FD 078 e 90 Fce
FD 078 e 90 Fce
2.1 Introduction
Differential Equations
Many physical laws and relations, rules of nature can be expressed mathematically in the
form of differential equations. Indeed, many engineering problems appear as differential equations.
Thus it is natural for an engineer to study differential equations and most important methods for
solving them and modeling also. Modeling is a crucial general process in engineering, physics,
computer science, biology, medicine, environmental science, chemistry, economics, and other fields
that translates a physical situation or some other observations into a “mathematical model.”
Numerous examples from engineering (e.g., mixing problem), physics (e.g., Newton’s law of
cooling), biology (e.g., Gompertz model), chemistry (e.g., radiocarbon dating), environmental
science (e.g., population control), etc.
General Solution:
The solution of the differential equation consisting number of arbitrary constants equal to
order of differential equation is called as its general solution.
For example,
Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur
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Particular Solution:
The solution obtained by assigning particular values to arbitrary constants appearing in
general solution of differential equation is known as its particular solution.
For example,
dy
1. y = x 2 + 5 is a particular solution of the differential equation = 2x.
dx
d2y
2. y = 2 cos 2 x − sin 2 x is the particular solution of the differential equation + 4 y = 0.
dx 2
General Form: The general form of ordinary differential equations (ODEs) of first order and first
degree is
dy
= F ( x, y ) (1)
dx
or M ( x, y)dx + N ( x, y)dy = 0 (2)
EXAMPLES
dy
2) = e x − 2 y + x 2e − 2 y
dx
Solution: The given equation is
dy
= e x e − 2 y + x 2e − 2 y
dx
Rewriting it as,
e 2 y dy = (e x + x 2 ) dx …(variables separable form)
Integrating both sides, the required general solution is
e2 y x x
3
=e + +c or 3e 2 y = 6e x + 2 x 3 + c
2 3
II. Linear Differential Equations:
A first-order ODE is said to be linear if it is of the form
dy
+ P ( x ) y = Q( x ) (4)
dx
where P(x) and Q(x) are functions of x only or constants.
To solve linear equation first find the integrating factor by using
I .F . = e Pdx
Then General Solution of equation (3) is given by
y( I .F .) = ( I .F .)Q( x)dx + c
Note: 1. Sometime the linear equation may be of the form
dx
+ P( y ) x = Q( y )
dy
where P(y) and Q(y) are functions of y only or constants.
In this case,
I .F . = e
Pdy
EXAMPLES
Q. Solve the following differential equations.
dy 3
1) + y =1
dx x
dy
Solution : The given equation is linear. So, comparing with + py = Q;
dx
3
P= & Q =1
x
3
Pdx x dx 3
I .F . = e =e = e3 log x = e log x = x 3
The general solution is
y ( I .F .) = ( I .F .)Qdx + c
x4
+ cx −3
x
yx = x dx + c =
3 3
+c or y=
4 4
dy
2) sin x − y cos x = 2e x sin 3 x with y( ) = 2
dx 4
Solution: Dividing throughout by sin x, we have
dy
− cot xy = 2e x sin 2 x …(Linear equation)
dx
dy
Comparing with + Py = Q; P = − cot x & Q = 2e x sin 2 x
dx
− cot xdx
I .F . = e =e
1
= e − log sin x =
Pdx
sin x
The general solution is
y ( I .F .) = ( I .F .)Qdx + c
1 1
y = 2 e x sin 2 x dx + c = 2 e x sin xdx + c
sin x sin x
ex
y cos ecx = 2 (sin x − cos x) + c or y cos ecx = e x (sin x − cos x) + c
1+1
y( ) = 2 i.e. y = 2 when x =
4 4
2 2 = e / 4 ( 1 − 1 ) + c c = 2.
