1.

LINEAR

EQUATIONS

39
dv

dx

X '

and the general solution of (9] is of the form

A(x)
v =
X

Then substituting in (9] we have

f * - 3 l * =

- *

A' = e'.
Integrating,
A = <f + G\,
where Ci is an arbitrary constant.
The general solution of the original equation is then

Similarly the equation

J

+ />(*) = Q{x)e"

which may be written

becomes linear after the change of variable v e~ *

dx

-m^L
dx

and
m dx

The proper change of variable in each case was suggested by the presence of a function
of j ; and its derivative.
PROBLEMS

In each of Problems 1 through 50 find the general solution of the given differential
equation.
Cxy' + 2jf = 3x y[G) = 0.
2. xy' + 3y = x
t

CHAPTER

10
3.
4.
5.
6.
7.
8.
9.

1. FIRST

y' + "y =
(l + x )y'-2x9 = ( l + * )
if + 2xy = 2ze-''.
( 2 i + l)y' = 4x + 2y.
y' + y tan i secx.
( x y + c )dx - xdy = 0.
r V + y + 1 = 0,

ORDER DIFFERENTIAL

- I C O S I ) .

10.

y =

11.
12.
13.
14.
15.
16.

2x(x + y)dx = dy.

( x y ' - l ) l n x = 2y.
xy' + (x + l)y = 3 i e - *
( i + y )dy = yd*.
( s i n ^ + r c o t y l y ' ^ 1.
(2x + y)dy = ydx + 4 In ydy.

x(y'
2

r*-^-

.7.
18. ( l - 2 x y ) y ' = y ( y - l ) .
19. y' + y = x + 2.
20. y' - 3y = e ' + e"
21.
= x<
2

22.
23.
24.
25.

31

y' = 2y + e*' + l .
xy' + 2y = (3x + 2)e "
2 i y ' - y = x - x.
y' + y tanx = sin2x.
3

+
27.
28.
29.
30.
31.
32.
33.
34.

*i.

(x - y - l ) y ' = 2xy.
(y - 6x) y' + 2y = 0.
( x - 2 x y - y ) y ' + y = 0.
if - y = 2x - x
y'-y = x-l;y(0) = l.
y' + 3y = x + l .
y' + 2y = x
y' y c o t x = 2x x c o t x .
2

35. y' + y cosr = -sin2x.

36.
37.
38.
39.
40.

y' + y = sin x + cos x.

x l n x y ' + y = 2lnx; y(e) = 0.
y' 2xy cosx 2xsin x; y(0) = 1.
y ' - 2xy = 1.
x l n x y ' - y = x(lnx - 1).
F

x + l

x + l

EQUATIONS

1.4. LINEAR

EQUATIONS

41

42. y' + ycaax = e " .

43. y ' -

2 b

S i n a

*
cos i

sin 2 i
3

44. y' + xy = z ; y(0) = - 2 .

45. y' +

J U ^ .

46. y' + y tan i = xcos*i; 5/(0] = 1.

47. :r dy - 2xydx = 3dz.
48. y'sin x - y = 2 sin .
3

49. e**dy + feye? - i sin i ) dx = 0.

50. y ' i c o s i + yfxsin I + cosx) = 1.
Find a particular solution by inspection; find a solution when the term not involving y is replaced by zero; and write down the general solution.
51. y' - y = 2.
52. y' + y = 2e .
53. xy'= 1.
54. y' = y + l.
55. tf+y = * + !.
x

J.^.J

Bernoullis

Equation

The nonlinear differential equation

-J + PM^Qfx).,"

(10)

where n is a constant but not necessary an integer, known as Bernoulli's equation,

was studied in 1695 by the Swiss mathematician Jacob Bernoulli (1654-1705).
We rule out cases n = 0 and n 1, for which the equation is already linear. The
substitution v = y ' " reduces Bernoulli's equation to a linear equation. This method
of solution was found by the German mathematician Gotfrid Wilhelm Leibniz (1646
1716)in 1696.
Equation (10] may be written in the form
1

y--
Since

+ Py*- = Q(x).

1 dv
1 n dx

_ dy
dx

we get the linear equation

dV

+P(x)v
1nix

= Qfx).

