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10/07/2019

Differential Equations
A Differential Equation is an equation with a function and one or more of its derivatives :

Example: an equation with the function y and its


derivative dydx

2 TYPES OF DIFFERENTIAL EQUATIONS

1. (ODE) Ordinary Differential Equations


It is a differential equation containing an unknown function of one real and complex
variable x, its derivatives and some given functions of x. The unknown given function is
generally represented by a variable (often denoted by y), which therefore, depends on x. Thus,
x is often called the independent variable of the equation.
𝑑2 𝑦 𝑑𝑦
a. + 3 𝑑𝑥 + 2𝑦 = 0 (Leibniz notation)
𝑑𝑥 2
,, ,
b. 𝑦 − 𝑥𝑦 + 𝑦 = 3 (Lagrange or Prime notation)
c. 5𝑦̇ ,, − 3(𝑦̇ )7 𝑦 = + (Newton’s notation)
d. (𝐷3 + 𝐷2 − 𝐷)𝑦 = 0 (Euler’s notation/ differential operator)

2. (PDE) Partial Differential Equations


It is a differential equation that contains unknown multi-variable functions and their
partial derivatives. (This is contrast to Ordinary Differential Equations).
The order of an ordinary differential equation is the order of the highest derivative
The degree – power to which the highest order derivative is raised
5th order 𝑑5𝑦 7
( 4) 7th degree
𝑑𝑥
Examples:
𝑑𝑦
− 5𝑥 = 3 1st order, 1st degree, Linear
𝑑𝑥

𝑦 ,, − 5𝑥𝑦 , = 𝑒 𝑥 + 1 2nd order, 1st degree, Linear


𝑑5 𝑦 𝑑𝑦
(𝑑𝑥 4 )7 + 5y(𝑑𝑥 )5 2nd order, 3rd degree, Non-linear
Elimination of Arbitrary Constants
Properties
 The order of differential equation is equal to the number of arbitrary constants in the given
relation.
 The differential equation is consistent with the relation.
 The differential equation is free from arbitrary constants.

Example 1.
𝑥 2 𝑦 = 1 + 𝐶𝑥
Solution:
Separate the Constant:
𝑥 2 𝑦−1
𝐶= 𝑥

Derive both sides:


𝑥2𝑦 − 1
2𝑥𝑦𝑑𝑥 + 𝑥 2 𝑑𝑦 = ( ) 𝑑𝑥
𝑥

2𝑥 2 𝑦𝑑𝑥 + 𝑥 3 𝑑𝑦 = (𝑥 2 𝑦 − 1)𝑑𝑥
2𝑥 2 𝑦𝑑𝑥 − 𝑥 2 𝑦𝑑𝑥 + 𝑑𝑥 + 𝑥 3 𝑑𝑦 = (𝑥 2 𝑦 − 1)𝑑𝑥
Answer: (𝒙𝟐 𝒚 + 𝟏)𝒅𝒙 + 𝒙𝟑 𝒅𝒚
Example 2.

𝑦 = 𝑐1 𝑒 −3𝑥 + 𝑐2 𝑒 2𝑥 (1)
Solution:
𝑦 ′ = −3𝑐1 𝑒 −3𝑥 + 2𝑐2 𝑒 2𝑥 (2)
𝑦 ′′ = 9𝑐1 𝑒 −3𝑥 + 4𝑐2 𝑒 2𝑥 (3)
3(1) + (2) gives us
3𝑦 + 𝑦 ′ = 5𝑐2 𝑒 2𝑥 (4)
3 (2) + (3) gives us
3𝑦 ′ + 𝑦 ′′ = 10𝑐2 𝑒 2𝑥 (5)
2 (4) – (5) gives us
Answer: 𝟔𝐲 − 𝐲 ′ − 𝐲 ′′ = 𝟎
Example 3.
𝑦𝑠𝑖𝑛𝑥 − 𝑥𝑦 2 = 𝑐
Solution:
(𝑦𝑐𝑜𝑠𝑥𝑑𝑥 + 𝑠𝑖𝑛𝑥𝑑𝑦) − (2𝑥𝑦𝑑𝑦 + 𝑦 2 𝑑𝑥) = 0
𝑦𝑐𝑜𝑠𝑥𝑑𝑥 + 𝑠𝑖𝑛𝑥𝑑𝑦 − 2𝑥𝑦𝑑𝑦 − 𝑦 2 𝑑𝑥) = 0
(𝑦𝑐𝑜𝑠𝑥𝑑𝑥 − 𝑦 2 𝑑𝑥) + (𝑠𝑖𝑛𝑥𝑑𝑦 − 2𝑥𝑦𝑑𝑦) = 0
𝑨𝒏𝒔𝒘𝒆𝒓: 𝒚(𝒄𝒐𝒔𝒙 − 𝒚)𝒅𝒙 + (𝒔𝒊𝒏𝒙 − 𝟐𝒙𝒚)𝒅𝒚 = 𝟎

