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Sir. Kubalyendas
E-mail: sirkubalyendas@gmail.com
Phone:
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Website: http://goo.gl/Wt6yUz
Differential equation
A differential equation is an equation involving an unknown function and its derivatives. Also it
is an equation involving differential coefficients.
Examples
= 3 + 5
: = ; =
+5
+ = 0
2
: = ; =
4
d 3 y dy
10 y 5
d 3 x dx
: = ; =
2
2
+
5
(
) =1
2
: = ; =
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3
2
()
+
+ 9 = 0
3
2
: = ; =
2
4
+
5
(
) + 3 =
2
4
5
2
( 4 ) + 4 ( ) + 3 ( ) = 12
: = ; =
=+
( )
2 2
[2 + ( ) ]
=8
2
2
+
6
=0
2
2
: = ; & =
+ 6
=
Types
a) Ordinary differential equation
b) Partial differential equation
ODE: A differential equation is an ordinary differential equation if the unknown function
depends on only one independent variable. That is, if the derivatives in it are with respect to a
single independent variable
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Examples
= 3 + 8
4 2
+ 2+6
+ = 0
4
3
4
+ ( ) + 3 = 7
3
2
2
+
5
(
) =1
2
3
2
()
+
+ 9 = 0
3
2
PDE: If the unknown function depends on two or more independent variables, the differential
equation is a partial differential equation. That is, if the derivatives in it are with respect to more
than one independent variable
Examples
2
2
+
6
=0
2
2
2 2
+ 2+4
=7
2
Order
This is order of the highest derivative in the differential equation.
Degree
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The degree of a differential equation is power of the highest order derivative term in the differential
equation.
Examples
2
4
+
5
(
) + 3 = ,
2
=+
( )
= 1
( ) =
+
= 2
3
2 4
[4 + ( ) ]
2
2
3
=2
2
2
[4 + ( ) ] = (2 2 )
= 4
Linearity
A differential equation is linear, if
Dependent variable and its derivatives are of degree one,
Coefficients of term do not depend upon dependent variable.
1. y Asin x B cos x
dy
A cos x B sin x
dx
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d2y
A sin x B cos x
dx 2
d2y
( A sin x B cos x)
dx 2
d2y
y
dx 2
d2y
y0
dx 2
x
x
2
2. xy Ae Be x
yx
dy
Ae x Be x 2 x
dx
dy dy
d2y
x 2 Ae x Be x 2
dx dx
dx
But, Ae x Be x xy x 2
Thus, 2
dy
d2y
x 2 xy x 2 2
dx
dx
In general an nth order differential equation will result from consideration of a function with n arbitrary
constants.
Direct integration
Separating the variables
Homogeneous equations by substituting y = vx
Linear equations use of integrating factor
Direct integration
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dy
f ( x) dyf f ( x)dx dy f ( x)dx y f ( x)dx
dx
Examples
dy
3x 2 6 x 5
3. dx
dy (3x 2 6 x 5)dx
dy (3x
6 x 5)dx
y x 3 3x 2 5 x c
dy
2x
dx y 1
( y 1)dy 2 xdx ( y 1)dy 2 xdx
ydy dy 2 xdx
x2
y2
y 2 C
2
2
y 2 2 y 2 x 2C (Let 2C A)
y2 2 y 2x A
y
is used or y v( x).x
x
Example
dy x 3 y
2x
4. dx
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y
x(1 3
dy
x
dx
2x
y
(1 3
dy
x .......i
dx
2
Let V
y
y V ( x) X
x
dy
dv
v x .......ii
dx
dx
substitute (ii) into (i)
vx
dv 1 3v
dx
2
dv 1 3v
v
dx
2
dv 1 3v 2v
dx
2
dv 1 v
2
dx
dv
(Integrate)
1 v
x
1
1
dv dx
1 v
x
2ln 1 v ln x ln c
2
y
1 cx since v x and ln x ln c ln( xc)
x
Tautolia
1 y2
dy
5.
