UNIT 9 DIFFERENTIAL EQUATIONS

Structure
9.1 Introduction
Objectives
9.2 Preliminaries
9.3 Formation of Differential Equations
9.4 Methods of Solving Differential Equations of the First Order and First Degree
9.4.1 Separation of Variables
9.4.2 Homogeneous Differential Equations
9.4.3 Exact Differential Equations
9.4.4 Linear Differential Equations
9.5 Summary
9.1 INTRODUCTION
Analysis has been dominant branch of mathematics for 300 years, and differential
equations is the heart of analysis. Differential equation is an important part of
mathematics for understanding the physical sciences. It is the source of most of the
ideas and theories which constitute higher analysis. Many interesting geometrical and
physical problems are proposed as problems in differential equations, and solutions of
these equations give complete picture of the state of these problems.
Differential equations work as a powerful tool for solving many practical problems of
science as well as a wide range of purely mathematical problems. In Units 2 and 5, we
defined first and higher order ordinary and partial derivatives of a given function. In this
unit, we make use of these derivatives and we first introduce soine basic definitions.
Then we discuss the formation of differential equations . We also discuss various
techniques of solving soine important types of differential equations of the first order
and first degree. We have discussed the method of separation of variables together with
methods of solving homogeneous, exact and linear differential equations. Also,
differential equations which are reducible to homogeneous fonn or equations reducible
to linear form are coilsidered.
Objectives
After studying t h i ~ unit you should be able to
*
distingu~sl, between ordinary and partial differential equatioils and betweeii
the order and the degree of an equation,
*
form 2 differential equation whose solutioii is given,
* use the method of separation of variables,
*
identify homogeneous or linear equations and solve the same,
* verify whether a given differential equation M ( x, y ) clx + N ( x, y ) dy = 0 is
exact or not, and solve exact equations,and
*
identify an integrating factor in some simple cases which makes the given
equation exact.
9.2 PRELIMINARIES
In this section we shall define and explain the basic concepts in differential equations
and illustrate them through examples. Recall that given an equation or relation of the
type f ( x, y ) = 0, involving two variables x and y, where y = y( x ), we call x the
independent variable and y the dependent variable (ref. Unit 1 of Block 1). Any
equation which gives the relation between the independent variable and the derivative
of the dependent variable with respect to the independent variable is a differential
equation. In general we have the following definition.
Definition :
A differential equation is an equation that involves derivatives of dependent variable
with respect to one or more independent variables.
For example,
az az
x - + y - = nz,
ax ay
are differential equations.
Differential equations are classified into various types. The most obvious classification
of differential equations is based on the nature of the dependent variable and its
derivative (or derivatives) in the equations. The following definitions give the various
types of equations:
Definition :
A di1 fcrential equation involving only derivatives (that is, derivatives with respect to a
single independent variable) is called an ordinary differential equation (abbreviated
as ODE). For example, equation (9.1) namely,
is an ordinary differential equation.
Definition :
A differential equation containing partial derivatives, that is, the derivative of a
dependent variable with respect to two or more independent variables is called a partial
differential equation (abbreviated as PDE).
For example, equations (9.2) and (9.3), namely
az az
X - + y - = nz,
ax ay
are partial differential equations. Differential equations can be further broadly classified
by their order and degree. .
Iutergral Calculus
Definition :
The nLh derivative of a dependent variable with respegt to one or more illdependent
variables is called a derivative of order n, or simply an n lh order derivative. For
- -
2 b 2 z
exampk, i - ? ! , 7 - , are second order derivatives and
, a3z
a re
d~ ax2 d ~ a y du ax a))
third oider derivatives.
The order of a differential equation is the order of the highest order derivative
appearing in the equation. For exaillple,
(because the highest order derivative is &which is of first order)
dx
d 2~
(highest order derivative is -T ).
dr
2 3
d 2~ dy
(3) + 22 - + .x ( 2) = 0 is of order three.