2 2
Hence, the particular solution is
y cos ecx = e x (sin x − cos x) + 2
3) ye dx = ( y + 2 xe ) dy
y 3 y
dy
5) x( x − 1) − ( x − 2) y = x3 (2 x − 1)
dx
Solution: Dividing throughout by x(x-1), we have
dy ( x − 2) x 2 (2 x − 1)
− y= …(Linear equation)
dx x( x − 1) ( x − 1)
dy 2− x x 2 (2 x − 1)
Comparing with + Py = Q; P= & Q=
dx x( x − 1) ( x − 1)
2− x −2 1 x −1
x ( x −1) dx = x + x −1 dx = −2 log x + log( x −1) log
x −1
I .F . = e
2
=e x
Pdx
=e =
x2
The general solution is
y ( I .F .) = ( I .F .)Qdx + c
x −1 x 2 (2 x − 1) ( x − 1)
y = dx + c = ( 2 x − 1) dx + c = x 2
−x+c
x2 ( x − 1) x2
or y ( x − 1) = x 2 ( x 2 − x + c)
dy
2
6) cos x + y = tan x
dx
dy
Solution: Rewriting given equation as + sec 2 xy = sec 2 x tan x.
dx
dy
It is linear of the form + Py = Q; where
dx
P = sec 2 x & Q = sec 2 x tanx
sec2 xdx
I .F . = e = e
Pdx
= e tan x
The general solution is
Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur
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y ( I .F .) = ( I .F .)Qdx + c
ye tan x = e tan x sec 2 x tan xdx + c
Put tan x = t sec xdx = dt
2
ye t = tet dt + c = et (t − 1) + c
ye tan x = e tan x (tan x − 1) + c
− tan x
or y = tan x − 1 + ce
dy 2 y
7) Solve: − = ( x + 1)3
dx x + 1
dy 2y
Solution: − = ( x + 1) 3 (Linear equation)
dx x + 1
2
− dx 1
I .F . = e x +1 =
( x + 1) 2
The general solution is
y 1 3 x2
= ( x + 1) dx + c = +x+c
( x + 1) 2 ( x + 1) 2 2
EXAMPLES
Q. Solve
1) ( a − 2 xy − y ) dx − ( x + y ) dy = 0
2 2 2
(a − 2 xy − y )dx − y dy = c
2 2 2
y3
a x − x y − xy −
2 2
=c
2
3
2) ye dx + ( xe + 2 y ) dy = 0
xy xy
ye dx + 2 ydy = c
xy
e xy + y 2 = c
dy sin y − y sin x
3) + =0
dx cos x + x cos y − y
Solution: Rewriting the given equation as
(sin y − y sin x)dx + (cos x + x cos y − y)dy = 0
Comparing with Mdx + Ndy = 0 ,
M = sin y − y sin x; N = cos x + x cos y − y
M N
= cos y − sin x ; = − sin x + cos y
y x
M N
= the given diff eqn is exact.
y x
Hence, the general solution is
Mdx + (terms in N free from x)dy = c
y - constant
(sin y − y sin x)dx + (− y)dy = c
y2
x sin y + y cos x − =c
2
1
4) y1 + + cos y dx + ( x + log x − x sin y )dy = 0
x
Solution: The given equation is of the form Mdx + Ndy = 0 where
1
M = y1 + + cos y & N = x + log x − x sin y
x
M 1 N 1
= 1 + − sin y; = 1 + − sin y
y x x x
M N
= the given diff eq n is exact.
y x
Hence, the general solution is
Mdx + (terms in N free from x)dy = c
y - constant
1
y1 + + cos y dx + 0dy = c
y − constant x
y( x + log x) + x cos y = c
y x
5) − 1 dx + 1 − dy = 0
( x + y)2 ( x + y)2
Solution: The given equation is of the form Mdx + Ndy = 0 where
y x
M = − 1 & N = 1 − .
( x + y)2 ( x + y)2
M ( x + y ) 2 − 2 y ( x + y ) x− y
= = ;
y ( x + y)4 ( x + y )3
N ( x + y ) 2 − 2 x( x + y ) x− y
=− =
x ( x + y)4 ( x + y )3
M N
= the given diff eqn is exact.
y x
Hence, the general solution is
Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur
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y − constant
sec x tan y − e x = c
y y y y
9) x cos + y sin ydx − y sin − x cos xdy = 0
x x x x
Solution: As given equation is homogeneous, comparing it with Mdx + Ndy = 0 ,
y y y y
M = x cos + y sin y; N = − y sin − x cos x
x x x x
y y y y
Mx + Ny = x 2 y cos + xy 2 sin − xy 2 sin + x 2 y cos
x x x x
y
= 2 x 2 y cos 0
x
1 1
I .F . = =
Mx + Ny y
2 x 2 y cos
x
1
Multiplying given equation by 2 , we have
(
2 x y cos y / x )
1 y y 1 y 1
+ 2 tan dx − tan − dy = 0 which is exact.
