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BASIC CONCEPTS OF DIFFERENTIAL EQUATIONS

Dependent Variable and the Independent Variable

Definition:
By a Differential Equation (DE), we shall mean any equation that involves the derivatives
or differential of a function or functions.

The following are examples of differential equations:


dy
 cos x
dx
d2 y
2
 k2y  0
dx
(x 2  y 2 )dx  2xydy  0
u  2u 2u 
 h2  2  2 
t  x y 
3
d2 y  dy 
 7    8y  0
 dx 
2
dx

Common symbols/notations used to denote the derivative of a function are:


df dy ' "
Dx f , Dx y, , ,y ,y
dx dx
dy
The numerator y of indicates the dependent variable and the denominator x is the
dx
independent variable.

Example:
Identify the dependent variable (DV) and the independent variable/s (IV) of the following
equations.
DV IV
da
1)  4ab  b 2 a b
db
dx d2x
2) 5x   x  y  2 x y
dy dy
dy
3) y '   cos x  4 y x
dx
 y   y 
4) a    b    ab y a, b
 a   b 
v v v
5)    0 v x, y, z
x y z
Classification of Differential Equations

Ordinary Differential Equations (ODE) are equations on which the dependent variable
depends on only one independent variable.
The notations usually used to express ODE are:
dy ' d 2 y " df
,y , 2 ,y , , etc.
dx dx dw
Examples of ODE are the following:
 dx 
1) 2y    x  0
 dy 
2) xy" 1  x    2x 2  1 y '  0
da
3)  5b  4
db
 d2 y  dy
4) 5x  2   3x 2  y cos x  0
 dx  dx
5) ydx   2x  xy  3 dy  0

Partial Differential Equations (PDE) are equations on which the dependent variable depends
on two or more independent variables.
The notation used to denote PDE are:
f y  2 y
, .
x x x 2
Examples of PDE are the following:
z z
1) z
x y
u u u
2)  
a b c
w
3)  10xy 2  yz 2
x
2y 2y
4) 2  4 2
t x
 f   f 
5) x    y    3f
 x   y 
Order and Degree of a Differential Equation

The ORDER of a differential equation is the order of the highest ordered derivative
involved in the equation.

Example: Give the order and degree of the following equations.

1) y  5xy '  1 First order


2) y"  2y '  8y  x 2  cos x Second order
d3 y  dy 
3)  3    2y  0 Third order
 dx 
3
dx
2v  v 
4)  2xy    0 Second order
y 2
 x 
5)  y '"   5x  y '    e x  1
3 4
Third order

The DEGREE of a differential equation refers to the exponent of the highest ordered
derivative involved in the equation. If the exponent of the highest ordered derivative is one (1),
the degree of the equation is first degree. If the exponent is two (2), the degree is second degree.
If the exponent is three (3), the degree is third degree and so on.
If the differential equation is written as polynomial, then the highest power/exponent to
which the highest ordered derivative appears in the equation is called the degree of the equation.

Example: State the degree of the following equations.


dy
1)  xy  cos x First degree
dx
2) y '"   xy"   2y  y '   0
3 5
First degree
3
 dy 
3) 3t 2     sin t  y 6  0 Third degree
 dt 
6
 d2 y 
4
 dy 
4) 5x     cos x   2   0
2
Sixth degree
 dx   dx 
d2 y dy
5) 2
 1
dx dx
2
 d 2 y   dy 2
   1
 dx 2   dx 
 
2
d2 y dy  dy 
 1 2    First degree
dx 2
dx  dx 
Linearity of Differential Equations

Linear Differential Equations are equations in which the dependent variable and its
derivative appear to the first degree only and the coefficients are either constant or function only
of the independent variable.

Example: Identify whether the equation is linear or non-linear.

1) x 2 y '"   x 2  2  y"   sin x  y '  e x y  x 2  1 Linear


dx x
2)  3    2y Linear
dy y
3) x 2 y '  2xy 2  x  1 Non  linear
4) y"  5xy'  e x  y Linear
5) y"  5x  y '   e x  y
4
Non  linear

PRIMITIVES OR SOLUTIONS

Concepts of Primitives
Definition:
Primitive or solution is any non-derivative relation between the variables of a
differential equation that satisfies the equation.

If a solution of an equation of order n involves n arbitrary constants, it is called the


general solution. Any solution that is obtained from the general solution by assigning values to
the arbitrary constants is called the particular solution.

Example:
1) Show that y  A cos 2x  Bsin 2x is the general solution of y"  4y  0, where A and B are
arbitrary constants. Also find the particular solution of it.
Solution :
Since y  A cos 2x  Bsin 2x contains two arbitrary constants, it is the general solution
of the sec ond order differential equation, if it is a solution. We can see that it is a solution by
differentiating twice the given non  derivative equation.
Differentiating the equation
y  A cos 2x  Bsin 2x
first derivative
y'  2A sin 2x  2Bcos 2x
second derivative
y"  4Acos2x  4Bsin2x
or
y"  4Acos2x  Bsin2x
y"  4y
y"  4y  0
Hence, y  Acos2x  Bsin2x is a solution.
Particular solution can be obtained by assigning values to the arbitrary constants A
and B. For instance, letting A  2 and B 1, then
y  2cos2x  sin2x
is a particular solution of the given differential equation.

2) Show that y  C1e2x  C2e3x is the general solution of y"  y'  6y  0 where C1 and C2 are
arbitrary constants.
Solution:
Since two constants are to be eliminated, obtain the two derivatives of
y  C1e2x  C2e3x (1)
first derivative
y'  2C1e2x  3C2e3x (2)
second derivative
y"  4C1e2x  9C2e3x (3)
eliminating C1 and C2 using det erminants
y e2x e3x
y' 2e2x 3e3x  0 (4)
2x
y"
4e 9e 3x

2x
since e and e can not be zero, equation (4) may be written, with the factors e2x
3x

and e3x removed, as


y 1 1
y'
2 3  0
y" 4 9
re  arranging
y 1 1 y 1
y'
2 3 y '
2 0
y" 4 9 y" 4
fromwhich the differential equation
18y  3y"  4y'  2y" 12y  9y'   0
30y  5y" 5y'  0
y"  y'  6y  0

Condition:
If a relation between two variables involves "n" arbitrary constants, those constants are
essential if they cannot be replaced by a smaller number of constants.

For the following primitives, identify the number of essential constants, where x and y
are the variables. A, B, and C are the arbitrary constants.
1) y  A  B  x 2
2) y  Ae
x  B

3) y  Ax 2  Bx  C
In (1), there is only one essential arbitrary constant since A + B is no more than a single
arbitrary constant and can be replaced by a smaller number of constant, say L, without affecting
the given primitive, and it can be written as
y = L + x2

In (2), again only one arbitrary constant is essential since y = Ae(x+B) can be written as
y = AexeB and AeB is no more than a single arbitrary constant, and may be replaced by a smaller
number of constant, say G, then the given primitive can be reduced to
y = Gex

In (3), no constants can be combined and replaced by a single constant, then all of them
are essential.

Obtaining Differential Equation from the General Solution

Rule:
To find the differential equation, differentiate the given relation; differentiate the first
derived equation; differentiate the second derived equation; until the number of derived
equations is equal to the number of essential constants in the given relation.
Eliminate the constants using the given relation and the derived equations.

Reminder:
Before differentiating the given relation, count first the essential constants involved in
order to know the required number of derivatives.

number of constants = number of derivatives


Example:
1) Solve the differential equation of
y  A cos 2x
Solution :
y  A cos 2x is a relation with one arbitrary constant, so only the first derivative is
necessary.
y  A cos 2x (1)
first derivative
y '  2A sin 2x (2)
from (1)
y
A
cos 2x
substitute the value of A to (2), then simplify
 y 
y '  2   sin 2x
 cos 2x 
sin 2x
y '  2y  2y tan 2x
cos 2x
y '  2y tan 2x  0 differential equation

2) Solve the differential equation of


y  x 4  Ax 2  Bx  C
Solution :
y  x 4  Ax 2  Bx  C 3 constants, 3 derivatives
first derivative
y '  4x 3  2Ax  B
sec ond derivative
y"  12x 2  2A
third derivative
y '"  24x
The last equation does not contain any constant, therefore the differential equation of
the given relation is
y '"  24x differential equation
3) Solve the differential equation of
y  C1e 2x cos 3x  C2 e 2x sin 3x
Solution :
y  C1e 2x cos 3x  C2 e 2x sin 3x 2 constants, 2 derivatives
first derivative
y '  3C1e 2x sin 3x  2C1e 2x cos 3x  3C2 e 2x cos 3x  2C2 e 2x sin 3x
y '  2  C1e 2x cos 3x  C 2e 2x sin 3x   3C1e 2x sin 3x  3C 2e 2x cos 3x
y '  2y  3C1e 2x sin 3x  3C 2e 2x cos 3x
y '  2y  3C1e 2x sin 3x  3C 2e 2x cos 3x
sec ond derivative
y"  2y '  9C1e 2x cos 3x  6C1e 2x sin 3x  9C2 e 2x sin 3x  6C 2e 2x cos 3x
y"  2y '  9  C1e 2x cos 3x  C 2e 2x sin 3x   2  3C1e 2x sin 3x  3C2 e 2x cos 3x 
y"  2y '  9y  2  y '  2y 
y"  2y '  9y  2y '  4y
y"  4y '  13y  0 differential equation

4) Solve the differential equation of


y  x sin  x  C 
Solution :
y  x sin  x  C  1 constant, 1 derivative
y  x sin  x  C  (1)
first derivative
y '  x cos  x  C   sin  x  C  (2)
from (1)
y opposite
sin  x  C   
x hypotenuse
by Pythagorean theorem
x 2  y2 adjacent
cos  x  C   
x hypotenuse

x y

x+C
Families of Curves

An equation involving a parameter, as well as one or both of the coordinates of a point in


a plane, may represent a family of curves, one curve corresponding to each value of the
then
 x 2  y2  y
y'  x  
 x  x

y
y'  x 2  y 2 
x
xy '  x x 2  y 2  y
xy '  y  x x 2  y 2
squaring both sides of the equation

 xy  y    x x  y 
2 2
' 2 2

 xy   2xyy  y  x  x  y 
' 2 ' 2 2 2 2

x  y   2xyy  y  x  x y
2 ' 2 ' 2 4 2 2
differential equation

parameter.
For instance, the equation
x2 + (y-k)2 = r2
may be interpreted as the equation of a family of circles having its center anywhere on the y-axis
and its radius of any magnitude.
Figure below shows several members of this family of circles.
If k and r in equation x2 + (y-k)2 = r2 are to be treated as arbitrary constants and
eliminated, the result will be a differential equation of the family of curves represented by that
equation. We shall eliminate both k and r and obtain a second order differential equation for the
family of circles.

