`

“I never see what has been done; I

15
only see what remains to be done.”
….Buddha
CHAPTER

Differential Equations

Learning Objectives
After reading this chapter, you will know:
1. Order of Differential Equation , First Order Equations (Linear and Nonlinear)
2. Higher Order Linear Differential Equations with Constant Coefficients
3. Cauchys-Euler's Equations, Legendre's Linear Equation
4. Partial Differential Equation

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 highest derivative of dependent variable(y).

Degree of Differential Equation

Degree of a differential equation is the degree of the highest derivative occurring in it,

Linear D.E: A D.E is said to be linear if

1. y and its derivatives are in first degree.
2. y and its derivatives have not multiplied together.
3. No transcendental function of y.

Example:
i) ex dx + ey dy = 0 → 1st order, 1st degree
dy x
ii) y = xdx + dy/dx → 1st order, 2nd degree (power of highest derivative)
3/2
dy 2 d2 y
iii) [1 + (dx) ] = C dx2 → 2nd order, 2nd degree
d2 x
iv) + n2 x = 5 → 2nd order, 1st degree
dt2

d2 y dy
Example: The differential equation dx2
+ sin x dx
+ yex = sin hx is
(A) 1st order and linear (C) 2nd order and linear
(B) 1st order and non-linear (D) 2nd order and non-linear
Solution: Option (C)

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 Differential Equations

Differential Equations of First Order First Degree

Equations of first order and first degree can be expressed in the form f (x, y, y ′ ) = 0 or y ′ = f(x, y).
Following are the different ways of solving equations of first order and first degree:
1. Variables Separable
2. Homogeneous Equations
3. Linear Equations
4. Exact Equations

1. Variable Separable
f(x)dx + g(y)dy = 0
∫ f(x)dx + ∫ g(y)dy = c is the solution

Example: Solve the differential equation

dy
= e3x−2y + x 2 e−2y
dx
dy
Solution: dx
= e−2y (e3x + x 2)
2y 3x 2
e dy = e dx + x dx
e2y e3x x3
2
= 3
+ 3
+C
2y 3x
3e = 2(e + x3 ) + C′

2. Homogenous Equation
dy f(x, y)
=
dx g(x, y)
 To solve a homogeneous equation, substitute y = Vx
dy dv
= V + x
dx dx
Separate the variable V and x and integrate.

Example: Solve the differential equation x 2 y dx − (x 3 + y 3 ) dy = 0

dy y/x
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: =
dx y 3
1 + ( x)
dy dv
Put y = vx , = v + x
dx dx
dv v
v+x =
dx 1 + v 3
1+v3 dx
v4
dv = − x
dv dv dx
∫ 4
+∫ = − ∫ + C′
v v x
1
− 3 + ln vx = C ′
3v
1 x 3
ln y = ( ) + C ′
3 y
x 3
3 ln cy = ( )
y
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 Differential Equations

Equations Reducible to Homogenous Equation

dy ax + by + c
The differential equation: =
dx a1 x + b1 y + c1
 This is non- homogeneous but can be converted to homogeneous equation
a b
𝐂𝐚𝐬𝐞 𝐈: If ≠
a1 b1
Substitute x = X + h and y = Y + k(h and k are constants)
d x = dX dy = dY
dY aX + bY + (ah + bk + c)
=
dX a1 x + b1 y + (a1 h + b1 k + c1 )
Solve for h and k
a1 h + b1 k + c1 = 0
ah + bk + c = 0
dY aX + bY
=
dX a1 x + b1 y
a b
𝐂𝐚𝐬𝐞 𝐈𝐈: If =
a1 b1
a/a1 = b/b1 = 1/m (say)
dy (ax + by) + C
=
dx m(a1 x + b1 y) + C1
Substitute ax +by = t, so that,
dy dt
a + b =
dx dx
dy 1 dt
= ( − a)
dx b dx
1 dt t + C
( − a) =
b dx mt + C1
dt b(t + C)
= +a
dx mt + C1
Solve by variable separable method.

dy (2x + 3y) + 4
𝐄𝐱𝐚𝐦𝐩𝐥𝐞: =
dx 2(2x + 3y) + 5
a b
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧: Here = , put 2x + 3y = t
a1 b1
dy dt dy 1 dt
2 + 3 = ⇒ = ( − 2)
dx dx dx 3 dx
1 dt t+4
( − 2) =
3 dx 2t + 5
dt 3(t + 4) 7t + 22
=2+ =
dx 2t + 5 2t + 5
2t + 5
dt = dx
7t + 22

