Differential Equations

LOCUS
Differential
Equations
CONCEPT NO
TES
NOTES
01.
Motivation
02.
Solving Differential Equations
Mathematics / Differential equations
LOCUS
Differential Equations
Section - 1
MOTIVATION
A differential equation can simply be said to be an equation involving derivatives of an unknown function. For
example, consider the equation
dy
+ xy = x 2
dx
This is a differential equation since it involves the derivative of the function y ( x ) which we may wish to determine.
We must first understand why and how differential equations arise and why we need them at all. In general, we can
say that a differential equation describes the behaviour of some continuously varying quantity.
Scenario - 1
A freely falling body

A body is released at rest from a height h. How do we described the motion of this
body ?
The height x of the body is a function of time. Since the acceleration of the body is g, we
have
d 2x
= g
dt 2
This is the differential equation describing the motion of the body. Along with the initial
condition x (0) = h, it completely describes the motion of the body at all instants after
the body starts falling.
Scenario - 2
Radioactive disintegration
Experimental evidence shows that the rate of decay of any radioactive substance is
proportional to the amount of the substance present, i.e.,
dm
= m
dt
where m is the mass of the radioactive substance and is a function of t. If we know

m (0), the initial mass, we can use this differential equation to determine the mass of the
substance remaining at any later time instant.
LOCUS
Scenario - 3
Population growth
The growth of population ( of say, a biological culture) in a closed environment is
dependent on the birth and death rates. The birth rate will contribute to increasing the
population while the death rate will contribute to its decrease. It has been found that for
low populations, the birth rate is the dominant influence in population growth and the
growth rate is linearly dependent on the current population. For high populations, there
is a competition among the population for the limited resources available, and thus the
death rate becomes dominant. Also, the death rate shows a quadratic dependence on
the current population.
Thus, if N (t ) represents the population at time t, the differential equation describing the
population variation is of the form
dN
= 1 N 2 N 2
dt
where 1 and 2 are constants.

Along with the initial population N (0), this equation can tell us the population at any
later time instant.
____________________________________________________________________________________
These three examples should be sufficient for you to realise why and how differential equations arise and why they
are important.
In all the three equations mentioned above, there is only independent variable (the time t in all the three cases).
Such equations are termed ordinary differential equations. We might have equations involving more than one
independent variable:
f
f
+x
= x2
x
y
f
stands for the partial derivative, i.e., the term
would imply that we differentiate the
x
x
function f with respect to the independent variable x as the variable (while treating the other independent variable
where the notation
y as a constant). A similar interpretation can be attached to
.
y
Such equations are termed partial differential equations but well not be concerned with them in this chapter.
Consider the ordinary differential equation
d2y
dy
+ x + x2 = c
2
dx
dx
The order of the highest derivative present in this equation is two; thus, well call it a second order differential
equation (DE, for convenience).
The order of a DE is the order of the highest derivative that occurs in the equation
LOCUS
Again, consider the DE

2
d 3 y dy
= x2 y2
+
dx3 dx
The degree of the highest order derivative in this DE is two, so this is a DE of degree two (and order three).
The degree of a DE is the degree of the highest order derivative that occurs in the equation,
when all the derivatives in the equation are made of free of fractional powers.
For example, the DE
2
d2y
dy
1 + x 2 = k
dx
dx
2
is not of degree two. When we make this equation free of fractional powers, by the following rearrangement,
2
2
d2y
dy
1 = k x 2
dx
dx
we see that the degree of the highest order derivative will become four. Thus, this is a DE of degree four
(and order two).
Finally, an nth linear DE (degree one) is an equation of the form
a0
dny
d n 1 y
dy
+
a
+ ... + an 1 + an y = b
1
n
n 1
dx
dx
dx
where the ai s and b are functions of x.

Solving an nth order DE to evaluate the unknown function will essentially consist of doing n integrations on the DE.
Each integration step will introduce an arbitrary constant. Thus, you can expect in general that the solution of
an nth order DE will contain n independent arbitrary constants.
By n independent constants, we mean to say that the most general solution of the DE cannot be expressed in fewer
than n constants. As an example, the second order DE
d2y
+y=0
dx 2
has its most general solution of the form
y = A cos x + B sin x.
(verify that this is a solution by explicit substitution).
...(1)
LOCUS
Thus, two arbitrary and independent constants must be included in the general solution. We cannot reduce(1) to a
relation containing only one arbitrary constant. On the other hand, it can be verified that the function
y = ae x +b
is a solution to the second-order DE
d2y
=y
dx 2
but even through it (seems to)contain two arbitrary constants, it is not the general solution to this DE. This is
because it can be reduced to a relation involving only one arbitrary constant :
y = ae x +b
= ae x eb
(where c = a eb )
= ce x
Let us summarise what weve seen till now : the most general solution of an nth order DE will consist of n arbitrary
constants; conversely, from a functional relation involving n arbitrary constants, an nth order DE can be generated
(well soon see how to do this). We are generally interested in solutions of the DE satisfying some particular
constraints (say, some initial values).Since the most general solution of the DE involves n arbitrary constant, we
see that the maximum member of independent conditions which can be imposed on a solution of the DE is n.
As a first example, consider the functional relation
y = x 2 + c1e 2 x + c2 e3 x
...(1)
This curves equation contains two arbitrary constants; as we vary c1 and c2 , we obtain different curves; those
curves constitute a family of curves. All members of this family will satisfy the DE that we can generate from this
general relation; this DE will be second order since the relation contains two arbitrary constants.
We now see how to generate the DE. Differentiate the given relation twice to obtain
y = 2 x + 2c1e 2 x + 3c2 e3 x
...(2)
y " = 2 + 4c1e 2 x + 9c2 e3 x
...(3)
From (1), (2) and (3), c1 and c2 can be eliminated to obtain
e2 x
2e 2 x
4e 2 x
e3 x
3e3 x
9e3 x
x2 y
2 x y = 0
2 y"
1 1 x2 y
2 3 2 x y = 0
4 9 2 y"
6 3 y " 18 x + 9 y + 8 x 4 y 4 + 2 y "+ 6 x 2 6 y = 0
y " 5 y + 6 y = 6 x 2 10 x + 2
...(4)
LOCUS
This is the required DE; it corresponds to the family of curves given by (1). Differently put, the most general
solution of this DE is given by (1).
As an exercise for the reader, show that the DE corresponding to the general equation
y = Ae2 x + Be x + C
where A, B, C are arbitrary constants, is
y 3 y + 2 y = 0
As expected, the three arbitrary constants cause the DE to be third order.
Example 1
Find the DE corresponding to the family of rectangular hyperbolas xy = c 2 .
Solution: Since the equation for a rectangular hyperbola contains only one arbitrary constants, the corresponding
DE for the family of rectangular hyperbolas will be first order and can be obtained by differentiation
once.
xy = c 2
xy + y = 0
This is the required DE.
Example 2
Find the DE associated with the family of circles of a fixed radius r.
Solution: The circles are of a fixed radius but their centres are not. Let the centre be denoted by the variable
point ( h, k ).
Then the equation of an arbitrary circle of the family is
( x h) 2 + ( y k ) 2 = r 2
...(1)
This contains two arbitrary constants and therefore will give rise to a second-order DE.
Differentiating (1), we have
( x h) + ( y k )
dy
=0
dx
...(2)
LOCUS
Differentiating (2) again, we have

