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INTRODUCTION TO

DIFFERENTIAL EQUATIONS

Dr. Kalipada Maity

Assistant Professor
Department of Mathematics
Mugberia Gangadhar Mahavidyalaya, Bhupatinagar
Purba Medinipur-721425, West Bengal, India
Published from Narosa, New Delhi.
Also from Alpha Science Pvt. Lt.
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To my beloved Daughters

Samadrita & Somdatta


Preface

With the remarkable advancement in various branches of science, engineering and technology,
today more than ever before, the study of differential equations has become essential. For,
to have an exhaustive understanding of subjects like physics, mathematical biology, chemical
science, mechanics, fluid dynamics, heat transfer, aerodynamics, electricity, waves and electro-
magnetic, the knowledge of finding solution to differential equations is absolutely necessary.
These differential equations may be ordinary or partial. Finding and interpreting their solutions
are at the heart of applied mathematics. A thorough introduction to differential equations is
therefore a necessary part of the education of any applied mathematician, and this book is
aimed at building up skills in this area.

This book on ordinary / partial differential equations is the outcome of a series of lectures deliv-
ered by me, over several years, to the undergraduate or postgraduate students of Mathematics
at various institution. My principal objective of the book is to present the material in such a way
that would immediately make sense to a beginning student. In this respect, the book is written
to acquaint the reader in a logical order with various well-known mathematical techniques in
differential equations. Besides, interesting examples solving JAM / GATE / NET / IAS / SSC
questions are provided in almost every chapter which strongly stimulate and help the students
for their preparation of those examinations from graduate level.

Organization of the book


The book has been organized in a logical order and the topics are discussed in a systematic
manner. It has comprising 21 chapters altogether. In the chapter 1, the fundamental con-
cept of differential equations including autonomous/ non-autonomous and linear / non-linear
differential equations has been explained. The order and degree of the ordinary differential
equations (ODEs) and partial differential equations(PDEs) are also mentioned. The chapter 2
are concerned the first order and first degree ODEs. It is also written in a progressive manner,
with the aim of developing a deeper understanding of ordinary differential equations, includ-
ing conditions for the existence and uniqueness of solutions. In chapter ?? the first order and
higher degree ODEs are illustrated with sufficient examples. The chapter ?? is concerned with
the higher order and first degree ODEs. Several methods, like method of undetermined coeffi-
cients, variation of parameters and Cauchy-Euler equations are also introduced in this chapter.
In chapter ??, second order initial value problems, boundary value problems and Eigenvalue
problems with Sturm-Liouville problems are expressed with proper examples. Simultaneous
linear differential equations are studied in chapter ??. It is also written in a progressive manner
with the aim of developing some alternative methods. In chapter ??, the equilibria, stability
iv PREFACE

and phase plots of linear / nonlinear differential equations are also illustrated by including nu-
merical solutions and graphs produced using Mathematica version 9 in a progressive manner.
The geometric and physical application of ODEs are illustrated in chapter ??. The chapter ??
is presented the Total (Pfaffian) Differential Equations. In chapter ??, numerical solutions of
differential equations are added with proper examples. Further, I discuss Fourier transform in
chapter ??, Laplace transformation in chapter ??, Inverse Laplace transformation in chapter ??.
Moreover, series solution techniques of ODEs are presented with Frobenius method in chapter
??, Legendre function and Rodrigue formula in Chapter ??, Chebyshev functions in chapter
??, Bessel functions in chapter ?? and more special functions for Hypergeometric, Hermite and
Laguerre in chapter ?? in detail.

Besides, the partial differential equations are presented in chapter ??. In the said chapter,
the classification of linear, second order partial differential equations emphasizing the reasons
why the canonical examples of elliptic, parabolic and hyperbolic equations, namely Laplace’s
equation, the diffusion equation and the wave equation have the properties that they do has
been discussed. Chapter ?? is concerned with Green’s function. In chapter ??, the application of
differential equations are developed in a progressive manner. Also all chapters are concerned
with sufficient examples. In addition, there is also a set of exercises at the end of each chapter
to reinforce the skills of the students.

By reading this book, I hope that the readers will appreciate and be well prepared to use the
wonderful subject of differential equations.

Aim and Scope


When mathematical modelling is used to describe physical, biological or chemical phenomena,
one of the most common results of the modelling process is a system of ordinary or partial
differential equations. Finding and interpreting the solutions of these differential equations
is therefore a central part of applied mathematics, Physics and a thorough understanding of
differential equations is essential for any applied mathematician and physicist. The aim of this
book is to develop the required skills on the part of the reader. The book will thus appeal
to undergraduates/postgraduates in Mathematics, but would also be of use to physicists and
engineers. There are many worked examples based on interesting real-world problems. A large
selection of examples / exercises including JAM/NET/GATE questions is provided to strongly
stimulate and help the students for their preparation of those examinations from graduate level.
The coverage is broad, ranging from basic ODE , PDE to second order ODE’s including Bifurca-
tion theory, Sturm-Liouville theory, Fourier Transformation, Laplace Transformation, Green’s
function and existence and uniqueness theory, through to techniques for nonlinear differential
equations including stability methods. Therefore, it may be used in research organization or
scientific lab.
PREFACE v

Significant features of the book

• A complete course of differential Equations


• Perfect for self-study and class room
• Useful for beginners as well as experts
• More than 500 worked out examples
• Large number of exercises
• More than 700 multiple choice questions with answers
• Suitable for GATE, NET, JAM, JEST, IAS, SSC examinations.
vi ACKNOWLEDGEMENTS

ACKNOWLEDGEMENTS
This book is the outcome of a series of lectures and research experience carried out by me over
several years. However it would not be possible to incorporate or framing the entire book
without the help of many academicians. As such, I am indebted to many of my teachers and
students. Especially I would like to thank Dr. Swapan Kumar Misra, Principal, Mugberia
Gangadhar Mahavidyalaya for his generous support in writing this book.

I express sincerest respect to my research guide Prof. M. Maiti, Department of Mathematics,


Vidyasagar University, Midnapore 721102, West Bengal, India.

I also express sincerest gratitude to my collogues: Dr. Nabakumar Ghosh, Dr. Arpan Dhara,
Prof. Hiranmay Manna, Prof. Madhumita Sahoo for their positive suggestions to improve the
standard of the book. Especial thanks are owed to my collogues, Dept. of Mathematics: Prof.
Suman Giri, Prof. Asim Jana, Prof. Tanushri Maity, Prof. Debraj Manna for their excellent
typing to add some chapters of the book. Also I wish to thank several persons of our institution
who have made many encouraging remarks and constructive suggestions on the manuscript.

I would like to express sincere appreciation to my friends: Dr. Dipak Kr. Jana and Dr.
Shibsankar Das for their constant source of inspiration.

My sincere appreciation goes to my students who give me a stage where I can cultivate my
talent and passion for teaching. My graduate and post graduate students who have used the
draft of this book as a textbook have made many encouraging comments and constructive
suggestions. Also, I heartily thanks my scholars: Dr. Samar Hazari, Mr. Jatin Nath Roul, Mr.
Anupam De and Mr. Debnarayan Khatua for their help in different direction to modify the
book.

Without the unfailing love and support of my parents, who have always believed in me, this
work would not have been possible. In addition, the care, love, patience, and understanding of
my wife and lovely daughters have been of inestimable encouragement and help. I love them
very much and appreciate all that they have contributed to my work.

In written this book, I have taken some helps from several books and research papers which
are immensely helpful and are given in an alphabetical order in the bibliography. So I also
express my gratitude and respect to all the eminent authors. I apologize if I inadvertently
missed acknowledging mygratitude to any one else.

I shall feel great to receive constructive criticisms through email for the improvement of the
book from the experts as well as the learners.

I thank the Narosa Publishing House Pvt. Ltd. for their sincere care in the publication of this
book.

Kalipada Maity,
E-mail: kalipada maity@yahoo.co.in
Contents

1 Fundamental Concept of Differential Equations(Dr. Kalipada Maity) 1


1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Historical Note . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.3 Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.4 Order and Degree . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.5 Types of Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.5.1 An autonomous and non-autonomous differential equations . . . . . . . . 6
1.5.2 Linear and Non-linear Differential Equations . . . . . . . . . . . . . . . . . 7
1.5.3 Homogeneous and Non-homogeneous Differential equations . . . . . . . 7
1.6 Genesis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.6.1 Algebraic Origin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.6.2 Geometric Origin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.6.3 Mechanical Origin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.6.4 Physical Origin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.6.5 Chemical Origin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.6.6 Population Origin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.6.7 Economical Origin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.6.8 Biological Origin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.7 Initial-value problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.8 Boundary-value problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.9 Solution of Differential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.10 Geometric interpretation of a first order ODE and its solution . . . . . . . . . . . 14
1.11 Worked Out Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.12 Multiple Choice Questions(MCQ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.13 Review Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

2 First order and First Degree Ordinary Differential Equations(Dr. Kalipada Maity) 23
2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
2.2 The method of successive approximations . . . . . . . . . . . . . . . . . . . . . . . 23
2.2.1 Solution Procedure by successive approximation . . . . . . . . . . . . . . 24
2.2.2 Lipschitz (Cauchy-Lipschitz) condition . . . . . . . . . . . . . . . . . . . . 26
2.3 Some Classifications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
2.4 Solution by the Separation of Variables Method . . . . . . . . . . . . . . . . . . . . 36
2.5 Homogeneous Differential Equations and their Solutions . . . . . . . . . . . . . . 36
2.6 Non-homogeneous Differential Equations of First Order and First Degree . . . . 37
2.7 Exact equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
viii CONTENTS

2.8 Necessary and sufficient condition of exactness . . . . . . . . . . . . . . . . . . . . 39


2.9 Integrating Factor . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
2.10 Rules for finding Integrating factors . . . . . . . . . . . . . . . . . . . . . . . . . . 42
2.11 Linear equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
2.12 Bernoullis equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
2.13 Method of variation of parameters . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
2.14 Worked Out Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
2.15 Multiple Choice Questions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
2.16 Review Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
Chapter 1

Fundamental Concept of
Differential Equations(Dr. Kalipada
Maity)
1.1 Introduction
Differential equations have wide applications in various science and engineering disciplines.
In general, modelling variations of a physical quantity, such as displacement, velocity, pres-
sure,temperature, stress, strain, or concentration of a pollutant with the change of time t or
location, such as the coordinates (x, y, z) or both would require differential equations. Similarly,
studying the variation of a physical quantity on other physical quantities would lead to dif-
ferential equations. For example, the change of strain on stress for some viscoelastic materials
follows a differential equation. These differential equations may be ordinary or partial. In this
chapter, the most basic concepts of differential equations, formation of differential equations,
also the order and degree of differential equations are given in details.

1.2 Historical Note


Differential equations first came into existence with the invention of calculus by Isaac New-
ton(16 42-1727) and Gottfried Wilhelm Leibniz(1646-1716). Newton grew up in the English
countryside, was educated at Trinity College, Cambridge, and became Lucasian Professor of
Mathematics there in 1669. His epochal discoveries of calculus and of the fundamental laws
of mechanics date from 1665. They were circulated privately among his friends, but Newton
was extremely sensitive to criticism, and did not begin to publish his results until 1687 with
the appearance of his most famous book, Philosophiae Naturalis Principia Mathematica. In the
eighteenth century, Newton did relatively little work in differential equations as such, his de-
velopment of the calculus and elucidation of the basic principles of mechanics provided a basis
for their applications, while most notably by Euler. In fact, Newton classified first order differ-
dy dy dy
ential equations according to the forms dx = f (x), dx = f (y) and dx = f (x, y) and for the latter
equation he developed a method of solution using infinite series when f (x, y) is a polynomial
in x and y. Leibniz arrived at the fundamental results of calculus independently, although a
little later than Newton, but was the first to publish them, in 1684. Leibniz was fully conscious
dy
of the power of good mathematical notation and he developed the natation , derivative dx , the
integral sign, introduced the methods of separation of variables in 1691, the reduction of ho-
2 INTRODUCTION TO DIFFERENTIAL EQUATIONS

mogeneous equations to separable ones in 1691 and the procedure for solving first order linear
equations in 1694. The Jacob Bernoulli(1654- 1705) solved the Bernoulli differential equation
in 1695. This is an ordinary differential equation of the form y0 + P(x)y = Q(x)yn for which he
  21
dy a3
obtained exact solutions. In particular, Jacob solve the differential equation dx = (b2 y−a3 ) and
dy y
in 1694 Johann Bernoulli was able to solve the differential equation dx = ax though it was not yet
known that d(log x) = dx x . A problem of importance popularly known as the brachistochrone
problem regarding the curve of fastest descent drew the attention of both the brothers. Daniel
Bernoulli (1700-1782), son of Johann was a professor of botany and later physics but because
of his keep interests in mathematics made substantial contribution in partial differential equa-
tions and their applications. The famous Bernoulli equation in fluid dynamics is due to Daniel
Bernoulli. He was also the first to encounter the functions that a century later became known as
Bessel functions. Leonard Euler(1707-1783), the greatest and the most prolific mathematician of
the eighteenth century, was a student of Johann Bernoulli and a friend of Daniel Bernoulli in St.
Petersburg Academy. Among others, Euler identified the condition for exactness of first order
differential equations, developed the theory of integrating factors and the general solution of
homogeneous linear equations with constant coefficients in 1743. He extended these results to
non-homogenous equations in 1751. Euler is the first to use power series frequently in solving
differential equations and discovered numerical procedure for solving differential equations.
The greatest mathematician of the eighteenth century, Leonhard Euler (1707 − 1783), grew up
near Basel and was a student of Johann Bernoulli. He followed his friend Daniel Bernoulli to St.
Petersburg in 1727. Euler was the most prolific mathematician of all time, his collected works
fill more than 70 large volumes. His interests ranged over all areas of mathematics and many
fields of application. Of particular interest here is his formulation of problems in mechanics in
mathematical language and his development of methods of solving these mathematical prob-
lems. Lagrange said of Eulers work in mechanics, ” The first great work in which analysis is
applied to the science of movement” . Among other things, Euler identified the condition for
exactness of first order differential equations in 1734 − 35, developed the theory of integrating
factors in the same paper and gave the general solution of homogeneous linear equations with
constant coefficients in 1743. He extended the latter results to nonhomogeneous equations in
1750 − 51. Beginning about 1750, Euler made frequent use of power series in solving differential
equations. He also proposed a numerical procedure in 1768 − 69, made important contribu-
tions in partial differential equations and gave the first systematic treatment of the calculus of
variations. Joseph Lagrange (1736 − 1813) who succeeded Euler in the chair of Mathematics
showed that the general solution of an nth order linear homogenous differential equation is a
linear combination of n independent solutions. He solved this problem in 1755 and sent the so-
lution to Euler. Both further developed Lagrange’s method and applied it to mechanics, which
led to the formulation of Lagrangian mechanics. In 1774 he gave a complete development of
the method of variation of parameters. Pierre Simon de Laplace (1749 − 1827) famous for his
2 2 2
monumental work on celestial mechanics studied extensively the equation ∂∂xu2 + ∂∂yu2 + ∂∂zu2 = 0,
also known as Laplace’s equation, in connection with gravitational attraction. Adrien-Marie
Legendre (1752 − 1833) held various positions in the French Academie des Sciences from 1783
onward. His primary work was in the fields of elliptic functions and number theory. The
Legendre functions, solutions of Legendres equation, first appeared in 1784 in his study of the
attraction of spheroids. Indeed, by the nineteenth century almost all of the standard methods
FUNDAMENTAL CONCEPT OF DIFFERENTIAL EQUATIONS(Dr. Kalipada Maity, ISBN:
978-81-8487-590-4) 3

of solving ordinary and partial differential equations were known. The twentieth century dis-
coveries were more towards a systematic and rigorous general theory and numerical solution.
Many made significant contributions in this direction and among them Picard, Runge, Kutta,
Hilbert and Frobenious special mention.

1.3 Differential Equations

Definition 1.1 An equation involving derivatives or differentials of one or more dependent


variables w.r.t. one or more independent variables is called a differential Equation.

Some examples of differential equations are

dy a3
= 2 (1.1)
dx (b y − a3 )
dy
+ 6y = 0 (1.2)
dx
dy = (x2 + sin x)dx (1.3)
dy
+ x2 y = 6x3 (1.4)
dx
dy
(x + y)3 =c (1.5)
dx
d2 y
+ 5y = 0 (1.6)
dx2
 d2 y 2
+ y = 7x2 (1.7)
dx2
d2 y   dy 2  32
=6 1+ (1.8)
dx2 dx
2
d y dy
x3 2 + 3 cos x + 5 sin xy = 0 (1.9)
dx dx
d2 y dy
4 2 −5 + x3 sin y = 0 (1.10)
dx dx
∂2 u 2∂ u
2
= c (1.11)
∂t2 ∂x2
2 2
∂ u ∂ u
+ =0 (1.12)
∂x2 ∂y2
∂2 u ∂u
=4 (1.13)
∂x2 ∂t
∂ u ∂ u ∂2 u
2 2
+ + =0 (1.14)
∂x2 ∂y2 ∂z2
∂2 u  ∂3 u  2
= k (1.15)
∂t2 ∂x3
4 INTRODUCTION TO DIFFERENTIAL EQUATIONS

Hypothesis : Let = ⊆ <n+1 be a domain and I ⊆ < be an interval. Let F : I × = → < be a


dy d2 y dn y dy d2 y dn y
function defined by (x, y, dx , dx2 , · · · , dxn ) 7→ F(x, y, dx , dx2 , · · · , dxn ) such that F is not a constant
dn y
function in the variable dxn .

Definition 1.2 (Ordinary Differential Equations(ODE)) Let the above hypothesis on F be


satisfied. An differential equation involving derivatives with respect to a single independent
variable is called an ordinary differential equation. Let x be an independent variable and y be
a dependent variable then most general ordinary differential equation can be written as
 dy dn y 
F x, y, , · · · , n = 0 (1.16)
Equations (1.1) to (1.10) all are examplesdxof ordinary
dx differential equations.
Definition 1.3 (Partial Differential Equations (PDE)) A partial differential equation (PDE) is
an equation involving derivatives of an unknown function u : Ω → <, where Ω is an open
subset of <d , d ≥ 2 (or, more generally, of a differentiable manifold of dimension d ≥ 2).
In case d = n, the dependent variable u is a function of more than one independent variable,
say x1 , x2 , · · · , xn , then the partial differential equation for the function u is an equation of the
form
!
∂u ∂u ∂2 u ∂2 u
F x1 , x2 , . . . , xn , u, ,..., , ,··· , , · · · = 0.
∂x1 ∂xn ∂x1 ∂x1 ∂x1 ∂xn

Equations (1.11) to (1.15) are examples of partial differential equations.

1.4 Order and Degree


Definition 1.4 (Order:) The order of a differential equation is the same as the order of the
highest derivative used in that differential equation. Differential equations (1.1)-(1.5) are of
first order. Differential equations (1.6) to (1.14) are of second order. Differential equation
(1.15) is of third order.

Definition 1.5 (Degree:) The degree of a differential equation is the greatest exponent of
the highest ordered derivative involving in it, when the equation is free from radicals and
fractional powers. To study the degree of a differential equation, the key point is that the
dy d2 y d3 y
differential equation must be a polynomial in derivatives i.e., dx , dx2 , dx3 , etc. Also it may
be mention here that the order and degree (if defined) of a differential equation are always
positive integers. Differential equations (1.1) to (1.6) and (1.9) to (1.14) are of first degree.
Differential equations (1.7), (1.8) and (1.15) are of second degree.

Remark: It may be again mentioned here that the degree of every ordinary differential
equation may not be defined. Sometimes it is observed that when an ordinary differential
equation is reduced to expressed in integral powers of the derivatives, then the resulting
equation is changed and its solutions will also be changed. So, after this reduction, the degree
of the original differential equation can not be obtained.
d2 y
For example the degree and order of the differential equation e dx2 = x + 3 are one and two
d2 y
respectively, as it can be expressed as dx2
= loge (x+3). But the degree of the differential equation
FUNDAMENTAL CONCEPT OF DIFFERENTIAL EQUATIONS(Dr. Kalipada Maity, ISBN:
978-81-8487-590-4) 5

d2 y d2 y
dx2
+ sin( dx2 ) + y = 0 can not be defined as it is not a polynomial of derivatives, although it has
d3 y dy
order 2. Similarly, the degree of dx3 + y2 + e dx = 0 is not defined as the differential equation is
not a polynomial equation in its derivatives although it has order 3.

Example 1.1 Determine the order and degree of the following ODEs.
  2  32  2 2
dy d2 y d y dy
(i) 1 + dx = ρ dx2 N.B.U(Hons)-08 (ii) dx2 + y = dx N.B.U(Hons)-07
dy dy dy d2 y dy
(iii)(x + y)2 dx + 5y = 3x4 (iv) dx + sin( dx ) = 0 (v) dx2 + cos x dx + sin y = 0
n d3 y o 32 n d3 y o 32  d2 y − 72 dy  d2 y − 25
(vi) dx3 + dx3 = 0 (vii) dx2 dx + y dx2 =0

  2  32   2 3  2
dy d2 y dy d2 y
Solution. (i) Here, 1 + dx = ρ dx2 or 1+ dx = ρ2 dx2
.
So the order and degree of the equation are two, since the highest order derivative is two and
the exponent of the highest order derivative is also two.
(ii) The order and degree of ODE are two.
(iii) The order and degree of ODE are one.
dy dy
(iv) The degree of dx + sin( dx ) = 0 is not defined as the differential equation is not a polynomial
equation in its derivatives although it has order 1.
d2 y dy
(v) The order is 2 and the degree of dx2 + cos x dx + sin y = 0 is 1 as the differential equation is a
polynomial equation in its derivatives although not a polynomial in y.
n d3 y o 32 n d3 y o 23
(vi) The order of dx3 + dx3 = 0 is 3. The L.C.M of the denominators of 32 , 23 is 6. To find the
n d3 y  23 o6 n  d3 y  23 o6  d3 y 9  d3 y 4
degree, the said differential equation can be written as dx3 = − dx3 i.e., dx3 = dx3 .
Hence the degree of the given differential equation is 9.

 d2 y 4  d2 y 9
Remark: It may be mention here that the differential equation dx2
= dx2
can not be
 d2 y 5
consider as dx2 = 1.

 d2 y − 72 dy  d2 y − 52
(vii) The order of dx2 dx + y dx2
= 0 is 2. The power of highest order derivative is
negative. But the degree of a differential equation is always positive. So to find the degree,
 d2 y  72
we are multiplying dx2 in both side of the said differential equation and then we obtain
dy d2 y
dx + y dx2 = 0. Hence the degree of the given differential equation is 1.
6 INTRODUCTION TO DIFFERENTIAL EQUATIONS

Hypothesis(H): Let = ⊆ <n be a domain and I ⊆ < be an interval. Let f : I × = → < be a


dy d2 y dn−1 y dy d2 y dn−1 y
continuous function defined by (x, y, dx , dx2 , · · · , dxn−1
) 7→ f (x, y, dx , dx2 , · · · , dxn−1
).

Definition 1.6 (ODE in Normal form) Assume Hypothesis(H) on f . An ordinary differential


equation of order n is said to be normal form if

dn y  dy dn−1 y 
= f x, y, , · · · , . (1.17)
dxn dx dxn−1

Hypothesis(Hs ): Let = ⊆ <n be a domain and I ⊆ < be an interval. Let f : I × = → <n be a


continuous function defined by (x, y) 7→ f (x, y) where y = (y1 , y2 , · · · , yn ).

