Differential Equation (TN)
Differential Equation (TN)
Tel: 26245223 / 09
DIFFERENTIAL EQUATION
DEFINITIONS
1. An equation that involves independent and dependent variables and the derivatives of
the dependent variables is called a DIFFERENTIAL EQUATION.
2. A differential equation is said to be ordinary , if the differential coefficients have
reference to a single independent variable only and it is said to be PARTIAL if there
are two or more independent variables . We are concerned with ordinary differential
equations only .
d2 y dy
eg. 2
3 2 y 0 is an ordinary diffrential equation
dx dx
y x y 2z 2z
0 ; x 2 y are partial differential equation .
x y z x 2 y 2
3. Finding the unknown function is called SOLVING OR INTEGRATING the differential equation.
The solution of the differential equation is also called its PRIMITIVE , because the
differential equation can be regarded as a relation derived from it .
4. Order and Degree of Diffrential Equation
The order of a differential equation is the order of the highest differential
coefficient occuring in it.
The degree of a differential equation which is expressed or can be expressed as a
polynomial in the derivatives is the degree of the highest order derivative occuring in it,
after it has been expressed in a form free from radicals & fractions so far as
derivatives are concerned, thus the differential equation :
p q
dmy d m1( y)
f(x , y) m + (x , y) m1 + ....... = 0 is order m & degree p .
dx dx
1/ 4
d2y dy 6
e.g. (i) y
dx 2 dx
dy 1
(ii) y
dx dy
dx
d3y
3 d2y
(iii) e dx x y0
dx 2
dy dy
(iv) sin 1 x y sin( x y)
dx dx
dy dy
(v) ln = ax + by = eax + by
dx dx
(v) Form the diffrential equation of family of lines situated at a constant distance p from the
origin.
y = mx + p 1 m 2 ( Tangents to the circle x2 + y2 = p2 )
dy
where m=
dx
Note that order is 1 and degree is 2.
[Alternative : Consider the line x cos + y sin = p where p is a constant and varies. Diffrentiate
w.r.t. x i.e. cos + y sin = 0 y = – cot . Put in the given line ]
(vi) Form the diffrential of the system of rectangular hyperbola
xy = c2 ; diff., xdy + ydx = 0
dy y
dx x
Note that the general solution of a differential equation of nth order contains ‘n’ & only ‘n’
independent arbitrary constants. The arbitrary constants in the solution of a differential
equation are said to be independent, when it is impossible to deduce from the solution an
equivalent relation containing fewer arbitrary constants. Thus the two arbitrary constants A,
B in the equation y = A ex + B are not independent since the equation can be written as y = A
eB. ex = Cex. Similarly the solution y = A sin x + B cos (x + C) appears to contain three
arbitrary constants, but they are really equivalent to two only . Similarly y = (C1 + C2) cos
( x + C3) – C 4 e x C5 has only 3 independent arbitrary constants hence will be of order 3.
dy
f (ax by z)
dx
(iii) y sinx = y ln y ; y x e [ Ans: y = e cosecx – cotx ] (iv) (dy/dx) = exy + x2. ey.
2
(vii) Find the nature of the curve not passing through the origin for which the length of the
normal (tangent) at the point P is equal the radius vector of the point P. [Ans: straight line or
rectangular hyperbola]
1
[ Equation of normal : Y – y = (X –x)
m
ON2 = GN2
x2 + y2 = m2 y2 + y2
x
m=+ y
with +ve, xdx – ydy = 0
x2 – y2 = C (Rectangular Hyperbola)
with –ve x2 + y2 = C (circle)
|||ly we can do for tangent where Y– y = m (X – x) ]
(viii) Find the curve for which the segment of the tangent contained
between the co-ordinate axes is bisected by the point . Curve
passes through (2, 3).
In the figure, find the curve if passes through (2, 0) and l(PA) = 2.
[ Ans: xy = 6]
(viii) Show that the curve passing through (1, 2) for which the segment
of the tangent between P and T is bisected at its point of intersection
with the y-axis is a parabola.
