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Differential Equations

Differential Equations is the easiest and the most scoring topic in the Mathematics
syllabus of the IIT JEE. This topic forms the base for many other topics. It is important to
master this area to remain competitive in the JEE. It plays a vital role not only in applied
mathematics but also in various other branches of engineering and physics.
Various heads covered under this topic include:

Basic Definition

Formation of Differential Equations

Methods of Finding P.I.


A differential equation is an equation which involves a function and its derivatives. The
function involved may be of one or several variables and the derivatives may also be of
various orders. We will discuss the various heads in brief here as they have been
discussed in detail in the coming sections.
Basically, the differential equations can be divided into two categories:
Ordinary Differential equations are those equations which involve an unknown function
and its ordinary derivatives. The unknown function involved is the dependent variable
and it is a function of single independent variable.
Mathematically, an ODE of order n is an equation of the form
F(x, y, y',..,y (n) ) = 0, where y is a function of x and y' denotes the first derivative of y
with respect to x.
Partial Differential equations are those equations which involve rate of change of
continuous variables. In partial differential equations, the unknown function is a
function of multiple independent variables and instead of simple derivatives, partial
derivatives are involved.
The ordinary and partial differential equations can be further divided into linear and
non-linear differential equations.
An ODE of order n is said to be linear if it is of the form
an (x)y(n) + a

n-1

(x) y

(n-1)

+ . + a1 (x) y' + a0 (x) y = Q(x)

These have a further classification into homogeneous but here we wont be going into
the intricacies as they have been discussed in detail in the coming sections.
Non-linear differential equations are those which involve higher order terms and the
product of terms. There are a few methods of solving partial differential equations and
they also depend on the type of equation.
Formation of a Differential Equation
An ordinary differential equation is obtained by eliminating arbitrary constants (also
called parameters) from a given relation involving the variables where the order of the
equation is equal to the number of the constants to be eliminated.
A partial differential equation is obtained when we eliminate arbitrary constants or
functions from a given relation involving the variables/functions. Whenever we consider
differential equations we generally mean ordinary differential equations.
Let (x,y,c1,c2,, cn) =0 . (1)
be a relation involving variables x and y and n arbitrary constants c1,c2,...,cn.
If we differentiate equation (1) n times with respect to x and eliminate the n arbitrary
constants between the (n + 1) relations, we get an ordinary differential equation of the
form
F(x, y, y',..,y

(n)

) = 0 where

y' =dy/dx, y =d2y/dx2 y(n) = dny/dxn


Example: Eliminate a and b from y = ax2 + bx and form the differential equation.
Solution: The given equation is y= ax2 +bx (1)
Differentiating the given equation with respect to x, we get
y' = 2ax +b . (2)
y = 2a (3)
Equation (3) gives, a= y / 2
Equation (2) gives, b= y' - 2ax = y' -xy
Equation (1) gives, y= y/2 .x2 + (y' -xy) x

= xy' - 1/2. x2y


Hence, the required differential equation is
x2y 2xy' +2y =0.
Example: Determine the differential equation by eliminating the
constants A and B from y= Asin x +B cos 2x
Solution: The given equation is
y= Asin x +B cos 2x

.(1)

By differentiating twice with respect to x, we get,


y' = A cos x 2B sin 2x

.(2)

y = -A sin x 4B cos 2x

.(3)

Form equations (1) and (3) we get,


y + 4y = 3A sin x

..(4)

y + y = -3B cos 2x

......(5)

Substituting the values of A and B in equation (2), we obtain


y' = cos x {(y +4y)/ 3 sinx} + y (4 cot x +2 tan 2x)
Hence, the required differential equation is given by
3y' = y (cot x + 2 tan 2x) + y (4cot x + 2 tan 2x).
There are various methods of solving differential equations like Variable Separable,
Homogeneous, Exact etc. but they differ according to the type of equation. These
methods have been discussed in the later sections.
Watch this video for more on differential equations

Methods of finding the Particular Integral:


While solving a differential equation, it is generally very easy to find the C.F, but the
problem arises in the particular integral. There is one general method which can be

used for all types of functions but the drawback is that it is quite lengthy. There are
short methods depending on the types of functions involved. We give an outline of
these methods:
General method:
If both m1 and m2 are constants, the expressions (D m1) (D m2) y and (D m2) (D
m1) y are equivalent i.e. the expression is independent of the order of operational
factors.
We discuss some of the short methods of finding the particular integral
(1) When X = eax in f(D) y = X, where a is a constant
Then 1/f(D) eax = 1/f(a) eax , if f(a) 0 and
1/f(D) eax = xr/f r(a) eax , if f(a) = 0, where f(D) = (D-a)rf(D)
(2) To find P.I. when X = cos ax or sin ax
f (D) y = X
If f ( a2) 0 then 1/f(D2) sin ax = 1/f(-a2) sin ax
If f ( a2) = 0 then (D2 + a2) is at least one factor of f (D2)
(3) To find the P.I.when X = xm where m N
f (D) y = xm
y = 1/ f(D) xm
(4) To find the value of 1/f(D) eax V where a is a constant and V is a function of x
1/f (D) .eax V = eax.1/f (D+a). V
To find 1/f (D). xV where V is a function of x
1/f (D). xV = [x- 1/f(D). f'(D)] 1/f(D) V