Definition 1.7 (System of ODEs) Assume Hypothesis(Hs ) on f. A first order system of n


ordinary differential equations is given by

dy
= f (x, y). (1.18)
dx

1.5 Types of Differential Equations


Differential equations may be classified in several ways. In this section we note that the
independent variable may be implicit or explicit, and that higher order derivatives may appear.

1.5.1 An autonomous and non-autonomous differential equations


Definition 1.8 (An autonomous and non-autonomous differential equations )An au-
tonomous differential equation is given by

dy
= f(y, λ), y ∈ <n , λ ∈ <k ; (1.19)
dx
that is, the function f does not depend explicitly on the independent variable. If the function
f does depend explicitly on x, then the corresponding differential equation is called non-
autonomous.
In physical applications, we often encounter equations containing second, third, or higher order
derivatives with respect to the independent variable. These are called second order differential
equations, third order differential equations, and so on, where the the order of the equation
refers to the order of the highest order derivative with respect to the independent variable that
appears explicitly. In this hierarchy, a differential equation is called a first order differential
equation.
Recall that Newtons second lawthe rate of change of the linear momentum acting on a
body is equal to the sum of the forces acting on the bodyinvolves the second derivative of the
position of the body with respect to time. Thus, in many physical applications the most common
differential equations used as mathematical models are second order differential equations.
d2 y
= mf (1.20)
dx2
FUNDAMENTAL CONCEPT OF DIFFERENTIAL EQUATIONS(Dr. Kalipada Maity, ISBN:
978-81-8487-590-4) 7

dy
Put u = dx in (1.20) and then it becomes to a autonomous differential equation

du
= mf (1.21)
dx

1.5.2 Linear and Non-linear Differential Equations


Definition 1.9 (Linear Differential Equation ) A differential equation (an ordinary or par-
tially differential equation) which contains the dependent variable and its derivative as a first
degree terms and no such term which is the product of the dependent variable (or its function)
and its derivatives or not any transcendental function of the dependent variable will be called
a linear differential equation. The general form of a linear differential equation is
dn y dn−1 y dn−2 y dy
a0 (x) n + a1 (x) n−1 + a2 (x) n−2 + · · · + an−1 (x) + an (x)y = R(x)
dx dx dx dx
where a0 , a1 , a2 , · · · , an , R, y are functions of an independent variable x.

Definition 1.10 (Non-linear Differential Equation ) A differential equation (an ordinary and
partially differential equations) which is not linear is called a non-linear differential equation.

So, the coefficients of linear differential equation are therefore either constant or functions
of the independent variable or variables. As for examples, the differential equations (1.2),
(1.3), (1.4), (1.6), (1.9), (1.11), (1.12), (1.13) and (1.14) are linear differential equations and the
dy dy
differential equations (1.1)(because of the term y dx ), (1.5)(because of the term (x + y)3 dx ), (1.7)
 d2 y 2
and (1.8)(because of the term dx2 ), (1.10)(because of the term x3 sin y), (1.15) (because of the
 3 2
term k ∂∂xu3 ) are non-linear differential equations.
dy
Example 1.2 Show that (x + y)2 dx + 5y = 3x4 is a non-linear ODE.
dy
Proof. Since the co-efficient of dx is a function of x and y. So the differential equation is
non-linear ODE.
Example 1.3 Determine the linearity of the following ODEs.
d2 y dy
(i) dx2 + y dx + y2 = 0 C.H-96
 2 2
d y dy
(ii) dx2 − dx + y = 0.

dy
Solution. (i) Non-linear, since dx is multiplied by y and the last term is y2 and not y.
2
d y
(ii) Non-linear, since dx2
is of power two.

1.5.3 Homogeneous and Non-homogeneous Differential equations


Definition 1.11 (Homogeneous Differential equation) An ordinary differential equation is
said to be homogeneous if there is no isolated constant term in the equation, i.e. if all the
terms are proportional to a derivative of dependent variable (or dependent variable itself)
and there is no term that contains a function of independent variable or constant alone.
A partial differential equation is said to be homogeneous if derivatives involved in it are of
the same order.
8 INTRODUCTION TO DIFFERENTIAL EQUATIONS

A n − th order linear differential equation of the form

dn y n−1 d
n−1
y
P0 n
+ P 1 x n−1
+ · · · + Pn y = R (1.22)
dx dx
where y is the dependent variable, x is the independent variable and P0 (, 0), P1 , P2 , · · · , Pn and
R are either constants or functions of x. If R = 0, then (1.22) is called a homogeneous linear
differential equation.
In particular a second order homogeneous linear differential equation is given by

d2 y dy
+P + Qy = 0, (1.23)
dx2 dx
where P, Q are either constants or functions of x.
Remarks: A homogeneous differential equations has several distinct meanings:
dy y
(i) A first-order ordinary differential equation of the form dx = f ( x ) is of the type of homoge-
neous equation.
(ii) A differential equation is said to be homogeneous if it has zero as a solution otherwise it
is nonhomogeneous.

Definition 1.12 (Non-Homogeneous Differential equation) A differential equation which is


not homogeneous is called non-homogeneous differential equation.

If R , 0, then (1.22) is called a non-homogeneous linear differential equation.

1.6 Genesis
The differential equations originate from physical phenomena are well known. In what follows,
we a few problems and many more will be cited in course of the development of the subject.
We however begin with an algebraic problem.

1.6.1 Algebraic Origin


The differential equations are formed by eliminating all the arbitrary constants that are involved
in the relation between the dependent and independent variables in algebra. Depending on the
number of arbitrary constants involve in the given equation differentiate it as many number of
times successively. Then the elimination of the arbitrary constants from the resulting equations
gives the required differential equation whose order is equal to the number of constants as the
following problem illustrates.

Example 1.4 Find the differential equation from the relation y = ax2 +a2 where a is an arbitrary
constant.
Solution: The relation is given by
y = ax2 + a2 (1.24)
The relation (1.24) contain only one arbitrary constant i.e. a, so order of the differential equation
is of first order.
Differentiating (1.24) with respect to x, we get

dy 1 dy
= 2xa ⇒a=
dx 2x dx
FUNDAMENTAL CONCEPT OF DIFFERENTIAL EQUATIONS(Dr. Kalipada Maity, ISBN:
978-81-8487-590-4) 9

Substituting the value of a in (1.24), we get


 dy 2  dy 2
1 dy 2 1 dy
y= x + ⇒ + 2x3 − 4x2 y = 0.
2x dx 2x dx dx dx

Which is the required differential equation.

Example 1.5 Find the differential equation from the relation

ax2 + by2 = 1, (1.25)

where a and b are arbitrary constants.

Solution: The relation (1.25) contain two arbitrary constants i.e. a and b, so order of the
differential equation is of second order. Differentiating (1.25) w.r.t. x, we get,

dy
2ax + 2by =0 (1.26)
dx

Differentiating again with respect to x, we get,


 dy 2 d2 y
2a + 2b + 2by 2 = 0 (1.27)
dx dx

From (1.26) we get,


a y dy
=− (1.28)
b x dx
Now from (1.27) and (1.28), we get,
 dy 2 d2 y y dy d2 y  dy 2 dy
+y 2 = ⇒ xy 2 + x =y
dx dx x dx dx dx dx

which is the required ordinary differential equation.

1.6.2 Geometric Origin


The following is a nice situation in geometry which gives birth to a differential equation.

Example 1.6 Find the differential equation of all family of curves for which the length of the
part of the tangent between the point of contact (x, y) and the y-axis is equal to the y-intercept
of the tangent.

dy
Solution: The y intercept of the tangent is (y − x dx ) and the length of the tangent between the
q q
dy dy dy dy
point (x, y) and y-axis is x 1 + ( dx )2 . Then we have, x 1 + ( dx )2 = y − x dx ⇒ x2 [1 + ( dx )2 ] =
dy dy
(y − x dx )2 ⇒ x2 = y2 − 2xy dx .

Example 1.7 Find the differential of all curves in the plane the tangent at every point of which
is parallel to the line joining the origin to that point.

Solution: Let P(x, y) be a point on the curve. The slope of the line joining the origin O to P is
y dy y
x . By the given condition, we then get dx = x .
10 INTRODUCTION TO DIFFERENTIAL EQUATIONS

1.6.3 Mechanical Origin


Often differential equation describes a motion in mechanics as will be clear from the following
equation.

Example 1.8 A particle moves in a straight line such that its acceleration at a point is propor-
tional to its displacement measured from a fixed point on the line. Describe the motion.

Solution: Let x denoted the displacement of the particle. Then by the given condition, we get
d2 y
the equation of motion as dx2
= kx. Clearly, the motion is simple harmonic if k < 0.

1.6.4 Physical Origin


The following is a nice situation in physics which gives birth to a differential equation.

Example 1.9 Newtons second law: the rate of change of the linear momentum acting on a
body is equal to the sum of the forces acting on the bodyinvolves the second derivative of
the position of the body with respect to time. Thus, in many physical applications the most
common differential equations used as mathematical models are second order differential
equations.
d2 x
= mf (1.29)
dt2

1.6.5 Chemical Origin


The following is a situation in chemistry which is best described by a differential equation.

Example 1.10 If hydriodic acid HI decomposes at a rate proportional to (1 − x)2 where x


denoted the quantity of hydriodic acid at time t and if this decomposition is retarded by a
quantity proportional to x2 , describe how the acid decomposes.
dx
Solution: Let x denotes the quantity of hydriodic acid at time t. Then dt = k1 (1 − x)2 − k2 x2
which describes the rate of decomposition.

1.6.6 Population Origin


The following is a nice situation in biology which gives birth to a differential equation.

Example 1.11 Let us consider the following situation of fish: X(t) be the biomass of fish, Ẋ(t)
be the growth rate of X with respect to time t, Nx (t) be the amount of nutrients at time t, rx
be the natural growth rate which is independent of supplied nutrients Nx , θx be the constant
deterioration rate, Lx be the environmental carrying capacity and hx be the harvesting rates.
The find the differential equation the of the said fish.

Solution: The governing dynamical system of fish is as follows:


  
Nx X
Ẋ(t) = rx 1− X − hx , , where kx is the positive constant.
k x + Nx Lx

1.6.7 Economical Origin


The following is a situation in Econometric which is best described by a differential equation.
FUNDAMENTAL CONCEPT OF DIFFERENTIAL EQUATIONS(Dr. Kalipada Maity, ISBN:
978-81-8487-590-4) 11

Example 1.12 Let us consider the rate of instantaneous change of the price P(t) is directly
proportional to the difference in the demand D and the supply S of this product for each time
t. If the demand and supply depend on the price as well as the time t, set the problem in
precise model.

Solution: Here P(t) denotes the price at time t. Let D(t, p) and S(t, p) denote the demand and
the supply at time t when the price is P(t). Hence the instantaneous change of the price P(t) at
time t is given by

dP
= k{D(t, P) − S(t, P)} where k is a positive constant.
dt

1.6.8 Biological Origin

The following example is drawn from Biology to demonstrate the need of differential equation
in describing many phenomena.

Example 1.13 Bacteria are produced at a rate proportional to their available quantity but at
the same time they generate poison destroying them at a rate proportional to the amount of
the poison and the quantity of bacteria, the rate of generation of poison being proportional to
the available quantity of bacteria. Determine the number of bacteria produced in time t.

Solution: Let P(t) be the amount of poison in time t, N(t) the number of bacteria at time t.
Assuming P and N to be differentiable functions of t, we can describe the above phenomenon
as
dN(t) dP
= aN(t) − bN(t)P(t), = cN(t), where a, b, c are constants.
dt dt

1.7 Initial-value problems


Definition 1.13 (Initial Value Problem for an ODE) An initial-value problem(IVP) is a dif-
ferential equation together with subsidiary conditions to be satisfied by the solution function
and its derivatives, all given at the same value of the independent variable.
Let x0 ∈ I and (y1 , y2 , · · · , yn ) ∈ = be given. An IVP for an ODE in normal form is a relation
satisfied by an unknown function y given by

dn y  dy dn−1 y   dr y 
= f x, y, , · · · , , = yr , r = 0, 1, 2, · · · , n − 1. (1.30)
dxn dx dxn−1 dxr x=x0
A second order IVP may in general be put in the standard form as.

d2 y dy
2
+P + Qy = X, (1.31)
dx dx
where P,Q and X are functions of x. Subject to the conditions
 dy 
y(a) = c1 and = c2 , (1.32)
dx x=a

where a is a specific value of the independent variable x and c1 , c2 are two constants. Hence a
solution to an initial-value problems is to find a y(x) that satisfies the differential equation (1.31)
12 INTRODUCTION TO DIFFERENTIAL EQUATIONS

as well as the given initial condition (1.32). If particular, X = 0 and c1 = c2 = 0, the problem is
said to be a homogeneous initial-value problem.

d2 y
 dy 
Example 1.14 Consider the differential equation dx2 + 4y = 0; y(0) = 0, dx = 2. This
x=0
problem consists in finding a solution of the differential equation which assumes the value 0
at x = 0 and whose first derivative assumes the value 2 at x = 0. Thus this is an initial-value
problem.

1.8 Boundary-value problems


Definition 1.14 (Boundary-value problems for an ODE) A boundary value problem(BVP)
is a differential equation together with subsidiary conditions to be satisfied by the solution
function and its derivations, where the conditions are given for more than one values of the
independent variable.

A n order boundary-value problem in linear homogeneous differential equation may in general


be put in the form:

dn y d(n−1) y dy
ODE: p0 (x) + p 1 (x) + · · · + pn−1 (x) + pn (x)y = 0 (1.33)
dxn dxn−1 dx
(n−1)
(1) dy (n−1) d y (1) dy
BCS: αk y(a) + αk + · · · + αk + βk y(b) + βk + ···
dx x=a dxn−1 x=a dx x=b
(n−1)
(n−1) d y
+ βk n−1
= 0, k = 1, 2, · · · , n. (1.34)
dx x=b

where the functions p0 (x), p1 (x), · · · , pn (x) are continuous on [a, b], p0 (x) , 0 on [a, b]. Also
(1) (n−1) (1) (n−1)
assume that a , b, αk , αk , · · · , αk , βk , βk , · · · , βk are all real constants and at least one of
(1) (n−1) (1) (n−1)
αk , αk , · · · , αk , βk , βk , · · · , βk is non zero for all k = 1, 2, · · · , n.

Also, a second order boundary-value problem in linear differential equation may be put in the
form:
d2 y(x) dy(x)
2
+ P(x) + Q(x)y(x) = R(x), (1.35)
dx dx
with the boundary conditions
 dy   dy 
A1 y(a) + B1 = c1 , A2 y(b) + B2 = c2 , (1.36)
dx x=a dx x=b

where the functions P, Q, R are continuous [a, b] and A1 , B1 , c1 , A2 , B2 , c2 are all real constants.
Also assume that a , b, A1 and B1 are not zero at a time and similarly A2 and B2 are also not all
zero at a time.
If the differential equation as well as the boundary condition are all homogeneous, that is, if
R = 0, c1 = c2 = 0, then this problem is said to be a homogeneous boundary-value problems.
Hence, a solution to a boundary value problem is to find a y(x) that satisfies the differential
equation (1.35) as well as the given boundary condition (1.36).
FUNDAMENTAL CONCEPT OF DIFFERENTIAL EQUATIONS(Dr. Kalipada Maity, ISBN:
978-81-8487-590-4) 13

d2 y
Example 1.15 Consider the differential equation dx2 + y = 5; y(0) = 7, y( π2 ) = 16. This problem
consists in finding a solution of the differential equation which assumes the values 7 at x = 0
and whose first derivative assumes the value 16 at x = π2 . Both of these conditions related to
one value of x, namely x = 0. That is, the conditions related to the two different values of x, 0
and π2 . Thus this is an boundary-value problem.

1.9 Solution of Differential Equations


A function is said to be a solution of a differential equation, over a particular domain of the
independent variable, if its substitution into the equation reduces that equation to an identity
everywhere within that domain.
For an n−th-order ordinary differential equation (1.16), a function y = φ(x), which is n times
differentiable and satisfies the differential equation in some interval I when substituted into the
equation, is called a solution of the differential equation over the interval I.

Definition 1.15 (Solution of an ODE) A function φ is said to be a solution of ODE (1.16) if


φ ∈ Cn (I) and  
F x, φ(x), φ(1) (x), φ(2) (x), · · · , φ(n) (x) = 0, ∀x ∈ I (1.37)

where φ(n) stands for nth derivative of the function x 7→ φ(x) with respect to the independent
variable x.

Definition 1.16 (Solution of an ODE in Normal form) A function φ ∈ Cn (I0 ))) where I0 ⊆ I
is a subinterval, is called a solution of ODEs (1.17) if for every x ∈ I0 , the (n + 1)−tuple
(x, φ(x), φ(1) (x), φ(2) (x), · · · , φ(n−1) (x)) ∈ I × = and
 
φ(n) (x) = f x, φ(x), φ(1) (x), φ(2) (x), · · · , φ(n−1) (x) , ∀x ∈ I0 . (1.38)

Definition 1.17 (Solution of an IVP for an ODE) A solution φ of ODE (1.17) is said to be a
solution of IVP if x0 ∈ I0 and
 dr φ 
= yr , r = 0, 1, 2, · · · , n − 1.
dxr x0

This solution is denoted by φ(·; x0 , y0 , y1 , · · · , yn−1 ) to remember the IVP solved by φ.

Definition 1.18 (Local and Global solutions of an IVP) Let φ be a solution of an IVP for ODE
(1.17) according to Definition 1.13.
1 If I0 ⊆ I, then φ is called a local solution of IVP.
2 If I0 = I, then φ is called a global solution of IVP.

Remarks:
1 Note that in all our definitions of solutions, a solution always comes with its domain
of definition. Sometimes it may be possible to extend the given solution to a bigger
domain. We address this issue in the next chapters.
2 When n = 1, geometrically speaking, graph of solution of an IVP is a curve passing
through the point (x0 , y0 ).
14 INTRODUCTION TO DIFFERENTIAL EQUATIONS

Definition 1.19 (General Solution) The solution of a differential equation is called its general
solution if its contains a number of arbitrary constants equal to the order of the differential
equation. This solution is also called a complete solution or a complete primitive or a
complete integral.
d2 y
As for example y = A cos x + B sin x is the complete solution of a differential equation dx2 + y = 0,
since it contains two arbitrary constants A and B as well as the order of the differential is also
two.
Definition 1.20 (Particular Solution) A solution of a differential equation by giving particular
values to the arbitrary constants in its general solution is called a particular solution of that
equation.

As for example, if we put A = 1 and B = 0 in the general solution y = A cos x + B sin x of the
d2 y
differential equation dx2
+ y = 0, then y = cos x is the particular solution of this equation.

Definition 1.21 (Singular Solution) Sometime, the general solution of any differential equa-
tion does not include all possible solutions of the differential equation. In otherworld, there
may exist such a solution which can not be obtained by giving any particular values to those
arbitrary constants to the general solution. This is called a singular solution of that differential
equation.
a a
As for example y = c x + c is the general solution of the differential equation y = p x + p where
dy 2
p≡ dx .But it is seen that y = 4ax is also a solution of this differential equation, but it cannot
be obtained by giving any particular value of c to its general solution. So y2 = 4ax is a singular
solution of the differential equation y = p x + pa .
In some differential equations, the general solution consists of terms involving the arbitrary
constants and terms giving a function of the independent variable. The first part is called the
complementary function and the remaining part, which can be obtained by giving the value
zero to each of the arbitrary constants, is called the particular integral. If the general solution
is given by
y = A cosx + B sinx + xex ,

where A and B are arbitrary constants, then the complementary function is A cosx + B sinx and
particular integral is xex .

Theorem 1.1 Fundamental Theorem: Any n − th order differential equation can have only n
and not more than n, independent first integrals and so its general solution cannot have more
than n arbitrary and independent constants.

1.10 Geometric interpretation of a first order ODE and its solu-


tion
We now define some terminology that we use while giving a geometric meaning of an ODE
given by
dy
= f (x, y) (1.39)
dx
We recall that f is defined on D in <2 . In fact, D = I × J where I, J are sub-intervals of <.
FUNDAMENTAL CONCEPT OF DIFFERENTIAL EQUATIONS(Dr. Kalipada Maity, ISBN:
978-81-8487-590-4) 15

Definition 1.22 (Line element) A line element associated to a point (x, y) ∈ D is a line passing
through the point (x, y) with slope p. We use the triple (x, y, p) to denote a line element.

Definition 1.23 (Direction field/ Vector field) A direction field (sometimes called vector field)
associated to the ODE (1.39) is collection of all line elements in the domain D where slope
of the line element associated ton the point (x, y) has slope o equal to f (x, y). In other words, a
direction field is the collection (x, y, f (x, y)) : (x, y) ∈ D .

Remark (Interpretations):
1 The ODE (1.39) can be thought of prescribing line elements in the domain D.
2 Solving an ODE can be geometrically interpreted as finding curves in D that fit the
direction field prescribed by the ODE. A solution (say φ) of the ODE passing through a
point (x0 , y0 ) ∈ D (i.e., φ(x0 ) = y0 ) must satisfy φ0 (x0 ) = f (x0 , y0 ). In other words,

(x0 , y0 , φ0 (x0 )) = (x0 , y0 , f (x0 , y0 ))

3 That is, the ODE prescribes the slope of the tangent to the graph of any solution (which
is equal to φ0 (x0 )). This can be seen by looking at the graph of a solution.
4 Drawing direction field corresponding to a given ODE and fitting some curve to it will
end up in finding a solution, at least, graphically. However note that it may be possible
to fit more than one curve passing through some points in D, which is the case where
there are more than one solution to ODE around those points. Thus this activity (of
drawing and fitting curves) helps to get a rough idea of nature of solutions of ODE.
5 A big challenge is to draw direction field for a given ODE. One good starting point is
to identify all the points in domain D at which line element has the same slope and it is
easy to draw all these lines. These are called isoclines; the word means leaning equally.

1.11 Worked Out Examples


Example 1.16 Determine the order and degree of the following differential equation
 2 2 q
dy d y dy dy
(i)( dx )2 + 3y2 = 0 (ii) dx2 + xy = dx (iii) dx = 2y.
  23  2  32 d2 y
dy d2 y d y dy dy
(iv) dx = 3 + dx2 (v) dx2 + 1 = 3x dx (vi) y + dx = e dx2

Solution: (i) Order is 1 and degree is 2.


(ii) Order is 2 and degree is 2.
q
dy dy
(iii) dx = 2y ⇒ dx = 4y2 , order is 1 and degree is 1.
  23  2  3
dy d2 y dy d2 y
(iv) dx = 3 + dx2 ⇒ dx = 3 + dx2 .
Hence the order is 2 and degree is 3.
 2  32  2 3  2
d y dy d y dy
(v) dx2 + 1 = 3x dx ⇒ dx2 + 1 = 9x2 dx .
Hence the order is 2 and degree is 3.
d2 y dy
(vi) The differential equation can be written as dx2
= log(y + dx ), so the degree of the said
16 INTRODUCTION TO DIFFERENTIAL EQUATIONS

differential equation can not be defined as it is not a polynomial of derivatives although it has
order 2.
Example 1.17 Show that the differential equation of the family of circles

x2 + y2 + 2gx + 2 f y + c = 0, (1.40)
   2
dy 2 d3 y dy d2 y
(where g, f, c are parameters) is 1 + ( dx ) dx3 − 3 dx dx2 = 0.

