Differential Equations

UNIT 9 DIFFERENTIAL EQUATIONS

Structure
9.1 Introduction
Objectives

9.2 Preliminaries
9.3 Formation of Differential Equations
9.4 Methods of Solving Differential Equations of the First Order and First
Degree
9.4.1 Separation of Variables
9.4.2 Homogeneous Differential Equations
9.4.3 Exact Differential Equations
9.4.4 Linear Differential Equations

9.5 Summary
9.6 Answers to SAQs

9.1 INTRODUCTION
Analysis has been dominant branch of mathematics for 300 years, and differential
equations is the heart of analysis. Differential equation is an important part of
mathematics for understanding the physical sciences. It is the source of most of the ideas
and theories which constitute higher analysis. Many interesting geometrical and physical
problems are proposed as problems in differential equations, and solutions of these
equations give complete picture of the state of these problems.
Differential equations work as a powerful tool for solving many practical problems of
science as well as wide range of purely mathematical problems. Earlier we defined first
and higher order ordinary and partial derivatives of a given function. In this unit, we
make use of these derivatives and we first introduce some basic definitions. Then we
discuss the formation of differential equations. We also discuss various techniques of
solving some important types of differential equations of the first order and first degree.
The method of separation of variables together with methods of solving homogeneous,
exact and linear differential equations have been taken up in this unit. Differential
equations which are reducible to homogeneous form or equations reducible to linear form
are also considered in this unit.
Objectives
After studying this unit, you should be able to
• distinguish between ordinary and partial differential equations and between
the order and the degree of an equation,
• form a differential equation,
• use the method of separation of variables,
• identify homogeneous or linear equations and solve them,
• examine the differential equations for reduction to homogeneous form or
earlier form,
• verify whether a given differential equation is exact or not, and solve exact
equations, and
• identify an integrating factor in some simple cases, which makes the given
equation exact.
131
Calculus
9.2 PRELIMINARIES
In this section, we shall define and explain the basic concept in differential equations and
illustrate them through examples. Recall that given an equation or relation of the type f
(x, y) = 0, involving two variables x and y, where y = y (x), we call x the independent
variable and y the dependent variable. Any equation which gives the relation between
the independent variable and the derivative of the dependent variable with respect to the
independent variable is a differential equation. In general we have the following
definition.
Definition
A differential equation is an equation that involves derivatives of dependent
variable with respect to one or more independent variables.
For example,
dy
x + y = 0, . . . (9.1)
dx
∂z ∂z
x +y = nz, . . . (9.2)
∂x ∂y

∂2z ∂2z
+ a2 = 0, . . . (9.3)
∂x 2 ∂y 2
are differential equations.
d
Note that ( x sin x) = sin x + x cos x is not a differential equation. It is an
dx
identity.
Differential equations are classified into various types. The most obvious
classification of differential equations is based on the nature of the dependent
variable and its derivative (or derivatives) in the equations. The following
definitions give the various types of equations.
Definition
A differential equation involving derivatives with respect to a single independent
variable is called an ordinary differential equation (abbreviated as ODE).
For example, Eq. (9.1) namely,
dy
x + y=0
dx
is an ordinary differential equation.
Definition
A differential equation containing partial derivatives, that is, the derivative of a
dependent variable with respect to two or more independent variables is called a
partial differential equation (abbreviated as PDE).
For example, Eqs. (9.2) and (9.3), namely
∂z ∂z
x +y = nz,
∂x ∂y

∂2z ∂2z
+ a2 = 0,
∂x 2 ∂y 2
are partial differential equations.
Differential equations can be further classified by their order and degree.
132
Definition Differential Equations

The nth derivative of a dependent variable with respect to one or more independent
variables is called a derivative of order n, or simply an nth order derivative.
∂2 y ∂2z ∂2z ∂3 y ∂3z
For example, , , , are second order derivatives and, ,
∂x 2 ∂x 2 ∂x ∂y ∂x 3 ∂x 2 ∂y
are third order derivatives.
Definition
The order of a differential equation is the order of the highest order derivative
appearing in the equation.
For example,
2
⎛ dy ⎞
⎜ ⎟ + x = 0 is of order one. . . . (9.4)
⎝ dx ⎠
dy
(Because the highest order derivative is which is of first order.)
dx
d2y dy
x2 2
+ 2x + y = x 2 + 2 , is of order two . . . (9.5)
dx dx
d2y
(Highest order derivative is .)
dx 2
2
⎛ d3y ⎞ 2 3
⎜ ⎟ + 2 d y − dy + x 2 ⎛⎜ dy ⎞⎟ = 0 is of order three. . . . (9.6)
⎜ dx 3 ⎟ dx 2 dx ⎝ dx ⎠
⎝ ⎠
Definition
The degree of a differential equation is the highest exponent of the derivative of the
highest order appearing in it after the equation has been expressed in the form free
from radicals and fractions as far as derivatives are concerned.
For example, Eqs. (9.1), (9.2), (9.3) and (9.5) are of first degree and Eqs. (9.4) and
(9.6) are of second degree.
3
⎡ ⎛ dy ⎞ 2 ⎤ 2 d2y
Equation ⎢1 + ⎜ ⎟ ⎥ = k . . . (9.7)
⎢⎣ ⎝ dx ⎠ ⎥⎦ dx 2

is of second degree. To determine its order, we make the equation free from
radicals. We need to square both the sides so that
3 2
⎡ ⎛ dy ⎞ 2 ⎤ ⎛ d2y ⎞
⎢1 + ⎜ ⎟ ⎥ = k 2 ⎜ ⎟
⎢⎣ ⎝ dx ⎠ ⎥⎦ ⎜ dx 2 ⎟
⎝ ⎠

d2y
Since the highest exponent of the highest derivative, that is, is two and, by
dx 2
definition, the degree of Eq. (9.7) is two.
And now an exercise for you.
SAQ 1
State the order and the degree of each of the following differential equations.
2
⎛ dy ⎞ 3x
(i) ⎜ ⎟ =
⎝ ⎠
dx 4 y

