Differential Equations: Definition
Differential Equations: Definition
Solution:
dy
y ax a (1)
2
a (2), eliminating a
dx
2
dy dy
from(1)and(2) , we get DE y x
dx dx
If f ( x, y, c1 , c2 ) 0 (1)
Solution:
y ae3 x be x (1)
dy
3ae3 x be x (2)
dx
d2y
2
9 ae 3x
be x
(3)
dx
cont
from (2) and (3), we get
1 3 x d 2 y dy
a e 2 (4)
6 dx dx
Putting the value of a in (3) we get
d 2
y 9 d 2
y dy
b e 2 e 2 (5)
x 3 x
dx 6 dx dx
Substitute the values of a and b in (1)
1 d 2 y dy 1 d 2 y 3 dy
y 2 2
6 dx dx 2 dx 2 dx
d 2 y 4dy
2
3y 0
dx dx
is the required differential equation
First order first degree DE
dy x2
2xy e
dx
ydx_ x dy 0
2
rd
First order 3 degree DE
3
dy dy x2
2xy e
dx dx
2nd order 1st degree DE
2
d y
2
5y 0
dx
2nd order 2nd degree DE
2
d y
2
3 dy
2 2 x
dx dx
Partial DE
2z 2z 2z
2 2 0
x 2
xy y
Equations of First Order and First Degree
Solution :
1
1. Multiply the equation by integrating factor: f x g y
2 1
2. The variable are separated :
f1 x g y
dx 2 dy 0
f 2 x g1 y
Solve : y 1 x dy x 1 y dx 0
2 2
Solution : y 1 x 2 dy x 1 y 2 dx 0
ydy xdx
1 y 2
1 x 2
d (1 y )2
d (1 x ) 2
1 y 2
1 x 2
cont
Method of separation of variable
1 y d (1 y ) 1 x
1 1
2 2 2 2 2 d (1 x )
2
integrating
1 y
1 x
1 1
2 1 2 1
2 2
c1
1 1
1 1
2 2
2 1 y 2 1 x c1
2 2
1 y 1 x c Ans
2 2
Method of separation of variable by substitution
x
x
Solve:
y y
y 1 e dx e ( y x)dy 0
Solution: The given equation can be written as
x
y
dx e ( y x )
0
dy x
y 1 e y
cont
Method of separation of variable by substitution
x dx dv
Put v then v y
y dy dy
Then the given equation can be written as
v
dv e ( y yv)
v y v
0
dy y (1 e )
dv e ( 1 v )
v
Or, y 0
dy (1 e )
v
cont
Method of separation of variable by substitution
v v v
dv v ve e ve
Or, y v
0
dy 1 e
v v v
dv v ve e ve
Or, y v
0
dy 1 e
v
dv v e v
dy 1 e
Or, y 0 Or, v
dv 0
dy 1 e v y ve
cont
Method of separation of variable by substitution
dy d (v e ) v
Or, 0
y ve v
integrating
ln y ln(v e ) ln c
v
or , ln y (v e v ) ln c
x
x
or , y (v e ) c or , y ( e ) c Ans.
v y
y
Home work
dy dy
1 Solve ( x y ) 2 x y xy1
dx dx
1
Ans. log xy = x + y + c
dy 2 dy
2 Solve y x 31 x
dx dx
Ans. (y -3)(y+3x) = cx
dy
4 Solve ( x y ) 2
a2
dx
1 x y
Ans. y a tan c
a
Homogeneous Function
f (x,y) is called homogenous of degree n if : f x , y n f x , y
Examples:
f x , y x x y homogeneous of degree 4
4 3
4 x 4 x 3 y 4f x , y
f x , y x 2 sin x cos y non-homogeneous
f x , y x sinx cosy
2
2 x 2 sinx cosy
n f x , y
Homogeneous Function
The differential equation M(x,y)dx + N(x,y)dy = 0 is homogeneous
if M(x,y) and N(x,y) are homogeneous and of the same degree
Method of Solution :
1. Use the transformation to : y vx dy v dx x dv
dx 3v 2
dv 0
x 1 2v 3
Cont
Homogeneous Function:
dx 1 d (1 2v 3 )
0 , Intrgreting
x 2 1 2v 3
1
lnx ln(1 2v 3 ) ln c1 ln x 2 (1 2v 3 ) ln c12
2
3
y
x 2 (1 2v 3 ) c x 2 (1 2 3 ) c
x
x 3 2 y 3 cx Ans.