Solution: Equation (1.40) contains three parameter g, f and c. Differentiating (1.40) with respect
dy dy
to x , we get 2x + 2y dx + 2g + 2 f dx = 0. Again differentiating with respect to x, we get

d2 y dy 2 d2 y
2 + 2y + 2( ) + 2 f =0 (1.41)
dx2 dx dx2
Differentiating again with respect to x, we get,

d3 y dy d2 y d3 y
2y + 6 + 2 f = 0. (1.42)
dx3 dx dx2 dx3
Now from (1.42) we get,
d3 y dy d2 y
(y dx3 + 3 dx dx2 )
f =− d3 y
(1.43)
dx3
  3  2
dy d y dy d2 y
From (1.41) & (1.43), the required result is 1 + ( dx )2 dx3 − 3 dx dx2 = 0.

Example 1.18 Obtain the differential equation of all circles each of which touches the x axis
at the origin. C.U(Hons.)-85, 93; V.U.(Hons.)-88, 97; IAS(Prel.)-99

Solution: The equation of the circles touching the x-axis at the origin is

x2 + y2 − 2ay = 0, (1.44)

where a is an arbitrary constant. Differentiating both sides w.r.t. x, we get,


dy
dy dy x + y dx
2x + 2y − 2a = 0, a = .
dx dx dy
dx

Putting the value of a in the equation (1.44), we get,


dy
2 2
x + y dx dy dy dy
x +y −2 y = 0 ⇒ (x2 + y2 ) − 2y2 = 2xy ⇒ (x2 − y2 ) = 2xy.
dy dx dx dx
dx

Example 1.19 Find the differential equation of all family of circles having their centres on the
y− axis.

Solution: The equation of the family of circles having their centres on the y-axis to be

x2 + (y − a)2 = r2 , (1.45)
FUNDAMENTAL CONCEPT OF DIFFERENTIAL EQUATIONS(Dr. Kalipada Maity, ISBN:
978-81-8487-590-4) 17

where a, r are arbitrary constants. This is a two parameters family of curves. To find the differ-
ential equation of the family of curves (1.45), we have to eliminate both a and r. Differentiating
(1.45)with respect to x, we get

dy dy
2x + 2(y − a) = 0 ⇒ x + (y − a) = 0. (1.46)
dx dx
dy
x+y dx
Expressing (1.46) in the form, dy = a and then differentiating the above relation w.r.t. x, we
dx
find that
  dy 2   
dy d2 y d2 y dy
dx 1 + y dx2 + dx − dx2
x + y dx
 dy 2 =0
dx
d2 y  dy 3 dy
or, x 2 − − = 0 is the differential equation of the family of circles.
dx dx dx
Example 1.20 Obtain the differential equation corresponding to the primitive:

(x − α)2 + (y − β)2 = r2 (1.47)

where r is a fixed constant and α, β are arbitrary constants. Give a geometrical interpretation
of the result. B.U.(Hons.) 1982
Solution: Differentiating (1.47) w.r.t. x, we obtain
dy
(x − α) + (y − β) =0 (1.48)
dx
Differentiating (1.48) again w.r.t. x, we obtain
dy 2 d2 y
1+( ) + (y − β) 2 = 0 (1.49)
dx dx
dy dy dy 2
1+( dx )2 dx (1+( dx ) )
From (1.49) we get, y − β = − d2 y
and hence (1.48) gives x − α = d2 y
. These values when
dx2 dx2
substituted in (1.47) leads to the required equation

d2 y 2 dy 2 3
r2 ( ) = (1 + ( )) (1.50)
dx2 dx
Geometrical interpretation. If we vary α and β in (1.47) we get a system of circles of given radius
r, having their centres anywhere in the xy− plane. The differential equation (1.50) expresses the
fact that for every member of the system the radius of curvature has everywhere the constant
value r.
Example 1.21 The equation

x2 y2
+ = 1, WBSSC 2001 (1.51)
a2 + λ b2 + λ
(where a and b are fixed constants and λ is an arbitrary parameter which can assume all
real values) represents a family of confocal conics. To obtain the differential equation of this
family.
18 INTRODUCTION TO DIFFERENTIAL EQUATIONS

Solution: The required differential equation is obtained by eliminating λ from (1.51) and the
derived equation
0
2x 2yy 0 dy
2
+ 2 = 0, (y = )
a +λ b +λ dx
0
x yy x + yy0
⇒ = − =
a2 + λ b2 + λ a2 − b2
0
x 2 x(x + yy ) y2 y x + yy0
⇒ = and = − · (1.52)
a2 + λ a2 − b2 b2 + λ y0 a2 − b2
Then using (1.51) and (1.52), we have the required differential equation as
0 0 0
(a2 − b2 )y = (xy − y)(x + yy )

Example 1.22 State with reasons whether the following differential equations are linear:

d2 y dy 2
2
2d y dy
(i) 2
+ y + y = 0 (ii) x 2
−x + y = 1 − log x, x > 0
dx dx dx dx
d2 y dy √ d2 y dy
(iii) x 2 + x2 − sin x y = 0, y > 0 (iv) 2 + x2 + x sin y = 0
dx dx dx dx
dy
Solution: (i) The non-linear terms of the differential equation are y dx and y2 . So the differential
equation is non-linear.
(ii) Each terms of the differential equation is in linear form. So the differential equation is linear.

(iii) The non-linear term of the differential equation is sin x y. So the differential equation is
non-linear.
(iv) The non-linear term of the differential equation is x sin y. So the differential equation is
non-linear.

1.12 Multiple Choice Questions(MCQ)


1. The type of the following differential equation y00 + sin (x + y) = sin x is
(a) linear, homogeneous (b) nonlinear, homogeneous Gate(MA): 2001
(c) linear, nonhomogeneous (d) nonlinear, nonhomogeneous
Ans. (d) is correct.
2. If y = ln(sin(x + a)) + b where a and b are constants, is the primitive, then the corresponding
lowest order differential equation is
(a) y00 = −(1 + (y0 )2 ) (b) y00 = 1 + (y0 )2
(c) y00 = −(2 + (y0 )2 ) (d) y00 = −(3 + (y0 )2 ) [JAM CA-2005]
Ans. (a)
Hint. y = ln(sin(x + a)) + b contains two arbitrary constants. Eliminating a and b, we get,
y00 = −(1 + (y0 )2 ).
3. The differential equation representing all circles centrad at (1, 0) is
dy dy dy dy
(a) x + y dx = 1 (b) x − y dx = 1 (c) y − x dx = 1 (d) y + x dx = 1
Ans. (a) JAM CA-2010
4. The differential equation representing the family of circles touching y- axis at the origin is
(a) Non linear and of first order (b) linear and of second order JAM(MA):2006
FUNDAMENTAL CONCEPT OF DIFFERENTIAL EQUATIONS(Dr. Kalipada Maity, ISBN:
978-81-8487-590-4) 19

(c) exact and linear but not homogeneous (d) exact, homogeneous and linear
Ans. (a)
Hint. Like the example 1.18.
dy
5. The differential equation (3y − 2x) dx = 2y JAM CA-2006
(a) homogeneous but not linear (b) linear and homogeneous
(c) linear but not homogeneous (d) homogeneous and linear
Ans. (a)
d2 y dy
6. The degree of dx2 = log(y + dx ) is
(a) 1 (b) 0 (c) Does not exist (d) 2
Ans. (c)
dy
Hint. The R.H.S of the given differential equation can not be a polynomial of dx .
 d2 y  31  1
dy 2
7. The order and degree of dx2 = y + dx are
(a) 1, 3 (b) 2, 1 (c) 2, Does not exist (d) 2, 2
Ans. (d)
 2 − 32
d2 d y
8. The order and degree of dx 2 dx2 = 0 are
(a) 1, 3 (b) 4, 1 (c) 2, Does not exist (d) 3, 2 [IAS(Prel.) -2006; ]
Ans. (b)
Hint. The problem is same with (vii) of Example 1.1.

1.13 Review Exercises

1 Define an ordinary differential equation. What do you mean by the degree and order of
a differential equation?
2 Explain the terms: general solution, a particular solution, a singular solution as applied
to an ordinary differential equation.
3 Find the differential equation, eliminate the arbitrary constants a, b, c from the equation
d3 y d2 y dy
y = a + b e5x + c e−7x . Ans. dx3 + 2 dx2 = 35 dx ; C.U(Hons.) 1995
4 Find the differential equation, eliminate the arbitrary constants a, b from the equation
d2 y dy
xy = aex + b e−x + x2 . Ans. x dx2 + 2 dx − xy + x2 − 2 = 0. ; IAS-1992
5 Find the differential equation, eliminate the arbitrary constants c from the equation y =
c(x − c)2 . Ans. (y0 )3 = 4y(xy0 − 2y) IAS(Prel.)-2009
6 Find the differential equation, eliminate the arbitrary constants a, b, c, d from the equation
ax+b d2 y dy d3 y
y= cx+d . Ans. 3( dx2 )2 = 2 dx dx3 .
x+ f
Hint. The given equation can be written as y = e x+g where e = ac , f = ba and g = dc .
So the independent arbitrary constants are e, f, g. Eliminating the independent arbitrary
d2 y dy d3 y
constants e, f, g, we get the required differential equation 3( dx2 )2 = 2 dx dx3 .
7 Find the order of differential equation, eliminate the arbitrary constants a, b, c, d from the
equation y = ax+b
cx+d with c + d = 0. Ans. 2.
x+ f
Hint. The given equation can be written as y = e x−1 where e = ac , f = ba . So the indepen-
dent arbitrary constants are e, f . As the number of independent arbitrary constants is 2,
the the order of differential equation is 2.
20 INTRODUCTION TO DIFFERENTIAL EQUATIONS

8 Show that the substitution x = sinh z transforms the equation


d2 y dy d2 y
(1 + x2 ) dx2 + x dx = 4y into dz2
= 4y. C.U(Hons.) 1982
9 Show that the differential equation of all parabolas having their axes parallel to the y−
d3 y
axis is dx3
= 0. C.U(Hons.) 1994; N.B.U(Hons.) 2007
10 Show that the differential equation of all parabolas with foci at the origin and axes along
dy dy
the x− axis is y( dx )2 + 2x dx − y = 0. V.U(Hons.) 2002
Hint. Here the parabola is (y + 2a)2 = x2 + y2 , where a is the parameter.
11 Obtain the differential equation of all circles each of which touches the y axis at the origin.
dy
Ans. x2 − y2 + 2xy dx = 0; IAS(Prel.)-1997
Hint. Like the example 1.18.
12 Find the differential equation of all family of circles which pass through the origin and
dy
whose centres on the x− axis. Ans. x2 − y2 + 2xy dx = 0; IAS(Prel.)-2002.
13 Show that the differential equation of all circles passing through origin and having their
dy y2 −x2
centres on axis of x is dx = 2xy . B.U(Hons.)-1987
14 Obtain the differential equation of all conics whose axes coincide with the axes of coordi-
nates.
Hint. General equation of the conic is ax2 + by2 = 1.
d2 y dy dy
Ans. xy dx2 + x( dx )2 − y dx = 0.
15 Prove that the differential equation of the circles through the intersection of the circle
x2 + y2 = 1 and the line x − y = 0 is
(x2 − 2xy − y2 + 1)dx + (x2 + 2xy − y2 − 1)dy = 0 V.U(Hons.)-2017
2 2
Hint. General equation of the circle is x + y − 1 + λ(x − y) = 0 where λ is a parameter.
16 The motion of a particle of mass m moving along a straight line is governed by the equation

mx00 + rx0 + kx = 0, where r and k are constants. Verify that


r ω
x = Ae−( 2m )t cos( t + B), (ω2 = 4mk − r2 )
2m
satisfies the differential equation, A and B being arbitrary constraints.
17 Find the differential equations of the family of parabolas y = cx2 when would the equation
be meaningful? Ans. xy0 = 2y. Everywhere except when c is indeterminate when
x = 0, y = 0.
18 Determine the order and degree of the following ODEs.
d2 y dy
(i) dx2 + sin( dx ) = 0. Ans. Order is 2 and degree does not exist.
d3 y
dy
(ii)e dx3 + x + dx = 0. Ans. Order is 3 and degree does not exist.
n d2 y o 12 n d2 y o 25
(iii) dx2 + dx2 = 0. Ans. Order is 2 and degree is 5.
 d2 y − 32 dy  d2 y − 72
(iv) dx2 dx +y dx2
= 0. Ans. Order is 2 and degree is 2.
19 Show that the substitution x = ez transforms the equation
d2 y dy d2 y
x2 dx2 + x dx + 4y = 0 into dz2
+ 4y = 0.
20 Show that the substitution z = sin x transforms the equation
d2 y dy d2 y
dx2
+ dx tan x + y cos2 x = 0 into dz2
+ y = 0. C.U(Hons.) 1983
FUNDAMENTAL CONCEPT OF DIFFERENTIAL EQUATIONS(Dr. Kalipada Maity, ISBN:
978-81-8487-590-4) 21

21 Constrict a differential equation by elimination of the arbitrary constants a and b from


each of the relations
(i) ax2 + by2 = 1 Ans. xyy00 + x(y0 )2 − yy0 = 0
(ii) (x − a)2 + (y − b)2 = r2 Ans. r2 (y00 )2 = (1 + (y0 )2 )3
2
(iii) x = a cos nt + b sin nt. Ans. ddt2x + n2 x = 0
22 Eliminating α from the following equations. State the order and degree of the resulting
differential equations; say whether linear or not
(i) x2 + y2 − 2αy = α2
(ii) y = αx + α − α3
(iii) x cos α + y sin α = a.
Ans. (i) x2 (y0 )2 − 4xyy0 − x2 = 0 (First order, second degree and non-linear)
(ii)y = xy0 + y0 − (y0 )3 (First order, third degree and non-linear)
(iii) (y − xy0 )2 = a2 (1 + (y0 )2 ) (First order, second degree and non-linear)
dy
23 Show that (x + y) dx + 5y2 = 3x4 is a non-linear ODE.
24 Determine the nature of the following ODEs.
d2 y dy
(i) dx2 + dx + y = 0 Ans. Linear and homogenous; C.H-96
d2 y dy
(ii) dx2 − dx + y = x2 Ans. Linear and non-homogenous.
25 Show that the differential equation representing the family of all straight lines which
dy
dy L
have an intercept of constant length L between the coordinate axes is x dx − y = q dx
dy
1+( dx )2
JAM(MA)-2008
26 Show that the adiabatic law pνγ = c is a fixed and c is an arbitrary constant, lead to
dp
ν dν + γp = 0.
27 Show that the substitution x = eu transforms the equation
d2 y dy d2 y dy
x2 dx2 + 4x dx + 2y = cos x into du2
+ 3 du + 2y = cos x. JAM(MA)–2010
22 INTRODUCTION TO DIFFERENTIAL EQUATIONS
Chapter 2

First order and First Degree


Ordinary Differential Equations(Dr.
Kalipada Maity)
2.1 Introduction
Many physical, chemical and biological systems can be described using mathematical models.
Once the model is formulated, we usually need to solve a differential equation in first order
and first degree ordinary differential equation. In this chapter we are going to discussed the
twin issues of existence and uniqueness for initial value problems corresponding to first order
and first degree ordinary differential equation. Further, we have introduced different methods
for solving the first order and first degree ordinary differential equation.

We will answer some fundamental questions: Do differential equations always have solutions?
Are solutions of differential equations unique? However, the most important goal of this
chapter is to introduce a geometric interpretation for the space of solutions of a differential
equation.

2.2 The method of successive approximations


We now face up to the general problem of finding solutions of the equation

dy
= f (x, y) (2.1)
dx
where f is any continuous real-valued function defined on some rectangle D where D : D{x0 −a ≤
x ≤ x0 + a, y0 − b ≤ y ≤ y0 + b, (a, b > 0)} in the real (x, y)-plane. Our object is to show that on
some interval I containing x0 (I = {x : x0 − a ≤ x ≤ x0 + a}) there is a solution φ of (2.1) satisfying

φ(x0 ) = y0 (2.2)

By this we mean there is a real-valued differentiable function φ satisfying (2.2) such that the
points (x, φ(x)) are in D for x in I and


= f (x, φ(x))
dx
24 INTRODUCTION TO DIFFERENTIAL EQUATIONS

for all x in I. Such a function φ is called a solution to the initial value problem

dy
= f (x, y), y(x0 ) = y0 on I (2.3)
dx
Our first step will be to show that the initial value problem is equivalent to an integral equation,
namely
Z x
y = y0 + f (t, y)dt on I (2.4)
x0

By a solution of this equation on I is meant a real-valued continuous function φ on I such that


(x, φ(x)) is in D for all x in I and
Z x
φ(x) = y0 + f (t, φ(t))dt for all x on I (2.5)
x0

Theorem 2.1 A function φ is a solution of the initial value problem (2.3) on an interval I if
and only if it is a solution of the integral equation (2.4) on I.

Proof.: Suppose φ is a solution of the initial value problem on I. Then


= f (t, φ(t)), on I (2.6)
dt
Since φ is continuous on I and f is continuous on D, the function F defined by

F(t) = f (t, φ(t))

is continuous on I. Integrating (2.6) from x0 to x we obtain


Z x
φ(x) = φ(x0 ) + f (t, φ(t))dt
x0

and since φ(x0 ) = y0 we see that φ is a solution of (2.4).

Conversely, suppose φ satisfies (2.5) on I. Differentiating we find using the fundamental


theorem of integral calculus, that

= f (x, φ(x)) (2.7)
dx
for all x on I. Moreover from (2.5) it is clear that φ(x0 ) = y0 and thus φ is a solution of the initial
value problem (2.3).

2.2.1 Solution Procedure by successive approximation


Now we turn our attention to solving (2.4). As a first approximation to a solution we consider
the function φ0 defined by φ0 (x) = y0 . This function satisfies the initial condition φ0 (x0 ) = y0 ,
but does not in general satisfy (2.4). However, if we compute
Z x Z x
φ1 (x) = y0 + f (t, φ0 (t))dt = y0 + f (t, y0 )dt.
x0 x0
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 25

We might expect that φ1 is a closer approximation to a solution than φ0 . In fact if we continue


the process and define successively
φ0 (x) = y0 , (2.8)
Z x
φk+1 (x) = y0 + f (t, φk (t))dt, (k = 0, 1, 2, · · · ), (2.9)
x0

we might expect, on taking the limit as k → ∞, that we would obtain φk (x) → φ(x), where φ
would satisfy
Z x
φ(x) = y0 + f (t, φ(t))dt
x0

Thus φ would be our desired solution. We call the functions φ0 , φ1 , · · · defined by (2.8)
successive approximation to a solution of the integral equation (2.4) or the initial value prob-
lem (2.3).
Example 2.1 Solve the initial value problem using the method of successive approximation

dy
= xy, y(0) = 1 (2.10)
dx
Solution: Here f (x, y) = xy and the integral equation corresponding to the problem (2.10) is
Z x
y=1+ tydt,
0

and the successive approximations are given by


Z x
φ0 (x) = 1, φk+1 (x) = 1 + tφk (t)dt, (k = 0, 1, 2, · · · )
0
Z x Z x
x2 t2 x2 x4
Thus φ1 (x) = 1 + tdt = 1 + , φ2 (x) = 1 + t(1 + )dt = 1 + + ,
0 2 0 2 2 2·4
 x2  1  x2 2 1  x2 k
and it may be established by induction that φk (x) = 1 + + + ··· + .
2 2! 2 k! 2
x2 x2
Hence φk (x) → e 2 as k → ∞ for all real x. Thus φ(x) = e 2 is the solution of the problem (2.10).

Theorem 2.2 The successive approximations φk , (k = 0, 1, 2, · · · , ) defined by (2.8)-(2.9), exist


as continuous functions on
n bo
I : |x − x0 | ≤ α = minimum a, , where | f (x, y)| ≤ M
M
and (x, φk (x)) is in D for x in I. Indeed, the φk satisfy

|φk (x) − y0 | ≤ M|x − x0 |, (k = 0, 1, 2, · · · ) and for all x in I. (2.11)

Proof.: Clearly φ0 exists on I as a continuous function and satisfies (2.11) with k = 0. Now
Z x
φ1 (x) = y0 + f (t, y0 )dt
x0
Z x Z x
and hence |φ1 (x) − y0 | = f (t, y0 )dt ≤ | f (t, y0 )|dt ≤ M|x − x0 |,
x0 x0
26 INTRODUCTION TO DIFFERENTIAL EQUATIONS

Therefore φ1 satisfies the inequality (2.11). Since f is continuous on D and so | f (x, y)| ≤ M on D.
Let the function F0 defined by F0 (t) = f (t, y0 ) is continuous on I. Thus φ1 which is given by
Z x
φ1 (x) = y0 + F0 (t) dt is continuous on I.
x0

Now assume the theorem has been proved for the function φ0 , φ1 , · · · , φk . We prove it is valid
for φk+1 . Indeed the proof is just a repetition of the above. We know that (t, φk (t)) is in D for t
in I. Thus the function Fk given by Fk (t) = f (t, φk (t)) exists for t in I. It is continuous on I. Since
f is continuous on D and so | f (x, y)| ≤ M on D and φk is continuous on I. Therefore φk+1 which
is given by
Z x
φk+1 (x) = y0 + Fk (t) dt exists as a continuous function on I.
x0
Z x
Moreover , |φk+1 (x) − y0 | ≤ |Fk (t)| dt ≤ M|x − x0 |,
x0

which shows that φk+1 satisfies (2.11). The theorem is thus prove by induction.

2.2.2 Lipschitz (Cauchy-Lipschitz) condition


A function f defined for (x, y) in a set D is said to satisfy Lipschitz condition on D if there exists
a positive constant λ, such that

| f (x, y1 ) − f (x, y2 )| ≤ λ|y1 − y2 |

for all (x, y1 ), (x, y2 ) in D. The constant λ is known as Lipschitz constant for the corresponding
function f .

Theorem 2.3 Suppose D is either a rectangle

|x − x0 | ≤ a, |y − y0 | ≤ b, (a, b > 0),

or a strip
|x − x0 | ≤ a, |y| < ∞, (a > 0),
∂f
and that f is a real-valued function defined on D such that ∂y exists, is continuous on D and

∂ f (x, y)
≤ λ, (x, y) in D, (2.12)
∂y

for some λ > 0. Then f satisfies a Lipschitz condition on D with Lipschitz constant λ.

Proof: We have
Z y2
∂ f (x, t)
f (x, y1 ) − f (x, y2 ) = dt, (2.13)
y1 ∂y

for all (x, y1 ), (x, y2 ) in D. Now from (2.12) and (2.13), we get,
Z y2
∂ f (x, t)
| f (x, y1 ) − f (x, y2 )| ≤ dt ≤ λ|y1 − y2 | (2.14)
y1 ∂y
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 27

for all (x, y1 ), (x, y2 ) in D which is Lipschitz condition .

Remark: It is to be noted that Lipschitz condition (2.14) can be replaced by a stronger condition
(2.12). The converse of this result may not be true.

