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Dorian Popa

Constantin-Cosmin Todea

SPECIAL MATHEMATICS. PROBLEMS

U.T. PRESS
CLUJ-NAPOCA
2014

Editura U.T.PRESS
Str.Observatorului nr. 34
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c
Copyright 2014
Editura U.T.PRESS
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este posibila numai cu acordul prealabil scris al editurii U.T.PRESS.
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ISBN 978-973-662-988-4

Contents
1 Differential equations effectively integrable
1.1 Differential equations with separable variables
1.2 Homogenous equations . . . . . . . . . . . . .
1.3 Linear equations of order one . . . . . . . . .
1.4 Bernoullis equations . . . . . . . . . . . . . .
1.5 Riccatis equations . . . . . . . . . . . . . . .
1.6 Exact differential equations. Integrant factor .
1.7 Equations of Clairaut and Lagrange . . . . . .
1.8 Higher order differential equations . . . . . . .
1.9 Problems . . . . . . . . . . . . . . . . . . . . .
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1
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20

Chapter 1
Differential equations effectively
integrable
In this chapter we present the most relevant types of differential equations of order
one and some basic and elementary techniques to solve them. We end this chapter
with a section regarding some higher order differential equations.

1.1

Differential equations with separable variables

A differential equation of the form


y 0 = f (x)g(y)

(1.1.1)

where f C(I), g C(J), I, J R are intervals is called equation with separable


variables. For y J1 J, J1 interval with g(y) 6= 0, the equation (1.1.1) is equivalent
to
dy
= f (x)dx
g(y)
and the solution follows by integration
Z
Z
dy
= f (x)dx.
g(y)
If y0 J and g(y0 ) = 0 then the equation (1.1.1) admits the singular solution y(x) =
y0 , for all x I.
Example 1.1.1. Integrate

xy(1 + x2 )y 0 = 1 + y 2 .
1

dy
ydy
dx
Solution. We have xy(1 + x2 ) dx
= 1 + y 2 , hence 1+y
2 = x(1+x2 ) . We integrate to

R dx
R ydy
R 1
R ydy
x
dx, hence
. Equivalently 1+y
1+x
obtain 1+y
2 =
2 =
2
x(1+x2 )
x

1
1
ln(y 2 + 1) = ln |x| ln(1 + x2 ) + C.
2
2
It follows that ln(y 2 + 1) = ln x2 ln(1 + x2 ) + C 2 . For C 2 = ln k, k 1 we obtain
the solution
kx2
.
y2 + 1 =
1 + x2
Example 1.1.2. Integrate y 0 = (x + y + 1)2 .
Solution. Let x + y + 1 = z, z = z(x). Then y = z x 1 and y 0 = z 0 1 hence
dz
the equation becomes z 0 = 1 + z 2 , that is 1+z
2 = dx. Integrating the previous relation
it follows that
Z
Z
dz
= dx
1 + z2
or
arctan z = x + C
so z = tan(x + C), hence the solution is
y(x) = tan(x + C) x 1.

1.2

Homogenous equations

A differential equation of the form


y
y0 = f ( )
x

(1.2.1)

where f C(I), with I R an interval where f (u) 6= u for any u I, is called


homogenous equation.
Let z : I R be the function defined by z(x) = y(x)
, x I. Then y = xz and
x
0
0
0
y = xz + z hence the equation becomes xz = f (z) z, i.e.
dz
dx
=
f (z) z
x
which is an equation with separable variables.

Example 1.2.1. Integrate 2x3 y 0 = y(3x2 y + y 2 ), x (0, ).


