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II Sem - Module 2-LDE With Variable Coefficients & Non Linear Diferential Equations - Notes

The document provides course material for Module 2 of the course Advanced Calculus and Numerical Methods. The module covers linear differential equations with variable coefficients and nonlinear differential equations. It aims to teach students how to determine solutions around the origin for homogeneous and non-homogeneous second order differential equations with variable coefficients, and how to solve Legendre's linear equations, differential equations by the method of variation of parameters, and nonlinear differential equations. Examples of solving two Legendre's linear differential equations are also presented.

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Mohammed Mishaal
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0% found this document useful (0 votes)
118 views20 pages

II Sem - Module 2-LDE With Variable Coefficients & Non Linear Diferential Equations - Notes

The document provides course material for Module 2 of the course Advanced Calculus and Numerical Methods. The module covers linear differential equations with variable coefficients and nonlinear differential equations. It aims to teach students how to determine solutions around the origin for homogeneous and non-homogeneous second order differential equations with variable coefficients, and how to solve Legendre's linear equations, differential equations by the method of variation of parameters, and nonlinear differential equations. Examples of solving two Legendre's linear differential equations are also presented.

Uploaded by

Mohammed Mishaal
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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DAYANANDA SAGAR COLLEGE OF ENGINEERING

(An Autonomous Institute Affiliated to VTU, Belagavi)


Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Course Material

COURSE Advanced Calculus and Numerical


methods

COURSE CODE 21MA201

MODULE 2

MODULE NAME LINEAR DIFFERENTIAL EQUATIONS WITH


VARIABLE COEFFICIENT AND NONLINEAR
DIFFERENTIAL EQUATIONS

STAFF INCHARGE KOMALA C S

1
DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Objectives:

At the end of this Module, student will be able

Learn to determine the solution around the origin for homogenous and non-homogenous
second order differential equation with variable coefficients

Learn to investigate on factors affecting methods of solution to second order linear differential
equation with variable coefficients

Learn how to solve Legendre’s linear equations

Learn to solve Differential equation by the Method of variation of parameters

Learn to solve Nonlinear differential equation

2
DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Legendre’s differential equation

An equation of the form


n −1 n−2
dny
(a + bx ) n + a1 (a + bx )
n n −1 d y
n −1
+ a 2 (a + bx )
n−2 d
n−2
y
+  + a n −1 (a + bx ) + a n y = X  (1)
dy
dx dx dx dx

where ai s are constants and X is a function of x, is called Legendre’s linear differential
equation.This equation can be reduced to linear differential equation with constant
coefficient by substitution.

a + bx = e z
i.e., z = log (a + bx )
dy dy dz b dy
so that = =
dx dz dx a + bx dz
(a + bx ) = b dy = bDy where D = d
dy
dx dz dz
2
d y d  b dy 
=
dx 2
dx  a + bx dz 

b2 dy b d 2 y dz
=− +
(a + bx )2 dz a + bx dz 2 dx
b2 dy b d2y b
=− +
(a + bx )2 dz a + bx dz a + bx
2

d2y b2  d 2 y dy 
= −
dx 2 (a + bx )2  dz 2 dz 
( )
2
(a + bx )2 d 2y = b 2 D 2 − D y
dx
2
d y b2  d 2 y dy 
= −
dx 2 (a + bx )2  dz 2 dz 
d2y
(a + bx )2 = b 2 D (D − 1) y 
dx 2

d3y
Similarly, (a + bx ) = b 3 D(D − 1)(D − 2) y  and so on.
3

dx 3

Substituting these values in equation (1), we get a linear differential equation with constant
coefficients, which can be solved.

3
DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Problems:

d2y
1. Solve (3x + 2) + 3(3x + 2) − 36 y = 3x 2 + 4 x + 1
dy
2
2
dx dx

Solution: Given equation is a Legendre’s linear equation

Put 3 x + 2 = e z
i.e., z = log (3 x + 2 )

so that (3 x + 2 )
dy
= 3Dy
dx
2
(3x + 2)2 d = 9D(D − 1) y 
y
2
dx
d
where D =
dz

Substituting these values in the equation ,


2
ez − 2 ez − 2
( 2
)
9 D − D y + 9 Dy − 36 y = 3  + 4   +1
 3   3 

(D 2
)
−4 y =
1 2z
27
(
e −1 )  (1)

which is a linear equation with constant coefficients

Auxiliary equation is

4
DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

m2 − 4 = 0
 m = 2

C.F = c1e 2 z + c 2 e −2 z

) ( )
1 1 2z
P.I = e −1
(
D − 4 27
2

1  1 1 
= e2z − e0z 

(
27  D − 4
2
)
D −4
2
(
 )
1  1 1 
= e 2 z (case of failure) − e0z 

(
27  (2) − 4
2
) (0 − 4) 
1  1 2z 1 
= z e + 
27  2 D 4
1  z 2z 1
= 
27  2  e dz + 
4