separate the variables
dx
1 x2
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dy
1 y2
dy
1 y
dx
1 x2
Integrate
dx
1 x
From
1
1 x
dx sin 1 x
sin 1 y sin 1 x c
xdx (3x 2 2 y 2 8)
ydy (2 x 2 3 y 2 7)
From componendo rule
Dividendo rule
a c ab cd
b c
b
d
a c a b cd
b c
b
d
ab cd
a b cd
2
2
2
2
xdx ydy (3x 2 y 8) (2 x 3 y 7)
Thus
xdx ydy 5( x 2 y 2 3)
xdx ydy
x2 y2 1
xdx ydy 5( xdx ydy )
2
x2 y2 3
x y2 1
Multiply by 2 both sides to the numerators
x2 y2 3
x2 y2 1
2 xdx 2 ydy
(2 xdx 2 ydy )
5
2
2
x y 3
x2 y2 1
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ln( x 2 y 2 3) 5 ln( x 2 y 2 1) ln c
( x 2 y 2 3) c( x 2 y 2 1)5
dy
e x y x 2 e y
dx
7.
dy e x x 2
1
y y y e x x 2 Seperate the variables
dx e
e
e
e y dy e x x 2 dx Integrate
e dy e
y
x 2 dx
1
e y e x x3 c
3
8. x y 2
dy
a2
dx
Let v x y
dv
dy
.ii
1
dx
dx
dy dv
1
dx dx
dv
v 2 1 a 2
dx
dv
a2
dv a 2 v 2
Separate the variable
1 2
dx
v
dx
v2
v2
2
dy dx By dividing (a 2 v 2 ) v 2
2
a v
a2
1 2
dv dx Integrate
2
a v
a2
1 a 2 v 2 dv dx
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dv v 2 dv dx
1
a x c But v x y
v a tan 1 v
x y
x y a tan 1
xc
a
x y
y a tan 1
xc
a
9.
dy
sin( x y) cos( x y)
dx
Let v x y
dv
dy
1
dx
dx
dy dv
1
dx dx
dv
1 sin v cos v
dx
dv
sin v cos v 1 Separate the variables
dx
dv
dx
sin v cos v 1
But: sin v 2 sin v cos v
dv
2 sin v cos v 2 cos 2 v 1 1
2
2
2
dx
dv
dx
sin v
2 1
2 cos 2 v
2 cos v
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sec 2 v dv
2
dx Integrate
v
2 tan
1
2
2 v
1 sec 2 dv
dx
2 tan v 1
2
If we let w tan v 1 dv
ln 1
x y
xc
2
2dw
sec 2 v
ln tan v 1 x c But v x y
2
10.
x y a dy x y a
x y b dx x y b
v x y
dv
dy
1
dx
dx
dy dv
1 Substitute
dx dx
v a dv v a
1
Divide by
v b dx v b
va
v b
dv v a v b
1
dx v b v a
2
dv v vb av ab
1 2
dx v av bv ab
dv v 2 vb av ab
1
dx v 2 av bv ab
dv v 2 vb av ab v 2 av bv ab
dx
v 2 av bv ab
dv
2(v 2 ab)
Separate the variables
2
dx v ab bv av
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v 2 ab (b a)v
dv 2dx
v 2 ab
v 2 ab (b a)v
2
dv 2dx
2
v ab v ab
(b a)v
1 2
dv 2dx Integrate
v ab
dv (b a) v
v
dv 2 dx
ab
1
v (b a) ln v 2 ab 2 x c But v x y
2
1
x y (b a) ln ( x y) 2 ab 2 x c
2
y
11.