Solution. We have y 0 =
z, z = z(x) leads to

3x2 +y 3
,
2x3

that is y 0 =

3y
2x

+ 12 ( xy )3 . The substitution

3
1
xz 0 + z = z + z 3 .
2
2
1
1 3
0
Equivalently, to xz = 2 z + 2 z . The new equation becomes
integration we get

Z 
Z
1
dx
z
2

dz =
2
z 1+z
x
hence
ln z 2 ln(1 + z 2 ) = ln x + ln C, C 0.
Finally by replacing z =

y
x

in

z2
1+z 2

= Cx, we get y 2 =

2dz
z(1+z 2 )

dx
x

y
x

and by

Cx3
.
1Cx

Example 1.2.2. Prove that the differential equation




a1 x + b 1 y + c 1
0
y =f
a2 x + b 2 y + c 2
f C(I), ak , bk , ck R, k {1, 2} becomes an homogenous equation if the system of
equations

a1 x + b 1 y + c 1 = 0

a2 x + b 2 y + c 2 = 0
admits a unique solution (x0 , y0 ).
(
Solution. Consider the change of variables

x = t + x0

, and let u = u(t) be the

y = u + y0
unknown function. Then
a1 x + b1 y + c1 = a1 (t + x0 ) + b1 (u + y0 ) + c1 = a1 t + b1 u,
a2 x + b2 y + c2 = a2 (t + x0 ) + b2 (u + y0 ) + c2 = a2 t + b2 u
and y 0 =

dy
dx

du
.
dt

Therefore we obtain




u
a1 + b1 ut
du
a1 t + b 1 u
=f
=f
=g
,
dt
a2 + b 2 u
a2 + b2 ut
t

which is a homogenous equation.

1.3

Linear equations of order one

In this section we present one of the most important example of differential equation,
the linear equation of order one. We will end this section with an example from the
electric circuit theory, which can be solved using differential equation.
A differential equation of the form
y 0 + f (x)y = g(x)

(1.3.1)

where f, g C(I), I R is an interval is called a linear differential equation of order


one.
Rx
Let F (x) = x0 f (t)dt, x0 I, be an antiderivative of f . Multiplying the equation
(1.3.1) by eF (x) we get
y 0 eF (x) + f (x)eF (x) y = g(x)eF (x)
or
(y eF (x) )0 = g(x)eF (x)
and by integration with respect to x it follows
Z x

F (x)
F (t)
y(x) = e
g(t)e dt + C , C R.
x0

The function F : I R is called the integrating factor of the above equation.


Example 1.3.1. Integrate y 0 + 2y = ex , x R.
Solution. We compute F (x) = e2x , x R, so we multiply with e2x and the equation
becomes
y 0 (x)e2x + 2e2x y(x) = ex
or (y(x)e2x )0 = ex , hence by integration we obtain
y(x) = e2x (ex + C), C R.
Example 1.3.2. Let f : [0, ) R be a continuous function such that there exists
lim f (x) = l, l R and a > 0. Prove that any solution of the equation

y 0 + ay = f (x)
admits an horizontal asymptote at +.

Solution. Let y be a solution of the equation. Multiplying with eax the equation
becomes (y(x)eax )0 = f (x)eax , x [0, ). Integrating on [0, x], x > 0 it follows
Z x
ax
f (t)eat dt + C, C R
y(x)e =
0

hence

Rx

f (t)eat dt + C
, x > 0.
eax
0
Rx

R x
f (t)eat dt
f (t)eat dt
C
0
0
+ ax = lim
=
lim y(x) = lim
x
x
x
eax
e
aeax
y(x) =

Then

f (x)eax
l
= .
ax
x ae
a
is the horizontal asymptote of f at .
lim

Thus y =

l
a

Example 1.3.3. Find all continuous functions y : R R satisfying the following


integral equation
Z

y(s)ds + sin x, x R.

(x s)y(s)ds =
0

Solution. Since y is a continuous function, the functions from the left and the
right hand are differentiable. First we put the equation in the form
Z x
Z x
Z x
y(s)ds + sin x
sy(s)ds =
y(s)ds
x
0

and by differentiation with respect to x we get


Z x
y(s)ds xy(x) = y(x) + cos x
xy(x) +

(?)

