Lecture Notes On Ordinary Differential Equations

Download as pdf or txt
Download as pdf or txt
You are on page 1of 64

LECTURE NOTES ON

ORDINARY DIFFERENTIAL EQUATIONS

based on the course-contents of MMB-352


(A course of Mathematics (Main/Subsidiary)
prescribed for B. Sc. (Hons.) III Semester)

UNIT-1

First Order Differential Equations


Lecture No. 01

Preliminaries
(A topic of Unit I)
In this lecture, we shall revise the basic notions regarding to this course,
which we have already discussed in +2 level Mathematics.

Differential Equations: An equation containing the derivatives or dif-


ferentials of one or more dependent variables with respect to one or more
independent variables is called a differential equation.

Ordinary Differential Equations: A differential equation in which each


involved dependent variable is a function of a single independent variable is
known as an ordinary differential equation.

Throughout the course, we shall study of different methods for solving


ordinary differential equations. But for the sake of simplicity, we shall use
the term ‘differential equation’ instead of ‘ordinary differential equation’.

Order of a Differential Equation: The order of a differential equation is


the order of highest order derivative appearing in equation.

Degree of a Differential Equation: The degree of a differential equation


is the power of highest order derivative occurring in the equation, when
differential coefficients are made free from radicals and fractions.

1
2

d3 y dy 2

eg, the differential equation dx3
−6 dx −4y = 0 is of order 3 and degree 1.

Classification of Differential Equations: Differential equations are clas-


sified into linear and nonlinear differential equations. An nth order differential
equation is called linear if it can be expressed in the form:
dn y dn−1 y dn−2 y dy
P0 n
+ P 1 n−1
+ P 2 n−2
+ ...Pn−1 + Pn y = Q
dx dx dx dx
where P0 , P1 , ..., Pn and Q are either constants or functions of the variable x
and P0 6= 0.

A differential equation, which is not linear is called a nonlinear differen-


tial equation.

Linear differential equations are further classified into homogeneous and


nonhomogeneous equations according to Q ≡ 0 and Q 6≡ 0, respectively.
In this regards, we shall study deeply later in Unit II.

Formation of a Differential Equation: Usually, differential equations are


derived to eliminate arbitrary constants (parameters) involved in a family of
curves. For illustration, consider the two-parameter family of straight lines

y = mx + c (1)

having the slop m and passing through the point (0, c). Differentiating Eq.
(2), we get
dy
= m.
dx
Differentiating again, we get
d2 y
=0 (2)
dx2
which is a second order differential equation.

Remark 1: To eliminate n arbitrary constants from n-parameter family of


curves, we obtain a differential equation of order n.
3

Solution of a Differential Equation: A solution (or integral/primitive)


of a differential equation is an explicit or implicit relation between the vari-
ables involved that does not contain derivatives and satisfies the differential
equation.

Naturally, the solution of a differential equation in one dependent variable


y and one independent variable x are of the form y = f (x) (explicit form)
or of the form φ(x, y) = 0 (implicit form). Geometrically speaking, both
forms represents the curves in xy-plane. Henceforth, the solutions of such a
differential equation are also called ‘integral curves’ of the equation.

For example, Eq. (1) forms an integral curve of differential equation (2).

General and Particular Solutions: A solution of a differential equation


which contains a number of arbitrary constants equal to the order of the dif-
ferential equation is called the general solution or the complete solution
of the differential equation.

For example, y = a cos x + b sin x is the general solution of the differential


equation y 00 + y = 0. Although, y = a cos x and y = b sin x both satisfy the
given equation yet they are not general solutions as each of them contains
only one arbitrary constant.

In lieu of the concept of general solution, it can be highlighted that a single


differential equation can possess an infinite number of solutions corresponding
to the unlimited number of choices for the arbitrary constants. A solution
of a differential equation obtained by giving particular values to arbitrary
constants in the general solution is called a particular solution.

Elementary Methods of Solving of Differential Equations of First


Order and First Degree: In class 12, we have studied the techniques of
solving the following three types of differential equations of order one and
degree one:
1. Differential Equations with variable separable
4

2. Homogeneous Differential Equations

3. Linear Differential Equations

As a continuation, we shall discuss several another methods for solving the


differential equations of order one and degree one in our upcoming lectures.
Lecture No. 02

Bernoulli Equation
(A topic of Unit I)
Recall that the general solution of linear differential equation:
dy
+ P (x)y = Q(x)
dx
is Z
y × I.F. = (Q × I.F.)dx + c
R
P dx
where c is an arbitrary constant and I.F. = e (called integrating factor).

Sometimes certain nonlinear differential equations can be reduced to


linear forms by making suitable substitutions and hence can be solved easily.
Bernoulli equation is one of such equations. Indeed, an equation of the form
dy
+ P (x)y = Q(x)y n (1)
dx
(where n 6= 0 and n 6= 1) is called Bernoulli equation.

Dividing Eq. (1) by y n , we get


dy
y −n + P (x)y −n+1 = Q(x). (2)
dx
dy
Put y −n+1 = u so that (1 − n)y −n dx = du
dx
. Thus, Eq. (2) reduces to
1 du
+ P (x)u = Q(x)
1 − n dx

1
2

or,
du
+ (1 − n)P (x)u = (1 − n)Q(x)
dx
which is a linear differential equation in dependent variable u and independent
variable x. After solving it and then replacing u by y −n+1 , we can obtain the
general solution of Eq. (1).

dy
Example 2.24/p.42: Solve (1 − x2 ) dx + xy = xy 2 .

Solution. Dividing given equation by y 2 , we get

dy
(1 − x2 )y −2 + xy −1 = x
dx

which can be written as

dy x x
y −2 + 2
y −1 = .
dx 1 − x 1 − x2

dy
Put y −1 = u so that −y −2 dx = du
dx
. Then, above equation reduces to

du x x
− 2
u=−
dx 1 − x 1 − x2

which is a linear differential equation in dependent variable u and independent


variable x. Its integrating factor is
x
R
− dx
R
P dx
I.F. = e =e 1−x2
1
R −2x
2)
2 dx
= e 2 1−x = e(1/2) log(1−x
= (1 − x2 )1/2 .

Therefore, the solution is


Z
u × I.F. = (Q × I.F.)dx + c
3

or,
Z
2 1/2 x
u(1 − x ) = − (1 − x2 )1/2 dx + c
1 − x2
Z
= −x(1 − x2 )−1/2 dx + c
Z
1
= t−1/2 . dt + c (put t = 1 − x2 so that −2xdx = dt)
2
1 t1/2
= + c = t1/2 + c
2 1/2
= (1 − x2 )1/2 + c.

Putting u = y −1 in above equation, we get

y −1 (1 − x2 )1/2 = (1 − x2 )1/2 + c

or, √ √
1 − x2 = y 1 − x2 + cy
or, √
(1 − y) 1 − x2 = cy
which is the required solution of given differential equation.

dy
Example 2.25/p.42: Solve x dx + y = y 2 log x.

Solution. Dividing given equation by y 2 , we get


dy
xy −2 + y −1 = log x
dx
which can be written as
dy 1 −1 log x
y −2 + y = .
dx x x
dy
Put y −1 = u so that −y −2 dx = du
dx
. Then, above equation reduces to

du 1 log x
− + u=
dx x x
4

or,
du 1 log x
− u=−
dx x x
which is a linear differential equation in dependent variable u and independent
variable x. Its integrating factor is
R dx 1
I.F. = e− x = e− log x = .
x
Therefore, the solution is
Z
u × I.F. = (Q × I.F.)dx + c
or,
Z
1 log x 1
u. = − dx + c
x x x
Z
= − te−t dt + c (put t = log x so that x1 dx = dt and x = et )

= −[−te−t − e−t ] + c = (t + 1)e−t + c


1
= (log x + 1). + c
x
which can be written as
u = log x + 1 + cx.
Putting u = y −1 in above equation, we get
1
= log x + 1 + cx
y
or,
(1 + log x + cx)y = 1
which is the required solution of given differential equation.

