Differential Equations

Chapter 5
Mathematics
CHAPTER 5 Differential Equations

A differential equation is a mathematical equation for an unknown function of one or several variables that relates the values of the function itself and its derivatives of various orders.
Order of differential equation

Order of differential equation is the order of the highest derivative appearing in it.
Degree of differential equation Degree of a differential equation is the degree of the highest derivative occurring in it, after expressing the equation free from radicals and fractions as far as derivatives are concerned.
Example i) x + =C y 1st order, 1st degree 1st order, 2nd degree (power of highest derivative) 2nd order, 2nd degree 2nd order, 1st degree
ii) Y = x iii) [ iv)
. / ] + x =5
Example The differential equation (A) (B) (C) (D) 1st order and linear 1st order and non-linear 2nd order and linear 2nd order and non-linear x y = sin hx is
Solution Option (C)
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Chapter 5
Mathematics
Differential Equations of first Order first Degree Equations of first order and first degree can be expressed in the form (x y y ) y (x y). Following are the different ways of solving equations of first order and first degree: 1. 2. 3. 4. Variables separable Homogeneous equations Linear equations Exact equations or
1.
Variable separable f(x)dx + g(y)dy = 0 (x) x (y) y is the solution
Example Solve the differential equation = Solution = y= = 3 2. = 2( ( x x ) x C x ) C x x
Homogenous Equation =
( ( ) )
To solve a homogeneous equation, substitute y = Vx =V+x
Separate the variable V and x and integrate.
Chapter 5
Mathematics
Example Solve the differential equation x y dx - (x Solution =

. /
y ) dy = 0
Put y = vx , v+x x = dv = vx ln y = . / C C =
=v+x
3 ln cy =. /
Equations Reducible to homogenous Equation The differential equation: =
This is non- homogeneous but can be converted to homogeneous equation Case I: If
Substitute x = X + h
y=Y+k
(h and K are constants)
dx=dX dy=dY =
( ( ) )
Solve for h and k =0 =0 =

Chapter 5
Mathematics
Case II:
If = =
( (
(say)
) )
Substitute ax +by = t, so that, a+b = ( =

(
= ( )=
)
Solve by variable separable method. Example =

( ( ) )
Solution Here a/ 2+3 ( =2+ = b/ , put 2x+3y = t = )

( )
dt = dx 3. Linear Equations The standard form of a linear equation of first order: + P(x) y = Q(x) , where P and Q are functions of x (x) (x)y (x)
Chapter 5
Mathematics
Commonly known as L Integrating factor, I.F. =

