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Ch. 2
Ch. 2
CHAPTER TWO
Examples of DEs
𝑑𝑦 𝑑2𝑦 𝑑𝑦
a. = 𝑘𝑥𝑦 c. +2 − 8𝑦 = 0
𝑑𝑥 𝑑𝑥 2 𝑑𝑥
𝑑𝑦 1+𝑥 2 𝜕𝑧 𝜕𝑧
b. = d. + = 𝑘𝑧
𝑑𝑥 1−𝑦 2 𝜕𝑥 𝜕𝑦
Definition. Equations which involve only one independent variable are called Ordinary
Differential Equations(ODE).
Examples of ODEs
𝑑2 𝑞 𝑑𝑞 𝑞
a. 𝑦 ′′ − 𝑦 ′ + 𝑥 = 0 c. 𝐿 2 + 2 𝑑𝑡 + 𝑐 = 𝐸𝑠𝑖𝑛(𝑤𝑡)
𝑑𝑡
𝑑2 𝑦 𝑑𝑦 2 2
b. 𝑐𝑜𝑠𝑥 𝑑 𝑥 2 + 𝑠𝑖𝑛𝑥 𝑑𝑥 + 8𝑦 = 𝑡𝑎𝑛𝑥 d. 𝑦 = 𝑥𝑦 ′ + 𝑦 ′
Definition. An equation involving the partial derivatives of one or more dependent variables of
two or more independent variables is called partial differential equation(PDE).
Examples of PDEs
𝜕𝑢 𝜕𝑣
a. = − 𝜕𝑥
𝜕𝑦
𝜕2𝑢 𝜕2𝑢 𝜕𝑢
b. = − 2 𝜕𝑡
𝜕𝑥2 𝜕𝑡2
Definition. The order of a differential equation is the order of the highest derivatives involved in
the differential equation.
Examples
𝑑𝑦
a. = 2𝑦 first order DE.
𝑑𝑥
𝑑2𝑦 𝑑𝑦 𝑦
b. . + 2 𝑑𝑡 + 4 = 𝑐𝑜𝑠𝑡 second order DE
𝑑𝑡 2
𝜕4𝑢 𝜕 3𝑢
c. 𝑎2 𝜕 𝑥 4 + 𝜕 𝑥 3 = 0 fourth order DE.
Definition. An 𝑛𝑡 order differential equation is said to be linear if it has of the form
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 𝑛
+ 𝑎 𝑛 −1 𝑥 𝑛−1
+ ⋯ + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 𝑔 𝑥 , with 𝑎𝑛 𝑥 ≠ 0.
𝑑𝑥 𝑑𝑥 𝑑𝑥
Examples
𝑑𝑦
a. 𝑥 𝑑𝑥 + 𝑦 = 0
b. 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0
𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦
c. 𝑥 3 − 𝑥2 + 3𝑥 + 5𝑦 = 𝑒 𝑥 are linear first, second and third-order ODEs,
𝑑𝑥3 𝑑𝑥2 𝑑𝑥
respectively.
Examples
𝑑3𝑦
a. + 𝑦2 = 0 non-linear third order ODE
𝑑𝑥 3
b. 𝑦𝑦 ′ + 2𝑦 + 𝑦 = 1 + 𝑥 2 non-linear first order ODE
𝑑𝑦 𝑑2𝑦 2
c. = 1+ non-linear second order ODE
𝑑𝑥 𝑑𝑥2
Exercise 2.1
1. Write the order and the degree of the following differential equations.
3
3
𝑑2𝑦 𝑑𝑦 2 2 𝑑2𝑦 𝑑2𝑦 𝑑𝑦 4
a. + 𝑎2 𝑥 = 0 𝑏. 1+ = 𝑐. 𝑥 2 +𝑦 + 𝑦4 = 0
𝑑𝑥 2 𝑑𝑥 𝑑𝑥 2 𝑑𝑥2 𝑑𝑥
The differential equation can be formed by differentiating the ordinary equation and eliminating
the arbitrary constants.
Definition. Any function 𝑓 defined on some interval 𝐼 which when substituted in to a differential
equation reduces the equation to an identity, is said to be a solution of the equation on the
interval.
Examples
1. Verify that the indicated function is a solution of the given differential equation. Where
appropriate, 𝑐1 and 𝑐2 denote constants.
a. 𝑦 ′ = 1 + 𝑥 𝑙𝑛𝑥 + 1 − 𝑦; 𝑦 = 𝑥𝑙𝑛𝑥 + 𝑐1 𝑒 −𝑥 .
Solution
𝑦 ′ = 𝑙𝑛𝑥 + 1 − 𝑐1 𝑒 −𝑥 .
b. 𝑦 ′′ + 𝑦 ′ 2
= 0; 𝑦 = 𝑙𝑛 𝑥 + 𝑐1 + 𝑐2 .
Solution. Find the first and the second derivatives of the function
𝑦 = 𝑙𝑛 𝑥 + 𝑐1 + 𝑐2 with respect to 𝑥.
1 −1
Thus 𝑦 ′ = and 𝑦 ′′ = .
𝑥+𝑐1 𝑥+𝑐1 2
−1 1 2
⇒ 2 + =0
𝑥+𝑐1 𝑥+𝑐1
−1 1
⇒ 2 + =0
𝑥+𝑐1 𝑥+𝑐1 2
⇒ 0 = 0.
Solution
𝑑𝑦 𝑑2𝑦
= −𝑎𝑠𝑖𝑛𝑥 + 𝑏𝑐𝑜𝑠𝑥 and = −𝑎𝑐𝑜𝑠𝑥 − 𝑏𝑠𝑖𝑛𝑥 = − 𝑎𝑐𝑜𝑠𝑥 + 𝑏𝑠𝑖𝑛𝑥
𝑑𝑥 𝑑𝑥2
𝑑2𝑦
⇒ = −𝑦.
𝑑𝑥2
𝑑2𝑦
Hence, the required differential equation is + 𝑦 = 0.
𝑑𝑥 2
b. 𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑐𝑜𝑠𝑥.
Solution. Find the first and the second derivatives of the function
3. A series circuit contains a resistor, inductor and capacitor, shown in the figure. Determine
the DE for the charge on the capacitor if the inductance is 𝐿, the resistor is 𝑅, 𝐶 is the
capacitance and the impressed voltage is 𝐸 𝑡 .
L
Figure 2.1
Solution
Kirchhoff’s second law states that the sum of the voltage drops across each part of the circuit is
the same as the impressed voltage 𝐸 𝑡 .
That is; 𝑉𝐿 + 𝑉𝑅 + 𝑉𝐶 = 𝐸 𝑡 .
𝑑𝑖 𝑑 𝑑𝑞 𝑑2 𝑞
inductor= 𝑉𝐿 = 𝐿 𝑑𝑡 = 𝐿 𝑑𝑡 = 𝐿 𝑑𝑡2
𝑑𝑡
𝑑𝑞
resistor= 𝑉𝑅 = 𝑖𝑅 = 𝑅 𝑑𝑡
𝑞
capacitor= 𝑉𝐶 = 𝐶
where 𝐿, 𝑅 and 𝐶 are constants called the inductance, resistance and capacitance,
respectively. Therefore, to determine 𝑞(𝑡) we must solve the second order DE.
Thus, 𝑉𝐿 + 𝑉𝑅 + 𝑉𝐶 = 𝐸 𝑡
2
⇒ 𝐿 𝑑𝑑 𝑡 𝑞2 + 𝑅 𝑑𝑞
𝑑𝑡
𝑞
+ 𝐶 = 𝐸 𝑡 is the required second order DE.
Examples
1. Let 𝑥 2 + 𝑦 2 = 4 for − 2 < 𝑥 < 2. Show that it is an implicit solution of the differential
𝑑𝑦 𝑥
equation 𝑑𝑥 = − 𝑦 .
Solution
𝑑𝑦
2𝑥 + 2𝑦 𝑑𝑥 = 0
𝑑𝑦
⇒ 2𝑦 = −2𝑥
𝑑𝑥
𝑑𝑦 𝑥
⇒ =− .
𝑑𝑥 𝑦
Solution
1 1 𝑑𝑦
+ =0
1−𝑥 2 1−𝑦 2 𝑑𝑥
𝑑𝑦 1−𝑦 2
or, =− is the required differential equation.
𝑑𝑥 1−𝑥 2
Let 𝑦 = 𝑐𝑒 𝑥 be the solution of a differential equation. Then let us find the differential equation
of one parameter.
Then 𝑦 ′ = 𝑐𝑒 𝑥 ⇒ 𝑦 ′ = 𝑦
⇒ 𝑦 ′ − 𝑦 = 0 is the DE.
𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2
⇒ 𝑦 ′′ = 𝑦 ′ ⇒ 𝑦 ′′ − 𝑦 ′ = 0 is the DE.
Examples
1. Find the DE of the family of circles passing through the origin with center on the
𝑦 − 𝑎𝑥𝑖𝑠.
Solution
𝑑𝑦 𝑑𝑦 𝑥2 +𝑦2
2𝑥 + 2𝑦 𝑑𝑥 = 𝑐 𝑑𝑥 , 𝑐 = 𝑦
𝑑𝑦
⇒ 𝑥2 − 𝑦2 = 2𝑥𝑦.
𝑑𝑥
2. Find the DE that represent the family of straight lines passing through the point (2,1).
Solution.
Take one of the st-line that passes through the point (2,1) as shown in the figure,
(0, 𝑐) 𝑙
(2,1)
Figure 2.1
1−𝑐 1−𝑐
The equation of the st-line 𝑙 is given by 𝑦 = 𝑚𝑥 + 𝑐, where 𝑚 = 𝑠𝑙𝑜𝑝𝑒 = 2−0 = .
2
1−𝑐
Hence 𝑦 = 2
𝑥 + 𝑐 is the equation of the st-line. To find the DE we differentiate the equation
1−𝑐
𝑦= 2
𝑥 + 𝑐 with respect to 𝑥.
1−𝑐
We get 𝑦 ′ = . By eliminating the constant 𝑐 we obtain the following
2
𝑦 = 𝑦′ 𝑥 + 1 − 2𝑦′
Definition. In the DE, the solution which contains one or more arbitrary constants is called the
general solution of the DE.
Definition. Any solution obtained from general solution by giving specific values to one or more
arbitrary constants is called a particular solution.
Definition. The problem of finding a particular solution of a DE that satisfies one or more initial
conditions is called initial value problem (IVP).
Examples
Verify that 𝑦 is the particular solution that satisfies the initial conditions
𝑑𝑦
1. + 5𝑦 = −4𝑒 −3𝑥 ; 𝑦 0 = −2, 𝑦 = −2𝑒 −3𝑥 .
𝑑𝑥
Solution
The function 𝑦 = −2𝑒 −3𝑥 satisfies the initial condition 𝑦 0 = −2. That is
𝑦 0 = −2𝑒 0 = −2 1 = −2
⇒ 𝑦 0 = −2.
Not let us check the function 𝑦 = −2𝑒 −3𝑥 is the particular solution of the DE
𝑑𝑦
+ 5𝑦 = −4𝑒 −3𝑥 .
𝑑𝑥
𝑑𝑦
Thus, + 5𝑦 = −4𝑒 −3𝑥
𝑑𝑥
⇒ −4𝑒−3𝑥 = −4𝑒−3𝑥 .
2
2. 𝑦′ = 4 𝑦 + 1 ; 𝑦 0 = 𝑦 2 = 0, 𝑦 = 𝑥 2 − 2𝑥.
Solution
2
Thus, 2𝑥 − 2 = 4 𝑥 2 − 2𝑥 + 1
⇒ 4𝑥2 − 8𝑥 + 4 = 4𝑥2 − 8𝑥 + 4
⇒ 0=0
⇒ 𝑦 0 = 𝑦 2 = 0.
2
Hence 𝑦 is the particular solution of the DE 𝑦′ = 4 𝑦+1 .
Exercise 2.2
d. 𝑦𝑐 = 𝑒 𝑥 𝑎𝑐𝑜𝑠𝑥 + 𝑏𝑠𝑖𝑛𝑥
e. 𝑦 = 𝑎𝑒 3𝑥 + 𝑏𝑒 2𝑥 + 𝑐𝑒 𝑥
3. Find the DE of the family of parabolas whose vertex and focus are on the
a. 𝑦 − 𝑎𝑥𝑖𝑠 b. 𝑥 − 𝑎𝑥𝑖𝑠
𝑥 1
4. Show that if 𝑦 = 𝑐𝑐𝑜𝑠 , then 𝑦 satisfies the DE 𝑦 ′′ = 𝑐 1 + 𝑦 ′ 2 .
𝑐
−1 𝑥
5. Eliminate 𝐶 from the equation 𝑦 = 𝐶𝑒 𝑠𝑖𝑛 .
6. Form the DE of all circles with their centers on the line 𝑦 = 2𝑥.
𝑑𝑦
𝑦 ′ = 𝑑𝑥 = 𝑔 𝑥 (𝑦)
1
or 𝑑𝑦 = 𝑔 𝑥 𝑑𝑥.
(𝑦)
Remark
Many DEs can be reduced to variable separable form by making suitable substitution. For
𝑑𝑦
instance, the equation of the form = 𝑓(𝑎𝑥 + 𝑏𝑦 + 𝐶) can be reduced to the form of variable
𝑑𝑥
separable by putting 𝑎𝑥 + 𝑏𝑦 + 𝐶 = 𝑢.
Examples
Solution
𝑑𝑦
𝑥+1 = 𝑥 𝑦2 + 1
𝑑𝑥
⇒ 𝑥 + 1 𝑑𝑦 = 𝑥 𝑦 2 + 1 𝑑𝑥
𝑑𝑦 𝑥𝑑𝑥 1 1
⇒ 𝑦 2 +1 = 𝑥+1 ⇒ 𝑦 2 +1 𝑑𝑦 = 1 − 𝑥+1 𝑑𝑥.
1 1
𝑑𝑦 = 1− 𝑑𝑥.
𝑦2 +1 𝑥+1
𝑑𝑦
b. 𝑥 4 + 𝑥 3 𝑦 = −sec
(𝑥𝑦)
𝑑𝑥
Solution
𝑑𝑦
𝑥4 + 𝑥 3 𝑦 = −sec
(𝑥𝑦)
𝑑𝑥
𝑑𝑦
⇒ 𝑥 3 𝑥 𝑑𝑥 + 𝑦 = − sec
(𝑥𝑦)
𝑑𝑣 𝑑𝑦
Put 𝑣 = 𝑥𝑦, = 𝑥 𝑑𝑥 + 𝑦
𝑑𝑥
𝑑𝑣 𝑑𝑣 𝑑𝑥
⇒ 𝑥 3 𝑑𝑥 = −𝑠𝑒𝑐𝑣 ⇒ 𝑠𝑒𝑐𝑣 = − 𝑥 3
𝑑𝑥 1
⇒ 𝑐𝑜𝑠𝑣𝑑𝑣 = − ⇒ 𝑠𝑖𝑛𝑣 = 2𝑥 2 + 𝑐.
𝑥3
1
Hence, 𝑠𝑖𝑛𝑥𝑦 = 2𝑥 2 + 𝑐 is the solution.
c. cos 𝑥 + 𝑦 𝑑𝑦 = 𝑑𝑥.
Solution
cos 𝑥 + 𝑦 𝑑𝑦 = 𝑑𝑥
𝑑𝑦
⇒ = sec 𝑥 + 𝑦 .
𝑑𝑥
𝑑𝑦 𝑑𝑧 𝑑𝑦 𝑑𝑧
On putting 𝑥 + 𝑦 = 𝑧, we get 1 + 𝑑𝑥 = 𝑑𝑥 or = 𝑑𝑥 − 1
𝑑𝑥
𝑑𝑧 𝑑𝑧
⇒ − 1 = 𝑠𝑒𝑐𝑧 or = 1 + 𝑠𝑒𝑐𝑧
𝑑𝑥 𝑑𝑥
𝑑𝑧 𝑐𝑜𝑠𝑧
⇒ = 𝑑𝑥 or 𝑑𝑧 = 𝑑𝑥.
1+𝑠𝑒𝑐𝑧 𝑐𝑜𝑠𝑧 +1
𝑐𝑜𝑠𝑧 1
𝑑𝑧 = 𝑑𝑥 + 𝑐 or 1− 𝑑𝑧 = 𝑥 + 𝑐
𝑐𝑜𝑠𝑧 + 1 𝑐𝑜𝑠𝑧 + 1
1
⇒ 1− 𝑧 𝑑𝑧 = 𝑥 + 𝑐
2𝑐𝑜𝑠 2 −1+1
2
1 𝑧 𝑧
⇒ 1 − 2 𝑠𝑒𝑐 2 𝑑𝑧 = 𝑥 + 𝑐 or 𝑧 − 𝑡𝑎𝑛 = 𝑥+𝑐
2 2
𝑥+𝑦
⇒ 𝑥 + 𝑦 − 𝑡𝑎𝑛 = 𝑥 + 𝑐.
2
𝑥+𝑦
Hence, 𝑦 − 𝑡𝑎𝑛 = 𝑐 is the solution.
2
𝑦𝑑𝑥 −𝑥𝑑𝑦 𝑑𝑥
d. 2 = .
𝑥−𝑦 2 1−𝑥 2
Solution
− 𝑥𝑑𝑦 − 𝑦𝑑𝑥 𝑑𝑥
=
𝑦 2 2 1 − 𝑥2
1 − 𝑥 𝑥2
𝑦 𝑥𝑑𝑦 −𝑦𝑑𝑥
Put 𝑥 = 𝑣, = 𝑑𝑣
𝑥2
𝑑𝑣 𝑑𝑥
− = , integrating both sides we get,
1−𝑣 2 2 1−𝑥 2
𝑑𝑣 𝑑𝑥
− 2 =
1−𝑣 2 1−𝑥 2
1 1
− 1−𝑣 = 2 𝑠𝑖𝑛−1 𝑥 + 𝑐
𝑥 1
or, = 2 𝑠𝑖𝑛−1 𝑥 + 𝑐 is the required solution.
𝑦−𝑥
Solution
𝑑𝑦
𝑥 + 𝑐𝑜𝑡𝑦 = 0
𝑑𝑥
𝑑𝑥
⇒ 𝑥𝑑𝑦 = −𝑐𝑜𝑡𝑦𝑑𝑥 or 𝑡𝑎𝑛𝑦𝑑𝑦 = − 𝑥
𝑑𝑥
⇒ 𝑡𝑎𝑛𝑦𝑑𝑦 = − + 𝑙𝑜𝑔𝐴 or 𝑙𝑜𝑔𝑠𝑒𝑐𝑦 = −𝑙𝑜𝑔𝑥 + 𝑙𝑜𝑔𝐴
𝑥
𝑥
⇒ 𝑙𝑜𝑔𝑠𝑒𝑐𝑦 + 𝑙𝑜𝑔𝑥 = 𝑙𝑜𝑔𝐴 or 𝑙𝑜𝑔 = 𝑙𝑜𝑔𝐴
𝑐𝑜𝑠𝑦
⇒ 𝑥 = 𝐴𝑐𝑜𝑠𝑦.
𝜋 𝜋 𝐴
On putting 𝑦 = and 𝑥 = 2, we get 2 = 𝐴𝑐𝑜𝑠 or 2=
4 4 2
⇒ 𝐴 = 2.
b. 𝑥 2 𝑦 ′ = 𝑦 − 𝑥𝑦, 𝑦 −1 = −1.
Solution
𝑑𝑦
𝑥2 = 𝑦(1 − 𝑥)
𝑑𝑥
𝑑𝑦 1−𝑥
⇒ = 𝑑𝑥
𝑦 𝑥2
𝑑𝑦 1−𝑥
⇒ = 𝑑𝑥
𝑦 𝑥2
−1 −1
⇒ 𝑙𝑛𝑦 = − 𝑙𝑛𝑥 + 𝐶 or 𝑙𝑛𝑥𝑦 = + 𝐶.