3. Linear Equations
The standard form of a linear equation of first order:
dy
+ P(x) y = Q(x) , where P and Q are functions of x
dx

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 Differential Equations

d2 y dy
Second order linear eqn: 2
+ P(x) + Q(x)y = R(x)
dx dx
Commonly known as “Leibnitz’s linear equations”
Integrating factor, I.F. = e∫ Pdx
dy
e∫ Pdx + y(e∫ Pdx P) = Q e∫ Pdx
dx
d
(y e∫ Pdx ) = Q e∫ Pdx
dx
ye∫ Pdx = ∫ Q (I. F)dx + C ⇒ y(I. F) = ∫ Q(I. F)dx + C

Example: Solve the differential equation

(1 + y 2 ) dx = ( tan−1 y − x)dy
dx x tan−1 y
Solution: + =
dy 1 + y2 1 + y2
dx
dy
+ Px = Q, P, Q → function of y only
−1 y
I. F. = e∫ Pdy = etan
−1 y tan−1 y −1 y
x etan =∫ 1 + y2
etan dy + C
tan−1 y −1 tan−1 y
xe = ∫ tan y e d(tan−1 y) + C
−1 y −1 y −1 y
x etan = tan−1 y etan − etan +C
−1 tan−1 y
x = tan y − 1 + Ce

Bernoulli’s Equation
dy⁄dx + P y = Q y n where, P & Q are functions of x only .
Divide by y n
y −n dy⁄dx + Py1−n = Q
Substitute, y1−n = z
(1 − n)y −n dy⁄dx = dz⁄dx
y −n dy/dx = 1/(1 − n) dz⁄dx
1
dz⁄dx + Pz = Q
1−n
dz⁄dx + (1 − n)Pz = Q (1 − n) → This is linear equation and can be solved easily

Example: Solve the differential equation x dy⁄dx + y = x 3 y 6

dy y
Solution: + = x2y6
dx x
−6 dy 1
y + = x2
dx xy5
dy dz
y −5 = z ⇒ −5y −6 =
dx dx
−1 dz z
+ = x2
5 dx x
dz 5
− z = −5 x 2
dx x
5
I. F. = e∫ Pdx = e∫ − xdx = e−5ln x = x −5

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 Differential Equations

z x −5 = ∫ x −5 (−5x 2 ) dx

z x −5 = −5 ∫ x −3 dx
−5x −2
y −5 x −5 = +C
−2
5
( + Cx 2 ) x 3 y 5 = 1
2

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
∂M ∂N
=
∂y ∂x

Solution of Exact Differential Equation

∫y is const M dx + ∫(terms of N not contaning x ) dy = C

Example: Solve the differential equation

(secx tan x tan y − ex ) dx + secx sec 2y dy = 0
∂M
Solution: M = secx tanx tany − ex = secx tanx sec 2y
∂y
∂N
N = sec x sec 2y So, exact ∂x
= secx tan x sec 2y
∫(sec x tan x tan y − ex ) dx + ∫ 0 dy = 0
sec x tan y − ex = C

Equation Reducible to 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.)
x dy – y dx = 0 → not exact
1x 1
Multiply by y2
y2
,
dy − y dx = 0 → exact
1
Therefore, − ∫ ( y ) dx + ∫ 0 dy = C
x
−y+ 0 = C
Rule 0: Finding by inspection
1. x dy + y dx = d (x y)
x dy−y dx y
2. x2
= d (x )
x dy−yd x y
3. xy
= d [log (x)]
ydx−xdy x
4. = d( )
y2 y
x dy−y dx y
5. x2 + y2
= d [tan−1 (x ) ]
x dy−y dx 1 x+y
6. x2 − y2
= d [ 2 log (x−y ) ]

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 Differential Equations

1
Rule 1: when M dx + N dy = 0 is homogenous in x and y and M x + N y ≠ 0 then I.F. =
Mx+Ny
1
Rule 2: If the equation f1 (xy)ydx + f2 (xy)xdy = 0 and M x – N y ≠ 0 then I.F. =
Mx−Ny
1 ∂M ∂N
Rule 3: If the M dx + N dy = 0 and (
N
− ) = f(x), then I.F. = e∫ f(x)dx
∂y ∂x
1 ∂N ∂M
Rule 4: If the equation M dx + N dy = 0 and M
( − ) = f(y), then I.F. = e∫ f(y)dy
∂x ∂y

