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1st Topic

Differential Equations of First order


and higher degree
Definitions of Differential Equation, Ordinary Differential Equation,
Partial Differential Equation, Order and Degree of a differential
equation and Formation of a differential equation

Prepared by:
Dr. Sunil
NIT Hamirpur (HP)
(Last updated on 28-01-2011)

Introduction:
To describe, understand and predict the behaviour of a physical process or
a system; a Mathematical Model is constructed by relating the variables by
means of one or more equations. Usually these equations describing the system
in motion are differential equations involving derivatives, which measure the
rates of change, the behaviour and interaction of components of the system.

Introduction to Mathematical Modeling:


Scientific model is an abstract and simplified description of a given
phenomenon and is most often based on mathematical structures.
Historically following the invention of calculus by Newton (1642-1727) and
Leibnitz (1646-1716), there is a burst of activity in mathematical sciences. Early
mathematical modeling problems in vibration of strings, elastic bars and columns
of air due to Taylor (1685-1731). Daniel Bernouli (1700-1782), Euler (170701783)
and DAlembert (1717-1783).

Differential Equations of First Order: Definitions and formulation of a Differential equations

Prepared by: Dr. Sunil, NIT Hamirpur

Modeling is a technique of transforming a physical problem to a


mathematical model. Thus, a mathematical model describes a a natural process
or a physical system in mathematical terms, representing an idealization by
simplifying the reality by ignoring negligible details of the natural process and
emphasizing

on only its

essential manifestations. Such model yielding

reproducible results, can be used for prediction. Thus, a mathematical model


essentially expresses a physical system in terms of a functional relationship of
the kind:
Dependent variable = function of independent variables, parameters and forcing
functions
A model should be general enough to explain the phenomenon but not too
complicated precluding analysis. Mathematical formulation of problems involving
continuously or discretely changing quantities leads to ordinary or partial
differential equations, linear or non-linear equations or a combination of these.

Differential Equation:
A differential equation is an equation, which involves derivatives.
In many branches of science and engineering, we come across equations,
which contains, besides the dependent and independent variables, different
derivatives of the dependent variable w.r.t. the independent variable or variables.
These equations are called differential equations.
e.g.

(i) e x dx e ydy 0 ,

dy 2
1
dx
(iv)
d2y

(ii)

d2x
dt

n 2x 0 ,

(iii) y x

dy x

,
dx dy
dx

3/ 2

c,

dx 2
u
u
(vi) x
y
2u ,
x
y

(v)

dx
dy
wy a cos pt ,
wx a sin pt ,
dt
dt

(vii)

2y
t 2

are all examples of differential equations.

c2

2y
x 2

Differential Equations of First Order: Definitions and formulation of a Differential equations

Prepared by: Dr. Sunil, NIT Hamirpur

Classifications of Differential equations:


Differential equations are classified into two categories ordinary and
partial depending on the number of independent variables appearing in the
equation.

Ordinary Differential Equation and Partial Differential Equation


Ordinary Differential Equation (ODE):
If there is a single independent variable and the derivatives are ordinary
derivatives, then the equation is called an ordinary differential equation.
e.g., The equations (i) e x dx e y dy 0 ,

dy 2
1
dx
(iv)
d2y

(ii)

d2x
dt

n 2 x 0 , (iii) y x

dy x

,
dx dy
dx

3/ 2

c , (v)

dx
dy
wy a cos pt ,
wx a sin pt ,
dt
dt

dx 2
are all ordinary differential equations.
or
Equations, which involve only one independent variable, are called
ordinary differential equations (ODE).

Partial Differential Equation (PDE):


If there are two or more independent variables and the derivatives are
partial derivatives, then the equation is called a partial differential equation.
e.g., The equations x

2
2y
u
u
2 y

c
are partial differential
y
2u and
x
y
t 2
x 2

equations.
or
Equations, which involve partial differential coefficients w.r.t more than one
independent variable, are called partial differential equations (PDE).