2
1+ ( y k)
d 2 y dy
+ = 0
dx 2 dx
dy
1+
( y k ) = 2dx
d y
dx 2
...(3)
...(4)
Using (4) in (2), we have

dy 2 dy
1 +
dx dx
( x h) =
d2y
dx 2
...(5)
Using (4) and (5) in (1), and simplifying, we have the required DE as
3
2
dy 2
2d y
1
r
+
=

2
dx
dx
which as expected, is second order.

____________________________________________________________________________________
If all this talk about arbitrary constants and solutions to DEs, confuses you, lets view the whole discussion from a
slightly different perspective.
Referring to example -1, suppose we are given the DE
xy + y = 0
...(1)
This is a first-order DE and its most general solution will contain one arbitrary constant; in fact, the most general
solution of this DE is
xy =
where is an arbitrary constant. Now suppose we are told that the curve satisfying the DE in (1) passes through
(2, 2). This additional constraint enables us to determine the value of for this particular curve :
(2)(2) =
=4
and thus the curve xy = 4 is a particular solution of the DE in (1).

To emphasize once more,
xy = is a general solution to (1)
while
xy = 4 is a particular solution to (1)
which was obtained from the general solution by using the fact that the curve passes through (2, 2).
LOCUS
As another example, consider the DE obtained in example - 2.
(1 + ( y) )
= r 2 ( y )
This is a second-order DE and its most general solution will contain two arbitrary constants; the most general
solution can be found to be
( x )2 + ( y )2 = r 2
where and are arbitrary constants .
To determine a particular solution to this DE, we need two additional constraints which can enable us to evaluate
and .
Example 3
Find the DE associated with the family of straight lines, each of which is at a constant distance p from the origin.
Solution: Any such line has the equation
x cos + y sin = p
...(1)
where is a variable. Different values of give different lines belonging to this family. Since the
equation representing this family contains only one arbitrary constant, its corresponding DE will be
first order .
Differentiating(1), we have
cos + y sin = 0
tan =
sin =
1
y
1
1 + ( y ) 2
, cos =

xy
1 + ( y)
y
1 + ( y)2
=p
( xy y ) 2 = p 2 (1 + ( y ) 2 )
As expected, this is a first order DE.
y
1 + ( y ) 2
...(2)
LOCUS
TRY YOURSELF - I
Q. 1
Find the DE of all circles in the first quadrant which touch the coordinate axes.
Q. 2
Find the DE of all circles touching the x-axis at the origin.
Q. 3
Find the DE of all hyperbolas having their axes along the coordinate axes.
LOCUS
10
Section - 2
SOLVING DIFFERENTIAL EQUATIONS
In this section, we consider how to evaluate the general solution of a DE. You must appreciate the fact that
evaluating the general solution of an arbitrary DE is not a simple task, in general. Over time, many methods have
been developed to solve particular classes of DEs. Fortunately for us, at this level we are required to deal with
only the simplest of cases.
Well be considering only first order and first degree DEs. Note that any such DE can be written in the general
form
M ( x, y ) dx + N ( x, y ) dy = 0
where M and N are functions of x and y.

TYPE - 1
VARIABLE SEPARABLE FORM

This is by and large the simplest type of DE that well encounter. As the name suggests,
in such an equation, M is a function of x only and N is a function of y only. Thus, such a
DE is of the form
f ( x ) dx + g ( y ) dy = 0
which can be solved by straightforward integration to obtain
f ( x)dx + g ( y )dy = C
where C is an arbitrary constant.
Observe how the variables are separated in this type of DE and its general solution.
As a simple example, consider the DE
xdx + y 2 dy = 0
This is obviously in variable -separable form. Integrating, we obtain
xdx + y dy = C
2
x2 y3
+
=C
2
3
This is the required general solution of the DE.
Example 4
Solve the DE y x
dy
dy
= y2 + .
dx
dx
LOCUS
11
Solution: A little observation will show you that the variables are separable in this DE:
y (1 y ) =
dy
( x + )
dx
dy
dx
=
y (1 y ) x +

dx
1
y + 1 y dy = x +
Integrating both sides, we have

ln y ln(1 y ) = ln( x + ) + C
y
ln
= ln( x + ) + ln C
1 y
In the last step, we have written the arbitrary constant of integration C as C so that the whole
expression can be combined now by taking antilog on both sides. (Theres no loss of generality in
doing so and it is often done to make the final expression look simpler). Thus, we now have,
y
= C ( x + )
1 y
y = C ( x + )(1 y )
This is the required general solution of the DE; as expected it contains only one arbitrary constant.
Example 5
2
Solve the DE xy
dy
= 1 x2 + y 2 x2 y 2 .
dx
Solution: Again, this DE is of the variable separable form as can be made evident by a slight rearrangement.
xy 2
dy
= (1 x 2 )(1 + y 2 )
dx
y2
1 x2
=
dy
dx
2
x
1+ y
1 1 + y 2 dy = x x dx

x2
y tan y = ln x + C
2
1
This is the required general solution.