=
1
108
ze 2 z + 1 
Hence Complete solution of (1) is

y = C.F + P.I = c1e 2 z + c2 e −2 z +


1
108

ze 2 z + 1 
Thus required solution of the given differential equation is

y = c1 (3x + 2) + c 2 (3x + 2) +
2 −2 1
108

log(3x + 2)(3x + 2)2 + 1 

5
DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

d2y
2. Solve (x + 1) + (x + 1) + y = 4 cos(log(1 + x ))
2 dy
2
dx dx

Solution: Given equation is a Legendre’s linear equation

Put x + 1 = e z
i.e., z = log ( x + 1)

so that ( x + 1)
dy
= Dy
dx
2
(x + 1)2 d = D(D − 1) y 
y
2
dx
d
where D =
dz

Substituting these values in the equation ,

(D 2
)
− D y + Dy + y = 4 cos z

(D 2
)
+ 1 y = 4 cos z  (1)

which is a linear equation with constant coefficients

Auxiliary equation is

m2 + 1 = 0
 m = i

C.F = c1 cos z + c 2 sin z

1
P.I =
(D +1
4 cos z
2
)
1
=4 2
(
D +1 )
cos z (case of failure)

1
= 4z cos z = 2 z  cos z dz
2D
= 2 z sin z

Hence Complete solution of (1) is

6
DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

y = C.F + P.I = c1 cos z + c 2 sin z + 2 z sin z


= c1 cos z + (c 2 + 2 z )sin z

Thus required solution of the given differential equation is

y = c1 cos(log(1 + x )) + c 2 + 2 log(1 + x )sin (log(1 + x ))

d2y
3. Solve (2 x + 1) − 6(2 x + 1) + 16 y = 8(1 + 2 x )
2 dy 2
2
dx dx

Solution: Given equation is a Legendre’s linear equation

Put 2 x + 1 = e z
i.e., z = log (2 x + 1)

so that (2 x + 1)
dy
= 2 Dy
dx
2
(2 x + 1) 2 d = 4D (D − 1) y 
y
2
dx
d
where D =
dz

Substituting these values in the equation ,

( )
4 D 2 − D y − 6(2 Dy ) + 16 y = 8e 2 z

(D 2
)
− 4 D + 4 y = 2e 2 z  (1)

which is a linear equation with constant coefficients

Auxiliary equation is

m 2 − 4m + 4 = 0
 m = 2, 2

C.F = (c1 + c 2 z )e 2 z

7
DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

1
P.I = 2e 2 z
(
D − 4D + 4
2
)
1
=2 2 e 2 z (case of failure)
(
D − 4D + 4 )
1
= 2z e 2 z (case of failure)
(2 D − 4)
1
= 2z 2 e2z
2
=z e
2 2z

Hence Complete solution of (1) is

(
y = C.F + P.I = c1 + c 2 z + z 2 e 2 z )
Thus required solution of the given differential equation is


y = (1 + 2 x ) c1 + c 2 log(1 + 2 x ) + (log (1 + 2 x ))
2 2

d2y
4. Solve (2 x + 3) − 2(2 x + 3) − 12 y = 6 x
2 dy
2
dx dx

Solution: Given equation is a Legendre’s linear equation

Put 2 x + 3 = e z
i.e., z = log (2 x + 3)

so that (2 x + 3)
dy
= 2 Dy
dx
2
(2 x + 3)2 d = 4D(D − 1) y 
y
2
dx
d
where D =
dz

Substituting these values in the equation ,

 e z − 3
( )
4 D 2 − D y + 2(2 Dy ) − 12 y = 6 
 2 

8
DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

(D 2
− 2D − 3 y = ) 4
(
1 z
3e − 9 )  (1)

This is a linear equation with constant coefficients

Auxiliary equation is

m 2 − 2m − 3 = 0
 m = 3, − 1

C.F = c1e 3 z + c 2 e − z

P.I =
1 1 z
3e − 9 ( )
(
D − 2D − 3 4
2
)
1 1 1 
= ez − 9 2 e0z 
3 2
(
4  D − 2D − 3 )
D − 2D − 3  ( )
1 1 1 
= ez − 9 2 e0z 
3
(
4  (1) − 2(1) − 3
2
)
0 − 2( 0 ) − 3  ( )
1 3 
= − e z + 3
4 4 

Hence complete solution of (1) is

3 z 3
y = C.F + P.I = c1e 3 z + c 2 e − z − e +
16 4

Thus required solution of the given differential equation is

y = c1 (2 x + 3) + c2 (2 x + 3) − (2 x + 3) + 3
3 −1 3
16 4

9
DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Method of Variation of Parameters:

By the method of variation of parameters a particular solution of a non-homogeneous equation can be


found when two linearly independent solution of the homogeneous equations are Method of variation
of parameters.