133
Calculus 3 2
⎛ dy ⎞ ⎛ dy ⎞
(ii) ⎜ ⎟ = 1+ ⎜ ⎟
⎝ dx ⎠ ⎝ dx ⎠

d2y dy
(iii) 2
=3 +x
dx dx

d3y dy
(iv) 3
=
dx dx
1 5
⎛ d 2 y ⎞3 ⎡ ⎛ dy ⎞ 2 ⎤ 2
(v) ⎜ ⎟ =k ⎢1 + ⎜ ⎟ ⎥
⎜ dx 2 ⎟ ⎢⎣ ⎝ dx ⎠ ⎥⎦
⎝ ⎠

In this unit, we will only be concerned with the study of certain types of ordinary
differential equations which we shall simply refer to as differential equations, dropping
the word “ordinary”.
The principal task of the theory of differential equations is to find all the solutions of a
given differential equation. But then it is natural to ask as to what exactly is the meaning
of a solution of a differential equation. The answer to this question is given in the
following definition.
Definition
A solution or an integral of a differential equation is a relation between the
variables, not involving the derivatives, such that relation and the derivatives
obtained from it satisfy the given differential equation.
To illustrate this let us do the following examples.
Example 9.1
Prove that y = cx2 . . . (9.8)
is a solution of xy′ = 2y. . . . (9.9)
Solution
Step 1
Differentiating both sides of Eq. (9.8) with respect to x, we get
y′ = 2cx . . . (9.10)
dy
where y′ stands for .
dx
Step 2
Substituting in Eq. (9.9) the values of y and y′ obtained from Eqs. (9.8) and
(9.10), respectively, we get an identity
x . 2cx = 2cx2
134
 It should also be noted that a differential equation may have many solutions. Differential Equations
4
For instance, each of the functions y = sin x, y = sin x + 3, y = sin x − is
5
′
a solution of the differential equation y = cos x . But we also know from
our knowledge of calculus that any solution of the equation is of the form
y = sin x + c, . . . (9.11)
where c is a constant. If we regard c as arbitrary, then Eq. (9.11) represents
the totality of all solutions of the equation.
If you have understood the above example, then you may now try the following exercise.
SAQ 2
Verify that each function is a solution of the differential equation written next to it.

(i) y = x 2 + x + c; y ′ = 2 x + 1

(ii) y = x 2 + c x; x y ′ = x 2 + y
(iii) y = A sin 5 x + B cos 5 x; y ′′ + 25 y = 0

(iv) y = ( x + c) e − x ; y ′ + y = e − x

(v) Iny = c1 e − x + c2 e − x ; yy ′′ − y ′ 2 = y 2 In y .

As illustrated above, a differential equation may have more than one solution. It may
even have infinitely many solutions, which can be represented by a single formula
involving arbitrary constants. Accordingly, we classify various types of solutions of a
differential equation as follows.
Definition
th
The solution of the n order differential equation which contains n arbitrary
constants is called its general solution.
Definition
Any solution which is obtained from the general solution by giving particular
values to the arbitrary constants is called a particular solution.
For example, y = c1 sin 2 x + c2 cos 2 x involving two arbitrary constants c1 and c2
d2y
is the general solution of second order equation + 4 y = 0 whereas
dx 2
y = 2 sin 2 x + cos 2 x is a particular solution (taking c1 = 2 and c2 = 1 ).

In some cases, there may be solutions of a given equation which cannot be obtained by
assigning a definite value to the arbitrary constant in the general solution. Such a solution
is called a singular solution of the equation. For example, the equation

y ′2 − x y′ + y = 0 . . . (9.12)

135
Calculus x2
has the general solution, y = cx − c 2 A further solution of Eq. (9.12) is y = . Since
4
the solution cannot be obtained by assigning a definite value to c in the general solution,
it is a singular solution of Eq. (9.12).
After going through the definitions and illustrations given in Section 9.2, you would have
definitely got the clue that a differential equation can also be derived from its solution by
the process of differential, algebraic processes of elimination, etc. Now we shall discuss
the method of finding the differential equation when its general solution is given.

9.3 FORMATION OF DIFFERENTIAL EQUATIONS

Consider the relation
y = ax + bx 3 . . . (9.13)
Differentiating Eq. (9.13) with respect to x, we get
y ′ = a + 3bx 2 . . . (9.14)
Again differentiating Eq. (9.14) with respect to x, we obtain
y ′′ = 6bx . . . (9.15)
Solving Eqs. (9.14) and (9.15) for a and b, we get
1 ⎛ y′′ ⎞ 2 ⎛ 1 y ′′ ⎞ 1
b= ⎜ ⎟, a = y′ − 3x . ⎜ ⎟ = y′ − xy ′′
6⎝ x⎠ ⎝6 x ⎠ 2
Substituting these values of a and b in Eq. (9.13), we get
1 2 1
y = xy ′ − x y ′′ + x 2 y ′′
2 6
1 2
or y = xy′ − x y ′′
3
or x 2 y ′′ − 3 x y ′ − 3 y = 0
It is a differential equation, which has been obtained from Eq. (9.13). Generalising the
above procedure we obtain the following rule to find the differential equation when its
general solution is given.
Rule
(a) Differentiate the general solution. Let us refer to the resulting equation as
the derived equation.
(b) Differentiate the derived equation and obtain the second derived equation.
(c) Differentiate the second derived equation and continue the process until the
number of derived equations is equal to the number of independent arbitrary
constants involved in the general solutions.
(d) Eliminate the arbitrary constants and obtain relation between derivatives and
dependent and independent variables.
Example 9.2
By eliminating the constants h and k, find the differential equation of which
(x − h) 2 + (y − k) 2 = a 2 . . . (9.16)
is a solution.
Solution
136
 Step 1 Differential Equations

Differentiating Eq. (9.16), we get the first derived equation as

dy
(x − h) + (y − k) =0 . . . (9.17)
dx
Step 2
Differentiating Eq. (9.17), we get the second derived equation as
2
d2y ⎛ dy ⎞
1 + (y − k) +⎜ ⎟ =0 . . . (9.18)
dx 2
⎝ dx ⎠
Step 3
Finally, we eliminate h and k from Eq. (9.16), Eqs. (9.17) and (9.18) to yield
⎡ ⎛ dy ⎞ 2 ⎤
⎢1 + ⎜ ⎟ ⎥
⎢ ⎝ dx ⎠ ⎥⎦
(y − k) = ⎣
d2y
dx 2
and
⎡ ⎛ dy ⎞ 2 ⎤ dy
⎢1 + ⎜ ⎟ ⎥
⎢ ⎝ dx ⎠ ⎥⎦ dx
(x − h) = ⎣
d2y
dx 2
Substituting these values in Eq. (9.16), we obtain
3 2
⎡ ⎛ dy ⎞ 2 ⎤ ⎛ d2y ⎞
⎢1 + ⎜ ⎟ ⎥ = a 2 ⎜ ⎟ ,
⎜ dx 2 ⎟
⎣⎢ ⎝ dx ⎠ ⎦⎥ ⎝ ⎠
as the required differential equation.
How about doing some exercises now?
SAQ 3
(a) Find the differential equations having the following as solutions.