___________________________________________________________________________________
LOCUS
12
Sometimes, the DE might not be in the variable-separable (VS) form; however, some manipulations might be able
to transform it to a VS form. Lets see how this can be done. Consider the DE
dy
= cos ( x + y )
dx
This is obviously not in VS form. Observe what happens if we use the following substitution in this DE:
x+ y =v
1+
dy dv
=
dx dx
Thus, the DE transforms to

dv
1 = cos v
dx
dv
= 1 + cos v
dx
dv
= dx
1 + cos v
which is clearly a VS form. Integrating both sides, we obtain

dv
1 + cos v = dx
1
v
sec 2 dv = dx
2
2
tan
x+ y
tan
= x+C
2
v
= x+C
2
This is the required general solution to the DE.

From this example, you might be able to infer that any DE of the form
dy
= f ( ax + by + c )
dx
is reducible to a VS form using the technique described. Let us confirm this explicitly:
LOCUS
13
Substitute
ax + by + c = v
dy dv
=
dx dx
a+b
dy 1 dv
= a
dx b dx
Thus, our DE reduces to

1 dv
a = f (v )
b dx
dv
= a + bf (v )
dx
dv
= dx
a + bf (v)
which is obviously in VS form, and hence can be solved.
Example 6
dy
r2
Solve the DE
=
.
dx ( x + y )2
Solution: Substituting x + y = v, we have
dy dv
=
1
dx dx
and thus the DE reduces to

dv
r2
1 = 2
dx
v
v2
dv = dx
r 2 + v2
r2
1
dv = dx
r 2 + v2
LOCUS
14
Integrating, we have
v
v r tan 1 = x + C
r
x+ y
( x + y ) r tan 1
= x +C
r
Example 7
Solve the DE
dy ( x + y ) + ( x + y 1) ln ( x + y )
=
.
dx
ln ( x + y )
Solution: Again, the substitution x + y = v will reduce this DE to the following VS form:
dv
v + ( v 1) ln v
1 =
dx
ln v
= ( v 1) +
v
ln v
dv
v
=v+
ln v
dx
ln v
dv = dx
v (1 + ln v )
ln v
v (1 + ln v ) dv = dx
To evaluate the integral on the LHS, we use the substitution (1 + ln v ) = t which gives
Thus,
t 1
dt = dx
t
t ln t = x + C
(1 + ln v ) ln (1 + ln v ) = x + C
(1 + ln ( x + y )) ln (1 + ln ( x + y )) = x + C
1
dv = dt.
v
LOCUS
TYPE - 2
15
HOMOGENEOUS DEs
By definition, a homogeneous function f ( x, y ) of degree n satisfies the property
f ( x, y ) = n f ( x, y )
For example, the functions
f1 ( x, y ) = x 3 + y 3
f 2 ( x, y ) = x 2 + xy + y 2
f3 ( x, y ) = x 3e x / y + xy 2
are all homogeneous functions, of degrees three, two and three respectively (verify this
assertion).
Observe that any homogeneous function f ( x, y ) of degree n can be equivalently written

as follows:
y
x
f ( x, y ) = x n f = y n f
x
y
For example,
f1 ( x, y ) = x 3 + y 3
y 3
x 3
3
= x 1 + = y 1 +
x
y
Having seen homogeneous functions we define homogeneous DEs as follows :
3
M ( x, y )
dy
=
dx
N ( x, y )
is called homogeneous if M(x, y) and N(x, y) are homogeneous
Any DE of the form M(x, y) dx +N(x, y) dy = 0 or
functions of the same degree.
What is so special about homogeneous DEs ? Well, it turns out that they are extremely
y
simple to solve. To see how, we express both M ( x, y ) and N ( x, y ) as, say x n M
x
y
and x n N . This can be done since M ( x, y ) and N ( x, y ) are both homogeneous
x
functions of degree n. Doing this reduces our DE to
y
y
xn M
M
M ( x, y )
dy
x = x = P y
=
=

dx
N ( x, y )
y
y
x
n
x N
N
x
x
M (t )
(The function P (t ) stands for
)
N (t )
LOCUS
16
Now, the simple substitution y = vx reduces this DE to a VS form :

y = vx
dy
dv
=v+x
dx
dx
Thus,
dy
y
= P transforms to
dx
x
v+ x
dv
= P (v )
dx
dv
dx
=
P (v ) v x
This can now be integrated directly since it is in VS form.

Let us see some examples of solving homogeneous DEs.
Example 8
Solve the DE
dy 2 x y
=
.
dx x + y
Solution: This is obviously a homogeneous DE of degree one since the RHS can be written as
y
y
x 2 2
2x y
x=
x
=
y
y
x+ y
x 1 + 1 +
x
x
Using the substitution y = vx reduces this DE to
v+ x
dv 2 v
=
dx 1 + v
dv 2 v
=
v
dx 1 + v
2 2v v 2
1+ v
3 (1 + v )
=
1+ v
(1 + v )
dx
dv =
2
x
3 (1 + v )
LOCUS
17
Using t = 1 + v above, we have

t
dx
dt =
2
3t
x
t
3t
Substituting
dt =
dx
x
1
ln 3 t 2 = ln x + ln C1
2
ln ( x 2 (3 t 2 )) = C2
x 2 (3 t 2 ) = C
x 2 (3 (1 + v ) ) = C
x 2 ( 2 2v v 2 ) = C
y
for v, we finally obtain the required general solution to the DE:
x
2 x 2 2 xy y 2 = C.
Example 9
Solve the DE xdy ydx = x 2 + y 2 dx.
Solution: Upon rearrangement, we have
dy y + x 2 + y 2
=
dx
x
y
y
= + 1+
x
x
This is obviously a first degree homogeneous DE. We substitute y = vx to obtain:

v+ x
dv
= v + 1 + v2
dx
dv
1 + v2
dx
x
LOCUS
18

ln v + 1 + v 2 = ln x + ln C
= ln Cx
y
y2
+ 1 + 2 = Cx
x
x
Example 10
Solve the DE (1 + e
x/ y
) dx + e
x/ y
x
1 dy = 0.
y
Solution: This DE can be rearranged as