Note:

Since constants ‘c1’ and ‘c2’ present in ‘yc ‘ are replaced by functions ‘x’, the method is called as the
Method of Variation of parameters.

Working procedure:

1) Given 𝑓(𝐷)𝑦 = ∅(𝑥), write Complementary function in the form 𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2

2) Assume 𝑦 = 𝐴𝑦1 + 𝐵𝑦2 to be complete solution of the differential equation where A, B are functions
of x

3) Compute 𝑦1 ′ and 𝑦2 ′ and 𝑤 = 𝑦1 𝑦2′ − 𝑦2 𝑦1 ′ (where ‘w’ is Wronskian)

𝑦2 ∅(𝑋) 𝑦1 ∅(𝑋)
4) Find ‘A’ and ‘B’ by using the formula 𝐴 = − ∫ 𝑊
𝑑𝑥 + 𝑘1 , 𝐵 = − ∫ 𝑊
𝑑𝑥 + 𝑘2

5) Substitute ‘A’ and ‘B’ in 𝑦 = 𝐴𝑦1 + 𝐵𝑦2

Problems:
𝑑2 𝑦 1
1) Solve 𝑑𝑥 2 + 𝑦 = 1+𝑠𝑖𝑛𝑥 by using method of Variation of parameters.

Solution:

𝑑2 𝑦 1
+ 𝑦 =
𝑑𝑥 2 1 + 𝑠𝑖𝑛𝑥
1
(𝐷 2 + 1)𝑦 =
1 + 𝑠𝑖𝑛𝑥

Auxiliary equation

𝑚2 + 1 = 0

𝑚2 = −1

𝑚 = ±𝑖

10
DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

𝐶. 𝐹 = 𝑐1 𝑐𝑜𝑠𝑥 + 𝑐2 𝑠𝑖𝑛𝑥

General solution

𝑦 = 𝐴 𝑐𝑜𝑠𝑥 + 𝐵 𝑠𝑖𝑛𝑥

𝑦1 = 𝑐𝑜𝑠𝑥 → 𝑦1′ = − 𝑠𝑖𝑛𝑥

𝑦2 = 𝑠𝑖𝑛𝑥 → 𝑦1′ = 𝑐𝑜𝑠𝑥

𝑤 = 𝑦1 𝑦2′ − 𝑦2 𝑦1′

𝑤 = 𝑐𝑜𝑠𝑥 (𝑐𝑜𝑠𝑥) + (𝑠𝑖𝑛𝑥)𝑠𝑖𝑛𝑥 = 1

1
𝐴 = − ∫ 𝑠𝑖𝑛𝑥 𝑑𝑥 + 𝑘1
1 + 𝑠𝑖𝑛𝑥
𝑠𝑖𝑛𝑥
𝐴 = −∫ 𝑑𝑥 + 𝑘1
1 + 𝑠𝑖𝑛𝑥

(1 − 𝑠𝑖𝑛𝑥)𝑠𝑖𝑛𝑥
𝐴 = −∫ 𝑑𝑥 + 𝑘1
1 − 𝑠𝑖𝑛2 𝑥

𝐴 = − ∫(𝑡𝑎𝑛𝑥 𝑠𝑒𝑐𝑥 − 𝑡𝑎𝑛2 𝑥) 𝑑𝑥 + 𝑘1

𝐴 = 𝑡𝑎𝑛𝑥 − 𝑠𝑒𝑐𝑥 − 𝑥 + 𝑘1

𝑐𝑜𝑠𝑥
𝐵=∫ 𝑑𝑥 + 𝑘2
1 + 𝑠𝑖𝑛𝑥

𝐵 = log (1 + 𝑠𝑖𝑛𝑥) + 𝑘2

𝑦 = 𝑘1 𝑐𝑜𝑠𝑥 + 𝑘2 𝑠𝑖𝑛𝑥 + 𝑠𝑖𝑛𝑥 − 1 − 𝑥𝑐𝑜𝑠𝑥 + 𝑠𝑖𝑛𝑥 log (1 + 𝑠𝑖𝑛𝑥)

2) Solve (𝐷 2 + 4)𝑦 = 𝑠𝑒𝑐2𝑥 by using method of Variation of parameters.

