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Course No.

: MATH GC241

Course Title : MATHEMATICS-III

Instructor-In-Charge: Dr. P. Dhanumjaya

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Instructors
Dr. Ranadev Datta

Dr. Prashanth Das

Mr. Harish V. N.

Mrs. Jessica Pereira

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Text Book
Simmons G. F., Differential Equations with Applications
and Historical Notes, MH, 2nd Edn., 1991.

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Reference Books
Erwin Kreyszig, Advanced Engineering Mathematics,
John Wiley & Sons, 8th Edn.

William E Boyce and R C Diprima, Elementary


Differential Equations and Boundary Value Problems,
John Wiley & Sons, 7th Edn, 1991.

E A Coddington, An introduction to Ordinary Differential


Equations, Prentice Hall, 1961.

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Contents
Introduction to first order Differential
Equations and their Solution Techniques
Introduction to Second order Differential
Equations and their Solution Techniques
Power Series solutions to second order DE’s
with variable coefficients
Introduction to System of Differential
Equations

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Introduction to Laplace Transform
Introduction to Fourier Series
Introduction to Partial Differential Equations

(i) Hyperbolic Equation (Wave Equation)


(ii) Parabolic Equation (Heat Equation)
(iii) Elliptic Equation (Laplace Equation)

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Evaluation Scheme
______________________________________
E.C Duration Weightage(%)
______________________________________
Test-1 1 hour 25
______________________________________
Test-2 1 hour 25
______________________________________
Tut Test/Quiz ***** 10
______________________________________
Comp. Exam 3 hour 40
______________________________________

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Differential Eqns
What is Differential Equation?.

A differential equation is an equation that


contains a derivative (or derivatives) of an
unknown function.

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Differential Eqns
DE’S

ODE PDE

Elliptic Hyperbolic
Parabolic

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ODE
A differential equation is said to be ordinary
differential equation if all the derivatives are with
respect to a single independent variable.

Example:
dy
+ t2 y = sin t
dt
d3 y dy
3
+ 5t + 10y = 0.
dt dt

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PDE
A differential equation is said to be partial
differential equation if there are derivatives with
respect to two or more independent variables.

Example:
∂y ∂y
+c = 0
∂t ∂x
∂ 2u ∂ 2u
2
+ 2 = 0.
∂x ∂y

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Order of a Diff. Eqn
The order of a differential equation is the highest
order derivative involving in the differential
equation.

Example:
2 !3
dy dy
2
+ + y = 0.
dt dt
The order is 2.

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Degree of a Diff. Eqn
The degree of a differential equation is the
highest power of highest order derivative
involving in the differential equation.

Example:
2 !3
dy dy
2
+ + y = 0.
dt dt
The degree is 1.

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Applications
Newton’s Law of cooling :
The temperature of a object T (t) changes
according to the temperature of it’s environment.
It is found by experiment that
dT
= T − Ta ,
dt
where Ta is the ambient temperature of the
environment.
cold T=Ta

T = T(t)
hot Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.14/97
Applications
Electrical Circuits :
In a standard RLC circuit the charge on the
capacitor at time t is q(t) which is related to the
current i(t) by i = dq
dt .
In the circuit below the voltage drops across the
various components becomes
d2 q dq 1
L 2 + R + q = E(t).
dt dt C
R

E L
C Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.15/97
Applications
Falling Bodies :
The position of a particle is denoted by s(t) with
the velocity and acceleration given by
ds dv d2 s
v= , a= = 2.
dt dt dt
A body falling under gravity alone will have the
equation
d2 s
2
= −g
dt
where g = 9.8 m/s2 . Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.16/97
Applications
Springs, Buildings and Cars suspension :
Hooke found that the force on a beam (or spring)
is proportional to the amount of displacement.
This applies to Springs, Building supports, and
Car suspensions.
If x(t) is the displacement then Hooke’s law
states
d2 x
m 2 = −kx.
dt

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Linear and nonlinear DE’s :
A differential equation written as
D(y(t)) = 0
is linear if
D(y1 + y2 ) = D(y1 ) + D(y2 ).
Note 1. A differential equation is linear if all the
derivative terms and the unknown function y are
not raised to any power or part of a function.
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Example 1
d2 y
2
+y =0
dt
is linear.

d2 y 3
+ ty = t
dt2
is linear.

d2 y 2
2
+y =0
dt
is nonlinear. Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.19/97
Homogeneous and Nonhomogeneous DE’s :
A differential equation is said to be
homogeneous if
D(y(t)) = 0
whereas it is inhomogeneous if
D(y(t)) = f (t).