Example 2.2 Show that f (x, y) = xy2 on R : { |x| ≤ 1, |y| ≤ 1} satisfying a Lipschitz condition.
But this function does not satisfy a Lipschitz condition on the strip S : { |x| ≤ 1, |y| < ∞}.

∂ f (x,y)
Proof.: Here f (x, y) = xy2 . So, ∂y = |2xy| ≤ 2 for (x, y) on R. Therefore, the given function f
satisfy the Lipschitz condition on R.

f (x,y )− f (x,0)
Since 1
y1 −0
= |x||y1 |, which tends to infinity as |y1 | → ∞ if |x| , 0. Therefore, the given
function f does not satisfy the Lipschitz condition on S.

2
Example 2.3 Show that f (x, y) = y 3 does not satisfy a Lipschitz condition on a rectangular
region R : { |x| ≤ 1, |y| ≤ 1}.

2
f (x,y )− f (x,0) 2
y13 − 31
Proof.: Here f (x, y) = y 3 . So, 1
y1 −0
= | y1 | = |y1 | which tends to infinity as y1 → 0.
Therefore, the given function f does not satisfy the Lipschitz condition on R.

Theorem 2.4 ((Local) Existence Theorem of a Differential Equation)


Let f be a continuous real-valued function over a rectangular domain D where D : D{x0 − a ≤
x ≤ x0 +a, y0 −b ≤ y ≤ y0 +b, (a, b > 0)} and let | f (x, y)| ≤ M for all (x, y) in D. Further suppose
that f satisfies a Lipschitz condition with constant λ in D. Then the successive approximations
Z x
φ0 (x) = y0 , φk+1 (x) = y0 + f (t, φk (t))dt, (k = 0, 1, 2, · · · ), (2.15)
x0
n o
converge on the interval I : |x − x0 | ≤ α = minimum{a, Mb } to a solution φ of the initial value
dy
problem dx = f (x, y), y(x0 ) = y0 on I.

Proof.: The proof is a repetition of parts (i), (i), (iii) of the proof of Theorem 2.5.

Similarly there are many sets of sufficient conditions which guarantee the existence and unique-
ness of a solution of a differential equation. We discuss here two such set of sufficient conditions
discovered by the French mathematician C.E. Picard (1856-1941) for the existence and unique-
ness of a solution of a differential equation of first order and first degree (not necessarily linear).
28 INTRODUCTION TO DIFFERENTIAL EQUATIONS

Theorem 2.5 [Picard’s Theorem for (Local) Existence and Uniqueness] The first order and
first degree differential equation
dy
= f (x, y) (2.16)
dx
n o
has a unique solution y = φ(x) satisfying y0 = φ(x0 ) on I : |x − x0 | ≤ α = minimum{a, Mb } if f
satisfies the following conditions V.U(H) : 2016(Only statement)
(a) f is continuous over a rectangular domain D where D : D{x0 − a ≤ x ≤ x0 + a, y0 − b ≤ y ≤
y0 + b},
(b) | f (x, y)| ≤ M ∈ < for all (x, y) ∈ D,
and (c) f satisfies Cauchy-Lipschitz condition viz.
| f (x, y1 ) − f (x, y2 )| ≤ λ|y1 − y2 | for λ ∈ < and (x, y1 ), (x, y2 ) ∈ D.

Proof.
n We first construct a sequence
o of functions {φn } defined over the common domain
b
I : |x − x0 | ≤ α = minimum{a, M } as follows

Z x
φ1 (x) = φ(x0 ) + f (x, φ(x0 ))dx
x0
Zx
φ2 (x) = φ(x0 ) + f (x, φ1 (x))dx
x0
.. .. ..
. . . Z x
φn (x) = φ(x0 ) + f (x, φn−1 (x))dx
x0

We shall show that


(i) each φn is derivable and hence continuous and bounded on I
(ii) φn converges uniformly on I
(iii) if lim φn (x) = φ(x), then y = φ(x) satisfies the differential equation on I
x→x0
(iv) φ(x) is unique.
Since f is continuous at (x, y), so f is alsoR continuous at (x, y0 ) on [x0 −a, x0 +a] where y0 = φ0 (x).
x
By Theorem 2.2, we have φ1 (x) = φ0 + x f (t, φ(x0 ))dt is derivable and hence continuous on I.
Rx 0

This implies that φk+1 (x) = φ0 + x f (x, φk (x))dx, k = 1, 2, 3, · · · is also derivable and hence
0
continuous on I. This prove (i).
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 29

To prove (ii), we first observe


Z x Z x
φ1 (x) − φ(x0 ) =


f (x, φ(x0 ))dx ≤ f (x, φ(x0 )) dx
x0 x0
b
≤ M x − x0 ≤ Mα ≤ b, α = min{a, } on I
M
Z x Z x

Similarly, φn (x) − φ(x0 ) = f (x, φ n−1 (x))dx ≤
f (x, φ n−1 (x)) dx
x0 x0

≤ M x − x0 ≤ Mα ≤ b on I
This implies range {φn (x)} ⊂ [y0 − b, y0 + b].
Z x

Next φ2 (x) − φ1 (x) = f (x, φ1 (x)) − f (x, φ(x0 )) dx
x
Z0 x
φ1 (x) − φ(x0 ) dx [ By Lipschitz0 s condition]
≤ λ
x0
Z
x λ M 2 λ Mα2
x − x0 dx = x − x0 ≤
≤ λ M on I
x0 2! 2!
Z x

Also φ3 (x) − φ2 (x) = f (x, φ2 (x)) − f (x, φ1 (x)) dx
x0
Z x

≤ λ φ2 (x) − φ1 (x) dx [ By Lipschitz0 s condition]
x0
Z 2 λ2 M
λ M x
2 3 λ2 Mα3
≤ x − x0 dx = x − x0 ≤ on I
2! x0 3! 3!

λn−1 Mαn
Similarly, φn (x) − φn−1 (x) ≤ n! on I

Now, φn (x) = φ(x0 ) + φ1 (x) − φ(x0 ) + φ2 (x) − φ1 (x) + · · · + φn (x) − φn−1 (x)
∴ lim φn (x) = φ(x0 ) + {φ1 (x) − φ(x0 )} + {φ2 (x) − φ1 (x)} + · · · + {φn (x) − φn−1 (x)} + · · ·
n→∞
P
∞ P

λn−1 Mαn λn−1 Mαn λn−1 Mαn
Clearly, φn (x)−φn−1 (x) ≤ n! on I and the series n! is convergent, since n! =
n=1 n=1
M P

λn αn M αλ
λ n! = λ (e − 1).
n=1
P

Hence by Weirstrass M− test, the series φ(x0 ) + {φn (x) − φn−1 (x)} is uniformly convergent on
n=1
I.
Therefore, if φ(x) denotes the sum function of this series then φ(x) = lim φn (x), φ(x) is derivable
n→∞
and hence continuous on I by the uniform convergence property.
To prove (iii), observe that
 Z x 
φ(x) = lim φn (x) = lim φ(x0 ) + f (x, φn−1 (x))dx
n→∞ n→∞ x0
Z x
⇒ y(x) = φ(x) = φ(x0 ) + f (x, lim φn−1 (x))dx, since f is continuous on I
x n→∞
Z 0x
⇒ y(x) = φ(x) = φ(x0 ) + f (x, φ(x))dx
x0
30 INTRODUCTION TO DIFFERENTIAL EQUATIONS

dy
Hence dx = f (x, φ(x)) and y0 = φ(x0 ) = φ0 (x), i.e., y = φ(x) satisfies the differential equation on
I.
To prove (iv), finally observe that if by any other method it is possible to find out another
solution y = ψ(x) on I, then ψ(x) must be identical with φ(x) on I i.e., there exists a unique
solution to the differential equation on I. Since y(x) = φ(x) and y = ψ(x) are two solutions on I,
we get,
Z x
φ(x) = y0 + f (x, φ(x))dx
x0
Z x
and ψ(x) = y0 + f (x, ψ(x))dx
x0

1
Let m = sup φ(x) − ψ(x) < ∞ where h < 2λ , x∈I
Now,
Z x
φ(x) − ψ(x) =
{ f (x, φ(x)) − f (x, ψ(x))}dx

x0
Z x
f (x, φ(x)) − f (x, ψ(x)) dx

x
Z0 x
φ(x) − ψ(x) dx
≤ λ
x0
m
≤ λ m x − x0 ≤ λmh ≤
2

m m
∴ sup φ(x) − ψ(x) ≤ 2 or m ≤ 2 which is impossible unless m = 0, on I. Thus φ(x) = ψ(x), on I.

Remark: By using the theorem 2.3, we have a set of sufficient conditions of Cauchy-Lipschitz
are
(i) f is continuous over a closed domain
∂f
(ii) ∂y is continuous over the same domain.

It is easy to verify that the conditions of Cauchy-Lipschitz imply the conditions of Picard stated
above.
Theorem 2.6 (Alternative Theorem for (Local) Existence and Uniqueness of the Solution
of a Differential Equation)
Solution: The initial value problem f satisfy the differential equation
dy
= f (x, y), y0 = φ(x0 ) (2.17)
dx
n o
which has a unique solution y = φ(x) in the interval I : |x − x0 | ≤ α = minimum{a, Mb } if f
∂f
is continuous and has a continuous partial derivative ∂y in the closed rectangular domain D
where D : D{x0 − a ≤ x ≤ x0 + a, y0 − b ≤ y ≤ y0 + b}.
Geometrically, through the point (x0 , y0 ), there passes a unique integral curve of the equation
(2.17). It is also called Picard Theorem.
Remark: The Proof. has been giving in ”Coddington, E. A.(1961). An Introduction to
Ordinary Differential Equations, Dover Publications, Inc., New York”. The reader may skip
the proof of the above theorem in his first reading.
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 31

dy 2
Example 2.4 Show that dx = 3y 3 , y(0) = 0 has more than one solution and indicate the
possible reason. B.U(Hons.)-00, 05

Solution : Consider the given initial value problem given by


dy 2
dx = f (x, y) = 3y with y(0) = 0.
3

f (x,y )− f (x,0) 2
y13 −1
So, 1
y1 −0
= |3 y | = |3y1 3 | which tends to infinity as y1 → 0. Therefore, the given function
1
f does not satisfy the Lipschitz condition on any rectangle containing the origin.
Also the two functions φ, ψ given by

φ(x) = x3 , ψ(x) = 0, (−∞ < x < ∞)

are both solutions of this problem. Therefore, the given initial value problem has no unique
solution on any rectangle containing the origin. The possible reason is 0 00 -neighborhood.
dy 1
Example 2.5 Show that dx = y , y(0) = 0 has more than one solution and indicate the possible
reason.
Solution : Consider the initial value problem given by
dy 1 f (x,y1 )− f (x,0) 1
dx = f (x, y) = y , y(0) = 0. So, y1 −0 = | y2 | → ∞ as y1 → 0. Therefore, the given function
1
f does not satisfy the Lipschitz condition on any rectangle containing the origin.
Also the two functions φ, ψ given by
√ √
φ(x) = 2x, ψ(x) = − 2x, (0 ≤ x < ∞)

are both solutions of this problem. Therefore, the given initial value problem has no unique
solution on any rectangle containing the origin. The possible reason is 0 00 -neighborhood.
dy
Example 2.6 Show that the ODE dx = 1 + y2 , y(0) = 0 has unique solution in some interval
centered at 0.
dy
Solution : The given ODE is dx = 1 + y2 .
∂f
So, f (x, y) = 1 + y2 and = 2y are both continuous in some interval centered at 0. Therefore,
∂y
using the theorem 2.6, we have, the solution of the given differential equation is unique in some
interval centered at 0.
dy
Example 2.7 Show that the ODE dx = x − y + 1, y(1) = 2 has unique solution in some interval
centered at 1.
dy
Solution : The given ODE is dx = x − y + 1.
∂f
So, f (x, y) = x − y + 1 and ∂y = −1 are both continuous in some interval centered at 1. Therefore,
using the theorem 2.6, we have, the solution of the given differential equation is unique in some
interval centered at 1.
Example 2.8 Find the existence and uniqueness of the solution of the initial value problem
dy 2
dx = y , y(1) = −1.

∂f
Solution: Here f (x, y) = y2 and = 2y are both continuous for all (x, y). Thus we say that f
∂y
 
satisfies all the conditions of Theorem-2.6 in every rectangle R = (x, y) : |x − 1| ≤ a, |y + 1| ≤ b
32 INTRODUCTION TO DIFFERENTIAL EQUATIONS

about the point (1, −1).

Here M = max| f (x, y)| for (x, y) ∈ R and α = min{a, Mb }. Then the Theorem- asserts that the
problem has a unique solution on the interval |x − 1| ≤ α.

 
b
Now M = (−1 − b)2 = (1 + b)2 . So, α = min a, (b+1)2
.
b 1−b
Let F(b) = (b+1)2
, then F0 (b) =(b+1)3
. Thus maximum value of b(> 0) occurs at b = 1. Then
1 1 b b 1
F(1) = 4 . Therefore, if a ≥ 4 , (b+1)2 ≤ a for all b > 0 and then α = (b+1) 2 ≤ 4 for any value of a. If

however, a < 41 , then certainly α < 14 . So, in all cases α ≤ 14 .


 
1 1 1
∴ For b = 1, a ≥ 4, α = min a, 4 = 4. Hence the given differential equation has a unique
solution on the interval |x − 1| ≤ 41 .
Indeed, the solution of the problem is found to be y = − 1x and this is actually defined and
possesses a continuous derivative on the interval 0 < x < ∞.

Example 2.9 Show that the problem


2
dy ey − 1
= , y(−2) = 1
dx 1 − x2 y2

has a unique solution in [−2.02, −1.98].

Proof. We want to find an interval on which a solution surely exists. Here the function f
y2
e −1
defined by f (x, y) = 1−x2 y2 and x0 , y0 are given by x0 = −2, y0 = 1. Thus we need to pick a

rectangle R which is centered at (−2, 1). In this rectangle we need to have good control on f
∂f
and ∂y and so we certainly have to choose R so small that it contains no points at which the
denominator 1 − x2 y2 vanishes. The exact choice of the rectangle is up to you but the properties
∂f
of f and ∂y as required in the theorem, must be satisfied.
Let’s pick a, b small in the definition of R, say, let’s choose a = 12 and b = 1
4 so that we work in
the rectangle
n 5 3 3 5o
R = (x, y) : − ≤ x ≤ − , ≤x≤
2 2 4 4
Notice that then for (x, y) in R, we have x2 ≥ 94 , y2 ≥ 16 9
and therefore x2 y2 ≥ 64 81
so |1 − x2 y2 | ≥
25 9
81 17 1 1 y2 −1 −1
64 − 1 = 64 > 4 for (x, y) in R. Thus we get |1−x2 y2 | < 4 and e ≤ e 16 = e 16 < 3 which implies
2
ey − 1
f (x, y) = ≤ 3 × 4 = 12, f or (x, y) ∈ R.
1 − x2 y2

Thus a legitimate(but not optimal) choice for M is M = 12. Also we compute

∂ f 2ye y2 − 1 e y2 − 1 5 5
2
= + 2yx ≤ × 12 + 3 × 42 × ( )3 = 780.
∂y 1 − x2 y2 (1 − x2 y2 )2 2 2

Thus we see that the Lipschitz condition is also satisfied with Lipschitz constant λ = 780.
Now if we take α = minimum{a, Mb } = minimum{ 21 , 4×12
1 1
} = 48 , then by the Theorem 2.6 we can be
sure that the problem has exactly one solution in the interval [−2 − α, −2 + α]. So for example
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 33

1
if we choose α = 0.02 (which is less than 48 , we would deduce that there is a unique solution in
the interval [−2.02, −1.98].
Remark: To obtain the possible reason of x for existence and uniqueness of a differential
equation, we set M = sup k f (x, y)k and α = min{a, Mb }.
(x,y)∈D

Theorem 2.7 (Non-local existence of solutions)


Let f be a continuous real-valued function on the strip S where S : S{x0 − a ≤ x ≤ x0 + a, −∞ <
y < ∞, (a > 0)} and let f satisfies on S a Lipschitz condition with constant λ > 0. Then the
successive approximations {φk } for the problem

dy
= f (x, y), y(x0 ) = y0 , (2.18)
dx
exist on the entire interval |x − x0 | ≤ a and converge there to a solution φ of (2.18).

Proof.: The successive approximations are given by


Z x
φ0 (x) = y0 , φk+1 (x) = y0 + f (t, φk (t))dt, (k = 0, 1, 2, · · · )
x0

An introduction argument establishes the existence of each φk for

|x − x0 | ≤ a, (See. Theorem 2.2, )

Since f is continuous on S, the function F0 given by F0 (x) = f (x, y0 ) is continuous for |x − x0 | ≤ a


and hence bounded there. Let M be any positive constant such that

| f (x, y0 )| ≤ M, (|x − x0 | ≤ a) (2.19)

The proof of the convergence of {φk (x)} now follows that of part (i) of the proof of Theorem 2.5,
once we note that
Z x Z x

φ1 (x) − φ0 (x) = f (t, y0 )dt ≤ f (t, y0 ) dt ≤ M x − x0 due to (2.19).
x0 x0

The limit function φ need no longer satisfy


the inequality
|φ(x 1 ) − φ(x2 )| ≤ M|x1 − x2 | for the M
n−1 n
given in (2.19). However, we note that φn (x) − φn−1 (x) ≤ λ n!Mα is valid and this implies that

X
n
|φn (x) − φ(x0 )| = | {φk (x) − φk−1 (x)}|
k=1
X
n
M X λk
n k
≤ |φk (x) − φk−1 (x)| ≤ x − x0
λ k!
k=1 k=1

M X λk
∞ k M
≤ x − x0 ≤ (eλa − 1), for |x − x0 | ≤ a.
λ k! λ
k=1

M λa
If we let b = λ (e − 1), then we have the approximations satisfy

|φn (x) − φ(x0 )| ≤ b, (|x − x0 | ≤ a),


34 INTRODUCTION TO DIFFERENTIAL EQUATIONS

and taking the limit as k → ∞, we obtain

|φ(x) − y0 | ≤ b, (|x − x0 | ≤ a).

Now since f is continuous on D where D : D{x0 − a ≤ x ≤ x0 + a, y0 − b ≤ y ≤ y0 + b}.


It is bounded there, i.e, there is a positive constant N such that

| f (x, y)| ≤ N

for (x, y) in D. The continuity of φ may now be exhibited just as in part (ii) of the proof of
Theorem 2.5. Indeed, for x1 , x2 in our interval |x − x0 | ≤ a,
Z x1

|φn+1 (x1 ) − φn+1 (x2 )| = f (t, φn (t))dt ≤ N|x1 − x2 |,
x2

which implies, on letting k → ∞,

|φ(x1 ) − φ(x2 )| ≤ N|x1 − x2 |.

The remainder of the proof is a repetition of parts (iii) and (iv) of the proof of Theorems 2.5 with
α is replaced by a everywhere.

Theorem 2.8 (Corollary of non-local existence)


Let f be a continuous real-valued function on the plane

|x| < ∞, |y| < ∞,

which satisfies a Lipschitz condition on each strip Sa : {|x| ≤ a, |y| < ∞, (a > 0)}. Then every
initial value problem
dy
= f (x, y), y(x0 ) = y0 ,
dx
has a solution which exists for all real x.
Proof.: If x is any real number there is an a > 0 such that x is contained inside an interval
|x − x0 | ≤ a. For this a the function f satisfies the conditions of Theorem 2.7 on the strip

|x − x0 | ≤ a, |y| < ∞,

since this strip is contained in the strip

|x| ≤ |x0 | + a, |y| < ∞.

Thus {φk (x)} tends to φ(x) where φ is a solution to the above initial-value problem.
dy y3 ex
Example 2.10 Is the solution exist of the problem dx = 1+y2
+ x2 cos y?

y3 ex
Solution: Here f (x, y) = 1+y2
+ x2 cos y , so f is continuous on the plane S : {(x, y) : |x| <
4 2
∂f y +3y x ∂f
∞, |y| < ∞}. Since ∂y = (1+y2 )2
e − x2 sin y, we have | ∂y | = 3ea + a2 for all
(x, y) in the strip
Sa : {|x| ≤ a, |y| < ∞}.
Hence, by Theorem 2.8, f satisfies a Lipschitz condition on Sa with Lipschitz constant λa =
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 35

dy y3 e x
3ea +a2 . Therefore given equation dx = 1+y2 +x2 cos y together with any initial condition y(x0 ) = y0
is a problem which has a solution existing for all real x.

dy
Example 2.11 Is the solution exist of the problem dx = y2 ?

∂f ∂f
Solution: Here f (x, y) = y2 and ∂y = 2y. So ∂y = 2y is not bounded on any strip Sa : |x| ≤
a, |y| < ∞. Hence, f does not satisfy a Lipschitz condition on any strip Sa , although it satisfies
dy
one on any rectangle D : |x| ≤ a, |y| ≤ b. As we have the problem dx = y2 , y(1) = −1 has a
solution φ which exists only for x > 0 (See the Example 2.12).

Example 2.12 Show that the problem

dy
= 2 sin(3xy), y(0) = y0
dx
has a unique solution in (−∞, ∞).

Proof. To do this it is sufficient to show that it has unique solution on every interval [−L, L].
Now fix L, we define D = {(x, y) : −L ≤ x ≤ L, y0 − b ≤ y ≤ y0 + b, L, b > 0} for very large b.
∂f
Here the function f defined by f (x, y) = 2 sin(3xy) satisfies | f (x, y)| ≤ 2 and | ∂y | ≤ 6L for (x, y) in
D. We also observed that these bounds are independent of b. By the existence and uniqueness o
Theorem 2.5, there is a unique solution for the interval [−α, α] where α = minimum{L, 2b } . Since
the bounds are independent of b, so we may choose b large , in particular we may choose b large
than 2L, so that α = L. Thus we get a unique solution on [−L, L]. Then by using Theorem2.8,
there is a unique solution for the problem in the interval [−∞, ∞].

Remarks: The Existence and Uniqueness Theorem is a sufficient condition, meaning that the
existence and uniqueness of the solution is guaranteed when the specific conditions hold.
It is not a necessary condition, implying that, even when the specific conditions are not all
satisfied, there may be still exist a unique solution.

dy
Example 2.13 The initial value problem dx = f (x, y) with y(0) = 0 has unique solution, despite
the f not being Lipschitz continuous w.r.t variable y on any rectangle containing (0, 0) where
f (x, y) is given by

1
f (x, y) = y sin , y,0
y
= 0, y=0

2.3 Some Classifications


Assuming that a first order linear differential equation has a solution, we can classify these
equations according to the methods applied to solve these and some important classification
are as follows:
(a) Separation of Variables b) Homogenous Equations (c) Non-homogeneous equa-
tions of first order and first degree (d) Exact Equations (e) Linear Equations
36 INTRODUCTION TO DIFFERENTIAL EQUATIONS

2.4 Solution by the Separation of Variables Method

dy f (x)
When a differential equation Mdx + Ndy = 0 can be put in the form = , g(y) , 0
dx g(y)
then we can use this method. In this case g(y)dy = f (x)dx, and integrating, we get
Z Z
g(y)dy = f (x)dx + C, where C is an arbitrary constant.