Example:

1) Find the differential equation of the family of circles having an equation of


x2   y  k   r2
2

Solution :
first derivative
2x  2  y  k  y '  0
x   y  k  y'  0 (1)
sec ond derivative
1   y  k  y"  y ' y '  0

1   y  k  y"   y '   0
2
(2)
from (1)
x
k  y (3)
y'
substitute (3) int o (2)
 x
1   y  y  '  y"   y '   0
2

 y 
 y '  xy"   y' 3 
 
'
0
y
therefore the differential equation that will satisfy the equation for the family of circles is
y '  xy"   y'   0
3
differential equation

2) Find the differential equation of the family of circles with centers on the line y = x.

Solution:

y
y=x

x
The equation of the family of circles is
x  h  y  k  r2
2 2

but h  k sin ce y  x; h and r being an arbitrary constants. We are dealing with two parameter family.
first derivative
2  x  h   2  y  h  y'  0
 x  h    y  h  y'  0 (1)
sec ond derivative
1  0   y  h  y"  y ' y '  0

1   y  h  y"   y '   0
2
(2)
from (1)
x  h  yy '  hy '  0
x  yy '
h (3)
1  y'
substitute (3) int o (2)
 x  yy '  "
y   y'   0
2
1  y  ' 
 1 y 
 y 1  y '    x  yy '  
 y"   y '   0
2
1 
 1 y '


1  y '  yy" 1  y '   y"  x  yy '    y '  1  y ' 


2

0
1  y'
therefore the desired differential equation is
1  y '  yy" 1  y '   y"  x  yy '    y '  1  y '   0
2

simplifying the result

1  y  1   y     y  x  y
' ' 2 "
0 differential equation

3) Find the differential equation of the family of central conics with center at the origin and
vertices on the coordinate axes.
Solution :
The equation of the family is
x 2 y2
 1
a 2 b2
where a and b being an arbitrary constants. Re arranging the equation
x 2 b 2  y 2a 2  a 2 b 2
first derivative
2xb 2  2yy 'a 2  0
xb 2  yy 'a 2  0 (1)
sec ond derivative
b 2  yy"a 2   y '  a 2  0
2
(2)
from (1)
 yy 'a 2 
b  
2
 (3)
 x 
substitute (3) int o (2)
 yy 'a 2 
  yy a   y  a  0
' 2 2
 " 2

 x 
 yy 'a 2  xyy"a 2  x  y '  a 2  0
2

a 2   yy '  xyy"  x  y '    0


2

 
xyy"  x  y '   yy '  0
2
differential equation
SOLUTION OF FIRST ORDER, FIRST DEGREE
ORDINARY DIFFERENTIAL EQUATION

SEPARATION OF VARIABLES
A first order, first degree differential equation is separable if it can be expressed in the
form
f1(x)dx + f2(y)dy = 0
where f1(x) is a function only of x and f2(y) is a function only of y.
The variables x and y can be replaced by any two other variables without affecting
separability.

Example 1. Separate the var iables of


y3
xy 2 dx  dy  0
cos x
Solution :
y3
M  xy 2 and N
cos x
cos x
To separate the var iables, multiply the whole equatiion by .
y2
 2 y3  cos x 
 xy dx  dy  0  2 
 cos x  y 
 cos x  y3  cos x 
xy 2  2    2 0
 y  cos x  y 
x cos xdx  ydy  0,
var iables are separated where f1 (x)  x cos x and f 2 (y)  ydy

Example 2. Separate the var iables of


 5  t  dx   x  3 dt  0
Solution :
M  5  t  and N   x  3
To separate the var iables, divide the equation by  5  t  x  3
5  t   x  3
dx  dt  0
 5  t  x  3  5  t  x  3
dx dt
 0
 x  3  5  t 
1 1
Variables are separated with f1 (x)  and f 2 (y) 
 x  3 5  t 
Example 3. Separate the var iables of
4dy  ydx  x 2 dy
Solution : Before separating the var iables, collect and combine first the coefficients of dx and dy.
4dy  ydx  x 2 dy
4dy  ydx  x 2 dy  0
 4  x  dy  ydx  0
2
resulting equation,
My and N  4  x2 
To separate the var iables, divide the resulting equation by  4  x 2   y 

 4  x  dy  2
y
dx  0
4  x   y 4  x   y
2 2

dy dx
 0
y 4  x2 
1 1
Variables are separated with f1 (x)  and f 2 (y) 
4  x  2
y

Example 4. Separate the var iables of


x 3 dy  xydx  x 2 dy  2ydx
Solution : Collecting the coeefficients of dy and dx, and combining it will give :
x 3
 x 2  dy   xy  2y  dx  0

x 3
 x 2  dy  y  x  2  dx  0 resulting equation
To separate the var iables, divide the resulting equation by  y   x 3  x 2  .

 x  x  dy  y  x  2  dx  0
3 2

 y  x  x 
3
 y  x  x 
2 3 2

dy  x  2
 3 dx  0
y  x  x2 
 x  2 1
Variables are separated with f1 (x)  and f 2 (y) 
x 3
x 2
 y
The purpose of separating the variables is to make the equation integrable, since the
process of integration is to be used to obtain the solution of the equation. A solution containing
arbitrary constant(s) is called the general solution and solution containing no arbitrary
constant(s) is called the particular solution.

Example 1. Obta in the general solution of


y3
xy 2 dx  dy  0
cos x
Solution :
Separating the var iable gives,
x cos xdx  ydy  0
Integrating

 x cos xdx   ydy  0


 x cos xdx  int egration by parts
ux dv  cos xdx
du  dx v  sin x

 udv  uv   vdu
 x cos xdx  x sin x   sin xdx
 x sin x  cos x

 x cos xdx   ydy  0


y2
x sin x  cos x  C  general solution
2

Example 2. Solve the general solution and the particular solution if x  0, y  1.


dy x

dx y  2
Solution :
 y  2 dy  xdx
 y  2 dy  xdx  0
 y  2dy   xdx  0
y2 x2
 2y  C
2 2
y2  4y  x2  C  general solution
for x  0, y  1
1  4 1   0   C
2 2

C5
then y 2  4y  x 2  5  particular solution

Example 3. Solve the general solution of


dy
 xy  2x
dx
Solution :
Separating the var iables and factoring the right side of equation gives,
dy
 x  y  2
dx
dy  x  y  2  dx
dy  x  y  2  dx  0
dy
 xdx  0
 y  2
int egrating
dy
.   y  2    xdx  0
x2
ln  y  2   C  general solution
2

Example 4. Solve the general solution of


 5  t  dx   x  3 dt  0
Solution :
Separating the var iables
dx dt
 0
x 3 5t
dx dt
 x 3 5t  0
ln  x  3  ln  t  5   C
applying the properties of natural log arithms
ln  x  3 5  t   ln C
 x  3 5  t   C  general solution
HOMOGENEOUS EQUATIONS

A differential equation of the first order and first degree,

Mdx + Ndy = 0

is said to be homogeneous if M and N are homogeneous of the same degree in x and y.


We say that f(x,y), defines a homogeneous function of degree n in x and y if and only if

f(x,y) = kn f(x,y)

for all k>0.


A homogeneous equation Mdx + Ndy = 0 can be transformed to separable equation by
changing the variable.
Suggested substitution equations are:

y = vx or x = vy

Example 1. Deter min e whether f (x, y)  xy  y 2 is hom ogeneous and if so, find its deg ree.
Solution :
f (kx, ky)  (kx)(ky)  (ky) 2  k 2 (xy)  k 2 y 2
 k 2 (xy  y 2 )  k 2 f (x, y)
The function is hom ogeneous of deg ree 2.

Example 2. Deter min e whether f (x, y)  x 2  y 2 is hom ogeneous and if so, find its deg ree.
Solution :
f (kx, ky)  (kx) 2  (ky) 2  k 2 x 2  k 2 y 2  k 2 (x 2  y 2 )
 k x 2  y 2  kf (x, y)
The function is hom ogeneous of deg ree 1.