Example: (y −xy 2 ) dx – (x+x 2 y) dy = 0

Solution: M = y −xy 2 , N = −(x+x 2 y)
Mx – Ny = 2xy ≠ 0
1 1
I. F. = =
Mx − Ny 2xy
1 1
( − y) dx − ( + x) dy = 0
x y
x
Exact solution log y − xy = C

Equations of first order and higher Degree

dy dy
As dx
will occur in higher degrees, it is convenient to denote dx
by P. Such equations are of the
form f(x, y, P) = 0.

Case I : Equations solvable for P

Pn + P1 Pn−1 + P2 Pn−2 + - - - +Pn = 0
Where, P1 , P2 . . . . . . Pn are functions of x and y
[P − f1 (x, y)] [P − f2 (x, y)] - - - - - [P − fn (x, y)] = 0
P = f1 (x, y), P = f2 (x, y) -- - - - P = fn (x, y)
F1 (x, y, c) = 0, F2 (x, y, c) = 0, - - - - Fn (x, y, c) = 0
F1 (x, y, c) F2 (x, y, c) - - - - - Fn (x, y, c) = 0

dy dx x y
Example: Solve the differential equation − = −
dx dy y x
Solution: Let P = dy/dx
1 x y
P− = −
P y x
y x
P 2 + P ( − ) −1 = 0
x y
y x
(P + ) (P − ) = 0
x y
y x
P+ =0 P− =0
x y
d(xy) = 0 y dy − x dx = 0
xy = C x2 − y2 = C
(x y – C) (x − y 2 − C) = 0
2

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 Differential Equations

Case II: Equations solvable for y

y = f(x, P) − − − − − − − − − − − − − − − − − ①
dy dP
Differentiating P = dx = F (x, P, dx )
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 =F1 (P, c) , y = F2 (P, c) as the required solution, where P is parameter
This equation along with the given equation constitute the required solution in parameter
form ‘P’, with P as the parameter.

Case III: Equation solvable for x

x = f(y, P) − − − − − − − − − − − ①
1 dx dp
= = g (y, P, )
P dy dx
F(y, P, c) = 0 − − − − − − − − − − ②

Example: Solve y = 2Px + y 2 P3

Solution: y = 2Px + y 2 P3
y − y2 P3
x = −−−−−−−−−①
2P
Differentiating w. r. t. y
1 1 dp dp
= (P (1 − 2yP3 − y 2 3P2 ) − (y − y 2 P3 ) )
P 2 dy dy
P2
dp dp dp
2P = P − 2yP4 − 3y 2 P3 − y + y 2 P3
dy dy dy
dp dp
P +2yP4 +2y 2 P3 +y =0
dy dy
dp
P(1 + 2yP3 ) + y (1 + 2yP3 ) = 0
dy
dp
(P + y ) (1 + 2yP3 ) = 0, Py = c
dy
y − y 2 (c/y)3
Eliminate P in equation ① ⇒ x = ⇒ y 2 = 2cx + c3
2c/y

Example: The family of straight lines passing through origin is represented by differential equation
(A) ydx + xdy = 0 (C) xdx + ydy = 0
(B) xdy − ydx = 0 (D) ydy − xdx = 0
Solution: [Ans. B]
(A) d(yx) = 0 (C) y 2 − x 2 = c
yx = c
(B) d(y /x) = 0 (D) x 2 + y 2 = c
y
= c → y = cx
x

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 Differential Equations

Definition Orthogonal Trajectory

A curve is said to be orthogonal trajectory for family of curves F(x, y, α)=0 (where α is parameter) If
the curve touches every member of the family at right angle.
Note: To find orthogonal trajectory, find D.E of given family of curve F(x, y, α) = 0 by eliminating α
dy dx
and replace by − and integrate.
dx dy
Example: The equations y − 2x = c represents the orthogonal trajectories of the family.
(A) y = ae−2x (C) xy = 0
2 2 (D) x + 2y = a
(B) x + 2y
dy dx
Solution: (D) For orthogonal trajectory Substitute, =−
dx dy
dy/dx − 2 = 0
−dx/dy − 2 = 0
x + 2y = a

