Useful Theories

Engineering Mathematics

Chapter 2 : Differential Equations

Order and Degree of Differential Equation
Order : The order of a differential equation is maximum number of times differentiation present in the
differential equation.
Degree : The degree of a differential equation is the power of the highest derivative term after removing
the radical sign and fraction.
Examples of order and degree of differential equation
dy
(1) x y order = 1, degree = 1
dx
3 2
  dy 2   d 2 y 
(2) 1       2  order = 2, degree = 2
  dx    dx 
3
2
 d 2 y  2  dy 
(3)  2     order = 2,
 dx   dx 
To remove fraction power, squaring both sides we have,
3 4
 d 2 y   dy 
 2    degree = 3
 dx   dx 
 Key Point
(i) Order and degree both are positive integer values.
(ii) There is no relation between order and degree.
(iii) A differential equation can exists without finite degree but cannot exists without finite order.

Linear and Non-linear Differential Equations :

A differential equation in which the dependent variable and its differential coefficients (derivatives) occur
only in first degree (first power) and are not multiplied together (no product of dependent variables and/or
derivatives occurs) is called a linear differential equation.
dny d n 1 y d n 2 y dy
P0 n  P1 n 1  P2 n 2  ...... Pn 1  Pn y  Q
dx dx dx dx
where, P0 , P1 , P2 .....Pn 1 , Pn and Q are either constants or functions of independent variable x .
A differential equation is non-linear differential equation if :
1. Its degree is more than one.
2. Any one of the differential coefficients has order more than one.
3. Products containing dependent variable and its differential coefficients are present.
Engineering Mathematics [2020] 2 GATE ACADEMY®

Solution of a Differential Equation

Differential Adding parameters by antiderivative
Equation Function
Solutions
nth order n parameter
or
n linearly
independent constant
Fig. Solution of differential equation
In general there are two types of solutions that is given for ordinary differential equations.
(a) General Solution : The solution of a differential equation which contains a number of arbitrary
constants equal to the order of the differential equation is called the general solution
(b) Particular Solution : A solution obtained by giving particular values to arbitrary constants
(parameters) in the general solution is called a particular solution.

Basic Differential Equations and their Solutions :

Differential Equations Solution
Separation of variables, f1 ( x ) g2 ( y )
f1 ( x ) g1 ( y )dx  f 2 ( x ) g 2 ( y )dy  0  f ( x ) dx   g ( y ) dy  c
2 1

Linear first order equation

Integrating factor : I.F.  e 
Pdx
(i)
dy
 P( x ) y  Q ( x ) (ii) Solution : y  I.F.   Q  I.F. dx  c
dx
Exact equation M ( x, y )dx  N ( x, y )dy  0