A second differentiation leads to y(x) = y 0 (x) sin x, a linear equation of order one,
which can be written in the form (y(x)ex )0 = ex sin x. By integration we get
sin x + cos x
, x R.
2
Take x = 0 in relation (?) to obtain y(0) = 1 so y(0) = C 21 = 1, hence C = 12 .
The solution is
ex + sin x + cos x
y(x) =
, x R.
2
y(x) = Cex

Example 1.3.4. Model a RL-circuit (a circuit with a resistor R and with an inductor
I) and solve the resulting differential equation for the current I(t) A (amperes), where
t is time. Assume that the circuit contains as an EMF, E(t) (electromotive force) a
battery of E = 48 V (volts), which is constant, a resistor of R = 11 (ohms), and
an inductor of L = 0.1 H (henrys), and that the current is initially zero.
Physical Laws. A current I in the circuit causes a voltage drop RI across the
across the conductor, and the
resistor (Ohms law) and a voltage drop LI 0 = L dI
dt
sum of these two voltage drops equals the EMF (Kirchhoff s Voltage Law).
Solution. According to these laws the model of RL-circuit is LI 0 + RI = E(t), in
the standard form
R
E(t)
I0 + I =
(1.3.2)
L
L
R
Rt
Since R, L are constant and R
dt = R
t + C we multiply the above equation with e L
L
L
to obtain
Rt
E(t) Rt
eL.
(Ie L )0 =
L
Therefore
I=e
In our case,

R
L

11
0.1

Rt
l

E e(R/L) t
+C
L R/L

= 110 and E(t) =


I=

48
0.1


=

Rt
E
+ Ce L .
R

= 480; thus,

48
+ Ce110t .
11

The initial value I(0) = 0 gives I(0) = E


+ C = 0, C = E
and the particular
R
R
solution
Rt
E
I = (1 e L ),
R
thus
I=

48
(1 e110t ).
11

1.4

Bernoullis equations

A differential equation of the form


y 0 + f (x)y = g(x)y , R \ {0, 1}
where f, g C(I), I R interval, is called Bernoullis equation. For > 0 the
equation admits the solution y(x) = 0, x I. On an interval I1 I where y(x) 6=
0, x I1 the substitution z(x) = y 1 (x), x I leads to
z 0 + (1 )f (x)z = (1 )g(x)
which is a linear equation.
Example 1.4.1. Integrate the equation xy 2 y 0 = x2 + y 3 .
Solution. We can divide with y 2 to obtain the rigorous form of this Bernoulli
equation, or directly we make the substitution z = y 3 and notice that z 0 = 3y 2 y 0 . By
replacing in the equation we obtain
x 0
z = x2 + z,
3
next we multiply by x3 to obtain the linear equation z 0 x3 z = 3x. We multiply it by x3
R
and we have (x3 z)0 = 3x2 , hence z = 3x3 x2 dx. Equivalently z = 3x3 (C x1 ).
Finally we obtain y 3 = 3Cx3 3x2 .
Example 1.4.2. Integrate the equation y 0 + xy = xy 2 .
Solution. We use the substitution z(x) = y 1 (x), then z 0 (x) = y 2 (x)y 0 (x). We
multiply the equation by y 2 and we obtain
y 2 y 0 + xy 1 = x.
From the above substitutions the linear equation in z is z 0 + xz = x, that is
z 0 xz = x.
2

x2

Since the integrating factor is F (x) = x2 , we multiply this equation by e 2 to


obtain
x2
x2
x2
e 2 z 0 xe 2 z = xe 2 .

R
x2
x2
x2
x2
Equivalently we have (e 2 z)0 = xe 2 , thus e 2 z = xe 2 dx. Integrating we
have
x2
x2
x2
z = e 2 (e 2 C) = 1 Ce 2 .
We recall that z = y 1 to conclude that
x2

y(x) = (1 Ce 2 )1 .