(i) y = x3 + c

(ii) y = c1 e x + c2 e − x

(iii) y = c1 x 2 + c2 x + c3
(b) Find the differential equations whose solution is given by

y = e x ( A cos x + B sin x )
where A and B are arbitrary constants.

137
Calculus Any differential equation of the first order and first degree may be written in the
form.
dy
= f (x, y)
dx
In the next section, we shall discuss various methods of solving first order and first
degree differential equations.

9.4 METHODS OF SOLVING DIFFERENTIAL EQUATIONS

OF THE FIRST ORDER AND FIRST DEGREE
In general, it may not be very easy to solve even the apparently simple equation
dy
= f (x, y) . This is because no formulas exist for obtaining its solution in all cases.
dx
But, there are certain standard types of first order equations for which routine methods of
solution are available. We now discuss four of them that have many applications. Let us
discuss them one by one.
9.4.1 Separation of Variables
This is a technique for solving an important class of differential equations, namely, those
of the form
dy p (x)
= , . . . (9.19)
dx q (y)
where p (x) is a function of x only and q (y) is a function of y only. Such an equation is
called an equation with separable variables, or a separable equation. For example, the
dy (2 x + 1)
differential equation = is of the same type as Eq. (9.19) with
dx ey

p (x) = 2 x + 1 and q (y) = e y .

In order to solve the differential equation given by Eq. (9.19), we may proceed as
follows :
Step 1
Rewrite Eq. (9.19) as
q (y) dy = p (x) dx . . . (9.20)
Step 2
Integrate both sides of Eq. (9.20) and get

∫ q (y) dy = ∫ p (x) dx + c

or Q (y) = P (x) + c . . . (9.21)

where Q (y) = ∫ q (y) dy and P (x) = ∫ p (x) dx

Note that in Step 2, there is no need to write two constants since these can be
combined into one as in Eq. (9.21).
We now take up an example to illustrate these steps.
Example 9.3
dy 3 x 2
Solve = 2
dx y
138
Solution Differential Equations

Step 1
The given differential equation is

dy 3 x 2
= 2 . . . (9.22)
dx y
Multiplying both sides of Eq. (9.22) by y2, we get
dy
y2 = 3x 2
dx

or, y 2 dy = 3 x 2 dx . . . (9.23)
Step 2
Integrating both sides of Eq. (9.23), we get

∫ y 2 dy = ∫ 3x 2 dx + c

y3
⇒ = x 3 + c , where c is a constant
3

or, y 3 = 3 x 3 + c1 , . . . (9.24)

where c1 = 3c is a constant.
Step 3
Solving Eq. (9.24) for y and we get
1
y = [3 x + c13
]3 .
It is the required solution of the differential Eq. (9.22).
Let us look at another example.
Example 9.4
dy
Solve = t3 y2 + y2 . . . (9.25)
dt
Solution
Step 1
p (t)
Note that right hand side of Eq. (9.25) is not of the form .
q (y)

However, if we write Eq. (9.25) as

dy (t 3 + 1)
= (t 3 + 1) y 2 = , . . . (9.26)
dt y−2
we see that the right hand side of Eq. (9.26) is of the form
p (t)
with p (t) = t 3 + 1 and q (y) = y − 2
q (t)

Separating the variables in Eq. (9.26), we get

1
2
dy = (t 3 + 1) dt . . . (9.27)
y 139
Calculus Step 2
Integrating both sides of Eq. (9.27), we get
1
∫ y 2
dy = ∫ (t 3 + 1) dt + c

−1 1 4
or, = t + t + c, . . . (9.28)
y 4
where c is the constant of integration.
Step 3
Solving Eq. (9.28) for y, we get
4
y=− , with c1 = 4c, as the required solution of Eq. (9.25).
t + 4t + c1
4

You may now try this exercise yourself.

SAQ 4
Solve the following differential equations :
dy 5 + t
(i) = 2
dt y

dy
(ii) = y 2 − e 2t . y 2
dt
dy
(iii) = 4 ( y − 3)
dt
dy y
(iv) =
dt t

Not all differential equations can be solved by the method of separation of variables. For
example, we cannot solve,
dy
= t 2 y2 + 1
dt
by the method of separation of variables because the expression t 2 y 2 + 1 cannot be
p (t)
written in the form . In such cases we have to look for other techniques of solving
q (y)
differential equations. In the next subsections, we shall take up another technique of
solving first order equations.
9.4.2 Homogeneous Differential Equations
You are already familiar with the definition of a homogeneous function. Recall that a
function f (x, y) is said to be homogeneous of degree n, if

f (λ x, λ y) = λn f (x, y), . . . (9.29)

for all values of x and y
140
 y Differential Equations
We also say that any function of the form is homogeneous of degree zero since
x
⎛λy⎞ ⎛ y⎞
⎜⎜ ⎟⎟ = λ0 ⎜ ⎟.
⎝λx⎠ ⎝ x⎠