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Example 2
d2 y
2
+y =0
dt
is homogeneous

d2 y 3
+ y = t
dt2
is inhomogeneous

dy
+ xy 2 = sin x
dx
is inhomogeneous. Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.21/97
Number of Arbitrary
Constants
Consider the differential equation
dy
= t.
dt
The solution is
t2
y(t) = + C,
2
where C is an arbitrary constant.

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Similarly, we take
d2 y
2
=t
dt
then
dy t2
= + C1 ,
dt 2
and by integrating again, we get
t3
y(t) = + C1 t + C2 ,
6
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where C1 and C2 are two different arbitrary
constants.

Note 2. The number of arbitrary constants in the


solution of a differential equation is the same as
the order of the differential equation.

For a physical example, the constants are found


from the various conditions imposed by the
problem.

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Example 3
A falling body problem where an object was
dropped from a height of 10 m will be
d2 s ds
m 2 = mg − k ,
dt dt
s(0) = 10, s′ (0) = 0,
which means that at time t = 0 (initially) the
height was 10 m and the velocity was zero.

This is called an initial value problem (IVP).

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Example 4
The temperature in a long beam, which would
have equation
d2 T
2
= 0,
dx
T (0) = 100, T (1) = 0.
This corresponds to the temperature at one end
x = 0 is 100 degrees and at the other end x = 1
is zero.

This is called a boundary value problem (BVP).


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General Form
The general form of nth order ordinary differential
equation is
2 n
 
dy d y d y
F x, y, , 2 , · · · , n  = 0,
dx dx dx
(or) using the prime notation for derivatives, we
rewrite as
F x, y, y ′ , y ′′ , · · · , y (n) = 0.
 

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First order ODE
The general first order ODE can be written as
dy
!
F x, y, = 0.
dx
We normally expect that the above first order
ODE will have a solution and solution contain
one arbitrary constant.

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Example
We consider the following examples:
!2
dy
+ 1 = 0,
dx
has no real-valued solutions at all.
!2
dy
+ y 2 = 0,
dx
has only the solution y = 0, which contains no
arbitrary constant.

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Situations of this kind raise difficult theoretical
questions about the existence and nature of
solutions of differential equations.

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Existence of a
Solution
We consider the first order ODE
dy
(1) = f (x, y).
dx
We assume that f (x, y) is a continuous function
throughout some rectangle R in the xy-plane.

The geometric meaning of a solution of (1) as


follows:

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If P0 = (x0 , y0 ) is a point in R then the number
dy
!
= f (x0 , y0 )
dx P0

determines a direction at P0 .
Now let P1 = (x1 , y1 ) be a point near to P0 in this
direction, then
dy
!
= f (x1 , y1 )
dx P1

to determine a new direction at P1 .


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If we continue like this, we obtain a broken line.
y

.
.P
.P 2 R
.P0 1

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If we assume that the successive points move
closer to one another then the broken line
approaches a smooth curve through the initial
point P0 .

This curve is a solution y = y(x) of equation (1).

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Note that the different initial point produce a
different curve.

Thus, the solution of (1) form a family of curves


called integral curves.

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Separable Equations
A differential equation which can be written in the
form
M (x) dx + N (y) dy = 0,
where M is a function of x alone and N is a
function of y alone, is said to be separable.
The solution is
Z Z
M (x) dx + N (y) dy = C,

where C is an arbitrary constant.


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Example 1
Find the solution of the equation
dy

y = = ex+y .
dx
Solution. We write
dy
= ex ey .
dx
Now separating the variables, we obtain
e−y (dy/dx) = ex .
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Integrating with respect to x and then replacing
(dy/dx) dx by dy yields
Z Z
e−y dy = ex dx.

Thus, we get the general solution


−e−y = ex + C,
where C is any arbitrary constant.