[ Ans: y2 = cx y2 = 4x ]
(x) Show that if m1 and m2 grams of a radioactive substances are present at time t 1 and t2
ln 2
respectively then its half life is T = (t2 – t1) lnm m
1 2
[Hint: Use : m = m0 e– k t ]
dy
TYPE2 : = f (ax + by + c) , b 0 . (If b = 0 this is directly variable separable)
dx
To solve this , substitute t = ax + by + c . Then the equation reduces to separable type
in the variable t and x which can be solved.
Examples :
dy 1 dy
(i) (x + y)2 = a2 (start with x + y = t) (ii) sin dx x y (start with x + y = t)
dx
dy
(iii) 1 x y x y 1 (put x + y + 1 = t2 )
dx
(iv) Find the curve passing through the origin in the form y = f(x) and satisfying the diffrential
dy
equation = cos (10x + 8y) (start with 10x + 8y = t) [Ans. 4y = tan–1(3 tan3x) – 5x]
dx
dy 2x 3y 1
(v) (start with 2x + 3y = t )
dx 4 x 6 y 5
dy a x b1y c1
TYPE 3 1 where b1 + a2 = 0
dx a 2 x b 2 y c 2
Examples: (Simply cross multiply & note the perfect diffrential of xy , Integrate term by term)
dy 4 x 3y
(i)
dx 3x 2 y
[ Sol. 3xdy – 2ydy = 4xdx – 3ydx or 3(xdy + ydx) – 2y dy – 4xdx = 0
or 3 d(xy) – 2ydy – 4xdx = 0 ; Integration gives 3xy – y2 – 2x2 = c ]
dy x 2y 5
(ii)
dx 2 x 3y 1
Examples :
xdx ydy 1 x 2 y2
(i) (x = r sec)
xdy ydx x 2 y2
dy
xy 2 2
(ii) dx 1 x y (x = r cos)
dy
x y x 2 y2
dx
(iii) xdx + ydy = x ( xdy – ydx )
y
[Sol. x = r cos ; y = r sin ; tan =
x
x dx + y dy + r dr ; xdy – ydy = r2 d
rdr = r cos r2 d
dr
r 2 cos d
1 1 y
sin C
or x 2 y2 x 2 y2
=C
r
2. HOMOGENEOUS EQUATIONS :
dy f (x , y)
A differential equation of the form = , where f (x , y) & (x , y) are
dx (x , y )
homogeneous functions of x & y , and of the same degree , is called HOMOGENEOUS.
dy
This equation may also be reduced to the form = g x & is solved by putting y = vx so
dx y
that the dependent variable y is changed to another variable v , where v is some unknown
function, the differential equation is transformed to an equation with variables separable.
dy y (x y )
Consider + = 0.
dx x2
v 2 2v 1 2v( v 1) (1 v 2 )
(1 v)(1 v 2 ) dv = dv = dx
[ Hint: start with y = vx to get
(1 v)(1 v )2 x
dy y
(ii) x y tan 1 =x given y x 1 0
dx x
dy y1 y dy y 1 y
[Sol. x dx x . tan x x or tan =1
dx x x
dy dv dv
put y = vx v x or vx v tan 1 v 1
dx dx dx
dv dx
x tan 1 v 1 or tan
1
v dv
dx x
v
v tan–1v – 1 v2 dv = lnx + C
1
v. tan–1v – ln(1+v2) = lnx + C
2
where x = 1 ; y =0 v = 0 C = 0
y y y2 y2
tan 1 ln 1 2 lnx = ln x 1 2 = ln x 2 y 2
x x x x
y y
tan 1
x y 2 2
e x x ]
Sometimes a Homogeneous Diffrential equation is given in the form of a quadratic equation
dy
in ( i.e. degree 2, consider the example)
dx
2
dy dy
(iii) y 2 x y 0 ; y x 0 5
dx dx
2 2 2 2
dy 2 x 4 x 4 y dy x x y
[Sol. = which is homogeneous
dx 2y dx y
dy dv
put y = vx v x
dx dx
vx
dv x x 1 v2 1 1 v 2
= =
dx vx v
x
dv 1 1 v 2 1 1 v2 v2
= v =
dx v v
(iv) The area of the figure bounded by a curve, the x-axis and two ordinates, one of which is
constant, the other variable is equal to the ratio of the cube of the variable ordinate to the
variable abscissa. Find the curve if it passes through (1, 0). [Ans. (2y – x2)3 = cx2]
x
y3
[Sol. y dx x
c
x. 3y 2 y1 y 3
y=
x2
x2 = 3xyy1 – y2 ( y 0)
dy x 2 y 2
which is Homogeneous.
