NP Bali Unit 3
NP Bali Unit 3
NP Bali Unit 3
Ordinary Differential
Equations of First Order
1.1. DEFINITIONS
(i) A differential equation is an equation involving differentials or differential coefficients. Thus
2
dy d2 y æ dy ö
= x2 - 1 …(1) + 2ç ÷ + y = 0 …(2)
dx dx 2 è dx ø
dy c
(x + y2 – 3y) dx = (x2 + 3x + y) dy …(3) y=x + …(4)
dx dy
dx
3
d y3 2
d y dy æ dy ö
3 é æ dy ö 2 ù 2 d2y
+2 . + x2 ç ÷ = 0 …(5) ê1 + ç ÷ ú = k . 2 …(6)
dx 3 dx 2 dx è dx ø è dx ø ú dx
ëê û
¶u ¶u ¶2 z ¶2 z
x +y = nu …(7) + = x+ y …(8)
¶x ¶y ¶x 2 ¶y 2
are all differential equations.
(ii) Differential equations which involve only one independent variable and the differential coefficients
with respect to it are called ordinary differential equations.
Thus equations (1) to (6) are all ordinary differential equations.
(iii) Differential equations which involve two or more independent variables and partial derivatives with
respect to them are called partial differential equations.
Thus equations (7) and (8) are partial differential equations.
(iv) The order of a differential equation is the order of the highest order derivative occurring in the
differential equation. (P.T.U., Jan. 2009)
Thus equations (1), (3) and (4) are of first order ; equations (2) and (6) are of the second order while
equation (5) is of the third order.
(v) The degree of a differential equation is the degree of the highest order derivative which occurs in the
differential equation provided the equation has been made free of the radicals and fractions as far as the
derivatives are concerned. (P.T.U., Jan. 2009)
Thus, equations (1), (2), (3) and (5) are of the first degree.
2
dy æ dy ö
Equation (4) is y = xç ÷ + c
dx è dx ø
It is of the second degree.
3 2
é æ dy ö 2 ù æ d2yö
Equation (6) is ê1 + ç ÷ ú = k 2 ç 2 ÷
êë è dx ø úû è dx ø
It is of the second degree.
3
4 A TEXTBOOK OF ENGINEERING MATHEMATICS
(vi) Solution of a Differential Equation. A solution (or integral) of a differential equation is a relation, free
from derivatives, between the variables which satisfies the given equation.
Thus if y = f (x) be the solution, then by replacing y and its derivatives with respect to x, the given
differential equation will reduce to an identity.
For example, y = c1 cos x + c2 sin x
d2y
is the solution of the differential equation +y=0
dx 2
dy
Since = - c1 sin x + c2 cos x
dx
d2 y
= - c1 cos x - c2 sin x = - y
dx 2
d2y
+y =0
dx 2
The general (or complete) solution of a differential equation is that in which the number of independent
arbitrary constants is equal to the order of the differential equation. (P.T.U., Dec. 2005)
Thus, y = c1 cos x + c2 sin x (involving two arbitrary constants c1, c2) is the general solution of the
d2y
differential equation + y = 0 of second order.
dx 2
A particular solution of a differential equation is that which is obtained from its general solution by
giving particular values to the arbitrary constants.
d2y
For example, y = c1 ex + c2 e– x is the general solution of the differential equation - y = 0, whereas
dx 2
y = ex– e– x or y = ex are its particular solutions.
The solution of a differential equation of nth order is its particular solution if it contains less than n
arbitrary constants.
A singular solution of a differential equation is that solution which satisfies the equation but cannot be
derived from its general solution.
æ dy ö
Let f ç x, y, ÷ = 0 …(1)
è dx ø
be a differential equation of the first order and first degree.
We know that the direction of a curve at a particular point is determined by drawing a tangent line at that
dy
point, i.e., its slope is given by at that particular point.
dx
dy0
Let A0 (x0 , y0) be any point in the plane. Let m0 = be the slope of the curve at A0 derived from (1).
dx0
dy1
Take a neighbouring point A1 (x1 , y1) such that the slope of A0 A1 is m0. Let m1 = be the slope of the
dx1
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 5
curve at A1 derived from (1). Take a neighbouring point A2 (x2 , y2) such Y A4
that the slope of A1 A2 is m1. Continuing like this, we get a succession
of points. If the points are taken sufficiently close to each other, they A3
approximate a smooth curve C : y = f(x) which is a solution of (1)
corresponding to the initial point A0 (x0 , y0). Any point on C and the A2
slope of the tangent at that point satisfy (1). If the moving point starts at A1
any other point, not on C and moves as before, it will describe another A0
curve. The equation of each such curve is a particular solution of the
O X
differential equation (1). The equation of the system of all such curves is
the general solution of (1).
dy d 2 y dny ||
and fn (x, y, c1, c2, L, cn,, 2 , L, n ) = 0
dx dx dx
Eliminating c1, c2, L, cn from (1) and (2), we get
W
dy d 2 y dn y
f (x, y,
, 2 , L, n ) = 0
dx dx dx
which is required nth order differential equation.
Hence nth order differential equation has exactly n arbitrary constants in its general solution.
ILLUSTRATIVE EXAMPLES
Example 1. Eliminate the constants from the following equations:
(i) y = e x (A cos x + B sin x) …(1) (P.T.U., June 2003)
(ii) y = cx + c 2 (P.T.U., Dec. 2003)
(iii) y = Aex + Be–x + C (P.T.U., May 2004)
and obtain the differential equation.
Sol. (i) There are two arbitrary constants A and B in equation (1).
Differentiating (1) w.r.t. x, we have
dy
= e x (A cos x + B sin x) + e x (– A sin x + B cos x) = y + e x (– A sin x + B cos x) …(2)
dx
6 A TEXTBOOK OF ENGINEERING MATHEMATICS
d2y dy dy æ dy ö
= + e x ( - Asin x + Bcos x ) + e x (- A cos x - Bsin x ) = + ç - y÷ - y
dx 2 dx dx è dx ø
[Using (1) and (2)]
d2 y dy
or - 2 + 2 y = 0, which is the required differential equation.
dx 2 dx
(ii) y = cx + c2 ...(1)
Equation has only one parameter ‘c’
dy
=c ...(2)
dx
Eliminate c from (1) and (2), we get
2
dy æ dy ö
y= x. +ç ÷
dx è dx ø
2
æ dy ö dy
or çè ÷ø + x - y = 0 ; required differential equation.
dx dx
(iii) y = Aex + Be–x + C ...(1)
Equation has three arbitrary constants so differentiate (1) thrice
dy
= Aex – Be–x ...(2)
dx
d2y
= Aex + Be–x
dx 2
d3y dy
= Aex – Be–x = [From (2)]
dx 3
dx
\ Required differential equation is
d3y dy
= .
dx 3
dx Y
Example 2. Find the differential equation of all circles passing through
the origin and having centres on the axis of x.
Sol. The equation of such a circle is (x – h)2 + y2 = h2
or x2 + y2 – 2hx = 0 …(1) h
O
C ( h , 0) X
where h is the only arbitrary constant.
dy
Differentiating (1) w.r.t. x, we have 2x + 2y – 2h = 0
dx
dy
or h=x+y
dx
æ dy ö
Substituting the value of h in (1), we have x2 + y2 – 2x ç x + y ÷ = 0
è dx ø
dy
or 2 xy + x2 - y 2 = 0
dx
which is the required differential equation.
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 7
Example 3. Form the differential equation of all circles of radius a.
Sol. The equation of any circle of radius a is (x – h)2 + ( y – k)2 = a2 …(1)
where (h, k), the coordinates of the centre are arbitrary.
dy
Differentiating (1) w.r.t. x, we have 2 (x – h) + 2 (y – k) =0
dx
dy
or ( x - h) + ( y - k ) =0 …(2)
dx
2
d2y æ dy ö
Differentiating again, we have 1 + (y – k) +ç ÷ = 0 …(3)
dx 2 è dx ø
2
æ dy ö
1+ ç ÷
è dx ø
From (3), y-k = -
d2y
dx 2
dy é æ dy ö ù
2
ê1 + ç ÷ ú
dy dx ëê è dx ø ûú
and from (2), x - h = - ( y - k) =
dx d2y
dx 2
Substituting the values of (x – h) and ( y – k) in (1), we get
2 2
æ dy ö é æ dy ö ù é æ dy ö 2 ù
2 2
+
çè ÷ø ê çè ÷ø ú
1 ê1 + ç ÷ ú
dx êë dx úû êë è dx ø úû
2
+ 2
= a2
æ d2 yö æ d2yö
ç 2÷ ç 2÷
è dx ø è dx ø
2 2 2 3
é æ dy ö 2 ù
éæ dy ö 2 ù æ d2 yö é æ dy ö 2 ù æ d2yö
or êç ÷ + 1ú = a 2 ç 2 ÷ or ê1+ ç ÷ ú = a 2 ç 2 ÷
ê1 + ç ÷ ú
è dx ø ú
è ø êë è dx ø ûú
ëê ëê dx
û ûú è dx ø è dx ø
which is the required differential equation.
Example 4. Find the differential equations of all parabolas whose axes are parallel to y-axis.
(P.T.U., May 2002)
2
Sol. Equations of the parabolas whose axes are parallel to y-axis is (x – h) = 4a (y – k) …(1)
where a, h, k are three parameters.
Differentiating (1) w.r.t. x three times, we get
dy
2 (x – h) = 4a
dx
dy
or x – h = 2a
dx
d2y
Differentiate again 1 = 2a
dx 2
8 A TEXTBOOK OF ENGINEERING MATHEMATICS
ANSWERS
dy æ dy ö
2
d3y d2y
1. x +ç ÷ = y 2. =0 3. + 4y = 0
dx è dx ø dx 3
dt 2
d2y dy d3y dy 2 d2y dy
4. -5 + 6y = 0 5. - =0 6. x - 4x + 6y = 0
dx 2 dx dx 3 dx dx2 dx
d2y dy d 2x d3y dy
7. x +2 + x 2 - xy - 2 = 0 8. + n2x = 0 9. -7 + 6y = 0
dx 2 dx dt 2
dx 3 dx
2 2
d2y
æ dy ö
10. xy 2 + x ç ÷ - y
dx è dx ø
dy
dx
=0 11. x 2
- 2 y2 æ dy ö
çè ÷ø - 4 xy
dx
dy
dx
- x2 = 0
é æ dy ö 2 ù
2
d2 y
1 - x æ dy ö 2
2 =0 y ê1 + ç ÷ ú = r 2
12. çè ÷ø + 1 = 0 13. 14.
êë è dx ø úû
dx dx2
2
dy d2y æ dy ö dy
15. y = 2a 16. xy + x ç ÷ =y
dx dx2 è dx ø dx
2
é æ dy ö 2 ù d 3 y dy æ d 2 y ö é dy ö
2ù
dy ö
2
17. ê1 + ç ÷ ú 3 - 3 ç ÷ =0 18. x - y 2 ê1 + çèæ ÷
æ
ú =çx + y ÷
êë è dx ø úû dx dx è dx2 ø êë dx ø úû è dx ø
3
2 2 dy d2y æ dy ö
19. x - y + 2 xy =0 20. 2a + ç ÷ = 0.
dx dx2 è dx ø
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 9
1.4. SOLUTION OF DIFFERENTIAL EQUATIONS OF THE FIRST ORDER AND
FIRST DEGREE
All differential equations of the first order and first degree cannot be solved. Only those among them
which belong to (or can be reduced to) one of the following categories can be solved by the standard
methods.
(i) Equations in which variables are separable.
dy
(ii) Differential equation of the form = f (ax + by + c).
dx
(iii) Homogeneous equations. (iv) Linear equations. (v) Exact equations.
dy
1.4(b). DIFFERENTIAL EQUATIONS OF THE FORM = f(ax + by + c)
dx
It is a differential equation of the form
dy
= f(ax + by + c) …(1)
dx
It can be reduced to a form in which the variables are separable by the substitution ax + by + c = t.
dy dt dy 1 æ dt ö
so that a+b = or = ç - a÷
dx dx dx b è dx ø
1 æ dt ö dt
\ Equation (1) becomes ç - a÷ø = f (t ) or = a + b f (t ) .
b è dx dx
dt
or = 2
a + b f (t )
After integrating both sides, t is to be replaced by its value.
ILLUSTRATIVE EXAMPLES
dy æ dy ö
Example 1. Solve : y - x = a ç y2 + ÷ .
dx è dx ø
dy
Sol. The given equation can be written as y (1 – ay) – (x + a) =0
dx
10 A TEXTBOOK OF ENGINEERING MATHEMATICS
dx dy
or =
x+a y (1 - ay)
dx æ1 a ö
Integrating both sides, we have ò x + a = ò çè y + 1 - ay ÷ø dy + c [Partial fractions]
é log (1 - ay) ù
Þ log (x + a) = êlog y + a . ú+c
ë -a û
Þ log (x + a) – log y + log (1 – ay) = log C, where c = log C
( x + a) (1 - ay )
Þ log = log C Þ (x + a) (1 – ay) = Cy
y
p
Example 2. Solve : 3 ex tan y dx + (1 + ex) sec2 y dy = 0, given y = when x = 0.
4
3e x sec 2 y
Sol. The given equation can be written as dx + dy = 0
1+ e x tan y
Integrating, we have 3 log (1 + ex) + log tan y = log c
Þ log (1 + ex)3 tan y = log c
Þ (1 + ex)3 tan y = c …(1)
which is the general solution of the given equation.
p
Since y = when x = 0, we have from (1)
4
(1 + 1)3 ´ 1 = c Þ c=8
\ The required particular solution is (1 + ex)3 tan y = 8.
dy
Example 3. Solve x cos x cos y + sin y = 0. (P.T.U., Dec. 2002)
dx
dy
Sol. x cos x cos y + sin y =0
dx
dy
or x cos x cos y = – sin y
dx
or x cos x dx = – tan y dy
z z
Integrating both sides,
x cos x dx = – tan y dy + c
or
z
x sin x – 1 . sin x dx = log cos y + c
x sin x + cos x = log cos y + c.
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 11
dy
Example 4. Solve xy = 1 + x + y + xy. (P.T.U., Dec. 2003)
dx
dy
Sol. xy = (1 + x) + y (1 + x)
dx
= (1 + x) (1 + y)
y dy 1+ x
= dx
1+ y x
z z
Integrating both sides,
y 1+ x
dy = dx + c
1+ y x
or
z FGH 1-
1
1+ y
dy =
IJ
K
1
x z FH
+ 1 dx + c
y – log (1 + y) = log x + x + c
I
K
or x – y + log x (1 + y) = – c = c¢.
dy
Example 5. Solve (x + y + 1)2 = 1.
dx
dy dt dy dt
Sol. Putting x + y + 1 = t, we get 1+ = or = -1
dx dx dx dx
æ dt ö dt 1+ t2
\ The given equation becomes t 2 ç - 1÷ = 1 or =
è dx ø dx t2
t2
Þ dt = dx
1+ t2
æ 1 ö
Integrating, we have ò ç 1 - 1 + 2 ÷ dt =
è t ø ò dx + c = dx or t – tan– 1 t = x + c
or (x + y + 1) – tan– 1 (x + y + 1) = x + c
or y = tan– 1 (x + y + 1) + C, where C = c – 1.
dy
Example 6. Solve = sin (x + y). (P.T.U., May 2006)
dx
Sol. Put x + y = t
dy dt
\ 1+ =
dx dx
dy dt
\ = –1
dx dx
\ Given equation changes to
dt
- 1 = sin t
dx
dt
= 1 + sin t
dx
dt
or = dx
1 + sin t
12 A TEXTBOOK OF ENGINEERING MATHEMATICS
ò (sec )
2
or t - tan t sec t dt = x + c
or tan t – sec t = x + c
or sin t – 1 = (x + c) cos t
Substitute back the value of t
sin (x + y) – 1 = (x + c) cos (x + y).
dy p dy 1 - y2
4. x + cot y = 0 if y = when x = 2 5. + =0
dx 4 dx 1 - x2
y dy
6. y 1 - x 2 dy + x 1 - y 2 dx = 0 7. . = 1 + x2 + y 2 + x2 y 2
x dx
y
8. e 1 + x
2
dydx - 2 x 1 + e = 0
y
9. sec2 x tan y dx + sec2 y tan x dy = 0 (P.T.U., Dec. 2002)
sec 2 x sec 2 y
[Hint: dx = – dy Integrate, log tan x = – log tan y + log c \ tan x tan y = c]
tan x tan y
10. x - yx dydx + y
2 2 2
+ xy 2 = 0 11. 1 + x dy - x y dx = 0 , if y = 2 when x = 1
3 2
dy dy
= e x - y + x 2 e- y = 4 x + y + 1
2
12. a (x dy + y dx) = xy dy 13. 14.
dx dx
dy dy
15. x + y 2 = a2 16. sin (x + y) dy = dx 17. = cos ( x + y )
dx dx
[Hint: Consult S.E. 6] (P.T.U., June 2003]
dy dy
18. = sin ( x + y ) + cos ( x + y ) 19. tan y = sin ( x + y ) + sin ( x - y )
dx dx
dy
[Hint: tan y = 2 sin x cos y ; Integrate ò tan y sec y dy = ò 2sin x dx + c, sec y = - 2cos x + c ]
dx
dy
20. - x tan ( y - x) = 1 . [Hint: Put y – x = t]
dx
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 13
ANSWERS
1. 3 e2x + 2e– 3y = c 2. y = cx
3. (a) x + y = c ex – y, (b) y sin y = x2 log x + c 4. x sec y = 2
3
5. y 1 - x 2 + x 1 - y 2 = c 6. 1 - x2 + 1 - y 2 = c 7. 1 + y2 =
2
3
1 + x2 2 +c
y
8. 1 + e = c 1 + x
2
9. tan x tan y = c
æ xö 1 1
10. log ç ÷ - - = c
è yø x y
y x x3
11. y3 = 4 (x3 + 1) 12. y = a log (xy) + c 13. e = e + +c
3
æ y - cö
14. 4x + y + 1 = 2 tan (2x + c) 15. x + y = a tan ç 16. tan (x + y) – sec (x + y) = y + c
è a ÷ø
æ x + yö é æ x + yö ù
17. x + c = tan ç 18. log ê1 + tan ç =x+c 19. 2 cos x + sec y = c
è 2 ÷ø ë è 2 ÷ø úû
x2
20. log sin ( y – x) = +c.
2
dy f1 ( x, y )
A differential equation of the form dx = f ( x , y ) …(1)
2
is called a homogeneous differential equation if f1 (x, y) and f2 (x, y) are homogeneous functions of the same
degree in x and y.
If f1 (x, y) and f2 (x, y) are homogeneous functions of degree r in x and y, then
æ yö
f1 (x, y) = xr f1 æ y ö and f2 (x, y) = xr f2 ç ÷
çè x ÷ø è xø
æ yö
f1 ç ÷
dy è xø æ yö
\ Equation (1) reduces to = = Fç ÷ …(2)
dx æ yö è xø
f2 ç ÷
è xø
y dy dv
Putting = v i.e., y = vx so that = v+ x
x dx dx
dv
Equation (2) becomes v+x = F (v)
dx
dv dx
Separating the variables, =
F(v ) - v x
y
Integrating, we get the solution in terms of v and x. Replacing v by , we get the required solution.
x
14 A TEXTBOOK OF ENGINEERING MATHEMATICS
ILLUSTRATIVE EXAMPLES
dy y + x2 + y 2
Sol. (i) The given equation can be written as = …(1)
dx x
The numerator and denominator on RHS of (1) are homogeneous functions of degree one.
dy dv
Putting y = vx, so that =v+x
dx dx
dv dv
Equation (1) becomes v+x = v + 1+ v2 or x = 1+ v2
dx dx
dv dx
Separating the variables, =
1+ v 2 x
Integrating both sides log v + 1 + v 2 = log x + log c Q
ò
1
1+ v 2
dv = cosh - 1 v = log v + 1 + v 2
or
log v + 1 + v 2 = log (cx) or v + 1 + v 2 = cx
y y2 é yù
+ 1 + 2 = cx
or x x êQ v = x ú
ë û
2
or y + x 2 + y 2 = cx
which is the required solution.
y 2 y3
- 3
dy 3xy - y 2
x2 x3
3
(ii) = 2 =
dx 2 x y - xy 2 y y2
2 - 2
x x
y dy dv
Put =v \ y = vx; =v+x
x dx dx
dv 3v 2 - v 3 3v - v 2
\ v+x = =
dx 2v - v 2 2-v
dv 3v - v 2 3v - v 2 - 2 v + v 2 v
\ x = -v = =
dx 2-v 2-v 2-v
2-v 1
\ dv = dx
v x
Integrate both sides :
z FH 2
v
I
K
- 1 dv = z 1
x
dx + c
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 15
or 2 log | v | - v = log | x | + c
or 2 log | v | - log | x | = v + c
or log v 2 - log x = v + c
v2 y2 y
or log =v+c or log = +c
x x2 . x x
y y y
y2 +c
or 3
= ex = ec .e x = Ae x , where A = ec
x y
\ y 2 = Ax 3 e x .
æ y yö y
Example 2. Solve : ç x tan - y sec 2 ÷ dx + x sec2 dy = 0. (P.T.U., Dec. 2003)
è x xø x
y y y
y sec2 - x tan tan
dy x x y x
Sol. The given equation can be written as = = - ...(1)
dx y x y
x sec2 sec2
x x
y dy dv
Putting = v i.e., y = vx so that =v+ x
x dx dx
dv tan v sec2 v dx
Equation (1) becomes v+ x = v - 2 or dv + = 0
dx sec v tan v x
Integrating, we get log tan v + log x = log c
or log (x tan v) = log c or x tan v = c
y é yù
or x tan =c êQ v = x ú
x ë û
which is the required solution.
Example 3. Find the general solution of the differential equation (2xy + x2) y¢ = 3y2 + 2xy.
(P.T.U., May 2006)
Sol. Given equation is (2xy + x2) y¢ = 3y2 + 2xy
2
æ yö æ yö
3ç ÷ +2ç ÷
dy 3 y + 2 xy
2
è x ø è xø
or = = , which is homogeneous equation of order 2.
dx 2 xy + x 2 y
2. +1
x
y dy dv
Put =v \ y = vx ; = v+x
x dx dx
dv 3v 2 + 2v dv 3v 2 + 2v
\ v+x = or x = -v
dx 2v + 1 dx 2v + 1
dv v2 + v 2v + 1 1
or x = or dv = dx
dx 2v + 1 v v + 1 x
Integrate both sides,
2v + 1
ò v v + 1 dv = ò x dx + log c
1
16 A TEXTBOOK OF ENGINEERING MATHEMATICS
æ1 1 ö
or ò çè v + v + 1÷ø dv = log x + log c (By partial fractions)
v v + 1
or log v + log (v + 1) – log x = log c or log = log c
x
yæy ö
or v (v + 1) = cx or + 1÷ = cx
x çè x ø
or y (y + x) = cx3.