Differential Equations of First Order: Definitions and formulation of a Differential equations

Prepared by: Dr. Sunil, NIT Hamirpur

Order and Degree of a differential Equation


Order of a differential equation:
The order of a differential equation is the order of the highest derivative,
which occurs.
Thus an ordinary differential equation is said to be of order n if nth
derivative of y w.r.t. x is the highest derivative of y in that equation. The idea of the
order of a differential equation leads to a useful classification of the equations
into equations of first order, second order, etc.

Degree of a differential equation:


The degree of a differential equation is the degree of the highest derivative,
which occurs.

e.g., (i) e x dx e y dy 0 , (ii)

d2x
dt

n 2 x 0 , (iii) y x

dy x

,(iv)
dx dy
dx

dy 2
1
dx

3/ 2

d2y

dx 2

(i) is the first order and first degree; (ii) is the second order and first degree;
2

dy
dy
(iii) written as y
x x is clearly of the first order but of second degree;
dx
dx
3

dy 2
d2y
(iv) written as 1 c2 2 is the second order and second degree.
dx
dx

Linear differential equation:


An nth order ordinary differential equation in the dependent variable y is said to be
linear in y if
i.

dependent variable y and all its derivatives are of degree one.

ii.

No product terms of y and/or any of it derivatives are present.

iii.

No transcendental functions of y and/or its derivatives occur.

The general from of an nth order linear O.D.E. in y with variables coefficient is

a 0 x

dny
dx n

a 1 x

where RHS

d n 1 y
dx n 1

..... a n 1 x

dy
a n x y bx ,
dx

b(x) and all the coefficients a 0 x ,

functions of x and a 0 x 0 .

a1 x ,..........., a n x are given

Differential Equations of First Order: Definitions and formulation of a Differential equations

Prepared by: Dr. Sunil, NIT Hamirpur

If all the coefficients a0, a1, .an are constants then the above equation is
known as nth order linear O.D.E. with constant coefficients.

Non-linear differential equation:


An ordinary differential equation is said to be non-linear if
(i)

y and all its derivatives are of degree more than one.

(ii)

Product terms of y and/or any of it derivatives are present.

(iii)

Transcendental functions of y and/or its derivatives occur.

Note: A linear differential equation is of first degree differential equation, but a


first degree differential equation need not to be linear, since it may contain
2

nonlinear terms such y ,

1
y2,

ey, sin y , etc.

S.No. Diff.

Ans.

Order Degree linearity

Equation

Kind

dy
kx 2
dx

Ordinary 1

dy
Px y
dx

Ordinary 1

Yes
No
(Yes for n = 0, 1)

y Q x
n

e x dx e y dy 0

Ordinary 1

Nonlinear
(in x and y)

8
d3y

6x 2 dy e y
dx 2
dx

sin xy

d2y
dx 2

sin x 0

x 2 dy y 2 dx 0

d2y
3 2 5y
dx
dx 4

0
d4y

Ordinary 3

No

Ordinary 2

No

Ordinary 1

No

Ordinary 4

No

Differential Equations of First Order: Definitions and formulation of a Differential equations

Prepared by: Dr. Sunil, NIT Hamirpur

y 2 dx 3xy 1dy 0

Ordinary 1

Nonlinear in y
and linear in x

k y 2 1 y 2

10

11

Ordinary 2

No

2u 2u
u
k 2 2
x
t
y

Partial

Yes

2Y

Partial

Yes

Ordinary 2

No

t 2
12

a2

2Y
x 2

dr

ds

d2r
ds 2 1

Solution of a differential equation:


A solution of a differential equation is a relation free from derivatives,
between the variables, which satisfies the given differential equation.

e.g. x A cosnt
is a solution of

d2x
dt

n 2x 0 .