After integration, we get the solution.

dy 3x2
Example 2.14 Solve dx = 1+y2

Solution: The equation can be written as (1 + y2 )dy = 3x2 dx


Z Z
2
Now integrating, (1 + y )dy = 3x2 dx + C, C being an integrating constant
1 3
or, y + y = x3 + C, which is the required solutions.
3

2.5 Homogeneous Differential Equations and their Solutions


y
Homogeneous function: If a function f of x, y be expressed in the form xn φ( x ) or in the form
yn ψ( xy ), then f is said to homogeneous function of degree n in x and y.
Homogeneous differential equation: When the function M and N are homogeneous functions
of x and y of same degree, then the differential equation M(x, y)dx + N(x, y)dy = 0 is called a
homogeneous differential equation.

Theorem 2.9 If the differential equation

M(x, y)dx + N(x, y)dy = 0, is a homogeneous equation, (2.20)

then y = vx transforms (2.20) into a separable equation in the change of variables v and x.
y y
Proof. In this case, we may write M = xn φ( x ), N = xn ψ( x ). On the substitution of y = vx so
that v may be considered a new dependent variable, the homogeneous equation (2.20) becomes

xn φ(v)dx + xn ψ(v){xdv + vdx} = 0 ⇒ xn {[φ(v) + vψ(v)]dx + xψ(v)dv} = 0


dv dx vψ(v) + φ(v) φ(v)
⇒ + = 0 (xn , 0) where F(v) = =v+ .
F(v) x ψ(v) ψ(v)
R R
dv dx
Thus the variables are separated and integrating we get, + = log c, where c is the
R F(v) x
dv
integrating constant and the solution is F(v) = log xc .

dy 2x+y
Example 2.15 Solve dx = 2x−y .
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 37

dy 2x+y
Solution: Given homogeneous equation is dx = 2x−y

dv 2 + v dv v2 − v + 2
Let y = vx, then v + x = ⇒ x =
dx 2 − v dx 2−v
1 3
dx 2−v dx − (2v − 1) +
⇒ = 2 dv ⇒ = 2 2 2
dv
x v −v+2 x v −v+2
1 3 2v − 1
Integrating log x = − log |v2 − v + 2| + √ tan −1 √ + c
2 7 7
6 2y + x
⇒ log |y2 − xy + 2x2 | = √ tan−1 √ +c
7 7x
6 2y + x
⇒ log |2x2 − xy + y2 | = √ tan−1 √ +c
7 7x
as the required equation to the family of curves.

2.6 Non-homogeneous Differential Equations of First Order


and First Degree
dy ax+by+c
The equations dx = F( Ax+By+C ) is a non-homogeneous differential equation of first order and
first degree in x and y. This non-homogeneous equation can be made homogeneous by a linear
transformation of the variable.
Theorem 2.10 An equation of the form

dy ax + by + c
= F( ) (2.21)
dx Ax + By + C

in which a, b, c, A, B, C are fixed constants such that aB − bA , 0 can be made homogeneous


and hence can be solve by separation.

Proof. We first note that under given restriction (viz.,aB − bA , 0), the equation ax + by + c = 0
Ax + By + C = 0 will represent two intersecting straight lines. The point of intersection (h, k) is
given by
bC − cB cA − aC
h= and k = (2.22)
aB − bA aB − bA
We now transfer the origin there by putting x = h + X, y = k + Y. This leaves dx = dX and
dy = dY. The equation (2.21) becomes
dY aX + bY
= F( ).
dX AX + BY
So that F is a homogeneous function of X and Y of degree zero. The value of h and k are
determinate since aB − bA , 0. Now, we put Y = vX and obtain
dv a + bv
v+X = F( ) = φ(v), say.
dX A + Bv
Separating the variables, we get
dv dX
= .
φ(v) − v X
38 INTRODUCTION TO DIFFERENTIAL EQUATIONS

The primitive will then be Z


dv
= log C1 X,
φ(v) − v
Y y−k
where the value of v = X = x−h [h, k given by (2.22)] is to be substituted.

by
Particular Case: When aB − bA = 0, let X be the new dependent variable defined by X = x + a =
By b B dX b dy
x+ A (see that a = A ). So that dx =1+ a dx . The equation (2.21) then becomes
a dX aX + c dX b aX + c
( − 1) = F( ) or, = 1 + F( ).
b dx AX + C dx a AX + C
The variables X and x are now separable. In practice, the following procedure is adopted:
Since Aa = bb = K,(say), we observed that ax + by = K(Ax + By). Now we put ax + by = v so that
dv dy
dx = a + b dx . Hence the equation (2.21) becomes
1 dv v+c
( − a) = F( ) = φ (v), (say).
b dx Kv + C
The variables v and x can be easily separated.
dy y−x+1
Example 2.16 Solve the problem dx = y+x+5 .

Solution: The two lines y − x + 1 = 0 and y + x + 5 = 0 intersects at the point (−2, −3). The
substitution x = X − 2, y = Y − 3 gives
Y
dY Y−X X −1
= = .
dX Y+x Y
X +1
Put Y = vX. Then equation becomes
dv v−1 dv v−1 v2 + 1
v+X = or, X = −v=− .
dX v + 1 dX v + 1 v+1
Separating the variables we get,
(v + 1)dv dX
+ =0
v2 + 1 X
1
Integrating, log (v2 + 1) + tan− 1v + log X = log c, (c is the integrating constant)
2
y+3 2 y+3
⇒ log[( ) + 1] + 2 tan−1 + 2 log (x + 2) = K, (say)
x+2 x+2
y+3 Y y+3
Then, log [(y + 3)2 + (x + 2)2 ] + 2 tan−1 = K, (putting v = = ).
x+2 X x+2

dy 3x−4y−2
Example 2.17 Solve dx = 6x−8y−5 .

Solution: Here the two lines 3x − 4y − 2 = 0 and 6x − 8y − 5 = 0 are parallel. we observed here
that the equation may be written as
dy (3x − 4y) − 2
= . (2.23)
dx 2(3x − 4y) − 5
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 39

dv
dv dy dy 3− dx
Putting 3x − 4y = v, so that dx = 3 − 4 dx ⇒ dx = 4 and then from equation (2.23), we get

3 1 dv v−2 2v − 7 dv (2v − 5)dv


− = ⇒ = ⇒ = dx.
4 4 dx 2v − 5 2v − 5 dx 2v − 7
Integrating v + log (2v − 7) = x + c, c is the integrating constant. Then replacing v = 3x − 4y, we
get, log (6x − 8y − 7) = c − 2x + 4y which is the required solution.

2.7 Exact equations


Let M, N be two real-value functions defined on some rectangle region

R : |x − x0 | ≤ a, |y − y0 | ≤ b, (a, b > 0).

Consider a differential equation

dy M(x, y)
M(x, y)dx + N(x, y)dy = 0 ⇒ =− = f (x, y), N(x, y) , 0.
dx N(x, y)

If the differential equation M(x, y)dx + N(x, y)dy = 0 can be expressed in the form dv = 0,
where v is function of x and y, without multiplying by any factor, then the equation M(x, y)dx +
N(x, y)dy = 0 is said to be an exact differential equation and its general solution is v(x, y) = c,
where c is an arbitrary constant.
y xdy−ydx y
Example 2.18 (i) 1x dy − x2
dx = 0 ⇒ x2 = 0 ⇒ d( x ) = 0, it is an exact differential equation.
xdy−ydx y
(ii) 1y dy − 1x dx = 0 ⇒ xy = 0 ⇒ d(log x )
= 0, it is an exact differential equation.
2 2 2 2
(iii) 2xy dx + 2yx dy = 0 ⇒ d(x + y ) = 0, it is an exact differential equation.

2.8 Necessary and sufficient condition of exactness


In the previous section, we have seen that when a ordinary differential equation M(x, y)dx +
N(x, y)dy = 0 will be exact. Now we will established the condition for exactness.

Theorem 2.11 Let M, N be two real-value functions which have continuous first partial
derivatives on some rectangle

R : |x − x0 | ≤ a, |y − y0 | ≤ b, (a, b > 0).

Then the necessary and sufficient conditions for the ordinary differential equation M(x, y)dx +
N(x, y)dy = 0 to be exact in R is

∂M ∂N
= in R.
∂y ∂x

[VU(Hon.)-2017]

Proof: By the definition of exact if the equation M(x, y)dx + N(x, y)dy = 0 be exact in R, then
there must be a function v of x, y, such that

M(x, y)dx + N(x, y)dy = dv in R (2.24)


40 INTRODUCTION TO DIFFERENTIAL EQUATIONS

Also from the definition of total differential we have,

∂v ∂v
dv = dx + dy (2.25)
∂x ∂y
∂v ∂v
Comparing (2.24) and (2.25), we get
= M(x, y) and = N(x, y)
∂x ∂y
   
∂M ∂ ∂v ∂2 v ∂N ∂ ∂v ∂2 v ∂M ∂N
∴ = = and = = . Hence = in R
∂y ∂y ∂x ∂y∂x ∂x ∂x ∂y ∂x∂y ∂y ∂x

∂M ∂N
Thus the condition is necessary. To prove the sufficient condition, we are to show that if ∂y = ∂x
in R, then M(x, y)dx + N(x, , y)dy = dv in R.
∂u
If possible let there exists u(x, y), such that = M(x, y) in R
Z ∂x
⇒ u(x, y) = Mdx where y is taken as constant.
 
∂N ∂M ∂2 u ∂2 u ∂ ∂u
Now = = = =
∂x ∂y ∂y∂x ∂x∂y ∂x ∂y
∂u ∂u 0 0
⇒ N(x, y) = + φ(y) = + ψ (y) in R where φ(y) is function of y only and φ(y) = ψ (y).
∂y ∂y
Also using the value of M(x, y) and N(x, y), we can write
 
∂u ∂u 0 0
Mdx + Ndy = dx + + ψ (y) dy = du + ψ (y)dy = d(u + ψ(y)) = dv. (2.26)
∂x ∂y
Hence M(x, y)dx + N(x, y)dy = 0 is exact differential equation in R.

Working Procedure 1:
From the equation (2.26) we get
Z
v(x, y) = constant ⇒ u + ψ(y) = constant ⇒ u + φ(y)dy = constant
Z Z
⇒ Mdx(y is taken as constant) + (terms not containing x in N )dy = constant.

Working Procedure
R 2:
Step I. Calculate R Mdx treating y as constant.
Step II. Calculate Ndy treating x as constant.
Step III. Add with the results of step I, the result of step II deleting those terms which have
already been counted in step I.
Step IV. Equating the result in step III to an arbitrary constant, we get the general solution of
the equation.

Example 2.19 Solve

ex sin ydx + (ex + 1) cos ydy = 0 (2.27)

Solution: Here M = ex sin y and N = (ex + 1) cos y


Now ∂M x ∂N x ∂M ∂N
∂y = e cos y and ∂x = e cos y. ∴ ∂y = ∂x . Hence the equation is exact.
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 41

Procedure-1: The solution of the equation (2.27) is


Z Z
Mdx(y is taken as constant) + (terms not containing x in N )dy = c.
Z Z
⇒ ex sin ydx + cos ydy = c ⇒ ex sin y + sin y = c ⇒ (ex + 1) sin y = c.

where c is an arbitrary constant.


Procedure-2:
Z Z
Now, Mdx = ex sin y dx = ex sin y, (y is taken as constant)
Z Z
and Ndy = (ex + 1) cos ydy = (ex + 1) sin y, (x is taken as constant)

Therefore, the solution of the equation (2.27) is (ex + 1) sin y = c where c is an arbitrary constant.

Example 2.20 Show that

(a2 − 2xy − y2 )dx − (x + y)2 dy = 0 is a exact differential equation and hence solve it. (2.28)

Solution: If we compare the equation (2.28) with the equation M(x, y)dx + N(x, y)dy = 0 then
M(x, y) = a2 − 2xy − y2 and N(x, y) = −(x + y)2 . We have ∂M ∂N
∂y = −2x − 2y and ∂x = −2x − 2y.
∂M ∂N
∴ ∂y = ∂x . Hence the equation is exact. The solution of the equation is
Z Z
(a2 − 2xy − y2 )dx − (y2 )dy = c (y is consider as constant in the first integral)
1 3
⇒ a2 x − x2 y − xy2 − y = c, where c is the arbitrary constant.
3

2.9 Integrating Factor


Definition 2.1 Sometimes it has been seen that M(x, y)dx + N(x, y)dy = 0 is not exact on some
rectangle region R, but it can be made exact by multiplying it by some function of x and y
say µ(x, y) on R. This function µ is called an integrating factor of this differential equation
M(x, y)dx + N(x, y)dy = 0 on R.

Theorem 2.12 The number of integrating factors of an equation M(x, y)dx + N(x, y)dy = 0 is
infinite on R.
Proof : Let µ(x, y) be an integrating factor of the equation M(x, y)dx + N(x, y)dy = 0 and thus

µ(x, y)(M(x, y)dx + N(x, y)dy) = dg

and hence g(x, y) = C, (C being an arbitrary constant) is a solution on R. Now let f be any
function of g, then

µ(x, y) f (g)(M(x, y)dx + N(x, y)dy) = f (g)dg = dF(g), (say)

where F0 (g) = f (g), on R. Thus right hand side is exact, and hence µ(x, y) f (g) is also an
integrating factor. But since f is an arbitrary function of g, so the number of integrating factors
is infinite on R.
42 INTRODUCTION TO DIFFERENTIAL EQUATIONS

2.10 Rules for finding Integrating factors


Rule-I: If Mx+Ny , 0 and the equation Mdx+Ndy = 0 be homogeneous differential equation
1
where M, N have continuous first partial derivatives on some rectangle R, then Mx+Ny in R is
an integrating factor of the said equation. V.U(H) : 2016

Proof. Here the given differential equation is Mdx + Ndy = 0. Since M, N are homogeneous
functions of x and y in R with degree n. So x ∂M ∂M ∂N ∂N 1
∂x + y ∂y = nM and x ∂x + y ∂y = nN. Now if Mx+Ny
will be an I.F, then
M N
dx + dy = 0, (∵ Mx + Ny , 0) (2.29)
Mx + Ny Mx + Ny

must be exact. So for the necessary condition, we are to show that

∂ M ∂ N
( )= ( ). (2.30)
∂y Mx + Ny ∂x Mx + Ny

Ny ∂M ∂N
∂y − MN − My ∂y Mx ∂N ∂M
∂ M ∂ N ∂x − MN − Nx ∂x
Now, ( )= and ( ) = .
∂y Mx + Ny (Mx + Ny)2 ∂x Mx + Ny (Mx + Ny)2

Ny ∂M ∂N
∂y − MN − My ∂y Mx ∂N ∂M
∂ M ∂ N ∂x − MN − Nx ∂x
∴ ( )− ( )= −
∂y Mx + Ny ∂x Mx + Ny (Mx + Ny)2 (Mx + Ny)2

N x ∂M ∂M ∂N ∂N
∂x + y ∂y ) − M(x ∂x + y ∂y ) N.nM − M.nN
= = = 0.
(Mx + Ny)2 (Mx + Ny)2

Thus condition (2.30)is satisfied and hence the equation (2.29) is exact.
1
Thus Mx+Ny is an integrating factor of Mdx + Ndy = 0 in R.

Example 2.21 Solve

(x2 y − 2xy2 )dx + (3x2 y − x3 )dy = 0


∂M ∂N
Solution: Here M = x2 y − 2xy2 and N = 3x2 y − x3 . Therefore ∂y = x2 − 4xy and ∂x = 6xy − 3x2 .
∴ ∂M ∂N
∂y , ∂x . Thus the equation is not exact. Now M and N are homogeneous function of degree
3 and so (x2 y − 2xy2 )dx + (3x2 y − x3 )dy = 0 is a homogeneous differential equation.

1 1 1
Hence, = 2 2 2 3
= 2 2 will be an integrating factor.
Mx + Ny (x y − 2xy )x + (3x y − x )y x y
1
Multiplying both side of the equation by x2 y2
, we get

1 2 3 x ydx − xdy dx dy
dx − dx + dy − 2 dy = 0 ⇒ 2
−2 +3 =0
y x y y y x y
Z Z Z
x dx dy
Integrating both side, we get, d( ) − 2 +3 =c
y x y
x x y3
⇒ − 2 log x + 3 log y = c ⇒ + log 2 = c, where c is the arbitrary constant.
y y x
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 43

1 1 1
Alternative approach: Mx+Ny = (x2 y−2xy2 )x+(3x2 y−x3 )y
= x2 y2
will be an integrating factor.
Multiplying both side of the equation by x21y2 , we get y dx − 2x dx + 3y dy − yx2 dy
= 0 which is an 1

exact differential equation. Therefore the general solution is


Z Z
Mdx(y is taken as constant) + (terms not containing x in N )dy = c.
Z Z
1 2 3 x
⇒ ( − )dx + dy = c ⇒ − 2 log x + 3 log y = c
y x y y
x y3
⇒ + log 2 = c, where c is an arbitrary constant.
y x

Rule-II: Let M, N have continuous first partial derivatives on some rectangle R. If Mx−Ny ,
0 and the equation can be written as

{ f (xy)}ydx + {g(xy)}xdy = 0 in R
1
then Mx−Ny is an integrating factor of the equation Mdx + Ndy = 0 in R.

∂ f (xy) ∂ f (xy)
Proof. ∵ = x f 0 (xy) and = y f 0 (xy)
∂y ∂x
∂ f (xy) ∂ f (xy) ∂g(xy) ∂g(xy)
so y =x and similarly y =x in R (2.31)
∂y ∂x ∂y ∂x
Mdx+Ndy y f (xy)dx+xg(xy)dy y f dx+xgdy
Here Mx − Ny = xy{ f (xy) − g(xy)} , 0. ∴ Mx−Ny = xy{ f (xy)−g(xy)} = xy( f −g) (say) is a perfect
∂g ∂f ∂g ∂f
f g f f∂y −g ∂y g f ∂x −g ∂x
∂ ∂ ∂ ∂
differential iff ∂y { x( f −g) } = ∂x { y( f −g) }. Now ∂y { x( f −g) } = x( f −g)2
and similarly, ∂x { y( f −g) } = y( f −g)2
.
   
∂f ∂f ∂g ∂g
g x ∂x −y ∂y + f y ∂y −x ∂x
∂ f ∂ g
∴ ∂y { x( f −g) }
− ∂x { y( f −g) } = xy( f −g)2
= 0 (by using (2.31)). Hence the condition for
exactness is satisfied.
Example 2.22 Solve

y(xy + 2x2 y2 )dx + x(xy − x2 y2 )dy = 0

Solution: Here M = y(xy + 2x2 y2 ) and N = x(xy − x2 y2 ).


Therefore ∂M 2 2 ∂N 2 2 ∂M
∂y = 2xy + 6y x and ∂x = 2xy − 3x y . ∴ ∂y ,
∂N
∂x . Thus the equation is not exact.
But the given differential equation is in the form
{ f (xy)}ydx + {g(xy)}xdy = 0
1 1
Moreover Mx − Ny = 3x3 y3 . Hence the integrating factor is Mx−Ny = 3x3 y3
. Multiplying both
1
side of the equation by 3x3 y3
, we get

1 2 1 1 1 ydx + xdy 2 dx 1 dy
2
dx + dx + 2
dy − dy = 0 ⇒ + − =0
3x y 3x 3xy 3y 3 x2 y2 3 x 3 y
Z Z Z
1 1 2 dx 1 dy
Integrating both side, we get, − d( ) + − =c
3 xy 3 x 3 y
1 2 1 x2 1
⇒− + log x − log y = c ⇒ log = + c1 [where c1 = 3c].
3xy 3 3 y xy
44 INTRODUCTION TO DIFFERENTIAL EQUATIONS


Rule-III: Let M, N have continuous first partial derivatives on some rectangle R. If 1 ∂M
N ∂y −
 R
∂N f (x)dx
∂x = f (x) then e is an integrating factor of the equation Mdx + Ndy = 0 in R.

 
1 ∂M ∂N
Proof. Suppose − = f (x)
N ∂y ∂x
∂M ∂N
Hence = + N f (x). Multiplying by the integrating factor,we have
∂y ∂x
∂M R f (x)dx ∂N R f (x)dx R
∂ R
∂ R
e = e + N f (x)e f (x)dx ⇒ {Me f (x)dx } = {Ne f (x)dx }
∂y ∂x ∂y ∂x
R R
Taking M0 = Me f (x)dx , N0 = Ne f (x)dx , We see that M0 dx + N0 dy = 0 is exact.
R
∂M0 ∂N0
∴ = that is (Mdx + Ndy)e f (x)dx = 0 satisfy the condition for exactness in R.
∂y ∂x

Example 2.23 Solve (x2 + y2 + 2x)dx + 2ydy = 0.


∂M ∂N ∂M ∂N
Solution: Here M = (x2 + y2 + 2x) and N = 2y. Therefore ∂y = 2y and ∂x = 0. ∴ ∂y , ∂x . Thus
the equation is not exact. But
 
1 ∂M ∂N
− = 1 = f (x)
N ∂y ∂x
R
dx
Hence the integrating factor is e = ex . Multiplying both side of the equation by ex , we get

(x2 + y2 + 2x)ex dx + 2yex dy = 0 ⇒ (x2 ex dx + 2xex dx) + (y2 ex dx + 2yex dy) = 0


Z Z
2 x
Then integrating both side, we get, d(x e ) + d(y2 ex ) = c ⇒ (x2 + y2 )ex = c


Rule-IV: Let M, N have continuous first partial derivatives on some rectangle R. If 1 ∂N
M ∂x −
 R
∂M φ(y)dy
∂y = φ(y) then e is an integrating factor of the equation Mdx + Ndy = 0 in R.
The proof is similar to that of Rule -III.

Example 2.24 Solve

(y2 ex + 2xy)dx − x2 dy = 0
∂M ∂N
Solution: Here M = (y2 ex + 2xy) and N = −x2 . Therefore ∂y = 2yex + 2x and ∂x = −2x.
∂M ∂N
∴ ∂y , ∂x . Thus the equation is not exact. But
 
1 ∂N ∂M 2
− = − = φ(y).
M ∂x ∂y y
R
2
Hence the integrating factor is e− y dy = e−2 log y = 1
y2
. Multiplying both side of the equation by
2
1 2x
y2
, we get (ex dx + y )dx − ( xy2 )dy = 0 which is an exact differential equation, since ∂M
∂y = − 2x
y2
and
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 45

∂N
∂x = − 2x
y2
. Therefore
Z the general solution is Z
Mdx(y is taken as constant) + (terms not containing x in N )dy = c
Z
2x x2
⇒ (ex + )dx = c ⇒ ex + = c, where c is an arbitrary constant.
y y

Rule-V: Let M, N have continuous first partial derivatives on some rectangle R. If M(x, y)dx+
N(x, y)dy = 0 can be expressed in the form

xα yβ (mydx + nxdy) + xα1 yβ1 (m1 ydx + n1 xdy) = 0

[ where α, β, α1 , β1 , m, n, m1 , n1 are constants and mn1 − m1 n , 0 ] then xh yk is an integrating


β+k+1 β +k+1
factor of the equation M(x, y)dx + N(x, y)dy = 0 in R , where α+h+1 m = n and α1 +h+1 m1 = 1 n1 .