Example 3. Deter min e whether f (x, y)  x  xy e is hom ogeneous and if so, find its deg ree.
3 2 y

Solution :
kx x

f (kx, ky)  (kx)  (kx)(ky) e


3 2 ky
 k x  (kx)(k y )e
3 3 2 2 y

x x

 k 3 x 3  k 3 xy 2 e y  k 3 (x 3  xy 2 e y )  k 3 f (x, y)
The function is hom ogeneous of deg ree 3.
Example 4. Solve the general solution of a given hom ogeneous equation
xdy   y  x  dx
Solution :
U sin g the substitution equation
y  vx and dy  vdx  xdv
then
xdy   y  x  dx
x  vdx  xdv    vx  x  dx
x  vdx  xdv   x  v  1 dx
 vdx  xdv    v  1 dx  0
combining the coefficients of dx
 v  v  1 dx  xdv  0
dx  xdv  0 ; var iables are separable
int egrating term by term
dx
 x 
 dv  0

ln x  v  C
y
but v 
x
y
ln x  C
x
x ln x  y  Cx  general solution

Example 5. Solve the general solution of


xydy   x 2  y 2  dy  0
Solution :
U sin g the substitution equation
y  vx and dy  xdv  vdx
then
xydy   x 2  y 2  dy  0
x  vx  xdv  vdx    x 2  x 2 v 2  dx  0
x 2 v  xdv  vdx   x 2 1  v 2  dx  0
v  xdv  vdx   1  v 2  dx  0
vxdv  v 2 dx  1  v 2  dx  0
combining the coefficients of dx
v 2
 1  v 2  dx  vxdv  0
dx  vxdx  0
separating the var iables
dx
  vdv  0
x
dx
  x   vdv  0
v2
 ln x  C
2
2 ln x  v 2  2C  C
y
but v 
x
2
y
2 ln x     C
x
y2
2 ln x  2  C
x
y  2x ln x  Cx 2
2 2
 general solution

Example 6. Solve the general solution of


x  
xy dy  ydx  0
Solution :
U sin g the substitution equation
x  vy and dx  vdy  ydv
then
x  
xy dy  ydx  0

 vy   vy  y  dy  y  vdy  ydv   0
 vy  
vy 2 dy  y  vdy  ydv   0

 vy  y v  dy  y  vdy  ydv   0
y  v  v  dy  y  vdy  ydv   0

 v  v  dy   vdy  ydv   0
combining the coefficients of dy
v  
v  v dy  ydv  0

vdy  ydv  0
separating the var iables
dy dv dy dv
  0 or  0
y v y v1/ 2
dy
 v 1/ 2 dv  0
y
int egrating
dy
 y   v dv  0
1/ 2

ln y  2v1/ 2  C
x
but v 
y
1/ 2
x
ln y  2   C
y
x
or ln y  2 C  general solution
y

Example 7. Solve the general solution of


xdy  y  x 2  y 2 dx  0 
Solution :
U sin g the substitution equation
y  vx and dy  vdx  xdv
then


x  vdx  xdv   vx  x 2  x 2 v 2 dx  0 

x  vdx  xdv   vx  x 2 1  v 2  dx  0 

x  vdx  xdv   vx  x 1  v 2 dx  0 

x  vdx  xdv   x v  1  v 2 dx  0 
 vdx  xdv    v  
1  v 2 dx  0
combining the coefficients of dx

v  v  
1  v 2 dx  xdv  0

 1  v 2 dx  xdv  0
separating the var iables
dx dv
 0
x 1  v2
int egrating
dx dv
 x   1  v2  0
ln x  sin 1 v  0
y
but v 
x
y
ln x  sin 1    C  general solution
x

Example 8. Solve the general solution of


 x
 x
 x
1  2e y  dx  2e y 1   dy  0
   y
 
Solution :
U sin g the substitution equation
x  vy and dx  vdy  ydv
then
 vy
 vy
 vy 
1  2e   vdy  ydv   2e y 1   dy  0
y
   y 
 
1  2e   vdy  ydv   2e 1  v  dy  0
v v

1  2e  vdy  1  2e  ydv  2e 1  v  dy  0
v v v

combining the coefficients of dy


 v  2ve  2e  2ve  dy  1  2e  ydv  0
v v v v

 v  2e  dy  1  2e  ydv  0
v v

separating the var iables


dy 1  2e 
v

 dv  0
y  v  2e v 
int egrating
dy  1  2e v 
 y    v  2ev  dv  0
ln y  ln  v  2e v   ln C
ln y  v  2e v   ln C
y  v  2e v   C
x
but v 
y
x x

y   2e y   C
y 
 
 x

 x  2ye y 
y
y C
 
 
x

x  2ye  C
y
 general solution

EQUATIONS REDUCIBLE TO HOMOGENEOUS EQUATIONS

Consider the differential equation having the form

(ax + by + c) dx + (x + y + ) dy = 0 (1)

Figure 1 shows two lines


ax + by + c = 0
x + y +  = 0 (2)
meeting at point (h,k); hence
ah + bk + c = 0
h + k +  = 0 (3)

y y’ ah + bk + c

h + k + 

(h,k)
x'

x
If we refer these two lines to parallel axes with origin (h,k), by the translation

x = x’ + h y = y’ + k

the constant term must vanish. In fact applying the translation (4) to (1) we get

ax ' by '  ah  bk  c   dx ' x ' y '  h  k      0 (5)


and because of (3), (5) reduces to
 ax ' by ' dx '  x ' y ' dy '  0 (6)
Equation (6) is homogeneous and can be solved by the method of frame 2. Then we must
use (4) in the result to replace x’ by x – h, and y’ by y – k, where h and k are found by solving
(3) for h and k.
Suggested substitution

y ' = vx ’ and x ‘ = vy ‘

Example 1. Re duce the equation to hom ogeneous equation and solve the general solution of it.
 2x  3y  4  dx   3x  2y  1 dy  0
Solution :
In this case
2h  3k  4  0, 3h  2k  1  0
from that
3  2h  3k  4   0
 2  3h  2k  1  0
9k  4k  12  2  0
k2
if k  2
2h  3(2)  4  0
h 1
The corresponding substitutions are
x  x ' h  x ' 1; dx  dx '
y  y ' k  y ' 2; dy  dy '
making the substitution
 2  x ' 1  3  y ' 2   4  dx ' 3  x ' 1  2  y ' 2   1 dy '  0
 2x ' 3y ' dx '  3x ' 2y ' dy '  0
the resulting equation is hom ogeneous of deg ree 1.
U sin g the substitution equations
y '  vx ' and dy '  vdx ' x 'dv
then
 2x ' 3vx ' dx '  3x ' 2vx '  vdx ' x 'dv   0
x '  2  3v  dx ' x '  3  2v  vdx ' x 'dv   0
 2  3v  dx '  3  2v  vdx '  3  2v  x 'dv  0
combining the coefficients of dx '
 2  3v  3v  2v  dx ' 3  2v  x 'dv  0
2

 2  2v  dx '  3  2v  x 'dv  0
2

2 1  v  dx '  3  2v  x 'dv  0
2

separating the var iables


2dx '  3  2v  dv
 0
x' 1  v2 
2dx '  3  2v  dv
 x'

1  v2 
0

 3  2v  dv 3  2v A B
 1  v  2
  
1  v 1  v  1  v 1  v
3  2v  A 1  v   B 1  v 
3  A  B;  2  A  B
1 5
A ;B
2 2
 3  2v  dv dv 5dv
 1  v2    2 1  v    2 1  v 
1 5
  ln 1  v   ln 1  v 
2 2
then
2dx '  3  2v  dv
 x'

1  v2 
0

1 5
2 ln x ' ln 1  v   ln 1  v   ln C
2 2

4 ln x ' ln 1  v   5ln 1  v   ln C
u sin g the properties of natural log arithms
 x ' 1  v 
4 5

ln  ln C
1  v 
 x ' 1  v 
4 5

C
1  v 
y'
but v 
x'
5

 x ' 1  
4 y'
 x'  C
 y'
1  
 x'
simplifying
 x ' y '  C  x ' y ' 
5

but x '  x  1 and y '  y  2


 x  1  y  2  C  x  1  y  2
5

 x  y  3  C  x  y  1  general solution
5

Example 2. Solve the general solution of


 2x  3y  1 dx  4  x  1 dy  0
Solution :
In this equation
2h  3k  1  0; h  1  0
from that equations
h  1 and k  1
the corresponding substitutions are
x  x ' h  x ' 1; dx  dx '
y  y ' k  y ' 1; dy  dy '
making the substitution
 2x ' 3y ' dx ' 4x 'dy '  0
u sin g the substitution equation
y '  vx ' and dy '  vdx ' x 'dv
 2x ' 3vx ' dx ' 4x '  vdx ' x 'dv   0
combining coefficients of dx '
 2x ' 3vx ' 4vx '  dx ' 4  x '  dv  0
2

 2x ' vx ' dx ' 4  x '  dv  0


2

 2  v  dx ' 4x 'dv  0
separating the var iables
dx ' 4dv
 0
x' 2 v
dx ' 4dv
 x'   2 v  0
ln x ' 4 ln  2  v   ln C
ln x '  2  v   ln C
4

x '2  v  C
4

y'
but v 
x'
4
 y'
x ' 2    C
 x'
 2x ' y '  C  x '
4 3

but x '  x  1 and y '  y  1


 2  x  1  y  1  C  x  1
4 3

 2x  y  3  C  x  1  general solution
4 3

SIMPLE SUBSTITUTION

To solve a differential equation by simple substitution:


1. Identify the substitution equation/s.
2. Differentiate the substitution equations.
3. Eliminate all but two of the unknowns from the given differential equation and the results
of (1) and (2).
4. Solve the result from (3).
5. Return to the original variables.