æ xö
Example 4. Solve: (1 + ex/y) dx + ex/y ç 1 - ÷ dy = 0. (P.T.U., Dec. 2006)
è yø
æ xö
Sol. (1 + ex/y) dx + ex/y ç1 - ÷ dy = 0
è yø
æ xö
e x / y ç1 - ÷
dx è yø x
or =- , which is homogeneous equation in form
dy 1 + e x/ y y
x dx dv
\ Put = v i.e., x = vy \ =v+y
y dy dy
dv e v 1 - v dv - e 1 - v - v
v
v+y =- or y =
dy 1 + ev dy 1 + ev
or y
dv
=
- ev + v or
1 + ev
dv = -
1
dy
dy 1 + ev v+e v
y
Integrate both sides,
log (v + ev) = – log y + log c
\ log (v + ev) y = log c
\ (v + ev)y = c
æx ö
\ y ç + e x / y ÷ = c or x + yex/y = c.
èy ø
2. x dy + y = 2xy
2
1. (x + y)dx + (y – x)dy = 0 (P.T.U., May 2004, 2011)
dx x
dy
3. (x2 – y2)dx = 2xydy 4. (y2 – 2xy)dx = (x2 – 2xy)dy 5. x ( x – y) = y( x + y )
dx
6.
xy - x dy + y dx = 0 7. (y2 + 2xy)dx + (2x2 + 3xy)dy = 0 8. x2y dx – (x3 + y3)dy = 0
dy
9. (x2 + 2y2)dx – xy dy = 0, given that y = 0 when x = 1 10. x = y (log y - log x)
dx
dy y dy y y
11. x = y + x cos 2 12. = + sin
dx x dx x x
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 17
æ y yö æ y y ö dy æ xö
13. ç x cos + y sin ÷ y - ç y sin - x cos ÷ x =0 14. ( 1 + ex/y) dx + ex/y ç1 - ÷ dy = 0
è x xø è x x ø dx è yø
æ xö é æ xöù
15. yex/y dx = (xex/y + y) dy 16. xy log ç ÷ dx + ê y 2 - x 2 log ç ÷ ú dy = 0.
è yø ë è yøû
ANSWERS
y
1. log (x2 + y2) = 2tan–1 +c 2. cx = ex/y 3. x (x2 –3y2) = c
x
x x x
4. xy ( x – y) = c 5. + log = c 6. 2 + log y = c
y y y
x2
3 y3
2
7. xy (x + y) = c 8. y = ce 9. x2 +y2 = cx4
y
10. y = xe1 + cx 11. tan = log (cx ) 12. y = 2x tan–1 (cx)
x
y
13. xy cos =c 14. x + y ex/y = c 15. ex/y = log y + c
x
x2 æ y ö
16. log y – 2 ç
2log + 1÷ = c.
4y è x ø
a b
Case II. When = , ab' - a'b = 0 and the above method fails
a' b'
a b 1
Now, = = (say) so that a¢ = ma, b¢ = mb
a ¢ b¢ m
dy (ax + by ) + c
Equation (1) becomes = = f ( ax + by )
dx m(ax + by ) + c ¢
which can be solved by putting ax + by = t.
ILLUSTRATIVE EXAMPLES
Example 1. Solve : (3y – 7x +7)dx + (7y – 3x + 3) dy = 0.
dy 3y - 7 x + 7 é a bù
Sol. The given equation can be written as =- êHere a ' ¹ b ' ú ...(1)
dx 7 y - 3x + 3 ë û
Putting x = X + h, y = Y + k so that dx = dX, dy = dY (h, k are constants)
dY 3(Y + k ) - 7 (X + h) + 7 3Y - 7X + (- 7h + 3k + 7)
Equation (1) becomes =- =- …(2)
dX 7 (Y + k ) - 3(X + h) + 3 7Y - 3X + (- 3h + 7k + 3)
Now, choosing, h, k such that – 7h + 3k + 7 = 0 and – 3h + 7k + 3 = 0
Solving these equations h = 1, k = 0.
dY 3Y - 7X
With these values of h, k equation (2) reduces to =- …(3)
dX 7Y - 3X
dY dv
Putting Y = vX so that = v+X
dX dX
dv 3 vX - 7X dv 7 - 3v 7 - 7v 2
Equation (3) becomes v + X =- or X = -v =
dX 7vX - 3X dX 7v - 3 7v - 3
7v - 3 dX æ 2 5 ö dX
Separating the variables dv = 7 or ç - dv = 7
1 - v2 X è 1 - v 1 + v ÷ø X
Integrating – 2 log (1 – v) – 5 log (1 + v) = 7 log X + c
or 7 log X + 2 log (1 – v) + 5 log (1 + v) = – c
2 5
æ Yö æ Yö
or log [X7 (1 – v)2 (1 + v)5] = – c or X7 ç 1 - ÷ ç 1+ ÷ = e - c
è Xø è Xø
or (X – Y)2 (X + Y)5 = C, where C = e– c …(4)
Putting X = x – h = x – 1, Y = y – k = y
Equation (4) becomes (x – y – 1)2 (x + y – 1)5 = C, which is the required solution.
Example 2. Solve : (3y + 2x + 4) dx – (4x + 6y + 5) dy = 0. (P.T.U., May 2011)
dy (2 x + 3 y ) + 4
Sol. The given equation can be written as = …(1)
dx 2(2 x + 3 y ) + 5
a b
Here, =
a ¢ b¢
dy dt
Putting 2x + 3y = t so that 2+3 =
dx dx
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 19
dy 1 æ dt ö
or = çè dx - 2÷ø
dx 3
1 æ dt ö t+4
Equation (1) becomes ç - 2÷ =
3 è dx ø 2t + 5
dt 3t + 12 7t + 22
or = +2=
dx 2t + 5 2t + 5
2t + 5 æ 2 9 1 ö
Separating the variables dt = dx or ç - × dt = dx
7t + 22 è 7 7 7t + 22 ÷ø
Integrating both sides 2 t - 9 log (7t + 22) = x + c
7 49
or 14 t – 9 log (7t + 22) = 49x + 49c
Putting t = 2x + 3y, we have 14 (2x + 3y) – 9 log (14x + 21y + 22) = 49x + 49c
or 21x – 42y + 9log (14x + 21y + 22) = – 49c
æ 49 ö
or 7 (x – 2y) + 3 log (14x + 21y + 22) = C çè where C = - 3 c ÷ø
ANSWERS
1. x2 + 2xy – y2 – 4x + 8y = C 2. (x – y)3 = C (x + y – 2)
-1 y +1
3. x2 + 3xy + 2y2 + x – y = C 4. log [(x + 1)2 + ( y + 1)2] = 4 tan +C
x +1
Definition : A differential equation obtained from its primitive directly by differentiation, without any
operation of multiplication, elimination or reduction etc. is said to be an exact differential equation.
Thus a differential equation of the form M (x, y) dx + N (x, y) dy = 0 is an exact differential equation if it can
be obtained directly by differentiating the equation u (x, y) = C which is its primitive i.e., if du = M dx + N dy.
20 A TEXTBOOK OF ENGINEERING MATHEMATICS
1.8. THEOREM
The necessary and sufficient condition for the differential equation Mdx + Ndy = 0 to be exact is
¶M ¶ N
= . (P.T.U., 2002, Jan. 2010, Dec. 2012, May 2014)
¶y ¶x
Proof. The condition is necessary
The equation Mdx + Ndy = 0 will be exact, if du = Mdx + Ndy
¶u ¶u
But du = dx + dy
¶x ¶y
¶u ¶u
\ Mdx + Ndy = dx + dy
¶x ¶y
Equating coefficients of dx and dy, we get
¶u ¶u
M = and N=
¶x ¶y
¶M ¶2 u ¶N ¶2 u
\ = and =
¶y ¶y ¶x ¶x ¶x ¶y
¶2 u ¶2 u
But =
¶ y ¶x ¶x ¶ y
¶M ¶N
\ =
¶y ¶x
which is the necessary condition of exactness.
The condition is sufficient.
Let u = ò M dx
y constant
¶u ¶2u ¶M
\ = M and =
¶x ¶y ¶x ¶y
¶2 u ¶ 2u ¶M ¶N
But = and =
¶ y ¶x ¶x ¶y ¶y ¶x
¶N ¶2 u ¶ æ ¶u ö
\ = =
¶x ¶x ¶y ¶x çè ¶y ø÷
¶u
Integrating both sides w.r.t. x treating y as constant, we have N = + f ( y)
¶y
¶u ì ¶u ü é ¶u ¶u ù
\ Mdx + Ndy = dx + í + f ( y )ý dy êQ M= , N= + f ( y )ú
¶x î ¶ y þ ë ¶x ¶y û
æ ¶u ¶u ö
=ç dx + dy + f ( y ) dy = du + f ( y ) dy = d éëu + ò f ( y ) dy ùû
è ¶x ¶y ÷ø
which shows that Mdx + Ndy is an exact differential and hence Mdx + Ndy = 0 is an exact differential
equation.
Note. Since Mdx + Ndy = d [u + òf (y) dy]
\ Mdx + Ndy = 0 fi d [u + ò f(y) dy] = 0
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 21
Integrating u+ ò f (y) dy =c
But u =
ò
y constant
Mdx and f ( y ) = terms of N not containing x
ILLUSTRATIVE EXAMPLES
Example 1. Solve the initial value problem ex (cos y dx – sin y dy) = 0 ; y (0) = 0. (P.T.U., May 2008)
Sol. ex cos y dx – ex sin y dy = 0
Compare it with M dx + N dy = 0
M = ex cos y, N = – ex sin y
¶M ¶N
= – ex sin y ; = – ex sin y
¶y ¶x
¶M ¶N
=
¶y ¶x
\ Given equation is exact and its solution is ò
y constant
M dx + ò terms of N not containing x dy = c
or ò e x cos y dx +
ò 0 × dy = c
y constant
or cos y ◊ ex = c …(1)
Given y (0) = 0, i.e., y = 0 when x = 0
Substituting in (1), we get 1 =c
\ Solution of the given equation is
ex cos y = 1
Example 2. Solve : (x – ay) dx = (ax – y2) dy.
2
(P.T.U., 2005)
2 2
Sol. (x – ay) dx – (ax – y ) dy = 0 …(1)
Compare it with Mdx + Ndy = 0
M = x2 – ay, N = – ax + y2
¶M ¶N
= – a, = -a
¶y ¶x
¶M ¶N
=
¶y ¶x
\ (1) is exact differential equation. Therefore, its solution is
or ò x – ay dx + ò y dy = c
y
2 2
x3 y3
or - ayx + =c
3 3
or x3 + y3 – 3axy = c¢, where c¢ = 3c.
22 A TEXTBOOK OF ENGINEERING MATHEMATICS
Example 3. Solve : (sec x tan x tan y – ex) dx + sec x sec2 y dy = 0. (P.T.U., Dec. 2005)
Sol. (sec x tan x tan y – ex) dx + sec x sec2 y dy = 0 …(1)
Compare it with M dx + N dy = 0
M = sec x tan x tan y – ex and N = sec x sec2 y
¶M
\ = sec x tan x sec2 y
¶y
¶N
= sec x tan x sec2 y
¶x
¶M ¶N
=
¶y ¶x
\ Equation (1) is exact.
\ Its solution is
y constant
ò (sec x tan x - e ) dx + ò 0 dy = c
x
tan y
\ tan y (sec x) – ex = c.
æ kx ö x
ç y ÷ æ xö
Example 4. For what value of k, the differential equation è 1 + e ø dx + e y ç 1 - ÷ dy = 0 is exact?
è yø
(P.T.U., May 2010)
Sol. Given differential equation is
æ kx ö x
çè1 + e y ÷ø dx + e y æ1 - x ö dy = 0 …(1)
çè y ÷ø
Compare it with Mdx + Ndy = 0
kx x
y æ y xö
M= 1+ e N = e ç1 - ÷
è yø
¶M ¶N
(1) will be exact if =
¶y ¶x
¶ æç
kx ö
¶ ì ü
x
y ÷ ï y æ xöï
i.e., è1 + e ø = íe çè 1 - ý
¶y ¶x ï y ÷ø ï
î þ
kx x x x x
y æ - kx ö y 1 æ xö y æ 1ö y æ1 x 1ö y æ x ö
or e çè y 2 ÷ø = e y çè1 - y ÷ø + e çè - y ÷ø = e ç y - 2 - y ÷ = e ç - 2 ÷
è y ø è y ø
kx x
y y
or ke = e , which holds when k = 1
\ For k = 1, (1) is an exact differential equation.
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 23
Example 5. Under what conditions on a, b, c, d, the differential equation (a sinh x cos y + b cosh x sin y)
dx + (c sinh x cos y + d cosh x sin y) dy = 0 is exact? (P.T.U., May 2012)
Sol. Given differential equation is
(a sinh x cos y + b cosh x sin y) dx + (c sinh x cos y + d cosh x sin y) dy = 0 …(1)
Compare it with M dx + N dy = 0
M = a sinh x cos y + b cosh x sin y
N = c sinh x cos y + d cosh x sin y
¶M
= – a sinh x sin y + b cosh x cos y
¶y
¶N
= c cosh x cos y + d sinh x sin y
¶x
Equation (1) will be exact
¶M ¶N
if =
¶y ¶x
i.e., – a sinh x sin y + b cosh x cos y
= c cosh x cos y + d sinh x sin y
which holds when
– a = d and b = c i.e., a = – d and b = c.
9. (2xy cos x2 – 2xy + 1) dx + (sin x2 – x2) dy = 0 10. (sin x cos y + e2x) dx + (cos x sin y + tan y) dy = 0
é æ 1ö ù dy y cos x + sin y + y
11. ê y ç1 + ÷ + cos y ú dx + x + log x - x sin y dy = 0 12. + =0 (P.T.U., May 2011)
ë è x ø û dx sin x + x cos y + x
x dy - y dx
13. x dy + y dx + 2 =0
x + y2
14. [cos x tan y + cos (x + y)] dx + [sin x sec2 y + cos (x + y)] dy = 0.
ANSWERS
1. (a) x3 – 6x2 y – 6xy2 + y3 = c (b) x5 + x3y2 – x2y3 – y3 = c
2. x3 + 3x2 y2 + y4 = c 3. x4 + 2x2 y2 – 2a2 x2 – y4 – 2b2 y2 = c
4. x + yex/y = c 5. y sin x + x = c
6. sec x tan y – ex = c 7. exy + y2 = c
2
8. e xy + x 4 - y 3 = c 9. y sin x2 – x2 y + x = c
24 A TEXTBOOK OF ENGINEERING MATHEMATICS
1 2x
10. – cos x cos y + e + log sec y = c 11. y (x + log x) + x cos y = c
2
y
12. y sin x + (sin y + y) x = c 13. xy + tan - 1 =c
x
é æ –1 y ö ù
ê Hint: The given equation is d ( xy ) + d çè tan ÷ø = 0.ú
ë x û
14. sin x tan y + sin (x + y) = c
M dx Ndy
Then + = 0 is an exact equation.
Mx + Ny Mx + Ny
¶ é M ù ¶ é N ù
\ ê ú= ê ú
¶y ë Mx + Ny û ¶x ë Mx + Ny û
é ¶M ¶N ù
(Mx + Ny ) ¶¶y ¶N é ¶M ¶N ù
M
- M êx +N+ y ú ( M x + Ny ) - N êM + x +y
ë ¶y ¶y û ¶x ë ¶x ¶x úû
- =0
( M x + Ny )2
(Mx + Ny ) 2
¶M ¶M ¶M ¶N ¶N ¶N ¶M ¶N
or Mx + Ny – Mx – MN – My – Mx – Ny + NM + Nx + Ny =0
¶y ¶y ¶y ¶y ¶x ¶x ¶x ¶x
¶M ¶N ¶N ¶M
or Ny – My – Mx + Nx =0
¶y ¶y ¶x ¶x
ì ¶M ¶M ü ì ¶N ¶N ü
or N íx +y ý - M íx +y ý =0 …(2)
î ¶x ¶y þ î ¶x ¶y þ
Now Q M, N are homogeneous functions of x and y of order n therefore, we have
¶M ¶M ¶N ¶N
x +y = n M and x +y = n N (By Euler’s theorem of homogeneous partial
¶x ¶y ¶x ¶y
differential equations)
\ From (2) N ◊ n M – M ◊ n N = 0 i.e., 0 = 0, which is true.
1
Hence is the I.F. of (1)
M x + Ny
Mx
Case of failure. When Mx + Ny = 0 \ N = -
y
M x dy dx dy
From (1) Mdx - = 0 or = ; Integrate log x = log y + log c \ x = cy
y x y
Note. If Mx + Ny consists of only one term, use the above method of I.F. otherwise, proceed by putting y = vx.
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 27
1é æ dx dy ö æ dx dy ö ù
Another Method. Consider Mdx + Ndy = ê (M x + N y) ç + ÷ + (M x – N y) ç – ÷ ú
2ë è x yø è x y øû
Divide by Mx + Ny ( ¹ 0)
Mdx + Ndy 1 é M x - Ny xù
= ê d (log | xy | + d log ú
Mx + Ny 2 êë M x + Ny y ûú
x
M –N
Mx – Ny y
Now, = Q M, N are homogeneous functions of x and y
Mx + Ny x
M +N
y
x
\ They can also be expressed in the form .
y
Mx - Ny æ xö
\ =fç ÷
Mx + Ny è yø
Mdx + Ndy 1 é æ xö ìï ïù
xü
\ = êd {log | xy |} + f ç ÷ d ílog ýú
Mx + Ny 2 ëê è yø ïî yþ
ïûú
which is an exact derivative
1
Hence is the I.F.
M x + Ny
Example 4. Solve: (x2 y – 2xy2) dx – (x3 – 3 x2 y) dy = 0. (P.T.U., Dec. 2003, Dec. 2010)
Sol. The given equation is homogeneous in x and y with M = x y – 2xy and N = – x3 + 3x2 y
2 2
¶M é ¶M ¶N ù ¶N é ¶M ¶N ù
(Mx - Ny ) -M ê x ¶ - N - y ¶ ú (Mx - Ny ) - N êM + x -y
¶y ë y y û- ¶x ë ¶x ¶x ûú
i.e., =0
(Mx - Ny ) 2 (Mx - Ny )2
¶M ¶M ¶M ¶N ¶N ¶N ¶M ¶N
or Mx - Ny - Mx + MN + My - Mx + Ny + NM + Nx - Ny =0
¶y ¶y ¶y ¶y ¶x ¶x ¶x ¶x
¶M ¶N ¶N ¶M
or - Ny + My - Mx + Nx + 2MN = 0
¶y ¶y ¶x ¶x
ì ¶M ¶M ü é ¶N ¶N ù
or N íx -y ý - M ê x ¶ - y ¶ ú + 2MN = 0 …(2)
î ¶x ¶y þ ë x yû
Q M = y f1 (xy) Similarly, N = x f2 (xy)
¶M
\ = y f1¢ ( xy). y ¶N
= f 2 ( xy ) + x × f 2¢ ( xy ) y
¶x ¶x
¶M
= f1 ( xy ) .1 + y f1¢ ( xy ). x ¶N
= x × f 2¢ ( xy ) x
¶y ¶y
¶M ¶M ¶N ¶N
\ x -y = xy 2 f1¢ - y f1 - xy 2 f1¢ x -y = x f2 + x 2 y f2¢ - x 2 y f2¢
¶x ¶y ¶x ¶y
¶M ¶M = x f2 = f2 (xy) x = M
or x -y = - f1 y = - M
¶x ¶y
\ From (2), N (– M) – M (N) + 2 MN = 0
1
or – 2 MN + 2MN = 0 Þ 0 = 0 which is true. Hence is the I.F. of (1)
Mx - Ny
Mx
Case of failure. I.F. fails when Mx – Ny = 0 i.e., N =
y
Mx
\ From (1), Mdx + dy = 0
y
dx dy
or +
x y =0
Integrating both sides log x + log y = c1
or log (xy) = c1 or xy = c
1
If Mdx + Ndy = 0 is of the form f1 (xy) y dx + f2 (xy) x dy = 0, then is an I.F. provided
Mx – Ny
Mx – Ny ¹ 0.
Example 5. Solve : y (xy + 2x2 y2) dx + x (xy – x2 y2) dy = 0.
Sol. The given equation is of the form y f1 (xy) dx + x f2 (xy) dy = 0
Here M = xy2 + 2x2 y3 and N = x2 y – x3 y2
Now, Mx – Ny = x2 y2 + 2x3 y3 – x2 y2 + x3 y3 = 3x3 y3 ¹ 0
1 1
\ I.F. = = 3 3
Mx - Ny 3x y
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 29
1
Multiplying throughout by , the given equation becomes
3x 3 y 3
æ 1 2ö æ 1 1ö
ç 2 + 3x ÷ dx + ç - ÷ dy = 0
3y ø
è3x y ø è 3 xy 2
æ 1 2ö 1
which is exact. The solution is ò
y constant
ç 2 + 3 ÷ dx + - 3 dy = c
è 3x y xø y ò
1 2 1
or - + log x - log y = c
3xy 3 3
1
or - + 2log x - log y = C , where C = 3c.
xy
i.e.,
¶
¶y
{ }
M e ò g ( y ) dy =
¶x
¶
{ }
N e ò g ( y ) dy
¶M ò g ( y ) dy ¶N
M e ò g ( y ) dy . g ( y ) + e = e ò g ( y ) dy
¶y ¶x
¶N ¶M
or Mg (y) = -
¶x ¶y
¶N ¶M
-
¶x ¶y
or = g ( y ) , which is true
M
ò g ( y ) dy
Hence e is the I.F. of (1).
Students can easily prove (i) part themselves.
3
Example 6. Solve: xy 2 - e1 x dx - x 2 y dy = 0 . (P.T.U., Dec. 2003, May 2011)
3
x
Sol. Here M = xy2 – e1 and N = – x2 y
¶M ¶N
-
¶y ¶x 2 xy - (-2 xy ) 4
= = - , which is a function of x only.
N -x y2
x
30 A TEXTBOOK OF ENGINEERING MATHEMATICS
4
ò- dx 1
\ I.F. = e x = e - 4log x =
x4
æ y2 1
1 3ö y
Multiplying throughout by , we have ç 3 - 4 e1 x ÷ dx - 2 dy = 0
x4 èx x ø x
æ y2 1 1 x3 ö
which is exact. The solution is
y constant
èx x ò
ç 3 - 4 e ÷ dx + 0. dy = c
ø ò
y2 1 3 y2 1 t 1 3
ò ò
3
or – 2
+ 4
– e1 x dx = c or – 2
+ e dt = c, where t = 3 \ dt = - 4 dx
2x 3 x 2x 3 x x
2 2
y 1 3 y 3
or - 2 + et = c or - 2 + 2 e1 x = C , where C = 6c.