dx 3xy
(v) Find the equation of the curve intersecting with the x-axis at the point x = 1 and possesses
the property that the length of the subnormal at any point of the curve is equal to the A.M. of
the co-ordinates of this point. [ Ans: (y–x)2 (x+2y) = 1]
dy xy dy x y
[Sol. S.N. = y ]
dx 2 dx 2y
(vi) Find the curve such that the ordinate of any of its points is the proportional mean between
the abscissa and the sum of the abscissa and subnormal at the point.
x4 c
[ Ans: y 2 or y2 + 2x2 lnx = cx2]
2x 2
dy y2 x 2
[Hint: y2 = x (x + | my | ) y2 – x2 = x |my| =± ]
dx xy
(vii) Find the curve such that the angle, formed with the x-axis by the tangent to the curve at any
of its points, is twice the angle formed by the polar radius of the point of tangency with the
x-axis. Interpret the curve. [ Ans : x2 + y2 – 2cy = 0]
(ix) Find the curve for which the sum of the normal and subnormal is proportional to the abscissa,
the proportionality constant being k.
[Sol. Refer to the figure of
m 2 y 2 y2 (my) kx
| y | 1 m 2 kx – | my |
squaring y2 (1+m2) = k2x2 + m2 y2 – 2kx my
dy k 2x 2 y2
2kx | my | = k2 x2 – y2 , ]
dx 2kxy
NOTE :
Pd x
(1) The factor e on multiplying by which the left hand side of the differential equation
becomes the differential coefficient of some function of x & y, is called integrating
factor of the differential equation popularly abbreviated as I. F.
(2) It is very important to remember that on multiplying by the integrating factor, the left hand
side becomes the derivative of the product of y and the I.F.
(3) Some times a given differential equation becomes linear if we take y as the independent
variable and x as the dependent variable. e.g. the equation ;
dy dy x 2 y 3 1
(x + 2y3) = y can be written as = = y x + 2y2
dx dx y
which is a linear differential equation.
1
1 2
x
1 1
x 2 1 x ln x 1
I.F. x ( x 2 1) dx
=e x =e x = x
e x
x 2 1 x ln x x 2 1 x 2 1
y. . dx y ln x dx + c ]
x x2 1 x
x
dy
(iii) x lnx + y = 2 lnx [Ans. y ln x = ln2 x + c ]
dx
dy
[Sol. x lnx y 2ln x
dx
1
dy 1 2 x ln x dx
y I.F. e e ln ( ln x ) ln x
dx x lnx x
dy 1 2
lnx y .lnx
dx x x
d
y.lnx 2 lnx
dx x
lnx
y lnx = 2 dx c ]
x
dy
(iv) (x2 – 1) sinx + [ 2x sinx + (x2– 1) cosx ] y – (x2 – 1) cosx = 0.
dx
[Ans. y (x2 – 1)sin x = (x2 – 3)sin x + 2x cos x + c ]
(v) Find the curve such that the initial ordinate of any tangent is less than the abscissa of the
point of tangency by two units. [ Ans: y = cx – x ln |x| – 2 ]
(vi) Find the curve such that the area of the rectangle constructed on the abscissa of any point
and the initial ordinate of the tangent at this point is a2
a2
[ Ans: y = cx + ]
2x
(ix) Let the function ln (f (x)) is defined where f (x) exists for x 2 and k is fixed (+)ve real
d
number, prove that if x f ( x) – k f (x) then f (x) A x – 1 + k where A is independent
dx
of x.
dy
[Sol. x f ' (x) + f (x) – k f (x) Note : x + (K + 1)y 0
dx
dy K 1
x f ' (x) + (k + 1) f (x) 0 + y 0
dx x
K 1 K 1
xk + 1 f ' (x) + (k + 1) xk f (x) 0 IF = e Pdx e x
dx = e(K + 1) ln x = eln x = xK + 1
d [ x k1 · f ( x ) ] dy
0 xK+1 + xK (K + 1)y 0
dx dx
Let F (x) = xk + 1 · f (x)
F (x) is decreasing x 2
F (x) F (2) for all x 2
F (x) A
xk + 1 · f (x) A
f (x) A x –1 + k ]
(x) Given a function ‘g’ which has a derivative g (x) for every real ‘x’ and which satisfy
g (0) = 2 and g(x + y) = ey . g(x) + ex . g(y) for all x & y.