where,
M N

 Mdx   (term of N , not containing x ) dy  C
y  constant
y x
dy dv
Put y  vx 
vx
dy  y dx dx
Homogeneous equation   
dx x Now use separation of variables to solve the
equation
The solution is y  C.F. (Complementary function)
because for homogeneous equation P.I. is zero.
Calculation of C.F. :
Let m1 , m2 be the roots of a0m 2  a1m  a2  0 .
Linear, homogeneous second order
Then there are 4 cases.
differential equation with constant
Case 1 : m1 , m2 real and distinct y  c1e m1x  c2e m2 x
coefficients
d2y dy Case 2 : m1 , m2 real and equal y  ( c1  c2 x )e m1x
a0 2  a1  a2 y  0
dx dx Case 3 : m1  a  bi , m2  a  bi
a0 , a1 and a2 are real constants. y  e ax ( c1 cos bx  c2 sin bx )
Case 4 : m1 and m2 are surds ( a  b ) ,
y  eax [C1 cosh bx  C2 sinh bx ]
Note : Solve same for higher order also.
GATE ACADEMY® 3 Useful Theories
Differential Equations Solution
The solution is y  C.F.  P.I. , the calculation of
C.F. is as given above.
Calculation for P.I. :
Case - I :
When ( x )  e ax , the particular integral is as
follows
1 1 ax
P.I. = e ax  e provided f (a )  0,
f ( D) f (a )
Case fails if f ( a )  0 (where, a is a root of
auxiliary equation)
1 xe ax
Then the value of P.I.  e ax 
f ( D) f '( a )
Again Case fails If f '( a )  0 then
1 x 2 eax
P.I.  eax  , f ''( a )  0 , and so on.
f ( D) f ''( a )
Case - II :
When ( x )  cos ( ax  b ) or sin( ax  b ) , the
Linear, non-homogeneous second order
particular integration is as follows
differential equation
1
d2y dy P.I. = cos( ax  b) / sin( ax  b)
a0 2
 a1  a2 y  ( x ) f ( D)
dx dx
1
a0 , a1 and a2 are real constant P.I.  sin( ax  b) / cos( ax  b),
f (a 2 )
provide f (  a 2 )  0
Case fails if f   a 2   0 then
x 1
P.I. =  sin ax / cos ax and so on.
f '  a2 
Case - III :
When ( x )  x m (m being non negative integer).
1
x m   f ( D ) x m
1
P.I. 
f ( D)
Expand  f ( D )  in ascending powers of D and
1

apply it to x m .
Case - IV :
When ( x )  Ve ax where, V is a function of x.
1 1
P.I.  e axV  e ax V
f ( D) f (D  a)
Note : Solve same for higher order also.
Engineering Mathematics [2020] 4 GATE ACADEMY®
Differential Equations Solution
Cauchy linear differential equation : dy 2
2 d y
Put x  e  x  Dy , x
t
 D (D – 1)y and
d2y dy dx dx 2
a0 x 2  a1 x  a2 y  ( x)
dx 2
dx so on .. then solve differential equation as above.

Exact Differential Equation

Definition :
 A differential equation is called exacts if it can be obtained from its solution (primitive) directly by
differentiation without containing any subsequent method of multiplication, elimination of reduction etc.
 A differential equation of the form M dx  N dy  0 …..(i)
where M and N are some functions of x and y or constants, is exact if the expression on the L.H.S. [equation (i)] can
be found directly by differentiating some function of x and y. Let f ( x, y ) be such a function then we have
d  f ( x, y )   M dx  N dy
f f
Or  dx   dy  M dx  N dy
x y
The necessary and sufficient condition for the ordinary differential equation M dx  N dy  0 , to be exact is
M N

y x
Working Rule to solve exact differential equations :
(i) Integrate M w.r.t x regarding y as a constant.
(ii) Integrate N w.r.t y and retain only those terms which do not contain x.
(iii) Equate the sum of these integrals [obtained in step (i) and (ii)] to an arbitrary constant, which gives required
solution.
Thus, if the differential equation M dx  N dy  0 is exact then its solution is

 M dx   [term of N not containing x] dy  c

y  constant

Example 1

 2

  2
Solve y 2 e xy  4 x 3 dx  2 xye xy  3 y 2 dy  0 . 
Sol.  2
Given : The differential equation y e  4 x dx  2 xye  3 y dy  0
2 xy 3 xy 2
  2


2 2
Here M  y 2 e xy  4 x 3 and N  2 xye xy  3 y 2
M 2 2
  y 2 . e xy .2 xy  e xy .2 y
y
M
 2 y  xe xy y  e xy 
2 2
…… (i)
y  
N
 2 y  xe xy y 2  e xy 
2 2
And …… (ii)
x  
M N
  an exact differential equation.
y x
Hence the solution is,

 M dx   [term of N not containing x] dy  c

y  constant

(y e   3 y  dy  c
2 xy 2
 4 x3 ) dx  2
GATE ACADEMY® 5 Useful Theories
2
e xy 4 x 4 3 y 3
y2   c
y2 4 3
2
e xy  x 4  y 3  c  0 Ans.