Example 1. Solve the general solution of


 x  2y  1 dx  3  x  2y  dy  0 (1)
Solution :
To solve the general solution of
 x  2y  1 dx  3  x  2y  dy  0
let
a  x  2y (2)
da  dx  2dy (3)
from (3)
dx  da  2dy (4)
substitute (2) and (4) int o (1)
 a  1 da  2dy   3ady  0
 a  1 da  2  a  1 dy  3ady  0
combining the coefficients of dy
 a  1 da   3a  2a  2  dy  0
 a  1 da   a  2  dy  0
separating the var iables
 a  1
da  dy  0
a  2
int egrating term by term
 a  1
  a  2  da   dy  0
 a  2  3
  a  2  da   dy  0
 a  2 3
  a  2  da    a  2  da   dy  0
a  3ln  a  2   y  C
but a  x  2y
 x  2y   3ln  x  2y  2   y  C
x  3y  3ln  x  2y  2   C  general solution

Example 2. Solve the general solution and the particular solution when x  1 and y  0
2  x  y  dx  dy  0
Solution :
let
a xy (1)
da  dx  dy
dx  da  dy (2)
substitute (1) and (2) int o the given differential equation
2a  da  dy   dy  0
2ada  2ady  dy  0
combining the coefficients of dy
2ada   2a  1 dy  0
separating the var iables
2ada
 dy  0
 2a  1
int egrating term by term
2ada
  2a  1   dy  0
2a  1  1
  2a  1 da   dy  0
2a  1 da
  2a  1 da   2a  1   dy  0
1
a  ln  2a  1  y  C
2
2a  ln  2a  1  2y  C
but a  x  y
2  x  y   ln  2  x  y   1  2y  C
2x  2y  ln  2x  2y  1  2y  C
2x  ln  2x  2y  1  C  generalsolution

Example 3.Solve the generalsolution of


xy  xdy  ydx   6y3dy
Solution :
xy  xdy  ydx   6y3dy (1)
let a  xy (2)
da  xdy  ydx (3)
substitute (3) and (2) int o (1)
ada  6y3dy
int egrating

 ada   6y dy
3

a 2 6y 4
 C
2 4
a 2 3y 4
 C
2 2
a 2  3y 4  C
but a  xy
 xy   3y 4  C  generalsolution
2
Example 4.Solve the general solution of
2
 y
dx  dy   x  y  1    xdy  ydx 
 x
Solution :
2
 y
dx  dy   x  y  1    xdy  ydx  (1)
 x
y
let a ; bxy (2)
x
xdy  ydx
da  ; db  dx  dy (3)
x2
x 2 da  xdy  ydx
substitute (3) and (2) int o (1)
db  b 1  a   x 2da 
2

 1  a   x 2 da 
db 2
(4)
b
from (3) and (2)
y
a ; y  ax
x
b  x  y  x  ax  x 1  a 
b
x
1  a 
b2
x2  (5)
1  a 
2

substitute (5) int o (4)


db  b2 
 1  a  
2
2
da
b  1  a  
db
 b 2 da
b
db
 da ; b 3db  da  0
b3
int egrating term by term

b db   da  0
3

b 2 1
a  C ;  2a  C
2 b2
returning to the original var iables
1 y
 2   C  generalsolution
 x  y x
2
Example 5.Solve the general solution of
dy   x  y  1 dx  2dx
2

Solution :
dy   x  y  1 dx  2dx
2
(1)
let a  x  y 1 (2)
da  dx  dy ; dy  da  dx (3)
substitute (2) and (3) int o (1)
da  dx   a 2  2  dx
da   a 2  2  dx  dx
da   a 2  2  1 dx   a 2  1 dx
separating the var iables
da
 dx
 a  1
2

int egrating
da
 a 2
 1 
 dx

da 1 a 1
 a 2
 ln
 1 2 a  1
1 a 1
ln  xC
2 a 1
returning to the original var iables
1  x  y  1  1
ln  xC
2  x  y  1  1
1
ln
 x  y  x  C  generalsolution
2  x  y  2

EXACT DIFFERENTIAL EQUATIONS

A differential equation M(x,y)dx + N(x,y)dy = 0 is exact if there exists a function g(x,y),


such that dg(x,y) = M(x,y)dx + N(x,y)dy.
If M(x,y) and N(x,y) are continuous functions and have continuous first derivative
(partial) on some rectangle of (x,y) plane, then the differential equation M(x,y)dx + N(x,y)dy = 0
is exact if and only if
M N

y x
M N
In solving set x variable as constant, and in solving set y variable as constant.
y x
Example 1. Deter min e whether the differential equation
 6x 2
 4xy  y 2  dx   2x 2  2xy  3y 2  dy  0 is exact or not.
Solution : For this equation
M  6x 2  4xy  y 2 and N  2x 2  2xy  3y 2
M
 0  4x  2y  4x  2y
y
N
 4x  2y  0  4x  2y
x
M N
sin ce   4x  2y ; then the equation is exact.
y x

Example 2. Deter min e whether the differential equation


dx x
 dy  0 is exact or not.
y y2
1 x
Solution : M  and N   2
y y
M 1 N 1
  2 and  2
y y x y
M N 1
sin ce    2 ; then the equation is exact.
y x y

Example 3. Deter min e whether the equation


sin x cos ydx  sin y cos xdy  0 is exact or not.
Solution : M  sin x cos y and N   sin y cos x
M
 sin x   sin y   cos y  0    sin x sin y
y
N
  sin y   sin x   cos x  0    sin x sin y
x
M N
sin ce  ; then the equation is not exact.
y x

Example 4. Deter min e whether the equation


e x  3x 2 y  x 2  dx  e x dy  0 is exact or not.
3 3

Solution : M  e x  3x 2 y  x 2  and N  e x
3 3

M
 e x  3x 2  0   3x 2 e x
3 3

y
N
 e x  3x 2   3x 2 e x
3 3

x
M N
sin ce  ; then the equation is exact.
y y

3
Example 5. Deter min e whether the equation in Example 4 is exact or not after dividing it by e x .
Solution :
from Ex. 4
e x  3x 2 y  x 2  dx  e x dy  0
3 3

3
dividing it by e x gives
 3x y  x  dx  dy  0
2 2

now M  3x 2 y  x 2 and N  1
M
 3x 2  0  3x 2
y
N
0
x
M N

3
sin ce ; then the equation is not exact if it is divided by e x .
y x

NOTE :
To test for the exactness of a diferential equation, it is advisable not to manipulate the
equation.

To Solve the Solution of an Exact Differential Equation


Method 1:
1) Let F  x   M
2) Integrate 1 with respect to x  y  cons tan t 

 Fx   M
F   M  f  y
3) Take the partial derivative of  2  with respect to y  x  cons tan t 
F M '
  f  y
y y
4) Equate N to  3 and solve for f '  y 
F '
N  f  y
y
F
f '  y  N 
y
5) Integrate f '  y  to get f  y 
6) Substitute  5  int o  2  , the result is the general solution.

Method 2.
1) Let Fy  N
2) Integrate (1) with respect to y  x  cons tan t 

 Fy   N
Fy   N  f (x)
3) Take partial derivative of (2) with respect to x  y  cons tan t 
F N '
  f (x)
x x
4) Equate M to (3) and solve for f ' (x)
N '
M  f (x)
x
N
f ' (x)  M 
x
5) Integrate (4) to get f (x)
6) Substitute (5) int o (2), the result is the general solution.

Method 3.
By Formula
F   M  t, y  dt   N  a, t  dt  C
x y

a b

M N
where a and b are the smallest number that will give a definite value for  .
y x
NOTE :
Use the above methods (methods 1, 2, and 3) only if the differential equation is exact.
Adopt the method that is convinient to you.
Example 6. Solve the general solution of
 6x 2
 4xy  y 2  dx   2x 2  2xy  3y 2  dy  0
Solution :
M N
The equation is exact sin ce  .
y x
Method 1.
1) Fx  M  6x 2  4xy  y 2
2)  Fx   6x 2dx  4y  xdx  y 2  dx
F  2x 3  2x 2 y  xy 2  f (y)
F
3)  0  2x 2  2xy  f ' (y)
y
F
4) N  ; 2x 2  2xy  3y 2  2x 2  2xy  f ' (y)
y
f ' (y)  3y 2
5)  f '(y)    3y 2dy
f (y)   y3
6) F  2x 3  2x 2 y  xy 2  y3  C general solution

Method 2.
1) Fy  N  2x 2  2xy  3y 2
2)  Fy  2x 2  dy  2x  ydy   3y 2dy
F  2x 2 y  xy 2  y3  f (x)
F
3)  4xy  y 2  f ' (x)
x
F
4) M  ; 6x 2  4xy  y 2  4xy  y 2  f ' (x)
x
f ' (x)  6x 2
5)  f ' (x)   6x 2dx
f (x)  2x 3
6) F  2x 2 y  xy 2  y3  2x 3  C general solution

Method 3.
U sin g the formula
F   M  t, y  dt   N  a, t  dt  C
x y

a b
M N
  4x  2y
y x
if a  0; b  0
M N
  4(0)  2(0)  0
y x
therefore :
F    6t 2  4ty  y 2  dt    2a 2  2at  3t 2  dt  C
x y

0 o

2 x y
F  2t  2t y  ty
3 2
 0  0  t3  C
0 0

F  2x 3  2x 2 y  xy 2  y3  C general solution

Example 7. Solve the general solution of


y 1
2
dx  dy  0
x x
y 1
Solution : M  2 and N  
x x
M 1 N 1
 2 and 
y x x x 2
the equation is exact.