Home Assignments: Solve the following differential equations:


dy
Q.33/p.61: dx
= 2y tan x + y 2 tan2 x. Ans. − y1 sec2 x = c + 21 tan3 x.

Q.34/p.61: cos xdy = y(sin x − y)dx. Ans. y −1 = c cos x + sin x.


dy 1 2
Q.36/p.61: dx
= x3 y 3 − xy. Ans. y2
= 1 + x2 + cex .
2 /2
Q.38/p.61: (x2 y 3 + xy)dy − dx = 0. Ans. 1
x
= 2 − y 2 + e−y
Lecture No. 03

Exact Differential Equation


(A topic of Unit I)

A differential equation is said to be exact if it can be derived from its


primitive (general solution) directly by differentiation, without any subsequent
multiplication, elimination, etc.
Theorem 1. The necessary and sufficient condition for the differential equa-
tion M dx + N dy = 0 to be exact is that

∂M ∂N
=
∂y ∂x

In order to obtain the solution of an exact differential equation, we have


to proceed as follows:
1. Integrate M with respect to x, keeping y as constant.

2. Integrate with respect to y only those terms of N which do not contain


x.

3. Add the two expressions obtained in (1) and (2) above and equate the
result to an arbitrary constant.
In other words, the solution of an exact differential equation is
Z Z
M dx + N dy = c.
(y=constant) (terms not having x)

1
2

Ex.40 / P.61 Solve y sin 2xdx − (1 + y 2 + cos2 x)dy = 0

Solution. The given differential equation is

y sin 2xdx − (1 + y 2 + cos2 x)dy = 0

compare the above equation with

M dx + N dy = 0,

we get

M = y sin 2x and N = −(1 + y 2 + cos2 x)


∂M ∂N
⇒ = sin 2x and = 2 cos x sin x = sin 2x
∂y ∂x

i.e.,
∂M ∂N
=
∂y ∂x
The given equation is exact. Now the solution of the differential equation is
Z Z
M dx + N dy = c
(y=constant) (terms not having x)
Z Z
y sin 2xdx + (−1 − y 2 )dy = c
y3
 
−y cos 2x
+ −y − = c
2 3

So, the solution is


2y 3
y cos 2x + 2y + =c
3

Ex.41 / P.61 Solve y 1 + x1 + cos y dx + (x + log x − x sin y)dy = 0.


  
3

Solution. The given differential equation is


   
1
y 1+ + cos y dx + (x + log x − x sin y)dy = 0
x
compare the above equation with

M dx + N dy = 0,

we get
   
1
M = y 1+ + cos y and N = (x + log x − x sin y)
x
 
∂M 1 ∂N 1
⇒ = 1+ − sin y and = 1 + − sin y
∂y x ∂x x
i.e.,
∂M ∂N
=
∂y ∂x
The given equation is exact. Now the solution of the differential equation is
Z Z
M dx + N dy = c
(y=constant) (terms not having x)
Z     Z
1
y 1+ + cos y dx + 0dy = c
x
y (x + log x) + x cos y = c

So, the solution is


xy + y log x + x cos y = c.

Ex.42 / P.61 Solve (ey + 1) cos xdx + ey sin xdy = 0.

Solution. The given differential equation is

(ey + 1) cos xdx + ey sin xdy = 0

compare the above equation with

M dx + N dy = 0,
4

we get

M = (ey + 1) cos x and N = ey sin x


∂M ∂N
⇒ = ey cos x and = ey cos x
∂y ∂x
i.e.,
∂M ∂N
=
∂y ∂x
The given equation is exact. Now the solution of the differential equation is
Z Z
M dx + N dy = c
(y=constant) (terms
not having x)
Z Z
y
(e + 1) cos xdx + 0dy = c
(ey + 1) sin x = c

So, the solution is


(ey + 1) sin x = c.

Home Assignment
xdy−ydx
1. (Exp.2.29/P.46) Solve xdx + ydy + x2 +y 2
= 0.
[Sol : x2 − 2 tan−1 yx + y2 = 2c]
x x
 
2. (Exp.2.30/P.46) Solve (1 + e y )dx + e y 1 − xy dy = 0.
x
[Sol : x + ye y = c]

3. (Exp.2.31/P.47) Solve (sin x cos y +e2x )dx+(cos x sin y +tan y)dy = 0.


[Sol : 12 e2x − cos x cos y + log sec y = c]
Lecture No. 04

Integrating Factor: Part-I


(A topic of Unit I)

The equation
ydx + (x2 y − x)dy = 0 (1)
is easily seen to non exact because ∂M
∂y
= 1 and ∂N∂x
= 2xy − 1.
1
However, if we multiply both sides of equation (1) by the factor x2
, then
equation (1) becomes
y (x2 y − x)
dx + dy = 0, (2)
x2 x2
which is exact because
∂M 1 ∂N
= 2 = .
∂y x ∂x
To what extent can other non exact equations be made exact in this way?.
In other way, if
M (x, y)dx + N (x, y)dy = 0 (3)
is not exact, under what conditions can a function µ(x, y) be found with the
property that
µ(M dx + N dy) = 0
is exact? Any function µ that act in this way is called an integrating factor
(in short, I.F.) for (8). Therefore x12 is an integrating factor for (1).
A differential equation of the type (8) always has an integrating factor
but there is no general method of finding them. Here we shall discuss some
of the methods for finding the integrating factors.

1
2

Rule I. If the differential equation (8) is homogeneous and M x + N y 6= 0,


1
then M x+N y
is the integrating factor.

Example 2.35/P.50 Solve

x2 ydx − (x3 + y 3 )dy = 0 (4)

Solution. From (4), we have M = x2 y and N = −(x3 + y 3 ), so

M x + N y = x3 y − x3 y − y 4 = −y 4 6= 0,

and the equation (4) is homogeneous. Therefore the integrating factor is − y14 .
Multiplying equation (4) by this integrating factor, we have
x2
 3 
x 1
− 3 dx + + dy = 0.
y y4 y
Now
x2 x3 1
M =− N= +
y3 y4 y
and hence
∂M 3x2 ∂N
= 4 = .
∂y y ∂x
Therefore, the differential equation is exact and hence
Z 2
x3
Z
x
M dx = − dx = −
y=constant y3 3y 3
Z Z
dy
N dy = = log y.
terms not having x y
Thus the required solution is
Z Z
M dx + N dy = c

x3
− + log y = c
3y 3
i.e.,
x3 = 3y 3 (log y − c).
3

Home Assignment:

1. (Q.8/P.60) Solve x2 ydx − (x3 + y 3 )dy = 0.


3 3
[Ans : y = cex /3y .]

2. (Q.39/P.61) Solve (x2 − 2xy − y 2 )dx − (x + y)2 dy = 0.


[Ans : x3 − y 3 + 3xy(x − y) = C]

Rule II. If in the differential equation (8), M = yf1 (xy) and N = xf2 (xy).
1
Then (M x−N y)
is an integrating factor.

Example 2.37/P.51 Solve

(xy + 2x2 y 2 )ydx + (xy − x2 y 2 )xdy = 0 (5)

Solution. From equation (5), we have M = (xy + 2x2 y 2 )y = yf1 (xy) and
N = (xy − x2 y 2 )x = xf2 (xy). Therefore the integrating factor is
1 1 1
= 2 2 3 3 2 2 3 3
= 3 3.
Mx − Ny x y + 2x y − x y + x y 3x y
Multiplying (5) by this integrating factor, we have

y(xy + 2x2 y 2 ) x(xy − x2 y 2 )


dx + dy = 0
3x3 y 3 3x3 y 3
or,    
1 1 2 1 1 1
2
+ dx + 2
− dy = 0
3 xy x 3 xy y
Now,
∂M 1 ∂N
=− 2 2 =
∂y xy ∂x
and hence the above differential equation is exact. Therefore
Z Z    
1 1 2 1 1
M dx = + dx = − + 2 log x
y=constant 3 x2 y x 3 xy
Z Z
1 1 1
N dy = − = − log y.
terms not having x 3 y 3
4

Thus the required solution is


Z Z
M dx + N dy = c

or,  
1 1 1
− + 2 log x + (− log y) = C
3 xy 3
or,
1
2 log x − log y = + C1 , where C1 = 3C
xy

Home Assignment:

1. (Q.48/P.61) Solve (x3 y 3 +x2 y 2 +xy+1)ydx+(x3 y 3 −x2 y 2 −xy+1)xdy =


0.
1
[Ans : xy − xy − log y 2 = C.]