Higher Order Differential Equation

Linear Differential Equation with Constant Coefficients
dn y dn−1 y
+ k1 + − − − − − − − + k ny = X
dx n dx n−1
The equation can be written as
d
(Dn + k1 Dn−1 + - - - - - + k n ) y = X {Where, D = }
dx
f(D) y = X
f(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 − m1) (D − m2) - - - - - - (D − mn ) y = 0
So, the solution is
y = C1 em1 x + C2 em2 x + -- - - - -+ Cn emnx
Illustration: D2 + D − 2 = 0
D = −2, 1
y = C1 e−2x + C2 ex

Case II: If two roots are equal i.e., m1 = m2

(D− m1) (D− m2) y = 0
y = (C1 + C2 x ) em1 x
Similarly, if m1 = m2 = m3
y = (C1 + C2 x +C2 x 2) em1 x
Illustration: D2 + 6D + 9 = 0
(D + 3)2 = 0
D = −3, −3
y =(C1 + C2 x) e−3x

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Case III: If one pair of roots are imaginary
i.e., m1 = α + iβ, m2 = α − iβ
y = C1 e(α +iβ )x + C2 e(α+iβ )x
y = eαx (C1 cos βx + C2 sin βx)
Illustration: D3 + D2 + 4D + 4 = 0
D = −1, ± 2i
y = C1 e−x + e0x (C2 cos 2x + C3 sin 2x )
= C1 e−x + C2 cos 2x + C3 sin 2x
Or more than two

Case IV: If two or more than two pairs of root are imaginary
i.e., Repeated imaginary root α ± iβ, α ± iβ
y = eαx [(C1 x + C2 ) cos βx + (C3 x + C4 ) sin βx ]
Illustration: D4 + 4 = 0
(D2 + 2D + 2) (D2 − 2D + 2) = 0
D = −1 ± i, 1 ± i
y = e−x (C1 cos x + C2 sin x) + ex (C3 cos x + C4 sin x )

Case V: If a pair of root is surd α ± √β , β > 0,

then eαx [C1 cos h(√β ) + C1 sin h(√β)]

Rules for finding Particular Integral

1 1
P.I. = Dn + k n−1 +⋯+ k X= .X
1D n f(D)
Case I: When X = eax
1
P.I. = eax put D = a [f(a) ≠ 0]
f(D)
1
P.I. = x f′ (D) eax put D = a [f ′ (a) ≠ 0, f(a) = 0]
1
P.I. = x 2 f"(D) eax put D = a [f(a) = 0, f ′ (a) = 0, f ′′ (a) ≠ 0]

Case II: When X = sin (ax + b) or cos (ax +b)

1
P.I. = sin(ax + b) put D2 = −a2 [ϕ (− a2 ) ≠ 0 ]
ϕ(D2 )
1
= x ϕ′ (D2 ) sin(ax + b) put D2 = −a2 [ϕ′ ( −a2 ) ≠ 0, ϕ (− a2 ) = 0]
1
= x 2 ϕ" (D2 ) sin(ax + b) put D2 = −a2 [ϕ" (− a2 ) ≠ 0, ϕ′ (−a2 ) = 0, ϕ (−a2 ) = 0]

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

1 1
P.I. = f(D) x m by taking out lowest degree term express f(D) as
= [1 ± ϕ(D)]−1 (or) [1 ± ϕ(D)]−2 (or) [1 ± ϕ(D)]…..etc and expand.

Case IV: When X = eax V where V is function of x

1
P. I. = f(D) eax V
1 1
= eax f(D+a) V, then evaluate f(D+a) V as in Case I, II & III
Case V: When X = x V(x)

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 1 f′ (D) 1
P.I. = f(D) x V(x) = [x − ]
f(D) f(D)
V(x)

Case VI: When X is any other function of x

1
P.I. = f(D) X
1
Factorize f(D) = (D − m1) (D − m2) - - - - - - - (D − mn ) and resolve f(D)
into partial
1
fractions and then apply, D−a
X = eax ∫ Xe−ax dx on each terms.