Solution:

(𝐷 2 + 4)𝑦 = 𝑠𝑒𝑐2𝑥

Auxiliary equation

𝑚2 + 4 = 0

𝑚2 = −4

11
DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

𝑚 = ±2𝑖

𝐶. 𝐹 = 𝑐1 𝑐𝑜𝑠2𝑥 + 𝑐2 𝑠𝑖𝑛2𝑥

General solution

𝑦 = 𝐴 𝑐𝑜𝑠2𝑥 + 𝐵 𝑠𝑖𝑛2𝑥

𝑦1 = 𝑐𝑜𝑠2𝑥 → 𝑦1′ = −2 𝑠𝑖𝑛2𝑥

𝑦2 = 𝑠𝑖𝑛2𝑥 → 𝑦1′ = 2 𝑐𝑜𝑠2𝑥

𝑤 = 𝑦1 𝑦2′ − 𝑦2 𝑦1′

𝑤 = 𝑐𝑜𝑠2𝑥 (2𝑐𝑜𝑠2𝑥) + 2(𝑠𝑖𝑛2𝑥)𝑠𝑖𝑛2𝑥 = 2

𝑠𝑖𝑛2𝑥 𝑠𝑒𝑐2𝑥
𝐴 = −∫ 𝑑𝑥 + 𝑘1
2

𝐴 = − ∫ tan 2𝑥 𝑑𝑥 + 𝑘1

1 𝑙𝑜𝑔𝑠𝑒𝑐2𝑥
𝐴=− + 𝑘1
2 2
𝑙𝑜𝑔𝑠𝑒𝑐2𝑥
𝐴=− + 𝑘1
4
𝑐𝑜𝑠2𝑥 𝑠𝑒𝑐2𝑥
𝐵=∫ 𝑑𝑥 + 𝑘2
2

𝐵 = 𝑥 + 𝑘2

𝑙𝑜𝑔𝑠𝑒𝑐2𝑥
𝑦 = 𝑘1 𝑐𝑜𝑠2𝑥 + 𝑘2 𝑠𝑖𝑛2𝑥 − 𝑐𝑜𝑠2𝑥 + 𝑥 𝑠𝑖𝑛2𝑥
4

12
DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

FIRST ORDER NON-LINEAR DIFFERENTIAL EQUATIONS


Equations solvable for 𝒑.
Introduction:
We are already familiar with differential equations of the first order and first degree, now
we shall study differential equations of first order and degree higher than the first. For
𝒅𝒚
convenience, we denote by 𝒑. Such equations are of the form𝒇(𝒙, 𝒚, 𝒑) = 𝟎 → (1).
𝒅𝒙

A differential equation of the first order but of the nth degree is of the form
𝑝 + 𝑝1 𝑝𝑛−1 + 𝑝2 𝑝𝑛−2 + ⋯ + 𝑝𝑛 = 0 → (2)
𝑛

Where 𝑝1 , 𝑝2 , 𝑝3 , … . . 𝑝𝑛 are functions of 𝑥 and 𝑦.


In several cases (2) can be solved by reducing (2) to first order and first degree (n)
equations by solving for p(b), solving for y(c), solving for x.
Splitting up the left hand side of (2) into n linear factors, we have
[𝑝 − 𝑓1 (𝑥, 𝑦)], [𝑝 − 𝑓2 (𝑥, 𝑦)], … … . , [𝑝 − 𝑓𝑛 (𝑥, 𝑦)] = 0.
Equating each of the factors to Zero,
𝑝 = 𝑓1 (𝑥, 𝑦), 𝑝 = 𝑓2 (𝑥, 𝑦), … . . , 𝑝 = 𝑓𝑛 (𝑥, 𝑦).
Solving each of these equations of the first order of first degree, we get the solutions
𝐹1 (𝑥, 𝑦, 𝑐) = 0, 𝐹2 (𝑥, 𝑦, 𝑐) = 0, … … . , 𝐹𝑛 (𝑥, 𝑦, 𝑐) = 0. These n solutions constitute the general
solution of (1).
Otherwise, the general solution of (1) may be written as
𝐹1 (𝑥, 𝑦, 𝑐). 𝐹2 (𝑥, 𝑦, 𝑐). … … . 𝐹𝑛 (𝑥, 𝑦, 𝑐) = 0.