Example 4.
𝑥 3 − 3𝑥 2 𝑦 = 𝑐
3𝑥 2 𝑑𝑥 − 3(2𝑥𝑦𝑑𝑥 + 𝑥 2 𝑑𝑦) = 0
3𝑥 2 𝑑𝑥 − 6𝑥𝑦𝑑𝑥 − 3𝑥 2 𝑑𝑦 = 0
Divide by 3x
𝑥𝑑𝑥 − 2𝑦𝑑𝑥 − 𝑥𝑑𝑦 = 0
Answer: (𝒙 − 𝟐𝒚)𝒅𝒙 − 𝒙𝒅𝒚 = 𝟎

Example 5.
𝑐𝑦 2 = 𝑥 2 + 𝑦
Solution:
Separate the Constant:
2𝑥𝑑𝑥 + 𝑑𝑦
𝐶=
2𝑦𝑑𝑦
2𝑥𝑑𝑥+𝑑𝑦
( ) 𝑦2 = 𝑥2 + 𝑦
2𝑦𝑑𝑦

(2𝑥𝑑𝑥 + 𝑑𝑦)𝑦 = 2(𝑥 2 + 𝑦)𝑑𝑦


2𝑥𝑦𝑑𝑥 + 𝑦𝑑𝑦 = 2𝑥 2 𝑑𝑦 + 2𝑦𝑑𝑦
2𝑥𝑦𝑑𝑥 − 𝑦𝑑𝑦 − 2𝑥 2 𝑑𝑦 = 0
𝑨𝒏𝒔𝒘𝒆𝒓: 𝟐𝒙𝒚𝒅𝒙 − (𝒚 + 𝟐𝒙𝟐 )𝒅𝒚 = 𝟎
VARIABLE SEPARABLE
Standard form: g(y) dy = f(x) dx
HOW TO SOLVE:
1st step: Arrange into the standard form.
𝑑𝑦
= 3𝑥 2 𝑒 −𝑦
𝑑𝑥
𝑒 𝑦 𝑑𝑦 = 3𝑥 2 𝑑𝑥
2nd step: Integrate both sides.

∫ 𝑒 𝑦 𝑑𝑦 = ∫ 3𝑥 2 𝑑𝑥

𝑒 𝑦 = 𝑥 3 + 𝑐 (𝐼𝑚𝑝𝑙𝑖𝑐𝑖𝑡 𝑓𝑜𝑟𝑚)

3rd step: Simplify if possible


ln 𝑒 𝑦 = ln |𝑥 3 ∗ 𝑐| Let ln c = k
𝒚 = 𝒌𝒍𝒏𝒙𝟑 (Explicit form)

Example 1.
𝑑𝑦
(1 − 𝑥) = 𝑦2
𝑑𝑥

Solution:
𝑑𝑦 𝑑𝑥
=
𝑦2 1−𝑥
𝑑𝑥
∫ 𝑦 −2 𝑑𝑦 = ∫ 1−𝑥
1
− = −ln(1 − 𝑥) − 𝑙𝑛𝐶
𝑦
1
= ln(1 − 𝑥) + 𝑙𝑛𝐶
𝑦
1
= ln 𝐶(1 − 𝑥)
𝑦

1 = 𝑦 ln 𝐶(1 − 𝑥)

𝑨𝒏𝒔𝒘𝒆𝒓: 𝒚 𝐥𝐧 𝑪(𝟏 − 𝒙) = 𝟏
Example 2.
𝑠𝑖𝑛𝑥𝑠𝑖𝑛𝑦𝑑𝑥 + 𝑐𝑜𝑠𝑥𝑐𝑜𝑠𝑦𝑑𝑦 = 0
Solution:
𝑠𝑖𝑛𝑥𝑠𝑖𝑛𝑦𝑑𝑥 𝑐𝑜𝑠𝑥𝑐𝑜𝑠𝑦𝑑𝑦
+ =0
𝑠𝑖𝑛𝑦𝑐𝑜𝑠𝑥 𝑠𝑖𝑛𝑦𝑐𝑜𝑠𝑥
𝑠𝑖𝑛𝑥𝑑𝑥 𝑐𝑜𝑠𝑦𝑑𝑦
+ =0
𝑐𝑜𝑠𝑥 𝑠𝑖𝑛𝑦
𝑠𝑖𝑛𝑥𝑑𝑥 𝑐𝑜𝑠𝑦𝑑𝑦
∫ =∫
𝑐𝑜𝑠𝑥 𝑠𝑖𝑛𝑦
− ln(𝑐𝑜𝑠𝑥) + ln(𝑠𝑖𝑛𝑦) = 𝑙𝑛𝐶
𝑠𝑖𝑛𝑦
ln = 𝑙𝑛𝐶
𝑐𝑜𝑠𝑥
𝑠𝑖𝑛𝑦
=𝐶
𝑐𝑜𝑠𝑥

