UNIT-I
UNIT-I
Syllabus:
Ordinary differential Equations of first order and first degree
For example let x denote time and y denote plant growth then plant growth
depends on time
i.e. y = f (x) is growth function.
dy
Rate of change of y with respect to x ⇒ dx (derivatives)
Example
dy
= 3x + 2
dx
1
d2 y dy
+ 5 + 6y = 0
dx2 dx
Examples:
1.2.1 First-Order Differential Equation
dy
+y =x
dx
dy
The highest derivative is dx
, so the order is 1.
2
1.3.1 Steps to Find the Degree:
1. Identify the highest order derivative in the equation.
2. Ensure the equation is polynomial in all derivatives (remove square roots
or fractional powers).
3. The exponent (power) of the highest-order derivative is the degree of the
differential equation.
Examples:
1.3.2 First-Order, First-Degree Differential Equation
dy
+y =x
dx
dy
The highest-order derivative is dx
, and its power is 1. Thus, the degree is 1.
3
2 Linear Differential Equation
A linear differential equation is a differential equation in which:
The dependent variable (y) and its derivatives appear only to the
first power.
dn y dn−1 y dy
an (x) n
+ a n−1 (x) n−1
+ · · · + a1 (x) + a0 (x)y = R(x)
dx dx dx
where an (x), an−1 (x), . . . , a0 (x) are functions of x, and R(x) is the non-
homogeneous term.
d2 y dy
2
− 3 + 2y = ex
dx dx
This is linear because the highest-order derivative appears in a polynomial
form.
4
Non-Linear Differential Equation (for contrast)
2
dy
+y =x
dx
dy 2
This is non-linear because dx has an exponent greater than 1.
A
+ B is the solution of y 00 + 2
y0 = 0
Verify y = x x
Solution
A
Given y = x
+B
Differentaite
with respect to x
0 1
y = − x2
5
Example.
1) Set of concentric circles: x2 + y 2 = c one parameter family if c takes non-
negative real values
2) Set of circles (x − c1 )2 + (y − c2 )2 = c3
Three parameter family it c1 , c2 takes all real values and c3 takes all non-
negative real values
Solution:
xy = aex + be−x + x2
6
Step 3: Eliminate the Constants a and b
From the given function:
aex + be−x = xy − x2
From the first derivative:
dy
aex − be−x = x + y − 2x
dx
From the second derivative:
d2 y dy
aex + be−x = x 2
+2 −2
dx dx
Since both expressions for aex + be−x must be equal:
d2 y dy
xy − x2 = x 2
+2 −2
dx dx
Thus, the required differential equation for given family of curve is:
d2 y dy
x 2
+ 2 = xy − x2 + 2
dx dx
7
2.5.2 Particular Solution
A particular solution is obtained from the general solution by assigning
specific values to the arbitrary constants based on given initial or boundary
conditions.
y = C1 e2x + C2 ex
If we have the initial conditions y(0) = 4 and y 0 (0) = 1, solving for C1 and
C2 gives unique values, leading to a particular solution.
General Form:
y = f (x, C)
where C is an arbitrary constant.
8
Example: Consider the differential equation:
dy
= 3x2
dx
Solving by integration:
Z
y= 3x2 dx = x3 + C
General Form:
F (x, y, C) = 0
where C is an arbitrary constant.
ydy = xdx
9
2.6.3 Key Differences Between Explicit and Implicit Solutions
Solving,
e2y x3
= ex + +C
2 3
2
e2y = 2ex + x3 + C
3
Consider :
dy
= f (ax + by + c)
dx
or (1)
dy
= f (xa + by)
dx
11
substitute ax + by + c = v or ax + by = v.
dy dv
⇒a+b =
dx dx
dy dx 1
= −a
dx dx b
dv 1
Equation1 ⇒ −a = f (v)
dx b
dv
= bf (v) + a
dx
⇒
Z Z
dv
= dx
b · f (v) + a
Example 1
dy
= sec(x + y) (2)
dx
dy dv
Let x + y = v ⇒ dx
= dx
−1
dv
then equation 2 becomes ⇒ dx − 1 = sec v
dv 1
= sec v + 1 ∵ sec v =
dx cos v
2 v
1 + cos v 2 cos 2 2
= = ∵ 2 cos θ − 1 = cos 2θ
2 cos2 v2 − 1
cos x
12
dv 2 cos2 v2
=
dx 2 cos2 v2 − 1
1
1− v dv = dx
2 cos2 2
v 1
1 − sec2 dv = dx
2 2
Z Z
1 2 v
1 − sec dv = dx
2 2
v
v − tan =x+c
2
Substituting v = x + y,
x+y
y − tan = 0.
