Mat 102 (Unit1,2) PDF
Mat 102 (Unit1,2) PDF
B.Sc. Semester -2
Mathematics
By :
Dr. Bhavin Patel.
Department of Mathematics,
Government Science Collage, Gandhinagar,
Gujarat University,
Gujarat, INDIA
Contents
Contents 1
1
Chapter 1
Introduction to Dierential
Equations
The following topics are to be covered from differential equation of first order and first degree. Topics
included here are from unit-3 of the syllabus according to choice base credit system effective from
June-2010. The course code of the M-101 and title of the paper is Geometry and calculus.
Differential Equations of First Order and First Degree: Definition and method of solving of homoge-
neous differential equations, Definition and method of solving of Linear differential equations of first
order and first degree, Definition and method of solving of Bernoulli’s differential equation and Def-
inition and methods of solving of Exact differential equation. Differential Equations of First order
and Higher Degree: Differential equations of first order and first degree solvable for x, solvable for y,
solvable for p. Clairaut’s form of differential equation and Lagrange’s form of differential equations.
Definition 1.1. Differential equation is an equation which involves differentials or differential coeffi-
cients. For example,
dy
1. dx = x 2 + 2y.
d2q dq
3. L d t 2 + R d t + 1c q = E sin ωt .
1. dependent variable and all its derivatives present are in first degree.
3. dependent variable and its derivatives are not multiplied with itself.
1
2 CHAPTER 1. INTRODUCTION TO DIFFERENTIAL EQUATIONS
Remark 1.3. A differential equation which is not linear is said to be Non-linear. It is nice exercise to
find out some examples of linear and non linear differential equation. You can check from examples
given in the exercises. (do it!)
Definition 1.4. An ordinary differential equation (O. D. E.) is a differential equation which involves
only ordinary derivatives.
Definition 1.5. A partial differential equation (P. D. E) is a differential equation which involves only
partial derivatives. For example,
³ 2 ´
1. ∂U
∂t = c ∂U
∂x 2 + ∂2U
∂y 2 .
∂U
= c 2 ∂∂xU2 .
2
2. ∂t
Definition 1.6. The order of the differential equation is defined to as the order of the highest derivative
involved in the differential equation. Also, the degree of the differential equation is defined as the
degree of the highest derivative involved in the differential equation, where all derivatives occurring
therein are free from radicals and fraction.
Examples 1.7. (1) Decide the order and degree of the differential equation given by
d2y dy
Z
x2 +x + 3d x = sin x.
d x2 dx
Solution: The given differential equation is not free from integration sign. So, to decide order of a
differential equation we have to differentiate with respect to x on both sides and make it free from
integration.
d3y d2y d y
=⇒ x 2 3 + 3x 2 + + 3 = cos x.
dx dx dx
Here, order of the highest derivative involved is three. Therefore, order of differential equation is 3, and
degree
p of highest
p derivative is 1. Thus, order is 3 and degree is 1.
(2) (y ) = 7 + 3(y 0 )2
4 00 5
Solution: To obtain degree of differential equation we have make differential equation free from radi-
cals. q q
∴ ( 4 (y 00 )5 )4 = ( 7 + 3(y 0 )2 )4 .
(y 00 )5 = (7 + 3(y 0 )2 )2 .
¶5
d2y dy 2
µ · µ ¶¸
= 7+3
d x2 dx
Which shows that order of the given differential equation is 2 and degree is 5.
3
2. A solution of a differential equation in which the number of arbitrary constants is equal to the or-
der of the differential equation is called the general solution or complete integral or complete
primitive.
3. The solution obtained from the general solution by giving particular values to the arbitrary con-
stants is called particular solution. For example, y = x 4 + 2 is a particular solution of the differ-
dy
ential equation d x = 4x 3 , where c = 2.
4. A solution which can not be obtained from a general solution is called singular solution . For
³ ´2
dy dy
example, y = x d x − 2 d x . The general solution is given by y = c x + 2c 2 , where c is an arbitrary
constant. Also, 8y = x 2 is a singular solution which can not be obtained by putting any value of
c.
Examples 1.9. (1) Find the differential equation from y = ax − a 2 , where a is an arbitrary constant.
dy
Solution: Differentiating y = ax − a 2 with respect to x we get d x = a. Substituting we get desired differ-
³ ´ ³ ´2
dy dy
ential equation y = d x x − d x .
(2)Form the differential equation from y = Ae 2x + B e 5x ; where A and B are arbitrary constants.
Solution: Here, two arbitrary constants A and B are present, therefore to eliminate them we have to
differentiate two times.
dy
∴ = 2Ae 2x + 5B e 5x . (1.1)
dx
again by differentiating with respect to x we get,
d2y
∴ = 4Ae 2x + 25B e 5x . (1.2)
d x2
Multiply equation y = Ae 2x + B e 5x by −2 and adding in (4.2) we get
dy 1 dy 2
· ¸
− 2y = 3B e 5x =⇒ B e 5x = − y . (1.3)
dx 3 dx 3
dy d2y
Now multiply (4.1) by −5 and adding in (4.2) we get, Ae 2x = 65 d x − 16 d x 2 . Thus by substituting values of
constants we get
d2y dy
−7 + 10y = 0.
d x2 dx
Which is required differential equation.
Exercise-I
Que-2. Find out order and degree of the following differential equations.
d2y dy
1. x 2 d x 2 − x( d x )3 + y = cosx.
y0 d y
00
2. y = d x [ y0 ].
q
dy dy
3. ( d x )2 = 1 + ( d x )2 .
d2y dy R
4. d x2
= 3 d x + xd x.
d2y dy
3x 2 2
+ 2(1 − 3x 2 ) − 4y = 0.
dx dx
d2y dy
(x + 1) 2
+x − y = 0.
dx dx
d2y
2a = 1?
d x2
4
5
Chapter 2
Dierential Equations of First Order
and First Degree.
In order to solve the differential equation, we need to investigate, whether the solution exists. It is not
³ ´2
dy
always possible to find a real analytic solution of a given differential equation. For example, d x =
−5 has no solution for any real value of y. In our case we shall discuss some of the special types
of differential equations for which analytic solution exists. Only those differential equations which
belong to or can be reduced to any one of the following type can be solved by standard procedure.
These types are,
5. Bernoulli’s differential equations. These are nonlinear types of differential equations which
can be reduced to linear form.
f 1 (x) g 2 (y)
dx + d y = 0,
f 2 (x) g 1 (y)
provided f 2 (x) 6= 0, g 1 (y) 6= 0. Also, if the given differential equation is in the form
dy
= f (ax + b y + c), (2.3)
dx
then put ax + b y + c = u, to convert it in general form. Let us see following examples to understand
this method well.
dy
Examples 2.1. 1. d x = e 3x−2y + x 2 e −2y .
Solution: The given differential equation is not in its general form. In order to solve the given
differential equation first we will convert it into general form.
dy
= e −2y (e 3 x + x 2 )
dx
=⇒ e 2y d y = (e 3x + x 2 )d x
=⇒ (e 3x + x 2 )d x − e 2y d y = 0,
which is in the general form and hence the solution can be obtained by direct integration.
Z Z
=⇒ (e + x )d x − e 2y d y = c
3x 2
e 3x x 3 e 2y
=⇒ + − =c
3 3 2
or 3e 2y = 2(e 3x + x 3 ) + c 0 .
Which is a general solution of the given differential equation and c 0 is an arbitrary constant.
2.2. HOMOGENEOUS DIFFERENTIAL EQUATIONS 7
dy
2. Obtain particular solution of d x = (4x + y + 1)2 , where y(0) = 1
Solution: The given differential equation is not of the form of separable variable. Hence, to con-
dy dy
vert it into separable variable form we put 4x + y + 1 = t and dd xt = 4 + d x =⇒ d x = dd xt − 4. Put
these values in equation we get
dt
−4 = t2
dx
dt
∴ = d x.
t2 +4
dt
Z Z
2
= d x + c, where c is an arbitrary constant.
t +4
1 t
∴ tan−1 = x +c
2 2
1 4x + y + 1
∴ tan−1 = x +c
2 2
Put x = 0 and y = 1 we get tan(2c) = 1 =⇒ 2c = π4 . Thus, particular solution is given by
³ π´
4x + y + 1 = 2 tan 2x + .
4
In order to solve homogeneous differential equations we need to follow mainly three following steps.
dy
1. Put y = v x in the given differential equation and evaluate dx .
dy
2. Substitute the values of y and dx in main equation and bring the equation in the form of sepa-
rable variable.
dy
Put y = v x we get dx = v + x dd vx . Substitute these values in equation (2.5) we get,
dv 1+v
v +x =
dx 2v
d v 1 + v 2 − 2v 2
∴x =
dx 2v
d v 1 − v2
∴x =
dx 2v
2v 1
∴ 2
dv = dx
1−v x
Which is now in the separable variable form. So, solution can be obtain by direct integration.