tz
u t
y(
P) = Q
(y y
)=Q
(I F) x
y(I F )
(I F) x
Example Solve the differential equation (1 + y ) dx = ( t Solution = x = Q P, Q I. F. = x. x. x. x=t y
x) y
function of y only
= = = t =t C y dy d(t ) C
u E u t + P y = Q y where, P & Q are functions of x only.
Divide by y y y =Q
Chapter 5
Mathematics
Substitute, (1-n) y y = =
=z
z =Q ( Example Solve the differential equation x Solution =x y y y = z, -5y =x z = -5 x I.F. = Z x Z x y . x
) z = Q (1-n)
This is linear equation and can be solved easily
y=x y
=x =
=x
= x
(-5x ) dx x C
= 5 x =
Cx / x y = 1
4. Exact Differential Equations M (x, y) dx + N (x, y) dy = 0 The necessary and sufficient condition for the differential equations M dx +N dy = 0 to be exact is =
Chapter 5
Mathematics
Solution of exact differential equation x (t t t x ) dy = C
Example Solve the differential equation (secx tan x tan y Solution M = secx. tanx. tany N = sec x se y So, exact ( xt xt y =C ) x = secx tanx se y = secx tan x se y y =0 ) dx + secx se y dy = 0
Sec x tan y -
Equation Reducible the Exact Equation Integrating factor Sometimes an equation which is not exact may become so on multiplication by some function known as Integrating factor (I.F.). Illustration x dy y dx = 0 Multiply by Therefore, , not exact dy dx = 0 y exact C
( ) x 0=C
Rule 0: Finding by inspection 1. x dy + y dx = d (x y) 2. =d( ) 3. 4. 5. = d [log ( =-d( ) = d [t ( ))]
Chapter 5
Mathematics
6.
=d[
)0 then I.F. = 0 then I.F. =
Rule 1: when M dx + N dy = 0 is homogenous in x and y and M x + N y Rule 2: If the equation (x, y) y dx + (x, y) x dy = 0 and M x N y ) = f(x), then I.F. = (
Rule 3: If the M dx + N dy = 0 and ( Rule 4: If the equation M dx + N dy = 0 and Example (y xy ) dx (x+x y) dy = 0 Solution M = y xy , N = (x+x y) Mx Ny = 2xy I.F. = ( y) x = . x/ y = 0 xy = C exact 0
( )
) = f(y) , then I.F. =
( )
solution log
Equations of first order and higher Degree As will occur in higher degrees, it is convenient to denote form f(x, y, P) = 0. Case I : Equations solvable for P --Where, , ...... =0 by P. Such equations are of the
are functions of x and y (x y)- = 0 (x y)
[P - (x y)- [P - (x y)- - - - - - [P P = (x y) , P = (x y) -- - - - P =
F (x y ) = 0, F (x y ) = 0, - - - - F (x y ) = 0 F (x y ) . F (x y ) - - - - - F (x y ) = 0
Chapter 5
Mathematics
Example Solve the differential equation Solution Let P = dy/dx P = ( ) -1 = 0 =
(P + ) ( P - ) = 0 P+ d(xy) = 0 , xy = C (x y C) (x P =0
y dy x dx = 0 x y y =c )=0
Case II : Equations solvable for y y = f(x, P) - - - - --------------------------------------- - (1) Differentiating P = = F ( x, P, )
Let the solution be g (x, p, c) = 0 - - - - - - (2) Eliminating P from (1) and (2). In case elimination of P is not possible, then we may solve (1) and (2) for x and y and obtain, x=F ( Example Solve the differential equation y=x+at Solution P=1+ dx=(
)( )
) ,y= F (
) as the required solution, where P is parameter
----(1)
-----(2) , dx = 0 log ( 1dp ) t ]
x = C + a [log (P-1)
Chapter 5
Mathematics
This equation along with the given equation constitute the required solution in parameter form wt t t Case III : Equation solvable for x x = f(y , p) ---------(1) = = g(y, p, )
F( y, p, c) = 0 --------(2) Example Solve y = 2px + y Solution y = 2px + y x= Differentiating w. r. t. y = 2P = P P y

. /( )
( )
y 2y ) y
3y y (1+ y )=0
y =0 )=0
P(1+ y (P + y Py = c
) (1+ y
Eliminate P in equation (1) x = Example
y = 2cx + c3
The family of straight lines passing through origin is represented by differential equation (A) ydx + xdy = 0 Solution: (B) a) d(yx) = 0 yx = c (B) xdy ydx = 0 (C) xdx + ydy = 0 (D) ydy xdx=0
Chapter 5
Mathematics
b) d(y /x) = 0 = c y = cx c) y x = c, d) x y = c, Example The equations y 2x = c represents the orthogonal trajectories of the family. (A) y = a Solution (D) For orthogonal trajectory Substitute, =0 =0 x + 2y = a = (B) x y (C) xy = 0 (D) x + 2y = a
Higher Order Differential Equation

Linear Differential Equation with constant Coefficients ------The equation can be written as (D (D) D =X ----)y = X {Where, D = } y=X
(D) = 0 is called A.E. Rules for finding complimentary function Case I If all the roots of A.E. are real and different (D ) (D ) - - - - - - (D )y=0
So, the solution is y=C C -- - - - -+ C
Chapter 5
Mathematics
Illustration: D
=0
D = 2, 1 y=C Case II: C =
If two roots are equal i.e. (D y = (C ) (D C x) = = )y=0
Similarly, if y = (C Illustration: D D
C x +C x ) =0
(D + 3) = 0 D = 3, 3 y =(C Case III: C x)
If one pair of roots are imaginary i.e. y=C y=

(
=
)
, C x
(
=
)
(C D D 2i
C =0
x)
Illustration:
D = -1, y=C =C Case IV:
(C C x C
C x
x)
If two pairs of root are imaginary i.e. Repeated imaginary root y= ,(C x =0 (D D ) (D D )=0 C ) x (C x , C ) x ]
Illustration: D
Chapter 5
Mathematics
D= 1 y=
i, 1 (C
i x C , ( ) x) >0, C ( )] (C x C x)
Case V: If a pair of root is surd then ,C
Rules for finding Particular Integral P.I. = Case I: When X = P.I. =

