Differential Equations and Complex Variables
GR Phaijoo, PhD
Department of Mathematics
School of Science, Kathmandu University
Kavre, Dhulikhel
Linear ODEs – Orthogonal Trajectories
November 19, 2024
Linear Differential Equation
Definition (Linear and Nonlinear Differential Equation)
A differential equation is called Linear if and only if the following conditions are
satisfied by that differential equation:
I Every dependent variable and its derivatives occur only in the first degree.
I The product of dependent variables, product of derivatives, and product of
dependent variables and derivatives are absent.
A differential equation is called Non-Linear if it does not satisfy the above
conditions.
In the following differential equations, the first two are linear, and the last four
are not linear.
1 y 00 + x 2 y 0 + xy = sin x 4 y 00 + y 2 = 0
∂u ∂2u
2 =x 2 5 y 00 + yy 0 = x 2
∂t ∂x
∂2u ∂u ∂u ∂2u
3 + + 6 y 000 + (y 0 )3 + y = 0
∂x 2 ∂x ∂t ∂t 2
Ganga Ram Phaijoo Department
( MATH 207 of Mathematics[2mm]School
November 19, 2024 2 /of
16 S
Linear Differential Equations
Linear Differential Equation of the First Order: A differential equation
of the form
dy
+ p(x)y = r (x)
dx
where p(x) and r (x) are functions of x alone or constants is called
differential equation of the first order in y .
• r (x) = 0 for all x: homogeneous otherwise non-homogeneous.
Ganga Ram Phaijoo Department
( MATH 207 of Mathematics[2mm]School
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How to find Solution of Linear Differential Equation?
dy
For homogeneous form: + p(x)y = 0
dx
Its solution can be found simply by separating the variables. That is,
dy
= −p(x)dx
y
On integration, we arrive at
ln |y | = − p(x)dx + c ∗
R
By taking exponential on both sides
R
y (x) = ce −p(x)dx
Example: y 0 − y = 0. Here, p(x) = −1
R
Solution: y (x) = ce 1dx = ce x
Ganga Ram Phaijoo Department
( MATH 207 of Mathematics[2mm]School
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How to find Solution of Linear Differential Equation
For non-homogeneous form:
y 0 + p(x)y = r (x), r (x) 6= 0 (*)
Finding Integrating Factor (I .F .)
Equation (*) can be written as
dy
(p(x)y − r (x))dx + dy = 0, y 0 =
dx
∂M ∂N
Here, M = py − q, N = 1, = p, = 0,
∂y ∂x
1 ∂M ∂N
R(x) = − = p(x)
N ∂y ∂x
R R
Integrating factor; I .F . = e R(x)dx =e p(x)dx
Ganga Ram Phaijoo (Department
MATH 207 of Mathematics[2mm]School
November 19, 2024 5 /of
16 S
Working Process
Step 1: Bring the equation in the standard form y 0 + p(x)y = r (x)
R
Step 2: Find an integrating factor; I .F . = e p(x) dx
Step 3: If we multiply the given equation by IF and integrate them
R
y (x) × I .F . = r (x) × I .F . dx + c
• If the linear differential equation of the first order in x is
dx
+ p(y )x = q(y )
dy
then, I .F . is
R
e p(y )dy .
Ganga Ram Phaijoo (Department
MATH 207 of Mathematics[2mm]School
November 19, 2024 6 /of
16 S
Problem: Non-homogenous Linear Differential Equations
dy
Example: Solve, (1 − x 2 ) − xy = 1
dx
dy x 1
Can be written as: − 2
y=
dx 1−x 1 − x2
Which is Standard Form of Linear First Order Differential Equation. So,
R
−
R x
dx 2 √
IF = e p(x)dx = e 1−x 2 = e 1/2 ln(1−x ) = 1 − x 2
Then, the solution is
Z
p 1 p
y (x) × 1 − x2 = 2
× 1 − x2 + c
1−x
Z
1
= √ + c = arc sin x + c
1 − x2
arc sin x c
Therefore, the solution is y (x) = √ +√
1−x 2 1 − x2
Ganga Ram Phaijoo (Department
MATH 207 of Mathematics[2mm]School
November 19, 2024 7 /of
16 S
Problem: Initial Value Problem
Example: Solve the IVP: x 2 y 0 + 3xy = x1 , y (1) = −1.
Given differential equation can be written
as y 0 + 3 yx = x13 .
Comparing with y 0 + py = q, we get p = x3 , q = 1
x3
3
R R 3
pdx dx
I.F. = e =e x = e 3lnx = e ln x = x 3 .