1.5

Riccatis equations

A differential equation of the form


y 0 = f (x)y 2 + g(x)y + h(x)
where f, g, h C(I), I R interval, is called Riccatis equation. Generally Riccatis
equations cannot be effectively integrated. But if y0 is a particular solution of it, then
the substitution y = y0 + z1 gives the linear differential equation
z 0 + (2f (x)y0 (x) + g(x))z + f (x) = 0.
Example 1.5.1. Integrate the equation y 0 = y 2 x1 y x12 , if it admits the particular
solution y0 (x) = x1 .
Solution. The substitution y = x1 +

1
z

leads to the equation

1 1
1 1
1 1 1
1
( + )0 = ( + )2 ( + ) 2 ,
x z
x z
x x z
x
equivalent to

1
z0
1
2
1
1
1
1

= 2
+ 2+ 2
2.
2
2
x
z
x
xz z
x
xz x
We obtain the linear equation in z:
z0
3
1
= + 2,
2
z
xz z
2
0
next we multiply by xz to obtain xz = 3z + x or z 0 x3 z = 1. We multiply this
equation by x3 to obtain z 0 x3 3x4 = x3 , that is (zx3 )0 = x3 . Integrating
R
2
we have z = x3 x3 dx, hence z(x) = x3 ( x 2 + C), with the final solution

1
1
1 + 2Cx2
y= +
=
,
x x3 ( x2
x 2Cx3
+ C)
2

C R.

Example 1.5.2. Integrate (1+x3 )y 0 y 2 x2 y 2x = 0, x (1, ), if the equation


admits a particular solution of the form y0 (x) = axn , a R, n N.
Solution. Replacing y0 in the equation we get
(1 + x3 )naxn1 a2 x2n axn+2 2x = 0
or
a2 x2n + (na a)xn+2 + naxn1 2x = 0, x > 1.
It follows n = 2 and a2 x4 + ax4 + 2ax 2x = 0 for all x > 1, hence a = 1. The
particular solution is y0 (x) = x2 . The substitution is y = x2 + z1 and leads to
z 0 (1 + x3 ) + 3x2 z = 1 or (z(1 + x3 ))0 = 1.
So z(1 + x3 ) = x + C hence z =
y = x2 +

1.6

x+C
.
1+x3

Finally

1 + x2
Cx2 + 1
=
,
x + C
C x

C R.

Exact differential equations. Integrant factor

Let D R be a rectangle D = [a, b] [c, d], a b, c d and P, Q C1 (D). A


differential equation of the form
P (x, y)dx + Q(x, y)dy = 0

(1.6.1)

(x, y) = Q
(x, y) for all (x, y) D is called an exact differential equation.
where P
y
x
Under the previous conditions there exists a function F C2 (D) given by the relation
Z x
Z y
Q(x0 , t)dt, (x0 , y0 ) D,
F (x, y) =
P (t, y)dt +
x0

y0

such that
dF (x, y) = P (x, y)dx + Q(x, y)dy, (x, y) D.
Since the exact differential equation is equivalent to dF (x, y) = 0 the solutions are
implicitly defined by
F (x, y) = C, C R.

10

The function F is called an antiderivative (primitive) of the differential form P dx +


Qdy.
If an equation of the form (1.6.1) is not an exact equation then a function
1
C (D) with the property that the equation
(x, y)P (x, y)dx + (x, y)Q(x, y)dy = 0

(1.6.2)

is an exact differential equation is called integrant factor. Denoting


P1 (x, y) = (x, y)P (x, y), Q1 (x, y) = (x, y)Q(x, y), (x, y) D
the equation (1.6.2) is an exact equation if
Q1 (x, y)
P1 (x, y)
=
, (x, y) D
y
x
The equation (1.6.3) is equivalent to the equation of integrant factor



P
Q
Q
P
=

.
x
y
y
x

(1.6.3)

(1.6.4)

In practice, usually we are looking for integrant factors of the form = (x) or
= (y). If the equation


P
Q
0
Q (x) =

(x)
y
x
depends only on x. then there exists = (x). If the equation


P
Q
0

P (y) =
(y)
y
x
depends only on y, then there exists = (y).
Example 1.6.1. Integrate the equation ey dx (2y + xey )dy = 0.
Solution.It is easy to check that

P (x,y)
y

Q(x,y)
x

= ey , where

P (x, y) = ey , Q(x, y) = 2y xey .