Non-homogeneous Function Reducible homogeneous:
dy ax by c
The equation of the form:
dx a1 x b1 y c1
can be reduced to the homogeneous form by the substitution
a b
x x h, y y k (h, k being constants) if a /
/
b
Cont
Non-homogeneous Function Reducible homogeneous:
h + 2k - 3 = 0
2h +k - 3 = 0
Solving these equation we get h =1 , k=1 . With this
substitution in (2) the given equation becomes
dy x 2 y
(3)
dx 2 x y1
putting y = vx.
Cont
Non-homogeneous Function Reducible to homogeneous:
dv x 2vx /
1 2v
v x /
dx 2 x vx /
2v
dv 1 2v 1 v 2
x/ v
dx 2 v 2v
2v dx / 1 dv 3 dv dx /
dv / /
1 v 2
x 2 1 v 2 1 v x
integrating
Cont
Non-homogeneous Function Reducible homogeneous:
1 3
ln(1 v) ln(1 v) ln x / ln c1
2 2
(1 v) (1 v)
ln ln( x ) c1
/ 2 2
(x ) c
/ 2
(1 v) 3
(1 v) 3
y /
y 1
(1 / ) (1 )
x (x ) c
/ 2 x 1 ( x 1) c
2
/
y 3 y 1 3
(1 / ) (1 )
x x 1
x y 2 c( x y ) Ans.
3
Home work
1. Solve: ( x 3 3xy 2 )dx y 3 3x 2 y xdy 0
Ans. ( x2 y 2 )2 4x2 y 2 c
dy 3 y 7 x 7
2. Solve
dx 3x 7 y 3
Ans. ( x y 1) 2 ( y x 1)5 c
Step-3: Add the two terms obtained and equate the sum of these
two integrals to an arbitrary constant.
Exact equations
xy 2
(y e 4 x 3 ) dx ( 3 y 2 ) dy C
2
y c onstan t
xy 2
e x4 y3 C .
\
xy 2
\ the solution is e x y C . Ans.
4 3
Exact equations
Example Solve:
ye xy
cos 2 x 2e xy sin 2 x 2 x dx xe xy cos 2x 3dy 0
Solution
Here M ye xy cos 2 x 2 e xy sin 2 x 2 x, N xe xy cos 2 x 3
M
yxexy cos 2 x e xy cos 2 x 2 xe xy sin 2 x
y
N
x( 2 exy sin 2 x ye xy cos 2 x) e xy cos 2 x
x
M N
\ .
y x
\ The equation is exact.
Cont
Exact equations
Now
x
( ye xy
cos 2x 2e xy
sin 2 x 2 x )dx
d (e cos 2 x) dx 2 xdx
xy
xy 2
e cos 2 x x .
The term in N free from x is 3.
Now 3 dy 3 y
xy 2
\ the solution \
is e cos 2 x x 3 y c .
Cont
Home work
1. Solve (e y 1) cos x dx e y sin xdy 0
Ans. (e y 1) sin x c
2. Solve
1
( y 3 y 2 sec 2 x x)dx (3xy 2 2 y tan x )dy 0
y
x2
Ans. xy y tan x
3 2
ln y c .
2
f ( x ) dx
i. e. a function of x alone, then e is an integrating factor
of Mdx + Ndy = 0
Examples:
Solve: (2x3y2 + 4x2y + 2xy2+ xy4 + 2y)dx +2(y3 + x2y + x)dy = 0
Solution Let M=2x3y2+4x2y+2xy2+ xy4+2y ; N = 2(y3+x2y + x)
Non-exact equations reducible to exact
M N
4 x 3 y 4 x 2 4 xy 4 xy 3 2 4 xy 2
y x
M N
y x 4 x 3 y 4 x 2 4 xy 4 xy 3 2 4 xy 2
N 2( y 3 x 2 y x)
4 x( x 2 y x y 3 )
2x
2( y x y x )
3 2
2 xdx
\ I .F e e .
x2
Non-exact equations reducible to exact
Multiplying the integrating factor, then given equation becomes
3 2 2 2 4 x2 3 2 x2
( 2 x y 4 x y 2 xy xy 2 y )e dx 2( y x y x )e dy 0
x2
Integrating M 1 ( 2 x y 4 x y 2 xy xy 2 y )e
3 2 2 2 4
w.r x
x x x
4 x2
2 3 2 x2 2 x2
(2 xy 2 x y )e dx (2 y 4 x y )e dx xy e dx
4
2 y 2
x2
x 2 y 2e x x
2 xye e
2
Non-exact equations reducible to exact
There is no term in N1 2( y x y x )e independence of x.
