UNIT 4 DIFFERENTIAL EQUATIONS

Structure
4.1 4.2 4.3 4.4 Introduction
Objectives

Differential Equations

Preliminaries Formation of Differential Equations Methods of Solving Differential Equations of the First Order and First Degree
4.4.1 4.4.2 4.4.3 4.4.4 Separation of Variables Homogeneous Differential Equations Exact Differential Equations Linear Differential Equations

4.5 4.6

Summary Answers to SAQs

4.1 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 wide range of purely mathematical problems. Earlier 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 some basic definitions. Then we discuss the formation of differential equations. We also discuss various techniques of solving some important types of differential equations of the first order and first degree. The method of separation of variables together with methods of solving homogeneous, exact and linear differential equations have been taken up in this unit. Differential equations which are reducible to homogeneous form or equations reducible to linear form are also considered in this unit.

Objectives
After studying this unit, you should be able to distinguish between ordinary and partial differential equations and between the order and the degree of an equation, form a differential equation, use the method of separation of variables, identify homogeneous or linear equations and solve them, examine the differential equations for reduction to homogeneous form or earlier form, verify whether a given differential equation is exact or not, and solve exact equations, and identify an integrating factor in some simple cases, which makes the given equation exact. 163

Calculus : Basic Concepts

4.2 PRELIMINARIES
In this section, we shall define and explain the basic concept 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. 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,

dy + y = 0, dx

. . . (4.1)

z z + y = nz , x y
+ a2 2z y 2 = 0,

. . . (4.2)

2z x 2

. . . (4.3)

are differential equations. Note that identity. 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
d ( x sin x) = sin x + x cos x is not a differential equation. It is an dx

A differential equation involving derivatives with respect to a single independent variable is called an ordinary differential equation (abbreviated as ODE). For example, Eq. (4.1) namely,
x dy + y=0 dx

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, Eqs. (4.2) and (4.3), namely x z z + y = nz , x y
+ a2 2z y 2 = 0,

2z x 2

are partial differential equations. Differential equations can be further classified by their order and degree.
164

Definition

Differential Equations

The nth derivative of a dependent variable with respect to one or more independent variables is called a derivative of order n, or simply an nth order derivative. For example,
2 y 2z 2z 3 y 3 z , 2, , are second order derivatives and, , x 2 x x y x 3 x 2 y are third order derivatives.

Definition

The order of a differential equation is the order of the highest order derivative appearing in the equation. For example, dy + x = 0 is of order one. dx (Because the highest order derivative is x2 d2y dx
2
2

. . . (4.4)

dy which is of first order.) dx

+ 2x

dy + y = x 2 + 2 , is of order two dx d2y dx 2 .)

. . . (4.5)

(Highest order derivative is

2

3 2 d3y + 2 d y dy + x 2 dy = 0 is of order three. dx 3 dx dx 2 dx

. . . (4.6)

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 form free from radicals and fractions as far as derivatives are concerned. For example, Eqs. (4.1), (4.2), (4.3) and (4.5) are of first degree and Eqs. (4.4) and (4.6) are of second degree.
dy 2 2 d2y 1 + = k dx 2 dx
3

Equation

. . . (4.7)

is of second degree. To determine its order, we make the equation free from radicals. We need to square both the sides so that

dy 2 1 + = k 2 dx

d2y dx 2

Since the highest exponent of the highest derivative, that is, definition, the degree of Eq. (4.7) is two. And now an exercise for you.

d2y dx 2

is two and, by

SAQ 1
State the order and the degree of each of the following differential equations. (i) 3x dy = 4y dx
2

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Calculus : Basic Concepts

(ii)

dy dy = 1+ dx dx d2y dx
d3y dx
3

(iii)

=3

dy +x dx

(iv)

=
1

dy dx dy 2 2 1 + dx
5

(v)

d 2 y 3 =k dx 2

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 meaning of a solution of a differential equation. The answer to this question is given in the following definition.
Definition

A solution or an integral of a differential equation is a relation between the variables, not involving the derivatives, such that relation and the derivatives obtained from it satisfy the given differential equation.

To illustrate this let us do the following examples.

Example 4.1

Prove that is a solution of

Solution Step 1

y = cx2 xy = 2y.

. . . (4.8) . . . (4.9)

Differentiating both sides of Eq. (4.8) with respect to x, we get

y = 2cx

. . . (4.10)

where y stands for

Step 2

dy . dx

Substituting in Eq. (4.9) the values of y and y obtained from Eqs. (4.8) and (4.10), respectively, we get an identity
x . 2cx = 2cx2

166

It should also be noted that a differential equation may have many solutions. 4 For instance, each of the functions y = sin x, y = sin x + 3, y = sin x is 5 = cos x . But we also know from a solution of the differential equation y our knowledge of calculus that any solution of the equation is of the form
y = sin x + c,

Differential Equations

. . . (4.11)

where c is a constant. If we regard c as arbitrary, then Eq. (4.11) represents the totality of all solutions of the equation. If you have understood the above example, then you may now try the following exercise.