𝑨𝒏𝒔𝒘𝒆𝒓: 𝒔𝒊𝒏𝒚 = 𝑪𝒄𝒐𝒔𝒙

Example 3.
2
𝑥𝑦 3 𝑑𝑥 + 𝑒 𝑥 = 0
Solution:
2
𝑥𝑦 3 𝑑𝑥 𝑒𝑥
2 + 2 = 0
𝑦3𝑒 𝑥 𝑦3𝑒 𝑥
𝑥𝑑𝑥 𝑑𝑦
2 + =0
𝑒𝑥 𝑦3
2
𝑥𝑒 −𝑥 𝑑𝑥 + 𝑦 −3 𝑑𝑦 = 0
1 2
− ∫ 𝑒 −𝑥 (2𝑥𝑑𝑥) + ∫ 𝑦 −3 𝑑𝑦
2
1 2 1 1
− 𝑒 −𝑥 − -𝑦 −2 =− 𝐶
2 2 2

𝟐
𝑨𝒏𝒔𝒘𝒆𝒓: 𝒆−𝒙 + 𝒚−𝟐 = 𝑪
Example 4.
2𝑦𝑑𝑥 = 3𝑥𝑑𝑦
Solution:
𝑑𝑥 𝑑𝑦
2∫ = 3∫
𝑥 𝑦
2𝑙𝑛𝑥 = 3𝑙𝑛𝑦 + 𝑙𝑛𝐶
𝑙𝑛𝑥 2 = 𝑙𝑛𝑦 3 + 𝑙𝑛𝐶
𝑙𝑛𝑥 2 = 𝑙𝑛𝐶𝑦 3

𝑨𝒏𝒔𝒘𝒆𝒓: 𝒙𝟐 = 𝑪𝒚𝟑

Example 5.
𝑑𝑦 𝑦 + 1
=
𝑑𝑥 𝑥 − 1
Solution:
𝑑𝑦 𝑑𝑥
=
𝑦+1 𝑥−1
𝑑𝑦 𝑑𝑥
∫ =∫
𝑦+1 𝑥−1
ln|𝑦 + 1| = ln|𝑥 − 1| + 𝑐
e𝑙𝑛|𝑦+1| = e𝑙𝑛|𝑥−1|∗(𝑐) Let ln c=k

Answer: 𝒚 + 𝟏 = 𝒌(𝒙 − 𝟏) or 𝒚 = 𝒌(𝒙 − 𝟏) − 𝟏


HOMOGENEOUS EQUATIONS
𝑑𝑦
A first order differential equation in standard form 𝑑𝑥 = 𝑓(𝑥, 𝑦) is homogeneous if 𝑓(𝑡𝑥, 𝑡𝑦)
for very real number 𝑡 in some nonempty interval.

SOLUTIONS OF HOMOGENEOUS EQUATIONS


If a differential equation is homogenous of the same degree in x and y, a substitution
𝒅𝒚 𝒅𝒗
𝒚 = 𝒗𝒙; 𝒅𝒚 = 𝒙𝒅𝒗 + 𝒗𝒅𝒙 𝒐𝒓 𝒅𝒙 = 𝒗 + 𝒙 𝒅𝒙 convert it into separable one.

HOW TO SOLVE A HOMOGENEOUS EQUATION:


1. Determine if the equation is homogeneous of the same degree in x and y.
𝑑𝑦 𝑑𝑣
2. Substitute 𝑦 = 𝑣𝑥 and 𝑑𝑦 = 𝑥𝑑𝑣 + 𝑣𝑑𝑥or 𝑑𝑥 = 𝑣 + 𝑥 𝑑𝑥 to make the equation
separable
3. Integrate the new equation following the variable separable method.
𝑦
4. Substitute Again (𝑣 = 𝑥 ) to get the solution in terms of y;
5. Transform the implicit solution to explicit or particular solution if required.