Integrating both side we get,
2v 1
Z Z
∴ 2
d v = dx
1−v x
∴ − log(1 − v 2 ) = log x + log c where c is an arbitrary constant.
∴ log x + log(1 − v 2 ) = log c 0 , where c 0 = c −1
∴ log(x(1 − v 2 )) = log c 0
by taking exponential on both sides we get,
x(1 − v 2 ) = c 0 ,
x2 − y 2 = c0x
d y0 ax 0 + b y 0 + ah + bk + c
= (2.7)
d x 0 l x 0 + m y 0 + l h + mk + n
2.3. NONHOMOGENEOUS DIFFERENTIAL EQUATIONS WHICH CAN BE REDUCED TO
HOMOGENEOUS DIFFERENTIAL EQUATIONS. 9
d y (l x + m y)t + c
= . (2.8)
dx (l x + m y) + n
Now by substitute l x + m y = t in equation (2.8) we can solve the given differential equation. Let us
see the following examples to understand this method well.
dy y+x−2
Examples 2.5. (1) d x = y−x−4 . Solution: The differential equation is given by
dy y +x −2
= (2.9)
dx y −x −4
d y 0 y 0 + x 0 + (k + h − 2)
= (2.10)
d x 0 y 0 − x 0 + (k − h − 4)
d y 0 y 0 + x0
= , which is homogeneous differential equation. (2.11)
d x0 y 0 − x0
dy
In order to solve put y 0 = v x 0 and dx = v + x 0 ddxv0 in equation (2.11) we obtain,
dv v x0 + x0 v + 1
v + x0 = =
d x0 v x0 − x0 v − 1
dv v +1 1 + 2v − v 2
∴ x0 = − v −
d x0 v − 1 v −1
v −1 d x0
∴ d v = , which is separable variable form
1 + 2v − v 2 x0
By integrating term by term we get,
v −1 d x0
Z Z
d v = + c, where c is an arbitrary constant.
1 + 2v − v 2 x0
1 2 − 2v
Z
∴− = log x 0 + c
2 1 + 2v − v 2 d v
y 0 y 02
µ ¶
∴ log 1 + 2 0 − 02 + log x 02 = −2c
x x
10 CHAPTER 2. DIFFERENTIAL EQUATIONS OF FIRST ORDER AND FIRST DEGREE.
dy x − y +2
=− (2.12)
dx 2(x − y) − 4
is not homogeneous differential equation. By comparing with (2.6) we get a = −1, b = l , l = 2, m = −2.
dy
Here, al = − 21 = m
b
. Therefore h and k can not be determined. Put x − y = z and 1 − d x = dd xz in equation
(2.12) we get,
dz z +2
1− + =0
dx z −4
d z 3z − 2
∴ + =0
d x 2z − 4
2z − 4
∴ d z = d x, which is separable variable form.
3z − 2
In order to get solution integrate the terms separately we get
2z − 4
Z Z
d z = d x + c, where c is an arbitrary constant
3z − 2
2 3z − 2 − 4
Z Z
∴ dz = dx +c
3 3z − 2
Z µ ¶
2 4
∴ 1− dz = x +c
3 3z − 2
· ¸
2 4
∴ x − y − log[3(x − y) − 2] = 3x + c 0 , where c 0 = 3c
3 3
8
∴ x + 2y + log[3(x − y) − 2] + c 0 , which is a general solution.
3
Exercise-II
dy
4. x 4 d x + x 3 y + cosec(x y) = 0. (Ans: cos x y + 2x1 2 = c.)
2.4. LINEAR DIFFERENTIAL EQUATIONS. 11
³ ´
dy dy
5. y − x d x = a y 2 + d x . (Ans: (x + a)(1 − a y) = c y.)
dy ¡y¢ ¡y¢
6. x d x = y + cos2 x . (Ans: tan x = log |c x|
dy dy
7. y 2 + x 2 d x = x y d x . ( Ans: y = x log y + c x).
dy p p
8. y − x d x = y 2 − x 2 . ( Ans: y + y 2 − x 2 = c.)
³ p ´
x+y+1 y
9. x−y+1 . ( Ans: tan−1 x+1 = log c (x + 1)2 + y 2 ).
dy x+2y−3
10. dx = 2x+y−3 . ( Ans: (x + y − 2)(x − y)−3 = c).
11. (3y + 2x + 4)d x − (4x + 6y + 5)d y = 0. ( Ans: 21x − 42y + 9 log(14x + 21y + 22) = c 0 ).
In order to solve the linear differential equation we use the method of separable variable. Linear
differential equation of first order is given by
dy
+ P y = Q, where P and Q are either constants or functions of x. (2.13)
dx
dy
First we solve dx + P y = 0 by using separable variable method. For
dy
Z Z
=− P d x + c. where c is an arbitrary constant.
y
Z
log y = − P d x + c 0.
P d x −c 0
R
∴ y = e− e .
R
Pdx
∴ y = e− c.
Pdx d y
R R
Pdx
e + ye P = 0.
dx
dy
R µ ¶
Pdx
e + P y = 0.
dx
12 CHAPTER 2. DIFFERENTIAL EQUATIONS OF FIRST ORDER AND FIRST DEGREE.
d ³ R Pdx´ dy
R µ ¶
∴ ye = e Pdx + P y = 0. (2.14)
dx dx
R R
Pdx
Since e 6= 0 we multiply equation (2.13) by e P d x on both sides we get
Pdx d y
R µ ¶ R
e + P y = Qe P d x .
dx
d R R
∴ (ye P d x ) = Qe P d x .
dx
By integrating on both sides we have
d
Z R Z R
(ye P d x )d x = Qe P d x d x + c.
dx
R Z R
∴ ye P d x d x = Qe P d x d x+c, where c is an arbitrary constant. Which is the general solution of the given differentia
R
Remark 2.7. Here we R can solve the equation by multiplying the given differential equation by e P d x
and hence we call e P d x an integrating factor denoted by I. F then here I .F = e P d x . Therefore the
R
general formula for finding the solution of linear differential equation is given by
Z
y(I .F.) = Q(I .F.)d x + c.
dy
Examples 2.8. (1) Solve: (x + 1) d x + 2y = 1.
Solution: To convert the given differential equation in general form of the linear differential equation
we divide both side by (x + 1).
dy 2 1
∴ + y= .
dx x +1 x +1
2 1
Compare this with equation (2.13) we get P = x+1 and Q = x+1 .
2
R R
Pdx dx
∴e =e x+1 = e 2 log(x+1) = (x + 1)2 .
Now we know the general formula for finding the solution of differential equation is
R Z R
Pdx
ye = Qe P d x d x.
In the given differential equation the term containing x is 1 with degree 1. Therefore the equation can
be converted to a differential equation which is linear in x given by dd xy + P x = Q.
dx 1 tan−1 y
∴ + x =
d y 1 + y2 1 + y2
1 tan−1 y
Comparing this equation with general form we get, P = 1+y 2
and Q = 1+y 2
.
1
R
dy −1
R
Pd y y
∴ I .F = e =e 1+y 2 = e tan .
R R
Pd y Pd y
R
Now put this value in general formula given by xe = Qe d y we get
tan−1 y tan−1 y
Z
−1
y
xe tan = e dy +c
1 + y2
dy
where c is an arbitrary constant. Now for right hand side integration we take tan−1 y = t , 1+y 2
= d t we
get Z
−1
y
∴ xe tan = t e t d t + c.
In order to solve Bernoulli’s differential equation we will use the method of solving linear differential
equation. Bernoulli’s differential equation is given by
dy
+ P y = Q y n , n ∈ R \ {0}. (2.15)
dx
dy
Divide both sides by y n we get y −n d x + y 1−n P = Q. Now multiply by (1 − n) both sides we get
dy
(1 − n)y −n + (1 − n)y 1−n P = (1 − n)Q. (2.16)
dx
dv dy
Now put v = y (1−n) and dx = (1 − n)y −n d x in equation (2.16) we get
dv
+ (1 − n)P v = (1 − n)Q (2.17)
dx
14 CHAPTER 2. DIFFERENTIAL EQUATIONS OF FIRST ORDER AND FIRST DEGREE.
Which is linear in variable v and can be solved by method of linear differential equation. Hence
substitute R R
∴ I .F. = e P d x = e (1−n)P d x
R R
in equation ve P d x = Qe P d x + c
R
R Z R
∴ ve (1−n)P d x = (1 − n)Qe (1−n)P d x d x + c
R Z R
1−n (1−n)P d x (1−n)P d x
∴y e = (1 − n)Qe d x + c.
dy 1
y −6 + y −5 = x 2 . (2.18)
dx x
dy
∴ put y −5 = v and −5y −6 d x = dd vx in equation (2.18) we get dv
− x5 v = −5x 2 which is linear in v. Hence
dx
comparing with general form of linear differential equation we get P = − x5 and Q = −5x 2 . Now
−5
R R
Pdx dx
I .F. = e =e x = x −5 .