( )
X=
( )
.X
put D = a put D = a
[f(a)
0] [ (a) 0, f(a) = 0]
P.I. = x
( )
P.I. = x
( )
put D = a
[f(a) = 0,
(a)
0,
(a)
0]
Case II: When X = sin (ax + b) or cos (ax +b) P.I. = ( x ) put D = , () 0]
=x
( x
put D =
, (
) = 0]
=x
( x
put D =
, (
) = 0]
Case III : When X = x , m being positive integer P.I. =

( )
x = [ (D)x
x = (D) [1 (D) (D) (D) -x
= (D) , Case IV : When X =
( )
V where V is function of x
Chapter 5
Mathematics
P. I. = =
( )
V V, then evaluate V as in Case I, II & III
Case V : When X = x V(x) P.I. =

( )
x V(x) = 0
( ) ( )
( )
V(x)
Case VI : When X is any other function of x P.I. =

( )
X ) (D ) - - - - - - - (D X= ) and resolve x on each terms. into partial
Factorize f(D) = (D fractions and then apply,
( )
Complete Solution Given differential equation: The complete solution is: Example Particular integral of (A) Solution
( )
....... y = C.F + P.
=X
=x (B)
x (C) x (D) x
{x
}=
(1 D
D - - - -) { x x + =
x ]
= [x = Example Solve the differential equation y =x x {x
x , Option (C)
Chapter 5
Mathematics
Solution (D D )y=x x
(D - ) = 0 C.F. = (C P.I. = P.I.

( )
C x) x x x sin x x [ x [ x [ x [ x [ x x x x x x x x xx x x xxx x= (x x x) x x-
= = = = = = =
y = C.F. + P.I. Example Solve the differential equation (D D ) = 2x x
Solution D D = 0, C
)
D = 1, 3
C.F. = C P.I. =
(
(2x x
x) 3 x
=2 =2 =
3 x 3
x x
Chapter 5
Mathematics
= = = = ( ,
(1+ ) .
x /x )x
( )
x x x x ( x) ) ( x x)
C.S. = C.F. + P.I. = C Note:
is omitted from P.I. since C
is already in C.F.
In the above problem, try to find P.I. using different approach, P.I. = Example Find the P.I. of (D Solution P.I. = x sin x = 0x = 0x 1( 1
( ) )
(x
) =
note the difference, (overall C.S. is unchanged)
)y
x sin x
sin x = [ x sin x 2D ] = [ x sin x + cos x ]
Example Find the P.I. of (D Solution P.I. = sin 2x = = Example Find the P.I. of (D Solution P.I. = (sin 2x +cos 3x) = x x cos 3x = cos 2x )y = sin 2x + cos 3x
( ) ( )
)y
sin2 x
sin 2x )
x (
Chapter 5
Mathematics
Example Find the complete solution of Solution D (D+1) = 0 C.F. =C =C P.I. = = = = = = Other approach P. I. = (1- D +D =( =( = D ) (x x x x ) ) ) ( x )
(
C C
)
[x [x
x ] ] [x ( x ) x ] ]
(1+D)
[ 1 D +D [x [x x x -
1+ D -D ) (x x x4 x) (x
Note: this is because a constant C is present in C.F. (overall C.S is unchanged) C.S. = C C x E u t (H ------ t = ln x, then if D = = Dy x = Dy u u t y=X )
C u y Eu x Put = x= . x
Chapter 5
Mathematics
) = =
. Dy
( D y
).
= x x
(D
D)y
= D (D-1) y = D (D-1)(D-2) y
After substituting these differentials, the Cauchy Euler equation results in a linear equation with constant coefficients. Example Solve the given differential equation x Solution substitute x (D (D P. =
(
x= x D
t = ln x = D(D-1)
Dy D
)y =t C t) D- t = t + 2 x E u t ( x ) t = ln (ax + b) - - - - -- y=X
) = 0 , y = (C
)
= , x) x
y = (C L ( x )
C L
ax + b = (ax + b) ( x ( x ) ) =aDy = =
D(D-1)y D(D-1)(D-2)y
Chapter 5
Mathematics
At u t tut t constant coefficients.
u t
ut
u t on with
Example ( x ) ( x ) y =0
Solution 2x +3 = , t = ln (2x+3)
4D(D -1)y 2Dy 20y = 0 ( D D D D )y = 0 =0
D = 3.1, -1 .6 y=C + C C (2x + )
= C (2x + )
Partial Differential Equation