Example 1.
3(3𝑥 2 + 𝑦 2 )𝑑𝑥 − 2𝑥𝑦𝑑𝑦 = 0
Solution:
9𝑥 2 + 3𝑦 2 𝑑𝑦
=
2𝑥𝑦 𝑑𝑥
9𝑥 2 + 3𝑣 2 𝑥 2 𝑑𝑣
= 𝑣 + 𝑥
2𝑥 2 𝑣 𝑑𝑥
9 + 3𝑣 2 𝑑𝑣
−𝑣 =𝑥
2𝑣 𝑑𝑥
9 + 𝑣2 𝑑𝑣
=𝑥
2𝑣 𝑑𝑥
𝑑𝑥 2𝑣
∫ =∫ 𝑑𝑣
𝑥 9 + 𝑣2
𝑙𝑛𝑥 = ln(9 + 𝑣 2 ) + 𝑙𝑛𝐶
𝑥
𝑙𝑛 = 𝑙𝑛𝑐
9 + 𝑣2
𝑥
=𝑐
9 + 𝑣2
𝑨𝒏𝒔𝒘𝒆𝒓: 𝒙𝟑 = 𝑪(𝟗𝒙𝟐 + 𝒚𝟐 )
Example 2.
𝑑𝑦 𝑥 2 +𝑦 2
=
𝑑𝑥 𝑥𝑦
Solution:
𝑥 2 +𝑦 2 𝑑𝑦
=
𝑥𝑦 𝑑𝑥

𝑥 2 + 𝑥 2𝑣2 𝑑𝑣
= 𝑣 + 𝑥
𝑥 2𝑣 𝑑𝑥
1 𝑑𝑣
+𝑣−𝑣 =𝑥
𝑣 𝑑𝑥
1 𝑑𝑣
=𝑥
𝑣 𝑑𝑥
𝑑𝑥
∫ = ∫ 𝑣𝑑𝑣
𝑥
𝑣2
𝑙𝑛𝑥 = +𝐶
2
2
𝑦2
𝑙𝑛𝑥 = 2 + 𝐶
𝑥

𝑨𝒏𝒔𝒘𝒆𝒓: 𝒚𝟐 = 𝒙𝟐 𝒍𝒏𝒙𝟐 − 𝑪𝒙𝟐


Example 3.
𝑥𝑦𝑑𝑥 − (𝑥 2 + 3𝑦 2 )𝑑𝑦 = 0
Solution:
𝑥𝑦𝑑𝑥 = (𝑥 2 + 3𝑦 2 )𝑑𝑦
𝑥𝑦 𝑑𝑦
=
𝑥 2 + 3𝑦 2 𝑑𝑥
𝑥 2𝑣 𝑑𝑣
= 𝑣 + 𝑥
𝑥 2 + 3𝑥 2 𝑣 2 𝑑𝑥
𝑣 𝑑𝑣
− 𝑣 = 𝑥
1 + 3𝑣 2 𝑑𝑥
−3𝑣 3 𝑑𝑣
= 𝑥
1 + 3𝑣 2 𝑑𝑥
𝑑𝑥 1 + 3𝑣 2
∫ =∫ 𝑑𝑣
𝑥 −3𝑣 3
1 3𝑣 2
𝑙𝑛𝑥 = ∫ 𝑑𝑣 + ∫ 𝑑𝑣
−3𝑣 3 −3𝑣 3
1 1
𝑙𝑛𝑥 = − ( ) − 𝑙𝑛𝑣 + 𝐶
3 −2𝑣 2
1
𝑙𝑛𝑥 + 𝑙𝑛𝑣 − = +𝐶
6𝑣 2
1
𝑙𝑛𝑦 − 𝑦2
= +𝐶
6( 2 )
𝑥

𝒚
𝑨𝒏𝒔𝒘𝒆𝒓: 𝒙𝟐 = 𝟔𝒚𝟐 𝒍𝒏
𝑪
Example 4.
(𝑥 − 2𝑦)𝑑𝑥 + (2𝑥 + 𝑦)𝑑𝑦 = 0
Solution:
(𝑥 − 2𝑦)𝑑𝑥 = −(2𝑥 + 𝑦)𝑑𝑦
𝑥 − 2𝑦 𝑑𝑦
=
−(2𝑥 + 𝑦) 𝑑𝑥
𝑥 − 2𝑣𝑥 𝑑𝑣
=𝑣+𝑥
−(2𝑥 + 𝑣𝑥) 𝑑𝑥
𝑥(1 − 2𝑣) 𝑑𝑣
−𝑣 =𝑥
𝑥(−2 − 𝑣) 𝑑𝑥
𝑣2 + 1 𝑑𝑣
=𝑥
−2 − 𝑣 𝑑𝑥
𝑑𝑥 −2 − 𝑣
∫ =∫ 2 𝑑𝑣
𝑥 𝑣 +1
1
𝑙𝑛𝑥 = −2𝑎𝑟𝑐𝑡𝑎𝑛𝑣 − ln(𝑣 2 + 1) + 𝐶
2