2x 2x x 2x x 2y
Hence, the general solution is
1 y y 1
+ tan dx + y dy = c
y − constant x x 2 x
y
log x − log sec + log y = c
x
y
or xycos = c
x
dy x 3 + y 3
10) =
dx xy 2
Solution: Rewriting given equation as
( x 3 + y 3 )dx − xy 2 dy = 0
Comparing with Mdx + Ndy = 0 ,
M = x3 + y 3 ; N = − xy 2
M N
= 3y2 ; = − y2
y x
M N
the given diff eqn is not exact.
y x
But it is homogeneou s and Mx + Ny = x 4 + xy 3 − xy 3 = x 4 0.
1 1
I .F . = = 4
Mx + Ny x
Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur
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1
Multiplying given equation by 4
, we have
x
1 y3 2
+ dx − y dy = 0
x x4 x3
which is exact.
Hence, the general solution is
Mdx + (terms in N free from x)dy = c
y - constant
1 y 3
i.e. + dx + 0dy = c
4
y − constant x x
y3
log x − =c or 3 x 3 log x − y 3 = 3cx 3
3
3x
12) ( y + xy ) dx + ( x + x y + x y ) dy = 0
2 2 3 2
13) ( x y + x ) dy + ( x y − y ) dx = 0
3 2 2 3
2 1 1
xy − dx + dy = c
y − constant x y
x2 y 2
2
− log x + log y = c or
x2 y2
2
+ log ( )= c
y
x
Rule 3.
If the differential equation M ( x, y)dx + N ( x, y)dy = 0 is non exact and
1 M N
= F ( x) i.e. function of x only or constant then e
F ( x ) dx
− is an integrating
N y x
I .F . = e
F ( x ) dx
factor. i.e.
1 M N − 2 log x + y 1
but − = = − = F ( x)
N y x x( 2 log x − y ) x
− (1 / x ) dx
I .F . = e =e
1
= e − log x =
F ( x ) dx
x
1
Multiplying given eqn by , we get,
x
2y
dx + (2 log x − y)dy = 0 ... Exact eqn
x
Hence, the general solution is
2y y2
x dx − ydy = c i.e. 2 y log x − =c
2
16) ( x + y + 2 x ) dx + 2 ydy = 0
2 2
y − constant
( x + y + 2 x)e x − 2 xe x + 2e x = c
2 2
or e x ( x 2 + y 2 + 2) = c
Rule 4.
If the differential equation M ( x, y)dx + N ( x, y)dy = 0 is non exact and
N M
= G ( y ) i.e. function of y only or constant then e
1 G ( y ) dy
− is an integrating
M x y
I .F . = e
G ( y ) dy
factor. i.e.
Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur
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18) ( y + 2 y ) dx + ( xy + 2 y − 4 x ) dy = 0
4 3 4
2
y + dx + 2 ydy = c
2
y − constant y
2x
xy + 2 + y 2 = c
y
19) (3 x y + 2 xy ) dx + ( 2 x y − x ) dy = 0
2 4 3 3 2
But
1 N M
M x
− =
1
y xy (3xy 3 + 2)
− 6 x 2 3
y − 4 (
x = −
2
y
= g ( y))
− ( 2 / y ) dy −2
I .F . = e =e = e − 2 log y = elog( y ) =
g ( y ) dy 1
y2
1
Multiplying given equation by , we have
y2
2 2 2x 3 x 2
3x y + dx + 2 x y − 2 dy = 0
y y
which is exact.
Hence, the general solution is
2 2 2x
3x y + dx + 0dy = c
y − constant y
x2
x y +
3 2
=c
y
or x 3 y 3 + x 2 = cy
2.3 Applications of Ordinary Differential Equations of First Order and First Degree
Orthogonal Curves:
Two curves intersecting at a point P are orthogonal if their tangents are perpendicular at P.
This occurs when the slopes of these tangents at P are negative reciprocals of each other.
Orthogonal Trajectories:
Suppose we have two families of curves, F(x,y,a) = 0 and G(x,y,b) = 0.We say that F is a
family of orthogonal trajectories of G if, every curve of F intersects each and every curve of G
orthogonally (i.e. at right angle).
