Notes on Engineering Mathematics –Unit – II

Differential
Equations

Sir Isaac Newton (25 December 1643 – 20 March 1726) was an English
physicist, mathematician and astronomer. He is well known for his work
on the laws of motion, optics, gravity, and calculus. In 1687, Newton
published a book called the Philosophiæ Naturalis Principia Mathematica

Differential equations came into existence with the invention of calculus

by Isaac Newton and Gottfried Leibniz. In Chapter 2 of his 1671 work
Methodus fluxionum et Serierum Infinitarum, Newton listed three kinds
of differential equations:
dy dy y y
= f ( x) = f ( x, y ) x1 + x2 =y
dx dx x1 x2
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Unit I Differential
Equations

Exact Differential Equation

If the solution of a differential equation is differentiated an exact differential equation is

formed.
Standard form of an exact differential equation:
Mdx + Ndy = 0
This equation is said to be an exact if
M N
=
y x
Solution of an exact differential equation
 M dx +  ( Terms of N not containing x ) dy = C
Example 1: Find the value of  for which the differential equation:
( xy 2 +  x3 y 2 ) dx + ( x3 y + yx ) xdy = 0 is exact.
Solution: ( xy 2
+  x 3 y 2 ) dx + ( x 3 y + yx ) xdy = 0
Here, M = xy 2 +  x3 y 2 , N = x4 y + yx2
M N
= 2 xy + 2 x3 y = 4 x3 y + 2 xy
y x
The equation is exact. (given)
Therefore,
M N
=
y x
2 xy + 2 x3 y = 4 x3 y + 2 xy
This implies
2 = 4

 =2

 x
Example: 2 Solve (1 + 3e x / y ) dx + 3e x / y 1 −  dy = 0
 y
 x
Solution: (1 + 3e x / y ) dx + 3e x / y 1 −  dy = 0
 y
 x
Here, M = 1 + 3e x / y , N = 3e x / y 1 − 
 y
M  x  N   1 1  x 
= 3e x / y  − 2  , = 3 e x / y  −  + e x / y  1 −  
y  y  x   y y  y 
M 3x N  1 1 x 
= − 2 ex/ y , = 3 − e x / y + e x / y − 2 e x / y 
y y x  y y y 
M 3x N 3x x / y
= − 2 ex/ y , = e
y y x y 2
1
Page
M N
=
y x
This shows the equation is exact.
The solution is given by
 M dx +  ( Terms of N not containing x ) dy = C
 (1 + 3e )dx +  ( 0 ) dx = C
x/ y

3 x/ y
x+ e =C
1/ y

x + 3 ye x / y = C

a 2 ( xdy − ydx )
Example: 3 Solve xdx + ydy = .
x2 + y 2
a 2 ( xdy − ydx )
Solution: xdx + ydy =
x2 + y 2
 a2 y   a2 x 
 x + 2  dx +  y −  dy = 0
 x + y2   x2 + y 2 
a2 y a2 x
Here, M = x + 2 , N = y −
x + y2 x2 + y 2

2 (
 x 2 + y 2 ) .1 − y.2 y 
2 (
 x 2 + y 2 ) .1 − x.2 x 
M  N 
=a   , = −a  
y ( x2 + y 2 )  x ( x2 + y 2 ) 
2 2
 

2 (
 x2 + y 2 ) − 2 y 2 
2 (
 y 2 − x2 ) 
M  N 
=a  , = −a  2
y  ( x + y )  x  ( x + y ) 
2 2 2 2 2

2 (
 x2 − y 2 ) 
2 (
 x2 − y 2 ) 
M  N 
=a   , =a  
y  ( x + y )  x  ( x + y ) 
2 2 2 2 2 2

2 (
M x2 − y 2 ) N 2 (
x2 − y 2 )
=a , =a
y ( x2 + y 2 ) x ( x2 + y 2 )
2 2

This show
M N
=
y x
This implies the equation is exact.
The solution is given by
 M dx +  ( Terms of N not containing x ) dy = C
 a2 y 
 x +  dx +  ydy = C
 x2 + y 2 
x2 a2 y x y2
2

+ tan −1 + =C
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2 y y 2
x2 + y 2 x
+ a 2 tan −1 = C
2 y

( )
Problem: 1 Solve: y 2 e xy + 4 x3 dx + 2 xye xy − 3 y 2 dy = 0
2

( 2

)
Problem: 2 Solve (1 + xy ) ydx + (1 − xy ) xdy = 0

Equations Reducible to Exact Equations

M N
If  then the equation is not exact. To reduce in exact form multiply the equation
y x
by integrating factor.

