Introduction To Differential Equations
Introduction To Differential Equations
DIFFERENTIAL EQUATIONS
Assistant Professor
Department of Mathematics
Mugberia Gangadhar Mahavidyalaya, Bhupatinagar
Purba Medinipur-721425, West Bengal, India
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To my beloved Daughters
With the remarkable advancement in various branches of science, engineering and technology,
today more than ever before, the study of differential equations has become essential. For,
to have an exhaustive understanding of subjects like physics, mathematical biology, chemical
science, mechanics, fluid dynamics, heat transfer, aerodynamics, electricity, waves and electro-
magnetic, the knowledge of finding solution to differential equations is absolutely necessary.
These differential equations may be ordinary or partial. Finding and interpreting their solutions
are at the heart of applied mathematics. A thorough introduction to differential equations is
therefore a necessary part of the education of any applied mathematician, and this book is
aimed at building up skills in this area.
This book on ordinary / partial differential equations is the outcome of a series of lectures deliv-
ered by me, over several years, to the undergraduate or postgraduate students of Mathematics
at various institution. My principal objective of the book is to present the material in such a way
that would immediately make sense to a beginning student. In this respect, the book is written
to acquaint the reader in a logical order with various well-known mathematical techniques in
differential equations. Besides, interesting examples solving JAM / GATE / NET / IAS / SSC
questions are provided in almost every chapter which strongly stimulate and help the students
for their preparation of those examinations from graduate level.
and phase plots of linear / nonlinear differential equations are also illustrated by including nu-
merical solutions and graphs produced using Mathematica version 9 in a progressive manner.
The geometric and physical application of ODEs are illustrated in chapter ??. The chapter ??
is presented the Total (Pfaffian) Differential Equations. In chapter ??, numerical solutions of
differential equations are added with proper examples. Further, I discuss Fourier transform in
chapter ??, Laplace transformation in chapter ??, Inverse Laplace transformation in chapter ??.
Moreover, series solution techniques of ODEs are presented with Frobenius method in chapter
??, Legendre function and Rodrigue formula in Chapter ??, Chebyshev functions in chapter
??, Bessel functions in chapter ?? and more special functions for Hypergeometric, Hermite and
Laguerre in chapter ?? in detail.
Besides, the partial differential equations are presented in chapter ??. In the said chapter,
the classification of linear, second order partial differential equations emphasizing the reasons
why the canonical examples of elliptic, parabolic and hyperbolic equations, namely Laplace’s
equation, the diffusion equation and the wave equation have the properties that they do has
been discussed. Chapter ?? is concerned with Green’s function. In chapter ??, the application of
differential equations are developed in a progressive manner. Also all chapters are concerned
with sufficient examples. In addition, there is also a set of exercises at the end of each chapter
to reinforce the skills of the students.
By reading this book, I hope that the readers will appreciate and be well prepared to use the
wonderful subject of differential equations.
ACKNOWLEDGEMENTS
This book is the outcome of a series of lectures and research experience carried out by me over
several years. However it would not be possible to incorporate or framing the entire book
without the help of many academicians. As such, I am indebted to many of my teachers and
students. Especially I would like to thank Dr. Swapan Kumar Misra, Principal, Mugberia
Gangadhar Mahavidyalaya for his generous support in writing this book.
I also express sincerest gratitude to my collogues: Dr. Nabakumar Ghosh, Dr. Arpan Dhara,
Prof. Hiranmay Manna, Prof. Madhumita Sahoo for their positive suggestions to improve the
standard of the book. Especial thanks are owed to my collogues, Dept. of Mathematics: Prof.
Suman Giri, Prof. Asim Jana, Prof. Tanushri Maity, Prof. Debraj Manna for their excellent
typing to add some chapters of the book. Also I wish to thank several persons of our institution
who have made many encouraging remarks and constructive suggestions on the manuscript.
I would like to express sincere appreciation to my friends: Dr. Dipak Kr. Jana and Dr.
Shibsankar Das for their constant source of inspiration.
My sincere appreciation goes to my students who give me a stage where I can cultivate my
talent and passion for teaching. My graduate and post graduate students who have used the
draft of this book as a textbook have made many encouraging comments and constructive
suggestions. Also, I heartily thanks my scholars: Dr. Samar Hazari, Mr. Jatin Nath Roul, Mr.
Anupam De and Mr. Debnarayan Khatua for their help in different direction to modify the
book.
Without the unfailing love and support of my parents, who have always believed in me, this
work would not have been possible. In addition, the care, love, patience, and understanding of
my wife and lovely daughters have been of inestimable encouragement and help. I love them
very much and appreciate all that they have contributed to my work.
In written this book, I have taken some helps from several books and research papers which
are immensely helpful and are given in an alphabetical order in the bibliography. So I also
express my gratitude and respect to all the eminent authors. I apologize if I inadvertently
missed acknowledging mygratitude to any one else.
I shall feel great to receive constructive criticisms through email for the improvement of the
book from the experts as well as the learners.
I thank the Narosa Publishing House Pvt. Ltd. for their sincere care in the publication of this
book.
Kalipada Maity,
E-mail: kalipada [email protected]
Contents
2 First order and First Degree Ordinary Differential Equations(Dr. Kalipada Maity) 23
2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
2.2 The method of successive approximations . . . . . . . . . . . . . . . . . . . . . . . 23
2.2.1 Solution Procedure by successive approximation . . . . . . . . . . . . . . 24
2.2.2 Lipschitz (Cauchy-Lipschitz) condition . . . . . . . . . . . . . . . . . . . . 26
2.3 Some Classifications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
2.4 Solution by the Separation of Variables Method . . . . . . . . . . . . . . . . . . . . 36
2.5 Homogeneous Differential Equations and their Solutions . . . . . . . . . . . . . . 36
2.6 Non-homogeneous Differential Equations of First Order and First Degree . . . . 37
2.7 Exact equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
viii CONTENTS
Fundamental Concept of
Differential Equations(Dr. Kalipada
Maity)
1.1 Introduction
Differential equations have wide applications in various science and engineering disciplines.
In general, modelling variations of a physical quantity, such as displacement, velocity, pres-
sure,temperature, stress, strain, or concentration of a pollutant with the change of time t or
location, such as the coordinates (x, y, z) or both would require differential equations. Similarly,
studying the variation of a physical quantity on other physical quantities would lead to dif-
ferential equations. For example, the change of strain on stress for some viscoelastic materials
follows a differential equation. These differential equations may be ordinary or partial. In this
chapter, the most basic concepts of differential equations, formation of differential equations,
also the order and degree of differential equations are given in details.
mogeneous equations to separable ones in 1691 and the procedure for solving first order linear
equations in 1694. The Jacob Bernoulli(1654- 1705) solved the Bernoulli differential equation
in 1695. This is an ordinary differential equation of the form y0 + P(x)y = Q(x)yn for which he
21
dy a3
obtained exact solutions. In particular, Jacob solve the differential equation dx = (b2 y−a3 ) and
dy y
in 1694 Johann Bernoulli was able to solve the differential equation dx = ax though it was not yet
known that d(log x) = dx x . A problem of importance popularly known as the brachistochrone
problem regarding the curve of fastest descent drew the attention of both the brothers. Daniel
Bernoulli (1700-1782), son of Johann was a professor of botany and later physics but because
of his keep interests in mathematics made substantial contribution in partial differential equa-
tions and their applications. The famous Bernoulli equation in fluid dynamics is due to Daniel
Bernoulli. He was also the first to encounter the functions that a century later became known as
Bessel functions. Leonard Euler(1707-1783), the greatest and the most prolific mathematician of
the eighteenth century, was a student of Johann Bernoulli and a friend of Daniel Bernoulli in St.
Petersburg Academy. Among others, Euler identified the condition for exactness of first order
differential equations, developed the theory of integrating factors and the general solution of
homogeneous linear equations with constant coefficients in 1743. He extended these results to
non-homogenous equations in 1751. Euler is the first to use power series frequently in solving
differential equations and discovered numerical procedure for solving differential equations.
The greatest mathematician of the eighteenth century, Leonhard Euler (1707 − 1783), grew up
near Basel and was a student of Johann Bernoulli. He followed his friend Daniel Bernoulli to St.
Petersburg in 1727. Euler was the most prolific mathematician of all time, his collected works
fill more than 70 large volumes. His interests ranged over all areas of mathematics and many
fields of application. Of particular interest here is his formulation of problems in mechanics in
mathematical language and his development of methods of solving these mathematical prob-
lems. Lagrange said of Eulers work in mechanics, ” The first great work in which analysis is
applied to the science of movement” . Among other things, Euler identified the condition for
exactness of first order differential equations in 1734 − 35, developed the theory of integrating
factors in the same paper and gave the general solution of homogeneous linear equations with
constant coefficients in 1743. He extended the latter results to nonhomogeneous equations in
1750 − 51. Beginning about 1750, Euler made frequent use of power series in solving differential
equations. He also proposed a numerical procedure in 1768 − 69, made important contribu-
tions in partial differential equations and gave the first systematic treatment of the calculus of
variations. Joseph Lagrange (1736 − 1813) who succeeded Euler in the chair of Mathematics
showed that the general solution of an nth order linear homogenous differential equation is a
linear combination of n independent solutions. He solved this problem in 1755 and sent the so-
lution to Euler. Both further developed Lagrange’s method and applied it to mechanics, which
led to the formulation of Lagrangian mechanics. In 1774 he gave a complete development of
the method of variation of parameters. Pierre Simon de Laplace (1749 − 1827) famous for his
2 2 2
monumental work on celestial mechanics studied extensively the equation ∂∂xu2 + ∂∂yu2 + ∂∂zu2 = 0,
also known as Laplace’s equation, in connection with gravitational attraction. Adrien-Marie
Legendre (1752 − 1833) held various positions in the French Academie des Sciences from 1783
onward. His primary work was in the fields of elliptic functions and number theory. The
Legendre functions, solutions of Legendres equation, first appeared in 1784 in his study of the
attraction of spheroids. Indeed, by the nineteenth century almost all of the standard methods
FUNDAMENTAL CONCEPT OF DIFFERENTIAL EQUATIONS(Dr. Kalipada Maity, ISBN:
978-81-8487-590-4) 3
of solving ordinary and partial differential equations were known. The twentieth century dis-
coveries were more towards a systematic and rigorous general theory and numerical solution.
Many made significant contributions in this direction and among them Picard, Runge, Kutta,
Hilbert and Frobenious special mention.
dy a3
= 2 (1.1)
dx (b y − a3 )
dy
+ 6y = 0 (1.2)
dx
dy = (x2 + sin x)dx (1.3)
dy
+ x2 y = 6x3 (1.4)
dx
dy
(x + y)3 =c (1.5)
dx
d2 y
+ 5y = 0 (1.6)
dx2
d2 y 2
+ y = 7x2 (1.7)
dx2
d2 y dy 2 32
=6 1+ (1.8)
dx2 dx
2
d y dy
x3 2 + 3 cos x + 5 sin xy = 0 (1.9)
dx dx
d2 y dy
4 2 −5 + x3 sin y = 0 (1.10)
dx dx
∂2 u 2∂ u
2
= c (1.11)
∂t2 ∂x2
2 2
∂ u ∂ u
+ =0 (1.12)
∂x2 ∂y2
∂2 u ∂u
=4 (1.13)
∂x2 ∂t
∂ u ∂ u ∂2 u
2 2
+ + =0 (1.14)
∂x2 ∂y2 ∂z2
∂2 u ∂3 u 2
= k (1.15)
∂t2 ∂x3
4 INTRODUCTION TO DIFFERENTIAL EQUATIONS
Definition 1.5 (Degree:) The degree of a differential equation is the greatest exponent of
the highest ordered derivative involving in it, when the equation is free from radicals and
fractional powers. To study the degree of a differential equation, the key point is that the
dy d2 y d3 y
differential equation must be a polynomial in derivatives i.e., dx , dx2 , dx3 , etc. Also it may
be mention here that the order and degree (if defined) of a differential equation are always
positive integers. Differential equations (1.1) to (1.6) and (1.9) to (1.14) are of first degree.
Differential equations (1.7), (1.8) and (1.15) are of second degree.
Remark: It may be again mentioned here that the degree of every ordinary differential
equation may not be defined. Sometimes it is observed that when an ordinary differential
equation is reduced to expressed in integral powers of the derivatives, then the resulting
equation is changed and its solutions will also be changed. So, after this reduction, the degree
of the original differential equation can not be obtained.
d2 y
For example the degree and order of the differential equation e dx2 = x + 3 are one and two
d2 y
respectively, as it can be expressed as dx2
= loge (x+3). But the degree of the differential equation
FUNDAMENTAL CONCEPT OF DIFFERENTIAL EQUATIONS(Dr. Kalipada Maity, ISBN:
978-81-8487-590-4) 5
d2 y d2 y
dx2
+ sin( dx2 ) + y = 0 can not be defined as it is not a polynomial of derivatives, although it has
d3 y dy
order 2. Similarly, the degree of dx3 + y2 + e dx = 0 is not defined as the differential equation is
not a polynomial equation in its derivatives although it has order 3.
Example 1.1 Determine the order and degree of the following ODEs.
2 32 2 2
dy d2 y d y dy
(i) 1 + dx = ρ dx2 N.B.U(Hons)-08 (ii) dx2 + y = dx N.B.U(Hons)-07
dy dy dy d2 y dy
(iii)(x + y)2 dx + 5y = 3x4 (iv) dx + sin( dx ) = 0 (v) dx2 + cos x dx + sin y = 0
n d3 y o 32 n d3 y o 32 d2 y − 72 dy d2 y − 25
(vi) dx3 + dx3 = 0 (vii) dx2 dx + y dx2 =0
2 32 2 3 2
dy d2 y dy d2 y
Solution. (i) Here, 1 + dx = ρ dx2 or 1+ dx = ρ2 dx2
.
So the order and degree of the equation are two, since the highest order derivative is two and
the exponent of the highest order derivative is also two.
(ii) The order and degree of ODE are two.
(iii) The order and degree of ODE are one.
dy dy
(iv) The degree of dx + sin( dx ) = 0 is not defined as the differential equation is not a polynomial
equation in its derivatives although it has order 1.
d2 y dy
(v) The order is 2 and the degree of dx2 + cos x dx + sin y = 0 is 1 as the differential equation is a
polynomial equation in its derivatives although not a polynomial in y.
n d3 y o 32 n d3 y o 23
(vi) The order of dx3 + dx3 = 0 is 3. The L.C.M of the denominators of 32 , 23 is 6. To find the
n d3 y 23 o6 n d3 y 23 o6 d3 y 9 d3 y 4
degree, the said differential equation can be written as dx3 = − dx3 i.e., dx3 = dx3 .