We apply the integral formula for F , for x0 = 0 to obtain

Z
F (x, y) =

x
y

e dt +
0

(2t)dt = e
0

t|x0

 2 y
t
2
=
2 0

11

xey y 2 .
The solution of the equation is implicitly defined by the equation xey y 2 = C.
Example 1.6.2. Find the integrant factor = (y), depending on y, for the equation
(2xy 2 3y 3 )dx + (7 3xy 2 )dy = 0
and integrate the equation.
Solution. Let P (x, y) = 2xy 2 3y 3 , Q(x, y) = 7 3xy 2 , (x, y) R2 . We have
P (x, y)
= 4xy 9y 2 ,
y

Q(x, y)
= 3y 2 .
x

Since depends on y, = (y) we apply the above formula to obtain


(2xy 2 3y 3 )0 (y) = (4xy 9y 2 + 3y 2 )(y)
We divide by y to obtain y(2x 3y)0 (y) = 2(2x 3y)(y). Next we divide by
2x 3y to obtain an equation with separable variables
y

d
d
dy
= 2 hence
= 2 .
dy

Integrating we have ln || = 2 ln |y| + C, thus (y) = Cy 2 .


Multiplying the equation by (y) = y12 it follows (2x 3y)dx + ( y72 3x)dy = 0
which is an exact equation. Let P (x, y) = 2x3y, Q(x, y) = y72 3x. For x0 = 0, y0 =
1 we get
Z x
Z y
7
7
dt = x2 3xy
.
F (x, y) =
(2t 3y)dt +
2
y+7
0
1 t
The solutions are given by x2 3xy

7
y

= C, C R.

Example 1.6.3. Find the integrating factor = (x + y 2 ), depending on x + y 2 for


the equation (3y 2 x)dx + (2y 3 6xy)dy = 0.
(x,y)
Solution. We have Py
= 6y, Q(x,y)
= 6y. For shortness we denote by t the
x
2
2
expression x + y , hence t = t(x, y) = x + y . We apply formula 1.6.3 to obtain


t
t
P
Q
0
0
Q (t)
P (t)
=

(t).
x
y
y
x

12

Since

t
x

= 2x and

t
y

= 1 we obtain

0 (t)[(2y 3 6xy)1 (3y 2 x)2y] = [6y (6y)](t),


equivalently 0 (t)(2y 3 6xy 6y 3 + 2xy) = 12y(t). Divide by y and we get
0 (t)(4y 2 4x) = 12(t). Divide also by 4 and we obtain the equation
(x + y 2 )0 (t) = 3(t)
= 3 which is a separable variable equation, hence
that is t d
dt
d
dt
= 3 .

t
We integrate and obtain ln || = 3 ln |t| + ln |C|, thus (t) = Ct3 . We conclude
that an integrant factor can be chosen (x, y) = (x + y 2 )3 .
Example 1.6.4. Integrate the equation
(4x3 + 2xy)dx + (3y 2 + x2 )dy = 0
and prove that it admits a unique solution y : R R satisfying the equation y(0) = 1.
Solution. Let P (x, y) = 4x3 + 2xy, Q(x, y) = 3y 2 + x2 , (x, y) R2 . Since
P (x,y)
= Q(x,y)
= 2x the equation is exact. For x0 = y0 = 0 we obtain
y
x
Z x
Z y
F (x, y) =
P (t, y)dt +
Q(0, t)dt = x4 + x2 y + y 3
0

