PARUL INSTITUTE OF

TECHNOLOGY

Unit:3
Ordinary differential equation
LECTURE NOTES
(Jinal Mistry)

B.E. (3RD SEM)(2014-15)

ADVANCED ENGINEERING
MATHEMATICS(130002)

PARUL INSTITUTE OF TECHNOLOGY, LIMDA

B.E. 3rd SEM
ADVANCED ENGINEERING
MATHEMATICS(130002)

Unit3--Ordinary Differential Equations

* Variable Separable Method:
[Terms containing x and y are in multiplication]
To solve

dy
XY , where X is a function of x only and Y is a
dx

function of y only. Taking all the terms of x and dx on one side,

all the terms of y and dy on the other side. Integrate both the
sides and add an arbitrary constant on one side.
i.e, f1 ( x)dx f 2 ( y )dy 0

f ( x)dx f
1

( y)dy c

Variable separable equation.

General solution.

* REDUCIBLE TO VARIABLE SEPARABLE:

[Terms containing x and y are in addition or subtraction]
Differential equation of the form

dy
f (ax by c) can
dx

be

reduced to the form in which the variables are separable by the

substitution ax by c t .

*Homogeneous Differential Equation

A Differential Equation of the form

dy f ( x, y )

dx g ( x, y )

is called a

Homogeneous Differential Equation if f ( x, y) & g ( x, y) are

homogeneous functions of the same degree .
Method of solution:
(1)Put y=vx

dy
dv
vx
dx
dx

(2)separate the variable in the new equation formed and solve.

*Non Homogeneous Solve differential Equations
(i) To solve

dy
ax by c

dx a' x b' y c'

when

a b

a ' b'

Let x=X+h , y=Y+k

Equate the constant terms in the numerator and denominator
of R.H.S to zero and find h &k.
The equation is now homogeneous in X & Y.put Y=VX and
proceed as in the case of homogeneous equations.
Substitute back the values of V,X,Y,h and k.
ii) To solve

dy
ax by c

dx a' x b' y c'

when

a b

a ' b'

Let ax+by=u
dy 1 du
( a)
dx b dx

put the values of ax+by and

dy
dx

in the given equation. Separate

the variable u and x and proceed as in variable . substitute back

the value of u.

*Linear Differential Equation.

+ =

* solution :
y(I.f)=

(I.F) dx+c

where I.f=integrating factor=

*Non Linear Differential Equation

+py=Q ..(1)

Divide the equation (1) by

(1-n)

+ =

,Put

+ =

+ = ( )

,Which is linear form

* solution :
y(I.f)=

(I.F) dx+c

where I.f=integrating factor=

*Exact Differential Equation:

If from equation
M(x,y)dx+N(x,y)dy=0 is
The necessary & sufficient conditions for a differential eqution

Then Equation is exact.

*solution:

, + . =
*Non exact Differential Equation OR Reducible to exact diff.
Equation
*case-:1
If the given differential equation is homogeneous with Mx+Ny 0
then an I.F is

*case-2:
If the given differential equation is of the form

, +

, = with Mx-Ny ,
then an I.F is

*case-3:
If

) is a function of x only ,say f(x), then an I.F is

*case-4:
If

is a function of y only, say g(y) ,

* Orthogonal trajectories:
(1)Find slope of the equation y=f(x) i.e.
(2) Find
(3) dy=

= =

(4) solve it.

*Homogeneous Differential equation with constant coefficient.

Operator from ODE

+ + =

+ + +
Taking Auxiliary form D=m

( + + + ) =
+ + + =
Find the factor of this polynomial.
Case:1
If

&

Y=

are real and unequal then solution is,

Case:2
If

&

y=(

are real and equal then solution is,

+ )

y=(

{Two equal}

+ + )

{Three equal)

Case:3
If &
, is always +ve

, & =

The solution is,

Y= [ cos x+ ]
*Non-Homogeneous Differential equation with constant
coefficient.
*The method of undetermined coefficient:
f(x)

sin ax/cos ax

A sin ax+B cos ax

1 + 2 1 + +

sin / cos

( sin + cos )

*Modified undetermined coefficient:

If a team in your choice for happens to be a solution of
Homogeneous Differential equation
+ + + =0 then multiply your choice of
by x .

*Formulas:
*
*
*cos hx=

= [ ]

= [ + ]

*sin hx=

*( )

= + + + - --------

*( + )

= + --------

Case .1 when R(x)=

()

()

()

Case.2 when R(x)=

yp =
;( )

( )

() =
( + )

or

; D

()

( )

( )

Case.3 when R(x) = xm

y p=
Then expanding

()

= +

+ +

= + +

+ +

in ascending powers of D.

( + )

= + +

()
!

Case.4 when R(x)= where V is a function of x

yp=

()

(+)

Case .5 when R(x)=xnV where n is positive integer and V is any

function of x.

yp=

* variation parameter Method

consider linear homogenous diff. equation is
+ + = ()
where ,P, Q,R is function of x.
The method of finding is
=

()
+

()

Where , &
+ + = ()
= + ()
=

() ()

+ ()

Where = ,

() ()

+ + + () = ()(1)
C.F of (1) is given as
= + + ()
Then
=

() +

()

Where
= , = , =
, ,

Therefore general solution of (1) is y= yc+yp

*Reduction of order.

+ + =
=

where u=

*Differential Equation with variable coefficients.

Case-A :

Euler-Cauchy differential equation

The equation of nth order is if the form

+ +

=
where a0, a1,.., an are constants and X is a function of x .
Method of solving Cauchy-Euler equations.

(1)

= +

(2) Put x= and use x= , z= to transform equation to

differential equation with constant coefficients.
(3) Solve this differential equation with z as the independent
variable
(4) Replace z by in the solution obtained in step (2)