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Example
Solve
dy
= ex y 3 − xex y 3 ,
dx
y(0) = −1.
Solution. The equation is separable and the
solution is
1 −2
− y = (2 − x)ex + C.
2
Substituting the initial condition, we get C = − 25 .
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Therefore, the solution of the given problem is

2 1
y = x
.
5 − 2(2 − x)e
This gives
1
y = −q .
5 − 2(2 − x)ex

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Example
We consider the differential equation
dy 1
= y
.
dt 1+e
This equation can be written in
Solution.
separable form as

y dy
(1 + e ) = 1.
dt

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The general solution for the given differential
equation is
y + ey = t + C,
where C is an arbitrary constant.

Note that, we have obtained implicit solution for a


given differential equation.

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Orthogonal
Trajectories
Two families of curves are said to be mutually
orthogonal if the product of the slopes is −1 at
every point of intersection between curves of
each family.

Orthogonal trajectories can be determined from


differential equations.

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Example
We consider the family of curves
y = Cx.
Differentiating with respect to x, we get
dy
= C.
dx
By eleminating C, we obtain
dy y
= .
dx x
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Curves orthogonal to these curves must satisfy
the differential equation
dy x
=− .
dx y
Solving, we get

x2 + y 2 = K.
Thus, the family of concentric circles centered at
the origin is orthogonal to the family of stright
lines through the origin.
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y

−3 −2 −1 1 2 3 x

Orthogonal Trajectories
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How to find the orthogonal trajectories of a given family
of curves

First find the differential equation of the family

dy
Replace dx by − dx
dy to obtain the differential
equation of the orthogonal trajectories

Solve the new differential equation

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Homogeneous
Equations
An equation of the form
dy
= f (x, y)
dx
is said to be homogeneous whenever the
function f does not depend on x and y
separately, but only on their ratio xy or xy .

Thus, homogeneous equations are of the form


dy y
!
=f .
dx x
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The function f (x, y) is called homogeneous of
degree n if
f (tx, ty) = tn f (x, y).
Example:
x x+y √ 1
!
2 2
x + 2y , sin , ln , x + y + xy,
y x x+y
are homogeneous of degree 2, 0, 0, 1 and -1,
respectively.

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A differential equation
(2) M (x, y) dx + N (x, y) dy = 0,
is called homogeneous if M (x, y) and N (x, y) are
homogeneous functions of the same degree.

Writing the equation (2) in the form


dy M (x, y) y
!
=− =F .
dx N (x, y) x

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We simplify the homogeneous equation by
introducing a new dependent variable v as a
function of x to represent ratio of y to x. Thus
(3) y = xv.
The given differential equation becomes
dy
= F (v).
dx
Differentiating (3) with respect to x, we obtain

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dy dv
=v+x .
dx dx
dy
Using dx = F (v), we rewrite the above equation
as
dv F (v) − v
= .
dx x
(or)
1 dv 1
= .
(F (v) − v) dx x

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Integrating on both sides with respect to x and
replacing (dv/dx) dx by dv, we get the solution for
v.
y
Finally, we replace v by x to get the required
solution y.

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Example
Find the general solution of

2 dy
x = y 2 + xy + x2 .
dx
We note that the given differential
Solution.
equation is homogeneous differential equation.

We now substitute y = vx and simplifying, we


arrive
1 dv 1
2
= .
v + 1 dx x
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Integrating on both sides, we obtain

tan−1 (v) = ln |x| + C,


where C is an arbitrary constant.

We replace v = xy to get the required solution for


the given differential equation
y
!
−1
tan = ln |x| + C,
x
where C is an arbitrary constant.
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Reduction to
Separable Form
We consider the differential equation of the form
dy a1 x + b1 y + c1
!
=f .
dx a2 x + b2 y + c2
We made the above equation homogeneous by
change of variables.

We put
x = x1 + h,
y = y1 + k.
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Substituting x and y in the given differential
equation and we choose h and k so that
a1 h + b1 k + c1 = 0,
(4) a2 h + b2 k + c2 = 0,
we obtain
dy1 a1 x1 + b1 y1
!
=f ,
dx1 a2 x1 + b2 y1
which is homogeneous.