M N
−
y x
= f ( x ) then IF = e 
f ( x ) dx
Case I:
N
Example:4 Solve ( x sec 2 y − x 2 cos y ) dy = ( tan y − 3x 4 ) dx.
(
Solution: x sec 2 y − x 2 cos y dy = tan y − 3x 4 dx ) ( )
( tan y − 3x ) dx − ( x sec
4 2
y − x 2 cos y ) dy = 0
Here, M = ( tan y − 3x 4 ) , N = − ( x sec 2 y − x 2 cos y )
M N
= sec2 y, = − sec2 y + 2 x cos y
y x
M N
−
y x sec2 y + sec2 y − 2 x cos y
=
N − ( x sec2 y − x 2 cos y )
M N
−
y x 2 ( sec2 y − x cos y ) 2
= = − = f ( x)
N − x ( sec y − x cos y )
2
x
  2
  −  dx
IF = e 
f ( x ) dx
= e  x

−2 
1
 dx −2
IF = e = e −2log x = elog x = x −2
x

Multiply the equation by x−2 .

( ) (
x −2 tan y − 3x 2 dx − x −1 sec 2 y − cos y dy = 0 )
The solution is given by
 M dx +  ( Terms of N not containing x ) dy = C
(x tan y − 3x 2 ) dx +  cos y dy = C
−2

 x −2+1  x 2+1
  tan y − 3 + sin y = C
 −2 + 1  2 +1
3
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 1
− tan y − x3 + sin y = C
x

N M
−
x y
= f ( y ) then IF = e 
f ( y ) dy
Case II:
M

( ) (
Example:5 Solve y 4 + 2 y dx + xy 3 + 2 y 4 − 4 x dy = 0. )
Solution: ( y + 2 y ) dx + ( xy + 2 y
4 3 4
− 4 x ) dy = 0
Here, M = y 4 + 2 y, N = xy3 + 2 y 4 − 4x
M N
= 4 y 3 + 2, = y3 − 4
y x
N M
−
x y y3 − 4 − 4 y3 − 2
=
M y4 + 2 y
N M
−
x y −3 y 3 − 6 −3 y + 2
= 4 =
3
3(
= − = f ( y)
)
M y + 2y y y +2
3
(
y )
  − 3  dy

IF = e 
f ( y ) dy 
= e  y

−3
IF = e −3log y = elog y = y −3
Multiply the equation by y −3 .
y −3 ( y 4 + 2 y ) dx + y −3 ( xy 3 + 2 y 4 − 4 x ) dy = 0.
( y + 2 y ) dx + ( x + 2 y − 4 xy ) dy = 0.
−2 −3

The solution is given by

 M dx +  ( Terms of N not containing x ) dy = C
 ( y + 2 y ) dx +  2 y dy = C
−2

2x
xy + + y2 = C
y2

Case III: If M = y f1 ( xy ) and N = x f 2 ( xy ) then

1
IF =
M .x − N . y
( ) ( )
Example:6 Solve y xy + 2 x 2 y 2 dx + x xy − x 2 y 2 dy = 0.
Solution: y ( xy + 2 x y ) dx + x ( xy − x y ) dy = 0. …(1)
2 2 2 2

Compare with M = y ( xy + 2 x y ) and N = x ( xy − x y )

2 2 2 2

M N
= 2 xy + 6 x 2 y 2 , = 2 xy − 3x 2 y 2
y x
4
Page
M N

y x
1
IF =
xy ( xy + 2 x y ) − xy ( xy − x 2 y 2 )
2 2

1
IF =
3x3 y 3
1
Multiply (1) by
3x 3 y 3

y ( xy + 2 x 2 y 2 ) dx + 3 3 x ( xy − x 2 y 2 ) dy = 0.
1 1
3 3
3x y 3x y
 1 2  1 1
 2 +  dx +  2 −  dy = 0.
x y x  xy y
The solution is given by
 M dx +  ( Terms of N not containing x ) dy = C
 1 2  1 
  x 2 y + x  dx +   − y  dy = C
   

1 2
− + − log y = C
xy x

( )
Example:7 Solve y − xy 2 dx − xy + x 2 y dy = 0. ( )

Case IV: If the form of differential equation is

(
x m y n (aydx + bxdy ) + x m y n a ' ydx + b ' xdy = 0
' '
)
1
3 3
x y
( ) 1
(
y xy + 2 x 2 y 2 dx + 3 3 x xy − x 2 y 2 dy = 0.
x y
)
m + h +1 n + k +1 m' + h + 1 n' + k + 1
Then IF = x y where
h k
= and =
a b a' b'