Method 1.
y
1) Fx  M 
x2
1
2)  Fx  y  2 dx  y  x 2dx
x
y
F    f  y
x
F 1
3)    f '  y
y x
F 1 1
4) N  ;     f '  y 
y x x
f ' (y)  0
5) f  y   0 sin ce f '  y   0
y y
6) F    C;  C
x x
y
F C  general solution
x
Method 2.
1
1) Fy  N  
x
1
2)  Fy  
x
dy

y
F    f  y
x
F  1  y
3)  y   2   f '  x   2  f '  x 
x  x  x
F y y
4) M  ; 2  2  f '  x 
x x x
f x  0
'

5) f  x   0 sin ce f '  x   0
y
6) F   C
x
y
F C  general solution
x

Method 3.
U sin g the formula
F   M  t, y  dt   N  a, t  dt  C
x y

a b

M N 1
 
y x x 2
if x  0 and y  0
M N 1
  ; undefined
y x 0
if x  1 and y  1
M N 1
  1
y x 1
then a  1 and b  1
therefore :
x y y 1
F dt      dt  C
 a
2
1 t 1

F   yt 2 dt    dt   C
x y

1 1
x
y
F   t1 C
y

t1
 y y
F        y  1  C
x 1
y
F    y  y 1  C
x
y
F    C 1
x
y
F C  general solution
x

Example 8. So l ve the general solution of


cos y  1
dx   sin y ln 5x  15   dy  0
x 3  y
cos y 1
Solution : M  and N   sin y ln 5x  15 
x 3 y
M  sin y N  5   sin y
 and   sin y  0 
y x3 x  5x  5  x 3
M N  sin y
sin ce   , the equation is exact.
y x x3

Method 1.
cos y
1) Fx  M 
x 3
dx
2)  Fx  cos y 
x 3
F  cos y ln x  3  f  y 
F
3)   sin y ln x  3  f '  y 
y
F 1
4) N  ;  sin y ln 5x  15    sin y ln x  3  f '  y 
y y
1
f '  y     sin y  ln 5
y
dy
5)  f '  y     ln 5 sin ydy
y
f  y   ln y  ln 5cos y
6) F  cos y ln x  3  ln y  ln 5cos y  C
F  cos y  ln x  3  ln 5   ln y  C
F  cos y ln 5 x  3  ln y  C
F  cos y ln 5x  15  ln y  C  general solution
Method 2.
1
1) Fy  N   sin y ln 5x  15 
y
dy
2)  Fy   ln 5x  15  sin ydy  
y
F  cos y ln 5x  15  ln y  f  x 
F 5 cos y '
3)  cos y  f ' x   f x
x 5x  15 x 3
F cos y cos y '
4) M  ;   f x
x x  3 x  3
f ' x  0
5) f  x   0 sin ce f '  x   0
6) F  cos y ln 5x  15  ln y  C  general solution

Method 3.
U sin g the formula
F   M  t, y  dt   N  a, t  dt  C
x y

a b

M N sin y
 
y x x 3
if x  0 and y  0
M N sin 0
  0
y x 03
then a  0 and b  0
x cos y y 1
F dt     sin t ln 5a  15   dt  C
0 t 3 0
 t
x cos y y 1
F dt     sin t ln15   dt  C
0 t 3 0
 t
x
F  cos y ln t  3 0  ln15cos t  ln t 0  C
y

F  cos y  ln x  3  ln 0  3    ln15cos y  ln y    ln15cos 0  ln 0   C


F  cos y  ln x  3  ln 3  ln15cos y  ln y  ln15  C
F  cos y  ln x  3  ln 3  cos y  ln 3  ln15   ln y  C  ln15
F  cos y ln x  3  ln 3cos y  ln 3cos y  ln 5cos y  ln y  C
F  cos y ln x  3  ln 5cos y  ln y  C
F  cos y ln 5x  15  ln y  C  general solution
Example 9. Solve the general solution of
e x  dy  2xydx   3x 2dx
2

Solution :
Combining the coefficients of dx

 2xye x2

 3x 2 dx  e x dy  0
2

M  2xye x  3x 2 and N  e x
2 2

M N
 2xe x and  2xe x
2 2

y x
M N
 ; the equation is exact.
y x

Method 2.
1) Fy  N  e x
2

2)  Fy  e x  dy
2

F  ex y  f  x 
2

F
 2xye x  f '  x 
2
3)
x
F
4) M  ; 2xye x  3x 2  2xye x  f '  x 
2 2

x
f '  x   3x 2
5)  f '  x   3 x 2 dx
f  x   x3
6) F  ye x  x 3  C general solution
2

Example 10. Solve the general solution of


y  y2 
dy   2  x  dx  0
x  2x 
2
y y
Solution : M   2  x and N 
2x x
M 2y y
 2  2
y 2x x
N y
 2
x x
Method 3.
U sin g the formula
F   M  t, y  dt   N  a, t  dt  C
x y

a b

if x  0 and y  0
M N 0
   ; undefined
y x 0
if x  1 and y  1
M N 1
    1
y x 1
then a  1 and b  1
x y2  y t
F     2  t  dt   dt  C
1
 2t  1 a

x y 2 t 2  y
F     t  dt   tdt  C
1
 2  1

x y
y2 t 2 t2
F   C
t 21 2 1
2 2
y x y 1 y2 1
2
F      C
2x 2 2 2 2 2
2 2
y x
F  C
2x 2
F  y 2  x 3  Cx  general solution

INTEGRATING FACTOR

If the differential equation


M  x, y  dx  N  x, y  dy  0
is not exact, it can always be transformed to exact equation by multiplying it by an exp resion
I  x, y  . The exp ression I  x, y  that makes the equation exact is called "int egrating factor ".
The equation
I  x, y  M  x, y  dx  I  x, y  N  x, y  dy  0
is exact.
An int egrating factor of a non  exact differential equation is an exp ression such that the
equation becomes exact if it is multiplied by that factor.
Example 1. Show that the equation is not exact and that the given I  x, y  is an int egrating factor.
2ydx  xdy  0 I  x, y   x
Solution : M  2y and N  x
M N
 2 and 1
y x
M N
sin ce  , then the equation is not exact. Multiplying the given equation by I  x, y 
y x
2xydx  x 2 dy  0
this time M  2xy and N  x 2
M N
 2x and  2x
y x
M N
  2x because of x, therefore I  x, y   x is an int egrating factor of the given
y x
non  exact equation.

Example 2. Show that the equation is not exact and that the given I  x, y  is an int egrating factor.
1
ydx  x ln xdy  0 I  x, y  
x
Solution : M  y and N  x ln x
M N
 1 and  1  ln x
y x
M N
sin ce  ; then the equation is not exact. U sin g the given I  x, y  , then
y x
y x ln x
dx  dy  0
x x
y x ln x
this time M  and N   ln x
x x
M 1 N 1
 and 
y x x x
M N 1 1
  , therefore I  x, y   is the int egrating factor of the given non exact
y x x x
equation.

1
Example 3. Deter min e whether  is an int egrating factor for
xy
ydx  xdy  0
1
Solution : Multiplying the given differential equation by  yields
xy
y x

dx  dy  0
xy xy
dx dy
or   0
x y
1 1
M   and N 
x y
M N
 0 and 0
y x
M N 1
sin ce   0, then the given exp ression I  x, y    is an int egrating factor for
y x xy
the given non exact differential equation.

Determination of Integrating Factor

1  M N 
1) If     f  x  , a function of x alone, then the int egrating factor is :
N  y x 

I  e
f  x dx

1  M N 
2) If     g  y  , a function of y alone, then the int egrating factor is :
M  y x 

Ie 
 g  y dy

Example 1. Solve the int egrating factor of


y 2
 y  dx  xdy  0
Solution : M  y 2  y and N  x
M N
 2y  1 and 1
y x
M N
  2y  1  1  2y  2  2  y  1
y x
1  M N  2  y  1
   not a function of x alone
N  y x  x
1  M N  2  y  1 2  y  1
    function of y alone
M  y x  y 2  y y  y  1
therefore, the int egrating factor is :
2
  y dy
Ie 
 g  y dy 2
e  e 2ln y  eln y
1
I  y 2 
y2

Example 2. Solve the int egrating factor of


 4xy  3y 2
 x  dx  x  x  2y  dy  0
Solution : M  4xy  3y 2  x and N  x  x  2y   2x 2  2xy
M N
 4x  6y and  2x  2y
y x
M N
  4x  6y  2x  2y  2x  4y  2  x  2y 
y x
1  M N  2  x  2y  2
    function of x alone
N  y x  x  x  2y  x
therefore, the int egrating factor
2
I  e  e  x  e 2ln x
f  x dx dx

I  x2

Example 3. Solve the int egrating factor of


ydx  xdy  xy 2 dx  0
Solution : Combining the coefficients of dx gives
 y  xy  dx  xdy  0
2

M  y  xy 2 and N   x
M N
 1  2xy and  1
y x
M N
  1  2xy  1  2  2xy  2 1  xy 
y x
1  M N  2 1  2xy  2 1  2xy  2
     function of y alone
N  y x  y  xy 2 y 1  2xy  y
therefore, the int egrating factor is
2
  dy
Ie 
 g  y dy
 e y  e 2ln y
1
I  y 2 
y2
The following examples will illustrate how to solve the general solution of a non  exact
differential equation u sin g int egrating factor.