Complete Solution
dn y k1 (dn−1 y)
Given differential equation: + + . . . . . . . kn = X
dx n dx n−1
The complete solution is: y = C.F + P.

d2 y dy
Example: Particular integral of dx2
+ dx = x 2 + 2x + 4
x2 x3
(A) 3
+ 4x (C) 3
+ 4x
x3 x3
(B) 3
+4 (D) 3
+ 4x 2
1
Solution: D(D+1)
{ x 2 + 2x + 4}
1
= (1−D + D2 - - - -) { x 2 + 2x + 4}
D
1
= D[x 2 + 2x + 4 − 2x − 2 + 2]
1 x3
= D { x 2 + 4 } ⇒ 3 + 4x , Option (C)

Example: Solve the differential equation

d2 y dy
− 2 + y = xex sin x
dx 2 dx
Solution: (D2 − 2D + 1) y = xex sin x
(D −1)2 = 0
C.F. = (C1 + C2 x) ex
1
P.I. = x ex sin x
(D −1)2
1
P.I. = ex D2 x sin x
1
= ex ∫ x sin x dx
D
1
= ex D [ ∫ −x cos x + ∫ cos x dx ]
1
= ex D [−x cos x + sin x]
x
= e [− ∫ x cos dx + ∫ sin x dx ]
= ex [−x sin x + ∫ sin x dx − cos x dx ]
= ex [−2 cos x − x sin x] = −ex (x sin x + 2 cos x)
y = C.F. + P.I.

Example: Solve the differential equation

(D2 − 4D + 3) = 2x e3x + 3ex cos 2x
Solution: D2 − 4D + 3 = 0, D = 1, 3

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 Differential Equations

C.F. = C1 ex + C2 e3x
1
P.I. = (D2 −4D+3)
(2xe3x + 3ex cos 2x)
1 1
= 2e3x (D+3)2 −4(D+3)+3 x + 3ex (D+1)2 −4(D+1)+3 cos 2x
1 1
= 2e3x D2 +2D x + 3ex D2 −2D cos 2x
1 1
= 2e3x x
D x +3e −4−2D cos 2x
2D(1+ )
2
1 D 1 3
= e3x D (1+ 2 )−1 x − 2 ex 2+D
cos 2x
1 D D 2 3 2−D
= e3x D (1 − 2 + 4 ) x − 2 ex 4−D2 cos 2x
1 1 D 3 (2−D)
= e3x (D − 2 + 4 )x − 2 ex 4+4 cos 2x
x2 1 1 3
= e3x [ 2 − 2 x + 4 ] − 16 ex (2cos 2x + 2 sin 2x)
x2 x 1 3
C.S. = C.F. + P.I. = C1 ex + C2 e3x + e3x ( 2 − 2 + 4 ) − 8 e3x (cos 2x + sin 2x)
e3x
Note: is omitted from P.I. since C2 e3x is already in C.F.
4
In the above problem, try to find P.I. using different approach,
1 1 x2 x
P.I. = e3x D (x – 2
+ 0) = e3x ( 2 − 2) → Note the difference, (overall C.S. is unchanged)

Example: Find the P.I. of (D2 − 1)y = x sin x

1 2D 1
Solution: P.I. = D2 −1 x sin x = [x − ]
D2 −1 (D2 −1)
sin x
2D sin x 1 sin x 1
= [x − ] = − [ x sin x – 2D ] = − [ x sin x + cos x ]
D2 −1 (−2) 2 −2 2

Example: Find the P.I. of (D2 − 4D + 1)y = e2x sin2 x

1 1 e2x sin 2x 1
Solution: P.I. = e2x sin 2x = e2x sin 2x = = e2x sin 2x (− 2 )
D2 −4 D+1 (D+2)2 −4(D+2)+1 D2 −3

Example: Find the P.I. of (D2 + 4)y = sin 2x + cos 3x

1 1 1 x cos 3x
Solution: P.I. = (sin 2x +cos 3x) = x 2D sin 2x + −9+4 cos 3x = cos 2x –
D2 +4 −4 5

d2 y dy
Example: Find the complete solution of dx2
+ dx = x 2 + 2x + 4
Solution: D (D+1) = 0
C.F. = C1 e0.x + C2 e−x = C1 + C2 e−x
Other approach
1
P. I. = (1− D +D2 − D3 ) (x 2 + 2x + 4 )
D
1
= (D − 1 + D − D2 ) (x 2 + 2x + 4 )
3
x x3
+ x 2 + 4x) − (x 2 + 2x + 4 ) + (2x + 2) − 2 =
=( + 4x – 4
3 3
Note: This is because a constant C1 is present in C.F. (overall C.S is unchanged) C.S. = C1 + C2 e−x +
x3
3
+ 4x
Cauchy’s Euler Equation: (Homogenous Linear Equation)
dn y dn−1 y dy
xn n + k1 x n−1 n−1 + - - - - - - - k n−1 + kny = x
dx dx dx