𝑙𝑛𝑥 2 + ln(𝑣 2 + 1) + 4𝑎𝑟𝑐𝑡𝑎𝑛𝑣 = 𝐶

2
𝑦2 𝑦
𝑙𝑛𝑥 ( 2 + 1) + 4𝑎𝑟𝑐𝑡𝑎𝑛 = 𝐶
𝑥 𝑥

𝒚
𝑨𝒏𝒔𝒘𝒆𝒓: 𝐥𝐧(𝒙𝟐 + 𝒚𝟐 ) + 𝟒𝒂𝒓𝒄𝒕𝒂𝒏 = 𝑪
𝒙
Example 5.
2(2𝑥 2 + 𝑦 2 )𝑑𝑥 − 𝑥𝑦𝑑𝑦 = 0
Solution:
(4𝑥 2 + 2𝑦 2 )𝑑𝑥 = 𝑥𝑦𝑑𝑦
4𝑥 2 + 2𝑦 2 𝑑𝑦
=
𝑥𝑦 𝑑𝑥
4𝑥 2 + 2𝑣 2 𝑥 2 𝑑𝑣
= 𝑣 + 𝑥
𝑥 2𝑣 𝑑𝑥
2𝑣 2 + 4 𝑑𝑣
−𝑣 =𝑥
𝑣 𝑑𝑥
𝑣2 + 4 𝑑𝑣
=𝑥
𝑣 𝑑𝑥
𝑑𝑥 𝑣
∫ =∫ 2 𝑑𝑣
𝑥 𝑣 +4
1
𝑙𝑛𝑥 = ln(𝑣 2 + 4) + 𝑙𝑛𝐶
2

𝑙𝑛𝑥 2 − ln(𝑣 2 + 4) = 𝑙𝑛𝐶 2


𝑥4
𝑙𝑛 = 𝑙𝑛𝐶 2
4𝑥 2 +𝑦 2

𝑨𝒏𝒔𝒘𝒆𝒓: 𝒙𝟒 = 𝑪𝟐 (𝟒𝒙𝟐 + 𝒚𝟐 )
EXACT EQUATIONS
A differential equation 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 is exact if there exists a function 𝐹(𝑥, 𝑦)
such that 𝑑𝐹(𝑥, 𝑦) = 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦. If 𝑀(𝑥, 𝑦)𝑎𝑛𝑑 𝑁(𝑥, 𝑦) are continuous first
partial derivative on some rectangle of the (𝑥, 𝑦) plane, then the differential equation
𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 is exact if and only if

𝜕𝑀(𝑥, 𝑦) 𝜕𝑁(𝑥, 𝑦)
=
𝜕𝑦 𝜕𝑥

HOW TO SOLVE EXACT EQUATIONS:


2𝑥𝑦𝑑𝑥 + (1 + 𝑥 2 )𝑑𝑦 = 0
1. Test for exactness
𝜕𝑀 𝜕𝑁
2𝑥𝑦 = 2𝑥 (1 + 𝑥 2 ) = 2𝑥
𝜕𝑦 𝜕𝑥
(EXACT!)

2. Integrate M with respect to x and N with respect to y.

∫ 2𝑥𝑦𝑑𝑥 ∫(1 + 𝑥 2 )𝑑𝑦


= 𝑥 2 𝑦 + ℎ(𝑦) + 𝐶1 = 𝑦 + 𝑥 2 𝑦 + 𝑔(𝑥) + 𝐶2

3. Combine all similar terms from both M and N, including the constants.

𝑥 2𝑦 + 𝑦 = 𝐶

4. Solve for the explicit or particular solution if required.


𝒄
𝒚=
𝒙𝟐 𝒚
Example 1.
(𝑐𝑜𝑠𝑥𝑐𝑜𝑠𝑦 − 𝑐𝑜𝑡𝑥)𝑑𝑥 − 𝑠𝑖𝑛𝑥𝑠𝑖𝑛𝑦𝑑𝑦 = 0
Solution:
𝜕𝑀 𝜕𝑁
= −𝑐𝑜𝑠𝑥𝑠𝑖𝑛𝑦 = −𝑐𝑜𝑠𝑥𝑠𝑖𝑛𝑦
𝜕𝑦 𝜕𝑥
𝐸𝑋𝐴𝐶𝑇!