𝑥 𝑥
1
Hence, 𝑙𝑛𝑥𝑦 = 𝑒 − 1+
𝑥 is the required solution.
3 . An object of mass 𝑚 is moving horizontally through a medium which resists the motion with
a force that is a function of the velocity.
Suppose that the resisting force is proportional to the velocity, that is, 𝑓 𝑣 = −𝑘𝑣, 𝑘 is a
positive constant. Let 𝑣 0 = 𝑣0 be the initials of 𝑣. Determine 𝑣 at any time 𝑡.
Solution
𝑑𝑣
By using Newton second law of motion, we have 𝐹 = 𝑚𝑎 = 𝑚 𝑑𝑡 = 𝑓 𝑣 = −𝑘𝑣.
𝑑𝑣
⇒ 𝑚 = −kv or mdv = −kvdt
𝑑𝑡
1 −k
⇒ dv = dt.
v m
1 −𝑘
𝑑𝑣 = 𝑑𝑡
𝑣 𝑚
−k
⇒ lnv = t + a, a is constant
m
−k
⇒ V t = Ce m t , where C = ea .
−k
To find C we use 𝑣 0 = 𝑣0 ⇒ v 0 = Ce m (0) = 𝑣0
⇒ C = 𝑣0 .
−k
Hence V t = 𝑣0 e m t is the velocity at a time t.
Exercise 2.3
a. y x a y 2
dy dy
dx dx
dy x(2 log x 1)
b.
dx sin y y cos y
c. 3𝑒 𝑥 𝑡𝑎𝑛𝑦𝑑𝑥 + 1 − 𝑒 𝑥 𝑠𝑒𝑐 2 𝑦𝑑𝑦 = 0
𝑑𝑦
d. 𝑑𝑥
+ 𝑥 2 = 𝑥 2 𝑒 3𝑦
2 𝑑𝑦
e. 𝑥+𝑦+1 𝑑𝑥
=1
2 𝑑𝑦 𝑑𝑦
f. 𝑥+𝑦 𝑥 𝑑𝑥 + 𝑦 = 𝑥𝑦 1 + 𝑑𝑥
𝒚 𝒅𝒚 𝟐 𝒙𝟐 +𝒚𝟐 −𝟏
g. + = 0.
𝒙 𝒅𝒙 𝒙𝟐 +𝒚𝟐 +𝟏
𝑑𝑦 𝑓(𝑥,𝑦)
Definition. A DE of the form = is called homogeneous DE of first order, if
𝑑𝑥 ∅(𝑥,𝑦)
𝑑𝑦 𝑦
Note: We may write homogeneous DE as 𝑑𝑥 = 𝑓 .
𝑥
𝑑𝑦 𝑑𝑣
To solve such equation, we substitute 𝑦 = 𝑣𝑥. Then 𝑑𝑥 = 𝑣 + 𝑥 𝑑𝑥 .
𝑑𝑣 𝑑𝑣 𝑑𝑥
The given equation reduces to 𝑣 + 𝑥 𝑑𝑥 = 𝐹 𝑣 . That is, 𝐹 = , which is variable separable
𝑣 −𝑣 𝑥
Examples
1 . 2𝑥𝑦 + 𝑥 2 𝑦 ′ = 3𝑦 2 + 2𝑥𝑦.
Solution
𝒅𝒚 𝑑𝑦 3𝑦 2 +2𝑥𝑦
We have, 2𝑥𝑦 + 𝑥 2 = 3𝑦 2 + 2𝑥𝑦 ⇒ 𝑑𝑥 = .
𝒅𝒙 2𝑥𝑦 +𝑥 2
𝑑𝑦 𝑑𝑣
Put 𝑦 = 𝑣𝑥 so that = 𝑣 + 𝑥 𝑑𝑥 . On substituting, the given equation becomes
𝑑𝑥
𝑑𝑣 3𝑣 2 𝑥 2 +2𝑣𝑥 2 3𝑣 2 +2𝑣
𝑣 + 𝑥 𝑑𝑥 = =
2𝑣𝑥 2 +𝑥 2 2𝑣+1
𝑑𝑣 3𝑣 2 +2𝑣−2𝑣 2 −𝑣 𝑣 2 +𝑣
⇒ 𝑥 𝑑𝑥 = = 2𝑣+1
2𝑣+1
2𝑣+1 𝑑𝑥 2𝑣+1 𝑑𝑥
⇒ 𝑑𝑣 = ⇒ 𝑑𝑣 =
𝑣 2 +𝑣 𝑥 𝑣 2 +𝑣 𝑥
⇒ 𝑙𝑛 𝑣 2 + 𝑣 = 𝑙𝑛𝑥 + 𝑙𝑛𝐶
𝑦2 𝑦
⇒ 𝑣 2 + 𝑣 = 𝐶𝑥 or + 𝑥 = 𝐶𝑥.
𝑥2
𝑑𝑦 𝑦 𝑦
2. = 𝑥 + 𝑥𝑠𝑖𝑛 .
𝑑𝑥 𝑥
Solution
𝑑𝑦 𝑑𝑣
Put 𝑦 = 𝑣𝑥 so that = 𝑣 + 𝑥 𝑑𝑥 . On substituting, the given equation becomes
𝑑𝑥
𝑑𝑣 𝑑𝑣
𝑣 + 𝑥 𝑑𝑥 = 𝑣 + 𝑥𝑠𝑖𝑛𝑣 ⇒ 𝑥 𝑑𝑥 = 𝑥𝑠𝑖𝑛𝑣
𝑑𝑣 dv
⇒ = sinv or = dx
𝑑𝑥 sinv
⇒ 𝑐𝑜𝑠𝑒𝑐𝑣 𝑑𝑣 = 𝑑𝑥
𝑣
or, 𝑙𝑛 𝑡𝑎𝑛 = 𝑥 + 𝐶.
2
𝑦
Therefore, the required solution is given by 𝑙𝑛 𝑡𝑎𝑛 = 𝑥 + 𝐶.
2𝑥
𝑥 𝑥
𝑥
3 . 1 + 𝑒 𝑦 𝑑𝑥 + 𝑒 𝑦 1 − 𝑦 𝑑𝑦 = 0.
Solution
𝑥
𝑥
𝑑𝑦 𝑒 𝑦 1−
𝑦
The given equation can be written as 𝑑𝑥 = − 𝑥 .
1+𝑒 𝑦
Both the numerator and the denominator on the right hand side are homogeneous functions of
degree 0. Now substituting 𝑥 = 𝑣𝑦, we have
𝑑𝑥 𝑑𝑣 𝑑𝑣 −𝑒 𝑣 (1 − 𝑣)
=𝑣+𝑦 or 𝑣 + 𝑦 =
𝑑𝑦 𝑑𝑦 𝑑𝑦 1 + 𝑒𝑣
𝑑𝑣 𝑒𝑣 + 𝑣 1 + 𝑒𝑣 𝑑𝑦
⇒ y =− 𝑣
or − 𝑣
𝑑𝑣 = .
𝑑𝑦 1+𝑒 𝑣+𝑒 𝑦
1 + 𝑒𝑣 𝑑𝑦 𝑑𝑧 𝑑𝑦
− 𝑑𝑣 = or =− , where 𝑧 = 𝑣 + 𝑒 𝑣
𝑣 + 𝑒𝑣 𝑦 𝑧 𝑦
𝑥 𝑥
⇒ ln 𝑣 + 𝑒 𝑣 y = C or ln + 𝑒 𝑦 y = C.
𝑦
𝑥
Hence the required solution is given by 𝑥 + 𝑦𝑒 𝑦 = 𝐾, where 𝑘 = 𝑒 𝐶 .
Exercise 2.4
𝑑𝑦 1−𝑦 2
a. =
𝑑𝑥 1−𝑥 2
1 1
b. 𝑦 1 + 𝑥 2 2 𝑑𝑦 + 𝑥 1 + 𝑦 2 2 𝑑𝑥 = 0
c. 3𝑒 𝑥 𝑡𝑎𝑛𝑦𝑑𝑥 + 1 − 𝑒 𝑥 𝑠𝑒𝑐 2 𝑦𝑑𝑦 = 0
2 𝑑𝑥
d. 4𝑥 + 𝑦 =1
𝑑𝑦
𝑑𝑦
e. = 1 + tan
(𝑦 − 𝑥)
𝑑𝑥
𝑑𝑦 2
f. = 4𝑥 + 𝑦 + 1
𝑑𝑥
1+𝑦 2
g. 𝑦𝑦 ′ = 1 + 𝑥 + 𝑥2
𝑥+𝑥 3
𝑦 𝑑𝑦 2 𝑥 2 +𝑦 2 −1
h. + =0
𝑥 𝑑𝑥 𝑥 2 +𝑦 2 +1
2 𝑑𝑦 𝑑𝑦
i. 𝑥+𝑦 𝑥 𝑑𝑥 + 𝑦 = 𝑥𝑦 1 + 𝑑𝑥
j. 𝑥 4 𝑦 ′ + 𝑥 3 𝑦 + 𝑐𝑜𝑠𝑒𝑐 𝑥𝑦 = 0
𝑦 𝑑𝑦 𝑦
k. 𝑥𝑠𝑖𝑛 = 𝑦𝑠𝑖𝑛 +𝑥
𝑥 𝑑𝑥 𝑥
𝑑𝑦 𝑦
l. = 𝑥
𝑑𝑥 −2
𝑦
𝑥+𝑦𝑒
𝑓𝑥 𝑥, 𝑦 = 𝑀 and 𝑓𝑦 𝑥, 𝑦 = 𝑁.
ii) Integrate 𝑁 with respect to 𝑦, only those terms of 𝑁 which do not contain 𝑥
Remark.
𝑥𝑠𝑖𝑛 𝑦 𝑑𝑥 + 𝑥 2 + 1 cos 𝑦 𝑑𝑦 = 0.
Examples
Solution
𝑀𝑦 = 3𝑥 2 𝑦 2 and 𝑁𝑥 = 3𝑥 2 𝑦 2 .
Now,
𝑥2 𝑦3 𝑑𝑥 + 0𝑑𝑦 = 𝐶
1
⇒ 𝑥 3 𝑦 3 + 0 = 𝐶.
3
Alternative Method
Let 𝑓𝑥 𝑥, 𝑦 = 𝑀 = 𝑥 2 𝑦 3 and 𝑓𝑦 𝑥, 𝑦 = 𝑁 = 𝑥 3 𝑦 2 (*)
Then 𝑓𝑥 𝑥, 𝑦 𝑑𝑥 = 𝑥 2 𝑦 3 𝑑𝑥
1
⇒ 𝑓 𝑥, 𝑦 = 3 𝑥 3 𝑦 3 + 𝑔 𝑦 .
⇒ 𝑔′ 𝑦 = 0 or 𝑔 𝑦 = 𝐶.
1
Hence 𝑓 𝑥, 𝑦 = 3 𝑥 3 𝑦 3 + 𝐶 = 0 or 𝑥 3 𝑦 3 = 𝑘, 𝑘 = −3𝐶 is the required solution.
𝑥 𝑥
𝑥
b . 1 + 𝑒 𝑦 𝑑𝑥 + 𝑒 𝑦 1 − 𝑦 𝑑𝑦 = 0.
Solution
𝑥 𝑥
𝑥
Let 𝑀 = 1 + 𝑒 𝑦 and 𝑁 = 𝑒 𝑦 1 − 𝑦 . Then we have
𝑥 −𝑥 𝑥 −𝑥
𝑀𝑦 = 𝑒 𝑦 and 𝑁𝑥 = 𝑒 𝑦
𝑦2 𝑦2
⇒ 𝑀𝑦 = 𝑁𝑥
Now we have
𝑀𝑑𝑥 + (terms of N that do not contain 𝑥)𝑑𝑦 = 𝐶
𝑥
⇒ 1 + 𝑒 𝑦 𝑑𝑥 + 0𝑑𝑦 = 𝐶
𝑥
⇒ 𝑥 + 𝑦𝑒 𝑦 = 𝐶 is the required solution.
C . 1 − 2𝑥 2 − 2𝑦 𝑦 ′ = 4𝑥 3 + 4𝑥𝑦.
Solution
𝑀𝑦 = 4𝑥 and 𝑁𝑥 = 4𝑥
⇒ 𝑀𝑦 = 𝑁𝑥
d. 𝑥 + 𝑦 2 𝑑𝑥 + 2𝑥𝑦 + 𝑥 2 − 1 𝑑𝑦 = 0, 𝑦 1 = 1.
Solution
2
Let 𝑀 = 𝑥 + 𝑦 = 𝑥2 + 2𝑥𝑦 + 𝑦2 and 𝑁 = 2𝑥𝑦 + 𝑥2 − 1. Then
𝑀𝑦 = 2𝑥 + 2𝑦 and 𝑁𝑥 = 2𝑥 + 2𝑦
⇒ 𝑀𝑦 = 𝑁𝑥
𝑥 2 + 2𝑥𝑦 + 𝑦 2 𝑑𝑥 − 1𝑑𝑦 = 𝐶
1
⇒ 𝑥 3 + 𝑥 2 𝑦 + 𝑥𝑦 2 − 𝑦 = 𝐶.
3
1 3 2 2
Thus, 1 + 1 1 + (1) 1 −1=𝐶
3
4
⇒ C = 3.
1 4
Hence, 𝑥 3 + 𝑥 2 𝑦 + 𝑥𝑦 2 − 𝑦 = 3 is the particular solution.
3
Solution
Exercise 2.5
1
a. 𝑦 1 + 𝑥 + 𝑐𝑜𝑠𝑦 𝑑𝑥 + 𝑥 + 𝑙𝑜𝑔𝑥 − 𝑥𝑠𝑖𝑛𝑦 𝑑𝑦 = 0
2𝑥 𝑦 2 −3𝑥 2
b. 𝑑𝑥 + 𝑑𝑦 = 0
𝑦3 𝑦4
c. 𝑎𝑥 + 𝑦 + 𝑔 𝑑𝑥 + 𝑥 + 𝑏𝑦 + 𝑓 𝑑𝑦 = 0
d. 𝑥 3 − 3𝑥𝑦 2 𝑑𝑥 + 𝑦 3 − 3𝑥 2 𝑦 𝑑𝑦 = 0, 𝑦 0 = 1
e. 𝑥 − 𝑦 𝑑𝑥 − 𝑑𝑦 = 𝑑𝑥 + 𝑑𝑦.
𝑑𝑦
+𝑝 𝑥 𝑦 =𝑞 𝑥 , (1)
𝑑𝑥
where 𝑝 and 𝑞 are either constants or functions of 𝑥 only. This equation also called Leibnitz’s
𝑑𝑦
linear differential equation. The equation 𝑓 ′ 𝑥 = 𝑘𝑓(𝑥) which in the notion of DE is = 𝑘𝑦
𝑑𝑥
Integrating Factor
It may be noticed that sometimes a DE becomes exact after it has been multiplied by a suitable
factor called the integrating factor(IF). Let us suppose the DE
𝑑𝑦
+𝑝 𝑥 𝑦=𝑞 𝑥 (∗)
𝑑𝑥
𝜕 𝜕
𝜇 𝑥 = 𝜕𝑦 𝜇 𝑥 𝑝 𝑥 𝑦 − 𝑞(𝑥)
𝜕𝑥
dμ 1
⇒ = μp x or dμ = p(x)dx
dx μ
p x dx
⇒ lnμ = p x dx ⇒ μ x =e .
p x dx
Thus the function μ x = e is an integrating factor.
p x dx
To find the solution of equation (*) we multiply each of the terms by the IF μ x = e .
p x dx 𝑑𝑦 p x dx p x dx
We thus get e +e p x y=e q(x)
𝑑𝑥
d p x dx p x dx
⇒ e y =e q x .
dx
d p x dx p x dx
e y dx = e q(x)dx
dx
p x dx p x dx
⇒ e y= e q(x) dx + C
⇒ y = e− p x dx
e p x dx
q(x)dx + 𝐶e− p x dx
.
Examples
𝑑𝑦
1 . Let 𝑎 and 𝑏 be constants, with 𝑎 ≠ 0. Find the general solution of + 𝑎𝑦 = 𝑏.
𝑑𝑥
Solution
p x dx adx
We have 𝑝 𝑥 = 𝑎 and 𝑞 𝑥 = 𝑏. Hence the IF is μ x = e =e = eax .
Thus, 𝑦 = e− p(x)dx
q x e adx
dx + C
⇒ y = e− adx
be adx
dx + C
b ax
⇒ y = e−ax beax dx + C or y = e−ax e +C .
a
b
Hence, the solution is given by y = a + Ce−ax .
𝑑𝑦
a. 𝑥+1 − 𝑦 = 𝑒 𝑥 𝑥 + 1 2.
𝑑𝑥
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧
𝑑𝑦 𝑦
The equation can be written as 𝑑𝑥 − 𝑥+1 = 𝑒 𝑥 𝑥 + 1 .
1
We have 𝑝 𝑥 = − 𝑥+1 and 𝑞 𝑥 = 𝑒 𝑥 𝑥 + 1 . The general solution is given by
y = e− p x dx
e p x dx
q(x)dx + 𝐶
1 1
⇒ y = e− −
𝑥+1
dx
e − dx
𝑥+1 𝑒 𝑥 𝑥 + 1 dx + 𝐶
1
⇒ y = (x + 1) 𝑒 𝑥 𝑥 + 1 dx + 𝐶
x+1
⇒ y= x+1 𝑒 𝑥 dx + 𝐶
⇒ y = x + 1 ex + C .
𝑑𝑦
b. 𝑥 𝑥−1 − 𝑥 − 2 𝑦 = 𝑥 2 2𝑥 − 1 .
𝑑𝑥
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧
𝑥 −2 𝑥 2𝑥−1 p x dx
We have 𝑝 𝑥 = − and 𝑞 𝑥 = . e q x dx.
𝑥(𝑥−1) (𝑥−1)
y = e− p x dx
+𝐶
𝑥 −2 𝑥 −2
— dx − dx 𝑥 2𝑥−1
⇒ y=e 𝑥 𝑥 −1 e 𝑥 (𝑥−1) dx + 𝐶
(𝑥−1)
x2 x − 1 𝑥 2𝑥 − 1
⇒ y= dx + 𝐶
x−1 x 2 (𝑥 − 1)
x2 2𝑥−1
⇒ y = x−1 dx + 𝐶
𝑥
x2 1
⇒ y= 2− dx + 𝐶
x−1 𝑥
x2
⇒ y= 2𝑥 − 𝑙𝑛𝑥 + 𝐶 .
x−1
x2
Hence, y = x−1 2𝑥 − 𝑙𝑛𝑥 + 𝐶 is the required solution.
c . 𝑥 − 𝑙𝑛𝑦 𝑑𝑦 + 𝑦𝑙𝑛𝑦 𝑑𝑥 = 0.
𝐒𝐨𝐥𝐮𝐭𝐢𝐨𝐧
The given equation is not linear in 𝑦 with the presence of 𝑙𝑛𝑦 term. The equation can be written
as 𝑦 𝑙𝑛𝑦 𝑑𝑥 = 𝑙𝑛𝑦 − 𝑥 𝑑𝑦
𝑑𝑥 𝑙𝑛𝑦 −𝑥 dx x 1
or, = ⇒ + ylny = y .