2. (Q.51/P.61) Solve (xy sin xy + cos xy)ydx + (xy sin xy − cos xy)xdy = 0.
[Ans : Cy cos xy = x]

R  
Rule III. The equation (8) has e f (x)dx as the integrating factor if N1 ∂M
∂y
− ∂N
∂x
is a function of x, say f (x).
 
1 ∂M ∂N
Remark 1. If N ∂y − ∂x = k(a constant), then the integrating factor is
R
kdx
e .

Example 2.39/P.52 Solve

(x2 + y 2 )dx − 2xydy = 0 (6)

Solution. From equation (6), we have M = (x2 + y 2 ) and N = −2xy.


Therefore ∂M
∂y
= 2y and ∂N
∂x
= −2y, and hence
 
1 ∂M ∂N 1 −2
− =− (2y − (−2y)) = = f (x)(say).
N ∂y ∂x 2xy x
5

Thus the integrating factor is


−2
R R
f (x)dx dx
e =e x

= e−2 log x
1
= 2 (7)
x
Multiplying the equation (6) by this integrating factor, we obtain
 2
x + y2

2xy
2
dx − 2 dy = 0
x x
or,
y2
 
2y
1+ 2 dx − dy = 0
x x
or,
−y 2
 
dx + d =0
x
Now integrating term by term, we get

y2
x− = C.
x

which is the required solution.

Home Assignment:

1. (Q.52/P.61) Solve (x3 − 2y 2 )dx + 2xydy = 0.


2
[Ans : x + xy 2 = C]

2. (Q.53/P.61) Solve (x2 + y 2 + 2x)dx + 2ydy = 0.


[Ans : ex (x2 + y 2 ) = C]
Lecture No. 05

Integrating Factor: Part-II


(A topic of Unit I)

In the previous lecture, we have discussed the integrating factor of the following
non exact differential equation

M (x, y)dx + N (x, y)dy = 0 (8)

Now, we also include the following methods to find out the integrating factor
of the differential equation (8).
R  
Rule IV. The equation (8) has e f (y)dy as the integrating factor if M1 ∂N
∂x
− ∂M
∂y
is a function of y, say f (y).
 
Remark 2. If M1 ∂N ∂x
− ∂M
∂y
= k(a constant), then the integrating factor is
R
kdy
e .

Example 2.41 /P.53 Solve

(xy 3 + y)dx + 2(x2 y 2 + x + y 4 )dy = 0. (9)

Solution. From equation (9), we have M = (xy 3 +y) and N = 2(x2 y 2 +x+y 4 ).
Therefore
∂M ∂N
= 3xy 2 + 1 and = 2(2xy 2 + 1)
∂y ∂x

1
2

and hence
 
1 ∂N ∂M 1
4xy 2 + 2 − 3xy 2 − 1

− =
M ∂x ∂y xy 3
+y
1
xy 2 + 1

= 3
xy + y
1
= (10)
y
1
R R
Thus the integrating factor is e f (y)dy = e y dy = elog y = y. Multiplying (9)
by y, we obtain the following exact differential equation

(xy 4 + y 2 )dx + 2(x2 y 3 + xy + y 5 )dy = 0 (11)

Now,
M1 = (xy 4 + y 2 ) and N1 = 2(x2 y 3 + xy + y 5 )
and hence Z
1
M1 dx = xy 4 + y 2 x
y=constant 2
and Z
2
N1 dy = y 6 .
terms not having x 6
Thus the required solution is
1 4 2
xy + y 2 x + y 6 = C
2 6
or,
3xy 4 + 6y 2 x + 2y 6 = 6C.

Home Assignment:

1. (Q.54/P.61) Solve (2x2 y − 3y 2 )dx + (2x3 − 12xy + log y)dy = 0.


[Ans : 6x3 y 3 − 27xy 4 − 3y 3 log y − y 3 = C.]

2. (Q.55/P.61) Solve (3x2 y 4 + 2xy)dx + (2x3 y 3 − x2 )dy = 0.


[Ans : x3 y 3 + x2 = Cy]
3

Rule V. If the differential equation (8) is of the form

xa y b (mydx + nxdy) + xc y d (pydx + qxdy) = 0,

where a, b, c, d, m, n, p and q are constants, then xh y k is the integrating


factor of the given differential equation, where h, k are constants and can
be obtained by applying the condition that after multiplication by xh y k the
given equation is exact.

Example 2.43/P.54 Solve

(y 2 + 2x2 y)dx + (2x3 − xy)dy = 0. (12)

Solution. Equation (12) can also be written as

y(y + 2x2 )dx + x(2x2 − y)dy = 0

Let xh y k be the integrating factor. Multiplying (12) by this integrating factor,


we have

(xh y k+2 + 2xh+2 y k+1 )dx + (2xh+2 y k − xh+1 y k+1 )dy = 0 (13)

Now,
M = xh y k+2 + 2xh+2 y k+1
and
N = 2xh+2 y k − xh+1 y k+1
If (13) is exact, then ∂M/∂y = ∂N/∂x, that is,

(k + 2)xh y k+1 + 2(k + 1)xh+2 y k = 2(h + 3)xh+2 y k − (h + 1)xh y k+1

Equating the coefficients of xh y k+1 and xh+2 y k on both sides and solving, we
have
5 1
h=− and k = −
2 2
Thus the integrating factor is
5 1
xh y k = x − 2 y − 2
4

Multiplying (12) by this integrating factor, we have


5 3 1 1 1 1 3 1
(x− 2 y 2 + 2x− 2 y 2 )dx + (2x 2 y − 2 − x− 2 y 2 )dy = 0

From this equation, we have


5 3 1 1
M1 = x− 2 y 2 + 2x− 2 y 2

and
1 1 3 1
N1 = 2x 2 y − 2 − x− 2 y 2
Since the equation is exact, we have
Z
2 3 3 1 1
M1 dx = − x− 2 y 2 + 4x 2 y 2
y=constant 3

and Z
N1 dy = 0
terms not having x
Therefore the required solution is
Z Z
M1 dx + N1 dy = C

or,
2 3 3 1 1
− x− 2 y 2 + 4x 2 y 2 = C
3

Home Assignment:

1. (Q.57/P.61) Solve (3x + 2y 2 )ydx + 2x(2x + 3y 2 )dy = 0.


[Ans : x3 y 4 + x2 y 6 = C.]

2. (Q.60/P.61) Solve (2x2 y − 3y 4 )dx + (3x3 + 2xy 3 )dy = 0.


[Ans : 12x−10/13 y 15/13 + 5x−36/13 y 24/13 = C]

Change of Variables: If we are unable to apply the rules/methods, which


we have already discussed to solve a given differential equation, then we shall
reduce the given differential equation by suitable substitution. This procedure
5

of reducing the given differential equation by substitution is called the change


of dependent / independent variable.

Example 2.45/P.55 Solve

a2 (xdy − ydx)
xdx + ydy = (14)
x2 + y 2

Solution. Let x = r cos θ and y = r sin θ, so r2 = x2 + y 2 and tan θ = y/x.


Differentiating the above relations, we have

dx = −r sin θdθ, dy = r cos θdθ and rdr = xdx + ydy.

From (14), we obtain

a2 2
r cos2 θdθ + r2 sin2 θdθ

rdr = 2
r
a2 2
= 2 r dθ
r
= a2 dθ (15)

On integration, we have
r2 = 2a2 θ + C
or,
y
x2 + y 2 = 2a2 tan−1 +C
x
which is the required solution.