Proof. If xh yk be I.F. then

(mxh+α yk+β+1 + m1 xh+α1 yk+β1 +1 )dx + (nxh+α+1 yk+β + n1 xh+α1 +1 yk+β1 )dy = 0

would be exact and hence


∂ ∂
(mxh+α yk+β+1 + m1 xh+α1 yk+β1 +1 ) = (nxh+α+1 yk+β + n1 xh+α1 +1 yk+β1 )
∂y ∂x
⇒ mxh+α (k + β + 1)yk+β + m1 xh+α1 (k + β1 + 1)yk+β1 = n(h + α + 1)xh+α yk+β + n1 (h + α1 + 1)xh+α1 yk+β1 .

should hold for all x, y in R. Hence comparing like coefficients,we get,

m(k + β + 1) = n(h + α + 1) and m1 (k + β1 + 1) = n1 (h + α1 + 1)


α+h+1 β+k+1 α 1 + h + 1 β1 + k + 1
⇒ = and = .
m n m1 n1

Rule-VI: Let M, N have continuous first partial derivatives on some rectangle R and if
M(x, y)dx + N(x, y)dy = 0 can be expressed in the form xa yb (mydx + nxdy) = 0 where a, b, m, n
are constants, then for any value of k, xkm−1−a ykn−1−b is an integrating factor of the equation
M(x, y)dx + N(x, y)dy = 0 in R.
The proof is similar to that of Rule -V.

Example 2.25 Solve

x2 (2ydx + 3xdy) + y2 (−2ydx + 2xdy) = 0.


Solution: The given differential equation is of the form

xa yb (mydx + nxdy) + xc yd (pydx + qxdy) = 0

where a = 2, b = 0, c = 0, d = 3, m = 2, n = 3, p = −3, q = 2. Therefore the integrating factor is


xh yk , where
2+h+1 0+k+1 0+h+1 2+k+1
= and =
2 3 −2 2
⇒ 3h − 2k = −7 and 2h + 2k = −8 ⇒ h = −3 and k = −1.
46 INTRODUCTION TO DIFFERENTIAL EQUATIONS

Therefore the integrating factor is x−3 y−1 . Multiplying both side of the equation by x−3 y−1 , we
2 3 2y2 2y ∂M 4y
get x dx + y dy − x3 dx + x2 dy = 0 which is an exact differential equation, since ∂y = − x3 and
∂N 4y
∂x = − x3 . Therefore the general solution is
Z Z
Mdx(y is taken as constant) + (terms not containing x in N )dy = c
Z Z
2 2y2 3 y2
⇒ ( − 3 )dx + dy = 0 ⇒ 2 log x + 2 + 3 log y = c
x x y x
y2
⇒ log(x2 y3 ) + = c, where c is an arbitrary constant.
x2
2.11 Linear equation
Let a differential equation be
dy
+ P(x)y = Q(x) (2.32)
dx
where P and Q are functions of x or constants on [a, b] is called linear equation of first order in
y. Now linear differential equation (2.32) can be written as (P(x)y−Q(x))dx+dy = 0. Comparing
the above differential equation with M(x, y)dx + N(x, y)dy = 0, then M = P(x)y − Q(x) and N = 1.
So, ∂M ∂N ∂M ∂N
∂y = P(x) and ∂x = 0. ∴ ∂y , ∂x . Thus the equation is not exact. But

 
1 ∂M ∂N
− = P(x).
N ∂y ∂x
R
P(x)dx
Therefore
R
the integrating factor is given by e . Multiplying both side of the equation by
e P(x)dx , we get
R R
e P(x)dx (P(x)y − Q(x))dx + e P(x)dx dy = 0
dy R P(x)dx R R  R  R
⇒ e + P(x)ye P(x)dx = Q(x)e P(x)dx ⇒ d ye P(x)dx
= Q(x)e P(x)dx
dx
dx
R
Z R
P(x)dx P(x)dx
Integrating both side, we get, ye = Q(x)e + c, on [a, b]

Remark: A linear differential equation of first order can also be represent as


dx
+ G(y)x = H(y) (2.33)
dy

where G and H are functions of y or constants on [c, d]. This R


is known as linear equation of
G(y)dy
first order in x. In this case the integrating factor is I.F = e . The general solution is
R
Z R
xe G(y)dy = H(y)e G(y)dy + k, on [c, d] where k is an arbitrary constant.

Example 2.26 Solve

dy
(1 + x) − y = e3x (x + 1)2
dx
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 47

Solution: The given differential can be written as

dy y
− = e3x (1 + x) (2.34)
dx 1 + x
R
dx
1
which is linear differential equation of first order in y. The integrating factor is I.F = e− 1+x = x+1 .
Multiplying both side of the equation (2.34) by the integrating factor, we get
   
1 dy y d 1 1
− = e3x y = e3x ⇒ d y⇒ = e3x dx.
x + 1 dx (1 + x)2 dx x + 1 x+1
y e3x e3x
Then integrating, we get = +c ⇒ y = (x + 1)( + c).
x+1 3 3

Example 2.27 Solve

(1 + y2 )dx + (x − tan−1 y)dy = 0

Solution: The given differential can be written as

dx 1 tan−1 y
+ 2
.x = (2.35)
dy 1 + y 1 + y2
R dy
which is linear differential equation of first order in x. The integrating factor is I.F = e 1+y2 =
−1
etan y . Multiplying both side of the equation (2.35) by the integrating factor, we get
−1   −1
−1
y dx −1 1 tan−1 y tan y d −1 −1 tan y
etan + etan y
2
.x = e 2
⇒ x.etan y = etan y 2
dy 1+y 1+y dy 1+y
  −1
−1 −1
y tan y −1 −1
⇒ d x.etan y
= etan dy. Then integrating, we get xetan y
= (tan−1 y − 1)etan y
+c
1+ y2
−1
⇒ x = tan−1 y − 1 + c e− tan y
, where c is an arbitrary constant.

Example 2.28 Solve

(x + y + 1)dy = dx

Solution: The given differential can be written as

dx
−x= y+1 (2.36)
dy
R
which is linear differential equation of first order in x. The integrating factor is I.F = e− dy
= e−y .
Multiplying both side of the equation (2.36) by the integrating factor, we get

dx d
e−y − xe−y = (y + 1)e−y ⇒ (xe−y ) = (y + 1)e−y ⇒ d(xe−y ) = (y + 1)e−y dy.
dy dy
Then integrating, we get xe−y = −(y + 1)e−y − e−y + c ⇒ xe−y = −(y + 2)e−y + c
⇒ x + y + 2 = ce y , where c is an arbitrary constant.
48 INTRODUCTION TO DIFFERENTIAL EQUATIONS

2.12 Bernoullis equation


The differential equation

dy
+ Py = Qyn (2.37)
dx
where P and Q are functions of x or constants on [a, b], is called Bernoulli’s equation. If n = 0
or n = 1 then the above differential equation is transform to a linear differential equation of first
order, otherwise the equation is not linear but can be reduced to a linear differential equation.
To do this divide both side of (2.37) by yn , we get

dy 1
y−n + P n−1 = Q (2.38)
dx y
1 dy dz
Put z = yn−1
then (1 − n)y−n dx = dx . Now (2.38) transformed to

1 dz dz
+ Pz = Q ⇒ + (1 − n)Pz = Q(1 − n). (2.39)
1 − n dx dx
R
(1−n)Pdx
which is linear differential equation of first order in z. The integrating factor is I.F = e .
The general solution is given by
R
Z R R
Z R
(1−n)Pdx (1−n)Pdx 1−n (1−n)Pdx
ze = Qe dx + c ⇒ y e = Qe (1−n)Pdx dx + c

on [a, b] where c is an arbitrary constant.


dy
Example 2.29 Solve the differential equation dx + y = y3 (cos x − sin x)

Solution: Given differential equation is a Bernoulli’s equation. The equation can be written as

dy 1 dy 1
+ y = y3 (cos x − sin x) ⇒ 3
+ 2 = (cos x − sin x) (2.40)
dx y dx y
1 dz dy
Let z = y2
then dx = − y23 dx and equation (2.40) transformed to

dz
− 2z = 2(sin x − cos x) (2.41)
dx
R
which is linear differential equation of 1st order in z and then integrating factor is e−2 dx
= e−2x .
Multiplying both side of (2.41) by the integrating factor, we get

dz d
e−2x − 2ze−2x = 2(sin x − cos x)e−2x ⇒ (ze−2x ) = 2(sin x − cos x)e−2x (2.42)
dx dx
Integrating both side, we get,
Z Z
2
ze = 2 e sin x − 2 e−2x cos x + c ⇒ ze−2x = e−2x (cos x − 3 sin x) + c,
−2x −2x
(2.43)
5

where c is an arbitrary constant. Putting the value z = y12 in (2.43), we get, 1


y2
= 25 (cos x−3 sin x)+
ce2x which is the required solution, where c is an arbitrary constant.
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 49

dy
Example 2.30 Solve the differential equation x dx + y = y2 log x

Solution: Given differential equation is a Bernoulli’s equation. The equation can be written as

dy y y2 1 dy 1 1
+ = log x ⇒ + = log x (2.44)
dx x x y2 dx xy x

1 dz dy
Let z = y then dx = − y12 dx and equation (2.44) transformed to

dz z 1
− = − log x, x > 0 (2.45)
dx x x
which
R
is linear differential equation of first order in z. Then the integrating factor is I.F=
− x1 dx
e = e− log x = 1x . Multiplying both side of the equation (2.45) by the integrating factor, we
get
1 dz z 1 d z 1 z 1
− = − 2 log x ⇒ ( ) = − 2 log x ⇒ d( ) = − 2 log xdx
x dx x2 x dx x x x x
Integrating both side, we get,
Z  log x Z 
z 1 z 1
=− log x dx ⇒ = − − + dx
x x2 x x x2
z log x 1 1
⇒ = + +c ⇒ = (1 + log x)e− log x + c, x > 0 (∵ z = 1y ).
x x x xy

2.13 Method of variation of parameters

Consider the linear differential equation

dy
+ Py = Q (2.46)
dx
where P, Q are functions of x or constants on [a, b]. If the function Q = 0, then the integral of
the reduced equation is easily determined and one obtains
R
y(x) = Ae− Pdx
(2.47)

where A is an arbitrary constant. Next if the function Q be not equal to zero i.e Q , 0, then we
assume for y the form as given in (2.47) where the constant A is replaced by a certain function
of x, say u = u(x) so that the equation (2.47) becomes as
R
y(x) = u(x)e− Pdx
(2.48)
dy
  R
du
and dx = dx − Pu e− Pdx
.
R R R
du − Pdx dy du
Hence from (2.48), we have, dx e = + Pue− Pdx = Q so that
dx dx = Qe Pdx

Z R
i.e., u(x) = Qe Pdx dx + c (2.49)
50 INTRODUCTION TO DIFFERENTIAL EQUATIONS

where c is a integrating constant. Thus from the equations (2.48) and (2.49), we get,
R
Z R R
i.e.,y(x) = e− Pdx Qe Pdx dx + ce− Pdx (2.50)

as the general solution for the linear differential equation (2.46).


dy y y
Example 2.31 Solve dx + x log y = x2
(log y)2 by the method of variation of parameters.

Solution: The equation can be written as


1 dy 1 1 1
2
· + · = 2 (2.51)
y(log y) dx x log y x
1 du du dy dy
Let u = log y , then dx = dy · dx = − y(log1 y)2 dx . Hence from (2.51), we get

du x 1
− =− 2 (2.52)
dx u x
which is linear in u. Let us consider the equation
du x
− =0 (2.53)
dx u
Then du dx
u = x .
Integrating we get, log u = log x + log c = log cx i.e., u = cx where c is a arbitrary constant.
Now c is replaced by a certain function of x say v = v(x) i.e., u = vx be a solution of the equation
(2.52), then du dv
dx = v + x dx .
Therefore from (2.51) we get, v + x dv vx 1 1
dx − x = − x2 or dv = − x2 .
Integrating, we get v = 2x12 + c1 , c1 being a constant.
So, u = ( 2x12 + c1 ) · x = 2x
1
+ c1 x.
Hence the required general solution is log1 y = 2x 1
+ c1 x.

2.14 Worked Out Examples


dy y2 −x2
Example 2.32 Solve the differential equation dx = 2xy .

dy y2 −x2 dy dv
Solution: To solve the given differential equation dx = 2xy , we put y = vx. Then dx = dx x +v
and the given differential equation becomes
dv dx 2vdv
x2 = v2 x2 − 2x.vx( .x + v) ⇒ (1 + v2 )dx + 2vxdv = 0 ⇒ + = 0.
dx x 1 + v2
Integrating, we get,
y2
log x + log (1 + v2 ) = log c, ⇒ x(1 + )=c ⇒ x2 + y2 = cx,
x2
where c is an arbitrary constant.

Example 2.33 Solve the differential equation


r
dy y y2
= −c 1+ (2.54)
dx x x2
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 51

dv dy
Solution: To solve the given differential equation (2.54), we put y = vx. Then dx = v + x dx and

dv 2 dv dx
the equation (2.54) gives, v + x dx = v − c 1 + v ⇒ √ + c x = 0.
√ 1+v2 √
Integrating , we get, log {v + 1 + v } + c log x = log c ⇒ xc {v + 1 + v2 } = c0 , where c0 is
2 0

an arbitrary
p constant. Then by replacing y = vx, we get the required family of the curve as
xc−1 {y + x2 + y2 } = c0 x.

Example 2.34 Show that f (x, y) = xy does not satisfies Lipschitz condition.Gate(MA): 2003

√ √ √ k f (x,y1 )− f (x,y2 )k √ k √ y1 − √ y2 k
Solution. Since k f (x, y1 ) − f (x, y2 )k = k xkk y1 − y2 k. Then ky1 −y2 k = k xk ky1 −y2 k =
√ √
k xk k xk
k y1 + y2 k . If we consider any domain included origin then y1 → 0 and y2 → 0. So,
√ √ √ √
k y1 + y2 k
k f (x,y1 )− f (x,y2 )k
is unbounded i.e. ky1 −y2 k is unbounded. Therefore f (x, y) does not satisfies Lipschitz
condition.

Example 2.35 Solve the differential equation

dy y−x
= (2.55)
dx x + y

Solution: To solve the given differential equation (2.55), we put y = vx. Then (2.55) becomes

dv v − 1 dv 1 + v2 1+v dx
v+x = ⇒ x =− ⇒ dv + =0
dx v + 1 dx 1+v 1 + v2 x
dv 1 2vdv dx 2dv 2vdv 2dx
⇒ + . + =0 ⇒ + + = 0.
1 + v2 2 1 + v2 x 1 + v2 1 + v2 x

Integrating, we have 2 tan−1 v + log(1 + v2 ) + 2 log |x| = c, where c is an arbitrary constant. Then
y y2
by replacing y = vx, we get the required family of the curve as 2 tan−1 x + log(1 + x2 ) + 2 log |x| =
c, x , 0.

Example 2.36 Solve the differential equation

dy 3x + 2y
=− (2.56)
dx x + 4y.

Solution: To solve the given differential equation (2.56), we put y = vx. Then (2.56) becomes

dv 4v2 + 3v + 3 1 + 4v dx
x = ⇒ dv =
dx 1 + 4v 4v2 + 3v + 3 x
1 8v + 3 1 dv dx
⇒ . dv − . 2 =
2 4v2 + 3v + 3 2 4v + 3v + 3 x
8v + 3 1 dv dx
⇒ dv − =2
4v2 + 3v + 3 4 (v + 38 )2 + 39
64
x
 
Integrating, we have log |4v2 + 3v + 3| − √2 tan−1 8v+3
√ = c, where c is an arbitrary constant.
39 39
Then by replacing
 8y+3x  y = vx, we get the required family of the curve as log |4y2 + 3xy + 3x2 | −
√2 tan−1 √ = c.
39 39x
52 INTRODUCTION TO DIFFERENTIAL EQUATIONS

Example 2.37 Solve the differential equation

dy x + y
= (2.57)
dx x − y
Solution: To solve the given differential equation (2.57), we put y = vx. Then (2.57) becomes
dv 1 + v dv 1 + v2 1−v dx
v+x = ⇒ x = ⇒ dv =
dx 1 − v dx 1−v 1 + v2 x
Integrating, we have tan−1 v − 12 log(1 + v2 ) = log |x| + log |c|, where c is an arbitrary constant.
y
Then by replacing y = vx, we get the required family of the curve as log c2 (x2 + y2 )−2 tan−1 x = 0.

Example 2.38 Examine whether the differential equation


 1

xy2 − e x3 dx − x2 ydy = 0 is exact or not and then solve it.

1
Solution: Here M = xy2 − e x3 and N = −x2 y. Therefore ∂M
∂y = 2xy and
∂N
∂x = −2xy. ∴ ∂M
∂y , ∂N
∂x .
Thus the equation is not exact. But
 
1 ∂M ∂N 4
− = − = f (x)
N ∂y ∂x x
R
4
1
Hence the integrating factor is e− x dx = e−4 log x = x4
. Multiplying both side of the equation by
integrating factor, we get
 y2  y
1 13
− e x dx − 2 dy = 0
x3 x 4 x
2y
which is now an exact differential equation as ∂M ∂N
∂y = x3 = ∂x . Therefore the general solution is
Z Z
Mdx(y is taken as constant) + (terms not containing x in N )dy = c
Z  2 
y 1 13 y2 1 1
⇒ − e x dx = c ⇒ − e x3 = c where c is an arbitrary constant.
x3 x4 2x2 3

Example 2.39 Solve (x2 + y2 + 2x)dx + xydy = 0

Solution: Here M = (x2 + y2 + 2x) and N = xy. Therefore ∂M


∂y = 2y and
∂N
∂x = y. ∴ ∂M
∂y , ∂N
∂x . Thus
the equation is not exact. But
 
1 ∂M ∂N 1
− = = f (x)
N ∂y ∂x x
R
1
Hence the integrating factor is e x dx = elog x = x. Multiplying both side of the equation by
integrating factor x, we get, x(x2 + y2 + 2x)dx + x2 ydy = 0 which is an exact differential equation,
since ∂M ∂N
∂y = 2xy and ∂x = 2xy. Therefore the general solution is
Z Z
Mdx(y is taken as constant) + (terms not containing x in N )dy = c
Z Z
x4 x2 y2 2x3
⇒ x(x2 + y2 + 2x)dx + 0 · dy = c ⇒ + + = c, where c is an arbitrary constant.
4 2 3
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 53

Example 2.40 Solve (x4 + y4 )dx − xy3 dy = 0.

Solution: Here M = x4 + y4 and N = −xy3 . Therefore ∂M 3 ∂N 3 ∂M ∂N


∂y = 4y and ∂x = −y . ∴ ∂y , ∂x . Thus
the equation is not exact. Now M(x, y) and N(x, y) are homogeneous function of degree 4 and so
(x4 + y4 )dx − xy3 dy = 0 is a homogeneous differential equation. Also Mx + Ny = x5 , 0. Hence
1 1 1
Mx+Ny = (x4 +y4 )x−xy4 = x5 will be an integrating factor. Multiplying both side of the equation
1 y4 y3 4y3
by x5
, we get, ( 1x + x5 )dx − x4 dy = 0 which is an exact differential equation, since ∂M
∂y = x5
and
∂N 4y3
∂x = x5 . Therefore the general solution is
Z Z
Mdx(y is taken as constant) + (terms not containing x in N )dy = c
Z Z
1 y4 y4
⇒ ( + 5 )dx + 0 · dy = c ⇒ log x − 4 = c, where c is an arbitrary constant.
x x 4x

Example 2.41 Solve

y(x2 y2 + xy + 1)dx + x(x2 y2 − xy + 1)dy = 0.


∂M
Solution: Here M = y(x2 y2 + xy + 1) and N = x(x2 y2 − xy + 1). Therefore ∂y = 3x2 y2 + 2xy + 1 and
∂N
∂x = 3x2 y2 −2xy+1. Since ∂M ∂N
∂y , ∂x . Therefore the differential equation is not exact. But the given
differential equation is in the form { f (xy)}ydx + {g(xy)}xdy = 0. Moreover Mx − Ny = 2x2 y2 , 0.
1
Hence the integrating factor is Mx−Ny = 2x12 y2 . Multiplying both side of the equation by 2x12 y2 ,
   
y 1
we get, 2 + 2x + 2x12 y dx + 2x − 2y
1 1
+ 2xy 2 dy = 0 which is now an exact differential equation as

∂M 1 1 ∂N
∂y = 2 − 2x2 y2
= ∂x . Therefore the general solution is
Z   Z
y 1 1 1
+ + 2 dx (y is consider as constant) − dy = c
2 2x 2x y 2y
yx 1 1 1
⇒ + log x − − log y = c, where c is an arbitrary constant.
2 2 2xy 2

Example 2.42 Prove that (x + y + 1)−4 is an integrating factor of the equation

(2xy − y2 − y)dx + (2xy − x2 − x)dy = 0 (2.58)

and hence solve it. C.H-01,07; K.H-02; N.B.H-07

Solution: Multiplying both side of the given equation by (x + y + 1)−4 , we get

(2xy − y2 − y) (2xy − x2 − x)
dx + dy = 0 (2.59)
(x + y + 1)4 (x + y + 1)4

(2xy−y2 −y) (2xy−x2 −x) ∂M 2x2 +2y2 −8xy+x+y−1 ∂N 2x2 +2y2 −8xy+x+y−1
Now M = (x+y+1)4
and N = (x+y+1)4
. Also ∂y = (x+y+1)5
and ∂x = (x+y+1)5
.

∂M ∂N
Hence = .
∂y ∂x
54 INTRODUCTION TO DIFFERENTIAL EQUATIONS

Thus the differential equation (2.59) is exact and hence (x + y + 1)−4 is an integrating factor of
(2.58). Therefore the general solution is
Z Z
Mdx(y is taken as constant) + (terms not containing x in N )dy = c
Z Z Z
(2xy − y2 − y) (x + y + 1) − (y + 1) y(y + 1)
⇒ 4
dx = c ⇒ 2y 4
dx − dx = c
(x + y + 1) (x + y + 1) (x + y + 1)4
Z Z
dx dx y y(y + 1)
⇒ 2y 3
− 3y(y + 1) =c ⇒− 2
+ =c
(x + y + 1) (x + y + 1) 4 (x + y + 1) (x + y + 1)3
⇒ xy + c(x + y + 1)3 = 0, where c is an arbitrary constant.

dy tan y
Example 2.43 Solve the differential equation dx − 1+x = (1 + x)ex sec y

Solution: Given differential equation is

dy tan y dy 1
− = (1 + x)ex sec y ⇒ cos y − sin y = (1 + x)ex (2.60)
dx 1 + x dx 1 + x
dz dy
Let z = sin y then dx = cos y dx . Now right hand side of the equation (2.60) transformed to

dz 1
− z = (1 + x)ex (2.61)
dx 1 + x
R
1
which is linear differential equation of first order in z. The integrating factor is I.F = e− 1+x dx =
1
e− log(1+x) = 1+x . Multiplying both side of the equation (2.61) by the integrating factor, we get

1 dz z d z z
− = ex ( ) = ex
⇒ ⇒ d( ) = ex dx
1 + x dx (1 + x)2 dx 1 + x 1+x
z
Integrating both side, we get, = ex + c ⇒ z = (1 + x)(ex + c)
1+x
Putting the value z = sin y in the equation z = (1 + x)(ex + c), we get sin y = (1 + x)(ex + c) which
is the required solution, where c is an arbitrary constant.
dy y log y y(log y)2
Example 2.44 Solve the differential equation dx + x = x2
.