However, the function g (x, y) = x 4 − x 3 + y 2 is not homogeneous for

g (λ x, λ y) = (λ x) 4 − (λ x) 3 + (λ x) 2 ≠ λn f (x, y) for any n.
1
From Eq. (9.29), a useful relation is obtained by letting λ = .
x
th
This gives for a homogeneous expression of the n degree
1 ⎡ y⎤ ⎛ y⎞
f ( x, y ) = f ⎢1, ⎥ = φ ⎜ ⎟ (say)
x n
⎣ x ⎦ ⎝ x⎠
⎛ y⎞ ⎛ y⎞
or f ( x, y ) = x n f ⎜1, ⎟ = x n φ ⎜ ⎟ . . . (9.30)
⎝ x⎠ ⎝x⎠
A homogeneous equations of the first order is of the form
dy f ( x, y )
= or f ( x, y ) dx − g ( x, y ) dy = 0 ,
dx g ( x, y )
where f (x, y) and g (x, y) are homogeneous functions of the same degree.
dy x 2 − y 2
For example, = is a homogeneous differential equation. Here
dx 2 xy
f ( x, y ) = x 2 − y 2 and g ( x, y ) = 2 xy are both homogeneous functions of degree two.
y
You must have noticed above that plays an important role in a homogeneous function.
x
Thus we would expect that the substitution
y
= v or y = v x . . . (9.31)
x
might be effective in solving a homogeneous equation.
In fact, it will be seen that the substitution (9.31) in a homogeneous equation of the first
order and first degree reduces the equation to an equation with separable variables. Let
us, now, take up an example.
Example 9.5
Solve the differential equation
( x − 2 y ) dx + y dy = 0 . . . (9.32)
Solution
Step 1
dy 2 y − x
Clearly the given equation can be expressed as, = , which is a
dx y
homogeneous differential equation. Putting y = v x in Eq. (9.32), we get
( x − 2vx) dx + vx (vdx + xdv) = 0 (since dy = vdx + xdv)

⇒ x (1 − 2v + v 2 ) dx + x 2 vdv = 0
dx v
⇒ + dv = 0
x (v − 1) 2 141
Calculus Step 2
In Eq. (9.33) the variables are now separated and, therefore, integrating, we
1 v
get ∫ x
dx + ∫ (v − 1) 2
dv = c1 , c1 being a constant.

v
⇒ ln | x | + ∫ (v − 1) 2
dv = c1 , . . . (9.33)

v
For finding the integral ∫
(v − 1) 2
dv, we substitute v – 1 = t so that

dv = dt and Eq. (9.33) becomes

1+ t
ln | x | + ∫ t2
dt = c1

1 1
⇒ ln | x | + ∫ t 2
dt + ∫ t
dt = c1

1
⇒ ln | x | − + ln | (t − 1) | = c1
t
1
⇒ ln | x | − + ln | (v − 1) | = c1 . . . (9.34)
v −1
(since (v – 1) = t).
It is convenient to replace the constant c1 by Inc, where c > 0. Then
Eq. (9.34) becomes,
x (v − 1) 1
ln = . . . (9.35)
c v −1
Step 3
y
Replacing v by in Eq. (9.35), we get
x
y−x x
ln =
c y−x
which is the required solution of Eq. (9.32).
Let us consider another example.
Example 9.6
dy 2 xy
Solve = 2 . . . (9.36)
dx x − y 2
Solution
Step 1
The given Eq. (9.36) is homogeneous, since both numerator f (x, y ) = 2 xy
and the denominator g (x, y ) = x 2 − y 2 are homogeneous functions of
degree 2.
We may rewrite Eq. (9.36) as
⎛ 2y ⎞
⎜ ⎟
= ⎝ ⎠2
dy x
. . . (9.37)
dx ⎛ y⎞
⎜1 − ⎟
⎝ x ⎠
142
 dv 2v y Differential Equations
or, v+x = , where v = ,
dx 1 − v 2 x

dv 2v (1 + v 2 )
or, x = − v = v
dx 1 − v 2 1 − v2
Therefore,
(1 − v 2 ) dx
∫ v (1 + v ) 2
dv = ∫ x
+c . . . (9.38)

where c is a constant of integration. To integrate Eq. (9.38), we write it as

⎡1 2v ⎤ dx
∫ ⎢ − 2⎥
⎢⎣ v 1 + v ⎥⎦
dv = ∫ x
+c

⇒ ln | v | − ln | (1 + v 2 ) | = ln | x | + ln | A |,
where A is another constant, such that c = ln | A |

v
Thus, we get ln = ln | Ax|
1 + v2

v
⇒ = Ax
1 + v2
Step 3
y
Replacing v by in the last equation, we obtain
x
xy 1
= Ax or x 2 + y 2 = y
x + y
2 2 A

as the required solution of Eq. (9.36).

You may now try the following exercises.
SAQ 5
(a) Solve the following differential equations :
dy x 2 + y 2
(i) =
dx xy

dy y
(ii) x = x tan + y
dx x

(iii) x dy − y dx = x 2 + y 2 dx

⎡ y⎤ y
(iv) ⎢ x + y sin x ⎥ dx − x sin x dy = 0
⎣ ⎦
(b) Solve the following equations :