2x 3 x
Example 7. Find the general solution of the differential equation
(3x2y3e y + y3 + y2) dx + (x3y3 e y – xy) dy = 0 …(1) (P.T.U., May 2012, Dec. 2013)
Sol. Given differential equation is (3x2y3e y + y 3 + y 2) dx + (x3y3e y – xy) dy = 0
compare it with Mdx + Ndy = 0
M = 3x2y3 ey + y3 + y2
N = x3y3ey – xy
¶M
= 3x2 (y3ey + 3y2ey) + 3y2 + 2y
¶y
¶N
= 3x2 y3ey – y
¶x
¶M ¶N
π
¶y ¶x
\ Given differential equation is not exact
¶N ¶M
-
¶x ¶y 3 x 2 y3 e y - y - 3 x 2 y 3 e y - 9 x 2 y 2 e y - 3 y 2 - 2 y
=
M 3 x 2 y3 e y + y 3 + y 2
- 3(3x 2 y 2 e y + y 2 + y ) - 3
= =
y (3x 2 y 2 e y + y 2 + y ) y
which is a function of y only
3
ò - dy -3 1
\ I.F = e y = e - 3 log y = elog y = 3
y
1
Multiply (1) by 3
y
æ 2 y 1ö æ 3 y x ö
çè 3 x e + 1 + y ÷ø dx + ç x e - y 2 ÷ dy = 0 is an exact equation
è ø
æ 2 y 1ö
Its solution is ò çè 3 x e + 1 + y ÷ø dx + 0.dy = cò
y constant
x
x3 e y + x + = c
y
Example 8. Find the integrating factor of the differential equation (5x3 + 12x2 + 6y2)dx + 6xy dy = 0
which will make it exact. Hence solve the equation. (P.T.U., Dec. 2013)
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 31
Sol. Differential equation is (5x3 + 12x2 + 6y2)dx + 6xydy = 0 ...(1)
Compare it with Mdx + Ndy = 0
M = 5x + 12x2+ 6y2; N = 6xy
3
¶M ¶N
= 12y ; = 6y
¶y ¶x
¶M ¶N
π
¶y ¶x
\ Equation is not exact
¶M ¶N
- 12 y - 6 y 6 y 1
¶y ¶x
= = = = f ( x) , which is a function of x only.
N 6xy 6xy x
1
ò dx log x
\ I.F. = of (1) is e x =e =x
\ Multiply (1) by x
(5x4 + 12x3 + 6y2x)dx + 6x2y dy = 0 is an exact equation
\ Its solution is
ò 5 x
+ 12 x 3 + 6 y 2 x dx + ò 0 dy = c
4
5x5 x4 x2
or + 12 + 6 y2 =c
5 4 2
or x5 + 3x4 + 3x2y2 = c
The above form of the equation has I.F. xhyk, where h, k can be obtained by after multiplication of the given
equation by xhyk and the equation becomes exact. Apply the conditions of exactness, comparing the coefficients
of the corresponding terms, we will get two linear equations in h, k which will give us the values of h, k.
Example 9. Solve : (2x2y2 + y) dx + (3x – x3 y) dy = 0.
Sol. The equation can be written as 2 (x2y2dx – x3ydy) + (y dx + 3xdy) = 0
or x2y (2ydx – xdy) + x0 y0 (y dx + 3xdy) = 0
which is of the form x y (mydx + nxdy) + xcyd (pydx + qxdy) = 0. Therefore, it has an I.F. of the form xh yk.
a b
11 19
- -
Multiplying the given equation by x 7 y 7 , we have
32 A TEXTBOOK OF ENGINEERING MATHEMATICS
æ 3 -5 -
11
- ö
12 æ - 4 - 19 10
-
12 ö
ç 2 x y + x y ÷ dx + ç 3 x y
7 7 7 7 7 7 - x y 7 ÷ dy = 0
7
è ø è ø
æ 3 -5 -
11
-
12 ö
which is exact. The solution is ò ç 2 x 7 y 7 + x 7 y 7 ÷ dx = c
y constant è ø
10 5 4 12 10 5 4 12
7 7 -7 7 -7 - 7 - - -
or x y - x y = c or 4 x 7 y 7 - 5 x 7 y 7 = C
5 4
20
where C = c.
7
Note. The values of h and k can also be determined from the relations
a + h +1 b + k +1 c + h + 1 d + k +1
= and = .
m n p q
Example 10. Solve: (2y2 + 4x2y) dx + (4xy + 3x3) dy = 0. (P.T.U., May 2011)
Sol. Given equation is
(2y2 + 4x2y) dx + (4xy + 3x3) dy = 0 …(1)
The equation in not exact
\ Rewrite the equation in the form:
x2 (4y dx + 3x dy) + y(2y dx + 4x dy) = 0 …(2)
which is of the form
xa yb (my dx + nx dy) + xc yd (py dx + qx dy) = 0
Let xh yk be the I.F. of (1)
\ (2xh yk + 2 + 4xh + 2 yk + 1)dx + (4xh + 1 yk + 1 + 3xh + 3 yk) dy = 0
is an exact equation
¶M ¶ N
\ =
¶y ¶x
i.e.,
¶
¶y
2xh y k + 2 + 4xh + 2 y k + 1 =
¶
¶x
4 x h + 1 y k + 1 + 3x h + 3 y k
or 2xh (k + 2)yk + 1 + 4xh + 2 (k + 1)yk = 4 (h + 1) xh yk + 1 + 3(h + 3)xh + 2 yk
which holds when 2(k + 2) = 4(h + 1)
and 4(k + 1) = 3(h + 3)
i.e., k+2 = 2h + 2 or 2h = k
and 4k = 3h + 5 or 8h – 3h = 5
\ h = 1, k = 2
\ xy2 is the I.F. of (1)
Multiply (1) by xy2, we get
(2xy4 + 4x3y3)dx + (4x2 y3 + 3x4 y2)dx = 0
which is an exact solution
ò 2 xy ò
+ 4 x3 y 3 dx + 0 dy = C
4
\ Its solution is
y
or x2y4 + x4y3 = C is the solution of the given equation.
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 33
æ y3 x2 ö
11. (x2 + y2 + 1) dx – 2xy dy = 0 12. ç y +
è 3
+ ÷ dx +
2 ø
1
4
x + xy 2 dy = 0
13. (y4 + 2y) dx + (xy3 + 2y4 – 4x) dy = 0 14. (3xy – 2ay2) dx + (x2 – 2axy) dy = 0
15. y dx – xdy + log x dx = 0 16. (xy2 + 2x2 y3) dx + (x2 y – x3 y2) dy = 0
17. (2x2 y – 3y4) dx + (3x3 + 2xy3) dy = 0. 18. (xy3 + y) dx + 2(x2y2 + x + y4) dy = 0.
ANSWERS
x2 3 1 x
1. y = x tan (x + c) 2. + ex = c 3. - + log = c
y xy y
x
x2 x y x3
4. + =c 5. e + log x = c 6. log y – =c
2 y 3 y3
y x 1 1 1
7. 3 log x – 2 log y + =c 8. xy + log - =c 9. + + log y = c
x y xy x2 y 2 3 x3 y 3
y2 1
10. ex (x2 + y2 ) = c 11. x – - =c 12. x4 y + x4 y3 + x6 = c
x x
2
13. y+ x + y2 = c 14. x2 (ay2 – xy) = c 15. cx + y log x + 1 = 0
y2
36 24 10 15
1 - - - x2 y 4 y6
16. - + 2log x - log y = c 17. 5 x 13 y 13 - 12 x 13 y 13 =c. 18. + xy 2 + =c
xy 2 3
\ p=
-y±
y 2 + 4 x 2 + xy =
-y± y + 2 x 2
2 2
- y + y + 2x
\ p=
2
or p =x
dy
or =x
dx
Integrating both sides,
x2
y = +c
2
x2
or y- -c = 0 ...(2)
2
- y - y - 2x
and p=
2
or p =–y–x
dy
or =–y–x
dx
dy
or + y=-x
dx
which is linear equation in y
y ex = òe
x
- x dx + c = – ò x e x dx + c
or y ex = – (x – 1) ex + c [Integrating by parts]
or y = – (x – 1) + ce–x.
or y + x – 1 – ce–x = 0 ...(3)
Combining (2) and (3), general solution is
æ ö
ç
è
y -
x2
2 ø
- c÷ y + x - 1 - ce
-x
= 0.
dy
Note. = – (x + y) can also be solved by putting x + y = t, but that is a lengthy solution.
dx
Example 3. Solve : p2 + 2py cot x = y2. (P.T.U., Jan. 2009, Dec. 2012)
2 2 2
Sol. The given equation can be written as (p + y cot x) = y (1 + cot x)
or p + y cot x = ± y cosec x
\ The component equations are
p = y (– cot x + cosec x) …(1)
and p = y (– cot x – cosec x) …(2)
dy
From (1), = y (– cot x – cosec x)
dx
36 A TEXTBOOK OF ENGINEERING MATHEMATICS
dy
or = (– cot x + cosec x) dx
y
x
Integrating log y = – log sin x + log tan + log c
2
x
c tan
= log 2
sin x
x
c tan c
2 =
or y =
x x x
2sin cos 2 cos 2
2 2 2
x c
or y cos 2 = C, where C =
2 2
dy
From (2), = y ( - cot x - cosec x)
dx
dy
or = (- cot x - cosec x) dx
y
x c
Integrating log y = – log sin x – log tan + log c = log
2 x
sin x tan
2
c x
or y= or y sin 2 = C
2 x 2
2sin
2
æ x öæ x ö
\ The general solution of the given equation is ç y cos2 - C÷ ç y sin 2 - C÷ = 0
è 2 øè 2 ø
or 2p + x
dp
dx
æ dp ö æ dp ö
- 2 p x3 ç 2 p + x ÷ = 0 or ç 2 p + x ÷ 1 - 2 px3 = 0
è dx ø è dx ø
dp dp dx
Discarding the factor (1 – 2px3), we have 2p + x = 0 or +2 =0
dx p x
Integrating log p + 2 log x = log c or log px2 = log c or px2 = c
c
or p= 2 .
x
c
Putting this value of p in (1), we have y = - + c 2 , which is the required solution.
x
Example 2. Solve : y = 2px – p2.
Sol. The given equation is y = 2px – p2 …(1)
dy dp dp
Differentiating both sides w.r.t. x, = 2 p + 2x - 2p
dx dx dx
dp dp
or p = 2 p + 2x - 2 p
dx dx
dp dx
or p + (2x – 2p) = 0 or p + 2x - 2 p = 0
dx dp
dx 2
or + x=2 …(2)
dp p
which is a linear equation.
2
ò p dp
I.F. = e = e 2log p = p 2
\ The solution of (2) is x (I.F.) = ò 2(I.F.) dp + c ò
or xp 2 = 2 p 2 dp + c
2 2
or xp = p 3 + c or x = p + cp - 2
2
…(3)
3 3
p cannot be easily eliminated from (1) and (3)
æ2 ö
\ Putting the value of x in (1), we have y = 2 p ç p + cp - 2 ÷ - p 2
è3 ø
38 A TEXTBOOK OF ENGINEERING MATHEMATICS
1 2
or p + 2c p - 1
y= …(4)
3
Equations (3) and (4) together constitute the general solution of (1).
ANSWERS
a
1. 2y = cx2 + 2. y = 2 cx + tan -1 c
c
p -1 p -1
3. 16 + 2c2 y – c3 x2 = 0 4. x = log - tan -1 p + c, y = log + tan -1 p + c
2
p +1 2
p +1
5. y = 3x + log
3
1 - ce3 x
6. x=
p
1- p 2
c + a sin p , y =
-1 1
1- p 2
c + a sin p - ap
-1
2 c 2
7. y = c + 2 cx 8. y = 3c - .
x
×
dp
dy p 1 + p 2 dy 1+ p 2 2
dy
or =
1 2 1 + p - 2 p dp
2
or dy =
2
2p
dp
p
dy
2 2
1+ p 2
1 + p2
1
Integrating y = c- …(2)
1 + p2
Equations (1) and (2) together constitute the general solution.
ANSWERS
3 2
1. y = 3cx + 6c 2. y2 = 2cx + c3
3. 64y = c (c – 4x)2 4. log y = cx + c2.
dy æ dy ö
(i) p = log (px – y) or = log ç x - y÷ (P.T.U., Dec. 2005, 2011, 2013)
dx è dx ø
(ii) sin px cos y = cos px sin y + p. (P.T.U., Dec. 2006)
Sol. (i) p = log (px – y)
or e p = px – y or y = px – e p, which is Clairaut’s equation where f (p) = – e p
\ Its solution is obtained by putting p = c
\ solution is y = cx – ec.
(ii) sin px cos y = cos px sin y + p
or sin px cos y – cos px sin y = p
or sin (px – y) = p
or px – y = sin–1 p
or y = px – sin–1 p, which is Clairaut’s form
\ Its solution is (put p = c) y = cx – sin–1 c.
Note. Many differential equations can be reduced to Clairaut’s form by suitably changing the variables.
Example 2. Solve: e4x (p – 1) + e2y p2 = 0.
Sol. [In problems involving elx and emy, put X = ekx and Y = eky, where k is the H.C.F. of l and m].
Put X = e2x and Y = e2y
so that dX = 2e2x dx and dY = 2e2y dy
dy e 2 x dY X dY
\ p= = 2y = P, where P =
dx e dX Y dX
æX ö X2
The given equation becomes X 2 ç P - 1÷ + Y × 2 P 2 = 0
èY ø Y
or XP – Y + P2 = 0 or Y = PX + P2, which is of Clairaut’s form
\ Its solution is Y = cX + c2 and hence e2y = ce2x + c2.
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 41
Example 3. Solve : (px – y) (py + x) = 2p. (P.T.U., Jan. 2009, May 2009)
Sol. Put X = x2 and Y = y2
so that dX = 2x dx and dY = 2y dy
dy x dY X dY
\ p= = = P, where P =
dx y dX Y dX
æ X öæ X ö X
The given equation becomes ç P . X - Y÷ ç P . Y + X÷ = 2 P
è Y øè Y ø Y
2P
or (PX – Y) (P + 1) = 2P or PX – Y =
P +1
2P
or Y = PX – , which is of Clairaut’s form.
P +1
2c 2c .
\ Its solution is Y = cX - and hence y 2 = cx 2 -
c +1 c +1
Example 4. Solve: (x2 + y2) (1 + p)2 = 2(x + y) (1 + p) (x + y p) – (x + yp)2. (P.T.U., May 2011)
Sol. Given equation can be written as:
2 x + y x + py
2 2
æ x + py ö P æ Pö
x2 + y2 = -ç …(1) Y= 2 X -
1+ p è 1 + p ÷ø 2 çè 2 ÷ø
Put X = x + y, Y = x2 + y2
dY dY P2
and Let P =
dX
=
dx
/ ddxX or Y = PX -
4
, which is Clairaut’s differential
equation
dy
2x + 2 y
dx = 2( x + py ) C2
\ P= \ Its solution is Y = C X -
dy 1+ p 4
1+
dx
C2
Substituting in (1) or x2 + y2 = C X -
4
TEST YOUR KNOWLEDGE
Solve the following equations :
a
1. y = xp + 2. (a) y = px + a 2 p 2 + b2
p
(b) (y – px) (p – 1) = p
3. p = log (px – y) 4. p = sin ( y – px) (P.T.U., May 2007)
[Hint: See Example 1 (ii)]
5. p2 (x2 – 1) – 2pxy + y2 – 1 = 0 6. e3x (p – 1) + p3 e2 y = 0
7. x2 ( y – px) = yp2 8. ( y + px)2 = x2 p.
[Hint: Put x2 = X, y2 = Y] [Hint: Put xy = v]
42 A TEXTBOOK OF ENGINEERING MATHEMATICS
ANSWERS
a c
1. y = cx + 2. (a) y = cx + a 2 c 2 +b 2 , (b) y = cx +
c c -1
3. y = cx – ec 4. y = cx + sin– 1 c
5. ( y – cx)2 = 1 + c2 6. ey = cex + c2
7. y2 = cx2 + c2 8. xy = cx – c2.
A differential equation is said to be Leibnitz’s linear or simply linear if the dependent variable and its
derivatives occur only in the first degree and are not multiplied together.
(P.T.U., June 2003, May 2005, 2007)
dy
The general form of a linear differential equation of the first order is + Py = Q ...(1)
dx
where P and Q are functions of x only or may be constants.
dy
1.16. SOLVE THE LINEAR DIFFERENTIAL EQUATION + Py = Q (P.T.U., Dec. 2006 )
dx
To solve it, we multiply both sides by e ò P dx , we get
dy ò P dx
dx
e ( )
+ y e ò P dx P = Q e ò P dx
or
d
dx
( )
y e ò P dx = Q e ò P dx
dy
Sol. Dividing by x (1 – x2) to make the coefficient of unity, the given equation becomes
dx
dy 2 x2 - 1 x2
+ y =
(
dx x 1 - x 2 )
1 - x2
dy 2 x2 - 1 x2
Comparing it with + Py = Q , we have P = , Q=
dx x 1 - x2 1 - x2 ( )
2 x2 - 1 1 1 1
Now, P= =- + - by partial fractions
x (1 - x) (1 + x ) x 2(1 - x) 2(1 + x )
1 1 é 1 1ù
ò P dx = -
- log x - -
2
log (1 - -
x ) - -
2
log (1 + +
x ) = - -
log ê x 1 - -
x 2 1 + +
x 2ú
ë û
é 1 ù
= - log ê x 1 -
êë
- x2 2 ú = log
úû
1
x 1-- x2
1
log
I.F. = e ò
P dx x 1- x2 1
=e =
2
x 1- x
Thus the solution is
1 x2 1 x
y (I.F.) = ò Q (I.F.) dx + +
c or y . = ò 1- -x ´
´ 2
dx +
+c= ò 3
dx + c
x 1--
x2 x 1-
- x2
1--
x2 2
3 1
[ f ( x) ]n + 1 (n ¹ -1)
ò (1 - x ) ( - 2 x ) dx + c = (1 - x 2 )
1 - -
ò [ f ( x )]
n
= - 2 2 2 +c Q f ( x) dx =
2 n +1
or y = x + cx 1 - x2 .
æ e- 2 x y ö dx
Example 2. Solve : ç - ÷ =1.
è x x ø dy
dy y e-
2 x
Sol. The given equation can be written as + =
dx x x
dy 1 e- 2 x
Comparing it with + Py = Q, we have P = , Q=
dx x x
1 x1/ 2
I.F. = e ò P dx = e
ò x
dx
2 x
= e 1/ 2 = e
e-
2 x
ò ò
x
\ The solution is y (I.F.) = Q(I.F.) dx + c or y e 2 = . e 2 x dx + c
x
44 A TEXTBOOK OF ENGINEERING MATHEMATICS
1
-
ò
2 x
or ye = x 2 dx + c = 2 x + c
Example 3. Solve : 1 + y 2 dx = tan- 1 y - x dy . (P.T.U., Dec. 2011, 2013)
dx x tan -1 y
Dividing by (1 + y2), we get + =
dy 1 + y 2 1 + y 2
dx
which is of the form dy + Px = Q
1 tan -1 y
Here P= , Q=
1 + y2 1 + y2
1
ò 2 dy
I.F. = e ò
P dy -1
= e 1+ y = e tan y
ò
= t et - 1 . et dt + c = t et - e t + c = tan - 1 y - 1 e tan ( ) -1
y
+c
-1
or x = tan– 1 y – 1 + c e- tan y.
3. x + 1
dy
dx
- y = e x x + 1
2
4. x + 1 dydx + 2 xy = x
2 2
2
5. cos x
dy
dx
+ y = tan x 6. 1 + x dydx + 6 x
3 2
y = 1 + x2
7.
dy
dx
+ y cot x = cos x 8. 1 + x dydx + y = e
2 tan - 1 x
dy p dy p
9. + y cot x = 4 x cosec x, if y = 0 when x = 10. + y cot x = 5 e cos x , if y = - 4 when x =
dx 2 dx 2
11.
dy
dx
- y tan x = 3 e
- sin x
, if y = 4 when x = 0 12. 1 - x dydx + 2 xy = x
2
1 - x2
13. x
dy
dx
+ y = e x - xy 14. 1 + y + æè x - e
2 - tan - 1 y ö dy
ø dx
=0
dy y
17. y e y dx = y 2 + 2 x e y dy 18. =
dx 2 y log y + y - x
19. x
2 dy
dx
= 3 x 2 - 2 xy + 1 20.
1- y 2 dx = sin -1 y - x dy .
æ dy ö
21. x ç + y ÷ = 1 - y (P.T.U., May 2012)
è dx ø
dy x +1 1 dy
[Hint: + y= ; + P y = Q form]
dx x x dx
ANSWERS
1. 10 xy = 2x5 – 15x2 + c 2. y log x = (log x)2 + c
x3
3. y = (x + 1) (ex + c) 4. y (x2 + 1) = +c
3
x3 x 4 x6
2
5. y = tan x – 1 + c e– tan x
3
6. y 1 + x = y + + + +c
3 4 6
1 -1 -1
x x
7. y sin x = sin 2 x + c 8. 2 y e tan = e 2 tan +c
2
p2
9. y sin x = 2 x 2 - 10. y sin x = 5 e cos x - 9
2
dy
(a) An equation of the form + Py = Q y n …(1)
dx
where P and Q are functions of x only or constants is known as Bernoulli’s equation. Though not linear, it
can be made linear.
dy
Dividing both sides of (1) by yn, we have y - n + P y1- n = Q …(2)
dx
dy dz
Putting y1 – n = z so that (1 – n) y– n =
dx dx
46 A TEXTBOOK OF ENGINEERING MATHEMATICS
dy 1 dz
or y-n =
dx 1 - n dx
1 dz dz
Equation (2) becomes + Pz = Q or + (1 - n) Pz = (1 - n)Q
1 - n dx dx
which is a linear differential equation with z as the dependent variable.
dy
(b) General equation reducible to linear form is f ¢(y) + P f ( y) = Q …(1)
dx
where P and Q are functions of x only or constants.
dy dz
Putting f (y) = z so that f ¢( y ) =
dx dx
dz
Equation (1) becomes + Pz = Q , which is linear.
dx
ILLUSTRATIVE EXAMPLES
Example 1. Solve the following differential equations:
dy
(i) x + y = x 3y6 (P.T.U., May 2007, 2011)
dx
(ii) y¢ + y = y 2 (P.T.U., May 2008)
(iii) xy 2 - e1 / x
3
dx - x y dy = 0.