SAQ 2
Verify that each function is a solution of the differential equation written next to it. (i)

y = x 2 + x + c; y = 2 x + 1

(ii) (iii) (iv) (v)

y = x 2 + c x; x y = x 2 + y
y = A sin 5 x + B cos 5 x; y + 25 y = 0

y = ( x + c) e x ; y + y = e x
Iny = c1 e x + c2 e x ; yy y 2 = y 2 In y .

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. Accordingly, we classify various types of solutions of a differential equation as follows.
Definition

The solution of the n order differential equation which contains n arbitrary constants is called its general solution.
Definition

th

Any solution which is obtained from the general solution by giving particular values to the arbitrary constants is called a particular solution. For example, y = c1 sin 2 x + c2 cos 2 x involving two arbitrary constants c1 and c2 is the general solution of second order equation + 4 y = 0 whereas dx 2 y = 2 sin 2 x + cos 2 x is a particular solution (taking c1 = 2 and c2 = 1 ). d2y

In some cases, there may be 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 y2 x y + y = 0 . . . (4.12)
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Calculus : Basic Concepts

x2 . Since 4 the solution cannot be obtained by assigning a definite value to c in the general solution, it is a singular solution of Eq. (4.12).

has the general solution, y = cx c 2 A further solution of Eq. (4.12) is y =

After going through the definitions and illustrations given in Section 4.2, 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.

4.3 FORMATION OF DIFFERENTIAL EQUATIONS

Consider the relation y = ax + bx 3 Differentiating Eq. (4.13) with respect to x, we get . . . (4.13)

y = a + 3bx 2
Again differentiating Eq. (4.14) with respect to x, we obtain y = 6bx Solving Eqs. (4.14) and (4.15) for a and b, we get b=
1 y 1 2 1 y = y xy , a = y 3x . 6 x 2 6 x

. . . (4.14)

. . . (4.15)

Substituting these values of a and b in Eq. (4.13), we get

y = xy 1 2 1 x y + x 2 y 2 6 1 2 x y 3

or or

y = xy

x 2 y 3x y 3 y = 0

It is a differential equation, which has been obtained from Eq. (4.13). Generalising the above procedure we obtain the following rule to find the differential equation when its general solution is given. Rule (a) (b) (c) Differentiate the general solution. Let us refer to the resulting equation as the derived equation. Differentiate the derived equation and obtain the second derived equation. 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. Eliminate the arbitrary constants and obtain relation between derivatives and dependent and independent variables.

(d)

Example 4.2 By eliminating the constants h and k, find the differential equation of which

(x h) 2 + (y k) 2 = a 2
is a solution.

. . . (4.16)

168

Solution

Step 1 Differentiating Eq. (4.16), we get the first derived equation as (x h) + (y k) Step 2 Differentiating Eq. (4.17), we get the second derived equation as 1 + (y k) Step 3 Finally, we eliminate h and k from Eq. (4.16), Eqs. (4.17) and (4.18) to yield

Differential Equations

dy =0 dx

. . . (4.17)

d2y

dy + =0 2 dx dx

. . . (4.18)

dy 2 1 + dx (y k) = d2y dx 2 and dy 2 dy 1 + dx dx (x h) = d2y dx 2 Substituting these values in Eq. (4.16), we obtain

dy 2 1 + = a 2 dx

d2y , dx 2

as the required differential equation. How about doing some exercises now?

SAQ 3
(a) Find the differential equations having the following as solutions. (i) (ii) (iii) (b) y = x3 + c y = c1 e x + c2 e x

y = c1 x 2 + c2 x + c3

Find the differential equations whose solution is given by

y = e x ( A cos x + B sin x)
where A and B are arbitrary constants.

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Calculus : Basic Concepts

Any differential equation of the first order and first degree may be written in the form.
dy = f (x, y) dx

In the next section, we shall discuss various methods of solving first order and first degree differential equations.

4.4 METHODS OF SOLVING DIFFERENTIAL EQUATIONS OF THE FIRST ORDER AND FIRST DEGREE
In general, it may not be very easy to solve even the apparently simple equation dy = f (x, y) . This is because no formulas exist for obtaining its solution in all cases. dx But, there are certain standard types of first order equations for which routine methods of solution are available. We now discuss four of them that have many applications. Let us discuss them one by one.

4.4.1

Separation of Variables

This is a technique for solving an important class of differential equations, namely, those of the form dy p (x) = , dx q (y) . . . (4.19)

where p (x) is a function of x only and q (y) is a function of y only. Such an equation is called an equation with separable variables, or a separable equation. For example, the dy (2 x + 1) is of the same type as Eq. (4.19) with differential equation = dx ey

p (x) = 2 x + 1 and q (y) = e y .