Find g(x) and determine the range of the function. Also compute the area bounded by f (x)
2
and the x axis. [Ans: g(x) = 2x ex, e , ; 2 sq. units ]
[Sol. Put x = 0 ; y = 0 g (0) = 0
Limit g ( h)
and g (0) = h0 = 2
h
Limit g (x h ) g (x ) Limit e h . g (x ) e x . g ( h) g (x)
Now g (x) = h0 = h0
h h
h
= g (x) Limit e 1 + ex Limit g (h) or g (x) = g (x) + 2 ex
h0 h0
h h
dy dy
Let g (x) = y then = y + 2 ex e x y e x = 2
dx dx
x
y(u )
(xi) The function y (x) satisfies the equation y (x) + 2x 1 u 2 du = 3x2 + 2x + 1. Show that the
0
x
y(u )
substitution z (x) = 1 u 2 du converts the equation into a first order linear differential
0
equation for z(x) solve for z (x) . Hence solve the original equation for y (x).
x
y( u )
[Sol. y (x) + 2x 1 u 2 du = 3x2 + 2x + 1 ....(1)
0
x
y(u )
Let z (x) = 1 u 2 du
0
y( x )
z ' (x) = y (x) = (1 + x2) z ' (x) ....(2)
1 x2
substituting y (x) in equation (1)
(1 + x2) z ' (x) + 2x · z(x) = 3x2 + 2x + 1
dz
Let z ' (x) =
dx
dz 2x 3x 2 2 x 1
+ z (x) = which is linear DE
dx 1 x2 1 x2
2x
1 x 2 dx ln (1 x 2
)
I.F. = e = e = 1 + x2
Hence z (1 + x2) = (3x 2 2 x 1) dx
z (1 + x2) = x3 + x2 + x + C
but z = 0 when x = 0 C = 0
x3 x2 x
Hence z (x) = .....(3)
1 x2
now y (x) = (1 + x 2)·z ' (x) .....(4) (from 2 )
x (1 x 2 ) x 2 x2 11 1
also z (x) = = x+ 2 = x+1–
1 x2 1 x 1 x2
2x (1 x 2 ) 2 x
z ' (x) = 1 + =
(1 x 2 ) 2 (1 x 2 ) 2
(1 x 2 ) 2 2 x
y (x) = [ from eq n (4) ]
(1 x 2 )
t
– ln (50 – y) = +c
100
t
or ln (50 – y) = – +c
100
t = 0 ; y = 20 ; c = ln 30
t t
50 y t 50 y
Hence ln = , = e 100 , y = 50 – 30· e 100 Ans. ]
30 100 30
Examples :
dy 1 dy x 1 dy x
(i) = xy + x3y2 [Solution. 2 = x3 or 2 – = x3
dx y dx y y dx y
1 1 dy dz dz
put – y =z 2
y dx
= + z· x = x3 which is linear..
dx dx
(ii) Find the curve such that the y-intercept cut off by the tangent on any arbitrary point is
(a) proportional to the square of the ordinate of the point of tangency.
(b) proportional to the cube of the ordinate of the point of tangency.