2
(P.T.U., Dec. 2012)
dy
Sol. (i) x + y = x3y6
dx
Dividing by xy6, we get
dy 1 - 5
y-6 + y = x2 …(1)
dx x
Put y–5 = z so that
-6 dy dz
-5 y =
dx dx
Equation (1) becomes
1 dz 1
- + z = x2
5 dx x
dz 5
or - z = – 5 x2
dx x
5
which is linear in z, where P = - , Q = - 5x 2
x
5 1
I.F. = e ò
- dx log x- 5 = x- 5 =
x = e - 5 log x = e x5
\ Solution in z is
z (I.F.) =
ò Q × I.F. dx + c
-2
- 5 x - 3 dx + c = - 5 x + c = 5 + c
ò
1 1
z× 5 =
x ò - 5x 2 ×
x5
dx + c =
-2 2 x2
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 47
Substituting the value of z, we get
1 1 5
× = +c
y 5
x 5 2x2
1 5 x3
or =+ cx 5
y5 2
(ii) y¢ + y = y2
dy
or + y = y2
dx
dy 1
Divide by y2; y - 2 + =1 ...(1)
dx y
1 1 dy dz
Put = z \ - 2 =
y y dx dx
dz dz
Substituting in (1); -
+ z = 1 or - z = -1
dx dx
which is linear differential equation in z
where P = – 1, Q = – 1
I.F. = e ò
- 1 dx = - x
e
Solution in z is z (I.F.) =
ò Q × (I.F.) dx + c
or z e– x = ò (- 1) e - dx + c = e -
x x +c
or z = 1 + cex
1
Substituting the value of z ; =1 + cex
y
1
or y=
1 + ce x
æ 1 ö
(iii) çè xy 2 - e x 3 ÷ø dx – x2 y dy = 0
1
dy
2
- xy 2 + e x = 0
3
or x y
dx
1
dy 3
or 2
x y - xy 2 = - e x
dx
1
dy 1 2 1 3
or y - y = - 2 ex
dx x x
dy dz
Put y2 = z; 2y =
dx dx
1
1 dz 1 1 3
- z = - 2 ex
2 dx x x
48 A TEXTBOOK OF ENGINEERING MATHEMATICS
1
dz 2 2 3
or - z = - 2 ex
dx x x
1
2 2 3
which is linear differential equation in z, where P = - , Q = - 2 e x
x x
-2
I.F. = e
ò x
dx
=e
- 2 log x
=e
log x - 2
=
1
x2
Solution in z is; z (I.F.) =
ò Q × (I.F.) dx + c
æ 1 ö 1
æ 1ö 1 ç 2 x3 ÷ 1 x3
or zç 2÷ =
èx ø ò -
x2 è x2
e
ø
dx + c = - 2 4 e dx + c
x ò
1 -3
Put 3
=t \ dx = dt
x x4
1
dt
ò
1 2 2 3
\ z × 2 = ( - 2) e + c = et + c = e x + c
t
x -3 3 3
1 1
y2 2 3
= e x + c or 3y 2 = 2 x 2 e x + cx 2
3
or
x 2 3
dx
Sol. The given equation can be written as – yx = y 3 x 2
dy
dx
Dividing by x2, we have x - 2 - y x -1 = y3 …(1)
dy
dx dz dx dz
Putting x– 1 = z so that - x - 2 = or x - 2 =-
dy dy dy dy
dz
Equation (1) becomes - - yz = y 3
dy
dz
or + yz = - y 3 , which is linear in z.
dy
1 2
y
I.F. = e ò
y dy
= e2
I.F. = eò
2 x dx 2
= ex ;
2 2 2
\ The solution is z . e x = ò x3 . e x dx + c = ò x 2 e x . x dx + c
1
t et dt +
2 ò
= + c, where t = x 2
1
= t -
2
- 1 e t + c =
1 2
2
- 1 ex +
x -
2
+c
or z =
2
1 2
x - 1 + c e- x
2
or tan y =
2
(
1 2
x -
- 1 ++ x2
c e- . ) (Q z = tan y)
I.F. = eò
e x dx x
= ee
50 A TEXTBOOK OF ENGINEERING MATHEMATICS
òe
x x
2x e
Solution is z . ee = . e dx +
c
Put ex = t \ ex dx = dt
x
\
x
e y . ee = (e x e
)
- 1 e + c or e
x
e x
(1 - -e ++ e ) = c .
x y
dz 1 1
or + z = , which is linear differential equation in z.
dy y 2
òy dy
1
I.F. = e = elog y = y
\ Solution is z.y= z y.
1
2
dy + c =
y2
4
+c
y2
or y log x = + c.
4
dy
Example 6. Solve : - tan xy = – y2 sec2 x. (P.T.U., Dec. 2004)
dx
dy
Sol. - tan x . y = – y2 sec2 x
dx
1 dy 1
Divide by y2 ; - tan x = – sec2 x
y 2
dx y
1 1 dy dz
Put =z \ – =
y y dx
2
dx
dz
\ – – tan x ◊ z = – sec2 x
dx
dz
or + tan x × z = sec2 x
dx
which is linear differential equation in z
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 51
I.F. = e
ò tan x dx
= e - log cos x = e logsec x = sec x
\ Its solution is
ò sec ò sec
2 3
z sec x = x . sec x dx + c = x dx + c …(1)
Let I = ò sec 3
ò sec x sec x dx Integrate by parts
x dx = 2
dy y y 2 dy 2 - x
3 1
1. 2 = + 2. 2
-x y= y e 3
dx x x 2 dx
dy
3. (a) (x3 y2 + xy) dx = dy (b) + y = xy 3 (P.T.U., May 2012)
dx
æ dy ö dy
4. (a) e y ç + 1 = e x (P.T.U., May 2002) (b) x + 1 + 1 = 2e
-y
è dx ÷ø dx
[Hint: Put ey = z] [Hint: Divide by (x + 1)e– y and Put ey = z]
dy tan y dy
5. - = (1 + x) e x sec y 6. + y tan x = y 3 cos x
dx 1+ x dx
8. dy + y log y = y log y
2
dy x
7. + y=x y
dx 1 - x 2 dx x x2
dy
9. y - cos x = y 2 1 - sin x cos x , given that y = 2 when x = 0.
dx
x
x
10. y 2 xy + e dx = e dy 11. tan y
dy
dx
+ tan x = cos y cos 2 x
52 A TEXTBOOK OF ENGINEERING MATHEMATICS
ANSWERS
1 3
x x
1. =1+ c x 2. y (c - x ) = e 3
y
1
1 - x2 1 1
3. (a) = - x 2 + 2 + ce 2 (b) = x + + ce2 x
y y2 2
x + y = 1 e2 x + c
4. (a) e (b) ( x + 1) e y = 2 x + c
2
æ 2 ö
5. sin y = (1 + x) (ex + c) 6. cos 2 x = y 2 ç c - 2sin x + sin 3 x÷
è 3 ø
1
7. y =-
1
3
1 - x2 + c 1 - x 2 4 8.
1
=
1
x log y 2 x 2
+c
ò
y constant
M dx +
ò terms of N not containing x dy = c.
9. Integrating Factor: If a differential equation is not exact but can be made exact after multiplying by a suitable
function of (x or y or both) then that function is called integrating factor (I.F.). If a differential equation has one I.F.,
it has an infinite number of integrating factors.
10. The I.F. of Mdx + Ndy = 0 are
1
(a) If Mdx + Ndy = 0 is homogeneous differential equation then I.F. = provided Mx + Ny π 0.
Mx + Ny
Mx
If Mx + Ny = 0, then equation can be reduced to variable separable from by putting N = -
y
1
(b) If Mdx + Ndy = 0 is of the form y f1 (xy) dx + xf2 (xy) dy = 0, then I.F. = provided Mx – Ny π 0.
Mx - Ny
If Mx – Ny = 0, then it reduces to variable separable form.
¶M ¶N ¶N ¶M
- -
(c) If Mdx + Ndy = 0;
¶y ¶x
is a function of x say f (x) then I.F. = e ò f ( x ) dx
and if
¶x ¶y
is a function
N M
of y say g(y), then I.F. = e ò
g ( y ) dy
(d ) I.F. of the differential equation of the form xa yb (mydx + nxdy) + xcyd (pydx + qxdy) = 0 is xh yk, where h, k are
so chosen that when multiplied with the given equation, changes the equation to exact equation.
dy
11. If the differential equation is of first order and higher degree then to solve the equation replace by p
dx
dy
(a) If equation is solvable for p then find different values of p i.e., and integrate each separately (all solutions
dx
having one arbitrary constant only) multiply all the factors formed by different solutions. That is the solution
of the given differential equation.
(b) If equation is solvable for y: Express y as a function of x and p i.e., y = f (x, p) then differentiate w.r.t. x, equation
will reduce to differential equation of first order in x and p. Solve and eliminate p with the help of given
equation.
(c) If equation is solvable for x: Express x as a function of y and p i.e., x = f (y, p); then differentiate w.r.t. y, then
equation will reduce to first order equation is y and p. Solve and eliminate p.
12. Clairaut’s Equation: An equation of the form y = px + f (p) is known as Clairaut’s equation.
Its solution is y = cx + f (c) i.e., replace p by an arbitrary constant c.
13. Leibnitz’s Linear Equation: A differential equation is said to the linear if the dependent variable and its deriva-
tives occur only in the first degree and are not multiplied together.
dy
The general form of linear differential equation is + Py = Q, where P, Q are functions of x or constants.
dx
dy
Similar method for + Px = Q, where P, Q are functions of y or constant.
dx
dy
14. Bernoulli’s Form: Any equation of the form + Py = Qyn, where P, Q are functions of x only is called
dx
Bernoulli’s equation. To solve it, divide by yn and put y1–n = z j; it will reduce to linear equation in x and z whose
solution is
ò P dx
z I.F. =
ò Q I.F. dx + c, where I.F. = e
Replace z by y1– n
dy
15. Differential equation f ¢(y) + Pf (y) = Q can be reduced to linear differential equation by putting f (y) = z.
dx
y
(i) e 1 + x
2
dydx - 2 x 1 + e y = 0 (ii)
dy
dx
+
1 - y2
1 - x2
=0
dy
(iii) xy = 1 + x + y + xy [Hint: See S.E. 4 art. 1.4] (P.T.U., Dec. 2003)
dx
(iv) (1 + x ) dy – x2y dx = 0
3
dy
(v) x cos x cos y + sin y = 0 [Hint: See S.E. 3 art. 1.4] (P.T.U., May 2003)
dx
dy
(vi) - x tan y - x = 1 [Hint: Put y – x = t]
dx
(vii) sec2 x tan y dx + sec2 y tan x dy = 0 [Hint: Separate variables and integrate]
dy y
(viii) = (P.T.U., Dec. 2005) (ix) (y + x) dy = (y – x) dx (P.T.U., May 2011)
dx x
11. Explain briefly how to solve the differential equation:
dy ax + by + c a b
(i) = , where ¹ (P.T.U., May 2003)
dx a1x + b1 y + c1 a1 b1
dy ax + by + c a b
(ii) = , where =
dx a1 x + b1 y + c1 a1 b1
12. (i) What is an exact differential equation? Check the exactness of the equation (3x2 + 2ey) dx + (2xey + 3y2) dy = 0.
(P.T.U., Jan. 2009, May 2010)
(ii) State necessary and sufficient conditions for the differential equation M dx + N dy = 0 to be exact.
(P.T.U., Jan. 2009, May 2014)
(iii) Under what conditions on a, b, c and d, the differential equations
(a sinh x cos y + b cosh x sin y) dx + (c sinh x cos y + d cosh x sin y) dy = 0 is exact? (P.T.U., May 2012)
[Hint: See S.E. 5 art. 1.8]
13. Solve the following differential equations:
(i) (x2 – ay) dx = (ax – y2) dy [Hint: See S.E. 2 art. 1.8] (P.T.U., May 2005)
(ii) (y cos x + 1) dx + sin x dy = 0
dy y cos x + sin y + y
(iii) + =0 (P.T.U., May 2011)
dx sin x + x cos y + x
14. (a) Define integrating factor of a differential equation and find I.F. of (y – 1) dx – x dy = 0. (P.T.U., May 2006)
[Hint: See S.E. 2 art. 1.9(a)]
(b) Solve y(2xy + ex)dx – exdy = 0 [Hint: See S.E. 1 art. 1.9(a)] (P.T.U., May 2014)
15. Find I.F. of the following differential equations:
x3
(i) y dx – x dy + 3x2y2 e dx = 0 (P.T.U., Dec. 2003)
¶M ¶N
- 1
= ; I.F. = eò x = x ]
2 2 ¶y ¶x 1 dx
(ii) (x + y + x) dx + xy dy = 0. [Hint:
N x
(iii) (x2y – 2xy2)dx – (x3 – 3x2 y) dy = 0 [Hint: See S.E. 4 art. 1.9(b)] (P.T.U., Dec. 2003)
(iv) y(xy + 2x2y2)dx + x(xy – x2y2)dy = 0 [Hint: See S.E. 5 art. 1.9(c)]
2
(v) (xy2 – e1/x )dx – x2ydy = 0 [Hint: See S.E. 6 art. 1.9(d)]
56 A TEXTBOOK OF ENGINEERING MATHEMATICS
(vi) (3x2y3ey + y3 + y2)dx + (x3y3ey – xy)dy = 0 [Hint: See S.E. 7 art. 1.9(d)]
(vii) (5x3 + 12x2 + 6y2)dx + 6xy dy = 0 [Hint: See S.E. 8 art. 1.9(d)] (P.T.U., Dec. 2013)
16. (a) Define Clairaut’s equation and write its solution. (P.T.U., May 2007, 2012)
(b) Find the general solution of the equation y = xy¢ + y¢2. What is the name of this type of equation?
(P.T.U., Dec. 2013)
17. Solve the following differential equations:
(i) y = 2px + p2y [Hint: See S.E. 1 art. 1.13] (P.T.U., Dec. 2012)
dy dx x y
(ii) - = - [Hint: See S.E. 1 art. 1.11] (P.T.U., May 2014)
dx dy y x
(iii) p = log (px – y) [Hint: See S.E. 1(i) art. 1.14] (P.T.U., Dec. 2005, 2011)
(iv) sin px cos y = cos px sin y + p. [Hint: See S.E. 1(ii) art. 1.14] (P.T.U., May 2007)
(v) p = sin (y – px). [Hint: Same as (iv) part] (P.T.U., May 2011)
(vi) (y – px) (p – 1) = p [Hint: Clairaut’s form]
1
18. (i) For the differential equation of the type yf(xy) dx + xg(xy) dy = 0, the I.F. is . Justify it.
xy ëé f xy - g xy ûù
(P.T.U., Dec. 2004)
(ii) For the differential equation M dx + N dy = 0 ; where M, N are homogeneous functions of x and y, the I.F. is
1
(Mx + Ny π 0). Justify it.
Mx + N y
Also reduce (x2y – 2xy2) dx – (x3 – 3x2y)dy = 0 to exact differential equation. (P.T.U., Dec. 2009)
[Hint: See S.E. 1 art. 1.9(b)]
¶M ¶ N
-
(iii) For the differential equation Mdx + Ndy = 0 if
¶y ¶x
= f (x), then e
ò f x dx is the I.F. justify it.
N
¶ N ¶M
(iv) For the differential equation Mdx + Ndy = 0 if
-
¶x ¶ y
M
= g (y), then ez g a y f dy
is the I.F. justify it.
æ kx ö x
æ xö
19. For what value of k, the differential equation çè1 + e y ÷ø dx + e y ç1 - ÷ dy = 0 is exact. (P.T.U., May 2010)
è yø
[Hint: See Solved Example 5 art. 1.8]
20. Define Leibnitz’s linear differential equation of first order. Also give an example. (P.T.U., May 2005, 2007)
[Hint: See Art. 1.15]
dy
21. Solve + Py = Q, where P, Q are functions of x or constants. (P.T.U., June 2003, Dec. 2006)
dx
[Hint: See Art. 1.16]
22. Define Bernoulli’s linear differential equation and write its standard form. (P.T.U., May 2007, Jan. 2009)
[Hint: See Art. 1.17(a)]
dy
23. How will you reduce f ¢(y) + P f ( y ) = Q to linear differential equation where, P, Q are function of x or constant?
dx
[Hint: See Art. 1.17(b)]
24. Solve the following differential equations:
dy dy y y 2
(i) (x + 1) - y = e x ( x + 1) 2 (ii) 2 = + (P.T.U., May 2007)
dx dx x x2
dy
(iii) x + y = x3 y 6 (P.T.U., May 2011)
dx
[Hint: See S.E. 1(i) art. 1.17]
ORDINARY DIFFERENTIAL EQUATIONS OF FIRST ORDER 57
dy dy 1 2
(iv) (x + 1) + 1 = 2e
-y
[Hint: Divide by (x + 1)e–y; e y + ey = ; put e y = t ]
dx dx x + 1 x +1
(v) y¢ + y = y2 (P.T.U., May 2008)
[Hint: See S.E. 1(ii) art. 1.17]
(vi) (1 + y2) dx = (tan– 1y – x)dy (P.T.U., Dec. 2011)
[Hint: See S.E. 3 art. 1.16]
dy
(vii) + y = xy 3 (P.T.U., May 2012)
dx
ANSWERS
3. By differentiating the equation n times and then eliminating n parameters from n + 1 equations. (One is given
equation and remaining n are the differential equations obtained by differentiating given equation n times)
2
dy æ dy ö
7. (i) y = x + 1 - (ii) y2 + m2y = 0 (iii) y3 = y1
dx çè dx ÷ø
2
dy æ dy ö
(iv) y2 – 2y1 + 2y = 0 (v) y = x +
dx çè dx ÷ø
dy
8. x 2 - y 2 + 2 xy =0 9. y3 = 0
dx
10. (i) (1 + ey) = A (1 + x2) (ii) y 1 - x + x
2
1 - y2 = c
(iii) y = x + log [x (1 + y)] + c (iv) y3 = 4 (x3 + 1)
x2
(v) x sin x + cos x = log (cos y) + c (vi) log sin (y – x) = +c
2
(vii) tan x tan y = c (viii) y = cx
y
(ix) log (x2 + y2) = 2 tan - 1 +c
x
12. (i) Exact equation (iii) a = – d, b = c
13. (i) x3 + y3 – 3axy = c (ii) y sin x + x = c (iii) y sin x + (sin y + y) x = c
y
1 1 2 e
14. (a) (b) x + =c
x2 2 y
1 1
15. (i) 2 (ii) x (iii)
y 2 2
x y
1 1 1
(iv) (v) (vi)
3 3
3x y x4 y3
(vii) x.
16. (b) y = px + p2, Clairaut’s equation
17. (i) y2 = 2cx + c2 (ii) (y2 – x2 – 2c) (xy – ec) = 0 (iii) y = cx – ec
c
(iv) y = cx – sin– 1 c. (v) y = cx + sin– 1 c. (vi) y = cx +
c -1
æ xö æx ö
18. d ç ÷ - d 2log x + d 3log y = 0 or d ç - log x 2 + log y3 ÷ = 0
è øy è y ø
x 1 5
24. (i) y = (x + 1) (ex + c) (ii) =1+ c x (iii) = x3 + cx5
y y5 2
1 -1
(iv) (x + 1)ey = 2x + c (v) y = x
(vi) x = tan - 1 y - 1 + ce- tan y
1 + ce
1 1 2x
(vii) = x + + ce
y2 2
2
Linear Ordinary Differential
Equations of Second and Higher Order
2.1. DEFINITIONS
A linear differential equation of nth order is that in which the dependent variable and its derivatives occur
only in the first degree and are not multiplied together. Thus, the general linear differential equation of the nth
dny d n -1y dn -2y dy
order is of the form n
+ P1 n -1
+ P2 n-2
+ L + Pn - 1 + Pn y = X, where P1, P2, ……, Pn – 1 , Pn and
dx dx dx dx
X are functions of x only.
A linear differential equation with constant coefficients is of the form
dn y d n -1 y d n- 2 y dy
n
+ a1 n -1
+ a2 n-2
+ L + an -1 + an y = X …(1)
dx dx dx dx
where a1, a2, …… , an – 1, an are constants and X is either a constant or a function of x only.
First of all we discuss solution of linear differential equation with constant coefficients.
d dy
The part of the symbol may be regarded as an operator such that when it operates on y, the result
dx dx
is the derivative of y.
d2 d3 dn
Similarly, , , L , may be regarded as operators.
dx 2 dx3 dx n
d d2 dn
For brevity, we write º D, º D2 , L , n º Dn
dx dx 2
dx
Thus, the symbol D is a differential operator or simply an operator.
Written in symbolic form, equation (1) becomes (Dn + a1 Dn – 1 + a2 Dn – 2 + …… + an – 1 D + an) y = X
or f (D) y = X
where f (D) = Dn + a1Dn-1 + a1Dn- 2 + ....... + an-1D + an
i.e., f (D) is a polynomial in D.
The operator D can be treated as an algebraic quantity.
i.e., D (u + v) = Du + Dv
D (lu) = l Du
Dp Dq u = Dp + q u
Dp Dq u = Dq Dp u
The polynomial f (D) can be factorised by ordinary rules of algebra and the factors may be written in any
order.
58
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 59
2.3. THEOREMS
+ … … … … + cn (Dn yn + a1 Dn – 1 yn + a2 Dn – 2 yn + … + an yn)
= c1 (0) + c2 (0) + … + cn (0) [ Q of (ii)]
=0
which shows that u = c1 y1 + c2 y2 + …… + cn yn is also the solution of equation (i).
Since this solution contains n arbitrary constants, it is the general or complete solution of equation (i).
Theorem 2. If y = u is the complete solution of the equation f (D) y = 0 and y = v is a particular solution
(containing no arbitrary constants) of the equation f (D) y = X, then the complete solution of the equation
f (D) y = X is y = u + v.
Proof. Since y = u is the complete solution of the equation f (D) y = 0 …(i)
\ f (D) u = 0 …(ii)
Also, y = v is a particular solution of the equation f (D) y = X …(iii)
\ f (D) v = X …(iv)
Adding (ii) and (iv), we have f (D) (u + v) = X
Thus y = u + v satisfies the equation (iii), hence it is the complete solution (C.S.) because it contains n
arbitrary constants.
The part y = u is called the complementary function (C.F.) and the part y = v is called the particular
integral (P.I.) of the equation (iii). (P.T.U., Jan. 2010)
\ The complete solution of equation (iii), is y = C.F. + P.I.
Thus in order to solve the equation (iii), we first find the C.F. i.e., the C.S. of equation (i) and then the P.I.
i.e., a particular solution of equation (iii).
\ Its solution is ò
y . e- m1 x = 0 . e- m1 x dx + c1 or y = c1 em1 x
Similarly, the solution of (D – m2) y = 0 is y = c2 em 2x
.........................................................................
The solution of (D – mn) y = 0 is y = cn em n x
Hence the complete solution of equation (i) is
y = c1 e m1 x + c 2 e m2 x + L + c n e m n x …(iv)
Case II. If two roots of the A.E. are equal, let m1 = m2
The solution obtained in equation (iv) becomes
y = (c1 + c2) e m1 x + c3 e m3 x + L + cn em n x = c e m1 x + c3 e m3 x + L + cn em n x
It contains (n – 1) arbitrary constants and is, therefore, not the complete solution of equation (i).