Home Assignment:
dy

1. (Q.2.46/P.56) Solve sec2 y dx + 2x tan y = x3 .
2
[Ans : tan y = 2 (x2 − 1) + Ce−x ]
1
Lecture No. 06

Orthogonal Trajectories
(A topic of Unit I)

A family of curves whose members cut every member of another family of


curves at right angles is called an orthogonal trajectories of second family of
curves.
Formation of Orthogonal trajectories in Cartesian Coordinates: Let
the given family of curves is represented by the equation

F (x, y, c) = 0 (16)

where c is a parameter.
We know that differentiating equation (16) w. r. to x and then eliminating
c with the help of (16), we get a first order ODE of the form

dy
= f (x, y) (17)
dx
Equation (17) is called the differential equation of the family (16).
dy
As dx represents the slop of a curve of the family (16), therefore the slope
1
of the curve perpendicular to this curve will be − dy/dx . Thus the equation of
the orthogonal trajectories is
1
− = f (x, y)
dy/dx
dy 1
or =− (18)
dx f (x, y)

1
2

Solving Differential equation (18), we obtain the orthogonal trajectories of


the family (16) as desired.

Example 4.48/p.136 Find the orthogonal trajectories of x2 + y 2 = cx.

Solution. The given family of curves is

x2 + y 2 = cx (19)

Differentiating (19) w.r. to x, we get

dy
2x + 2y =c (20)
dx

Eliminating c between (19) and (20), we get

 
2 2 dy
x +y = 2x + 2y x
dx
dy
x2 + y 2 = 2x2 + 2xy
dx
dy
y 2 − x2 = 2xy
dx
dy y 2 − x2
⇒ = = f (x, y)
dx 2xy

which is the differential equation of family (19). Hence Differential equation


of orthogonal trajectories is

dy 1 2xy
=− = 2 (21)
dx f (x, y) x − y2

dy dv
which is a first order differential equation. Putting y = vx so that dx
= v +x dx
3

in (21), we get
dv 2x(vx)
v+x =
dx x2 − (vx)2
dv 2v
v+x =
dx 1 − v2
dv 2v
x = −v
dx 1 − v2
dv 2v − v(1 − v 2 ) 2v − v + v 3
x = =
dx 1 − v2 1 − v2
3
dv v+v
x =
dx 1 − v2
dv v(1 + v 2 )
x =
dx 1 − v2
2
1−v dx
dv =
v(1 + v 2 ) x
[(1 + v 2 ) − 2v 2 ] dx
dv =
v(1 + v 2 ) x
dv 2v dx
− dv =
v 1 + v2 x
On integrating, we get

log v − log(1 + v 2 ) = log x + log a


v
= ax
1 + v2
y
Putting v = x
in above equation, we get
y/x
= ax
1 + (y/x)2
yx
⇒ = ax
x2 + y 2
1
⇒ x2 + y 2 = y
a
or
x2 + y 2 = by,
1
where a
= b, which is the desired orthogonal trajectories.
4

Example 4.49/p.137 Find the orthogonal trajectories of the family y =


x + ce−x and determine that particular member of each family that passes
through (0, 3).

Solution. The given family of curves is

y = x + ce−x (22)

Differentiating (22), we get

dy
= 1 − ce−x (23)
dx

From (22), ce−x = y − x. Putting this value in (23), we get

dy
= 1 − (y − x) = 1 + x − y
dx

which is Differential equation of family (22). Thus Differential equation of


Orthogonal trajectories is

dy 1
= −
dx 1+x−y
dx
⇒ = −1 − x + y
dy
dx
⇒ +x = y−1 (24)
dy

Equation (24) is linear differential equation in which x is dependent variable


and y is independent variable. Hence

R R
P dy 1dy
I.F. = e =e = ey
5

The general solution is


Z
x × I.F. = (Q × I.F.)dy + a
Z
y
xe = ((y − 1) × ey )dy + a
Z Z
= ye dy − ey dy + a
y

= (yey − ey ) − ey + a
xey = yey − 2ey + a
(x − y + 2)ey = a, (25)

which is orthogonal trajectories of (22). This orthogonal trajectories passes


through the point (0, 3). So, putting x = 0 and y = 3 in (25), we get

(x − y + 2)ey = a
(0 − 3 + 2)e3 = a
⇒ a = −e3

Hence, (25) becomes

(x − y + 2)ey = a
(x − y + 2)ey = −e3
(x − y + 2) = −e3−y

or
x − y + 2 + e3−y = 0

which is the required curve passing through the point (0, 3).

Home Assignment

1. (Q.48/P-157) Find the members of the orthogonal trajectories for


x + y = cey which passes through (0, 5).
[Ans : y = 2 − x + 3e−x ]
6

2. (Que 49/P-157) Find the orthogonal trajectories of the following


family of curves:

• c1 x 2 + y 2 = 1
[Ans : 2 log |y| = x2 + y2 + c2 ]
• 4y + x2 + 1 + c1 e2y = 0
[Ans : y = 14 − 16 x2 + c2 x−4 ]
Lecture No. 07

Orthogonal Trajectories in Polar Coordinates


(A topic of Unit I)

Consider the equation of the family of curves in polar form:

F (r, θ, c) = 0 (26)

where c is a parameter. Differential equation of family (26) is of the form:


 
dr
f r, θ, =0 (27)

dr
Replacing dθ by −r2 dθ
dr
in (27), we obtain the differential equation of orthogonal
trajectories of the family (26) given by
 
2 dθ
f r, θ, −r =0 (28)
dr
On solving (28), we get the equation of orthogonal trajectories of (26).

Example 4.51/p.138 Find the equation of the orthogonal trajectory of the


family of circles having a polar equation r = f (θ) = 2a cos θ.
Solution. The given family of curves is

r = 2a cos θ (29)

Differentiating (29) w.r. to θ, we get


dr
= −2a sin θ (30)

1
2

r
From (29), we have 2a = cos θ
. Using this, (30) becomes

dr
= −2a sin θ

dr  r 
=− sin θ
dθ cos θ
dr
= −r tan θ

which is differential equation of family of (29).
Hence, differential equation of orthogonal trajectories is

−r2 = −r tan θ
dr

r = tan θ
dr
dθ dr
⇒ =
tan θ r
cos θ dr
⇒ dθ =
sin θ r
On integrating, we get
Z Z
cos θ 0 dr
dθ + c =
sin θ r
log sin θ + log 2a = log r, where c0 = log 2a

⇒ r = 2a sin θ
which is the required equation of orthogonal trajectories.

Example 4.52/p.139 Find the orthogonal trajectories of r = c1 (1 − sin θ).

Solution. The given family of curves is

r = c1 (1 − sin θ) (31)

Differentiating (31) w.r. to θ, we get


dr
= −c1 cos θ (32)

3

Dividing (32) by (31) (to eliminate c), we have


1 dr cos θ
=−
r dθ 1 − sin θ
dr r cos θ
⇒ =−
dθ 1 − sin θ
which is differential equation of family of (31).
Hence, the differential equation of orthogonal trajectories is
dθ r cos θ
−r2 = −
dr 1 − sin θ
dθ cos θ
⇒ r =
dr 1 − sin θ
dr 1 − sin θ
⇒ = dθ
r cos θ
dr
⇒ = (sec θ − tan θ)dθ
r
On integrating, we get

log r = log(sec θ + tan θ) + log cos θ + log a


log r = log[(sec θ + tan θ) cos θa]
⇒ log r = log[a(1 + sin θ)]

r = a(1 + sin θ)

which is the required equation of orthogonal trajectories of family (31).