Example 1. Show that the equation is not exact; find an int egrating factor and then the general
solution of  x  y  dx  dy  0
Solution : M  x  y and N  1
M N
 1 and 0
y x
M N
the equation is not exact sin ce  .
y x
For the int egrating factor
M N
  1 0  1
y x
1  M N  1
    1
N  y x  1
then,

I  e  e
f  x  dx dx
 e x int egrating factor
multiply the equation by I  e x
e x  x  y  dx  e x dy  0
this time, M  e x  x  y  and N  e x
M N
 e x and  ex
y x
M N
  e x , the equation is now exact.
y x
U sin g Method 2.
1) Fy  N  e x
2)  Fy  e x  dy
F  ex y  f  x 
F
3)  ye x  f '  x 
x
F
4) M  ; e x  x  y   ye x  f '  x  ; xe x  ye x  ye x  f '  x  ;
x
f '  x   xe x
5)  f '  x  dx   xe x dx; f  x   xe x  x (int egration by parts)
6) F  ye x  xe x  e x  C  general solution
Example 2. Show that the equation is not exact; find an integrating factor and then the general
solution of  y + xy 2  dx  xdy  0.
2

Solution : M  y  xy 2 and N   x
M N
 1  2xy and  1
y x
M N
The equation is not exact sin ce  .
y x
Solving for the int egrating factor.
M N
  1  2xy   1  2  2xy  2 1  xy 
y x
1  M N  2 1  xy  2
    ; function of y alone
M  y x  y 1  xy  y
the int egrating factor is
2
  dy
Ie 
 g  y dy 1
 e y  e 2ln y  y 2  2
y
1
multiplying the given non exact equation by I  gives
y2
 1   x 
 2   y  xy  dx   2  dy  0
2

y  y 
 1 
this time M   2   y  xy 2  and N   2
x
y  y
M 1 N 1
  2 and  2
y y x y
M N
the equation is now exact sin ce  .
y x
U sin g Method 1.
1
1) Fx  M   x
y
1
2)  Fx   dx   xdx
y
x x2
F   f  y
y 2
F x
3)   2  f '  y
y y
F x x
4) N  ;   2   2  f '  y 
y y y
f '  y  0
5) f  y   0 simce f '  y   0
x x2
6) F   C  general solution
y 2

Example 3. Show that the equation is not exact; find an int egrating factor and then the general
solution of y  x  y  1 dx  x  x  3y  2  dy  0.
Solution : M  xy  y 2  y and N  x 2  3xy  2x
M N
 x  2y  1 and  2x  3y  2
y x
M N
the equation is not exact sin ce  .
y x
Solving for the int egrating factor,
M N
  x  2y  1   2x  3y  2     x  y  1
y x
1  M N    x  y  1 1
     function of y alone
M  y x  y  x  y  1 y
then,
 1
     dy
Ie 
 g  y  dy
 e  y   eln y  y
multiplying the given non exact equation by I  y gives,
y 2  x  y  1 dx  xy  x  3y  2  dy  0
this time M  xy 2  y3  y 2 and N  x 2 y  3xy 2  2xy
M N
 2xy  3y 2  2y and  2xy  3y 2  2y
y x
the equation is now exact.
U sin g Method 1.
1) Fx  M  xy 2  y3  y 2
2)  Fx  y 2  xdx  y3  dx  y 2  dx
y2 x 2
F  xy3  xy 2  f  y 
2
F
3)  x 2 y  3xy 2  2xy  f '  y 
y
F
4) N  ; x 2 y  3xy 2  2xy  x 2 y  3xy 2  2xy  f '  y 
y
f '  y  0
5) f  y   0 sin ce f '  y   0
6) F  x 2 y 2  2xy3  2xy 2  C  general solution
LINEAR DIFFERENTIAL EQUATION

Definition :
Linear Differential Equation is one in which the dependent var iable and its derivatives
appear to the first deg ree only and the coefficients are either a cons tan t or function only of the
independent var iable.

The differential equation

dy
 yP  x   Q  x 
dx

is a linear first order differential equation sin ce only y and its derivative appear int o the equation
and they are only to the first power. As indicated in the equation above, P and Q are functions of
x alone.
To solve the general solution of a linear differential equation, the first thing to do is to
reduce the given equation in the form

dy
 yP  x   Q  x 
dx

which is the general form of a first order differential equation linear in y,


or in the form

dx
 xG  y   H  y 
dy

which is the general form of a first order differential equation linear in x.

General Solution of a Linear Differential Equation

ye    Q  x  e
dy P  x dx P  x dx
1)  yP  x   Q  x  dx  C
dx

xe    H  y  e
dx G  y  dy G  y  dy
2)  xG  y   H  y  dy  C
dy
Example 1. Solve the general solution of a given linear differential equation.
dy y
  x3  3
dx x
Solution :
dy y
  x3  3 linear in y
dx x
1
P  and Q  x 3  3
x
therefore the general solution is

ye    Qe 
P  x dx P  x dx
dx  C
dx dx
x x
ye    x 3  3 e dx  C
yeln x    x 3  3 eln x dx  C
yx    x 3  3 xdx  C

xy    x 4  3x  dx  C
x 5 3x 2
xy   C
5 2
10xy  2x 5  15x 2  C  general solution

Example 2. Solve the general solution of a given linear differential equation


dx 3x
  2y
dy y
Solution :
dx 3x
  2y linear in x
dy y
3
G  and H  2y
y
therefore the general solution is,

xe    He 
G  y dy G  y dy
dy  C
the general solution is,
3dy 3dy
 
xe y
  2ye y
dy  C
xe3ln y   2ye3ln y dy  C

xy3   2y  y3  dy  C

xy3   2y 4 dy  C
2y5
xy3 
C
5
5xy3  2y5  C  general solution

Example 3. Solve the general solution of a given linear differential equation


dy 2y
  x 1
dx x
Solution :
dy 2y
  x 1 linear in y
dx x
2
P and Q  x  1
x
the general solution is,

ye    Qe 
P  x dx P  x dx
dx  C
2dx 2dx
ye  x
   x  1 e  x
dx  C

ye 2ln x    x  1 e 2ln x dx  C
yx 2    x  1 x 2dx  C
y 1 
    x 2  dx  C
x 
2
x
y 1
2
 ln x   C
x x
y  x ln x  x  C
2
 general solution

Example 4. Solve the general solution of a given linear differential solution.


dy
x  y  x 3  3x 2  2x
dx
Solution :
Re ducing the given equation int o linear form gives,
dy y
  x 2  3x  2
dx x
dy y
or   x 2  3x  2 linear in y
dx x
1
P  x    and Q  x   x 2  3x  2
x
the general solution is,

ye    Qe 
P  x dx P  x dx
dx  C
PHYSICAL APPLICATION OF FIRST ORDER
FIRST DEGREE DIFFERENTIAL EQUATIONS

Radioactive Decay

It has been found experimentally that radioactive substance decompose at a rate propor -
tional to the quantity of substance present.
If we let Q(t) represent the quantity of substance at time t, then the statement above may
be exp ressed mathematically by the differential equation

dQ
 kQ
dt

where k is the cons tan t of proportionality. Re arranging the equation gives

dQ
 kdt
Q

int egrating both sides of the equation

dQ
 Q 
 kdt

ln Q  kt  C  working equation

Example 1. Radium decomposes at a rate proportional to the amount present. If of 100 grams set
aside now there will be left 96 grams ten years hence. Find how much will be left after 20 years.
What is the half  life of the radium ?
Solution :
Q  100 when t0
Q  96 when t  10
Q? when t  20
Q  50 when t ?
U sin g the working equation
ln Q  kt  C
when Q  100, t  0
ln100  k(0)  C; C  ln100
when Q  96, t  10
ln 96  k(10)  ln100
ln 96  ln100  10k
96
ln  10k
100
1 96
k  ln  0.00408
10 100
a) Q  ? when t  20
ln Q  (0.00408)(20)  ln100
ln Q  4.524
Q  ln 1 (4.524)  92.16 grams
b) Q  50 when t  ?
ln 50  (0.00408)(t)  ln100
ln 50  ln100  0.00408 t
50
ln  0.00408 t
100
50
ln
t 100  169.89 years
0.00408

Example 2. If 5% of the radioactive subs tan ce decompose in 5 years, what percentage will be
present at the end of 500 years ? 1000 years ?
Solution :
Q  Q0 when t0
Q  0.95Q0 when t  50
Q  xQ 0 when t  500
Q  xQ 0 when t  1000
when Q  Q0 , t  0
ln Q0  k (0)  C; C  ln Q 0
when Q  0.95Q0 , t  50
ln 0.95Q0  k(50)  ln Q0
ln 0.95Q0  ln Q0  50k
ln 0.95  50k
ln 0.95
k  1.03 x 103
50
a) Q  xQ0 when t  500
ln xQ0  (1.03 x 103 )(500)  ln Q 0
ln xQ0  ln Q0  0.515
xQ0
ln  0.515
Q0
ln x  0.515
x  ln 1 (0.515)  0.5975 or 59.75%
b) Q  xQ0 when t  1000
ln xQ 0  (1.03 x 103 )(1000)  ln Q 0
ln xQ 0  ln Q0  1.03
xQ0
ln  1.03
Q0
ln x  1.03
x  ln 1 (1.03)  0.3570 or 35.70%