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The equation (4) can be solved for h and k
provided
D = a1 b2 − a2 b1 6= 0.
We note that by translating the origin to the point
(h, k) we have removed the constant terms in the
linear expressions.

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If D = 0, the first degree terms of numerator and
denominator are proportional and the equation
falls into the form
dy
= f (ax + by + c).
dx
We put z = ax + by + c then
dz
= a + bf (z).
dx
We can solve the above equation by using
variable seperable method. Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.59/97
Example
Find the general solution of
dy
(1 + x − 2y) + (4x − 3y − 6) = 0.
dx

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Example
Find the general solution of
(x + y + 1) dx + (2x + 2y − 1) dy = 0.
Solution. Here D = a1 b2 − a2 b1 = 0. We put
z =x+y
so that
dz dy
=1+ .
dx dx

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Thus
dz z+1
=1−
dx 2z − 1
(or)
dz z−2
= .
dx 2z − 1
Solving, we get
2z + 3 ln |z − 2| = x + C,
where C is an arbitrary constant.
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Substituting z = x + y, we obtain
2(x + y) + 3 ln |x + y − 2| = x + C,
where C is an arbitrary constant.

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Exact equations
A differential equation
M (x, y) dx + N (x, y) dy = 0
is said to be exact if there exists a function,
denoted by U (x, y) such that
∂U ∂U
dU = dx + dy = M dx + N dy.
∂x ∂y

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That is, the equation is the exact differential of a
function of x and y then the differential equation
takes the form
dU = 0,
and its solutions are defined implicitly by
U (x, y) = C,
where C is an arbitrary constant.

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Example
Solve the differential equation
1 x
dx − 2 dy = 0.
y y
Solution.We note that the given equation is
exact, since it may be written
x
!
d =0
y
and its solution is
x
= C.
y
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Note
We note that the differential equation
1 x
dx − 2 dy = 0,
y y
can be rewritten in the form
y dx − x dy = 0
is not exact.

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A differential equation
M (x, y) dx + N (x, y) dy = 0
is said to be exact if and only if
∂M ∂N
= .
∂y ∂x
The general solution is
U (x, y) = C.

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Example
Test the equation
ey dx + (xey + 2y) dy = 0
for exactness and solve it, if it is exact.

Solution. Here M = ey and N = xey + 2y.

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Then
∂M y ∂N
= e , and = ey .
∂y ∂x
We have
∂M ∂N
= .
∂y ∂x
Therefore, the given equation is exact.

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We have
∂U y ∂U
= e and = xey + 2y.
∂x ∂y
Integrating, we get
Z
U = ey dx + g(y)
= xey + g(y).

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Now differentiating with respect to y, we get
∂U
= xey + g ′ (y).
∂y
This gives
2
g(y) = y .
The solution is
xey + y 2 = C
where C is an arbitrary constant.
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Integrating Factors
We note that the equation
y dx − x dy = 0
is not exact.
1
But if we multiply by y2 , we have an exact
equation
1 x x
!
dx − 2 dy = d = 0,
y y y

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x
(or) by y3 ,

2 2
 
x x 1x 
2
dx − 3 dy = d 
2
= 0,
y y 2y
1
(or) by xy ,

dx dy
− = d (ln |x| − ln |y|) = 0.
x y
1
The multipliers y12 , yx3 , xy are called integrating
factors of the given equation.
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Definition
A nonzero function µ(x, y) is called integrating
factor of the equation
M (x, y) dx + N (x, y) dy = 0,
if the equation
µ(x, y) (M (x, y) dx + N (x, y) dy) = 0
is exact.

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Note
The differential equation
M (x, y) dx + N (x, y) dy = 0
has an infinite number of integrating factors.

In general case, it is very difficult to find an


integrating factor.

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Integrating Factors
We now diccuss some simple cases:

(i) If, in the equation


M (x, y) dx + N (x, y) dy = 0,
we have
1 ∂M ∂N
!
− = f (x)
N ∂y ∂x
a function of x alone.

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Then R
f (x) dx
µ(x) = e
is an integrating factor.

