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14 views27 pages

FD 078 e 90 Fce

Uploaded by

arunmahiskar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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You are on page 1/ 27

Page 1 of 27

UNIT 4. ORDINARY DIFFERENTIAL EQUATIONS (ODE) OF FIRST-ORDER


AND FIRST DEGREE

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.

Definition: Differential Equation


An equation consisting derivatives or differential coefficients of dependent variables with
respect to one or more independent variables is called as differential equation.
For example,
dy
1) = x 2 + cos x
dx
3
d3y  d2y 
2) + 3  + dy = e x + x sin x
dx3  dx 2  dx
 
32
d2y    dy  
2

  = +  

 dx 2    dx  
3) k 1
   

 2u  2u
4) =k
x2
t 2
 2u 2u  2u
5) + 2 + 2 =0
x 2
y z
These all are the differential equations.
Depending on the type of derivatives involved differential equations are mainly classified as
1. Ordinary Differential Equations and
2. Partial Differential Equations

Ordinary Differential Equation:


The differential equation involving derivatives or differential coefficients of dependent
variable with respect to single independent variable is called as ordinary differential equation
(ODE).
Ex. Equations 1, 2 & 3 of above are ordinary differential equations.

Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur


Page 2 of 27

Partial Differential Equation:


The differential equation consisting derivatives or differential coefficients of dependent
variable with respect to two or more independent variables is called as partial differential equation
(PDE).
Ex. Equations 4 & 5 of above are partial differential equations.

Order and Degree of Differential Equation:


Order of the highest order derivative involved in the differential equation is called as order of
differential equation.
The power of the highest order derivative involved in the differential equation when it is free
from fractions and radicals as far the derivatives are concerned is called as the degree of differential
equation.
Example:
Diff. Eqn Order Degree
dy
1) = x 2 + cos x 1 1
dx
3
d3y  d2y 
2) + 3  + dy = e x + x sin x 3 1
dx3  dx 2  dx
 
 2u  2u
3) =k 2 2 1
x 2
t
 u  u  2u
2 2
4) + 2 + 2 =0 2 1
x 2
y z
dy k
5) y= x + 1 2 (after simplifying)
dx  dy 
 
 dx 
32
d2y    dy  
2

  = 1+   
 dx 2  
6) k 2 2 (after simplifying)
    dx  

Solution of Differential Equation:


The function or the relation between dependent and independent variables which will satisfy
the given differential equation is called as the solution of the differential equation.
For example,
c dy
1. y = (c is an arbitrary constant) is a solution of the differential equation x = − y.
x dx
d2y
2. y = e is a solution of the differential equation
2x
− 4 y = 0.
dx 2
Types of Solution:

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
Page 3 of 27

1. y = x 2 + c (c is an arbitrary constant) is a general solution of the differential equation


dy
= 2x.
dx
2. y = c1 cos 2 x + c2 sin 2 x ( c1 & c2 are arbitrary constants) is general solution of the
d2y
differential equation + 4 y = 0.
dx 2

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

2.2 Ordinary Differential Equations (ODE) of First-Order and First Degree

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)

METHODS OF FINDING GENERAL SOLUTION

I. Method of Separating Variables: (Revision)


Sometime equation (1) can be written as
f ( x)dx = g ( y)dy (3)
which is said to be in variables separable form, because in (3) the variables are now separated: x
appears only on the left and y only on the right.
General Solution of equation (3) is given by
 f ( x)dx =  g ( y)dy + c

EXAMPLES

Q. Solve the following differential equations.


dy 4y
1) =
dx x( y − 3)
Solution: Rewriting the given equation as,
4 y −3 4  3
dx = dy or dx = 1 − dy …(variables separable form)
x y x  y 
Integrating both sides, the required general solution is
4 log x = y − 3 log y + c

Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur


Page 4 of 27

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

The General Solution is


x( I .F .) =  ( I .F .)Q( y )dy + c
2. Variables may be different. Accordingly, use formula for I. F. and general solution.