13
DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Problems:
𝑑𝑦 𝑑𝑥 𝑥 𝑦
(1) Solve : 𝑑𝑥 − 𝑑𝑦 = 𝑦 − 𝑥 .
1 𝑥 𝑦 𝑑𝑦
Sol: Given equation is 𝑝 − 𝑝 = 𝑦 − 𝑥 𝑤ℎ𝑒𝑟𝑒 𝑝 = 𝑑𝑥
𝑥 𝑦
𝑝2 − 1 = 𝑝 ( − )
𝑦 𝑥
𝑦 𝑥
𝑝2 + 𝑝 ( − ) − 1 = 0
𝑥 𝑦
𝑦 𝑥
𝑝2 + 𝑝 − 𝑝 − 1 = 0
𝑥 𝑦
𝑦 𝑥 𝑦
𝑝 (𝑝 + ) − (𝑝 + ) = 0
𝑥 𝑦 𝑥
𝑦 𝑥
(𝑝 + ) (𝑝 − ) = 0
𝑥 𝑦
𝑦 𝑥
𝑝 + = 0 → (1) , 𝑝 − = 0 → (2)
𝑥 𝑦
From (1)
𝑑𝑦 𝑦 𝑑𝑦 𝑦 𝑑𝑦 𝑑𝑥
+ =0⇒ =− ⇒ =−
𝑑𝑥 𝑥 𝑑𝑥 𝑥 𝑦 𝑥
On integration, we get, 𝑙𝑜𝑔𝑦 = −𝑙𝑜𝑔𝑥 + 𝑙𝑜𝑔𝑐 ⇒ log(𝑥𝑦) = 𝑙𝑜𝑔𝑐 ⇒ 𝑥𝑦 = 𝑐 → (3)
From (2)
𝑑𝑦 𝑥 𝑑𝑦 𝑥
− =0⇒ = ⇒ 𝑦𝑑𝑦 = 𝑥𝑑𝑥
𝑑𝑥 𝑦 𝑑𝑥 𝑦
𝑥2 𝑦2
On integration, we get − = 𝑐 ⇒ 𝑥 2 − 𝑦 2 = 2𝑐 = 𝐶
2 2
𝑖. 𝑒. , 𝑥 2 − 𝑦 2 = 𝑐 → (4)
Thus, 𝑥𝑦 = 𝑐 𝑎𝑛𝑑 𝑥 2 − 𝑦 2 = 𝑐 , constitute the required solution.
On combining these into one, the required solution can be written as
(𝑥𝑦 − 𝑐 )(𝑥 2 − 𝑦 2 − 𝑐) = 0 .

(2) Solve: 𝑝2 + 2𝑝𝑦𝑐𝑜𝑡𝑥 = 𝑦 2


Sol: We have, 𝑝2 + 2𝑝𝑦𝑐𝑜𝑡𝑥 = 𝑦 2
Adding (𝑦𝑐𝑜𝑡𝑥)2 on both sides,
𝑝2 + 2𝑝𝑦𝑐𝑜𝑡𝑥 + (𝑦𝑐𝑜𝑡𝑥)2 =𝑦 2 + (𝑦𝑐𝑜𝑡𝑥)2
(𝑝 + 𝑦𝑐𝑜𝑡𝑥)2 = 𝑦 2 𝑐𝑜𝑠𝑒𝑐 2 𝑥
𝑝 + 𝑦𝑐𝑜𝑡𝑥 = ±𝑦𝑐𝑜𝑠𝑒𝑐𝑥

14
DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

𝑝 + 𝑦𝑐𝑜𝑡𝑥 = 𝑦𝑐𝑜𝑠𝑒𝑐𝑥 𝑜𝑟 𝑝 + 𝑦𝑐𝑜𝑡𝑥 = −𝑦𝑐𝑜𝑠𝑒𝑐𝑥


𝑝 = 𝑦[𝑐𝑜𝑠𝑒𝑐𝑥 − 𝑐𝑜𝑡𝑥] → (1)
𝑜𝑟 𝑝 = −𝑦[𝑐𝑜𝑠𝑒𝑐𝑥 + 𝑐𝑜𝑡𝑥] → (2)
From (1): 𝑝 = 𝑦[𝑐𝑜𝑠𝑒𝑐𝑥 − 𝑐𝑜𝑡𝑥]
𝑑𝑦
= 𝑦[𝑐𝑜𝑠𝑒𝑐𝑥 − 𝑐𝑜𝑡𝑥]
𝑑𝑥
𝑑𝑦
∫ = ∫(𝑐𝑜𝑠𝑒𝑐𝑥 − 𝑐𝑜𝑡𝑥)𝑑𝑥
𝑦
𝑥
𝑙𝑜𝑔𝑦 = 𝑙𝑜𝑔 (𝑡𝑎𝑛 ) − log(𝑠𝑖𝑛𝑥) + 𝑐
2
𝑥
𝑐𝑡𝑎𝑛 2
𝑙𝑜𝑔𝑦 = 𝑙𝑜𝑔 ( )
𝑠𝑖𝑛𝑥
𝑥
𝑐𝑡𝑎𝑛 2 𝑐
𝑦= =
𝑠𝑖𝑛𝑥 1 + 𝑐𝑜𝑠𝑥
𝑦(1 + 𝑐𝑜𝑠𝑥) = 𝑐 → (3)
𝑑𝑦
From (2): = −𝑦[𝑐𝑜𝑠𝑒𝑐𝑥 + 𝑐𝑜𝑡𝑥]
𝑑𝑥
𝑑𝑦
∫ = ∫(−𝑐𝑜𝑠𝑒𝑐𝑥 − 𝑐𝑜𝑡𝑥)𝑑𝑥
𝑦
𝑥
𝑙𝑜𝑔𝑦 = −𝑙𝑜𝑔 (𝑡𝑎𝑛 ) − log(𝑠𝑖𝑛𝑥) + 𝑐
2
𝑐
𝑙𝑜𝑔𝑦 = 𝑙𝑜𝑔 ( 𝑥)
𝑠𝑖𝑛𝑥𝑡𝑎𝑛 2
𝑐 𝑐
𝑦= 𝑥 = 1 − 𝑐𝑜𝑠𝑥
𝑠𝑖𝑛𝑥𝑡𝑎𝑛
2
𝑦(1 − 𝑐𝑜𝑠𝑥) = 𝑐 → (4)
Thus combining (3) and (4), the required general solution is 𝑦(1 ± 𝑐𝑜𝑠𝑥) = 𝑐