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 Differential Equations

d
Put x = et ⟹ t = ln x, then if D = dt
dy dy dt 1 dy
= = Dy ⇒x = Dy
dx dt dx x dx
d2 y dy 1 dy dy 1 d dt
= ( ) = − x12 +
dy
( dx )
1 1
= − x2 Dy + x D2 y
1
dx2 dx x dt dx x dt dx x
d2 y 1
= (D2 − D)y
dx2 x2
2
d y
x 2 2 = D (D − 1) y
dx
3
3 d y
x = D (D − 1)(D − 2) y
dx3
After substituting these differentials, the Cauchy – Euler equation results in a linear equation with
constant coefficients.

d2 y dy
Example: Solve the given differential equation x 2 −x dx + y = ln x
dx2
Solution: Substitute x = et ⇒ t = ln x
dy d2 y
x = Dy x 2 = D(D − 1)
dx dx2
2
(D − D − D + 1) y = t
(D − 1)2 = 0, y = (C1 +C2 t) et
1
P.  = t = [1 − D]−2 t = t + 2
(D−1)2
y = (C1 +C2 ln x) x + ln x + 2

Legendre’s Linear Equation

dn y dn−1 y
(ax + b)n + k1 (ax + b)n−1 + - - - - - - - kny = X
dxn dxn−1
ax + b = et ⇒ t = ln (ax + b)
dy
(ax + b) = a Dy
dx
2
2 d y
(ax + b) = a2 D(D − 1)y
dx2
d3 y
(ax + b)3 dx3 = a3 D(D − 1)(D − 2)y
After substituting these differentials, the Legendre’s equation results in a linear equation with
constant coefficients.

d2 y dy
Example: (2x + 3)2 dx2
− (2x + 3) dx − 20y = 0
t
Solution: 2x +3 = e , t = ln (2x+3)
4D (D −1)y – 2Dy – 20y = 0
(4D2 − 6D − 20)y = 0
2D2 − 3D − 10 = 0
D = 3.1, −1 .6
y = C1 e3.1t + C2 e−1.6 t = C1 (2x +5)3.1 + C2 (2x +5)−1.6
Partial Differential Equation
z = f(x, y)

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 Differential Equations

∂z ∂z ∂2 z ∂2 z ∂2 z
= p, = q , 2 = r, = s, 2 = t
∂x ∂y ∂x ∂x ∂y ∂y

Linear Equations of First Order (Lagrange’s Linear Equation)

Pp + Qq = R
Where P, Q, and R are functions of x, y and z

Working Rule
dx dy dz
1. Form subsidiary equation = =
P Q R
2. Solve these simultaneous equations giving u = a and v = b as its solution.
3. Write the complete solution as f (u ,v) = 0 , u = f(v)

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 f(a, b) = 0
∂z
Since p = = a,
∂x
∂z
q= =b
∂y
Form II: f(z, p, q ) = 0, not containing x & y

Working Rule:
dz dz
1. Assume, u = x + ay , substitute p = , and q = a
du du
2. Solve resulting ordinary differential equation (O.D.E.) in z and u
3. Replace u by x + ay

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
p = ф(x), q = Ψ(y)
∂z ∂z
dz = dx + dy = pdx + qdy
∂x ∂y
dz = ф(x) dx + Ψ(y) dy
z = ∫ ф(x)dx + ∫ Ψ(y)dy + b

Charpit’s Method: It is a general method for finding the complete integral of a nonlinear PDF of first
order of the form
f(x, y, z, p, q ) = 0 ----------------------- ①
Since z depends on x and y

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 Differential Equations

∂z ∂z
dz = ∂x dx + ∂y dy = pdx + qdy -------------- ②
dx dy dz dp dq dф
= = = = =
∂f ∂f ∂f ∂f ∂f ∂f ∂f ∂f 0
− − −p −q +p +q
∂p ∂q ∂p ∂q ∂x ∂z ∂y ∂z