𝑑𝑦 𝑦𝑙𝑛𝑦 dy
𝑑𝑥
This equation is of the form + 𝑝 𝑦 𝑥 = 𝑞(𝑦). Hence the general solution is given by
𝑑𝑦
𝑥 = 𝑒− 𝑝 𝑦 𝑑𝑦
𝑒 𝑝 𝑦 𝑑𝑦
𝑞 𝑦 +𝐶
1 1 1
− 𝑑𝑦 𝑑𝑦
⇒ x=𝑒 ylny 𝑒 ylny +𝐶
y
1
⇒ x = 𝑒 − ln 𝑙𝑛𝑦
𝑒 ln 𝑙𝑛𝑦
+𝐶
y
1 1
⇒ x= 𝑙𝑛𝑦 + 𝐶
𝑙𝑛𝑦 y
1 𝑙𝑛𝑦 2 lny C
⇒ x = 𝑙𝑛𝑦 +𝐶 ⇒x= + lny .
2 2
lny C
Hence, x = + is the required solution.
2 lny
𝑑𝑦 𝜋
3 . If + 2𝑦𝑡𝑎𝑛𝑥 = 𝑠𝑖𝑛𝑥, and 𝑦 = 0 for 𝑥 = 3 , then show that the maximum value of
𝑑𝑥
1
𝑦 𝑖𝑠 8.
Solution
𝑦 = 𝑒− 2𝑡𝑎𝑛𝑥𝑑𝑥
𝑒 2𝑡𝑎𝑛𝑥𝑑𝑥
𝑠𝑖𝑛𝑥𝑑𝑥 + 𝐶
1 1
⇒ y= sec 2 x𝑠𝑖𝑛𝑥dx + 𝐶 ⇒ y = tanxsecxdx + 𝐶
sec 2 x sec 2 x
1
⇒ y= 𝑠𝑒𝑐𝑥 + 𝐶 = cosx + Ccos 2 x.
sec 2 x
y = cosx + Ccos 2 x.
𝜋 𝜋 𝜋
Now put 𝑦 = 0 and 𝑥 = 3 , 0 = 𝑐𝑜𝑠 + 𝐶cos 2
3 3
1 1 2
⇒ 0=2+C or 𝐶 = −2.
2
𝑑𝑦
= −𝑠𝑖𝑛𝑥 + 4𝑐𝑜𝑠𝑥𝑠𝑖𝑛𝑥 ⇒ 0 = −𝑠𝑖𝑛𝑥 + 4𝑠𝑖𝑛𝑥𝑐𝑜𝑠𝑥 or − 𝑠𝑖𝑛𝑥 1 − 4𝑐𝑜𝑠𝑥 = 0
𝑑𝑥
1
⇒ −sinx = 0 , 1 − 4cosx = 0 or cosx = 4
𝑑2 𝑦
= −𝑐𝑜𝑠𝑥 − 4𝑠𝑖𝑛2 𝑥 + 4𝑐𝑜𝑠 2 𝑥.
𝑑𝑥 2
1 𝑑2𝑦 1 1 1
If cosx = 4 , 𝑑 𝑥 2 = − 4 − 4 1 − 16 + 4 = − 15 = 𝑛𝑒𝑔𝑎𝑡𝑖𝑣𝑒
16
1 1 2 1
So y is maximum if cosx = 4 , maximum value of y = 4 − 16 = 8.
Exercise 2.6
d. 𝑑𝑟 + 2𝑟𝑐𝑜𝑡𝜃 + 𝑠𝑖𝑛2𝜃 𝑑𝜃 = 0
1
𝑑𝑦
e. 1 − 𝑥2 + 2𝑥𝑦 = 𝑥 1 − 𝑥 2 2
𝑑𝑥
𝑑𝑦 𝑒 𝑥 −3𝑥𝑦
f. =
𝑑𝑥 𝑥2
𝑑𝑦
g. 𝑐𝑜𝑠𝑥 𝑑𝑥 + 𝑦𝑠𝑖𝑛2 𝑥 = 2𝑐𝑜𝑠𝑥𝑠𝑖𝑛𝑥
𝑒 −2 𝑥 𝑦 𝑑𝑥
h. − =1
𝑥 𝑥 𝑑𝑦
𝑑𝑦
i. 𝑥 𝑑𝑥 + 𝑦𝑙𝑜𝑔𝑦 = 𝑥𝑦𝑒 𝑥
2
2. Find the value of 𝑎 so that 𝑒 𝑎 𝑥 is an integrating factor of differential equation
𝑥 1 − 𝑦 𝑑𝑥 − 𝑑𝑦 = 0.
3. Solve the differential equation 𝑥𝑦 ′ = 𝑦 2 + 𝑦 − 2 by transforming the equation by
1
substitution 𝑦 = 1 + .
𝑧
𝜕𝑀 𝜕𝑁
−
𝜕𝑦 𝜕𝑥 𝑓 𝑥 𝑑𝑥
Rule I. If is function of 𝑥 alone, say 𝑓(𝑥), then I.F= 𝜇 𝑥 = 𝑒 .
𝑁
Example
2𝑥𝑙𝑜𝑔𝑥 − 𝑥𝑦 𝑑𝑦 + 2𝑦𝑑𝑥 = 0.
Solution
𝜕𝑀 𝜕𝑁
Thus, = 2 and = 2 1 + 𝑙𝑜𝑔𝑥 − 𝑦
𝜕𝑦 𝜕𝑥
𝜕𝑀 𝜕𝑁
≠ and hence the equation is not exact.
𝜕𝑦 𝜕𝑥
𝜕𝑀 𝜕𝑁
− −2𝑙𝑜𝑔𝑥 +𝑦 1
𝜕𝑦 𝜕𝑥
Now = 2𝑥𝑙𝑜𝑔𝑥 −𝑥𝑦 = − 𝑥 = 𝑓(𝑥)
𝑁
1
− 𝑑𝑥 1
Hence the I.F is given by 𝜇 𝑥 = 𝑒 𝑥 = 𝑒 −𝑙𝑛𝑥 = 𝑥 .
1 2𝑦
By multiplying the given DE by 𝑥 , we get 𝑑𝑥 + 2𝑙𝑜𝑔𝑥 − 𝑦 𝑑𝑦 = 0 which is an exact
𝑥
2𝑦
DE with 𝑀 = and 𝑁 = 2𝑙𝑜𝑔𝑥 − 𝑦.
𝑥
2𝑦 1
⇒ 𝑑𝑥 + −ydy = C or 2ylogx − 2 y 2 = C.
𝑥
? Solve the DE 𝑥𝑦 − 1 𝑑𝑥 + 𝑥 2 − 𝑥𝑦 𝑑𝑦 = 0.
1
𝑨𝒏𝒔. 𝑥𝑦 − 𝑙𝑛𝑥 − 2 𝑦 2 = 𝐶
𝜕𝑁 𝜕𝑀
−
𝜕𝑥 𝜕𝑦 𝑔 𝑦 𝑑𝑦
Rule II. If is a function of y, say 𝑔 𝑦 , then the I.F= 𝜇 𝑦 = 𝑒 .
𝑀
Example
𝑦 4 + 2𝑦 𝑑𝑥 + 𝑥𝑦 3 + 2𝑦 4 − 4𝑥 𝑑𝑦 = 0.
Solution
𝜕𝑀 𝜕𝑁
Thus, = 4𝑦 3 + 2 and = 𝑦3 − 4
𝜕𝑦 𝜕𝑥
𝜕𝑀 𝜕𝑁
≠ and hence the equation is not exact.
𝜕𝑦 𝜕𝑥
𝜕𝑁 𝜕𝑀
− 𝑦 3 −4 − 4𝑦 3 +2 3
𝜕𝑥 𝜕𝑦
Now = = −𝑦 = 𝑔 𝑦 .
𝑀 𝑦 4 +2𝑦
3
− 𝑑𝑦 1
Hence the I.F is given by 𝜇 𝑦 = 𝑒 𝑦 = 𝑒 −3𝑙𝑛𝑦 = 𝑦 3 .
1
By multiplying the given DE by 𝑦 3 , it reduces to an exact DE. That is,
2 4𝑥 2 4𝑥
𝑦 + 𝑦 2 𝑑𝑥 + 𝑥 + 2𝑦 − 𝑦 3 𝑑𝑦 = 0 with 𝑀 = 𝑦 + 𝑦 2 and 𝑁 = 𝑥 + 2𝑦 − 𝑦 3 .
2 2
⇒ 𝑦 + 𝑦 2 𝑑𝑥 + 2𝑦dy = C or x 𝑦 + 𝑦 2 + 𝑦 2 = C.
1
Rule III. If 𝑀𝑥 + 𝑁𝑦 ≠ 0 for a homogeneous equation 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0, then is an
𝑀𝑥 +𝑁𝑦
integrating factor.
Example
𝑦 4 + 𝑥 4 𝑑𝑥 − 𝑥𝑦 3 𝑑𝑦 = 0.
Solution
⇒ Mx + Ny = 𝑥𝑦 4 + 𝑥 5 − 𝑥𝑦 4 = 𝑥 5 ≠ 0.
1
Hence, is an integrating factor.
𝑥5
1
Multiplying the given DE by 𝑥 5 , we get an exact equation of the form
1 𝑦4 𝑦3
+ 𝑑𝑥 − 𝑑𝑦 = 0 .
𝑥 𝑥5 𝑥4
1 𝑦4
+ 𝑑𝑥 + 0. 𝑑𝑦 = 𝐶
𝑥 𝑥5
𝑦4 𝑦4
⇒ lnx − 4𝑥 4 = 𝐶 or 𝑙𝑛𝑥 = 𝐶 + 4𝑥 4 .
1
𝑀𝑥 − 𝑁𝑦 ≠ 0 , then is an integrating factor.
𝑀𝑥 −𝑁𝑦
Example
𝑦 + 𝑥𝑦 2 𝑑𝑥 + 𝑥 − 𝑥 2 𝑦 𝑑𝑦 = 0.
Solution
𝑀𝑥 − 𝑁𝑦 = 𝑦 1 + 𝑥𝑦 𝑥 − 𝑥 1 − 𝑥𝑦 𝑦 = 2𝑥 2 𝑦 2 ≠ 0.
1 1
Hence = 2𝑥 2 𝑦 2 is integrating factor.
𝑀𝑥 −𝑁𝑦
1
Multiplying the given DE by 2𝑥 2 𝑦 2 it reduces to an exact DE of the form;
1 1
2 2
𝑦 + 𝑥𝑦 2 𝑑𝑥 + 2 2 𝑥 − 𝑥 2 𝑦 𝑑𝑦 = 0
2𝑥 𝑦 2𝑥 𝑦
1 1 1 1
⇒ + dx + − dy = 0.
2x 2 y 2x 2xy 2 2y
−1 1 1 −1 1 𝑥
⇒ + 2 𝑙𝑛𝑥 − 2 𝑙𝑛𝑦 = 𝐶 or + 2 𝑙𝑛 =𝐶
2xy 2xy 𝑦
? Solve the DE 𝑦 2 𝑥 + 2𝑥 2 𝑦 3 𝑑𝑥 + 𝑥 2 𝑦 − 𝑥 3 𝑦 2 𝑑𝑦 = 0.
1
𝑨𝒏𝒔. + 2𝑙𝑛𝑥 − 𝑙𝑛𝑦 = 𝐶
𝑥𝑦
Example
𝑦 3 − 2𝑦𝑥 2 𝑑𝑥 + 2𝑦 2 𝑥 − 𝑥 3 𝑑𝑦 = 0.
Solution
⇒ 2h + 2 = 2 + k + 1 and h + 3 = 2k + 2 or 2h − k = 1 and h − 2k = −1
⇒ h=k=1
Hence the I.F is given by 𝑥 1 𝑦 1 = 𝑥𝑦. Now multiplying the DE by 𝑥𝑦, we get
𝑥𝑦 4 − 2𝑥 3 𝑦 2 𝑑𝑥 + 0. 𝑑𝑦 = 𝐶
x2 y4 2𝑥 4 𝑦 2 x2 y4 𝑥 4𝑦 2
⇒ − = 𝐶 or − = 𝐶 or 𝑥 2 𝑦 2 𝑥 2 − 𝑦 2 = 2𝐶
2 4 2 2
Exercise 2.7
a. 3𝑥 2 − 𝑦 2 𝑑𝑦 − 2𝑥𝑦𝑑𝑥 = 0
b. 𝑥𝑦 − 1 𝑑𝑥 + 𝑥 2 − 𝑥𝑦 𝑑𝑦 = 0
1
c. 𝑥𝑑𝑦 − 𝑦𝑑𝑥 − 𝑐𝑜𝑠 𝑑𝑥 = 0
𝑥
d. 2𝑥𝑦 2 − 𝑦 𝑑𝑥 + 𝑥 + 2𝑥 2 𝑦 𝑑𝑦 = 0
𝑦 𝑦 𝑦
e. 2𝑥𝑠𝑖𝑛 + 3𝑦𝑐𝑜𝑠 𝑑𝑥 − 3𝑥𝑐𝑜𝑠 𝑑𝑦 = 0
𝑥 𝑥 𝑥
f. 𝑦 𝑥 2 𝑦 + 𝑒 𝑥 𝑑𝑥 − 𝑒 𝑥 𝑑𝑦 = 0
g. 𝑥 4 𝑦 4 + 𝑥 2 𝑦 2 + 𝑥𝑦 𝑦𝑑𝑥 + 𝑥 4 𝑦 4 − 𝑥 2 𝑦 2 + 𝑥𝑦 𝑥𝑑𝑦 = 0
h. 𝑦𝑙𝑛𝑦𝑑𝑥 + 𝑥 − 𝑙𝑛𝑦 𝑑𝑦 = 0
i. 2𝑥𝑦 4 𝑒 𝑦 + 2𝑥𝑦 3 + 𝑦 𝑑𝑥 + 𝑥 2 𝑦 4 𝑒 𝑦 − 𝑥 2 𝑦 2 − 3𝑥 𝑑𝑦 = 0
𝑥𝑑𝑦 −𝑦𝑑𝑥
j. 𝑥𝑑𝑥 + 𝑦𝑑𝑦 + =0
𝑥 2 +𝑦 2
𝑑𝑦
The DE of the form 𝑑𝑥 + 𝑝 𝑥 𝑦 = 𝑓(𝑥)𝑦 𝑛 , where 𝑛 is any real number, (1)
For 𝑛 = 0 and 𝑛 = 1 equation (1) is linear in 𝑦. Now for 𝑛 ≥ 2 and 𝑦 ≠ 0 equation (1) can be
written as (dividing by 𝑦 𝑛 )
𝑑𝑦
𝑦 −𝑛 𝑑𝑥 + 𝑝 𝑥 𝑦1−𝑛 = 𝑓 𝑥 . (2)
𝑑𝑤 𝑑𝑦
If we let 𝑤 = 𝑦 1−𝑛 , 𝑛 ≠ 0, 𝑛 ≠ 1, then = (1 − 𝑛)𝑦 −𝑛 𝑑𝑥
𝑑𝑥
𝑑𝑦 1 𝑑𝑤
⇒ = yn .
𝑑𝑥 1 − n 𝑑𝑥
1 𝑑𝑤
𝑦 −𝑛 yn + 𝑝 𝑥 𝑤 = 𝑓(𝑥)
1−n 𝑑𝑥
𝑑𝑤
⇒ + 1−𝑛 𝑝 𝑥 𝑤 = 1−𝑛 𝑓 𝑥 . (3)
𝑑𝑥
Hence equation (3) is linear first order DE. The general solution is given by
𝑤 = 𝑒− 1−𝑛 𝑝 𝑥 𝑑𝑥
1−𝑛 𝑓 𝑥 𝑒 1−𝑛 𝑝 𝑥 𝑑𝑥
𝑑𝑥 + 𝐶
⇒ 𝑦 1−𝑛 = 𝑒 − 1−𝑛 𝑝 𝑥 𝑑𝑥
1−𝑛 𝑓 𝑥 𝑒 1−𝑛 𝑝 𝑥 𝑑𝑥
𝑑𝑥 + 𝐶 .
Examples
𝑑𝑦 1
a. + 𝑥 𝑦 = 𝑥𝑦 2 .
𝑑𝑥
Solution
1
Now we have 𝑝 𝑥 = 𝑥 , 𝑓 𝑥 = 𝑥 and 𝑛 = 2. Thus the general solution is given by
𝑦 1−𝑛 = 𝑒 − 1−𝑛 𝑝 𝑥 𝑑𝑥
1−𝑛 𝑓 𝑥 𝑒 1−𝑛 𝑝 𝑥 𝑑𝑥
𝑑𝑥 + 𝐶
1 1
⇒ 𝑦 1−2 = 𝑒 − 1−2 𝑑𝑥
𝑥 1 − 2 𝑥𝑒 1−2 𝑑𝑥
𝑥 𝑑𝑥 + 𝐶
1 1
𝑑𝑥
⇒ 𝑦 −1 = 𝑒 𝑥 − 𝑥𝑒 − 𝑥
𝑑𝑥
𝑑𝑥 + 𝐶
1 1 1
⇒ = 𝑒 𝑙𝑛𝑥 − 𝑥𝑒 −𝑙𝑛𝑥 𝑑𝑥 + 𝐶 ⇒ = x − x x dx + C
𝑦 𝑦
1 1 1
⇒ = x −x + C ⇒ = −𝑥 2 + 𝐶𝑥 or 𝑦 = −𝑥 2 +𝐶𝑥 .
𝑦 𝑦
𝑑𝑦
b. = 𝑦 𝑥𝑦 3 − 1 .
𝑑𝑥
Solution
𝑑𝑦
Thus, + 𝑦 = 𝑥𝑦 4 with 𝑝 𝑥 = 1, 𝑓 𝑥 = 𝑥 and 𝑛 = 4.
𝑑𝑥
Now we have
𝑦 1−𝑛 = 𝑒 − 1−𝑛 𝑝 𝑥 𝑑𝑥
1−𝑛 𝑓 𝑥 𝑒 1−𝑛 𝑝 𝑥 𝑑𝑥
𝑑𝑥 + 𝐶
⇒ 𝑦 1−4 = 𝑒 − 1−4 𝑑𝑥
1−4 𝑓 𝑥 𝑒 1−4 𝑑𝑥
𝑑𝑥 + 𝐶
⇒ 𝑦 −3 = 𝑒 3𝑑𝑥
− 3𝑥𝑒 −3 𝑑𝑥
𝑑𝑥 + 𝐶
𝑑𝑦 𝑡𝑎𝑛𝑦
c. − = 1 + 𝑥 𝑒 𝑥 𝑠𝑒𝑐𝑦.
𝑑𝑥 1+𝑥
Solution
𝑑𝑦 𝑠𝑖𝑛𝑦
The given DE can be written as 𝑐𝑜𝑠𝑦 − = 1 + 𝑥 𝑒𝑥.
𝑑𝑥 1+𝑥
𝑑𝑦 𝑑𝑧
Put 𝑧 = 𝑠𝑖𝑛𝑦, so that 𝑐𝑜𝑠𝑦 𝑑𝑥 = 𝑑𝑥 . Hence the DE becomes
𝑑𝑧 𝑧
− 1+𝑥 = 1 + 𝑥 𝑒 𝑥 which is linear first order DE.
𝑑𝑥
1 1
𝑧 = 𝑒− −
1+𝑥
𝑑𝑥
𝑒 −
1+𝑥
𝑑𝑥
1 + 𝑥 𝑒 𝑥 𝑑𝑥 + 𝐶
z = eln(1+x) e−ln(1+x) 1 + 𝑥 𝑒 𝑥 dx + 𝐶
1
⇒ z= 1+x 1 + 𝑥 𝑒 𝑥 dx + 𝐶
1+x
⇒ z = 1 + x 𝑒 𝑥 + 𝐶 or siny = 1 + x 𝑒 𝑥 + 𝐶
⇒ y = sin−1 (1 + x) 𝑒 𝑥 + 𝐶 .