2
13
Example 2
1 + x2 dy = 1 + y 2 dx
dy dx
=
1 + y2 1 + x2
Integrating wrt x
tan−1 y = tan−1 x + c
−1 y−x
tan = tan−1 c
1 + yx
y−x
=c
1 + yx
y − x = (1 + yx)c.
14
Example 3
(ey + 1) cos xdx + ey sin xdy = 0
cos x ey
dx + y dy = 0
sin x e +1
ey
Z Z
cos x
· dx = − · dy
sin x ey + 1
sin x (ey + 1) = c.
dv
v+x = f (v) (seperable form)
Z dx Z
dv dx
=
f (v) − v x
15
2.8.1 Example
(x3 + 3xy 2 ) dx + (y 3 + 3x2 y) dy = 0 where x > 0
Solution
2
dy (x3 + 3xy 2 ) 1 + 3 xy
=− 3 = − y 3
dx (y + 3x2 y) y
x
+3 x
Substitute
y dy dv
=v⇒ = vx + x
x dx dx
dv 1 + 3v 2
v+x = 3
dx x + 3v
dv 1 + 3v 2
v+x =− 3
dx v + 3v
dv −1 − 3v 2 − v 4 − 3v 2
x =
dx v 3 + 3v
dv −1 − v 4 − 6v 2
x· =
dx v 3 + 3v
v 3 + 3v dx
− 4 2
dv =
1 + v + 6v x
4 (v 3 + 3v)
Z Z
dx
− dv = ·4
1 + v 4 + 6v 2 x
= x4 + log c
= log cx4
16
Taking exponential,
v 4 + 6x2 + 1 · Cx4 = 1
4y 4 y 2
cx +6 +1 =1
x x
a1 b1 a1 b 1
(CASE I) If a2
6= b2
ie. 6= 0 then
a2 b 2
x = x1 + h y = y1 + h (5)
Reduces the non-homogenious equation to homogenious equation 4 to be
dy1 a1 x 1 + b 1 y 1
= (6)
dx1 a2 x 2 + b 2 y 2
Here unknowns constant h, k in in equation 5 are determined by solving
the pairs of equation.
a1 h + b 1 k + c 1 = 0
a2 h + b 2 k + c 2 = 0
Now equation 6 is homogenous in the new variables x1 , y1 can be solved as
homogenous equation.
a1 a1 b 1
b1
(CASE II) If a2
= b2
ie = 0 then the transformation z = a1 x+b1 y
a2 b 2
equation 4 reduces to seperable equation in the variables x and z which can
be s as homogenous equation.
17
2.9.1 Example
Reducible to homogeneous form
dy x + 2y − 3
=
dx 2x + y − 3
solution :- let x = x + h, and y = y + k
dy dy dy (x + h) + 2(y + k) − 3
dx = dx and dy = dy ⇒ = . =
dx dx dx 2x + 2h + y − k − 3
dy x + 2y(h + 2k − 3)
⇒ = (7)
dx 2x + y(2h − k − 3)
⇒ 3k − 3 = 0
⇒k=1
⇒h=1
dy x + 2y
Equation 7 ⇒ =
dx 2x + y
dy dv
let y = vx ⇒ =v+x·
dx dx
18
dv x + 2vx
v+x =
dx 2x + vx
dv 1 + 2v dv 1 + 2v
v+x = ⇒x = −v
dx 2+v dx 2+v
dv 1 + 2v − 2v − v 2 dv 1 − v2
x = ⇒x =
dx 2+v dx 2+v
Z Z
2+v dx
dv =
1 − v2 x
Z Z Z Z Z
1+1+v dx 1 1+v dx
dv = ⇒ dv + dv =
1 − v2 x 1 − v2 1 − v2 x
Z Z
1 1+v 1 dx
log + dv =
2(1) 1−v 1−v x
1 1+v log(1 − v)
log + = log x + log C
2 1−v −1
1+v
log − 2 log(1 − v) = 2(log x + log c)
1−v
y
1+ x
y
log y − 2 log 1 − = 2(log x + log c)
1− x
x
x+y x−y
log − 2 log = 2 log +2 log c
x−y x
x+y
log − 2 log(x − y) − 2 log x = 2 log x + 2 log c.