a b a b
[ Ans: (a) x y 1 ; (b) x 2 y 2 1 ]
ILLUSTRATION :
In an equation of the form : y f (xy) dx + xg (xy) dy = 0 the variables can be separated by
the substitution xy = v. Consider the example
(x3 y3 + x2y2 + xy + 1 ) y dx + (x3y3 – x2y2 – xy + 1) x dy = 0
v
[Sol. xy = v y =
x
dy dv
x y = ....(1)
dx dx
dy
now equation become y.(v3 + v2 + v + 1) + (v3 – v2 – v + 1) x. =0
dx
dv
y.(v3 + v2 + v + 1) + (v3 – v2 – v + 1) dx y = 0
dv 3
y. [ (v3 + v2 + v + 1) – (v3 – v2 – v + 1) ] + (v – v2 – v + 1) = 0
dx
v dv 3
(2v2 + 2v) + (v – v2 – v + 1) = 0
x dx
2 v 2 ( v 1) dv 3 dx v3 v 2 v 1
(v v 2 v 1) = 0 2 dv
x dx x v 2 ( v 1)
dx ( v 2 1) ( v 1) dx v 2 2v 1
2 dv or 2 dv ]
x v 2 ( v 1) x v2
(iv) Series of substitution
(x cos y – y sin y) dy + (x sin y + y cos y) dx = 0
[Sol. Let x siny + y cosy = t
dy dy dy dt
diff. w.r.t. x x cosy + siny + cosy – y siny =
dx dx dx dx
dy dy dt
(x cosy – y siny) + siny cosy =
dx dx dx
dt dy
– (siny + cosy )+t=0
dx dx
dy dz
siny = z ; cosy =
dx dx
dt dz d
– z dx + t = 0 or ( t z) + (t – z) = 0
dx dx
Let t–z=u
x 2
zx z 2 2 x2 x
[Sol: I (x) = e dz zx z z
0 4 2
2
x x
z x
x2 4
I (x) = e e 2 dz put z– = t, dz = dt
0
2
x
2 2
t2
ex 4
e dt
= x
2
x
2 2
t 2
I (x) = 2.e x 4
e dt ....(1) (f (t) is an even function )
0
x2
dI x
I 1 ; IF = e 4
dx 2
x2 x2 x2
4 dx C 4
I. e 4 = e = F (x) + C ( say, where e dx = F(x) ]
dy
(ii) A family C of integral curves of the linear differential equation + p(x)y = q(x) is given,
dx
where p(x) and q(x) are functions of x. Show that the tangents at corresponding points to
the curves C determined by the linear equation intersect at one point. (Corresponding
points of curves C are those points which lie on the same straight line parallel to the
ordinate axis.)
[Sol. consider the tangent to some curve C 1 at point M1(x1, y1)
The equation of tangent will be
dy
y – y1 = dx (x – x1) ............(1)
( x1 ,y1 )
dy
Substituting in equation (1)
dx
y – y1 = [q(x1) – p(x1)y1] (x – x1)
y – q(x1)[x – x1] = y1 [1 – p(x1) (x – x1)] ...(2)
Similarly equation of tangent of C 2 at M2 (x1, y2) will be
y – q(x1) (x – x1) = y2 [1 – p(x1) (x – x1)] ...(3)
(2) & (3) represent the tangent to these curves C 1 & C 2 , solving (2) and (3)
y – y1 = (q – py1) (x – x1) ....(4)
y – q (x – x1) = y1 [ 1 – p(x – x1) ] ....(5)
y – q (x – x1) = y2 [ 1 – p(x – x1) ] ....(6)
eqn (5) – eqn (6) gives
y1 – p y1 (x – x1) = y2 – p y2 (x – x1)
y1 – y2 = p (x – x1) [ y1 – y2 ]
hence p (x – x1) = 1 (as y1 y2 )
1 1
(x – x1) = p x = x1 + p( x )
substituting the value of x in (4)
1 q q
now y – y1 = (q – py1) p y – y1 = p – y1 y= p
1 q(x 1 )
x = x1 + p(x ) & y = p(x ) , independent of y1 & y2
1 1
d( xy)
cos 2 xy sin x dx sin y dy 0
tan (x y) = cos x + cos y + C]
12. TRAJECTORIES :
Suppose we are given the family of plane curves.
F (x, y, a) = 0
depending on a single parameter a.
A curve making at each of its points a fixed angle with the curve of the family passing
through that point is called an isogonal trajectory of that family ; if in particular =/2,
then it is called an orthogonal trajectory.
A. Orthogonal trajectories : We set up the differential equation of the given family of curves.
Let it be of the form
F (x, y, y') = 0
The differential equation of the orthogonal trajectories is of the form
1
F x, y, y = 0
The general integral of this equation
F1 (x, y, C) = 0
gives the family of orthogonal trajectories.
ILLUSTRATION :
xdx ydy 1 x dy y dx e x y e x dx e x dy
(x) d ln x 2 y 2 (xi) d (xii) d
x2 y2 xy x2 y2 y y2
e y x e y dy e y dx
(xiii) d
x x2