The part of the complete solution corresponding to the repeated root is the complete solution of
(D – m1) (D – m1) y = 0
dv
Putting (D – m1) y = v, it becomes (D – m1) v = 0 i.e., - m1 v = 0
dx
As in case I, its solution is v = c1 e m1 x
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 61
dy
\ (D – m1) y = c1 e m1 x or - m1 y = c1 e m1 x
dx
- m1 x
which is a linear equation and I.F. = e
ò
\ Its solution is y . e - m1 x = c1 e m1 x . e - m1 x dx + c2 = c1 x + c2
or y = (c1 x + c2) e m1 x
Thus, the complete solution of equation (i) is
y = (c1 x + c2) e m1 x + c3 e m3 x + L + cn e m n x
If, however, three roots of the A.E. are equal, say m1 = m2 = m3, then proceeding as above, the solution
becomes
( )
y = c1 x 2 + c2 x + c3 em1 x + c4 e m4 x + L + cn e mn x
Case III. If two roots of the A.E. are imaginary,
Let m1 = a + i b and m2 = a – i b (Q in a real equation imaginary roots occur in conjugate pair)
The solution obtained in equation (iv) becomes
y = c ea + b + c ea - b + c e m3 x + L + c e mn x
i x i x
1 2 3 n
=e ax
(c e
1
ib x
+ c2 e
-ib x
)+ c e3
m3 x
+ L + cn e
mn x
m3 x mn x
= ea x ëé c1 (cos b x + i sin bx ) + c2 (cos bx - i sin b x )ûù + c3 e + L + cn e
é Q By Euler's Theorem, ei q = cos q + i sin q ù
ë û
= e éë(c1 + c2 ) cos b x + i (c1 - c2 ) sin b x ùû + c3 e
ax m3 x mn x
+ L + cn e
= e (C1 cos bx + C2 sin b x ) + c3 e 3 + L + cn e n
ax mx m x
ILLUSTRATIVE EXAMPLES
Example 1. Solve: 9y¢¢¢ + 3y¢¢ – 5y¢ + y = 0. (P.T.U., May 2008)
Sol. Symbolic form of given equation is
(9D3 + 3D2 – 5D + 1) y = 0
A.E. is 9D3 + 3D2 – 5D + 1 = 0
or (D + 1) (3D – 1)2 = 0
1 1
or D = – 1, ,
3 3
1
x
\ C.S is y = c1 e - x + (c2 + c3 x ) e 3 .
d4x
Example 2. Solve : + 4x = 0.
dt 4
d
Sol. Given equation in symbolic form is (D4 + 4) x = 0, where D =
dt
62 A TEXTBOOK OF ENGINEERING MATHEMATICS
-2± -4 2± -4
whence D= and i.e., D = – 1 ± i and 1 ± i
2 2
Hence the C.S. is x = e– t (c1 cos t + c2 sin t) + et (c3 cos t + c4 sin t).
d 2x g dx
Example 3. If + ( x - a) = 0; (a > 0, b > 0, g > 0) and x = a, = 0 when t = 0 , show that
dt 2 b dt
g
x = a + (a – a) cos t. (P.T.U., May 2002)
b
d2x g
Sol. + ( x - a) = 0
dt 2 b
d2x d2y
Put x – a = y \ =
dt 2 dt 2
d2 y g g g
\ + y =0 A.E. is m 2 + =0 \ m2 = – (–ve)
dt 2 b b b
g g g
\ m= ±i ; \ y = c1 cos b t + c 2 sin b t
b
g g
x – a = c1 cos t + c2 sin t
b b
when x = a, t = 0; a – a = c1
g g
\ x – a = (a – a) cos t + c2 sin t
b b
dx g g g g
\ = - (a - a ) sin t + c2 cos t
dt b b b b
dx g
t = 0, =0 \ 0 = c2 \ c2 = 0
dt b
g
\ x – a = (a – a) cos t
b
g
Hence, x = a + (a – a) cos t.
b
TEST YOUR KNOWLEDGE
Solve the following differential equations :
d2 y dy d2y dy
1. -3 - 4y = 0 2. + (a + b ) + aby = 0
dx 2 dx dx2 dx
d2y dy d 2x dx
3. -4 + y=0 4. +6 + 9x = 0
dx 2 dx dt 2 dt
d3y d 2y dy d3y
5. -3 +3 - y=0 6. + y=0 (P.T.U., May 2012)
dx3 dx 2 dx dx3
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 63
ANSWERS
1. y = c1 e4x + c2 e– x 2. y = c1 e– ax + c2 e– bx
3. y = c1 e
( 2 + 3 ) x + c e( 2 - 3 ) x 4. x = (c1 + c2 t) e– 3t
2
x
æ 3 3 ö
5. y = (c1 + c2 x + c3 x2) ex 6. y = c1 e - x + e 2 ç c2 cos x + c3 sin x
è 2 2 ÷ø
7. y = c1 e– x + c2 e– 2x + c3 e– 3x 8. y = c1 ex + c2 e– x + c3 e2x + c4 e– 2x
9. y = (c1 + c2 x) cos 2x + (c3 + c4 x) sin 2x
1
é 3 ù
- x
ê c7 + c8 x cos x + c9 + c10 x sin
3
10. y = c1 + c2 x + c3 x 2 cos x + c4 + c5 x + c6 x 2 sin x + e 2 xú
ëê 2 2 ûú
11. x = 0 12. y = 3e– 2x sin 5x.
1
2.6. THE INVERSE OPERATOR
f ( D)
1
Definition: X is that function of x, free from arbitrary constants, which when operated upon by
f (D)
f (D) gives X.
ì 1 ü
Thus, f (D) í Xý = X
î f (D) þ
1
\ f (D) and are inverse operators.
f (D)
1
Theorem 1. X is the particular integral of f (D) y = X.
f (D)
Proof. The given equation is f (D) y = X …(1)
1 ì 1 ü
Putting y = X in (1), we have f (D) í X ý = X or X = X
f (D) î f (D) þ
which is true.
1
\ y=
X is a solution of (1).
f (D)
Since it contains no arbitrary constants, it is the particular integral of f (D) y = X.
64 A TEXTBOOK OF ENGINEERING MATHEMATICS
1
Theorem 2. Prove that : X = ò X dx . (P.T.U., May 2002)
D
1
Proof. Let X= y
D
æ1 ö dy
Operating both sides by D, we have D ç X÷ = Dy or X =
èD ø dx
Integrating both sides w.r.t. x
y = ò X dx,
1
no arbitrary constant being added since y = X contains no arbitrary constant.
D
1
\
D
X = ò X dx .
1
Theorem 3. Prove that : X = e ax ò X e - ax dx .
D-a
1
Proof. Let X=y
D- a
æ 1 ö
Operating on both sides by (D – a), (D – a) ç X÷ = (D - a) y
èD-a ø
dy dy
or X= - ay i.e., - ay = X
dx dx
which is a linear equation and I.F. = e ò
- a dx
= e - ax
\ Its solution is ye– ax = ò X e- ax
dx , no constant being added
or ò
y = e ax X e - ax dx
1
òe
- ax
Hence, X = e ax X dx .
D-a
2.7. RULES FOR FINDING THE PARTICULAR INTEGRAL (P.T.U., Dec. 2004)
1
f (D)
f (D) e ax =
1
f (D)
f (a) e ax or e ax = f ( a )
1
f (D)
e ax
1 1
Dividing both sides by f (a), e ax = e ax , provided f (a) ¹ 0
f (a) f (D)
1 1
Hence, e ax = e ax , provided f (a) ¹ 0.
f (D) f (a)
Case of failure. If f (a) = 0, the above method fails.
Since f (a) = 0, D = a is a root of A.E. f (D) = 0
\ D – a is a factor of f (D).
Let f (D) = (D – a) f (D), where f (a) π 0 …(i)
1 1 1 1 1 1
Then e ax = e ax = . e ax = × e ax
f (D) (D - a) f (D) D - a f (D) D - a f (a)
1 1 1
= ×
f(a) D – a
e ax =
f(a) ò
e ax e ax × e - ax dx [By Theorem 3]
1 ax 1 ax
f(a)
e= 1 dx = x × ò
f(a)
e …(ii)
( ) ( ) ( ) ( )
1 é f D2 sin (ax + b)ù = 1 é f - a 2 sin (ax + b)ù
f D 2 ë û f D2 ë û
sin (ax + b) = f (- a )
1
sin (ax + b) .
2
f (D )
or
2
1 1
sin (ax + b) = sin ( ax + b ) , provided f (– a2) ¹ 0
( ) ( )
Hence
f D 2
f - a2
1 1
cos (ax + b) = cos (ax + b) , provided f (– a2) ¹ 0
( ) ( )
Similarly,
f D 2
f - a2
Case of failure. If f (– a2) = 0, the above method fails.
Since cos (ax + b) + i sin (ax + b) = ei (ax + b) | Euler’s Theorem
1 1
\ [cos (ax + b) + i sin (ax + b)] = ei ( ax + b)
f D ( ) 2
( )
f D2
[If we replace D by ia, f (D2) = f (– a2) = 0, so that it is a case of failure]
1 1
= x× ei ( ax + b) = x . [cos ( ax + b) + i sin ( ax + b) ]
f¢ D( ) 2
( )
f ¢ D2
1 1
cos (ax + b) = x × cos ( ax + b ) , provided f ¢(– a2) ¹ 0
( ) ( )
Equating real parts
f D 2
f ¢ D2
1 1
sin (ax + b) = x × sin (ax + b) , provided f ¢(– a2) ¹ 0
( ) ( )
Equating imaginary parts
f D 2
f¢ D 2
1 1
If f ¢(– a2) = 0, then sin (ax + b) = x 2 × sin (ax + b) , provided f ²(– a2) ¹ 0
f D( ) 2
( )
f ¢¢ D 2
1 1
cos (ax + b) = x 2 × cos (ax + b) , provided f ²(– a2) ¹ 0
( )
f D2 ( )
f ¢¢ D 2
and so on.
Example 2. Find the P.I. of y ¢¢¢ - y ¢¢ + 4 y ¢ - 4 y = sin 3x. (P.T.U., May 2008)
Sol. Given equation in symbolic form is
(D3 – D2 + 4D – 4) y = sin 3x
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 67
1
P.I. = 3 2
sin 3 x
D – D + 4D – 4
1
= sin 3x [Q Put D2 = – 9]
– 9D + 9 + 4D – 4
1 1
= sin 3x = sin 3 x
- 5D + 5 5 (1 - D )
1+ D 1+ D
sin 3 x = sin 3 x [Q Putting D2 = – 9]
( )
=
5 1– D 2 5 (1 + 9 )
1 1
50
éësin 3 x + D (sin 3x )ùû =
=
50
[sin 3 x + 3 cos 3 x]
Case III. When X = xm, m being a positive integer
1
Here P.I. = xm
f (D)
Take out the lowest degree term from f(D) to make the first term unity (so that Binomial Theorem for a
negative index is applicable).
The remaining factor will be of the form 1 + f (D) or 1 – f (D)
Take this factor in the numerator. It takes the form [1 + f (D)]–1 or [1 – f (D)]–1
Expand it in ascending powers of D as far as the term containing Dm, since Dm + 1 (xm) = 0, Dm + 2 (xm) = 0
and so on.
Operate on xm term by term.
Example 3. Find the P.I. of (D2 + 5D + 4) y = x2 + 7x + 9.
Sol. P.I. =
1
D2 + 5D + 4
(x 2
+ 7x + 9 = ) 1
æ 5D D 2 ö
x2 + 7 x + 9 ( )
4 ç1 + +
è 4 4 ÷ø
-1
1 êé æ 5D D 2 ö æ 5D D 2 ö ù
2
é æ 5D D 2 ö ù
=
1
4
ê1 + ç
êë è 4
+ ú
4 ÷ø úû
( x2 + 7x + 9 = ) 1- ç
4 ê è 4
+ ÷ +
4 ø è 4ç +
4 ø÷ ú
(
- Lú x 2 + 7 x + 9 )
ë û
æ 5D D2 25 D2 ö 2 æ 5D 21D 2 ö 2
=
1
4 ç
è
1 -
4
-
4
+
16
L÷ x + 7 x + 9 =
ø
1
4
( ) ç
è
1 -
4
+
16 ø
(
L÷ x + 7 x + 9 )
=
1é 2
ê
4ë
( 5
4
) 21
( ù
x + 7 x + 9 - D x2 + 7 x + 9 + D2 x2 + 7 x + 9 ú
16 û
) ( )
=
1 é 2
4 êë
( 5
) 21 ù 1 æ 9
x + 7 x + 9 - ( 2 x + 7) + (2)ú = ç x 2 + x + ÷ .
4 16 û 4 è 2
23 ö
8ø
ax
Case IV. When X = e V, where V is a function of x
Let u be a function of x, then by successive differentiation, we have
D (eax u) = eax Du + a eax u = eax (D + a) u
D2 (eax u) = D [eax (D + a) u] = eax (D2 + aD) u + aeax (D + a) u
= eax (D2 + 2aD + a2) u = eax (D + a)2 u
Similarly, D3 (eax u) = eax (D + a)3 u
68 A TEXTBOOK OF ENGINEERING MATHEMATICS
1
Thus, eax which is on the right of may be taken out to the left provided D is replaced by D + a.
f (D)
Example 4. Find the P.I. of (D2 – 4D + 3) y = ex cos 2x.
1 1
Sol. P.I. = 2 e x cos 2 x = e x cos 2 x
D - 4D + 3 (D + 1) - 4 (D + 1) + 3
2
1 1
= ex cos 2 x = e x cos 2 x [Putting D2 = – 22]
D - 2D
2
- 2 - 2D
2
1 x 1 1 2-D
=- e cos 2 x = - e x cos 2 x
2 2+D 2 (2 + D) (2 - D)
1 x 2-D 1 2-D
=- e cos 2 x = - e x cos 2 x
2 4-D 2
2 4 - - 22 ( )
1 x 1 x 1
=- e (2 cos 2 x - D cos 2x ) = - e (2 cos 2 x + 2 sin 2 x ) = - e x (cos 2 x + sin 2 x ) .
16 16 8
Case V. When X is any other function of x.
Resolve f (D) into linear factors.
Let f (D) = (D – m1) (D – m2) ……… (D – mn) X
1 1
Then P.I. = X= X
f (D) D - m1 D - m2 LD - mn
æ A1 A2 An ö
=ç + +L + X (By Partial fractions)
è D - m1 D - m2 D - m2 ÷ø
1 1 1
= A1 X + A2 X +L + An X
D - m1 D - m2 D - mn
m x
= A1 e 1 ò X e- m1 x
ò ò
dx + A 2 e m2 x X e - m2 x dx + L + A n emn x X e- mn x dx
é 1 ù
See solved example 11 (art. 2.8) êQ
ë D-m ò
X = emx X e - mx dxú .
û
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 69
Example 5. Find the particular solution of y¢¢ + a2y = sec ax. (P.T.U., Dec. 2002, May 2012, Dec. 2013)
Sol. Particular solution of y¢¢ + a2y = sec ax
1
= sec ax
D + a2
2
1
= sec ax
(D + ia) (D - ia)
ì 1 1 ü
ï 2ai ï
= í - ai ý sec ax
2 (By Partial fraction)
ï D - ia D + ia ï
ï
î ï
þ
1 ì 1 1 ü
= í sec ax - sec ax ý
2ai î D - ia D + ia þ
=
1
2ai {
eiax òe
- iax
sec ax dx - e- iax
òe
iax
sec ax dx }
2ai { ò (cos ax + i sin ax) sec ax dx}
1
ò (cos ax - i sin ax) sec ax dx - e
iax - iax
= e
=
1 ì
2ai î
iax
í x (e - e
- iax i ü
) + log cos ax eiax + e - iax ý
a þ
( )
1 ì i ü
= í x × 2 i sin ax + log cos ax × 2 cos ax ý
2ai î a þ
1ì cos ax ü
= í x sin ax + log cos ax ý
aî a þ
dn y dn - 1 y dn - 2 y dy
n
+ a1 n-1
+ a 2 n- 2
L an - 1 + an y = X
dx dx dx dx
Step 1. Write the equation in symbolic form
(Dn + a1 Dn – 1 + a2 Dn – 2 + …………… + an – 1 D + an) y = X
Step 2. Solve the auxiliary equation
Dn + a1 Dn – 1 + a2 Dn – 2 + …………… + an – 1 D + an = 0
70 A TEXTBOOK OF ENGINEERING MATHEMATICS
Step 3. Write the complementary function with the help of following table.
Roots of the A.E. C.F.
m1 x
1. If roots are real and distinct say c1 e + c2 e m2 x + c3 e m3 x + ……
m1, m2, m3
2. If two real roots are equal say C.F. = (c1 + c2 x) emx + c3 e m3 x + ……
m1 = m2 = m
e ax
= , provided f (a) ¹ 0.
f (a )
In case f (a) = 0 then multiply by x and differentiate the denominator w.r.t. D and continue this process
untill denominator ceases to be zero on putting D = a.
1
2. When X = sin (ax + b) P.I. = sin (ax + b) or cos (ax + b) Put D2 = –a2
or or cos (ax + b)
f D 2
1
= sin (ax + b) or cos (ax + b) provided f( -a 2 ) ¹ 0
f(- a 2 )
In case of failure apply to above mentioned rule of (1) case.
3. When X = xm then P.I. = [f (D)]– 1 xm expand f (D) By binomial theorem up to Dm and
then operate on xm.
1
4. When X = eax V, P.I. = e ax V
f (D + a)
1 1
5. If X is any other function of x, then P.I. = X . Resolve into partial fractions and operate
f (D) f (D)
each partial fraction on X.
1 1
6. Remember
D ò
X = X dx and
D-a
X = e ax X e- ax dx ò
Step 5. Then write the C.S. which is C.S. = C.F. + P.I.
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 71
ILLUSTRATIVE EXAMPLES
Example 1. Solve : (D2 + D + 1)y = (1 + sin x)2. (P.T.U., May 2007)
Sol. (D2 + D + 1) y = (1 + sin x)2
-1 ± 1 - 4 1 3
A.E. is D2 + D + 1 = 0 \ D = =- ±i
2 2 2
-x
é 3 3 ù
C.F. = e 2
êc1 cos x + c2 sin xú
êë 2 2 úû
P.I. =
1
D + D +1
2 (1 + sin x )2 =
D 2
1
+ D +1
{1 + 2 sin x + sin x}
2
1 ì 1 - cos 2 x ü 1 ì3 1 ü
= í1 + 2sin x + ý= 2 í + 2sin x - cos 2 x ý
D + D +1î
2
2 þ D + D +1î2 2 þ
3 1 1 1 1
= × . e0.x + 2 2 sin x - cos 2 x
2 D2 + D + 1 D + D +1 2 D + D +1
2
3 1 D+3 3 1
=
2
- 2 cos x -
2 - 13
cos 2 x = - 2 cos x +
2 26
[- 2 sin 2x + 3 cos 2x ]
3 1 3
= - 2 cos x - sin 2 x + cos 2 x
2 13 26
-x
é 3 3 ù 3 1 3
C.S. is y = e
ê c1 cos 2 x + c2 sin x ú + - 2 cos x - sin 2 x + cos 2 x .
ë 2 2 û 2 13 26
Example 2. Solve : (D – 2) y = 8 (e2x + sin 2x + x2).
2 (P.T.U., May 2009)
Sol. A.E. is (D – 2)2 = 0 \ D = 2, 2
C.F. = (c1 + c2 x) e2x
é ù
P.I. =
1
(D - 2) ë 2 (
é8 e 2 x + sin 2 x + x 2 ù = 8 ê
û ) 1
êë (D - 2)
2
e2 x +
1
(D - 2) 2
sin 2 x +
1
(D - 2) 2
x2 ú
úû
1
Now, e 2 x Put D = 2; case of failure
(D - 2) 2
1
= x× e2 x | Put D = 2. Case of failure
2(D - 2)
1 2x x2 2x
= x2 × e = e
2 2
1 1 1
sin 2 x = sin 2 x = sin 2 x [Q Putting D2 = – 22]
(D - 2) 2
D - 4D + 4
2
- 2 - 4D + 4
2
72 A TEXTBOOK OF ENGINEERING MATHEMATICS
1 1 1 æ cos 2 x ö 1
= - sin 2 x = - ò sin 2 x dx = - ç - ÷ = cos 2 x
4D 4 4è 2 ø 8
-2
1 1 1 1 æ Dö
x2 = x2 = x2 = çè 1 - 2 ÷ø x2
( D - 2) 2
(2 - D) 2 æ Dö
4 ç1 - ÷
2
4
è 2ø
1é ù
2
æ D ö ( - 2) ( - 3) æ D ö
= ê1 - 2 ç - ÷ + ç ÷ Lú x 2
4 ëê è 2ø 2 è 2ø úû
1 é 3 2 ù 2 1æ 2 3ö
= ê1 + D + 4 D + Lú x = 4 çè x + 2 x + 2 ÷ø
4 ë û
é x2 2 x 1 1æ 3öù
\ P.I. = 8 ê e + cos 2 x + ç x2 + 2 x + ÷ ú = 4x2 e2x + cos 2x + 2x2 + 4x + 3
ëê 2 8 4è 2 ø ûú
Hence the C.S. is y = (c1 + c2 x) e2x + 4x2 e2x + cos 2x + 2x2 + 4x + 3.
Example 3. Solve : (D + 2) (D – 1)2 y = e– 2x + 2 sinh x.
Sol. A.E. is (D + 2) (D – 1)2 = 0 \ D = – 2, 1, 1
C.F. = c1 e– 2x + (c2 + c3 x) ex
P.I. =
1
(D + 2) (D - 1) 2
(e - 2x
+ 2 sinh x )
é e x - e- x ù
=
1
(D + 2) (D - 1) 2
(e - 2x
+ e x - e- x ) ê Q sinh x =
êë 2 úû
ú
1 é 1
1 ù 1 é 1 ù
Now, e- 2 x = ê e -2 x ú = ê e -2 x ú
(D + 2) (D - 1) 2
D + 2 êë (D - 1) 2
ûú D + 2 ëê ( -2 - 1)
2
ûú
1 1 Put D = - 2
= × e– 2x
9 D+ 2 Case of failure
1 1 x
= x × e -2 x = e - 2 x
9 1 9
1 é 1
1 ù 1 é 1 xù
ex = ê ex ú = ê1 + 2 e ú
(D + 2) (D - 1) 2
(D - 1) ë D +
2 2 û (D - 1) 2 ë û
1 1 Put D = 1
= × ex
3 (D - 1) 2 Case of failure
1 1 Put D = 1
= ×x ex
3 2(D - 1) Case of failure
1 2 1 x 1 2 x
= ×x × e = x e
3 2 6
1 1 1 -x
e- x = e- x = e
(D + 2) (D - 1) 2
(- 1 + 2) (- 1 - 1) 2
4
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 73
x – 2x x2 x 1 – x
\ P.I. = e + e + e
9 6 4
x x2 x 1 – x
Hence the C.S. is y = c1 e– 2x + (c2 + c3 x) ex + e – 2 x + e + e .
9 6 4
d4 y
Example 4. Solve : – y = cos x cosh x. (P.T.U., May 2007, 2011)
dx 4
Sol. Given equation in symbolic form is (D4 – 1) y = cos x cosh x
A.E. is D4 – 1 = 0 or (D2 – 1) (D2 + 1) = 0 \ D = ± 1, ± i
C.F. = c1 ex + c2 e– x + e0x (c3 cos x + c4 sin x)
= c1 ex + c2 e– x + c3 cos x + c4 sin x
1 1 æ e x + e- x ö
P.I. = cos x cosh x = cos x ç
D4 - 1 D4 - 1 è 2 ÷ø
1é 1 1 ù 1 é 1 1 ù
= ê e x cos x + 4 e - x cos x ú = ê e x cos x + e - x cos x ú
2 ë D -1
4
D -1 4
û 2 êë (D + 1) - 1
4
(D - 1) - 1 úû
1é x 1 1 ù
= e cos x + e - x 4 cos x ú
2 êë D4 + 4D3 + 6D2 + 4D D - 4D + 6D - 4D
3 2
û
Put D2 = – 1
1 é x 1 -x 1 ù
= êe cos x + e cos x ú
2 ê (- 1)2 + 4D (- 1) + 6 (- 1) + 4 D (-1)2 - 4D(- 1) + 6(- 1) - 4D
ë ûú
1 é x 1 1 ù 1 æ e x + e- x ö 1
= êe cos x + e- x cos x ú = - ç ÷ cos x = - cosh x cos x
2 ë -5 -5 û 5è 2 ø 5
1
Hence the C.S. is y = c1 ex + c2 e– x + c3 cos x + c4 sin x – cos x cosh x .
