Differential Equation

differential

INTRODUCTION
Differential equations are fundamental in engineering
mathematics since many of the physical laws and
relationships between physical quantities appear
mathematically in the form of such equations.
The transition from a given physical problem to its
mathematical representation is called modeling. This is of
great practical interest to engineer, physicist or computer
scientist. Very often, mathematical models consist of a
differential equations or system of simultaneous
differential equations, which needs to be solved. In this
chapter we shall look at classifying differential equations
and
solving
them
by
various
methods.

For example,
y = c (i)
dy
is a solution of
= x2 y (ii)
dx
The general (or complete) solution of a differential
equation is that in which the number of arbitrary
constants is equal to the order of the differential
equation. Thus (i) is a general solution of (i) is a general
solution of (ii) as the number of arbitrary constants (one
constant c) is the same as the order of the equations (ii)
(first order). Similarly, in the general solution of a second
order differential equation, there will be two arbitrary
constants.
A particular solution is that which can be obtained from
the general solution by giving particular values to the
arbitrary
constants.

DIFFERENTIAL

EQUATIONS

OF

FIRST

ORDER

Definitions
A differential equation is an equation which involves
derivatives or differential coefficients or differentials.
Thus the following are all examples of differential
equations.
(a) x2dx + y2 dy = 0
(b)

d2 x

+ a2x = 0

dt2

x2

dy

(c) y = x +
dx

dy/dx
5/3
2

(d) [1 + ( ) ]

(e)

dx

(g)

wy = a cos pt,

dy
z

(f) x2

x
2 y
t2

=a

+y

z
y

dt

+ wx = a sin pt

x2

An ordinary differential equation is an equation which all

the differential coefficients al with respect to a single
independent variable. Thus the equations (a) (c) are all
ordinary differential variables and partial differential
coefficients with respect to any of them. The equations
(f) and (g) are partial differential equations.
The order of a differential equation is the order of the
highest derivative appearing in it. The degree of a
differential equation is the order of the highest derivative
appearing in it. The degree of a differential equation is
the degree of the highest derivative occurring in its, after
the equation has been expressed in a form free from
radicals and fractions as far as the derivatives are
concerned.
Thus
from
the
examples
above,
(a) is of the first order and first degree
(b) is of the second order and first degree

dy 2

= x( ) + x2 is of the first order but of

dx

second
(d) After removing radicals is written as
5
2

2 3

[1 + ( ) ] = a3 (

1.
2.
3.
4.

Equations where variables are separable.

Homogeneous equations
Linear equations
Exact equations

Variables Separable
If in an equation it is possible to collect all functions of x
and dx on one side and all the functions of y and dy on
the other side, then the variables are said to be separate.
Thus the general form of such an equation is f(y) dy =
(x)dx + c as solution.

dx2
dy

2 y
a2

x3

For example, y = 4e 3
Equations of the first order and first degree
It is not possible to analytically solve such equations in
general, we shall, however, discuss some special
methods of solution which are applied to the following
types of equations:

d2 y

= 3z

(c) written as y

equation.
3
3

degree;

and is of the second order and third degree.

Solution
of
a
differential
equation
A solution (or integral) of a differential equation is a
relation between the variable which satisfies the given

Homogeneous Equations
Are of the form

f(x,y)
(x,y )

Where f(x, y) and (x) (x, y) homogeneous functions of

the
same
degree
in
x
and
y.
Homogenous function: An expression of the form a0xn +
a1xn1 y + a2xn-2y2 + + anyn in which every term is of the
nth degree, is called a homogenous function of degree n.
This can be rewritten as xn [a0 + a1(y/x) + a2(y/x)2 + +
an(y/x)n].
Thus any functions f(x, y) which can be expressed in the
form xnf(y/x), is called a homogenous function of degree
n in x and y. For instance x3 cos (y/x) is a homogenous
function
of
degree
3
in
x
and
y.
To
solve
a
homogenous
equation
dy
dy
1. Put y = vx, then
= v + x
dx
dx
2. Separate the variables v and x, and integrate.
Linear Equations of first order
A different equation is said by linear if the dependent
variable and its differential coefficients occur only in the
first
degree
and
not
multiplied
together.
Thus the following differential equations are linear
1.
2.

