Differerntial Equations PDF
Differerntial Equations PDF
Structure
9.1
Introduction
Objectives
9.2
Preliminaries
9.3
9.4
Methods of Solving Differential Equations of the First Order and First Degree
9.4.1
9.4.2
9.4.3
9.4.4
9.5
Separation of Variables
Homogeneous Differential Equations
Exact Differential Equations
Linear Differential Equations
Summary
9.1 INTRODUCTION
Analysis has been dominant branch of mathematics for 300 years, and differential
equations is the heart of analysis. Differential equation is an important part of
mathematics for understanding the physical sciences. It is the source of most of the
ideas and theories which constitute higher analysis. Many interesting geometrical and
physical problems are proposed as problems in differential equations, and solutions of
these equations give complete picture of the state of these problems.
Differential equations work as a powerful tool for solving many practical problems of
science as well as a wide range of purely mathematical problems. In Units 2 and 5, we
defined first and higher order ordinary and partial derivatives of a given function. In this
unit, we make use of these derivatives and we first introduce soine basic definitions.
Then we discuss the formation of differential equations . We also discuss various
techniques of solving soine important types of differential equations of the first order
and first degree. We have discussed the method of separation of variables together with
methods of solving homogeneous, exact and linear differential equations. Also,
differential equations which are reducible to homogeneous fonn or equations reducible
to linear form are coilsidered.
Objectives
After studying t h i ~unit you should be able to
*
*
*
*
*
*
9.2 PRELIMINARIES
In this section we shall define and explain the basic concepts in differential equations
and illustrate them through examples. Recall that given an equation or relation of the
type f ( x, y ) = 0,involving two variables x and y, where y = y( x ), we call x the
independent variable and y the dependent variable (ref. Unit 1 of Block 1). Any
equation which gives the relation between the independent variable and the derivative
of the dependent variable with respect to the independent variable is a differential
equation. In general we have the following definition.
Definition :
A differential equation is an equation that involves derivatives of dependent variable
with respect to one or more independent variables.
For example,
az
x-+yax
az
= nz,
ay
nz,
are partial differential equations. Differential equations can be further broadly classified
by their order and degree. .
Iutergral Calculus
Definition :
a3z
a re
ax a))
The order of a differential equation is the order of the highest order derivative
appearing in the equation. For exaillple,
d 2~
(highest order derivative is T).
dr
(3)
2
+ 22d 2~
- dy
+ .x
(2)
0 is of order three.
Definition :
The degree of a differential equation is the highest exponent of the derivative of the
highest order appearing in it after the equation has been expressed in the fonn free froin
radicals and fractions as far as derivatives are concerned. For example, equations (9.1),
(9.2), (9.3), and (9.5) are of first degree and equations (9.4) and (9.6) are of second
degree.
Equation
is of seaond degree. To d e t e n n k its order, we make the equation free froin radicals.
We need to square both the sides so that
dr 2'
is two a d , by
E1
,
State the eider an3 the degree of each of the followiilg differential equations.
rn
In this unit we will only be concerned with the study of certain types of ordinary
differential equations which we shall simply refer to as differential equations, dropping
the word "ordinary".
The principal task of the theory of differential equations is to find all the solutions of a
given differential equation. But then it is natural to ask as to what exactly is the
meaning of a solution of a differential equation. Tbe answer to this question is given in
the followingdefinition.
Definition :
A solution or an integral of a differential equation is a mlation between the variables,
not involving the derivatives, such that relation and the derivatives obtained from it
satisfy the given diffdrential equation.
To illustrate this let us do the following examples.
Example 1:
Prove that
is a solution of
Y - a
xy' = 2y.
Solution :
Step 1 :
~ifferentiatingboth dides of equation (9.8) with respect to x, we get,
,Y
'
= 2cx
. ..(9.10
Step 2 :
' 6
Substituting in equation (9.9) the values of y and y ' obtained from equations (9.8) and
(9.10)
It should also be noted that a differential equation may have many solutions. For
instance, each of the functions y = sin x, y = sin x + 3, y = sin x - 4/5 is a solution
lnlergral Calculus
af the differential equation y I f = cos x. But we also know from our knowledge of
calculus that any solution of the equation is of the form
E2
Verify that each function is a solution of the differential equation written next to it.
a)
b)
y = = x 2 + c x ; xyf
c)
y =Asin5x+Bcos5x; yU+25y= 0
d)
y = (x+c)e-';
e)
+y
y f + y = e-'
12
=y21ny.