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

Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur


Page 5 of 27

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

Solution: Rewriting the given equation as,


dx 2
− x = y 2e − y …(Linear equation in x)
dy y
dx 2
Comparing with + Px = Q; P=− & Q = y 2e − y
dy y
2
−  dy
I .F . = e 
1
= e − 2 log y =
Pdy
=e y
y2
The general solution is
x( I .F .) =  ( I .F .)Qdy + c
1 1
x 2 =  y 2e − y 2 dy + c = −e − y + c
y y
Or x = y 2 (c − e − y )

Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur


Page 6 of 27

4) dr + (2r cot  + sin 2 )d = 0


Solution: Rewriting the given equation as,
dr
+ 2r cot  = − sin 2 …(Linear equation in θ)
d
dr
Comparing with + Pr = Q; P = 2 cot  & Q = − sin 2
d
Pd 2 cotd
I .F . = e  = e = e 2 log sin  = sin 2 
The general solution is
r ( I .F .) =  ( I .F .)Qd + c
r sin 2  = −  sin 2 sin 2 d + c = −2  sin 3  cos d + c
1
r sin 2  = − sin 4  + c
2

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
Page 7 of 27

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

III. Exact Differential Equations:


A first-order ODE M ( x, y)dx + N ( x, y)dy = 0 (10)
is called an exact differential equation if the differential form M ( x, y)dx + N ( x, y)dy
u u
is exact, that is, this form is the differential du = dx + dy of some function u(x , y).
x y
The necessary and sufficient condition for (10) to be an exact differential Equation is
M N
= .
y x
General Solution of exact differential equation is given by

 Mdx +  (terms in N free from x)dy = c (11)


y - constant
Or  Ndy +  (terms in M free from y)dx = c (12)
x - constant

Procedure to Solve Exact Equation:


(i) Compare given equation with M ( x, y)dx + N ( x, y)dy = 0 .
M N
(ii) Find partial derivatives & and check whether given equation is exact.
y x
(iii) If it is, use formula (11) or (12) to find its general solution.

Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur


Page 8 of 27

EXAMPLES
Q. Solve
1) ( a − 2 xy − y ) dx − ( x + y ) dy = 0
2 2 2

Solution: The given equation is of the form Mdx + Ndy = 0 where


M = (a 2 − 2 xy − y 2 ); N = −( x + y ) 2 = −( x 2 + 2 xy + y 2 )
M N
= −2 x − 2 y = −2( x + y ) ; = −2( x + 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

 (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

Solution: Comparing given equation with Mdx + Ndy = 0 ,


M = ye xy ; N = xe xy + 2 y
M N
= e xy + xye xy ; = e xy + xye xy
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

 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

Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur


Page 9 of 27

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)  y1 +  + 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 = y1 +  + 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 
  y1 +  + 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
Page 10 of 27

 Mdx +  (terms in N free from x)dy = c


y - constant
 y 
  − 1dx +  dy = c
 ( x + y) 2 
y −constant  
y
− −x+ y =c
( x + y)
or y + x 2 − y 2 = −c ( x + y )

6) (sec x tan x tan y − e ) dx + sec x sec ydy = 0


x 2

Solution: The given equation is of the form Mdx + Ndy = 0 where


M = sec x tan x tan y − e x & N = sec x sec 2 y
M N
= sec x tan x sec 2 y; = sec x tan x sec 2 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

 (sec x tan x tan y − e )dx +  0dy = c


x

y − constant
sec x tan y − e x = c

7) Solve: y sin 2 xdx − (1 + y 2 + cos 2 x ) dy = 0


Solution: The given equation is of the form Mdx + Ndy = 0 where
M = y sin 2 x & N = −(1 + y 2 + cos 2 x)
M N
= sin 2 x; = −2 cos x(− sin x) = sin 2 x
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
2
 y sin 2 xdx −  (1 + y )dy = c
y − constant
− y cos 2 x y3
−y− =c
2 3

Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur


Page 11 of 27

IV. Equations Reducible to Exact:

Definition: Integrating Factor


On multiplying by some function of x and y non exact differential equations can be made
exact. Such a function is called as an integrating factor.