CHAPTER

42

J. FIRST

ORDER DIFFERENTIAL

Example 8. Solve the differential equation

J

V +

- f = 03

We have
jr di
2

and, setting v y~ , we have

1 dv
2dx

_jdj/
" dx

hence we obtain the linear equation

1

x du
Solving corresponding homogeneous equation
2

a dw

we have
dv _ ^dx
v
x '
or
v = Cx*
Then the general solution of (10) is of the form
v = A{x)x*
Substituting for v in (11) gives
= 4 ^ + 4'**,
dz
- Y [lAx

+ A'z*) + 2xAx" = 1,

or

Integrating,

where Cj is an arbitrary constant. Hence the solution of (11) is

EQUATIONS

1.4. LINEAR

EQUATIONS

43

Finally, substituting for v in terms of y gives the general solution of the original
equation in the form

Practically to solve Bernoulli's equation it is helpful to use the substitution y =

u(x)v(x) where v(x) is a particular solution of (10) if Q{x) = 0.
Example 9. Solve the differential equation
3

x V + 2*1/ - !/ - 0.
Writing this equation in the form

we have P(x) 2/x, Q(x) 1/x

Putting y v.(x)v(x) we get

VU + U

T)=V"

Let v(x) is a particular solution of

2
t>' + - u = 0
x
then separating the variables we find
= dx,
v
x

v(x) = x "

On substituting v(x) in (12) we have

du
u
3

dx
a '
6

Integrating both sides yields

*-*-*|*r*+$
OT

I/O

Hence the genera! solution of the given equation is

,

\ -1/2

(12)

CHAPTER

44

1. FIRST

ORDER DIFFERENTIAL

EQUATIONS

PROBLEMS
Solve each of the following equations.
56. y' + Zy = a V .
57. ( i + l ] | y ' + y ) - y .
58. y' = y cos x + y tan x.
59. xy'-2x Jy
= 4y.
60. xy' + 2y + x yV = 0.
61. 2 '- - = - p - .
y
x' 1
62. y ' i s i n y = xy' - 2y.
63. ( 2 i y l n y - i ) y ' = y.
64. y ' - 4 y - 2y^.
65. y ' - y + y ( x + x + l ) = 0 .
66. y' + y = xy
67. y' + 2y = 2^/y.
68. l y ' + y = y l n x .
69. y' + 2 i y = 2zy 70 3 y Y - y = i + l .
71 y"~'{ay' + y) = x.
72. dx + (r + y )dy = 0.
73. (xy +
x y )y'=\.
74. ydx + ( 2 x - 6 y ) d y = 0.
75. y< = - J f - y .
x+ y
!

1.4.2

Darbouifs

Equation

The equation
M(x,y)dx

+ N{x,y)dy + R(x, y)(xdy - ydx) - 0

where M[x,y) and N{x,y) are homogeneous functions of degree m and R(x,y) is
homogeneous function of degree n becomes Bernoulli's equation after the change of
variable y = xu(x). This equation is known as Durham's equation., after the French
mathematician Gaston Darboux (1842-1917).
Example 10. Solve the differential equation
2

ydx + xdy + y {xdy ydx) = 0.

3

Here M = y, N x are homogeneous functions of degree 1 and R = y is homogeneous function of degree 2. The equation being Darboux's equation, we set
y =

111(1),

dy

xdu

udx.

Then
2

xttdx + x(xdu + udx) + x u

[x(xdu + udx) xudx] 0,

1.4. LINEAR

EQUATIONS

45

or
1

2xudx + ( i + x V ) du = 0.
Looking on x as the function of u we have
_^x

_1 . _

" ,
i

,, .

This is Bernoulli's equation. Putting x = z{u)v{u) where u(u) is a particular solution

of equation
dv
1
or

We get

on substituting u = u ~ ' ' we have

B

-VV = _|V*

or
dz
1
- = --

Integrating both sides yields

1

z-

= u+ G

whence
x - tr'/'fu + C)-"

and on substitution u = y / x the solution of the original equation is given by

or
Cxy + j

= 1, also i = 0.

PROBLEMS

Find the solution of the following Darboux's equations.

76. ( x + y + y ) d x - x d y = 0.
77. ( y + 2xy )dy - 2y=dx + (x + y){xdy - ydx) = 0.
78. x y d x + x*y*dy + ydx - xdy = 0.
79. (x*y + y ) dx - xydx + x dy = 0.
80. ( x - x y ) dx + 2x*ydy - (xdy - ydx) - 0.
2

CHAPTER

46

1.4.3

1. FIRST

ORDER DIFFERENTIAL

EQUATIONS

Riccatis Equation

The equation
y'=

P(x)y

+ Q(x)y + R(x)

(13)

is called a Riccatis equation. Certain special cases of this equation were studied by the
Italian mathematician Count Jacopo Francesco Riccati (1676 - 1754], In general, this
equation cannot be solved by quadratures (that is, a finite number of integrations).
If, however, some particular solution |ft('s) of this equation is known, we can obtain
a more general solution containing one arbitrary constant through the substitution

Example 11. Solve the differential equation

2

y' = 1 + x - 2xy + y
We find that y = x is a solution. Substituting
]

we have
1

dx
Simplifying, we have

v dx

Integrating,
V = G - X,
where C is an arbitrary constant. Whence the general solution of the original equation
is

PROBLEMS
Find a particular solution by inspection; find the general solution of the following
Riccati's equations.
81. x y' + xy + rV = 4.
2

82.
83.
84.
85.
86.