Example 2
  1 
Solve  y 1    cos y  dx   x  log x  x sin y  dy  0
  x 
  1 
Sol. Given : The differential equation  y 1   cos y  dx   x  log x  x sin y  dy  0 …..(i)
  x 
 1
Here M  y 1    cos y and N  x  log x  x sin y
 x
M 1
 1   sin y …..(ii)
y x
N 1
And  1   sin y …..(iii)
x x
From equation (ii) and (iii), we have
M N

y x
 The equation is exact and its solution is
 M dx  (term of N not containing x) dy  c
y  constant

  1 
  y 1  x   cos y  dx   0 dy  c
y  x  log x   x cos y  c Ans.

Differential Equations Reducible to Exact form (Non-exact Differential

Equation)
Integrating Factor : An equation of the form M dx  N dy  0 , which is not exact can sometimes be made exact by
multiplying the equation by some function of x and y. Such a function is said to be an integrating factor.
Fact File :
(Non‐Exact Differential Equation)  I.F. = Exact differential equation
Method I :
Integrating factor obtained by inspection : Some time integrating factors are obtained by inspection. A few exact
differentials are given below which would definitely help students in obtaining the integrating factors :
 x  y dx  x dy
(i) d ( xy )  x dy  y dx (ii) d   
 y y2

 y  x dy  y dx  y 2  2 xy dy  y 2 dx
(iii) d    (iv) d   
x x2  x  x2
 x2  2 xy dx  x 2 dy  y2  2 x 2 y dy  2 xy 2 dx
(v) d   (vi) d  2 
 y  y2 x  x4
 x  y dx  x dy  y  x dy  y dx
(vii) d  tan 1   (viii) d  tan 1  
 y x2  y 2  x x2  y 2
 x  y dx  x dy  y  x dy  y dx
(ix) d log    (x) d  log  
 y xy  x xy
Engineering Mathematics [2020] 6 GATE ACADEMY®

 ex
(xi) d 
 y
 y e x dx  e x dy

 y2

(xii) d log ( x 2  y 2 )  x dx  y dy
x2  y 2
 1  x dy  y dx
(xiii) d    
 xy  x2 y 2
Method II :
1
If the equation M dx  N dy  0 is of the type yf1 ( xy ) dx  xf 2 ( xy ) dy  0 and Mx  Ny  0 , then is an
Mx  Ny
integrating factor.
Fact File :
M N
Let Mx  Ny  0, then Mx  Ny or  , i.e. the differentiating equation M dx  N dy  0 change to y dx  x dy  0 ,
y x
whose solution is xy  c .
Method III :
If the equation M dx  N dy  0 is homogeneous and Mx  Ny  0, then the integrating factor of M dx  N dy  0 is
1
.
( Mx  Ny )
Method IV :
1  M N 
In the equation M dx  N dy  0 , suppose    is a function of x alone, say f ( x ) , then the integrating factor
N  y x 

is e 
f ( x ) dx
.
Method V :
1  N M 
In the differential equation M dx  N dy  0 , let    be a function of y alone, say f ( y ) then the I.F.
M  x y 

 e
f ( y ) dy
.
Method VI :
If the given equation M dx  N dy  0 can be put in the form.
x a y b (my dx  nx dy )  x c y d ( py dx  qx dy )  0 …..(i)
where a, b, m, n, c, d , p and q are constant then the given equation has an integrating factor x h y k , where h and k
are found by applying the condition that after multiplication by x h y k the equation (i) must become exact.

Example of Non-exact Differential Equations

Example 1
Solve  x 2 y  2 xy 2  dx   x3  3 x 2 y  dy  0 .