Hence the degree of the given differential equation is 9.
d2 y 4 d2 y 9
Remark: It may be mention here that the differential equation dx2
= dx2
can not be
d2 y 5
consider as dx2 = 1.
d2 y − 72 dy d2 y − 52
(vii) The order of dx2 dx + y dx2
= 0 is 2. The power of highest order derivative is
negative. But the degree of a differential equation is always positive. So to find the degree,
d2 y 72
we are multiplying dx2 in both side of the said differential equation and then we obtain
dy d2 y
dx + y dx2 = 0. Hence the degree of the given differential equation is 1.
6 INTRODUCTION TO DIFFERENTIAL EQUATIONS
dn y dy dn−1 y
= f x, y, , · · · , . (1.17)
dxn dx dxn−1
dy
= f (x, y). (1.18)
dx
dy
= f(y, λ), y ∈ <n , λ ∈ <k ; (1.19)
dx
that is, the function f does not depend explicitly on the independent variable. If the function
f does depend explicitly on x, then the corresponding differential equation is called non-
autonomous.
In physical applications, we often encounter equations containing second, third, or higher order
derivatives with respect to the independent variable. These are called second order differential
equations, third order differential equations, and so on, where the the order of the equation
refers to the order of the highest order derivative with respect to the independent variable that
appears explicitly. In this hierarchy, a differential equation is called a first order differential
equation.
Recall that Newtons second lawthe rate of change of the linear momentum acting on a
body is equal to the sum of the forces acting on the bodyinvolves the second derivative of the
position of the body with respect to time. Thus, in many physical applications the most common
differential equations used as mathematical models are second order differential equations.
d2 y
= mf (1.20)
dx2
FUNDAMENTAL CONCEPT OF DIFFERENTIAL EQUATIONS(Dr. Kalipada Maity, ISBN:
978-81-8487-590-4) 7
dy
Put u = dx in (1.20) and then it becomes to a autonomous differential equation
du
= mf (1.21)
dx
Definition 1.10 (Non-linear Differential Equation ) A differential equation (an ordinary and
partially differential equations) which is not linear is called a non-linear differential equation.
So, the coefficients of linear differential equation are therefore either constant or functions
of the independent variable or variables. As for examples, the differential equations (1.2),
(1.3), (1.4), (1.6), (1.9), (1.11), (1.12), (1.13) and (1.14) are linear differential equations and the
dy dy
differential equations (1.1)(because of the term y dx ), (1.5)(because of the term (x + y)3 dx ), (1.7)
d2 y 2
and (1.8)(because of the term dx2 ), (1.10)(because of the term x3 sin y), (1.15) (because of the
3 2
term k ∂∂xu3 ) are non-linear differential equations.
dy
Example 1.2 Show that (x + y)2 dx + 5y = 3x4 is a non-linear ODE.
dy
Proof. Since the co-efficient of dx is a function of x and y. So the differential equation is
non-linear ODE.
Example 1.3 Determine the linearity of the following ODEs.
d2 y dy
(i) dx2 + y dx + y2 = 0 C.H-96
2 2
d y dy
(ii) dx2 − dx + y = 0.
dy
Solution. (i) Non-linear, since dx is multiplied by y and the last term is y2 and not y.
2
d y
(ii) Non-linear, since dx2
is of power two.
dn y n−1 d
n−1
y
P0 n
+ P 1 x n−1
+ · · · + Pn y = R (1.22)
dx dx
where y is the dependent variable, x is the independent variable and P0 (, 0), P1 , P2 , · · · , Pn and
R are either constants or functions of x. If R = 0, then (1.22) is called a homogeneous linear
differential equation.
In particular a second order homogeneous linear differential equation is given by
d2 y dy
+P + Qy = 0, (1.23)
dx2 dx
where P, Q are either constants or functions of x.
Remarks: A homogeneous differential equations has several distinct meanings:
dy y
(i) A first-order ordinary differential equation of the form dx = f ( x ) is of the type of homoge-
neous equation.
(ii) A differential equation is said to be homogeneous if it has zero as a solution otherwise it
is nonhomogeneous.
1.6 Genesis
The differential equations originate from physical phenomena are well known. In what follows,
we a few problems and many more will be cited in course of the development of the subject.
We however begin with an algebraic problem.
Example 1.4 Find the differential equation from the relation y = ax2 +a2 where a is an arbitrary
constant.
Solution: The relation is given by
y = ax2 + a2 (1.24)
The relation (1.24) contain only one arbitrary constant i.e. a, so order of the differential equation
is of first order.
Differentiating (1.24) with respect to x, we get
dy 1 dy
= 2xa ⇒a=
dx 2x dx
FUNDAMENTAL CONCEPT OF DIFFERENTIAL EQUATIONS(Dr. Kalipada Maity, ISBN:
978-81-8487-590-4) 9
Solution: The relation (1.25) contain two arbitrary constants i.e. a and b, so order of the
differential equation is of second order. Differentiating (1.25) w.r.t. x, we get,
dy
2ax + 2by =0 (1.26)
dx
Example 1.6 Find the differential equation of all family of curves for which the length of the
part of the tangent between the point of contact (x, y) and the y-axis is equal to the y-intercept
of the tangent.
dy
Solution: The y intercept of the tangent is (y − x dx ) and the length of the tangent between the
q q
dy dy dy dy
point (x, y) and y-axis is x 1 + ( dx )2 . Then we have, x 1 + ( dx )2 = y − x dx ⇒ x2 [1 + ( dx )2 ] =
dy dy
(y − x dx )2 ⇒ x2 = y2 − 2xy dx .
Example 1.7 Find the differential of all curves in the plane the tangent at every point of which
is parallel to the line joining the origin to that point.
Solution: Let P(x, y) be a point on the curve. The slope of the line joining the origin O to P is
y dy y
x . By the given condition, we then get dx = x .
10 INTRODUCTION TO DIFFERENTIAL EQUATIONS
Example 1.8 A particle moves in a straight line such that its acceleration at a point is propor-
tional to its displacement measured from a fixed point on the line. Describe the motion.
Solution: Let x denoted the displacement of the particle. Then by the given condition, we get
d2 y
the equation of motion as dx2
= kx. Clearly, the motion is simple harmonic if k < 0.
Example 1.9 Newtons second law: the rate of change of the linear momentum acting on a
body is equal to the sum of the forces acting on the bodyinvolves the second derivative of
the position of the body with respect to time. Thus, in many physical applications the most
common differential equations used as mathematical models are second order differential
equations.
d2 x
= mf (1.29)
dt2
Example 1.11 Let us consider the following situation of fish: X(t) be the biomass of fish, Ẋ(t)
be the growth rate of X with respect to time t, Nx (t) be the amount of nutrients at time t, rx
be the natural growth rate which is independent of supplied nutrients Nx , θx be the constant
deterioration rate, Lx be the environmental carrying capacity and hx be the harvesting rates.
The find the differential equation the of the said fish.
Example 1.12 Let us consider the rate of instantaneous change of the price P(t) is directly
proportional to the difference in the demand D and the supply S of this product for each time
t. If the demand and supply depend on the price as well as the time t, set the problem in
precise model.
Solution: Here P(t) denotes the price at time t. Let D(t, p) and S(t, p) denote the demand and
the supply at time t when the price is P(t). Hence the instantaneous change of the price P(t) at
time t is given by
dP
= k{D(t, P) − S(t, P)} where k is a positive constant.
dt
The following example is drawn from Biology to demonstrate the need of differential equation
in describing many phenomena.
Example 1.13 Bacteria are produced at a rate proportional to their available quantity but at
the same time they generate poison destroying them at a rate proportional to the amount of
the poison and the quantity of bacteria, the rate of generation of poison being proportional to
the available quantity of bacteria. Determine the number of bacteria produced in time t.
Solution: Let P(t) be the amount of poison in time t, N(t) the number of bacteria at time t.
Assuming P and N to be differentiable functions of t, we can describe the above phenomenon
as
dN(t) dP
= aN(t) − bN(t)P(t), = cN(t), where a, b, c are constants.
dt dt
dn y dy dn−1 y dr y
= f x, y, , · · · , , = yr , r = 0, 1, 2, · · · , n − 1. (1.30)
dxn dx dxn−1 dxr x=x0
A second order IVP may in general be put in the standard form as.
d2 y dy
2
+P + Qy = X, (1.31)
dx dx
where P,Q and X are functions of x. Subject to the conditions
dy
y(a) = c1 and = c2 , (1.32)
dx x=a
where a is a specific value of the independent variable x and c1 , c2 are two constants. Hence a
solution to an initial-value problems is to find a y(x) that satisfies the differential equation (1.31)
12 INTRODUCTION TO DIFFERENTIAL EQUATIONS
as well as the given initial condition (1.32). If particular, X = 0 and c1 = c2 = 0, the problem is
said to be a homogeneous initial-value problem.
d2 y
dy
Example 1.14 Consider the differential equation dx2 + 4y = 0; y(0) = 0, dx = 2. This
x=0
problem consists in finding a solution of the differential equation which assumes the value 0
at x = 0 and whose first derivative assumes the value 2 at x = 0. Thus this is an initial-value
problem.
dn y d(n−1) y dy
ODE: p0 (x) + p 1 (x) + · · · + pn−1 (x) + pn (x)y = 0 (1.33)
dxn dxn−1 dx
(n−1)
(1) dy (n−1) d y (1) dy
BCS: αk y(a) + αk + · · · + αk + βk y(b) + βk + ···
dx x=a dxn−1 x=a dx x=b
(n−1)
(n−1) d y
+ βk n−1
= 0, k = 1, 2, · · · , n. (1.34)
dx x=b
where the functions p0 (x), p1 (x), · · · , pn (x) are continuous on [a, b], p0 (x) , 0 on [a, b]. Also
(1) (n−1) (1) (n−1)
assume that a , b, αk , αk , · · · , αk , βk , βk , · · · , βk are all real constants and at least one of
(1) (n−1) (1) (n−1)
αk , αk , · · · , αk , βk , βk , · · · , βk is non zero for all k = 1, 2, · · · , n.
Also, a second order boundary-value problem in linear differential equation may be put in the
form:
d2 y(x) dy(x)
2
+ P(x) + Q(x)y(x) = R(x), (1.35)
dx dx
with the boundary conditions
dy dy
A1 y(a) + B1 = c1 , A2 y(b) + B2 = c2 , (1.36)
dx x=a dx x=b
where the functions P, Q, R are continuous [a, b] and A1 , B1 , c1 , A2 , B2 , c2 are all real constants.
Also assume that a , b, A1 and B1 are not zero at a time and similarly A2 and B2 are also not all
zero at a time.
If the differential equation as well as the boundary condition are all homogeneous, that is, if
R = 0, c1 = c2 = 0, then this problem is said to be a homogeneous boundary-value problems.
Hence, a solution to a boundary value problem is to find a y(x) that satisfies the differential
equation (1.35) as well as the given boundary condition (1.36).
FUNDAMENTAL CONCEPT OF DIFFERENTIAL EQUATIONS(Dr. Kalipada Maity, ISBN:
978-81-8487-590-4) 13
d2 y
Example 1.15 Consider the differential equation dx2 + y = 5; y(0) = 7, y( π2 ) = 16. This problem
consists in finding a solution of the differential equation which assumes the values 7 at x = 0
and whose first derivative assumes the value 16 at x = π2 . Both of these conditions related to
one value of x, namely x = 0. That is, the conditions related to the two different values of x, 0
and π2 . Thus this is an boundary-value problem.
where φ(n) stands for nth derivative of the function x 7→ φ(x) with respect to the independent
variable x.
Definition 1.16 (Solution of an ODE in Normal form) A function φ ∈ Cn (I0 ))) where I0 ⊆ I
is a subinterval, is called a solution of ODEs (1.17) if for every x ∈ I0 , the (n + 1)−tuple
(x, φ(x), φ(1) (x), φ(2) (x), · · · , φ(n−1) (x)) ∈ I × = and
φ(n) (x) = f x, φ(x), φ(1) (x), φ(2) (x), · · · , φ(n−1) (x) , ∀x ∈ I0 . (1.38)
Definition 1.17 (Solution of an IVP for an ODE) A solution φ of ODE (1.17) is said to be a
solution of IVP if x0 ∈ I0 and
dr φ
= yr , r = 0, 1, 2, · · · , n − 1.
dxr x0
Definition 1.18 (Local and Global solutions of an IVP) Let φ be a solution of an IVP for ODE
(1.17) according to Definition 1.13.
1 If I0 ⊆ I, then φ is called a local solution of IVP.
2 If I0 = I, then φ is called a global solution of IVP.
Remarks:
1 Note that in all our definitions of solutions, a solution always comes with its domain
of definition. Sometimes it may be possible to extend the given solution to a bigger
domain. We address this issue in the next chapters.
2 When n = 1, geometrically speaking, graph of solution of an IVP is a curve passing
through the point (x0 , y0 ).
14 INTRODUCTION TO DIFFERENTIAL EQUATIONS
Definition 1.19 (General Solution) The solution of a differential equation is called its general
solution if its contains a number of arbitrary constants equal to the order of the differential
equation. This solution is also called a complete solution or a complete primitive or a
complete integral.
d2 y
As for example y = A cos x + B sin x is the complete solution of a differential equation dx2 + y = 0,
since it contains two arbitrary constants A and B as well as the order of the differential is also
two.
Definition 1.20 (Particular Solution) A solution of a differential equation by giving particular
values to the arbitrary constants in its general solution is called a particular solution of that
equation.
As for example, if we put A = 1 and B = 0 in the general solution y = A cos x + B sin x of the
d2 y
differential equation dx2
+ y = 0, then y = cos x is the particular solution of this equation.
Definition 1.21 (Singular Solution) Sometime, the general solution of any differential equa-
tion does not include all possible solutions of the differential equation. In otherworld, there
may exist such a solution which can not be obtained by giving any particular values to those
arbitrary constants to the general solution. This is called a singular solution of that differential
equation.
a a
As for example y = c x + c is the general solution of the differential equation y = p x + p where
dy 2
p≡ dx .But it is seen that y = 4ax is also a solution of this differential equation, but it cannot
be obtained by giving any particular value of c to its general solution. So y2 = 4ax is a singular
solution of the differential equation y = p x + pa .