In order to solve the differential equation given by Eq. (4.19), we may proceed as follows :
Step 1

Rewrite Eq. (4.19) as q (y) dy = p (x) dx

Step 2

. . . (4.20)

Integrate both sides of Eq. (4.20) and get

or where

q (y) dy =

p (x) dx + c . . . (4.21)

Q (y) = P (x) + c Q (y) =

q (y) dy and P (x) =

p (x) dx

Note that in Step 2, there is no need to write two constants since these can be combined into one as in Eq. (4.21). We now take up an example to illustrate these steps.

Example 4.3
Solve dy 3x 2 = 2 dx y

170

Solution Step 1
The given differential equation is dy 3 x 2 = 2 dx y Multiplying both sides of Eq. (4.22) by y2, we get y2 or, dy = 3x 2 dx . . . (4.23) . . . (4.22)

Differential Equations

y 2 dy = 3x 2 dx

Step 2
Integrating both sides of Eq. (4.23), we get

y 2 dy =

3 x 2 dx + c

y3 = x 3 + c , where c is a constant 3 y 3 = 3x 3 + c1 , . . . (4.24)

or,

where c1 = 3c is a constant.
Step 3

Solving Eq. (4.24) for y and we get

1

y = [3 x 3 + c1 ] 3 . It is the required solution of the differential Eq. (4.22). Let us look at another example.
Example 4.4

Solve
Solution Step 1

dy = t3 y2 + y2 dt

. . . (4.25)

Note that right hand side of Eq. (4.25) is not of the form However, if we write Eq. (4.25) as dy (t 3 + 1) = (t 3 + 1) y 2 = , dt y2

p (t) . q (y)

. . . (4.26)

we see that the right hand side of Eq. (4.26) is of the form p (t) with p (t) = t 3 + 1 and q (y) = y 2 q (t) Separating the variables in Eq. (4.26), we get 1 y
Step 2
2

dy = (t 3 + 1) dt

. . . (4.27)
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Calculus : Basic Concepts

Integrating both sides of Eq. (4.27), we get

or,

1 y
2

dy =

(t 3 + 1) dt + c

1 1 4 = t + t + c, y 4

. . . (4.28)

where c is the constant of integration.

Step 3

Solving Eq. (4.28) for y, we get y= 4 t + 4t + c1

4

, with c1 = 4c, as the required solution of Eq. (4.25).

You may now try this exercise yourself.

SAQ 4
Solve the following differential equations : (i) dy 5 + t = 2 dt y
dy = y 2 e 2t . y 2 dt

(ii) (iii) (iv)

dy = 4 ( y 3) dt dy = dt y t

Not all differential equations can be solved by the method of separation of variables. For example, we cannot solve, dy = t2 y2 + 1 dt by the method of separation of variables because the expression t 2 y 2 + 1 cannot be p (t) . In such cases we have to look for other techniques of solving written in the form q (y) differential equations. In the next subsections, we shall take up another technique of solving first order equations.

4.4.2

Homogeneous Differential Equations

You are already familiar with the definition of a homogeneous function. Recall that a function f (x, y) is said to be homogeneous of degree n, if f ( x, y) = n f (x, y), for all values of x and y 172 . . . (4.29)

We also say that any function of the form y 0 y x = x .

y is homogeneous of degree zero since x

Differential Equations

However, the function g (x, y) = x 4 x 3 + y 2 is not homogeneous for

g ( x, y) = ( x) 4 ( x) 3 + ( x) 2 n f (x, y) for any n.

From Eq. (4.29), a useful relation is obtained by letting =
th This gives for a homogeneous expression of the n degree

1 . x

1 x or
n

y y f ( x, y ) = f 1, = x x

(say)

y y f ( x, y ) = x n f 1, = x n x x

. . . (4.30)

A homogeneous equations of the first order is of the form dy f ( x, y ) = or f ( x, y ) dx g ( x, y ) dy = 0 , dx g ( x, y ) where f (x, y) and g (x, y) are homogeneous functions of the same degree. For example, dy x 2 y 2 is a homogeneous differential equation. Here = dx 2 xy

f ( x, y ) = x 2 y 2 and g ( x, y ) = 2 xy are both homogeneous functions of degree two. y plays an important role in a homogeneous function. You must have noticed above that x Thus we would expect that the substitution
y = v or y = v x x might be effective in solving a homogeneous equation. In fact, it will be seen that the substitution (4.31) in a homogeneous 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 4.5

. . . (4.31)

Solve the differential equation ( x 2 y ) dx + y dy = 0

Solution Step 1

. . . (4.32)

dy 2 y x = , which is a dx y homogeneous differential equation. Putting y = v x in Eq. (4.32), we get Clearly the given equation can be expressed as, ( x 2vx) dx + vx (vdx + xdv) = 0 (since dy = vdx + xdv)

x (1 2v + v 2 ) dx + x 2 vdv = 0
dx v + dv = 0 x (v 1) 2

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Calculus : Basic Concepts

Step 2

In Eq. (4.33) the variables are now separated and, therefore, integrating, we v 1 dx + dv = c1 , c1 being a constant. get x (v 1) 2

ln | x | +

v (v 1) 2

dv = c1 , v

. . . (4.33)