3 2 x2
\ The solution is
y x 4
x y e 2 xye e c1
x2 x2 2
2 2
2
2 x y e 4 xye y e c Ans.
2 2 2
2 2 x x 4 x
Example Solve (2xlnx- xy)dy + 2ydx = 0
Solution Let N =2xlnx- xy, M= 2y
M N
2, 2(1 ln x) y . So the equation is
y x
not exact.
M N
y x 2 2 2 ln x y 1
However f ( x)
N 2xlnx - xy x
dx
ln x 1
\ I . F. e e e
f ( x )dx x
x
is an integrating factor. By multiplying the
given equation by I. F , we get
2y (2 x ln x xy)
dx dy 0
x x
2y
dx (2 ln x y )dy 0 which is exact .
x
Hence solution is
Mdx (terms
y constant
in N free from x ) dy C
2y
y
constant
x
dx ( y ) dy C
2
y
2 y ln x C Ans
2
Home work
1. Solve (x y 2x)dx 2ydy 0
2 2
Ans. (x y )e c
2 2 x
2 2
3 Solve (x + y + x)dx + xydy = 0
Ans. 3x4 + 6x2y2 +4x3 = c
Non-exact equations reducible to exact
M N
Rule-2: If y x
g ( y)
M
i.e. a function of y alone, then is an integrating e
g ( y ) dy
Examples:
Solve: (3x 2 y 4 2 xy )dx ( 2 x 3 y 3 x 2 )dy 0.
Solution Let M 3 x 2 y 4 2 xy , N 2 x 3 y 3 x 2
Cont
Non-exact equations reducible to exact
M N
12 x y 2 x
2 3
6x2 y3 2x
y x
M N
y x 12 x 2 y 3 2 x 6 x 2 y 3 2 x 2 x (3 xy 3 2) 2
M xy(3xy 3 2) xy (3 xy 2) y
3
2
dy
ln y 2 1
\ I .F e y
e . 2
y
Multiplying the integrating factor, then given equation becomes
Cont
Non-exact equations reducible to exact
(3 x y 2 xy )
2 4
(2 x y x )
3 3 2
2
dx 2
dy 0.
y y
2x
Integrating M 1 3 x y
2 2
w.r x , y as constant
2 y
x
x y
3 2
y
(2 x 3 y 3 x 2 )
There is no term in N1 independence of x.
y2
\ The solution is x y x cy Ans.
3 3 2
Example Solve
( y 2 y )dx ( xy 2 y 4 x )dy 0
4 3 4
Here M y 2 y N xy 2 y 4 x
4 3 4
M N
4y 2 ;
3
y 3 4.
y x
M N
y x 4 y 3 2 y 3 4 3
Now M
y 2y
4
.
y
3
dy
3 ln y 1
I. F. = e
y
e 3
y
Multiplying the given differential
1
equation by y 3 , we get
y 2y
4
xy 2 y 4 x
3 4
3
dx 3
dy 0
y y
2 4x
( y 2 ) dx ( x 2 y 3 ) dy 0 (1)
y y
2 4x
Let M 1 y 2 , N 1 x 2 y 3
y y
M 1 4 N 1 4
1 3 , 1 3
y y x y
2
y
c onstan t
( y 2 ) dx 2 y dy C
y
2
x( y 2 ) y 2 C Ans.
y
Home work
1. Solve: (2xy4ey2xy3y)dx(x2 y4ey x2y23x)dy 0
2
2 y x x
Ans. x e 3 c
y y
Ans. x3 y3 x2 cy
Non-exact equations reducible to exact
Examples:
2 2 2 2
Solve: y ( y 2 x )dx x(2 y x )dy 0
Solution Let M y 3 2 x 2 y , N 2 xy 2 x 3
Cont
Non-exact equations reducible to exact
Mx Ny xy 3 2 x 3 y 2 xy 3 x 3 y 3 xy ( y 2 x 2 )
1
\ I .F
3 xy ( y x )
2 2
Cont
Non-exact equations reducible to exact
y 2x
2 2
2y x 2 2
dx dy 0
3x( y x )
2 2
3 y( y x )
2
1 x2 1 y
2
dx 2
dy 0
3 x 3 x( y x ) 3 y 3( y x )
2 2
2
1 x
Integrating M1 w.r x , y as constant
3x 3 x( y x )
2 2
1 1
log x log( y 2 x 2 ).