In some differential equations, the general solution consists of terms involving the arbitrary
constants and terms giving a function of the independent variable. The first part is called the
complementary function and the remaining part, which can be obtained by giving the value
zero to each of the arbitrary constants, is called the particular integral. If the general solution
is given by
y = A cosx + B sinx + xex ,
where A and B are arbitrary constants, then the complementary function is A cosx + B sinx and
particular integral is xex .
Theorem 1.1 Fundamental Theorem: Any n − th order differential equation can have only n
and not more than n, independent first integrals and so its general solution cannot have more
than n arbitrary and independent constants.
Definition 1.22 (Line element) A line element associated to a point (x, y) ∈ D is a line passing
through the point (x, y) with slope p. We use the triple (x, y, p) to denote a line element.
Definition 1.23 (Direction field/ Vector field) A direction field (sometimes called vector field)
associated to the ODE (1.39) is collection of all line elements in the domain D where slope
of the line element associated ton the point (x, y) has slope o equal to f (x, y). In other words, a
direction field is the collection (x, y, f (x, y)) : (x, y) ∈ D .
Remark (Interpretations):
1 The ODE (1.39) can be thought of prescribing line elements in the domain D.
2 Solving an ODE can be geometrically interpreted as finding curves in D that fit the
direction field prescribed by the ODE. A solution (say φ) of the ODE passing through a
point (x0 , y0 ) ∈ D (i.e., φ(x0 ) = y0 ) must satisfy φ0 (x0 ) = f (x0 , y0 ). In other words,
3 That is, the ODE prescribes the slope of the tangent to the graph of any solution (which
is equal to φ0 (x0 )). This can be seen by looking at the graph of a solution.
4 Drawing direction field corresponding to a given ODE and fitting some curve to it will
end up in finding a solution, at least, graphically. However note that it may be possible
to fit more than one curve passing through some points in D, which is the case where
there are more than one solution to ODE around those points. Thus this activity (of
drawing and fitting curves) helps to get a rough idea of nature of solutions of ODE.
5 A big challenge is to draw direction field for a given ODE. One good starting point is
to identify all the points in domain D at which line element has the same slope and it is
easy to draw all these lines. These are called isoclines; the word means leaning equally.
differential equation can not be defined as it is not a polynomial of derivatives although it has
order 2.
Example 1.17 Show that the differential equation of the family of circles
x2 + y2 + 2gx + 2 f y + c = 0, (1.40)
2
dy 2 d3 y dy d2 y
(where g, f, c are parameters) is 1 + ( dx ) dx3 − 3 dx dx2 = 0.
Solution: Equation (1.40) contains three parameter g, f and c. Differentiating (1.40) with respect
dy dy
to x , we get 2x + 2y dx + 2g + 2 f dx = 0. Again differentiating with respect to x, we get
d2 y dy 2 d2 y
2 + 2y + 2( ) + 2 f =0 (1.41)
dx2 dx dx2
Differentiating again with respect to x, we get,
d3 y dy d2 y d3 y
2y + 6 + 2 f = 0. (1.42)
dx3 dx dx2 dx3
Now from (1.42) we get,
d3 y dy d2 y
(y dx3 + 3 dx dx2 )
f =− d3 y
(1.43)
dx3
3 2
dy d y dy d2 y
From (1.41) & (1.43), the required result is 1 + ( dx )2 dx3 − 3 dx dx2 = 0.
Example 1.18 Obtain the differential equation of all circles each of which touches the x axis
at the origin. C.U(Hons.)-85, 93; V.U.(Hons.)-88, 97; IAS(Prel.)-99
Solution: The equation of the circles touching the x-axis at the origin is
x2 + y2 − 2ay = 0, (1.44)
Example 1.19 Find the differential equation of all family of circles having their centres on the
y− axis.
Solution: The equation of the family of circles having their centres on the y-axis to be
x2 + (y − a)2 = r2 , (1.45)
FUNDAMENTAL CONCEPT OF DIFFERENTIAL EQUATIONS(Dr. Kalipada Maity, ISBN:
978-81-8487-590-4) 17
where a, r are arbitrary constants. This is a two parameters family of curves. To find the differ-
ential equation of the family of curves (1.45), we have to eliminate both a and r. Differentiating
(1.45)with respect to x, we get
dy dy
2x + 2(y − a) = 0 ⇒ x + (y − a) = 0. (1.46)
dx dx
dy
x+y dx
Expressing (1.46) in the form, dy = a and then differentiating the above relation w.r.t. x, we
dx
find that
dy 2
dy d2 y d2 y dy
dx 1 + y dx2 + dx − dx2
x + y dx
dy 2 =0
dx
d2 y dy 3 dy
or, x 2 − − = 0 is the differential equation of the family of circles.
dx dx dx
Example 1.20 Obtain the differential equation corresponding to the primitive:
where r is a fixed constant and α, β are arbitrary constants. Give a geometrical interpretation
of the result. B.U.(Hons.) 1982
Solution: Differentiating (1.47) w.r.t. x, we obtain
dy
(x − α) + (y − β) =0 (1.48)
dx
Differentiating (1.48) again w.r.t. x, we obtain
dy 2 d2 y
1+( ) + (y − β) 2 = 0 (1.49)
dx dx
dy dy dy 2
1+( dx )2 dx (1+( dx ) )
From (1.49) we get, y − β = − d2 y
and hence (1.48) gives x − α = d2 y
. These values when
dx2 dx2
substituted in (1.47) leads to the required equation
d2 y 2 dy 2 3
r2 ( ) = (1 + ( )) (1.50)
dx2 dx
Geometrical interpretation. If we vary α and β in (1.47) we get a system of circles of given radius
r, having their centres anywhere in the xy− plane. The differential equation (1.50) expresses the
fact that for every member of the system the radius of curvature has everywhere the constant
value r.
Example 1.21 The equation
x2 y2
+ = 1, WBSSC 2001 (1.51)
a2 + λ b2 + λ
(where a and b are fixed constants and λ is an arbitrary parameter which can assume all
real values) represents a family of confocal conics. To obtain the differential equation of this
family.
18 INTRODUCTION TO DIFFERENTIAL EQUATIONS
Solution: The required differential equation is obtained by eliminating λ from (1.51) and the
derived equation
0
2x 2yy 0 dy
2
+ 2 = 0, (y = )
a +λ b +λ dx
0
x yy x + yy0
⇒ = − =
a2 + λ b2 + λ a2 − b2
0
x 2 x(x + yy ) y2 y x + yy0
⇒ = and = − · (1.52)
a2 + λ a2 − b2 b2 + λ y0 a2 − b2
Then using (1.51) and (1.52), we have the required differential equation as
0 0 0
(a2 − b2 )y = (xy − y)(x + yy )
Example 1.22 State with reasons whether the following differential equations are linear:
d2 y dy 2
2
2d y dy
(i) 2
+ y + y = 0 (ii) x 2
−x + y = 1 − log x, x > 0
dx dx dx dx
d2 y dy √ d2 y dy
(iii) x 2 + x2 − sin x y = 0, y > 0 (iv) 2 + x2 + x sin y = 0
dx dx dx dx
dy
Solution: (i) The non-linear terms of the differential equation are y dx and y2 . So the differential
equation is non-linear.
(ii) Each terms of the differential equation is in linear form. So the differential equation is linear.
√
(iii) The non-linear term of the differential equation is sin x y. So the differential equation is
non-linear.
(iv) The non-linear term of the differential equation is x sin y. So the differential equation is
non-linear.
(c) exact and linear but not homogeneous (d) exact, homogeneous and linear
Ans. (a)
Hint. Like the example 1.18.
dy
5. The differential equation (3y − 2x) dx = 2y JAM CA-2006
(a) homogeneous but not linear (b) linear and homogeneous
(c) linear but not homogeneous (d) homogeneous and linear
Ans. (a)
d2 y dy
6. The degree of dx2 = log(y + dx ) is
(a) 1 (b) 0 (c) Does not exist (d) 2
Ans. (c)
dy
Hint. The R.H.S of the given differential equation can not be a polynomial of dx .
d2 y 31 1
dy 2
7. The order and degree of dx2 = y + dx are
(a) 1, 3 (b) 2, 1 (c) 2, Does not exist (d) 2, 2
Ans. (d)
2 − 32
d2 d y
8. The order and degree of dx 2 dx2 = 0 are
(a) 1, 3 (b) 4, 1 (c) 2, Does not exist (d) 3, 2 [IAS(Prel.) -2006; ]
Ans. (b)
Hint. The problem is same with (vii) of Example 1.1.
1 Define an ordinary differential equation. What do you mean by the degree and order of
a differential equation?
2 Explain the terms: general solution, a particular solution, a singular solution as applied
to an ordinary differential equation.
3 Find the differential equation, eliminate the arbitrary constants a, b, c from the equation
d3 y d2 y dy
y = a + b e5x + c e−7x . Ans. dx3 + 2 dx2 = 35 dx ; C.U(Hons.) 1995
4 Find the differential equation, eliminate the arbitrary constants a, b from the equation
d2 y dy
xy = aex + b e−x + x2 . Ans. x dx2 + 2 dx − xy + x2 − 2 = 0. ; IAS-1992
5 Find the differential equation, eliminate the arbitrary constants c from the equation y =
c(x − c)2 . Ans. (y0 )3 = 4y(xy0 − 2y) IAS(Prel.)-2009
6 Find the differential equation, eliminate the arbitrary constants a, b, c, d from the equation
ax+b d2 y dy d3 y
y= cx+d . Ans. 3( dx2 )2 = 2 dx dx3 .
x+ f
Hint. The given equation can be written as y = e x+g where e = ac , f = ba and g = dc .
So the independent arbitrary constants are e, f, g. Eliminating the independent arbitrary
d2 y dy d3 y
constants e, f, g, we get the required differential equation 3( dx2 )2 = 2 dx dx3 .
7 Find the order of differential equation, eliminate the arbitrary constants a, b, c, d from the
equation y = ax+b
cx+d with c + d = 0. Ans. 2.
x+ f
Hint. The given equation can be written as y = e x−1 where e = ac , f = ba . So the indepen-
dent arbitrary constants are e, f . As the number of independent arbitrary constants is 2,
the the order of differential equation is 2.
20 INTRODUCTION TO DIFFERENTIAL EQUATIONS
We will answer some fundamental questions: Do differential equations always have solutions?
Are solutions of differential equations unique? However, the most important goal of this
chapter is to introduce a geometric interpretation for the space of solutions of a differential
equation.
dy
= f (x, y) (2.1)
dx
where f is any continuous real-valued function defined on some rectangle D where D : D{x0 −a ≤
x ≤ x0 + a, y0 − b ≤ y ≤ y0 + b, (a, b > 0)} in the real (x, y)-plane. Our object is to show that on
some interval I containing x0 (I = {x : x0 − a ≤ x ≤ x0 + a}) there is a solution φ of (2.1) satisfying
φ(x0 ) = y0 (2.2)
By this we mean there is a real-valued differentiable function φ satisfying (2.2) such that the
points (x, φ(x)) are in D for x in I and
dφ
= f (x, φ(x))
dx
24 INTRODUCTION TO DIFFERENTIAL EQUATIONS
for all x in I. Such a function φ is called a solution to the initial value problem
dy
= f (x, y), y(x0 ) = y0 on I (2.3)
dx
Our first step will be to show that the initial value problem is equivalent to an integral equation,
namely
Z x
y = y0 + f (t, y)dt on I (2.4)
x0
Theorem 2.1 A function φ is a solution of the initial value problem (2.3) on an interval I if
and only if it is a solution of the integral equation (2.4) on I.
dφ
= f (t, φ(t)), on I (2.6)
dt
Since φ is continuous on I and f is continuous on D, the function F defined by
we might expect, on taking the limit as k → ∞, that we would obtain φk (x) → φ(x), where φ
would satisfy
Z x
φ(x) = y0 + f (t, φ(t))dt
x0
Thus φ would be our desired solution. We call the functions φ0 , φ1 , · · · defined by (2.8)
successive approximation to a solution of the integral equation (2.4) or the initial value prob-
lem (2.3).
Example 2.1 Solve the initial value problem using the method of successive approximation
dy
= xy, y(0) = 1 (2.10)
dx
Solution: Here f (x, y) = xy and the integral equation corresponding to the problem (2.10) is
Z x
y=1+ tydt,
0
Proof.: Clearly φ0 exists on I as a continuous function and satisfies (2.11) with k = 0. Now
Z x
φ1 (x) = y0 + f (t, y0 )dt
x0
Z x Z x
and hence |φ1 (x) − y0 | = f (t, y0 )dt ≤ | f (t, y0 )|dt ≤ M|x − x0 |,
x0 x0
26 INTRODUCTION TO DIFFERENTIAL EQUATIONS
Therefore φ1 satisfies the inequality (2.11). Since f is continuous on D and so | f (x, y)| ≤ M on D.
Let the function F0 defined by F0 (t) = f (t, y0 ) is continuous on I. Thus φ1 which is given by
Z x
φ1 (x) = y0 + F0 (t) dt is continuous on I.
x0
Now assume the theorem has been proved for the function φ0 , φ1 , · · · , φk . We prove it is valid
for φk+1 . Indeed the proof is just a repetition of the above. We know that (t, φk (t)) is in D for t
in I. Thus the function Fk given by Fk (t) = f (t, φk (t)) exists for t in I. It is continuous on I. Since
f is continuous on D and so | f (x, y)| ≤ M on D and φk is continuous on I. Therefore φk+1 which
is given by
Z x
φk+1 (x) = y0 + Fk (t) dt exists as a continuous function on I.
x0
Z x
Moreover , |φk+1 (x) − y0 | ≤ |Fk (t)| dt ≤ M|x − x0 |,
x0
which shows that φk+1 satisfies (2.11). The theorem is thus prove by induction.
for all (x, y1 ), (x, y2 ) in D. The constant λ is known as Lipschitz constant for the corresponding
function f .
or a strip
|x − x0 | ≤ a, |y| < ∞, (a > 0),
∂f
and that f is a real-valued function defined on D such that ∂y exists, is continuous on D and
∂ f (x, y)
≤ λ, (x, y) in D, (2.12)
∂y
for some λ > 0. Then f satisfies a Lipschitz condition on D with Lipschitz constant λ.
Proof: We have
Z y2
∂ f (x, t)
f (x, y1 ) − f (x, y2 ) = dt, (2.13)
y1 ∂y
for all (x, y1 ), (x, y2 ) in D. Now from (2.12) and (2.13), we get,
Z y2
∂ f (x, t)
| f (x, y1 ) − f (x, y2 )| ≤ dt ≤ λ|y1 − y2 | (2.14)
y1 ∂y
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 27
Remark: It is to be noted that Lipschitz condition (2.14) can be replaced by a stronger condition
(2.12). The converse of this result may not be true.