Illustration: Find a general solution of the equation


dy/dx + 3y/ (x+2) = x+2, where x 2

Solution: Given equation is dy/dx + 3y/ (x+2) = x+2


Here P(x) = 3/ (x+2)
Integrating this we get, 3 ln|x+2| = ln |x+2|3
Integrating factor is e P(x) =(x+2)3.
Hence, d/dx(y(x+2)3) = (x+2)3 (x+2)
(y (x+2)3) = (x+2)4 dx
y (x+2)3 = (x+2)5/ 5 dx +c
y= (x+2)2 /5 +c /(x+2)3 is the general solution.

Illustration : If y = y(x) and [{2 + sinx)/ (y+1)] dy/dx = -cos x, y (0) =1, then find the
value of y(/2).
Solution: The given differential equation is
cos x /( 2 + sinx ) dx + dy/(y+1) = 0.
Hence, ln (2 + sin x) + ln (y+1) = ln c
So, (2 + sin x) (y+1) = c
So, 2 x 2 = c
So, c =4.
Thus, y+1 = 4/ (2 + sin x)
So, y = 2 - sin x/ 2 + sinx
Hence, y (/2) = 1/3.
Illustration : For the primitive integral equation
ydx + y2dy = xdy, x R, y > 0,
y = y(x), y(1) = 1, then y (-3) is ?
Solution: The given equation can be written as

(ydx xdy) / y2 = - dy
So, d(x/y) = - dy
Hence, x/y = -y + c
Also, we know y(1) = 1
This gives the value of c as 2.
y2 -2y + x = 0
For y (-3) we have y2 - 2y 3 = 0
This means (y-3) (y+1) = 0
So, y = 3, -1.
Illustration : The differential equation dy/dx = (1-y2)/ y determines a family of circle
with:
1. variable radii and affixed centre at (0, 1)
2. variable radii and affixed centre at (0, -1)
3. fixed radius 1 and variable centres along the x-axis
4. fixed radius 1 and variable centres along the y-axis
Solution: The given equation is
dy/dx = (1-y2)/ y
Taking the terms of y and x on separate sides
y/(1-y2) dy = dx
Integrating both sides, we get
y/ (1-y2) dy = dx
-(1-y2) = x + c
x2 +y2 + 2cx + c2 - 1 =0

or 1- y2 = (x + c)2
This clearly shows that this differential equation represents a circle of fixed radius 1 and
variable centres along x axis.

Methods of finding Particular Integral


There are different methods of finding the particular integral. The method to be applied
depends on the type of function involved. There is a general method which can be
applied to any kind of question but it is comparatively lengthy. The short methods are
also there which are specific according to the type of function involved.
General Method:
If both m1 and m2 are constants, the expressions (D m1) (D m2) y and (D m2) (D
m1) y are equivalent i.e. the expression is independent of the order of operational
factors.

We will explain the method with the help of following


Example: Solve d2y/ dx2 5 dy/dx +6y = e3x.
Solution: The equation can be written as
(D2 5D + 6)y = e3x
(D 3) (D 2)y = e3x
C.F. = c1 e3x + c2e2x
And P.I. =1/ (D-3). 1/ (D-2) e3x
= 1/ (D-3) e2x e3x e-2xdx
=1/ (D-3) e2x ex
= e3x e3x e-3x dx = x.e3x
y = c1e3x +c2e2x +xe3x
P.I. can be found by resolving
1/f (D) = 1/ (D-3). 1/ (D-2)
Now using partial fractions,

1/f (D) = 1/ (D-3). 1/ (D-2)


= 1/ (D-3) 1/ (D-2)
Hence, the required P.I. is [1(D-3) 1/ (D-2)] e3x
= 1/ (D-3) e3x 1/ (D-2) e3x
= e3x e3x e-3x dx e2x e3x e-2x dx
= xe3x e3x
Second term can be neglected as it is included in the first term of the C.F.
Short Method of Finding P.I.:
In certain cases, the P.I. can be obtained by methods shorter than the general method.
(i).

To find P.I. when X = eax in f(D) y = X, where a is constant


y = 1/f(D)
1/f(D) eax = 1/f(a) eax , if f(a) 0.
1/f(D) eax = xr/f r(a) eax , if f(a) = 0, where f(D) = (D-a)rf(D)

Example:

Solve (D3 5D2 + 7D 3)y = e3x.