𝑑𝑦
= 𝑝 𝑥 + 𝑄 𝑥 𝑦 + 𝑅(𝑥)𝑦 2 (1)
𝑑𝑥
If 𝑦1 is a known particular solution of equation (1), then a family of solutions of the equation is
given by 𝑦 = 𝑦1 + 𝑢, where 𝑢 is a solution of
𝑑𝑢
− 𝑄 + 2𝑦1 𝑅 𝑢 = 𝑅𝑢2 . (2)
𝑑𝑥
Since equation (2) is a Bernoulli equation with 𝑛 = 2 it can be reduced to the linear equation
𝑑𝑤
+ 𝑄 + 2𝑦1 𝑅 𝑤 = −𝑅, (3)
𝑑𝑥
1 𝑑𝑤 −1 𝑑𝑢 𝑑𝑢 𝑑𝑤
where 𝑤 = and = or = −𝑢2 .
𝑢 𝑑𝑥 𝑢2 𝑑𝑥 𝑑𝑥 𝑑𝑥
1
𝑤 = 𝑢 = 𝑒− 𝑄+2𝑦1 𝑅 𝑑𝑥
𝑒 𝑄+2𝑦1 𝑅 𝑑𝑥
(−𝑅)𝑑𝑥 + 𝐶
1
𝑢= .
𝑒 − 𝑄 +2𝑦 1 𝑅 𝑑𝑥 𝑒 𝑄+2𝑦 1 𝑅 𝑑𝑥 (−𝑅)𝑑𝑥 +𝐶
1
𝑦 = 𝑦1 + 𝑢 = 𝑦1 + .
𝑒 − 𝑄+2𝑦 1 𝑅 𝑑𝑥 𝑒 𝑄 +2𝑦 1 𝑅 𝑑𝑥 (−𝑅)𝑑𝑥 +𝐶
Examples
Solve the given Ricatti’s equations, where 𝑦1 is a known solution of the equation.
𝑑𝑦
a. = 2 − 2𝑥𝑦 + 𝑦 2 , 𝑦1 = 2𝑥.
𝑑𝑥
Solution
𝑑𝑢
− 𝑄 + 2𝑦1 𝑅 𝑢 = 𝑅𝑢2
𝑑𝑥
𝑑𝑢 𝑑𝑢
⇒ − −2𝑥 + 2 2𝑥 (1) 𝑢 = 1 𝑢2 or − 2𝑥𝑢 = 𝑢2 which is a Bernoulii’s
𝑑𝑥 𝑑𝑥
equation.
1
Now, = 𝑒− 𝑄+2𝑦1 𝑅 𝑑𝑥
𝑒 𝑄+2𝑦1 𝑅 𝑑𝑥
(−𝑅) 𝑑𝑥 + 𝐶 = 𝑒 − 2𝑥 𝑑𝑥
− 𝑒 2𝑥 𝑑𝑥
𝑑𝑥 + 𝐶 .
𝑢
1 2 2
⇒ = 𝑒 −𝑥 − 𝑒 𝑥 𝑑𝑥 + 𝐶
𝑢
2
𝑒𝑥
⇒ u= 𝑥2
.
− 𝑒 𝑑𝑥 +𝐶
2
𝑒𝑥
Hence the general solution is given by 𝑦 = 𝑦1 + 𝑢 = 2𝑥 + 𝑢 = 2𝑥 + 2
− 𝑒 𝑥 𝑑𝑥 +𝐶
2
𝑒𝑥
⇒ y = 2𝑥 + 2 .
− 𝑒 𝑥 𝑑𝑥 +𝐶
𝑑𝑦 4 1 2
b. = − 𝑥 2 − 𝑥 𝑦 + 𝑦 2 , 𝑦1 = 𝑥 .
𝑑𝑥
Solution
4 1
Here, 𝑃 𝑥 = − 𝑥 2 , 𝑄 𝑥 = − 𝑥 , 𝑅 𝑥 = 1.
2
Now we have 𝑦 = 𝑦1 + 𝑢 = 𝑥 + 𝑢, where 𝑢 is the solution of
𝑑𝑢
− 𝑄 + 2𝑦1 𝑅 𝑢 = 𝑅𝑢2
𝑑𝑥
𝑑𝑢 1 2 𝑑𝑢 3
⇒ − −𝑥 + 2 (1) 𝑢 = 1 𝑢2 or − 𝑥 𝑢 = 𝑢2 which is a Bernoulii’s equation.
𝑑𝑥 𝑥 𝑑𝑥
3 3
1
= 𝑒− 𝑄+2𝑦1 𝑅 𝑑𝑥
𝑒 𝑄+2𝑦1 𝑅 𝑑𝑥
(−𝑅) 𝑑𝑥 + 𝐶 = 𝑒 − 𝑥
𝑑𝑥
− 𝑒 𝑥
𝑑𝑥
𝑑𝑥 + 𝐶
𝑢
1 1
⇒ = 𝑒 −3𝑙𝑛𝑥 − 𝑒 3𝑙𝑛𝑥 𝑑𝑥 + 𝐶 = − 𝑥 3 𝑑𝑥 + 𝐶
𝑢 𝑥3
1 1 𝑥4 −𝑥
⇒ = 𝑥3 − +𝐶 = + 𝑥 −3 𝐶
𝑢 4 4
1
⇒ u= 𝑥.
C𝑥 −3 − 4
2 1
Therefore, the general solution is 𝑦 = 𝑦1 + 𝑢 = 𝑥 + 𝑥 .
C𝑥 −3 −
4
𝑑𝑦 𝑑𝑝 𝑑𝑝
Let 𝑦 ′ = 𝑝 ⇒ 𝑦 = 𝑥𝑝 + 𝑓 𝑝 ⇒ = 𝑝 + 𝑥 𝑑𝑥 + 𝑓 ′ (𝑝) 𝑑𝑥
𝑑𝑥
𝑑𝑝 𝑑𝑝
⇒ 𝑝 = 𝑝 + 𝑑𝑥 𝑥 + 𝑓 ′ (𝑝) ⇒ 𝑥 + 𝑓 ′ (𝑝) = 0
𝑑𝑥
𝑑𝑝
⇒ = 0 or 𝑥 + 𝑓 ′ 𝑝 = 0.
𝑑𝑥
𝑑𝑝
If = 0 , then 𝑝 = constant = 𝐶.
𝑑𝑥
𝑥 = −𝑓 ′ 𝑡
𝑦 = 𝑓 𝑡 − 𝑡𝑓 ′ 𝑡 .
This last solution is a singular solution since, if 𝑓 ′′ (𝑡) ≠ 0, it can not be obtained from the
family of solutions 𝑦 = 𝐶𝑥 + 𝑓(𝐶).
Examples
a. 𝑦 = 𝑥𝑦 ′ + 1 − 𝑙𝑛𝑦 ′ .
Solution
⇒ 𝑦 = 𝐶𝑥 + 1 − 𝑙𝑛𝐶.
𝑥 = −𝑓 ′ (𝑡)
𝑦 = 𝑓 𝑡 − 𝑡𝑓 ′ 𝑡 , 𝑓 𝑡 = 1 − 𝑙𝑛𝑡
1 1
⇒ 𝑥= and 𝑦 = 1 − 𝑙𝑛𝑡 − 𝑡 − = 2 − 𝑙𝑛𝑡
𝑡 𝑡
1
⇒ 𝑦 = 2 − 𝑙𝑛 = 2 + 𝑙𝑛𝑥 is a singular solution.
𝑥
𝑏. 𝑦 ′ = log 𝑦 ′ 𝑥 − 𝑦 .
Solution
𝑥 = −𝑓 ′ (𝑡)
𝑦 = 𝑓 𝑡 − 𝑡𝑓 ′ 𝑡 , 𝑓 𝑡 = −𝑒 𝑡
⇒ 𝑥 = 𝑒 𝑡 ⇒ 𝑡 = 𝑙𝑜𝑔𝑥 and 𝑦 = −𝑒 𝑡 − 𝑡 −𝑒 𝑡 = 𝑒 𝑡 (𝑡 − 1)
Exercise 2.8
𝑑𝑦 𝑦2
a. 𝑥 𝑑𝑥 + 𝑦 = 𝑥
𝑑𝑦
b. 𝑥 𝑑𝑥 + 𝑦𝑙𝑜𝑔𝑦 = 𝑥𝑦𝑒 𝑥
𝑑𝑦
c. 𝑥 2 𝑑𝑥 + 𝑦 2 = 𝑥𝑦
𝑑𝑦
d. = 𝑒 2𝑥 + 1 + 2𝑒 𝑥 𝑦 + 𝑦 2 , 𝑦1 = −𝑒 𝑥 (known solution of the DE)
𝑑𝑥
e. 𝑥𝑦 ′ − 𝑦 = 𝑒 𝑦′
2
f. 𝑥 − 𝑎 𝑦′ + 𝑥 − 𝑦 𝑦′ − 𝑦 = 0
g. 𝑥 2 𝑦 − 𝑦′𝑥 = 𝑦 𝑦′ 2
𝑑𝑦 𝑑𝑦
The DE will involve 𝑑𝑥 in higher degree and 𝑑𝑥 will be denoted by 𝑝. The DE will be of the form
𝑓 𝑥, 𝑦, 𝑝 = 0.
Example.
Solve the DE 𝑥 2 = 1 + 𝑝2 .
Solution
𝑑𝑦
Let 𝑝 = 𝑑𝑥 and we have,
𝑥 2 = 1 + 𝑝2 or 𝑝2 = 𝑥 2 − 1 ⇒ 𝑝 = ± 𝑥 2 − 1
𝑑𝑦
⇒ = ± 𝑥 2 − 1 or 𝑑𝑦 = ± 𝑥 2 − 1 𝑑𝑥.
𝑑𝑥
𝑥 1
⇒ 𝑦 = ± 2 𝑥 2 − 1 ∓ 2 𝑙𝑜𝑔 𝑥 + 𝑥 2 − 1 + 𝐶 is the general solution.
𝑑𝑦 𝑑𝑝 𝑑𝑝 𝑑𝑝 𝑑𝑝
= 𝑝+ 𝑥−𝑎 − 2𝑝 𝑑𝑥 or 𝑝 = 𝑝 + 𝑥 − 𝑎 − 2𝑝 𝑑𝑥
𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑑𝑝 𝑑𝑝 𝑑𝑝
⇒ 0= 𝑥−𝑎 − 2𝑝 𝑑𝑥 or 0 = 𝑑𝑥 (𝑥 − 𝑎 − 2𝑝)
𝑑𝑥
𝑑𝑝
⇒ = 0 or 𝑥 − 𝑎 − 2𝑝 = 0.
𝑑𝑥
On integration we get 𝑝 = 𝐶.
Putting the value of 𝑝 in the DE we get 𝑦 = 𝑥 − 𝑎 𝐶 − 𝐶 2 which is the solution of the DE.
𝑦
Solution. 𝑦 = 2𝑝𝑥 + 𝑦𝑝2 or 2𝑝𝑥 = 𝑦 − 𝑦𝑝2 or 2𝑥 = 𝑝 − 𝑦𝑝.
𝑑𝑥 1 𝑦 𝑑𝑝 𝑑𝑝 2 1 𝑦 𝑑𝑝 𝑑𝑝
2 𝑑𝑦 = 𝑝 − 𝑝 2 𝑑𝑦 − 𝑝 − 𝑦 𝑑𝑦 or = 𝑝 − 𝑝 2 𝑑𝑦 − 𝑝 − 𝑦 𝑑𝑦
𝑝
1 1 𝑑𝑝 1 + 𝑝2 1 + 𝑝2 𝑑𝑝 𝑦 𝑑𝑝
⇒ + 𝑝 = −𝑦 2 + 1 or = −𝑦 2
or 1 = −
𝑝 𝑝 𝑑𝑦 𝑝 𝑝 𝑑𝑦 𝑝 𝑑𝑦
𝑑𝑦 𝑑𝑝
⇒ − = or − 𝑙𝑜𝑔𝑦 = 𝑙𝑜𝑔𝑝 + 𝑙𝑜𝑔𝑘 or − 𝑙𝑜𝑔𝑝𝑦 = 𝑙𝑜𝑔𝑘
𝑦 𝑝
1 𝐶
⇒ 𝑙𝑜𝑔𝑝𝑦 = −𝑙𝑜𝑔𝑘 or 𝑝𝑦 = = 𝐶 or 𝑝 = .
𝑘 𝑦
𝐶 𝐶2
𝑦=2 𝑥+𝑦 or 𝑦 2 = 2𝐶𝑥 + 𝐶 2 .
𝑦 𝑦2
Exercise 2.9
𝑑𝑦 𝑑𝑥 𝑥 𝑦
a. 𝑥𝑝2 + 𝑥 = 2𝑦𝑝 e. − 𝑑𝑦 = 𝑦 − 𝑥
𝑑𝑥
b. 𝑥 1 + 𝑝2 = 1 𝑓. 𝑥 2 𝑦 − 𝑝𝑥 = 𝑦𝑝2
c. 𝑥 2 𝑝2 + 𝑥𝑦𝑝 − 6𝑦 2 = 0
2.10. Homogenous Second Order Linear Differential Equation(HSOLDE)
with constant Coefficients
𝑦 ′ = 𝜆𝑒 𝜆𝑥 and 𝑦 ′′ = 𝜆2 𝑒 𝜆𝑥
𝜆2 𝑒 𝜆𝑥 + 𝑏𝜆𝑒 𝜆𝑥 + 𝑐𝑒 𝜆𝑥 = 0 ⇒ 𝑒 𝜆𝑥 𝜆2 + 𝜆𝑏 + 𝑐 = 0
are:
In this case, the characteristic equation has two distinct roots, say 𝜆1 and 𝜆2 , and we deduce that
𝑦1 = 𝑒 𝜆 1 𝑥 and 𝑦2 = 𝑒 𝜆 2 𝑥 are two distinct solutions that are not multiples of each other.
Hence the general solution of equation (1) is given by
Examples
1. Solve the DE 𝑦 ′′ − 3𝑦 ′ + 2𝑦 = 0.
Solution
⇒ 𝜆1 = 1 and 𝜆2 = 2.
Solution
⇒ 𝜆1 = 1 and 𝜆2 = −2.
𝑦 = 𝑐1 𝑒 𝜆 1 𝑥 + 𝑐2 𝑒 𝜆 2 𝑥 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −2𝑥 .
⇒ 𝑐1 + 𝑐2 = 4 ( 𝑖)
⇒ 𝑐1 − 2𝑐2 = −5 ( 𝑖𝑖)
? Solve the DE 𝑦 ′′ − 5𝑦 ′ + 6𝑦 = 0, 𝑦 0 = 2, 𝑦 ′ 0 = 4
4 2
𝑨𝒏𝒔. 𝑦 = 3 𝑒 3𝑥 + 3 𝑒 2𝑥
−𝑏
In this case, we get only one root, 𝜆 = 𝜆1 = 𝜆2 = .
2
−𝑏
𝑥
Thus only one exponential solution 𝑦1 = 𝑒 𝜆𝑥 = 𝑒 2 can be found.
However, substitution of the function
𝑦2 = 𝑥𝑒 𝜆𝑥
into the differential equation shows that it is also a solution. That is;
let 𝑦 = 𝑥𝑒 𝜆𝑥 , then 𝑦 ′ = 𝑒 𝜆𝑥 + 𝜆𝑥𝑒 𝜆𝑥 and 𝑦 ′′ = 𝜆𝑒 𝜆𝑥 + 𝜆𝑒 𝜆𝑥 + 𝑥𝜆2 𝑒 𝜆𝑥 = 2𝜆𝑒 𝜆𝑥 + 𝑥𝜆2 𝑒 𝜆𝑥 .
Thus, we have
𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 2𝜆𝑒 𝜆𝑥 + 𝑥𝜆2 𝑒 𝜆𝑥 + 𝑏 𝑒 𝜆𝑥 + 𝜆𝑥𝑒 𝜆𝑥 + 𝑐𝑥𝑒 𝜆𝑥
= 𝜆2 + 𝜆𝑏 + 𝑐 𝑥𝑒 𝜆𝑥 + 𝑏 2𝜆 + 𝑏 𝑒 𝜆𝑥
= 0 + 0, since 𝜆2 + 𝜆𝑏 + 𝑐 = 0 and 2𝜆 + 𝑏 = 0
= 0.
It follows that 𝑦 = 𝑥𝑒 𝜆𝑥 is the solution of equation (1).
𝑦2
Hence, the functions 𝑦1 and 𝑦2 are linearly independent because = 𝑥 is not a constant, so
𝑦1
in this case a basis for the solution space of (1) is formed by the functions 𝑦1 = 𝑒 𝜆𝑥 and
𝑦2 = 𝑥𝑒 𝜆𝑥 , with the corresponding general solution
𝑦 = 𝑐1 𝑒 𝜆𝑥 + 𝑐2 𝑥𝑒 𝜆𝑥 = 𝑐1 + 𝑥𝑐2 𝑒 𝜆𝑥 .
Examples
1. Find the general solution and hence solve the stated initial value problem for
𝑦 ′′ + 4𝑦 ′ + 4𝑦 = 0, with 𝑦 0 = 3 and 𝑦 ′ 0 = 1.
Solution
⇒ 𝑐2 − 2 3 = 1 or 𝑐2 = 7,
𝑦 = 3 + 7𝑥 𝑒 −2𝑥 .
2 . Solve the initial value problem
1 −7
𝑦 ′′ + 𝑦 ′ + 4 𝑦 = 0, 𝑦 0 = 3 and 𝑦 ′ 0 = .
2
Solution
1 −1
The characteristic equation is 𝜆2 + 𝜆 + 4 = 0, with 𝑏2 − 4𝑐 = 0 , so this is case(ii) with 𝜆 = .
2
−1
𝑦 = 𝑐1 + 𝑥𝑐2 𝑒 𝜆𝑥 = 𝑐1 + 𝑥𝑐2 𝑒 2 𝑥 .
−7
To find the particular solution we use 𝑦 0 = 3 and 𝑦 ′ 0 = .
2
−1 −1
Thus, 𝑦 𝑥 = 𝑐1 + 𝑥𝑐2 𝑒 2 𝑥 ⇒ 𝑦 0 = 𝑐1 + 0. 𝑐2 𝑒 2 (0) = 𝑐1 = 3
−1
𝑥 1 −1 −1 1 −1
and 𝑦 ′ 𝑥 = 𝑐2 𝑒 2 − 𝑐1 + 𝑥𝑐2 𝑒 2 𝑥 ⇒ 𝑦 ′ 0 = 𝑐2 𝑒 2 0
− 𝑐1 + 0. 𝑐2 𝑒 2 (0)
2 2
1 −7
⇒ 𝑐2 − 2 3 = or 𝑐2 = −2,
2
−1
𝑦 = 3 − 2𝑥 𝑒 2 𝑥 .
In this case the characteristic equation has no real roots, solutions of the given DE must be of
different type. A real solution y corresponding to complex conjugate roots 𝜆1 and 𝜆2 is only
possible if the arbitrary constants 𝑐1 and 𝑐2 are themselves complex conjugates. A routine
calculation shows that if 𝜆1 = 𝛼 + 𝑖𝛽 and 𝜆2 = 𝛼 − 𝑖𝛽 , with
𝑏 1
𝛼 = − 2 , 𝛽 = 2 4𝑐 − 𝑏2
Solution
𝑏 4 1
with 𝑏2 − 4𝑐 = −4 < 0 , so this is case (iii) with 𝛼 = − 2 = − 2 = −2, 𝛽 = 2 4𝑐 − 𝑏2 = 1.
? 𝜋 𝜋
Solve the DE 𝑦 ′′ + 2𝑦 ′ + 17𝑦 = 0, 𝑦 0 = 1, 𝑦 ′ = 0, for 0 < 𝑥 <
4 4
1
𝑨𝒏𝒔. 𝑦 = 𝑒 −𝑥 𝑐𝑜𝑠4𝑥 + 𝑠𝑖𝑛4𝑥
4
Euler-Cauchy Equation
An ODE of the form 𝑥 2 𝑦 ′′ + 𝑎𝑥𝑦 ′ + 𝑏𝑦 = 0, (1)
where 𝑎 and 𝑏 are constants, is called Euler-Cauchy Equation.
To find the solution we substitute
𝑦 = 𝑥𝑚
and its derivatives 𝑦 ′ = 𝑚𝑥 𝑚 −1 and 𝑦 ′′ = 𝑚(𝑚 − 1)𝑥 𝑚 −2 in to equation (1). This gives
𝑥 2 𝑚 𝑚 − 1 𝑥 𝑚 −2 + 𝑎𝑥𝑚𝑥 𝑚 −1 + 𝑏𝑥 𝑚 = 0.
We now see that 𝑦 = 𝑥 𝑚 was a rather natural choice because we have obtained a common factor
𝑥 𝑚 . Dropping it, we have the auxiliary equaton
𝑚 𝑚 − 1 + 𝑎𝑚 + 𝑏 = 0 or 𝑚2 + 𝑎 − 1 𝑚 + 𝑏 = 0. (2)
Hence 𝑦 = 𝑥 𝑚 is a solution of equation (1) if and only if 𝑚 is a root of the auxiliary equaton.
The roots are given by
1 1 2 1 1 2
𝑚1 = 2 1 − 𝑎 + 2 𝑎−1 − 4𝑏 and 𝑚2 = 2 1 − 𝑎 − 2 𝑎−1 − 4𝑏 (3)
𝑥𝑚1 𝑥𝑚2
The 𝑊𝑟𝑜𝑛𝑠𝑘𝑖𝑎𝑛 = 𝑊 𝑦1 , 𝑦2 = 𝑑𝑒𝑡 ≠ 0. Hence they constitute a basis of
𝑚1 𝑥 𝑚 1 𝑚2 𝑥 𝑚 2
solutions of equation (1) for all 𝑥 for which they are real. The corresponding general solution for
all these 𝑥 is
𝑦 = 𝑐1 𝑥 𝑚 1 + 𝑐2 𝑥 𝑚 2 .
1
Case ii. Eqution (3) shows that the auxiliary equation (2) has double root 𝑚1 = 2 1 − 𝑎 if and
2
only if 1 − 𝑎 − 4𝑏 = 0. The Euler-Cauchy equation (1), then has the form
1
𝑥 2 𝑦 ′′ + 𝑎𝑥𝑦 ′ + 4 1 − 𝑎 2 𝑦 = 0.
1−𝑎
A solution is 𝑦1 = 𝑥 2 . To obtain a second linearly independent solution, we apply the method
of reduction of order as follows. Starting from 𝑦2 = 𝑢𝑦1 , we obtain for 𝑢 the expression
1
𝑈 = 𝑦 2 𝑒− 𝑝𝑑𝑥
, namely,
1
1
𝑢= 𝑈 𝑑𝑥, where 𝑈 = 𝑦 2 𝑒 − 𝑝𝑑𝑥
.
1
Here it is critical that 𝑝 is taken from the ODE written in standard form, in our case,
2
𝑎 1−𝑎
𝑦 + 𝑦′ +
′′
𝑦 = 0.
𝑥 4𝑥 2
𝑎 1
This shows that 𝑝 = 𝑥 . Hence its integral is 𝑎𝑙𝑛𝑥 = 𝑙𝑛 𝑥 𝑎 , the exponential function in 𝑈 is 𝑥 𝑎 ,
1
and division by 𝑦12 = 𝑥 1−𝑎 gives 𝑈 = 𝑥 , and 𝑢 = 𝑙𝑛𝑥 by inegration. Thus, in this “critical
1
case” a basis of solutions for positive 𝑥 is 𝑦1 = 𝑥 𝑚 and 𝑦2 = 𝑥 𝑚 𝑙𝑛𝑥, where 𝑚 = 2 (1 − 𝑎).
Linear independence follows from the fact that the quoitient of these solutions is not constant.
Hence, for all 𝑥 for which 𝑦1 and 𝑦2 are defined and real, a general solution is
1
𝑦 = 𝑐1 + 𝑐2 𝑙𝑛𝑥 𝑥 𝑚 , 𝑚 = 2 1−𝑎 .
1
When 4𝑚2 + 4𝑚 + 1 = 0 or 2𝑚 + 1 2
= 0 ⇒ 𝑚 = − 2.
3 . 𝑥 2 𝑦 ′′ + 3𝑥𝑦 ′ + 3𝑦 = 0.
Solution
The substitution of 𝑦 = 𝑥 𝑚 yields
𝑥 2 𝑦 ′′ + 3𝑥𝑦 ′ + 3𝑦 = 𝑥 2 𝑚 𝑚 − 1 𝑥 𝑚 −2 + 3𝑥𝑚𝑥 𝑚 −1 + 3𝑥 𝑚
= 𝑥 𝑚 𝑚2 + 2𝑚 + 3 = 0.
If 𝑚2 + 2𝑚 + 3 = 0 , then we get 𝑚1 = −1 + 2𝑖 and 𝑚2 = −1 − 2𝑖.
Let 𝛼 = −1 and 𝛽 = 2. Then we see that the general solution is
𝑦 = 𝑥 𝛼 𝑐1 cos 𝛽𝑙𝑛𝑥 + 𝑐2 𝑠𝑖𝑛(𝛽𝑙𝑛𝑥)
= 𝑥 −1 𝑐1 cos
( 2𝑙𝑛𝑥) + 𝑐2 𝑠𝑖𝑛( 2𝑙𝑛𝑥) .
Exercise 2.10
1. Find the general solution of the following differential equations.
a. 𝑦 ′′ + 3𝑦 ′ − 4𝑦 = 0
b. 𝑦 ′′ − 2𝑦 ′ + 2𝑦 = 0
c. 𝑦 ′′ + 2𝑦 ′ − 3𝑦 = 0
d. 𝑦 ′′ + 6𝑦 ′ + 9𝑦 = 0
e. 𝑦 ′′ − 4𝑦 ′ + 5𝑦 = 0
f. 𝑦 ′′ + 6𝑦 ′ + 25𝑦 = 0
g. 𝑦 ′′ + 5𝑦 ′ + 4𝑦 = 0
h. 𝑦 ′′ − 3𝑦 ′ + 3𝑦 = 0
2 . Solve the following initial value problems.
a. 𝑦 ′′ + 5𝑦 ′ + 6𝑦 = 0, with 𝑦 0 = 1, 𝑦 ′ 0 = 2
b. 𝑦 ′′ + 2𝑦 ′ + 2𝑦 = 0, with 𝑦 0 = 3, 𝑦 ′ 0 = 1
c. 𝑦 ′′ − 5𝑦 ′ + 6𝑦 = 0, with 𝑦 0 = 2, 𝑦 ′ 0 = 1
d. 𝑦 ′′ − 3𝑦 ′ − 4𝑦 = 0, with 𝑦 0 = −1, 𝑦 ′ 0 = 2
𝑦 ′′ + 𝑝 𝑥 𝑦 ′ + 𝑞 𝑥 𝑦 = 𝑟 𝑥 , (1)
where 𝑟 𝑥 ≠ 0. We shall see that a “general solution” of (1) is the sum of a general solution of
the corresponding homogeneous ODE
𝑦 ′′ + 𝑝 𝑥 𝑦 ′ + 𝑞 𝑥 𝑦 = 0 (2)
and a particular solution of (1). These two new terms “general solution of (1)” and “particular
solution of (1)” are defined as follows.
Definition. A general solution of the non-homogeneous ODE (1) on an open interval I is a
solution of the form
𝑦 𝑥 = 𝑦 𝑥 + 𝑦𝑝 𝑥 ; (3)
here, 𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2 is a general solution of the homogeneous ODE (2) on I and 𝑦𝑝 is any
solution of (1) on I containing no arbitrary constants.
Definition. A particular solution of (1) on I is a solution obtained from (3) by assigning specific
values to the arbitrary constants 𝑐1 and 𝑐2 in 𝑦 .
To solve the non-homogeneous ODE we follow the following methods.
2.11.1 Method of Undetermined Coefficients
Our discussion suggests the following. To the non-homogeneous ODE (1) or an initial value
problem for (1), we have to solve the homogeneous ODE (2) and find any solution 𝑦𝑝 of (1), so
that we obtain a general solution (3) of (1).
How can we find a solution 𝑦𝑝 of (1)? One method is the so-called method of undetermined
coefficients. Since it applies to models of vibrational systems and electric circuits, it is frequently
used in engineering.
More precisely, the method of undetermined coefficients is suitable for linear ODEs with
constant coefficients 𝑎 and 𝑏
𝑦 ′′ + 𝑎𝑦 ′ + 𝑏𝑦 = 𝑟 𝑥 , 4
when 𝑟 𝑥 is a polynomial function, exponential function, a cosine or sine, or sums or products
of such functions.
Consider the following table for the terms of 𝑟 𝑥 and the choice of 𝑦𝑝 𝑥 .
Terms in 𝒓 𝒙 Choice for 𝒚𝒑 (𝒙)
𝑘, 𝑘 𝑖𝑠 𝑎𝑛𝑦 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡 𝐶, 𝐶 ∈ 𝑅
𝑘𝑒 𝑎𝑥 , 𝑎 ∈ 𝑅 𝐶𝑒 𝑎𝑥 , 𝐶 ∈ 𝑅
𝑘𝑥 𝑛 , 𝑛 = 0,1,2 … …. 𝑘𝑛 𝑥 𝑛 + 𝑘𝑛−1 𝑥 𝑛−1 + ⋯ + 𝑘1 𝑥 + 𝑘0
𝑘𝑐𝑜𝑠𝑤𝑥
or 𝐴𝑐𝑜𝑠𝑤𝑥 + 𝐵𝑠𝑖𝑛𝑤𝑥
𝑘𝑠𝑖𝑛𝑤𝑥
𝑘𝑒 𝑎𝑥 𝑐𝑜𝑠𝑤𝑥
or 𝐴𝑒 𝑎𝑥 𝑐𝑜𝑠𝑤𝑥 + 𝐵𝑒 𝑎𝑥 𝑠𝑖𝑛𝑤𝑥
𝑘𝑒 𝑎𝑥 𝑠𝑖𝑛𝑤𝑥
Examples
Solution
Step 1. General solution of the homogeneous ODE. The characteristic equation of the
homogeneous ODE is
𝑦 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 −3𝑥 .
Step 2. The Solution yp of the non-homogeneous ODE. The non-homogeneous term e−x is
contained in the homogeneous solution, so we choose 𝑦𝑝 = 𝑐𝑥𝑒 −𝑥 . Then the derivatives are
given by 𝑦′𝑝 = 𝑐𝑒 −𝑥 − 𝑐𝑥𝑒 −𝑥 , 𝑦′′𝑝 = −2𝑐𝑒 −𝑥 + 𝑐𝑥𝑒 −𝑥 .
1
−2𝑐 + 4𝑐 = 1 or 𝑐 = 2 .
1
Therefore, 𝑦𝑝 = 2 𝑥𝑒 −𝑥 .
1
The general solution is given by 𝑦 = 𝑦 + 𝑦𝑝 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 −3𝑥 + 2 𝑥𝑒 −𝑥 .
1
𝑦 = 2 = 𝑐1 𝑒 −0 + 𝑐2 𝑒 −3(0) + 2 0 𝑒 −0 = 𝑐1 + 𝑐2
⇒ 𝑐1 + 𝑐2 = 2 (𝑖)
1 1
𝒚′ = −𝑐1 𝑒 −𝑥 − 3𝑐2 𝑒 −3𝑥 + 𝑒 −𝑥 − 𝑥𝑒 −𝑥 .
2 2
1 1 1
Now, 𝑦 ′ 0 = −𝑐1 𝑒 −0 − 3𝑐2 𝑒 −30 + 2 𝑒 −0 − 2 0 𝑒 −0 = −𝑐1 − 3𝑐2 + 2 = 1
1
⇒ −𝑐1 − 3𝑐2 = 2 . (𝑖𝑖)
13 5
𝑐1 = and 𝑐2 = −
4 4
13 5 1
𝑦= 𝑒 −𝑥 − 4 𝑒 −3𝑥 + 2 𝑥𝑒 −𝑥 is the required solution.
4
Solution
Step 1. General solution of the homogeneous ODE. The characteristic equation of the
homogeneous ODE is
𝜆2 + 3𝜆 + 2.25 = 𝜆 + 1.5 2
= 0 ⇒ 𝜆 = −1.5.
Step 2. The Solution yp of the non-homogeneous ODE. The function 𝑒 −1.5𝑥 on the right would
normally require the choice 𝐶𝑒 −1.5𝑥 . But we see from 𝑦 that this function is a solution of the
homogeneous ODE, which corresponds to a double root of the characteristic equation. Hence,
according to the modification rule we have to multiply our choice function by 𝑥 2 . That is, we
choose 𝑦𝑝 = 𝐶𝑥 2 𝑒 −1.5𝑥 .
We substitute these expression in to the given ODE and omit the factor 𝑒 −1.5𝑥 . This yields
Step 3. Solution of the initial value problem. Setting 𝑥 = 0 in 𝑦 and using the first initial
condition, we obtain 𝑦 0 = 𝑐1 . Differentiation of 𝑦 gives
Hence 𝑐2 = 1.5𝑐1 = 1.5. This gives the answer in the following figure
Figure 2.1
𝜆2 + 5𝜆 + 6 = 𝜆 + 2 𝜆 + 3 = 0 ⇒ 𝜆1 = −2 and 𝜆2 = −3.
𝑦 = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 −3𝑥 .
To find a particular solution, we notice first that neither the term 𝑒 −𝑥 nor the term
𝑠𝑖𝑛𝑥 is contained in the homogeneous solution. This means that the only form
of particular solution 𝑦𝑝 that can produce the non-homogeneous term 4𝑒 −𝑥 + 5𝑠𝑖𝑛𝑥 is
𝑦𝑝 = 𝐴𝑒 −𝑥 + 𝐵𝑠𝑖𝑛𝑥 + 𝐶𝑐𝑜𝑠𝑥 ,
where A, B, and C are the undetermined coefficients that must be found. Substituting this
expression for yp and its derivatives to the DE leads to the result
= 4𝑒 −𝑥 + 5𝑠𝑖𝑛𝑥.
(coefficients of 𝑒 −𝑥 ) 2A= 4, so A= 2
(coefficient of 𝑠𝑖𝑛𝑥) 5(B− C) = 5
(coefficient of 𝑐𝑜𝑠𝑥) 5(B+ C) = 0.
1 1
Solving the last two equations for B and C gives 𝐵 = 2 , 𝐶 = − 2 , so the particular solution is
1 1
𝑦𝑝 = 2𝑒 −𝑥 +2 𝑠𝑖𝑛𝑥 − 2 𝑐𝑜𝑠𝑥.
1 1
𝑦 = 𝑦 + 𝑦𝑝 = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 −3𝑥 + 2𝑒 −𝑥 +2 𝑠𝑖𝑛𝑥 − 2 𝑐𝑜𝑠𝑥.
Solution
Step 1. General solution of the homogeneous ODE. The characteristic equation of the
homogeneous ODE is
𝜆2 + 3𝜆 + 2 = 𝜆 + 2 𝜆 + 1 = 0 ⇒ 𝜆1 = −2 and 𝜆2 = −1.
𝑦 = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 −𝑥 .
To find a particular solution, we notice first that the term 𝑒 −2𝑥 is contained in the homogeneous
solution. This means that the only form of particular solution 𝑦𝑝 that can produce the non-
homogeneous term 𝑥 2 + 3𝑒 −2𝑥 is
𝑦𝑝 = 𝐴𝑥 2 + 𝐵𝑥 + 𝐶 + 𝐷𝑥𝑒 −2𝑥 ,
where A, B, C and D are the undetermined coefficients that must be found. Substituting this
expression for yp and its derivatives to the DE leads to the result
2𝐴 − 4𝐷𝑒 −2𝑥 + 4𝐷𝑥𝑒 −2𝑥 + 3 2𝐴𝑥 + 𝐵 + 𝐷𝑒 −2𝑥 − 2𝐷𝑥𝑒 −2𝑥 + 2 𝐴𝑥 2 + 𝐵𝑥 + 𝐶 + 𝐷𝑥𝑒 −2𝑥
= 𝑥 2 + 3𝑒 −2𝑥 .
1 3 7
(constant terms) 2𝐴 + 3𝐵 + 2𝐶 = 0 ⇒ 2 +3 − + 2𝐶 = 0 𝑜𝑟 𝐶 = ,
2 2 4
1 3 7
𝑦𝑝 = 𝐴𝑥 2 + 𝐵𝑥 + 𝐶 + 𝐷𝑥𝑒 −2𝑥 = 𝑥 2 − 𝑥 + − 3𝑥𝑒 −2𝑥
2 2 4
1 3 7
𝑦 = 𝑦 + 𝑦𝑝 = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 −𝑥 + 2 𝑥 2 − 2 𝑥 + 4 − 3𝑥𝑒 −2𝑥 .
The method of variation of parameters, perhaps more properly called variation of constants,
is a powerful method used to find a particular solution of a linear differential equation once its
homogeneous solution is known. In what follows the method will be developed for a general
linear second order variable coefficient differential equation, though it is easily extended to
include linear variable coefficient differential equations of any order.
As linear constant coefficient equations are a special case of variable coefficient equations,
the method enables particular solution to be found for all linear equations. The method also has
the advantage that no special cases arise due to the non-homogeneous term being included in the
homogeneous solution.
Consider the general linear second order differential equation
𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝑟(𝑥) (1)
𝑦𝑝 = 𝑢1 𝑦1 + 𝑢2 𝑦2,
𝑦1 𝑦2
𝑊𝑟𝑜𝑛𝑠𝑘𝑖𝑎𝑛 of 𝑦1 and 𝑦2 = 𝑤 𝑦1 , 𝑦2 = = 𝑦1 𝑦2′ − 𝑦1 ′𝑦2 ≠ 0.
𝑦1 ′ 𝑦2 ′
It is proved that
𝑦2 𝑟(𝑥) 𝑦1 𝑟(𝑥)
𝑢1 = − 𝑑𝑥 and 𝑢2 = 𝑑𝑥.
𝑊 𝑊
𝑦2 𝑟(𝑥) 𝑦1 𝑟(𝑥)
𝑦 = 𝑦 + 𝑦𝑝 = 𝑦 + 𝑢1 𝑦1 + 𝑢2 𝑦2 = 𝑦 − 𝑦1 𝑑𝑥 + 𝑦2 𝑑𝑥
𝑊 𝑊
𝑦2 𝑟(𝑥) 𝑦1 𝑟(𝑥)
𝑦 = 𝑦 − 𝑦1 𝑑𝑥 + 𝑦2 𝑑𝑥.
𝑊 𝑊
Caution! The solution 𝑦𝑝 is obtained under the assumption that the ODE is written in standard
form, with 𝑦′′ as the first term as shown in (1). If it starts with 𝑓 𝑥 𝑦′′, then we divide first by
𝑓 𝑥 .
Examples
𝑦 ′′ + 𝑦 = 𝑠𝑒𝑐𝑥.
Solution
General solution of the homogeneous ODE. The characteristic equation of the homogeneous
ODE is
𝜆2 + 1 = 0 ⇒ 𝜆1 = 𝑖 and 𝜆2 = −𝑖.
𝑦 = 𝑐1 𝑐𝑜𝑠𝑥 + 𝑐2 𝑠𝑖𝑛𝑥.
Choosing zero constant of integration, we get the particular solution of the given DE
𝑦2 𝑟 𝑥 𝑦1 𝑟 𝑥
𝑦𝑝 = −𝑦1 𝑑𝑥 + 𝑦2 𝑑𝑥
𝑊 𝑊
𝑠𝑖𝑛𝑥𝑠𝑒𝑐𝑥 𝑐𝑜𝑠𝑥𝑠𝑒𝑐𝑥
= −𝑐𝑜𝑠𝑥 𝑑𝑥 + 𝑠𝑖𝑛𝑥 𝑑𝑥
1 1
The figure below shows 𝑦𝑝 and its first term, which is small, so that 𝑥𝑠𝑖𝑛𝑥 essentially determines
the shape of the curve of 𝑦𝑝 . From 𝑦𝑝 and the general solution 𝑦 = 𝑐1 𝑐𝑜𝑠𝑥 + 𝑐2 𝑠𝑖𝑛𝑥 of the
homogeneous DE we obtain the answer
𝑦 = 𝑦 + 𝑦𝑝
2
𝑦 ′′ − 𝑦 = 1+𝑒 𝑥 .
Solution
General solution of the homogeneous ODE. The characteristic equation of the homogeneous
ODE is
𝜆2 − 1 = 0 ⇒ 𝜆1 = 1 and 𝜆2 = −1.
𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥 .
Choosing zero constant of integration, we get the particular solution of the given DE
𝑦2 𝑟 𝑥 𝑦1 𝑟 𝑥 2
𝑦𝑝 = −𝑦1 𝑑𝑥 + 𝑦2 𝑑𝑥 , 𝑟 𝑥 = 1+𝑒 𝑥 .
𝑊 𝑊
2
𝑦2 𝑟 𝑥 𝑒 −𝑥 𝑒 −𝑥
1+𝑒 𝑥
Thus, 𝑢1 = − 𝑑𝑥 = − 𝑑𝑥 = 𝑑𝑥
𝑊 −2 1+𝑒 𝑥
1 1 1
= 𝑑𝑥 = − 𝑑𝑥
𝑒 𝑥 1+𝑒 𝑥 𝑒𝑥 1+𝑒 𝑥
𝑒 −𝑥
= 𝑒 −𝑥 𝑑𝑥 − 𝑑𝑥 = −𝑒 −𝑥 + 𝑙𝑛 1 + 𝑒 −𝑥
1+𝑒 −𝑥
⇒ 𝑢1 = −𝑒 −𝑥 + 𝑙𝑛 1 + 𝑒 −𝑥
2
𝑦1 𝑟 𝑥 𝑒𝑥 𝑒𝑥
1+𝑒 𝑥
and 𝑢2 = 𝑑𝑥 = 𝑑𝑥 = − 𝑑𝑥 = −𝑙𝑛 1 + 𝑒 𝑥
𝑊 −2 1+𝑒 𝑥
⇒ 𝑢2 = −𝑙𝑛 1 + 𝑒 𝑥 .
𝑦2 𝑟 𝑥 𝑦1 𝑟 𝑥
𝑦𝑝 = −𝑦1 𝑊
𝑑𝑥 + 𝑦2 𝑊
𝑑𝑥
= 𝑒 𝑥 −𝑒 −𝑥 + 𝑙𝑛 1 + 𝑒 −𝑥 + 𝑒 −𝑥 −𝑙𝑛 1 + 𝑒 𝑥
= −1 + 𝑒 𝑥 𝑙𝑛 1 + 𝑒 −𝑥 − 𝑒 −𝑥 𝑙𝑛 1 + 𝑒 𝑥 .
𝑦 = 𝑦 + 𝑦𝑝 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥 − 1 + 𝑒 𝑥 𝑙𝑛 1 + 𝑒 −𝑥 − 𝑒 −𝑥 𝑙𝑛 1 + 𝑒 𝑥 .
𝑥 2 𝑦 ′′ − 2𝑥𝑦 ′ + 2𝑦 = 𝑥 3 𝑐𝑜𝑠𝑥.
Solution
General solution of the homogeneous ODE. The characteristic equation of the Euler-Cauchy
ODE 𝑥 2 𝑦 ′′ − 2𝑥𝑦 ′ + 2𝑦 = 0 is
𝑚2 + 𝑎 − 1 𝑚 + 𝑏 = 𝑚2 + −2 − 1 𝑚 + 3 = 𝑚2 − 3𝑚 + 2 = 0.
⇒ 𝑚1 = 1 and 𝑚2 = 2.
𝑦 = 𝑐1 𝑥 + 𝑐2 𝑥 2 .
𝑤 𝑦1 , 𝑦2 = 𝑦1 𝑦2′ − 𝑦1′ 𝑦2 = 𝑥 2𝑥 − 1 𝑥 2 = 2𝑥 2 − 𝑥 2 = 𝑥 2 .
Choosing zero constant of integration, we get the particular solution of the given DE and before
identifying 𝑟 𝑥 the equation must be written in standard form with the coefficient of 𝑦 ′′ equal to
one. Dividing the DE by 𝑥 2 to bring it into the standard form shows that
𝑥 3 𝑐𝑜𝑠𝑥
𝑟 𝑥 = = 𝑥𝑐𝑜𝑠𝑥.
𝑥2
𝑦2 𝑟 𝑥 𝑦1 𝑟 𝑥
Thus, 𝑦𝑝 = −𝑦1 𝑑𝑥 + 𝑦2 𝑑𝑥.
𝑊 𝑊
𝑦2 𝑟 𝑥 𝑥 2 𝑥𝑐𝑜𝑠𝑥
⇒ 𝑢1 = − 𝑑𝑥 = − 𝑑𝑥 = − 𝑥𝑐𝑜𝑠𝑥 𝑑𝑥 = −𝑥𝑠𝑖𝑛𝑥 − 𝑐𝑜𝑠𝑥
𝑊 𝑥2
⇒ 𝑢1 = −𝑥𝑠𝑖𝑛𝑥 − 𝑐𝑜𝑠𝑥
𝑦1 𝑟 𝑥 𝑥𝑥𝑐𝑜𝑠𝑥
and 𝑢2 = 𝑑𝑥 = 𝑑𝑥 = 𝑐𝑜𝑠𝑥 𝑑𝑥 = 𝑠𝑖𝑛𝑥
𝑊 𝑥2
⇒ 𝑢2 = 𝑠𝑖𝑛𝑥.
𝑦2 𝑟 𝑥 𝑦1 𝑟 𝑥
𝑦𝑝 = −𝑦1 𝑑𝑥 + 𝑦2 𝑑𝑥
𝑊 𝑊
= −𝑥𝑐𝑜𝑠𝑥.
𝑦 = 𝑦 + 𝑦𝑝 = 𝑐1 𝑥 + 𝑐2 𝑥 2 − 𝑥𝑐𝑜𝑠𝑥.
Differential Operator. The symbol D stands for the operation of differential i.e.
𝑑𝑦 𝑑2𝑦
𝐷𝑦 = 𝑑𝑥 , 𝐷2 𝑦 = 𝑑 𝑥 2 .
Note.
1 1
a. stands for the operation integration i.e 𝑓 𝑥 = 𝑓 𝑥 𝑑𝑥
𝐷 𝐷
1
b. stands for the operation of integration twice
𝐷2
1
c. 𝑓 𝑥 = 𝑒 𝑎𝑥 𝑓(𝑥)𝑒 −𝑎𝑥 𝑑𝑥
𝐷−𝑎
1 1
Then the particular solution 𝑦𝑝 = 𝑓(𝐷) 𝑒 𝑎𝑥 = 𝑓 (𝑎) 𝑒 𝑎𝑥 , provided 𝑓(𝑎) ≠ 0.
1 1 1
If 𝑓 𝑎 = 0, the above rule fails. Then 𝑦𝑝 = 𝑓(𝐷) 𝑒 𝑎𝑥 = 𝑥. 𝑓 ′ (𝐷) 𝑒 𝑎𝑥 = 𝑥 𝑓 ′ (𝑎) 𝑒 𝑎𝑥 .
1
If 𝑓 ′ 𝑎 = 0, then 𝑦𝑝 = 𝑥 2 𝑒 𝑎𝑥 .
𝑓 ′′ (𝑎 )
1
If 𝑓 (𝑛 ) 𝑎 = 0, then 𝑦𝑝 = 𝑥 𝑛+1 𝑓 (𝑛 +1) (𝑎) 𝑒 𝑎𝑥 .
Examples
a. 𝑦 ′′ + 6𝑦 ′ + 9 = 5𝑒 3𝑥 .
Solution
𝑚2 + 6𝑚 + 9 = 0 or 𝑚 + 3 2
= 0 ⇒ 𝑚 = −3, repeated twice.
1 1 1 1 5
𝑦𝑝 = 𝑒 𝑎𝑥 = 5𝑒 3𝑥 = 5𝑒 3𝑥 = 5𝑒 3𝑥 = 𝑒 3𝑥
𝑓(𝐷) 𝐷 2 +6𝐷+9 𝑎 2 +6𝑎 +9 32 +6(3)+9 36
5
⇒ 𝑦𝑝 = 36 𝑒 3𝑥 .
5
𝑦 = 𝑦 + 𝑦𝑝 = 𝑐1 + 𝑥𝑐2 𝑒 −3𝑥 + 36 𝑒 3𝑥 .
b. 𝐷2 − 6𝐷 + 9 𝑦 = 3𝑒 3𝑥 + 7𝑒 −2𝑥 − 𝑏𝑙𝑜𝑔𝑏
Solution
⇒ 𝑚 = 3, repeated twice
1 1
𝑦𝑝 = 𝑓 3𝑒 3𝑥 + 7𝑒 −2𝑥 − 𝑏𝑙𝑜𝑔𝑏 = 𝐷 2 −6𝐷+9 3𝑒 3𝑥 + 7𝑒 −2𝑥 − 𝑏𝑙𝑜𝑔𝑏 .
𝐷
1 1
Now, 𝑦𝑝1 = 𝐷 2 −6𝐷+9 3𝑒 3𝑥 = 3 𝐷 2 −6𝐷+9 𝑒 3𝑥 (failure case)
1
= 3𝑥
𝑓 ′ (𝐷)
1
= 3𝑥 𝑒 3𝑥 (𝑓𝑎𝑖𝑙𝑢𝑟𝑒 𝑐𝑎𝑠𝑒)
2𝐷 − 6
1 3𝑥 2
1 3𝑥 3 2 3𝑥
= 3𝑥. 𝑥 𝑒 = 3𝑥 𝑒 = 𝑥 𝑒 ,
𝑓 ′′ (𝐷 2 2
1 1
𝑦𝑝2 = 7𝑒 −2𝑥 = 7 2 𝑒 −2𝑥
𝐷2 − 6𝐷 + 9 𝐷 − 6𝐷 + 9
1 −2𝑥
7 −2𝑥
=7 𝑒 = 𝑒
(−2)2 − 6(−2) + 9 25
and
1 1 1 1
𝑦𝑝3 = 𝑏𝑙𝑜𝑔𝑏 = 𝑏𝑙𝑜𝑔𝑏 𝑒 0𝑥 = 𝑏𝑙𝑜𝑔𝑏 = 𝑏𝑙𝑜𝑔𝑏.
𝐷 2 −6𝐷+9 𝐷 2 −6𝐷+9 02 −6(0)+9 9
3 7 1
𝑦𝑝 = 𝑦𝑝1 + 𝑦𝑝2 + 𝑦𝑝3 = 2 𝑥 2 𝑒 3𝑥 + 25 𝑒 −2𝑥 + 9 𝑏𝑙𝑜𝑔𝑏
3 7 1
⇒ 𝑦𝑝 = 2 𝑥 2 𝑒 3𝑥 + 25 𝑒 −2𝑥 + 9 𝑏𝑙𝑜𝑔𝑏.
3 7 1
𝑦 = 𝑦 + 𝑦𝑝 = 𝑐1 + 𝑥𝑐2 𝑒 3𝑥 + 2 𝑥 2 𝑒 3𝑥 + 25 𝑒 −2𝑥 + 9 𝑏𝑙𝑜𝑔𝑏.
? 𝑑2𝑦 𝑔 𝑔
Solve the DE + 𝑙 𝑦 = 𝑙 𝐿 , where 𝑔, 𝑙 and 𝐿 are constants subject to the condition,
𝑑𝑡 2
𝑑𝑦
𝑦 = 𝑎 and = 0 𝑎𝑡 𝑡 = 0
𝑑𝑡
𝑔
𝑨𝒏𝒔. 𝑦 = 𝑎 − 𝐿 𝑐𝑜𝑠 𝑡+𝐿
𝑙
1 1
If 𝑟 𝑥 = 𝑥 𝑛 , the particular solution is 𝑦𝑝 = 𝑓(𝐷) 𝑟 𝑥 = 𝑓(𝐷) 𝑥 𝑛 .
Working Rule
−1 −1
Step 2. Bring this factor in the numerator i.e., 1 + ∅(𝐷) or, 1 − ∅(𝐷) .
−1
Step 3. Expanding the terms 1 + ∅(𝐷) in powers of D by the binomial theorem up to the
Important Formulae
1 −1
a. = 1−𝐷 = 1 + 𝐷 + 𝐷2 + ⋯
1−𝐷
1 −1
b. = 1+𝐷 = 1 − 𝐷 + 𝐷2 − 𝐷3 + ⋯
1+𝐷
1 −2
c. = 1−𝐷 = 1 + 2𝐷 + 3𝐷2 + 4𝐷3 + ⋯
1−𝐷 2
1 −2
d. = 1+𝐷 = 1 − 2𝐷 + 3𝐷2 − 4𝐷3 + ⋯
1+𝐷 2
1 −3
e. = 1−𝐷 = 1 + 3𝐷 + 6𝐷2 + 10𝐷3 + ⋯
1−𝐷 3
1 −3
f. = 1+𝐷 = 1 − 3𝐷 + 6𝐷2 − 10𝐷3 + ⋯
1+𝐷 3
Examples
a. 𝐷2 + 𝐷 + 1 𝑦 = 𝑥 4 .
Solution
−1± 3 𝑖
The auxiliary equation is 𝑚2 + 𝑚 + 1 = 0 . Then the roots are 𝑚 = .
2
1
3 3
𝑦 = 𝑒 −2 𝑥 𝑐1 𝑐𝑜𝑠 𝑥 + 𝑐2 𝑠𝑖𝑛 𝑥 .
2 2
1 1 −1 4
𝑦𝑝 = 𝑥4 = 2 𝑥 4 = 1 + 𝐷2 + 𝐷 𝑥
𝑓(𝐷) 𝐷 +𝐷+1
= 1 − 𝐷2 + 𝐷 + 𝐷2 + 𝐷 2
− 𝐷2 + 𝐷 3
+ ⋯ 𝑥4
1
3 3
𝑦 = 𝑦 + 𝑦𝑝 = 𝑒 −2 𝑥 𝑐1 𝑐𝑜𝑠 𝑥 + 𝑐2 𝑠𝑖𝑛 𝑥 + 𝑥 4 − 4𝑥 3 + 24𝑥 − 72.
2 2
b . 𝐷 − 2 2 𝑦 = 8 𝑒 2𝑥 + 𝑥 2 .
Solution
2
The auxiliary equation is 𝑚 − 2 = 0 or 𝑚 = 2 ( twice repeated root)
𝑦 = 𝑐1 + 𝑥𝑐2 𝑒 2𝑥 .
1 1
𝑦𝑝 = 8 𝑒 2𝑥 + 𝑥 2 = 2
8 𝑒 2𝑥 + 𝑥 2
𝑓(𝐷) 𝐷−2
1 1
=8 2 𝑒 2𝑥 + 𝑥 2 = 8 𝑦𝑝1 + 𝑦𝑝2 .
𝐷−2 𝐷−2 2
To find 𝑦𝑝1 ;
we see that on replacing D by 2 in 𝑦𝑝1 , the denominator is zero. Further its derivative 2(𝐷 − 2)
is also zero at 2. It is a failure case. Using the formula for failure case,
1 1
𝑦𝑝1 = 𝑓(𝐷) 𝑒 𝑎𝑥 = 𝑥 2 𝑓 ′′ (𝐷) 𝑒 𝑎𝑥 , we have
1 1 1
𝑦𝑝1 = 𝑒 2𝑥 = 𝑥 2 2×(1) 𝑒 2𝑥 = 2 𝑥 2 𝑒 2𝑥
𝐷−2 2
1 1 𝐷 −2
𝑦𝑝2 = 2 𝑥2 = 4 1 − 2 𝑥2
𝐷−2
1 𝐷 −2 (−3) 𝐷 2 1 3𝐷 2
=4 1+22 + −2 + ⋯ 𝑥2 = 4 1 + 𝐷 + + ⋯ 𝑥2
2 4
1 3
= 4 𝑥 2 + 2𝑥 + 2 .
1 1 3
Then 𝑦𝑝 = 𝑦𝑝1 + 𝑦𝑝2 = 2 𝑥 2 𝑒 2𝑥 + 4 𝑥 2 + 2𝑥 + 2 .
1 1 3
𝑦 = 𝑦 + 𝑦𝑝 = 𝑐1 + 𝑥𝑐2 𝑒 2𝑥 + 8 𝑥 2 𝑒 2𝑥 + 4 𝑥 2 + 2𝑥 + 2
2
𝑦 = 𝑐1 + 𝑥𝑐2 𝑒 2𝑥 + 4𝑥 2 𝑒 2𝑥 + 2𝑥 2 + 4𝑥 + 3.
? Solve the DE 𝐷2 − 𝐷 𝑦 = 2𝑥 − 1 − 3𝑒 𝑥 .
𝑨𝒏𝒔. 𝑦 = 𝑐1 + 𝑐2 𝑒 𝑥 − 𝑥 2 − 𝑥 − 3𝑥𝑒 𝑥
Here, we have
𝐷𝑠𝑖𝑛 𝑎𝑥 + 𝑏 = 𝑎cos
(𝑎𝑥 + 𝑏)
𝐷 4 𝑠𝑖𝑛 𝑎𝑥 + 𝑏 = 𝑎4 cos
(𝑎𝑥 + 𝑏)
𝐷2 2
sin 𝑎𝑥 + 𝑏 = −𝑎2 2
sin 𝑎𝑥 + 𝑏 .
1
Operating both sides by , we have
𝑓 𝐷2
1 1
. 𝑓 𝐷2 sin 𝑎𝑥 + 𝑏 = 𝑓 𝑓 −𝑎2 sin
(𝑎𝑥 + 𝑏).
𝑓 𝐷2 𝐷2
1
⇒ sin 𝑎𝑥 + 𝑏 = 𝑓 −𝑎2 sin 𝑎𝑥 + 𝑏 .
𝑓 𝐷2
1 1
𝑦𝑝 = 𝑓 sin 𝑎𝑥 + 𝑏 = 𝑓 (𝑎𝑥 + 𝑏), provided 𝑓 −𝑎2 ≠ 0
sin
𝐷2 −𝑎 2
1 1
𝑦𝑝 = 𝑓 cos
(ax + b) = 𝑓 (𝑎𝑥 + 𝑏), provided 𝑓 −𝑎2 ≠ 0.
cos
𝐷2 −𝑎 2
1 1
𝑦𝑝 = 𝑓 sin 𝑎𝑥 + 𝑏 = 𝑥 𝑓′ (𝑎𝑥 + 𝑏), provided 𝑓′ −𝑎2 ≠ 0.
sin
𝐷2 −𝑎 2
1 1
𝑦𝑝 = 𝑓 sin 𝑎𝑥 + 𝑏 = 𝑥 2 𝑓′′ (𝑎𝑥 + 𝑏), provided 𝑓′′ −𝑎2 ≠ 0.
sin
𝐷2 −𝑎 2
Examples
a. 𝐷2 + 4 𝑦 = 𝑠𝑖𝑛3𝑥.
Solution
1 1 1 1
𝑦𝑝 = 𝑓 sin3x = 𝑓 𝑠𝑖𝑛3𝑥 = 𝑠𝑖𝑛3𝑥 = − 5 𝑠𝑖𝑛3𝑥.
𝐷2 −𝑎 2 −32 +4
1
𝑦 = 𝑦 + 𝑦𝑝 = 𝑐1 𝑐𝑜𝑠2𝑥 + 𝑐2 𝑠𝑖𝑛2𝑥 − 5 𝑠𝑖𝑛3𝑥.
b. 𝐷2 + 9 𝑦 = 2𝑐𝑜𝑠 2 𝑥.
Solution
1 2
1 1 + 𝑐𝑜𝑠2𝑥
𝑦𝑝 = 2𝑐𝑜𝑠 𝑥 = 1 + 𝑐𝑜𝑠2𝑥 , since 𝑐𝑜𝑠 2 𝑥 =
𝑓 𝐷2 𝐷2 + 9 2
1 0𝑥
1
= 𝑒 += 𝑐𝑜𝑠2𝑥
𝐷2 + 9 𝐷2 + 9
1 1
= 2 𝑒 0𝑥 += 2
𝑐𝑜𝑠2𝑥
0 +9 −2 + 9
1 1
= + 𝑐𝑜𝑠2𝑥.
9 5
1 1
𝑦 = 𝑦 + 𝑦𝑝 = 𝑐1 𝑐𝑜𝑠3𝑥 + 𝑐2 𝑠𝑖𝑛3𝑥 + 9 + 5 𝑐𝑜𝑠2𝑥.
𝑑2 𝑦
c. + 4𝑦 = 𝑠𝑖𝑛3𝑥 + 𝑐𝑜𝑠2𝑥.
𝑑𝑥2
Solution
1 1
𝑦𝑝 = 𝑠𝑖𝑛3𝑥 + 𝑐𝑜𝑠2𝑥 = 𝑠𝑖𝑛3𝑥 + 𝑐𝑜𝑠2𝑥
𝑓 𝐷2 𝐷2 +4
1 1
= 𝑠𝑖𝑛3𝑥+= 𝑐𝑜𝑠3𝑥 failure case in the 2nd part as − 22 + 4 = 0
𝐷2 + 4 𝐷2 + 4
1 1 1 𝑥
= −32 +4 𝑠𝑖𝑛3𝑥 + 𝑥 2𝐷 𝑐𝑜𝑠2𝑥 = − 5 𝑠𝑖𝑛3𝑥 + 2 𝑐𝑜𝑠2𝑥𝑑𝑥
1 𝑥
𝑦𝑝 = − 𝑠𝑖𝑛3𝑥 + 𝑠𝑖𝑛2𝑥.
5 4
1 𝑥
𝑦 = 𝑦 + 𝑦𝑝 = 𝑐1 𝑐𝑜𝑠2𝑥 + 𝑐2 𝑠𝑖𝑛2𝑥 − 5 𝑠𝑖𝑛3𝑥 + 4 𝑠𝑖𝑛2𝑥.
29 1 2 1
𝑨𝒏𝒔. 𝑦 = 12 𝑒 3𝑥 − 12 𝑒 −𝑥 − 3 𝑒 2𝑥 + 3 𝑐𝑜𝑠3𝑥 − 2𝑠𝑖𝑛3𝑥
𝐷 𝑒 𝑎𝑥 𝑣 = 𝑒 𝑎𝑥 𝐷 𝑣 + 𝑣𝑎𝑒 𝑎𝑥 = 𝑒 𝑎𝑥 𝐷 + 𝑎 𝑣
𝐷 2 𝑒 𝑎𝑥 𝑣 = 𝐷 𝑒 𝑎𝑥 𝐷 + 𝑎 𝑣 = 𝑒 𝑎𝑥 𝐷 𝐷 + 𝑎 𝑣 + 𝑎𝑒 𝑎𝑥 𝐷 + 𝑎 𝑣 = 𝑒 𝑎𝑥 𝐷 + 𝑎 2 𝑣.
Similarly, 𝐷3 𝑒 𝑎𝑥 𝑣 = 𝑒 𝑎𝑥 𝐷 + 𝑎 3 𝑣 and
𝐷𝑛 𝑒 𝑎𝑥 𝑣 = 𝑒 𝑎𝑥 𝐷 + 𝑎 𝑛 𝑣.
Therefore, 𝑓 𝐷 𝑒 𝑎𝑥 𝑣 = 𝑒 𝑎𝑥 𝑓 𝑎 + 𝐷 𝑣
1 1
Hence, 𝑦𝑝 = 𝑓 𝑒 𝑎𝑥 𝑣 = 𝑒 𝑎𝑥 𝑣.
𝐷 𝑓(𝐷+𝑎 )
Working Rules
1
Step 1. Replace 𝐷 by 𝐷 + 𝑎 in 𝑓(𝐷) and take out 𝑒 𝑎𝑥 outside the operator .
𝑓 𝐷
1
Step 2. Perform 𝑣 by the method discussed in previous cases.
𝑓 𝐷+𝑎
Examples
a. 𝐷2 − 4𝐷 + 4 𝑦 = 𝑥 3 𝑒 2𝑥 .
Solution
1 1
𝑦𝑝 = 𝑥 3 𝑒 2𝑥 = 2 𝑥 3 𝑒 2𝑥
𝑓 𝐷 𝐷 − 4𝐷 + 4
1
= 𝑒 2𝑥 𝑥3
(𝐷 + 2)2 − 4(𝐷 + 2) + 4
1 3 1 𝑥4 𝑥5
= 𝑒 2𝑥 𝑥 = 𝑒 2𝑥
= 𝑒 2𝑥
𝐷2 𝐷 4 20
1 2𝑥 5
= 𝑒 𝑥 .
20
1
𝑦 = 𝑦 + 𝑦𝑝 = (𝑐1 + 𝑐2 𝑥)𝑒 2𝑥 + 20 𝑒 2𝑥 𝑥 5 .
Solution
1 1
𝑦𝑝 = 𝑒 −2𝑥 𝑠𝑒𝑐 2 𝑥(1 + 2𝑡𝑎𝑛𝑥) = 2 𝑒 −2𝑥 𝑠𝑒𝑐 2 𝑥(1 + 2𝑡𝑎𝑛𝑥)
𝑓 𝐷 𝐷 − 4𝐷 + 6
1 1
= 𝑒 −2𝑥 𝑠𝑒𝑐 2
𝑥 1 + 2𝑡𝑎𝑛𝑥 = 𝑒 −2𝑥
𝑠𝑒𝑐 2 𝑥 1 + 2𝑡𝑎𝑛𝑥
𝐷−2 2−4 𝐷−2 +6 𝐷2 + 𝐷
−2𝑥
𝑠𝑒𝑐 2 𝑥 2𝑡𝑎𝑛𝑥𝑠𝑒𝑐 2 𝑥 −2𝑥
1 2
1
=𝑒 + = 𝑒 𝑠𝑒𝑐 𝑥 + 2𝑡𝑎𝑛𝑥𝑠𝑒𝑐 2 𝑥
𝐷2 + 𝐷 𝐷2 + 𝐷 𝐷(𝐷 + 1) 𝐷(𝐷 + 1)
1 1 1 1
= 𝑒 −2𝑥 − 𝑠𝑒𝑐 2 𝑥 + − 2𝑡𝑎𝑛𝑥𝑠𝑒𝑐 2 𝑥
𝐷 𝐷+1 𝐷 𝐷+1
1 1 1 1
= 𝑒 −2𝑥 𝑠𝑒𝑐 2 𝑥 − 𝑠𝑒𝑐 2 𝑥 + 2𝑡𝑎𝑛𝑥𝑠𝑒𝑐 2 𝑥 − 2𝑡𝑎𝑛𝑥𝑠𝑒𝑐 2 𝑥
𝐷 𝐷+1 𝐷 𝐷+1
Now,
𝑒 𝑥 𝑠𝑒𝑐 2 𝑥𝑑𝑥 = 𝑒 𝑥 𝑠𝑒𝑐 2 𝑥 − 𝑒 𝑥 2𝑠𝑒𝑐𝑥𝑠𝑒𝑐𝑥𝑡𝑎𝑛𝑥𝑑𝑥 = 𝑒 𝑥 𝑠𝑒𝑐 2 𝑥 − 2 𝑒 𝑥 𝑠𝑒𝑐𝑥𝑠𝑒𝑐𝑥𝑡𝑎𝑛𝑥𝑑𝑥
= 𝑒 −2𝑥 𝑡𝑎𝑛𝑥 − 1 .
𝑒 2𝑥
𝑨𝒏𝒔. 𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 3𝑥 − 3𝑠𝑖𝑛2𝑥 + 𝑐𝑜𝑠2𝑥 .
20
1 1
Let 𝑦𝑝 = 𝑓 𝑥 𝑛 𝑐𝑜𝑠𝑎𝑥 + 𝑖𝑠𝑖𝑛𝑎𝑥 = 𝑓 𝑥 𝑛 𝑒 𝑖𝑎𝑥
𝐷 𝐷
1
= 𝑒 𝑖𝑎𝑥 𝑥𝑛 .
𝑓(𝐷 + 𝑖𝑎)
1 1
𝑥 𝑛 𝑠𝑖𝑛𝑎𝑥 = 𝐼𝑚𝑎𝑔𝑖𝑛𝑎𝑟𝑦 𝑝𝑎𝑟𝑡 𝑜𝑓 𝑒 𝑖𝑎𝑥 𝑥𝑛
𝑓 𝐷 𝑓 𝐷+𝑖𝑎
1 1
and 𝑥 𝑛 𝑐𝑜𝑠𝑎𝑥 = 𝑅𝑒𝑎𝑙 𝑝𝑎𝑟𝑡 𝑜𝑓 𝑒 𝑖𝑎𝑥 𝑥𝑛 .
𝑓 𝐷 𝑓 𝐷+𝑖𝑎
Examples
a. 𝐷2 − 2𝐷 + 1 𝑦 = 𝑥𝑠𝑖𝑛𝑥.
Solution
1 1
𝑦𝑝 = 𝑥𝑠𝑖𝑛𝑥 = 2 𝑥𝑠𝑖𝑛𝑥 𝑒 𝑖𝑥 = 𝑐𝑜𝑠𝑥 + 𝑖𝑠𝑖𝑛𝑥
𝑓 𝐷 𝐷 − 2𝐷 + 1
1
= 𝐼𝑚𝑎𝑔𝑖𝑛𝑎𝑟𝑦 𝑝𝑎𝑟𝑡 𝑜𝑓 𝑥(𝑐𝑜𝑠𝑥 + 𝑖𝑠𝑖𝑛𝑥)
𝐷2 − 2𝐷 + 1
1
= 𝐼𝑚𝑎𝑔𝑖𝑛𝑎𝑟𝑦 𝑝𝑎𝑟𝑡 𝑜𝑓 𝑥𝑒 𝑖𝑥
𝐷2 − 2𝐷 + 1
1
= 𝐼𝑚𝑎𝑔𝑖𝑛𝑎𝑟𝑦 𝑝𝑎𝑟𝑡 𝑜𝑓 𝑒 𝑖𝑥 𝑥
(𝐷 + 𝑖)2 − 2(𝐷 + 𝑖) + 1
1
= 𝐼𝑚𝑎𝑔𝑖𝑛𝑎𝑟𝑦 𝑝𝑎𝑟𝑡 𝑜𝑓 𝑒 𝑖𝑥 𝑥
𝐷2 − 2 1 − 𝑖 𝐷 − 2𝑖
−1
1 1
= 𝐼𝑚𝑎𝑔𝑖𝑛𝑎𝑟𝑦 𝑝𝑎𝑟𝑡 𝑜𝑓 𝑒 𝑖𝑥 1 − 1 + 𝑖 𝐷 − 𝐷2 𝑥
−2𝑖 2𝑖
𝑖
Imaginary part of 𝑐𝑜𝑠𝑥 + 𝑖𝑠𝑖𝑛𝑥 1+ 1+𝑖 𝐷 𝑥
2
1
Imaginary part of 2 𝑖𝑐𝑜𝑠𝑥 − 𝑠𝑖𝑛𝑥 𝑥 + 1 + 𝑖
1 1 1
𝑦𝑝 = 𝑥𝑐𝑜𝑠𝑥 + 𝑐𝑜𝑠𝑥 − 𝑠𝑖𝑛𝑥.
2 2 2
1 1 1
𝑦 = 𝑦 + 𝑦𝑝 = (𝑐1 + 𝑐2 𝑥)𝑒 𝑥 + 𝑥𝑐𝑜𝑠𝑥 + 𝑐𝑜𝑠𝑥 − 𝑠𝑖𝑛𝑥.
2 2 2
𝑑2 𝑦 𝑑𝑦
b. − 2 𝑑𝑥 + 𝑦 = 𝑥𝑒 𝑥 𝑠𝑖𝑛𝑥.
𝑑𝑥2
Solution
1
𝑦𝑝 = 𝑥𝑒 𝑥 𝑠𝑖𝑛𝑥
𝑓 𝐷
1
= 𝑥𝑒 𝑥 𝑠𝑖𝑛𝑥
𝐷2 − 2𝐷 + 1
1
= 𝑥𝑒 𝑥 𝑠𝑖𝑛𝑥
(𝐷 − 1)2
1
= 𝑒𝑥 𝑥𝑠𝑖𝑛𝑥
(𝐷 + 1 − 1)2
1 1
= 𝑒𝑥 𝑥𝑠𝑖𝑛𝑥 = 𝑒 𝑥
(−𝑥𝑐𝑜𝑠𝑥 + 𝑠𝑖𝑛𝑥)
(𝐷)2 𝐷
= −𝑒 𝑥 𝑥𝑠𝑖𝑛𝑥 + 2𝑐𝑜𝑠𝑥
= −𝑒 𝑥 𝑥𝑠𝑖𝑛𝑥 + 2𝑐𝑜𝑠𝑥 .
Exercise 2.11
1 . Find the general solutions of the following differential equations using any method.
a. 𝑦 ′′ + 2𝑦 ′ − 3𝑦 = 4 + 𝑥 + 4𝑒 2𝑥
b. 𝑦 ′′ + 2𝑦 ′ + 𝑦 = 5 + 𝑥 2 𝑒 𝑥
c. 𝑦 ′′ + 4𝑦 ′ + 4𝑦 = 𝑠𝑖𝑛𝑥 − 2𝑐𝑜𝑠𝑥
d. 𝑦 ′′ + 2𝑦 ′ + 2𝑦 = 1 + 𝑥 + 𝑒 −𝑥
e. 𝑦 ′′ − 7𝑦 ′ + 12𝑦 = 𝑥 + 𝑒 2𝑥 + 𝑒 3𝑥
f. 𝑦 ′′ + 2𝑦 ′ − 8𝑦 = 3𝑥𝑐𝑜𝑠4𝑥
g. 𝑦 ′′ + 4𝑦 ′ + 5𝑦 = 𝑒 −2𝑥 𝑠𝑖𝑛𝑥
h. 𝑦 ′′ + 4𝑦 ′ + 5𝑦 = −2𝑐𝑜𝑠𝑥
i. 𝑦 ′′ + 𝑦 = 𝑠𝑖𝑛3𝑥𝑐𝑜𝑠2𝑥
j. 𝑦 ′′ + 5𝑦 ′ + 6𝑦 = 𝑥 2 𝑒 −2𝑥
2𝑒 𝑥
k. 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 𝑥
l. 𝑦 ′′ + 4𝑦 ′ + 5𝑦 = 𝑥𝑒 −2𝑥 𝑐𝑜𝑠𝑥
3
m. 𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 1+𝑒 𝑥
Figure 1
Hooke’s Law states that if a spring is stretched ( or compressed ) 𝑥 units from its natural length
e , then the spring exerts a force 𝑥 that tends to restore the spring to its natural length and is
proportional to 𝑥. Thus there is a positive constant K, called the spring constant, Such that
𝑥 = −𝐾𝑥. (1)
The spring constant does not depend on 𝑥, but it does vary from spring to spring. Suppose that a
rigid object (such as a ball or a weight) with mass M is attached to a spring, and let e be the
resulting elongation of the spring when the object and spring are at rest. If the weight of the
spring is assumed to be negligible in comparison with the weight 𝑚𝑔 of the object, then the
weight of the object is ( essentially) balanced by the force of the spring, which by ( 1) is k e
Thus, ke mg (2)
Figure 2
Let us set up a vertical axis with origin at the resting position of the top of the object and with the
positive direction pointed down ward. If the object is displaced from its resting position and
subsequently moves under the influence of gravity, the spring force, and possibly other forces,
𝑑𝑥
then the position 𝑥 of the object at time 𝑡 depends on 𝑡. The velocity of the object is , and its
𝑑𝑡
𝑑2 𝑥
acceleration . Newton’s second Law of motion states that
𝑑𝑡2
d 2x
m 2 f ( x) (3)
dt
where 𝑓(𝑥) is the total force exerted on the object. When its position on the vertical axis is 𝑥.
Occasionally the motion of the object and spring suffers resistance due to medium (such as air or
a liquid) in which they are located. Such a force is called a damping force, and it produces a
damped motion. Otherwise the motion is undamped. If the only forces acting on the spring and
object are gravity, the force of the spring, and a damping force that is proportional to the velocity
(as is often assumed), then the vibration of the object on the spring is said to be a free vibration .
Suppose now that the only forces acting on an object attached to a spring are the force of the
spring and the weight 𝑚𝑔 of the object. When the top of the object is located at 𝑥 on the
(vertical) 𝑥 axis , the spring is stretched ( or compressed x e units from its natural length, so
by Hook’s Law the force (𝑥) exerted by the spring is k x e and thus the total force 𝑓(𝑥)
acting on the object is given by
Figure 3
d 2x 𝑑2 𝑥 𝑘
m kx or equivalently, 𝑑𝑡2
+ 𝑚 𝑥 = 0. (4)
dt 2
1
Example: Suppose a 2- pound weight attached to a spring stretches the spring foot. If the
2
1
spring is stretched an additional foot and is released with initial velocity 0, find a formula for
4
the position of the weight at any subsequent time.
Solution By (2)
𝑘 𝑔 32
= = 1 = 64 .
𝑚 𝑒
2
d 2x
64 x 0 (5)
dt 2
1
Using the initial condition y(0)= , we obtain
4
1 1
x(0) c 2 so that x c1 sin 8t 𝑐𝑜𝑠8𝑡.
4 4
dx
Next, 8c1 cos 8t 2 sin 8t
dt
1
Consequently x cos8t is the particular solution we sought.
4
In addition to the force of gravity and the force of the spring, let us henceforth assume that the
𝑑𝑥
object experiences a damping force that is proportional to the velocity . This means that we
𝑑𝑡
assume the existence of a positive constant p, called the damping constant, such that the damping
𝑑𝑥
force equals −𝑝 𝑑𝑡 . Then (3) becomes;
d 2x
m 2 k x e mg p
dx
(7)
dt dt
d 2x dx
and since ke mg by (2) , we obtain m 2
kx p
dt dt
d 2 x p dx k
or equivalently, x0 (8)
dt 2 m dt m
Example: Suppose the spring constant for a given spring is 6, and a certain weight attached to
11
the spring extends it 4 inches. If the damping constant is , then determine a formula for the
8
position of the weight at any subsequent time.
Solution: We have k 6 , e
1
foot , and 𝑝 = 118 . In order to find 𝑚, we apply (2) , which
3
1
6
ke 3 1
yields , m .
g 32 16
11
2 dx
d x 8 6
2
x0 or equivalently,
dt 1 1
dt
16 16
d 2x dx
2
22 96 x 0 . (9)
dt dt
The following table contains the four categories related to the differential equations, along with
the general types of solutions.
Example : Suppose that a weight of 2 pounds is attached to a spring and the spring constant is 4.