(v 1) 2 dv = dt and Eq. (4.33) becomes ln | x | + ln | x | +

ln | x |

For finding the integral

dv, we substitute v 1 = t so that

1+ t t2 1 t
2

dt = c1

dt +

1 dt = c1 t

1 + ln | (t 1) | = c1 t

ln | x |

1 + ln | (v 1) | = c1 v 1

. . . (4.34)

(since (v 1) = t). It is convenient to replace the constant c1 by Inc, where c > 0. Then Eq. (4.34) becomes, ln
Step 3

x (v 1) 1 = c v 1

. . . (4.35)

Replacing v by

y in Eq. (4.35), we get x ln yx x = c yx

which is the required solution of Eq. (4.32). Let us consider another example.
Example 4.6

Solve
Solution Step 1

dy 2 xy = 2 dx x y 2

. . . (4.36)

The given Eq. (4.36) is homogeneous, since both numerator f (x, y ) = 2 xy and the denominator g (x, y ) = x 2 y 2 are homogeneous functions of degree 2. We may rewrite Eq. (4.36) as
2y dy x = 2 dx y 1 x

. . . (4.37)

174

or,

v+x

y dv 2v = , where v = , 2 x dx 1 v

Differential Equations

or, Therefore,

dv 2v (1 + v 2 ) = v=v dx 1 v 2 1 v2

(1 v 2 ) v (1 + v )
2

dv =

dx +c x

. . . (4.38)

where c is a constant of integration. To integrate Eq. (4.38), we write it as

1 2v dv = 2 v 1 + v

dx +c x

ln | v | ln | (1 + v 2 ) | = ln | x | + ln | A|,

where A is another constant, such that c = ln | A | Thus, we get

ln

v 1 + v2 v

= ln | Ax|

Step 3

1 + v2

= Ax

Replacing v by

y in the last equation, we obtain x

xy x + y
2 2

= Ax or x 2 + y 2 =

1 y A

as the required solution of Eq. (4.36). You may now try the following exercises.

SAQ 5
(a) Solve the following differential equations : (i)

dy x 2 + y 2 = dx xy
x dy y = x tan + y dx x

(ii) (iii) (iv) (b)

x dy y dx =

x 2 + y 2 dx

y y x + y sin x dx x sin x dy = 0

Solve the following equations : (i) (ii) (iii) (iv) (x 2 + x y) dy = ( x 2 + y 2 ) dx

x 2 y dy + ( x 3 + x 2 y 2 xy 2 y 3 ) dx = 0
(2 xy x) dy + y dx = 0 (6 x 2 + 2 y 2 ) dx ( x 2 + 4 xy ) dy = 0
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Calculus : Basic Concepts

Equations Reducible to Homogeneous Form

Sometimes it may happen that a given equation is not homogeneous but can be reduced to homogeneous form by considering certain change of variables. For example, consider the equation of the form

dy ax + by + c = dx Ax + By + D

. . . (4.39)

This can be reduced to homogeneous form by changing the variables x, y to X, Y respectively, where

x = X + h, y = Y + k,
with h and k as constants to be so chosen as to make the given equation homogeneous. With these new variables we have

dy dY dX dY dX = . = (because = 1) dx dX dx dX dx
Therefore, Eq. (4.39) becomes

dY aX + bY + (ah + bk + c) = dX AX + BY + (Ah + Bk + D)
which will be homogeneous provided h and k are so chosen so that

. . . (4.40)

ah + bk + c = 0 Ah + Bk + D = 0
Solving the last two equations for h and k, we get

h=

aD Bc Ac aD and k = aB Ab aB Ab

which always have meanings except when

aB Ab = 0 that is when

a b = . A B

So, with these values of h and k, the given equation can be reduced to a homogeneous equation and the resulting equation is

dY aX + bY = dX AX + BY
It can now easily be solved by means of the substitution Y = vX. But what happens to the equation if In such cases we let
a b = ? A B

a b = = r say. A B

Then a = Ar and b = Br and the given equation becomes

dy r (Ax + By) + C = dx Ax + By + D
We, then, put Ax + By = Z and its differential with respect to x, that is, dy dZ A+ B = in Eq. (4.41) to get dx dx 176

. . . (4.41)

1 B

dZ rZ + C rZ + c dZ dx A = Z + D or dx = B Z + D + A

Differential Equations

so that the variables are separated and hence the equation can be solved. Let us illustrate the above discussion with the help of the following examples.
Example 4.7

Solve the differential equation (2 x + 3 y 6) dy = (6 x 2 y 7) dx

Solution Step 0

. . . (4.42)

Here
Step 1

6 3 2 3

Putting x = X + h, y = Y + k, in the given equation, get

dy 6 x 2 y 7 = , we dx 2 x + 3 y 6

dY 6 ( X + h) 2 (Y + k) 7 6 X 2Y = = dX 2 ( X + h) + 3 (Y + k) 6 2 X + 3Y
provided that 6h 2 k 7 = 0 and
Step 2