Home Assignment

Find the orthogonal trajectories of the following family of curves:

1. (Q.) r2 = c sin 2θ
[Ans : r2 = a cos 2θ]

2. (Q.) r = c(sec θ + tan θ)


[Ans : r = ae− sin θ ]
Lecture No. 08

Nonlinear ODEs solvable for p


(A topic of Unit I)

Differential Equations of first order but not of the first degree: The general
form of differential equation of first order and nth (n > 1) degree, is
 n  n−1  n−2  
dy dy dy dy
+ a1 + a2 + · · · + an−1 + an = 0 (33)
dx dx dx dx
or pn + a1 pn−1 + a2 pn−2 + · · · + an−1 p + an = 0
dy
where, p = dx and aa , a2 , cdots, an−1 and an are the functions of x and y.
The equation (33) can be written as

f (x, y, p) = 0

Solution of the Differential Equation (33): We have the following two


cases:

1. Differential Equation (33) can be written as product of first degree


factors.

2. It can not be resolved into factors of first degree.

Case I: Equations solvable for p: In this case, Differential equation (33)


is of the form

[p − f1 (x, y)][p − f2 (x, y)][p − f3 (x, y)] · · · [p − fn (x, y)] = 0. (34)

1
2

Now, equating each factor to zero,

p − fi (x, y) = 0, i = 1, 2, cdots, n

Let the solutions of these factors be

φ(x, y, ci ) = 0, i = 1, 2, · · · , n

Taking, c1 = c2 = c3 = · · · = cn = c, hence required solution is

φ1 (x, y, c)φ2 (x, y, c) · · · φn (x, y, c) = 0

Remark. Since the differential equation (33) is of first order, therefore its
solution contains only one arbitrary constant.

Example 3.1/p.64 Solve (p − xy)(p − x2 )(p − y 2 ) = 0.

Solution. Here

(p − xy) = 0
p = xy
dy
= xy
dx
dy
= xdx
y
dy
− xdx = 0
y
on integrating, we have
x2
log y − − c1 = 0
2
And,

(p − x2 ) = 0
dy
− x2 = 0
dx
dy − x2 dx = 0
x3
⇒ y− − c2 = 0,
3
3

Also, from the third factor, we have

(p − y 2 ) = 0
dy
− y2 = 0
dx
dy
− dx = 0
y2
1
⇒ − − x − c3 = 0
y
1
or + x + c3 = 0
y

Taking, c1 = c2 = c3 = c, hence solution of given differential equation is

x2 x3
   
1
log y − −c y− −c +x+c =0
2 3 y

Example 3.4/p.65 Solve x2 p2 + xyp − 6y 2 = 0

Solution. Solving the given equation for p, we have


2y 3y
p= , −
x x
2y
If p = x
, then

log y = 2 log x + log c1


or y = c1 x 2

and if p = − 3y
x
, then

yx3 = c2

Therefore, the required solution is

(y − cx2 )(yx3 − c) = 0
4

Example 3.5/p.65 Solve xy 2 (p2 + 2) = 2py 3 + x3

Solution. The given equation can be written as

(yp − x)[xyp + (x2 − 2y 2 )] = 0

If yp − x = 0, then integration yields

y 2 − x 2 = c1

If xyp + x2 − y 2 = 0, then

xyp + x2 − y 2 = 0
dy
xy + x2 − 2y 2 = 0
dx
dy 2y 2
y +x− = 0
dx x
dy 4y 2
2y − = −2x
dx x
dv 4 dv dy
− v = −2x, where v = y 2 ⇒ = 2y
dx x dx dx
This is a linear differential equation in v and its solution is
v 1
4
= c2 + 2
x x
y = c2 x + x 2
2 4

Thus, the required solution is

(y 2 − x2 − c)(y 2 − cx4 − x2 ) = 0

Home Assignment

1. (Ex. 3.2/p.64) Solve (p + y + x)(xp + y + x)(p + 2x) = 0


[Ans : (1 − x − y − ce−x )(2xy + x2 − c)(y + x2 − c) = 0]
5

2. (Ex. 3.6/p.65) Solve x2 p3 + y(1 + x2 y)p2 + y 3 p = 0


1
[Ans : (y − c)(ye− x − c)(xy + cy − 1) = 0]

3. (Q. 1/p.73) Solve p2 − 7p + 12 = 0


[Ans : (y − 4x − c)(y − 3x − c) = 0]

4. (Q. 3/p.73) Solve p3 + 2xp2 − y 2 p2 − 2xy 2 p = 0


[Ans : (y − c)(y + x2 − c)(xy + cy + 1) = 0]
Lecture No. 09

Nonlinear ODEs solvable for y and x


(A topic of Unit I)

Case II:- If the differential equation f (x, y, p) = 0 (first order but not first
degree) can not be resolved into linear factors in p.
In this case we will discuss the following two cases:
1. Differential equation solvable for y.

2. Differential equation solvable for x.


(a) Differential equation solvable for y:- In this case the differential
equation
f (x, y, p) = 0 (35)
can be re-written as
y = g(x, p) (36)
Now differentiate with respect to x, we get
 
dy dp
= p = φ x, p, (37)
dx dx
And suppose that the solution of Equation (37) is

F (x, p, c) = 0 (38)

Then, the elimination of p between (36) and (38) give the required solution.
If this elimination is not possible, then equation (36) and (38) together give
the required solution.

1
2

Example 3.7 / p.67 Solve y + px = x4 p2

Solution. Here
y = x4 p2 − px (39)
D.w.r. to x, we get

dy dp dp
=p = 4x3 p2 + 2x4 p −p−x
 dx  dx dx
dp dp
⇒ (4x3 p2 − 2p) + 2x4 p − x = 0
dx dx
 
3 dp
⇒ (2x p − 1) x + 2p = 0
dx
dp
x + 2p = 0, (We take the factor which contains derivative
dx
dp dx
+2 = 0
p x

Integrating it, we get

log p + 2 log x = log c


c
⇒ p = 2
x
put this value in equation (39),

y = x4 p2 − px
 c 2 c
= x4 2 − 2 x
x x
2 c
y = c −
x
i.e.,
xy + c = c2 x

which is the required solution.

Example 3.8 / p.67 Solve y = sin p − p cos p.


3

Solution. Given differential equation is

y = sin p − p cos p (40)

Differentiate w. r. to x, we get
 
dy dp dp dp
= p = cos p − −p sin p + cos p
dx dx dx dx
dp
or p = p sin p
  dx
dp
p sin p − 1 = 0
dx
dp
⇒ sin p − 1 = 0
dx
sin pdp = dx

On integrating, we have

− cos p + c = x
cos p = c − x (41)

From the given differential equation (40)


p
sin p − y 1 − cos2 p − y
p = =
cos p cos p
p
2
1 − (c − x) − y
= , (using(41))
√ c − x
1 − c2 − x2 + 2cx − y
= ,
c−x
Put this value in equation (41), we have

√ 
1 − c2 − x2 + 2cx − y
c − x = cos
c−x

which is the required solution.


4

Home Assignment

1. (Q.8/p.74) Solve y = 2px + tan−1 (xp2 )



[Ans : y = 2c x + tan−1 c2 ]

2. (Ex. 3./p.xx) Solve f


[Ans : ]

(b) Differential equation solvable for x:- If the differential equation

f (x, y, p) = 0 (42)

is solvable for x, then we can write it as

x = h(y, p) (43)

Differentiate with respect to y, we get


 
dx 1 dp
= = ψ y, p, (44)
dy p dy

If the solution of Equation (44) is

G(y, p, c) = 0 (45)

Then, the elimination of p from (43) and (45), we get the required solution.
If this elimination is not possible, then equation (43) and (45) together give
the required solution.