( )
Example 8: Solve 3 y − 2 xy 3 dx + 4 x − 3x 2 y 2 dy = 0 ( )
( ) (
Solution: 3 y − 2 xy 3 dx + 4 x − 3x 2 y 2 dy = 0 )
 (3 ydx + 4 xdy) + xy (− 2 ydx − 3xdy) = 0
2

Compare with x m y n (aydx + bxdy ) + x m y n a ' ydx + b ' xdy = 0

' '
( )
m = 0, n = 0, a = 3, b = 4
m ' = 1, n ' = 2, a ' = −2, b ' = −3
IF = x h y k Where,
m + h +1 n + k +1 m' + h + 1 n' + k + 1
= and =
a b a' b'
h +1 k +1 1+ h +1 2 + k +1
5

= and =
Page

3 4 −2 −3
 4h − 3k = −1 and 3h − 2k = 0 h = 2 and k = 3
IF = x 2 y 3
Multiply by x 2 y 3 to the given equation.
x 2 y 3 (3 y − 2 xy 3 )dx + x 2 y 3 (4 x − 3x 2 y 2 )dy = 0
(3x 2 y 4 − 2x 3 y 6 )dx + (4x 3 y 4 − 3x 4 y 5 )dy = 0 (Exact diff. equation)
It’ solution is:  (3x )
y 4 − 2 x 3 y 6 dx = C
2

1 4 6
x3 y 4 − x y =C
2

Linear Differential Equation with constant coefficient:

The general form of linear differential equation is

d2y dy
2
+ P + Qy = R
dx dx
The complete solution of linear differential equation is

y = CF + PI

If R = 0, then the solution is y = CF only.

Rule for finding CF:
d2y dy
For the equation 2
+ P + Qy = 0
dx dx
(i) Convert the equation in differential operator form
D2 y + PDy + Qy = 0  ( D 2 + PD + Q ) y = 0
(ii) Replace D by m for auxiliary equation (AE).
m2 + Pm + Q = 0
(iii) Solve the AE for m.
Suppose m = m1 , m2 (Distinct and Real)
Then CF = c1e m1x + c2e m2 x
(iv) Suppose m = m1 = m2 (Repeated and Real)
Then CF = ( c1 + xc2 ) e m1x
(v) Suppose the roots are m =   i (Complex)
Then CF = e x ( c1 cos  x + c2 sin  x )
(vi) Suppose the roots are complex an repeated m =   i ,   i
Then CF = e x ( c1 + xc2 )( A cos  x + B sin  x )

Rule for finding Particular Integration (PI):

d2y dy
For the equation 2
+ P + Qy = R
dx dx
(i) If RHS = e ax
6
Page
 1
PI = e ax
f ( D)
x
If f ( a ) = 0 then PI = eax and so on
f (a)
'

(ii) If RHS = xn (Algebraic function)

1
PI = xn
f ( D)
−1 −1
PI =  f ( D )  x n , Expand  f ( D )  binomially.
(iii) If RHS = sin ax or cosax
1
PI = sin ax
f ( D2 )
1
PI = sin ax
f ( −a 2 )

If f ( −a 2 ) = 0 then PI =
x
sin ax
f ' ( −a 2 )
(iv) If RHS = e ax . ( x )
1
PI = eax . ( x )
f ( D)
1
PI = eax .  ( x)
f ( D + a)

(v) If RHS = x n sin ax

1
PI = x n sin ax
f ( D)
1
PI = Imaginary part of eiax xn
f ( D + ia )
If RHS = xn cos ax
1
PI = x n cos ax
f ( D)
1
PI = Real part of eiax xn
f ( D + ia )

d2y dy
Example 9: Solve 2
− ( a + b ) + aby = e ax + ebx .
dx dx
2
d y dy
Solution: 2
− ( a + b ) + aby = eax + ebx
dx dx
 D − ( a + b ) D + ab  y = e ax + ebx
2

Auxiliary equation
m 2 − ( a + b ) m + ab = 0
7
Page

m2 − am − bm + ab = 0
m(m − a) − b (m − a) = 0
( m − a )( m − b ) = 0
m = a, b
CF = c1e ax + c2ebx

PI =
1
f ( D)
( eax + ebx )
PI =
1
( eax + ebx )
( D − ( a + b ) D + ab )
2

1 1
PI = eax + 2 ebx
( D − ( a + b ) D + ab ) ( D − ( a + b ) D + ab )
2

Here f ( a ) = 0 and f ( b ) = 0. The Rule is failed.

x x
PI = eax + ebx
2D − ( a + b ) 2D − ( a + b )
x x
PI = eax + ebx
2a − ( a + b ) 2b − ( a + b )
x ax x bx
PI = e + e
a −b b−a
PI =
x
a −b
( eax − ebx )
The complete solution is
y ( x ) = CF + PI

y ( x ) = c1e ax + c2ebx +
x
a −b
( eax − ebx )

d2y dy
Example 10: Solve 2
+2 + y = x
dx dx
2
d y dy
Solution: 2
+2 + y = x
dx dx
( D + 2D + 1) y = x
2

