  e x dy
(xvi) d  

 y  y2

 e y  xe y dy  e y dx
(xvii) d    2
 x  x

(xviii) d (x m y n )  x m 1 y n 1 (mydx  nxdy )

10
 xdx  y dy
(xix) d  x 2  y 2  
  x2  y2

1 x  y  x dy  y dx
(xx) d  log 
2 x  y  x2 y2

d [ f (x , y )]1n f (x , y )
(xxi) 
1n ( f (x , y ))n

6. Linear Differential Equation.

(1) Linear and non-linear differential equations: A differential equation is a linear differential equation
d ny d n 1 y d n2 y dy
if it is expressible in the form Po n
 P1 n 1
 P2 n2
 ...  Pn 1  Pn y  Q where
dx dx dx dx
P0 , P1 , P2 , ..., Pn 1 , Pn and Q are either constants or functions of independent variable x .

Thus, if a differential equation when expressed in the form of a polynomial involves the derivatives and
dependent variable in the first power and there are no product of these, and also the coefficient of the
various terms are either constants or functions of the independent variable, then it is said to be linear
differential equation. Otherwise, it is a nonlinear differential equation.

It follows from the above definition that a differential equation will be non-linear differential equation if
(i) its degree is more than one
(ii) Any of the differential coefficient has exponent more than one.
(iii) Exponent of the dependent variable is more than one.
(iv) Products containing dependent variable and its differential coefficients are present.

(2) Linear differential equation of first order: The general form of a linear differential equation of first
dy
order is  Py  Q .....(i)
dx
Where P and Q are functions of x (or constants)
dy dy dy
For example,  xy  x 3 , x  2y  x 3 ,  2 y  sin x etc. are linear differential equations. This
dx dx dx
type of differential equations are solved when they are multiplied by a factor, which is called integrating
11
factor, because by multiplication of this factor the left hand side of the differential equation (i) becomes
exact differential of some function.
 dy  d   Pdx 
Multiplying both sides of (i) by e  , we get e   Py   Q e   Pdx
Pdx Pdx Pdx
  y e Qe
 dx  dx  

ye  Qe
Pdx Pdx
On integrating both sides w. r. t. x, we get;  dx  C ……..(ii)

Which is the required solution, where C is the constant of integration. e 

Pdx
is called the integrating
factor. The solution (ii) in short may also be written as y.( I. F.)   Q.( I. F.) dx  C

(3) Algorithm for solving a linear differential equation:

dy
Step (i): Write the differential equation in the form  Py  Q and obtain P and Q.
dx

Step (ii): Find integrating factor (I.F.) given by I. F.  e 

Pdx
.
Step (iii): Multiply both sides of equation in step (i) by I.F.
Step (iv): Integrate both sides of the equation obtained in step (iii) w. r. t. x to obtain y(I. F.)   Q(I. F.) dx  C

This gives the required solution.

dx
(4) Linear differential equations of the form  Rx  S . Sometimes a linear differential equation can
dy
dx
be put in the form  Rx  S where R and S are functions of y or constants. Note that y is
dy
independent variable and x is a dependent variable.

dx
(5) Algorithm for solving linear differential equations of the form  Rx  S
dy
dx
Step (i): Write the differential equation in the form  Rx  S and obtain R and S.
dy

Step (ii): Find I.F. by using I. F.  e 

R dy

Step (iii): Multiply both sides of the differential equation in step (i) by I.F.
Step (iv): Integrate both sides of the equation obtained in step (iii) w. r. t. y to obtain the solution given
by x (I. F.)   S (I. F.) dy  C Where C is the constant of integration.

12
(6) Equations reducible to linear form (Bernoulli's differential equation) : The differential equation
dy
of type  Py  Qy n ......(i)
dx

Where P and Q are constants or functions of x alone and n is a constant other than zero or unity, can be
reduced to the linear form by dividing by y n and then putting y  n 1  v , as explained below.
dy
Dividing both sides of (i) by y n , we get y n  Py n 1  Q
dx
dy dv 1 dv dv
Putting y  n 1  v so that (n  1)y  n  , we get  Pv  Q   (1  n)Pv  (1  n)Q
dx dx  n  1 dx dx
which is a linear differential equation.
Remark : If n  1 , then we find that the variables in equation (i) are separable and it can be easily
integrated by the method discussed in variable separable from.

dy
(7) Differential equation of the form :  P (y )  Q  (y )
dx

Where P and Q are functions of x alone or constants.

1 dy  (y )
Dividing by  (y), we get  PQ
 (y ) dx  (y )
 (y ) d   (y )  dv dv 1 dy
Now put  v , so that   or k , where k is constant
 (y ) dx  (y )  dx dx  (y ) dx

dv
We get  kP v  kQ
dx

Which is linear differential equation.

13
7. Application of Differential Equation.

Differential equation is applied in various practical fields of life. It is used to define various physical laws
and quantities. It is widely used in physics, chemistry, engineering etc.

Some important fields of application are;

(i) Rate of change

(ii) Geometrical problems etc.

Differential equation is used for finding the family of curves for which some conditions involving the
derivatives are given.
dy
Equation of the tangent at a point (x, y) to the curve y = f(x) is given by Y y  (X  x ) ……..(i)
dx
1
and equation of normal at (x, y) is Y y   (X  x ) ……..(ii)
 dy 
 
 dx 

 
 
 y  dy 
The tangent meets X-axis at  x  , 0  and Y-axis at  0, y  x 
 dy   dx 
   
  dx  

 
 
 dy  x
The normal meets X-axis at  x  y , 0  and Y-axis at  0, y  
 dx   dy 
   
  dx 

14
8. Miscellaneous Differential Equation.

d 2y
(1) A special type of second order differential equation:  f (x ) ……..(i)
dx 2

d  dy   dy 
Equation (i) may be re-written as    f (x )  d    f (x )dx
dx  dx   dx 

dy dy
Integrating,   f ( x )dx  c 1 i.e.  F( x )  c 1 ……..(ii)
dx dx

Where F( x )   f (x )dx  c 1 dx

From (ii), dy  f ( x )dx  c1 dx

Integrating, y   F(x )dx  c 1 x  c 2

 y  H (x )  c 1 x  c 2

Where H (x )   F( x )dx c 1 and c 2 are arbitrary constants.

(2) Particular solution type problems: To solve such a problem, we proceed according to the type of
the problem (i.e. variable-separable, linear, exact, homogeneous etc.) and then we apply the given
conditions to find the particular values of the arbitrary constants.

15