As illustrated above, a differential equation may have more than one solution. It may
even have infinitely many solutions,which can be represented by a single formula
involving arbitrary constants. According1y, we classify various tyves of solutions of a
differential equation as follows.
Thp solution of the n order differential equation which contains n arbitrary constants
is called its general solution.
Definition :
Anv solution which is obtained from the general solution by giving particular values to
the arbitrary constants is called a particular solution.
For example, y = clsin 2x - c2 cos 2x involving two arbitrary constants cl and c2 is
2
+ 4y = 0 whcleas
dr2
2sin 2x + cos 2r is a particular solution (taking cl = 2 and c2 = 1).
.t
In some cases there may be further solutions of a given equation which cannot be
obtained by assigning a definite value to the arbitrary constant in the general solution.
Such a solution is called a singular solution of the equation. For example, the equation
Since the solution cannot be obtained by assigning a definite value to c in the general
solution, it is a singular solution of equation (9.12).
After going through the definitions and illustrations given in Section 9.2 you would
have definitely got the clue that a differential equation can also be derived from its
solution by the process of differential, algebraic processes of elimination, etc. Now we
shall discuss the method of finding the differential equation when its general solution is
given.
6bx
Thus, x 2y" - 3xyr - 3y = 0 is the desired differential equation. Generalising the above
procedure we obtain the following rule to find the differential equation when its general
solution is given.
Rule
a)
Differentiate the general solution. Let us refer to the resulting equation as the
derived equation.
b)
Differentiate the derived equation and obtain the second derived equation.
c)
Differentiate the second derived equation and continue the process until the
number of derived equations is equal to the number of independent arbitrary
constants involved in the general solutions.
d)
Finally eliminate'all the constants of the general solution with the help of these
derived equations, and get the desired equation.
Example 2:
. .. (9.16)
Ditfet-entinlEquations
Step 2 :
Intergral Calculus
Step 3 :
Finally, we eliminate 11 and k from equation (9.16).
Equations (9.17) and (9.18) yield,
2 .
and
E3
Find the differential equations having the following as solutions.
E4
Find the differential equations whose solutiolr is given by
ex(Acosx+Bsii~x)
It will probably come as no surprise to you that differeutial equations which look
similar are solved in similar ways. 111fact, the equations are classified into various types
which have similar mathematical characteristics. Any differential equation of the first
order and first degree may be written in the form
In the next section, we shall discuss various methods of solving first order and first
degree differential equations.
f ( x, y ) . This is because no fonnulas exist for obtainiag its solutior~in all cases.
.C
But, there are certain standard types of first order equatio~lsfor which routine methods
of solution are available. We now discuss four of them that have Inally applications.
Let us discuss them one by one.
9.4.1
Separation of Variables
wherep ( x ) is a function of x only and q ( y ) is a function ofy only. Such at1 equation
is called an equation with separable variables, or a separable equation. For example,
dy
(3+
1)
the differential equation - =
is of the same type as equation (9.19) with
cix
e
I11 order to solve the differential equation give11by (9.19) we may proceed as follows:
Step 1 :
Rewrite equation (9.19) as
Step 2 :
Integrate both sides of equation (9.20) and get
Step 3 :
Solve equation (9.21) for y in terms of x.
Note that in Step 2, there is no need to write two constants since these call be
colnbined illto one as in equatioli (9.21).
We now take. up an example to illustrate these steps.
Example 3 :
Solve
dy - 3x2
-
dr
y2
Solution :
Step 1 :
The given differential equation is
ak
Step 2 :
Integrating both sides of equation (9.23), we get
sy2dy=
3
-z
f
3
s
I
3x2dx
+ e,
where c is a constant
or,
where
cl = 3c is a constant.