5
d2y
Example 5. Solve: + 4 y = x sin 2x. (P.T.U., Dec. 2002)
dx 2
Sol. S.F. of given equation is
(D2 + 4) y = x sin 2x
A.E. is D2 + 4 = 0 \ D = ± 2i
C.F. is e (cos 2x + i sin 2x) = cos 2x + i sin 2x
0.x
1 1
P.I. = x sin 2 x = Imaginary part of 2 x ei 2 x
D +4
2
D +4
1
= Imaginary part of ei 2 x x
( D + 2 i )2 + 4
1
= Imaginary part of ei 2 x x
D + 4i D – 4 + 4
2
74 A TEXTBOOK OF ENGINEERING MATHEMATICS
1
= Imaginary part of ei 2 x x
é D2 ù
4i D ê1 + ú
êë 4i D úû
-1
ei 2 x é iD ù
= Imaginary part of ê1 - ú x
4i D ë 4 û
- i ei 2 x 1 é i D ù
= Imaginary part of × ê1 + x
4 Dë 4 úû
- i ei 2 x 1 é iù
= Imaginary part of × × êx + ú
4 D ë 4û
- i ( cos 2 x + i sin 2 x ) æ x 2 i x ö
= Imaginary part of ×ç + ÷
4 è 2 4ø
x2 x
=– cos 2 x + sin 2 x
8 16
C.S. is y = C.F. + P.I.
x2 x
= c1 cos 2 x + c2 sin 2 x - cos 2 x + sin 2 x .
8 16
d2y dy
Example 6. Solve : 2
– 2 + y = x e x sin x .
dx dx
(P.T.U., Dec. 2003, Jan. 2010, Dec. 2010, May 2011, Dec. 2012)
Sol. Given equation in symbolic form is (D2 – 2D + 1) y = x ex sin x
A.E. is D2 – 2D + 1 = 0 or (D – 1)2 = 0 \ D = 1, 1
C.F. = (c1 + c2 x) ex
1 1
P.I. = e x . x sin x = e x . x sin x
(D - 1)2 (D + 1 - 1)2
1 1
= ex
D2
x sin x = e x
D ò
x sin x dx
x 1 é 1
Integrating by parts =e x (- ò
cos x ) -1( -cos x ) dx ù = e x (- sin x )
x cos x +
D ê
ë ú
û D
{ }
= e x ò (- x cos x + sin x ) dx = e x é - x sin x - ò 1 .sin x dx - cos x ù
ë û
= e x [– x sin x – cos x – cos x ] = – e x x sin x + 2 cos x
Hence the C.S. is y = (c1 + c2 x) ex – ex (x sin x + 2 cos x).
d2y dy
Example 7. Solve : 2
-2 + y = ex sin x. (P.T.U., May 2006, Dec. 2011)
dx dx
d2y dy
Sol. -2 + y = ex sin x
dx 2 dx
S.F. is (D2 – 2D + 1) y = ex sin x
A.E. is m2 – 2m + 1 = 0 i.e., m = 1, 1.
C.F. is (c1 + c2x) ex
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 75
1 1
P.I. = e x sin x = e x sin x
D - 2D + 1
2
(D – 1) 2
x 1 1
= e sin x = e x . sin x
( D + 1 – 1) 2
D2
Put D2 = – 1
x sin x
= e = - e x sin x
-1
\ C.S. is y = C.F. + P.I.
y = (c1 + c2x) ex – ex sin x = ex [c1 + c2x – sin x].
x
- æ 3 ö
Example 8. Solve the differential equation (D4 + D2 + 1) y = e 2 cos ç x÷ . (P.T.U., May 2004)
è 2 ø
x
- æ 3 ö
Sol. (D4 + D2 + 1) y = e 2 cos ç x÷
è 2 ø
A.E. is m4 + m2 + 1 = 0
-1 ± 1 - 4 1 3
m2 = = - ±i
2 2 2
2p 2p 2p 2p
m2 = cos + i sin and cos - i sin
3 3 3 3
2p æ 2p ö
i.e., m2 = cis and cis ç -
3 è 3 ÷ø
2p
when m2 = cis
3
1
é æ 2p ö ù 2
then m = êcis ç 2k p + ÷
ë è 3 ø ûú
2p
2k p +
m = cis 3 , k = 0, 1
2
2p 8p p 4p
m = cis , cis = cis , cis
6 6 3 3
p 4p 1 3 1 3
i.e., two values of m corresponding to cis , cis are + i , - -i
3 3 2 2 2 2
Other two values are obtained by changing i to – i.
76 A TEXTBOOK OF ENGINEERING MATHEMATICS
1 3 1 3
\ Four values of m are ±i , - ±i
2 2 2 2
x æ 3 ö -2 x æ 3 ö
1 1
3 3
C.F. = e 2 ç c1 cos x + c2 sin x÷ + e ç c3 cos 2 x + c4 sin 2 x ÷
è 2 2 ø è ø
x
1 - æ 3 ö
P.I. = e 2 cos
ç 2 x÷
D + D +1
4 2
è ø
x
- 1 æ 3 ö
=e 2
4 2
cos ç x÷ [Using art. 2.7 Case IV]
æ 1ö æ 1ö è 2 ø
çè D - 2 ÷ø + çè D - 2 ÷ø + 1
x
- 1 æ 3 ö
=e 2 cos ç x÷
5 3 21 è 2 ø
D 4 - 2D3 + D 2 - D +
2 2 16
3
Put D2 = -
4
x æ 3 ö
- 1
=e 2 cos ç x÷
9 3 15 3 21 è 2 ø
+ D- - D+
16 2 8 2 16
x
– 1 æ 3 ö
=e 2 cos ç x÷ i.e., case of failure
0 è 2 ø
x
- x æ 3ö
=e 2 cos ç ÷ x
3 è 2 ø
4D3 - 6D 2 + 5D -
2
3
Put D2 = -
4
x
- x æ 3 ö
=e 2 cos ç x÷
9 3 è 2 ø
-3D + + 5D -
2 2
x x
- 1 æ 3 ö - 2D - 3 3
= xe 2 cos ç x÷ = x e 2 cos x
2D + 3 è 2 ø 4D - 9
2 2
x
x -
- (2D - 3) 3 - xe 2 ì
ï 3 3 ü
3 ï
= xe 2 cos x= . í- 2. sin x - 3cos xý
- 12 2 12 ï
î 2 2 2 ïþ
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 77
x
-
xe 2 é 3 3 ù
= ê 3 sin x + 3cos xú
12 ëê 2 2 úû
x
-
xe 2 é 3 3 ù
+ . ê 3 sin x + 3cos xú .
12 êë 2 2 ûú
Example 9. Solve : (D2 – 6D + 13) y = 8e3x sin 4x + 2x. (P.T.U., Dec. 2005)
2
Sol. A.E. is D – 6D + 13 = 0
6±
36 - 12
D= = 3 ± 2i
2
C.F. = e3x (c1 cos 2x + c2 sin 2x)
1
P.I. = (8e3x sin 4x + 2x)
D - 6D + 13
2
1 1
=8 e3x sin 4x + 2 2x
D2 - 6D + 13 D - 6D + 13
1 1 x
= 8e3x e log 2
bD + 3g b g
sin 4x +
2
- 6 D + 3 + 13 D - 6D + 13
2
1 1
= 8e3x sin 4x + 2 ex log 2
D +42
D - 6D + 13
(Put D2 = – 16) (Put D = log 2)
1 1
= 8e3x . sin 4x + ex log 2
- 16 + 4 ( )
log 2
2
- 6 log 2 + 13
8e 3 x 1
2x
b g
= sin 4x +
- 12 log 2
2
- 6 log 2 + 13
2 3x 1
C.S. is y = e3x (c1 cos 2x + c2 sin 2x) – e sin 4 x + 2x .
3 b
log 2 g 2
- 6 log 2 + 13
2 –x
Example 10. Solve : (D + 2D + 2) y = e sec x. (P.T.U., Dec. 2002)
Sol. A.E. is D2 + 2D + 2 = 0
-2± 4 -8 - 2 ± 2i
D= = =–1±i
2 2
C.F. = e–x [c1 cos x + c2 sin x]
78 A TEXTBOOK OF ENGINEERING MATHEMATICS
1 1
P.I. = e–x sec x = e–x sec x
D + 2D + 2
2
(D - 1) 2
+ 2 (D - 1) + 2
1 1
= e–x sec x = e–x sec x
D +12
(D + i ) ( D – i )
é 1 1 ù
ê 2i 2i ú
= e- x ê - ú sec x [By Partial fractions]
êD – i D + iú
êë úû
e- x é 1 1 ù
= ê - ú sec x
2i ë D – i D + i û
Now,
1
D–i
sec x = eix z e - ix sec x dx = eix ò (cos x - i sin x) cos x dx
1
1
Similarly, sec x = e–ix [x – i log cos x]
D+i
e - x ix
\ P.I. = [e (x + i log cos x) – e–ix (x – i log cos x)]
2i
e- x
= [x (eix – e–ix) + i log cos x (eix + e–ix)]
2i
e- x
= [x ◊ 2i sin x + i log cos x ◊ 2 cos x] = e–x (x sin x + cos x log cos x)
2i
C.S. is y = e–x [c1 cos x + c2 sin x + x sin x + cos x log cos x].
d2y dy ex
Example 11. Solve : 2
+3 + 2y = e . (P.T.U., Dec. 2003, 2012)
dx dx
d2y dy ex
Sol. +3 + 2y = e
dx 2 dx
x
e
S.F. is (D2 + 3D + 2) y = e
A.E. is m2 + 3m + 2 = 0 \ m = – 1, – 2
C.F. is c1 e–x + c2 e–2x
1 x 1 x
P.I. = ee = ee
D + 3D + 2
2
( D + 1) (D + 2)
é 1 1 ù ex
= ê - úe [By Partial fractions]
ëD +1 D + 2û
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 79
1 x 1 x
= ee - ee
D +1 D+2
1
òe ex
òe ò e-
x
= e- dx - e - 2 x
x x 2x
.e e e dx Q X = e ax ax
X dx
D–a
Put ex = t \ ex dx = dt
= e- x òe t
dt - e - 2 x òt e t
dt = e–x et – e–2x (t – 1) et
x
x e
= e–x e e – e–2x (ex – 1) e
x
x e
= e e [e–x – e–x + e–2x] = e–2x e .
Example 12. Solve : (D2 – 4D + 4) y = 8x2 e2x sin 2x. (P.T.U., May 2002)
Sol. (D2 – 4D + 4) y = 8x2 e2x sin 2x
A.E. is m2 – 4m + 4 = 0 or (m – 2)2 = 0 \ m = 2, 2
\ C.F. = (c1 + c2x) e2x
1 1
P.I. = 8 x 2 e 2 x sin 2 x = 8 x 2 e 2 x sin 2 x
D - 4D + 4
2
( D - 2) 2
æ 1 ö 1
2x
= 8e . ç ÷ x 2 sin 2 x = 8e 2 x . 2 x 2 sin 2 x
çè ( D + 2 - 2) ÷ø
2
D
1
= 8e 2 x × òx
2
sin 2 x dx Integrate by parts
D
= 8e 2 x ×
D î
( )
1 ì 2 æ cos 2 x ö
×í x ç-
è 2 ø
÷
æ sin 2 x ö
- ( 2x) ç -
è 4 ø
÷
æ cos 2 x ö ü
+2ç
è 8 ÷ø þ
ý
æ cos 2 x ö
= 4e 2 x ò çè - x cos 2 x + x sin 2 x +
2
dx Integrate by parts
2 ÷ø
é 3 ù
= 2e 2 x ê - x 2 sin 2 x - 2 x cos 2 x + sin 2 x ú
ë 2 û
2x 2
= – e [(2x – 3) sin 2x + 4x cos 2x]
C.S. is y = (c1 + c2 x) e2x – e2x [(2x2 – 3) sin 2x + 4x cos 2x].
80 A TEXTBOOK OF ENGINEERING MATHEMATICS
1 1 æ 1ö 1 æ1 ö
= 3 2
x2 ex + 3 çè 2 ÷ø - 3
2 2 çè 2 cos 2 x ÷ø
D + 2D + D D + 2D + D D + 2D + D
x 1 1 1 1 1
= e x2 + . 3 e 0. x - . 3 cos 2 x
( D + 1) 3
+ 2 ( D + 1) + ( D + 1)
2 2 D + 2D + D
2 2 D - 2D 2 + D
ex é 2 8 11 ù x
ê x - 4 (2 x ) + 4 (2)ú + 2 - 200 ëé3 (- 2 sin 2 x ) - 8 cos 2 x ûù
1
=
4 ë û
ex é 2 11 ù x 3 cos 2 x
x - 4x + ú + + sin 2 x +
4 êë
=
2 û 2 100 25
ex é 2 11 ù x 3 cos 2 x
C.S. y = c1 + (c2 + c3 x) e–x + x - 4x + ú + + sin 2 x +
4 êë 2 û 2 100 25
which is the required solution.
1.
d3 y
dx 3
+ y = 3 + 5ex 2.
d2y
dx 2 (
- 4y = 1 + ex ) 2
d2y dy d2 y dy
3. + 4 + 5 y = -2cosh x 4. (a) -2
+ 5 y = sin 3x
dx 2 dx dx dx
2
(b) (D2 + a2) y = sin ax (P.T.U., May 2009)
3 2 3
d y d y dy d y x
5. + + + y = sin 2x 6. + y = sin 3 x - cos 2
dx 3
dx 2 dx dx 3 2
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 81
7. D - 4D + 3 y = sin 3x cos 2 x
2
(P.T.U., Jan. 2009)
2
d y
8. (D2 – 3D + 2) y = 6e– 3x + sin 2x 9. + 4 y = e x + sin 2 x
dx2
d3y d2y dy d2 y
10. -2 +4 = e2 x + sin 2x 11. - 4 y = x2
dx 3
dx 2 dx dx2
d3 y d2 y dy d2 y dy
12. - -6 = 1 + x2 13. + = x2 + 2 x + 4
dx 3
dx 2 dx dx 2 dx
d2y
14.
dx 2
+ y = e2 x + cosh 2 x + x3 15. D 2
- 3D + 2 y = 2e x cos
x
2
(P.T.U., Dec. 2003)
é 1 x 1 1 xù
ê Hint: P.I. = 2 2e x cos = 2e x = 2e x 2
2 úú
cos
êë D - 3D + 2 2 (D + 1) 2 - 3(D + 1) + 2 D -D û
d2y dy d4y
16. - 3 + 2 y = x e3 x + sin 2 x 17. - y = e x cos x
dx 2 dx dx4
18. (D2 – 2D) y = ex sin x 19. (D2 + 4D + 8) y = 12 e– 2x sin x sin 3x
d2y d2y
20. 2
+ 2 y = x 2 e3 x + e x cos 2 x 21. + y = cosec x
dx dx 2
x d2 y
22. (D – 1)2 (D + 1)2 y = sin 2 + ex + x 23. - 4 y = x sinh x (P.T.U., May 2012)
2 dx2
d2 y
24. (D2 – 1) y = x sin x + (1 + x2) ex 25. + 4 y = 4 tan 2 x
dx2
ANSWERS
1
xæ3 3 ö 5
1. y = c1 e - x + x + c3 sin
e 2 ç c2 cos x÷ + 3 + e x
è 2 2 ø 2
1 2 1
2. y = c1 e 2 x + c2 e - 2 x - - e x + xe 2 x
4 3 4
1 1
3. y = e - 2 x c1 cos x + c2 sin x - e x - e - x
10 2
1
(a) y = e c1 cos 2 x + c2 sin 2 x + 3cos3 x - 2sin 3 x
x
4.
26
x cos ax
(b) y = c1 cos ax + c 2 sin ax -
2a
1
5. y = c1 e + c2 cos x + c3 sin x + 2cos 2 x - sin 2 x
-x
15
1
xæ
3 3 ö 1
6. y = c1 e -x
+ x + c3 sin
e 2 ç c2 cos x÷ + sin 3x + 27cos3x - 1 - 1 (cos x - sin x)
è 2 2 ø 730 2 4
1 1
7. y = c1 e x + c2 e3 x + (10cos5 x - 11sin 5 x) + (sin x + 2cos x)
884 20
3 1
8. y = c1 e x + c2 e 2 x + e - 3 x + (3cos 2 x - sin 2 x)
10 20
1 x
9. y = c1 cos 2 x + c2 sin 2 x + e x - cos 2 x
5 4
10. 1
y = c1 + e x c2 cos 3 x + c3 sin 3x + e 2 x + sin 2 x
8
82 A TEXTBOOK OF ENGINEERING MATHEMATICS
2x - 2x 1 æ 2 1ö
11. y = c1 e + c2 e - çè x + 2 ÷ø
4
1 æ 3 x 2 25 ö
12. y = c1 + c2 e 3 x + c3 e - 2 x - x - + x
18 çè 2 6 ÷ø
x3
13. y = c1 + c2 e - x + + 4x
3
1 2x 1 3
14. y = c1 cos x + c2 sin x + e + cosh 2 x + x - 6 x
5 5
8 æ x xö
15. y = c1 e x + c2 e 2 x - e x ç 2sin + cos ÷
5 è 2 2ø
x 2x 1 3x 1
16. y = c1 e + c2 e + e (2 x - 3) + (3cos 2 x - sin 2 x )
4 20
x -x 1 x
17. y = c1 e + c2 e + c3 cos x + c4 sin x - e cos x
5
1 x
18. y = c1 + c2 e 2 x - e sin x
2
1
19. y = e - 2 x c1 cos 2 x + c2 sin 2 x + e - 2 x 3x sin 2 x + cos 4 x
2
e3 x æ 2 12 50 ö e x
20. y = c1 cos 2 x + c2 sin 2 x + çè x - x + ÷ + 4sin 2 x - cos 2 x
11 11 121ø 17
21. y = c1 cos x + c2 sin x + sin x log sin x - x cos x
1 1 x2 x
22. y = c1 + c2 x e + c3 + c4 x e +
x -x
- cos x + e +x
2 8 8
2x - 2x x 2
23. c1 e + c2 e - sinh x - cosh x
3 9
1
2
1
24. y = c1 e x + c2 e - x - x sin x + cos x + x e x 2 x 2 - 3x + 9
12
25. y = c1 cos 2x + c2 sin 2x – cos 2x log (sec 2x + tan 2x).
ILLUSTRATIVE EXAMPLES
Example 1. Find the general solution of the equation y¢¢ + 16y = 32 sec 2x ; using method of variation of
parameters. (P.T.U., May 2008, 2010)
Sol. Given equation in symbolic form is (D2 + 16) y = 32 sec 2x
A.E. is D2 + 16 = 0 \ D = ± 4i
C.F. is y = c1 cos 4x + c2 sin 4x
Here y1 = cos 4x, y2 = sin 4x, X = 32 sec 2x
y1 y2 cos 4 x sin 4 x
W= = =4
y1¢ y2¢ - 4 sin 4 x 4 cos 4 x
y2 X y1 X
P.I. = uy1 + vy2 where u = –
W ò dx and v =
W ò
sin 4 x × 32 sec 2 x cos 4 x × 32 sec 2 x
\ P.I. = – cos 4 x ò 4
dx + sin 4 x ò
4
dx
1 2 cos 2 2 x - 1
ò
= – 8 cos 4 x 2 sin 2 x cos 2 x ×
cos 2 x
dx + 8 sin 4 x ò
cos 2 x
dx
ò
= -16 cos 4 x sin 2 x dx + 8 sin 4 x
ò (2 cos 2 x - sec 2 x) dx
é cos 2 x ù é 2 sin 2 x log (sec 2 x + tan 2 x ) ù
= - 16 cos 4 x ê - ú + 8 sin 4 x ê - ú
ë 2 û ëê 2 2 ûú
= 8 cos 4x cos 2x + 8 sin 4x sin 2x – 4 sin 4x log (sec 2x + tan 2x)
= 8 cos (4x – 2x) – 4 sin 4x log (sec 2x + tan 2x)
= 8 cos 2x – 4 sin 4x log (sec 2x + tan 2x)
\ C.S. is y = C.F. + P.I.
= c1 cos 4x + c2 sin 4x + 8 cos 2x – 4 sin 4x log (sec 2x + tan 2x).
e3x
Example 2. Solve: y¢¢ – 6y¢ + 9y = by variation of parameter method.
x2
(P.T.U., May 2010, 2012, Dec. 2012, 2013)
Sol. Equation in the symbolic form is
e3 x
(D2 – 6D + 9) y =
x2
84 A TEXTBOOK OF ENGINEERING MATHEMATICS
æ 1ö
= - e 3 x log x + x e 3 x ç - ÷ = - e 3 x (1 + log x )
è xø
C.S. is y = (c1 + c2 x)2 e3x – e3x (1 + log x)
= e3x [c1 + c2 x – 1 – log x] = e3x [(c1 – 1) + c2 x – log x]
= e3x c1¢ + c2 x - log x , where c1¢ = c1 – 1 is the required solution.
Example 3. Solve by method of variation of parameters the differential equation
d2 y dy
+3 + 2 y = sin ( e x ). (P.T.U., May 2012)
dx 2 dx
Sol. Equation in symbolic form is
(D2 + 3D + 2)y = sin ex
A.E. is D2 + 3D + 2 = 0
(D + 1) (D + 2) = 0
D = – 1, D = – 2
C.F. = c1 e–x + c2 e–2x
= c1 y1 + c2 y2
where y1 = e–x, y2 = e–2x, X = sin ex
y1 y2 e- x e- 2 x
W= =
y1¢ y2¢ - e- x - 2e - 2 x
= –2e–3x + e–3x = – e–3x
y2 X y1X
P.I. = uy1 + vy2, where u = - ò W
dx and v = ò W
dx
e -2 x sin e x e - x sin e x
\ P.I. = - e - x ò - e-3 x
dx + e - 2 x ò - e- 3 x
dx
ò
= e - x e x sin e x dx - e - 2 x e 2 x sin e x dxò
Put ex = t \ ex dx = dt
ò
= e - x sin t dt - e - 2 x t sin t dt ò
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 85
{
= - e - x cos e x + e - 2 x e x cos e x + sin e x }
= - e - x cos e x + e - x cos e x + e - 2 x sin e x
= e - 2 x sin e x
C.S. is y = c1 e- x + c2 e - 2 x + e - 2x sin e x
Example 4. Solve the differential equation (D2 + 1)y = cosec x cot x. (P.T.U., May 2011)
Sol. Given differential equation is
(D2 + 1)y = cosec x cot x
A.E. is D2 + 1 = 0 \ D = ± i
C.F. = c1 cos x + c2 sin x = c1 y1 + c2 y2
where y1 = cos x, y2 = sin x
and X = cosec x cot x
y1 y2 cos x sin x
W= = =1
y1¢ y2¢ - sin x cos x
P.I. = uy1 + vy2
y2 X y1 X
where u= - ò W
dx and v = ò W
dx
d2 y d2y
1. 2
+ y = cosec x 2. + 4 y = tan 2 x (P.T.U., Dec. 2010)
dx dx2
d2 y d2 y
3. 2
+ 4 y = sec 2x (P.T.U., May 2004) 4. + 4 y = 4 sec2 2 x (P.T.U., Jan. 2009)
dx dx2
[Hint: Consult S.E. 1]
d2y
5. + y = x sin x 6. y¢¢ – 2y¢ + 2y = ex tan x.
dx2
d2y
7. + y = sec x (P.T.U., Dec. 2003, 2005)
dx 2
86 A TEXTBOOK OF ENGINEERING MATHEMATICS
ANSWERS
1. y = c1 cos x + c2 sin x – x cos x + sin x log sin x
1
2. y = c1 cos 2x + c2 sin 2x – cos 2 x log (sec 2x + tan 2 x)
4
1 x
3. y = c1 cos 2x + c2 sin 2x + cos 2x log cos 2x + sin 2x
4 2
4. y = c1 cos 2x + c2 sin 2x – 1 + sin 2x log (sec 2x + tan 2x)
x x2
5. y = c1 cos x + c2 sin x + sin x - cos x
2 4
6. y = e c1 cos x + c2 sin x - e cos x log (sec x + tan x)
x x
d2y dy
Example 1. Solve: x + ( x - 2) - 2y = x3.