x
e x / y 1
dx
y
=
x/ y
dy
e +1
Using the substituting x = vy (note : not y = vx ) can reduce this DE to a VS form. (We did not use
y = vx since that wouldve led to an expression involving complicated exponentials).
We now have
v+ y
v
dv e (v 1)
= v
dy
e +1
dy
ev + 1
= v
dv
y
e +v

ln y = ln e v + v + ln C
y (e v + v ) = C
ex / y +
x C
=
y y
_____________________________________________________________________________________
This example should serve the show that y = vx will not always be the most appropriate substitution to solve a
homogeneous DE; x = vy could be more appropriate in such a scenario, as in the example above.
LOCUS
19
Many a times, the DE specified may not be homogeneous but some suitable manipulation might reduce it to a
homogeneous form. Generally, such equations involve a function of a rational expression whose numerator and
denominator are linear functions of the variable, i.e., of the form
ax + by + c
dy
= f
dx
dx + cy + f
...(1)
Note that the presence of the constant c and f causes this DE to be non-homogeneous.
To make it homogeneous, we use the substitutions
x X +h
y Y +k
and select h and k so that

ah + bk + c = 0
dh + ek + f = 0
...(2)
a d
This can always be done if . The RHS of the DE in (1) now reduces to
b e
a ( X + h) + b(Y + k ) + c
f
d ( X + h) + e(Y + k ) + f
aX + bY + (ah + bk + c)
= f
dX + eY + (dh + ek + f )
aX + bY
= f
dX + eY
This expression is clearly homogeneous ! The LHS of (1) is

the LHS
(Using (2))
dy dY dX
dy dx
dy
. Since
= 1,
which equals
dY dX dx
dY dX
dx
dY
dy
. Thus, our equation becomes
equals
dX
dx
dY
aX + bY
= f
dX
dX + eY
... (3)
We have thus succeeded in transforming the non-homogeneous DE in (1) to the homogeneous DE in (3). This can
now be solved as described earlier.
Let us apply this technique in some examples.
LOCUS
20
Example 11
Solve the DE
dy 2 y x 4
.
=
dx y 3 x + 3
Solution: We substitute x X + h and y Y + k where h, k need to be determined :

dy dY (2Y X ) + (2k h 4)
=
=
dx dX (Y 3 X ) + (k 3h + 3)
h and k must be chosen so that
2k h 4 = 0
k 3h + 3 = 0
This gives h = 2 and k = 3. Thus,
x = X +2
y =Y +3
Our DE now reduces to

dY 2Y X
=
dX Y 3 X
Using the substitution Y = vX , and simplifying, we have (verify),

v3
dX
dv =
v 5v + 1
X
2
We now integrate this DE which is VS; the left-hand side can be integrated by the techniques described
in the unit on Indefinite Integration.
Finally, we substitute v =
Y
and
X
X = x2
Y = y 3
to obtain the general solution.

_____________________________________________________________________________________
Suppose our DE is of the form
ax + by + c
dy
= f
dx
dx + ey + f
We try to find h, k so that
ah + bk + c = 0
dh + ek + f = 0
LOCUS
21
What if this system does not yield a solution ? Recall that this will happen if
a d
= . How do we reduce the DE to
b e
a homogeneous one in such a case ?

Let
a b
= = (say). Thus,
d e
ax + by + c (dx + ey ) + c
=
dx + ey + f
dx + ey + f
This suggests the substitution dx + ey = v, whichll give
dy dv
=
dx dx
d +e
dy 1 dv
= d
dx e dx
Thus, our DE reduces to

1 dv
v + c
d =
e dx
v+ f
dv ev + ec
=
+d
dx
v+ f
=
(e + d )v + (ec + df )
v+ f
(v + f )
dv = dx
(e + d )v + ec + df
which is in VS form and hence can be solved.
Example 12
Solve the DE
dy x + 2 y 1
=
.
dx x + 2 y + 1
Solution: Note that h, k do not exist in this case which can reduce this DE to homogeneous form. Thus, we use
the substitution
x + 2y = v
1+ 2
dy dv
=
dx dx
LOCUS
22
Thus, our DE becomes

1 dv v 1
1 =
2 dx v + 1
dv 2v 2
=
+1
dx
v +1
=
3v 1
v +1
v +1
dv = dx
3v 1
1
4
1 +
dv = dx
3 3v 1
1
4
v + ln(3v 1) = x + C1
3
3
Substituting v = x + 2 y , we have
4
x + 2 y + ln(3 x + 6 y 1) = 3 x + C2
3
2
y x + ln(3 x + 6 y 1) = C
3
____________________________________________________________________________________
TYPE - 3
FIRST ORDER DEs

We now come to a very important class of DEs : first-order linear DEs, their importance
arising from the fact that many natural phenomena can be described using such DEs.
First order linear DEs take the form
dy
+ P( x) y = Q( x)
dx
where P and Q are functions of x alone.

To solve such DEs, the method followed is as described below :
We multiply both sides of the DE by a quantity called the integrating factor (I.F.) where
I .F . = e
Pdx
LOCUS
23
Why this is chosen as the I.F. will soon become clear when we see what the I. F.
actually does :
e
Pdx
dy
Pdx
Q
+ Py = e
dx
The left hand side now becomes exact, in the sense that it can be expressed as the exact
differential of some expression :
e
Pdx
dy
d Pdx
+ Py = ye
dx
dx
Now our DE becomes
d Pdx
Pdx
ye
= Qe
dx
This can now easily be integrated to yield the required general solution:
ye
Pdx
= Qe
Pdx
dx + C
You are urged to re-read this discussion until you fully understand its significance. In
Pdx
particular, you must understand why multiplying the DE by the I. F. e on both sides
reduces its left hand side to an exact differential.
Example 13
Solve the DE
dy
+ y tan x = cos x.
dx
Solution: Comparing this DE with the standard form of the linear DE