EXAMPLES
2 2
1) Find the orthogonal trajectories of the family of curves x − 2hx + y = 4 where h is parameter.
dy
y 2 − x 2 − 2 xy =4
dx
dy dx
Replacing by − , we get the diff. eqn of orthogonal trajectories as
dx dy
dx
y 2 − x 2 + 2 xy = 4
dy
2 xydx + ( y 2 − x 2 − 4) dy = 0
1 N M 1
− = (− 2 x − 2 x ) = − 2 = f ( y)
M x y 2 xy y
2
− dy
I .F . = e
f ( y ) dy y 1
=e =
y2
1
Multiplyin g given equation by , we have
y2
2x x2 4
dx + (1 − − )dy = 0 which is exact.
y 2 2
y y
2x 4
dx + 1 − dy = c
y 2
y − constant y
x2 4
+ y+ =c i.e. x 2 − cy + y 2 = −4
y y
2x dy 2y xy y2 dy
+ = 0 or + = 0 (2)
a 2
b +
2 dx a2 b +
2 dx
From eqn (1),
y2 x2 a2 − x2
=1− =
b + 2
a 2
a2
Putting this in eqn (2), we get the diff. eqn of given family as
a 2 − x 2 dy
xy
+ =0
a2 a 2 dx
dy dx
Replacing by − , we get the diff. eqn of orthogonal trajectories
dx dy
dx
xy − (a 2 − x 2 ) =0
dy
Separating variables,
a2
ydy − − x dx = 0
x
Integrating,
y2 x2
− a log x +
2
= c i.e. x 2 + y 2 − 2a 2 log x = c
2 2
which is the required family of orthogonal trajectories.
3) Find the orthogonal trajectories of the family of curves y = x + ce x through the point (1,0).
dy dy
Solution : Diff w.r.t. x, = 1 + ce x ce x = −1
dx dx
dy
Putting this in given eqn, y = x+ −1
dx
dy dx
Replacing by − ,
dx dy
dx
− x = −(1 + y ) Linear eqn in x
dy
I .F . = e = e − y
− dy
xe − y = − e − y (1 + y)dy + k = e − y ( y + 2) + k or
x = y + 2 + ke y
through the point (1,0)
1 = 0 + 2 + ke0 k = −1 x = y + 2 − ey
4) Show that the family of confocal & coaxial parabolas y = 4a ( x + a ) ) is self orthogonal.
2
dy y dy
2y = 4a a = Putting
dx 2 dx
this in eqn (1), we get the diff. eqn of given family as
y dy y dy
y2 = 4 x +
2 dx 2 dx
2
dy dy
y − 2 xy
2
− y2 = 0 …(2)
dx dx
dy dx
Replacing by − , we get the diff. eqn of orthogonal trajectories as
dx dy
2
dx dx
y + 2 xy
2
− y 2 = 0
dy dy
2
dy
Multiplying by , we get
dx
2
2 dy dy
y + 2 xy − y2 = 0
dx dx
2
dy dy
i.e. y − 2 xy
2
− y2 = 0 …(3) As
dx dx
equations (2) and (3) are same, the family of confocal and coaxial parabolas
is self orthogonal.
EXAMPLES
5) Find the orthogonal trajectories of the family of curves r = a (1 − cos ).
Solution: The given family of curves is
r = a(1 − cos )
Taking log of both sides,
log r = log a + log(1 − cos )
Diff. w. r. t. ‘θ’, we have
2 sin cos
1 dr
=
1
sin = 2 2 = cot (1)
r d (1 − cos ) 2
2 sin 2
2
1 dr d
Replacing by − r ,
r d dr
d
−r = cot
dr 2
Separating variables,
dr
+ tan d = 0
r 2
Integrating,
log r + 2 log sec = log c
2
log r sec 2 = log c
2
c
i.e. r sec 2 =c or r = c cos 2 or r= (1 + cos ).
2 2 2
Applications to Simple Electrical Circuits
We shall consider circuits having only constant resistors (R), capacitors (C), and inductors
(L) (assumed constant here) as passive elements and an electromotive driving force E(t) as an active
element.
Some Basic Relations to Remember
dq
(i) The current i (t) and charge q(t) are related by i (t ) = ,
dt
(ii) The voltage drop across a resistor having resistance R is iR,
q
(iii) The drop across a capacitor having capacitance C is , and
C
di
(iv) The drop across an inductor having inductance L is L .
dt
Kirchhoff’s voltage law :
We can construct differential equations for circuits by using Kirchhoff’s voltage law.
The voltage law states that the algebraic sum of the potential (voltage) drops around any closed loop
in a circuit is equal to electromotive force.