5
∴ y −5 x −5 = x −2 + c, where c is an arbitrary constant. Which is a general solution.
2
dy
(2) Solve: x d x − y = y 2 log x.
Solution: To convert this equation in form of Bernoulli’s differential equation we divide both sides by x
we get
dy 1 log x 2
− y= y .
dx x x
dy
Now comparing with the general form of Bernoulli’s differential equation dx + P y = Q y n , we get P =
log x
− x1 ;Q = x with n = 2. Therefore the solution is given by
R Z R
1−n (1−n)P d x
y e = (1 − n)Qe (1−n)P d x + c.
2.5. BERNOULLI’S DIFFERENTIAL EQUATIONS. 15
log x
Z
∴ y −1 x =xd x + c. −1
x
1
Z Z
∴ − log xd x + c =⇒ −[log xx − xd x] + c.
x
∴ x = y(c + x − x log x). Which is a general solution of the given differential equation.
dy
Remark 2.11. The general form of Bernoulli’s differential equation dx + P y = Q y n ; n ∈ R \ {0} is given
by
dy
f 0 (y) + f (y)P = Q.
dx
dy
In order to solve this we put u = f (y) we get dd ux = f 0 (y) d x in general form we get du
dx + Pu = Q, which is
linear differential equation. Let us see the following examples to understand.
dy
Examples 2.12. (1) Solve: sin y d x + x cos y = x.
du dy
Solution: Here u = cos y and dx = − sin y d x . Substitute these values in given differential equation we
get
du
− xu = −x.
dx
Which is linear differential equation in variable v. Therefore solution is given by
Z
u(I .F.) = Q(I .F.)d x + c.
Z
−x 2 −x 2
ue 2 = (−x)e 2 d x + c.
1 x2
cos y = + ce 2 . Which is a general solution.
2
dy y y
(2) Solve: d x + x log y = x (log y)2 .
Solution: Divide both sides by y we get
1 dy 1 1
+ log y = (log y)2 .
y dx x x
1 dy du
Now put u = log y, we get y dx = dx . Substitute these values in above equation we get
d u u u2 1 du 1 1 1
+ = =⇒ 2 + =
dx x x u dx x u x
1
. Which is in the form of Bernoulli’s differential equation. By putting u = t and solving it we get
(log y)−1 = 1 + cx which is general solution of given differential equation.
Exercise-III
dy
1. dx + y cos x = sin x cos x (Ans: y = sin x + ce − sin x − 1.)
dy 2
2. dx + 2x y = 2x, also y = 3 when x = 0 obtain a particular solution. (Ans: y = 1 + ce −x and P.S.
2
isy = 1 + 2e −x .)
dy
3. dx + y tan x = sec x. (Ans: y = sin x + c cos x.)
dy
4. cos2 x d x + y = tan x. (Ans: y = tan x − 1 + ce − tan x .)
−1
x
5. (1 + x 2 )d y = (tan−1 x − y)d x. (Ans: y = tan−1 x − 1 + ce − tan .)
dy x2 x 2
6. x d x + 2y = x 2 log x. (Ans: y = 4 log x − 16 + c x −2 .)
dy
7. dx + y cot x = 5e cos x . (Ans: y sin x = −5e cos x+c .)
dy
9. (x + 2y 3 ) d x = y. (Ans: x = y 3 + c y.)
dy
10. x log x d x + y = 2 log x. (Ans: y log x = (log x)2 + c.)
dy
11. dx + y tan x = y 3 sec x. (Ans: cos2 x = y 2 (c + 2 sin x))
dy −y 2
12. x y(1 + x y 2 ) d x = 1. (Ans: x1 = (2 − y 2 ) + ce 2 .)
dy cos x
(Ans: y 2 = cos2 x c + log tan x4 + x2 .)
£ ¡ ¢¤
13. dx + y tan x = y .
dy
14. sec2 y d x + x tan y = x 3 . (Ans: tan y = x 3 − 3x 2 + 6x − 6 + ce −x .)
−x 2
15. (x 3 y 3 + x y)d x = d y. (Ans: y −1 = 2 − x 2 + ce 2 .)
dy
16. dx + y cos x = y 3 sin 2x. (Ans: y −2 = 2 sin x + 1 + ce 2 sin x .)
dy p
17. x d x = y − y. (Ans: 4c 2 x = (y − 1 − c 2 x)2 .)
dy
18. x 3 d x − x 2 y + y 4 = 0. (Ans: y 3 (3x + c) = x 3 .)
dy
19. dx + y log y = x ye x . (Ans: x log y = (x − 1)e x + c.)
2.6. EXACT DIFFERENTIAL EQUATIONS. 17
∂f ∂f
dx + d y = Md x + N d y.
∂x ∂y
In other words if a differential equation can be obtain by direct differentiation of its solution, then we
call it an exact differential equation.
Necessary and Sufficient Condition for differential equation M (x, y)d x + N (x, y)d y = 0 to be exact:
Theorem 2.14. The necessary and sufficient condition for the differential equation M (x, y)d x+N (x, y)d y =
0 to be exact is
∂M ∂N
= .
∂y ∂x
∂M ∂N
Where ∂y and ∂x denotes the partial derivatives of M and N with respect to y and x respectively.
In order to solve an differential equation of the type M (x, y)d x + N (x, y)d y = 0, first check the condi-
tion of exactness, ∂M ∂N
∂y = ∂x . If the condition satisfied, then the given differential equation is exact and
solution is given by
Z Z
¡ ¢
Md x + Terms in N which are independent of x d y = c.
y constant
∂M ∂N
∴ = −a and = −a.
∂y ∂x
Therefore the given differential equation is an exact differential equation. The solution is given by
Z Z
¡ ¢
Md x + Terms in N which are independent of x d y = c.
y constant
Z Z
2
∴ (x − a y)d x + y 2d y = c
y constant
x3 y3
∴ − ayx + = c.
3 3
x 3 + y 3 − 3ax y = 3c. Which is a general solution.
18 CHAPTER 2. DIFFERENTIAL EQUATIONS OF FIRST ORDER AND FIRST DEGREE.
∂M ∂N
∴ = cos x + cos y + 1 = .
∂y ∂x
Therefore the given differential equation is an exact differential equation. The solution is given by
Z Z
¡ ¢
Md x + Terms in N which are independent of x d y = c.
y constant
Z Z
∴ (y cos x + sin y + y)d x + 0d x = c.
y constant
become exact, then f (x, y) is called an integrating factor denoted by I .F. For example, the differential
dy dy
equation x d x + 2y + 3x = 0 is not exact, but by multiplying with x we getx 2 d x + 2y x + 3x 2 = 0 which is
an exact differential equation. Thus, here integrating factor is x.
∂M
∂y
− ∂N
∂x
R
f (x)d x
2. If N is only function of x say f (x), then e will be an integrating factor.
∂M
∂y
− ∂N
∂x
R
g (y)d y
3. If M is only function of y say g (y), then e will be an integrating factor.
4. If given differential equation is of the form f 1 (x, y)yd x + f 2 (x, y)xd y = 0, then integrating factor
1
will be M x−N y , where M x − N y 6= 0.
1
∴ I .F.[M (x, y)d x + N (x, y)d y] = [(x y sin(x y) + cos(x y))yd x + (x y sin(x y) − cos(x y))xd y]
2x y cos(x y)
is now reduced to exact differential equation. Thus, solution is given by,
y 1 1
Z Z
tan(x y) + dx − d y = log c,
y constant 2 2x 2y
where c is an arbitrary constant.
y log sec(x y) 1 1
∴ + log x − log y = log c.
2 y 2 2
x
∴ log sec(x y) + log = 2 log c
y
x = c 0 y cos(x y), which is a general solution.
(3)Solve: x 2 yd x − (x 3 + y 3 )d y = 0.
Solution: Comparing the given differential equation with M (x, y)d x + N (x, y)d y = 0, we get M (x, y) =
x 2 y and N (x, y) = −(x 3 + y 3 ). Here ∂M 2 2 ∂N
∂y = x 6= −3x = ∂x , therefore the given differential equation is
not exact. Notice that given differential equation is homogeneous differential equation. Hence, I .F =
1 −1
M x+N y = y 4 .
−1
∴ I .F.[M (x, y)d x + N (x, y)d y] = 4 [x 2 yd x − (x 3 + y 3 )d y]
y
is now reduced to exact differential equation. The solution is given by
−x 2 1
Z Z
dx + d y = log c,
y y
y constant
1. Check the exactness of the following differential equations and solve it.
3. (x y cos(x y) + sin(x y))d x + (cos x sin y + sec2 y)d y = 0. (Ans: x sin(x y) + e y = c.)