3x + C l ,
Step 3 :
Solve equation (9.24) fory and get
y = [3x 3 +
C l ~ l ' ~
Example 4 :
Solve
d~ = t 3 y 2 + S
dt
Note that right hand side of equation (9.25) is not of the form p ( t ).
4(y)
However, if we write equation (9.25) as
we see that the right hand side of equation (9.26) is of the form
step 2 :
t4/4+t+c
ES
Sdve the following differential equations:
8)
dy
s+t
b)
dy
& = 4(y-3)
d)
*=fll
t
&
y2-e".y2
Not all differential equations can be solved by the method of separation of variables.
For example, we cannot solve,
' + 1 cannot be
Intergral Calcotus
g (x, y ) = x - x
g(Ax,hy)
(~x)~-(~x)~+(h~)~~h"f(.r,~)foran~
-xI (
th
Y.Y ) = f [ l . f ] =
-.
X
degree
@(:)
(say)
or
dx
g(.x,y)
0,
'
\'
~c
plays an important role in a h o ~ n o g c ~ous
or
y = v x
(x-2y)&+ydy
= 0
Solutibn :
Step 1 :
2y - x
Y
Dierentis1 Equations
Step 2 :
In equation(9.33) the variables are now separated and therefore
r-dy+r-
v
- "f ( v - 1 ) '
dv, we substitute v - 1
t ,SO that dv
dt and
v-
(since(v-1) = t).
It is convenient to replace the constallt cl by Inc,
where c > 0. Then equation (9.34) becomes,
Step 3 :
Replacing v by
- 1
y-x
Solve
d~
2ry
x2-y2
Solution :
The given equation (9.36) is homogeneous, since both numerator f (x, y ) = 2ry and
the deno~ninatorg ( x, y ) = x -y are homoge~lzousfui~ctionsof degree 2.
We may rewrite equation (9.36) as
*4,
i
dv
( ~ v / x )
... (9.37)
or,
dv
2v
V+X- = 2, where
clx
1-v
v =
y/x ,
dv = 2v 2-v = v ( l + v 2 )
1-v
1-v 2
x-
Therefore,
* l n ~ v ( - l n ( ( l + v ~=) l( n l x I + l ~ i I A ( ,
where A is another constant.
Thus, we get
*- v
=Ax
1+v2
Step 3 :
tY= & o r x
x +Y
gs the required solution of equation (9.36).
You may now try the following exercises.
E6
Solve the following differential equations:
a
2
4="'Y2
dx
.ry
b)
x z = X I ~r I I I ~ + ~
c)
xdy-ydr =
d)
[ ~ + ~ s i n f ] c l x - x s i n ~= d0~
4-dx
1
+ Y 2= x y
DiEemtinl Equations
a)
( r 2 + x y ) d y = (.: + y 2 ) d r
h)
x 2 y d y + ( x 3 + 3 y - i ~ T 2 ::3)dr = 0
C)
( 2 6 - x ) d y + y &
d)
v.:-.~tir-.ns
Reducible to H.ornogenet~usForm
-:x,rtinwh il mil\ happen that a given equatic;a is not homogeneous but can be reluced
r.- :~omogeoeoust o m bv coruidenng a certain change of variables. For exampltx.
b
B'
So, with these values of 12 and k, the given equation can be reduced to homogeneous
equation and the resulting equation
Intergral Calculus
Then a = Ar and 11
+ B dtr
.' .
+By
I.,
say.
dZ
in equation (9.41) to get
du
s o that the variables are separated and hence the equation call be solved.
Lct us illustrate the above discussion with the help of the following examples.
Example 7:
Sdlve the differential equation
Solution:
Step 1:
Putting
x =
& -du
X + h, y
6 ~ - 5 - 7 we get
2r+3y-6'
provided that
611-2k-7 = 0
Step 2:
Solving equations (9.44) and (9.45) for h and k we get,
Step 3:
Equation (9.43) is in holllogel~eousfori~i,thus putting Y
get
vX in equatioi~(9.43), we
(see Unit 6 )
($1
Step 4 :
2r-3
ButY = y - k = y - 1 a n d X = 2 .