Sol. Given : The differential equation  x 2 y  2 xy 2  dx   x3  3x 2 y  dy  0 …..(i)

Here M  x 2 y  2 xy 2
M
 x 2  4 xy …..(ii)
y
Also, N  3x 2 y  x3
N
 6 xy  3x 2 ..…(iii)
x
From equation (ii) and (iii) we have
M N
  [The equation is not exact differential equation]
y x
GATE ACADEMY® 7 Useful Theories
And the equation (i) is homogeneous,
1 1
 I.F.   2
Mx  Ny   
x y  2 xy x   x3  3x 2 y y
2

1
I.F. 
x3 y  2 x 2 y 2  x3 y  3x 2 y 2
1
I.F.   x 2 y 2
x2 y 2
To make equation (i), as exact differential equation we multiply equation (i) with I.F.
x 2
y  2 xy 2  dx

x 3
 3 x 2 y  dy
0
x2 y2 x2 y 2

y 1
 2 x 1  dx   xy 2  3 y 1  dy  0 …..(iv)
Again, M  y 1  2 x 1
M 1
  y 2  2 …..(v)
y y
Now, N  3 y 1  xy 2
N 1

x y 2
M N

y x
Hence, the equation (iv) is an exact differential equation
Now its solution is,

 M dx   [term of N not containing x] dy  c

y  constant

 1 2 3
  y  x  dx   y dy  c
x
 2 log x  3 log y  c Ans.
y
Example 2
Solve 1  xy  y dx  1  xy  x dy  0 .

Sol. Given : The differential equation 1  xy  y dx  1  xy  x dy  0 …..(i)

Here M  y  xy and N  x  x y
2 2

M
 1  2 xy …..(ii)
y
N
N  x  x2 y   1  2 xy …..(iii)
x
From (ii) and (iii),
M N
 [Hence differential equation is not exact]
y x
Since the equation is in the form :
f1  x, y  ydx  f 2  x, y  xdy  0
1 1 1
 I.F.   
Mx  Ny 
y  xy x  x  x y y
2 2
 
xy  x 2 2
y 
 xy  x 2 y 2
1
I.F. 
2x2 y2
Engineering Mathematics [2020] 8 GATE ACADEMY®
To make equation (i) exact differential equation we multiply equation (i) with I.F.
 y  xy  dx   x  x y  dy  0
2 2

2x2 y 2 2 x2 y2
1 2 1 1 1
 x y  x  dx   x 1 y 2  y 1  dy  0 …..(iv)
2 2
From equation (iv),
1 1 1 M 1  1  1
M  2      2 (1 y 2 )  0   2 2
2 x y x y 2  x  2x y
1 1 1
And N  2  
2  xy y
N 1  1  1
  2 (1x 2 )  0  2 2
x 2  y  2x y
Now we have,
M N
 [Equation (iv) is an exact differential equation]
x x
Now its solution is,

 M dx   [term of N not containing x] dy  c

y  constant

1 1 1 11
 2  x 2
y
  dx  
x 2y
dy  c

1 x 1 1 1
 log x  log y  c
2 y  1 2 2
1 log x log y
  c Ans.
2 xy 2 2
Example 3
 1

Solve  xy 2  e x  dx  x y dy  0 .
2
3


 
 1

Sol. Given : The differential equation  xy 2  e x  dx  x y dy  0
2
3
…..(i)

 
1

M  xy 2  e x
3
Here
M
 2 xy  0  2 xy
y
N
N   x2 y   2 xy
x
M N
As we can see  i.e. equation(i) is not exact
y x
1  M N  2 xy   2 xy  4 xy 4
Now F ( x)      2 
N  y x  x y 2
x y x
4
 dx 4
 I.F.  e x
 elog x  x 4
To make exact differential equation now equation (i)  I.F.
 1

x 4  xy 2  e x 4 2
 dx  x x y dy  0
3


 
GATE ACADEMY® 9 Useful Theories
 3 2 4 x13  2
 x y  x e  dx  x y dy  0
 
1
M
M  x 3 y 2  x 4 e x   2 x 3 y
3
Here,
y
N
and N   x 2 y   2 x 3 y
x
M N

x x
So the equation is now exact differential equation hence, its solution is

 M dx   [term of N not containing x] dy  c

y  constant

 3 2 4 x13 
  x y  x e  dx  c
 
x 2 2 1
y   et dt  c
2 3
1 x 3 1 y 2
e  c Ans.
3 2 x2
Example 4
Solve  xy 3  y  dx  2  x 2 y 2  x  y 4  dy  0