Auxiliary equation
m2 + 2m + 1 = 0
( m + 1) = 0
2

 m = −1, −1
CF = ( c1 + xc2 ) e − x
1
PI = x
f ( D)
1
PI = 2 x
D + 2D + 1
PI = (1 + D 2 + 2 D ) x
−1
8

PI = 1 − ( D 2 + 2 D ) + ... x
Page
 PI =  x − ( D 2 x + 2 Dx ) + ...
PI =  x − ( 0 + 2 ) + 0 
PI = x − 2
The complete solution is
y ( x ) = CF + PI
y ( x ) = ( c1 + xc2 ) e − x + x − 2

(
Example 11: Solve D 2 − 4 D + 3 y = x 3 )
(
Solution: D 2 − 4 D + 3 y = x 3)
Auxiliary equation
m2 − 4m + 3 = 0
m2 − 3m − m + 3 = 0
m ( m − 3) − 1( m − 3 ) = 0
( m − 3)( m − 1) = 0
m = 1,3
CF = c1e x + c2 e3 x
1
PI = x3
f ( D)
1
PI = x3
D − 4D + 3
2

1
PI = x3
 D − 4D 
2
3 1 + 
 3 
−1
1  D2 − 4D  3
PI = 1 +  x
3 3 
1  D2 − 4D  D2 − 4D   D2 − 4D  
2 3

PI = 1 − +  −  + ...  x3
3 3  3   3  
 
1 1 2 
PI = 1 − ( D − 4 D ) + ( D − 8D3 + 16 D 2 ) − ( D3 − 12 D5 + 48D 4 − 64 D3 ) + ...  x3
1 4 1
3 3 9 27 
1 
PI =  x3 − ( D 2 x3 − 4 Dx3 ) + ( D 4 x3 − 8D3 x3 + 16 D 2 x3 ) − ( D3 x 3 − 12 D 5 x 3 + 48D 4 x 3 − 64 D 3 x 3 ) + ... 
1 1 1
3 3 9 27 
1 
PI =  x3 − ( 6 x − 12 x 2 ) + ( 0 − 48 + 96 x ) − ( 6 − 0 + 0 − 384 ) + 0 
1 1 1
3 3 9 27 
1 1 1 
PI =  x3 − 2 x + 4 x 2 + ( 0 − 48 + 96 x ) − ( 6 − 0 + 0 − 384 ) + 0 
3 9 27 
PI =
1
27
( 9 x3 + 36 x 2 + 78 x + 80 )
The complete solution is
9

y ( x ) = CF + PI
Page
 y ( x ) = c1e x + c2e3 x +
1
27
( 9 x3 + 36 x 2 + 78 x + 80 )

( )
Example 12: Solve 2 D 2 + 5 D + 2 y = ( 5 + 2 x )
( )
Solution: 2 D 2 + 5 D + 2 y = ( 5 + 2 x )
Auxiliary equation
2m2 + 5m + 2 = 0
2m2 + 4m + m + 2 = 0
2m ( m + 2 ) + 1( m + 2 ) = 0
( m + 2 )( 2m + 1) = 0
1
m = − , −2
2
1
− x
CF = c1e 2 + c2e −2 x
1
PI = (5 + 2x )
f ( D)
1
PI = (5 + 2x )
2 D + 5D + 2
2

1
PI = (5 + 2x )
 2 D 2 + 5D 
2 1 + 
 2 
−1
1  2 D 2 + 5D 
PI = 1 +  (5 + 2x )
2 2 
Expand binomially.
1  2 D 2 + 5D  2 D 2 + 5D  
2

PI = 1 − +  − ...  ( 5 + 2 x )
2 2  2  
 
1 
2
2 D 2 + 5D  2 D 2 + 5D 
PI =  5 + 2 x − ( 5 + 2x) +   ( 5 + 2 x ) − ... 
2 2  2  
 
1 2 D 2 + 5D  4 D 4 ( 5 + 2 x ) + 10 D3 ( 5 + 2 x ) + 25D 2 ( 5 + 2 x )  
PI =  5 + 2 x − ( 5 + 2x) +   − ... 
2  2  2 


1 5 2 
PI =  5 + 2 x − + 0 − ... 
2 2 
PI = x
Complete solution is
y ( x ) = CF + PI
1
− x
y ( x ) = c1e 2
+ c2e −2 x + x
10
Page
 d3y d2y dy
Example 13: Solve 3
− 3 2 + 4 − 2 y = e x + cos x
dx dx dx
3 2
d y d y dy
Solution: 3
− 3 2 + 4 − 2 y = e x + cos x
dx dx dx
( D − 3D + 4D − 2 ) y = e + cos x
3 2 x