Example 3. If the half  life of a radioactive subs tan ce is 1800 years, what percentage is present
at the end of 100 years ? In how many years does only 10% of the subs tan ce remain ?
Solution :
Q  0.5Q0 when t  1800
Q  Q0 when t0
Q  xQ 0 when t  100
Q  0.10Q 0 when t ?
when Q  Q 0 , t  0
ln Q0  k(0)  C; C  ln Q 0
when Q  0.5Q0 , t  1800
ln 0.5Q0  k(1800)  ln Q 0
ln 05Q0  ln Q0  1800k
0.5Q0
ln  1800k
Q0
ln 0.5
k  3.85 x 104
1800
a) Q  xQ0 , t  100
ln xQ 0  (3.85 x 104 )(100)  ln Q 0
ln xQ 0  ln Q0  0.0385
xQ0
ln  0.0385
Q0
ln x  0.0385
x  ln 1 (0.0385)  0.9622 or 96.22%
b) Q  0.10Q 0 , t  ?
ln 0.10Q 0  (3.85 x 104 )(t)  ln Q0
ln 0.10Q 0  ln Q0  (3.85 x 104 ) t
0.10Q0
ln  3.85 x 104 t
Q0
ln 0.10
t  5980.74 years
3.85 x 104
Example 4. A certain radioactive subs tan ce has a half  life of 38 hrs. Find how long it will take
for 90% of the radioactivity to be dissipated.
Solution :
Q  Q0 when t0
Q  0.5Q0 when t  38
Q  0.10Q 0 when t ?
when Q  Q 0 , t  0
ln Q0  k(0)  C; C  ln Q 0
when Q  0.5Q0 , t  38
ln 0.5Q0  k(38)  ln Q 0
ln 0.5Q0  ln Q0  38k
0.5Q0
ln  38k
Q0
ln 0.5
k  0.01824
38
therefore, when Q  0.10Q0 ; t  ?
ln 0.10Q 0  (0.01824)(t)  ln Q0
ln 0.10Q 0  ln Q0  0.01824 t
0.10Q0
ln  0.01824 t
Q0
ln 0.10
t  126.24 hrs.
0.01824

Population Growth

Example 1. A bacterial population P is known to have a rate of growth proportional to P itself .


If between noon and 2 pm, the population tripples, at what time, no control being exerted,
should P becomes 100 times it was at noon ?
Solution :
Po  initial population
P  population at any time t
dP
 rate of increase
dt
sin ce rate of increase is proportional to P itself then,
dP
 kP
dt
dP
 kdt
P
int egrating both sides of the equation gives,
dP
 P  k  dt
ln P  kt  C  working equation
when P  P0 , t  0
ln P0  k(0)  C; C  ln P0
when P  3P0 , t  2
ln 3P0  k(2)  ln P0
ln 3P0  ln P0  2k
3P0
ln  2k
P0
ln 3
k  0.5493
2
when P  100P0 , t  ?
ln100P0  (0.5493)(t)  ln P0
ln100P0  ln P0  0.5493 t
100P0
ln  0.5493 t
P0
ln100
t  8.38 pm
0.5493

Example 2. If the population of the city doubled in the past 25 years and the present population
is 100000, when will the city have a population of 500000?
Solution :
P  50000 when t0
P  100000 when t  25
P  500000 when t ?
Solution :
when P  50000, t  0
ln 50000  k(0)  C; C  ln 50000
when P  100000, t  25
ln100000  k(25)  ln 50000
ln100000  ln 50000  25k
100000
ln  25k
50000
ln 2
k  0.02773
25
therefore; when P  500000, t  ?
ln 500000  (0.02773)(t)  ln 50000
ln 500000  ln 50000  0.02773 t
500000
ln  0.02773 t
50000
ln10
t  83 years
0.02773
then
t  83  25  58 years from now

Example 3. Express the following proposition as a differential equation : The population of the
city increases at a rate which is proportional to the current population and the difference bet.
200000 and the current population.
Solution :
P0  initial population
P  population at any time t
dP
 rate of increase
dt
the rate of increase is jo int ly proportional to both P and (200000  P), then
dP
 kP(200000  P)  differential equation
dt
where k is the cons tan t of proportionality

Example 4. The initial population of the city is 100000 and after 20 years, the population is
50000. What will be the population after 35 years, following the rate of increase given in ex. 3.
Solution :
from ex. 3,
dP
 kP(200000  P)
dt
dP
 kdt
P(200000  P)
int egrating both sides of the equation gives,
dP
 P(200000  P)  k  dt
1 A B
 
P(200000  P) P 200000  P
1  A(200000  P)  BP
solving for A and B,
1
AB
200000
therefore;
dP dP
 200000P   200000(200000  P)  k  dt
1 1
ln P  ln(200000  P)  kt  C
200000 200000
1 P
ln  kt  C  working equation
200000 200000  P
when P  10000, t  0
1 10000
ln  k(0)  C
200000 200000  10000
1
ln 0.0526  C
200000
C  1.4722 x 105
when P  50000, t  20
1 50000
ln  k(20)  1.4722 x 105
200000 200000  50000
1
ln 0.3333  20k  1.4722 x 105
200000
5.493 x 106  1.4722 x 105  20k
k  4.6144 x 107
when t  35, P  ?
1 P
ln  4.6144 x 107 (35)  1.4722 x 105
200000 200000  P
P
ln  200000[4.6144 x 107 (35)  1.4722 x 105 ]
200000  P
P
ln  0.28568
200000  P
P  114190 after 35 years
Newton’s Law of Cooling

Experiments has shown that under certain conditions, a good approximation to the tempe -
rature of an object can be obtained by using Newton's Law of Cooling.
Newton 's Law of Cooling stated that "the temperature of the body changes at a rate that
is proportional to the difference in temperature between the outside medium and the body itself ".
We shall assume that the cons tan t of proportionality is the same whether the temperature
is increa sin g or decrea sin g.
Expres sin g the above statement int o mathematical equation give,
dTb
 k  Tb  Tm 
dt
where :
Tb  temperature of the body
Tm  temperature of the outside medium
re  arranging the equation and int egrating gives,
dTb
 kdt
 Tb  Tm 
ln  Tb  Tm   kt  C  working equation

Example 1. A thermometer reading 18 o C is brought int o a room where the temperature is 70 o C;


1 min ute later the thermometer reading is 31 o C. Find the temperature reading 5 min s. after the
thermometer is first brought int o the room.
Solution :
Tb  18 when t  0; Tm  70
Tb  31 when t 1
Tb  ? when t 5
when Tb  18, t  0, Tm  70
ln  Tb  Tm   kt  C
ln 18  70   k(0)  C; C  ln(52)
when Tb  31, t  1, Tm  70
ln  31  70   k(1)  ln(52)
ln(39)  k  ln(52)
ln(39)  ln(52)  k
39
k  ln  0.2877
52
when Tb  ?, t  5, Tm  70
ln  Tb  70   (0.2877)(5)  ln(52)
 39 
5

ln  Tb  70   ln    52 
 52 
 39 
5

Tb  70     52 
 52 
Tb  12.34  70
Tb  57.66 C

Example 2. A pie ois removed from a 350 C oven and placed in the kitchen with 70 C
sorrounding temperature. In half an hour, the pie has a temperature of 150 C. How soon
will it be at 100 C and thus ready to eat ?
Solution :
Tb  350 when t  0; Tm  70
Tb  150 when t  30
Tb  100 when t ?
when Tb  350, t  0, Tm  70
ln  Tb  Tm   kt  C
ln  350  70   k(0)  C; C  ln 280
when Tb  150, t  30, Tm  70
ln 150  70   k(30)  ln 280
ln 80  30k  ln 280
ln 80  ln 280  30k
80
ln  30k
280
80
ln
k  280  0.04176
30
when Tb  100, t  ?, Tm  70
ln 100  70    0.04176  t  ln 280
ln 30  ln 280  0.04176t
30
ln  0.04176t
280
2.2336
t  53.49 min
0.04176
Example 3. At 9 : 00 AM, a thermometer reading 70 C is taken outdoor where the temperature
is 15 C. At 9 : 05 AM, the thermometer reading is 45 C. At 9 :10 AM, the thermometer is taken
indoors where the temperature is fixed at 70 C. Find the reading at 9 : 20 AM.
Solution :
outside  Tm  15  inside  Tm  70 
Tb  70, t  0 Tb1  ?, t  0
Tb  45, t  5 Tb2  ?, t  10
Tb1  ?, t  10 ref . time : 9 :10 AM
OUTSIDE
when Tb  70, t  0
ln  70  15   k(0)  C; C  ln 55
when Tb  45, t  5
ln  45  15   5k  ln 55
ln 30  ln 55  5k
30
ln  5k
55
30
ln
k  55
5
when Tb1  ?, t  10
30
ln
ln  Tb1  15   10 55  ln 55
5
2
 30 
ln  Tb1  15   ln    55 
 55 
2
 30 
Tb1  15     55 
 55 
Tb1  31.36 C  reading at 9 :10 AM
INSIDE (ref . time is 9 :10 AM)
when Tb1  31.36, t  0
ln  31.36  70   k(0)  C
ln  38.64   C
when Tb2  ?, t  10
30
ln
ln  Tb2  70   10 55  ln  36.84 
5
2
 30 
ln  Tb2  70   ln    36.84 
 55 
2
 30 
Tb2  70     36.84 
 55 
Tb2  58.5 C  reading at 9 : 20 AM