Rules for finding Integrating Factor

Rule 1. For Homogeneous Equations


If the non exact differential equation M ( x, y)dx + N ( x, y)dy = 0 is homogeneous and
1
Mx + Ny  0 then is an integrating factor. i.e.
Mx + Ny
1
I .F . =
Mx + Ny
8) y dx + ( x + xy ) dy = 0
2 2

Solution: Comparing given equation with Mdx + Ndy = 0 ,


M = y 2 ; N = x 2 + xy
M N
= 2y ; = 2x + y
y x
M N
   the given diff eqn is not exact.
y x
But it is homogeneous and Mx + Ny = 2 xy 2 + x 2 y  0.
1 1
 I .F . = =
Mx + Ny xy (2 y + x)
1
Multiplying given equation by , we have
xy (2 y + x)
y x+ y
dx + dy = 0 which is exact.
x( 2 y + x) y (2 y + x)
1/ 2 1/ 2  1 1 
 − dx +  − dy = 0
 x (2 y + x)   y 2y + x 
Hence, the general solution is
1/ 2 1/ 2  1
  x − (2 y + x) dx +  y dy = c
 
1
(log x − log(2 y + x)) + log y = c or log y x = c
2 2y + x
y2x
or = c
2y + x

Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur


Page 12 of 27

  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
Page 13 of 27

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

Rule 2. Equationsof the form f ( xy) ydx + g ( xy) xdy = 0


If the non exact differential equation M ( x, y)dx + N ( x, y)dy = 0 is of the form
1
f ( xy) ydx + g ( xy) xdy = 0 and Mx − Ny  0 then is an integrating factor. i.e.
Mx − Ny
1
I .F . =
Mx − Ny
11) y(1 + xy )dx + x(1 − xy )dy = 0
Solution: As given equation is of the form f ( xy) ydx + g ( xy) xdy = 0, comparing with
Mdx + Ndy = 0
M = y + xy 2 ; N = x − x2 y ,
Mx − Ny = xy + x 2 y 2 − xy + x 2 y 2 = 2 x 2 y 2  0
1 1
 I .F . = = 2 2
Mx − Ny 2 x y
1
Multiplying given equation by , we have
2x2 y 2
 1 1   1 1 
 + dx +  − dy = 0
 2x2 y 2x   2 xy 2 2 y  which is exact.
   
Hence, the general solution is
 1 1  1
  + dx −  dy = c
 x2 y x  y
y − constant  
1 x 1
− + log x − log y = c or log  − =c
xy  y xy
Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur
Page 14 of 27

12) ( y + xy ) dx + ( x + x y + x y ) dy = 0
2 2 3 2

Solution: Rewriting the given equation as


(1 + xy ) ydx + (1 + xy + x 2 y 2 ) xdy = 0
which is of the form f ( xy) ydx + g ( xy) xdy = 0.
Comparing with Mdx + Ndy = 0,
M = y + xy 2 ; N = x + x 2 y + x3 y 2 ,
Mx − Ny = xy + x 2 y 2 − xy − x 2 y 2 − x 3 y 3 = − x 3 y 3  0
1 1
 I .F . = =
Mx − Ny − x 3 y 3
1
Multiplying given equation by , we have
− x3 y 3
 1 1   1 1 1 
 + dx +  + + dy = 0 which is exact.
 x3 y 2 x 2 y   x 2 y 3 xy 2 y 
   
Hence, the general solution is
 1 1  1
  + dx +  y dy = c
 x3 y 2 x 2 y 
y − constant  
1 1 1 1
− 2 2− + log y = c or + − log y = c
2x y xy 2 x 2 y 2 xy

13) ( x y + x ) dy + ( x y − y ) dx = 0
3 2 2 3

Solution: Rewriting given equation as ( x y − 1) ydx + ( x y + 1) xdy = 0


2 2 2 2
...(1)
As it is of the form f ( xy) ydx + g ( xy) xdy = 0, comparing with
Mdx + Ndy = 0
M = x 2 y 3 − y; N = x3 y 2 + x
Mx − Ny = x 3 y 3 − xy − x 3 y 3 − xy = −2 xy  0
1 1
 I .F . = =−
Mx − Ny 2 xy
1
Multiplying equation (1) by − , we have
2 xy
 xy 2 1   x2 y 1 
− + dx −  + dy = 0
 2 2 x   2 2 y 
   
 2 1  2 1
Or  xy − x  dx +  x y + y  dy = 0 which is exact.
   