z = f(x, y) =p, =q, = r, = s, t
E u t =R
(L
u t
Where P, Q, and R are functions of x, y and z (if P, Q, R are independent of z , its called linear otherwise quasi linear equation) Working rule 1. 2. 3. Form subsidiary equation = =
Solve these simultaneous equations giving u = a and v = b as its solution. Write the complete solution as f (u ,v) = 0 , u = f(v)
Chapter 5
Mathematics
Non- Linear Equations of 1st Order p and q will occur other than in the first degree are called non-linear partial differential equations of the first order. Form I: Equation containing p & q only f(p, q) = 0 Its complete solution z = ax +by + c where a and b connected by relation Since p = q= Form II: f(z, p, q ) = 0, not containing x & y Working rule: 1. 2. 3. Form III: f (x, p) = F (y, q) . Terms not containing z and terms containing x and p can be separated from those containing y and q. Assume f (x, p) = F (y, q) = a (x) dz = z x (x) x (y) y (y) y (y) y t ) x y Assume, u = x + ay , substitute p = , and q = a Solve resulting ordinary differential equation (O.D.E.) in z and u Replace u by x + ay =b = a, f(a, b) = 0
z = (x) x Charpit t (G
f(x, y, z, p, q ) = 0 -----------------------(1) Since z depends on x and y
Chapter 5
Mathematics
dz = =
x =
x =
y --------------(2) = =
Homogenous Linear Equation with constant coefficients ------ = f( x, y) this is called homogenous because all terms
containing derivative is of same order. (D (D D) D D (x y) ------D ) = f(x, y) {where D = D }
Step I : Finding the C.F. 1. Write A.E. Where m = 2. CF = (y + CF = (y + roots. CF = (y + roots. Step II : Finding P.I. P.I. =
( )
----= 0, . Roots are , ---- x) + (y + x) + - - - - - x) + x (y + x) + (y + x) + x (y + x) +x (y +
are distinct x) + - - - - - - , x) + - - - , ,
two equal three equal
f (x, y) ut , D P.I. = D DD x y
( )
1. when f( ax +by ) = 3. when f(x, y) = x y
2. when f( x, y) = sin (mx +ny), put (D

( )
x y = [ (D D )( )
4. when f(x, y) is any function of x and y. P.I. =
f (x, y) , resolve
into
partial fractions considering (D D ) as a function of D alone and operate each partial fraction on f(x, y) remembering that ( f(x, y) = (x x) x where c, is ) replaced by y + mx after integration. Example Solve the partial differential equation: r - 4s + 4t =
Chapter 5
Mathematics
Solution = (D DD D )z = =0 C.F = P.I. =

(
m = 2, 2 (y +2x )
(y +2x) + x
)
D = 2 , D = 1, So, P.I. = = = x = Hence, C.S. is x

(
D D
Z = (y +2x) + x (y +2x) + x
Example Solve the given differential equation y (2xy + Solution (y x dy ) + 2x y dx = 0 x x=0 d( ) x x=0 ) dx = dy
x =0
Chapter 5
Mathematics
Example Solve the given differential equation Solution (2D DD D )z=0 =0 m=
= 2, (y x)
Solution is z = (y 2x) +
Example Solve the given differential equation Solution (D DD ) z = cos x cos 2y = 0; C.F. = P.I. = = = , = Example Solve the given differential equation Solution D D D =2 x y =0 ( ) = 0, m = 0, 0, 2 =2 x y ,
(
= cos x cos 2y
m = 0, 1
(y) + (y + x) cos x cos 2y , (x (x

) ( )
y) y)
(x
y)(x (x y)- = y)(x y) (x y)
C.F. = (y) + x (y) + (y + 2x)

Chapter 5
Mathematics
P.I. = =
(2
x y) x y
= = = = = Example ( (
)
(
x y
)( )
)x y
(x y )
Solve the given differential equation cos (2x +y) Solution (D DD D )z cos(2x +y) m = -3, 2 C.F. = (y-3x) + (y+2x) P.I. = = = = = = = x = x x x ( x ( x ( x y)
( )
( ( )
) (
( x ( x x
y) =
)(
( x
y)
x) x
x) x ) x
Chapter 5
( ) ( )
Mathematics
= x
= sin ( x
y x)
= sin (2x + y) + Approach 2 P.I = = = =

( )( )
( x
y)
( x ( x (
( )
y) x) x x) x
. . . . . x =
(
=( = = Approach 3 P.I. = = = x = x =x = =
( (
(y
x)
(y
( x x)
x) x
)(
( x ( x ( x ( x y) D
y) y) y)
( ( )
= y) x
( x
y)
( x ( x
y)
Note the difference in answer of approach 1 & approach 2/3 (why?) To find order and degree of differential equation simplify all the decimal and fractional power to 3/2 or to intiger.
Chapter 5
Mathematics
Example [ . / ]
Square both side [
. / ]
Some equation of curves 1. y =mx +c straight line
2. xy = c hyperbola 3. y.ax2 = or ay2 z x 4. x2 + y2 = a2 circle 5. 6. edlipse hyper bola parabola