Example 4. If the temperature of the air is 300 K and the subs tan ce cools from 370 K to 340 K
in 15 min utes, find whe the temperature will be 310 K.
Solution :
Tb  370 when t  0; Tm  300
Tb  340 when t  15
Tb  310 when t ?
when Tb  370, t  0
ln  370  300   k(0)  C; C  ln 70
when Tb  340, t  15
ln  340  300   15k  ln 70
ln 40  ln 70  15k
40
ln
k  70  0.0373
15
when Tb  310, t  ?
ln  310  300   0.0373t  ln 70
ln10  ln 70  0.0373t
10
ln  0.0373t
70
10
ln
t 70
0.0373
t  52.15 min utes
Mixture Problems

Suppose that at time t = 0, a quantity Q 0 of a subs tan ce is present in a container. Assume


that at time t  0, a fluid containing a concentration C of a subs tan ce is allowed to enter the
container at a cons tan t rate  and that the mixture is kept at a uniform concentration throughout
by a mixing device. Also assume that at t  0, the mixture in the container with concentration C
is allowed to escape at a cons tan t rate .
The problem is to det er min e the amt. Q of the subs tan ce in the container at any time t.
dQ
The rate of change of the amount of the subs tan ce in the container equals the rate at
dt
which a fluid enters the container times the concentration of the subs tan ce in the entering fluid
min us the rate at which a fluid leaves the container times the concentration of the subs tan ce in
the container.

entering leaving
  rate   rate
C  concentration C  concentration

dQ
 entering  leaving
dt
dQ
  C    C  working equation
dt

Example 1. Pure water is poured at the rate of 3 gal / min int o a tan k containing 300 kg of salt
dissolved in 100 gallons of water and the solution, kept well stirred, pours out at 2 gal / min . Find
the amount of salt at the end of 100 min utes.
Given :

Re quired : Q when t  100 min


Solution :
rate of filling  3  2  1 gpm
number of gal l ons added at any time t
 1 gpm  t   t gallons
volume at any time t
 100  t
then, the concentration of the subs tan ce in the container at any time t is,
Q
C 
100  t
U sin g the derived equation gives,
dQ Q
 C   C  3(0)  2
dt 100  t
dQ Q
 2
dt 100  t
dQ 2Q
 0
dt 100  t
separating the var iables,
dQ 2dt
 0
Q 100  t
int egrating term by term,
dQ dt
 Q
 2
100  t
0

ln Q  2 ln 100  t   C
ln Q 100  t   C
2

Q 100  t   C
2

when t  0, Q  300
300 100  0   C; C  300 100 
2 2

therefore,
Q 100  100   300 100 
2 2

300 100 
2

Q  75 kg of salt
 200 
2

Example 2. A tan k initially holds 100 gallons of brine solution containing 1 kg of salt. At t  0,
another brine solution containing 1 kg of salt per gallon is poured int o the tan k at the rate of
3 gpm, while the well stirred mixture leaves the tan k at the same rate.
Find the time at which the mixture contains 2 kg of salt.
Given :
Re quired : t when Q  2 kg
Solution :
Q
C 
100
dQ Q
 (3)(1)  3
dt 100
dQ Q
 33
dt 100
dQ Q
3 3  linear differential equation
dt 100
3 3
 100 dt  100 dt
Qe   3e dt  C
3 3
t t
Qe 100
  3e 100
dt  C
3 3
t t
Qe100  100e100  C
3
 t
Q  100  Ce 100

when t  0, Q  1
1  100  C; C  99
therefore,
3
 t
2  100  99e 100

3
 t 98
e 100

99
3 98
 t  ln
100 99
t  0.338 min

Example 3. A tan k contains 80 gallons of pure water. A brine solution with 2 kg / gal of salt
enters at 2 gpm, and the well stirred mixture leaves at the same rate.
Find the time at which the brine leaving will contain 1 kg / gal of salt.
Given :
Re quired : t so that C  1 kg / gal
Solution :
dQ Q Q
 (2)(2)  2  4 
dt 80 40
dQ Q
 4  linear
dt 40
dt dt
 40  40
Qe   4e dt  C
t t
Qe 40   4e 40  C
t t
Qe 40
 160e  C
40

t

Q  160  Ce 40

when t  0, Q  0
0  160  C; C  160
therefore,
t

Q  160  160e 40

Q
when C  1  ; Q  80
80
t

80  160  160e 40

t

e 40
 0.5
t
  ln(0.5)
40
t  27.73 min
Motion in a Straight Line

In this topic, we use the notation t, s, v, a, m, and F for time, dis tan ce, velocity, accele 
ration, mass, and force respectively. From calculus, we have

ds dv dv
v and a v
dt dt ds

If a particle of mass m moves in a straight line under the inf luence of one or more forces
having resul tan t F, then, in accordance with Newton 's law of motion, we have
d
F   mv 
dt
assu min g that m is cons tan t, then
dv a  W  dv
Fm  ma  W   
dt g  g  dt
where :
g  9.8 m / s 2  98 cm / s 2  32.2 ft / s 2

Example 1. A boat with its load weighs 322 lbs. If the force exerted upon the boat by the motor
in the direction of the motion is equivalent to a cons tan t force of 15 lbs, if the resis tan ce (in lb)
to motion is equal numerically to twice the speed (in ft / s), that is, 2v lb and if the boat starts from
rest, find the speed after 10 sec onds.
Solution :
 W  dv
F 
 g  dt
 322  dv
15  2v   
 32.2  dt
dv
15  2v  10
dt
15  2v  dt  10dv
10dv 5dv
dt  
15  2v 7.5  v
int egrating
dv
 dt  5 7.5  v
t  5ln  7.5  v   C
when t  0, v  0
0  5ln  7.5  0   C
C  5ln  7.5 
therefore,
10  5ln  7.5  v   5ln  7.5 
10  5ln  7.5   5ln  7.5  v 
0.0745  5ln  7.5  v 
0.0745
ln  7.5  v  
5
0.0745
7.5  v  e 5

0.0745
v  7.5  e 5

v  6.48 ft / s

Example 2. An iceboat with load weighs 322 lbs. It is propelled by a force of 2  v o  v  lb when
moving at the rate of v ft / s in a v o ft / s tail wind. There is a cons tan t resis tan ce to motion of
10 lbs. (a) Find the speed v at time t sec from rest in a 40 ft / s wind. (b) Find its speed after 10 s
from rest.
Solution :
 W  dv
(a) F 
 g  dt
 322  dv
2  v o  v   10   
 32.2  dt
dv
 vo  v   5  5
dt
5dv
dt 
vo  v  5
int egrating
5dv
 dt   v o  v5

t  5ln  v o  v  5   C
when t  0, v  0 and v o  40
0  5ln  40  0  5   C
C  5ln 35
therefore,
t  5ln  40  v  5   5ln 35
t  5ln  35  v   5ln 35
5ln 35  t  5ln  35  v 
t
ln  35  v   ln 35 
5
t
ln 35
35  v  e 5

t
ln 35
v  35  e 5

(b) when t  10
10
ln 35
v  35  e 5

v  35  eln 35 2
v  30.26 ft / s

Example 3. A boat is being towed at the rate of 20 kph. At the ins tan t (t  0) that the towing
line is cast off , a man in the boat begins to row in the direction of motion exerting a force of
90 N. If the combined mass of the man and the boat is 225 kg and the resis tan ce is equal to
26.25v, find the speed of the boat after 1/ 2 min ute.[Ans. 3.5 m / s]
Other Rate Problems

Example 1. The rate of change of air pressure with altitude (distance above the earth) is propor -
tional to the air pressure. If the air pressure on the ground is 101 KPa and if at an altitude of
3050 m it is 70 KPa, find the air pressure at an altitude of 4575 m.
Solution :
h0 P  101 KPa
h  3050 P  70 KPa
h  4575 P?
dP
 kP
dh
dP
 kdh
P
int egrating
dP
 P   kdh
ln P  kh  C  working equation
when h  0, P  101
ln101  k(0)  C; C  ln101
when h  3050, P  70
ln 70  3050k  ln101
ln 70  ln101  3050k
70
ln
k  101  1.2 x 104
3050
when h  4575
ln P   1.2 x 104   4575   ln101
ln P  4.065
P  e 4.065
P  58.28 Kpa

Example 2. Water leaks from a cylinder through a small orifice in its base at a rate proportional
to the square root of the volume remaining at any time. If the cylinder contains 64 gallons ini 
tially and 15 gallons leaks out the first day, when will 25 gallons remain ? How much will remain
at the end of four days ?
Solution :
v  64 when t0
v  49 when t 1
t ? when v  25
t4 when v?
water leaks at the rate proportional to the square root of the volume remaining at any
time, then
dv
k v
dt
separating the var iables and int egrating,
dv
 kdt
v
1

v 2
dv   kdt
1
2v 2  kt  C
2 v  kt  C  working equation
when t  0, v  64
2 64  k(0)  C; C  16
when t  1, v  64  15  49
2 49  k(1)  16
k  2(7)  16  2
when t  ?, v  25
2 25  2t  16
2t  16  2(5)
t  3 days
when t  4, v  ?
2 v  2(4)  16
2 v 8
v  16 gallons

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