Example 2.2 Show that f (x, y) = xy2 on R : { |x| ≤ 1, |y| ≤ 1} satisfying a Lipschitz condition.
But this function does not satisfy a Lipschitz condition on the strip S : { |x| ≤ 1, |y| < ∞}.
∂ f (x,y)
Proof.: Here f (x, y) = xy2 . So, ∂y = |2xy| ≤ 2 for (x, y) on R. Therefore, the given function f
satisfy the Lipschitz condition on R.
f (x,y )− f (x,0)
Since 1
y1 −0
= |x||y1 |, which tends to infinity as |y1 | → ∞ if |x| , 0. Therefore, the given
function f does not satisfy the Lipschitz condition on S.
2
Example 2.3 Show that f (x, y) = y 3 does not satisfy a Lipschitz condition on a rectangular
region R : { |x| ≤ 1, |y| ≤ 1}.
2
f (x,y )− f (x,0) 2
y13 − 31
Proof.: Here f (x, y) = y 3 . So, 1
y1 −0
= | y1 | = |y1 | which tends to infinity as y1 → 0.
Therefore, the given function f does not satisfy the Lipschitz condition on R.
Proof.: The proof is a repetition of parts (i), (i), (iii) of the proof of Theorem 2.5.
Similarly there are many sets of sufficient conditions which guarantee the existence and unique-
ness of a solution of a differential equation. We discuss here two such set of sufficient conditions
discovered by the French mathematician C.E. Picard (1856-1941) for the existence and unique-
ness of a solution of a differential equation of first order and first degree (not necessarily linear).
28 INTRODUCTION TO DIFFERENTIAL EQUATIONS
Theorem 2.5 [Picard’s Theorem for (Local) Existence and Uniqueness] The first order and
first degree differential equation
dy
= f (x, y) (2.16)
dx
n o
has a unique solution y = φ(x) satisfying y0 = φ(x0 ) on I : |x − x0 | ≤ α = minimum{a, Mb } if f
satisfies the following conditions V.U(H) : 2016(Only statement)
(a) f is continuous over a rectangular domain D where D : D{x0 − a ≤ x ≤ x0 + a, y0 − b ≤ y ≤
y0 + b},
(b) | f (x, y)| ≤ M ∈ < for all (x, y) ∈ D,
and (c) f satisfies Cauchy-Lipschitz condition viz.
| f (x, y1 ) − f (x, y2 )| ≤ λ|y1 − y2 | for λ ∈ < and (x, y1 ), (x, y2 ) ∈ D.
Proof.
n We first construct a sequence
o of functions {φn } defined over the common domain
b
I : |x − x0 | ≤ α = minimum{a, M } as follows
Z x
φ1 (x) = φ(x0 ) + f (x, φ(x0 ))dx
x0
Zx
φ2 (x) = φ(x0 ) + f (x, φ1 (x))dx
x0
.. .. ..
. . . Z x
φn (x) = φ(x0 ) + f (x, φn−1 (x))dx
x0
This implies that φk+1 (x) = φ0 + x f (x, φk (x))dx, k = 1, 2, 3, · · · is also derivable and hence
0
continuous on I. This prove (i).
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 29
Now, φn (x) = φ(x0 ) + φ1 (x) − φ(x0 ) + φ2 (x) − φ1 (x) + · · · + φn (x) − φn−1 (x)
∴ lim φn (x) = φ(x0 ) + {φ1 (x) − φ(x0 )} + {φ2 (x) − φ1 (x)} + · · · + {φn (x) − φn−1 (x)} + · · ·
n→∞
P
∞ P
∞
λn−1 Mαn λn−1 Mαn λn−1 Mαn
Clearly, φn (x)−φn−1 (x) ≤ n! on I and the series n! is convergent, since n! =
n=1 n=1
M P
∞
λn αn M αλ
λ n! = λ (e − 1).
n=1
P
∞
Hence by Weirstrass M− test, the series φ(x0 ) + {φn (x) − φn−1 (x)} is uniformly convergent on
n=1
I.
Therefore, if φ(x) denotes the sum function of this series then φ(x) = lim φn (x), φ(x) is derivable
n→∞
and hence continuous on I by the uniform convergence property.
To prove (iii), observe that
Z x
φ(x) = lim φn (x) = lim φ(x0 ) + f (x, φn−1 (x))dx
n→∞ n→∞ x0
Z x
⇒ y(x) = φ(x) = φ(x0 ) + f (x, lim φn−1 (x))dx, since f is continuous on I
x n→∞
Z 0x
⇒ y(x) = φ(x) = φ(x0 ) + f (x, φ(x))dx
x0
30 INTRODUCTION TO DIFFERENTIAL EQUATIONS
dy
Hence dx = f (x, φ(x)) and y0 = φ(x0 ) = φ0 (x), i.e., y = φ(x) satisfies the differential equation on
I.
To prove (iv), finally observe that if by any other method it is possible to find out another
solution y = ψ(x) on I, then ψ(x) must be identical with φ(x) on I i.e., there exists a unique
solution to the differential equation on I. Since y(x) = φ(x) and y = ψ(x) are two solutions on I,
we get,
Z x
φ(x) = y0 + f (x, φ(x))dx
x0
Z x
and ψ(x) = y0 + f (x, ψ(x))dx
x0
1
Let m = supφ(x) − ψ(x) < ∞ where h < 2λ , x∈I
Now,
Z x
φ(x) − ψ(x) =
{ f (x, φ(x)) − f (x, ψ(x))}dx
x0
Z x
f (x, φ(x)) − f (x, ψ(x))dx
≤
x
Z0 x
φ(x) − ψ(x)dx
≤ λ
x0
m
≤ λ mx − x0 ≤ λmh ≤
2
m m
∴ supφ(x) − ψ(x) ≤ 2 or m ≤ 2 which is impossible unless m = 0, on I. Thus φ(x) = ψ(x), on I.
Remark: By using the theorem 2.3, we have a set of sufficient conditions of Cauchy-Lipschitz
are
(i) f is continuous over a closed domain
∂f
(ii) ∂y is continuous over the same domain.
It is easy to verify that the conditions of Cauchy-Lipschitz imply the conditions of Picard stated
above.
Theorem 2.6 (Alternative Theorem for (Local) Existence and Uniqueness of the Solution
of a Differential Equation)
Solution: The initial value problem f satisfy the differential equation
dy
= f (x, y), y0 = φ(x0 ) (2.17)
dx
n o
which has a unique solution y = φ(x) in the interval I : |x − x0 | ≤ α = minimum{a, Mb } if f
∂f
is continuous and has a continuous partial derivative ∂y in the closed rectangular domain D
where D : D{x0 − a ≤ x ≤ x0 + a, y0 − b ≤ y ≤ y0 + b}.
Geometrically, through the point (x0 , y0 ), there passes a unique integral curve of the equation
(2.17). It is also called Picard Theorem.
Remark: The Proof. has been giving in ”Coddington, E. A.(1961). An Introduction to
Ordinary Differential Equations, Dover Publications, Inc., New York”. The reader may skip
the proof of the above theorem in his first reading.
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 31
dy 2
Example 2.4 Show that dx = 3y 3 , y(0) = 0 has more than one solution and indicate the
possible reason. B.U(Hons.)-00, 05
f (x,y )− f (x,0) 2
y13 −1
So, 1
y1 −0
= |3 y | = |3y1 3 | which tends to infinity as y1 → 0. Therefore, the given function
1
f does not satisfy the Lipschitz condition on any rectangle containing the origin.
Also the two functions φ, ψ given by
are both solutions of this problem. Therefore, the given initial value problem has no unique
solution on any rectangle containing the origin. The possible reason is 0 00 -neighborhood.
dy 1
Example 2.5 Show that dx = y , y(0) = 0 has more than one solution and indicate the possible
reason.
Solution : Consider the initial value problem given by
dy 1 f (x,y1 )− f (x,0) 1
dx = f (x, y) = y , y(0) = 0. So, y1 −0 = | y2 | → ∞ as y1 → 0. Therefore, the given function
1
f does not satisfy the Lipschitz condition on any rectangle containing the origin.
Also the two functions φ, ψ given by
√ √
φ(x) = 2x, ψ(x) = − 2x, (0 ≤ x < ∞)
are both solutions of this problem. Therefore, the given initial value problem has no unique
solution on any rectangle containing the origin. The possible reason is 0 00 -neighborhood.
dy
Example 2.6 Show that the ODE dx = 1 + y2 , y(0) = 0 has unique solution in some interval
centered at 0.
dy
Solution : The given ODE is dx = 1 + y2 .
∂f
So, f (x, y) = 1 + y2 and = 2y are both continuous in some interval centered at 0. Therefore,
∂y
using the theorem 2.6, we have, the solution of the given differential equation is unique in some
interval centered at 0.
dy
Example 2.7 Show that the ODE dx = x − y + 1, y(1) = 2 has unique solution in some interval
centered at 1.
dy
Solution : The given ODE is dx = x − y + 1.
∂f
So, f (x, y) = x − y + 1 and ∂y = −1 are both continuous in some interval centered at 1. Therefore,
using the theorem 2.6, we have, the solution of the given differential equation is unique in some
interval centered at 1.
Example 2.8 Find the existence and uniqueness of the solution of the initial value problem
dy 2
dx = y , y(1) = −1.
∂f
Solution: Here f (x, y) = y2 and = 2y are both continuous for all (x, y). Thus we say that f
∂y
satisfies all the conditions of Theorem-2.6 in every rectangle R = (x, y) : |x − 1| ≤ a, |y + 1| ≤ b
32 INTRODUCTION TO DIFFERENTIAL EQUATIONS
Here M = max| f (x, y)| for (x, y) ∈ R and α = min{a, Mb }. Then the Theorem- asserts that the
problem has a unique solution on the interval |x − 1| ≤ α.
b
Now M = (−1 − b)2 = (1 + b)2 . So, α = min a, (b+1)2
.
b 1−b
Let F(b) = (b+1)2
, then F0 (b) =(b+1)3
. Thus maximum value of b(> 0) occurs at b = 1. Then
1 1 b b 1
F(1) = 4 . Therefore, if a ≥ 4 , (b+1)2 ≤ a for all b > 0 and then α = (b+1) 2 ≤ 4 for any value of a. If
Proof. We want to find an interval on which a solution surely exists. Here the function f
y2
e −1
defined by f (x, y) = 1−x2 y2 and x0 , y0 are given by x0 = −2, y0 = 1. Thus we need to pick a
rectangle R which is centered at (−2, 1). In this rectangle we need to have good control on f
∂f
and ∂y and so we certainly have to choose R so small that it contains no points at which the
denominator 1 − x2 y2 vanishes. The exact choice of the rectangle is up to you but the properties
∂f
of f and ∂y as required in the theorem, must be satisfied.
Let’s pick a, b small in the definition of R, say, let’s choose a = 12 and b = 1
4 so that we work in
the rectangle
n 5 3 3 5o
R = (x, y) : − ≤ x ≤ − , ≤x≤
2 2 4 4
Notice that then for (x, y) in R, we have x2 ≥ 94 , y2 ≥ 16 9
and therefore x2 y2 ≥ 64 81
so |1 − x2 y2 | ≥
25 9
81 17 1 1 y2 −1 −1
64 − 1 = 64 > 4 for (x, y) in R. Thus we get |1−x2 y2 | < 4 and e ≤ e 16 = e 16 < 3 which implies
2
ey − 1
f (x, y) = ≤ 3 × 4 = 12, f or (x, y) ∈ R.
1 − x2 y2
∂ f 2ye y2 − 1 e y2 − 1 5 5
2
= + 2yx ≤ × 12 + 3 × 42 × ( )3 = 780.
∂y 1 − x2 y2 (1 − x2 y2 )2 2 2
Thus we see that the Lipschitz condition is also satisfied with Lipschitz constant λ = 780.
Now if we take α = minimum{a, Mb } = minimum{ 21 , 4×12
1 1
} = 48 , then by the Theorem 2.6 we can be
sure that the problem has exactly one solution in the interval [−2 − α, −2 + α]. So for example
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 33
1
if we choose α = 0.02 (which is less than 48 , we would deduce that there is a unique solution in
the interval [−2.02, −1.98].
Remark: To obtain the possible reason of x for existence and uniqueness of a differential
equation, we set M = sup k f (x, y)k and α = min{a, Mb }.
(x,y)∈D
dy
= f (x, y), y(x0 ) = y0 , (2.18)
dx
exist on the entire interval |x − x0 | ≤ a and converge there to a solution φ of (2.18).
The proof of the convergence of {φk (x)} now follows that of part (i) of the proof of Theorem 2.5,
once we note that
Z x Z x
φ1 (x) − φ0 (x) = f (t, y0 )dt ≤ f (t, y0 )dt ≤ Mx − x0 due to (2.19).
x0 x0
X
n
|φn (x) − φ(x0 )| = | {φk (x) − φk−1 (x)}|
k=1
X
n
M X λk
n k
≤ |φk (x) − φk−1 (x)| ≤ x − x0
λ k!
k=1 k=1
M X λk
∞ k M
≤ x − x0 ≤ (eλa − 1), for |x − x0 | ≤ a.
λ k! λ
k=1
M λa
If we let b = λ (e − 1), then we have the approximations satisfy
| f (x, y)| ≤ N
for (x, y) in D. The continuity of φ may now be exhibited just as in part (ii) of the proof of
Theorem 2.5. Indeed, for x1 , x2 in our interval |x − x0 | ≤ a,
Z x1
|φn+1 (x1 ) − φn+1 (x2 )| = f (t, φn (t))dt ≤ N|x1 − x2 |,
x2
The remainder of the proof is a repetition of parts (iii) and (iv) of the proof of Theorems 2.5 with
α is replaced by a everywhere.
which satisfies a Lipschitz condition on each strip Sa : {|x| ≤ a, |y| < ∞, (a > 0)}. Then every
initial value problem
dy
= f (x, y), y(x0 ) = y0 ,
dx
has a solution which exists for all real x.