If
1 ∂N ∂M
!
− = f (y)
M ∂x ∂y
is a function of y alone. Then
R
f (y) dy
µ(y) = e
is an integrating factor. Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.78/97
Example
Solve the differential equation
2 sin(y 2 ) dx + xy cos(y 2 ) dy = 0.
Solution. The general solution is
x4
U (x, y) = sin(y 2 ) = C,
2
where C is an arbitrary constant.

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Example
Solve the differential equation
(2xy 2 − y) dx + (y 2 + x + y) dy = 0.
Solution. The general solution is
2 x
U (x, y) = x − + y + ln |y| = C,
y
where C is an arbitrary constant.

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Linear Equations
The general form of a first order linear differential
equation is
dy
A(x) + B(x)y + C(x) = 0.
dx
On division by the first coefficient, it can be put
into the form
dy
(5) + P (x)y = Q(x).
dx

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We note that
d dy
 R  R !
P (x) dx P (x) dx
e y =e + Py .
dx dx
R
P (x) dx
We multiply (5) by e , we get
d  R P (x) dx  R
e y = Q e P (x) dx .
dx

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Integrating now yields
R Z R
P (x) dx P (x) dx
e y= Q(x)e + C,

(or)
R Z R 
y = e− P (x) dx
Q(x)e P (x) dx
+C

is the general solution of the equation (5).

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Example
Solve the differential equation
dy 1
+ y = x2 .
dx x
Solution. Here P (x) = x1 , Q(x) = x2 .

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The integrating factor is
1
R R
P dx dx
e =e x = x.
The general solution is
Z
yx = x2 (x) dx + C,
or
x3 C
y= + ,
4 x
where C is an arbitrary constant.
Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.85/97
Example
Find the solution of the initial value problem (IVP)

y − 2xy = x, y(0) = 1.
Solution. The solution is
1 3 x2
y=− + e .
2 2

Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.86/97


Bernoulli’s Equation
The nonlinear differential equation
dy
(6) + P (x)y = Q(x)y n ,
dx
where n is a constant but not necessary an
integer, known as Bernoulli’s equation.

If n = 0, n = 1, the equation is linear and we


know the solution methods.

Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.87/97


For n ≥ 2, we use the substitution
v = y 1−n
to reduce Bernoulli’s equation to linear equation.

The above equation (6), we rewrite as

−n dy
y + P (x)y 1−n = Q(x).
dx

Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.88/97


Taking v = y 1−n , we get
dv −n dy
= (1 − n)y
dx dx
(or)
−n dy 1 dv
y = .
dx (1 − n) dx

Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.89/97


Finally, we get the linear equation of the form
1 dv
+ P (x)v = Q(x).
(1 − n) dx
We solve the linear equation for v and we replace
v = y 1−n to get the required general solution for
the equation (6).

Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.90/97


Example
Solve the differential equation
x2 y ′ + 2xy − y 3 = 0.
Solution. The general solution is

−2 2 −1
y = x + Cx4 ,
5
where C is an arbitrary constant.

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Reduction of Order
The general second order differential equation
has the form
(7) F (x, y, y ′ , y ′′ ) = 0.
We consider two special types of second order
equations that can be solved by first order
methods.

Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.92/97


Dependent Variable
missing
If y is not explictly present, then equation (7) can
be written as
(8) F (x, y ′ , y ′′ ) = 0.
In this case, we introduce a new dependent
variable p, by putting

′ dp ′′
y = p and y = .
dx

Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.93/97


Then (8) transforms into the first order equation
dp
!
F x, p, = 0.
dx
dy
We solve for p and replace p by dx and we solve
for y.

Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.94/97


Example
Solve the differential equation
xy ′′ − y ′ = 3x2 .
Solution. The required general solution is
2
x
y = x3 + C1 + C2 ,
2
where C1 and C2 are arbitrary constants.

Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.95/97


Independent Variable
missing
If x is not explicitly present, then the second
order equation can be written
F (y, y ′ , y ′′ ) = 0.
Let y ′ = p and

′′ dp dp dy dp
y = = =p .
dx dy dx dy
Then
dp
!
F y, p, p = 0.
dy
Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.96/97
Example
Solve
y ′′ + k 2 y = 0.
Solution. The general solution is
y
!
−1
sin = ±kx + C2 ,
C1
where C1 and C2 are arbitrary constants.

Course No. : MATH GC241 Course Title : MATHEMATICS-III – p.97/97