P ( x ) = tan x,
dy
+ Py = Q, we see that
dx
Q ( x ) = cos x
Thus, the I.F. is

I .F . = e
tan xdx
= eln(sec x ) = sec x
Multiplying by sec x on both sides of the given DE, we obtain

sec x
dy
+ y tan x sec x = 1
dx
LOCUS
24
The left hand side is an exact differential :

d
( y sec x) = 1
dx
d ( y sec x ) = dx
Integrating both sides, we obtain the solution to our DE as

y sec x = x + C
Example 14
Solve the DE
dx x
+ = y2.
dy y
Solution: The I.F. is

I .F . = e
P ( y ) dy
=e
y dy
= e ln y
=y
Multiplying by the I.F. on both sides, we have

y
dx
+ x = y3
dy
d
( xy ) = y 3
dy
d ( xy ) = y 3 dy
Integrating both sides gives

xy =
Example 15
Solve the DE
dy
= x 3 y 3 xy.
dx
y4
+C
4
(y is the independent variable in this DE)
LOCUS
25
Solution: We have,
dy
+ xy = x 3 y 3
dx
Note that since the RHS contains the term y 3 , this DE is not in the standard linear DE form. However,
a little artifice can enable us to reduce this to the standard form.
Divide both sides of the equation by y 3 .
1 dy x
+ 2 = x3
3
y dx y
...(1)
1
=v
y2
Substitute
2 dy dv
=
y 3 dx dx
1 dy 1 dv
=
y 3 dx 2 dx
...(2)

1 dv
+ xv = x 3
2 dx
dv
+ ( 2 x ) v = 2 x 3
dx
...(3)
This is now in the standard first-order linear DE form. The I.F. is

I .F . = e
2 xdx
= e x
Thus, the solution to (3) is

v I .F . = Q( x) ( I .F ) dx
ve x = 2 x3e x dx
2
Performing the integration on the RHS by the substitution t = x 2 and then using integration by parts,
we obtain
ve x = e x ( x 2 + 1) + C
2
2
1 x2
e = e x ( x 2 + 1) + C
2
y
This is the required general solution to the DE.

LOCUS
26
____________________________________________________________________________________
This example also tells us how to solve a DE of the general form

dy
+ P ( x ) y = Q ( x) y n
dx
We divide by y n on both sides :

1 dy
+ P( x) y n +1 = Q( x)
n
y dx
and then substitute y n +1 = v and proceed as described in the solution above.
DEs that take the form in (4) are known as Bernoullis DEs.
...(4)
LOCUS
27
EXACT DEs*
In the last section, we discussed how the multiplication of the I .F . = e
Pdx
on both sides of the linear DE
dy
+ P( x) y = Q( x)
dx
renders this into an exact DE. We now consider the general case of exact DEs. In particular, we want to see what
condition must be satisfied in order that the DE
M ( x, y ) dx + N ( x, y ) dy = 0
...(1)
is exact.
In order for this DE to be exact, its LHS must be expressible as the complete differential of some function
f ( x, y ), i.e.
M ( x, y )dx + N ( x, y )dy = d ( f ( x, y ) )
...(2)
Now since the function f ( x, y ) is a function of both x and y, its total differential is a sum of partical differentials
with respect to x and y, i.e.,
df =
f
f
dx + dy
x
y
...(3)
Comparing (1) and (2), we have

f
= M,
x
f
=N
y
2 f
M
=
,
yx y
2 f
N
=
xy x
...(4)
This gives
For continuous f ( x, y ),
2 f
2 f
=
xy yx
and thus for the DE in (1) to be exact, we see that the necessary (and in fact sufficient) condition is
M N
=
y
x
* This section contains advanced material and is optional.

LOCUS
28
If this condition is satisfied, the DE in (1) reduces to

df ( x, y ) = 0
which upon integration leads to the required solution:

f ( x, y ) = C
As an example, consider the DE

3 x( xy 2)dx + ( x 3 + 2 y )dy = 0
...(5)
We have,
Since
M ( x, y ) = 3 x( xy 2)
M
= 3x2
y
N ( x, y ) = x 3 + 2 y
N
= 3x 2
x
M N
=
, the DE is exact and hence we can find a function f ( x, y ) such that the DE is expressible as
y
x
df ( x, y ) = 0. Let us try to explicitly find this function.
From (4), we have

f
=M
x
f
= 3 x ( xy 2)
x
Integrating with respect to x, while treating y as a constant, we have

f ( x, y ) = x3 y 3 x 2 + ( y )
...(6)
The function ( y ) acts as the arbitrary constant of integration, since y is constant for this integration process.
From (4) again we have
f
=N
y
Evaluating
f
= x3 + 2 y
y
f
from (6), we have
y
x3 + ( y ) =
f
= x3 + 2 y
y
( y ) = 2 y
( y ) = y 2 + C
...(7)
LOCUS
29
Finally substituting (7) into (6), we have

f ( x, y ) = x 3 y 3 x 2 + y 2 + C
Thus, the solution to the DE in (5) is
f ( x, y ) = constant
x3 y 3 x 2 + y 2 = constant
...(8)
You are urged to verify that (8) is indeed the required solution by differentiating (8) and observing that (5)
is obtained.
Example 16
Solve the DE 2 xydx + ( x 2 + 3 y 2 )dy = 0.
Solution: First of all, notice that this DE is homogeneous :
dy
2 xy
= 2
dx
x + 3 y2
The substitution y = vx leads to
dv
2vx 2
2v
v+ x = 2
=
2 2
dx x + 3v x 1 + 3v 2
dv
2v
= v
1 + 3v 2
dx
3v 3v3
1 + 3v 2
3v(1 + v 2 )
1 + 3v 2
1 + 3v 2
dx
dv = 3
2
v(1 + v )
x
The substitution v 2 = t leads to

dx
1 + 3t 1
dt = 3
x
1 + t 2t
1
dx
1
+ dt = 3
x
1 + t 2t
LOCUS
30
Integrating both sides gives