Sol. Given : The differential equation  xy 3  y  dx  2  x 2 y 2  x  y 4  dy  0 …..(i)

Here, M  xy 3  y and N  2( x 2 y 2  x  y 4 )
M
 3 xy 2  1 …..(ii)
y
N
 2  2 xy 2  1 …..(iii)
x
From equation (ii) and (iii), we have
M N

y x

1  N M  2  2 xy  1   3 xy  1
2 2

Now, f ( y)     
M  x y  xy 3  y
4 xy 2  2  3xy 2  1 xy 2  1 1
f ( y)   
y  xy  1
2
y  xy  1
2
y
1
 y dy
I.F.  e 
f ( y ) dy
Hence e  elog y  y
To make exact the equation should be multiplied with I.F. we have
 xy 4
 y 2  dx  2  x 2 y 3  xy  y 5  dy  0
M
M  xy 4  y 2   4 xy 3  2 y
y
N
N  2 x 2 y 3  2 xy  2 y 5   4 xy 3  2 y
x
Here we have
M N

y x
Engineering Mathematics [2020] 10 GATE ACADEMY®
 Equation (ii) is exact, hence the required solution is given by

 M dx   [term of N not containing x] dy  c

y  constant

 xy  y 2 dx   2 y 5 dy  c
4

x2 4 2 y6
y  xy 2  c
2 6
x 2 y4 y6
 xy 2  c Ans.
2 3
Example 5
Solve ydx  xdy  log xdx  0 .

Sol. Given : The differential equation ydx  xdy  log xdx  0

We can write the above equation as
xdy  ydx  log x dx  0 …..(i)
1
I.F. by inspection .
x2
Multiplying equation (i) by I.F., we have
xdy  ydx  y  log x
2
 x 2 log x dx  0  d    2 dx  0
x x x
By integrating, we have
 y
 d  x    x
2
log x dx  c

y  d  
 log x  x 2 dx    (log x)  x 2 dx  dx   c
x   dx  
y  x 1 1 x 1 
 log x  dx   c
x  (1) x (1) 
y 1
 log x   x  2 dx  c
x x
y log x x 1
  c
x x (1)
( y  log x  1)  cx Ans.

Example 6
Solve ( x3 y 2  x)dy  ( x 2 y 3  y )dx  0 .

Sol. Given : The differential equation  x3 y 2  x  dy   x 2 y 3  y  dx  0 …..(i)

Here we have N  x3 y 2  x and M  x 2 y 3  y
N M
 2 yx3 ,  2 xy 3
y x
M N
We have, 
y x
That means given equation is not exact.
Again, x 2
y 2  1 ydx   x 2 y 2  1 xdy  0
Since its form is f ( xy ) y dx  f ( xy ) x dy  0
1 1 1
 Its I.F. is  
Mx  Ny x 3 y 3  xy  x 3 y 3  xy 2 xy
GATE ACADEMY® 11 Useful Theories
To make equation (i) exact we multiply equation (i) with I.F.
1
  x 2 y  y 1  dy   xy   x 1  dx   0
2
 xy 
 x 1  dx   x 2 y  y 1  dy  0 …..(ii)
Here M  xy 2  x  1 and N  x 2 y  y 1
M N
For exactness,  2 xy  0  2 xy ,  2 xy  0  2 xy
y x
M N
 
y x
Hence the equation is exact and therefore the solution is given by,
 M dx   (terms of N not containg x) dy  c
y  constant

 1 1
  xy   dx   dy  c
2

x y
x2 y 2
 log x  log y  c
2
x2 y2 y
 log  c Ans.
2 x
Example 7
Solve ( xy 3  y )dx  2( x 2 y 2  x  y 4 )dy  0 .
Sol. Given : The differential equation ( xy 3  y )dx  2( x 2 y 2  x  y 4 )dy  0 . …..(i)
Here M  xy  y and N  2 x y  2 x  2 y
3 2 2 4