Proof.: If x is any real number there is an a > 0 such that x is contained inside an interval
|x − x0 | ≤ a. For this a the function f satisfies the conditions of Theorem 2.7 on the strip
|x − x0 | ≤ a, |y| < ∞,
Thus {φk (x)} tends to φ(x) where φ is a solution to the above initial-value problem.
dy y3 ex
Example 2.10 Is the solution exist of the problem dx = 1+y2
+ x2 cos y?
y3 ex
Solution: Here f (x, y) = 1+y2
+ x2 cos y , so f is continuous on the plane S : {(x, y) : |x| <
4 2
∂f y +3y x ∂f
∞, |y| < ∞}. Since ∂y = (1+y2 )2
e − x2 sin y, we have | ∂y | = 3ea + a2 for all
(x, y) in the strip
Sa : {|x| ≤ a, |y| < ∞}.
Hence, by Theorem 2.8, f satisfies a Lipschitz condition on Sa with Lipschitz constant λa =
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 35
dy y3 e x
3ea +a2 . Therefore given equation dx = 1+y2 +x2 cos y together with any initial condition y(x0 ) = y0
is a problem which has a solution existing for all real x.
dy
Example 2.11 Is the solution exist of the problem dx = y2 ?
∂f ∂f
Solution: Here f (x, y) = y2 and ∂y = 2y. So ∂y = 2y is not bounded on any strip Sa : |x| ≤
a, |y| < ∞. Hence, f does not satisfy a Lipschitz condition on any strip Sa , although it satisfies
dy
one on any rectangle D : |x| ≤ a, |y| ≤ b. As we have the problem dx = y2 , y(1) = −1 has a
solution φ which exists only for x > 0 (See the Example 2.12).
dy
= 2 sin(3xy), y(0) = y0
dx
has a unique solution in (−∞, ∞).
Proof. To do this it is sufficient to show that it has unique solution on every interval [−L, L].
Now fix L, we define D = {(x, y) : −L ≤ x ≤ L, y0 − b ≤ y ≤ y0 + b, L, b > 0} for very large b.
∂f
Here the function f defined by f (x, y) = 2 sin(3xy) satisfies | f (x, y)| ≤ 2 and | ∂y | ≤ 6L for (x, y) in
D. We also observed that these bounds are independent of b. By the existence and uniqueness o
Theorem 2.5, there is a unique solution for the interval [−α, α] where α = minimum{L, 2b } . Since
the bounds are independent of b, so we may choose b large , in particular we may choose b large
than 2L, so that α = L. Thus we get a unique solution on [−L, L]. Then by using Theorem2.8,
there is a unique solution for the problem in the interval [−∞, ∞].
Remarks: The Existence and Uniqueness Theorem is a sufficient condition, meaning that the
existence and uniqueness of the solution is guaranteed when the specific conditions hold.
It is not a necessary condition, implying that, even when the specific conditions are not all
satisfied, there may be still exist a unique solution.
dy
Example 2.13 The initial value problem dx = f (x, y) with y(0) = 0 has unique solution, despite
the f not being Lipschitz continuous w.r.t variable y on any rectangle containing (0, 0) where
f (x, y) is given by
1
f (x, y) = y sin , y,0
y
= 0, y=0
dy f (x)
When a differential equation Mdx + Ndy = 0 can be put in the form = , g(y) , 0
dx g(y)
then we can use this method. In this case g(y)dy = f (x)dx, and integrating, we get
Z Z
g(y)dy = f (x)dx + C, where C is an arbitrary constant.
dy 3x2
Example 2.14 Solve dx = 1+y2
then y = vx transforms (2.20) into a separable equation in the change of variables v and x.
y y
Proof. In this case, we may write M = xn φ( x ), N = xn ψ( x ). On the substitution of y = vx so
that v may be considered a new dependent variable, the homogeneous equation (2.20) becomes
dy 2x+y
Example 2.15 Solve dx = 2x−y .
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 37
dy 2x+y
Solution: Given homogeneous equation is dx = 2x−y
dv 2 + v dv v2 − v + 2
Let y = vx, then v + x = ⇒ x =
dx 2 − v dx 2−v
1 3
dx 2−v dx − (2v − 1) +
⇒ = 2 dv ⇒ = 2 2 2
dv
x v −v+2 x v −v+2
1 3 2v − 1
Integrating log x = − log |v2 − v + 2| + √ tan −1 √ + c
2 7 7
6 2y + x
⇒ log |y2 − xy + 2x2 | = √ tan−1 √ +c
7 7x
6 2y + x
⇒ log |2x2 − xy + y2 | = √ tan−1 √ +c
7 7x
as the required equation to the family of curves.
dy ax + by + c
= F( ) (2.21)
dx Ax + By + C
Proof. We first note that under given restriction (viz.,aB − bA , 0), the equation ax + by + c = 0
Ax + By + C = 0 will represent two intersecting straight lines. The point of intersection (h, k) is
given by
bC − cB cA − aC
h= and k = (2.22)
aB − bA aB − bA
We now transfer the origin there by putting x = h + X, y = k + Y. This leaves dx = dX and
dy = dY. The equation (2.21) becomes
dY aX + bY
= F( ).
dX AX + BY
So that F is a homogeneous function of X and Y of degree zero. The value of h and k are
determinate since aB − bA , 0. Now, we put Y = vX and obtain
dv a + bv
v+X = F( ) = φ(v), say.
dX A + Bv
Separating the variables, we get
dv dX
= .
φ(v) − v X
38 INTRODUCTION TO DIFFERENTIAL EQUATIONS
by
Particular Case: When aB − bA = 0, let X be the new dependent variable defined by X = x + a =
By b B dX b dy
x+ A (see that a = A ). So that dx =1+ a dx . The equation (2.21) then becomes
a dX aX + c dX b aX + c
( − 1) = F( ) or, = 1 + F( ).
b dx AX + C dx a AX + C
The variables X and x are now separable. In practice, the following procedure is adopted:
Since Aa = bb = K,(say), we observed that ax + by = K(Ax + By). Now we put ax + by = v so that
dv dy
dx = a + b dx . Hence the equation (2.21) becomes
1 dv v+c
( − a) = F( ) = φ (v), (say).
b dx Kv + C
The variables v and x can be easily separated.
dy y−x+1
Example 2.16 Solve the problem dx = y+x+5 .
Solution: The two lines y − x + 1 = 0 and y + x + 5 = 0 intersects at the point (−2, −3). The
substitution x = X − 2, y = Y − 3 gives
Y
dY Y−X X −1
= = .
dX Y+x Y
X +1
Put Y = vX. Then equation becomes
dv v−1 dv v−1 v2 + 1
v+X = or, X = −v=− .
dX v + 1 dX v + 1 v+1
Separating the variables we get,
(v + 1)dv dX
+ =0
v2 + 1 X
1
Integrating, log (v2 + 1) + tan− 1v + log X = log c, (c is the integrating constant)
2
y+3 2 y+3
⇒ log[( ) + 1] + 2 tan−1 + 2 log (x + 2) = K, (say)
x+2 x+2
y+3 Y y+3
Then, log [(y + 3)2 + (x + 2)2 ] + 2 tan−1 = K, (putting v = = ).
x+2 X x+2
dy 3x−4y−2
Example 2.17 Solve dx = 6x−8y−5 .
Solution: Here the two lines 3x − 4y − 2 = 0 and 6x − 8y − 5 = 0 are parallel. we observed here
that the equation may be written as
dy (3x − 4y) − 2
= . (2.23)
dx 2(3x − 4y) − 5
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 39
dv
dv dy dy 3− dx
Putting 3x − 4y = v, so that dx = 3 − 4 dx ⇒ dx = 4 and then from equation (2.23), we get
dy M(x, y)
M(x, y)dx + N(x, y)dy = 0 ⇒ =− = f (x, y), N(x, y) , 0.
dx N(x, y)
If the differential equation M(x, y)dx + N(x, y)dy = 0 can be expressed in the form dv = 0,
where v is function of x and y, without multiplying by any factor, then the equation M(x, y)dx +
N(x, y)dy = 0 is said to be an exact differential equation and its general solution is v(x, y) = c,
where c is an arbitrary constant.
y xdy−ydx y
Example 2.18 (i) 1x dy − x2
dx = 0 ⇒ x2 = 0 ⇒ d( x ) = 0, it is an exact differential equation.
xdy−ydx y
(ii) 1y dy − 1x dx = 0 ⇒ xy = 0 ⇒ d(log x )
= 0, it is an exact differential equation.
2 2 2 2
(iii) 2xy dx + 2yx dy = 0 ⇒ d(x + y ) = 0, it is an exact differential equation.
Theorem 2.11 Let M, N be two real-value functions which have continuous first partial
derivatives on some rectangle
Then the necessary and sufficient conditions for the ordinary differential equation M(x, y)dx +
N(x, y)dy = 0 to be exact in R is
∂M ∂N
= in R.
∂y ∂x
[VU(Hon.)-2017]
Proof: By the definition of exact if the equation M(x, y)dx + N(x, y)dy = 0 be exact in R, then
there must be a function v of x, y, such that
∂v ∂v
dv = dx + dy (2.25)
∂x ∂y
∂v ∂v
Comparing (2.24) and (2.25), we get
= M(x, y) and = N(x, y)
∂x ∂y
∂M ∂ ∂v ∂2 v ∂N ∂ ∂v ∂2 v ∂M ∂N
∴ = = and = = . Hence = in R
∂y ∂y ∂x ∂y∂x ∂x ∂x ∂y ∂x∂y ∂y ∂x
∂M ∂N
Thus the condition is necessary. To prove the sufficient condition, we are to show that if ∂y = ∂x
in R, then M(x, y)dx + N(x, , y)dy = dv in R.
∂u
If possible let there exists u(x, y), such that = M(x, y) in R
Z ∂x
⇒ u(x, y) = Mdx where y is taken as constant.
∂N ∂M ∂2 u ∂2 u ∂ ∂u
Now = = = =
∂x ∂y ∂y∂x ∂x∂y ∂x ∂y
∂u ∂u 0 0
⇒ N(x, y) = + φ(y) = + ψ (y) in R where φ(y) is function of y only and φ(y) = ψ (y).
∂y ∂y
Also using the value of M(x, y) and N(x, y), we can write
∂u ∂u 0 0
Mdx + Ndy = dx + + ψ (y) dy = du + ψ (y)dy = d(u + ψ(y)) = dv. (2.26)
∂x ∂y
Hence M(x, y)dx + N(x, y)dy = 0 is exact differential equation in R.
Working Procedure 1:
From the equation (2.26) we get
Z
v(x, y) = constant ⇒ u + ψ(y) = constant ⇒ u + φ(y)dy = constant
Z Z
⇒ Mdx(y is taken as constant) + (terms not containing x in N )dy = constant.
Working Procedure
R 2:
Step I. Calculate R Mdx treating y as constant.
Step II. Calculate Ndy treating x as constant.
Step III. Add with the results of step I, the result of step II deleting those terms which have
already been counted in step I.
Step IV. Equating the result in step III to an arbitrary constant, we get the general solution of
the equation.
Therefore, the solution of the equation (2.27) is (ex + 1) sin y = c where c is an arbitrary constant.
(a2 − 2xy − y2 )dx − (x + y)2 dy = 0 is a exact differential equation and hence solve it. (2.28)
Solution: If we compare the equation (2.28) with the equation M(x, y)dx + N(x, y)dy = 0 then
M(x, y) = a2 − 2xy − y2 and N(x, y) = −(x + y)2 . We have ∂M ∂N
∂y = −2x − 2y and ∂x = −2x − 2y.
∂M ∂N
∴ ∂y = ∂x . Hence the equation is exact. The solution of the equation is
Z Z
(a2 − 2xy − y2 )dx − (y2 )dy = c (y is consider as constant in the first integral)
1 3
⇒ a2 x − x2 y − xy2 − y = c, where c is the arbitrary constant.
3
Theorem 2.12 The number of integrating factors of an equation M(x, y)dx + N(x, y)dy = 0 is
infinite on R.
Proof : Let µ(x, y) be an integrating factor of the equation M(x, y)dx + N(x, y)dy = 0 and thus
and hence g(x, y) = C, (C being an arbitrary constant) is a solution on R. Now let f be any
function of g, then
where F0 (g) = f (g), on R. Thus right hand side is exact, and hence µ(x, y) f (g) is also an
integrating factor. But since f is an arbitrary function of g, so the number of integrating factors
is infinite on R.
42 INTRODUCTION TO DIFFERENTIAL EQUATIONS
Proof. Here the given differential equation is Mdx + Ndy = 0. Since M, N are homogeneous
functions of x and y in R with degree n. So x ∂M ∂M ∂N ∂N 1
∂x + y ∂y = nM and x ∂x + y ∂y = nN. Now if Mx+Ny
will be an I.F, then
M N
dx + dy = 0, (∵ Mx + Ny , 0) (2.29)
Mx + Ny Mx + Ny
∂ M ∂ N
( )= ( ). (2.30)
∂y Mx + Ny ∂x Mx + Ny
Ny ∂M ∂N
∂y − MN − My ∂y Mx ∂N ∂M
∂ M ∂ N ∂x − MN − Nx ∂x
Now, ( )= and ( ) = .
∂y Mx + Ny (Mx + Ny)2 ∂x Mx + Ny (Mx + Ny)2
Ny ∂M ∂N
∂y − MN − My ∂y Mx ∂N ∂M
∂ M ∂ N ∂x − MN − Nx ∂x
∴ ( )− ( )= −
∂y Mx + Ny ∂x Mx + Ny (Mx + Ny)2 (Mx + Ny)2
N x ∂M ∂M ∂N ∂N
∂x + y ∂y ) − M(x ∂x + y ∂y ) N.nM − M.nN
= = = 0.
(Mx + Ny)2 (Mx + Ny)2
Thus condition (2.30)is satisfied and hence the equation (2.29) is exact.
1
Thus Mx+Ny is an integrating factor of Mdx + Ndy = 0 in R.
1 1 1
Hence, = 2 2 2 3
= 2 2 will be an integrating factor.
Mx + Ny (x y − 2xy )x + (3x y − x )y x y
1
Multiplying both side of the equation by x2 y2
, we get
1 2 3 x ydx − xdy dx dy
dx − dx + dy − 2 dy = 0 ⇒ 2
−2 +3 =0
y x y y y x y
Z Z Z
x dx dy
Integrating both side, we get, d( ) − 2 +3 =c
y x y
x x y3
⇒ − 2 log x + 3 log y = c ⇒ + log 2 = c, where c is the arbitrary constant.
y y x
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 43
1 1 1
Alternative approach: Mx+Ny = (x2 y−2xy2 )x+(3x2 y−x3 )y
= x2 y2
will be an integrating factor.