(1)
(2)

General (or complete) solution of a differential equation:


The general (or complete) solution of a differential equation is that in which
the number of independent arbitrary constants is equal to the order of the
differential equation.
Thus, x A cosnt is a general solution of the differential equation

d2x
dt

n 2 x 0 as the number of arbitrary constants A, is the same as the

order of differential equation.

Particular solution of a differential equation:


A particular solution is that which can be obtained from its general solution
by giving particular values to the arbitrary constants.

Differential Equations of First Order: Definitions and formulation of a Differential equations

Prepared by: Dr. Sunil, NIT Hamirpur

e.g. x A cos nt

is the particular solution of the equation (2) as it can be


4

derived from the general solution (1) by putting

.
4

Remark: The solution of a differential equation of nth order is its particular solution if it
contains less than n arbitrary constants.
Remarks:
A differential equation may have many solutions. Let us illustrate this fact by the
following example.
Each of the function y sin x , y sin x 3 , y sin x
is a solution of the differential equation

4
5

dy
cos x .
dx

And as we know from calculus that every solution of this equation is of the form

y sin x c ,
where c is constant. If we regard c is arbitrary, then y sin x c represents the
totality of all solutions of the differential equation.
This example illustrates that a differential equation may (and, in general,
will) have more than one solution, even infinitely many solutions, which can be
represented by a single formula involving an arbitrary constant c. Such a function,
which contains an arbitrary constant, is called a general solution of the
corresponding differential equation of the first order. If we assign a definite value
to that constant, then the solution so obtained is called a particular solution.

Singular solution:
A differential equation may sometimes have an additional solution, which
cannot be obtained from the general solution by assigning a particular value to
the arbitrary constant. Such a solution is called a singular solution and is not of
much engineering interest.
Example:
2

dy
dy
y0
x
dx
dx

The equation

(i)

Differential Equations of First Order: Definitions and formulation of a Differential equations

Prepared by: Dr. Sunil, NIT Hamirpur

has the general solution y cx c 2 representing a family of straight lines, where


each line corresponds to a definite value of c.
A further solution is y

x2
. This can be verified by substitution. This is a
4

singular solution of (i), since we cannot obtain it by assigning a definite value to c


in the general solution. Obviously, each particular solution represents a tangent to
the parabola represented by the singular solution. Singular solution will rarely
occur in engineering problems.

Geometrical meaning of a differential equation of the first order


and first degree and its solution:
Consider any differential equation of the first order and first degree
dy
dy

f x , y or f x, y, 0 .
dx
dx

(i)

y-axis

A4
A3

A0

A2
A1

x-axis

We know that the direction of a curve at a particular point is determined by


drawing a tangent line at that point, i.e., its slope is given by
Let A 0 x 0 , y 0 be any point in the plane. Let m 0

dy
at that particular point.
dx

dy 0
be the slope of the curve
dx 0

at A 0 derived from (i). Take a neighbouring point A1 x1, y1 such that the slope of

Differential Equations of First Order: Definitions and formulation of a Differential equations

Prepared by: Dr. Sunil, NIT Hamirpur

A 0A1 is m1 . Thus, m1

dy1
be the slope of the curve at A1 derived from (i). Take a
dx 1

neighbouring point A 2 x 2 , y 2 such that the slope of A1A 2 is m 2 . Thus m 2

dy 2
be
dx 2

the slope of the curve at A 2 derived from (i).