(i) (x 2 + x y) dy = ( x 2 + y 2 ) dx

(ii) x 2 y dy + ( x 3 + x 2 y − 2 xy 2 − y 3 ) dx = 0

(iii) ( 2 xy − x) dy + y dx = 0

(iv) (6 x 2 + 2 y 2 ) dx − ( x 2 + 4 xy ) dy = 0 143
Calculus Equations Reducible to Homogeneous Form
Sometimes it may happen that a given equation is not homogeneous but can be
reduced to homogeneous form by considering certain change of variables. For
example, consider the equation of the form
dy ax + by + c
= . . . (9.39)
dx Ax + By + D
This can be reduced to homogeneous form by changing the variables x, y to X, Y
respectively, where
x = X + h,
y = Y + k,
with h and k as constants to be so chosen as to make the given equation
homogeneous. With these new variables we have
dy dY dX dY dX
= . = (because = 1)
dx dX dx dX dx
Therefore, Eq. (9.39) becomes
dY aX + bY + (ah + bk + c)
= . . . (9.40)
dX AX + BY + (Ah + Bk + D)
which will be homogeneous provided h and k are so chosen so that
ah + bk + c = 0
Ah + Bk + D = 0
Solving the last two equations for h and k, we get
aD − Bc Ac − aD
h= and k =
aB − Ab aB − Ab
which always have meanings except when
a b
aB – Ab = 0 that is when = .
A B
So, with these values of h and k, the given equation can be reduced to a
homogeneous equation and the resulting equation is
dY aX + bY
=
dX AX + BY
It can now easily be solved by means of the substitution Y = vX.
a b
But what happens to the equation if = ?
A B
a b
In such cases we let = = r say.
A B
Then a = Ar and b = Br and the given equation becomes
dy r (Ax + By) + C
= . . . (9.41)
dx Ax + By + D
We, then, put Ax + By = Z and its differential with respect to x, that is,
dy dZ
A+ B = in Eq. (9.41) to get
dx dx
144
 1 ⎡ dZ ⎤ rZ + c dZ rZ + C Differential Equations
⎢ dx − A⎥ = Z + D or dx = B Z + D + A
B ⎣ ⎦
so that the variables are separated and hence the equation can be solved. Let us
illustrate the above discussion with the help of the following examples.
Example 9.7
Solve the differential equation
(2 x + 3 y − 6) dy = (6 x − 2 y − 7) dx . . . (9.42)
Solution
Step 0
6 −3
Here ≠
2 3
Step 1
dy 6 x − 2 y − 7
Putting x = X + h, y = Y + k, in the given equation, = , we
dx 2 x + 3 y − 6
get
dY 6 ( X + h) − 2 (Y + k) − 7 6 X − 2Y
= = . . . (9.43)
dX 2 ( X + h) + 3 (Y + k) − 6 2 X + 3Y
provided that
6h − 2k − 7 = 0 . . . (9.44)
and 2h + 3k − 6 = 0 . . . (9.45)
Step 2
Solving Eqs. (9.44) and (9.45) for h and k, we get
3
h= and k = 1.
2
Step 3
Eq. (9.43) is in homogeneous form; thus putting Y = vX in Eq. (9.43), we get
dv 6 X − 2vX dX 6v + 4
v+X = or − = dv
dX 2 X + 3vX X 2 (3v + 4v − 6)
2

Since the variables have been separated on integration, we get

ln | c | − 2 ln | X | = ln | (3v 2 + 4v − 6) |
where c is a constant of integration.
Note that the integral on the right hand side is of the form
f ′ (x)
∫ f (x)
dx

which has led us to 2 ln | X | + ln | (3v 2 + 4v − 6) | = ln | c |

⇒ X 2 (3v 2 + 4v − 6) = c . . . (9.46)

⎛Y ⎞
Substituting back the value of v = ⎜ ⎟ in Eq. (9.46), we get
⎝X⎠
⎡ 3Y 2 4Y ⎤
X2 = ⎢ 2 + − 6⎥ = c
⎢⎣ X X ⎥⎦
145
Calculus
or 3Y 2 + 4 XY − 6 X 2 = c . . . (9.47)
Step 4
2x − 3
But Y = y − k = y − 1 and X = .
2
Thus, replacing these values of X and Y in Eq. (9.47), we get
2
⎛ 2x − 3 ⎞ ⎛ 2x − 3 ⎞
3 ( y − 1) 2 + 4 ( y − 1) ⎜ ⎟−6⎜ ⎟ =c
⎝ 2 ⎠ ⎝ 2 ⎠
9
or 3 y 2 + 4 xy − 6 x 2 − 12 y + 18 x = c +
2
is the required solution.
Example 9.8
Solve (2 x + y + 1) dx + ( 4 x + 2 y − 1) dy = 0
Solution
Step 0
2 1
Here = . Hence exceptional case.
4 2
Step 1
Rewrite the given equation as
dy 2x + y + 1
=− . . . (9.48)
dx 2 ( 2 x + y) − 1
Step 2
dy dt
Putting 2 x + y = t so that 2 + = , we get
dx dx
dy dt t +1
= −2=−
dx dx 2t − 1

dt 3 (t − 1)
or, =
dx 2t − 1

2t − 1
or, dt = dx . . . (9.49)
3 (t − 1)
Step 3
Since Eq. (9.49) is in variable separable form, we integrate both sides and
get
2t − 1 2 t 1 1
c+ ∫ dx = ∫ 3 (t − 1)
dt =
3 ∫ t −1
dt −
3 ∫ t −1
dt

2 ⎛ 1 ⎞ 1 1
=
3 ∫ ⎜⎜1 +
⎝
⎟⎟ dt −
t − 1⎠ 3 ∫ t −1
dt

2 1 dt c c
⇒ x=
3 ∫ dt +
3 ∫ + 1 , where c = − 1 .
t −1 3 3

146
 ⇒ 3 x = 2t + ln | (t − 1) | + c1 . . . (9.50) Differential Equations

Step 4
Replacing back the value of t in Eq. (9.50), we get
3 x = 2 (2 x + y ) + ln | (2 x + y − 1) | + c
or x + 2 y + ln | (2 x + y − 1) | + c = 0
as the required solution.
You may now try this exercise.
SAQ 6
Solve the following differential equations:
(i) ( x − 2 y + 4) dx + (2 x − y + 2) dy = 0
(ii) (2 x + 3 y − 1) dx − 4 ( x + 1) dy = 0
(iii) (2 x + 3 y ) dx + ( y + 2) dy = 0
(iv) (2 x − 3 y + 2) dx + 3 (4 x − 6 y − 1) dy = 0

You have studied the total differential of a given function. Now, in the next sub-section,
we shall make use of this to define an exact differential equation. We shall also discuss
the method of solving it.
9.4.3 Exact Differential Equations
Suppose that we are given a function g (x, y) = c. Then its total differential is given by
∂g ∂g
dg = dx + dy = 0 .
∂x ∂y
For instance, the equation xy = c has the total differential
ydx + xdy = 0,
Now, we consider the reverse situation, that is, given the differential equation
M (x, y) dx + N (x, y) dy = 0 . . . (9.51)
can we find a function g (x, y) = c, such that
dg = Mdx + Ndy,
∂g ∂g
where = M and =N?
∂x ∂y
If so, we say that Eq. (9.51) is an exact differential equation.
It can be shown that the necessary and sufficient condition for the differential equation
∂M ∂N
Mdx + Ndy = 0 to be exact is = .
∂y ∂x
We will not be proving this result here. However, we shall be making use of this to verify
whether a given differential equation of type (9.51) is exact or not.
Various steps involved in solving an exact differential equation Mdx + Ndy = 0 are as
147
follows.
Calculus Step 1
Integrate M with respect to x, regarding y as a constant.
Step 2
Integrate with respect to y those terms in N which do not involve x.
Step 3
The sum of the two expressions obtained in Steps 1 and 2 equated to a constant is
the required solution.
Let us illustrate this method with the help of an example.
Example 9.9
Solve the equation