∫(𝑐𝑜𝑠𝑥𝑐𝑜𝑠𝑦 − 𝑐𝑜𝑡𝑥)𝑑𝑥 − ∫ 𝑠𝑖𝑛𝑥𝑠𝑖𝑛𝑦𝑑𝑦

∫ 𝑐𝑜𝑠𝑥𝑐𝑜𝑠𝑦 − 𝑐𝑜𝑡𝑥 𝑑𝑥 ∫ −𝑠𝑖𝑛𝑥𝑠𝑖𝑛𝑦𝑑𝑦


= 𝑠𝑖𝑛𝑥𝑐𝑜𝑠𝑦 − ln |𝑠𝑖𝑛𝑥| + ℎ(𝑦) + 𝐶1 = 𝑠𝑖𝑛𝑥𝑐𝑜𝑠𝑦 + 𝑔(𝑥) + 𝐶2
𝑠𝑖𝑛𝑥𝑐𝑜𝑠𝑦 − 𝑙𝑛𝑠𝑖𝑛𝑥 + 𝑠𝑖𝑛𝑥𝑐𝑜𝑠𝑦 = 𝐶

𝑨𝒏𝒔𝒘𝒆𝒓: 𝒔𝒊𝒏𝒙𝒄𝒐𝒔𝒚 − 𝒍𝒏𝒔𝒊𝒏𝒙 = 𝑪

Example 2.
(2𝑥𝑦 − 𝑡𝑎𝑛𝑦)𝑑𝑥 + (𝑥 2 − 𝑥𝑠𝑒𝑐 2 𝑦)𝑑𝑦 = 0
Solution:
𝜕𝑀 𝜕𝑁
2𝑥𝑦 − 𝑡𝑎𝑛𝑦 = 2𝑥 − sec 2 𝑦 𝑥 2 − 𝑥𝑠𝑒𝑐 2 𝑦 = 2𝑥 − sec 2 𝑦
𝜕𝑦 𝜕𝑥

EXACT!
∫ 2𝑥𝑦 − 𝑡𝑎𝑛𝑦 𝑑𝑥 ∫ 𝑥 2 − 𝑥𝑠𝑒𝑐 2 𝑦𝑑𝑦
= 𝑥 2 𝑦 − 𝑥𝑡𝑎𝑛𝑦 + ℎ(𝑦) + 𝐶1 = 𝑥 2 𝑦 − 𝑥𝑡𝑎𝑛𝑦 + 𝑔(𝑥) + 𝐶2

𝑨𝒏𝒔𝒘𝒆𝒓: 𝒙𝟐 𝒚 − 𝒙𝒕𝒂𝒏𝒚 = 𝑪
Example 3.
(2𝑥𝑦 − 3𝑥 2 )𝑑𝑥 + (𝑥 2 + 𝑦)𝑑𝑦 = 0
Solution:
𝜕𝑀 𝜕𝑁
= 2𝑥 = 2𝑥
𝜕𝑦 𝜕𝑥
𝐸𝑋𝐴𝐶𝑇!

∫(2𝑥𝑦 − 3𝑥 2 )𝑑𝑥 + ∫(𝑥 2 + 𝑦)𝑑𝑦

∫ 2𝑥𝑦 − 3𝑥 2 𝑑𝑥 ∫ 𝑥 2 + 2𝑦𝑑𝑦
𝑦2
= 𝑥 2 𝑦 − 𝑥 3 + ℎ(𝑦) + 𝐶1 = 𝑥 2 𝑦 + + 𝑔(𝑥) + 𝐶2
2

2 3
𝑦2 2
𝑥 𝑦−𝑥 +𝑥 𝑦+ =𝐶
2

𝟐
𝒚𝟐 𝟑
𝑨𝒏𝒔𝒘𝒆𝒓: 𝒙 𝒚 − 𝒙 + =𝑪
𝟐

Example 4.
(6𝑥 + 𝑦 2 )𝑑𝑥 + (2𝑥𝑦 − 3𝑦 2 )𝑑𝑦 = 0
Solution:
𝜕𝑀 𝜕𝑁
6𝑥 + 𝑦 2 = 2𝑦 2𝑥𝑦 − 3𝑦 2 = 2𝑦
𝜕𝑦 𝜕𝑥
EXACT!