Example 3.10 / p.68 Solve y 2 log y = xyp + p2

Solution. Given differential equation is

y 2 log y = xyp + p2 , (46)


1 p
or x = y log y − (47)
p y
5

Differentiate w. r. to y, we get
 
dx 1 1 dp 1 1 1 dp p
= = − 2 (y log y) + 1 · log y + y · − + 2
dy p p dy p y y dy y
1 1 dp 1 1 1 dp p
= − 2 · y log y + log y + − + 2
p p dy p p y dy y
   
y dp 1 p y dp
1− log y + 2 1 − = 0
p dy p y p dy
  
y dp log y p
1− + 2 = 0
p dy p y
y dp
1− · = 0
p dy
dp dy
⇒ =
p dy

On integrating, we get

log p = log y + log c


⇒ p = yc

Put this value in (46), we have

y 2 log y = xyp + p2 ,
y 2 log y = xy(yc) + (yc)2

Hence, solution is

log y = xc + c2

Example 3.11 / p.69 Solve xp3 = a + bp

Solution. Here,
a b
x= 3
+ 2 (48)
p p
6

Differentiate w.r. to y, we get


 
dx 1 3a dp 2b dp
= = − 4 + − 3
dy p p dy p dy
 
3a 1 dp
⇒ 1 = − + 2b 2
p p dy
 
1 3a
dy + 2 + 2b dp = 0
p p

On integrating
   
3a 2b
y+ − 2 + = c
2p −p
3a 2b
y = 2
+ +c (49)
2p p

Here, it is not easy to eliminate p from (48) and (49). Hence, the equations
(48) and (49) both constitute the solution.

Home Assignment

1. (Ex. 3.12/p.69) Solve x = y + a log p = 0


[Ans : x = c − a log(1 − p) + a log p, y = c − a log(1 − p)]

2. (Ex. 3./p.xx) Solve f


[Ans : ]
Lecture No. 10

Clairaut and Lagrange Equation


(A topic of Unit I)

The most general form of a differential equation of the first order but not of
the first degree (say nth degree) is
 n  n−1  n−2  
dy dy dy dy
+ P1 + P2 + · · · + Pn−1 + Pn = 0 (50)
dx dx dx dx
or pn + P1 pn−1 + P2 pn−2 + · · · + Pn−1 p + Pn = 0
dy
where p = dx and P1 , P2 , · · · , Pn are functions of x and y. This equation can
also be written as
F (x, y, p) = 0. (51)
The above equation however can not be solved in this general form.

The Clairaut Equation


When the given equation (51) is of the first degree in x and y, and of the
form
y = px + f (p) (52)
Equation (52) is known as Clairaut’s equation. To solve it, we differentiate
with respect to x to obtain
dy 0 0
p= = [x + f (p)]p + p
dx
0 dp
or [x + f (p)] =0 (53)
dx

1
2

If dp/dx = 0, then p = c = constant. Eliminating p between this and equation


(52), we get
y = cx + f (c) (54)
which is required solution of Clairaut’s equation.

Remark 3. Sometimes by a suitable substitution, an equation can be reduced


to Clairaut’s form.

Example (3.13/P-71) Solve (y − px)(p − 1) = p.

Solution. The given equation can be written as


p
y = xp + ,
p−1
which is a Clairaut equation. Hence the solution is
c
y = xc + ,
c−1
xc(c − 1) + c
y =
(c − 1)
y(c − 1) = xc(c − 1) + c
y(c − 1) − xc(c − 1) = c

i.e., which is the required solution.

Example (3.14/P-71) Solve p = log(px − y)

Solution. The given equation is

y = px − ep .

Which is a Clairaut equation. Hence the solution is

y = cx − ec
ec = cx − y,

i.e.,
c = log(cx − y)
3

Example (3.17/P-73) Solve (px − y)(py + x) = h2 p.

Solution. This equation can be written as

p2 xy + px2 − py 2 − xy = h2 p
p2 xy − xy + px2 − py 2 − h2 p = 0
p2 xy − xy + p(x2 − y 2 − h2 ) = 0,
dy x dv
Putting x2 = u ⇒ 2xdx = du and y 2 = v ⇒ 2ydy = dv, and p = =
dx y du
the given equation takes the form

p2 xy − xy + p(x2 − y 2 − h2 ) = 0
 2
x dv x dv
xy − xy + (u − v − h2 ) = 0
y dv y du
 2
x2 dv 1 dv
−y+ (u − v − h2 ) = 0
y dv y du
 2
2 dv dv
x − y 2 + (u − v − h2 ) = 0
dv du
 2
dv dv
u − v + (u − v − h2 ) = 0
dv du
dv
or uP 2 + (u − v − h2 )P − v = 0, where P =
du
h2 P
or v = uP −
P +1
which is of Clairaut‘s form and has the solution as
h2 c
v = uc −
c+1
where u = x2 and v = y 2 . i.e.,

2 2 h2 c
y =x c− .
c+1
4

Home Assignment

1. (Example 3.18/P-73) Solve y = 2px + y 2 p3 .


[Ans : y2 = cx + 81 c3 ]

2. (Que 21/P-74) sin px cos y = cos px sin y + p,


[Ans : y = cx − sin−1 c]

3. (Que 22/P-74) xy(y − px) = x + py,


[Ans : y2 = cx2 + (1 + c)]

4. (Que 24/P-74) Solve x2 p2 + yp(2x + y) + y 2 = 0 by reducing it to


Clairaut’s form by using the substitution y = u and xy = v.
[Ans : xy = cy + c]

[RB1] The Lagrange Equation


An equation of the form
y = xf1 (p) + f2 (p) (55)
is known as Lagrange’s Equation. To solve it, we differentiate with respect to
x to obtain
dy 0 dp 0 dp
p= = f1 (p) + xf1 (p) + f2 (p)
dx dx dx
dp 0 0
p − f1 (p) = [xf (p) + f2 (p)]
dx 1
0 0
dx xf1 (p) + f2 (p)
=
dp p − f1 (p)
0 0
dx f1 (p) f2 (p)
or − x = (56)
dp p − f1 (p) p − f1 (p)
which is a linear equation in x, and hence can be solved in the form

x = φ(p, c) (57)

eliminating p from equations (55) and (57), we get the required solution. If it
is not possible to eliminate p, then the values of x and y in terms of p can be
found from equations (55) and (57), and these will constitute the required
solution.
5

Note. The Clairaut Equation is the particular case of the Lagrange Equation.

Example 2/ P.46 Solve the equation y = xp2 − p1 .

Solution. This equation is Lagrange equation. Differentiating it w.r.t. x, we


get

   
dy dp 2 1 dp
= p = x 2p + p (1) − − 2
dx dx p dx
 
1 dp
p − p2 = 2xp + 2
p dx
1
dx 2xp + p2
=
dp p − p2
dx 2xp 1
= 2
+ 2
dp p−p p (p − p2 )
dx 2x 1
⇒ + = − 3
dp p − 1 p (p − 1)

This equation is linear in x [An equation is linear if it is of the form


dy
dx
+ P y = Q]. Therefore

2
R
dp 2
I.F. = e p−1 = elog(p−1) = (p − 1)2
6

On integrating, we get
Z
x.(I.F.) = (I.F.)Qdp
Z   
1
x(p − 1)2 = 2
(p − 1) − 3 dp
p (p − 1)
Z  
p−1
x(p − 1)2 = − dp
p3
Z  
1 1
x(p − 1)2 = − − dp
p2 p3
1 1
x(p − 1)2 = c1 + − 2
p 2p
2
2c1 p + 2p − 1
x(p − 1)2 =
2p2
2c1 p2 + 2p − 1
x =
2p2 (p − 1)2
cp2 + 2p − 1
x = (58)
2p2 (p − 1)2

Substituting this value of x in the given equation, we get

1
y = xp2 −
p
2
cp + 2p − 1 1
y = − (59)
2(p − 1)2 p

Equations (58) and (59) together give the required solution. Hence,

cp2 + 2p − 1 cp2 + 2p − 1 1
x= , y= −
2p2 (p − 1)2 2(p − 1)2 p

Example 4 /P.47 Solve the equation y = 2px + pn .