2 dx
dx
Sol. In symbolic form equation is
[xD2 + (x – 2) D – 2] y = x 3 …(1)
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 87
Now, xD2 + (x – 2) D – 2 = xD2 + xD – 2D – 2
= xD (D + 1) – 2 (D + 1)
= (xD – 2) (D + 1)
\ (1) becomes (xD – 2) (D + 1) y = x 3 …(2)
Let (D + 1) y = v …(3)
\ (2) becomes (xD – 2) v = x 3
dv
or x - 2v = x 3
dx
dv 2
or - v = x2 …(4)
dx x
which is a linear equation in x and v
2
Its
ò - dx -2 1
I.F. = e x = e - 2 log x = e 2 log x = x -2 = 2
x
1 1
\ Solution of (4) is v×
x2
= òx 2
x dx + C1
2
= x + C1
\ v = x3 + C1x2
Substituting the value of v in (3)
(D + 1) y = x3 + C1x2
dy
+ y = x3 + C1x2; again a linear differential equation
dx
I.F. = eò
1 dx
= ex
ò
\ Solution in y ex = e x ( x 3 + C1 x 2 ) dx + C 2
Integrate by parts (Chain rule)
\ y ex = (x3 + C1x2) (ex) – (3x2 + 2C1x) (ex) + (6x + 2C1) ex – (6) ex + C2
\ y = x3 + C1x2 – 3x2 – 2C1x + 6x + 2C1 – 6 + C2 e– x
= x3 + (C1 – 3) x2 – 2 (C1 – 3) x + 2 (C1 – 3) + C2 e– x
or y = x3 + C¢ x2 – 2C¢ x + 2C¢ + C2 e– x , where C1 – 3 = C¢
Example 2. Factorise the operator on the LHS of [(x + 2) D2 – (2x + 5) D + 2] y = (x + 1) ex and hence
solve.
Sol. (x + 2) D2 – (2x + 5) D + 2 = (x + 2) D2 – (2x + 4 + 1) D + 2
= (x + 2) D2 – 2 (x + 2) D – (D – 2)
= (x + 2) D (D – 2) – (D – 2)
= [(x + 2) D – 1] [D – 2]
\ Given equation is
[(x + 2) D – 1] [D – 2] y = (x + 1) ex …(1)
Let (D – 2) y = v …(2)
\ (1) becomes [(x + 2) D – 1] v = (x + 1) ex …(3)
dv
or ( x + 2) - v = (x + 1) ex
dx
88 A TEXTBOOK OF ENGINEERING MATHEMATICS
dv 1 x +1 x
or - v = e …(4)
dx x + 2 x+2
which is a linear differential equation
1
ò - x + 2 dx -1 1
I.F. = e = e- log ( x + 2) = elog ( x + 2) = ( x + 2)- 1 =
x+2
\ Solution of (4) is
1 x +1 1 x +1
v×
x+2
= ò x+2 e
x
×
x+2
dx + C1 = ò ( x + 2) 2
e x dx + C1
x + 2 -1 é 1 1 ù x
= ò ( x + 2) 2
e x dx + C1 =
ò ê - 2ú
ëê x + 2 ( x + 2) ûú
e dx + C1
1
=
x+2
e x + C1 é Using
ëê ò [ f ( x) + f ¢( x)] e x dx = f ( x) e x ùûú
i.e., v = ex + C1 (x + 2)
From (2), (D – 2) y = ex + C1 (x + 2)
dy
or - 2 y = ex + C1 (x + 2), which is again linear in x and y
dx
I.F. = e– 2x
Solution is y e –2x =ò e- 2x
(e x + C1 x + 2C1 ) dx + C2
= ò (e - x
)
+ C1 x e - 2 x + 2C1 e - 2 x dx + C2
e- x é e- 2 x æ e- 2 x ö ù e- 2x
= + C1 ê x - (1) ç 2÷ ú + 2C1 + C2
-1 ëê -
2 è ( - 2) ø ûú -2
1 C
= - e- x -
C x e - 2 x - 1 e - 2 x - C1 e - 2 x + C2
2 1 4
æ C 5 ö
\ y = - e x + ç - 1 x - C1 ÷ + C2 e 2 x
è 2 4 ø
C
= - e x - 1 (2 x + 5) + C2 e2 x
4
Example 3. Solve: 3x2 y≤ + (2 – 6x2) y¢ – 4y = 0.
Sol. Symbolic form of the given equation is
[3x2 D2 + (2 – 6x2) D – 4] y = 0 …(1)
Now, 3x2D2 + (2 – 6x2) D – 4 = (3x2 D2 – 6x2 D) + (2D – 4)
= 3x2 D (D – 2) + 2 (D – 2)
= (3x2 D + 2) (D – 2)
\ (1) is (3x2 D + 2) (D – 2) y = 0 …(2)
Let (D – 2) y = v …(3)
\ From (2) (3x D + 2) v = 0
2
dv
or 3 x2 + 2v = 0
dx
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 89
Separate the variables
1 2
dv = - dx
v 3x 2
Integrate both sides,
2 x -1
log v = - + C1
3 -1
2
or log v = + C1
3x
2 2
or v= e x
3 e C1
= C1¢ e x
3 , where C1¢ = eC1
Substitute the value of v in (3)
2
(D – 2) y = C1 e 3 x
2
dy
or - 2 y = C1 e 3 x , which is a linear differential equation
dx
I.F. = e ò
- 2 dx
\ = e– 2x
2
Solution is y e– 2x =
ò e - 2 x .C1 e 3 x dx + C2
2
or
ò
y e– 2x = C1 e - 2 x . e 3 x dx + C2
òe
2x - 2x
or y = C1 e .e x
3 dx + C 2 e 2 x
ANSWERS
1
òxe
-x
1. y = C1 e x dx + C 2 e x + e x log x 2. y = C1 (x – 1) + C2 e– x + x2
1
- 2x + 1 -x
3. y = C1 e2x + C2 (2x + 7) – ex (x + 4) 4. y = C1 e x
ò e x dx + C2 e x -
2
e
5. y = C1 (x2 + 1) + C2 e– x 6. y = C1 (x – 1) + C2 e– x
90 A TEXTBOOK OF ENGINEERING MATHEMATICS
n -1 n -2
dn y n -1 d n-2 d y dy
An equation of the form x n + a x + a x + ........... + an -1 x + an y = X …(1)
dx n -1 dx n - 2
1 2
dx n dx
where ai’ s are constant and X is a function of x, is called Cauchy ’s homogeneous linear equation.
Such equation can be reduced to linear differential equations with constant coefficients by the substitution
x = ez i.e., z = log x.
dy dy dz dy 1 dy dy d
so that = × = × or x = = Dy , where D =
dx dz dx dz x dx dz dz
d2y d æ 1 dy ö 1 dy 1 d 2 y dz
= ç × ÷ = - + × ×
dx 2 dx è x dz ø x 2 dz x dz 2 dx
1 dy 1 d 2 y æ dz 1 ö
=- + çèQ dx = x ÷ø
x 2 dz x 2 dz 2
d2y d 2 y dy
or x2 = - = D 2 y - Dy = D(D - 1) y
dx 2 dz 2 dz
d3y
Similarly, x3 = D (D – 1) (D – 2)y and so on.
dx3
Substituting these values in equation (1), we get a linear differential equation with constant coefficients,
which can be solved by the methods already discussed.
ILLUSTRATIVE EXAMPLES
d2y dy
Example 1. Obtain the general solution of the equation 2x 2 2
+x - 6y = 0 . (P.T.U., Dec. 2013)
dx dx
d 2y dy
Sol. 2 x 2 +x - 6y = 0 ...(1)
dx 2 dx
It is Cauchy’s homogeneous linear differential equation
Put x = ez \ z = log x
dy d2y d
x = Dy; x2 = D (D – 1) y, where D =
dx dx 2 dz
Equation (1) becomes
2D (D – 1) y + Dy – 6y = 0
or (2D2 – D – 6) y = 0
A.E. is 2D2 – D – 6 = 0
(D – 2) (2D + 3) = 0
3
i.e., D = 2, D = -
2
3
- z
Solution is y = c1 e2z + c2 e 2 = c1x2 + c2x–3/2.
d 3y d 2y 1ö æ
Example 2. Solve x 3 + 2x 2 + 2y = 10 ç x +
. (P.T.U., June 2003, May 2009, Dec. 2012)
dx 3
dx 2 x ÷ø è
Sol. Given equation is Cauchy’s homogeneous linear equation
Put x = ez i.e., z = log x
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 91
dy d2y
so that x = Dy, x2 = D(D –1) y
dx dx 2
d 3y d
x3 = D (D – 1)(D – 2)y, where D =
dx3 dz
Substituting these values in the given equation, it reduces to
[D (D – 1) (D – 2) + 2D (D – 1) + 2]y = 10(ez + e–z)
or (D3 – D2 + 2) y = 10(ez + e–z)
which is a linear equation with constant coefficients.
Its A.E. is D3 – D2 + 2 = 0 or (D + 1) (D2 – 2D + 2) = 0
2 ± 4 -8
\ D = -1, = -1, 1 ± i
2
c1
\ C.F. = c1e–z + ez (c2 cos z + c3 sin z) = + x [c2 cos (log x) + c3 sin (log x)]
x
1 æ 1 1 ö
P.I. = 10 (e z + e - z ) = 10 ç 3 ez + 3 e- z ÷
D -D +2
3 2 è D -D +2
2
D -D +2
2 ø
æ 1 1 ö æ1 1 ö
= 10 ç 3 2 e z + z. 2 e - z ÷ = 10 ç e z + z. e- z ÷
è1 -1 + 2 3D - 2D ø è2
2
3( -1) - 2( -1) ø
2
= 5e z + 2 ze- z = 5 x + log x
x
c1 2
Hence the C.S. is y = + x éëc2 cos(log x ) + c3 sin(log x ) ùû + 5 x + log x.
x x
d 2 y 1 dy 12 log x
Example 3. Solve the differential equation 2
+ = . (P.T.U., Dec. 2005)
dx x dx x2
d 2 y 1 dy 12 log x
Sol. + =
dx 2
x dx x2
Multiply by x2 ;
d2y dy
x2 +x = 12 log x, which is Cauchy’s homogeneous linear equation.
dx 2
dx
Put x = ez \ z = log x
dy d2y
x = Dy ; x 2 = D (D – 1) y, we get
dx dx 2
D (D – 1) y + Dy = 12z
D2 y = 12z
A.E. is D2 = 0 \ D = 0, 0
C.F. = c1 + c2 z
1 1 æ z2 ö z3
P.I. = (12z) = 12 ◊ = 12 × = 2 z3
D2 D çè 2 ÷ø 6
C.S. is y = C.F. + P.I.
92 A TEXTBOOK OF ENGINEERING MATHEMATICS
= c1 + c2 z + 2z3
y = c1 + c2 log x + 2 (log x)3.
dy d2y d
\ Put x = ez \ z = log x ; x = Dy, x2 = D2y, where D =
dx dx 2 dz
sin ( z ) + 1
\ [D (D – 1) – 3D + 1] y = z
ez
or [D2 – 4D + 1] y = e–z z (sin z + 1)
4± 16 - 4
A.E. is D2 – 4D + 1 = 0 i.e., D = = 2± 3
2
\ C.F. = c1 e
(2 + 3 ) z + c2 e
(2 - 3 ) z = c1 x
2+ 3
+ c2 x
2- 3
1 1
P.I. = e - z z (sin z + 1) = e - z z (1 + sin z)
D - 4D + 1 (D – 1) - 4 (D – 1) + 1
2 2
ì
-z ï 1 1 ü
ï
= e í 2 z+ 2 z sin zý
ï D - 6D + 6
î D - 6D + 6 ï
þ
= e–z [I1 + I2] …(1)
-1
1 1 é D2 ù 1é D2 ù
where I1 = z= ê1 - D + ú z= ê1 + D + ú z
D 2 - 6D + 6 6 êë 6 úû 6 ëê 6 úû
1
= [z + 1]
6
1
I2 = z sin z
D - 6D + 6
2
1 1 é d ù
We know that ( x V) = x V+ê f (D)ú V [Note this P.I.]
f ( D) f (D ) ëdD û
1 d æ 1 ö
=z sin z + sin z
D - 6D + 6
2 d D è D - 6D + 6 ÷ø
ç 2
Put D2 = – 1
1 2D – 6
=z sin z - sin z
5 - 6D
2
D 2 - 6D + 6
5 + 6D 2D – 6
=z sin z - sin z
2 2
25 – 36D D 2 - 6D + 6
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 93
Put D2 = – 1
éz +1 z
(27 sin z + 191 cos z) ùú
2
P.I. = e - z ê + (5 sin z + 6 cos z) +
ë 6 61 3721 û
é1 log x ù
{ } { }
1 2
= ê ( log x + 1) + 5 sin ( log x) + 6 cos ( log x ) + 27 sin ( log x) + 191 cos ( log x ) ú
x êë 6 61 (61) 2
úû
{ }
1 1
C.S. is y = c1 x
2+ 3
+ c2 x
2- 3
+ (1 + log x ) + é log x 5 sin ( log x) + 6 cos ( log x)
6x 61x ë
ù
{ }
2
+ 27 sin (log x ) + 191 cos ( log x ) ú
61 û
d2 y dy
Example 5. Solve : x 2 2
+x + y = log x sin (log x) . (P.T.U., Dec. 2003, Jan 2010)
dx dx
Sol. Given equation is a Cauchy’s homogeneous linear equation.
dy d2y
Put x = ez i.e., z = log x so that x = Dy , x 2 2 = D(D - 1) y
dx dx
d
where D = dz .
Substituting these values in the given equation, it reduces to [D(D – 1) + D + 1] y = z sin z
94 A TEXTBOOK OF ENGINEERING MATHEMATICS
or (D2 + 1) y = z sin z
Its A.E. is D2 + 1 = 0 so that D = ± i
C.F. = c1 cos z + c2 sin z = c1 cos (log x) + c2 sin (log x)
1 1
P.I. = z sin z = Imaginary part of zeiz
D2 + 1 D2 + 1
iz 1 1
= I.P. of e z = I.P. of eiz 2 z
(D + i ) + 1
2
D + 2iD
1 1
= I.P. of eiz z = I.P. of eiz z
æ Dö æ iD ö
2iD ç 1 + ÷ 2iD ç 1 - ÷
è 2i ø è 2ø
-1
1 iz 1 æ iD ö 1 iz 1 æ iD ö
= I.P. of e ç1 - ÷ø z = I.P. of e ç 1+ + .....÷ z
2i Dè 2 2i D è 2 ø
1 iz 1 æ iö 1 æ iö
= I.P. of
2i
e
Dèç z + ÷ = I.P. of eiz ç z + ÷ dz
2ø 2i è 2ø ò
i æ z2 i ö æ i zö
= I.P. of - eiz ç + z÷ = I.P. of eiz ç - z 2 + ÷
2 è 2 2 ø è 4 4ø
æ i zö z2 z
= I.P. of (cos z + i sin z) ç - z 2 + ÷ = - cos z + sin z
è 4 4ø 4 4
1 1
=- (log x )2 cos (log x ) + log x sin (log x ).
4 4
1 1
Hence the C.S. is y = c1 cos (log x) + c2 sin (log x) - (log x ) 2 cos (log x ) + log x sin (log x ) .
4 4
d2y dy 1
Example 6. Solve : x 2 + 3x +y = (P.T.U., Dec. 2002)
b g
2 2 .
dx dx 1- x
Sol. Given equation is Cauchy’s homogeneous linear equation
dy dy
Put x = ez \ z = log x, x = = Dy
dx dz
d2y d
x2 = D (D – 1) y, where D =
dx 2 dz
Substituting the values in given equation
1
[D (D – 1) + 3D + 1] y =
e1 - e j z 2
1
(D2 + 2D + 1) y =
e1 - e j z 2
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 95
2 2
A.E. is D + 2D + 1 = 0, i.e., (D + 1) = 0 \ D = – 1, – 1
C.F. = (c1 + c2 z) e–z
R| U|
1
bD + 1g e1 - e j
1 1 1
S| 1
V
j |W
P.I. = . = .
2 z 2
T
D + 1 D + 1 1 - ez
e 2
é ù
1 ê -z 1 ú 1
ò e . 1 - e ò
X = eax e- ax X dx
z
= êe dz ú By using
D +1 ê z
2
ú D–a
ë û
=
1
D +1
e- z
LM
N z e1 - e j z -2
e z dz =
OP
Q
1 é -z
D + 1 êë
e
ò - 1 - ez - e dz ùúû
-2
z
é
-1 ù n +1
1 ê -z 1 - ez ú é f z ùû
By using = éë f z ùû f ¢ z dz ë
n
= ê e - 1
D +1 ê -1
ú
ú
ò n +1
; n ¹ -1
ë û
e- z F I
=
1
D + 1 1 - ezGH JK
= e- z z ez .
e- z
1- e z
dz = e - z z dz
1 - ez
1
Put ez = t \ ez dz = dt \ dz = dt
t
P.I. = e - z zb 1
t 1- t
dt
g
= e- z z FGH 1
+
1
t 1- t
dt
IJ
K [By Partial fractions]
ez 1 1 x
C.S. is y = (c1 + c2 z) e–z + e–z log z
= (c1 + c2 log x) + log
1- e x x 1- x
1 LM
c1 + c2 log x + log
x OP
N Q
=
x 1- x
d æ du ö 3
Example 7. Solve : u = r ç r ÷ + ar .
dr è dr ø
Sol. u=r r
LM d 2 u du
+ + ar 3
OP
N dr 2 dr Q
96 A TEXTBOOK OF ENGINEERING MATHEMATICS
d 2u du
or r2 +r - u = – ar3, which is Cauchy’s homogeneous linear equation in u and r
dr 2
dr
d
Put r = ez and Let D =
dz
\ (D (D – 1) + D – 1) u = – a e3z
or (D2 – 1) u = – a e3z
A.E. is D2 – 1 = 0 [ Q D = – 1, 1]
C.F. = c1 ez + c2 e–z
1 - a e 3z
P.I. = (– a e3z) = | By putting D = 3
D -12
8
a e3z c a
C.S. is u = c1 ez + c2 e–z – = c1 r + 2 – r 3 .
8 r 8
Example 8. Solve: x2y¢¢ – 4xy¢ + 8y = 4x3 + 2 sin (log x). (P.T.U., May 2006)
d2y dy
Sol. x 2 - 4x + 8 y = 4x3 + 2 sin (log x)
dx 2 dx
which is Cauchy’s homogeneous linear = x
Put x = ez i.e., z = log x
dy d2y
x = Dy, x 2 = D (D – 1) y
dx dx 2
\ D (D – 1) y – 4Dy + 8y = 4e3z + 2 sin z
(D2 – 5D + 8) y = 4e3z + 2 sin z
5 7
A.E. is D2 – 5D + 8 = 0 \ D = ±i
2 2
z é ù
5
7 7
C.F. = e 2 êc1 cos z + c2 sin zú
êë 2 2 úû
P.I. =
D 2 - 5D + 8
1
4e 3z
+ 2 sin z
1 1
=4 e3 z + 2 2 sin z
D - 5D + 8
2
D - 5D + 8
(Put D = 3) (Put D2 = – 1)
1 3z 1 5D + 7
= 4. e +2. sin z = 2e3z – 2 sin z
2 - 5D + 7 25D 2 - 49
5D + 7 1
= 2e3z – 2
– 74
sin z = 2e3z +
37
[5 cos z + 7 sin z ]
5
z é 7 7 ù 5 7
C.S. y = e 2 êc1 cos z + c2 sin z ú + 2 e3 z + cos z + sin z
ë 2 2 û 37 37
5 é
æ 7 ö æ 7 öù 5 7
\ y = x 2 êc1 cos ç log x÷ + c2 sin ç log x÷ ú + 2 x3 + cos (log x ) + sin (log x ) .
êë è 2 ø è 2 øûú 37 37
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 97
2.12. LEGENDRES LINEAR EQUATION (P.T.U., May 2007, Dec. 2005)
d 2y d æ b dy ö b2 dy b d 2 y dy
= ç ÷ =- + . 2.
dx 2
dx è a + bx dz ø (a + bx ) dz a + bx dz dx
2
b2 dy b d2y b b2 æ d 2 y dy ö
=- + . = ç - ÷
(a + bx )2 dz a + bx dz 2 a + bx (a + bx )2 è dz 2 dz ø
d 2y
or ( a + bx) 2 = b2 (D2y – Dy) = b2 D (D – 1) y
dx 2
3 d 3y
Similarly, ( a + bx) = b3 D (D – 1) (D – 2) y.
dx 3
Substituting these values in equation (1), we get a linear differential equation with constant coefficient
which can be solved by the methods already discussed.
d2y dy
Example 9. Solve : (3x + 2) 2 2
+ 3(3x + 2) - 36y = 3x 2 + 4x +1 .
dx dx
Sol. Given equation is a Legendre’s linear equation.
dy
Put 3x + 2 = ez i.e., z = log (3x + 2) so that (3x + 2) = 3Dy .
dx
d 2y d
(3 x + 2) 2 = 32 D (D – 1)y, where D = .
dx 2 dz
Substituting these values in the given equation, it reduces to
2
æ ez - 2 ö æ ez - 2 ö
[32 D(D – 1) + 3.3D – 36]y = 3 ç ÷ + 4ç ÷ +1
è 3 ø è 3 ø
1 2z 1 1 2z
or 9(D2 – 4)y = e - or (D2 – 4)y = (e - 1)
3 3 27
which is a linear equation with constant coefficients.
Its A.E. is D2 – 4 = 0 \ D = ± 2
C.F. = c1e 2 z + c2 e - z = c1 (3x + 2)2 + c2 (3x + 2) -2
98 A TEXTBOOK OF ENGINEERING MATHEMATICS
P.I. =
1
. 2
1
27 D - 4
( )
e2 z - 1 =
1 é 1
ê
27 ë D - 4
2
e2 z - 2
1
D -4
ù
e0 z ú
û
1 é 1 2z 1 0z ù 1 é z 2z 1ù
= ê z.