4. (2x y + y + − tan y)d x + (x 2 − x tan2 y + sec2 y)d y = 0. (Ans: x 2 y + x y − x tan y + tan y = c.)
2 2 2
5. (y 2 e x y + 4x 3 )d x + (2x ye x y − 3y 2 )d y = 0. (Ans: e x y + x 4 − y 3 = c.)
2x y 2 −3x 2
8. y3
d x + y4 d y = 0. (Ans: x 2 − y 2 = c y 3 .)
10. (sin x sin y + sec2 x)d x + (tan2 y − cos x cos y)d y = 0. (Ans: tan x − cos x sin y + tan y − y = c.)
x3
2. x 2 yd x − (x 3 + y 3 )d y = 0. (Ans: y = ce 3y 3 .)
x
4. yd x + (y − x)d y = 0. (Ans: ye y = c.)
20
21
Index 3
Dierential Equation of First order
and Higher degree.
The general form of differential equation of first order and higher degree is
¶n ¶n−1 ¶n−2
dy dy dy dy
µ µ µ
+ P1 + P2 + . . . + P n−1 + P n = 0.
dx dx dx dx
dy
Where each P i is a function of x and y. If dx = p, then the general form reduces to
Hence it also can be written as F (x, y, p) = 0. In this chapter we study following methods of solving
differential equation of first order and higher degree.
Method of solving differential equation of the form F (x, y, p) = 0.
Now comparing each factor with zero we get p − f i (x, y) = 0, where i = 1, 2, . . . , n. Which is linear differ-
ential equation. Suppose solution of p − f i (x, y) = 0 is given by F i (x, y, c i ) = 0. Where c i is an arbitrary
constant. Instead of taking different c i ’s in the general solution of p − f i (x, y) = 0 if we take only one c
in all, then it makes no difference in general solution. Therefore general solution p − f i (x, y) = 0 will be
F i (x, y, c) = 0. Then general solution of equation (3.1) is given by F 1 (x, y, c)F 2 (x, y, c) · · · F n (x, y, c) = 0.
Thus, differential equation of n degree and first order having linear factor p − f i (x, y) = 0 are known
as solvable for p.
p[x y p 2 + (x 2 − 2y 2 )p − 2x y] = 0.
∴ p[x y p 2 + x 2 p − 2y 2 p − 2x y] = 0.
∴ p(xp − 2y)(y p + x) = 0.
Comparing these three linear factor with zero we get
1. p = 0 =⇒ y − c = 0.
dy
2. xp − 2y = 0 =⇒ y = 2 dxx =⇒ y = c x 2 .
3. y p + x = 0 =⇒ yd y + xd x = 0 =⇒ x 2 + y 2 − 2c = 0.
Therefore, the general solution is given by multiplying these three solutions of linear factors of given
equation. ∴ (y − c)(y − cx 2 )(x 2 + y 2 − 2c) = 0. Which is a general solution.
dy y
(2)Solve: d x − dd xy = xy − x .
dy x y
Solution: put p = dx we get p − p1 = y − x.
y x
µ ¶
∴ p2 + p − − 1 = 0.
x y
y´ x
³ µ ¶
∴ p+ p− = 0.
x y
Now comparing the linear factors with zero we get
dy y
1. dx + x = 0 =⇒ xd y + yd x = 0. =⇒ d (x y) = 0 =⇒ x y = c
dy y
2. dx − x = 0 =⇒ xd y − yd x = 0. =⇒ x 2 − y 2 = c
3.2. DIFFERENTIAL EQUATIONS WHICH ARE SOLVABLE FOR y. 23
Thus, the general solution can be obtained by multiplying the general solutions of the linear factors of
given differential equation.
(x y − c)(x 2 − y 2 − c) = 0.
Exercise-V
dy 1 1 dp a ax d p
= p+ x + − .
dx 2 2 d x 2p 2p 2 d x
24 INDEX 3. DIFFERENTIAL EQUATION OF FIRST ORDER AND HIGHER DEGREE.
ax d p 1 a
µ ¶
1 1
∴p= p+ x− 2 + .
2 2 p dx 2 p
ax d p a dp dp
µ ¶
p= x− 2 + =⇒ p 3 − p 2 x + ax − ap = 0.
p dx p dx dx
dp
µ ¶
3
∴ (p − a) p − x = 0.
dx
dp
∴ p −x = 0 or p 3 − a = 0.
dx
dp dx
∴ = =⇒ log p = log x + log c.
p x
∴ p = c x.
Now, substitute p = cx in y = 12 xp + 21 ax 1 2 1a
p we get, y = 2 c x + 2 c . Which is a general solution.
3
(2) xp − y + x 2 = 0.
Solution:The given equation can be express in the form y = f (x, p). Therefore it is solvable for y. y =
3
xp + x 2 . Differentiate with respect to x we get,
dy dp 3 1
= p +x + x2.
dx dx 2
dp 3 1 dp 3
∴ p = p +x + x 2 =⇒ + p = 0.
dx 2 dx x
3 dx p
Z Z
∴ dp + p = c =⇒ p + 3 x = c.
2 x
p
∴ p = c − 3 x.
3
Now to eliminate p, substitute its value in equation y = xp + x 2 we get,
3
y = cx − 2x 2 . Which is general solution.
dy 1 dp dp
= p = +p +x +p .
dx 2 dx dx
dp 1
∴ (x + p) + = 0.
dx 2
dp du
Now put x + p = u we get 1 + d x = dx .
du
µ
¶
1
∴u − 1 + = 0.
dx 2
3.3. DIFFERENTIAL EQUATIONS WHICH ARE SOLVABLE FOR x. 25
d u 2u − 1 2u
∴ = =⇒ d u = d x.
dx 2u 2u − 1
Z µ ¶ Z
1
∴ 1+ + d x + c.
2u − 1
1
∴ u + log(2u − 1) = x + c.
2
1
∴ x + p + log(2x + 2p − 1) = x + c.
2
1
∴ 2p + log(2x + 2p − 1) = c.
2
∴ 2x + 2p − 1 = e 2p−c .
1
∴ x = e 2p−c + 1 − p.
2
Here we can not eliminate p from above equation. Hence, the general solution can be obtained from
y = 12 x + xp + 12 p 2 and x = 12 e 2p−c + 1 − p.
dx 1 1 y dp dp
∴3 =3 = − 2 + 2y p + y 2 .
dy p p p dy dy
y dp
µ ¶
2 2
∴ 2y p − + y − 2 = 0.
p p dy
dp
∴ 2p(y p 2 − 1) + y(y p 2 − 1)= 0.
dy
dp
µ ¶
2
∴ (y p − 1) 2p + y = 0.
dy
26 INDEX 3. DIFFERENTIAL EQUATION OF FIRST ORDER AND HIGHER DEGREE.
dp
We ignore y p 2 − 1 = 0 we get and consider 2p + y d y = 0.
dp dy
∴ +2 = 0.
p y
Exercise-VI
4. y + px = p 2 x 4 . (Ans:x y = c 2 x − c.)
6. y = 2px − p 2 . (Ans:x = 32 p + cp −2 ; y = 13 p 2 + 2c
p .)
· q ¸
a
12. x 2 = a 2 (1 + p 2 ). (Ans:x = a
p p p
1 + p 2; y = 2 p 1 + p 2 − log(p + p+ p 2 + 1) + c.)
1 p2
13. p 2 = (p − 1)y. (Ans:x = log(p − 1) + p−1 + c; y = p−1 .)
p p 1
14. x = 1+p 2
+ tan−1 p. (Ans:x = x = 1+p 2
+ tan−1 p; y = c − 1+p .)
It is easy to see that Clairaut’s differential equation y = px + f (p) is solvable for y. Hence, in order to
solve we differentiate with respect to x on both sides we get,
dy dp dp
= p = p +x + f 0 (p) .
dx dx dx
dp
=⇒ ( f 0 (p) + x) = 0.
dx
dp
=⇒ = 0 or x + f 0 (p) = 0.
dx
dp dy
By taking the case d x = 0 we get p = d x = c. Where c is an arbitrary constant. Thus, by eliminating
p from Clairaut’s equation we have the family of straight lines given by y = c x + f (c), as the general
solution of Clairaut’s differential equation. The later case x + f 0 (p) = 0 defines only one solution y(x)
, so-called singular solution, whose graph is the envelope of the graphs of the general solutions. The
singular solution is usually represented using parametric notation, as (x(p), y(p)), where p represents
dy
dx .
x2 d v x2 d v 2
µ ¶ µ ¶
x2 y − =y 2 .
y du y du
dv dv 2
µ ¶
y 2 − x2 = .
du du
dv dv 2
µ ¶
v =u + .
du du
28 INDEX 3. DIFFERENTIAL EQUATION OF FIRST ORDER AND HIGHER DEGREE.
dv
Which is Clairaut’s differential equation. Hence, the general solution can be obtained by taking du = c.
