MA1002 : Mathematics II

Dr. Hiranmoy Pal1

1 Department of Mathematics

National Institute of Technology Rourkela

February 1, 2024
First Order Linear Equations

I A differential equation is linear if y and its derivatives are not

multiplied together, not raised to powers, and do not occur as
the arguments of functions.

I An ODE is first order linear if

y 0 + a(x)y = b(x).

I Multiply both sides by

R
a(x) dx
e

and then integrate to obtain the solution.

An Example

I Consider the ODE

y 0 + 2xy = x.
R
I Multiply both sides by e a(x) dx , where
Z Z
a(x) dx = 2x dx = x2 .

I The equation becomes

2 2 2 d  x2  2
ex · y 0 + 2xex · y = xex ⇒ e · y = x · ex .
dx
I Integrating both sides gives

2 1 2 1 2
ex · y = ex + C ⇒ y= + Ce−x .
2 2
Reduction to Linear Equation: Bernoulli Equation
I An ODE is called a Bernoulli Equation if

y 0 + a(x)y = b(x)y r , r ∈ R.

I For r = 0, 1, the equation is linear, otherwise non-linear.

I Consider
u(x) = (y(x))1−r .
I Differentiating both sides gives

u0 = (1 − r)y −r y 0 = (1 − r)y −r (b(x)y r − a(x)y) .

I This gives

u0 + (1 − r)a(x)u = (1 − r)b(x),

which is in linear form.

An Example
I Consider the ODE
y 0 = 2xy − xy 2 ⇒ y 0 − 2xy = −xy 2
I Here r = 2, and therefore
u(x) = (y(x))1−r = (y(x))−1 .
I Differentiating both sides gives
u0 = −y −2 y 0 = −y −2 −xy 2 + 2xy .

I This gives the linear equation

u0 + 2xu = x.
I Solving we get
1 2
u= + Ce−x .
2
I Hence
1
y(x) = 1 .
2 + Ce−x2
Orthogonal Trajectories and Families of Curves
If a curve cuts every member of a given family of curves then it is Orthogonal Trajectory
I The collection of solutions of a first-order differential equation
is a family of curves.

I Now given a family of curves we obtain the corresponding

differential equation.

I Consider the family of curves

x2 + y 2 = 2cx.
I Differentiating with respect to x,
dy
2x + 2y = 2c.
dx
I Using the given equation, we eliminate the parameter c to
obtain
dy y2 dy y 2 − x2
2x + 2y =x+ ⇒ = .
dx x dx 2xy
I Given a family F of curves, it is sometimes important to find
the corresponding family G of curves that are orthogonal (or
perpendicular) to those of F.

I Orthogonality of curves means orthogonality of their tangents.

I Orthogonality of the tangent lines means simply that their

slopes are negative reciprocals.

I Let a family of curves be

F (x, y, c) = 0, c is a parameter.

I Eliminating the parameter c gives the ODE

dy
= f (x, y)
dx
I The ODE of the orthogonal trajectory is obtained by replacing

dy −1
by dy
.
dx
dx

I The equation of orthogonal trajectories is obtained by solving

the ODE
−1 dy −1
dy
= f (x, y) that is =
dx f (x, y)
dx

I Problem: Find the orthogonal trajectories to the family of

curves
x2 + y 2 = 2cx.
I The differential equation for the family of curves is

dy y 2 − x2
= .
dx 2xy
I The differential equation for the family of orthogonal
trajectories is
dy 2xy
=− 2 .
dx y − x2
I The family of orthogonal trajectories is

x2 + y 2 = Dy, for some constant D.

I Find the orthogonal trajectories and sketch the curves.

1. x2 + y 2 = c.
2. y = cx2 .
3. y = cex .
4. y = x + ce−x .
Orthogonal Trajectories in Polar Coordinates
I Consider the equation of the family of curves in polar form

F (r, θ, c) = 0, cis a parameter.

I The ODE of the corresponding equation is

 
dr
f r, θ, = 0.
dθ
I ODE of the orthogonal trajectories is obtained by replacing

dr dθ
with − r2 .
dθ dr
I Therefore, the equation orthogonal trajectories is obtained by
solving  
2 dθ
f r, θ, −r = 0.
dr
I Find the equation of orthogonal trajectories of r = 2a cos θ.

I Differentiating w.r.t θ we get

dr
= −2a sin θ.
dθ
I The ODE of the given curves is obtained by eliminating a

dr
= −r tan θ.
dθ
I The ODE of the orthogonal trajectories is

dθ dθ
−r2 = −r tan θ ⇒ r = tan θ.
dr dr
I Solving the ODE gives r = 2a sin θ.

I Exercise: Find the orthogonal trajectories:

(1) r = C(1 − sin θ) (2) r2 = a sin 2θ

Existence Theorem
I Consider an initial value problem (IVP)

dy
= f (x, y), y (x0 ) = y0 .
dx
I Suppose that f (x, y) is continuous on the rectangle

R: |x − x0 | < a, |y − y0 | < b.

I Also suppose f (x, y) is bounded on R. That is, there is a

constant K such that for all (x, y) ∈ R

|f (x, y)| ≤ K.

I Then the IVP has at least one solution y(x) defined at least
on the subinterval
b
|x − x0 | < α, where α = min {a, }.
K
Uniqueness Theorem

I Let f (x, y) and ∂

∂y f (x, y) be continuous on the rectangle

R: |x − x0 | < a, |y − y0 | < b.

I Suppose f (x, y) and ∂

∂y f (x, y) are bounded on R. That is

∂
|f (x, y)| ≤ K and f (x, y) ≤ M.
∂y
I Then the IVP has at most one solution y(x) defined at least
on the subinterval
b
|x − x0 | < α, where α = min {a, }.
K
I Consider the initial value problem (IVP)
dy
= 1 + y2, y (0) = 0.
dx
I Let R be the rectangle

R: |x − 0| < 5, |y − 0| < 3.
I Note that, on R
∂
|f (x, y)| ≤ 10 and f (x, y) ≤ 6.
∂y
I Then the IVP has atleast one solution y(x) defined at least on
the subinterval
3
|x − 0| < α, where α = min {5, }.
10
I The solution y(x) is also unique on

|x − 0| < 0.3.
I Indeed, the solution y(x) = tan x is discontinuous at ± π2 .