27 ë 2D
e - e ú=
0 - 4 û 27 ë 2 ê ò e dz + ú
4û
=
1 é z 2z 1 ù
27 êë 4
e + ú=
1
4 û 108
ze 2 z + 1 =
1
108
[(3x + 2) 2 log(3x + 2) + 1]
1
Hence the C.S. is y = c1 (3x + 2)2 + c2 (3x + 2)–2 + [(3x + 2) 2 log(3x + 2) + 1].
108
d2y dy
Example 10. Solve : (1+ x) + (1 + x )
2
+ y = sin [2 log (1 + x)].
dx 2 dx
(P.T.U., Dec. 2006, 2012, 2013, May 2012, 2014 )
Sol. Given equation is Legendre’s linear equation
\ Put 1 + x = ez \ z = log (1 + x)
2
dy 2 d y d
(1 + x)
= Dy, (1 + x) = D (D – 1) y, where D =
dx dx 2 dz
\ D (D – 1) y + Dy + y = sin (2z)
or (D2 + 1) y = sin 2z
which is linear differential equation with constant coefficients
A.E. is D2 + 1 = 0 \ D = ± i
C.F. = c1 cos z + c2 sin z
1
P.I. = 2 sin 2 z
D +1
2
Put D = – 4
1
\ P.I. = – sin 2 z
3
1
C.S. is y = c1 cos z + c2 sin z – sin 2z
3
Put z = log (1 + x)
1
\ y = c1 cos [log (1 + x)] + c2 sin [log (1 + x)] – sin [2 log (1 + x)].
3
TEST YOUR KNOWLEDGE
Solve the following equations:
d2 y dy 2 d2y 1
1. x 2 + 4x + 2y = 0 (P.T.U., May 2006) 2. x - 2 y = x2 +
dx 2 dx dx 2 x
2 3
2d y dy d y d2y dy
3. (i) x + 2x - 20 y = ( x + 1)2 4. x
2
- 4x +6 =4
dx 2 dx dx 3
dx 2 dx
d2y dy
(ii) x 2 2 + 9 x + 25 y = 50 [Hint : Multiply throughout by x]
dx dx
3
4d y d2y dy d2y dy
5. (i) x + 2 x3 2 - x 2 + xy = 1 (ii) x
2
+ 6 y = x2
- 4x
dx 3
dx dx dx2 dx
2
2d u du
6. The radial displacement u in a rotating disc at a distance r from the axis is given by r +r - u + kr 3 = 0 ,
dr 2 dr
where k is a constant. Solve the equation under the conditions u = 0 when r = 0, u = 0 when r = a.
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 99
2 d2y dy 2 d2y dy
7. x -x + y = log x (P.T.U., May 2009) 8. x -x + 2 y = x log x (P.T.U., May 2010)
dx dx dx 2 dx
2
2 d y dy d2 y dy
9. x + 2x - 12 y = x3 log x 10. x
2
- 2x - 4 y = x 2 + 2log x
dx 2 dx dx2 dx
2 d 2y dy 3 d3y d2y dy
11. x - 3x + 5 y = sin (log x) 12. x + 3x2 +x + 8 y = 65cos (log x)
dx 2 dx dx 3
dx 2 dx
2 2
2d y dy 2d y dy sin(log x) + 1
13. x - 3x + 5 y = x2 sin (log x) 14. x - 3x + y = log x
dx 2 dx dx 2 dx x
2 d2 y dy d2y dy
15. x -x - 3 y = x2 log x 16. (1 + x)
2
+ (1 + x) + y = 4cos log (1 + x)
dx 2 dx dx 2 dx
2
2d y dy d2y dy
17. (1 + 2 x) - 6(1 + 2 x) + 16 y = 8(1 + 2 x) 2 3) 2
18. (2 x + + - 2(2 x +
+ 3) - 12 y = 6 x .
-
dx 2 dx dx 2 dx
(P.T.U., Dec. 2013)
ANSWERS
1 1 c2 1 æ 2 1 ö
1. y = c1 + c2 2 2. y = c1 x +
2
+ ç x - ÷ log x
x x x 3è xø
4 -5 x2 x 1
3. (i) y = c1x + c2 x - - - (ii) y = x–4 [c1 cos (3 log x) + c2 sin (3 log x) + 2
14 9 20
3 4 2
4. y = 1c + c2 x + c3 x + x
3
-1 1
5. (i) y = (c1 + c2 log x) x + c3 x + log x (ii) y = c1x 2 + c2 x 2 - x 2 log x
4x
kr 2
6. u = (a - r 2 ) 7. y = (c1 + c2 log x)x + log x + 2
8
x2
8. y = x [c1 cos (log x ) + c 2 sin(log x ) + x log x 9. y = c1x 3 + c2 x - 4 + log x (7 log x - 2)
98
x2 1 3
10. y = c1x -1 + c2 x 4 - - log x +
6 2 8
2 1
11. y = x [c1 cos (log x) + c2 sin(log x )] + [sin (log x ) + cos(log x)]
8
12. y = c1x -2 + x (c2 cos 3 log x ) + c3 sin ( 3 log x ) + 8cos (log x ) - sin (log x)
1 2
13. y = x 2 [c1 cos (log x) + c2 sin (log x)] - x log x cos (log x)
2
2+ 3 2- 3 1
14. y = c1x + c2 x +
61x
é 2 ù 1
ê log x {5sin (log x) + 6cos (log x )} + 61 {21sin(log x ) + 191cos (log x)}ú + 6 x (1 + log x )
ë û
2
c x æ 2ö
15. y = c1 x 3 + 2 - ç log x + ÷ø
x 3 è 3
16. y = c1 cos [log (1 + x) ] + c2 sin [log (1 + x)] + 2 log (1 + x) + sin [log (1 + x)]
17. y = (1 + 2x)2 [c1 + c2 log (1 + 2x) + {log (1 + 2x)}2]
3
18. y = c1 (2x + 3)–1 + c2 (2x + 3)3 - (2x + 3) + 3 .
4
100 A TEXTBOOK OF ENGINEERING MATHEMATICS
Now, we discuss differential equations in which there is one independent variable and two or more than
two dependent variables. Such equations are called simultaneous linear equations. To solve such equations
completely, we must have as many simultaneous equations as the number of dependent variables. Here, we
shall consider simultaneous linear equations with constant coefficients only.
Let x, y be the two dependent variables and t the independent variable. Consider the simultaneous equations
f1(D) x + f2(D) y = T1 …(1) f1(D)x + f2 (D)y = T2 …(2)
d
where D= and T1, T2 are functions of t.
dt
To eliminate y, operating on both sides of (1) by f2 (D) and on both sides of (2) by f2 (D) and subtracting,
we get [f1(D) f2(D) – f1(D) f2(D)] x = f2 (D)T1 – f2 (D) T2 or f(D) x = T
which is a linear equation in x and t and can be solved by the methods already discussed, substituting the value
of x in either (1) or (2), we get the value of y.
Note. We can also eliminate x to get a linear equation in y and t.
ILLUSTRATIVE EXAMPLES
dx dy
Example 1. Solve: + 5x - 2 y = t , + 2x + y = 0 given that x = y = 0 when t = 0 .
dt dt
(P.T.U., May 2010, Dec. 2012, 2013)
d
Sol. Writing D for , the given equations become
dt
(D + 5)x – 2y = t …(1)
(D + 1)y + 2x = 0 …(2)
To eliminate y; operate on both sides of (1) by (D + 1) and (2) by 2 and add
(D + 5) (D + 1)x + 4x = (D + 1)t
(D2 + 6D + 9)x = 1 + t
(D + 3)2x = 1 + t
A.E. is (D + 3)2 = 0 \ D = – 3, – 3
\ C.F. = (C1 + C2t) e–3t
1
P.I. = (1 + t )
(D + 3)2
1 1
= e 0t + t
(D + 3) 2 (D + 3) 2
-2
1 1æ Dö
= + ç1 + ÷ t
9 9è 3ø
1 1æ 2 ö
= + ç1 - D÷ t
9 9 è 3 ø
1 1 æ 2ö
= + çè t - 3 ÷ø
9 9
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 101
1 1 2 1 t
= + t- = +
9 9 27 27 9
t
x = (C1 + C 2t ) e - 3t +
1
\ + …(3)
27 9
dx 1
= - 3(C1 + C 2t ) e - 3t + C 2 e - 3t +
dt 9
1
= e - 3t ëé- 3C1 + (C2 - 3C2 t )ûù +
9
dx
Substituting the values of x and in (1)
dt
1 ì 1 tü
e -3t (- 3C1 + C2 - 3C2 t ) + + 5 í(C1 + C2 t ) e - 3t + + ý - t = 2y …(4)
9 î 27 9 þ
Put x = 0, y = 0, t = 0 in (3) and (4)
1 1
From (3) 0 = C1 + ; C1 = -
27 27
1 1 æ 1 1ö
From (4) + C2 + + 5 ç - + ÷=0
9 9 è 27 27 ø
2
\ C2 = -
9
æ 1 2 ö 1 t
\ From (3) x= ç- - t ÷ e - 3t + +
è 27 9 ø 27 9
= - { 1
27
}
(1 + 6t ) e- 3t - 1 - 3t
æ1 2 2 ö 1 éæ 1 2t ö 1 tù
From (4) 2y = e - 3t ç - + t ÷ + + 5 êç - - ÷ e - 3t + + ú- t
è9 9 3 ø 9 ëè 27 9 ø 27 9 û
- 3t
e 1 5 5t
=
27
{- 3 + 18t - 5 - 30t} + +
9 27 9
+ -t
e - 3t 1
= (- 8 - 12t ) + (8 + 15t - 27t )
27 27
e - 3t 1
y= (- 4 - 6t ) + (4 - 6t )
27 27
- 2e- 3t 2
= (2 + 3t ) + (2 - 3t )
27 27
1 1
Hence, x= - (1 + 6t )e-3t + (1 + 3t )
27 27
2 2
y= - (2 + 3t ) e-3t + (2 - 3t )
27 27
dx dy
Example 2. Solve : + 2 y = et and - 2 x = e – t.
dt dt
dx
Sol. + 2 y = et …(1)
dt
dy
- 2 x = e–t …(2)
dt
102 A TEXTBOOK OF ENGINEERING MATHEMATICS
P.I. =
D 2
1
+4
e t
- 2e - t = 2
D +4
1
et - 2 2
D +4
1
e- t
(Put D = 1) (Put D = – 1)
1 t 2 -t
= e - e
5 5
1 t 2 -t
\ C.S. is x = c1 cos 2t + c2 sin 2t + e - e
5 5
dx 1 2
= – 2c1 sin 2t + 2c2 cos 2t + e t + e - t
dt 5 5
1 2
From (1), 2y = 2c1 sin 2t – 2c2 cos 2t – e t - e - t + e t
5 5
2 t 1 -t
\ y = c1 sin 2t – c2 cos 2t + e - e
5 5
1 t 2 –t
Hence, x = c1 cos 2t + c2 sin 2t + e – e
5 5
2 t 1 –t
and y = c1 sin 2t – c2 cos 2t + e – e is the required solution.
5 5
Example 3. Solve the system of equations
(2D – 4) y1 + (3D + 5)y2 = 3t + 2
(D – 2) y1 + (D + 1) y2 = t. (P.T.U., Jan 2008)
Sol. (2D – 4)y1 + (3D + 5)y2 = 3t + 2 …(1)
(D – 2)y1 + (D + 1)y2 = t …(2)
Multiply (2) by 2 and subtract from (1)
(D + 3)y2 = t + 2
dy 2
or + 3 y 2 = t + 2, which is linear differential equation in t.
dt
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 103
I.F. = e ò = e 3t
3dt
Its
ò te ò ò
2 - 2t 8 - 2t
= dt - e dt + 2c1 e - 5t dt + c 2
3 9
2 é e - 2t æ e - 2t ö ù 8 e - 2t e - 5t
= êt - 1ç ÷ ú- + 2 c1 + c2
3 ê -2 è 4 ø úû 9 - 2 -5
ë
- t e - 2t - e - 2t + e - 2t - c1e - 5t + c2
1 4 2
=
3 6 9 5
t
- e - 2t +
5 2
= e - 2t - c1e - 5t + c 2
3 18 5
- t + - c1e - 3t + c2e + 2t
5 2
\ y1 =
3 18 5
1 5 2
Hence, y1 = - t + - c1e - 3t + c 2e 2t
3 18 5
3t + 5
y2 = + c1e - 3t .
9
d 2x d2y
Example 4. Solve : + 4x + 5y = t 2 and + 5x + 4y = t + 1.
dt 2 dt 2
d
Sol. Writing D for , the given equations becomes (D2 + 4) x + 5y = t2 …(1)
dt
104 A TEXTBOOK OF ENGINEERING MATHEMATICS
1 dx
From (1), y =
2 dt
=
1é
2ë
2c1e 2t - c2 e - t cos ( )
3t - c3 - c2 3e - t sin ( 3t - c3 ù
û)
é 1 ù
= c1e 2t + c2 e - t ê - cos 3t - c3 -
3
sin 3t - c3 ú
ë 2 2 û
2t -t é
= c1e + c2 e êcos
ë
2ð
3
(
cos 3t - c3 - sin
2ð
3
) ù
sin 3t - c3 ú
û
( )
2p 1 2p 3
| Q cos = - and sin =
3 2 3 2
2t -t æ 2ð ö
= c1e + c2 e cos ç 3t - c3 +
è 3 ÷ø
1 dy
From (2), z =
2 dt
1é æ 2ð ö æ 2ð ö ù
= ê 2c1e2t - c2 e-t cos ç 3t - c3 + ÷ - c2 3 e -t sin ç 3t - c3 + ÷ú
2ë è 3ø è 3 øû
é 2ð æ 2ð ö 2ð æ 2ð ö ù
= c1e 2t + c2e -t êcos cos ç 3t - c3 + ÷ - sin sin ç 3t - c3 + ÷ú
ë 3 è 3ø 3 è 3 øû
æ 4ð ö
= - c3 e 2t + c2 e- t cos ç 3t - c3 + ÷ .
è 3ø
Note. c1 cos bx + c2 sin bx can be replaced by c1 cos (bx – c2) or c1 cos (bx + c2) or c1 sin (bx – c2) or c1 sin (bx + c2).
dt 2
dt 2
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 107
ANSWERS
1. x = (c1 + c2 t)e3t , y = e3t (–2c1 + c2 – 2c2t)
2. x = et + e–t, y = e–1 – et + sin t
5 31 1 t 2 1 9 5 t
3. x = c1e - 2t + c2e - 7 t + t- - 2t
- e ; y = - c1 e + c2 e - t +
- 7t
+ e
14 196 8 3 7 98 24
1é t 1 1 1
4. x = ë e - 1 - ac1eat + bc2ebt ùû , y = c1eat + c2ebt + , where a = (3 + 17 ), b = (3 - 17 )
2 2 2 2
t -5t 6 2t -5t t 8 2t
5. x = c1e + c2e - e , y = c2e - c1e + e
7 7
2 1 2 4
6. x = -t - , y = t + t + c
3 2 3
7. x = (c1 + c2t ) e-t + (c3 + c4t ) et , y = - 12 ëéc1 + c2 (1 + t )ûù e-t + 12 ëéc4 (1 - t ) - c3 ûù et
1
8. x = (c1 + c2t ) e t + c3e -3/2t - t , y = [c2 (3 - t ) - c1 ]e t - c3e -32 t
6
3 t 3 1
9. x = c1e - 3c2e -2t + c3e - t + e t (cos t - 2sin t ) ; y = c1et + c2e -2t - (cos t + 3sin t )
2 10 10
8æ 3t ö 4 8 3t
10. x = 1 - cos ÷ , y = t - sin
9 çè 2ø 3 9 3
t
11. x = c1et + c2e- t + c3 cos t + c4 sin t + (sin t - cos t )
4
1
y= - c1et + c2 e- t - c3 cos t + c4 sin t + (2 + t )(sin t - cos t ).
4
REVIEW OF THE CHAPTER
1. Linear Differential of nth Order: A linear differential equation of nth order is that in which the dependent
variable and its derivatives occur only in the first degree and are not multiplied together. It is of the form
dny d n - 1y dn - 2y
+ P1 n -1
+ P2 ... + Pn y = X, where P1, P2, ..., Pn, X are functions of x only
dx n
dx dxn - 2
If P1, P2, ..., Pn and all constants, then it is known as linear differential equation with constant coefficients.
2. If y = y1, y = y2, ..., y = yn are n linearly independent solutions of (Dn + a1Dn – 1 + a2Dn – 2 + ...+ an Dn) y = 0, where
d
D stands for , then u = c1y1 + c2y2 + ... + cnyn is also its solution (called general solution).
dx
3. If y = u is a general solution of f(D) y = 0 and y = v is a particular solution of f (D) y = X, then y = u + v is the complete
solution of f (D) y = X.
4. Auxiliary Equation: In f(D) y = X, f (D) = 0 is called A.E. i.e., A.E. is Dn + a1Dn – 1 + a2Dn – 2 ... an = 0.
5. Rules to find Complementary Functions of (Dn + a1Dn – 1 + a2Dn – 2 + ... + an – 1 D + an) y = X:
(i) If the roots of the A.E. equation are real and distincts (say) m1, m2, m3, then
C.F. = c1 em1x + c2 em2x + c3 em3x ...
(ii) If two roots are equal (say) m1 = m2 = m, then C.F. = (c1 + c2x) emx + c3 em3x + ...
(iii) If three roots are equal (say) m1 = m2 = m3 = m, C.F. = (c1 + c2x + c3x2) emx + c4 em4x + ... and so on
(iv) If roots are a pair of imaginary numbers (non repeated) a ± ib, C.F. = eax (c1 cos bx + c2 sin bx)
(v) If pair of imaginary roots is repeated twice i.e., a ± ib, a ± ib, C.F. = eax {(c1 + c2x) cos bx + (c3 + c4x) sin bx}
1
6. Rule to find out Particular Integral i.e., to find P.I. = X, where f(D) = Dn + a1Dn – 1 + a2Dn – 2 + ... an
f (D)
108 A TEXTBOOK OF ENGINEERING MATHEMATICS
e ax
(i) When X = eax, then P.I. = provided f(a) π 0
f (a )
If f(a) = 0 then multiply numerator by x and differential f(D) w.r.t. D and continue this process until f(D)
ceases to be zero at D = a.
1
(ii) When X = sin (ax + b) or cos (ax + b), then P.I. = sin (ax + b) or cos (ax + b) provided f(– a2) π 0
f (- a 2 )
In case f(– a2) = 0. Apply the same rule as discussed in (i).
(iii) When X = xm then P.I. = [f (D)]– 1 xm; expand f (D) by Binomial theorem upto Dm and then operate on xm
1
(iv) When X = eax V; P.I. = e ax V.
f (D + a )
1 1
(v) If X is any other function of x, then P.I. = X. Resolve into partial fractions and operate each
f (D) f (D)
partial fraction on X.
ò X dx and D - a X = e ò e-
1 1 ax ax
(vi) Always remember X = X dx .
D
d2y dy
7. Method of Variation of Parameter: To find solution of + a1 + a2 y = X by method of variation of
dx 2 dx
parameter.
Let C.F. = c1 y1 + c2 y2
P.I. = uy1 + vy2
y2 X y1 X
where u=–
ò W
dx, v =
ò W
dy
y1 y2
where W= (called Wronskian of y1, y2)
y1¢ y2¢
C.S. = C.F. + P.I.
d2y dy
8. Operator Method: To find solution of P +Q + Ry = S, where P, Q, R, S are functions of x, write equation
dx 2 dx
in symbolic form i.e., (PD2 + QD + R) y = S. Factorise PD2 + QD + R into two linear factors and integrate in two
stages. Always remember that the factors are non-commutative.
n -1 n-2
n dny n -1 d y n-2 d y
9. Cauchy’s Homogeneous Equation: An equation of the form x n
+ a1 x n -1
+ a2 x n-2
+L
dx dx dx
dy
+ an - 1 x + an y = X
dx
where a’s are constant and X is a function of x is called Cauchy’s Homogeneous equation. To solve this equation put
2
dy d d y d3y
x = ez and replace = Dy. Here D stand for , = D(D – 1) y; = D(D – 1) (D – 2) y and so on.
dx dz dx 2 dx3
Equation will change to linear equation with constant coefficients.
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER 109
10. Legendre’s Linear Equation: An equation of the form
dny d n - 1y dn - 2y dy
( a + bx) n n
+ a1 ( a + bx) n - 1 n -1
+ a2 ( a + bx) n - 2 n-2
+ ... + an - 1 ( a + bx) + an y = X
dx dx dx dx
dy d
To solve it put a + bx = ez and replace (a + bx) = bDy, where D =
dx dz
d2y
(a + bx)2 = b2D (D – 1) y
dx2
d3y
(a + bx)3
= b3D (D – 1) (D – 2) y
dx3
Again equation will change to linear differential equation with constant coefficients.
11. Simultaneous Linear Equations with Constant Coefficients: Consider the two simultaneous equations as
f1(D)x + f2(D)y + T1 and f1(D)x + f2(D)y = T2
d
where D = and T1, T2 and functions of t. First eliminate y from the two equations, the equations will become
dt
linear differential equation with constant coefficients in x and t and can be solved. Put the value of x in any one of
the two equations and get the value of y.
d2y dy x
(i) + 2 y = ee
+3 [Hint : S.E. 11 art. 2.8] (P.T.U., Dec. 2003)
dx 2 dx
(ii) (D2 – 2D + 4) y = ex sin x
x
(iii) (D2 – 3D + 2) y = 2e x cos . (P.T.U., Dec. 2003)
2
110 A TEXTBOOK OF ENGINEERING MATHEMATICS
d3 y dy
(vii) +4 = sin 2 x (P.T.U., Dec. 2012)
dx3 dx
(viii) (D – 2)2y = sin 2x (P.T.U., May 2014)
6. Explain method of variation of parameters to find P.I. of a differential equation. (P.T.U., May 2004)
7. Explain briefly the method of operator for finding solution of a linear differential equation.
8. Solve xy≤ + (x – 1) y¢ – y = 0 by operator method.
9. Define Cauchy’s homogeneous linear differential equation and give one example. (P.T.U., Dec. 2004)
10. Solve the following differential equations :
2 d2y dy
(i) x + 4x + 2y = 0 (P.T.U., May 2006)
dx 2 dx
d2y dy
(ii) 2 x 2 2 + x – 6 y = 0 [Hint : S.E. 1 art. 2.11] (P.T.U., Dec. 2013)
dx dx
d2y 1
(iii) x
2
- 2 y = x2 + .
dx2 x
11. Define Legendre’s linear equation and give one example. (P.T.U., Dec. 2005, May 2007)
12. Solve the following simultaneous linear differential equations :
dx dy
(i) + 2 y = et ; - 2 x = e–t [Hint : S.E. 2 art. 2.13]
dt dt
dx dy
(ii) = – 2x + y ; = – 4x + 3y + 10 cos t. (P.T.U., Dec. 2002)
dt dt
ANSWERS