Hence v = cu + c 2 and y 2 = cx 2 + c 2 is the general solution.
(2) Solve: sin px cos y = cos px sin y + p.
Solution: The given differential equation is not of the Clairaut’s form. Notice that,
.
px − y = sin−1 p.
y = px + sin−1 p, which is in Clairaut’s form.
p = c =⇒ y = c x + sin−1 c, which is a general solution.
(3)Solve: e 4x (p − 1) + e 2y p 2 = 0.
Solution: The given differential equation is not of the Clairaut’s form, but by taking e 2x = u and e 2y = v
we can convert it into Clairaut’s form.
dv dv 2
µ ¶
v =u + . Which is in Clairaut’s form.
du du
dv
= c =⇒ v = uc + c 2 =⇒ e 2y = ce 2x + c 2 . Which is a general solution.
du
It is easy to see that Lagrange’s differential equation is solvable for y. Hence, in order to solve this
differential equation we differentiate with respect to x on both sides we get
dy dp dp
= p = f (p) + x f 0 (p) + F 0 (p) .
dx dx dx
dp
∴ p − f (p) = [x f 0 (p) + F 0 (p)] .
dx
d x x f 0 (p) + F 0 (p)
∴ = .
dp p − f (p)
dx f 0 (p) F 0 (p)
∴ = x+ .
d p p − f (p) p − f (p)
dy
Which is linear in x and p. So it can be solved by method of linear differential equation dx + P y = Q,
where P and Q are functions of x only.
Remark 3.7. 1. An equation of the form x = y f (q)+F (q), where q = dd xy is also known as Lagrange’s
differential equation and also can be solved by using method to solve differential equation which
are solvable for x.
3.5. LAGRANGE’S DIFFERENTIAL EQUATION. 29
2
R
dp
Where I .F. = e p = e 2 log p = p 2 and Q = 32 .
2 2 2 p3
Z
∴ xp 2 = p dp +c = + c. Where c is an arbitrary constant.
3 3 3
2 c
∴x= p+ .
9 p2
c
Substitute this value of x in given equation we get y = 19 p 2 + 2c 2 1 2 2c
p . Hence, x = 9 p + p 2 and y = 9 p + p is
a general solution.
Exercise:VII
1. y = px + p − p 2 . (Ans:y = cx + c − c 2 .)
2. y = px + m m
p .(Ans:y = cx + c .)
5. y 2 p 3 − 2xp + y = 0.(Ans:y 2 = cx − 18 c 3 .)
1+p 2 p 2 +2p−1
³ ´
2
8. x + y = 1−p . (Ans:x = (1−p)2
+ k; y = (1−p)2
− k.)
1 p2
9. p 2 = (p − 1)y(Ans:x = log(p − 1) + p−1 + c; y = p−1 .)
10. e 3x (p − 1) + p 3 e 2y = 0.(Ans:e y = ce x + c 3 .)
2
5c
13. p 2 (x − 5) + (2x − y)p − 2y = 0.(Ans:y = c x − c+4 .)
y3p3
15. y 2 = x y p + x3
.(Hint: x 2 = u, y 2 = v).(Ans:y 2 = c x 2 + c 3 .)
c
16. y 2 (y − xp) = x 4 p 2 . (Hint: x = u1 , y = v1 ).(Ans: 1y = x + c 2 .)
Index 4
Higher Order Linear Dierential
Equation
d ny d n−1 y d n−2 y
+ P 1 + P 2 + · · · + Pn y = X (4.1)
d xn d x n−1 d x n−2
In equation (4.1) if X = 0, then equation is called homogeneous linear differential equation, otherwise
it said to be non-homogeneous differential equation.
30
31
In this chapter we discuss the different methods to solve linear differential equation of type (a).
Since the general solution of n th order differential equation contains n arbitrary constants, it follows,
from the above, that if y 1 , y 2 , ..., y n are n solution of (4.2), then c 1 y 1 +c 2 y 2 +· · ·+c n y n (= u) is a solution
of (4.2). This solution is called the Complementary function (C.F.) of equation (4.2).
If we denote the complementary
Suppose that y = v be any particular solution of
dn y d n−1 y
n
+ k 1 n−1 + · · · k n y = X (4.6)
dx dx
where k 1 , k 2 , ...k n are arbitrary constants.
dnv d n−1 v
Then + k 1 + · · · kn v = X (4.7)
d xn d x n−1
d n (u + v) d n−1 (u + v)
Adding (4.5) and (4.7), we have + k 1 + · · · k n (u + v) = X
d xn d x n−1
This shows that y = u + v us the complete solution of (4.6). Here y = v is called the Particular solu-
tion(P.I.) of (4.6).
∴ The general solution (G.S.) of (4.6) is y = C.F. + P.I.
Thus in order to solve the equation (4.6), we have to first find the C. F. , and then the P. I. . For a
homogeneous differential equation the C. F. and G. S. will be same.
32 INDEX 4. HIGHER ORDER LINEAR DIFFERENTIAL EQUATION
4.1 Operator ‘D `
To find the solution of linear differential equation, operator ‘D ‘ play very important role.
‘D ’ is defined as follow
d d2 n dn
D= , D2 = , ..., D =
dx d x2 d xn
dy d2y dn y
∴
= D y; = D 2 y, ..., = Dn y
dx dx 2 d xn
With this notation the equation (4.1) can be written as
Case : I If all the roots be real and different, then the G. S. of (4.8) is given by
y = c 1 e m1 x + c 2 e m2 x + · · · + c n e mn x
Case : II If two roots are equal (i .e. m 1 = m 2 ), then the G. S. of (4.8) is given by
y = (c 1 + c 2 x)e m1 x + · · · + c n e mn x
If, however, the A.E . has three equal roots (i .e. m 1 = m 2 = m 3 ), then the G. S. of (4.8) is given by
y = (c 1 + c 2 x + c 3 x 2 )e m1 x + · · · + c n e mn x
Case : III If one pair of roots be imaginary, i .e. m 1 = α + i β, m 2 = α − i β, then the G. S. of (4.8) is
given by
y = e αx (c 1 cos (βx) + c 2 sin (βx)) + c 3 e m3 x + · · · + c n e mn x
4.2. RULE TO FIND THE COMPLEMENTARY FUNCTION: 33
d2y d y
Example 4.3. Solve + − 2y = 0.
d x2 d x
d2y dy
Example 4.4. Solve +6 + 9y = 0.
d x2 dx
d 4x
Example 4.6. Solve + 4x = 0.
dt4
∴ D 4 + 4D 2 + 4 − 4D 2 = 0
∴ (D 2 + 2)2 − (2D)2 = 0
∴ (D 2 + 2 + 2D)(D 2 + 2 − 2D) = 0
∴ D 2 + 2 + 2D = 0 or D 2 + 2 − 2D = 0
p p
−2 ± −4 2 ± −4
∴ D= or
2 2
∴ D = −1 ± i or D = 1 ± i
Exercise-I
d3y x
³ ³p ´ ³ p ´´
3. +y =0 Ans. y = c 1 e −x + e 2 c 2 cos 23 + c 3 sin 23
d x3
d3y d2y dy
4. −3 +3 −y =0 Ans. y = (c 1 + c 2 x + c 3 x 2 )e x
d x3 dx 2 dx
d4y d2y
5. + 8 2 + 16y = 0 Ans. y = (c 1 + c 2 x) cos (2x) + (c 3 + c 4 x) sin (2x)
d x4 dx
d4y pa x
³ ³ ´ ³ ´´
− pa x
³ ³ ´ ³ ´´
6. + a4 y = 0 Ans y = e 2 c 1 cos pa + c 2 sin pa +e 2 c 3 cos pa + c 4 sin pa .
d x4 2 2 2 2
4
d x
Que : 2 If = m 4 y, show that x = c 1 cos (mt ) + c 2 sin (mt ) + c 3 cosh (mt ) + c 4 sinh (mt ).
dt4 ³ ´
x −x
e x +e −x
Hint: Use sinh x = e −e 2 and cosh x = 2
1 R
2. X = X dx.
D
1
Let X = y.
D
1 dy
Operating by D, D X = D y. i .e. X = dx .
D R
Integrating both the sides w.r.t. x, we get y = X d x.
1 R
Thus X = X d x.
D
1
X = eax Xe−ax dx.
R
3.
D−a
1
Let X = y.
D −a
1 dy
Operating by D − a, (D − a) X = (D − a)y. ⇒X = dx − a y.
D −a
dy
i.e. − a y = X , which is a linear equation in first order.
dx
So solution is ye −ax = X e −ax d x ⇒ y = e ax X e −ax d x.
R R
4.4. RULES FOR FINDING THE PARTICULAR INTEGRAL 35
1
X = y = e ax X e −ax d x.
R
Thus
D −a
1
Example 4.7. Find e 2x .