dy
dx

+ 4y = 2

d2 y
x2 2
dx

+ 3x

dy
dx

+ 4y = 2

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Note: While finding Mdx, y is treated as

constant since we are integrating with respect
to x.

equation (i) is linear first order differential equation

while equation(ii) in linear second order differential
equation. The following equations are not linear
2

1. ( ) + y = 5
2.
3.

dy

Equations Reducible To Exact Equations

+ y1/2 = 2

dx
ydy
dx

Sometimes a differential equation which is not

exact, can be made so on multiplication by a
suitable factor called an integrating factor. The
rules for finding integrating factors of the
equation Mdx + Ndy= 0 are as given in
theorem 1 and 2 below:
In the equation Mdx + Ndy = 0

=5

Leibnitze linear equation

The standard form of a linear equation of the first order,
commonly known as leibnitzs linear equation, is
dy
+ Py = Q where P, Q are arbitrary functions of x.
dx

To solve the equation, multiply both sides by Pdx + y

d
( Pdx P) = Q Pdx i.e. ( Pdx ) = Pdx

Theorem 1: if

dx

dx
dp

The equation + Py =
(i)
dx
where P, Q are functions of x, is reducible to the
Leibnitzs linear and is usually called the Bernoullis
equation.
dy
To solve (i), divide both sides by yn, so that yn + Py1 n
dx
=Q
(ii)
dy dz
Put y1 n = z so that (1 n) yn =
dz

1
dz

dx

dx

dx

dx

= 0, gives p = c

.(ii)

dn1 y

dn2 y

+ p1 n1 + p2 n2 + + pny = X
dx
dx
where p1, p2, pn and X are functions of x only.

Linear differential equations with constant

coefficients
are
of
the
form
dn y

dn1 y

dn2 y

+ k1 n1 + k2 n2 + + kny = X
dx
dx
where k1, k2.., kn are constants and X is a
function of x only. Such equations are most
important in the study of electromechanical
vibrations and other engineering problems.
dxn

Theorem. The necessary and sufficient condition for the

differential equations Mdx + Ndy = 0 to be exact is
M N
=

=0

= 0 , or x + f (p) = 0

Exact differential equations

Def. A differential equation of the form M(x, y) dx + N(x,
y) = 0 is said to be exact if its left hand member is the
exact differential of some function u(x, y) i.e. du = Mdx +
Ndy = 0. Its solution, therefore, is u(x, y) c.

dx

Definitions
Linear differential equations are those in which
the dependent variable its derivatives occur
only in the first degree and are not multiplied
together. The general linear differential
equation of the nth order is of the form

or
+ P(1 n) z = Q(1 n),
dx
Which is Leibnitzs linear in z and can be solved easily.

dx
dp

Linear Differential Equations (of nTH order)

+ Pz = Q

Method of solution. It can be shown that, the equation

Mdx + Ndy = 0 becomes
d[u + f(y)dy] = 0
Integrating
u + f(y)dy = 0.
But
u = Mdx and f(y) = terms of N not containing
x.
The solution of Mdx + Ndy = 0 is
Mdx + (terms of N not containing x ) dy =
c
(Porvides of course that the equation is exact.
M N
i.e. = )

dp

dx

[x + f(p)]

Qy n

dp

+ x + f(p)

Bernoullis Equation

Eq. (ii) becomes

is an integrating factor.