Multiplying both side of the equation by x21y2 , we get y dx − 2x dx + 3y dy − yx2 dy
= 0 which is an 1
Rule-II: Let M, N have continuous first partial derivatives on some rectangle R. If Mx−Ny ,
0 and the equation can be written as
{ f (xy)}ydx + {g(xy)}xdy = 0 in R
1
then Mx−Ny is an integrating factor of the equation Mdx + Ndy = 0 in R.
∂ f (xy) ∂ f (xy)
Proof. ∵ = x f 0 (xy) and = y f 0 (xy)
∂y ∂x
∂ f (xy) ∂ f (xy) ∂g(xy) ∂g(xy)
so y =x and similarly y =x in R (2.31)
∂y ∂x ∂y ∂x
Mdx+Ndy y f (xy)dx+xg(xy)dy y f dx+xgdy
Here Mx − Ny = xy{ f (xy) − g(xy)} , 0. ∴ Mx−Ny = xy{ f (xy)−g(xy)} = xy( f −g) (say) is a perfect
∂g ∂f ∂g ∂f
f g f f∂y −g ∂y g f ∂x −g ∂x
∂ ∂ ∂ ∂
differential iff ∂y { x( f −g) } = ∂x { y( f −g) }. Now ∂y { x( f −g) } = x( f −g)2
and similarly, ∂x { y( f −g) } = y( f −g)2
.
∂f ∂f ∂g ∂g
g x ∂x −y ∂y + f y ∂y −x ∂x
∂ f ∂ g
∴ ∂y { x( f −g) }
− ∂x { y( f −g) } = xy( f −g)2
= 0 (by using (2.31)). Hence the condition for
exactness is satisfied.
Example 2.22 Solve
1 2 1 1 1 ydx + xdy 2 dx 1 dy
2
dx + dx + 2
dy − dy = 0 ⇒ + − =0
3x y 3x 3xy 3y 3 x2 y2 3 x 3 y
Z Z Z
1 1 2 dx 1 dy
Integrating both side, we get, − d( ) + − =c
3 xy 3 x 3 y
1 2 1 x2 1
⇒− + log x − log y = c ⇒ log = + c1 [where c1 = 3c].
3xy 3 3 y xy
44 INTRODUCTION TO DIFFERENTIAL EQUATIONS
Rule-III: Let M, N have continuous first partial derivatives on some rectangle R. If 1 ∂M
N ∂y −
R
∂N f (x)dx
∂x = f (x) then e is an integrating factor of the equation Mdx + Ndy = 0 in R.
1 ∂M ∂N
Proof. Suppose − = f (x)
N ∂y ∂x
∂M ∂N
Hence = + N f (x). Multiplying by the integrating factor,we have
∂y ∂x
∂M R f (x)dx ∂N R f (x)dx R
∂ R
∂ R
e = e + N f (x)e f (x)dx ⇒ {Me f (x)dx } = {Ne f (x)dx }
∂y ∂x ∂y ∂x
R R
Taking M0 = Me f (x)dx , N0 = Ne f (x)dx , We see that M0 dx + N0 dy = 0 is exact.
R
∂M0 ∂N0
∴ = that is (Mdx + Ndy)e f (x)dx = 0 satisfy the condition for exactness in R.
∂y ∂x
Rule-IV: Let M, N have continuous first partial derivatives on some rectangle R. If 1 ∂N
M ∂x −
R
∂M φ(y)dy
∂y = φ(y) then e is an integrating factor of the equation Mdx + Ndy = 0 in R.
The proof is similar to that of Rule -III.
(y2 ex + 2xy)dx − x2 dy = 0
∂M ∂N
Solution: Here M = (y2 ex + 2xy) and N = −x2 . Therefore ∂y = 2yex + 2x and ∂x = −2x.
∂M ∂N
∴ ∂y , ∂x . Thus the equation is not exact. But
1 ∂N ∂M 2
− = − = φ(y).
M ∂x ∂y y
R
2
Hence the integrating factor is e− y dy = e−2 log y = 1
y2
. Multiplying both side of the equation by
2
1 2x
y2
, we get (ex dx + y )dx − ( xy2 )dy = 0 which is an exact differential equation, since ∂M
∂y = − 2x
y2
and
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 45
∂N
∂x = − 2x
y2
. Therefore
Z the general solution is Z
Mdx(y is taken as constant) + (terms not containing x in N )dy = c
Z
2x x2
⇒ (ex + )dx = c ⇒ ex + = c, where c is an arbitrary constant.
y y
Rule-V: Let M, N have continuous first partial derivatives on some rectangle R. If M(x, y)dx+
N(x, y)dy = 0 can be expressed in the form
(mxh+α yk+β+1 + m1 xh+α1 yk+β1 +1 )dx + (nxh+α+1 yk+β + n1 xh+α1 +1 yk+β1 )dy = 0
Rule-VI: Let M, N have continuous first partial derivatives on some rectangle R and if
M(x, y)dx + N(x, y)dy = 0 can be expressed in the form xa yb (mydx + nxdy) = 0 where a, b, m, n
are constants, then for any value of k, xkm−1−a ykn−1−b is an integrating factor of the equation
M(x, y)dx + N(x, y)dy = 0 in R.
The proof is similar to that of Rule -V.
Therefore the integrating factor is x−3 y−1 . Multiplying both side of the equation by x−3 y−1 , we
2 3 2y2 2y ∂M 4y
get x dx + y dy − x3 dx + x2 dy = 0 which is an exact differential equation, since ∂y = − x3 and
∂N 4y
∂x = − x3 . Therefore the general solution is
Z Z
Mdx(y is taken as constant) + (terms not containing x in N )dy = c
Z Z
2 2y2 3 y2
⇒ ( − 3 )dx + dy = 0 ⇒ 2 log x + 2 + 3 log y = c
x x y x
y2
⇒ log(x2 y3 ) + = c, where c is an arbitrary constant.
x2
2.11 Linear equation
Let a differential equation be
dy
+ P(x)y = Q(x) (2.32)
dx
where P and Q are functions of x or constants on [a, b] is called linear equation of first order in
y. Now linear differential equation (2.32) can be written as (P(x)y−Q(x))dx+dy = 0. Comparing
the above differential equation with M(x, y)dx + N(x, y)dy = 0, then M = P(x)y − Q(x) and N = 1.
So, ∂M ∂N ∂M ∂N
∂y = P(x) and ∂x = 0. ∴ ∂y , ∂x . Thus the equation is not exact. But
1 ∂M ∂N
− = P(x).
N ∂y ∂x
R
P(x)dx
Therefore
R
the integrating factor is given by e . Multiplying both side of the equation by
e P(x)dx , we get
R R
e P(x)dx (P(x)y − Q(x))dx + e P(x)dx dy = 0
dy R P(x)dx R R R R
⇒ e + P(x)ye P(x)dx = Q(x)e P(x)dx ⇒ d ye P(x)dx
= Q(x)e P(x)dx
dx
dx
R
Z R
P(x)dx P(x)dx
Integrating both side, we get, ye = Q(x)e + c, on [a, b]
dy
(1 + x) − y = e3x (x + 1)2
dx
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 47
dy y
− = e3x (1 + x) (2.34)
dx 1 + x
R
dx
1
which is linear differential equation of first order in y. The integrating factor is I.F = e− 1+x = x+1 .
Multiplying both side of the equation (2.34) by the integrating factor, we get
1 dy y d 1 1
− = e3x y = e3x ⇒ d y⇒ = e3x dx.
x + 1 dx (1 + x)2 dx x + 1 x+1
y e3x e3x
Then integrating, we get = +c ⇒ y = (x + 1)( + c).
x+1 3 3
dx 1 tan−1 y
+ 2
.x = (2.35)
dy 1 + y 1 + y2
R dy
which is linear differential equation of first order in x. The integrating factor is I.F = e 1+y2 =
−1
etan y . Multiplying both side of the equation (2.35) by the integrating factor, we get
−1 −1
−1
y dx −1 1 tan−1 y tan y d −1 −1 tan y
etan + etan y
2
.x = e 2
⇒ x.etan y = etan y 2
dy 1+y 1+y dy 1+y
−1
−1 −1
y tan y −1 −1
⇒ d x.etan y
= etan dy. Then integrating, we get xetan y
= (tan−1 y − 1)etan y
+c
1+ y2
−1
⇒ x = tan−1 y − 1 + c e− tan y
, where c is an arbitrary constant.
(x + y + 1)dy = dx
dx
−x= y+1 (2.36)
dy
R
which is linear differential equation of first order in x. The integrating factor is I.F = e− dy
= e−y .
Multiplying both side of the equation (2.36) by the integrating factor, we get
dx d
e−y − xe−y = (y + 1)e−y ⇒ (xe−y ) = (y + 1)e−y ⇒ d(xe−y ) = (y + 1)e−y dy.
dy dy
Then integrating, we get xe−y = −(y + 1)e−y − e−y + c ⇒ xe−y = −(y + 2)e−y + c
⇒ x + y + 2 = ce y , where c is an arbitrary constant.
48 INTRODUCTION TO DIFFERENTIAL EQUATIONS
dy
+ Py = Qyn (2.37)
dx
where P and Q are functions of x or constants on [a, b], is called Bernoulli’s equation. If n = 0
or n = 1 then the above differential equation is transform to a linear differential equation of first
order, otherwise the equation is not linear but can be reduced to a linear differential equation.
To do this divide both side of (2.37) by yn , we get
dy 1
y−n + P n−1 = Q (2.38)
dx y
1 dy dz
Put z = yn−1
then (1 − n)y−n dx = dx . Now (2.38) transformed to
1 dz dz
+ Pz = Q ⇒ + (1 − n)Pz = Q(1 − n). (2.39)
1 − n dx dx
R
(1−n)Pdx
which is linear differential equation of first order in z. The integrating factor is I.F = e .
The general solution is given by
R
Z R R
Z R
(1−n)Pdx (1−n)Pdx 1−n (1−n)Pdx
ze = Qe dx + c ⇒ y e = Qe (1−n)Pdx dx + c
Solution: Given differential equation is a Bernoulli’s equation. The equation can be written as
dy 1 dy 1
+ y = y3 (cos x − sin x) ⇒ 3
+ 2 = (cos x − sin x) (2.40)
dx y dx y
1 dz dy
Let z = y2
then dx = − y23 dx and equation (2.40) transformed to
dz
− 2z = 2(sin x − cos x) (2.41)
dx
R
which is linear differential equation of 1st order in z and then integrating factor is e−2 dx
= e−2x .
Multiplying both side of (2.41) by the integrating factor, we get
dz d
e−2x − 2ze−2x = 2(sin x − cos x)e−2x ⇒ (ze−2x ) = 2(sin x − cos x)e−2x (2.42)
dx dx
Integrating both side, we get,
Z Z
2
ze = 2 e sin x − 2 e−2x cos x + c ⇒ ze−2x = e−2x (cos x − 3 sin x) + c,
−2x −2x
(2.43)
5
dy
Example 2.30 Solve the differential equation x dx + y = y2 log x
Solution: Given differential equation is a Bernoulli’s equation. The equation can be written as
dy y y2 1 dy 1 1
+ = log x ⇒ + = log x (2.44)
dx x x y2 dx xy x
1 dz dy
Let z = y then dx = − y12 dx and equation (2.44) transformed to
dz z 1
− = − log x, x > 0 (2.45)
dx x x
which
R
is linear differential equation of first order in z. Then the integrating factor is I.F=
− x1 dx
e = e− log x = 1x . Multiplying both side of the equation (2.45) by the integrating factor, we
get
1 dz z 1 d z 1 z 1
− = − 2 log x ⇒ ( ) = − 2 log x ⇒ d( ) = − 2 log xdx
x dx x2 x dx x x x x
Integrating both side, we get,
Z log x Z
z 1 z 1
=− log x dx ⇒ = − − + dx
x x2 x x x2
z log x 1 1
⇒ = + +c ⇒ = (1 + log x)e− log x + c, x > 0 (∵ z = 1y ).
x x x xy
dy
+ Py = Q (2.46)
dx
where P, Q are functions of x or constants on [a, b]. If the function Q = 0, then the integral of
the reduced equation is easily determined and one obtains
R
y(x) = Ae− Pdx
(2.47)
where A is an arbitrary constant. Next if the function Q be not equal to zero i.e Q , 0, then we
assume for y the form as given in (2.47) where the constant A is replaced by a certain function
of x, say u = u(x) so that the equation (2.47) becomes as
R
y(x) = u(x)e− Pdx
(2.48)
dy
R
du
and dx = dx − Pu e− Pdx
.
R R R
du − Pdx dy du
Hence from (2.48), we have, dx e = + Pue− Pdx = Q so that
dx dx = Qe Pdx
Z R
i.e., u(x) = Qe Pdx dx + c (2.49)
50 INTRODUCTION TO DIFFERENTIAL EQUATIONS
where c is a integrating constant. Thus from the equations (2.48) and (2.49), we get,
R
Z R R
i.e.,y(x) = e− Pdx Qe Pdx dx + ce− Pdx (2.50)
du x 1
− =− 2 (2.52)
dx u x
which is linear in u. Let us consider the equation
du x
− =0 (2.53)
dx u
Then du dx
u = x .
Integrating we get, log u = log x + log c = log cx i.e., u = cx where c is a arbitrary constant.
Now c is replaced by a certain function of x say v = v(x) i.e., u = vx be a solution of the equation
(2.52), then du dv
dx = v + x dx .
Therefore from (2.51) we get, v + x dv vx 1 1
dx − x = − x2 or dv = − x2 .
Integrating, we get v = 2x12 + c1 , c1 being a constant.
So, u = ( 2x12 + c1 ) · x = 2x
1
+ c1 x.
Hence the required general solution is log1 y = 2x 1
+ c1 x.
dy y2 −x2 dy dv
Solution: To solve the given differential equation dx = 2xy , we put y = vx. Then dx = dx x +v
and the given differential equation becomes
dv dx 2vdv
x2 = v2 x2 − 2x.vx( .x + v) ⇒ (1 + v2 )dx + 2vxdv = 0 ⇒ + = 0.
dx x 1 + v2
Integrating, we get,
y2
log x + log (1 + v2 ) = log c, ⇒ x(1 + )=c ⇒ x2 + y2 = cx,
x2
where c is an arbitrary constant.
dv dy
Solution: To solve the given differential equation (2.54), we put y = vx. Then dx = v + x dx and
√
dv 2 dv dx
the equation (2.54) gives, v + x dx = v − c 1 + v ⇒ √ + c x = 0.