(3) Solve: 𝑝3 + 2𝑥𝑝2 − 𝑦 2 𝑝2 − 2𝑥𝑦 2 𝑝 = 0


Sol: we have, 𝑝3 + 2𝑥𝑝2 − 𝑦 2 𝑝2 − 2𝑥𝑦 2 𝑝 = 0
𝑝(𝑝2 + 2𝑥𝑝 − 𝑦 2 𝑝 − 2𝑥𝑦 2 ) = 0
⇒ 𝑝 = 0 𝑜𝑟 𝑝2 + 𝑝(2𝑥 − 𝑦 2 ) − 2𝑥𝑦 2 = 0
𝐶𝑜𝑛𝑠𝑖𝑑𝑒𝑟 𝑝2 + 𝑝(2𝑥 − 𝑦 2 ) − 2𝑥𝑦 2 = 0

15
DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

−(2𝑥 − 𝑦 2 ) ± √(2𝑥 − 𝑦 2 )2 − 4(−2𝑥𝑦 2 )


⇒𝑝=
2
−(2𝑥−𝑦 2 )±√4𝑥 2 +𝑦 4 −4𝑥𝑦 2 +8𝑥𝑦 2
= 2

−(2𝑥−𝑦 2 )±√4𝑥 2 +𝑦 4 +4𝑥𝑦 2


= 2

−(2𝑥−𝑦 2 )±√(2𝑥+𝑦 2 )2
= 2
−(2𝑥−𝑦 2 )±(2𝑥+𝑦 2 )
= 2

−2𝑥 + 𝑦 + (2𝑥 + 𝑦 2 ) 2𝑦 2
2
𝑝= = = 𝑦 2 ⟹ 𝑝 = 𝑦 2 → (1)
2 2
−2𝑥 + 𝑦 2 − (2𝑥 + 𝑦 2 )
𝑜𝑟 𝑝 = = −2𝑥 ⟹ 𝑝 = −2𝑥 → (2)
2
𝑑𝑦 𝑑𝑦
𝐹𝑟𝑜𝑚 (1), = 𝑦 2 ⇒ 2 = 𝑑𝑥
𝑑𝑥 𝑦
−1 1
On Integration, we get = 𝑥 + 𝑐 ⇒ 𝑥 + 𝑦 + 𝑐 = 0 → (3)
𝑦

𝑑𝑦
𝐹𝑟𝑜𝑚 (2), = −2𝑥 ⇒ 𝑑𝑦 = −2𝑥𝑑𝑥
𝑑𝑥
On integration, we get 𝑦 + 𝑐 = −𝑥 2 ⇒ 𝑥 2 + 𝑦 + 𝑐 = 0 → (4)
Thus combining (3) and (4), the required general solution is
1
(𝑥 + 𝑦 + 𝑐) (𝑥 2 + 𝑦 + 𝑐) = 0 .

Miscellaneous Problems
𝑑𝑦 2 𝑑𝑦
(4) Solve:(𝑑𝑥 ) − 3 𝑑𝑥 + 2 = 0.