Thus, replacing these values o f X and Y in equation (9.47), we get
( 2 w + y + l ) d x + ( 4 ~ + 2 y - l ) d y= 0.
Solution: Step 1:
Rewrite the given equation as
Step 2:
dy
dt
Putting 2x + y = t and 2 + - = - ,we get
du
dx
Step 3:
Since equation (9.49) is in variable separable fonn, we illregrate both sides and get,
Iutegral Calculus
ES
Solve &e following differential equations:
In Unit 4 you have studied the total differential of a given function. Now, in the next
sub-section, we shall make use of tbis to define an exact differential equation. We shall
also discuss the method of solving it.
9.43
0,
Now, we consider the n v m e situation, that is, given the differential equation
M(x,y ) d x + N ( x , y ) d y
can we find a function g ( x, y )
0,
...(9.51)
c, such that
dg
Mdx + Ndy,
where
If so, we say that equation (9.51) is an exact Merenthl equation.
It can be shown that the necessary and sufficient condition for the differential equation
a . = -.aN
Y&+Ndy
Otobeexactis ay
ax
We will not be.proving this result here. However, we shall be making use of this to
verify whether a given differential equation of type (9.51) is exact or not.
Various steps involved in solving an exact differential equation Mdr + Ndy
follows.
0, are as
Step 1:
Solution:
The given equation is of the form
aM
ay
-- = -sinx sec y
and
so that
aM
aN
-- ay
ax '
We integrate those terms in N w.r.t. y which do not involve x. But there is no such term
because N = cos x sec2 y.
Step 3:
The required solution is the suin of expressions obtained from s t e p 1 and 2. That is,
x + tan y cos x
c.
In order to check your calculations you can find the total differential of the equation
obtained as a result of Step 3, and get back the original differential equation.
In practice differential equations are rarely exact but can often easily be transformed
into exact equatioils on multiplications by some suitable functioi~known as integrating
factor. In other words, the integrating factor is a function which when multiplied with a
DitTerential Equations
non-exact differential equation makes it exact. In general such a function exists but is
difficult to obtain, except for certain cases.
Consider for example, the equation
xdy-yak
aM
aN
which is not exact, since - * -.
ay
ax
Here
But looking at the form of the equation, we can guess that the equation becomes exact
1
throughout. For, then, we get
on multiplication by
Y
1
Show that the differential equatioi~- dy +
Y
inultiplication by xy, and solve it.
ak
0 becomes exact on
Solution:
1
Y
[i-f]&
= 0
aM
aN
is not exact for - # -
aY
ax
It can, then be verified easily that the solution of equation (9.54) is given by
[xy -
g]
= constant.
Remark :
En some cases the integrating factor can be found by inspection as illustrated above by
ttHo simple examples. Obvious1y guessing comes Gom practice on1y. However, rules
$r finding the integrating factor do exist for other cases. But we do not intend to
consider these rules for determining the integrating factor in this course. Here we will
restrict our discussion only to some simple type of equations for which we can find the
iotegrating factor by inspection.
You may now try the followii~gexercises:
D i i e ~ t i nEquations
l
E9
1
Show that ( y - 2r3 ) & - x ( 1 - x y ) dy = 0 becomes exact on multiplication by 7
X
E 10
Solve the following differential equations:
a)
( 1+yx)xdy+(l-yx)ydr = 0
b)
2xy&+(x2+l)dy
= 0
In the next sub-section we introduce you to find method of solving the most important
type of differential equations. These equations are iinportailt because of their wide
range of applications. In these equations the derivatives of the highest order is a linear
function of the lower order derivatives. Let us now study them.
Definition :
Linear differential equation is a name given to those differential equations which
contain the dependent variables and its derivatives in its first degree.
.
For example, the equation
*
dr
+x
= 5
Intergrpl Calculus
with a suitable integrating factor, the given equation can be expressed as an exact
derivative, then the resulting equation call be integrated directly. In general, to solve
such differential equation we proceed as follows.