Clairauts Equation*
An equation of the form = y = px + f(p), where
dy
p = , is known as clairauts equation
dx
..(i)
Differentiating with respect to x, we have p = p

dp
dy

be a function of x only =

N
f(y)dy

f(x) say, then

Integrating both sides, we et Pdx = Qe Pdx dx + c

as the required solution.
Note. The factor Pdx on multiplying by which the lefthand side of (1) becomes the differential coefficient of a
single function, is called the integrating factor(l.F.) of the
linear equation (i) So remember the following:
l.F. = Pdx
and the solution is
y(l.F.) = Q (l.F.)dx + c

M N

y x

1.

Theorem: If y1, y2 are only two solutions of the

equations

dn1 y

dn2 y

+ n1 + k2 n2 + + kny = X
Then
dx
dx
c1y1 + c2y2 + + kny = X
since it
can be easily shown by differentiating is that

dn u

dn1 u

+ k1 n1 + . + knu = 0.(ii)
dx
Since the general solution of a differential
equation of the nth order contains n arbitrary
constants, if follows, from above, that if y1, y2,
y3,, yn, are n independent solutions of (1), then
c1y1 + c2y2 + .+ cnyn(= u) is its complete
solution.
dxn

2.

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3.

If y = v be any particular solution of

dn y

+ k1
dxn
then
dn v

dn1 v
dx

n1 + + kny = X .(iii)

dn1 v

+ k1 n1
+ + knv = X .(iv)
dx
Adding (ii) and (iv), we have
dxn

dn (u+v)

+ k1

dn (u+v)
dxn

+ k1

dn1 (u + v)

+ + kn (u +
dxn1
v) = X
This shows that y = u + v is the complete
solution
of
(iii).
The part u is called the complementary function
(C. F) and the part v is called the particular
integral
(P.l.)
of
(iii)
The complete solution (C.S.) of (iii) is y = C.F.
+ P.l.
Thus in order to solve the equation (iii), we have
to first the C.F. i.e., the complementary function
of (i), and then the P.l., i.e. a particular solution
of
(iii).
dxn

d2 d3

Operator D denoting , 2, 3 = D3 etc. , the

dx dx dx
equation (iii) above can be written in the
symbolic
form
(Dn + k1Dn1 + .+ kn) y = X,
i.e. f(D)y = X,
where f(D) = Dn + k1Dn1+ + kn, i.e. a polynomial in D.
Thus the symbol D stands for the operation of
differential and can be treated much the same as an
algebraic quantity i.e. f(D) can be factorised by ordinary
rules of algebra and the factors may be taken in any
other. For instance
d2 y
dx2

+2

dy
dx

3y = (D2 + 2D 3) y

= (D + 3)(D 1)y or (D 1) (D + 3) y
Rules for finding the complementary function
dn y

dn1 y

dn2

To solve the equation n + k1 n1 + k2 n2 + + kny =

dx
dx
dx
0
.(i)
where k's are constants.
The equation (i) in symbolic form is
(Dn + k1Dn1 + k2 Dn2 +.+ kn)y= 0
.(ii)
Its symbolic co-efficient equated to zero i.e.
Dn + k1Dn1 + k2Dn2 + + kn = 0
is called the auxiliary equation (A. E.). Let m1, m2,., mn
be its roots. Now 4 cases arise.
Case I. If all the roots be real and different. then (ii) is
equivalent to
(D m1) (D m2) . (D mn)y = 0
.(iii)
Now (iii) will be satisfied by the solution of (D mn)y = 0,
dy
i.e. by mny = 0.
dx
This is a Leibnitzs linear and l.F. = emn x
Its solution is
yemn x = cn, i.e. y = cnemn x
Similarly, since the factors in (iii) can be taken in any
order, it will be satisfied by the solutions of
(D m1)y = 0, (D m2) = 0 etc., i.e. by y = c1emn x etc.
Thus the complete solution of (i) is y = c1em1x + c2em2x +
+ cnemn x
(iv)