Homogenous Linear Equation with Constant Coefficients

∂n z ∂n z ∂n z
∂xn
+ k1 ∂xn−1 ∂y
+ - - - - - - - kn ∂yn
= f( x, y) → This is called homogenous because all terms
containing derivative is of same order.
∂ ∂
(Dn + k1 Dn−1 D′ + - - - - - - - k n D′ )z = f(x, y) {where D = ∂x
and D′ = ∂y
}
f (D, D′ ) = f(x, y)
Step I: Finding the C.F.
1. Write A.E. mn + k1 mn−1 + - - - - - +k n = 0,
D
Where, m = D′
. Roots are m1 , m2 - - - - - mn
2.
CF = f1 (y + m1 x) + f2 (y + m2 x) + - - - - - -m1 , m2 are distinct
CF = f1 (y + m1 x) + x f2 (y + m1 x) +f3 (y + m3 x) + - - - - - -m1 , m1 , m3 two equal roots.
CF = f1 (y + m1 x) + x f2 (y + m1 x) +x 2 f3(y + m1 x) + - - - - m1 , m1 , m1 three equal roots.
Step II: Finding P.I.
1
P.I. = f (x, y)
f(D,D′ )
1. When f( ax +by ) = eax+by , put [ D = a, D′ = b]
2. When f( x, y) = sin (mx +ny), put (D2 = −m2 , DD′ = −mn, D′2 = −n2 ]
1
3. When f(x, y) = x m y n , P.I. = x m y n = [f(D, D′ )]−1 x m y n
f(D,D′ )
1 1
4. When f(x, y) is any function of x and y, P.I. = f (x, y), resolve into partial
f(D,D′ ) f(D,D′ )
′
fractions considering f(D, D ) as a function of D alone and operate each partial fraction
1
on f(x, y) remembering that (D−mD′ ) f(x, y) = ∫ f(x, c − mx)dx where c, is replaced by
y + mx after integration.

Example: Solve the partial differential equation: r − 4s + 4t = e2x+y

∂2 z ∂2 z ∂2 z
Solution: ∂x2
− 4 ∂x ∂y
+4 ∂y2
= e2x+y
(D − 4DD + 4D′ )z = e2x+y
2 ′ 2

m2 − 4m + 4 = 0 ⇒ m = 2, 2
C.F = f1 (y +2x) + x f2 (y +2x)
1
P.I. = (D−2D′ )2
e2x+y
D = 2, D = 1, ⇒ D – 2D′ = 0
1
P.I. = D−2D′
∫ e(2x+c−2x) dx
1
= D−2D′
xey+2x
c−2x+2x
x 2 ey+2x
= ∫ xe dx =
2
1
Hence, C.S. is, Z = f1 (y +2x) + x f2 (y +2x) + 2 x 2 e2x+y
Example: Solve the given differential equation y (2xy + ex ) dx = ex dy
Solution: (y ex dx − exdy ) + 2x y 2 dx = 0

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 Differential Equations

yex dx − ex dy
+ 2x dx = 0
y2
ex
d ( ) + 2x dx = 0
y
e x ⁄y + x 2 = 0
2 ∂2 z 5 ∂2 z 2 ∂2 z
Example: Solve the given differential equation ∂x2
+ ∂x ∂y
+ ∂y2
=0
Solution: (2D2 + 5DD′ + 2D′2 ) z = 0
2m2 + 5m + 2 = 0
−5±√25−16 −5±3 1
m= = = −2, −
2×2 4 2
1
Solution is z = f1 (y −2x) + f2 (y − x)
2

∂2 z ∂2 z
Example: Solve the given differential equation ∂x2
− ∂x ∂y
= cos x cos 2y
Solution: (D2 − DD′ ) z = cos x cos 2y
m2 − m = 0; ⇒ m = 0, 1
C.F. = f1 (y) + f2 (y + x)
1
P.I. = D2 −DD′ cos x cos 2y
1 1
=2 D2 −DD′
[cos(x + 2y) + cos(x − 2y)]
1 1 1
= [ cos(x + 2y) + 2 cos(x − 2y)]
2 D2 −DD′ D −DD′
1 cos(x+2y) 1
= [ −1+2 + −1−(+2) cos(x − 2y)]
2
1 1
= 2
cos(x + 2y) − 6 cos(x − 2y)