Continuing like this, we get a succession of points. If the points are taken
sufficiently close to each other, i.e., if the successive points A 0 , A1, A3 , A 4 .......... .. are
chosen very near one another, the broken curve A 0 A1 A 3A 4 ............ approximates to a
smooth curve Cy x , which is a solution of (i) corresponding to the initial point
A 0 x 0 , y0 . Any point on C and the slope of the tangent at any point to C satisfy (i).
A different choice of the initial point will, in general, give a different curve with
the same property, i.e., if the moving point starts at any other point, not on C and move as
before, it will describe another curve. The equation of each such curve is thus a
particular solution of the differential equation (i). The equation of the whole family of
such curves is the general solution of (i). The slope of the tangent at any point of each
member of this family and the co-ordinates of that point satisfy (i).
Concluding remarks:
1. Particular solution is the equation of one particular curve obtained by
the above method.
2. General solution of an ordinary differential equation of first order and
first degree is the equation of the family of curves obtained by the
above method.
3. Finally, an ordinary differential equation is a representation of all the
tangents of the whole family of the curves.

Formation of a differential equation:


An ordinary differential equation is formed by elimination of arbitrary
constants from a relation in the variables and constants.

Differential Equations of First Order: Definitions and formulation of a Differential equations

10

Prepared by: Dr. Sunil, NIT Hamirpur

To eliminate two arbitrary constants, we require two more equations


besides the given relation, leading us to second order derivatives and hence we
obtain a differential equation of the second order.
Elimination of n arbitrary constants leads us to nth order derivative and
hence we have a differential equation of the nth order.
Now let us formulate ordinary differential equations:

Q.No.1.: Form the differential equation of simple harmonic motion given by

x A cosnt .
Sol.: To eliminate the constant A and , differentiating it twice, we get
d2x
dx
n 2 A cosnt n 2 x .
nA sin nt and
2
dt
dt
Thus

d2x
dt

n 2x 0 ,

which is the required differential equation which states that the acceleration varies as the
distance from the origin.
Q.No.2.: Form the differential equation from the equation x a sint b .
Sol.: Given x a sint b .

(i)

Here a and b are constants and to eliminate these constants.


dx
a cost b .
dt

Differentiate (i) w.r.t. x, we get

d2x

Differentiate again w.r.t. x, we get


Hence

d 2x
dt

dt

2a sin t b 2 x .

2 x 0 .

This is the required differential equation.


Q.No.3.: Form the differential equation from the equation y ax3 bx 2 .
Sol.: Given equation is y ax3 bx 2 .
Differentiate (i) w.r.t. x, we get
Differentiate again w.r.t. x, we get

(i)
dy
1 dy
3ax 2 2bx .
3ax 2b .
dx
x dx

Differential Equations of First Order: Definitions and formulation of a Differential equations

11

Prepared by: Dr. Sunil, NIT Hamirpur

1 y y
1 dy 1 d 2 y
.

3
a
a

2.
3 x
x
x 2 dx x dx 2

(ii)

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


y y y
1 2y
y
y

2 x 2b
y
2b b
y .
x
x
x x x
2 x

(iii)

Putting (ii) and (iii) in (i), we get


y

x 3 xy y x 2 2 y y x
6y 2x 2 y 2xy 6xy 3x 2 y

2
3 x
x

x 2 y 4xy 6y 0 x 2

d2y
dx 2

4x

dy
6y 0 ,
dx

which is the required differential equation.


Q.No.4.: Form the differential equation from the equation xy Aex Be x .
Sol.: Given equation is xy Aex Be x .

(i)
dy
Ae x Be x .
dx

Differentiate (i) w.r.t. x, we get

yx

Differentiate again w.r.t. x, we get

dy dy
d2y

x 2 Aex Be x
dx dx
dx

d2y
dx

dy
xy ,
dx

xy Ae

Be x

which is the required differential equation.


Q.No.5.: Form the differential equation from the equation y e x A cos x B sin x .
Sol.: Given equation is y e x A cos x B sin x .

(i)

Differentiate (i) w.r.t. x, we get


dy
dy
e x A cos x B sin x e x A sin x B cos x
y e x A sin x B cos x .
dx
dx

Differentiate again w.r.t. x, we get

d2y
dx 2

d2y
dx

dy
d 2 y dy dy

e x A sin x B cos x e x A cos x B sin x 2


y y
dx
dx dx
dx

dy
2y ,
dx

Differential Equations of First Order: Definitions and formulation of a Differential equations

12

Prepared by: Dr. Sunil, NIT Hamirpur

which is the required differential equation.