D 2 + 2D − 15
1 1
Sol. e 2x = e 2x
D 2 + 2D − 15 (D + 5)(D − 3)
1 1
= e 2x
(D + 5) (D − 3)
µ ¶
1 1
Z Z
= e 3x
e −3x e 2x d x ∵ X = e ax Xe −ax
d x.
(D + 5) D −a
1
=− e 2x
(D + 5)
Z
= −e −5x e 5x e 2x d x
1
= − e 2x
7
1 1
∴ P. I. = X= X
Dn + k 1 D n−1 + · · · + k n f (D)
1 1
If f (a) = 0 and f 0 (a) = 0, then 2
cos (ax + b) = x 2 00 cos (ax + b), provided f 00
(−a 2 ) 6= 0,
f (D ) f (−a 2 )
and so on.
d 2y dy
Example 4.8. Solve 2
−5 + 6y = e 4x
dx dx
Sol. Here given differential equation is non-homogeneous. So general solution is y = C. F. + P. I.
d 2y dy
To find C. F. consider the equation 2
−5 + 6y = 0.
dx dx
d
Let D = . Then this equation reduces to (D 2 − 5D + 6)y = 0.
dx
And A.E. is D 2 − 5D + 6 = 0. ⇒ (D − 3)(D − 2) = 0. ⇒ D = 3, 2.
Thus C. F. = c 1 e 3x + c 2 e 2x .
And 1
P. I. = 2 e 4x
D − 5D + 6 µ ¶
1 1 1 ax
= e 4x ∵ e ax = e
16 − 20 + 6 f (D) f (a)
1 4x
= e
2
Now G. S. =C. F. +P. I. .
1
⇒ y = c 1 e 3x + c 2 e 2x + e 4x
2
d 2y dy
Example 4.9. Solve 6 2
+ 17 − 14 = sin (3x).
dx dx
Sol. Here given differential equation is non-homogeneous. So general solution is y = C. F. + P. I.
d 2y dy
To find C. F. consider the equation 6 2
+ 25 + 14 = 0.
dx dx
d
Let D = . Then this equation reduces to (6D 2 + 25D + 14)y = 0.
dx
And A.E. is 6D 2 + 25D + 14 = 0. ⇒ (3D + 2)(2D + 7) = 0. ⇒ D = − 23 , − 72 .
2 7
Thus C. F. = c 1 e − 3 x + c 2 e − 2 x .
And 1
P. I. = 2
sin (3x)
6D + 25D + 14 µ ¶
1 1 1
= sin (3x) ∵ sin (ax + b) = sin (ax + b)
6(−9) + 25D + 14 f (D 2 ) f (−a 2 )
1 1 (5D + 6)
= · · sin (3x)
5 (5D − 6) (5D + 6)
1 (5D + 6)
= · sin (3x)
5 (−45 + 6)
1
= − 405 [5D sin (3x) + 6 sin (3x)]
1
= − 405 [15 cos (3x) + 6 sin (3x)]
4.4. RULES FOR FINDING THE PARTICULAR INTEGRAL 37
Exercise-II
1 1 1
Que : 1 Find the value of (i ) e 2x . (i i ) e −3x . (i i i ) cos (2x).
D 2 + 2D − 15 D 2 + 6D − 9 D3 + D2 − D − 1
³ ´
Ans. : (i ) − 71 e 2x (i i ) 12 x 2 e −3x (i i i ) − 25
1
(2 sin (2x) + cos (2x))
1 A1 A2 An
= + +···+ .
f (D) D − m 1 D − m 2 D − mn
1
∴ P. I. = X.
f (D)
A1 A2 An
· ¸
= + +···+ X.
D − m1 D − m2 D − mn
1 1 1
= A1 X + A2 X + · · · + An X.
D − m1 D − m2 D − mn
Z Z Z
= A 1 e m1 x X e −m1 x d x + A 2 e m2 x X e −m2 x d x + · · · + A n e mn x X e −mn x d x.
µ ¶
1
Z
∵ X = e ax X e −ax d x.
D −a
This method is a general on and therefor can be applicable to obtain a particular integral in any given
case.
d 2y d y
Example 4.10. Solve + = x 2 + 2x + 4
d x2 d x
Sol. Here given differential equation is non-homogeneous. So general solution is y = C. F. + P. I.
d 2y d y
To find C. F. consider the equation + = 0. Then A.E. D 2 + D = 0. ∴ D(D + 1) = 0 ⇒ D =
d x2 d x
0, −1.
∴ C .F. = c 1 + c 2 e −x
1
And P. I. = (x 2 + 2x + 4)
D(D + 1)
1
= (D + 1)−1 (x 2 + 2x + 4)
D
1¡
1 − D + D 2 − D 3 + D 4 − · · · (x 2 + 2x + 4)
¢
=
µD ¶
1
= − 1 + D − D + D − · · · (x 2 + 2x + 4)
2 3
D
1
= (x 2 + 2x + 4) − (x 2 + 2x + 4) + D(x 2 + 2x + 4) − D 2 (x 2 + 2x + 4) + D 3 (x 2 + 2x + 4) + · · ·
ZD
= (x 2 + 2x + 4)d x − (x 2 + 2x + 4) + (2x + 2 + 0) − (2 + 0 + 0) + 0
x3
= + x 2 + 4x − x 2 − 2x − 4 + 2x + 2 − 2
3
x3
= + 4x − 4
3
x3
Thus G. S. = C. F. + P. I. ⇒ y = c 1 + c 2 e −x + + 4x − 4
3
4.4. RULES FOR FINDING THE PARTICULAR INTEGRAL 39
Sol.
1
P. I. = e 4x sin (2x)
D 2 − 4D + 3
1
= e 4x e 4x sin (2x)
(D + 4)2 − 4(D + 4) + 3
1
= e 4x sin (2x)
D 2 + 4D + 3
1
= e 4x sin (2x)
(−4) + 4D + 3
1
= e 4x sin (2x)
4D − 1
4D + 1
= e 4x sin (2x)
16D 2 − 1
4D + 1
= e 4x sin (2x)
−65
e 4x
=− [4D sin (2x) + sin (2x)]
65
e 4x
=− [8 cos (2x) + sin (2x)]
65
1
And P. I. = tan (4x)
D 2 + 16
· ¸
1 1 1
= − tan (4x)
8i D − 4i D + 4i
· ¸
1 1 1
= tan (4x) − tan (4x)
8i D − 4i D + 4i
· ¸ µ ¶
1 1
Z Z Z
4i x −4i x −4i x 4i x ax −ax
= e e tan (4x)d x − e e tan (4x)d x ∵ X =e Xe d x.
8i D −a
· ¸
1
Z Z
= e 4i x [cos (4x) − i sin (4x)] tan (4x)d x − e −4i x [cos (4x) + i sin (4x)] tan (4x)d x
8i
·
1
Z
4i x
= e [cos (4x) tan (4x) − i sin (4x) tan (4x)]d x
8i
Z ¸
−4i x
−e [cos (4x) tan (4x) + i sin (4x) tan (4x)]d x
·
1
Z
= e 4i x [sin (4x) − i sin2 (4x) cos (4x)]d x
8i
Z ¸
−4i x 2
−e [sin (4x) + i sin (4x) cos (4x)]d x
· µZ ¶
1
Z
4i x 2
= e sin (4x)d x − i sin (4x) cos (4x)d x
8i
µZ Z ¶¸
−4i x 2
−e sin (4x)d x + i sin (4x) cos (4x)d x
sin3 (4x)
· µ ¶
1 4i x cos (4x)
= e − +i
8i 4 12
sin3 (4x) f n+1 (x)
µ ¶¸ µ Z ¶
−4i x cos (4x) n 0
−e − −i ∵ f (x) f (x)d x =
4 12 n +1
· 3 ¸
1 sin (4x) 4i x
³ ´ cos (4x) 4i x
³ ´
= e + e −4i x − e − e 4i x
8i 12 4
1 sin3 (4x) ³ 4i x
· ´ cos (4x) ³ ´¸
T husG. S. =C. F. + P. I. ⇒ y = c 1 cos (4x) + c 2 sin (4x) + e + e −4i x − e 4i x − e 4i x
8i 12 4
Exercise-III
1 1 ³ ³ 2
´
e 3x
¢´
x 3 and (i i ) 2 x 2 e 3x Ans.(i ) − 12 x 3 + 3x2 + 3x 3 3
¡ 2
Que : 1 Find (i ) 2 + 4 (i i ) 4 x − 2x + 2
D −2 D − 2D + 1
Que : 2 Solve the following differential equation.