M N
 3xy 2  1 and  4 xy 2  2  0
y x
M N

y x
That means given equation is not exact.
1  N M  4 xy 2  2  3 xy 2  1  xy  1
2
1
Now, f ( y)      
M  x y  xy  y y  xy  1 y
3 2

1
 y dy
I.F.  e 
f ( y ) dy
e  elog y  y
Hence now, equation (i)  I.F
 xy 4
 y 2  dx  (2 x 2 y 3  2 xy  2 y 5 ) dy  0 …. (ii)
Hence its solution is
 M dx   (term of N not containing x) dy  c
y  constant

 ( xy  y 2 ) dx   2 y 5 dy  c
4

x2 y4 y6
 xy 2  c Ans.
2 3

Partial Differential Equation

A differential equation is said to be partial differential equation if it contains partial derivatives of the
dependent variable with respect to two or more independent variables.
u u
Example : x  y 0
x y
Engineering Mathematics [2020] 12 GATE ACADEMY®
General Notations :
For function z  f ( x, y) ,
f f 2 f 2 f 2 f 2 f
 p,  q,  r ,  t and  s.
x y x 2 y 2 xy yx
Some standard form of partial differential equation
2 y 2  y
2
1. One-dimensional wave equation, 2  c : y  f ( x, t ) .
t x 2
u 2  u
2
2. One-dimensional heat flow, c : u  f ( x, t ) .
t x 2
 2u  2u
3. Laplace equation, 2  2  0 : u  f ( x, y) .
x y
 Key Point
If the below equation represents the general form of a second order partial differential equation in two
variables with constant coefficients.
 2u  2u  2u u u
a  b  c d  e  fu  ( x, y )
x 2
xy y 2
x y
Then properties and behaviour of its solution are largely dependent on its type, as classified below.
(i) If b2  4ac  0, then the equation is called hyperbolic.
(ii) If b2  4ac  0 , then the equation is called parabolic.
(iii)If b2  4ac  0 , then the equation is called elliptic.

Jacobians
u u
x y
If u and v are function of the two independent variables x and y, then the determinant is called
v v
x y
  u, v   u, v 
the Jacobian of u, v with respect to x, y and written as or J  
  x, y   x, y 
Properties of Jacobian
  u , v    x, y 
(i) If u and v are the functions of x and y, then  1
  x, y    u , v 
  u, v    u, v    r , s 
(ii) If u, v are the functions of r, s and r, s are the functions of x, y, then  
  x , y    r , s    x, y 

Euler’s Theorem of Homogeneous Function

Homogeneous Function
A function f  x, y  is a homogeneous function of order n, if the degree of each of its terms in x and y is
equal to n.
f ( x, y )  a0 x n  a1 x n1 y  a2 x n2 y 2  ....  an1 x y n1  an y n …(i)
GATE ACADEMY® 13 Useful Theories
The function (i) which can be written as
  y  y
2
 y
n 1
 y 
n
 y
f ( x, y )  x n  a0  a1    a2    ....  an1    an     x n   
 x x x  x   x
 y
f ( x, y )  x n    …(ii)
x
Equation (ii) is the general form of homogeneous function with degree n which can be any real value
positive, negative or zero.
Euler’s Theorem
 y u u
If u  x n    is a homogeneous function of x and y of degree n, then x y  nu.
x x y
Deductions from Euler’s theorem
If u is not a homogeneous function of x and y but f (u ) is homogenous function,
u u f (u )
Then x y n
x y f '(u )
Euler’s theorem for 2nd derivative
 2u  2u 2  u
2
 f (u ) 
x2  2   g (u )  g '(u )  1  Here g (u )  n
f '(u ) 
xy y
x 2 xy y 2 