x−4
x+4
log = log c2
(x − y)2
x+4
= c2 19
(x − y)3
x=X +h⇒x=X +1
⇒X =x−1
y =Y +k
⇒y =Y +1
⇒Y =y−1
x−1+y−1
=k
(x − 1 − y + 1)3
x+y−2
=k
(x − y)3
x + y − 2 = k(x − y)3 is the required solution.
Steps
dy
(1) Make coefficient of dx =1R
(2) Integrating Factor(IF) = e p·dx
(3) solution
R of given differential equation is
y · IF = (Q · IF )dx
Example (1)
dy
(1 + x2 ) dx + 2xy − 4x2 = 0
Solution
dy
1 + x2 + 2xy = 4x2
dx
dy 2x 4x2
+ y =
dx 1 + x2 1 + x2
20
Above equation is in the form of L.D.E
R
P ·dx
Calculating, IF = e
2x
R
·dx
=e 1+x2
= elog(1+x )
2
= 1 + x2
solution of given L.D.E.
4x2
Z
y · IF = · IF · dx
1 + x2
4x2
Z
2 2
y 1+x = · 1 + x · dx
1 + x2
Z
y 1 + x2 = 4x2 · dx
x3
y 1 + x2 = 4 + c
3
Format II
dx
+ Px = Q
dy
( P & Q are constants) or function of y
Steps
(1) Make coefficient of dx
dy
=1
R
(2) Integrating Factor(IF) = e p·dy
(3) solution
R of given differential equation is
x · IF = (Q · IF )dy
2 − tan−1 y dy
Example (1 + y ) + x − e dx
=0
Solution
21
−1
dy
1 + y 2 = − x − e− tan y
dx
dx −1
1 + y2 + x − e− tan y = 0
dy
−1
dx x e− tan y
+ =
dy 1 + y 2 1 + y2
−1
1 e− tan y
P = Q=
1 + y2 1 + y2
Calculating IF
Z Z
1 −1
pdy dy
IF = e = e 1+y2 = etan y
−1
xetan y
= tan−1 y + C
Steps:
dy
Step 1) putting f (y) = v so that f 0 (y) dx dv
= dx
dv
Step 2) D.E become dx + P v = Q which is linear diff.eqn.
22
Example
dy
+ x sin 2y = x3 cos2 y
dx
1 dy sin 2y
+ x = x3
cos2 y dx cos2 y
1 dy 2x sin y cos y
2
+ 2
= x3
cos y dx cos y
dy
sec2 y + 2x tan y = x3
dx
dy dv
Let v = tan y ⇒ sec2 y =
dx dx
dv
+ 2vx = x3
dx
P = 2x Q = x3 ,
2
R
2x·dx
IF = e = ex ·
Z
v · IF = IF · Qdx + C
Z
x2 2
tan y · e = ex x2 · xdx + C
Substitute
x2 = p ⇒ 2x.dx = dp
Z
x2 dp
tan y · e = ep p · +C
2
2 1 p
tan y · ex = [pe − ep ] + C
2
23
2 2 2
2 tan y · ex = x2 ex − ex + c is the required solution.