. . . (4.43)

. . . (4.44) . . . (4.45)

2h + 3k 6 = 0

Solving Eqs. (4.44) and (4.45) for h and k, we get

h= 3 and k = 1. 2

Step 3

Eq. (4.43) is in homogeneous form; thus putting Y = vX in Eq. (4.43), we get

v+X

6v + 4 dv 6 X 2vX dX or dv = = 2 dX 2 X + 3vX X 2 (3v + 4v 6)

Since the variables have been separated on integration, we get ln | c | 2 ln | X | = ln | (3v 2 + 4v 6) | where c is a constant of integration. Note that the integral on the right hand side is of the form

f (x) dx f (x)

which has led us to 2 ln | X | + ln | (3v 2 + 4v 6) | = ln | c |

X 2 (3v 2 + 4v 6) = c

. . . (4.46)

Y Substituting back the value of v = in Eq. (4.46), we get X 3Y 2 4Y 6 = c X2 = 2 + X X

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Calculus : Basic Concepts

or
Step 4

3Y 2 + 4 XY 6 X 2 = c 2x 3 . 2

. . . (4.47)

But Y = y k = y 1 and X =

Thus, replacing these values of X and Y in Eq. (4.47), we get

2x 3 2x 3 3 ( y 1) 2 + 4 ( y 1) 6 =c 2 2
or 3 y 2 + 4 xy 6 x 2 12 y + 18 x = c + 9 2

is the required solution.

Example 4.8

Solve
Solution Step 0

(2 x + y + 1) dx + ( 4 x + 2 y 1) dy = 0

Here
Step 1

2 1 = . Hence exceptional case. 4 2

Rewrite the given equation as 2x + y + 1 dy = 2 ( 2 x + y) 1 dx

Step 2

. . . (4.48)

Putting 2 x + y = t so that 2 +

dy dt , we get = dx dx

dy dt t +1 = 2= 2t 1 dx dx
or,

dt 3 (t 1) = 2t 1 dx
2t 1 dt = dx 3 (t 1) . . . (4.49)

or,
Step 3

Since Eq. (4.49) is in variable separable form, we integrate both sides and get

c+

dx = =

2 3

2t 1 2 dt = 3 (t 1) 3

1 t dt 3 t 1

1 dt t 1

1 3

1 1 1 + dt 3 t 1

1 dt t 1

x=

2 3

dt +

dt c c + 1 , where c = 1 . 3 t 1 3
. . . (4.50)

178

3x = 2t + ln | (t 1) | + c1

Step 4

Differential Equations

Replacing back the value of t in Eq. (4.50), we get 3x = 2 (2 x + y ) + ln | ( 2 x + y 1) | + c or

x + 2 y + ln | (2 x + y 1) | + c = 0

as the required solution. You may now try this exercise.

SAQ 6
Solve the following differential equations: (i) (ii) (iii) (iv) ( x 2 y + 4) dx + ( 2 x y + 2) dy = 0 (2 x + 3 y 1) dx 4 ( x + 1) dy = 0 (2 x + 3 y ) dx + ( y + 2) dy = 0 (2 x 3 y + 2) dx + 3 (4 x 6 y 1) dy = 0

You have studied the total differential of a given function. Now, in the next sub-section, we shall make use of this to define an exact differential equation. We shall also discuss the method of solving it.

4.4.3

Exact Differential Equations

g g dx + dy = 0 . x y

Suppose that we are given a function g (x, y) = c. Then its total differential is given by

dg =

For instance, the equation xy = c has the total differential

ydx + xdy = 0,
Now, we consider the reverse situation, that is, given the differential equation

M (x, y) dx + N (x, y) dy = 0
can we find a function g (x, y) = c, such that

. . . (4.51)

dg = Mdx + Ndy,
where

g g = M and =N? x y

If so, we say that Eq. (4.51) is an exact differential equation. It can be shown that the necessary and sufficient condition for the differential equation M N = Mdx + Ndy = 0 to be exact is . y x 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 (4.51) is exact or not. Various steps involved in solving an exact differential equation Mdx + Ndy = 0 are as follows.
Step 1

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Calculus : Basic Concepts

Integrate M with respect to x, regarding y as a constant.

Step 2

Integrate with respect to y those terms in N 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 4.9

Solve the equation

(1 sin x tan y ) dx + (cos x sec x 2 ) dy = 0

Solution

. . . (4.52)

The given equation is of the form

Mdx + Ndy = 0 with M = 1 sin x tan y, N = cos x sec2 y.