√ 1+v2 √
Integrating , we get, log {v + 1 + v } + c log x = log c ⇒ xc {v + 1 + v2 } = c0 , where c0 is
2 0
an arbitrary
p constant. Then by replacing y = vx, we get the required family of the curve as
xc−1 {y + x2 + y2 } = c0 x.
√
Example 2.34 Show that f (x, y) = xy does not satisfies Lipschitz condition.Gate(MA): 2003
√ √ √ k f (x,y1 )− f (x,y2 )k √ k √ y1 − √ y2 k
Solution. Since k f (x, y1 ) − f (x, y2 )k = k xkk y1 − y2 k. Then ky1 −y2 k = k xk ky1 −y2 k =
√ √
k xk k xk
k y1 + y2 k . If we consider any domain included origin then y1 → 0 and y2 → 0. So,
√ √ √ √
k y1 + y2 k
k f (x,y1 )− f (x,y2 )k
is unbounded i.e. ky1 −y2 k is unbounded. Therefore f (x, y) does not satisfies Lipschitz
condition.
dy y−x
= (2.55)
dx x + y
Solution: To solve the given differential equation (2.55), we put y = vx. Then (2.55) becomes
dv v − 1 dv 1 + v2 1+v dx
v+x = ⇒ x =− ⇒ dv + =0
dx v + 1 dx 1+v 1 + v2 x
dv 1 2vdv dx 2dv 2vdv 2dx
⇒ + . + =0 ⇒ + + = 0.
1 + v2 2 1 + v2 x 1 + v2 1 + v2 x
Integrating, we have 2 tan−1 v + log(1 + v2 ) + 2 log |x| = c, where c is an arbitrary constant. Then
y y2
by replacing y = vx, we get the required family of the curve as 2 tan−1 x + log(1 + x2 ) + 2 log |x| =
c, x , 0.
dy 3x + 2y
=− (2.56)
dx x + 4y.
Solution: To solve the given differential equation (2.56), we put y = vx. Then (2.56) becomes
dv 4v2 + 3v + 3 1 + 4v dx
x = ⇒ dv =
dx 1 + 4v 4v2 + 3v + 3 x
1 8v + 3 1 dv dx
⇒ . dv − . 2 =
2 4v2 + 3v + 3 2 4v + 3v + 3 x
8v + 3 1 dv dx
⇒ dv − =2
4v2 + 3v + 3 4 (v + 38 )2 + 39
64
x
Integrating, we have log |4v2 + 3v + 3| − √2 tan−1 8v+3
√ = c, where c is an arbitrary constant.
39 39
Then by replacing
8y+3x y = vx, we get the required family of the curve as log |4y2 + 3xy + 3x2 | −
√2 tan−1 √ = c.
39 39x
52 INTRODUCTION TO DIFFERENTIAL EQUATIONS
dy x + y
= (2.57)
dx x − y
Solution: To solve the given differential equation (2.57), we put y = vx. Then (2.57) becomes
dv 1 + v dv 1 + v2 1−v dx
v+x = ⇒ x = ⇒ dv =
dx 1 − v dx 1−v 1 + v2 x
Integrating, we have tan−1 v − 12 log(1 + v2 ) = log |x| + log |c|, where c is an arbitrary constant.
y
Then by replacing y = vx, we get the required family of the curve as log c2 (x2 + y2 )−2 tan−1 x = 0.
1
Solution: Here M = xy2 − e x3 and N = −x2 y. Therefore ∂M
∂y = 2xy and
∂N
∂x = −2xy. ∴ ∂M
∂y , ∂N
∂x .
Thus the equation is not exact. But
1 ∂M ∂N 4
− = − = f (x)
N ∂y ∂x x
R
4
1
Hence the integrating factor is e− x dx = e−4 log x = x4
. Multiplying both side of the equation by
integrating factor, we get
y2 y
1 13
− e x dx − 2 dy = 0
x3 x 4 x
2y
which is now an exact differential equation as ∂M ∂N
∂y = x3 = ∂x . Therefore the general solution is
Z Z
Mdx(y is taken as constant) + (terms not containing x in N )dy = c
Z 2
y 1 13 y2 1 1
⇒ − e x dx = c ⇒ − e x3 = c where c is an arbitrary constant.
x3 x4 2x2 3
∂M 1 1 ∂N
∂y = 2 − 2x2 y2
= ∂x . Therefore the general solution is
Z Z
y 1 1 1
+ + 2 dx (y is consider as constant) − dy = c
2 2x 2x y 2y
yx 1 1 1
⇒ + log x − − log y = c, where c is an arbitrary constant.
2 2 2xy 2
(2xy − y2 − y) (2xy − x2 − x)
dx + dy = 0 (2.59)
(x + y + 1)4 (x + y + 1)4
(2xy−y2 −y) (2xy−x2 −x) ∂M 2x2 +2y2 −8xy+x+y−1 ∂N 2x2 +2y2 −8xy+x+y−1
Now M = (x+y+1)4
and N = (x+y+1)4
. Also ∂y = (x+y+1)5
and ∂x = (x+y+1)5
.
∂M ∂N
Hence = .
∂y ∂x
54 INTRODUCTION TO DIFFERENTIAL EQUATIONS
Thus the differential equation (2.59) is exact and hence (x + y + 1)−4 is an integrating factor of
(2.58). Therefore the general solution is
Z Z
Mdx(y is taken as constant) + (terms not containing x in N )dy = c
Z Z Z
(2xy − y2 − y) (x + y + 1) − (y + 1) y(y + 1)
⇒ 4
dx = c ⇒ 2y 4
dx − dx = c
(x + y + 1) (x + y + 1) (x + y + 1)4
Z Z
dx dx y y(y + 1)
⇒ 2y 3
− 3y(y + 1) =c ⇒− 2
+ =c
(x + y + 1) (x + y + 1) 4 (x + y + 1) (x + y + 1)3
⇒ xy + c(x + y + 1)3 = 0, where c is an arbitrary constant.
dy tan y
Example 2.43 Solve the differential equation dx − 1+x = (1 + x)ex sec y
dy tan y dy 1
− = (1 + x)ex sec y ⇒ cos y − sin y = (1 + x)ex (2.60)
dx 1 + x dx 1 + x
dz dy
Let z = sin y then dx = cos y dx . Now right hand side of the equation (2.60) transformed to
dz 1
− z = (1 + x)ex (2.61)
dx 1 + x
R
1
which is linear differential equation of first order in z. The integrating factor is I.F = e− 1+x dx =
1
e− log(1+x) = 1+x . Multiplying both side of the equation (2.61) by the integrating factor, we get
1 dz z d z z
− = ex ( ) = ex
⇒ ⇒ d( ) = ex dx
1 + x dx (1 + x)2 dx 1 + x 1+x
z
Integrating both side, we get, = ex + c ⇒ z = (1 + x)(ex + c)
1+x
Putting the value z = sin y in the equation z = (1 + x)(ex + c), we get sin y = (1 + x)(ex + c) which
is the required solution, where c is an arbitrary constant.
dy y log y y(log y)2
Example 2.44 Solve the differential equation dx + x = x2
.
dz z 1
− =− 2 (2.63)
dx x x
R
1
which is linear differential equation of first order in z. The integrating factor is I.F = e− x dx =
e− log(x) = 1x . Multiplying both side of the equation (2.63) by the integrating factor, we get
1 dz z 1 d z 1 z 1
− =− 3 ⇒ ( )=− 3 ⇒ d( ) = − 3 dx
x dx x2 x dx x x x x
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 55
Integrating both side, we get, xz = 2x12 + c, where c is an arbitrary constant. Then by replacing
1
z = log1 y in above equation, we get, x log 1
y = 2x2 + c, which is the required solution.
(3x2 y4 + 2xy)dx + (2x3 y3 − x2 )dy = 0 is exact or not and then solve it.
∂M
Solution: Here M = 3x2 y4 + 2xy and N = 2x3 y3 − x2 . Therefore ∂y = 12x2 y3 + 2x and
∂N
∂x = 6x2 y3 − 2x. Thus the equation is not exact. But
1 ∂N ∂M 2
− =− .
M ∂x ∂y y
R
2
Hence the integrating factor is e− y dy = e−2 log y = y12 . Multiplying both side of the equation
x2
by integrating factor, we get 3x2 y2 + 2x 3
y dx + 2x y − y2 dy = 0 which is an exact differential
∂M 2x ∂N
equation, since ∂y = 6x2 y − y2
= ∂x . Therefore the general solution is
Z Z
Mdx(y is taken as constant) + (terms not containing x in N )dy = c
Z Z
2x x2
⇒ 3x2 y2 + dx + 0 · dy = c ⇒ x2 y3 + = c, where c is an arbitrary constant.
y y
(ex sin y + e−y )dx + (ex cos y − xe−y )dy = 0 is exact or not and then solve it.
∂M
Solution: Here M = ex sin y + e−y and N = ex cos y − xe−y . Therefore ∂y = ex cos y − e−y and
∂N
∂x = ex cos y − e−y . ∴ ∂M ∂N
∂y = ∂x . Hence the given differential equation is exact. Therefore the
general solution is
Z Z
Mdx(y is taken as constant) + (terms not containing x in N )dy = c
Z
⇒ (ex sin y + e−y )dx = c ⇒ ex sin y + xe−y = c, where c is an arbitrary constant.
dy
Example 2.48 Solve the differential equation dx + x sin 2y = x3 cos2 y.
dy dy
+ x sin 2y = x3 cos2 y ⇒ sec2 y + 2x tan y = x3 (2.64)
dx dx
dz dy
Let z = tan y then dx = sec2 y dx and differential equation (2.64) transformed to
dz
+ 2xz = x3 (2.65)
dx
R
which is linear differential equation of first order in z. The integrating factor is I.F = e2 xdx
=
2 2
ex = ex . Multiplying both side of the equation (2.65) by the integrating factor, we get
2 dz 2 2 d 2 2 2 2
ex + ex 2xz = x3 ex ⇒ (zex ) = x3 ex ⇒ d(zex ) = (x3 ex )dx
dx dx
Integrating both side, we get
Z Z
2 2 2 1
zex = x3 ex dx ⇒ zex = vev (where v = x2 and dv = 2xdx)
2
2 1 v 2 1 2 2
⇒ zex = (ve − ev ) + c ⇒ zex = (x2 ex − ex ) + c (by substituting v = x2 ) (2.66)
2 2
2 2 2
Putting the value z = tan y in (2.66), we get tan yex = 21 (x2 ex − ex ) + c which is the required
solution, where c is an arbitrary constant.
dy 4x 1
Example 2.49 Solve the differential equation dx + x2 +1
y = (x2 +1)3
dy 4x 1
+ 2 y= 2 (2.67)
dx x + 1 (x + 1)3
R
4x
which is linear differential equation of first order in y. The integrating factor is I.F = e x2 +1 dx =
2
e2 log(x +1) = (x2 + 1)2 . Multiplying both side of the equation (2.67) by the integrating factor, we
get
dy 1 d 1 1
(x2 + 1)2 + 4x(x2 + 1)y = 2 ⇒ (y(x2 + 1)2 ) = 2 ⇒ d(y(x2 + 1)2 ) = 2 dx
dx x +1 dx x +1 x +1
Integrating both side, we get the required solution as
Z
1
y(x2 + 1)2 = dx ⇒ y(1 + x2 )2 = tan−1 x + c,
x2 +1
dy y(2xy + ex )
y(2xy + ex )dx − ex dy = 0 =⇒
dx ex
dy 1 dy 1
⇒ − y = 2xy2 e−x ⇒ 2 − = 2xe−x (2.68)
dx y dx y
1 dz dy
Let z = y then dx = − y12 dx and right hand side of differential equation (2.68) transformed to
dz dz
− − z = 2xe−x ⇒ + z = −2xe−x (2.69)
dx dx
R
dx
which is linear differential equation of first order in z. The integrating factor is I.F = e = ex .
Multiplying both side of the equation (2.69) by the integrating factor, we get
dz d
ex + zex = −2x ⇒ (zex ) = −2x ⇒ d(zex ) = −2xdx
dx dx
Integrating both side, we get,
Z
zex = −2 xdx ⇒ zex = −x2 + c. (2.70)
ex
Then by replacing z = tan y in (2.70), we get the required solution as y = c − x2 , where c is an
arbitrary constant.
dy
Example 2.51 Solve the differential equation cos2 x dx + y = tan x.
dy dy
cos2 x + y = tan x ⇒ + y sec2 x = tan x sec2 x (2.71)
dx dx
R
sec2 xdx
which is linear differential equation of first order in y. Then I.F is e = etan x . Multiplying
both side of the equation (2.71) by the I.F, we get
dy d
etan x + y sec2 xetan x = tan x sec2 xetan x ⇒ (yetan x ) = tan x sec2 xetan x
dx dx
Integrating, we get,
Z Z
tan x 2 tan x tan x
ye = tan x sec xe dx ⇒ ye = zez dz (where z = tan x and dz = sec2 xdx)
So, y = (tan x − 1) + ce− tan x is the required solution, where c is an arbitrary constant.
dx 1 dx 2y
(x2 y3 + 2xy)dy = dx ⇒ − 2xy = x2 y3 ⇒ 2 − = y3 . (2.72)
dy x dy x
58 INTRODUCTION TO DIFFERENTIAL EQUATIONS
Let z = − 1x then dz
dy = 1 dx
x2 dy
and differential right hand side of (2.72) and transformed to
dz
+ 2yz = y3 (2.73)
dy
R
2ydy 2
which is linear differential equation of first order in z. The integrating factor is I.F = e = ey .
Multiplying both side of the equation (2.73) by the integrating factor, we get
2 dz 2 2 d 2 2 2 2
ey + 2ye y z = y3 e y ⇒ (ze y ) = y3 e y ⇒ d(ze y ) = y3 e y dy
dy dy
dy
+ P(x)y = Q(x) (2.75)
dx
Since y1 and y2 are two solutions of (2.75), so we have
dy1
+ P(x)y1 = Q(x) (2.76)
dx
dy2
+ P(x)y2 = Q(x) (2.77)
dx
Since y2 = y1 z, then (2.77) implies
dy1
d dz dz
(y1 z) + P(y1 z) = Q ⇒ z( + Py1 ) + y1 = Q ⇒ zQ + y1 = Q Using (2.76)
dx dx dx dx
dz dz Q
⇒ Q(z − 1) = −y1 ⇒ = − dx.
dx z−1 y1
R
R Q −
Q
dx
Integrating, we get, log |z − 1| = −
constant. y1 dx + log |a| ⇒ z = 1 + ae y1
where a is an integrating
dy
Example 2.54 Show that the general solution of the differential equation dx + P(x)y = Q(x)
R R Q
Q
can be written in the form y = P − e− Pdx e Pdx d P + c where c is an arbitrary constant.