Case II. If two roots are equal (i.e. m1 = m2), then (iv)
becomes
y = (c1 + c2) em2x + c3em1 x + . + cnemn x
y = Cem1x + c3em3x + + cnemn x
[ c1 + c2 = one arbitrary constant C]
It has only n - 1 arbitrary constants and is, therefore, not
the complete solution of (i). In this case, we
proceed as follows:
The part of the complete solution corresponding to the
repeated root is the complete solution of
(D m1) (D m1) y = 0
Putting (D rn1) y = z. it becomes (D m1) z = 0 or

dz
dx

m1z = 0
This is Leibnitz's linear in z and I.F. = em1x
its solution is zem1x = c1 or z = c1em1x
Thus
(D m1) y = z = c1em1x or
dy

m1y = c1em1x
.(v)
m1 x
Its l.F. being e
, the solution of (v) is
yem1x = 1 em1x dx + c2

y = (c1x + c2) em1x

Thus the complete solution of (i) is y = (c1x + c2) em1x +
c3em3x + + cnemn x
If, however, the A.E. has three equal roots (i.e. m1 = m2
= m3), then the complete solution is
y = (c1x2 + c2x + c3) em1x +
m
x
m
x
4
n
c4e
+ + Cn e
Case III. If one pair of roots be imaginary , i.e.
m1 = + i,
m2 = i,
then the complete solution is
y = c1e( + ) + c2e( )x +
m
x
m
x
3
n
c3e
+ + cne
= ex (c1eix + c2eix ) +
c3em3x + + cnemn x
= ex [c1 (cos x + i sin
x) + c2(cos x i sin x)]
dx

+ c3em3x + + cnemn x
[ by Eulers
Theorem, ei = cos + i sin ]
= ex [c1 cos x + c2 sin x_
m
x
m
x
3
n
+ c3e
+ + cne
where
C1 = c 1 + c 2
and
C2 = i(c1 c2)
Case IV. If two pair of imaginary roots be equal i.e.
m1 = m2 = + i,
m3 = m4 = i,
then by case II, the complete solution is
y = ex [(c1x + c2)cos x +
(c3x + c4) sin x] + + cnemn x .
Inverse Operator
1
Definition,
X is that function of x, not containing
f(D)

arbitrary constants, which when operated upon by f(D)

gives X.
i.e.
Thus

f(D){
1
f(D)

1
f(D)

}=X

X satisfies the equation f(D)y = X and is,

therefore, its particular integral.

Obviously f(D) and 1/f(D) are inverse operators.

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1
D

X = Xdx
5.
1

Let

x=y

dy

i.e.

X=

integrating w.r..t. x,
1
Thus
X

y = Xdx
= Xdx

1
Da

dx

(D a).

1
Da

X = y.

The complete solution of the ordinary differential

equation
2

X = (D a) y.
dy

TWO OTHER METHODS OF FINDDING P.I.

Method of Variation of Parameters
This method is quite general and applies to equations of
the from
yn + py + qy = X
.(i)
where p, q, and X are functions of x. It gives
y X
P.l. = y1 2 dx +
W

+ = 0 is = 1 + 2 3

dy

Da

y2

Data question 6 and 7

or
X = ay, i.e. ay = X
dx
dx
which is a leibnitzs linear equations.
l.F. being eax, its solution is
yeax = Xeax dx,
no constant being added as (ii) doesnt contain any
constant.
1
Thus,
X = y = eax eax dx.

y1 X

(D) cot ( )

D a

Operating by D a,

(C) tan ( )

X = eax Xeax dx

Let

If = ( + sin ) and = (1 cos ) , then

will be equal to

(A) sin ( )
(B) cos ( )

6.

Then and are

(A) = 3, = 3
(B) = 3, = 4
(C) = 4, = 3
() = 4, = 4

7.

Which of the following is a solution of the

differential equation
2

+
+ ( + 1) = 0
2

3
(A)
(B)
2
(C)
(D) 2 2

8.