Solution: (D 1)2 (D 3) y = e3x


C.F. = aex + bx ex + ce3x
And P.I. = 1/ (D3-5D2+7D-3) e3x
= x/ (3D2-10D+7) e3x
= xe3x
y = aex + bx ex + ce3x + xe3x.
(ii).

To find P.I. when X = cos ax or sin ax


f (D) y = X
y = 1/f(D) sinax
If f ( a2) 0 then 1/f(D2) sinax = 1/f(-a2) sinax
If f ( a2) = 0 then (D2 + a2) is at least one factor of f (D2)
Let f (D2) = (D2 + a2)r f (D2)
Where f ( a2) 0
[1/f (D2)] sin ax = 1/ (D2+a2). 1/(D2) sin ax
= 1/ (-a2). 1/ (D2+a2) sin ax
Now, when r=1, 1/(D2 + a2) sin ax = -x/2a. cos ax
Similarly If f(a)2 0 then 1/f(D2) cos ax = 1/f(-a2) cosax

And 1/ (D2+a2) cos ax = x/2a .sin ax


Example:

Solve (D2 5D + 6) y = sin3x.

Solution: We can factorize the given term as (D 2) (D 3)y = sin3x


C.F. = ae2x + be3x
P.I. = 1/ (D2 -5D +6) sin 3x
= 1/ [(-9) -5D +6] sin 3x
= 1/ (-5D-3) sin 3x
= - (5D-3). 1/ (25D2 -9) sin3x
= 1/234 (15 cos 3x-3 sin3x)
= ae2x + be3x + 1/234 (15 cos 3x-3 sin3x)
(iii) To find the P.I. when X = xm where m N
f (D) y = xm
y = 1/ f(D) xm
We will explain the method by taking an example
Example: Find P.I. of (D3 + 3D2 + 2D) y = x2.
Solution: The P.I. is given by 1/ (D3+3D2+2D) x2

= 1/2D (1-3D/2+7/4D2 + .) x2
= 1/2D (x2-3x +7/2)
And 1/2D (x2-3x+7/2) = 1/2(x3/3-3x2/2+7/2x) = 1/12 (2x3 -9x2+21x).
(iv) To find the value of 1/f(D) eax V where a is a constant and V is a function of x
1/f (D) .eax V = eax.1/f (D+a). V
Example: Solve (D2 + 2) y = x2 e3x.
Solution: C.F. = a cos 2x + b sin 2x
P.I. = 1/ (D2+2). x2e3x = e3x. 1/ [(D+3)2 +2] .x2
= e3x. 1/(D2 +6D+11). x2
= 1/11. e3x (1+ (6D+D2)/11)-1 x2

= 1/11 e3x [1- (6D+D2)/11 + 36/121 . D2 +) x2


= 1/11 e3x (1-6D/11+25/121 . D2+) x2
= 1/11 e3x (x2 12/11 x + 50/121)
= a cos 2x + b sin 2x + e3x/11 (x2-12/11 x +50/121)
(v). To find 1/f (D). xV where V is a function of x
1/f (D). xV = [x- 1/f(D). f'(D)] 1/f(D) V
View this video for more clarity on the methods of finding the particular integral
Example: Solve (D2 + 4) y = x sin2x.
Solution: C.F. = c1 cos 2x + c2 sin2x
P.I. = 1/ (D2+4). x sin 2x
= {x- 1/ (D2+4) .2D}. 1/ (D2+4). sin 2x
= {x- 1/ (D2+4). 2D} {-x/4 cos 2x}
= -x2/4 cos 2x + .1/(D2+4) (cos 2x- 2x sin 2x)
= -x2/4 .cos 2x + 1/(D2+4) cos 2x 1/(D2+4) x sin 2x
= -x2/8 cos 2x +1/16 x sin 2x
So, y= c1 cos 2x + c2 sin 2x x2/ 8 cos 2x + 1/16 x sin 2x.
Some Results on Tangents and Normals:
(i) The equation of the tangent at P(x, y) to the curve y= f(x)
is Y y = dy/dx(X-x)
(ii) The equation of the normal at point P(x, y) to
the curve y = f(x) is
Y y = [-1/ (dy/dx) ].(X x )
(iii) The length of the tangent = CP =
y [1+(dx/dy)2]
(iv) The length of the normal = PD =
y [1+(dy/dx)2]
(v) The length of the Cartesian subtangent = CA = y dy/dx
(vi) The length of the Cartesian subnormal = AD = y dy/dx
(viii) The initial ordinate of the tangent = OB = y x.dy/dx
The methods of finding P.I. are quite simple and with a bit of practice they can easily
fetch you 2-3 questions in the JEE. You may also consult the Sample Papers to get an
idea about the types of questions asked.

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