1
ln(1 + t ) + ln t = 3ln x + ln C
2
t (1 + t ) x3 = C
v(1 + v 2 ) x3 = C
y( x2 + y 2 ) = C
We now solve this DE again using the exact differential approach since by observation this DE satisfies
the required criterion for it to be exact.
We have,
f
= M = 2 xy,
x
f
= N = x2 + 3y2
y
Integrating the first relation, we have

f ( x, y ) = x 2 y + ( y )
Differentiating this w.r.t. y and comparing with the expression for
...(1)
f
above, we have
y
f
= x 2 + ( y ) = x 2 + 3 y 2
y
( y ) = 3 y 2
( y ) = y 3 + C '
...(2)
Thus, from (1) and (2),

f ( x, y ) = x 2 y + y 3 + C '
The solution to the exact DE is
f ( x, y ) = constant
x2 y + y3 = C
y( x2 + y 2 ) = C
which is the same as the one obtained earlier. Thus, the exact differential approach might lead to the
solution faster than the other approaches weve discussed earlier.
____________________________________________________________________________________
LOCUS
31
Sometimes, the fact that the DE is exact is evident merely be inspection. We list down such exact differentials
(verify the truth of these relations):
xdy + ydx
xdy ydx
x2
ydx xdy
y2
xdy ydx
x2 + y2
d tan 1
x
xdx + ydy
x2 + y2
d
d ( xy )
y
d
x
x
d
y
Table -1
Example 17
Solve the DE
xdy
= 2
1 dx.
2
2
x +y
x +y
Solution: Upon rearrangement, this DE gives

xdy ydx
= dx
x2 + y 2
...(1)
From Table-1, the L.H.S of (1) is the exact differential d tan 1 . Thus, our DE reduces
x
to d tan 1 + dx = 0
x
Integrating, we obtain the solution as

tan 1
y
+x=C
x
However, it is very likely that we wont be able to make out just be inspection whether the DE is exact
or not.
LOCUS
32
If the DE is not exact, it can be rendered exact by multiplying it with an integrating factor I.F. In the
case of the first-order linear DE
dy
+ Py = Q
dx
the I.F. e
Pdx
renders the DE exact:
d Pdx
Pdx
ye
= Qe
dx
and the solution is now obtainable by integration.

If fact, a systematic approach exists to determine the I.F. in a general case (if such an I.F. is possible
at all.). However, well not be discussing that approach here since it is beyond our current scope.
Let us see another example, where the solution is easily obtained by the recognition of exact differentials
present in the equation.
Example 18
y
y
Solve the DE x cos ( ydx + xdy ) = y sin ( xdy ydx ) .
x
x
Solution: Upon rearrangement, we have

ydx + xdy =
y
y
tan ( xdy ydx )
x
x
= xy tan
y xdy ydx
x
x2
ydx + xdy
y xdy ydx
= tan
xy
x
x2
From Table-1 this can be written as

d ( xy )
y y
= tan d
xy
x x
The solution is now obtained simply by integrating both sides :
y
ln( xy ) = ln sec + ln C
x
y
xy = C sec
x
LOCUS
33
TRY YOURSELF - II
Solve the following DEs:

Q. 1
xdx + ydy = a( x 2 + y 2 )dy.
Q. 2
(3xy + y 2 )dx + ( x 2 + xy )dy = 0.
Q. 3
dy 2 x y + 3
.
=
dx x + 2 y + 4
Q. 4
dy
+ y cot x = cos x.
dx
Q. 5
dy
y = y 3 ln x.
dx
LOCUS
34
As described in the introduction, differential equations are so important for the very reason that they find a wide
application in studying all sorts of scientific phenomena. The motion of a body in a force field, radioactive decay
and population growth were some of the phenomena mentioned that must use DEs for analysis.
In some of the subsequent solved examples, we apply the DE- solving techniques that weve learnt in the previous
section, to solve practical and interesting problems.
SOLVED EXAMPLES
Example 1
Let f : ! + ! be a differentiable function such that
x
x
f ( x ) = e ( x 1) ln + f ( x ) dx
e 1
Find a simple expression for f(x).
Solution: Differentiating the given relation, we have
( x 1) ln x + f
df
=
dx
x
e
df
1
f = ln x
dx
x
dx
This is evidently a first-order linear DE; the IF is e = e x . Multiplying it across both sides of the
DE renders the DE exact and its solution is given by
e x f = e x ln x dx
x
= e x ln x + C
f ( x ) = ln x + C e x
... (1)
From the relation specified in the equation, note that

1
f (1) = e (1 1) ln + f ( x ) dx
e 1
=e
1
From (1), f(1) = Ce. This gives C = 1.

Thus, the function f(x) has the simple form
f ( x ) = ln x + e x
LOCUS
35
Example 2
Solve the following DEs
(a)
(b)
2
dy cos x ( 2 cos y sin x )
=
dx
sin y
2
2
dy
dy 2
2
y + 2 x = 1 + ( y + 2 x )
dx
dx
Solution: (a) We have,

sin y
dy
2 cos y cos x = sin 2 cos x
dx
... (1)
Observe that the substitution cos y = z will reduce this DE to a standard linear DE
cos y = z
sin y
dy dz
=
dx dx
...(2)

dz
+ ( 2 cos x ) z = sin 2 x cos x
dx
The I.F for this DE is e
2cos xdx
= e2sin x
Thus, the solution will be given by

ze 2sin x = e 2sin x cos x sin 2 x dx
...(3)
To integrate the R.H.S, we use the substitution sin x = t cos xdx = dt. Thus, the integral
reduces to
t 2 e 2t dt
t 2 e 2t e 2t te 2t
=
+
+C'
2
4
2
(Integration by parts)
sin 2 x e 2sin x e 2sin x sin x e 2sin x