(b a)
ln ( x y) 2 ab x c
2
dy
2
4 x y 1
dx
Let v 4 x y 1
dy
dy dv
4 Substitute
dx
dx dx
dv
4 v2
dx
dv
4 v 2 Separate the variables
dx
dv
dx Integrate
4 v2
dv
v 2
41
2
dx
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1
v
ln tan 1 x c But v 4 x y 1
2
2
1
4x y 1
ln tan 1
xc
2
2
12.
dw
dw
sec x
dx
dx
sec x
dz
dz
sec x
dy
dy
sec y
(sec x) w
(sec y ) z
dw
dz
sec x
sec y
1 2 1 2
w z c w2 z 2 c Substitute values of w, z
2
2
dy
py Q
dx
Or
dx
px Q
dy
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pdx
or IF e
pdy
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dy
5 y e2 x
dx
13.
p 5 Q e2 x
I .F e
pdx
5 dx
e5 x
ye 5 x e 2 x e5 x dx C
ye 5 x e7 x dx C
ye 5 x
y
1 7x
e c
7
1 2x
e ce 5 x
7
14.
differential equation
y
y
e 2 xy dx dx xy e 2
dy
dy
dx
From
px Q ;
dy
p y, Q e
y2
2
and I.F e
pdy
y2
ydy
I .F e e 2
y 2
y 2
y2
2
y2
1
2
2
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15.
Given.
Since I.F e
pdx
dy
py Qy Find the general solution
dx
pdx
pdx
both sides
pdx
pdx
dy
pye Qe
dx
pdx
d e . y
Qe dx c
pdx
pdx
e . y c Qe dx y
pdx
e
pdx
pdx
pdx
y e Qe dx A where A c
Bernoullis equation
16.
dy
py Qy n
dx
dy
py Qy n Divide by y n both sides
dx
dy
n
dx py Qy
yn yn
yn
y b
dy
py1n Q
dx
Let z y1n
dz
dy
Divide by (1 n)
(1 n) y n
dx
dx
y n
dy
1 dz
Substitute
dx (1 n) dx
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1 dz
pz Q Multiply by (1 n)
(1 n) dx
dz
(1 n) pz (1 n)Q
dx
Let p1 (1 n) p and Q1 (1 n)Q Substitute
dz
p1 z Q1 Made linear
dx
17.
dz
p1 z Q1
dx
I .F e
p1dx
(1n ) pdx
Z .e
(1n ) pdx
y1n .e
Q1e
(1n ) pdx
y1n e
(1n ) pdx
dx c
(1 n)Q.e
(1n ) pdx( 1)
(1n ) pdx
dx c
(1 n ) pdx
Divide by e
both sides
Multiply by
1
both sides
1 n
(1n ) pdx
( n1) pdx
1n
y e
dx c
(1 n) Q.e
18.
tan y
dy
tan x cos y cos 2 x
dx
cos y dx cos y
cos y
sec y tan y
dz
tan x sec y cos 2 x
dx
Let z sec y
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dz
dy
Substitute
sec y tan y
dx
dx
dz
tan x.z cos 2 x Compare
dx
dy
py Q : p tan x Q cos 2 x
dx
I .F e
tan xdx
e ln cos x e
1
ln
cos x
1
1
z
cos 2 x C
cos x
cos x
1
z cos x C sin x c
cos x
19.
dy 3x 2 y 1
3x 2 y 1
dx 6 x 4 y 1 2(3x 2 y) 1
Let v 3x 2 y
dv
dy
dy 1
dv
3 2
3 Substitute
dx
dx
dx 2
dx
1
dv v 1
3
2
dx 2v 1
dv
(2v 2)
3
dx
(2v 1)
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dv
(2v 2)
3
dx
(2v 1)
dv (6v 3 2v 2) 4v 1
Separate the variables
dx
(2v 1)
2v 1
2v 1
dv dx Divide (4v 1) 2v 1
4v 1
1
dv dx Integrate
2 2(4v 1)
1
2 dv 2 (4v 1)dv dx
1
1 1
v . ln( 4v 1) x c But v 3x 2 y
2
2 4
3x 2 y 1
ln( 4(3x 2 y) 1) x c
2
8
3x 2 y 1
ln(12 x 8 y 1) x c
2
8
20.
dy
x y 1 y
dx
dy
1 y
y
x
dx
dy 1 y
y
dx
x
dy 1 y xy
dx
x
dy 1 y (1 x)
dx
x
dy 1 (1 x) y
dx x
x
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dy (1 x) y 1
dx
x
x
dy 1
1
Compare with
1 y
dx x
x
dy
1
1
py Q : p 1 Q
dx
x
x
1
pdx 1 dx
dx dx
I .F e e x e x
eln x x eln x .e x xe x
1
1 x
xe dx c e x c
x
1
c
x
x xe
21.