so the solutions of the equations are implicitly defined by


x4 + x2 y + y 3 = C, C R.
For x = 0, y = 1 we find C = 1, the solution satisfying the condition y(0) = 1 is
implicitly given by
x4 + x2 y + y 3 = 1.
Now let f : R R, f (y) = y 3 +x2 y+x4 1 for a fixed x R. Since f 0 (y) = 3y 2 +x2 0
for all y R and lim f (y) = +, lim f (y) = it follows the equation f (y) = 0
y

admits a unique solution for all x R. From the equation we get


y0 =
so the function y is differentiable on R.

4x3 + 2xy
3y 2 + x2

13

1.7

Equations of Clairaut and Lagrange

A differential equation of the form


y = xy 0 + g(y 0 )
where g C1 (I), I R interval, is called Clairauts equation. We make the substitution y 0 = p to obtain the equation y = xp + g(p). By differentiating we get
p = p + xp0 + g 0 (p)p0
hence (x + g 0 (p))p0 = 0. We obtain the singular solution (given by parametric equations)
x = g 0 (p),

y = pg 0 (p) + g(p)

and from p0 = 0 we obtain p = C and the general solution is


y = Cx + g(C), C R.
A differential equation of the form
y = xf (y 0 ) + g(y 0 )
where f, g C1 (I), I R interval, with f (u) 6= u, u I , is called Lagranges
equation. The same substitution y 0 = p leads us to y = xf (p) + g(p) hence, by
differentiating we get
p = f (p) + xf 0 (p)p0 + g 0 (p)p0 .
We obtain the linear equation
(p f (p) = (xf 0 (p) g 0 (p))p0 ,
with the unknown x = x(p), which has a general solution x = h(p, C). We obtain the
general parametric solution of the Lagranges equation
x = h(p, C),

y = h(p, C)f (p) + g(p), C R.

Example 1.7.1. Integrate the equation y = xy 0 +

p
1 + y 02 .

14

Solution. Let y 0 = p, so y = xp +

p
1 + p2 . Differentiate to obtain

2pp0
p = p + xp + p
2 1 + p2
0

hence

p
0 = p0 (x + p
)
1 + p2

First we have p0 = 0 that is p = C and the general solution

y = xC + 1 + C 2 .
Next we obtain the singular solution
p
,
x = p
1 + p2

y = p

p2
1 + p2

p
1 + p2 , p R.

Example 1.7.2. Integrate the equation y = x(1 + y 0 ) + y 02 .


Solution. Let y 0 = p then y = x(1 + p) + p2 and we differentiate to obtain
p = 1 + p + xp0 + 2pp0 , hence
0 = 1 + p0 (x + 2p),

dx
= x 2p
dp

that is
dx = (x + 2p)dp
which is a linear equation with the unknown x = x(p).We write this equation in the
form x0 + x = 2p and we multiply this equation by ep to obtain ep x0 + ep x = 2pep ,
that is (ep x)0 = 2pep . Equivalently we get
Z
p
x = 2e
pep dp = 2ep (pep ep + C) = 2p + 2 2Cep .
We replace x in the first formula of y to obtain
y = (1 + p)(2p + 2 2Cep ) + p2 .
So, the parametric equations are
x = 2p + 2 2Cep ,

y = (1 + p)(2p + 2 2Cep ) + p2 , C R.

15

1.8

Higher order differential equations

We present some classes of differential equations of order n, n > 1, which can be


reduced to differential equations of order strictly less than n.
1. Equations of the form F (x, y (k) , y (k+1) , . . . , y (n) ) = 0 with the unknown
y Cn (I), y = y(x), I R interval. The substitution z = y (k) leads to the equation
of order n k
F (x, z, z 0 , . . . , z (nk) ) = 0.
Example 1.8.1. Integrate y 00 + 2y 0 = e2x , x R.
Proof. The substitution z = y 0 leads to the equation z 0 + 2z = e2x . Multiplying by
e2x we get (ze2x )0 = 1 so z(x) = e2x (x + C1 ) and
Z
y(x) =

1
1
e2x (x + C1 )dx = e2x (x + C1 + ) + C2 , C1 , C2 R.
2
2

2. Equations of the form F (y, y 0 , y 00 , . . . , y (n) ) = 0. Let y 0 = p(y) where p


becomes the new unknown of the equation. We have
y 0 = p;
y 00 = p0 (y)y 0 = pp0 ;
y 000 = p00 (y)(y 0 )2 + p0 (y)y 00 = p2 p00 + p(p0 )2 ;
...
so we get a differential equation of order (n 1) with the unknown p.
Example 1.8.2. Integrate 2yy 00 = (y 0 )2 + 1.
Proof. The substitution y 0 = p, p = p(y) leads to 2ypp0 = p2 + 1 which can be written
R 2pdp
R

dy
as p2pdp
= dy
, hence ln(p2 + 1) = ln |Cy| so p = Cy 1.
2 +1 = y . It follows
p2 +1
y

16

To obtain the solution we have to integrate the equation y 0 = Cy 1, which is


equivalent to

dy
Cy1

= dx. We get
4(Cy 1) = C 2 (x + C1 ), C, C1 R.

00

(n)

3. Equations of the form F (x, yy , yy , . . . , y y ) = 0. Remark that these equations are homogenous with respect to y, y 0 , . . . , y (n) . The substitution
z=

y0
, z = z(x)
y

leads to a differential equation of order n 1. Indeed


y 00
= z2 + z0;
y

y 000
= z 3 + 3zz 0 + z 00 , . . .
y

Example 1.8.3. Integrate the equation x2 yy 00 = (y xy 0 )2 .


00

Proof. Divide by y 2 to obtain x2 yy = (1 x yy )2 . Take the substitution


y 00
y

y0
y

= z, hence

= z 0 + z 2 and replace it to obtain the equation x2 (z 0 + z 2 ) = (1 xz)2 , that is


x2 z 0 + x2 z 2 = 1 + x2 z 2 2xz.

We have a linear equation x2 z 0 + 2xz = 1 which is equivalent to (x2 z)0 = 1, hence


x2 z = x + C. Since z =

y0
y

we obtain the separable variable equation


y0
x+C
=
.
y
x2

Equivalently we get

dy
y

= ( xC2 + x1 )dx. Integrating, we obtain


ln |y| = C

1
+ ln |x| + C1
x

hence the solution


C

y = xe x C1 .

17

1.9

Problems

Problem 1.9.1. Integrate the following differential equations of order one:


(1) xydx + (x + 1)dy = 0;
(2)

p
y 2 + 1dx = xydy;

(3) 2x2 yy 0 + y 2 = 2;
(4) (x y)dx + (x + y)dy = 0;
(5) xy 0 y = x tan xy ;
(6) x y 1 + (y x 2)y 0 = 0;
(7) xy 0 2y = 2x4 ;
(8) y 0 + y tan x =

1
;
cos x

(9) y 0 + 2y = y 2 ex ;
(10) xy 0 y 2 + (2x + 1)y = x2 + 2x, if admits the particular solution y0 = x;
(11) y 0 = y 2 2yex + e2x + ex , if admits the particular solution y0 = ex ;
(12) y 0 + y 2 2y sin x + sin2 x = cos x, if admits the particular solution y0 = sin x;
(13) y = xy 0 ln y 0 ;
(14) y = xy 0 + y 02 ;
(15) y = 2xy 0 + sin y 0 ;
(16) y = 2xy 0 + ln y 0 ;

18

Problem 1.9.2. Integrate the exact differential equations:


(1) (2 9xy 2 )xdx + (4y 2 6x3 )ydy = 0;
(2)

y
dx
x

(3)

3x2 +y 2
dx
y2

+ (y 3 + ln x)dy = 0;