Now,

M = sin x sec 2 y , y N = sin x sec 2 y , x M N = , x y

and so that

which shows that Eq. (4.52) is an exact equation. To solve Eq. (4.52), we proceed as follows :
Step 1

Integrating M w.r.t. x regarding y as a constant, we have

Step 2

(1 sin x tan y ) dx = x + tan y cos x

We integrate those terms in N w.r.t. y which do not involve x. But there is no such term because N = cos x sec 2 y .
Step 3

The required solution is the sum of expressions obtained from steps 1 and 2. That is,

x + tan y cos x = c .
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 equations on multiplications by some suitable function 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

180

xdy ydx = 0 which is not exact, since M N . Here M = y, N = x. y x

Differential Equations

M N = ( y ) and = ( x) = 1 . x x y y M N , thus given equation is not exact. y x 1 y2 throughout the given equation, then, we get 1 x = 0, y

On multiplication by x y
2

dy

which is exact, as can be readily verified by using the condition M N = y x Let us consider another illustration.
Example 4.10

Show that the differential equation multiplication by xy, and solve it.
Solution

1 x 1 dy + dx = 0 becomes exact on x x y

The differential equation

1 x 1 dy + dx = 0 y y y

. . . (4.53)

is not exact for

M N y x

Multiplying Eq. (4.53) by xy, we get xdy + ( y x 2 ) dx = 0 This is now exact because M N = ( y x2 ) = 1 = = ( x) . y y x x It can, then, be verified easily that the solution of Eq. (4.54) is given by x2 xy = constant . 3
Remark

. . . (4.54)

In some cases, integrating factor can be found by inspection as illustrated above by two simple examples. Obviously guessing comes from practice only. However, rules for finding the integrating factor do exist for some other cases. But we do not intent 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 integrating factor by inspection. You may now try the following exercises. 181

Calculus : Basic Concepts

SAQ 7
(a) Show that ( y 2 x 3 ) dx x (1 xy ) dy = 0 becomes exact on 1 multiplication by 2 and solve it. x Solve the following differential equation : (i) (ii) (iii) (1 + yx) x dy + (1 yx) y dx = 0

(b)

2 xy dx + ( x 2 + 1) dy = 0
ln x ln (ln y ) 2 3 + xy dx + + x 2 y 2 dy = 0 x 3 y ln y

In the next sub-section we introduce you to the method of solving the most important type of differential equations namely, the linear differential equations. These equations are important because of their wide range of applications.

4.4.4

Linear Differential Equations

We begin with the definition of linear differential equation.

Definition

Linear differential equation is a differential equation which contains the dependent variables and derivatives in first degree only.
dy 2 y + = x 2 is a linear differential equation; however dx x dy dy 2 , the product y + x = 5 is not linear because of the presence of the term y dx dx of depend variables and its derivative.

For example, the equation

The general form of the first order linear differential equation is

dy + p ( x) y = q ( x) dx

. . . (4.55)

where p (x) and q (x) are functions of the independent variable x alone, or are constants. From our discussion in Sub-section 4.4.3 you will at once see that the Eq. (4.55) can be solved by the use of an integrating factor. If, on multiplication with a suitable integrating factor, the given equation can be expressed as an exact derivative, then the resulting equation can be integrated directly, In general, to solve such differential equation we proceed as follows. Multiply both sides of this equation by e e
pdx

pdx

, (an integrating factor), we get . . . (4.56)

dy dx + py = q e

pdx

182

The left hand side, now, is the differential coefficient of y e Eq. (4.56) is nothing but d [ y e dx y e
pdx pdx

pdx

Differential Equations

, that is,

] = q e

pdx

. . . (4.57)

Integrating both sides of Eq. (4.57) with respect to x, we get =

q e pdx dx + c

where c is a constant of integration.

They may, again, be written after multiplying both sides by e y=e
pdx pdx

[ q e

pdx

dx + c ,

as . . . (4.58)

which is the required solution of Eq. (4.55). The factor e , on multiplying, by which Eq. (4.55) becomes an exact differential, serves the purpose of integrating factor of the differential Eq. (4.55).
pdx

Let us now solve a few examples.

Example 4.11

Solve the differential equation

cos x dy + y sin x = 1 dx

. . . (4.59)

Solution Step 1

Dividing both sides of Eq. (4.59) by cos x, we get dy sin x 1 + y = dx cos x cos x or
dy + y tan x = sec x dx

. . . (4.60)

which is of the form dy + p ( x) y = q ( x) , dx with

Step 2

p ( x) = tan x and q ( x) = sec x . I. F. = e = e

Now,
Step 3

pdx

tan x dx

= e ln sec x = sec x

Multiply both sides of Eq. (4.60) by sec x, we obtain sec x or

Step 4

dy + y sec x tan x = sec 2 x dx . . . (4.61)

d ( y sec x) = sec 2 x dx

Integrating both sides of Eq. (4.61), we get y sec x =

sec 2 x dx + c 183

where c is an arbitrary constant.

Calculus : Basic Concepts

Thus, or,

y sec x = tan x + c y= tan x 1 + c = sin x + c cos x sec x sec x

is the required solution of Eq. (4.59). Let us consider another example.