Solution: Given differential equation is

dy y log y y(log y)2 1 dy 1 1 1


+ = ⇒ + = 2. (2.62)
dx x x2 2
y(log y) dx log y x x
1 dz dy
Let z = log y then dx = − y(log1 y)2 dx . Then right hand side of (2.62) transformed to

dz z 1
− =− 2 (2.63)
dx x x
R
1
which is linear differential equation of first order in z. The integrating factor is I.F = e− x dx =
e− log(x) = 1x . Multiplying both side of the equation (2.63) by the integrating factor, we get

1 dz z 1 d z 1 z 1
− =− 3 ⇒ ( )=− 3 ⇒ d( ) = − 3 dx
x dx x2 x dx x x x x
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 55

Integrating both side, we get, xz = 2x12 + c, where c is an arbitrary constant. Then by replacing
1
z = log1 y in above equation, we get, x log 1
y = 2x2 + c, which is the required solution.

Example 2.45 Examine whether the differential equation

(3x2 y4 + 2xy)dx + (2x3 y3 − x2 )dy = 0 is exact or not and then solve it.
∂M
Solution: Here M = 3x2 y4 + 2xy and N = 2x3 y3 − x2 . Therefore ∂y = 12x2 y3 + 2x and
∂N
∂x = 6x2 y3 − 2x. Thus the equation is not exact. But
 
1 ∂N ∂M 2
− =− .
M ∂x ∂y y
R
2
Hence the integrating factor is e− y dy = e−2 log y = y12 . Multiplying both side of the equation
   
x2
by integrating factor, we get 3x2 y2 + 2x 3
y dx + 2x y − y2 dy = 0 which is an exact differential
∂M 2x ∂N
equation, since ∂y = 6x2 y − y2
= ∂x . Therefore the general solution is
Z Z
Mdx(y is taken as constant) + (terms not containing x in N )dy = c
Z   Z
2x x2
⇒ 3x2 y2 + dx + 0 · dy = c ⇒ x2 y3 + = c, where c is an arbitrary constant.
y y

Example 2.46 Examine whether the differential equation

(ex sin y + e−y )dx + (ex cos y − xe−y )dy = 0 is exact or not and then solve it.
∂M
Solution: Here M = ex sin y + e−y and N = ex cos y − xe−y . Therefore ∂y = ex cos y − e−y and
∂N
∂x = ex cos y − e−y . ∴ ∂M ∂N
∂y = ∂x . Hence the given differential equation is exact. Therefore the
general solution is
Z Z
Mdx(y is taken as constant) + (terms not containing x in N )dy = c
Z
⇒ (ex sin y + e−y )dx = c ⇒ ex sin y + xe−y = c, where c is an arbitrary constant.

Example 2.47 Examine whether the differential equation


2 2
(y2 exy + 4x3 )dx + (2xyexy − 3y2 )dy = 0 is exact or not and then solve it.
2 2 ∂M 2 2
Solution: Here M = y2 exy + 4x3 and N = 2xyexy − 3y2 . Therefore ∂y = 2yexy + 2xy3 exy and
∂N 2 2
∂x = 2yexy + 2xy3 exy . ∴ ∂M ∂N
∂y = ∂x . Hence the given differential equation is exact. Therefore the
general solution is
Z Z
Mdx(y is taken as constant) + (terms not containing x in N )dy = c
Z Z
2 2
⇒ ((y2 exy + 4x3 )dx − 3 y2 dy = c ⇒ exy + x4 − y3 = c, where c is a constant.
56 INTRODUCTION TO DIFFERENTIAL EQUATIONS

dy
Example 2.48 Solve the differential equation dx + x sin 2y = x3 cos2 y.

Solution: Given differential equation is

dy dy
+ x sin 2y = x3 cos2 y ⇒ sec2 y + 2x tan y = x3 (2.64)
dx dx
dz dy
Let z = tan y then dx = sec2 y dx and differential equation (2.64) transformed to

dz
+ 2xz = x3 (2.65)
dx
R
which is linear differential equation of first order in z. The integrating factor is I.F = e2 xdx
=
2 2
ex = ex . Multiplying both side of the equation (2.65) by the integrating factor, we get

2 dz 2 2 d 2 2 2 2
ex + ex 2xz = x3 ex ⇒ (zex ) = x3 ex ⇒ d(zex ) = (x3 ex )dx
dx dx
Integrating both side, we get
Z Z
2 2 2 1
zex = x3 ex dx ⇒ zex = vev (where v = x2 and dv = 2xdx)
2
2 1 v 2 1 2 2
⇒ zex = (ve − ev ) + c ⇒ zex = (x2 ex − ex ) + c (by substituting v = x2 ) (2.66)
2 2
2 2 2
Putting the value z = tan y in (2.66), we get tan yex = 21 (x2 ex − ex ) + c which is the required
solution, where c is an arbitrary constant.
dy 4x 1
Example 2.49 Solve the differential equation dx + x2 +1
y = (x2 +1)3

Solution: Given differential equation is

dy 4x 1
+ 2 y= 2 (2.67)
dx x + 1 (x + 1)3
R
4x
which is linear differential equation of first order in y. The integrating factor is I.F = e x2 +1 dx =
2
e2 log(x +1) = (x2 + 1)2 . Multiplying both side of the equation (2.67) by the integrating factor, we
get

dy 1 d 1 1
(x2 + 1)2 + 4x(x2 + 1)y = 2 ⇒ (y(x2 + 1)2 ) = 2 ⇒ d(y(x2 + 1)2 ) = 2 dx
dx x +1 dx x +1 x +1
Integrating both side, we get the required solution as
Z
1
y(x2 + 1)2 = dx ⇒ y(1 + x2 )2 = tan−1 x + c,
x2 +1

where c is an arbitrary constant.

Example 2.50 Solve the differential equation y(2xy + ex )dx − ex dy = 0.


FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 57

Solution: Given differential equation is

dy y(2xy + ex )
y(2xy + ex )dx − ex dy = 0 =⇒
dx ex
dy 1 dy 1
⇒ − y = 2xy2 e−x ⇒ 2 − = 2xe−x (2.68)
dx y dx y
1 dz dy
Let z = y then dx = − y12 dx and right hand side of differential equation (2.68) transformed to

dz dz
− − z = 2xe−x ⇒ + z = −2xe−x (2.69)
dx dx
R
dx
which is linear differential equation of first order in z. The integrating factor is I.F = e = ex .
Multiplying both side of the equation (2.69) by the integrating factor, we get

dz d
ex + zex = −2x ⇒ (zex ) = −2x ⇒ d(zex ) = −2xdx
dx dx
Integrating both side, we get,
Z
zex = −2 xdx ⇒ zex = −x2 + c. (2.70)

ex
Then by replacing z = tan y in (2.70), we get the required solution as y = c − x2 , where c is an
arbitrary constant.
dy
Example 2.51 Solve the differential equation cos2 x dx + y = tan x.

Solution: Given differential equation is

dy dy
cos2 x + y = tan x ⇒ + y sec2 x = tan x sec2 x (2.71)
dx dx
R
sec2 xdx
which is linear differential equation of first order in y. Then I.F is e = etan x . Multiplying
both side of the equation (2.71) by the I.F, we get

dy d
etan x + y sec2 xetan x = tan x sec2 xetan x ⇒ (yetan x ) = tan x sec2 xetan x
dx dx
Integrating, we get,
Z Z
tan x 2 tan x tan x
ye = tan x sec xe dx ⇒ ye = zez dz (where z = tan x and dz = sec2 xdx)

⇒ yetan x = (zez − ez ) + c ⇒ yetan x = (tan xetan x − etan x ) + c (∵ z = tan x)

So, y = (tan x − 1) + ce− tan x is the required solution, where c is an arbitrary constant.

Example 2.52 Solve the differential equation (x2 y3 + 2xy)dy = dx.

Solution: Given differential equation is

dx 1 dx 2y
(x2 y3 + 2xy)dy = dx ⇒ − 2xy = x2 y3 ⇒ 2 − = y3 . (2.72)
dy x dy x
58 INTRODUCTION TO DIFFERENTIAL EQUATIONS

Let z = − 1x then dz
dy = 1 dx
x2 dy
and differential right hand side of (2.72) and transformed to

dz
+ 2yz = y3 (2.73)
dy
R
2ydy 2
which is linear differential equation of first order in z. The integrating factor is I.F = e = ey .
Multiplying both side of the equation (2.73) by the integrating factor, we get

2 dz 2 2 d 2 2 2 2
ey + 2ye y z = y3 e y ⇒ (ze y ) = y3 e y ⇒ d(ze y ) = y3 e y dy
dy dy

Integrating both side, we get


Z Z
2 2 2 1
ze y = y3 e y dy ⇒ ze y = vev dv (where v = y2 and dv = 2ydy)
2
2 1 2 1 2 2
⇒ ze y = (vev − ev ) + c ⇒ ze y = (y2 e y − e y ) + c (by putting v = y2 ) (2.74)
2 2
2 2 2
Putting the value z = − 1x in (2.74), we get e y + 2x (y2 e y − e y ) + cx = 0 which is the required
solution, where c is an arbitrary constant.
dy
Example 2.53 If y1 and y2 be solutions of the equation + P(x)y = Q(x) and y2 = y1 z, then
R  
dx
Q
− dx
show that z = 1 + ae y1
where a is an arbitrary constant. [CU(Hon.)-2010, VU(H)-2017 ]

Solution: Given differential equation is

dy
+ P(x)y = Q(x) (2.75)
dx
Since y1 and y2 are two solutions of (2.75), so we have

dy1
+ P(x)y1 = Q(x) (2.76)
dx
dy2
+ P(x)y2 = Q(x) (2.77)
dx
Since y2 = y1 z, then (2.77) implies
dy1  
d dz dz
(y1 z) + P(y1 z) = Q ⇒ z( + Py1 ) + y1 = Q ⇒ zQ + y1 = Q Using (2.76)
dx dx dx dx
dz dz Q
⇒ Q(z − 1) = −y1 ⇒ = − dx.
dx z−1 y1
R  
R Q −
Q
dx
Integrating, we get, log |z − 1| = −
constant. y1 dx + log |a| ⇒ z = 1 + ae y1
where a is an integrating

dy
Example 2.54 Show that the general solution of the differential equation dx + P(x)y = Q(x)
R R Q 
Q
can be written in the form y = P − e− Pdx e Pdx d P + c where c is an arbitrary constant.

[VU(H)-2017]
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 59

Solution: The given differential equation is


dy
+ P(x)y = Q(x) (2.78)
dx
Q
Put v = − y ⇒ Pv = Q − Py (2.79)
P
dv d  Q  dy d Q d Q
Then = − = − (Q − Py) = − Pv (by (2.78) and (2.79))
dx dx P dx dx P dx P
Thus we have
dv d Q
+ Pv = (2.80)
dxR dx P
This is a linear equation in v. Then I.F = e Pdx . So multiplying (2.80) by I.F. and then integrating,
we get Z R
R Q
Pdx
ve = e Pdx d + c, where c is the integrating constant
P
R  Z R    R Z R Q 
− Pdx Pdx Q Q − Pdx
⇒ v=e e d +c ⇒ −y=e e Pdx d + c Using (2.79)
P P P
R Z R   
Q Q
⇒ y= − e− Pdx e Pdx d + c , which is the general solution of (2.78).
P P

2.15 Multiple Choice Questions


1 For the IVP y0 = f (x, y), y(0) = 0 which is true Gate(MA): 2003

(a) f (x, y) = xy satisfies Lipschitz condition and so IVP has unique solution.

(b) f (x, y) = xy does not satisfies Lipschitz condition and so IVP has no solution.
(c) f (x, y) = |y| satisfies Lipschitz condition and so IVP has unique solution.
(d) f (x, y) = |y| does not satisfies Lipschitz condition and so IVP has unique solution.
Ans. (c) is correct.
| f (x,y1 )− f (x,y2 )| big||y1 |−|y2 |
Hint. Since | f (x, y1 ) − f (x, y2 )| = |y1 | − |y2 | . Then, |y1 −y2 | = |y1 −y2 | = 1. So
λ = 1 which is finite constant. Hence, f (x, y) = kyk is continuously bounded and satisfies
Lipschitz condition and so IVP has unique solution.
dy 1
2 Consider the initial value problem dx = 60(y2 ) 5 , x > 0, y(0) = 0 has
(a) a unique solution (b) two solutions (c) no solution (d) infinite number of
solutions NET(MS): (Dec.)2012
Ans. (b).
k f (x,y1 )− f (x,0)k
Hint. Since |y1 −0| → ∞ as y → 0. So the Lipschitz condition does not satisfied.
5
Also y = 0 and y = (36x) 3 are two solutions of the given differential equations. Hence (b)
is correct.
y
3 For nbd n = 2, the differential equation y0 = √x , y(2) = 4 has
(a)no solution (b)a unique solution
(c)exactly two solution (d)infinitely many solution. Gate(MA): 2005
Ans. (b) is correct.
y ∂ f (x)
Hint. Here f (x, y) = √x and ∂ y = √1x . Then f is continuous in the neighborhood of 2.
∂f
Also ∂ y is continuous and bounded in the same neighborhood of 2. Hence the existence
and uniqueness theorem state that y has unique solution.
60 INTRODUCTION TO DIFFERENTIAL EQUATIONS

dy
4 The initial value problem x dx = y + x2 , x > 0, y(0) = 0 has GATE(MA)-11
A) infinitely many solutions B) a unique solution
C) exactly two solutions D) no solution.
Ans. A)
5 The initial value problem

dy √
x = y, y > 0, y(0) = α, α ≥ 0 has JAM − 2015
dx
A) at least two solutions if α = 0 B) no solution if α > 0
C) at least one solutions if α > 0 D) a unique solution if α = 0
Ans. (A) and (C).
dy
6 Consider the initial value problem dx = xy3 , y(0) = 0, (x, y) ∈ < × <. Then which of the
following are correct? NET(MS): (June)2013
(a) The function f = xy3 does not satisfy a Lipschitz condition w.r.t y in the nbd of y = 0
(b) There exists a unique solution for the IVP
(c)There exists no solution for the IVP
(d) There exists more than one solution for the IVP
Ans. (b).
dy
7 Consider the initial value problem dt = f (t)y(t), y(0) = 1 where f : < → < is continuous.
Then this initial value problem has NET(MS): (June)2012
(a) infinite many solutions for some f (b)a unique solution in R
(c) no solution in < for some f (d) a solution in an interval containing 0, but not on
< for some f .
Ans. (b).
dy
8 Consider the initial value problem dt = (1+ f 2 (t))y(t), y(0) = 1 : t ≥ 0 where f is a bounded
continuous function on [0, ∞). Then NET(MS): (Dec.)2011
(a) this equation admits a unique solution y(t) and further lim y(t) exists and is finite
t→∞
(b) this equation admits two linearly independent solutions
(c) this equation admits a bounded solution for which lim y(t) does not exist
t→∞
(d) this equation admits a unique solution y(t) and further lim y(t) = ∞
t→∞
Ans. (d). dy
9 Let y1 (x) and y2 (x) be the solutions of the differential equation dx = y + 17 with initial
conditions y1 (0) = 0, y2 (0) = 1 NET(MS): (Dec.)2012
(a) y1 and y2 will never intersect (b) y1 and y2 will never intersect at x = 17
(c) y1 and y2 will never intersect at x = e (d) y1 and y2 will never intersect at x = 1
Ans. (a).
10 Consider the initial value problem y0 (t) = f (y(t)), y(0) = a ∈ R where f : R → R.
Which of the following statements are necessarily true ?
1. There exists a continuous function f : R → R and a ∈ R such that the above problem
does not have a solution in any neighborhood of 0 .
2. The problem has a unique solution for every a ∈ R where f is Lipschitz continuous .
3. When f is twice continuously differentiable , the maximal interval of existence for the
above initial value problem is R .
4. The maximal interval of existence for the above problem is R when f is bounded and
continuously differentiable . [NET-DEC-2016]
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 61

Ans: 2.,3.

dy √
11 Consider the differential equation sin 2x dx = 2y + 2 cos x, y( π4 ) = 1 − 2. Then which of
the following statement(s) is (are) TRUE ? JAM(MA):2016
(A) The solution is unbounded when x → 0 (B) The solution is unbounded when x → π2
(C) The solution is bounded when x → 0 (D) The solution is bounded when x → π2
Ans. (C) and (D).
dy
12 The solution of the initial value problem dx = y2 , y(0) = 1, (x, y) ∈ < × < on
(a) (−∞, ∞) (b) (−∞, 1) (c) (−2, 2) (d) (−1, ∞) NET(MS): (June)2013
Ans. (b)
Hint. Like the example 2.8 / example 2.9.
13 Let y : R → R satisfy the initial value problem y0 (t) = 1 − y2 (t), t ∈ R with y(0) = 0. Then
(a) y(t1 ) = 1 for some t1 ∈ R (b) y(t) > −1 for all t ∈ R NET(MS)(Dec.)-2013
(c) y is stringly increasing in R (d) y is increasing in (0, 1) and decreasing in (1, ∞)
Ans. (b) and (c).
dy
14 Let y : R → R be differentiable and satisfy the ODE: dx = f (y), x ∈ R with y(0) = y(1) = 0
where y : R → R is a Lipsschitz continuous function. Then NET(MS): (Dec.)2014
(a) y(x) = 0 if and only if x ∈ {0, 1} (b) y is bounded (c) y is strictly increasing
dy
(d) dx is unbounded.
Ans. (b)
dy
15 For the initial value problem dx = y2 + cos2 x, y(0) = 0, x > 0. The largest interval of
existence of the solution predicted by Picards theorem is
(a) [0, 1] (b) [0, 21 ] (c) [0, 13 ] (d) [0, 41 ] NET(MS): (June)2015
Ans. (b)
b 1
Hint. Max. 1+b 2 = 2.

16 If the integrating factor of (x7 y2 + 3y)dx + (3x8 y − x)dy = 0 is xm yn ,then


(a)n = −7, m = 1 (b)m = −7, n = 1 (c)n = m = 1 (d)n = m = 0 Gate(MA): 2002
Ans. (b) is correct.
Hint. The given equation can be written as x7 y(ydx + 3xdy) + (3ydx − xdy) = 0. If xm yn be
I.F. then ,7 + m + 1 = 1+n+1
3 and m+1 n+1
3 = −1 or 3m − n = −22 and m + 3n = 4. Solving we get
m = −7, n = 1
17 The initial value problem
(x2 − x)y0 = (2x − 1)y, y(x0 ) = y0 has a unique solution if (x0 , y0 ) =
(a)(2, 1) (b)(1, 1) (c)(0, 0) (d)(0, 1) Gate(MA): 2002
Ans. (a) is correct.
18 The general solution of the differential equation y0 + tan y tan x = cos x sec y is
(a)2 sin y = (x + c − sin x cos x) sec x (b)sin y = (x + c) cos x
(c)cos y = (x + c) sin x (d)sec y = (x + c) cos x Gate(MA): 2001
Ans. (b) is correct.
Hint. Given y0 + tan y tan x = cos x sec y. Then

dy
cos y + sin y tan x = cos x (2.81)
dx
R
dy dz dz tan xdx
Let sin y = z or, cos y dx = dx . Then (2.81) becomes dx + z tan x = cos x ⇒ (ze )=
62 INTRODUCTION TO DIFFERENTIAL EQUATIONS

R R R
cos x z
(cos xe tan xdx )dx+c ⇒ zelog k sec xk = cos x dx+c ⇒ cos x = (c+x) ⇒ z = (c+x) cos x ⇒
sin y = (c + x) cos x.
dy
19 The differential equation dx = k(a − y)(b − y) solved with the condition y(0) = 0, then the
result is
b(a−y) b(a−x) a(b−y)
(a) a(b−y) = e(a−b)kx (b) a(b−x) = e(a−b)ky (c) b(a−y) = e(a−b)kx (d)xy = cx Gate(MA): 2000
Ans. (a) is correct. R R R R
dy dy 1 1 1
Hint. dx = k(a − y)(b − y) or (a−y)(b−y) = kdx ⇒ (b−a0 ( a−y − b−y )dy = kdx ⇒
− log (a − y) + log (b − y) = kx(b − a) + c. Here y(0) = 0, we get c = log ( ba ), we get,
b−y a(b−y) a(b−y)
log ( a−y ) = kx(b − a) + log ( ba ) ⇒ log ( b(a−y) ) = kx(b − a) ⇒ b(a−y) = ekx(b−a) .
20 If y(x) satisfies the initial value (x2 + y)dx = xdy, y(1) = 2, then y(2) is equal to
(a) 4 (b) 5 (c) 6 (d) 8 GATE(MA): 2015
Ans. (c).
21 One of the points which lies on the solution curve of the differential equation (y − x)dx +
(x + y)dy = 0, with the given condition y(0) = 1, is
(a)(1, −2) (b)(2, −1) (c)(2, 1) (d)(−1, 2) JAM(MA)-2016
Ans. (c)
22 The solution of the initial value problem xy0 − y = 0 with y(1) = 1 is
(a) y(x) = x (b)y(x) = 1x (c) y(x) = 2x − 1 1
(d) y(x) = 2x−1 [JAM CA-2007]
Ans. (a)
dy x(x2 +y2 −10)
23 The solution of the differential equation dx =− y(x2 +y2 +5)
,y(0) = 1 is JAM(MS)-2008
(a) x4 − 2x2 y2 − y4 − 20x2 − 10y2 + 11 = 0 (b) x + 2x y + y + 20x2 + 10y2 − 11 = 0
4 2 2 4

(c) x4 + 2x2 y2 − y4 + 20x2 − 10y2 + 11 = 0 (d) x4 + 2x2 y2 + y4 − 20x2 + 10y2 − 11 = 0