∫ 6𝑥 + 𝑦 2 𝑑𝑥 ∫ 2𝑥𝑦 − 3𝑦 2 𝑑𝑦
= 3𝑥 2 + 𝑥𝑦 2 + ℎ(𝑦) + 𝐶1 = 𝑥𝑦 2 − 𝑦 3 + 𝑔(𝑥) + 𝐶2

𝑨𝒏𝒔𝒘𝒆𝒓: 𝒙𝒚𝟐 − 𝒚𝟑 + 𝟑𝒙𝟐 = 𝑪


Example 5.
(6𝑥+𝑦 2 )𝑑𝑥 + 𝑦(2𝑥 − 3𝑦)𝑑𝑦 = 0
Solution:
𝜕𝑀 𝜕𝑁
= 2𝑦 , = 2𝑦
𝜕𝑦 𝜕𝑥
𝐸𝑋𝐴𝐶𝑇!

∫(6𝑥+𝑦 2 )𝑑𝑥 + ∫ 𝑦(2𝑥 − 3𝑦)𝑑𝑦

∫(6𝑥+𝑦 2 )𝑑𝑥 ∫ 𝑦(2𝑥 − 3𝑦)𝑑𝑦

= 3 𝑥 2 + 𝑥𝑦 2 + ℎ(𝑦) + 𝑐1 = 𝑥𝑦 2 − 𝑦 3 + 𝑐2
3𝑥 2 +𝑥𝑦 2 + 𝑥𝑦 2 − 𝑦 3 = 𝐶

𝑨𝒏𝒔𝒘𝒆𝒓: 𝟑𝒙𝟐 +𝒙𝒚𝟐 − 𝒚𝟑 = 𝑪


LINEAR EQUATIONS (FIRST ORDER)
Standard Form of Linear Equation
𝑑𝑦
+ 𝑃𝑦 = 𝑄 ; Where P and Q are functions of x only.
𝑑𝑥

Solution of Linear Equation

𝑦𝑒 ∫ 𝑃𝑑𝑥 = ∫ 𝑄 ∙ 𝑒 ∫ 𝑃𝑑𝑥 𝑑𝑥 + 𝑐
Where,

𝑒 ∫ 𝑃𝑑𝑥 Integrating Factor

Example 1:
(𝑥 5 + 3𝑦)𝑑𝑥 − 𝑥𝑑𝑦 = 0
Solution:
𝑥 5 + 3𝑦 𝑑𝑦
=
𝑥 𝑑𝑥
𝑑𝑦 𝑥 5 3𝑦
= +
𝑑𝑥 𝑥 𝑥
Standard Form:
3
𝑑𝑦 3𝑦 𝑃(𝑥) = −
− = 𝑥4 𝑥
𝑑𝑥 𝑥 𝑄(𝑥) = 𝑥4
Integrating Factor:
3 1
𝑒 ∫ −𝑥𝑑𝑥 = 𝑒 −3𝑙𝑛𝑥 =
𝑥3
Solve:
1 4
1
𝑦( ) = ∫ 𝑥 ( ) 𝑑𝑥 + 𝐶
𝑥3 𝑥3
𝑦
= ∫ 𝑥𝑑𝑥 + 𝐶
𝑥3
𝑦 𝑥2
= +𝐶
𝑥3 2
𝒙𝟓
𝑨𝒏𝒔𝒘𝒆𝒓: 𝒚 = + 𝑪𝒙𝟑
𝟐
Example 2.
𝑑𝑦 𝑃(𝑥 ) = −2𝑥
− 2𝑥𝑦 = 𝑥
𝑑𝑥 𝑄 (𝑥 ) = 𝑥
Solution:
Integrating Factor:
2
𝑒 ∫ −2𝑥𝑑𝑥 = 𝑒 −𝑥
Solve:

𝑦𝑒 ∫ 𝑃𝑑𝑥 = ∫ 𝑄𝑒 ∫ 𝑃𝑑𝑥 + 𝐶

2 2
𝑦𝑒 −𝑥 = ∫ 𝑥𝑒 −𝑥 𝑑𝑥 + 𝐶
2
𝑦 𝑒 −𝑥
2 = − +𝐶
𝑒𝑥 2
2
𝑒 −𝑥 2 2
𝑦=− (𝑒 𝑥 ) + 𝐶𝑒 𝑥
2
𝟏 𝟐
𝑨𝒏𝒔𝒘𝒆𝒓: 𝒚 = − + 𝑪𝒆𝒙
𝟐
Example 3. 4
𝑃(𝑥 ) =
4
𝑦′ + ( ) 𝑦 = 𝑥4 𝑥
𝑄 (𝑥 ) = 𝑥4
𝑥