Z
1
y= q [Link] + c
I.F
Z
1 1 3
= 3 x dx + c
x x3
1
= 3 (x + c)
x
1 c
∴ y = 2 + 3.
x x
Using y (1) = −1, we get −1 = 1 + c ∴ c = −2
Required Particular solution is y = x12 − x23 .
Ganga Ram Phaijoo Department
( MATH 207 of Mathematics[2mm]School
November 19, 2024 8 /of
16 S
Reducible into Linear Form (Bernoulli’s Equation)
Differential Equations of the form
y 0 + p(x)y = r (x)y n (∗)
p and q are functions of x alone or constants
How to solve???
Step 1: Divide both sides by y n . So (*) becomes
y −n y 0 + p(x)y 1−n = r (x) (**)
Step 2: Put y 1−n = ν so that ν 0 = (1 − n)y −n y 0 and (**) becomes
1
ν 0 + p(x)ν = r (x)
1−n
∴ ν 0 + [(1 − n)p(x)]ν = [(1 − n)r (x)]
which is linear in ν.
Ganga Ram Phaijoo Department
( MATH 207 of Mathematics[2mm]School
November 19, 2024 9 /of
16 S
Examples
dy
1. Solve = ay − by 2 ; (a, b are positive constants). This equation is
dx
1
called logistic equation or Verhulst equation. Ans: y =
b/a + ce −ax
2. Solve y 0 + y tan x = sin 2x, y (0) = 1. Ans: y (x) = 3 cos x − 2 cos2 x
dy 2
3. Solve sin x + y cos x = 2 sin2 x cos x. Ans: y = sin2 x + c csc x
dx 3
Ganga Ram Phaijoo Department
( MATH 207 of Mathematics[2mm]School
November 19, 2024 10 /of
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Orthogonal Trajectories
An orthogonal trajectory of a family of curves is a curve that intersects
each curve of the family orthogonally, that is, at right angles.
For instance, each member of the family y = mx of straight lines through
the origin is an orthogonal trajectory of the family x 2 + y 2 = r 2 of
concentric circles with center the [Link] say that the two families are
orthogonal trajectories of each other.
Ganga Ram Phaijoo (Department
MATH 207 of Mathematics[2mm]School
November 19, 2024 11 /of
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Example
Find the orthogonal trajectories of the family of curves x = ky 2 , where is
k an arbitrary constant.
Solution: The curves x = ky 2 form a family of parabolas whose axis of
symmetry is the x-axis. The first step is to find a single differential
equation that is satisfied by all members of the family.
If we differentiate x = ky 2 , we get
dy dy 1
1 = 2ky or, =
dx dx 2ky
This differential equation depends on k, but we need an equation that is
valid for all values of k simultaneously.
To eliminate k we note that, from the equation of the given general
parabola x = ky 2 , we have k = x/y 2 and so the differential equation can
be written as
Ganga Ram Phaijoo ( Department
MATH 207 of Mathematics[2mm]School
November 19, 2024 12 /of
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dy 1
=
dx 2ky
dy y
= .
dx 2x
This means that the slope of the tangent line at any point (x, y ) on one of
the parabolas is y 0 = y /(2x).
On an orthogonal trajectory the slope of the tangent line must be the
negative reciprocal of this slope. Therefore the orthogonal trajectories
must satisfy the differential equation
dy 2x
=−
dx y
This differential equation is separable, and we solve it as follows:
Ganga Ram Phaijoo (Department
MATH 207 of Mathematics[2mm]School
November 19, 2024 13 /of
16 S
ydy = −2xdx
Integration yields,
Z Z
ydy = − 2xdx
y2
= −x 2 + C
2
y2
x2 + =C
2
where C is an arbitrary positive constant. Thus, the orthogonal
trajectories are the family of ellipses
Ganga Ram Phaijoo (Department
MATH 207 of Mathematics[2mm]School
November 19, 2024 14 /of
16 S
Examples
Find orthogonal Trajectories of the following family of curves:
1 2
1. + y2 = C
2x
√
2. y = x + C
2
3. y = ce −x
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MATH 207 of Mathematics[2mm]School
November 19, 2024 15 /of
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Order of a Differential Equation
Number of arbitrary constants in Solution and order of differential
equations Find the corresponding differential equations whose solutions are
given as
1. y = sin x + c
2. y = ce ax
3. y = ln x + c
4. y = c1 sin x + c2
5. y = c1 e x + c2 e 2x
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