16
DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

𝑑𝑦
Sol: Given equation is 𝑝2 − 3𝑝 + 2 = 0 𝑤ℎ𝑒𝑟𝑒 𝑝 = 𝑑𝑥
On factorizing, we get 𝑝 = 1 → (1)
𝑜𝑟 𝑝 = 2 → (2)
𝑑𝑦
From (1): 𝑑𝑥 = 1 ⇒ 𝑑𝑦 = 𝑑𝑥
On integration, we get 𝑥 = 𝑦 + 𝑐 ⇒ 𝑥 − 𝑦 − 𝑐 = 0 → (3)
𝑑𝑦
From (2): = 2 ⇒ 𝑑𝑦 = 2𝑑𝑥
𝑑𝑥
On integration, we get 2𝑥 = 𝑦 + 𝑐 ⇒ 2𝑥 − 𝑦 − 𝑐 = 0 → (4)
Thus combining (3) and (4), the required general solution is (𝑥 − 𝑦 − 𝑐)(2𝑥 − 𝑦 − 𝑐) = 0

The Clairaut’s Equation


By using suitable substitutions some differential equations can be put in the Clairaut’s form.
𝑑𝑦
Let 𝑦 = 𝑝𝑥 + 𝑓(𝑝) …… (1), where 𝑝 = 𝑑𝑥
be the first degree in x and y is called Clairaut’s equation
diff (1) w.r.t x
𝑑𝑦 𝑑𝑝
= 𝑝 + 𝑓′(𝑝)
𝑑𝑥 𝑑𝑥

𝑑𝑝 𝑑𝑝 𝑑𝑝 𝑑𝑝 𝑑𝑝
𝑝 = 𝑝 + 𝑥 𝑑𝑥 + 𝑓′(𝑝) 𝑑𝑥 ⇒ 𝑥 𝑑𝑥 + 𝑓 ′ (𝑝) 𝑑𝑥 = 0 then (𝑥 + 𝑓 ′ (𝑝)) = 0
𝑑𝑥
𝑑𝑝
𝑥 + 𝑓 ′ (𝑝) = 0 ……(2) or 𝑑𝑥 = 0 ……(3)
Solving (3)
𝑑𝑝
∴ 𝑑𝑥 = 0 ⇒ p = c
Putting this value in (1) we get 𝑦 = 𝑐𝑥 + 𝑓(𝑐) ….. (4) is the required complete solution of
Clairaut’s equation.
Beside complete solution (4) we can obtain a singular solution of Clairaut’s equation by
differentiating the complete solution w.r.t arbitrary constant c treating x, y as constants.

Problems:
1.Solve : 𝑝 = ln(𝑝𝑥 − 𝑦). Also find its singular solution
Sol: Consider the given eqn 𝑝 = ln(𝑝𝑥 − 𝑦)
⇒ 𝑒 𝑝 = 𝑝𝑥 − 𝑦

17
DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Or 𝑦 = 𝑝𝑥 − 𝑒 𝑝 …..(1)
Which is in the clairaut’s form 𝑦 = 𝑝𝑥 + 𝑓(𝑝)
Therefore complete sol of (1) is given by replacing 𝑝 𝑏𝑦 𝑐
i,e 𝑦 = 𝑐𝑥 − 𝑒 𝑐 ….(2)
To get singular sol diff (2) partially w.r.t c
0 = 𝑥 − 𝑒𝑐
𝑥 = 𝑒 𝑐 or 𝑐 = log 𝑥
Substitute for c in eqn (2)
(2) ⇒ 𝑦 = log 𝑥 . 𝑥 − 𝑒 log 𝑥
𝑦 = log 𝑥 . 𝑥 − 𝑥
𝑦 = x(log 𝑥 − 1) which is the required singular sol.
2.Solve : 𝒑 = 𝒔𝒊𝒏 (𝒚 − 𝒙𝒑). Also find its singular solution
Sol : Consider the given eqn 𝒑 = 𝒔𝒊𝒏 (𝒚 − 𝒙𝒑)
⇒ 𝑠𝑖𝑛−1 𝑝 = 𝑦 − 𝑥𝑝
𝑦 = 𝑥𝑝 + 𝑠𝑖𝑛−1 𝑝 ….(1)
Which is in the clairaut’s form 𝑦 = 𝑝𝑥 + 𝑓(𝑝)
Therefore complete sol of (1) is given by replacing 𝑝 𝑏𝑦 𝑐
𝑦 = 𝑥𝑐 + 𝑠𝑖𝑛−1 𝑐 …(2)
To get singular sol diff (2) partially w.r.t c
1
0 = 𝑥 + √1−𝑐 2 or
1 1 1 √𝑥 2 −1
𝑥 = − √1−𝑐 2 or 𝑥 2 = 1−𝑐 2 or 𝑐 2 = 1 − or 𝑐 = ±
𝑥2 𝑥
Substitute for c in eqn (2)
√𝑥 2 −1 √𝑥 2 −1
𝑦 = 𝑥(± ) + 𝑠𝑖𝑛−1 (± ) which is the required singuType equation here.lar sol.
𝑥 𝑥