Solution. This equation is Lagrange equation. Differentiating it w.r.t. x, we


7

get
 
dy dp dp
= p = 2p.(1) + x. 2 + npn−1
dx dx dx
dp
p = 2p + (2x + npn−1 )
dx
dp
−p = (2x + npn−1 )
dx
dx 2x + npn−1
=
dp −p
dx 2
⇒ + x = −npn−2
dp p
This equation is linear in x. Therefore
2
R
(2/p)dp
I.F. = e = e2 log p = elog p = p2

On integrating, we get
Z
x.(I.F.) = (I.F.)Qdp
Z
x.p2 = p2 .(−npn−2 ) dp


Z
2
x.p = − npn dp
n n+1
xp2 = − p +c
n+1
c n n−1
⇒ x = 2− p (60)
p n+1
Substituting this value of x in the given equation, we get

y = 2px + pn
 
c n n−1
y = 2p 2 − p + pn
p n+1
2c 2n n
y = − p + pn
p n+1
2c (n − 1) n
y = − p (61)
p (n + 1)
8

Equation (60) and (61) together give the required solution. Hence,

c n n−1 2c (n − 1) n
x= − p , y= − p
p2 n + 1 p (n + 1)

Home Assignment

1. (Ex 7/ p-48) Solve y = x(1 + p) + p2


[Ans : x = 2(1 − p) + ce−p , y = {2(1 − p) + ce−p }(1 + p) + p2 ]

2. (M Ex.8/ p-48) Solve y = xp2 + p


[Ans : x = (log p − p + c)(p − 1)−2 , y = xp2 + p]
3 p
3. (M Ex.10/ p-48) Solve
 y = 2 xp +e  
[Ans : x = pc3 − 2ep p1 − p22 + p23 , y = 3c
2p2
− 2ep 1 − 3
p
+ 3
p2
]
Lecture No. 11

The Singular Solution of a First order ODE1


(A topic of Unit I)

Consider the ordinary differential equation

dy
f (x, y, p) = 0, where p = . (62)
dx
In Lecture 1, we have already discussed the two types of solution of an ordinary
differential equation namely: general solution and particular solution.
In case of differential equation (62), its general solution will contain an
arbitrary constant c, and therefore the general solution of differential equation
(62) is of the form
g(x, y, c) = 0. (63)

Recall that, any particular solution of equation (62) can be obtained from
(63) by substituting the suitable values of c.
Besides general solution and particular solution, there is another type of
solution of equation (62), which is called Singular solution.

Definition 1. A singular solution of equation (62) is a solution, which is


free from arbitrary constants but not a particular solution of the equation.
1
The Content of this lecture is based on the reference book
”Frank Ayres, Jr: Theory and Problems of Differential Equations (Schaum‘s Outline
Series)”

1
2

For example, consider the first order differential equation


p
y = xp + 1 + p2 .

Here, x2 + y 2 = a2 is the singular solution ofpabove equation as it can not be


derived from its general solution y = cx + (1 + c2 ) by assigning values to
the arbitrary constant c.

Note. An equation of the first order does not have singular solutions; if it is
of the first degree it can not have singular solutions.

Discriminant Relations:
p-discriminant relation: The p-discriminant relation of the equation (62)
can be obtain by eliminating p between equation (62) and
∂f
= 0.
∂p
c-discriminant relation: The c-discriminant relation of the equation (62)
can be obtain by eliminating c between equation (63) and
∂g
= 0.
∂c

Ex 1/p-70 Find the discriminant relations for each of the following:

1. p3 + px − y = 0,

2. [HA] p3 x − 2p2 y − 16x2 = 0,

3. y = C(x − C)2

Solution 1. The given equation is

f (x, y, p) = p3 + px − y = 0; (64)

and
∂f
= 3p2 + x = 0. (65)
∂p
3

eliminate p between (64) and (65) as follows:


Multiply (65) with p, we get

3p3 + px = 0 (66)

Now, {(66) − (64)}, we get

(3p3 + px) − (p3 + px − y) = 0


2p3 + y = 0
 y  13
p = −
2
substitute the value of p in (64), we get

p3 + px − y = 0
y  y  13
− + − x−y = 0
2 2
 y  13 3
− x− y = 0
2 2
 y  13 3
− x = y
2 2
y 27 3
− x3 = y
2 8
27y 3 + 4yx3 = 0

Hence the required p-discriminant relation is

4x3 + 27y 2 = 0.

Remark 4. If f (x, y, p) = 0 is of the degree n in p, we eliminate p between


nf − p ∂f
∂p
= 0 and ∂f
∂p
= 0.

Solution 2. Do yourself.

Solution 3. The given equation is

g(x, y, c) = cx2 − 2c2 x + c3 − y = 0 (67)


4

and
∂g
= x2 − 4cx + 3c2 = 0 (68)
∂c
Now we eliminate c from (67) and (68) as:
Multiply (68) with c, we get

cx2 − 4c2 x + 3c3 = 0 (69)

Now, {(69) − 3 × (67)}, we get

(cx2 − 4c2 x + 3c3 ) − 3(cx2 − 2c2 x + c3 − y) = 0


−2cx2 + 2c2 x + 3y = 0 (70)

Now, Multiplying {3 × (70) − 2x × (68)} , we have

3(−2cx2 + 2c2 x + 3y) − 2x(x2 − 4cx + 3c2 ) = 0


−2cx2 + 2x3 − 9y = 0
2x3 − 9y
⇒ c =
2x2
substitute the value of c in (68), we get

x2 − 4cx + 3c2 = 0
2
2x3 − 9y
   3
2x − 9y
x2 − 4 x+3 = 0
2x2 2x2

After simplification, the required c-discriminant relation is

y(4x3 − 27y) = 0.

Extraneous Loci Let h(x, y) = 0 be the singular solution of the differential


equation (62). Also suppose that

C(x, y) = 0

and
P (x, y) = 0
5

are the c-discriminant and p-discriminant relations, respectively of equation


(62). Then h(x, y) will be a factor of each of C(x, y) and P (x, y). Thus

C(x, y) = h(x, y)E1 (x, y)

and
P (x, y) = h(x, y)E2 (x, y).
The relations E1 (x, y) = 0 and E2 (x, y) = 0 generally do not satisfy the
differential equation (62). Such relations are called extraneous. Usually there
are three special types of extraneous loci.

1. Tac Locus

2. Nodal Locus

3. Cusp Locus

Determination of Singular Solutions and extraneous loci: An equation


which posses a singular solution is not considered completely solved until the
singular solution has been found.
Method 1 (Using c-discriminant relation): Whenever we determine the
c-discriminant relation C(x, y) = 0 of equation (62) then C(x, y) includes as
a factor (after equating to 0) as follows:

1. singular solution once.

2. cuspidal locus three times.

3. the nodel locus twice.

Method 2 (Using p-discriminant relation): Whenever we determine the


p-discriminant relation P (x, y) = 0, of the differential equation (62); then
p-discriminant P (x, y), includes as a factor (after equating to 0) as follows:

1. singular solution once.

2. the cuspidal locus once.

3. the tac locus twice.


6

Ex 2/p-70 Solve y = 2xp − yp2 and examine for singular solutions.

Solution. Solving for x


The above equation can be written as
y
2x = + yp
p
Differentiate w.r. to y, we get
   
dx 1 1 dp dp
2 = ·1−y· 2 + p+y
dy p p dy dy
2 1 1 dp dp
= −y 2 +p+y
p p p dy dy
 
2 1 1 dp
− −p = y − 2 +1
p p p dy
2
 
1−p 1 dp
= y 1− 2
p p dy
 
dp
(p2 − 1) p + y = 0
dy
So, we have
dp
p+y = 0
dy
dy dp
+ = 0
y p
⇒ py = c

substituting the value of p in the given differential equation, we get

y = 2px − p2 y
   2
c c
y = 2 x− y
y y
so the solution of the given differential equation is

y 2 = 2cx − c2 .
7

Now, for p-discriminant relation, we eliminate p from f (x, y, p) = 0 and


∂f
∂p
= 0. i.e.
f (x, y, p) = 2px − p2 y − y = 0 (71)
and
∂f
= 2x − 2py = 0
∂p
x
⇒ p =
y
Substitute the value of p in (71), we get the p-discriminant relation

2px − p2 y − y = 0
   2
x x
2 x− y−y = 0
y y
⇒ x2 − y 2 = 0

Now, for c-discriminant relation, we eliminate c from g(x, y, c) = 0 and


∂g
∂c
= 0. i.e.
g(x, y, c) = y 2 − 2cx + c2 = 0 (72)
and
∂g
= −2x + 2c = 0
∂c
⇒ c = x

Substitute the value of c in (72), we get the c-discriminant relation

y 2 − 2cx + c2 = 0
y 2 − 2(x)x + x2 = 0
⇒ x2 − y 2 = 0

The p and c-discriminant relations are x2 − y 2 = 0. Since both y = x and


y = −x satisfy the given differential equation, they are singular solution.