4.5. CAUCHY’S HOMOGENOUS LINEAR EQUATION 41
d 2y dy
1. 2
+2 + y = 2x + x 2 Ans. y = (c 1 + c 2 x)e −x + x 2 − 2x + 2
dx dx ³ 2 ´
3
2. (D 2 − 6D + 9)y = e 3x (1 + x) Ans. y = (c 1 + c 2 x)e 3x + e 3x x2 + x6
d 2y
3. − y = x2 − 1 Ans. y = c 1 e x + c 2 e −x − 1 − x 2
d x2
2x x
4. (6D 2 − D − 2)y = xe −x Ans. y = c 1 e 3 + c 2 e − 2
¡p ¢ ¡p ¢¤
5. (D 2 − 2D + 3)y = cos (x) + x 2 Ans. y = e x c 1 cos 2x + c 2 sin 2x
£
1
2 cos (x) − 3 sin (x) + 4x 2 + 16x 8
£ ¤
+ 12 3 +9
6. (D 3 − D)y = 2x + 1 + 4 cos (x) + 2e x Ans. y = c 1 + c 2 e x + c 3 e −x + xe x − (x 2 + x) − 2 sin (x)
ex
7. (D 4 − 1)y = e x cos (x) Ans. y = c 1 e x + c 2 e −x + c 3 cos (x) + c 4 sin (x) − cos (x)
5
d 2y dy e 3x
3 1
8. 2
−3 + 2y = xe 3x + sin (2x) Ans. y = c 1 e x + c 2 e 2x + (2x − 3) + 20 cos (2x) − 20 sin (2x)
dx dx 4
d 2y ¡p ¢ ¡p ¢ e 3x ¡ 2 12x 50 ¢
9. + 2y = x 2 e 3x + e x cos (2x) Ans. y = c 1 cos 2x + c 2 sin 2x + x − 11 + 121
d x2 11
ex
+ (4 sin (x) − cos (x))
17
e 2x ¡ 2 7x 11 ¢
10. (D 3 + 2D 2 + D)y = x 2 e 2x + sin2 (x) Ans. y = c 1 + (c 2 + c 3 x)e −x + x − 8 + 6
18
1
+ 100 (3 sin (2x) + 4 cos (2x))
xe x ¡ 2
11. (D 2 − 1)y = x sin (x) + (1 + x 2 )e x Ans. y = c 1 e x + c 2 e −x + 2x − 3x + 9 − 12 (x sin (x) + cos (x))
¢
12
Now we shall study two such forms of linear differential equation with variable co-efficient which can
be reduced to linear differential equations with constat co-efficient by suitable substitutions.
d ny n−1 d
n−1
y dy
xn n
+ k 1 x n−1
+ · · · + k n−1 x + kn y = X (4.9)
dx dx dx
where k 0 s are constants and X is a function of x, is called Cauchy’s1 homogeneous linear equation.
Such equation can be reduced to linear differential equation with constant coefficients, by putting
d
x = e t or t = log x. Then if D =
dt
dy dy dt dy 1 dy
= · = · i .e. x = D y.
dx dt dx dt x dx
1
A French mathematician Augustin-Louis Cauchy (1789-1857) who is considered as the father of modern
analysis and creator of complex analysis. He published nearly 800 reserch paper of basic importance. Cauchy
is also well known for his contribution to differential equation, in finite series, optics and elasticity.
42 INDEX 4. HIGHER ORDER LINEAR DIFFERENTIAL EQUATION
d 2y d 1 dy 1 dy 1 d dy dt 1 d y 1 d2y dt 1 d2y d y
µ ¶ µ ¶ µ ¶
= =− 2 + =− 2 + = − .
d x2 d x x d t x dt x dt dt dx x d t x d t 2 d x x2 d t 2 d t
d 2y 3
3d y
i .e. x 2 = D(D − 1)y. Similarly, x = D(D − 1)(D − 2)y and so on.
d x2 d x3
After making these substitution in (4.9), that results a linear equation with constat coefficients, which
can be solved as before.
d 2y dy
Example 4.13. Solve x 2 2
−x + y = log x
dx dx
Sol. This is a Cauchy’s homogeneous linear equation.
dy d 2y d
Put x = e t , i.e. t = log x, so that x = D y, x 2 = D(D − 1)y, where D =
dx d x2 dt
Then given equation becomes
d 2y dy
Example 4.14. Solve x 2 2
+ 4x + 2y = e x
dx dx
Sol. This is a Cauchy’s homogeneous linear equation.
dy d 2y d
Put x = e t , i.e. t = log x, so that x = D y, x 2 = D(D − 1)y, where D =
dx d x2 dt
Then given equation becomes
t t
[D(D − 1) + 4D + 2]y = e e or (D 2 + 3D + 2)y = e e (4.11)
· ¸
1 et 1 et 1 1 t
And P. I. = 2
e = e = − ee
(D + 3D + 2) (D + 1)(D + 2) (D + 1) (D + 2)
· ¸
1 t 1 t
= ee − ee
(D + 1) (D + 2)
· ¸ µ ¶
1
Z Z Z
t t
= e −t e t e e d t − e −2t e 2t e e d t ∵ X = e ax X e −ax d x.
D −a
4.6. LEGENDRE’S LINEAR EQUATION 43
Z Z
= x −1 e x d x − x −2 e x xd x ∵ et = x
¡ ¢
= x −1 e x − x −2 (xe x − e x )
= x −2 e x
d ny n−1 d
n−1
y dy
(ax + b)n n
+ k 1 (ax + b) n−1
+ · · · + k n−1 (ax + b) + kn y = X (4.12)
dx dx dx
where k 0 s are constants and X is a function of x, is called Legendre’s 2 homogeneous linear equation.
Such equation can be reduced to linear differential equation with constant coefficients, by putting
d dy dy dt dy a dy
Then if D = , = · = · i .e. (ax+b) = aD y.
d t d x d t d x d t ax + b dx
d 2y −a 2 d y a2
µ 2
d a dy a d dy dt d y dy
µ ¶ µ ¶ ¶
= = + = − .
d x 2 d x ax + b d t (ax + b)2 d t (ax + b) d t d t d x (ax + b)2 d t 2 d t
d 2y 3
3d y
i .e. (ax +b)2 = a 2
D(D −1)y. Similarly, (ax +b) = a 3 D(D −1)(D −2)y and so on.
d x2 d x3
After making these substitution in (4.12), that results a linear equation with constat coefficients.
d 2y dy
Example 4.15. Solve (1 + x)2 2
+ (1 + x) + y = 2 sin (log (1 + x))
dx dx
Sol. This is a Legendre’s homogeneous linear equation.
Put 1 + x = e t i.e. t = log (1 + x),
dy d 2y d
so that (1 + x) = D y and (1 + x)2 = D(D − 1)y, where D = .
dx d x2 dt
Then given equation becomes
Exercise-IV
d 2y dy
1. x 2 2
− 2x + 2y = x 3 Ans . c 1 x + c 2 x 2 + 0.5x 3
dx dx
d 3y 2
2d y
2. x 3 + 2x + 2y = 10(x + x −1 ) Ans . y = c 1 x −1 + x(c 2 cos (log x) + c 3 sin (log x))
d x3 d x2
+5x + 2x −1 log x
2
d y dy
3. x 2 2
− 2x − 4y = x 4 Ans . y = c 1 x 4 + c 2 x −1 + (0.2)x 4 log x
dx dx
d 2y dy
4. x 2 2
− 3x + 4y = (1 + x)2 Ans . y = (c 1 + c 2 log x)x 2 + 41 + 2x + 12 x 2 (log x)2
dx dx
d 2y
− 2x −1 y = x + x −2 Ans . y = c 1 x 2 + c 2 x −1 + 13 x 2 − x1 log x
¡ ¢
5. x
d x2
d 2 y −1 d y
6. x = 12x −2 log x Ans . y = c 1 log x + c 2 + 2(log x)3
d x2 dx
d 2y dy h p p i
7. (5 + 2x)2 2
− 6(5 + 2x) + 8y = 2(2x + 5)2 Ans . y = (5 + 2x)2 c 1 (5 + 2x) 2 + c 2 (5 + 2x) 2
dx dx
−(5 + 2x)2
2
d y dy 3
8. (2x + 3)2 2
− (2x + 3) − 12y = 6x Ans . y = c 1 (2x + 3)a + c 2 (2x + 3)b − 14 (2x + 3)
dx dx p
3± 57
where a, b = 4
d 2y d +y
9. (1 + x)2 + (1 + x) 4 = 4 cos (log (1 + x)) Ans . y = c 1 cos (t ) + c 2 sin (t ) + 2t sin (t )
d x2 d x+
where t = log (1 + x)
d 2y dy
10. (3x + 2)2 2
+ 3(3x + 2) − 36y = 3x 2 + 4x + 1 Ans . y = c 1 (3x + 2)2 + c 2 (3x + 2)−2
dx dx
1
+ 108 [(3x + 2)2 log (3x + 2)]
Definition 4.16. Polar Co-ordinates: Angle θ in polar co-ordinate system is directed angle, meaning
angle can be positive or negative. Anticlockwise means positive, clockwise means negative.