Differential Equations

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Differential Equations

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Chapter 5

CHAPTER 5 Differential Equations

Order of differential equation

ii) Y = x iii) [ iv)

Solution Option (C)

Variable separable f(x)dx + g(y)dy = 0 (x) x (y) y is the solution

Example Solve the differential equation = Solution = y= = 3 2. = 2( ( x x ) x C x ) C x x

To solve a homogeneous equation, substitute y = Vx =V+x

Separate the variable V and x and integrate.

Example Solve the differential equation x y dx - (x Solution =

Equations Reducible to homogenous Equation The differential equation: =

This is non- homogeneous but can be converted to homogeneous equation Case I: If

(h and K are constants)

Solve for h and k =0 =0 =

Substitute ax +by = t, so that, a+b = ( =

Solve by variable separable method. Example =

Solution Here a/ 2+3 ( =2+ = b/ , put 2x+3y = t = )

Commonly known as L Integrating factor, I.F. =

Example Solve the differential equation (1 + y ) dx = ( t Solution = x = Q P, Q I. F. = x. x. x. x=t y

u E u t + P y = Q y where, P & Q are functions of x only.

z =Q ( Example Solve the differential equation x Solution =x y y y = z, -5y =x z = -5 x I.F. = Z x Z x y . x

This is linear equation and can be solved easily

Solution of exact differential equation x (t t t x ) dy = C

Rule 0: Finding by inspection 1. x dy + y dx = d (x y) 2. =d( ) 3. 4. 5. = d [log ( =-d( ) = d [t ( ))]

)0 then I.F. = 0 then I.F. =

) = f(y) , then I.F. =

are functions of x and y (x y)- = 0 (x y)

Example Solve the differential equation Solution Let P = dy/dx P = ( ) -1 = 0 =

Case II : Equations solvable for y y = f(x, P) - - - - --------------------------------------- - (1) Differentiating P = = F ( x, P, )

) as the required solution, where P is parameter

-----(2) , dx = 0 log ( 1dp ) t ]

F( y, p, c) = 0 --------(2) Example Solve y = 2px + y Solution y = 2px + y x= Differentiating w. r. t. y = 2P = P P y

Eliminate P in equation (1) x = Example

Higher Order Differential Equation

So, the solution is y=C C -- - - - -+ C

D = 2, 1 y=C Case II: C =

If two roots are equal i.e. (D y = (C ) (D C x) = = )y=0

(D + 3) = 0 D = 3, 3 y =(C Case III: C x)

If one pair of roots are imaginary i.e. y=C y=

D = -1, y=C =C Case IV:

Case V: If a pair of root is surd then ,C

Rules for finding Particular Integral P.I. = Case I: When X = P.I. =

Case III : When X = x , m being positive integer P.I. =

x = (D) [1 (D) (D) (D) -x

= (D) , Case IV : When X =

V V, then evaluate V as in Case I, II & III

Case V : When X = x V(x) P.I. =

Case VI : When X is any other function of x P.I. =

X ) (D ) - - - - - - - (D X= ) and resolve x on each terms. into partial

Factorize f(D) = (D fractions and then apply,

= [x = Example Solve the differential equation y =x x {x

(D - ) = 0 C.F. = (C P.I. = P.I.

y = C.F. + P.I. Example Solve the differential equation (D D ) = 2x x

C.S. = C.F. + P.I. = C Note:

is omitted from P.I. since C

note the difference, (overall C.S. is unchanged)

sin x = [ x sin x 2D ] = [ x sin x + cos x ]

At u t tut t constant coefficients.

4D(D -1)y 2Dy 20y = 0 ( D D D D )y = 0 =0

D = 3.1, -1 .6 y=C + C C (2x + )

Partial Differential Equation

f(x, y, z, p, q ) = 0 -----------------------(1) Since z depends on x and y

containing derivative is of same order. (D (D D) D D (x y) ------D ) = f(x, y) {where D = D }

----= 0, . Roots are , ---- x) + (y + x) + - - - - - x) + x (y + x) + (y + x) + x (y + x) +x (y +

two equal three equal

1. when f( ax +by ) = 3. when f(x, y) = x y

2. when f( x, y) = sin (mx +ny), put (D