Set of function x,
1
form a basis of solution
x
x 2 y xy y 0 Condition y(1) 1;
y(1) 2
Solution
y Ax B
1
Differentiate
x
y A B
1
.i
x2
y 2 B
1
ii
x3
x 3 y
.................iii
2
y A
x 3 y 1
xy
. 2 A
2 x
2
A y
xy
.......iv
2
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xy x 3 y 1
y y
x
2 2 x
2 xy x 2 y x 2 y 2 xy x 2 y x 2 y
y
2
2
2 xy 2 x 2 y
xy 2 x 2 y
2
xy 2 x 2 y
y
2
2
x 2 y xy y 0 Shown
Solve the values of A and B given that y(1) 1;
y Ax B
1
A B 1................v
x
y A B
1
x2
A B 2.................vi
22.
y(1) 2
1
3
and B
2
2
3
1
Particular solution
x
2
2x
Given that
pdx
dy
py Q To show that I.F e
dx
Solution
Let v v(x) be the Integrating Factor I.F
v( x)
dy
v( x) py v( x)Q...........i
dx
d (v, y)
dy
dv
v( x)
y . v( x)Q.........ii
dx
dx
dx
Compare two equations
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dv
dv
vpy
vp
dx
dx
dv
1
pdx dv pdx
v
v
ln v pdx log e v pdx
V ( x) I .F e pdx
23.
dy
3x
dx
y x
dy 3x 2 1
dx x 3 x
x3 x
x3 x
3 x 2 1
3x 2 1
x5 x3 x
And Q
P 3
x3 x
x x
1
ln 3
3 dx
3
pdx
1
I .F e e x x e ln(x x ) e x x 3
x x
x5 x3 x 1
1
y. 3
.
dx c
x3 x x3 x
x x
x( x 2 1) 2
1
1
y. 3
.
dx c
2
2
x( x 1) x( x 1)
x x
x( x 2 1) 2
1
1
y. 3
dx c dx c ln x c
2 2
2
x ( x 1)
x
x x
y x 3 x ln x c
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Case 1:
dy
ax by c
a b
If
Just use normal substitution
A B
dx Ax By C
dy 3x 2 y 1
dx 6 x 4 y 1
24.
dy
3x 2 y 1
a b 1
a 3; A 6 ; b 2; B 4 And
A B 2
dx 2(3x 2 y ) 1
Let v 3x 2 y
dv
dy
dy 1
dv
3 2
3
dx
dx
dx 2
dx
1
dv
v 1
dv 2v 2
3
3
2
dx 2(v) 1
dx 2v 1
dv
2v 2 6v 3 2v 2
3
dx
2v 1
2v 1
dv 4v 1
2v 1
dv dx
dx 2v 1
4v 1
But
1
1
2
2v 1
1
1
1
(4v 1) 2v 1 2
4v 1
2 4v 1 2 2(4v 1)
1
2v
2
1
2
2 2(4v 1) dv dx
1
2 dv 2 4v 1dv dx
1
1
v ln 4v 1 x c
2
8
But v 3x 2 y
1
1
v ln 4v 1 x c
2
8
25.
( x 2 y)(dx dy) dx dy
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dy x 2 y 1
a b
a 1; A 1 ; b 2; B 2 And
1
A B
dx x 2 y 1
Let v x 2 y
dv
dy
dy 1 dv
1 2
1
dx
dx
dx 2 dx
1 dv v 1
dv
2v 2
1
1
2 dx v 1
dx
v 1
dv 2v 2
3v 1
1
dx
v 1
v 1
v 1 1
4
v 1
dv dx But
3v 1 3 3(3v 1)
3v 1
1
3 3(3v 1) dv dx 3 v 9 ln 3v 1 x c
But v x 2 y
x 2y 4
ln 3x 6 y 1 x c
3
9
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