Auxiliary equation
m3 − 3m2 + 4m − 2 = 0
 ( m − 1) ( m 2 − 2m + 2 ) = 0
m = 1,1  i
CF = c1e x + e x ( c2 cos x + c3 sin x )

PI =
1
f ( D)
( e x + cos x )

1 1
PI = ex + 3 cos x
( D − 3 D + 4 D − 2 ) ( D − 3D + 4 D − 2 )
3 2 2

x 1
PI = ex + cos x
( 3D − 6D + 4 ) ( D.D − 3D2 + 4D − 2 )
2 2

x 1
PI = ex + cos x
(3 − 6 + 4) (
D. ( −1 ) − 3 ( −12 ) + 4 D − 2
2
)
1
PI = xe x + cos x
( −D + 3 + 4D − 2)
1
PI = xe x + cos x
( 3D + 1)
PI = xe x +
( 3D − 1) cos x
( 3D + 1)( 3D − 1)
PI = xe x +
( 3D − 1) cos x
(9D 2
− 1)

PI = xe x +
( 3D − 1) cos x
(9 ( −1 ) −1)
2

PI = xe x −
( 3D cos x − cos x )
10
PI = xe x −
( −3sin x − cos x )
10
1
PI = xe x + ( 3sin x + cos x )
10
Complete solution is
y ( x ) = CF + PI
1
y ( x ) = c1e x + e x ( c2 cos x + c3 sin x ) + xe x + ( 3sin x + cos x )
10
11
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Example 14: Solve D 4 − 1 y = e x cos x. ( )
(
Solution: D 4 − 1 y = e x cos x )
Auxiliary equation
m4 −1 = 0
( m2 − 1)( m2 + 1) = 0
( m − 1)( m + 1) ( m2 + 1) = 0
m = −1,1, −i, i
CF = c1e − x + c2e x + ( c3 cos x + c4 sin x )
1
PI = e x cos x
( D − 1)
4

1
PI = e x . cos x
( D + 1) −1
4

1
PI = e x . cos x
D + 6D + 4D2 + 6D
4 3

1
PI = e x . cos x
( −1 )( −1 ) + 6 ( −12 ) D + 4 ( −12 ) + 6D
2 2

1
PI = e x . cos x
1 − 6D − 4 + 6D
1
PI = e x . cos x
−3
1
PI = − e x cos x
3
Complete solution is
y ( x ) = CF + PI
1
y ( x ) = c1e− x + c2e x + ( c3 cos x + c4 sin x ) − e x cos x
3

(
Q. Solve D 4 + 1 y = e x cos x. )
y 
Q. Solve  sec y − tan y  dx + ( sec y log x − x ) dy = 0.
x 

(
Example 15: Solve D 2 − 4D + 4 y = 8x 2 e 2 x sin 2 x )
(
Solution: D 2 − 4D + 4 y = 8x 2 e 2 x sin 2 x )
Auxiliary equation: m − 4m + 4 = 0  (m − 2 ) = 0  m = 2, 2
2 2

CF = ( C1 + xC2 ) e 2 x
1
PI = 8 x 2 e2 x sin 2 x
D − 4D + 4
12

1
= 8 x 2 e2 x sin 2 x
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( D − 2)
2
 8e 2 x
= x 2 sin 2 x
( D + 2 − 2)
2

1 2
= 8e 2 x x sin 2 x
D2
PI = −e 2 x  4 x cos 2 x + ( 2 x 2 − 3) sin 2 x 
Complete solution is: y = CF + PI


y = (C1 + xC2 )e 2 x − e 2 x 4 x cos 2 x + (2 x 2 − 3)sin 2 x 

d2y dy
Example 16: Solve 2
− 2 + y = x sin x
dx dx
2
d y dy
Solution: 2
− 2 + y = x sin x
dx dx
( D − 2D + 1) y = x sin x
2

Auxiliary equation
m2 − 2m + 1 = 0
( m − 1) = 0  m = 1,1
2

CF = ( c1 + c2 x ) e x
1
PI = x sin x
( D − 2D + 1)
2

1
PI = Imaginary part of x ( cos x + i sin x )
( D − 2D + 1)
2

1
PI = Imaginary part of x.eix  eix = cos x + i sin x 
( D − 2D + 1)
2

1
PI = Imaginary part of eix
( )
x
( D + i) − 2( D + i) +1
2

1
PI = Imaginary part of eix x
( D − 2 ( D + i ) − 2i )
2

1
PI = Imaginary part of eix x
 1 
−2i 1 − (1 + i ) D − D 2 
 2i 
−1
1   1 
PI = Imaginary part of e 1 − (1 + i ) D + D 2  x
ix