Example
dy 4 cos x + sin y + y
+ =0
dx sin x + x cos y + x
∂M ∂N
= cos x + cos y + 1 = 8 cos x + cos y + 1
∂y ∂x
∂M ∂N
⇒ =
∂y ∂x
The given differential equation is exact. The solution is given by,
Z Z
(y cos x + sin y + y)dx + 0dy = c
y sin x + x sin y · xy = c
24
Example
x/y
x/y x
1+e dx + e 1− dy = 0
y
x/y x x/4
x/y x/y x
M =1+e , and N =e 1+ =e −e ·
y y
∂M −x ∂N −x
= ex/y , = e x/y
∂y y2 ∂x y2
⇒ ∂M
∂y
= ∂N
∂x
⇒ The given equation n (1) is exact Differential equation.
The solution is given by,
Z Z
x/y
1+e dx + 0 · dy = c
ex/4
x+ = c ⇒ x + yex/y = c
1/y
Solution
M = x2 y − 2xy 2 N = − x3 − 3x2 y
∂M ∂N
= x2 − 4xy = − 3x2 − 6xy
and
∂y ∂x
1 1
IF = = 3
Mx + Ny yx − 2x2 y 2 − x3 y + 3x2 y 2
1 1
= 2 2 2
= 2 2
3x y − 2x y xy
25
1 2 2
3 2
x y − 2xy dx − x − 3x y dy = 0
x2 y 2
1 2 x 3
− dx − 2
− · dy = 0 equation1.
y x y y
0 1 2 0 x 3
M = − ,N = − −
y x y2 y
∂M 0 1 ∂N 0 1
=− 2 , =− 2
∂y y ∂x y
equation 1 is exact Differential Differential equation.
The solution of equation 1 is given by
Z
−3
Z
1 2
− dx − dy = c
y x y
x
− 2 log x − 3 log y = c
y
Example
(1 + xy)ydx + (1 − xy)xdy = 0
Solution
M = y + xy 2 N = x − x2 y
∂M ∂N
∂y
= 1 + 2y ∂x
= 1 − 2xy
26
M x − N y = xy + x2 y 2 − xy + x2 y 2 = 2x2 y 2
1 1
IF = = 2 2
Mx − Ny 2x y
1 2
1 + x ydx + (1 − xy)xdy = 0
2x2 y 2
1
y + xy 2 dx + x − x2 y dy = 0
2
2x y 2
1 1 1 1
+ dx + − dy = 0
x2 y x xy 2 y
1 1 1 1
M0 = + , N0 = −
x2 y x xy 2 y
∂M 0 −1 ∂N 0 −1 ∂M 0 ∂N 0
= 2 2, = 2 2 ⇒ =
∂y xy ∂x xy ∂y ∂x
Z Z
1 1 −1
− dx + dy = C
x2 y x y
−1
− log x − log y = C
xy
Example
(x2 + y 2 + x) dx + xydy = 0
27
Solution
M = x2 + y 2 + x, N = xy
∂M ∂N
= 2y, =y
∂y ∂x
1 ∂M ∂N 1 1
− = (2y − y) =
N ∂y ∂x xy x
1
R
IF = e x dx = elog x = x
x x2 + y 2 + x dx + xydy = 0
x3 + xy 2 + x2 dx + x2 ydy = 0
∂M 0 ∂N 0
= 2xy = 2xy
∂y ∂x
Z Z
3 2 2
x + xy + x dx + 0 · dy = C
x4 x2 y 2 x3
+ + =C
4 2 3
Then IF = xh y k
0 b0 +k+1
where a+h+1
m
= b+k+1
n
, a +h+1
m0
= n0
Example
(2ydx + 3xdy) + 2xy(3ydx + 4xdy) = 0
Solution
a = 0, b = 0 a0 = 1, b0 = 1
m = 2, n = 3 m 0 = 6 n0 = 8
IF = xh y k for this
28
h+a+1 k+b+1 h+a0 +1 k+b0 +1
m
= n m0
= n0
h+2 k+2
3 (h + 1) = (k + 1)2. 6
= 8
3h + 3 = 2k + 2 4h + 8 = 3k + 6
3h − 2k = −1 4h − 3k = −2
Solving both equations
9h − 6k = −3
−8h − 6k = −4
h=1
h = 1 given k = 2
IF = xy 2
xy 2 2y + 6xy 2 dx + 3x + 8x2 y dy = 0
x2 y 3 + 2x3 y 4 = C
29