Q.No.6.: Form the differential equation of the equation y ae2 x be3x cex .
Sol.: Given equation is y ae2 x be3x cex e x y ae x be4 x c .

(i)

Differentiate (i) w.r.t. x, we get


e x y e x

dy
dy
ae x 4be 4 x e3x y e3x
ae5x 4b
dx
dx

Differentiate again w.r.t. x, we get

3e3x y e3x

2
dy
dy 3x d 2 y
5x
2x
2 x dy
2x d y
3
e
y
2
e
e
3e3x
e

5
ae

5a .
dx
dx
dx
dx 2
dx 2

Differentiate again w.r.t. x, we get

6e 2 x y 3e 2 x

d3y
dx

dy
dy
d2y
d2y
d3y
4e 2 x
2e 2 x 2 2e 2 x 2 e 2 x 3 0
dx
dx
dx
dx
dx

dy
6y 0 .
dx

which is the required differential equation.


Q.No.7.: Obtain the differential equation of all circles of radius a and centre (h, k).
Sol.: Since we know that the equation of a circle whose radius is a and centre is (h, k) is

x h 2 y k 2 a 2 .

(i)

Differentiate (i) w.r.t. x, we get


2x h 2y k

dy
dy
0 x h y k
0.
dx
dx

(ii)

Differentiate again w.r.t. x, we get

1 y k

d2y

dy

0
2 dx
dx

dy
1
dx
y k 2
d y
dx 2

(iii)

Differential Equations of First Order: Definitions and formulation of a Differential equations

13

Prepared by: Dr. Sunil, NIT Hamirpur

dy
From (ii) x h y k

dx

dy dy
1
dx dx

d2y

dx 2

Substituting the values of x h and y k in (i), we get

dy

dx

dy
1
dx

d2y

dx 2

2 2

dy 2

1
3
2 2
dy 2

dx
d
y
2
2

a 1 a 2 ,
2

dx
d2y
dx

dx 2

which is the required differential equation.


Q.No.8.: Find the differential equation of a family of the circles passing through the
origin and having centres on the x-axis.
Sol.: Since we know that the equation of circle with centre (h, k) and radius a is given
by equation

x h 2 y k 2 a 2 .

Here k = 0 and a = h.

(i)

y-axis

C(h, 0)

x-axis

Equation (i) becomes

x 2 h 2 2hx y 2 h 2 x 2 y 2 2hx 0 .
Here h is the constant and to eliminate it, differentiating (ii) w.r.t. x, we get
2x 2 y

dy
dy

2 h 0 h x y .
dx
dx

Putting the value of h in (ii), we get


dy
dy
dy

x 2 y 2 2 x x y 0 x 2 y 2 2 x 2 2xy
0 y 2 x 2 2xy
0
dx
dx
dx

(ii)

Differential Equations of First Order: Definitions and formulation of a Differential equations

14

Prepared by: Dr. Sunil, NIT Hamirpur

2 xy

dy
x 2 y2 0 ,
dx

which is the required differential equation.


Q.No.9.: Find the differential equation of all circles of radius 5, with their centers at
y-axis.
Sol.: Since we know that the equation of circle with centre (h, k) and radius a is given

x h 2 y k 2 a 2 .

(i)

x 2 y 2 2 yk k 2 25 .