2x3 +5y
dy
y3

= 0;

(4) ydx + xdy = 0;


Problem 1.9.3. Find the integrant factor for the equations:
(1) (x + sin x + sin y)dx + cosydy = 0 depending on x, = (x);
(2) (x y)dx + (y + x2 )dy = 0 depending on x2 + y 2 ,

= (x2 + y 2 );

Problem 1.9.4. Integrate the following equations of order higher than one:
(1) x2 y 00 = y 02 ;
(2) xy 00 = y 0 + x2 ;
(3) y 02 + 2yy 00 = 0;
(4) y 3 y 00 = 1;
(5) yy 00 y 02 = y 2 y 0 ;
(6) x2 yy 00 = (y xy 0 )2 ;
(7) y 0 + 2xyy 00 = 0;
(8) xyy 00 xy 02 = yy 0 .

19

p
Solutions: 1.9.1 (1). y = C(x + 1)ex ; (2). ln | x |= C + y 2 + 1; (3). y 2 2 =
1
Ce x ; (4). ln(x2 + y 2 ) = C 2 arctan xy ; (5). Divide by x to obtain y 0 xy = tan xy
and then take the substitution xy = z to obtain a variable separable equation with
the final solution sin xy = Cx; (6). Make the substitution z = y x, z = z(x)
and obtain the final solution (y x + 2)2 + 2x = C; (7). y = Cx2 + x4 ; (8).
y = sin x + C cos x; (9). y = 0 and y(ex + Ce2x ) = 1; (10). Take the substitution
y = z + x which leads to the Bernoulli equation in z,xz 0 z 2 + z = 0 and the final
1
solution y = Cx+1
+x; (11). Take the substitution y = z +ex and get the final solution
1
1
y = Cx
+ ex ; (12). y = C+x
+ sin x; (13). y = Cx ln C and y = 1 + ln x; (14).
2
2
y = Cx + C and x + 4y = 0; (15). x = Cp sinp2pcos p , y = 2Cp sinpp2 cos p ; (16).
x=

Cp
,
p2

y=

2(Cp)p
p

+ ln p; 1.9.2 (1). x2 3x3 y 2 + y 4 = C; (2). 4y ln x + y 4 = C;


3

(3). x + xy2 + y5 = C; (4). xy = C; 1.9.3 (1). = ex ; (2). = (x2 + y 2 ) 2 ; 1.9.4 (1).


The substitution is y 0 = z and the final solution
C1 x C12 y = ln | C1 x + 1 | +C 2;
2

(2). y = x3 + C1 x2 + C2 ; (3). y 0 = p, y 00 = pp0 and the final solution is y = C and


y 3 = C1 (x + C2 )2 ; (4). C1 y 2 1 = (C1 x + C2 )2 ; (5). The equation in p = p(y) is
y
p0 y1 p = y with the solution y = C1 and y+C
= C3 eCx ; (6). Divide by y 2 to obtain
2
00

the equation x2 yy = (1 x yy ). Use the substitution


z 0 = 2z
+
x

1
x2

The final solution is y = xe

C1
x

y0
y

= z. to obtain the equation


2

C2 ; (7). Divide by y 2 ; (8). y = C2 eC1 x ,

Bibliography
[1] D. Alpay, A Complex Analysis Problem Book, Birkhauser, Springer Bassel, 2011.
[2] E. Kreyszig, Advance Engineering Mathematics 10 edition, John Wiley and Sons,
Inc., Hoboken,New Jersey, 2011.
[3] L. Mejlbro, Complex Functions Examples c-7. Applications of the Calculus of
Residues, online, www.BookBoon.com, 2008.
[4] A. Philippov, Recueil de Problemes Dequations Differentielles, Editions Mir,
Moscou, 1976.
[5] S. Toader and G. Toader, Matematici Speciale I, II, U.T. Press, Cluj-Napoca,
2009.

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