Multiply both sides of this equation by el@" (an integrating factor), we get
The left hand side, now, is the differential coefficient of y elpd", that is, equation (9.56)
is nothing but
as
Solution:
Step 1:
Dividing both sides of (9.59) by cos x we get,
dy
sin x
d x + Y c o s -- Z L
*+ytanx
dr
secx
tanx a n d q ( x )
with
p(x)
secx.
Step 2:
~
, = eJtanxdx
~
f
~= d
elnsec.r
r
secx.
Step 3:
d
2
;~;(ysecx),=
sec x.
Step 4:
ysecx
tanxac
Example 12:
=y
Solution:
Step 1:
The equation involves )$and bence it is not linear, but if we viewy as the
independent variable, and rewrite equation (9.62)as
then equation (9.63)is linear with x as the dependent variable and is of the form
Step 2 :
The procedure for solving equation (9.63)is exactly same as before. Integrating factor
.
.
*P(Y )dy
of equation (9.63)is ;
1
e-*yh =
e - l n ~ -;-I
Step 3 :
1
Multiplying both sides of equation (9.63)by - .we get
Y
-Y1
Step 4 :
Thus, x = y
( c + y ) is the required solution of equation (9.62).
You may now try this exercise.
E 11
Solve the following differential equations:
a)
*+-y 2
dr x .
b)
dY
-+-y=eX
C)
:+ytanx
d)
xinr*+y
dr
x2-1
=x2hcosx
=
2111~
Sometimes, equations which are not linear can be reduced to the linear fonn by suitable
tra~lsformatioi~s
of the variables. One such equation is
dr
--
Diierential Equations
Example 11:
Solve the equation
Ii
Solution:
Step 1:
Equation (9.67) call be written as
with
P ( x ) = b , Q ( x ) = xe-,
and n = 3.
Step 2:
Divide equation (9.68) throughout by y3so that
Let
= = Y
-2
Then,
Therefore,
,-3&
d.~
-ldr
2 dr
Step 3:
-z:
For finding
sotbat
-2rdr
- 3x2
at
= -
Therefore, in t e r n oft,
t =
- 2 1 xe -3x' dr b e e o k s
Step 4:
Butz = y - 2
or,
3y-2 = ee.'+cle2':
where c~ = 3c
El2
Solve thixIbllowi~igdiffere~itialequatio~is:
a)
dy +ydr = 2uy'erdr
b)
2
d x + - x d y = 2r2y2dy
Y
9.5 SUMMARY
In this unit, we have covcred the following points
1 (a) An equalion involviiig derivatives of dependent variable w.r. to one or more
independent vanables is called a differential equation.
The order of a differential equation is the order of highest derivative appearing
in it.
(c) The degree of a differential equation is the highest exponent of the highest
order derivative in it after removing radicals/fractions.
=
is,called a separable equation if its
dr
9 ( ~ )
solution is obtained by direct integration.
3. The equation4
4.
aM
aN
The differential equation M dr + Ndy = 0 is said to be exact if - = -and its
ay
ax
solution isJ M dr -. J N dy constant.
( treating y as
( terms
anstant,
independent of x,
dy
5. (a) Equations of the form - + p ( x ) y
dr
equation and
dv
dr
+ p ( x )y
the s u b s t i t ~ t i o d ~ '=- ~z
9.b SOLUTIONSIANSWERS
E1
a) l , 2
b) 1 , 6
dr '
E4
Herey '
e X [ ( A+B)cosx-(A-B)sinx]
b~ sin
C)
(:)
Iny+*=
c.
2i.7
or,In xv
Putting
xc
Hint : Puty
2 1 n v + 2 ~ - " ~ C1
I
9,:
= c
v - 1
X
vx
Dierential Equations
since
Y 111Y
C) y = e x ( ? - ~ + 2 ) c o s x + c c o s x
+ ( l n r )2
2y5 + c.
d)
ylnx = c
e)
xy2
& 2
Hint : Given equation can be written as -+ -x
dY Y
dependent variable.
E 12
a)
1 = yeX(c-x2)
b)
1
C) x y - 2 + x 5 = c
e)
xi
+3 8
cy..
X-
1
Hint : Put -
+ zy3
= z
d)
x3 = ( ~ + 3 s i i l x ) ~ ~