3 6
Non-exact equations reducible to exact
1 y 1
In , the term N1 independent of x is .
3 y 3( y x )
2 2
3y
1
Its integration with respect to y yields log y.
3
1 1 1
\ The solution is 2 2
log x log( y x ) log y c1
3 6 3
x y ( y x ) c. Ans
2 2 2 2
Home work
1. solve: y( y 2 2 x 2 )dx x(2 y 2 x 2 )dy 0
Ans. x 2 y 2 ( y 2 x 2 ) c.
2. solve: ( x 2 y 2 xy 2 )dx ( x 3 3x 2 y)dy 0
Ans. x / y 2 ln x 3 ln y c.
3. Solve y 2 dx ( x 2 xy y 2 )dy 0.
Ans. ( x y) y 2 c( x y).
Non-exact equations reducible to exact
Solution Let
Cont
Non-exact equations reducible to exact
Mx Ny
( xy sin xy cos xy ) xy ( xy sin xy cos xy ) xy
2 xy cos xy
1
\ I .F
2 xy cos xy
Multiplying the integrating factor, then given equation becomes
Cont
Non-exact equations reducible to exact
y 1 x 1
tan xy dx tan xy dy 0
2 2x 2 2y
y 1
Integrating M 1 tan xy w.r x , y as constant
2 2x
1 1
ln sec xy ln x
2 2
Non-exact equations reducible to exact
x 1 1
In , the term N1 tan xy independent of x is .
2 2y 2y
1
Its integration with respect to y yields log y.
2
1 1 1
\ The solution is ln sec xy ln x log y c1
2 2 2
x sec xy
c x sec xy cy Ans
y
Home work
1. Solve: (2y 3xy2)dx (x 2x2 y)dy 0
Ans. x2 yce .
xy
Now let y be an integrating factor of the equation.
x
Multiplying by x y , the equation becomes
3 1 2
(x y 3x y )dx (2x2 y 1 x1 y 2 )dy 0.
Let M x y 3 3 x 1 y 2 . and
N 2 x 2 y 1 x 1 y 2 .
M N
If the equation is exact then y
x
i. e., (3 ) y x 3( 2 ) y 1 x 1
2 ( 2 ) x 1 y 1 ( 1) x y 2
so that 3 (1 ) and 3( 2) 2( 2 )
y 3 2
y
c onstan t
( 2 ) dx
x x y
dy C
y
3 ln x 2 ln y C . Ans.
x
Math 4123 (Differential Equations) 50
First order linear differential equation
A first order linear differential equation has the following
dy
general form: px y q x
dx
Working rule :
p x dx
1. Find the integrating factor: I .F . u x e
2. Evaluate : u x q x dx
Solution:
I .F . e tan xdx
e ln sec x
sec x
dx
dy
Solution : x y (1 x tan x) x (cos x sec x)
2
dx
dy y (1 x tan x)
x cos x x sec x
dx x
(1 x tan x ) 1
dx dx
tan x dx
I .F e x
e x
e
ln x sec x
e e ln sec x
x Cont
First order linear differential equation
The Solution is
y sec x
dx sec x dx c
2
x
y sec x
x tan x c
x
y x cos x x sin x cx cos x Ans
2
Non- linear equation reducible to linear (Bernoulli’s Equation)
dy
An equation of the form Py Qy n
dx
where P and Q are constants or functions of x alone and n is
constant except 0 and 1, is called a Bernoulli’s equation
Working Rule:
The equation (2.3) can be reduced to linear form in three steps.
Step 1: Divide the Bernoulli’s equation throughout by yn.
Step 2: The substitution reduces Bernoulli’s equation to a linear
form.
Step 3: Making the coefficients of the derivative unity, the equation
is easily solved.
Non- linear equation reducible to linear (Bernoulli’s Equation)
Example 3
dy
Solve: x y (xy) 2
dx
Solution: The given equation can be written as
3 1
dy 1
y 2
1 x 2
dx
xy 2
1 3
dy dv
putting y 2
v y 2
2
dx dx
Cont
Non- linear equation reducible to linear (Bernoulli’s Equation)
the above equation reduces to
1
1
dv v dv v x 2
2 x 2
dx x dx 2 x 2
dx 1
log x 1
I.F e 2x
e 2
x
Therefore, the solution is
v x 1 x
x
2 x
dx
xy
c Ans
2