=
+
+C'
2
4
2
Finally, the solution to the DE is, from (3)
z = cos y =
sin 2 x 1 sin x
+
+ C ' e2sin x
2
4
2
4 cos y = 2sin 2 x 2sin x + 1 + Ce2sin x
LOCUS
36
(b) Let
dy
= p. Thus, this DE is
dx
( py + 2 x )
= (1 + p 2 )( y 2 + 2 x 2 )
2 x 2 p 2 4 xyp + y 2 2 x 2 = 0
p=
4 xy 16 x 2 y 2 8 x 2 ( y 2 2 x 2 )
4 x2
4 xy 8 x 2 y 2 + 16 x 4
=
4x2
=
4 xy 2 2 x y 2 + 2 x 2
4 x2
y2 + 2 x2
y
=
x
2x
2
1 y
y
+1
x
2 x
The substitution y = vx reduces this DE to

v+ x
dv
v2
=v
+1
dx
2
dv
v +2
2
1 dx
2 x

ln v + v 2 + 2 =
1
ln x + C '
2
ln x 2 ln v + v 2 + 2 = C
ln x 2 ln
y
v2 + 2 x2
+
=C
x
x
... (4)
Thus, we obtain two different solutions to the DE, one corresponding to the + and one to the
sign in (4).
LOCUS
37
Example 3
A right circular cone with radius R and height H contains a liquid which evaporates at a rate proportional to its
surface area in contact with air (proportionality constant = k > 0). Find the time after which the cone is empty.
Solution: We need to form a differential equation which describes the variation of the amount of water left in the
cone with time.
R
Let us denote the height of the

water remaining in the cup
at time t by h(t). Denote the
volume at time t by v(t)
r(t)
h(t)
Fig - 1
From the geometry described in the figure above,

r (t ) R
=
h (t ) H
h (t ) =
H
r (t )
R
The volume v(t) of the cone is

1
v (t ) = r 2 (t ) h (t )
3
=
H 3
r (t )
3R
.... (1)
Now, it is specified that the rate of evaporation (the rate of decrease of the waters volume)
is proportional to the surface area in contact with air:
dv
= kr 2
dt
... (2)
LOCUS
38
From (1) and (2), we have

H 2 dr
r
= kr 2
R
dt
dr
Rk
=
dt
H
This is the DE representing the variation in the radius of the water surface with time. The inital radius
is R and the final radius is 0. If the time taken for the entire water to evaporate is T, we have
0
Rk
R dr = H 0 dt
T=
H
k
Note that the time taken is independent of the radius of the cone and depends only on its height. Thus,
for example, two cones full of water, with the same height, but one of them having a radius say
a 1000 times larger than the other, will become empty in the same amount of time!
Example 4
A curve C has the property that if the tangent drawn at any point P on C meets the coordinate axes at A and B, then
P is the mid-point of AB. C passes through (1, 1). Determine its equation.
Solution: Let the curve be y = f ( x ).
The tangent at any point P ( x, y ) has the equation
Yy=
dy
( X x)
dx
dy
dx
This meets the axes in A x y , 0 and B 0, y x . Since P itself is the mid-point of AB,
dx
dy
we have
x y
dx
dy
= 2 x, y x
= 2y
dy
dx
dy
y
=
dx
x
LOCUS
39
This is in V.S form and can be solved by straight forward integration:
dy
dx
=
y
x
ln y = ln x + ln k
xy = k
(k is an arbitrary constant)
Since the curve C passes through (1, 1), we have k = 1. Thus, the equation of C is
xy = 1
Example 5
A and B are two separate reservoirs of water. The capacity of reservoir A is double the capacity of reservoir B.
Both the reservoirs are filled completely with water, their inlets are closed and then water is released simultaneuously
from both the reservoirs. The rate of flow of water out of each reservoir at any instant of time is proportinal to the
quantity of water in the reservoir at that time. One hour after the water is released, the quantity of water in reservoir
1
times the quantity of water in reservoir B. After how many hours do both the reservoirs have the same
2
quantity of water?
A is 1
Solution: Assume the intial volumes of water in A and B to be 2 V and V.

Denote the volume of water in A and B by v1 and v2 respectively. We have,
dv1
dv2
= k Av1 ,
= k B v2
dt
dt
where kA and kB are constants of proportionality (not given). These two DEs are in VS form and the
solution can be obtained by simple integration.
v1 (t )
dv1
= k A dt ,
v1 0
ln
v1 (t )
= k At ,
2V
v1 (t ) = 2Ve k At ,
2V
v2 (t )
dv2
=
v2
ln
dt
v2 (t )
= kBt
V
v2 (t ) = Ve kBt
LOCUS
40
It is given that
v1 (t = 1) =
3
v2 (t = 1)
2
3
2Ve k A = Ve kB
2
e( B
3
k B k A = ln
4
k kA )
3
4
Let T be the time at which the volumes in the two reservoirs become equal. We thus have,
v1 (t = T ) = v2 (t = T )
2Ve k AT = Ve kBT
e(
( k A kB )T = ln 2
4
T ln = ln 2
3
T=
k A k B )T
=2
ln 2
ln ( 4 / 3) hours
LOCUS
41
ASSIGNMENT
[ LEVEL - I ]
Q. 1
Show that
(a)
d2y
= 0 represents all non-vertical lines.
dx 2
(b)
d 2x
= 0 represents all non-horizontal lines.
dy 2
Q. 2
Find the DE corresponding to parabolas whose axis of symmetry is parallel to the x-axis.
Q. 3
Find the DE corresponding to the curve y = a sin (mx + b).
Q. 4
Solve the DE ( x + y + 1) dx + (3x + 3 y ) dy = 0
Q. 6
y
y
Solve the DE x sin dy = y sin x dx
x
x
2
2
2
2
Solve the DE ( x 4 xy 2 y ) dx + ( y 4 xy 2 x ) dy = 0
Q. 7
Solve the DE
Q. 8
Solve the DE ( x + 2 y 3 ) dy = ydx
Q. 9
Solve the DE
Q. 10
Show that the curve for which the normal at every point passes through a fixed point is a circle.
Q. 5
dy
= cos ( x + y ) + sin ( x + y )
dx
dy y
y
2
+ ln x = 2 ( ln x )
dx x
x
[ LEVEL - II ]
Q 1.
Find the general solution of the differential equation dy = x + 2 y 3

dx 2 x + y + 3
Q. 2
Let u(x) and v(x) satisfy the differential equations
du
dv
+ p ( x ) u = f ( x ) and + p ( x ) v = g ( x )
dx
dx
respectively where p(x), f(x) and g(x) are continuous functions. If u ( x1 ) > v ( x1 ) for some
x1 and f ( x ) > g ( x ) for all x > x1 , prove that any point ( x, y ) , where x > x1, does not satisfy the
equations y = u ( x ) and y = v ( x ) .
LOCUS
Q. 3
42
Determine the equation of the curve passing through the origin in the form y = f (x), which satisfies the
differential equation
Q. 4
dy
= sin (10 x + 6 y ) .
dx
A normal is drawn at a point P(x, y) of a curve, It meets the x-axis at Q. If PQ is of constant length k,
then show that the differential equation describing such curves is
y
dy
= k 2 y2
dx
and find the equation of such a curve passing through (0, k)