∂3 z 2 ∂3 z
Example: Solve the given differential equation − = 2e2x + 3x 2 y
∂x3 ∂x2 dy
Solution: D3 − 2D2 D′ = 2e2x + 3x 2 y
m3 − 2m2 = 0
m2 (m − 2) = 0, ⇒ m = 0, 0, 2
C.F. = f1 (y) + x f2 (y) + f3 (y + 2x)
1
P.I. = (2e2x + 3x 2 y)
D3 −2D2 D′
1 1
= 2 e2x + 3 1−2D′
x2y
D3 −2D2 D′ D3 ( )
D
2 e2x 3 −1
1−2D′
= + ( ) x2y
23 −2 22 0 D3 D
2 e2x 3 2D′ (−1)(−1−1) 4D′
2
= + (1 + + ) x2y
8 D3 D 22 D2
1 2x 3 2x3
= 4
e + D3 (x 2 y + 3
+ 0)
2x 5
e x y 2 x6
= + 3( + )
4 60 3 4 × 5 × 6
e2x x 5 y x 6
= + +
4 20 60
Example: Solve the given differential equation

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 Differential Equations

∂2 z ∂2 z 6 ∂2 z
+ − = cos (2x + y)
∂x 2 ∂x dy ∂y 2
Solution: (D2 + DD′ − 6D′2 )z = cos(2x +y)
m2 + m − 6 = 0, ⇒m = −3, 2
C.F. = f1 (y−3x) + f2 (y+2x)
cos(2x + y) cos(2x + y) cos(2x + y)
P. I. = 2 ′ ′2
= 2 2
=
D + DD − 6D −2 + (−2 × 1) − 6(−1 ) 0
1 1
= cos(2x + y) = cos(2x + y)
D2 + DD′ − 6D′2 (D + 3D′ )(D − 2D′ )
1
= ∫ cos(2x + ̅̅̅̅̅̅̅̅
c − 2x) dx
D + 3D′
1
= ∫ cos c dx
D + 3D′
1
= x cos c
D + 3D′
1
= x cos(2x + y)
D + 3D′
= ∫ x cos(2x + ̅̅̅̅̅̅̅̅
c + 3x) dx
= ∫ x cos(5x + c) dx
sin (5x + c) cos (5x + c)
= x +
5 25
x cos (5x + ̅̅̅̅̅̅̅̅
y − 3x)
= sin (5x + ̅̅̅̅̅̅̅̅
y − 3x) +
5 25
x 1
= sin (2x + y) + cos(2x + y)
5 25

Approach 2
1
P. I = cos(2x + y)
(D −2D′ )(D + 3D′ )
1
= ∫ cos(2x + ̅̅̅̅̅̅̅̅
c + 3x) dx
(D − 2D′ )
1
= ∫ cos(c + 5x) dx
(D − 2D′ )
1 sin(c + 5x)
= ′
(D − 2D ) 5
1 sin(y − 3x + 5x)
=
(D − 2D′ ) 5
1 1 1
= ′
sin(y + 2x) = ∫ sin(c̅̅̅̅̅̅̅̅
− 2x + 2x) dx
(D − 2D ) 5 5
1 x x
= ∫ sin c dx = cos c = cos(y + 2x)
5 5 5

Approach 3

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 Differential Equations

1
P. I. = cos (2x + y)
(D − 2D′ )(D + 3D′ )
1
= cos (2x + y)
D2
+ DD′ − 6D′2
1
= x cos (2x + y)
2D + D′
D
= x cos (2x + y)
2D + DD′
2
D cos(2x + y) x
= x = D cos(2x + y)
2(−4) − 2 −10
x
= sin(2x + y) × 2
−10
x
= sin(2x + y)
5
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 1/2 to integer.

3/2
dy 2 ∂2 y
𝐄𝐱𝐚𝐦𝐩𝐥𝐞: [1 + ( ) ]
dx ∂x 2
3/2 2
dy 2 2
∂2 y
Square both side [1 + ( ) ] C ( 2)
dx ∂x

Some Equation of Curves

1. y =mx +c − Straight line
2. xy = c Hyperbola
3. y = ax 2 + bx + c − Parabola
4. x2 + y2 = a2 − Circle
x2 y2
5. a2
+ b2
= 1 − Ellipse
x2 y2
6. − = 1 Hyperbola
a2 b2

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