(ii)

by equation
Here h = 0 and a = 5.
Equation (i) becomes

y-axis

C (0, k)
5

x-axis
O
Here k is the constant and to eliminate it , differentiating (ii) w.r.t. x, we get

dy

x y
dy
dy
dy
dy
dx

.
2x 2 y
2k
0 2k
2 x y k
dy
dx
dx
dx
dx

dx
Putting the value of k in (ii), we get
2

dy
dy
x y dx x y dx
25

x 2 y2 2y
dy
dy

dx
dx

dy
dy
dy
dy
dy
dy
x 25 2 xy 2 y 2 x 2 2 xy y 2 y 2 0
dx
dx
dx
dx
dx
dx

dy
x 25 x 2 0 , which is the required differential equation.
dx
2

Differential Equations of First Order: Definitions and formulation of a Differential equations

15

Prepared by: Dr. Sunil, NIT Hamirpur

Q.No.10.: Find the differential equation of all parabolas with x-axis as the axis and (a, 0)
as focus.
Sol.: Since we know that the equation of the parabola, whose x-axis as the axis and (a, 0)

y 2 4ax .

as focus is

(i)

Differentiating (i) both sides, we get


y-axis

2y

(a, 0)

x-axis

dy
dy
4a y
2a , which is the required differential equation.
dx
dx

Home Assignments
Q.No.1.: Eliminate the arbitrary constants and obtain the differential equation of

y cx c 2 .
2

Ans.: x

dy dy
y.
dx dx

Q.No.2.: Eliminate the arbitrary constants and obtain the differential equation of

yA Bx Cx 2 .
Ans.:

d3y
dx 3

0.

Q.No.3.: Eliminate the arbitrary constants and obtain the differential equation of
y A cos 2 t B sin 2 t .

Ans.:

d2y
dt 2

4y 0 .

Differential Equations of First Order: Definitions and formulation of a Differential equations

16

Prepared by: Dr. Sunil, NIT Hamirpur

Q.No.4.: Eliminate the arbitrary constants and obtain the differential equation of

y Ae3x Be 2 x .
Ans.:

d2y
dx

dy
6y 0 .
dx

Q.No.5.: Eliminate the arbitrary constants and obtain the differential equation of

y Ae x Be x C
Ans.:

d3y
dx

dy
0.
dx

Q.No.6.: Eliminate the arbitrary constants and obtain the differential equation of

xy Ae x Be x x 2 .
Ans.: x

d2y
dx 2

dy
x 2 xy 2 0 .
dx

Q.No.7.: Eliminate the arbitrary constants and obtain the differential equation of

Ax 2 By 2 1

d2y

dy
dy
Ans.: xy 2 x y
0.
dx
dx
dx
Q.No.8.: Eliminate the arbitrary constants and obtain the differential equation of

y 2 2ay x 2 a 2 .

dy
dy
Ans.: x 2 2 y 2 4xy
x2 0 .
dx
dx
Q.No.9.: Eliminate the arbitrary constants and obtain the differential equation of
e 2 y 2axe y a 2 0 .

dy
Ans.: 1 x 1 0 .
dx
2

Q.No.10.: Obtain the differential equation of all straight lines in a plane.


Ans.:

d2y
dx 2

0.

Q.No.11.: Obtain the differential equation of all circles of radius r whose centres lie on

Differential Equations of First Order: Definitions and formulation of a Differential equations

17

Prepared by: Dr. Sunil, NIT Hamirpur

the x-axis.

dy 2
Ans.: y 2 1 r 2 .
dx
Q.No.12.: Obtain the differential equation of all conics whose axis coincide with the axis
of co-ordinates.
Ans.: xy

d2y

dy
dy
x y .
2
dx
dx
dx

Q.No.13.: Obtain the differential equation of all circles in a plane.


2

dy 2 d 3 y
dy d 2 y
Ans.: 1 3 3 2 0 .
dx dx
dx dx

Q.No.14.: Obtain the differential equation of all the circles in the first quadrant which
touch the co-ordinate axis.
2
dy 2
dy
Ans.: x y 1 x y .
dx
dx
2

Q.No.15.: Obtain the differential equation of all problems with lotus rectum 4a and axis
parallel to the axis.

d2y

dy
Ans.: 2a 2 0 .
dx
dx
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