−2i   2i 
Expand binomially.
1  1 
PI = Imaginary part of eix 1 + (1 + i ) D + D 2 + ... x
−2i  2i 
1  1 
x + (1 + i ) Dx + D 2 x + ...  (1 − x ) = 1 + x + x 2 + ...
−1
PI = Imaginary part of eix
13


−2i  2i   
Page
 1
PI = Imaginary part of eix  x + 1+ i
−2i
Multiply by i to the numerator and denominator.
1
PI = Imaginary part of eix  xi + i − 1
2
1
PI = Imaginary part of ( cos x + i sin x ) ( x + 1) i − 1
2
PI = Imaginary part of − cos x − ( x + 1) sin x + i ( x + 1) cos x − sin x
1
2
PI = ( x + 1) cos x − sin x
1
2
Complete solution is
y ( x ) = CF + PI

y ( x ) = ( c1 + c2 x ) e x +
1
2
( x + 1) cos x − sin x

d2y dy
Example 17: Solve 2
+ 2 + y = x cos x
dx dx

Cauchy Euler Homogeneous Linear Differential Equation:

The general Cauchy Euler Homogeneous Linear Differential Equation is

dny d n −1 y
an n + an −1 n −1 + ... + a0 y =  ( x )
dx dx
Where a0 , a1 , a2 ,... are constants
d
Put x = e z , z = log x, =D
dz
dy d2y d3y
x = Dy, x 2 2 = D ( D − 1) y, x3 3 = D ( D − 1)( D − 2 ) y
dx dx dx

d2y dy
Example18: Solve x 2 2
− x + y = log x.
dx dx
d2y dy
Solution: x 2 2
− x + y = log x
dx dx
d
Put x = e z , z = log x, =D
dz
dy d2y
x = Dy and x 2 2 = D ( D − 1) y
dx dx
D ( D − 1) y − Dy + y = z
(D − 2 D + 1) y = z
14

Auxiliary equation: m2 − 2m + 1 = 0  ( m − 1) = 0  m = 1,1

2
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CF = ( c1 + zc2 ) e z
1
PI = z
( D − 2D + 1)
2

1
PI = z
(1 − D )
2

PI = (1 − D ) z
−2

Expand binomially.
PI = (1 + 2 D + ...) z
PI = ( z + 2 Dz + ...)
PI = z + 2
Complete solution is: y ( z ) = CF + PI
y ( z ) = ( c1 + zc2 ) e z + z + 2
y ( x ) = ( c1 + c2 log x ) x + log x + 2

y ( x ) = ( c1 + c2 log x ) x + log x + 2

d2y dy
Example19: Solve x 2
+ x + y = ( log x ) sin ( log x ) .
2

dx dx
2
d y dy
Solution: x 2 2 + x + y = ( log x ) .sin ( log x )
dx dx
Put x = e  log x = z
z

2
dy 2 d y d
x = Dy, x 2
= D ( D − 1) y, D 
dx dx dx
The transformed equation is:
D ( D − 1) y + Dy + y = z sin z  ( D 2 + 1) y = z sin z
Auxiliary equation: m2 + 1 = 0  m =  i
CF = C1 cos z + C2 sin z
1
PI = 2 z sin z
D +1
1 1
= Imaginary part of 2 z ( cos z + i sin z ) = Imaginary part of 2 zeiz
D +1 D +1
1
= Imaginary part of eiz z
( D + i) +1
2

1  z2 z 
= Imaginary part of eiz  − 
2i  2 2i 
z2 z
PI = − cos z + sin z
4 4
Complete solution is: y = CF + PI
15

z2 z
Page

y = C1 cos z + C2 sin z − cos z + sin z

4 4
 ( log x )
2
log x
y = C1 cos ( log x ) + C2 sin ( log x ) − cos ( log x ) + sin ( log x )
4 4

d3y 2
2 d y dy
Example 20: Solve x3 3
+ 3 x 2
+x = x3 log x.
dx dx dx

Variation of Parameters Method:

Procedure:
(i) Find C.F
(ii) Compare the C.F to c1 y1 + c2 y2 and find y1 , y2 .
(iii)Find P.I . = uy1 + vy2 .
(iv) Find u and v by the formula
 − y2 X  y1 X
u= dx, v =  dx
 y1 y2 − y1 y2  y1 y2 − y1 y2
' ' ' '

(v) Find the general solution, y ( x ) = C.F . + P.I .

d2y
Example 21: Solve + y = sec x by using variation of parameters method.
dx 2
d2y
Solution: + y = sec x
dx 2
( )
D 2 + 1 y = sec x
Auxiliary equation: m 2 + 1 = 0  m = i
CF = C1 cos x + C2 sin x
Here y1 = cos x, y2 = sin x
PI = uy1 + vy2
 − y2 X  y1 X
Where, u =  dx, v =  dx
 y1 y2 − y1 y2  y1 y2 − y1 y2
' ' ' '
16

− sin x.sec x − tan x

dx  u = 

u =  dx = log cos x
Page


 cos x.cos x + sin x.sin x  1
  y1 sec x
v= dx
 y1 y 2 − y1 y 2
' '

 cos x.sec x
v =  dx  v =  dx = x
 cos x.cos x + sin x.sin x
PI = cos x. log cos x + x sin x
Complete solution is: y = CF + PI
y = C1 cos x + C2 sin x + cos x. log x + x. sin x

Example22:

Example 23 : Solve by method of variation of parameters:

17
Page
 d2y dy ex
Example 24 : Solve − 3 + 2 y = by using variation of parameters method.
dx 2 dx 1 + ex
d2y dy ex
Solution: −3 + 2y =
dx 2 dx 1 + ex
x

( D2 − 3D + 2) y = 1 +e e x
Auxiliary equation: m 2 − 3m + 2 = 0  m = 1, 2
CF = C1e + C2e
x 2x

Here y1 = e x , y2 = e 2 x
PI = uy1 + vy2
 − y2 X  y1 X
Where, u =  dx, v =  dx
 y1 y2 − y1 y2  y1 y2 − y1 y2
' ' ' '

ex
 − e 2x

u =  x 2 x 1 + ex 2 x dx  u = − x
 x 1
dx
 2e .e − e .e
  e +1


e− x
u = − dx
 e − x ( e x + 1)


u = log ( e − x + 1)
18

 y1 X
Now v = 
Page

dx
 y y − y1' y2
'
1 2
 
ex
ex . 
v=


1 + e x dx  v =  1
dx



x 2x
e .e 
 e . 1 + ex

x
( )
 1 1 
v =   x −  dx
e 1 + ex 
v = −e − x + log ( e − x + 1)

(
PI = e x .log ( e − x + 1) + e 2 x . −e − x + log ( e − x + 1) )
Complete solution is: y = CF + PI

y = C1e x + C2e 2 x + e x .log ( e − x + 1) − e x + e 2 x log ( e − x + 1)

EQUATIONS OF FIRST ORDER AND HIGHER DEGREE

dy dy
The differential equations will involve in higher degree and will be denoted by p. The
dx dx
differential equation will be of the form f ( x, y, p ) = 0 .

Equation solvable for p:

Example 25: Solve p 2 + 2 py cot x = y 2 .

Solution: p 2 + 2 py cot x − y 2 = 0
Solve for p.
−2 y cot x  4 y 2 cot 2 x − 4 1 ( − y 2 )
p=
2 1
−2 y cot x  2 y cot 2 x + 1
p=
2
−2 y cot x  2 y cos ecx
p=
2
p = − y ( cot x  cos ecx )
The component equations are
dy
= − y ( cot x + cos ecx ) …… (1)
dx
dy
= − y ( cot x − cos ecx ) …… (2)
dx
Solve equation (1).
dy  cos x 1  1 + cos x
= −y + =− y
dx  sin x sin x  sin x
dy 2 cos 2 ( x / 2 )
=− y
dx 2sin ( x / 2 ) cos ( x / 2 )
dy cos ( x / 2 )
y = − y cot ( x / 2 )
19

=−
dx sin ( x / 2 )
Page
 dy
= − y cot ( x / 2 )
dx
Separate the variable.
dy
= − cot ( x / 2 ) dx
y
Integrate both sides.
 dy
 = −  cot ( x / 2 )dx + log c
 y
log y = −2 log sin ( x / 2 ) + log c
log y = log ( c / sin 2 ( x / 2 ) )
y = c cos ec 2 ( x / 2 ) …… (2)
Now solve equation (2).
dy
= − y ( cot x − cos ecx )
dx
dy  cos x 1  1 − cos x
= −y − = y
dx  sin x sin x  sin x
dy  cos x 1  1 − cos x
= −y − = y
dx  sin x sin x  sin x
dy  cos x 1  2sin 2 ( x / 2 )
= −y − = y
dx  sin x sin x  2sin ( x / 2 ) cos ( x / 2 )
dy
= y tan ( x / 2 )
dx
Separate the variable.
dy
= y tan ( x / 2 ) dx
y
Integrate both sides.
 dy
 =  tan ( x / 2 )dx + log c
 y
log y = 2 log sec ( x / 2 ) + log c
log y = log sec 2 ( x / 2 ) + log c
log y = log c sec 2 ( x / 2 )
 y = c sec 2 ( x / 2 ) …… (3)
From (2) and (3), the combined solution is

( y − c cos ec x / 2)( y − c sec

2 2
x / 2) = 0

Problems: Solve the following differential equations:

(i) p 2 − 7 p + 12 = 0, Answer : ( y − 3 x − c )( y − 4 x − c ) = 0
(ii) p 2 − 5 p + 6 = 0, Answer : ( y − 2 x − c )( cy − 3 x − c ) = 0
−1
( y / x)
(iii) x 2 p 2 − 2 xyp + 2 y 2 − x 2 = 0, Answer : x = ce  sin
20
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Equation solvable for x:
(i) Differentiate the given equation w.r.t. ‘y’.
(ii) Solve the equation obtained as in (1) for p.
(iii) Eliminate p, by putting the value of p in the given equation
(iv) The eliminant is the required solution.

Example 26: Solve y = 2 px + y 2 p 3

Solution: y = 2 px + y 2 p 3 …… (1)
Solve for x.
y y2 p2
x= −
2p 2
Differentiate w.r.t to y.
dx 1 y dp 2 yp 2 dp
= − 2 − − 2 y2 p
dy 2 p 2 p dy 2 dy
dx 1
Substitute =
dy p
1 1 y dp 2 yp 2 dp
= − 2 − − 2 y2 p
p 2 p 2 p dy 2 dy
1 y dp dp
+ 2 + yp 2 + 2 y 2 p =0
2 p 2 p dy dy
 1  dp  1 
p  py + 2  + y  py + 2  = 0
 2p  dy  2p 
 1  dp 
 py + 2  p + y  = 0
 2 p  dy 
dp
Neglecting the first factor which does not involve .
dy
 dp 
 p+ y =0
 dy 
Separate the variables.
dp dy
=−
p y
Integrate both sides
 dp  dy
 = − + c
 p  y
log p = − log y + log c
log p = log c / y
 p=c/ y
Substitute in equation (1).
3
c c
y = 2 x + y2  
y  y
y 2 = 2cx + c 3
21

Problem: Solve y 2 log y = xpy + p 2  Answer : log y = cx + c 2 

Page
Equation solvable for y:
(i) Differentiate the given equation w.r.t. ‘x’.
(ii) Eliminate p from the given equation and the equation obtained as above.
(iii) The eliminant is the required solution.
Example 27: Solve y + px = x4 p 2 .
Solution: y + px = x 4 p 2 …… (1)
Solve for y.
y = x4 p 2 − px
Differentiate w.r.t to x.
dy dp dp
= 4 x3 p 2 + 2 x 4 p − p−x
dx dx dx
dy
Substitute = p.
dx
dp dp
p = 4 x3 p 2 + 2 x 4 p − p−x
dx dx
2 p − 4 x3 p 2 + ( x − 2 x 4 p ) = 0
dp
dx
2 p (1 − 2 x3 p ) + x (1 − 2 x 3 p ) = 0
dp
dx

(1 − 2 x3 p )  2 p + x dp 
=0
dx 
dp
Neglecting the first factor which does not involve .
dx
dp
2p + x =0
dx
Separate the variables.
dp dx
= −2
p x
Integrate both sides
 dp
= −2
dx
  +c
 p  x
log p = −2log x + log c
log p = − log x2 + log c
log p = log ( c / x 2 )
 p = c / x2
Substitute in equation (1).
y + xc / x2 = x4c2 / x4
xy + c = c2 x

Equations in Clairaut’s form:

An equation in the form y = px + f ( p ) is known as Clairaut’s equation.

22

Procedure for the solution of Clairaut’s equation:

Replace p by c in the Clairaut’s form of equation.
Page
 ( )
1/2
Example 28: Solve y = px + 1 + p 2 .

( )
1/2
Solution: y = px + 1 + p 2
Equation (1) is in Clairaut’s form.
Replace p by c.

y = cx + (1 + c 2 )
1/2

c is an arbitrary constant.

Example 29: Solve sin px cos y = cos px sin y + p.

Solution: sin px cos y = cos px sin y + p
sin px cos y − cos px sin y = p
sin ( px − y ) = p
px − y = sin −1 p
y = px − sin −1 p [Clairaut’s form]
The general solution is

y = cx − sin −1 c

Problem 1: Solve y = px + ap (1 − p )
2
dy  dy 
Problem 2: Solve y = x +   or y = px + p
2

dx  dx 

23
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