Example 4.12

Solve the equation (x + 2 y 3 )

Solution Step 1

dy =y dx

. . . (4.62)

The equation involves y3 and these hence it is not linear, but if we view y as the independent variable, and rewrite Eq. (4.62) as y dx = x + 2 y3 dy . . . (4.63)

or

dx x = 2 y2 dy y

then Eq. (4.63) is linear with x as the dependent variable and is of the form dx 1 + p ( y ) x = q ( y ) with p ( y ) = and q ( y ) = 2 y 2 dy y
Step 2

The procedure for solving Eq. (4.63) is exactly same as before. Integrating factor of Eq. (4.63) is e =e
Step 3

p (y ) dy
1 dy y

=e

ln y

= y 1 =

1 y

Multiplying both sides of Eq. (4.63) by 1 y or

Step 4

1 , we get y

dx x = 2y dy y 1 x . = 2 y y . . . (4.64)

d dy

Now integrating both sides of Eq. (4.64), we get x 1 = y 2 + c , where c is a constant. y

Thus, x = y (c + y 2 ) is the required solution of Eq. (4.62). 184 You may now try this exercise.

SAQ 8
Solve the following differential equations : (i) (ii) dy 2 + y=3 dx x dy 2x + 2 y = ex dx x 1
dy + y tan x = x 2 e x cos x dx

Differential Equations

(iii) (iv) (v)

x ln x

dy + y = 2 ln x dx dy + y=0 dx

(2 x 10 y 3 )

Equations Reducible to Linear Form

Sometimes, equations which are not linear can be reduced to the linear form by suitable transformations of the variables. One such equation is
dy + P ( x) y = Q ( x) y n dx

. . . (4.65)

It is called Bernoullis equations after James Bernoulli, who studied it in 1695. Clearly, Eq. (4.65) is not linear as it contains a power of y (dependent variables) which is not unity. However, this equation can be reduced to the linear form as follows : Dividing Eq. (4.65) by yn, we get yn Put so that or dy + P y n +1 = Q dx . . . (4.66)

y n +1 = z , ( n + 1) y n yn dy dz = dx dx

dy 1 dz = dx n + 1 dx
dy and y n + 1 in terms of z, we get dx

Substitute in Eq. (4.66) the values of y n

dz + P (1 n) z = Q (1 n) , dx which is linear with z as the new dependent variable. We now illustrate this method with the help of an example.
Example 4.13

Solve the equation dy + 2 xy dx = xe x y 3 dx

2

. . . (4.67) 185

Solution

Calculus : Basic Concepts

Step 1

Eq. (4.67) can be written as

2 dy + 2 xy = x e x y 3 dx

. . . (4.68)

which is of the form

dy + P ( x) y = Q ( x) y n dx

with
Step 2

P ( x) = 2 x, Q ( x) = x e x and n = 3
2

Divide Eq. (4.68) throughout by y3, we get y3 Let Then,

2 dy + 2 xy 2 = x e x dx

. . . (4.69)

z = y2
dz dy = ( 2) y 2 1 dx dx
= 2y3 dy dx

. . . (4.70)

Therefore, y 3

dy 1 dz = dx 2 dx

. . . (4.71) dy from Eqs. (4.70) and dx

Substituting in Eq. (4.69) values of y 2 and y 3 (4.71) respectively, we have

2 1 dz + 2 xz = x e x 2 dx

or

2 dz 4 xz = 2 x e x dx

. . . (4.72)

which is linear with z as the dependent variable.

Step 3

To solve Eq. (4.72), we multiply both sides of Eq. (4.72) by

e 4 x dx

= e 2 x (integrating Factor) to get

2

e 2 x

2 2 2 dz 4 xze 2 x = 2 xe x e 2 x dx

= 2 xe 3 x or
2 2 d ( ze 2 x ) = 2 xe 3 x dx

Integrating both sides, we get

ze 2 x =
2

2 xe 3 x dx + c
2

. . . (4.73)

For finding so that

186

2 xe 3 x dx, let t = 3x 2 dt 3

2 x dx =

Therefore, in terms of t, 2

xe 3 x dx becomes
2

Differential Equations

et

dt 1 t 1 3 x 2 = e = e 3 3 3 1 3x2 e +c 3

Thus, from Eq. (4.73), we get ze 2 x =

2

or

z=
=

2 1 2 x2 3x2 e e + ce 2 x 3 2 1 x2 e + ce 2 x 3

Step 4

But

z = y2
2 1 x2 e + ce 2 x 3

Therefore, y 2 = or,

3 y 2 = e x + c1 e 2 x where c1 = 3c
2 2

is the required solution of Eq. (4.67).

SAQ 9
Solve the following differential equations : (i) (ii) dy + y dx = 2 xy 2 e x dx dx + 2 x dy = 2 x 2 y 2 dy y

(iii) (iv) (v)

dy y = 5x3 y 3 dx x
dy x 2 y + y 4 cos x = 0 dx

x3

y ( x 2 y + e x ) dx e x dy = 0

We now conclude this unit by giving summary of what we have covered in it.