[VU(H)-2017]
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 59
dy
4 The initial value problem x dx = y + x2 , x > 0, y(0) = 0 has GATE(MA)-11
A) infinitely many solutions B) a unique solution
C) exactly two solutions D) no solution.
Ans. A)
5 The initial value problem
dy √
x = y, y > 0, y(0) = α, α ≥ 0 has JAM − 2015
dx
A) at least two solutions if α = 0 B) no solution if α > 0
C) at least one solutions if α > 0 D) a unique solution if α = 0
Ans. (A) and (C).
dy
6 Consider the initial value problem dx = xy3 , y(0) = 0, (x, y) ∈ < × <. Then which of the
following are correct? NET(MS): (June)2013
(a) The function f = xy3 does not satisfy a Lipschitz condition w.r.t y in the nbd of y = 0
(b) There exists a unique solution for the IVP
(c)There exists no solution for the IVP
(d) There exists more than one solution for the IVP
Ans. (b).
dy
7 Consider the initial value problem dt = f (t)y(t), y(0) = 1 where f : < → < is continuous.
Then this initial value problem has NET(MS): (June)2012
(a) infinite many solutions for some f (b)a unique solution in R
(c) no solution in < for some f (d) a solution in an interval containing 0, but not on
< for some f .
Ans. (b).
dy
8 Consider the initial value problem dt = (1+ f 2 (t))y(t), y(0) = 1 : t ≥ 0 where f is a bounded
continuous function on [0, ∞). Then NET(MS): (Dec.)2011
(a) this equation admits a unique solution y(t) and further lim y(t) exists and is finite
t→∞
(b) this equation admits two linearly independent solutions
(c) this equation admits a bounded solution for which lim y(t) does not exist
t→∞
(d) this equation admits a unique solution y(t) and further lim y(t) = ∞
t→∞
Ans. (d). dy
9 Let y1 (x) and y2 (x) be the solutions of the differential equation dx = y + 17 with initial
conditions y1 (0) = 0, y2 (0) = 1 NET(MS): (Dec.)2012
(a) y1 and y2 will never intersect (b) y1 and y2 will never intersect at x = 17
(c) y1 and y2 will never intersect at x = e (d) y1 and y2 will never intersect at x = 1
Ans. (a).
10 Consider the initial value problem y0 (t) = f (y(t)), y(0) = a ∈ R where f : R → R.
Which of the following statements are necessarily true ?
1. There exists a continuous function f : R → R and a ∈ R such that the above problem
does not have a solution in any neighborhood of 0 .
2. The problem has a unique solution for every a ∈ R where f is Lipschitz continuous .
3. When f is twice continuously differentiable , the maximal interval of existence for the
above initial value problem is R .
4. The maximal interval of existence for the above problem is R when f is bounded and
continuously differentiable . [NET-DEC-2016]
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 61
Ans: 2.,3.
dy √
11 Consider the differential equation sin 2x dx = 2y + 2 cos x, y( π4 ) = 1 − 2. Then which of
the following statement(s) is (are) TRUE ? JAM(MA):2016
(A) The solution is unbounded when x → 0 (B) The solution is unbounded when x → π2
(C) The solution is bounded when x → 0 (D) The solution is bounded when x → π2
Ans. (C) and (D).
dy
12 The solution of the initial value problem dx = y2 , y(0) = 1, (x, y) ∈ < × < on
(a) (−∞, ∞) (b) (−∞, 1) (c) (−2, 2) (d) (−1, ∞) NET(MS): (June)2013
Ans. (b)
Hint. Like the example 2.8 / example 2.9.
13 Let y : R → R satisfy the initial value problem y0 (t) = 1 − y2 (t), t ∈ R with y(0) = 0. Then
(a) y(t1 ) = 1 for some t1 ∈ R (b) y(t) > −1 for all t ∈ R NET(MS)(Dec.)-2013
(c) y is stringly increasing in R (d) y is increasing in (0, 1) and decreasing in (1, ∞)
Ans. (b) and (c).
dy
14 Let y : R → R be differentiable and satisfy the ODE: dx = f (y), x ∈ R with y(0) = y(1) = 0
where y : R → R is a Lipsschitz continuous function. Then NET(MS): (Dec.)2014
(a) y(x) = 0 if and only if x ∈ {0, 1} (b) y is bounded (c) y is strictly increasing
dy
(d) dx is unbounded.
Ans. (b)
dy
15 For the initial value problem dx = y2 + cos2 x, y(0) = 0, x > 0. The largest interval of
existence of the solution predicted by Picards theorem is
(a) [0, 1] (b) [0, 21 ] (c) [0, 13 ] (d) [0, 41 ] NET(MS): (June)2015
Ans. (b)
b 1
Hint. Max. 1+b 2 = 2.
dy
cos y + sin y tan x = cos x (2.81)
dx
R
dy dz dz tan xdx
Let sin y = z or, cos y dx = dx . Then (2.81) becomes dx + z tan x = cos x ⇒ (ze )=
62 INTRODUCTION TO DIFFERENTIAL EQUATIONS
R R R
cos x z
(cos xe tan xdx )dx+c ⇒ zelog k sec xk = cos x dx+c ⇒ cos x = (c+x) ⇒ z = (c+x) cos x ⇒
sin y = (c + x) cos x.
dy
19 The differential equation dx = k(a − y)(b − y) solved with the condition y(0) = 0, then the
result is
b(a−y) b(a−x) a(b−y)
(a) a(b−y) = e(a−b)kx (b) a(b−x) = e(a−b)ky (c) b(a−y) = e(a−b)kx (d)xy = cx Gate(MA): 2000
Ans. (a) is correct. R R R R
dy dy 1 1 1
Hint. dx = k(a − y)(b − y) or (a−y)(b−y) = kdx ⇒ (b−a0 ( a−y − b−y )dy = kdx ⇒
− log (a − y) + log (b − y) = kx(b − a) + c. Here y(0) = 0, we get c = log ( ba ), we get,
b−y a(b−y) a(b−y)
log ( a−y ) = kx(b − a) + log ( ba ) ⇒ log ( b(a−y) ) = kx(b − a) ⇒ b(a−y) = ekx(b−a) .
20 If y(x) satisfies the initial value (x2 + y)dx = xdy, y(1) = 2, then y(2) is equal to
(a) 4 (b) 5 (c) 6 (d) 8 GATE(MA): 2015
Ans. (c).
21 One of the points which lies on the solution curve of the differential equation (y − x)dx +
(x + y)dy = 0, with the given condition y(0) = 1, is
(a)(1, −2) (b)(2, −1) (c)(2, 1) (d)(−1, 2) JAM(MA)-2016
Ans. (c)
22 The solution of the initial value problem xy0 − y = 0 with y(1) = 1 is
(a) y(x) = x (b)y(x) = 1x (c) y(x) = 2x − 1 1
(d) y(x) = 2x−1 [JAM CA-2007]
Ans. (a)
dy x(x2 +y2 −10)
23 The solution of the differential equation dx =− y(x2 +y2 +5)
,y(0) = 1 is JAM(MS)-2008
(a) x4 − 2x2 y2 − y4 − 20x2 − 10y2 + 11 = 0 (b) x + 2x y + y + 20x2 + 10y2 − 11 = 0
4 2 2 4
A) α = 32 , β = 1, B) α = 1, β = 32 , C) α = 32 , β = 1 D) α = 1, β = 23
Ans. (C)
44 Consider the differential equation y0 − y = −y2 . Then lim y(x) is equal to
x→∞
(a) 1 (b) 0 (c) −1 (d) ∞ JAM CA-2010
Ans. (a)
(x−1)2 dy
45 If k is a constant such that xy + k = e 2 satisfies the differential equation x dx = (x2 − x −
1)y + (x − 1), then k is equal to
(a) 1 (b) −1 (c) 3 (d) −2 JAM(MA)-2007
Ans. (a)
dy
46 An integrating factor of x dx + (3x + 1)y = xe−2x is
−4x 3x
(a)xe (b)xe
(c)3xe3x (d)3xe−3x JAM(MA)-2005
Ans. (b)
Hx
47 The initial value problem corresponding to the integral equation y(x) = 1 + 0 y(t)dt is
(a)y0 − y = 0, y(0) = 1 (b)y0 + y = 0, y(0) = 0 (c)y0 − y = 0, y(0) = 0 (d)y0 + y =
0, y(0) = 1 Gate(MA): 2001
Ans. (a) is correct.
Hint. Since y0 (x) = y(x) or, y0 − y = 0 and for given equation y(0) = 1
Rt
48 If y(t) = 1 + 0 y(v)e−(t+v) dv then y(t) at t = 0
(a) 0 (b) 1 (c) 2 (d) 3 Gate(MA): 2000
Ans. (b) is correct.
49 If x3 y2 is an integrating factor of (6xy2 + axy)dx + (6xy + bx2 )dy = 0 where a, b ∈ R, then
(a)3a − 5b = 0 (b)2a − b = 0 (c)3a + 5b = 0 (d)2a + b = 0 Gate(MA): 2017
Ans. (a) is correct.
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 65
50 If the differential equation y + 1x + 1
x2 y
dx + x − 1y + a
xy2
dy = 0 is exact, then the value of a
is
(a)2 (b)1 (c) -1 (d) 0
Ans: (b)
51 The integrating factor of (2xy − 3y3 )dx + (4x2 + 6xy2 )dy = 0 is
(a) x12 y (b)x2 y2 (c) xy2 (d)xy3
Ans: (a)
52 Let u(t) be a continuous differentiable function taking nonnegative values for t > 0 and
3
satisfying u0 (t) = 4u 4 (t); u(0)=0. Then NET(MS): (Dec.)2015
dy
61 An integrating factor of the differential equation dt + y = 1 is
(a)et (b) et (c) et (d) et
Ans. (a)
62 The particular solution of the differential equation y0 sin x = y log y satisfying the initial
condition y( π2 ) = e, is
x
(a)log(tan( 4x )) (b)log(cot( x2 )) (c) etan( 2 ) (d)log(cot( 2x )) + x Gate(MA): 2000
Ans. (c) is correct.
63 If xh yk is the integrating factor of the differential equation (3ydx − 2xdy) + x2 y−1 (10ydx −
6xdy) = 0 then the values of h and k are
(a) -3,-3 (b) 2,-3 (c) 2,-2 (d) 2,-2
Ans. (b)
64 Which following is not an I.F. of xdy − ydx = 0
(a) x12 1
(b) x2 +y 2
1
(c) xy (d) xy Gate(MA): 2001
Ans. (d) is correct.
2
Hint. Since x( xy )dy − y( xy )dx = 0 then M = −x, N = xy and ∂∂My , ∂∂Nx .
65 The differential equation (1 + xy)eaxy dx + x2 exy dy = 0 is exact, then the value of a is
(a) 3 (b) 1 (c)-1 (d) None
Ans. (b)
dy
66 Integrating factor of 2x2 dx = 1 − 3xy is
√ √
(a) x (b) − √1x (c) − x (d) √1
x
Ans. (d)
dy 1
7 Show that the ODE dx = xy + y10 , y(0) = 10 has unique solution on |x| ≤ 12 .
1
10
Hint. Here M = Max{xy + y } on |x − 0| ≤ a, |y − 10 | ≤ b and α = Min{a, Mb }. Solving we
1 1 1 1
have M = 5 , a = 2 , b = 10 , α = 2 .
dy
8 Consider the problem dx = 1 + y2 , y(0) = 0. Show that φk (x) → φ(x) for each x satisfying
|x| ≤ 12 .
Hint. Here f (x, y) = 1 + y2 on R : |x| ≤ 12 , |y| ≤ 1. Show that α = 21 .
9 Obtain the G.S of each of the following differential equations:
dy dy
(a) y − x dx = dx y2 e y Ans. x = ye y + cy; JAM(MA)-2010
dy x+2y+8
(b) dx = 2x+y+7 Ans. (y − x + 1)3 = c(y + x + 5); JAM(MA)-2010
dy 2
10 Show that dx + y2 + 1 = 0 has no solution in <.
11 Show that
dy
= 1, x ≥ 0
dx
= −1, x < 0
x2 ∂M
22 If Mx+Ny ∂y − ∂N x
∂x = f ( y ), then the differential equation Mdx + Ndy = 0 has an integrating
R
x x
factor of the form e− f ( y )d( y ) .
dy
23 Show that the general solution of the differential equation dx + P(x)y = Q(x) can be written
in the form y = k( f − g) + g where k is an arbitrary constant and f, g are its particular
solutions. BU(H) 2010, CU(H) -2009
dy df
Hint. Given that f, g are particular solutions of dx + P(x)y = Q(x), so dx + P(x) f = Q(x)
dg d
and dx + P(x)g = Q(x). Then we are to prove that dx [k( f − g) + g] + P(x)[k( f − g) + g] = Q(x).
dy
43 Determine y0 such that the solution of the differential equation dx − y = 1 − e−x , y(0) = y0
has a finite limit as x → ∞ Ans. y0 = − 21 ; JAM(MA)-2006
44 Solve the differential equation dx + (e y sin y − x)(y cos y + sin y)dy = 0.
Ans. x = (−y sin y + c)e y sin y ; JAM(MA)-2007
45 Solve the differential equation xyy0 = 3y2 + x2 with the initial condition y = 2 when x = 1
Ans. x2 + 2y2 = 9x6 ; JAM(PH)-2005
R
dy
46 Show that e Pdx is an integrating factor of the ordinary differential equation dx + Py = Q
where P, Q are constants or functions of x alone.
dy
47 If dx = f (ax + by + c), show that ax + by + c = v will change it to a separable equation.
dy y2 −1
48 Prove that dx = x2 −1 represents rectangular hyperbolas all of which pass through the
points (1, 1) and (−1, −1).
dy 1
49 Show that the equation dx = 2xy+8y can be solved either as an exact equation or by separable
the variables. Prove also that the methods are equivalent.
50 Show that all curves for which the length of the normal is equal to its radius vector are
either circles or rectangular hyperbola.
70 INTRODUCTION TO DIFFERENTIAL EQUATIONS
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[2] Bernstein, D.L., (1951). Existence Theorems in Partial Differential Equations (AM-23), An-
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Index
Initial-value problems , 11
Integrating Factor, 41
Line element, 15
Linear and Non-linear Differential Equations,
7
Lipschitz condition, 26
73