3 ' + y + 4 = G.
xy'-{2x + l)y + y = -x .
y' - 2xy + y* = 5 - i
y' - 2ye* - y = e + e*
y +y + y =%
2

21

1.4. LINEAR

EQUATIONS

47

88. y' = 2 c o , ' - s i n ' s + y'_

2 cos i
1

89. *+* = - J *
4
90. xy' = y - 2xy 4 - 1 + 2 i - y.
91. x y' = i V + xy + l.
92. x y ' + (xy 2) = 0. If we know two or three special solutions y y,(x) of
(13), the general solution is represented or follows. When y\(x) and y (x) are the
known solutions,
3

y-yi(x)
= Cexp [J
y - y*( )

P(x)(y,(x)-y (x))d:
z

When jfi(z), yi(x),

ys(x) are the known solutions,

y - y>( ) _ QPI )

- Vi(^)

Example 12. Solve

y' 4- y 4- r* = 2.
We find that y, = 1 and y = 2 are the particular solutions. Then the general
solution is
^
= Ce*p[/,-3)d ]=Ce2

or
y = -2 + ( d e "

3 1

, also y = - 2 .

Riccati's differential equation

1

y' + ay = bx

4k
if m 0, 2,
Trr where t is integer Is solved by quadrature. (In general, it is
(1 ~~ **)
reduced to Bessel's differential equation by ay u'/u.)
a. If m = 0 we have
y' + ay = b
or
y = o - ay
2

this equation can be solved by separating the variables

dy
b ay

J
2

. n

f
J

dy
D

CHAPTER

48

1. FIRST

b. K m - 2 we have

ORDER DIFFERENTIAL

EQUATIONS

v+o*v=

Putting y u/x we get the equation for ti

u'

V + ax y i u ' u + a = b.
Whence
tu'

b + u au

6 + u au

The variables ii and x separated.

4 it
c. If m = 1 -2k , > 0 then the substitution
m+3

v - x ,

y=

x'uju)

gives

(14)

ax

du
OX

-*+

m +3
( m + 3)x+'

- bx"

whence
dv

m + 3

m+ 3

m+3

(15)

vhere
4(4-1}
m, - l - 2 ( t - l )
By proceeding to do this substitution over and over again m
and we have the case m 0.
4k
If m , fc < 0 then the substitution
1 -2k

0 can be obtained

(16)
gives

du
dv

b_
m + 1-u m + 1

1.4. LINEAR

EQUATIONS

49

4(k + 1)
where mi = - i ' , And the original equation is reduced to the case TJI = 0
1
Z\k 4* 1 )
again.
Example 13. Solve the differential equation

Here a = 1, 6 - I and m . From the equality ^ = ~~nT

3
3
1 - 2fc
hence the substitution (14] we must make twice.
The substitution (14) gives
1

I'U

y = -

have t = 2

pJl*

and
*

TJ3

2 ^ du 3

Then the original equation takes the form

^
du

3 = - 3 o

(IT)
4it

Here a 3, 6 = 3 and n i | = 4 and from the equality 4 =

we have now

On making the substitution

1

Z V

_l '
U UJ +
3u
u = -
3

we have
,

1
3u

U UJ
3

^
2

1 du, 1
u iu dz u
2

and (17) takes the form

,
i
1 dui
1
2
< + 3u = - r y - r - r - 2

1
tu^UI

. 2 1
3

3 U UI
3

1 \

1 du> .
U !!)
1

9u /

= - 3

dz

3
U*UI

w ) .

Separating the variables and integratiog both sides yields

3z + C = arctati-u/,

'

so

1. FIRST

CHAPTER

ORDER DIFFERENTIAL

EQUATIONS

where C is an arbitrary constant.

Finally, substitution for z and in in terms of y and x gives the solution of the
original equation
Tn
3

x-'/

C = arctan zj
r:
rz
[x" - \x(xy + 1}
3

PROBLEMS
Find the general solution of the Riccati's equations
93 V+V = 2*~
94. 4y' + y =
-ix95. ' + y = 2 i 96. y' + y = x "
97. y' + y = - 2 - " .
98. y' - y = 2x~ '
2

<

4 / s

1-4-4

2 3

Bool's Equation

The equation
1

is known as Bool's equation, after the English mathematician George Boole (1815
1864). The substitution v 1", y = uv where u = tt(u) reduces Bool's equation to
the form
au' + W = Ci,"
2

where m =

2 and therefore in the case when n =

, t = 0, 1 , - - is solved
1 2k

by quadrature.
Example 14. Solve

1 . 1 a

It is Bool's equation, and we rewrite It in the form

"

2-*

3 *

2
1

Here a = - 1 / 2 , 6 = 1/2, n = 1. Putting 0 - i " ' , y = u r - " , where u = u{v) we

obtain
^
d 1 _\
du
= [ux ' I = 1
dx
dx \
'
dx
t/t

1 _ /j
_ dudti
m
' x ' -
2
dv dx
3

'

l/3

'

1 _ ,
UJ:
'
2
3 /