Definition :
The degree of a differential equation is the highest exponent of the derivative of the
highest order appearing in it after the equation has been expressed in the fonn free froin
radicals and fractions as far as derivatives are concerned. For example, equations (9.1),
(9.2), (9.3), and (9.5) are of first degree and equations (9.4) and (9.6) are of second
degree.
Equation
is of seaond degree. To det ennk its order, we make the equation free froin radicals.
We need to square both the sides so that
Since the highest exponent of the highest derivative, that is, is two a d , by
dr 2'
definitian, the degree of equation (9.7) is two.
And now an exercise for you.
E 1
, State the eider an3 the degree of each of the followiilg differential equations.
In this unit we will only be concerned with the study of certain types of ordinary
differential equations which we shall simply refer to as differential equations, dropping
the word "ordinary".
The principal task of the theory of differential equations is to find all the solutions of a
given differential equation. But then it is natural to ask as to what exactly is the
rn
meaning of a solution of a differential equation. Tbe answer to this question is given in
the following definition.
Definition :
A solution or an integral of a differential equation is a mlation between the variables,
I
not involving the derivatives, such that relation and the derivatives obtained from it
satisfy the given diffdrential equation.
To illustrate this let us do the following examples.
Example 1 :
Prove that
2
Y - a
is a solution of
xy' = 2y.
Solution :
Step 1 :
~ifferentiating both dides of equation (9.8) with respect to x, we get,
,Y ' = 2cx . . . (9.10
where y' stands for 4
dr
Step 2 : ' 6
Substituting in equation (9.9) the values of y and y ' obtained from equations (9.8) and
(9.10)
respectively, we get an identity,
It should also be noted that a differential equation may have many solutions. For
instance, each of the functions y = sin x, y = sin x + 3, y = sin x - 4/5 is a solution
lnlergral Calculus
af the differential equation y I f = cos x. But we also know from our knowledge of
calculus that any solution of the equation is of the form
where c is a constant. If we regard c as arbitrary, then equation (9.1 1) represents the
totality of all solutions of the equation.
If you have understood the above example, then you may now try the following exercise.
E2
Verify that each function is a solution of the differential equation written next to it.
a)
Y = x' +x+c; y' = & + I ,
2
b) y ==x2+c x; xyf = X +y
c)
y =Asi n5x+Bcos5x; yU+25y = 0
d) y = (x+c)e-' ; y f + y = e-'
1 2
e) Iny =cl eX+c2e" ; yy" - y =y21ny.
As illustrated above, a differential equation may have more than one solution. It may
even have infinitely many solutions, which can be represented by a single formula
involving arbitrary constants. According1 y, we classify various tyves of solutions of a
differential equation as follows.
Thp solution of the n * order differential equation which contains n arbitrary constants
is called its general solution.
Definition :
Anv solution which is obtained from the general solution by giving particular values to
the arbitrary constants is called a particular solution.
For example, y = clsin 2x - c2 cos 2x involving two arbitrary constants cl and c2 is
2
the general solution of second order equation + 4y = 0 whcleas
dr2
y .t 2sin 2x + cos 2r is a particular solution (taking cl = 2 and c2 = 1).
In some cases there may be further solutions of a given equation which cannot be
obtained by assigning a definite value to the arbitrary constant in the general solution.
Such a solution is called a singular solution of the equation. For example, the equation
x
has the general solution, y = cx - c '. A further solution of equation (9.12) is y = -
4
Since the solution cannot be obtained by assigning a definite value to c in the general
solution, it is a singular solution of equation (9.12).
After going through the definitions and illustrations given in Section 9.2 you would
have definitely got the clue that a differential equation can also be derived from its
solution by the process of differential, algebraic processes of elimination, etc. Now we
shall discuss the method of finding the differential equation when its general solution is
given.
-
'9.3 FORMATION OF 'DIFFERENTIAL EQUATIONS
Ditfet-entinl Equations
We begin by taking an example. The procedure involved will show clearly the relation
between the number of constants in the general solution and the order of a differential
equaqtion.
A differential equation whose general solution is given by
can be found as follows.
Differentiating equation (9.13) with respect to x, we get
y' = a +3bs
Again differentiating equation (9.14) with respecl lox, we obtain,
y" = 6bx
Solving equatioils (9.14) and (9.15) for a and b we gel,
Substituting these values of a and b in equation(9.13), we get
Thus, x 2y" - 3xyr - 3y = 0 is the desired differential equation. Generalising the above
procedure we obtain the following rule to find the differential equation when its general
solution is given.
Rule
a)
Differentiate the general solution. Let us refer to the resulting equation as the
derived equation.
b)
Differentiate the derived equation and obtain the second derived equation.
c)
Differentiate the second derived equation and continue the process until the
number of derived equations is equal to the number of independent arbitrary
constants involved in the general solutions.
d)
Finally eliminate'all the constants of the general solution with the help of these
derived equations, and get the desired equation.
Example 2:
By eliminating the constants hand k, find the differential equation of which
( x - / ~ ) ~ + ( y - k ) ~ = a 2
. .. (9.16)
is a solution.
Solution :
Step 1 :
Differentiating equation (9.16) we get the first derived equation as
Intergral Calculus
Step 2 :
Differentiating equation (9.17) we get the second derived equation as
Step 3 :
Finally, we eliminate 11 and k from equation (9.16).
Equations (9.17) and (9.18) yield,
2 .
and
Substituting these values in the given relation (9.16) we obtain,
as the required differential equation.
How about doing some exercises now?
E3
Find the differential equations having the following as solutions.
E4
Find the differential equations whose solutiolr is given by
y = e x( Ac os x+Bs i i ~x)
whereA and B are arbitrary constants.
It will probably come as no surprise to you that differeutial equations which look
similar are solved in similar ways. 111fact, the equations are classified into various types
which have similar mathematical characteristics. Any differential equation of the first
order and first degree may be written in the form
In the next section, we shall discuss various methods of solving first order and first
degree differential equations.
9.4 METHODS OF SOLVING DIFFERENTIAL
EQUATIONS OF THE FIRST ORDER AND
FIRST DEGREE
In general, it inay not be very easy to solve even the apparently simple equation
% = f ( x, y ) . This is because no fonnulas exist for obtainiag its solutior~ in all cases.
.C
But, there are certain standard types of first order equatio~ls for which routine methods
of solution are available. We now discuss four of them that have Inally applications.
Let us discuss them one by one.
9.4.1 Separation of Variables
This is a technique for solvilig an iinportant class of differential equations, namnely,
those of the form
wherep ( x ) is a function of x only and q ( y ) is a function ofy only. Such at1 equation
is called an equation with separable variables, or a separable equation. For example,
dy ( 3+ 1)
the differential equation - =
cix
is of the same type as equation (9.19) with
e
I11order to solve the differential equation give11 by (9.19) we may proceed as follows:
Step 1 :
Rewrite equation (9.19) as
Step 2 :
Integrate both sides of equation (9.20) and get
Step 3 :
Solve equation (9.21) for y in terms of x.
Note that in Step 2, there is no need to write two constants since these call be
colnbined illto one as in equatioli (9.21).
We now take. up an example to illustrate these steps.
Example 3 :
Solve
dy 3x2
- -
dr y 2
Solution :
Step 1 :
The given differential equation is
Multiplying both sides of equation (9.22) by y ', we get
2 dy
y - = 3 x
2
ak
Step 2 :
Integrating both sides of equation (9.23), we get
s y 2 d y = s 3x2dx
3
-z f - I + e, where c is a constant
3 3
or, y = 3x +Cl ,
where cl = 3c is a constant.
Step 3 :
Solve equation (9.24) fory and get
3
y = [3x + C l ~ l ' ~
is the required solution of the differe~itial equation (9.22).
Let us look at ailother example.
Example 4 :
Solve - d~ = t 3 y 2 + S
dt
Note that right hand side of equation (9.25) is not of the form
p ( t ).
4 ( y )
However, if we write equation (9.25) as
we see that the right hand side of equation (9.26) is of the form
I
Separating the varirbleo in equrtion (9.26), we get
step 2 :
Integrating both ddes of equation (9.27), we get
where c is the constant of integration.
step 3 :
Solving equrtion.(9.28) for y, we get
Y = -
as the quirtd soluaion of equation (9.25).
t 4 / 4 +t +c -
You may now try this exemise yoruself.
ES
Sdve the following differential equations:
dy s + t
8)
7
b) dy y 2 - e " . y 2
&
= 4 ( y - 3 )
4 &
*=fll
d) t
Not all differential equations can be solved by the method of separation of variables.
For example, we cannot solve,
by the method of separation of variables because the expression t 2 y ' + 1 cannot be
written in the form h such ass we b v e to look for othn tscbrdqacs of solving
4 ( Y )'.
diff$ential equations. In the next subsectiom b e shall take up inother technique of
solving first order equations.
Intergral Calcotus 9.4.2 Homogeneous Differential Equations
You &re already familiar with the definition of a homogeneous function. Recall that a
function f ( x, y ) is said to be lioinogeneous of degree n, if
f ( Ax9J. l ' ) = A " f ( x , y ) ,
for a11values of x and y
We also say that any function of the form is homogeneous of degree zero since
X
However , the function
4 3 2
g (x, y ) = x - x + y is not hoinogeileous for
g ( A x , h y ) = ( ~ x ) ~ - ( ~ x ) ~ + ( h ~ ) ~ ~ h " f ( . r , ~ ) f o r a n ~ n .
1
From equation (9.29) a useful relation is obtained by letting A = - .
X
This gives for a hoinogeneous expressio~~ of the n th degree
1
- I ( x Y.Y ) = f [ l . f ] = @(:) (say)
or
A holnogelieous equation of the first order is of the f o m~
- dy - -
o r f ( x , y ) &- g ( x , y ) d y = 0 ,
dx g ( . x , y )
where f ( x, y ) and g ( x, y ) are homogeneous functions of the same degree.
2 2
dy x - y
For example, - = - is a hoi~iogeiieous differential equation. Here
dx ~XY
2
f ( x, y )
= x ' - y and g ( x, y ) = 2r;v are both homogeneous functions ol clcgrec
-.
\'
two. You must have noticed above that plays an important role in a ho~nogc~~c ous
X
functibli. Thus we would expect that the substitution
Y = v or y = v x
X
might be effective in solving a hon~ogeneous equation.
In fact, it will be seen that the substitutioii (9.31) in a homogelieous equation of the first
order and first degree reduces the equation to an equation with separable variables. Let
us, now, take up an example.
Example 5 :
Solve the differential equatio~l
( x - 2 y ) & + y d y = 0
Solutibn :
Step 1 :
2y - x
Clearly the equation * = -
Y
is hoiuogeneous. Putting y = v.x in equation (9. 32),
we get,
Dierentis1 Equations
Step 2 :
1 In equation(9.33) the variables are now separated and therefore
1 v
r - d y + r - - d v = cl. cl beine aconstant.
t
v
For finding the integral f dv, we substitute v - 1 = t , SO that dv = dt
-
- " ( v- 1) '
equation (9.33) becomes
v - 1
(si nce(v-1) = t).
It is convenient to replace the constallt cl by Inc,
where c > 0. Then equation (9.34) becomes,
Step 3 :
Replacing v by in equation (9.35), we get,
X
- 1 c I y - x
which is the required solution of equation (9.32).
Let us consider another example.
I
Solve d ~ -
2ry
- -
b
A x 2 - y 2
and
I
Solution :
The given equation (9.36) is homogeneous, since both numerator f (x, y ) = 2ry
the deno~ninator g ( x, y ) = x - y are homoge~lzous fui~ctions of degree 2.
We may rewrite equation (9.36) as
* 4,
i dv ( ~ v / x ) ...
and
(9.37)
dv 2v
or, V+ X- = - 2, where v = y/x ,
clx 1-v
dv 2v
x- = - 2-v = v
( l + v 2 )
1- v 1-v
2
Therefore,
where c is a constant of integration. To integrate equation (9.38), we write it as
* l n ~ v ( - l n ( ( l + v ~ ) ( = l n l x I + l ~ i I A( ,
where A is another constant.
Thus, we get
v
*- = A x
1 + v 2
Step 3 :
Y
Replacing v by -in the last equation, we obtain
X
2 1
tY = & o r x + Y 2 = x y
x + Y
gs the required solution of equation (9.36).
You may now try the following exercises.
E6
Solve the following differential equations:
2
a 4="'Y2
dx .ry
b) x z = X I ~ I I I ~ + ~ r
c) xdy- ydr = 4-dx
d) [ ~ + ~ s i n f ] c l x - x s i n ~ d ~ = 0
Solve the followi~.g equations:
1
a ) ( r 2 + x y ) d y = (.: + y 2 ) d r
h) x 2 y d y + ( x 3 + 3 y - i ~ T 2 ::3)dr = 0
C) ( 2 6 - x ) d y + y & - 0
d)
( 6x2 + 2y2 ) du - ( 3 + 4?ry ) dy = 0
DiEemtinl Equations
v.:-.~tir-.ns Reducible to H.ornogenet~us Form
,
-:x,rtinwh il mil\ happen that a given equatic;a is not homogeneous but can be reluced
r.- :~omogeoeous t om bv coruidenng a certain change of variables. For exampltx.
t.nr-tsidrr the equatlon of the form
This can be reduced to homogeneous form by changing the variables x, y to X, -
respectively, where
with h and k as constants to be so chosen as to make the given equation homogeneous.
With these new variables we have
Therefore, equation (9.39) becomes
which will be homogeneous provided 11 and k are so chosen so that
Solving the last two equations for h and k , we get,
which always have meanings except when
a b
aB -Ab = 0 that is when - = .-
A B'
So, with these values of 12 and k, the given equation can be reduced to homogeneous
equation and the resulting equation
Intergral Calculus
can now easily be solved by means of the substitution Y = v X. But what happens to
a 6
the equation if - = -?
A B
a b
In such cases we Ict - = - = I . , say.
A B
Then a = Ar and 11 = Brand the given equation becomes
We, then, p,: .' . +By = Z and its diffcreritial with respect to x, that is,
A + B a = dZ in equation (9.41) to get
dtr du
so that the variables are separated and hence the equation call be solved.
Lct us illustrate the above discussion with the help of the following examples.
Example 7:
Sdlve the differential equation
Solution:
Step 1:
Putting x = X + h, y = Y + k, B the given equation,
& - 6 ~ - 5 - 7
- we get
du 2r +3y - 6'
provided that
611- 2k- 7 = 0
Step 2:
Solving equations (9.44) and (9.45) for h and k we get,
Step 3:
Equation (9.43) is in holllogel~eous fori~i, thus putting Y = vX in equatioi~ (9.43), we
get
Since the variables have been separated oil integration, we get
.
.vhere c is a constant of integration.
Note that the integral on the right hand side is of the form
$ (see Unit 6)
Substituting back the value of v = in equation (9.46), we get
($1
Step 4 :
2r-3
ButY = y- k = y- 1andX = -
2 .
Thus, replacing these values ofX and Y in equation (9.47), we get
is the required solution.
Example 8 :
Solve ( 2 w+ y + l ) d x + ( 4 ~ + 2 y - l ) d y = 0.
Solution: Step 1:
Rewrite the given equation as
Step 2:
dy dt
Putting 2x + y = t and 2 + - = - , we get
du dx
Step 3:
Since equation (9.49) is in variable separable fonn, we illregrate both sides and get,
Iutegral Calculus
where c = 3cl is a constant.
Step 43
Replacing back the value oft in terms of x in equation (950), we get
3x = 2 ( 2 r + y ) + l n ) ( 2 r + y - l ) ) + ~
as the required solution.
You may now try this exercise.
#
ES
Solve &e following differential equations:
In Unit 4 you have studied the total differential of a given function. Now, in the next
sub-section, we shall make use of tbis to define an exact differential equation. We shall
also discuss the method of solving it.
9.43 Exact Differential Equations
Suppose that we are given a fundion g( x, y ) = c. Then its total differential is given by
For instance, the equatiod xy = c has the total differential
* +d y = 0,
Now, we consider the n v me situation, that is, given the differential equation
M(x, y ) dx+N( x, y) dy - 0 ,
. . . (9.51)
can we find a function g ( x, y ) = c, such that
dg = Mdx + Ndy,
where
If so, we say that equation (9.51) is an exact Merenthl equation.
It can be shown that the necessary and sufficient condition for the differential equation
a . aN
Y&+Ndy - Otobeexactis - = -.
ay ax
We will not be.proving this result here. However, we shall be making use of this to
verify whether a given differential equation of type (9.51) is exact or not.
Various steps involved in solving an exact differential equation Mdr + Ndy = 0, are as
follows.
Step 1:
Integrate M with respect to x, regarding y as a constant.
Step 2:
Integrate with respect toy those terms inN which do not involve x.
Step 3:
The sum of the two expressions obtained in Steps 1 and 2 equated to a constant is the
required solution.
Let us illustrate this method with the help of an example.
Example 9:
Solve the equation
Solution:
The given equation is of the form
2
Mdr+Ndy = OwithM = 1-si nxt any, N = cosxsec y.
Now,
aM 2
-- = -sinx sec y ,
ay
and
aM aN
-
so that - - -
ay ax '
which shows that equation (9.52) is an exact equation.
To solve equation (9.52), we proceed as follows:
Step 1:
Integrating M w.r.t. x regarding y as a wnstant, we have
$( 1 -sin x tan y ) dx = x + tan y ws x.
Step 2:
We integrate those terms in N w.r.t. y which do not involve x. But there is no such term
2
because N = cos x sec y.
Step 3:
The required solution is the suin of expressions obtained from s t ep 1 and 2. That is,
x + tan y cos x = c.
DitTerential Equations
In order to check your calculations you can find the total differential of the equation
obtained as a result of Step 3, and get back the original differential equation.
In practice differential equations are rarely exact but can often easily be transformed
into exact equatioils on multiplications by some suitable functioi~ known as integrating
factor. In other words, the integrating factor is a function which when multiplied with a
non-exact differential equation makes it exact. In general such a function exists but is
difficult to obtain, except for certain cases.
Consider for example, the equation
xdy-yak = 0
aM aN
which is not exact, since - * -.
ay ax
Here
But looking at the form of the equation, we can guess that the equation becomes exact
1
on multiplication by throughout. For, then, we get
Y
which is exact, as can be readily verified by using the condition
Let us consider another illustration.
Example 10:
1
ak = 0 becomes exact on Show that the differential equatioi~ - dy +
Y
inultiplication by xy, and solve it.
Solution:
1
The differential equation - dy + [i-f]& = 0
Y
aM aN
is not exact for - # -
aY ax
Multiplying equation (9.53) by xy, we get
This is, now exact because
It can, then be verified easily that the solution of equation (9.54) is given by
[xy - g] = constant.
Remark :
En some cases the integrating factor can be found by inspection as illustrated above by
ttHo simple examples. Obvious1 y guessing comes Gom practice on1 y. However, rules
$r finding the integrating factor do exist for other cases. But we do not intend to
consider these rules for determining the integrating factor in this course. Here we will
restrict our discussion only to some simple type of equations for which we can find the
iotegrating factor by inspection.
You may now try the followii~g exercises:
E9
1
Show that ( y - 2r3 ) & - x ( 1 - xy ) dy = 0 becomes exact on multiplication by 7
X
and solve it.
Di i e ~ t i n l Equations
E 10
Solve the following differential equations:
a) ( 1 + y x ) x d y + ( l - y x ) y d r = 0
b) 2 x y & + ( x 2 + l ) d y = 0
In the next sub-section we introduce you to find method of solving the most important
type of differential equations. These equations are iinportailt because of their wide
range of applications. In these equations the derivatives of the highest order is a linear
function of the lower order derivatives. Let us now study them.
9.4.4 Linear Differential Equations
We begin with the definition of linear differential equation.
Definition :
Linear differential equation is a name given to those differential equations which
contain the dependent variables and its derivatives in its first degree.
.
For example, the equation
is a linear differential equation, however y * + x = 5 is not linear because of the
dr
d ~
presence of the term y --, the product of depend variables and its derivative.
dr
The general fonn of the first order linear differeiitial equation is
wherep ( x ) and q ( x ) are functioiis of the independent variable x alone, or are
constants. From our discussion in Sub-section 9.4.3 you will at once see that the
equation (9.55) can be solved by the use of an integrating factor. If, on lnultiplication
Intergrpl Calculus
with a suitable integrating factor, the given equation can be expressed as an exact
derivative, then the resulting equation call be integrated directly. In general, to solve
such differential equation we proceed as follows.
Multiply both sides of this equation by el@" (an integrating factor), we get
The left hand side, now, is the differential coefficient of y elpd", that is, equation (9.56)
is nothing but
Integrating both sides of equatioil (9.57) with respect to x, y e get
where c is a constant of integration.
They may, again, be written after multiplying both sides by e as
which is the required solution of equation (9.55).
The factor e on multiplying by which equation (9.55) becomes an exact
differential, serves the purpose of integrating factor of the differential equation (9.55).
Let us now solve a few example.
Example 11:
' Solve the differential equation
Solution:
Step 1:
Dividing both sides of (9.59) by cos x we get,
dy sin x
-
1
d x + Y c o s - Z L
*+yt anx = secx
dr
which is of the for111
with
p ( x ) = tanx a ndq( x) = secx.
Step 2:
~ ~ ~ , ~ f ~ d r = eJt anxdx = elnsec.r
= secx.
Step 3:
Multiply both sides of equation (9.60) by secx, we obtain
d 2
; ~ ; ( y s e c x ) , = sec x.
f
Step 4:
Integrating both sides of equation (9.61). we get
where c is an arbitrary constant.
Thus, ysecx - t anxac
is the required solution of equation (9.59).
*Let us consider another example. ,
Example 12:
Solve the equation ( x + 29 ) 2 = y
Solution:
Step 1:
The equation involves )$ and bence it is not linear, but if we viewy as the
independent variable, and rewrite equation (9.62) as
then equation (9.63) is linear with x as the dependent variable and is of the form
Step 2 :
The procedure for solving equation (9.63) is exactly same as before. Integrating factor
of equation (9.63) is ; *P(Y )dy
. .
1
1
m e-*yh = e - l n ~ - ; - I -
Y
Step 3 :
1
Multiplying both sides of equation (9.63) by - .we get
Y
Step 4 : 1
Now integrating both sides of equation (9.64) we get
I
1 2
x - = y + c, where c is a constant.
Y
Thus, x = y( c + y ) is the required solution of equation (9.62).
You may now try this exercise.
E 11
Solve the following differential equations:
2
*+-y = 3
a) dr x .
dY
b) -+-y=eX
x 2 - 1
C) :+ytanx =x 2 h c o s x
d) xi nr *+y = 2111~
dr
Equations Reducible to Linear Form .
Sometimes, equations which are not linear can be reduced to the linear fonn by suitable
tra~lsformatioi~s of the variables. One such equation is
named Bernoulli's equation after Jaines Ben~oulli, who studied it in 1695. Clearly,
equation (9.65) is not liilear as it coiltai~ls a power of y (dependent variables) which is
not dnity. However, this equation can bc reduced to the linear fonn a s follows:
i ~vi di nl r quation (9.65) by yn we get,
Substitute in equation (9.66) the values ofy -" - and y -" + ' in terms of z to obtain
dr
--
which is linear with z as the new dependent variable.
We now illustrate this method with the help of an example.
I
Example 11:
i
Solve the equation
I
I Solution:
i
Step 1:
Equation (9.67) call be written as
which is of the form
2
with P ( x ) = b , Q ( x ) = xe-, and n = 3.
Step 2:
Divide equation (9.68) throughout by y3 so that
Let
- 2
= = Y
Then,
Therefore, ,-3& = -ldr
d . ~ 2 dr
Substituting in equation (9.69) values of y- 2 and y -' from equations (9.70) and
dr
(9.71) respectively, we have'
which is linear with z as the dependent variable.
Step 3:
To solve equalio~l (9.72) we multiply both sides of equation (9.72) by e -I4'" = e -z:
(integrating Factor) to get
Diierential Equations
Integratillg ooa sides, we get
For finding -I 2re - ~' dr , let t = - 3x2
at
sotbat - 2r dr = -
3
Therefore, in t e r n oft, - 2 1 xe -3x' dr b e e o k s
I Thus, from equation (9.73) we get,
Step 4:
Butz = y - 2
or, , 3y-2 = ee.'+cle2': where c~ = 3c
is the required solutio~i of equarion (9.67).
And now an exercise for you.
El 2
Solve thix Ibllowi~ig differe~itial equatio~is:
a ) dy +ydr = 2uy'erdr
2
b) dx+- xdy = 2r2y2dy
Y
We now co~lclude this unit by giving a sulninary of what we have covered in it.
-
9.5 SUMMARY
In this unit, we have covcred the following points
1
(a) An equalion involviiig derivatives of dependent variable w.r. to one or more
independent vanables is called a differential equation.
The order of a differential equation is the order of highest derivative appearing
in it.
(c) The degree of a differential equation is the highest exponent of the highest
order derivative in it after removing radicals/fractions.
. A differential equation of the form = is,called a separable equation if its
dr 9 ( ~ )
solution is obtained by direct integration.
3. The equation4 = where f ( x, y ) and g ( x, y ) are homogeneous functions
g( x, y) '
of the same degree is called hon ngeneous equation and put y = v x to solve it.
4. aM aN
The differential equation M dr + Ndy = 0 is said to be exact if - = - and its
ay ax
solution isJ M dr -. J N dy - constant.
( treating y as ( terms
anstant, independent of x,
dy
5. (a) Equations of the form - + p ( x ) y = q ( x ) is called a linear differential
dr
equation and dpd. is its integrating factor.
dv
(b) Equations of the type + p ( x ) y = q ( x ) yn are reduced to linear form by
dr
the s ubs t i t ~t i od~' - ~ = z
9.b SOLUTIONSIANSWERS
E 1
a) l , 2
b) 1, 6 Hint: First square both the sides, the highest order derivative is
and its power is 6.
dr '
E 4
Herey ' = e X[ ( A +B)cosx-(A-B)si nx]
b~ sin (:) = xc
C) Iny+*= c.
Hint : Puty - vx
2i.7 2 1 n v + 2 ~ - " ~ I C1
.
9,:
or, In xv + = c
Putting v - 1
X
i
I
Hint: Use the substitution xy = t then variables are separated.
since
X Y 111Y
C) y = e x ( ? - ~ + 2 ) c o s x + c c o s x
2
d) yl nx = c + ( l n r )
5
e)
xy2 = 2y + c.
& 2
Hint : Given equation can be written as - + -x = 10y 2, which is linear with x as
dY Y
dependent variable.
E 12
a) 1 = y e X( c - x 2 ) b) X- = + zy3
1
Hirti. Use the substitution - = z
1
Hint : Put - = z
Y X
C) xy- 2+x5 = c
d) x3 = ( ~ + 3 s i i l x ) ~ ~
Dierential Equations
e ) xi + 3 8 = cy..