4.5 SUMMARY
In this unit, we have learnt that (i) (a) (b) (c) An equation involving derivatives of dependent variable w.r.t. to one or more independent variables is called a differential equation. The order a differential equation is the order of highest derivative appearing in it. The degree of a differential equation is the highest exponent of the highest order derivative in it, after removing radicals/fractions.

187

Calculus : Basic Concepts

(ii)

A differential equation of the form

dy p (x) = is called a separable equation and dx q (y) solution is obtained by direct integration.

(iii)

dy f (x, y) = , where f (x, y) and g (x, y) are homogeneous functions dx g (x, y) of the same degree is called homogeneous equation and to solve it, we put y = vx and the equation becomes separable equation. The equation The differential equation M dx + N dy = 0 is said to be exact if solution is M N = and its x y

(iv)

( treating y as constant )

M dx

( terms independent of x )

N dy

= constant.

(v)

(a)

Equation of the form

equation and e
pdx

dy + p (x) y = q (x) is called a linear differential dx

is its integrating factor.

(b)

Equations of the type

dy + p (x) y = q (x) y n are reduced to linear form by dx the substitution y1 n = z .

4.6 ANSWERS TO SAQs

SAQ 1

(i) (ii)

1, 2 1, 6
Hint : First square both the sides, the highest order derivative is
dy , and dx

its power is 6. (iii) (iv) (v)

SAQ 3

2, 1 3, 2 2, 2

(a)

(i) (ii)

y = 3x 2 , y =

dy dx

y y = 0, y = y = 0, y = d3y dx 3

d2y dx 2

(iii) (b) Here

y = e x [( A + B ) cos x ( A B ) sin x]

= e x [ B cos x A sin x] + y
y = 2e x [ B cos x A sin x] = 2 [ y y] 188

Hence,
SAQ 4

y 2 y + 2 y = 0

Differential Equations

(i)

y=3 y=

15t + 3t 2 2+c 2
2t

(ii) (iii) (iv)

2t + c

or y = 0

y = 3 + ce 4t

y = ( t + c) 2 or y = 0
Hint : y 1 / 2 dy = t 1 / 2 dt , thus y1 / 2 = t1 / 2 + c

SAQ 5

(a)

(i) (ii) (iii) (iv)

y = x 2 ln | x | + c
y sin = = xc x

y=

x 2 + y 2 = cx 2

y ln | x | + cos = c x

(b)

(i) (ii)

(y x) 2 = c x e y/x
ln c (y x) x (y + x)
4

2x y+x
Hint : Put y = v x

(iii)

ln y +

x =c y

therefore, or, or,

x (x v 1) (vdx + xdv) + vx dx = 0 2v 3/ 2 dx + x (2 v 1) dv = 0 2 (2 v 1) dx + dv = 0 x v3 / 2 2 2 dx + v 3 / 2 dv = 0 x v

2 ln x + 2 ln v + 2v 1 / 2 = c1
or, Putting ln xv + v 1 / 2 = c
v= ln y + y x x +c y

(iv)
SAQ 6

(2 x + y ) (2 y 3 x) = cx

(i)

(x + y 2) 3 = c ( x y + 2)

189

Calculus : Basic Concepts

(ii) (iii) (iv)

SAQ 7

(y 2 x 3) 4 = c ( x + 1)3

(y + 2 x 4) 2 = c ( x + y 1)
x + 6 y + ln (2 x 3 y) = c

(a) (b)

xy 2 = cx + 2 y + 2 x 3 (i) ln y 1 =c xy

Hint : Use the substitution xy = t then variables are separated.

(ii)

y=

c (1 + x) 2 1 2 3 x y =c 3

(iii)

(ln x) ln (ln y ) + Since

ln x ln (ln y ) 2 3 + xy dx + + x 2 y 2 dy = 0 x 3 y ln y

ln (ln y ) 2 ln x dx + dy + xy 3 dx + x 2 y 2 dy = 0 x y ln y 3 or
SAQ 8
d [ln x ln (ln y ) + 1 2 3 (x y ) = 0 3

( ln x) ln (ln y ) +

1 2 3 x y =c 3

(i) (ii) (iii) (iv) (v)

y=x+ y=

c x2

x 1 x c e = 2 x +1 x 1

y = e x ( x 2 2 x + 2) cos x + c cos x

y ln x = c + (ln x) 2
xy 2 = 2 y 5 + c
Hint : Given equation can be written as

dx 2 + x = 10 y 2 , which is linear dy y

with x as dependent variable.

SAQ 9

(i)

1 = ye x (c x 2 ) (Hint : Use the substitution

1 = z) y

(ii) 190

x 1 y = c + 2 y 3 (Hint : Put

1 = z) y

(iii) (iv) (v)

xy 2 + x 5 = c

Differential Equations

x 3 = (c + 3 sin x) y 3
x 3 y + 3e x = cy

191

Calculus : Basic Concepts

FURTHER READING

192