3. Solve (𝒑𝒙 − 𝒚)(𝒑 𝒚 + 𝒙) = 𝒂𝟐 𝒑 by putting 𝒙𝟐 = 𝑿 & 𝒚𝟐 = 𝒀


Sol : Let 𝑥 2 = 𝑋 & 𝑦 2 = 𝑌
Then 2x dx=dX & 2y dy = dY
2𝑦𝑑𝑦 𝑑𝑌 𝑦 𝑑𝑦 𝑑𝑌 𝑑𝑌 𝑦 𝑥
Then 2𝑥𝑑𝑥 = 𝑑𝑋 therefore 𝑥 𝑑𝑥 = 𝑑𝑋 . Let P = 𝑑𝑋 then 𝑥 𝑝 = 𝑃 then 𝑝 = 𝑦 𝑃
𝑦
If 𝑥 2 = 𝑋 & 𝑦 2 = 𝑌 then 𝑝 = 𝑥 𝑃 in the given eqn (𝑝𝑥 − 𝑦)(𝑝 𝑦 + 𝑥) = 𝑎2 𝑝 ….(1) then
𝑃𝑥 𝑥 𝑃𝑥 𝑦 𝑥
i,e ( − 𝑦) ( + 𝑥) = 𝑎2 𝑦 𝑃
𝑦 𝑦

𝑃𝑥 𝑥 𝑃𝑥 𝑦 𝑥
( − 𝑦) ( + 𝑥) = 𝑎2 𝑦 𝑃
𝑦 𝑦
(𝑥 2 𝑃 − 𝑦 2 )(𝑃𝑥 + 𝑥) = 𝑎2 𝑥𝑃
(𝑥 2 𝑃 − 𝑦 2 )𝑥(𝑃 + 1) = 𝑎2 𝑥𝑃
(𝑥 2 𝑃 − 𝑦 2 )(𝑃 + 1) = 𝑎2 𝑃
(𝑋𝑃 − 𝑌)(𝑃 + 1) = 𝑎2 𝑃

18
DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

𝑎2 𝑃
𝑋𝑃 − 𝑌 = 𝑃+1
𝑎2 𝑃
𝑌 = 𝑋𝑃 − 𝑃+1 …..(2)
Which is in the clairaut’s form 𝑌 = 𝑃𝑋 + 𝑓(𝑃)
Therefore complete sol of (1) is given by replacing 𝑃 𝑏𝑦 𝑐 in (2)
𝑎2 𝑐
𝑌 = 𝑋𝑐 − 𝑐+1 …..(3)
To get singular sol diff (3) partially w.r.t c

−𝑐 1
0 = 𝑋 − 𝑎2 ((𝑐+1)2 + 𝑐+1)
𝑎2 𝑎 𝑎
Then X = ⇒𝑐+1= or 𝑐 = −1
(𝑐+1)2 √𝑋 √𝑋

Putting the value of c in eq (3)

𝑎
𝑎 𝑎2( −1)
√𝑋
We get 𝑌 = 𝑋( − 1) − 𝑎
√𝑋 −1+1
√𝑋
𝑎
𝑎2( −1)
√𝑋
𝑌 = 𝑎√𝑋 − 𝑋 − 𝑎 Type equation here.
−1+1
√𝑋
Then 𝑌 = −(𝑎 − √𝑋)2 which is the singular sol.

EXERCISES:
Exercise:
1. Solve: ((𝑥 + 𝑎)2 𝐷2 − 4𝐷 + 6)𝑦 = 𝑥
2. Solve: ((2𝑥 + 5)2 𝐷2 − 6𝐷 + 8)𝑦 = 6𝑥
2
3. Solve: (𝐷2 − 1)𝑦 = 1−𝑒 𝑥

4. Solve: (𝐷2 + 1)𝑦 = 𝑐𝑜𝑠𝑒𝑐𝑥 𝑐𝑜𝑡𝑥


5. Solve : 𝑝(𝑝 + 𝑦) = 𝑥(𝑥 + 𝑦) Ans : (2𝑦 − 𝑥 2 − 𝑐)(𝑒 𝑥 (𝑦+x-1)-c)=0
6. Solve : 𝑝2 − 2𝑝𝑠𝑖𝑛ℎ𝑥 − 1 = 0 Ans :(𝑦 − 𝑒 𝑥 − 𝑐)(𝑦 − 𝑒 −𝑥 − 𝑐) = 0
7. Solve: 𝑥𝑝3 − 𝑦𝑝2 + 1 = 0. Also find its singular solution.

8. Solve (𝑦 − 𝑝𝑥)2 = 4𝑝2 + 9


------------------------------------------------------------------------------------------------------------------------

19
DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

20

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