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This document has been prepared by

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.

Forming differential equation


Eliminating arbitrary constants from the given function

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.

Solution of differential equation

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

Separating the variable


Examples

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

Homogenous differential equations


The equation whose total degree in X and Y for the terms involved is one
The substitution of v( x)

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

(separate the variables)


dx
2

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

6. (2 x 2 3 y 2 7) xdx (3x 2 2 y 2 8) ydy


(2 x 2 3 y 2 7) xdx (3x 2 2 y 2 8) ydy

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

Componendo and dividendo rule

ab cd

a b cd

2
2
2
2
xdx ydy (3x 2 y 8) (2 x 3 y 7)
Thus

xdx ydy (3x 2 2 y 2 8) (2 x 2 3 y 2 7)

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

2 xdx 2 ydy 5(2 xdx 2 ydy )


Integrate

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

and cos v 2 cos 2 v 1

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.

cos y log(sec x tan x)dx cos x log(sec y tan y)dy

Divide by cos x cos y both sides to get

cos y log(sec x tan x)


cos x log(sec y tan y)
dx
cos x cos y
cos x cos y

sec x log(sec x tan x)dx sec y log(sec y tan y)dy

sec x log(sec x tan x)dx sec y log(sec y tan y)dy


By letting w log(sec x tan x) and z log(sec y tan y)

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

log(sec x tan x) 2 log(sec y tan y) 2 c

The linear d.e is in the form of

dy
py Q
dx

Or

dx
px Q
dy

Where the Integrating factor is IF e

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pdx

or IF e

pdy

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General solution Y .IF Q.IFdx C

dy
5 y e2 x
dx

13.

p 5 Q e2 x

I .F e

pdx

5 dx

e5 x

From Y .IF Q.IFdx C

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

e 2 xy dy dx 0 Find the value of so that ey 2 is an integrating factor of the given

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

Compare the two integrating factors e

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

Multiply the I.F e

pdx

both sides

pdx
pdx
dy
pye Qe
dx

pdx
d e . y

Qe pdx d e pdx. y Qe pdxdx




dx

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

We need to make it linear

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

Find the general solution of

Where p1 (1 n) p ; Q1 (1 n)Q and z y1n

I .F e

p1dx

(1n ) pdx

From. Y .IF Q.IFdx C Z .IF Q1.IFdx C

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

(1 n)Q.e (1n ) pdxdx c

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

tan y dz tan x cos y cos 2 x

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

eln sec x sec x

From Z .IF Q.IFdx C


z sec x cos 2 x sec x C

1
1
z
cos 2 x C
cos x
cos x
1
z cos x C sin x c
cos x

z cos x(sin x c) But z sec y


sec y cos x(sin x c)

19.

(6 x 4 y 1)dy (3x 2 y 1)dx

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

From y.IF Q.IFdx C


yxe x

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

By solving simultaneous equations: A

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

If the L.H.S of the equation is exact D.E, then

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

1 y x 5 x 3 x Solve the differential equation

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

From Y .IF Q.IFdx C

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

EQUATIONS REDUCIBLE TO HOMOGENEOUS FORM

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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

xdx xdy 2 ydx 2 ydy dx dy


xdx 2 ydx dx xdy 2 ydy dy
dx( x 2 y 1) dy( x 2 y 1)
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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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