1) The differential equation of a circuit which consists a resistance R, an inductance L, with an
di
electromotive force (e.m.f.) E is given by L + Ri = E.
dt
2) The differential equation of a circuit which consists a resistance R, capacitance C, with an
dq q
electromotive force (e.m.f.) E is given by R + = E.
dt C
EXAMPLES
1) The equation of electromotive forces in terms of the current i for an electrical circuit
having resistance R & a condenser of capacity C in series is
i
E = Ri + dt, find the current i when E = E0 sin t.
C
Solution: The given equation is
i
Ri + dt = E0 sin t.
C
Diff. w.r.t. ‘t’,
di i
R + = E0 cos t
dt C
di i E0
or + = cos t. …(linear equation)
dt Rc R
1
RC dt
I .F . = e = et RC
Hence, the general solution is
E 0
iet RC
= e
t RC
cos tdt + B
R
E0 et RC 1
ie t RC
= cos t + sin t +B
R 2 + (1 R 2C 2 ) RC
E0 RC 2 1 − t RC
i= cos t + sin t + Be (1)
1+ R C
2 2 2 RC
E0 RC 2 1
i = 0 when t = 0, eq (1) 0 =
n
+B
1 + R C RC
2 2 2
E0 C
B = −
1 + 2 R 2C 2
Putting this in eqn (1), the current is
i=
E 0 C
1 + 2 R 2C 2
(cos t + ωRC sin t − e − t RC
) (2)
R
L dt
I .F . = e = e Rt L
Hence, the general solution is
10
ie R t L = e R t L sin tdt + A
L
Rt L 10 e Rt L R
ie = sin t − cos t + A
L 12 + ( R 2 L2 ) L
R
10L − Rt
i=
2 L
sin t − cos t + Ae
L
(1)
(R + L )
2
10L
i = 0 when t = 0, eq n (1) 0 = − 2 +A
R + L2
10L
A= 2
R + L2
Putting this in eqn (1), the current is
i=
R +L
10
2 2
(R sin t − Lcos t + Le− Rt L )
3) A resistance R in series with an inductance L is shunted by an equal resistance R with
capacity C. An altenating e.m.f. E sin t produces currents i1 & i2 in two branches. If
initially there is no current, determine i1 & i2 from the equations
di i2 di
L 1 + Ri1 = E sin t and + R 2 = E cos t.
dt C dt
Verify that if R 2C = L, the total current i + i will be E sin t / R.
1 2
Solution: The given equation is
di
L 1 + Ri1 = E sin t
dt
di1 R E
i.e. + i1 = sin t …(linear equation)
dt L L
R
L dt
I .F . = e = e Rt L
Hence, the general solution is
E
i1e R t L = e R t L sin tdt + A
L
E e Rt L R
i1e Rt L
= sin t − cos t + A
L 2 + ( R 2 L2 ) L
EL R
i1 = 2 2 L
sin t − cos t + Ae − Rt L
(1)
(R + L )
2
EL
i1 = 0 when t = 0, eq n (1) 0 = − 2 +A
R + L2 2
EL
A= 2
R + 2 L2
Putting this in eqn (1), the current is
EL R − Rt L
i1 = sin t − cos t + e
( R 2 + 2 L2 ) L
As R 2C = L,
ER 2C R R 2C
i1 = 2 sin t − cos t + e − Rt
( R + R C ) R C
2 4 2 2
EC 1 − t RC
i.e. i1 = sin t − cos t + e (2)
(1 + 2 R 2C 2 ) RC
Now, another equation is
di2
i
R + 2 = E cos t
dt C
di2 i2 E
or + = cos t. …(linear equation)
dt Rc R
1
RC dt
I .F . = e = et RC
Hence, the general solution is
E t RC
i2et RC = e cos tdt + B
R
E et RC 1
i2e t RC
= cos t + sin t + B
R + (1 R C ) RC
2 2 2
ERC 2 1
i2 = 2 2 2 RC
cos t + sin t + Be −t RC (3)
1+ R C
ERC 2 1
i2 = 0 when t = 0, eq (3) 0 =
n
+B
1 + 2 R 2C 2 RC
EC
B = −
1 + 2 R 2C 2
Putting this in eqn (3), the current is
i2 =
EC
1+ R C
2 2 2
(
cos t + ωRC sin t − e −t RC
) (4)
EC 1
i1 + i2 = + ωRC sin t
(1 + 2 R 2 C 2 ) RC
E
i1 + i2 = sin t.
R