Q. 5
A curve passing through the point (1, 1) has the property that the perpendicular distance of the normal
at any point P on the curve from the origin is equal to the distance of P from the x-axis. Determine the
equation to the curve.
Q. 6
A hemispherical tank of radius 2 meters is initially full of water and has an outlet of 12 cm2
cross-sectional area at the bottom. The outlet is opened at some instant. The flow through the output is
according to the law v (t ) = 0.6 2 gh (t ) , where v(t) and h(t) are respectively the velocity of the flow
through the outlet and the height of water level above the outlet at time t and g the acceleration due to
gravity. Find the time it takes to empty the tank.
Q. 7
A country has a food deficit of 10%. Its population grows continuously at a rate of 3% per year. Its
annual food production every year is 4% more than that of the last year. Assuming that the average food
requirement per person remains constant, prove that the country will become self-sufficient in food after
n years, where n is the smallest integer bigger than or equal to
ln10 ln 9
ln (1.04 ) 0.03
Q. 8
A curve f(x) passes through the point (0, 1). A curve g ( x ) =
f ( x ) dx passes through the point
(0, 1/n). The tangents drawn to both the curves at points having the same abscissa, intersect on the
x-axis. Find f(x).
x
Q. 9
Given the curves y = f(x) passing through the point (0, 1) and y =
f (t ) dt passing through the point
1
0, . The tangents drawn to both the curves at the points with equal abscissa intersect on the
2
x-axis. Find the curve y = f(x).
Q. 10
Solve the DE (1 + x 2 ) dy = y ( x y ) dx
LOCUS
43
ASSIGNMENT
( ANSWERS )
[ LEVEL - I ]
2.
d 3x
dy 3 = 0
3.
d 3 y dy d 2 y
y dx3 = dx dx 2
4.
x
+
3
y
+
ln 2 x + 2 y 1 = C
5.
ln
x
cos
= C
6.
x3 y 3
2
2
3 + 3 2 x y 2 xy = C
7.
x+ y
ln 1 + tan
= x + C
2
8.
2
y = y + C
9.
1
x ln y = 2 x 2 + C
[ LEVEL - II ]
1.
( x + 3)3 ( y 3)3 = C ( x y + 6 )4
3.
1 1 5 tan 4 x
y = tan
5 x
3
4 3 tan 4 x
4.
x 2 + y 2 = k 2
5.
x 2 + y 2 = 2 x
6.
7 104
sec
T =
135 g
8.
f ( x ) = e nx
9.
f ( x ) = e
10.
1+ x2
= ln x + 1 + x 2 + C
2x
LOCUS
44
ANSWERS
TRY YOURSELF - I
1.
2
2
dy
2
dy
( x y ) 1 + = x + y
dx
dx
2.
2 dy
2
( x y ) dx = 2 xy
3.
yy ' = x ( y ')2 + xyy "
TRY YOURSELF - II
1.
ln ( x 2 + y 2 ) = 2ay + C
2.
x 2 ( y 2 + 2 xy ) = C
3.
( y + 1)2 + ( x + 2 )( y + 1) ( x + 2 )2 = C
4.
1 2
y sin x = 2 sin x + C
5.
x2
x2
2
=
x
ln
x
+
+ C
y2
2

Differential Equations

Uploaded by

Document Information

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Differential Equations

Uploaded by

Copyright:

Available Formats

LOCUS

Solving Differential Equations

Mathematics / Differential equations

A freely falling body

where m is the mass of the radioactive substance and is a function of t. If we know

where 1 and 2 are constants.

where the notation

y as a constant). A similar interpretation can be attached to

Again, consider the DE

where the ai s and b are functions of x.

(verify that this is a solution by explicit substitution).

Mathematics / Differential equations

y " = 2 + 4c1e 2 x + 9c2 e3 x

From (1), (2) and (3), c1 and c2 can be eliminated to obtain

Mathematics / Differential equations

As expected, the three arbitrary constants cause the DE to be third order.

This is the required DE.

Mathematics / Differential equations

Differentiating (2) again, we have

Using (4) in (2), we have

which as expected, is second order.

and thus the curve xy = 4 is a particular solution of the DE in (1).

xy = 4 is a particular solution to (1)

As another example, consider the DE obtained in example - 2.

Using (2) in (1), we have

As expected, this is a first order DE.

Mathematics / Differential equations

Find the DE of all circles touching the x-axis at the origin.

Mathematics / Differential equations

SOLVING DIFFERENTIAL EQUATIONS

where M and N are functions of x and y.

VARIABLE SEPARABLE FORM

which can be solved by straightforward integration to obtain

This is the required general solution of the DE.

Mathematics / Differential equations

Integrating both sides, we have

Integrating both sides, we have

This is the required general solution.

Thus, the DE transforms to

which is clearly a VS form. Integrating both sides, we obtain

This is the required general solution to the DE.

Mathematics / Differential equations

Thus, our DE reduces to

which is obviously in VS form, and hence can be solved.

and thus the DE reduces to

Mathematics / Differential equations

Mathematics / Differential equations

Observe that any homogeneous function f ( x, y ) of degree n can be equivalently written

functions of the same degree.

Now, the simple substitution y = vx reduces this DE to a VS form :

This can now be integrated directly since it is in VS form.

Mathematics / Differential equations

Using t = 1 + v above, we have

This is obviously a first degree homogeneous DE. We substitute y = vx to obtain:

Mathematics / Differential equations

Integrating both sides, we have

Solution: This DE can be rearranged as

Integrating both sides, we have

and select h and k so that

This expression is clearly homogeneous ! The LHS of (1) is

Mathematics / Differential equations

Solution: We substitute x X + h and y Y + k where h, k need to be determined :

Our DE now reduces to

Using the substitution Y = vX , and simplifying, we have (verify),