If 2 + 2 =

() ?
(A)
(C) 1/

dx

.(ii)

where y1 and y2 are the solutions of y + py + qy = 0

y1 y2
and W = |y y | is called the wronskian of y1, y2.
1
2

Questions:

9.

What is the derivative of () = || at = 0 ?

(A) 1
(B) 1
(C) 0
(D) does not exist

2.

The minimum point of the function () = ( )

3
is at
(A) = 1
(B) = 1
1
(C) = 0
(D) =

3.

4.

Which of the following functions is not

differentiable in the domain [1, 1]?
(A) () = 2
(B) () = 1
(C) () = 2
(D) () = Maximum (, )
The solution of the differential equation
0 is
1
(A) =
+
3

(B) =
+
3
(C)
(D) Unsolvable as equation is non linear

and (1) = 0, then what is

(B) 1
(D) 1/ 2

By a change of variable (, ) = , (, ) =
is double integral, the integrand (, ) changes to
(, )(, ) . Then, (, ) is
(A) 2/
(B) 2uv
(C) 2
(D) 1
2

1.

2 ln ()

10. For 2 + 4 + 3 = 3 2 , the particular integral

is
1
1
(A) 2
(B) 2
15
5
(C) 3 2
(D) 1 + 2 3
11. The solution of the differential equation
2

+ 2 =

with () = 1 is
2
(A) (1 + ) +
2
(B) (1 + )
2
(C) (1 ) +
2
(D) (1 )

+ 2 =

12. The solution of

= 2 with initial value () = 1

bounded in the interval

(A)
(B) 1
(C) < 1, > 1
(D) 2 2
13. The partial differential equation

2
2

2
2

= 0 has

(A) Degree 1 order 2

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(C) = tan2 ( ) +

(B) degree 1 order 1

(C) degree 2 order 1
(D) degree 2 order 2

2
2

(D) = tan (

14. If (, ) and (, ) are functions with continuous

second derivatives, then (, ) + (, ) can be
expressed as an analytic ffinction + ( =
1) , when

(A)
= , =
(B)
(C)
(D)

2
2

=1

=0

15. It is given that + 2 + = 0, () = 0, (1) =

0. What is (. 5) ?
(A) 0
(B) 0.37
(C) 0.62
(D) 1.13
16. Let = What is

(A) 0
(C) 1

2!

(C)

3
3!
3
3!

(B) 1 + +

4!
2

2!
5

5!
5
5!

3
3!

23. Consider the differential equation 2 (2 / 2 ) +

(/) 4 = 0 with the boundary conditions
of () = 0 and (1) = 1. The complete solution of
the differential equation is
(A) 2

(B) sin ( )
2

(C) sin ( )

at = 2, = 1 ?
Answers

(B) ln2
1
(D)

ln 2

18. The solution of

6

+ = 4 with the condition

(1) = is
(A) =
(B) =
(C) =
(D) =

5
4
5
4

+1

5
4 4
5
5
5

4
5

+1

19. An analytic function of a complex variable = +

is expressed as () = (, ) + (, ) where
= 1. If = , the expression for should
be
(C)

(D) sin ( )

17. Given that + 3 = 0, and () = 1, (0) = 0,

what is (1) ?
(A) 0.99
(B) 0.16
(C) 0.16
(D) 0.99

(A)

(A) 1

(D) +

2
2
2

+ )

22. A series expansion for the function sin is

2
2

(+)2
2
2 2
2

2 2

(B)

()

20. The Blasius equation,

3
3

2
()2
2

2
2 2

= 0, is a

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23

D
A
D
A
C
C
C
D
A
B
B
C
A
B
A
C
D
A
C
B
D
C
A

(A) second order nonlinear ordinary differential

equation
(B) third order nonlinear ordinary differential
equation
(C) third order linear ordinary differential equation
(D) mixed order nonlinear ordinary differential
equation

21. Consider the differential equation = (1 + 2 ).

The general solution with constant is

(A) = tan
(B) =

tan2 (
2

+ tan
+ )

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