Ex 5/p-71 Solve (x2 −4)p2 −2xyp−x2 = 0 and examine for singular solutions
and extraneous loci.
8

Solution. Solvable for y


The above equation can be written as
4 x
2y = xp − p −
x p
Differentiating w.r. to x, we get
    
dy dp 4 dp 4
2 = p×1+x× − +p − 2
dx dx x dx x
  
1 1 dp
− +x − 2
p p dx
dp 4 dp 4p 1 x dp
2p = p + x − + 2− + 2
dx x dx x p p dx
 
1 4p 4 x dp
2p − p + − 2 = x− + 2
p x x p dx
 
dp
⇒ (p2 x2 − 4p2 + x2 ) p − x = 0.
dx
So, we have
dp
p−x = 0
dx
1 1
dp = dx
p x
⇒ p = cx

Substituting the value of p in the given differential equation, we get

(x2 − 4)p2 − 2xyp − x2 = 0


(x2 − 4)(cx)2 − 2xy(cx) − x2 = 0

so the solution of the given differential equation is

c2 (x2 − 4) − 2cy − 1 = 0.

Now, for p-discriminant relation, we eliminate p from f (x, y, p) = 0 and


∂f
∂p
= 0. i.e.
f (x, y, p) = (x2 − 4)p2 − 2xyp − x2 = 0 (73)
9

and
∂f
= 2p(x2 − 4) − 2xy = 0
∂p
xy
⇒ p =
(x2 − 4)
Substitute the value of p in (73), we get the p-discriminant relation
(x2 − 4)p2 − 2xyp − x2 = 0
 2  
xy xy
(x2 − 4) 2
− 2xy 2
− x2 = 0
(x − 4) (x − 4)
2 2
xy 2x2 y 2
− − x2 = 0
(x2 − 4) (x2 − 4)
⇒ x2 (x2 + y 2 − 4) = 0
Now, for c-discriminant relation, we eliminate c from g(x, y, c) = 0 and
∂g
∂c
= 0. i.e.
g(x, y, c) = c2 (x2 − 4) − 2cy − 1 = 0 (74)
and
∂g
= 2c(x2 − 4) − 2y = 0
∂c
y
⇒ c =
(x2 − 4)
Substitute the value of c in (74), we get the c-discriminant relation
c2 (x2 − 4) − 2cy − 1 = 0
 2  
y 2 y
(x − 4) − 2 y−1 = 0
(x2 − 4) (x2 − 4)
y2 2y 2
− −1 = 0
(x2 − 4) (x2 − 4)
⇒ x2 + y 2 − 4 = 0
Now x2 + y 2 = 4 occurs once in the p and c-discriminant relations and
satisfies the given differential equation, it is a singular solution.
Also x = 0 occurs twice in the p-discriminant relation, does not occur in
the c-discriminant relation, and does not satisfy the differential equation, it is
tac locus.
10

Ex 6/p-72 Solve 4xp2 − (3x − 1)2 = 0 and examine for singular solutions
and extraneous loci.

Solution. Solvable for p


The above equation can be written as

4xp2 = (3x − 1)2


(3x − 1)2
p2 =
4x
(3x − 1)
p = 1
2x 2
 
dy 3 1 1 −1
= ± x2 − x 2
dx 2 2

On integration, we get
3 1
!
3 x2 1 x2
y = ± × 3 − × 1 + c1
2 2
2 2
1
(y + c) = ±x 2 (x − 1)
(y + c)2 = x(x − 1)2

So the solution of the given differential equation is

g(x, y, c) = (y + c)2 − x(x − 1)2 = 0.

Now, for p-discriminant relation,

0 − 4 × 4x × [−(3x − 1)2 ] = 0
16x(3x − 1)2 = 0
⇒ x(3x − 1)2 = 0

Now, for c-discriminant relation,

g(x, y, c) = (y + c)2 − x(x − 1)2 = 0 (75)


11

and
∂g
= 2(y + c) = 0
∂c
⇒ c = −y

Substitute the value of c in (75), we get the c-discriminant relation

g(x, y, c) = (y + c)2 − x(x − 1)2 = 0


(y − y)2 − x(x − 1)2 = 0
⇒ x(x − 1)2 = 0

Here, x = 0 is common to the two relations and satisfy the differential


equation. Hence, it is a singular solution.
3x − 1 = 0 is a tac locus since it occurs twice in the p-discriminant rela-
tion, does not occur in the c-discriminant relation, and does not satisfy the
differential equation.
x − 1 = 0 is a nodel locus since it occurs twice in the c-discriminant rela-
tion, does not occur in the p-discriminant relation, and does not satisfy the
differential equation.

Home Assignment
1. (Ex 4/p-71) Examine 6p2 y 2 + 3px − y = 0 for singular solution.
[Ans: Solution: y 3 = 3cx + 6c2 , singular Solution: 3x2 + 8y 3 = 0]

2. (Ex 7/p-73) Solve 9yp2 + 4 = 0 and examine for singular solutions


and extraneous loci.
[Ans: Solution: y 3 + (x + c)2 = 0, cusp locus: y = 0]

3. (Ex 8/p-73) Solve x3 p2 + x2 yp + 1 = 0 and examine for singular


solutions and extraneous loci.
[Ans: Solution: c2 + cxy + x = 0, singular Solution: xy 2 − 4 = 0]

4. (Ex 9/p-74) Examine p3 x − 2p2 y − 16x2 = 0 for singular solutions and


extraneous loci.
[Ans: Solution: c3 x2 −c2 y−2 = 0, singular Solution: 2y 3 +27x4 =
0]
12

Special Case: Singular Solution of Clairaut’s Equation: Recall the


Clairaut equation
y = px + f (p),
its p-discriminant relation is
0
x + f (p) = 0

If we eliminate p between equations above, we get a singular solution of


Clairaut equation.
Ex 3/p-71 Examine p3 + px − y = 0 for singular solution.

Solution. The above equation can be written as

y = px + p3 , (76)

which is a Clairaut equation. Also, from


0
x + f (p) = 0
i.e., x + 3p2 = 0 (77)

Now, we eliminate p from (76) and (77), we get

y = px + p3
 x  21  x  32
y = − x+ −
3 3
1
2x  x 2

y = −
3 3
 x  12
3y = 2x −
 3x 
9y 2 = 4x2 −
3
27y 2 + 4x3 = 0

So, the required singular solution is

4x3 + 27y 2 = 0.
13

Home Assignment

1. (Ex.10/p-74) Investigate for singular solutions.

y = px − 2p2

[Ans: General Solution, y = cx − 2c2 ;, singular solution, x2 =


8y]

2. (Ex.3.15/p.72(Zafar Ahsan)) Find the general and singular solution


of the differential equation
p
y = px + (a2 p2 + b2 )

[Ans: Singular Solution, y 2 a2 (a2 − x2 ) = b2 (x2 + a2 )]

3. (Ex.3.16/p.72(Zafar Ahsan)) Reduce xyp2 − (x2 + y 2 + 1)p + xy = 0


to Clairaut‘s form and find its singular solution.
[Ans: Singular Solution, y 2 = (x + 1)2 ]

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy