De 01 First Order

a
shr
MA1001: Differential Equations
Mi
ta
Nachiketa Mishra
ike
Indian Institute of Information Technology,
ach
Design & Manufacturing, Kancheepuram
.N
Dr
Evaluation Scheme
a
shr
Mi
Mid Assessment: 30
ta
Assignments: 20
ike
ach
End Assessment: 50
.N
Dr
Textbooks and References
a
shr
Textbooks:
1. Simmons. G.F, Differential Equations, Tata McGraw Hill, 2003.
Mi
2. Kreyszig. E, Advanced Engineering Mathematics, Wiley, 2007.
ta
ike
References:
1. William. E. Boyce and R. C. Diprima, Elementary Differential Equations and Boundary
ach
Value Problems, John Wiley, 8 Edn, 2004.
2. Ross. L.S, Differential Equations, Wiley, 2007.
.N
3. Trench, W, Elementary Differential Equations, http://digitalcommons.trinity.edu/mono
Dr
Syllabus
First Order Equations.
a
shr
Linear ordinary differential equations with constant coefficients, method of variation of
parameters, Linear systems of ordinary differential equations.
Mi
Power series solution of ordinary differential equations. Singular points.
ta
ike
Bessel and Legendre differential equations; properties of Bessel functions and Legendre
Polynomials.
ach
Laplace transforms elementary properties of Laplace transforms, inversion by partial fractions,
.N
convolution theorem and its applications to ordinary differential equations.
Dr
Fourier series.
Introduction to partial differential equations, wave equation, heat equation, diffusion equation
a
shr
Mi
Differential Equations is the natural goal of elementary calculus and the most important part of
mathematics for understanding the physical sciences. - G.F. Simmons
ta
ike
ach
.N
Dr
The Definition
Dr
.N
ach
ike
ta
Mi
shr
a
The Definition
a
shr
Mi
ta
An equation involving one dependent variable and its derivatives with respect to one or more
independent variables is called a differential equation.
ike
ach
.N
Dr
Applications
Dr
.N
ach
ike
ta
Mi
shr
a
Applications
a
shr
Mi
I Physics
ta
ike
ach
.N
Dr
Applications
a
shr
Mi
I Physics
I Chemistry
ta
ike
ach
.N
Dr
Applications
a
shr
Mi
I Physics
I Chemistry
ta
I Biology
ike
ach
.N
Dr
Applications
a
shr
Mi
I Physics
I Chemistry
ta
I Biology
ike
I Astronomy
ach
.N
Dr
Applications
a
shr
Mi
I Physics
I Chemistry
ta
I Biology
ike
I Astronomy
ach
I Engineering
.N
Dr
Applications
a
shr
Mi
I Physics
I Chemistry
ta
I Biology
ike
I Astronomy
ach
I Engineering
I Economics
.N
Dr
Why is It so Ubiquitous?
a
shr
Mi
I Suppose y = f (x) is a given function.
ta
ike
ach
.N
Dr
a
shr
Mi
ta
dy
I Then its derivative can be interpreted as
dx
ike
ach
.N
Dr
a
shr
Mi
ta
dy
I Then its derivative can be interpreted as the rate of change of y with respect to x.
dx
ike
ach
.N
Dr
a
shr
Mi
ta
dy
I Then its derivative can be interpreted as the rate of change of y with respect to x.
dx
ike
I In many natural processes, the variables involved and their rates of change are related by
ach
means of certain basic scientific principles governing the respective processes.
.N
Dr
An Example
a
shr
Newton’s second law: The acceleration a of a body of mass m is proportional to the total force
Mi
F acting on it,
ta
ike
ach
.N
Dr
An Example
a
shr
Mi
F acting on it, with 1/m as the constant of proportionality.
ta
ike
ach
.N
Dr
An Example
a
shr
Mi
F acting on it, with 1/m as the constant of proportionality. That is,
1
ta
a= F.
m
ike
ach
.N
Dr
An Example
a
shr
Mi
F acting on it, with 1/m as the constant of proportionality. That is,
1
ta
a= F.
m
ike
ach
Equivalently,
.N
F = ma.
Dr
An Example..
a
shr
Suppose, for example, that a body of mass m falls freely under the influence of gravity alone.
Then the force acting on the body is F = mg .
Mi
ta
ike
ach
.N
Dr
An Example..
a
shr
Mi
If y is the distance down to the body from a fixed height, then its velocity is v = dy /dt
ta
ike
ach
.N
Dr
An Example..
a
shr
Mi
If y is the distance down to the body from a fixed height, then its velocity is v = dy /dt and its
ta
acceleration is a = dv /dt = d 2 y /dt 2 .
ike
ach
.N
Dr
An Example..
a
shr
Mi
If y is the distance down to the body from a fixed height, then its velocity is v = dy /dt and its
ta
acceleration is a = dv /dt = d 2 y /dt 2 .
ike
So, by Newton’s second law, we then have
ach
d 2y d 2y
.N
m = mg or = g.
Drdt 2 dt 2
An Example..
a
shr
If we assume that air exerts a resisting force proportional to the velocity, then the total force
Mi
dy
acting on the object is F = mg − k .
dt
ta
ike
ach
.N
Dr
An Example..
a
shr
If we assume that air exerts a resisting force proportional to the velocity, then the total force
Mi
dy
acting on the object is F = mg − k .
dt
ta
Then Newton’s second law (F = ma) implies that
ike
d 2y
ach
dy
m = mg − k
dt 2 dt
.N
.
Dr
More Examples
Dr
.N
ach
ike
ta
Mi
shr
a
More Examples
a
dy
shr
I = −ky
dt
Mi
ta
ike
ach
.N
Dr
More Examples
a
dy
shr
I = −ky
dt
d 2y
Mi
I m = −ky
dt 2
ta
ike
ach
.N
Dr
More Examples
a
dy
shr
I = −ky
dt
d 2y
Mi
I m = −ky
dt 2
dy
ta
2
I + 2xy = e −x
dx
ike
ach
.N
Dr
More Examples
a
dy
shr
I = −ky
dt
d 2y
Mi
I m = −ky
dt 2
dy
ta
2
I + 2xy = e −x
dx
ike
d 2y dy
I −5 + 6y = 0
ach
dx 2 dx
.N
Dr
More Examples
a
dy
shr
I = −ky
dt
d 2y
Mi
I m 2 = −ky
dt
dy
ta
2
I + 2xy = e −x
dx
ike
d 2y dy
I −5 + 6y = 0
ach
dx 2 dx
d 2y dy
I (1 − x 2 ) 2 − 2x + p(p + 1)y = 0
.N
dx dx
Dr
More Examples
a
dy
shr
I = −ky
dt
d 2y
Mi
I m 2 = −ky
dt
dy
ta
2
I + 2xy = e −x
dx
ike
d 2y dy
I −5 + 6y = 0
ach
dx 2 dx
d 2y dy
I (1 − x 2 ) 2 − 2x + p(p + 1)y = 0
.N
dx dx
d 2y dy
I x2 2 + x + (x 2 − p 2 )y = 0
Dr
dx dx
More Examples...
Dr
.N
ach
ike
ta
Mi
shr
a
More Examples...
a
shr
∂2w ∂2w ∂2w
I + + =0
Mi
∂x 2 ∂y 2 ∂z 2
ta
ike
ach
.N
Dr
More Examples...
a
shr
∂2w ∂2w ∂2w
I + + =0
Mi
∂x 2 ∂y 2 ∂z 2
2
∂2w ∂2w

∂ w ∂w
I a2 + + =
ta
∂x 2 ∂y 2 ∂z 2 ∂t
ike
ach
.N
Dr
More Examples...
a
shr
∂2w ∂2w ∂2w
I + + =0
Mi
∂x 2 ∂y 2 ∂z 2
2
∂2w ∂2w

∂ w ∂w
I a2 + + =
ta
∂x 2 ∂y 2 ∂z 2 ∂t
ike
2
∂2w ∂2w ∂2w

∂ w
I a2 + + =
∂x 2 ∂y 2 ∂z 2 ∂t 2
ach
.N
Dr
More Examples...
a
shr
∂2w ∂2w ∂2w
I + + =0
Mi
∂x 2 ∂y 2 ∂z 2
2
∂2w ∂2w

∂ w ∂w
I a2 + + =
ta
∂x 2 ∂y 2 ∂z 2 ∂t
ike
2
∂2w ∂2w ∂2w

∂ w
I a2 + + =
∂x 2 ∂y 2 ∂z 2 ∂t 2
ach
These equations are called the Laplace’s equation,
.N
Dr
More Examples...
a
shr
∂2w ∂2w ∂2w
I + + =0
Mi
∂x 2 ∂y 2 ∂z 2
2
∂2w ∂2w

∂ w ∂w
I a2 + + =
ta
∂x 2 ∂y 2 ∂z 2 ∂t
ike
2
∂2w ∂2w ∂2w

∂ w
I a2 + + =
∂x 2 ∂y 2 ∂z 2 ∂t 2
ach
These equations are called the Laplace’s equation, the heat equation,
.N
Dr
More Examples...
a
shr
∂2w ∂2w ∂2w
I + + =0
Mi
∂x 2 ∂y 2 ∂z 2
2
∂2w ∂2w

∂ w ∂w
I a2 + + =
ta
∂x 2 ∂y 2 ∂z 2 ∂t
ike
2
∂2w ∂2w ∂2w

∂ w
I a2 + + =
∂x 2 ∂y 2 ∂z 2 ∂t 2
ach
These equations are called the Laplace’s equation, the heat equation, and the wave equation,
.N
respectively. Dr
a
shr
Definition
Mi
I An equation involving one dependent variable and its derivatives with respect to one or
more independent variables is called a differential equation.
ta
ike
ach
.N
Dr
a
shr
Definition
Mi
ta
I A differential equation with only one independent variable is called an ordinary
ike
differential equation (so that all the derivatives occurring in it are ordinary derivatives).
ach
.N
Dr
a
shr
Definition
Mi
ta
I A differential equation with only one independent variable is called an ordinary
ike
differential equation (so that all the derivatives occurring in it are ordinary derivatives).
I A differential equation with more than one independent variables is called a partial
ach
differential equation (so that all the derivatives occurring in it are partial derivatives).
.N
Dr
Ordinary Differential Equations
a
shr
The general ordinary differential equation of the nth order is
Mi
dy d 2 y d ny

F x, y , , 2 , . . . , n = 0.
dx dx dx
ta
ike
ach
.N
Dr
a
shr
Mi
dy d 2 y d ny

F x, y , , 2 , . . . , n = 0.
dx dx dx
ta
ike
Or, using the prime notation for derivatives,
ach
.N
Dr
a
shr
Mi
dy d 2 y d ny

F x, y , , 2 , . . . , n = 0.
dx dx dx
ta
ike
Or, using the prime notation for derivatives, it is
ach

F x, y , y 0 , y 00 , . . . , y (n) = 0.
.N
Dr
a
shr
Mi
dy d 2 y d ny

F x, y , , 2 , . . . , n = 0.
dx dx dx
ta
ike
Or, using the prime notation for derivatives, it is
ach

F x, y , y 0 , y 00 , . . . , y (n) = 0.
.N
Dr
Question: How to check whether a function y = y (x) is a solution of the given differential
equation?
Example
y = e 2x is a solution of the second order equation
a
y 00 − 5y 0 + 6y = 0.
shr
Mi
ta
ike
ach
.N
Dr
Example
a
y 00 − 5y 0 + 6y = 0.
shr
Mi
Why?
ta
ike
ach
.N
Dr
Example
a
y 00 − 5y 0 + 6y = 0.
shr
Mi
Why? Because it satisfies the equation!
ta
ike
ach
.N
Dr
Example
a
y 00 − 5y 0 + 6y = 0.
shr
Mi
Why? Because it satisfies the equation! Substituting y = e 2x on the left-hand side of the
ta
equations gives 0:
ike
ach
.N
Dr
Example
a
y 00 − 5y 0 + 6y = 0.
shr
Mi
ta
equations gives 0: Here we have y = e 2x , y 0 = 2e 2x and y 00 = 4e 2x .
ike
ach
.N
Dr
Example
a
y 00 − 5y 0 + 6y = 0.
shr
Mi
ta
ike
∴ LHS = y 00 − 5y 0 + 6y
ach
.N
Dr
Example
a
y 00 − 5y 0 + 6y = 0.
shr
Mi
ta
ike
∴ LHS = y 00 − 5y 0 + 6y = 4e 2x − 5(2e 2x ) + 6(e 2x )
ach
.N
Dr
Example
a
y 00 − 5y 0 + 6y = 0.
shr
Mi
ta
ike
∴ LHS = y 00 − 5y 0 + 6y = 4e 2x − 5(2e 2x ) + 6(e 2x ) = 10e 2x − 10e 2x = 0 = RHS.
ach
.N
Dr
Example
a
y 00 − 5y 0 + 6y = 0.
shr
Mi
ta
ike
ach
.N
Similarly, y = e 3x is also a solution of this equation.
Dr
Example
a
y 00 − 5y 0 + 6y = 0.
shr
Mi
ta
ike
ach
.N
Dr
More generally,
y = c1 e 2x + c2 e 3x
is a solution of the equation for every choice of the constants c1 and c2 .
Example
a
y 00 − 5y 0 + 6y = 0.
shr
Mi
ta
ike
ach
.N
Dr
More generally,
y = c1 e 2x + c2 e 3x
is a solution of the equation for every choice of the constants c1 and c2 . (Prove!)
Homework
a
shr
Prove that
Mi
xy = log y + c
is a solution of
ta
dy y2
=
ike
dx 1 − xy
for every value of the constant c.
ach
.N
Dr
Homework
a
shr
Prove that
Mi
xy = log y + c
is a solution of
ta
dy y2
=
ike
dx 1 − xy
for every value of the constant c.
ach
.N
Hint: Differentiate xy = log y + c with respect to x and rearrange the terms.
Dr
Note
a
shr
Mi
ta
A solution of a differential equation usually contains one or more arbitrary constants, equal in
number to the order of the equation.
ike
ach
.N
Dr
Homework
Verify that the following functions (explicit or implicit) are solutions of the corresponding
a
shr
differential equations:
Mi
ta
ike
ach
.N
Dr
Homework
a
shr
Mi
(a) y = x2 + c y 0 = 2x
ta
ike
ach
.N
Dr
Homework
a
shr
Mi
(a) y = x2 + c y 0 = 2x
(b) y = cx 2 xy 0 = 2y
ta
ike
ach
.N
Dr
Homework
a
shr
Mi
(a) y = x2 + c y 0 = 2x
(b) y = cx 2 xy 0 = 2y
ta
(c) y 2 = e 2x + c yy 0 = e 2x
ike
ach
.N
Dr
Homework
a
shr
Mi
(a) y = x2 + c y 0 = 2x
(b) y = cx 2 xy 0 = 2y
ta
(c) y 2 = e 2x + c yy 0 = e 2x
y = ce kx y 0 = ky
ike
(d)
ach
.N
Dr
Homework
a
shr
Mi
(a) y = x2 + c y 0 = 2x
(b) y = cx 2 xy 0 = 2y
ta
(c) y 2 = e 2x + c yy 0 = e 2x
y = ce kx y 0 = ky
ike
(d)
(e) y = c1 e 2x + c2 e −2x y 00 − 4y = 0
ach
.N
Dr
Homework
a
shr
Mi
(a) y = x2 + c y 0 = 2x
(b) y = cx 2 xy 0 = 2y
ta
(c) y 2 = e 2x + c yy 0 = e 2x
y = ce kx y 0 = ky
ike
(d)
(e) y = c1 e 2x + c2 e −2x y 00 − 4y = 0
ach
(f) y = c1 sin 2x + c2 cos 2x y 00 + 4y = 0
.N
Dr
Homework
a
shr
Mi
(a) y = x2 + c y 0 = 2x
(b) y = cx 2 xy 0 = 2y
ta
(c) y 2 = e 2x + c yy 0 = e 2x
y = ce kx y 0 = ky
ike
(d)
(e) y = c1 e 2x + c2 e −2x y 00 − 4y = 0
ach
(f) y = c1 sin 2x + c2 cos 2x y 00 + 4y = 0 p
(g) y = sin−1 xy xy 0 + y = y 0 1 − x 2 y 2
.N
Dr
Homework
a
shr
Mi
(a) y = x2 + c y 0 = 2x
(b) y = cx 2 xy 0 = 2y
ta
(c) y 2 = e 2x + c yy 0 = e 2x
y = ce kx y 0 = ky
ike
(d)
(e) y = c1 e 2x + c2 e −2x y 00 − 4y = 0
ach
(g) y = sin−1 xy xy 0 + y = y 0 1 − x 2 y 2
.N
(h) y = ce y /x y 0 = y 2 /(xy − x 2 )
Dr
Homework
a
shr
Mi
(a) y = x2 + c y 0 = 2x
(b) y = cx 2 xy 0 = 2y
ta
(c) y 2 = e 2x + c yy 0 = e 2x
y = ce kx y 0 = ky
ike
(d)
(e) y = c1 e 2x + c2 e −2x y 00 − 4y = 0
ach
(g) y = sin−1 xy xy 0 + y = y 0 1 − x 2 y 2
.N
(h) y = ce y /x y 0 = y 2 /(xy − x 2 )
xy
(i) x 2 = 2y 2 log y y0 = 2
Dr
x + y2
Homework
a
shr
Mi
(a) y = x2 + c y 0 = 2x
(b) y = cx 2 xy 0 = 2y
ta
(c) y 2 = e 2x + c yy 0 = e 2x
y = ce kx y 0 = ky
ike
(d)
(e) y = c1 e 2x + c2 e −2x y 00 − 4y = 0
ach
(g) y = sin−1 xy xy 0 + y = y 0 1 − x 2 y 2
.N
(h) y = ce y /x y 0 = y 2 /(xy − x 2 )
xy
(i) x 2 = 2y 2 log y y0 = 2
Dr
x + y2
(j) x + y = tan−1 y 1 + y 2 + y 2y 0 = 0
Finding Solutions of Differential Equations
Equations of the form:
a
shr
Mi
ta
ike
ach
.N
Dr
dy
= f (x).
a
dx
shr
Mi
ta
ike
ach
.N
Dr
dy
= f (x).
a
dx
shr
Solution: Just integrate!
Mi
ta
ike
ach
.N
Dr
dy
= f (x).
a
dx
shr
Mi
Z
y= f (x)dx + c.
ta
ike
ach
.N
Dr
dy
= f (x).
a
dx
shr
Mi
Z
y= f (x)dx + c.
ta
ike
Example: Find the general solution of the differential equation y 0 = e 3x − x.
ach
.N
Dr
dy
= f (x).
a
dx
shr
Mi
Z
y= f (x)dx + c.
ta
ike
ach
Solution: Here the differential equation is of the form y 0 = f (x) with f (x) = e 3x − x.
So, the solution is
.N
Z
y = (e 3x − x)dx + c.
Dr
dy
= f (x).
a
dx
shr
Mi
Z
y= f (x)dx + c.
ta
ike
ach
Solution: Here the differential equation is of the form y 0 = f (x) with f (x) = e 3x − x.
So, the solution is
.N
Z
y = (e 3x − x)dx + c.
Dr
That is,
y = e 3x /3 − x 2 /2 + c,
where c is an arbitrary constant.
Note
R
In some cases, finding f (x)dx will not be possible (in terms of elementary functions); e.g.,
a
shr
Mi
ta
ike
ach
.N
Dr
Note
R
a
Z
2
e −x dx
shr
Mi
ta
ike
ach
.N
Dr
Note
R
a
Z Z
−x 2 sin x
shr
e dx and dx
x
.
Mi
ta
ike
ach
.N
Dr
Note
R
a
Z Z
−x 2 sin x
shr
e dx and dx
x
.
Mi
dy
So, finding the solution even in the simplest case, = f (x), may not be easy.
dx
ta
ike
ach
.N
Dr
Note
R
a
Z Z
−x 2 sin x
shr
e dx and dx
x
.
Mi
dy
dx
ta
ike
Nevertheless, as long as a function f (x) is continuous over the range of integration, we have
Z x
ach
y= f (t)dt + c
x0
.N
defined
Dr
Note
R
a
Z Z
−x 2 sin x
shr
e dx and dx
x
.
Mi
dy
dx
ta
ike
Z x
ach
y= f (t)dt + c
x0
.N
defined and satisfies
Dr
dy
= f (x).
dx
Note
R
a
Z Z
−x 2 sin x
shr
e dx and dx
x
.
Mi
dy
dx
ta
ike
Z x
ach
y= f (t)dt + c
x0
.N
defined and satisfies
Dr
dy
= f (x).
dx
This is a part of the fundamental theorem of calculus.

Homework
a
shr
Find the general solution of each of the following differential equations:
Mi
ta
ike
ach
.N
Dr
Homework
a
shr
Mi
ta
(a) xy 0 = 1
ike
ach
.N
Dr
Homework
a
shr
Mi
ta
(a) xy 0 = 1
ike
2
(b) y 0 = xe x
ach
.N
Dr
Homework
a
shr
Mi
ta
(a) xy 0 = 1
ike
2
(b) y 0 = xe x
(c) y 0 = sin−1 x
ach
.N
Dr
Homework
a
shr
Mi
ta
(a) xy 0 = 1
ike
2
(b) y 0 = xe x
(c) y 0 = sin−1 x
ach
(d) (1 + x 3 )y 0 = x
.N
Dr
Homework
a
shr
Mi
ta
(a) xy 0 = 1
ike
2
(b) y 0 = xe x
(c) y 0 = sin−1 x
ach
(d) (1 + x 3 )y 0 = x
.N
(e) (1 + x 2 )y 0 = tan−1 x
Dr
Separable Equations
These are equations of the form
a
shr
dy
= f (x)g (y ).
dx
Mi
ta
ike
ach
.N
Dr
Separable Equations
a
shr
dy
= f (x)g (y ).
dx
Mi
Such an equation can be rewritten in the form
ta
ike
dy
= f (x)dx.
g (y )
ach
.N
Dr
Separable Equations
a
shr
dy
= f (x)g (y ).
dx
Mi
ta
ike
dy
= f (x)dx.
g (y )
ach
The solution is now obtained by simply integrating both the sides:
.N
Z Z
dy
Dr = f (x)dx + c.
g (y )
Separable Equations
a
shr
dy
= f (x)g (y ).
dx
Mi
ta
ike
dy
= f (x)dx.
g (y )
ach
The solution is now obtained by simply integrating both the sides:
.N
Z Z
dy
Dr = f (x)dx + c.
g (y )
Note: Equations which can be solved in this manner are called separable equations.
Example
Solve xyy 0 = y − 1.
a
shr
Mi
ta
ike
ach
.N
Dr
Example
a
Solution: The given equation is
shr
dy
xy = y − 1.
dx
Mi
ta
ike
ach
.N
Dr
Example
a
shr
dy
xy = y − 1.
dx
Mi
This can be rewritten as
ta
y dx
dy = .
y −1 x
ike
ach
.N
Dr
Example
a
shr
dy
xy = y − 1.
dx
Mi
ta
y dx
dy = .
y −1 x
ike
ach
We now obtain the solution by simply integrating both sides:
Z Z
y dx
.N
dy = + c.
Dry −1 x
Example
a
shr
dy
xy = y − 1.
dx
Mi
ta
y dx
dy = .
y −1 x
ike
ach
Z Z
y dx
.N
dy = + c.
y −1
Dr x
Thus the solution is
y + log(y − 1) = log x + c1
Example
a
shr
dy
xy = y − 1.
dx
Mi
ta
y dx
dy = .
y −1 x
ike
ach
Z Z
y dx
.N
dy = + c.
y −1
Dr x
Thus the solution is
y + log(y − 1) = log x + c1 or (y − 1)e y = cx.

Homework
a
shr
Mi
ta
ike
ach
.N
Dr
Homework
a
shr
Mi
ta
(a) x 5 y 0 + y 5 = 0
ike
ach
.N
Dr
Homework
a
shr
Mi
ta
(a) x 5 y 0 + y 5 = 0
ike
(b) xy 0 = (1 − x 2 ) tan y
ach
.N
Dr
Homework
a
shr
Mi
ta
(a) x 5 y 0 + y 5 = 0
ike
(b) xy 0 = (1 − x 2 ) tan y
(c) y 0 = 2xy
ach
.N
Dr
Homework
a
shr
Mi
ta
(a) x 5 y 0 + y 5 = 0
ike
(b) xy 0 = (1 − x 2 ) tan y
(c) y 0 = 2xy
ach
(d) (1 + x 2 )dy + (1 + y 2 )dx = 0
.N
Dr
Homework
a
shr
Mi
ta
(a) x 5 y 0 + y 5 = 0
ike
(b) xy 0 = (1 − x 2 ) tan y
(c) y 0 = 2xy
ach
(d) (1 + x 2 )dy + (1 + y 2 )dx = 0
.N
(e) y log ydx − xdy = 0
Dr
Homework
a
shr
Mi
ta
(a) x 5 y 0 + y 5 = 0
ike
(b) xy 0 = (1 − x 2 ) tan y
(c) y 0 = 2xy
ach
(d) (1 + x 2 )dy + (1 + y 2 )dx = 0
.N
(e) y log ydx − xdy = 0
Dr
First Order Equations: A Quick Summary
a
shr
Mi
ta
ike
ach
.N
Dr
I The general first order equation is
a

dy
shr
F x, y , = 0.
dx
Mi
ta
ike
ach
.N
Dr
a

dy
shr
F x, y , = 0.
dx
Mi
I This equation cannot be solved in general,
ta
ike
ach
.N
Dr
a

dy
shr
F x, y , = 0.
dx
Mi
dy
I This equation cannot be solved in general, even in the simplest case = f (x).
ta
dx
ike
ach
.N
Dr
a

dy
shr
F x, y , = 0.
dx
Mi
dy
ta
dx
I There are first order equations with no real-valued solutions:
ike
ach
.N
Dr
a

dy
shr
F x, y , = 0.
dx
Mi
dy
ta
dx
I There are first order equations with no real-valued solutions: e.g.,
ike
2
ach

dy
+ 1 = 0.
dx
.N
Dr
a

dy
shr
F x, y , = 0.
dx
Mi
dy
ta
dx
ike
2
ach

dy
+ 1 = 0.
dx
.N
I There are equations with the single solution y = 0 (not even with an arbitrary constant):
Dr
a

dy
shr
F x, y , = 0.
dx
Mi
dy
ta
dx
ike
2
ach

dy
+ 1 = 0.
dx
.N
I There are equations with the single solution y = 0 (not even with an arbitrary constant):
Dr
e.g.,
2
dy
+ y 2 = 0.
dx
Gaining Some Understanding of the Solutions
a
shr
Mi
ta
ike
ach
.N
Dr
a
shr

dy
Mi
I Suppose the first order equation F x, y , = 0 can be written in the form
dx
ta
dy
= f (x, y ).
ike
dx
ach
.N
Dr
a
shr

dy
Mi
I Suppose the first order equation F x, y , = 0 can be written in the form
dx
ta
dy
= f (x, y ).
ike
dx
ach
dy
I What is the geometric meaning of a solution of = f (x, y )?
dx
.N
Dr
dy
Gaining Some Understanding of the Solutions of = f (x, y )
dx
I Suppose that f (x, y ) is continuous throughout some rectangle R in the xy -plane.
a
shr
Mi
ta
ike
ach
.N
Dr
dy
dx
I Let P0 = (x0 , y0 ) be a point in the region R.
a
shr
Mi
ta
ike
ach
.N
Dr
dy
dx
I Let P0 = (x0 , y0 ) be a point in the region R. Then the number
a
shr

dy
= f (x0 , y0 )
dx P0
Mi
determines a direction at P0 .
ta
ike
ach
.N
Dr
dy
dx
a
shr

dy
= f (x0 , y0 )
dx P0
Mi
ta
I Let P1 = (x1 , y1 ) be a point near P0 in this direction.
ike
ach
.N
Dr
dy
dx
a
shr

dy
= f (x0 , y0 )
dx P0
Mi
ta
I Let P1 = (x1 , y1 ) be a point near P0 in this direction. Then the number
ike

dy
= f (x1 , y1 )
ach
dx P1
determines a new direction at P1 .
.N
Dr
dy
dx
a
shr

dy
= f (x0 , y0 )
dx P0
Mi
ta
ike

dy
= f (x1 , y1 )
ach
dx P1
.N
I Next let P2 = (x2 , y2 ) be a point near P1 in this new direction
Dr
dy
dx
a
shr

dy
= f (x0 , y0 )
dx P0
Mi
ta
ike

dy
= f (x1 , y1 )
ach
dx P1
.N
I Next let P2 = (x2 , y2 ) be a point near P1 in this new direction and let
Dr
dy
= f (x2 , y2 )
dx P2
be yet another new direction at P2 .
dy
dx
a
shr

dy
= f (x0 , y0 )
dx P0
Mi
ta
ike

dy
= f (x1 , y1 )
ach
dx P1
.N
I Next let P2 = (x2 , y2 ) be a point near P1 in this new direction and let
Dr
dy
= f (x2 , y2 )
dx P2
be yet another new direction at P2 .
I Continuing like this we obtain a broken line.
Gaining Some Understanding of the Solutions...
a
shr
Mi
ta
ike
ach
.N
Dr
y dy
= f (x, y )
dx
a
shr
Mi
R
ta
ike
ach
.N
Dr
x
y dy
= f (x, y )
dx
a
shr
Mi
R
ta
ike
ach
P0
.N
Dr
x
y dy
= f (x, y )
dx
a
shr
Mi
R

dy
ta
= f (x0 , y0 )
dx
ike
P0
ach
P0
.N
Dr
x
y dy
= f (x, y )
dx
a
shr
Mi
R

dy
ta
= f (x0 , y0 )
dx
ike
P0
ach
P0
.N
Dr
x
y dy
= f (x, y )
dx
a
shr
Mi
R

dy
ta
= f (x0 , y0 )
dx
ike
P0
ach
P1
P0
.N
Dr
x
y dy
= f (x, y )
dx
a
shr
Mi
R

dy
ta
= f (x0 , y0 )
dx
ike
P0

dy
ach
= f (x1 , y1 )
dx P1
P1
P0
.N
Dr
x
y dy
= f (x, y )
dx
a
shr
Mi
R

dy
ta
= f (x0 , y0 )
dx
ike
P0

dy
ach
= f (x1 , y1 )
dx P1
P1
P0
.N
Dr
x
y dy
= f (x, y )
dx
a
shr
Mi
R

dy
ta
= f (x0 , y0 )
dx
ike
P0

dy
ach
P2 = f (x1 , y1 )
dx P1
P1
P0
.N
Dr
x
y dy
= f (x, y )
dx
a
shr
Mi
R

dy
ta
= f (x0 , y0 )
dx
ike
P0

dy
ach
P2 = f (x1 , y1 )
dx P1
P1
P0
.N

dy
= f (x2 , y2 )
Dr dx P2
x
y dy
= f (x, y )
dx
a
shr
Mi
R

dy
ta
= f (x0 , y0 )
dx
ike
P0

dy
ach
P2 = f (x1 , y1 )
dx P1
P1
P0
.N

dy
= f (x2 , y2 )
Dr dx P2
x
y dy
= f (x, y )
dx
a
shr
Mi
R

dy
ta
= f (x0 , y0 )
dx
ike
P3 P0

dy
ach
P2 = f (x1 , y1 )
dx P1
P1
P0
.N

dy
= f (x2 , y2 )
Dr dx P2
x
y dy
= f (x, y )
dx
a
shr
Mi
R

dy
ta
= f (x0 , y0 )
dx
ike
P3 P0

dy
ach
P2 = f (x1 , y1 )
dx P1
P1
P0
.N

dy
= f (x2 , y2 )
Dr dx P2
x
a
shr
Mi
ta
ike
ach
.N
Dr
a
shr
I Imagine that these successive points move closer to one another
Mi
ta
ike
ach
.N
Dr
a
shr
I Imagine that these successive points move closer to one another and become more
numerous.
Mi
ta
ike
ach
.N
Dr
a
shr
numerous.
Mi
I Then the broken line approaches a smooth curve through the initial point P0 .
ta
ike
ach
.N
Dr
a
shr
numerous.
Mi
ta
dy
I This curve is a solution of the equation = f (x, y ).
dx
ike
ach
.N
Dr
a
shr
numerous.
Mi
ta
dy
dx
ike
I For each point (x, y ) on this curve, the slope is f (x, y ).
ach
.N
Dr
a
shr
numerous.
Mi
ta
dy
dx
ike
ach
dy
I This is precisely what the differential equation = f (x, y ) demands.
dx
.N
Dr
a
shr
numerous.
Mi
ta
dy
dx
ike
ach
dy
dx
.N
I Indeed through each point in R, there passes a unique solution curve
Dr
a
shr
numerous.
Mi
ta
dy
dx
ike
ach
dy
dx
.N
I Indeed through each point in R, there passes a unique solution curve (also called the
integral curve) Dr
a
shr
numerous.
Mi
ta
dy
dx
ike
ach
dy
dx
.N
I Indeed through each point in R, there passes a unique solution curve (also called the
integral curve) of the differential equation.
Dr
a
Theorem (Picard’s Theorem)
shr
If f (x, y ) and ∂f /∂y are continuous functions on a closed rectangle R,
Mi
ta
ike
ach
.N
Dr
a
shr
If f (x, y ) and ∂f /∂y are continuous functions on a closed rectangle R, then through each
Mi
point (x0 , y0 ) in the interior of R there passes a unique integral curve of the equation
dy /dx = f (x, y ).
ta
ike
ach
.N
Dr
a
shr
Mi
dy /dx = f (x, y ).
ta
ike
ach
Note: If we consider a fixed x0 in this theorem, then the integral curve that passes through
(x0 , y0 ) is fully determined by the choice of y0 .
.N
Dr
a
shr
Mi
dy /dx = f (x, y ).
ta
ike
ach
Note: If we consider a fixed x0 in this theorem, then the integral curve that passes through
(x0 , y0 ) is fully determined by the choice of y0 . Thus the integral curves of the equation
.N
constitute a one-parameter family of curves.
Dr
Example
For the differential equation y 0 = xe x , find the particular solution for which y = 3 when x = 1.
a
shr
Mi
ta
ike
ach
.N
Dr
Example
a
shr
Solution: The general solution of this differential equation is
Mi
Z
y = xe x dx + c.
ta
ike
ach
.N
Dr
Example
a
shr
Mi
Z
y = xe x dx + c.
ta
ike
That is,
ach
y = (x − 1)e x + c.
.N
Dr
Example
a
shr
Mi
Z
y = xe x dx + c.
ta
ike
That is,
ach
y = (x − 1)e x + c.
.N
Substituting x = 1 in this solution gives y = c.
Dr
Example
a
shr
Mi
Z
y = xe x dx + c.
ta
ike
That is,
ach
y = (x − 1)e x + c.
.N
Substituting x = 1 in this solution gives y = c. But we need y = 3.
Dr
Example
a
shr
Mi
Z
y = xe x dx + c.
ta
ike
That is,
ach
y = (x − 1)e x + c.
.N
Substituting x = 1 in this solution gives y = c. But we need y = 3. So, we must take c = 3.
Dr
Example
a
shr
Mi
Z
y = xe x dx + c.
ta
ike
That is,
ach
y = (x − 1)e x + c.
.N
Substituting x = 1 in this solution gives y = c. But we need y = 3. So, we must take c = 3.
Dr
Thus the required solution is
y = (x − 1)e x + 3.
Homework
Dr
.N
ach
ike
ta
Mi
shr
a
Homework
a
shr
For each of the following differential equations, find the particular solution that satisfies the
Mi
given initial condition:
ta
ike
ach
.N
Dr
Homework
a
shr
Mi
ta
ike
(a) y 0 = 2 sin x cos x, y = 1 when x = 0.
ach
.N
Dr
Homework
a
shr
Mi
ta
ike
(b) y 0 = log x, y = 0 when x = e.
ach
.N
Dr
Homework
a
shr
Mi
ta
ike
(b) y 0 = log x, y = 0 when x = e.
ach
(c) x(x 2 − 4)y 0 = 1, y = 0 when x = 1.
.N
Dr
Homework
a
shr
Mi
ta
ike
(b) y 0 = log x, y = 0 when x = e.
ach
(c) x(x 2 − 4)y 0 = 1, y = 0 when x = 1.
.N
(d) (x + 1)(x 2 + 1)y 0 = 2x 2 + x, y = 1 when x = 0.
Dr
Homework
a
shr
For each of the following differential equations, find the integral curve that passes through the
Mi
given point:
ta
ike
ach
.N
Dr
Homework
a
shr
Mi
given point:
ta
ike
(a) y 0 = e 3x−2y , (0, 0).
ach
.N
Dr
Homework
a
shr
Mi
given point:
ta
ike
(a) y 0 = e 3x−2y , (0, 0).
(b) xdy = (2x 2 + 1)dx, (1, 1).
ach
.N
Dr
Homework
a
shr
Mi
given point:
ta
ike
(a) y 0 = e 3x−2y , (0, 0).
(b) xdy = (2x 2 + 1)dx, (1, 1).
ach
(c) 3 cos 3x cos 2y dx − 2 sin 3x sin 2y dy = 0, (π/12, π/8).
.N
Dr
Homework
a
shr
Mi
given point:
ta
ike
(a) y 0 = e 3x−2y , (0, 0).
(b) xdy = (2x 2 + 1)dx, (1, 1).
ach
(c) 3 cos 3x cos 2y dx − 2 sin 3x sin 2y dy = 0, (π/12, π/8).
.N
(d) y 0 = e x cos x, (0, 0).
Dr
Families of Curves. Orthogonal Trajectories
a
shr
Mi
ta
ike
ach
.N
Dr
a
shr
Mi
I The general solution of a first order equation normally contains one arbitrary constant,
ta
ike
ach
.N
Dr
a
shr
Mi
called a parameter.
ta
ike
ach
.N
Dr
a
shr
Mi
called a parameter.
ta
I Assigning various values to this parameter leads to a one-parameter family of curves.
ike
ach
.N
Dr
a
shr
Mi
called a parameter.
ta
ike
Each curve in the family is a particular solution of the differential equation.
ach
.N
Dr
a
shr
Mi
called a parameter.
ta
ike
I The converse also holds true:
ach
.N
Dr
a
shr
Mi
called a parameter.
ta
ike
I The converse also holds true: the curves of any one-parameter family are solution curves
ach
of a differential equation.
.N
Dr
Families of Curves to Differential Equations
a
shr
Mi
ta
ike
ach
.N
Dr
I Consider a one-parameter family of curves
a
shr
f (x, y , c) = 0.
Mi
ta
ike
ach
.N
Dr
a
shr
f (x, y , c) = 0.
Mi
I Differentiate this equation implicitly with respect to x to get a relation of the form
ta

ike
dy
g x, y , , c = 0.
dx
ach
.N
Dr
a
shr
f (x, y , c) = 0.
Mi
ta

ike
dy
g x, y , , c = 0.
dx
ach
I Eliminate the parameter c between the above equations to obtain
.N

dy
Dr
F x, y , =0
dx
a
shr
f (x, y , c) = 0.
Mi
ta

ike
dy
g x, y , , c = 0.
dx
ach
I Eliminate the parameter c between the above equations to obtain
.N

dy
Dr
F x, y , =0
dx
as the differential equation of the given one-parameter family of curves.

Example
a
Find the differential equation of the family of straight lines
shr
y = c.
Mi
ta
ike
ach
.N
Dr
Example
a
shr
y = c.
Mi
ta
Solution: Differentiating the equation of the given family of straight lines with respect to x
ike
gives
dy
ach
= 0.
dx
.N
Dr
Example
a
shr
y = c.
Mi
ta
ike
gives
dy
ach
= 0.
dx
.N
Since c is already absent in this differential equation, there is no need of eliminating it.
Dr
Example
a
shr
y = c.
Mi
ta
ike
gives
dy
ach
= 0.
dx
.N
Since c is already absent in this differential equation, there is no need of eliminating it.
Dr
Hence it is the desired differential equation (as can be easily verified).
Example
a
shr
y = cx.
Mi
ta
ike
ach
.N
Dr
Example
a
shr
y = cx.
Mi
ta
gives
ike
dy
= c.
ach
dx
.N
Dr
Example
a
shr
y = cx.
Mi
ta
gives
ike
dy
= c.
ach
dx
Eliminating c between the above equations gives the required differential equation:
.N
dy dy y
Dr
x =y or = .
dx dx x
Example
Find the differential equation of the family of concentric circles
a
x 2 + y 2 = c 2.
shr
Mi
ta
ike
ach
.N
Dr
Example
a
x 2 + y 2 = c 2.
shr
Mi
Solution: On differentiation with respect to x, the equation of the family becomes
ta
dy
ike
2x + 2y = 0.
dx
ach
.N
Dr
Example
a
x 2 + y 2 = c 2.
shr
Mi
ta
dy
ike
2x + 2y = 0.
dx
ach
Since c is already absent in this differential equation, there is no need to eliminate it.
.N
Dr
Example
a
x 2 + y 2 = c 2.
shr
Mi
ta
dy
ike
2x + 2y = 0.
dx
ach
Since c is already absent in this differential equation, there is no need to eliminate it.
.N
Hence the differential equation of this family is
Dr
dy
x +y = 0.
dx
Example
Find the differential equation of the family of circles
a
x 2 + y 2 = 2cx.
shr
Mi
Solution: The given family of curves consists of all circles that are tangent to the y -axis at the
ta
origin.
On differentiation with respect to x, the given equation becomes
ike
dy dy
ach
2x + 2y = 2c or x +y = c.
dx dx
.N
Eliminating c between the given and above equations, we obtain the differentiable equation of
the family of circles: Dr
dy y2 − x2
= .
dx 2xy
Orthogonal Trajectories
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
a
shr
Definition
Mi
Consider two family of curves
ta
ike
ach
.N
Dr
a
shr
Definition
Mi
Consider two family of curves such that each curve in one family is orthogonal to each curve in
the other family.
ta
ike
ach
.N
Dr
a
shr
Definition
Mi
the other family. Then each family is called a family of orthogonal trajectories of the other.
ta
ike
ach
.N
Dr
a
shr
Definition
Mi
ta
ike
Example: As we have already seen, the family of concentric circles x 2 + y 2 = c 2 and
ach
.N
Dr
a
shr
Definition
Mi
ta
ike
Example: As we have already seen, the family of concentric circles x 2 + y 2 = c 2 and the
ach
family of straight lines y = cx are orthogonal trajectories of each other.
.N
Dr
Finding Orthogonal Trajectories
Consider the differential equation
dy
a
= f (x, y ).
dx
shr
Mi
ta
ike
ach
.N
Dr
dy
a
= f (x, y ).
dx
shr
It often represents a one-parameter family of curves,
Mi
ta
ike
ach
.N
Dr
dy
a
= f (x, y ).
dx
shr
It often represents a one-parameter family of curves, where each curve in the family, at a point
Mi
(x, y ) on the curve, has slope f (x, y ).
ta
ike
ach
.N
Dr
dy
a
= f (x, y ).
dx
shr
Mi
ta
Thus for finding the corresponding orthogonal trajectories, we must consider
ike
dy −1
= .
ach
dx f (x, y )
.N
Dr
dy
a
= f (x, y ).
dx
shr
Mi
ta
ike
dy −1
= .
ach
dx f (x, y )
.N
More generally, the orthogonal trajectories of a one-parameter family of curves corresponding
Dr
dy
to a first order differential equation is obtained by replacing each occurrence of in the
dx
dx
differential equation by −
dy
dy
a
= f (x, y ).
dx
shr
Mi
ta
ike
dy −1
= .
ach
dx f (x, y )
.N
More generally, the orthogonal trajectories of a one-parameter family of curves corresponding
Dr
dy
to a first order differential equation is obtained by replacing each occurrence of in the
dx
dx
differential equation by − and solving the resultant differential equation.
dy
Example
Find the orthogonal trajectories of the family of circles x 2 + y 2 = c 2 .
a
shr
Mi
ta
ike
ach
.N
Dr
Example
Solution: The differential equation of the given family of circles is
a
shr
dy
x +y = 0.
Mi
dx
ta
ike
ach
.N
Dr
Example
a
shr
dy
x +y = 0.
Mi
dx
ta
Therefore, the differential equation of the orthogonal trajectories of the given family of circles is
ike
ach
.N
Dr
Example
a
shr
dy
x +y = 0.
Mi
dx
ta
ike

dx
x +y − =0
ach
dy
.N
Dr
Example
a
shr
dy
x +y = 0.
Mi
dx
ta
ike

dx
x +y − =0
ach
dy
or
.N
dy y
= .
dx x
Dr
Example
a
shr
dy
x +y = 0.
Mi
dx
ta
ike

dx
x +y − =0
ach
dy
or
.N
dy y
= .
dx x
Dr
Solving this, we obtain the equation of the orthogonal trajectories:
y = cx.
Example
Find the orthogonal trajectories of the family of circles
x 2 + y 2 = 2cx.
a
shr
Mi
ta
ike
ach
.N
Dr
Example
x 2 + y 2 = 2cx.
a
shr
Mi
dy y2 − x2
ta
= .
dx 2xy
ike
ach
.N
Dr
Example
x 2 + y 2 = 2cx.
a
shr
Mi
dy y2 − x2
ta
= .
dx 2xy
ike
ach
.N
Dr
Example
x 2 + y 2 = 2cx.
a
shr
Mi
dy y2 − x2
ta
= .
dx 2xy
ike
ach
dx y2 − x2
−
.N
=
dy 2xy
Dr
Example
x 2 + y 2 = 2cx.
a
shr
Mi
dy y2 − x2
ta
= .
dx 2xy
ike
ach
dx y2 − x2
−
.N
=
dy 2xy
Dr
or
dy 2xy
= 2 .
dx x − y2
Example
x 2 + y 2 = 2cx.
a
shr
Mi
dy y2 − x2
ta
= .
dx 2xy
ike
ach
dx y2 − x2
−
.N
=
dy 2xy
Dr
or
dy 2xy
= 2 .
dx x − y2
a
shr
Mi
Solving this gives the equation of the orthogonal trajectories of the given family of circles:
ta
ike
ach
.N
Dr
a
shr
Mi
Solving this gives the equation of the orthogonal trajectories of the given family of circles:
ta
x 2 + y 2 = 2cy .
ike
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
y
a
shr
Mi
ta
ike
x
ach
.N
Dr
Homework
a
shr
Mi
1. Sketch each of the following families of curves,
ta
ike
ach
.N
Dr
Homework
a
shr
Mi
1. Sketch each of the following families of curves, find the orthogonal trajectories,
ta
ike
ach
.N
Dr
Homework
a
shr
Mi
1. Sketch each of the following families of curves, find the orthogonal trajectories, and add
them to the sketch:
ta
ike
ach
.N
Dr
Homework
a
shr
Mi
them to the sketch:
ta
(a) xy = c;
ike
ach
.N
Dr
Homework
a
shr
Mi
them to the sketch:
ta
(a) xy = c; (b) y = cx 2 ;
ike
ach
.N
Dr
Homework
a
shr
Mi
them to the sketch:
ta
(a) xy = c; (b) y = cx 2 ; (c) y = ce x .
ike
ach
.N
Dr
Homework
a
shr
Mi
them to the sketch:
ta
(a) xy = c; (b) y = cx 2 ; (c) y = ce x .
ike
2. What are the orthogonal trajectories of the family of curves (a) y = cx 4 ;
ach
.N
Dr
Homework
a
shr
Mi
them to the sketch:
ta
(a) xy = c; (b) y = cx 2 ; (c) y = ce x .
ike
2. What are the orthogonal trajectories of the family of curves (a) y = cx 4 ; (b) y = cx n
where n is any positive integer?
ach
.N
Dr
Homework
a
shr
Mi
them to the sketch:
ta
(a) xy = c; (b) y = cx 2 ; (c) y = ce x .
ike
where n is any positive integer? In each case sketch both family of curves.
ach
.N
Dr
Homework
a
shr
Mi
them to the sketch:
ta
(a) xy = c; (b) y = cx 2 ; (c) y = ce x .
ike
where n is any positive integer? In each case sketch both family of curves. What is the
ach
effect on the orthogonal trajectories of increasing the exponent n?
.N
Dr
Solutions of First Order Equations: Homogeneous Equations
These are first order differential equations which can be transformed into separable equations.
a
shr
Mi
ta
ike
ach
.N
Dr
a
shr
Definition
Mi
A function f (x, y ) is called homogeneous of degree n if
f (tx, ty ) = t n f (x, y )
ta
ike
for all suitable values of x, y and t.
ach
.N
Dr
a
shr
Definition
Mi
f (tx, ty ) = t n f (x, y )
ta
ike
ach
Examples:
.N
Dr
a
shr
Definition
Mi
f (tx, ty ) = t n f (x, y )
ta
ike
ach
Examples:
.N
I x 2 + xy is a homogeneous function of degree
Dr
a
shr
Definition
Mi
f (tx, ty ) = t n f (x, y )
ta
ike
ach
Examples:
.N
I x 2 + xy is a homogeneous function of degree 2.
Dr
a
shr
Definition
Mi
f (tx, ty ) = t n f (x, y )
ta
ike
ach
Examples:
.N
p
I x 2 + y 2 is a homogeneous function of degree
Dr
a
shr
Definition
Mi
f (tx, ty ) = t n f (x, y )
ta
ike
ach
Examples:
.N
p
I x 2 + y 2 is a homogeneous function of degree 1.
Dr
a
shr
Definition
Mi
f (tx, ty ) = t n f (x, y )
ta
ike
ach
Examples:
.N
p
Dr
I sin(x/y ) is a homogeneous function of degree
a
shr
Definition
Mi
f (tx, ty ) = t n f (x, y )
ta
ike
ach
Examples:
.N
p
Dr
I sin(x/y ) is a homogeneous function of degree 0.
a
shr
Definition
Mi
f (tx, ty ) = t n f (x, y )
ta
ike
ach
Examples:
.N
p
Dr
I sin(x/y ) is a homogeneous function of degree 0.
Homogeneous Equations
a
shr
Mi
ta
ike
ach
.N
Dr
a
shr
Definition
The differential equation
Mi
M(x, y )dx + N(x, y )dy = 0
ta
is said be homogeneous if M and N are homogeneous functions of the same degree.
ike
ach
.N
Dr
a
shr
Definition
Mi
M(x, y )dx + N(x, y )dy = 0
ta
ike
ach
Note: The homogeneous differential equation above can be written in the form
dy
.N
= f (x, y ),
Dr dx
a
shr
Definition
Mi
M(x, y )dx + N(x, y )dy = 0
ta
ike
ach
dy
.N
= f (x, y ),
Dr dx
where f (x, y ) = −M(x, y )/N(x, y ) is a homogeneous function of degree
a
shr
Definition
Mi
M(x, y )dx + N(x, y )dy = 0
ta
ike
ach
dy
.N
= f (x, y ),
Dr dx
where f (x, y ) = −M(x, y )/N(x, y ) is a homogeneous function of degree 0.
The Idea
A homogeneous differential equation can be written in the form
dy
= f (x, y )
a
dx
shr
where f (x, y ) is a homogeneous function of degree 0.
Mi
ta
ike
ach
.N
Dr
The Idea
dy
= f (x, y )
a
dx
shr
Mi
So, we have
f (tx, ty ) = t 0 f (x, y ) = f (x, y ).
ta
ike
ach
.N
Dr
The Idea
dy
= f (x, y )
a
dx
shr
Mi
So, we have
f (tx, ty ) = t 0 f (x, y ) = f (x, y ).
ta
ike
Thus if we set t = 1/x, we get
f (x, y ) = f (1, y /x).
ach
.N
Dr
The Idea
dy
= f (x, y )
a
dx
shr
Mi
So, we have
f (tx, ty ) = t 0 f (x, y ) = f (x, y ).
ta
ike
f (x, y ) = f (1, y /x).
ach
Introduce a new dependent variable z = y /x.
.N
Dr
The Idea
dy
= f (x, y )
a
dx
shr
Mi
So, we have
f (tx, ty ) = t 0 f (x, y ) = f (x, y ).
ta
ike
f (x, y ) = f (1, y /x).
ach
Introduce a new dependent variable z = y /x. Then the above identity becomes
.Nf (x, y ) = f (1, z).

Dr
The Idea
dy
= f (x, y )
a
dx
shr
Mi
So, we have
f (tx, ty ) = t 0 f (x, y ) = f (x, y ).
ta
ike
f (x, y ) = f (1, y /x).
ach
.Nf (x, y ) = f (1, z).

Dr
Further, since y = zx,
The Idea
dy
= f (x, y )
a
dx
shr
Mi
So, we have
f (tx, ty ) = t 0 f (x, y ) = f (x, y ).
ta
ike
f (x, y ) = f (1, y /x).
ach
.Nf (x, y ) = f (1, z).

Dr
Further, since y = zx, we have
dy dz
=z +x .
dx dx
The Idea...
a
shr
So, the differential equation becomes
Mi
dz
z +x = f (1, z).
dx
ta
ike
ach
.N
Dr
The Idea...
a
shr
Mi
dz
z +x = f (1, z).
dx
ta
ike
Now, the variables can be separated:
ach
dz dx
= .
f (1, z) − z x
.N
Dr
The Idea...
a
shr
Mi
dz
z +x = f (1, z).
dx
ta
ike
Now, the variables can be separated:
ach
dz dx
= .
f (1, z) − z x
.N
We complete the solution by integrating and replacing z by y /x.
Dr
Example
Solve (x + y )dx − (x − y )dy = 0.
a
shr
Mi
ta
ike
ach
.N
Dr
Example
Solve (x + y )dx − (x − y )dy = 0.
Solution: We note that the given equation is a homogeneous equation.
a
shr
Mi
ta
ike
ach
.N
Dr
Example
Solve (x + y )dx − (x − y )dy = 0.
a
shr
We write the equation in the form
dy x +y
= .
Mi
dx x −y
ta
ike
ach
.N
Dr
Example
Solve (x + y )dx − (x − y )dy = 0.
a
shr
dy x +y
= .
Mi
dx x −y
ta
And the function on the RHS is a homogeneous function of degree 0.
ike
ach
.N
Dr
Example
Solve (x + y )dx − (x − y )dy = 0.
a
shr
dy x +y
= .
Mi
dx x −y
ta
ike
So, it can be made a function of y /x. We do this and replace y /x by z to obtain
ach
.N
Dr
Example
Solve (x + y )dx − (x − y )dy = 0.
a
shr
dy x +y
= .
Mi
dx x −y
ta
ike
ach
dy 1 + y /x 1+z
= = .
dx 1 − y /x 1−z
.N
Dr
Example
Solve (x + y )dx − (x − y )dy = 0.
a
shr
dy x +y
= .
Mi
dx x −y
ta
ike
ach
dy 1 + y /x 1+z
= = .
dx 1 − y /x 1−z
.N
dy dz
Also the substitution y = zx gives =z +x .
dx dx
Dr
Example
Solve (x + y )dx − (x − y )dy = 0.
a
shr
dy x +y
= .
Mi
dx x −y
ta
ike
ach
dy 1 + y /x 1+z
= = .
dx 1 − y /x 1−z
.N
dy dz
dx dx
Dr
Thus we get
dz 1+z
z +x = .
dx 1−z
Example
Solve (x + y )dx − (x − y )dy = 0.
a
shr
dy x +y
= .
Mi
dx x −y
ta
ike
ach
dy 1 + y /x 1+z
= = .
dx 1 − y /x 1−z
.N
dy dz
dx dx
Dr
Thus we get
dz 1+z
z +x = .
dx 1−z
Example...
a
On simplification followed by separation of variables, we obtain
shr
(1 − z)dx dx
= .
Mi
1 + z2 x
ta
ike
ach
.N
Dr
Example...
a
shr
(1 − z)dx dx
= .
Mi
1 + z2 x
ta
On integration this yields
ike
1
tan−1 z − log(1 + z 2 ) = log x + c.
ach
2
.N
Dr
Example...
a
shr
(1 − z)dx dx
= .
Mi
1 + z2 x
ta
ike
1
tan−1 z − log(1 + z 2 ) = log x + c.
ach
2
.N
Finally, we replace z by y /x
Dr
Example...
a
shr
(1 − z)dx dx
= .
Mi
1 + z2 x
ta
ike
1
tan−1 z − log(1 + z 2 ) = log x + c.
ach
2
.N
Finally, we replace z by y /x (and rearrange the terms)
Dr
Example...
a
shr
(1 − z)dx dx
= .
Mi
1 + z2 x
ta
ike
1
tan−1 z − log(1 + z 2 ) = log x + c.
ach
2
.N
Finally, we replace z by y /x (and rearrange the terms) to obtain the desired solution:
Dr
Example...
a
shr
(1 − z)dx dx
= .
Mi
1 + z2 x
ta
ike
1
tan−1 z − log(1 + z 2 ) = log x + c.
ach
2
.N
Finally, we replace z by y /x (and rearrange the terms) to obtain the desired solution:
y p
tan−1 = log x 2 + y 2 + c.
Dr
x
Homework
a
shr
Verify that the following equations are homogeneous and solve them:
Mi
ta
ike
ach
.N
Dr
Homework
a
shr
Mi
(a) (x 2 − 2y 2 )dx + xydy = 0
ta
ike
ach
.N
Dr
Homework
a
shr
Mi
(a) (x 2 − 2y 2 )dx + xydy = 0
ta
(b) x 2 y 0 − 3xy − 2y 2 = 0
ike
ach
.N
Dr
Homework
a
shr
Mi
(a) (x 2 − 2y 2 )dx + xydy = 0
ta
(b) x 2 y 0 − 3xy − 2y 2 = 0
ike
y
(c) x 2 y 0 = 3(x 2 + y 2 ) tan−1 x + xy
ach
.N
Dr
Homework
a
shr
Mi
(a) (x 2 − 2y 2 )dx + xydy = 0
ta
(b) x 2 y 0 − 3xy − 2y 2 = 0
ike
y
(c) x 2 y 0 = 3(x 2 + y 2 ) tan−1 x + xy
y dy y
ach
(d) x sin x dx = y sin x +x
.N
Dr
Homework
a
shr
Mi
(a) (x 2 − 2y 2 )dx + xydy = 0
ta
(b) x 2 y 0 − 3xy − 2y 2 = 0
ike
y
(c) x 2 y 0 = 3(x 2 + y 2 ) tan−1 x + xy
y dy
sin yx
ach
(d) x sin x dx =y +x
0 −y /x
(e) xy = y + 2xe .
.N
Dr
Homework
a
shr
Mi
ta
Find the orthogonal trajectories of the family of all circles tangent to the y -axis at the origin.
ike
ach
.N
Dr
Homework
a
shr
Mi
Show that the substitution z = ax + by + c changes
y 0 = f (ax + by + c)
ta
ike
into an equation with separable variables,
ach
.N
Dr
Homework
a
shr
Mi
y 0 = f (ax + by + c)
ta
ike
into an equation with separable variables, and apply this method to solve
(a) y 0 = (x + y )2
ach
.N
Dr
Homework
a
shr
Mi
y 0 = f (ax + by + c)
ta
ike
into an equation with separable variables, and apply this method to solve
(a) y 0 = (x + y )2
ach
(b) y 0 = sin2 (x − y + 1)
.N
Dr
Homework
1. (a) If ae 6= bd, show that constants h and k can be chosen in such a way that the substitutions
a
x = z − h, y = w − k reduce
shr

dy ax + by + c
Mi
=F
dx dx + ey + f
ta
to a homogeneous equation.
ike
ach
.N
Dr
Homework
a
shr

dy ax + by + c
Mi
=F
dx dx + ey + f
ta
(b) If ae = bd, discover a substitution that reduces the equation in (a) to one in which the
ike
variables are separable.
ach
.N
Dr
Homework
a
shr

dy ax + by + c
Mi
=F
dx dx + ey + f
ta
ike
ach
2. Solve the following equations:
.N
Dr
Homework
a
shr

dy ax + by + c
Mi
=F
dx dx + ey + f
ta
ike
ach
dy x +y +4
(a) = ;
.N
dx x −y −6
Dr
Homework
a
shr

dy ax + by + c
Mi
=F
dx dx + ey + f
ta
ike
ach
dy x +y +4
(a) = ;
.N
dx x −y −6
dy x +y −1
(b) = ;
dx x + 4y + 2
Dr
Homework
a
shr

dy ax + by + c
Mi
=F
dx dx + ey + f
ta
ike
ach
dy x +y +4
(a) = ;
.N
dx x −y −6
dy x +y −1
(b) = ;
dx x + 4y + 2
Dr
dy x +y +4
(c) = .
dx x +y −6
Solving First Order Equations: Exact Equations
a
shr
Mi
ta
ike
ach
.N
Dr
Note: The differential equation of a family of curves f (x, y ) = c is df = 0
a
shr
Mi
ta
ike
ach
.N
Dr
Note: The differential equation of a family of curves f (x, y ) = c is df = 0 or
∂f ∂f
dx + dy = 0.
a
∂x ∂y
shr
Mi
ta
ike
ach
.N
Dr
∂f ∂f
dx + dy = 0.
a
∂x ∂y
shr
Example: The family x 2 y 3 = c has
Mi
ta
ike
ach
.N
Dr
∂f ∂f
dx + dy = 0.
a
∂x ∂y
shr
Example: The family x 2 y 3 = c has 2xy 3 dx +
Mi
ta
ike
ach
.N
Dr
∂f ∂f
dx + dy = 0.
a
∂x ∂y
shr
Example: The family x 2 y 3 = c has 2xy 3 dx + 3x 2 y 2 dy = 0 as its differential equation.
Mi
ta
ike
ach
.N
Dr
∂f ∂f
dx + dy = 0.
a
∂x ∂y
shr
Mi
Consider the reverse scenario:
ta
ike
ach
.N
Dr
∂f ∂f
dx + dy = 0.
a
∂x ∂y
shr
Mi
Consider the reverse scenario: Suppose for a differential equation
ta
M(x, y )dx + N(x, y )dy = 0
ike
ach
.N
Dr
∂f ∂f
dx + dy = 0.
a
∂x ∂y
shr
Mi
ta
M(x, y )dx + N(x, y )dy = 0
ike
there is a function f (x, y ) such that
ach
∂f
=M
∂x
.N
Dr
∂f ∂f
dx + dy = 0.
a
∂x ∂y
shr
Mi
ta
M(x, y )dx + N(x, y )dy = 0
ike
ach
∂f ∂f
=M and = N.
∂x ∂y
.N
Dr
∂f ∂f
dx + dy = 0.
a
∂x ∂y
shr
Mi
ta
M(x, y )dx + N(x, y )dy = 0
ike
ach
∂f ∂f
=M and = N.
∂x ∂y
.N
Then the differential equation can be written in the form
Dr
∂f ∂f
dx + dy = 0
∂x ∂y
∂f ∂f
dx + dy = 0.
a
∂x ∂y
shr
Mi
ta
M(x, y )dx + N(x, y )dy = 0
ike
ach
∂f ∂f
=M and = N.
∂x ∂y
.N
Dr
∂f ∂f
dx + dy = 0 or df = 0
∂x ∂y
∂f ∂f
dx + dy = 0.
a
∂x ∂y
shr
Mi
ta
M(x, y )dx + N(x, y )dy = 0
ike
ach
∂f ∂f
=M and = N.
∂x ∂y
.N
Dr
∂f ∂f
dx + dy = 0 or df = 0
∂x ∂y
and its general solution is
f (x, y ) = c.
Definition
Consider the differential equation M(x, y )dx + N(x, y )dy = 0.
a
shr
Mi
ta
ike
ach
.N
Dr
Definition
Consider the differential equation M(x, y )dx + N(x, y )dy = 0. If there is a function f (x, y )
a
such that
shr
∂f
=M
∂x
Mi
ta
ike
ach
.N
Dr
Definition
a
such that
shr
∂f ∂f
=M and = N,
∂x ∂y
Mi
ta
ike
ach
.N
Dr
Definition
a
such that
shr
∂f ∂f
=M and = N,
∂x ∂y
Mi
then Mdx + Ndy is called an exact differential
ta
ike
ach
.N
Dr
Definition
a
such that
shr
∂f ∂f
=M and = N,
∂x ∂y
Mi
then Mdx + Ndy is called an exact differential and Mdx + Ndy = 0 is called an exact
differential equation.
ta
ike
ach
.N
Dr
Definition
a
such that
shr
∂f ∂f
=M and = N,
∂x ∂y
Mi
ta
ike
Question: How do we recognize whether a differential equation is exact?
ach
.N
Dr
Definition
a
such that
shr
∂f ∂f
=M and = N,
∂x ∂y
Mi
ta
ike
Question: How do we recognize whether a differential equation is exact? If exact, how do we
ach
find the function f ?
.N
Dr
Definition
a
such that
shr
∂f ∂f
=M and = N,
∂x ∂y
Mi
ta
ike
ach
.N
It is easy sometimes:
Dr
Definition
a
such that
shr
∂f ∂f
=M and = N,
∂x ∂y
Mi
ta
ike
ach
.N
I The left side of ydx + xdy = 0 is the differential of
Dr
Definition
a
such that
shr
∂f ∂f
=M and = N,
∂x ∂y
Mi
ta
ike
ach
.N
I The left side of ydx + xdy = 0 is the differential of xy and so the solution is xy = c.
Dr
Definition
a
such that
shr
∂f ∂f
=M and = N,
∂x ∂y
Mi
ta
ike
ach
.N
Dr
1
I The left side of dx − yx2 dy = 0 is the differential of
y
Definition
a
such that
shr
∂f ∂f
=M and = N,
∂x ∂y
Mi
ta
ike
ach
.N
Dr
1
I The left side of dx − yx2 dy = 0 is the differential of x/y and so the solution is x/y = c.
y
A Necessary Condition for Exactness
a
shr
Mi
ta
ike
ach
.N
Dr
Suppose the differential equation
a
M(x, y )dx + N(x, y )dy = 0
shr
is exact.
Mi
ta
ike
ach
.N
Dr
a
M(x, y )dx + N(x, y )dy = 0
shr
is exact.
Mi
Then there is a function f such that
ta
∂f
=M
ike
∂x
ach
.N
Dr
a
M(x, y )dx + N(x, y )dy = 0
shr
is exact.
Mi
ta
∂f
=M
ike
∂x
ach
.N
Dr
a
M(x, y )dx + N(x, y )dy = 0
shr
is exact.
Mi
ta
∂f ∂f
=M and = N.
ike
∂x ∂y
ach
.N
Dr
a
M(x, y )dx + N(x, y )dy = 0
shr
is exact.
Mi
ta
∂f ∂f
=M and = N.
ike
∂x ∂y
ach
Then
∂2f
.N
∂y ∂x
Dr
a
M(x, y )dx + N(x, y )dy = 0
shr
is exact.
Mi
ta
∂f ∂f
=M and = N.
ike
∂x ∂y
ach
Then
∂2f ∂M ∂2f
= and =
.N
∂y ∂x ∂y ∂x∂y
Dr
a
M(x, y )dx + N(x, y )dy = 0
shr
is exact.
Mi
ta
∂f ∂f
=M and = N.
ike
∂x ∂y
ach
Then
∂2f ∂M ∂2f ∂N
= and = .
.N
∂y ∂x ∂y ∂x∂y ∂x
Dr
But the mixed second derivatives of a function are equal:
a
M(x, y )dx + N(x, y )dy = 0
shr
is exact.
Mi
ta
∂f ∂f
=M and = N.
ike
∂x ∂y
ach
Then
∂2f ∂M ∂2f ∂N
= and = .
.N
∂y ∂x ∂y ∂x∂y ∂x
∂2f ∂2f
Dr
But the mixed second derivatives of a function are equal: = .
∂y ∂x ∂x∂y
a
M(x, y )dx + N(x, y )dy = 0
shr
is exact.
Mi
ta
∂f ∂f
=M and = N.
ike
∂x ∂y
ach
Then
∂2f ∂M ∂2f ∂N
= and = .
.N
∂y ∂x ∂y ∂x∂y ∂x
∂2f ∂2f
Dr
But the mixed second derivatives of a function are equal: = .
∂y ∂x ∂x∂y
∂M ∂N
∴ = .
∂y ∂x
Example
a
Show that ydx + (x 2 y − x)dy = 0 is not exact.
shr
Mi
ta
ike
ach
.N
Dr
Example
a
shr
Solution: Here M = y and N = x 2 y − x.
Mi
ta
ike
ach
.N
Dr
Example
a
shr
Mi
So,
ta
∂M
=1
ike
∂y
ach
.N
Dr
Example
a
shr
Mi
So,
ta
∂M ∂N
=1 and
ike
=
∂y ∂x
ach
.N
Dr
Example
a
shr
Mi
So,
ta
∂M ∂N
=1 and = 2xy − 1.
ike
∂y ∂x
ach
.N
Dr
Example
a
shr
Mi
So,
ta
∂M ∂N
=1 and = 2xy − 1.
ike
∂y ∂x
ach
Thus
∂M ∂N
6=
.N
∂y ∂x
. Dr
Example
a
shr
Mi
So,
ta
∂M ∂N
=1 and = 2xy − 1.
ike
∂y ∂x
ach
Thus
∂M ∂N
6=
.N
∂y ∂x
. Dr
Hence the equation is not exact.
But This Condition is Also Sufficient!
a
shr
Mi
ta
ike
ach
.N
Dr
a
shr
∂M ∂N
Proved: If M(x, y )dx + N(x, y )dy = 0 is exact, then = .
∂y ∂x
Mi
ta
ike
ach
.N
Dr
a
shr
∂M ∂N
∂y ∂x
Mi
∂M ∂N
ta
To Prove: If = , then M(x, y )dx + N(x, y )dy = 0 is exact.
∂y ∂x
ike
ach
.N
Dr
a
shr
∂M ∂N
∂y ∂x
Mi
∂M ∂N
ta
To Prove: If = , then M(x, y )dx + N(x, y )dy = 0 is exact.
∂y ∂x
ike
ach
Theorem
∂M ∂N
The differential equation M(x, y )dx + N(x, y )dy = 0 is exact if and only if = .
.N
∂y ∂x
Dr
The Condition is Sufficient!
a
shr
Mi
ta
ike
ach
.N
Dr
Suppose
∂M ∂N
= .
∂y ∂x
a
shr
Mi
ta
ike
ach
.N
Dr
Suppose
∂M ∂N
= .
∂y ∂x
a
shr
We will now prove that this condition enables us to find a function f such that
Mi
∂f
=M
∂x
ta
ike
ach
.N
Dr
Suppose
∂M ∂N
= .
∂y ∂x
a
shr
Mi
∂f ∂f
=M and = N.
∂x ∂y
ta
ike
ach
.N
Dr
Suppose
∂M ∂N
= .
∂y ∂x
a
shr
Mi
∂f ∂f
=M and = N.
∂x ∂y
ta
If there is a function f satisfying the above conditions, it must, by the first condition,
ike
ach
.N
Dr
Suppose
∂M ∂N
= .
∂y ∂x
a
shr
Mi
∂f ∂f
=M and = N.
∂x ∂y
ta
If there is a function f satisfying the above conditions, it must, by the first condition, have the
ike
form Z
ach
f = Mdx + g (y ).
.N
Dr
Suppose
∂M ∂N
= .
∂y ∂x
a
shr
Mi
∂f ∂f
=M and = N.
∂x ∂y
ta
ike
form Z
ach
f = Mdx + g (y ).
.N
And, by the second condition,
Dr
Suppose
∂M ∂N
= .
∂y ∂x
a
shr
Mi
∂f ∂f
=M and = N.
∂x ∂y
ta
ike
form Z
ach
f = Mdx + g (y ).
.N
And, by the second condition, this f must be such that
Z
∂
Dr
Mdx + g 0 (y ) = N.
∂y
Suppose
∂M ∂N
= .
∂y ∂x
a
shr
Mi
∂f ∂f
=M and = N.
∂x ∂y
ta
ike
form Z
ach
f = Mdx + g (y ).
.N
Z
∂
Dr
Mdx + g 0 (y ) = N.
∂y
Or Z
∂
g 0 (y ) = N − Mdx.
∂y
Suppose
∂M ∂N
= .
∂y ∂x
a
shr
Mi
∂f ∂f
=M and = N.
∂x ∂y
ta
ike
form Z
ach
f = Mdx + g (y ).
.N
Z
∂
Dr
Mdx + g 0 (y ) = N.
∂y
Or Z
∂
g 0 (y ) = N − Mdx.
∂y
Suppose
∂M ∂N
= .
∂y ∂x
a
shr
Mi
∂f ∂f
=M and = N.
∂x ∂y
ta
ike
form Z
ach
f = Mdx + g (y ).
.N
Z
∂
Dr
Mdx + g 0 (y ) = N.
∂y
Or Z
∂
g 0 (y ) = N − Mdx.
∂y
∂
∂x

N−
∂
∂y
Z
Dr
.N
Mdx

ach
=
ike
ta
Mi
shr
a
∂2
Z Z
∂ ∂ ∂N
N− Mdx = − Mdx
a
∂x ∂y ∂x ∂x∂y
shr
Mi
ta
ike
ach
.N
Dr
∂2
Z Z
∂ ∂ ∂N
N− Mdx = − Mdx
a
∂x ∂y ∂x ∂x∂y
shr
∂2
Z
∂N
= − Mdx
Mi
∂x ∂y ∂x
ta
ike
ach
.N
Dr
∂2
Z Z
∂ ∂ ∂N
N− Mdx = − Mdx
a
∂x ∂y ∂x ∂x∂y
shr
∂2
Z
∂N
= − Mdx
Mi
∂x ∂y ∂x
∂N ∂M
= −
ta
∂x ∂y
ike
ach
.N
Dr
∂2
Z Z
∂ ∂ ∂N
N− Mdx = − Mdx
a
∂x ∂y ∂x ∂x∂y
shr
∂2
Z
∂N
= − Mdx
Mi
∂x ∂y ∂x
∂N ∂M
= −
ta
∂x ∂y
ike
= 0
ach
by the assumption.
.N
Dr
∂2
Z Z
∂ ∂ ∂N
N− Mdx = − Mdx
a
∂x ∂y ∂x ∂x∂y
shr
∂2
Z
∂N
= − Mdx
Mi
∂x ∂y ∂x
∂N ∂M
= −
ta
∂x ∂y
ike
= 0
ach
R
by the assumption. Thus the function f = Mdx + g (y )
.N
Dr
∂2
Z Z
∂ ∂ ∂N
N− Mdx −= Mdx
a
∂x ∂y ∂x ∂x∂y
shr
∂2
Z
∂N
= − Mdx
Mi
∂x ∂y ∂x
∂N ∂M
= −
ta
∂x ∂y
ike
= 0
R
ach
∂
R R
by the assumption. Thus the function f = Mdx + g (y ) with g (y ) = N− ∂y Mdx dy
.N
Dr
∂2
Z Z
∂ ∂ ∂N
N− Mdx −= Mdx
a
∂x ∂y ∂x ∂x∂y
shr
∂2
Z
∂N
= − Mdx
Mi
∂x ∂y ∂x
∂N ∂M
= −
ta
∂x ∂y
ike
= 0
R
ach
∂
R R
satisfies
.N
∂f
=M
Dr
∂x
∂2
Z Z
∂ ∂ ∂N
N− Mdx − = Mdx
a
∂x ∂y ∂x ∂x∂y
shr
∂2
Z
∂N
= − Mdx
Mi
∂x ∂y ∂x
∂N ∂M
= −
ta
∂x ∂y
ike
= 0
R
ach
∂
R R
satisfies
.N
∂f ∂f
=M and = N.
Dr
∂x ∂y
∂2
Z Z
∂ ∂ ∂N
N− Mdx − = Mdx
a
∂x ∂y ∂x ∂x∂y
shr
∂2
Z
∂N
= − Mdx
Mi
∂x ∂y ∂x
∂N ∂M
= −
ta
∂x ∂y
ike
= 0
R
ach
∂
R R
satisfies
.N
∂f ∂f
=M and = N.
Dr
∂x ∂y
Hence the given equation is exact.

Example
Dr
.N
ach
ike
ta
Mi
shr
a
Example
Test the equation e y dx + (xe y + 2y )dy = 0 for exactness, and solve it if it is exact.
a
shr
Mi
ta
ike
ach
.N
Dr
Example
a
shr
Solution: Here
Mi
M = ey and N = xe y + 2y .
ta
ike
ach
.N
Dr
Example
a
shr
Solution: Here
Mi
ta
ike
∂M
∴ = ey
∂y
ach
.N
Dr
Example
a
shr
Solution: Here
Mi
ta
ike
∂M ∂N
∴ = ey and = ey .
∂y ∂x
ach
.N
Dr
Example
a
shr
Solution: Here
Mi
ta
ike
∂M ∂N
∴ = ey and = ey .
∂y ∂x
ach
Thus the equation is exact.
.N
Dr
Example
a
shr
Solution: Here
Mi
ta
ike
∂M ∂N
∴ = ey and = ey .
∂y ∂x
ach
Thus the equation is exact. Hence there exists a function f (x, y ) such that
∂f
= ey .N
Dr
∂x
Example
a
shr
Solution: Here
Mi
ta
ike
∂M ∂N
∴ = ey and = ey .
∂y ∂x
ach
Thus the equation is exact. Hence there exists a function f (x, y ) such that
∂f
= ey .N and
∂f
= xe y + 2y .
Dr
∂x ∂y
∂f
∂x
= ey
Dr
.N
ach
ike
ta
Mi
shr
a
∂f ∂f
= ey and = xe y + 2y .
∂x ∂y
a
shr
Mi
ta
ike
ach
.N
Dr
∂f ∂f
∂x ∂y
a
shr
Integrating the first of these equations with respect to x gives
Mi
Z
f = e y dy + g (y ) = xe y + g (y ).
ta
ike
ach
.N
Dr
∂f ∂f
∂x ∂y
a
shr
Mi
Z
f = e y dy + g (y ) = xe y + g (y ).
ta
ike
So
∂f
= xe y + g 0 (y ).
ach
∂y
.N
Dr
∂f ∂f
∂x ∂y
a
shr
Mi
Z
f = e y dy + g (y ) = xe y + g (y ).
ta
ike
So
∂f
= xe y + g 0 (y ).
ach
∂y
.N
∂f
Also, ∂y = xe y + 2y .
Dr
∂f ∂f
∂x ∂y
a
shr
Mi
Z
f = e y dy + g (y ) = xe y + g (y ).
ta
ike
So
∂f
= xe y + g 0 (y ).
ach
∂y
.N
Also, ∂f
∂y = xe y + 2y . So, we have g 0 (y ) = 2y or g (y ) = y 2 and f = xe y + y 2 .
Dr
∂f ∂f
∂x ∂y
a
shr
Mi
Z
f = e y dy + g (y ) = xe y + g (y ).
ta
ike
So
∂f
= xe y + g 0 (y ).
ach
∂y
.N
∂f
Also, ∂y = xe y + 2y . So, we have g 0 (y ) = 2y or g (y ) = y 2 and f = xe y + y 2 .
Thus the general solution of the given differential equation is
Dr
xe y + y 2 .
Homework
a
shr
Determine which of the following equation are exact, and solve the ones that are.
Mi
ta
ike
ach
.N
Dr
Homework
a
shr
Mi

2
1. x+ dy + ydx = 0
ta
y
ike
ach
.N
Dr
Homework
a
shr
Mi

2
1. x+ dy + ydx = 0
ta
y
ike
2. (sin x tan y + 1)dx + cos x sec2 ydy = 0
ach
.N
Dr
Homework
a
shr
Mi

2
1. x+ dy + ydx = 0
ta
y
ike
3. (y − x 3 )dx + (x + y 3 )dy = 0
ach
.N
Dr
Homework
a
shr
Mi

2
1. x+ dy + ydx = 0
ta
y
ike
3. (y − x 3 )dx + (x + y 3 )dy = 0
ach
4. (2y 2 − 4x + 5)dx = (4 − 2y + 4xy )
.N
Dr
Homework
a
shr
Mi

2
1. x+ dy + ydx = 0
ta
y
ike
3. (y − x 3 )dx + (x + y 3 )dy = 0
ach
4. (2y 2 − 4x + 5)dx = (4 − 2y + 4xy )
.N
5. (y + y cos xy )dx + (x + x cos xy )dy = 0
Dr
Homework
a
shr
Mi

2
1. x+ dy + ydx = 0
ta
y
ike
3. (y − x 3 )dx + (x + y 3 )dy = 0
ach
4. (2y 2 − 4x + 5)dx = (4 − 2y + 4xy )
.N
5. (y + y cos xy )dx + (x + x cos xy )dy = 0
Dr
Integrating Factors
a
shr
Mi
ta
ike
ach
.N
Dr
Integrating Factors
Motivation: The equation
ydx + (x 2 y − x)dy = 0
a
is not exact:
shr
Mi
ta
ike
ach
.N
Dr
Integrating Factors
ydx + (x 2 y − x)dy = 0
a
is not exact:for ∂M/∂y = 1
shr
Mi
ta
ike
ach
.N
Dr
Integrating Factors
ydx + (x 2 y − x)dy = 0
a
is not exact:for ∂M/∂y = 1 and ∂N/∂x = 2xy − 1.
shr
Mi
ta
ike
ach
.N
Dr
Integrating Factors
ydx + (x 2 y − x)dy = 0
a
shr
1
Mi
But multiplying this equation by results in
x2
ta

y 1
dx + y − dy = 0
ike
x2 x
ach
.N
Dr
Integrating Factors
ydx + (x 2 y − x)dy = 0
a
shr
1
Mi
x2
ta

y 1
dx + y − dy = 0
ike
x2 x
ach
which is exact.
.N
Dr
Integrating Factors
ydx + (x 2 y − x)dy = 0
a
shr
1
Mi
x2
ta

y 1
dx + y − dy = 0
ike
x2 x
ach
which is exact.
.N
If
M(x, y )dx + N(x, y )dy = 0
Dr
is not exact, when can we find a function µ(x, y ) such that
µ(Mdx + Ndy ) = 0
exact?
Definition
a
Suppose Mdx + Ndy = 0 is a nonexact equation.
shr
Mi
ta
ike
ach
.N
Dr
Definition
a
Suppose Mdx + Ndy = 0 is a nonexact equation. Suppose µ(x, y ) is a function such that
shr
µ(Mdx + Ndy ) = 0
Mi
is exact.
ta
ike
ach
.N
Dr
Definition
a
shr
µ(Mdx + Ndy ) = 0
Mi
is exact. Then µ is called an integrating factor of the given differential equation.
ta
ike
ach
.N
Dr
Definition
a
shr
µ(Mdx + Ndy ) = 0
Mi
ta
ike
Example: The equation
ydx + (x 2 y − x)dy = 0
ach
1
has as an integrating factor.
.N
x2
Dr
Definition
a
shr
µ(Mdx + Ndy ) = 0
Mi
ta
ike
ydx + (x 2 y − x)dy = 0
ach
1
.N
x2
Question: When does a nonexact equation Mdx + Ndy = 0 have an integrating factor?
Dr
Definition
a
shr
µ(Mdx + Ndy ) = 0
Mi
ta
ike
ydx + (x 2 y − x)dy = 0
ach
1
.N
x2
Dr
Always!
Definition
a
shr
µ(Mdx + Ndy ) = 0
Mi
ta
ike
ydx + (x 2 y − x)dy = 0
ach
1
.N
x2
Dr
Always! (As long as it has a general solution!)
Suppose Mdx + Ndy = 0 has a general solution
f (x, y ) = c.
a
shr
Mi
ta
ike
ach
.N
Dr
f (x, y ) = c.
a
Eliminating c from the equation above, we obtain:
shr
∂f ∂f
dx + dy = 0.
Mi
∂x ∂y
ta
ike
ach
.N
Dr
f (x, y ) = c.
a
shr
∂f ∂f
dx + dy = 0.
Mi
∂x ∂y
The above differential equations have the same solutions and so they are equivalent.
ta
ike
ach
.N
Dr
f (x, y ) = c.
a
shr
∂f ∂f
dx + dy = 0.
Mi
∂x ∂y
The above differential equations have the same solutions and so they are equivalent. Thus
ta
ike
dy M ∂f /∂x
=− =− .
dx N ∂f /∂y
ach
.N
Dr
f (x, y ) = c.
a
shr
∂f ∂f
dx + dy = 0.
Mi
∂x ∂y
ta
ike
dy M ∂f /∂x
=− =− .
dx N ∂f /∂y
ach
.N
∂f /∂x ∂f /∂y
∴ = .
Dr M N
f (x, y ) = c.
a
shr
∂f ∂f
dx + dy = 0.
Mi
∂x ∂y
ta
ike
dy M ∂f /∂x
=− =− .
dx N ∂f /∂y
ach
.N
∂f /∂x ∂f /∂y
∴ = .
Dr M N
Let us denote the common ratio above by µ(x, y ).

f (x, y ) = c.
a
shr
∂f ∂f
dx + dy = 0.
Mi
∂x ∂y
ta
ike
dy M ∂f /∂x
=− =− .
dx N ∂f /∂y
ach
.N
∂f /∂x ∂f /∂y
∴ = .
Dr M N
Let us denote the common ratio above by µ(x, y ). Then we have

∂f
= µM
∂x
f (x, y ) = c.
a
shr
∂f ∂f
dx + dy = 0.
Mi
∂x ∂y
ta
ike
dy M ∂f /∂x
=− =− .
dx N ∂f /∂y
ach
.N
∂f /∂x ∂f /∂y
∴ = .
Dr M N

∂f ∂f
= µM and = µN.
∂x ∂y
a
∂f ∂f
shr
= µM and = µN.
∂x ∂y
Mi
ta
ike
ach
.N
Dr
a
∂f ∂f
shr
= µM and = µN.
∂x ∂y
Mi
Thus, on multiplying Mdx + Ndy = 0 by µ, it becomes
ta
µMdx + µNdy = 0.
ike
ach
.N
Dr
a
∂f ∂f
shr
= µM and = µN.
∂x ∂y
Mi
ta
µMdx + µNdy = 0.
ike
ach
That is, it becomes
∂f ∂f
.N
+ = 0,
Dr ∂x ∂y
a
∂f ∂f
shr
= µM and = µN.
∂x ∂y
Mi
ta
µMdx + µNdy = 0.
ike
ach
That is, it becomes
∂f ∂f
.N
+ = 0,
Dr ∂x ∂y
which is an exact equation.
a
shr
Note: If Mdx + Ndy = 0 has at least one integrating factor, it has infinitely many of them:
Mi
ta
ike
ach
.N
Dr
a
shr
Let F (f ) be any function of f .
Mi
ta
ike
ach
.N
Dr
a
shr
Let F (f ) be any function of f . Then
Mi
µF (f )(Mdx + Ndy ) =
ta
ike
ach
.N
Dr
a
shr
Mi
µF (f )(Mdx + Ndy ) = F (f )df =
ta
ike
ach
.N
Dr
a
shr
Mi
Z
µF (f )(Mdx + Ndy ) = F (f )df = d[ F (f )df ].
ta
ike
ach
.N
Dr
a
shr
Mi
Z
ta
ike
That is, µF (f )(Mdx + Ndy ) is an exact differential.
ach
.N
Dr
a
shr
Mi
Z
ta
ike
That is, µF (f )(Mdx + Ndy ) is an exact differential. This means that µF (f ) is also an
ach
integrating factor of Mdx + Ndy = 0.
.N
Dr
Finding Integrating Factors
µ is an integrating factor of Mdx + Ndy = 0 if and only if µMdx + µNdy = 0 is exact.
a
shr
Mi
ta
ike
ach
.N
Dr
µ is an integrating factor of Mdx + Ndy = 0 if and only if µMdx + µNdy = 0 is exact. That is,
a
if and only if
shr
∂µM ∂µN
Mi
=
∂y ∂x
ta
ike
ach
.N
Dr
a
if and only if
shr
∂µM ∂µN
Mi
=
∂y ∂x
ta
∂M ∂µ ∂N ∂µ
ike
⇔ µ +M =µ +N .
∂y ∂y ∂x ∂x
ach
.N
Dr
a
if and only if
shr
∂µM ∂µN
Mi
=
∂y ∂x
ta
∂M ∂µ ∂N ∂µ
ike
⇔ µ +M =µ +N .
∂y ∂y ∂x ∂x
ach

.N
1 ∂µ ∂µ ∂M ∂N
⇔ N −M = − .
µ Dr ∂x ∂y ∂y ∂x
a
if and only if
shr
∂µM ∂µN
Mi
=
∂y ∂x
ta
∂M ∂µ ∂N ∂µ
ike
⇔ µ +M =µ +N .
∂y ∂y ∂x ∂x
ach

.N
1 ∂µ ∂µ ∂M ∂N
⇔ N −M = − .
µ Dr ∂x ∂y ∂y ∂x
Suppose the differential equation has an integrating factor µ that is a function of x alone.
Then with such a µ the above equation takes the form
Thus µ is an integrating factor of the differential equation if and only if
a
shr

1 ∂µ ∂µ ∂M ∂N
N −M = − .
µ ∂x ∂y ∂y ∂x
Mi
ta
ike
ach
.N
Dr
a
shr

1 ∂µ ∂µ ∂M ∂N
N −M = − .
µ ∂x ∂y ∂y ∂x
Mi
ta
ike
∂M ∂N
1 dµ ∂y − ∂x
ach
= .
µ dx N
.N
Dr
a
shr

1 ∂µ ∂µ ∂M ∂N
N −M = − .
µ ∂x ∂y ∂y ∂x
Mi
ta
ike
∂M ∂N
1 dµ ∂y − ∂x
ach
= .
µ dx N
.N
The left side of the above equation is a function of x only. So, the right side must also function
of x only. Dr
So, let
a
shr
∂M ∂N
∂y − ∂x
g (x) = .
N
Mi
Thus we have
1 dµ
ta
= g (x).
µ dx
ike
Integrating, we obtain Z
ach
log µ = g (x)dx
.N
or R
g (x)dx
Dr µ=e .
Example
a
shr
Find an integrating factor of ydx + (x 2 y − x)dy = 0.
Solution: Here we have
Mi
∂M ∂N
∂y − ∂x 1 − (2xy − 1) −2(xy − 1) 2
ta
= = =− ,
N x 2y − x x(xy − 1) x
ike
which is a function of x only.
ach
R
(−2/x)dx 2 1
∴ µ=e = e log(1/x )
=
.N
x2
is an integrating factor of the given differential equation.
Dr
a
shr
Similarly, if the differential equation has an integrating factor µ that is a function of y alone
Mi
∂M ∂N
∂y − ∂x
ta
−M
ike
R
h(y )dy
is a function of y alone, say h(y ), and µ = e is an integrating factor.
ach
.N
Dr
Note
Consider the equation ydx + (x 2 y − x)dy = 0 rearranged as follows:
a
shr
x 2 ydy − (xdy − ydx) = 0.
Mi
The presence of (xdy − ydx) in the differential equation reminds us the differential formula
ta
y xdy − ydx
d =
ike
x x2
ach
and suggests us dividing the equation by x 2 . This transforms the equation into
y
.N
ydy − = 0.0
Dr x
And its general solution is
y 2 /2 − y /x = 0.
Useful Differential Formulas
a

x ydx − xdy
shr
d =
y y2
Mi
d(xy ) = xdy + ydx
ta
ike
d(x 2 + y 2 ) = 2(xdx + ydy )
ach

x ydx − xdy
d tan−1 = 2
x + y2
.N
y

x ydx − xdy
Dr
d log =
y xy
Homework
Solve each of the following equations by finding an integrating factor:
a
shr
(a) (3x 2 − y 2 )dy − 2xydx = 0
(b) (xy − 1)dx + (x 2 − xy )dy = 0
Mi
(c) e x dx + (e x cot y + 2y csc y )dy = 0
ta
(d) (x + 2) sin ydx + x cos ydy = 0
ike
1. Show that if ( ∂M
∂y −
∂N
∂x )/(Ny − Mx) is a function g (z) of the product z = xy , then
ach
R
g (z)dz
µ=e
.N
is an integrating factor for Mdx + Ndy = 0.
Dr
2. Under what circumstances will the equation Mdx + Ndy = 0 have an integrating factor
that is a function of the sum z = x + y ?
Linear Equations
Definition
a
shr
A differential equation in which the derivative of highest order is a linear function of the lower
order derivatives is called a linear equation.
Mi
ta
ike
ach
.N
Dr
Linear Equations
Definition
a
shr
Mi
Examples: The general first order linear equation is
ta
ike
dy
= p(x)y + q(x).
dx
ach
.N
Dr
Linear Equations
Definition
a
shr
Mi
ta
ike
dy
= p(x)y + q(x).
dx
ach
.N
Dr
Linear Equations
Definition
a
shr
Mi
ta
ike
dy
= p(x)y + q(x).
dx
ach
.N
The general second order linear linear equation is
Dr
d 2y dy
2
= p(x) + q(x)y + r (x).
dx dx
Linear Equations in Standard Form
a
shr
Mi
ta
ike
ach
.N
Dr
Linear Equations in Standard Form
a
shr
Mi
The standard form of a first order linear equation is
ta
dy
ike
+ P(x)y = Q(x).
dx
ach
.N
Dr
Note
dx
(e
d R Pdx
y)
Dr
.N
ach
ike
ta
Mi
shr
a
Note
d R Pdx R dy R
(e y ) = e Pdx + yPe Pdx
dx dx
a
shr
Mi
ta
ike
ach
.N
Dr
Note

d R Pdx R dy R R dy
(e y ) = e Pdx + yPe Pdx = e Pdx + Py .
dx dx dx
a
shr
Mi
ta
ike
ach
.N
Dr
Note

d R Pdx R dy R R dy
dx dx dx
a
shr
dy R
Thus, multiplying + P(x)y = Q(x) through by e Pdx , it becomes
Mi
dx
ta
ike
ach
.N
Dr
Note

d R Pdx R dy R R dy
dx dx dx
a
shr
dy R
Mi
dx
d R Pdx R
y ) = Qe Pdx .
ta
(e
dx
ike
ach
.N
Dr
Note

d R Pdx R dy R R dy
dx dx dx
a
shr
dy R
Mi
dx
d R Pdx R
y ) = Qe Pdx .
ta
(e
dx
ike
Integration now yields the general solution:
ach
R
Z R
Pdx Pdx
.N
e y= Qe dx + c
Dr
Note

d R Pdx R dy R R dy
dx dx dx
a
shr
dy R
Mi
dx
d R Pdx R
y ) = Qe Pdx .
ta
(e
dx
ike
ach
R
Z R
Pdx Pdx
.N
e y= Qe dx + c
Dr
or
R R
y = e− Pdx
intQe Pdx
dx + c .
Note

d R Pdx R dy R R dy
dx dx dx
a
shr
dy R
Mi
dx
d R Pdx R
y ) = Qe Pdx .
ta
(e
dx
ike
ach
R
Z R
Pdx Pdx
.N
e y= Qe dx + c
Dr
or
R R
y = e− Pdx
intQe Pdx
dx + c .
Example
dy 1
Solve + y = 3x.
dx x
a
shr
Mi
ta
ike
ach
.N
Dr
Example
dy 1
Solve + y = 3x.
dx x
a
shr
Solution: The given equation is a linear equation with P = 1/x.
Mi
ta
ike
ach
.N
Dr
Example
dy 1
Solve + y = 3x.
dx x
a
shr
Solution: The given equation is a linear equation with P = 1/x. So,
Mi
Z Z
1
Pdx = dx = log x
x
ta
ike
ach
.N
Dr
Example
dy 1
Solve + y = 3x.
dx x
a
shr
Mi
Z Z
1 R
Pdx = dx = log x and e Pdx = e log x = x.
x
ta
ike
ach
.N
Dr
Example
dy 1
Solve + y = 3x.
dx x
a
shr
Mi
Z Z
1 R
x
ta
ike
Thus multiplying the given equation through by x, it becomes
ach
.N
Dr
Example
dy 1
Solve + y = 3x.
dx x
a
shr
Mi
Z Z
1 R
x
ta
ike
ach
d
(xy ) = 3x 2 .
dx
.N
Dr
Example
dy 1
Solve + y = 3x.
dx x
a
shr
Mi
Z Z
1 R
x
ta
ike
ach
d
(xy ) = 3x 2 .
dx
Hence, the general solution is

.N
Dr
xy = x 3 + c
Example
dy 1
Solve + y = 3x.
dx x
a
shr
Mi
Z Z
1 R
x
ta
ike
ach
d
(xy ) = 3x 2 .
dx
Hence, the general solution is

.N
Dr
xy = x 3 + c or = yx 2 + cx −1 .
Homework
a
shr
Solve the following as linear equations.
Mi
ta
ike
ach
.N
Dr
Homework
a
shr
Mi
1. x dy
ta
4
dx − 3y = x
ike
ach
.N
Dr
Homework
a
shr
Mi
1. x dy
ta
4
dx − 3y = x
ike
2. y 0 + y = 1
1+e 2x
ach
.N
Dr
Homework
a
shr
Mi
1. x dy
ta
4
dx − 3y = x
ike
2. y 0 + y = 1
1+e 2x
3. (1 + x 2 )dy + 2xydx = cot xdx
ach
.N
Dr
Homework
a
shr
Mi
1. x dy
ta
4
dx − 3y = x
ike
2. y 0 + y = 1
1+e 2x
3. (1 + x 2 )dy + 2xydx = cot xdx
ach
4. (x log x)y 0 + y = 3x 3
.N
Dr
Homework
a
shr
Mi
Write the equation dy
dx + P(x)y = Q(x) in the form Mdx + Ndy = 0 and show that it has
ta
integrating factor µ that is a function of x alone.
ike
ach
.N
Dr
Homework
a
shr
Mi
ta
integrating factor µ that is a function of x alone. Find µ
ike
ach
.N
Dr
Homework
a
shr
Mi
ta
integrating factor µ that is a function of x alone. Find µ and solve µMdx + µNdy = 0 as an
ike
exact equation.
ach
.N
Dr
Bernoulli’s Equations
a
shr
Mi
ta
ike
ach
.N
Dr
A first order equation of the form
a
shr
dy
+ P(x)y = Q(x)y n
dx
Mi
is called a Bernoulli’s equation.
ta
ike
ach
.N
Dr
a
shr
dy
+ P(x)y = Q(x)y n
dx
Mi
ta
ike
Note that this is just a first order linear equation if n = 0 or 1.
ach
.N
Dr
a
shr
dy
+ P(x)y = Q(x)y n
dx
Mi
ta
ike
ach
In other cases, it can be reduced to a linear equation by the substitution z = y 1−n .
.N
Dr
a
shr
dy
+ P(x)y = Q(x)y n
dx
Mi
ta
ike
ach
In other cases, it can be reduced to a linear equation by the substitution z = y 1−n .
.N
Multiplying the Bernoulli’s equation through by y −n gives
dy
Dr
y −n + P(x)y 1−n = Q(x).
dx
We further multiply it through by the constant 1 − n (???)
a
shr
Mi
ta
ike
ach
.N
Dr
We further multiply it through by the constant 1 − n (???) to obtain
dy
a
(1 − n)y −n + (1 − n)P(x)y 1−n = (1 − n)Q(x). (1)
shr
dx
Mi
ta
ike
ach
.N
Dr
dy
a
(1 − n)y −n + (1 − n)P(x)y 1−n = (1 − n)Q(x). (1)
shr
dx
Mi
Differentiating z = y 1−n with respect to x gives
ta
ike
ach
.N
Dr
dy
a
(1 − n)y −n + (1 − n)P(x)y 1−n = (1 − n)Q(x). (1)
shr
dx
Mi
dz dy
ta
= (1 − n)y −n .
dx dx
ike
ach
.N
Dr
dy
a
(1 − n)y −n + (1 − n)P(x)y 1−n = (1 − n)Q(x). (1)
shr
dx
Mi
dz dy
ta
= (1 − n)y −n .
dx dx
ike
ach
Appropriately replacing the terms in Equation 1 now gives a linear equation in z and x:
.N
Dr
dy
a
(1 − n)y −n + (1 − n)P(x)y 1−n = (1 − n)Q(x). (1)
shr
dx
Mi
dz dy
ta
= (1 − n)y −n .
dx dx
ike
ach
.N
dz
+ (1 − n)P(x)z = (1 − n)Q(x).
dx Dr
dy
a
(1 − n)y −n + (1 − n)P(x)y 1−n = (1 − n)Q(x). (1)
shr
dx
Mi
dz dy
ta
= (1 − n)y −n .
dx dx
ike
ach
.N
dz
+ (1 − n)P(x)z = (1 − n)Q(x).
dx Dr
We complete the solution by solving the above as a linear equation
dy
a
(1 − n)y −n + (1 − n)P(x)y 1−n = (1 − n)Q(x). (1)
shr
dx
Mi
dz dy
ta
= (1 − n)y −n .
dx dx
ike
ach
.N
dz
+ (1 − n)P(x)z = (1 − n)Q(x).
dx Dr
We complete the solution by solving the above as a linear equation and substituting y 1−n for z.
Homework
a
shr
Mi
Solve the following Bernoulli’s equations:
ta
1. xy 0 + y = x 4 y 3
ike
ach
.N
Dr
Homework
a
shr
Mi
ta
1. xy 0 + y = x 4 y 3
ike
2. xy 2 y 0 + y 3 = x cos x
ach
.N
Dr
Homework
a
shr
Mi
ta
1. xy 0 + y = x 4 y 3
ike
2. xy 2 y 0 + y 3 = x cos x
ach
3. xdy + ydx = xy 2 dx
.N
Dr
Homework
a
shr
Mi
Solve the following as linear equations treating x as the dependent variable and y as the
independent variable:
ta
ike
ach
.N
Dr
Homework
a
shr
Mi
ta
1. (e y − 2xy )y 0 = y 2
ike
ach
.N
Dr
Homework
a
shr
Mi
ta
1. (e y − 2xy )y 0 = y 2
ike
2. y − xy 0 = y 0 y 2 e y
ach
.N
Dr
Homework
a
shr
Mi
ta
1. (e y − 2xy )y 0 = y 2
ike
2. y − xy 0 = y 0 y 2 e y
ach
dx
3. f (y )2 dy + 3f (y )f 0 (y )x = f 0 (y )
.N
Dr

De 01 First Order

Uploaded by

Copyright:

Available Formats

You might also like

De 01 First Order

Uploaded by

Document Information

Original Description:

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

De 01 First Order

Uploaded by

Copyright:

Available Formats

a

This is a part of the fundamental theorem of calculus.

These are equations of the form

These are equations of the form

These are equations of the form

These are equations of the form

Thus the solution is

Thus the solution is

y + log(y − 1) = log x + c1 or (y − 1)e y = cx.

as the differential equation of the given one-parameter family of curves.

Find the differential equation of the family of straight lines

Find the differential equation of the family of straight lines

Find the differential equation of the family of straight lines

Solution: The differential equation of the given family of circles is

Solution: The differential equation of the given family of circles is

Solution: The differential equation of the given family of circles is

Solution: The differential equation of the given family of circles is

Solution: The differential equation of the given family of circles is

.Nf (x, y ) = f (1, z).

.Nf (x, y ) = f (1, z).

.Nf (x, y ) = f (1, z).

Solution: We note that the given equation is a homogeneous equation.

Solution: We note that the given equation is a homogeneous equation.

Solution: We note that the given equation is a homogeneous equation.

Solution: We note that the given equation is a homogeneous equation.

Solution: We note that the given equation is a homogeneous equation.

Solution: We note that the given equation is a homogeneous equation.

Solution: We note that the given equation is a homogeneous equation.

Solution: We note that the given equation is a homogeneous equation.

Hence the given equation is exact.

Let us denote the common ratio above by µ(x, y ).

Let us denote the common ratio above by µ(x, y ). Then we have

Let us denote the common ratio above by µ(x, y ). Then we have

µ is an integrating factor of Mdx + Ndy = 0 if and only if µMdx + µNdy = 0 is exact.

Consider the equation ydx + (x 2 y − x)dy = 0 rearranged as follows:

Solve each of the following equations by finding an integrating factor:

Hence, the general solution is

Hence, the general solution is

A first order equation of the form

A first order equation of the form

A first order equation of the form

A first order equation of the form

You might also like