In polar co-ordinate system, if r is constant then a circle can be drawn and if θ is constant then a ray is
obtained.
OP = |r |
=⇒ OP 2 = r 2
=⇒ (x − O)2 + (y − O)2 = r 2
=⇒ x 2 + y 2 = r 2 (4.14)
m ∠POM = θ
x y
=⇒ cos θ = r and sin θ = r
=⇒ x = r cos θ and y = r sin θ (4.15)
Example 4.18. Find the cartesian co-ordinates of the following polar points. Also plot the points
p
1 ( 2, π4 )
2 (2, π6 )
3 (2, −π
3 )
4 (−2, −π
4 )
Sol.
46 INDEX 4. HIGHER ORDER LINEAR DIFFERENTIAL EQUATION
p π
1 Here A(
p 2, 4 )π
∴ r = 2, θ = 4
Now xp= r cos θ, yp= r sin θ p p
∴ x = 2 cos π4 = 2( p12 ) and y = 2 sin π4 = 2( p12 ).
∴ (x, y) = (1, 1)
2 Here A(2, π6 )
∴ r = 2, θ = π6
Now x = r cos θ, yp= r sin θ
∴ x = 2 cospπ6 = 2( 3
2 ) and y = 2 sin π6 = 2( 21 ).
∴ (x, y) = ( 3, 1).
1 (1, 1)
p
2 ( 3, 1)
p
3 (− 3, −1)
4 (−2, −2)
Sol.
p
1 Here (x, y) = (1, 1) =⇒ x = 1, y = 1. Now x 2 + y 2 = r 2 =⇒ r 2 = 1 + 1 =⇒ r = 2.
y
Now cos θ = xr and sin θ = r .
∴ cos θ = p2 and sin θ = p2 . Hence θ = π4 .
1 1
p
∴ (r, θ) = ( 2, π4 ).
p p
2 Here (x, y) = ( 3, 1) =⇒ x = 3, y = 1. Now x 2 + y 2 = r 2 =⇒ r 2 = 3 + 1 =⇒ r = 2.
y
Now cos θ = xr and sin θ = r .
p
∴ cos θ = 23 and sin θ = 12 . Hence θ = π6 .
∴ (r, θ) = (2, π6 ).
4.7. RELATION BETWEEN CARTESIAN AND POLAR CO-ORDINATES 47
p p
3 Here (x, y) = (− 3, −1) =⇒ x = − 3, y = −1. Now x 2 + y 2 = r 2 =⇒ r 2 = 3 + 1 =⇒ r = 2.
y
Now cos θ = xr and sin θ = r .
p
∴ cos θ = − 23 and sin θ = − 21 . Hence θ = 7π
6 .
7π
∴ (r, θ) = (2, 6 ).
p
4 Here (x, y) = (−2, −2) =⇒ x = −2, y = −2. Now x 2 + y 2 = r 2 =⇒ r 2 = 4 + 4 =⇒ r = 2 2.
y
Now cos θ = xr and sin θ = r .
∴ cos θ = − 2p2 2 and sin θ = − 2p2 2 . ∴ cos θ = − p12 and ∴ sin θ = − p12 . Hence θ = 5π
4 .
p 5π
∴ (r, θ) = (2 2, 4 ).
Proof. Let A(r 1 , θ1 ) and (r 2 , θ2 ) are two points in polar co-ordinate systems.
The cartesian co-ordinates of A and B are A(r 1 cos θ1 , r 1 sin θ1 ), B (r 2 cos θ2 , r 2 sin θ2 ). Now
q
AB = (r 1 cos θ1 − r 2 cos θ2 )2 + (r 1 sin θ1 − r 2 sin θ2 )2
q
= r 12 cos2 θ1 − 2r 1 r 2 cos θ1 cos θ2 + r 22 cos2 θ2 + r 12 sin2 θ1 + r 22 sin2 θ2 − 2r 1 r 2 sin θ1 sin θ2
q
= r 12 + r 22 − 2r 1 r 2 (cos θ1 cos θ2 + sin θ1 sin θ2 )
q
AB = r 12 + r 22 − 2r 1 r 2 cos(θ1 − θ2 )
Theorem 4.21. Obtain the formula for the area of 4ABC in polar co-ordinate system.
Proof. Let A(r 1 , θ1 ), B (r 2 , θ2 ) and C (r 3 , θ3 ) be the vertices of the 4ABC . Hence the cartesian co-
ordinate A, B and C are A(r 1 cos θ1 , r 1 sin θ1 ), B (r 2 cos θ2 , r 2 sin θ2 ) and C (r 3 cos θ3 , r 3 sin θ3 ).
¯ r 1 cos θ1 r 1 sin θ1
¯ ¯
1 ¯
1¯
4ABC = 2 ¯ r 2 cos θ2 r 2 sin θ2
¯ ¯
1 ¯
¯
¯ r cos θ r 3 sin θ3 1 ¯
3 3
Theorem 4.22. Obtain the equation of line passing through A(r / − 1, θ1 ) and B (r 2 , θ2 ).
Proof. The cartesian co-ordinates of A and B are A(r 1 cos θ1 , r 1 sin θ1 ), B (r 2 cos θ2 , r 2 sin θ2 ). The carte-
←→
sian equation of AB is
¯ ¯
¯ x y 1 ¯¯
¯
¯ x1 y 1 1 ¯ = 0
¯ ¯
¯ x
2 y2 1
¯
48 INDEX 4. HIGHER ORDER LINEAR DIFFERENTIAL EQUATION
←→
In polar co-ordinates, the equation of AB is,
¯ r cos θ r sin θ
¯ ¯
1 ¯
¯ r 1 cos θ1 r 1 sin θ1
¯ ¯
¯ 1 ¯=0
¯
¯ r cos θ r 2 sin θ2 1 ¯
2 2
=⇒ (r 1 cos θ1 r 2 sin θ2 − r 1 r 2 cos θ2 sin θ1 ) − (r cos θr 2 sin θ2 − r r 2 cos θ2 sin θ) + (r r 1 cos θ sin θ1 − r r 1 cos θ1 sin θ) = 0
=⇒ r 1 r 2 sin(θ2 − θ1 ) − r r 2 sin(θ2 − θ) + r r 1 sin(θ1 − θ) = 0
sin(θ2 − θ1 ) sin(θ2 − θ) sin(θ1 − θ)
=⇒ = −
r r1 r2
sin(θ1 − θ2 ) sin(θ − θ2 ) sin(θ − θ1 )
=⇒ = −
r r1 r2
Proof. Let p be the perpendicular distance from the pole to a line L in the polar plane. Draw OM ⊥
L, M ∈ L. Let m ∠MOX = α. The polar co-ordinates of M is M (p, α).
Let P (r 1 θ) be a point on the line L other than M .
∴ OP distance is r and m ∠POX = θ.
∴ m ∠POM = θ − α or α − θ = ±θ − α = |θ − α|. From the right-angled 4POM ,
OM
cos(∠POM ) =
OP
=⇒ OM = OP cos(±θ − α)
=⇒ p = r cos(θ − α) (∵ cos θ = cos(−θ))
4.8 Deductions:
1 If O ∈ L, then P = O. Hence r cos(θ − α) = 0. That is if pole is on line L, then r cos(θ − α) = 0 is
the equation of line passing through pole.
←→
2 If L ⊥ OX , then α = 0. Hence p = r cos(θ − 0).
∴ p = r cos θ.
←→
3 If L ∥ OX , then α = π2 . Hence p = r cos(θ − π2 ) = r sin θ. Equation of line will be p = r sin θ.
←→
4 If L = OX , then p = 0 and α = π2 . Hence the equation of line will be r sin θ = 0.
pi 7π
Example 4.24. Prove that the points (6, 0), (3, 2 ) and (−3, 3 ) are non-collinear.
4.8. DEDUCTIONS: 49
Sol. The polar equation of a line passing through (6, 0), (3, π3 ) and (−3, 7π
3 ) is,
¯ ¯¯ 6(1) 6(0)
¯
1 ¯¯
¯ r cos θ r sin θ
¯
1 ¯ ¯ p
¯ r 1 cos θ1 r 1 sin θ1 3( 12 ) 3( 2p3 ) 1 ¯
¯ ¯ ¯
1 ¯=¯ ¯
¯ ¯ ¯
¯ r cos θ r 2 sin θ2 −3( 12 ) −3( 23 ) 1 ¯
¯
2 2 1 ¯ ¯
¯ ¯
¯
¯ 6 0
p
1 ¯
¯
3 3
=¯ 3 1
¯ ¯
2 2p ¯
3
¯ ¯
3
¯ − 2 −3 2 1 ¯
¯ ¯
¯
¯ 6 0
p
1 ¯
¯
=¯ 3 3
3 1
¯ ¯
2 2
¯
¯ ¯
¯ 0 0 2 ¯
p
= 2(18 23 )
p
= 18 3
6= 0