Ans. (d)
dy y2 cos x+cos y
24 The solution of the differential equation dx = x sin y−2y sin x ,y( π2 ) = 0 is
(a) y2 cos x + x sin y = 0 (b) y2 sin x + x cos y = π2
(c) y2 sin x + x sin y = 0 (d) y2 cos x + x cos y = π2 JAM(MS)-2009
Ans. (b)
dy
25 Consider the differential equation dx = ay − by3 , where a, b > 0 and y(0) = y0 As x → ∞,
the solution y(x) tends toq
p
(a) 0 (b) ba (c) ba (d) y0 JAM(MA)-2009
Ans. (b)
26 Consider the differential equation cos (y2 )dx − 2xy sin (y2 )dy = 0
(a) ex is an integrating factor. (b) e−x is an integrating factor.
(c) x is an integrating factor. (d) x3 is an integrating factor. JAM MA-2009
Ans. (c)
27 One of the integrating factors of the differential equation (y2 − 3xy)dx + (x2 − xy)dy = 0 is
(a) x21y2 (b) x12 y (c) x31y2 1
(d) xy JAM MA-2007
Ans. (b)
28 Consider the differential equation (x+ y+1)dx+(2x+2y+1)dy = 0. Which of the following
statements is true?
(a)The differential equation is linear (b)The differential equation is exact (c)ex+y is
an integrating factor of the differential equation (d)A suitable substitution transforms
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 63

the differentiable equation to the variables separable form. JAM MA-2010


Ans. (d)
dy
29 For the differential equation f (x, y) dx + g(x, y) = 0 to be exact if
∂f ∂g ∂f ∂g ∂2 f ∂2 g
(a) ∂y = ∂x (b) ∂x = ∂y (c) ∂x2 = ∂y2 (d) none of these
Ans. (b)
30 If ya is an integrating factor of the differential equation 2xydx − (3x2 − y2 )dy = 0, then the
value of a is
(a)−4 (b)4 (c)−1 (d)1 JAM MA-2011
Ans. (a)
31 The nonzero value of n for which the differential equation (3xy2 +n2 x2 y)dx+(nx3 +3x2 y)dy =
0, x , 0, be exact is
(a)−3 (b)−2 (c)2 (d)3 JAM(MA)-2016
Ans. (d)
32 The differential equation 2ydx − (3y − 2x)dy = 0 JAM CA-2006
(a) exact and homogeneous but not linear (b) linear and homogeneous but not exact
(c) exact and linear but not homogeneous (d) exact, homogeneous and linear
Ans. (a)
33 The general solution of the differential equation (x + y − 3)dx − (2x + 2y + 1)dy = 0 is
(a) ln|3x + 3y − 2| + 3x + 6y = k (b)ln|3x + 3y − 2| + 3x − 6y = k
(c) 7 ln|3x + 3y − 2| + 3x + 6y = k (d) ln|3x + 3y − 2| − 3x + 6y = k [JAM CA-2006]
Ans. (c)
2 2
34 The general solution of the differential equation (6x2 − e−y )dx + 2xye−y dy = 0 is
2 2
(a) x2 (2x − e−y ) = c (b)x2 (2x + e−y ) = c
−y2 2
(c) x(2x + e ) = c (d) x(2x2 − e−y ) = c JAM CA-2006
Ans. (d)
y
35 General solution of the differential equation xdy = (y + x e− x )dx is given by
y y y y
(a) e− x = ln x + c, x > 0 (b) e x = ln x + c, x > 0 (c) e− x + ln x = c, x > 0 (d) e− x = x + c
Ans. (b) JAM CA-2005
0 3 2
36 Solution of the differential equation xy + sin 2y = x sin y is JAM CA-2005
(a) cot y = −x3 + c x2 (b) 2 cot y = −x3 + 3c x2 (c) tan y = −x3 + c x2 (d) 2 tan y = −x4 + 2c x2
Ans. (a)
37 The differential equation (2x2 + by2 )dx + cxydy = 0 is made exact by multiplying the
integrating factor x12 . Then the relation between b and c is
(a) 2c = b (b)b = c (c)2b + c = 0 (d)b + 2c = 0 JAM CA-2008
Ans. (c)
38 The solution of the differential equation yy0 + y2 − x = 0 where c is a constant, is
(a) y2 = x + c e−2x (b)y2 = x + c e−2x − 1
1
2 −2x
(c) y = x + c e − 2 (d) y2 = x + c e−2x + 12 JAM(CA)-2008
Ans. (c)
39 If ex + xy + x sin y + e y = c is the general solution of an exact differential equation, then the
differential equation is JAM CA-2009
dy ex −y−sin y dy ex +y+sin y
(a) dx = ey −x−x cos y (b) dx = ey +x+x cos y
dy −(ex +y+sin y) dy −(ex −y−sin y)
(c) dx = ey +x+x cos y (d) dx = e y −x−x cos y
Ans. (c)
64 INTRODUCTION TO DIFFERENTIAL EQUATIONS

40 The general solution of the differential equation y0 (x + y2 ) = y is JAM CA-2009


(a)x = cy + y2 (b)x = cy − y2 (c)y = cx + x2 (d)y = cx − x2
Ans. (a)
dy √
41 If y(x) is the solution of the differential equation dx = 2(1+y) y, y > 0, y(0) = 0, y( π2 ) = 1,
then the largest interval on which the solution exists is, GATE(MA)-06
A) [0, 3π4 ) B) [0, π) C) [0, 2π) D) [0, 2π
3 )
Ans. (C)
dy
42 Consider the differential equation dx − 2x = φ(x), x ∈ <, satisfying y(0) = 0,

where φ(x) = 0 , x≤0


= 1, x > 0

This initial value problem


(a) has a continuous solution which is not differentiable at x = 0 (b)has a continuous
solution which is differentiable at x = 0 (c) has a continuous solution which is
differentiable on at < (d) does not have a continuous solution < [JAM GP-2008]
Ans. (a)
43 The equation

(αxy3 + y cos x)dx + (x2 y2 + β sin x)dy = 0 is exact for GATE(MA) − 09

A) α = 32 , β = 1, B) α = 1, β = 32 , C) α = 32 , β = 1 D) α = 1, β = 23
Ans. (C)
44 Consider the differential equation y0 − y = −y2 . Then lim y(x) is equal to
x→∞
(a) 1 (b) 0 (c) −1 (d) ∞ JAM CA-2010
Ans. (a)
(x−1)2 dy
45 If k is a constant such that xy + k = e 2 satisfies the differential equation x dx = (x2 − x −
1)y + (x − 1), then k is equal to
(a) 1 (b) −1 (c) 3 (d) −2 JAM(MA)-2007
Ans. (a)
dy
46 An integrating factor of x dx + (3x + 1)y = xe−2x is
−4x 3x
(a)xe (b)xe
(c)3xe3x (d)3xe−3x JAM(MA)-2005
Ans. (b)
Hx
47 The initial value problem corresponding to the integral equation y(x) = 1 + 0 y(t)dt is
(a)y0 − y = 0, y(0) = 1 (b)y0 + y = 0, y(0) = 0 (c)y0 − y = 0, y(0) = 0 (d)y0 + y =
0, y(0) = 1 Gate(MA): 2001
Ans. (a) is correct.
Hint. Since y0 (x) = y(x) or, y0 − y = 0 and for given equation y(0) = 1
Rt
48 If y(t) = 1 + 0 y(v)e−(t+v) dv then y(t) at t = 0
(a) 0 (b) 1 (c) 2 (d) 3 Gate(MA): 2000
Ans. (b) is correct.
49 If x3 y2 is an integrating factor of (6xy2 + axy)dx + (6xy + bx2 )dy = 0 where a, b ∈ R, then
(a)3a − 5b = 0 (b)2a − b = 0 (c)3a + 5b = 0 (d)2a + b = 0 Gate(MA): 2017
Ans. (a) is correct.
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 65

   
50 If the differential equation y + 1x + 1
x2 y
dx + x − 1y + a
xy2
dy = 0 is exact, then the value of a
is
(a)2 (b)1 (c) -1 (d) 0
Ans: (b)
51 The integrating factor of (2xy − 3y3 )dx + (4x2 + 6xy2 )dy = 0 is
(a) x12 y (b)x2 y2 (c) xy2 (d)xy3
Ans: (a)
52 Let u(t) be a continuous differentiable function taking nonnegative values for t > 0 and
3
satisfying u0 (t) = 4u 4 (t); u(0)=0. Then NET(MS): (Dec.)2015

(a) u(t) = 0 (b) u(t) = t4


(c) u(t) = 0, 0 < t < 1
= (t − 1)4 , t ≥ 1
(d) u(t) = 0, 0 < t < 10
= (t − 10)4 , t ≥ 10.

Ans. (a), (b), (c) and (d).


dy
53 The solution of the initial value problem dx = sin x
y+2 , y(0) = 0 is
(a) y(y + 2) = 4(1 − cos x) (b) y(y + 4) = 2(1 − cos x)
(c) 3y(y + 2) = 4(1 − cos x) (d) y(y + 2) = 4(1 − cos x) JAM(GP)-2010
Ans. (b)
dy
54 The integrating factor of the differential equation dx − 3y = sin 2x is
(a)e3x (b)e−3x (c) ex (d)none of these
Ans. (b)
dy 2xy2 +y
55 The integrating factor of the differential equation dx = x−2y3
is
(a) 1y (b) y12 (c) y 2
(d) y [JAM-2015]
Ans: (b)
56 The integrating factor of the differential equation (2xy + 3x2 y + 6y3 )dx + (x2 + 6y2 )dy = 0 is
(a)x3 (b)y3 (c) e3x (d) e3y [JAM-2012]
Ans. (c)
dy
57 If an integral curve of the differential curve (y − x) dx = 1 passing through the curve (0, 0)
and (α, 1), then α is equal to
(a)2 − e−1 (b)1 − e−1 (c) e−1 (d) 1 + e [JAM-2015]
Ans. (c)
58 For a, b, c ∈ <, if the differential equation (ax2 + bxy + y2 )dx + (2x2 + cxy + y2 )dy = 0 be
exact then
(a)b = 2, c = 2a (b) b = 4, c = 2 (c)b = 2, c = 4 (d) b = 2, a = 2c [JAM -2014]
Ans. (b)
59 The differential equation (1 + x2 y3 + αx2 y2 )dx + (2 + x3 y2 + x3 y)dy = 0 be exact if α equals
(a) 21 (b) 32 (c) 2 (d) 3 [JAM -2012]
Ans. (b)
dy
60 The differential equation dx + x sin 2y = x3 cos2 y can be reduced to linear equation
dz dz dz
(a) dx + x sin 2y = x3 (b) dx + 2zx = x3 (c) dx − 2zx = x3 (d) none of these
Ans. (b)
66 INTRODUCTION TO DIFFERENTIAL EQUATIONS

dy
61 An integrating factor of the differential equation dt + y = 1 is
(a)et (b) et (c) et (d) et
Ans. (a)
62 The particular solution of the differential equation y0 sin x = y log y satisfying the initial
condition y( π2 ) = e, is
x
(a)log(tan( 4x )) (b)log(cot( x2 )) (c) etan( 2 ) (d)log(cot( 2x )) + x Gate(MA): 2000
Ans. (c) is correct.
63 If xh yk is the integrating factor of the differential equation (3ydx − 2xdy) + x2 y−1 (10ydx −
6xdy) = 0 then the values of h and k are
(a) -3,-3 (b) 2,-3 (c) 2,-2 (d) 2,-2
Ans. (b)
64 Which following is not an I.F. of xdy − ydx = 0
(a) x12 1
(b) x2 +y 2
1
(c) xy (d) xy Gate(MA): 2001
Ans. (d) is correct.
2
Hint. Since x( xy )dy − y( xy )dx = 0 then M = −x, N = xy and ∂∂My , ∂∂Nx .
65 The differential equation (1 + xy)eaxy dx + x2 exy dy = 0 is exact, then the value of a is
(a) 3 (b) 1 (c)-1 (d) None
Ans. (b)
dy
66 Integrating factor of 2x2 dx = 1 − 3xy is
√ √
(a) x (b) − √1x (c) − x (d) √1
x
Ans. (d)

2.16 Review Exercises


1 (i) Show that any continuously differentiable function satisfies a Lipschitz condition.
(ii) Show that a function that satisfies a Lipschitz condition need not be differentiable
everywhere.
1
2 Show that f (x, y) = y 3 does not satisfy a Lipschitz condition on a rectangular region
{R : |x| ≤ 1, |y| ≤ 1}.
dx 2
3 Show that the differential equation dt = x 3 , x(0) = 0 has at least two solutions.
dy 2y
4 Show that the ODE dx = x , y(x0 ) = y0 has unique solution in some interval centered at
x0 where x0 ,= 0.
dy
5 Consider the equation dx = (3x2 + 1) cos2 y + (x3 − 2x) sin 2y on the strip Sa : {|x| ≤
a, |y| < ∞, (a > 0)}. If f (x, y) = (3x2 + 1) cos2 y + (x3 − 2x) sin 2y, then show that f
satisfies a Lipschitz condition on the strip Sa and hence every initial value problem
dy 2 2 3
dx = (3x + 1) cos y + (x − 2x) sin 2y, y(x0 ) = y0 has a solution for all real x.
Hint. See the Theorem 2.7.
6 Consider the equation
dy cos y
=
dx 1 − x2
cos y
on the strip Sa : {|x| ≤ a, (0 < a < 1)}. If f (x, y) = 1−x2
, then show that f satisfies a
dy cos y
Lipschitz condition on the strip Sa and hence every initial value problem dx = 1−x2
, y(0) =
y0 , (|y0 | < ∞) has a solution on |x| ≤ a .
Hint. See the Theorem 2.7.
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 67

dy 1
7 Show that the ODE dx = xy + y10 , y(0) = 10 has unique solution on |x| ≤ 12 .
1
10
Hint. Here M = Max{xy + y } on |x − 0| ≤ a, |y − 10 | ≤ b and α = Min{a, Mb }. Solving we
1 1 1 1
have M = 5 , a = 2 , b = 10 , α = 2 .
dy
8 Consider the problem dx = 1 + y2 , y(0) = 0. Show that φk (x) → φ(x) for each x satisfying
|x| ≤ 12 .
Hint. Here f (x, y) = 1 + y2 on R : |x| ≤ 12 , |y| ≤ 1. Show that α = 21 .
9 Obtain the G.S of each of the following differential equations:
dy dy
(a) y − x dx = dx y2 e y Ans. x = ye y + cy; JAM(MA)-2010
dy x+2y+8
(b) dx = 2x+y+7 Ans. (y − x + 1)3 = c(y + x + 5); JAM(MA)-2010
 dy 2
10 Show that dx + y2 + 1 = 0 has no solution in <.
11 Show that
dy
= 1, x ≥ 0
dx
= −1, x < 0

does not have a solution on any interval containing 0.


12 The differential equation dx
dt = 0, x(0) = 0, x(1) = 1 has no solution.
dy
13 Show that all the successive approximations for the problem dx = y2 , y(0) = 1 exist for
all real x.
dy p
14 Show that dx = y(x), y > 0, y(0) = y0 has a unique solution in some interval containing
y0 if y0 > 0 and infinite many solutions if y0 = 0. NET(MS): (June)2015
dy p
15 Show that dx = 2 y(x), y > 0, y(0) = 0 has non unique solution. V.U(H): 2016
dy y3
16 Show that dx = 1+x2 +y2
, y(0) = y0 has a unique solution on every interval [−L, L].
dy
17 Show that the initial value problem dx = f (x, y) with y(0) = 0 has unique solution, despite
the f not being Lipschitz continuous w.r.t variable y on any rectangle containing (0, 0)
where f (x, y) is given by
1
f (x, y)
y sin , y , 0 =
y
= 0, y=0
18 If the differential equation Mdx + Ndy = 0 is exact and if M and N are both homogeneous
functions of x, y of degree n(, 1), then the primitive is given by Mx + Ny = constant.
Hint. Since M, N are homogeneous functions of x, y of degree n(, 1), so x ∂M ∂M
∂x + y ∂y = nM
and x ∂N ∂N
∂x + y ∂y = nN. Also the given ODE is exact, so
∂M
∂y = ∂N
∂x . Then let φ = xM + yN, so
∂φ ∂φ
dφ = ∂x dx + ∂y dy = (n + 1)(Mdx + Ndy) = 0. Hence φ is constant.
dy
19 Consider the linear equation of the first order dx + a(x)y = b(x) where a, b are continuous
on some interval I. Then show that there is an integrating factor which is a function of x
alone.  
1 ∂M ∂N
20 If M−N ∂y − ∂x = f (x + y), then the differential equation Mdx + Ndy = 0 has an integrating
R
factor ofthe form e− f (x+y)d(x+y) .
1 ∂M ∂N
21 If Ny−Mx ∂y − ∂x = f (xy), then the differential equation Mdx + Ndy = 0 has an integrating
R
f (xy)d(xy)
factor of the form e .
68 INTRODUCTION TO DIFFERENTIAL EQUATIONS

 
x2 ∂M
22 If Mx+Ny ∂y − ∂N x
∂x = f ( y ), then the differential equation Mdx + Ndy = 0 has an integrating
R
x x
factor of the form e− f ( y )d( y ) .
dy
23 Show that the general solution of the differential equation dx + P(x)y = Q(x) can be written
in the form y = k( f − g) + g where k is an arbitrary constant and f, g are its particular
solutions. BU(H) 2010, CU(H) -2009
dy df
Hint. Given that f, g are particular solutions of dx + P(x)y = Q(x), so dx + P(x) f = Q(x)
dg d
and dx + P(x)g = Q(x). Then we are to prove that dx [k( f − g) + g] + P(x)[k( f − g) + g] = Q(x).

24 Solve : (3x2 y4 + 2xy)dx + (2x3 y3 − x2 )dy = 0. Ans. x3 y3 + x2 = cy; [WBSSC 05]


25 Solve : (x3 + 3xy2 )dx + (y3 + 3x2 y)dy = 0. Ans. (x2 + y2 )2 + 4x2 y2 = c.; [IAS(Prel.) 2004]
2
26 Solve: y(xy + 2x2 y2 )dx + x(xy − x2 y2 )dy = 0. Ans. log xy − xy1
= c; CU(H) 03, 08; IAS 04
dy
27 Solve: x dx = y(log y − log x + 1), x > 0, y > 0. Ans. y = xecx ; [IAS(Prel.) 2005]
−1
y dy −1
28 Solve: (1 + y2 ) + (x − e− tan = 0. Ans. x tan−1 y + (tan−1 y + 1)e− tan y = c ; IAS 2006
) dx
29 Solve the following differential equations
dy
(a)(x + 2y3 ) dx = y [Ans. x = y(y2 + c)]
x 3 y2
(b)y(2x2 y + ex )dx − (ex + y3 )dy = 0 [Ans. ey + 2x3 − 2 = c]
(c)3x2 ydx + (x3 + y3 )dy = 0 [Ans. 4x3 y + y4 = c ]
(d)(3x2 y4 + 2xy)dx + (2x3 y3 − x2 )dy = 0 [Ans. x3 y3 + x2 = cy]
dy 2 2
(e)xy − dx = y3 e−x [Ans. y2 (2x + c) = ex ]
dy x
(f) dx = ex−y (ex − e y ) [Ans. e y = (ex − 1) + ce−e ]
dy √
(g)2x2 dx = xy + y2 [Ans. x − y = cy x]
x
(h)(2xy + ex )ydx − ex dy = 0 [Ans. x2 + ey = c]
2
30 Prove that ex is an integrating factor of the equation (x2 + xy4 )dx + 2y3 dy = 0.
dy 2
31 Solve : dx + x sin 2y = x3 cos2 y. [Ans. tan y = 12 (x2 − 1) + ce−x ]
dy y √ √ √
32 Solve dx = x+ xy
√ [Ans. x = y(log y + c)]
1 1
33 Solve (xy5 + y)dx − dy = 0 [Ans. y4
+x= 4 + ce−4x ]
34 Solve x(4ydx + 2xdy) + y3 (3ydx + 5xdy) = 0 [Ans. x4 y2 + x3 y5 = c]
35 Solve (xy sin xy + cos xy)ydx + (xy sin xy − cos xy)xdy = 0 [Ans. xy sec xy = c]
36 Solve (x2 − 2y)dx + (y2 − 2x)dy = 0, given that y(0) = 2. [Ans. x3 + y3 = 8 + 6xy]
dy cos x
37 Solve dx = (sin x − sin y) cos y. [Ans. sin y = sin x − 1 + ce− sin x ]
dy −x2 2
38 Solve: dx + 2xy = e . [Ans. yex = x + c].
dy x+y+1
39 Solve : dx = 2x+2y+1 . Ans. log(3x + 3y + 2) = 6y − 3x − c; C.H. 1984.
dy x+2y−3
40 Solve: dx = 2x+y−3 . Ans. log(3x + 3y + 2) = 6y − 3x − c; C.H. 1980.
41 Solve the following differential equations by the method of variation of parameters
dy 2
(a) dx + 2xy = 4x. [Ans. y = 2 + ce−x ]
dy
(b) cos2 x dx + y = tan x [Ans. y = tan x − 1 + c e− tan x ]
dy 1
(c) dx − 1+x tan y = (1 + x)ex sec y [Ans. sin y = (1 + x)(ex + c) ].
42 Solve the differential equation (2y sin x + 3y4 sin x cos x)dx − (2y3 cos2 x + cos x)dy = 0.
Ans. y sin2 x − y4 cos3 x − y = c ; JAM(MA)-2005
FIRST ORDER AND FIRST DEGREE ORDINARY DIFFERENTIAL EQUATIONS(Dr.
Kalipada Maity, ISBN:978-81-8487-590-4 ) 69

dy
43 Determine y0 such that the solution of the differential equation dx − y = 1 − e−x , y(0) = y0
has a finite limit as x → ∞ Ans. y0 = − 21 ; JAM(MA)-2006
44 Solve the differential equation dx + (e y sin y − x)(y cos y + sin y)dy = 0.
Ans. x = (−y sin y + c)e y sin y ; JAM(MA)-2007
45 Solve the differential equation xyy0 = 3y2 + x2 with the initial condition y = 2 when x = 1
Ans. x2 + 2y2 = 9x6 ; JAM(PH)-2005
R
dy
46 Show that e Pdx is an integrating factor of the ordinary differential equation dx + Py = Q
where P, Q are constants or functions of x alone.
dy
47 If dx = f (ax + by + c), show that ax + by + c = v will change it to a separable equation.
dy y2 −1
48 Prove that dx = x2 −1 represents rectangular hyperbolas all of which pass through the
points (1, 1) and (−1, −1).
dy 1
49 Show that the equation dx = 2xy+8y can be solved either as an exact equation or by separable
the variables. Prove also that the methods are equivalent.
50 Show that all curves for which the length of the normal is equal to its radius vector are
either circles or rectangular hyperbola.
70 INTRODUCTION TO DIFFERENTIAL EQUATIONS
Bibliography
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York.
[2] Bernstein, D.L., (1951). Existence Theorems in Partial Differential Equations (AM-23), An-
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[6] Debnath, L. and Bhatta, D. (2006). Integral Transforms and Their Applications, Chapman &
Hall/CRC Taylor & Francis Group.
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Publisher India Ltd.
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New Central Book Agency (P) Ltd., Kolkata.
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72 BIBLIOGRAPHY

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Index

An autonomous and non-autonomous dif- Non-homogeneous Differential Equations of


ferential equations, 6 First Order and First Degree, 37
Non-local existence of solution, 33
Bernoullis equation, 48
Boundary-value problems, 12 ODE in Normal form, 6
Order, 4
Cauchy-Lipschitz condition, 26
Ordinary Differential Equations, 4
Classifications of differential equations, 35
Complementary function, 14 Partial Differential Equation, 4
Complete integral, 14 Particular integral, 14
Complete primitive, 14 Particular solution:, 14
Complete solution, 14 Picard’s Theorem for Existence and Unique-
Corollary of non-local existence, 34 ness, 28
Picard’s Theorem for Uniqueness of the So-
Degree, 4
lution of a Differential Equation,
Differential Equations, 3
30
Direction field, 15
Rules for finding Integrating factors, 42
Exact equations, 39

Fundamental Concept of Differential Equa- Separation of Variables Method, 36


tions, 1 Singular solution, 14
Fundamental Theorem:, 14 Successive approximations, 23
System of ODEs, 6
General solution, 14
Vector field, 15
Homogeneous and Non-homogeneous Dif-
ferential equations, 7
Homogeneous differential equation, 36
Homogeneous function, 36

Initial-value problems , 11
Integrating Factor, 41

Line element, 15
Linear and Non-linear Differential Equations,
7
Lipschitz condition, 26

Necessary and sufficient condition of exact-


ness, 39

73

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