Hence, the general solution is

Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur


Page 15 of 27

 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

14) (xy sin xy + cos xy ) ydx + (xy sin xy − cos xy )xdy = 0


Solution: As given equation is of the form f ( xy) ydx + g ( xy) xdy = 0, comparing
with Mdx + Ndy = 0
M = xy 2 sin xy + y cos xy; N = x 2 y sin xy − x cos xy ,
Mx − Ny = x 2 y 2 sin xy + xy cos xy − x 2 y 2 sin xy + xy cos xy
= 2 xy cos xy  0
1 1
 I .F . = =
Mx − Ny 2 xy cos xy
1
Multiplying given equation by , we have
2 xy cos xy
 1  1
 y tan xy + dx +  x tan xy − dy = 0 which is exact.
 x  y
Hence, the general solution is
 Mdx +  (terms in N free from x)dy = c
y - constant
 1  1
i.e.  y tan xy + dx +   − dy = c
 x  y
log sec xy + log x − log y = log c
or x sec xy = cy

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.

15) 2 ydx + x(2 log x − y)dy = 0


Solution: Given equation is of the form Mdx + Ndy = 0 where,
M = 2 y; N = x(2 log x − y)
M N
=2 & = 2 log x − y + 2
y x
M N
   the given diff eqn is not exact.
y x
Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur
Page 16 of 27

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

Solution: Given equation is of the form Mdx + Ndy = 0 where,


M = x 2 + y 2 + 2 x; N = 2y
M N
= 2y & =0
y x
M N
   the given diff eqn is not exact.
y x
1  M N  2 y
but  − = = 1 = F ( x) ... say
N  y x  2 y
 I .F . = e  = e
F ( x ) dx 1.dx
= ex
Multiplying given eqn by e x , we get,
e x ( x 2 + y 2 + 2 x)dx + 2e x ydy = 0
which is exact differential equation
Hence, the general solution is
 e ( x + y + 2 x)dx +  0.dy = c
x 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
Page 17 of 27

17) ( y log y )dx + (x − log y )dy = 0


Solution: Given equation is of the form Mdx + Ndy = 0 where,
M = y log y; N = x − log y
M N
= 1 + log y & =1
y x
M N
   the given diff eqn is not exact.
y x
1  N M  − log y 1
but  −  = = − = G( y)
M  x y  y log y y
− (1 / y ) dy
 I .F . = e  =e 
1
= e − log y =
G ( y ) dy
y
1
Multiplying given eqn by , we get,
y
 x log y 
log ydx +  − dy = 0 ... Exact eqn
y y 
Hence, the general solution is
log y (log y ) 2
 log ydx −  y dy = c i.e. x log y − =c
2

18) ( y + 2 y ) dx + ( xy + 2 y − 4 x ) dy = 0
4 3 4

Solution: Given equation is of the form Mdx + Ndy = 0 where,


M = y 4 + 2 y & N = xy 3 + 2 y 4 − 4 x
M N
= 4 y3 + 2 & = y3 − 4
y x
M N
   the given diff eqn is not exact.
y x
1  N M  − 3 y 3 − 6 − 3( y 3 + 2) 3
but  −  = 4 = = − = G( y)
M  x y  y + 2y y ( y 3 + 2) y
− (3 / y ) dy
 I .F . = e  =e 
1
= e − 3 log y = 3
G ( y ) dy
y
1
Multiplying given eqn by , we get,
3
y
   
 y + 2 dx +  x + 2 y − 4 x dy = 0 which is exact.
 y 2   y 3 
 
Hence, the general solution is

Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur


Page 18 of 27

 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

Solution: Given equation is of the form Mdx + Ndy = 0 where


M = 3 x 2 y 4 + 2 xy & N = 2 x 3 y 3 − x 2 .
M N
= 12x 2 y 3 + 2 x; = 6x2 y3 − 2x
y x
M N
   the given diff eqn is not exact.
y x

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).

Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur


Page 19 of 27

Note: When F is a family of orthogonal trajectories of G, then G is also a family of orthogonal


trajectories of F.
For example, let F consist of all circles about the origin and G of all straight lines through the
origin. Following figure shows some curves of these families, which are orthogonal trajectories of
each other. Wherever one of the lines intersects one of the circles, the line is orthogonal to the
tangent to the circle there.

Procedure for Finding Orthogonal Trajectories:


I. Cartesian Equqtions
Given a family F of curves, suppose we want to find the family G of orthogonal trajectories
of F. Here is a strategy to do this.
Let F(x, y, k) = 0 … (1) be the given family of curves with different choices of k giving
different curves.
dy
1. Differentiate (1) w.r.t. ‘x’ to to get f ( x, y, k , ) = 0. ………(2)
dx
2. Obtain the differential equation of given family by eliminating ‘k’ between (1) & (2) viz.
dy
g ( x, y , ) = 0. ………..(3)
dx
dy dx
3. Replace by − to get the differential equation of required family of orthogonal
dx dy
dx
trajectories as g ( x, y,− ) = 0. ……….(4)
dy
Solve the equation (4) for the orthogonal trajectories.

EXAMPLES
2 2
1) Find the orthogonal trajectories of the family of curves x − 2hx + y = 4 where h is parameter.

Solution: The given family of curves is


x 2 − 2hx + y 2 = 4 …(1)

Diff. eqn (1) w. r. t. ‘x’, we have


dy dy
2 x − 2h + 2 y = 0  2h = 2 x + 2 y
dx dx
n n
Putting this in eq (1), we get the diff. eq of given family as

Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur


Page 20 of 27

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

Hence, the general solution is

 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

2) Find the orthogonal trajectories of the family of confocal conics


x2 y2
+ = 1, where  is the parameter.
a2 b2 + 
Solution: The given family of curves is
x2 y2
+ = 1, where  is the parameter. (1)
a 2
b +2
Diff. eq (1) w. r. t. ‘x’, we have
n

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

Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur


Page 21 of 27

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

Solution: The given family of curves is


y 2 = 4a ( x + a ) …(1)
Diff. eq (1) w. r. t. ‘x’, we have
n

dy y dy
2y = 4a  a = Putting
dx 2 dx
this in eqn (1), we get the diff. eqn of given family as

Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur


Page 22 of 27

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.

II. Polar Equqtions


Let F(r, θ, k) = 0 … (1) be the given family of curves with k as parameter.
dr
1. Differentiate (1) w.r.t. ‘θ’ to get f (r ,  , k , ) = 0. ………(2)
d
2. Obtain the differential equation of given family by eliminating ‘k’ between (1) & (2) viz.
dr
g (r ,  , ) = 0. ………..(3)
d
dr d
3. Replace by − r 2 to get the differential equation of required family of orthogonal
d dr
d
trajectories as g ( r ,  ,− r 2 ) = 0. ……….(4)
dr
4. Solve the equation (4) for the orthogonal trajectories.

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

Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur


Page 23 of 27

 
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

Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur


Page 24 of 27

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)

2) When a resistance R ohms is connected in series with an inductance L henries with an


di
e.m.f. of E volts, the current i amperes at time t is given by L + Ri = E. If E =10sint
dt
volts and i=0 when t = 0, find i as a function of t.
Solution: The given equation is
di
L + Ri = 10 sin t
dt
di R 10
i.e. + i = sin t …(linear equation)
dt L L

Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur


Page 25 of 27

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 

Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur


Page 26 of 27

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)

Adding (2) and (4),


EC  1 
i1 + i2 = 2 2 2  RC
sin  t − cos t + e − t RC + cos  t + ωRC sin  t − e − t RC 
(1 +  R C ) 

Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur


Page 27 of 27

EC  1 
i1 + i2 =  + ωRC  sin  t
(1 +  2 R 2 C 2 )  RC 
E
i1 + i2 = sin  t.
R

Dept of Mathematics, KIT’s College of Engineering (Autonomous), Kolhapur

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