Find a formula for the motion of the spring if the damping constant is
1
a) 1 b)
4
2 1
Solution: For part (a) we have 𝑘 = 4 , m = , and 𝑝 = 1, so (8) be comes
32 16
d 2x dx
2
16 64 x 0 (10)
dt dt
λ2 + 16λ + 64 = 0 or equivalently
1 1
For part (b) we have 𝑘 = 4, 𝑚 = 16 and 𝑝 = 4 , so (8) be comes
d 2x dx
2
4 64 x 0 (12)
dt dt
1 2 i 2 5, 2 2 i 2 5
Figure 4
The graphs of the functions in (11) and (13) obtained by letting c1 c2 1 are shown in figure
4(a) and 4(b) notice that in each case,
lim 𝑥(𝑡) = 0.
𝑡→∞
In figure 4(a), the motion corresponding to (1) is very much like over damped vibration and is
said to be critically damped. In contrast, from figure 4(b) we see that for the motion
corresponding to (13) the object passes through its resting position at regular intervals, as the
amplitudes shrink toward 0. This kind of vibration is under damped.
Forced Vibrations
The motion of the point mass considered in the previous section is determined by the inherent
forces of the spring weight system and the natural forces acting on the system. Accordingly, the
vibrations are called free or natural vibrations. We now assume that the point mass is also
subject to an external periodic force F0 sin wt, which is due to the motion of the object to which
the upper end of the spring is attached. In this case the mass undergoes forced vibrations.
We have seen in the previous sections that a spring weight system, having a damping force
proportional to the velocity satisfies the initial value problem.
d 2x
kx c , x0 x0 , x 0 v0
dx
m 2
dt dt
If we subject such a system to an additional periodic external force 𝐹0 𝑠𝑖𝑛𝑤𝑡, we obtain the non-
homogeneous second- order differential equation
d 2x dx
m 2
kx c F0 sin wt
dt dt
d 2 x c dx k F
2
x 0 sin wt (14)
dt m dt m m
By the method of undetermined coefficients, we know that 𝑋(𝑡) has a particular solution of the
form
Substituting this function into equation (14) yields the simultaneous equations.
cw
w02 w 2 b1
m
b2 0
(16)
cw
m
F
b1 w02 w 2 b2 0 ,
m
𝑘
where 𝑤0 = from which we obtain
𝑚
b1=
F0 cw
, b2=
F0 m w02 w 2
m 2 w02 w cw
2 2 2
m 2 w02 w cw
2 2 2
𝐹0
where 𝐴= 𝐾
2
𝑤 2 𝐶 𝑤 2
1− + 2
𝑤0 𝐶0 𝑤 0
c w
2
co w0
and tan = 2
, with c 0 = 2mw0
w
1
wo
𝑐
Here A is the amplitude of the motion, is the phase angle, 𝑐0
is the damping ratio, and
𝑤
is the frequency ratio of the motion. The general solution is found by superimposing the
𝑤0
d 2 x c dx k
x 0 since,
dt 2 m dt m
the solution of the solution of the homogeneous equation damps out as t increases, the general
solution is very close to (17) for large values of t.
Case 1: If w 2 w02 , we superimpose the periodic function (17) on the general solution of the
homogeneous equation
x w 02 x 0, we get
F0 / k
x(t ) c1 cos w0 t c 2 sin w0 t sin wt. (18)
1 ( w / x0 ) 2
𝐹0 𝑤
𝑣0 𝑘 𝑤0
𝑐1 = 𝑥0 and 𝑐1 = 𝑤 − 𝑤 2
, so
0 1−
𝑤0
𝐹0
𝑥 𝑡 = 𝐴𝑠𝑖𝑛 𝑤0 𝑡 + ∅ + 𝑘
𝑤 2
𝑠𝑖𝑛𝑤𝑡
1−
𝑤0
𝑐
A c12 c2 and 𝑡𝑎𝑛∅ = 𝑐1
2
where
2
Hence the motion in this case is simply the sum of two sinusoidal curves.
d 2x k F F0
2
x 0 sin wt . We get b1 and b 2 0,
dt m m 2mw
F0
xt c1caswt c2 sin wt t cos wt (20)
2mw
Note that as t increases, the vibrations caused by the last term in equation (20) increase without
bound. The external force is said to be in resonance with the vibrating mass. It is evident that
the displacement here becomes so large that the elastic limit of the spring is exceeded, leading to
fracture or to a permanent distortion in the spring.
Suppose that C is positive but very close to zero, while w 2 w02 . Note that (16) yields
𝐹
𝑏1 = − 𝑐𝑤0 and 𝑏2 = 0 when (15) is substituted into (14). Superimposing
F0
x p t cos wt on the solution of the homogeneous equation and
cw
letting 𝑐0 = 2𝑚𝑤0 , we obtain
c
2
c F0
2
(21)
c / c0 w0t
x(t ) e c cos w0 1 t c 2 sin wo 1 t cos wt
1 c0 c 0 cw
𝑐
Sine very small, for small values of 𝑡 we see that equation (21) can be a approximated by
𝑐0
F0 2m
x(t)= c1 cos wt c 2 sin wt - cos wt ,
2mw c
which bears a marked resemblance to (20) when (20) is evaluated at large values of t. Thus the
damped spring problem approaches resonance. This phenomenon is extremely important in
engineering, since resonance may produce undesirable effects such as metal fatigue and
structural fracture, as well as desirable objectives such as sound and light amplification.
Electric Circuits
Suppose a simple electric circuit contains a resistor, an inductor and a capacitor in series with an
electro motive force . Suppose that R, L,C, and E are constants. Applying kirchhoff’s law, we
obtain
dI Q
L RI E 0 (22)
dt C
𝑑𝑄
Since = 𝐼 , we may differentiate (22) to get the Second-Order Homogeneous Differential
𝑑𝑡
Equation
d 2I dI I
L 2
R 0
dt dt c
L
E
Figure 5
To solve this equation, we note that the characteristic equation
R 1
2 0 has the following roots:
L cL
R R2 4 L c R R 2 4L / c
1 , 2
2L 2L
R 4L R 4L
1 1 1 2 , 2 1 1 2
(23)
2L cR 2L cR
Examples
1. Let 𝐿 = 1𝐻𝑒𝑛𝑟𝑦(𝐻) , R= 100 Ohms , c 10 4 Farad (F), and E=1000 Volts (v) in the
circuit shown in the figure 5 above. Suppose that no charge is present and no current is flowing
at time 𝑡 = 0 when E is applied. By equation (23) we see that the characteristic equation has the
roots
4L 𝑅
R2 10,000 4 x10 4 30,000 . And 2𝐿 = 50.
c
Thus, I(t) =
e 50t c1 cos 50 3 t c2 sin 50 3t
Applying the initial condition I (0) 0 , we have c1 0
To establish the value of C2,we must make use of equation (22) and the initial condition
𝑄 0 = 0 since
dI
Q(t) = c E L RI
dt
=10 4 1000 50c2 e 50t 3 cos 50 3t - sin50 3t 2 sin 50 3t
=
1 c
2 e 50t sin 50 3t 3 cos 50 3t , it follows that
10 200
1 c2 3 20
Q(0) = 0 or c2
10 200 3
1 1
Hence , Q(t ) e 50t sin 50 3t 3 cos 50 3t
10 10 3
20
and I (t ) e 50t sin 50 3t
3
From these equations we observe that the current rapidly damps out and that the charge rapidly
approaches its steady- state value of 0.1coulomb. Here I(t) is called the transient current
2 . The voltage 𝑉 and the current 𝑖 at a distance 𝑥 from the sending end of the transmission line
𝑑𝑉 𝑑𝑖
− 𝑑𝑥 = 𝑅𝑖, − 𝑑𝑥 = 𝐺𝑉
where 𝑅 𝑎𝑛𝑑 𝐺 are constants. If 𝑉 = 𝑉0 at the sending end 𝑥 = 0 and 𝑉 = 0 at the receiving
end 𝑥 = 𝑙 . Show that
𝑠𝑖𝑛 𝑛 (1−𝑥)
𝑉 = 𝑉0 when 𝑛2 = 𝑅𝐺.
𝑠𝑖𝑛 𝑛𝑙
Solution
𝑑𝑉 𝑑𝑖
− 𝑑𝑥 = 𝑅𝑖 and − 𝑑𝑥 = 𝐺𝑉
when 𝑥 = 0, 𝑉 = 𝑉0
when 𝑥 = 𝑙, 𝑉 = 0
𝑑 𝑑𝑉 1 𝑑2𝑉
− 𝑑𝑥 − 𝑑𝑥 = 𝐺𝑉 or = 𝑅𝐺𝑉
𝑅 𝑑𝑥 2
𝑑2𝑉
⇒ 𝑑𝑥 2 − 𝑅𝐺 𝑉 = 0 or 𝐷2 − 𝑅𝐺 𝑉 = 0, 𝑅𝐺 = 𝑛2 .
𝐷2 − 𝑛2 = 0, 𝐷 = 𝑛 and 𝐷 = −𝑛.
𝑉 = 𝐴𝑒 𝑛𝑥 + 𝐵𝑒 −𝑛𝑥 .
Now, we have to find out the value of 𝐴 𝑎𝑛𝑑 𝐵 with the help of given conditions.
𝑉 −𝑉0 𝑒 2𝑛𝑙
𝐴 = 1−𝑒02𝑛𝑙 , 𝐵= .
1−𝑒 2𝑛𝑙
𝑛𝑙 −𝑛𝑥
𝑉0 𝑒 − 𝑒 − 𝑛𝑙 −𝑛𝑥
=
𝑒 𝑛𝑙 − 𝑒 −𝑛𝑙
𝑠𝑖𝑛 𝑛 (1−𝑥)
𝑉 = 𝑉0 .
𝑠𝑖𝑛 𝑛𝑙
Free fall
Example: A body falling vertically under gravity encounters resistance of the atmosphere. If the
resistance varies as the velocity, show that the equation of motion is given by
𝑑𝑢
= 𝑔 − 𝑘𝑢,
𝑑𝑡
where 𝑢 is the velocity, 𝑘 is a constant and 𝑔 is the acceleration due to gravity. Show that as 𝑡
𝑑𝑥
increases, 𝑢 approaches the value 𝑔/𝑘. Also, if 𝑢 = 𝑤𝑒𝑟𝑒 𝑥 is the distance fallen by the
𝑑𝑡
𝑔𝑡 𝑔
𝑥= − 𝑘 2 1 − 𝑒 −𝑘𝑡 .
𝑘
Solution
𝑑𝑢
Acceleration =
𝑑𝑡
𝑑𝑢 𝑑𝑢
Force acting downward = 1. =
𝑑𝑡 𝑑𝑡
Force of resistance = 𝑘𝑢
𝑑𝑢
= 𝑔 − 𝑘𝑢 (1)
𝑑𝑡
𝑑𝑢
= 𝑑𝑡
𝑔 − 𝑘𝑢
1
𝑑𝑢 1 −
Integrating, = 𝑑𝑡 or 𝑡 = − 𝑘 𝑙𝑜𝑔 𝑔 − 𝑘𝑢 + 𝑙𝑜𝑔𝑎 = 𝑙𝑜𝑔 𝑔 − 𝑘𝑢 𝑘 𝑎
𝑔−𝑘𝑢
1
− 𝑔 𝑎𝑘
𝑎 𝑔 − 𝑘𝑢 𝑘 = 𝑒 𝑡 or 𝑔 − 𝑘𝑢 = 𝑎𝑘 𝑒 −𝑘𝑡 or 𝑢 = 𝑘 − 𝑒 −𝑘𝑡 .
𝑘
𝑎𝑘
If 𝑡 increases vary large then 𝑒 −𝑘𝑡 = 0
𝑘
𝑔
𝑢= when 𝑡 → ∞
𝑘
𝑑𝑥 𝑑𝑢 𝑑 2 𝑥
𝑢= , = .
𝑑𝑡 𝑑𝑡 𝑑𝑡 2
𝑑𝑢
Putting the values of and 𝑢 𝑖𝑛 (1), we get
𝑑𝑡
𝑑2 𝑥 𝑑𝑥
2
+𝑘 =𝑔 or 𝐷2 + 𝑘𝐷 𝑥 = 𝑔.
𝑑𝑡 𝑑𝑡
1 1 1 𝑡𝑔
𝑥𝑝 = 𝑓 𝑔 = 𝐷 2 +𝑘𝐷 𝑔 = 𝑡 2𝐷+𝑘 𝑔 = .
𝐷 𝑘
𝑡𝑔
𝑥 = 𝑥 + 𝑥𝑝 = 𝑐1 + 𝑐2 𝑒 −𝑘𝑡 + (2)
𝑘
when 𝑡 = 0, 𝑥 = 0.
𝑡𝑔
(2) becomes 𝑥 = 𝑐1 − 𝑐1 𝑒 −𝑘𝑡 + . (3)
𝑘
𝑑𝑥 𝑔
= 𝑐1 𝑘𝑒 −𝑘𝑡 + 𝑘 . (4)
𝑑𝑡
𝑑𝑥
On putting = 0, when 𝑡 = 0 in 4 , we get
𝑑𝑡
𝑔 𝑔
0 = 𝑐1 𝑘 + 𝑘 or 𝑐1 = − 𝑘 2 .
𝑔
Putting the value of 𝑐1 = − 𝑘 2 in 3 , we get
𝑔 𝑔 𝑡𝑔 𝑡𝑔 𝑔
𝑑𝑥 = − 𝑘 2 + 𝑘 2 𝑒 −𝑘𝑡 + or 𝑥 = − 𝑘 2 1 − 𝑒 −𝑘𝑡 .
𝑘 𝑘
Orthogonal Trajectories
Definition. A curve which intersects every member of a family of curves at right angles is called
an orthogonal trajectory.
Definition. Two families of curves are said to be orthogonal families, if every member of either
family intersects every member of the other family at right angles.
a. Cartesian curves 𝑓 𝑥, 𝑦, 𝑐 = 0
𝑑𝑦
Step 1. First find the DE of the family of curves in the form 𝐹 𝑥, 𝑦, 𝑑𝑥 = 0.
𝑑𝑦 𝑑𝑥
Step 2. Replace by − , because at the point of intersection, the product of slopes of
𝑑𝑥 𝑑𝑦
𝑑𝑥
Step 3. Solve the resulting DE 𝐹 𝑥, 𝑦, − = 0. The solution gives the required family
𝑑𝑦
trajectories.
Examples
Solution
𝑑𝑦
2𝑦𝑎 𝑑𝑥 = 3𝑥 2 . (ii)
𝑑𝑦
Eliminating 𝑎 from (1) and (2) we get 𝑦 = 2𝑥 𝑑𝑥 is the DE of the given family of curves.
𝑑𝑦 𝑑𝑥 𝑑𝑥
Now replacing by − and we get 𝑦 = −2𝑥 𝑑𝑦 . (iii)
𝑑𝑥 𝑑𝑦
𝑦2 𝑥2 𝑦2
= −𝑥 2 + 𝐶 ⇒ + = 1.
2 𝐶 2𝐶
Solution
1 𝑑𝑟 𝑠𝑒𝑐𝜃𝑡𝑎𝑛𝜃 +𝑠𝑒𝑐 2 𝜃
= 0+
𝑟 𝑑𝜃 𝑠𝑒𝑐𝜃 +𝑡𝑎𝑛𝜃
1 𝑑𝑟
⇒ 𝑟 𝑑𝜃 = 𝑠𝑒𝑐𝜃,
𝑑𝑟 𝑑𝜃
Now replace 𝑑𝜃 by − 𝑟 2 to obtain the DE of orthogonal trajectories of 𝑟 = 𝑎(𝑠𝑒𝑐𝜃 + 𝑡𝑎𝑛𝜃).
𝑑𝑟
1 𝑑𝜃 𝑑𝜃
−𝑟 2 = 𝑠𝑒𝑐𝜃 ⇒ −𝑟 = 𝑠𝑒𝑐𝜃.
𝑟 𝑑𝑟 𝑑𝑟
𝑑𝑟
Separating the variables, 𝑐𝑜𝑠𝜃𝑑𝜃 = − , on integration
𝑟
Review Questions
1 . Form the differential equation of the family of parabolas with foci at the origin and
2 25−𝑦 2
2 . Show that the DE of the family of circles 𝑥 − 𝑐 + 𝑦 2 = 25 𝑖𝑠 𝑦′ 2
= .
𝑦2
3 . Find the DE representing the family of circles passing through the origin, with centers on the
line 𝑦 = 𝑥.
4 . Solve the following first order DEs.
𝑦𝑑𝑦 𝑒𝑥
a. = 𝑙𝑛𝑦 subject to 𝑦 1 = 1
𝑥𝑑𝑥
𝑑𝑦 1
d. + 𝑥𝑦 3 𝑠𝑒𝑐 =0
𝑑𝑥 𝑦2
𝑑𝑦 3𝑦 −7𝑥+7
e. = − 7𝑦 −3𝑥+3
𝑑𝑥
𝑑𝑦 1
f. = 𝑦 2 𝑙𝑛𝑥 + 𝑥 + 𝑦, 𝑦 0 = 1
𝑑𝑥
𝑥2 𝑦2
𝑑. + =1
𝑐+1 𝑐
𝑎. 𝑦 ′′ + 𝑦 = 𝑥𝑐𝑜𝑠𝑥 − 𝑐𝑜𝑠𝑥
𝑐. 𝑦 ′′ − 4𝑦 ′ + 8𝑦 = 𝑥 3 ; 𝑦 0 = 2, 𝑦 ′ 0 = 4
𝑑. 𝑦 ′′ − 𝑦 = 𝑒 𝑥 (2 + 3𝑥𝑐𝑜𝑠2𝑥)
1
𝑒. 𝑦 ′′ − 𝑦 =
𝑥
𝑒 3𝑥
𝑓. 𝑦 ′′ − 3𝑦 ′ + 2𝑦 =
1 + 𝑒𝑥
2 ′′ ′
𝑔. 𝑥 𝑦 + 𝑥𝑦 + 𝑦 = sec (𝑙𝑛𝑥)
7 . A spring of negligible weight hangs vertically. A mass 𝑚 is attached to the other end. If the
mass is moving with velocity 𝑢 when the spring is unstretched, find the velocity 𝑣 as a
8 . A 12𝑣 battery is connected to a series circuit in which the inductance is 0.5𝐻 and the
1000 𝑂𝑚𝑠 and the capacitance is 5 × 10−6 𝐹𝑎𝑟𝑎𝑑. Find the charge 𝑞 𝑡 on the capacitor if
𝐼 0 = 0.4𝐴. Determine the charge and the current at 𝑡 = 0.005𝑠𝑒𝑐𝑜𝑛𝑑. Determine the
charge as 𝑡 → ∞.
10 . A rabbit starts at the origin and runs up the 𝑦 − 𝑎𝑥𝑖𝑠 with speed 𝑎. At the same time a dog,
running with speed 𝑏, starts at the point (𝑐, 0) and pursues the rabbit. What is the path of the
dog if a< 𝑏? How far does the rabbit run before the dog catches him?
11 . In the case of a stretched elastic string which has one end fixed and a particle of mass 𝑚
𝑑2 𝑠 𝑚𝑔
2
=− 𝑠−𝑙 ,
𝑑𝑡 𝑒
where 𝑙 is the natural length of the string and 𝑒 its elongation due to a weight 𝑚𝑔. Find
𝑑𝑥 1
𝐿 + 𝑥𝑑𝑡 = 𝐸𝑠𝑖𝑛(𝑝𝑡).
𝑑𝑦 𝐶
1
If 𝑝2 = 𝐿𝐶 , and initially the current 𝑥 and the charge 𝑞 are zero, show that the current in the
𝐸 𝑑𝑞
circuit at time 𝑡 is given by 2𝑙 𝑡𝑠𝑖𝑛(𝑝𝑡), where 𝑥 = − 𝑑𝑡 .