(1 − sin x tan y ) dx + (cos x sec x 2 ) dy = 0 . . . (9.52)

Solution
The given equation is of the form
Mdx + Ndy = 0 with M = 1 – sin x tan y, N = cos x sec2 y.
∂M
Now, = − sin x sec 2 y ,
∂y

∂N
and = − sin x sec 2 y ,
∂x
∂M ∂N
so that = ,
∂y ∂x
which shows that Eq. (9.52) is an exact equation.
To solve Eq. (9.52), we proceed as follows :
Step 1
Integrating M w.r.t. x regarding y as a constant, we have

∫ (1 − sin x tan y ) dx = x + tan y cos x

Step 2
We integrate those terms in N w.r.t. y which do not involve x. But there is
no such term because N = cos x sec 2 y .
Step 3
The required solution is the sum of expressions obtained from steps 1 and 2.
That is,
x + tan y cos x = c .
In order to check your calculations you can find the total differential of the
equation obtained as a result of Step 3, and get back the original differential
equation.
In practice differential equations are rarely exact but can often easily be
transformed into exact equations on multiplications by some suitable function
known as integrating factor. In other words, the integrating factor is a function
which when multiplied with a non-exact differential equation makes it exact. In
general such a function exists but is difficult to obtain, except for certain cases.
148 Consider for example, the equation
 xdy − ydx = 0 Differential Equations

∂M ∂N
which is not exact, since ≠ . Here M = y, N = x.
∂y ∂x
∂M ∂ ∂N ∂
= (− y ) and = ( x) = 1 .
∂y ∂y ∂x ∂x
∂M ∂N
∴ ≠ , thus given equation is not exact.
∂y ∂x
1
On multiplication by throughout the given equation, then, we get
y2
x 1
2
dy − x = 0,
y y

which is exact, as can be readily verified by using the condition

∂M ∂N
=
∂y ∂x
Let us consider another illustration.
Example 9.10
1 ⎡1 x ⎤
Show that the differential equation dy + ⎢ − ⎥ dx = 0 becomes exact on
x ⎣x y⎦
multiplication by xy, and solve it.
Solution
The differential equation
1 ⎡1 x⎤
dy + ⎢ − ⎥ dx = 0 . . . (9.53)
y ⎣ y y⎦
∂M ∂N
is not exact for ≠
∂y ∂x
Multiplying Eq. (9.53) by xy, we get
xdy + ( y − x 2 ) dx = 0 . . . (9.54)
This is now exact because
∂M ∂ ∂N ∂
= ( y − x2 ) = 1 = = ( x) .
∂y ∂y ∂x ∂x
It can, then, be verified easily that the solution of Eq. (9.54) is given by
⎡ x2 ⎤
⎢ xy − ⎥ = constant .
⎣⎢ 3 ⎥⎦

Remark
In some cases, integrating factor can be found by inspection as illustrated above by
two simple examples. Obviously guessing comes from practice only. However,
rules for finding the integrating factor do exist for some other cases. But we do not
intent to consider these rules for determining the integrating factor in this course.
Here we will restrict our discussion only to some simple type of equations for
which we can find the integrating factor by inspection.
You may now try the following exercises. 149
Calculus SAQ 7
(a) Show that ( y − 2 x 3 ) dx − x (1 − xy ) dy = 0 becomes exact on
1
multiplication by 2 and solve it.
x
(b) Solve the following differential equation :
(i) (1 + yx) x dy + (1 − yx) y dx = 0

(ii) 2 xy dx + ( x 2 + 1) dy = 0

⎡ ln (ln y ) 2 3 ⎤ ⎡ ln x ⎤
(iii) ⎢ + xy ⎥ dx + ⎢ + x 2 y 2 ⎥ dy = 0
⎣ x 3 ⎦ ⎣ y ln y ⎦

In the next sub-section we introduce you to the method of solving the most important
type of differential equations namely, the linear differential equations. These equations
are important because of their wide range of applications.
9.4.4 Linear Differential Equations
We begin with the definition of linear differential equation.
Definition
Linear differential equation is a differential equation which contains the
dependent variables and derivatives in first degree only.
dy 2 y
For example, the equation + = x 2 is a linear differential equation; however
dx x
dy dy
y + x 2 = 5 is not linear because of the presence of the term y , the product
dx dx
of depend variables and its derivative.
The general form of the first order linear differential equation is
dy
+ p ( x) y = q ( x) . . . (9.55)
dx
where p (x) and q (x) are functions of the independent variable x alone, or are
constants. From our discussion in Sub-section 9.4.3 you will at once see that the
Eq. (9.55) can be solved by the use of an integrating factor. If, on multiplication
with a suitable integrating factor, the given equation can be expressed as an exact
derivative, then the resulting equation can be integrated directly, In general, to
solve such differential equation we proceed as follows.

Multiply both sides of this equation by e ∫

pdx
, (an integrating factor), we get
⎡ dy ⎤
e∫ ∫
pdx pdx
⎢ dx + py ⎥ = q e . . . (9.56)
⎣ ⎦

150
 The left hand side, now, is the differential coefficient of y e ∫
pdx Differential Equations
, that is,
Eq. (9.56) is nothing but

[ y e∫ ] = q e∫
d pdx pdx
. . . (9.57)
dx
Integrating both sides of Eq. (9.57) with respect to x, we get

y e∫ ∫
pdx
= q e pdx dx + c

where c is a constant of integration.

They may, again, be written after multiplying both sides by e ∫

− pdx
as

y=e ∫
− pdx
. [∫ q e pdx
dx + c ,] . . . (9.58)

which is the required solution of Eq. (9.55).

The factor e ∫
pdx
, on multiplying, by which Eq. (9.55) becomes an exact
differential, serves the purpose of integrating factor of the differential Eq. (9.55).
Let us now solve a few examples.
Example 9.11
Solve the differential equation
dy
cos x + y sin x = 1 . . . (9.59)
dx
Solution
Step 1
Dividing both sides of Eq. (9.59) by cos x, we get
dy sin x 1
+ y =
dx cos x cos x
dy
or + y tan x = sec x . . . (9.60)
dx
which is of the form
dy
+ p ( x) y = q ( x) ,
dx
with p ( x) = tan x and q ( x) = sec x .
Step 2

I. F. = e ∫ = e∫
pdx tan x dx
Now, = e ln sec x = sec x
Step 3
Multiply both sides of Eq. (9.60) by sec x, we obtain
dy
sec x + y sec x tan x = sec 2 x
dx
d
or ( y sec x) = sec 2 x . . . (9.61)
dx
Step 4
Integrating both sides of Eq. (9.61), we get

y sec x = ∫ sec 2 x dx + c

where c is an arbitrary constant. 151

Calculus Thus, y sec x = tan x + c

tan x 1
or, y= + c = sin x + c cos x
sec x sec x

is the required solution of Eq. (9.59).

Let us consider another example.
Example 9.12
dy
Solve the equation (x + 2 y 3 ) =y . . . (9.62)
dx
Solution
Step 1
The equation involves y3 and these hence it is not linear, but if we view y as
the independent variable, and rewrite Eq. (9.62) as
dx
y = x + 2 y3
dy

dx x
or − = 2y2 . . . (9.63)
dy y

then Eq. (9.63) is linear with x as the dependent variable and is of the form
dx 1
+ p ( y ) x = q ( y ) with p ( y ) = − and q ( y ) = 2 y 2
dy y

Step 2
The procedure for solving Eq. (9.63) is exactly same as before. Integrating
factor of Eq. (9.63) is e ∫
p (y ) dy

1
−∫ dy
=e ∫
− 1
= y −1 =
ln y
=e y
y

Step 3
1
Multiplying both sides of Eq. (9.63) by , we get
y

1 ⎡ dx x ⎤
⎢ − ⎥ = 2y
y ⎣ dy y ⎦

d ⎡ 1⎤
or ⎢x . ⎥ = 2 y . . . (9.64)
dy ⎣ y⎦
Step 4
Now integrating both sides of Eq. (9.64), we get
1
x = y 2 + c , where c is a constant.
y

Thus, x = y (c + y 2 ) is the required solution of Eq. (9.62).

152
You may now try this exercise. Differential Equations

SAQ 8
Solve the following differential equations :
dy 2
(i) + y=3
dx x
dy 2x
(ii) + 2 y = ex
dx x − 1

dy
(iii) + y tan x = x 2 e x cos x
dx
dy
(iv) x ln x + y = 2 ln x
dx
dy
(v) (2 x − 10 y 3 ) + y=0
dx

Equations Reducible to Linear Form

Sometimes, equations which are not linear can be reduced to the linear form by
suitable transformations of the variables. One such equation is
dy
+ P ( x) y = Q ( x) y n . . . (9.65)
dx
It is called Bernoulli’s equations after James Bernoulli, who studied it in 1695.
Clearly, Eq. (9.65) is not linear as it contains a power of y (dependent variables)
which is not unity. However, this equation can be reduced to the linear form as
follows :
Dividing Eq. (9.65) by yn, we get
dy
y−n + P y − n +1 = Q . . . (9.66)
dx

Put y − n +1 = z ,

dy dz
so that (− n + 1) y − n =
dx dx
dy 1 dz
or y−n =
dx − n + 1 dx

dy
Substitute in Eq. (9.66) the values of y − n and y − n +1 in terms of z, we get
dx
dz
+ P (1 − n) z = Q (1 − n) ,
dx
which is linear with z as the new dependent variable.
We now illustrate this method with the help of an example.
Example 9.13
Solve the equation
153
Calculus
dy + 2 xy dx = xe − x y 3 dx
2
. . . (9.67)
Solution
Step 1
Eq. (9.67) can be written as
dy
+ 2 xy = x e − x y 3
2
. . . (9.68)
dx
which is of the form
dy
+ P ( x) y = Q ( x) y n
dx

P ( x) = 2 x, Q ( x) = x e − x and n = 3
2
with
Step 2
Divide Eq. (9.68) throughout by y3, we get
dy
y−3 + 2 xy − 2 = x e − x
2
. . . (9.69)
dx
Let z = y−2
dz dy
Then, = ( − 2) y − 2 −1 . . . (9.70)
dx dx
dy
= − 2 y−3
dx
dy 1 dz
Therefore, y − 3 =− . . . (9.71)
dx 2 dx
dy
Substituting in Eq. (9.69) values of y − 2 and y − 3 from Eqs. (9.70) and
dx
(9.71) respectively, we have
1 dz
+ 2 xz = x e − x
2
−
2 dx
dz
− 4 xz = − 2 x e − x
2
or . . . (9.72)
dx
which is linear with z as the dependent variable.
Step 3
To solve Eq. (9.72), we multiply both sides of Eq. (9.72) by
e ∫
−
= e − 2 x (integrating Factor) to get
4 x dx 2

dz
e− 2 x − 4 xze − 2 x = − 2 xe − x e − 2 x
2 2 2 2

dx

= − 2 xe − 3 x
2

d
( ze − 2 x ) = − 2 xe − 3 x
2 2
or
dx
Integrating both sides, we get

ze − 2 x = − ∫ 2 xe − 3 x dx + c
2 2
. . . (9.73)
154
 Differential Equations
∫ 2 xe − 3 x dx, let t = − 3 x 2
2
For finding −

dt
so that − 2 x dx =
3

∫ xe − 3 x dx becomes
2
Therefore, in terms of t, − 2

dt 1 t 1 − 3 x 2
∫ et = e = e
3 3 3
Thus, from Eq. (9.73), we get
1 − 3x2
ze − 2 x =
2
e +c
3
1 2 x2 − 3x2 2
or z= e e + ce 2 x
3
1 − x2 2
= e + ce 2 x
3
Step 4
But z = y−2
1 − x2
Therefore, y − 2 =
2
e + ce 2 x
3

3 y − 2 = e − x + c1 e 2 x where c1 = 3c
2 2
or,
is the required solution of Eq. (9.67).
SAQ 9
Solve the following differential equations :

(i) dy + y dx = 2 xy 2 e x dx

2
(ii) dx + x dy = 2 x 2 y 2 dy
y

dy y
(iii) 2 − = 5x3 y 3
dx x
dy
(iv) x3 − x 2 y + y 4 cos x = 0
dx

(v) y ( x 2 y + e x ) dx − e x dy = 0

We now conclude this unit by giving summary of what we have covered in it.

9.5 SUMMARY
In this unit, we have learnt that
(i) (a) An equation involving derivatives of dependent variable w.r.t. to one or
more independent variables is called a differential equation. 155
Calculus (b) The order a differential equation is the order of highest derivative appearing
in it.
(c) The degree of a differential equation is the highest exponent of the highest
order derivative in it, after removing radicals/fractions.
dy p (x)
(ii) A differential equation of the form = is called a separable equation and
dx q (y)
solution is obtained by direct integration.
dy f (x, y)
(iii) The equation = , where f (x, y) and g (x, y) are homogeneous functions
dx g (x, y)
of the same degree is called homogeneous equation and to solve it, we put y = vx
and the equation becomes separable equation.
∂M ∂N
(iv) The differential equation M dx + N dy = 0 is said to be exact if = and its
∂y ∂x
solution is ∫ M dx + ∫ N dy = constant.
( treating y as constant ) ( terms independent of x )

dy
(v) (a) Equation of the form + p (x) y = q (x) is called a linear differential
dx
equation and e ∫
pdx
is its integrating factor.
dy
(b) Equations of the type + p (x) y = q (x) y n are reduced to linear form by
dx
1− n
the substitution y = z.

9.6 ANSWERS TO SAQs

SAQ 1
(i) 1, 2
(ii) 1, 6
dy
Hint : First square both the sides, the highest order derivative is , and
dx
its power is 6.
(iii) 2, 1
(iv) 3, 2
(v) 2, 2
SAQ 3
dy
(a) (i) y′ = 3x 2 , y′ =
dx

d2y
(ii) y ′′ − y = 0, y′′ =
dx 2

d3y
(iii) y ′′′ = 0, y′′′ =
dx 3

156 (b) Here y ′ = e x [( A + B ) cos x − ( A − B ) sin x]

 Differential Equations
= e x [ B cos x − A sin x] + y

y ′′ = 2e x [ B cos x − A sin x]
= 2 [ y ′ − y]
Hence, y ′′ − 2 y ′ + 2 y = 0
SAQ 4

15t + 3t 2
(i) y=3
2+c

2
(ii) y= or y = 0
e 2t
− 2t + c

(iii) y = 3 + ce 4t

(iv) y = ( t + c) 2 or y = 0

Hint : y −1 / 2 dy = t −1 / 2 dt , thus y1 / 2 = t1 / 2 + c
SAQ 5
(a) (i) y=x 2 ln | x | + c

⎛ y⎞
(ii) sin = ⎜ ⎟ = xc
⎝x⎠

(iii) y= x 2 + y 2 = cx 2

⎛ y⎞
(iv) ln | x | + cos ⎜ ⎟ = c
⎝x⎠

(b) (i) − (y − x ) 2 = c x e − y/x

c (y − x) 2x
(ii) − ln =
x (y + x)
4 y+x

x
(iii) ln y + =c Hint : Put y = v x
y

therefore, x (x v − 1) (vdx + xdv) + vx dx = 0

or, 2v 3/ 2 dx + x (2 v − 1) dv = 0

2 ( 2 v − 1)
or, dx + dv = 0
x v3 / 2
2 ⎡2 ⎤
dx + ⎢ − v − 3 / 2 ⎥ dv = 0
x ⎣v ⎦

2 ln x + 2 ln v + 2v −1 / 2 = c1

or, ln xv + v −1 / 2 = c
y
Putting v=
x

157
Calculus x
ln y + +c
y

(iv) (2 x + y ) (2 y − 3x) = cx
SAQ 6

(i) (x + y − 2) 3 = c ( x − y + 2)

(ii) (y − 2 x − 3) 4 = c ( x + 1) 3

(iii) (y + 2 x − 4) 2 = c ( x + y − 1)
(iv) x + 6 y + ln (2 x − 3 y) = c
SAQ 7

(a) xy 2 = cx + 2 y + 2 x 3

1
(b) (i) ln y − =c
xy
Hint : Use the substitution xy = t then variables are separated.
c
(ii) y=
(1 + x) 2

1 2 3
(iii) (ln x) ln (ln y ) + x y =c
3

⎡ ln (ln y ) 2 3 ⎤ ⎡ ln x ⎤
Since ⎢ + xy ⎥ dx + ⎢ + x 2 y 2 ⎥ dy = 0
⎣ x 3 ⎦ ⎣ y ln y ⎦
⇒
⎡ ln (ln y ) ln x ⎤ ⎡2 ⎤
⎢ dx + dy ⎥ + ⎢ xy 3 dx + x 2 y 2 dy ⎥ = 0
⎣ x y ln y ⎦ ⎣ 3 ⎦
1 2 3
⇒ d [ln x ln (ln y ) + (x y ) = 0
3
1 2 3
or ( ln x) ln (ln y ) + x y =c
3
SAQ 8
c
(i) y=x+
x2
x −1 x c
(ii) y= e = 2
x +1 x −1

(iii) y = e x ( x 2 − 2 x + 2) cos x + c cos x

(iv) y ln x = c + (ln x) 2

(v) xy 2 = 2 y 5 + c

dx 2
Hint : Given equation can be written as + x = 10 y 2 , which is linear
dy y
with x as dependent variable.
158
SAQ 9 Differential Equations

1
(i) 1 = ye x (c − x 2 ) (Hint : Use the substitution = z)
y

1
(ii) x −1 y = c + 2 y 3 (Hint : Put = z)
y

(iii) xy − 2 + x 5 = c

(iv) x 3 = (c + 3 sin x ) y 3

(v) x 3 y + 3e x = cy

159
Calculus

FURTHER READING
Georgy Thomas and Ross L. Finney, Calculus and Analytic Geometry, Narosa
Publishing House.
Kreyszing Erwin, Advanced Engineering Mathematics, John Wiley and Sons, Inc.
Richard P. Runyon and Haber Audrey, Business Statistics, Richard D. Irwin, Inc.
Shanti Narayan, Integral Calculus, by S. Chand & Co.
M. K. Singal and Asha Rani Singal, Complete Course in I. S. C. Mathematics Part-I and
Part-II, Pitambar Publishing House.
Stroud K. A., Engineering Mathematics, McMillan Press Ltd.

160