Solution:
Integrating Factor:
4
𝑒 ∫𝑥𝑑𝑥 = 𝑒 4𝑙𝑛𝑥 = 𝑥 4
Solve:

𝑦𝑒 ∫ 𝑃𝑑𝑥 = ∫ 𝑄𝑒 ∫ 𝑃𝑑𝑥 + 𝐶

𝑦𝑥 4 = ∫ 𝑥 4 (𝑥 4 )𝑑𝑥 + 𝐶

𝑦𝑥 4 = ∫ 𝑥 8 𝑑𝑥 + 𝐶

𝑥9
4
𝑦𝑥 = +𝐶
9
𝑥9 𝐶
𝑦= 4+ 4
9𝑥 𝑥
𝑥5 𝐶
𝑦= +
9 𝑥4
𝒙𝟗 + 𝑪
𝑨𝒏𝒔𝒘𝒆𝒓: 𝒚 =
𝟗𝒙𝟒
Example 4:
𝑑𝑦
𝑥 ( ) − 𝑦 = 𝑥 3 + 3𝑥 2 − 2𝑥
𝑑𝑥

Solution:
Standard Form:
1
Divide both sides by x 𝑃(𝑥) = −
𝑑𝑦 𝑦 𝑥
− = 𝑥 2 + 3𝑥 − 2 2
𝑄(𝑥) = 𝑥 + 3𝑥 − 2
𝑑𝑥 𝑥
Integrating Factor:
1 1
𝑒 ∫ −𝑥𝑑𝑥 = 𝑒 −𝑙𝑛𝑥 =
𝑥
Solve:

𝑦𝑒 ∫ 𝑃𝑑𝑥 = ∫ 𝑄𝑒 ∫ 𝑃𝑑𝑥 + 𝐶

1 1
𝑦 ( ) = ∫ 𝑥 2 + 3𝑥 − 2 ( ) + 𝐶
𝑥 𝑥
𝑦 2
= ∫𝑥 + 3 − + 𝐶
𝑥 𝑥
𝑦 𝑥2
= + 3𝑥 − 2𝑙𝑛𝑥 + 𝐶
𝑥 2
𝒙𝟑
𝑨𝒏𝒔𝒘𝒆𝒓: 𝒚 = + 𝟑𝒙𝟐 − 𝟐𝒙𝒍𝒏𝒙 + 𝑪𝒙
𝟐
Example 5.
𝑑𝑦
𝑥 ( ) + 2𝑦 = 𝑥 3
𝑑𝑥

Solution:
Standard Form:
2
Divide both sides by x 𝑃(𝑥 ) =
𝑥
𝑑𝑦 2𝑦
+ = 𝑥2 𝑄 (𝑥 ) = 𝑥2
𝑑𝑥 𝑥
Integrating Factor:
2
𝑒 ∫𝑥𝑑𝑥 = 𝑒 2𝑙𝑛𝑥 = 𝑥 2
Solve:

𝑦𝑒 ∫ 𝑃𝑑𝑥 = ∫ 𝑄𝑒 ∫ 𝑃𝑑𝑥 + 𝐶

𝑦𝑥 2 = ∫ 𝑥 2 (𝑥 2 )𝑑𝑥 + 𝐶

𝑦𝑥 2 = ∫ 𝑥 4 𝑑𝑥 + 𝐶

𝑥5
2
𝑦𝑥 = +𝐶
5
𝑥5 𝐶
𝑦= 2+ 2
5𝑥 𝑥
𝒙𝟑 𝑪
𝑨𝒏𝒔𝒘𝒆𝒓: 𝒚 = +
𝟓 𝒙𝟐
BERNOULLI’S EQUATIONS

Standard Form:
𝑑𝑦
+ 𝑃𝑦 = 𝑄𝑦 𝑛 Where n ≠ 1 (1)
𝑑𝑥

Dividing (1) by 𝑦 𝑛 and multiplying by dx the equation becomes


𝑦 −𝑛 𝑑𝑦 + 𝑃𝑦1−𝑛 𝑑𝑥 = 𝑄𝑑𝑥 (2)
But the differential of 𝑦 1−𝑛 is (1-n) 𝑦 −𝑛 dy, so equation (2) may be simplified by putting
𝑦1−𝑛 = 𝑣
From which
(1-n) 𝑦 −𝑛 dy = dv
Thus, the equation in v and x is from equation (2)
𝑦 −𝑛 𝑑𝑦 + 𝑃𝑦1−𝑛 𝑑𝑥 = 𝑄𝑑𝑥
𝑑𝑣
+ 𝑃𝑣𝑑𝑥 = 𝑄𝑑𝑥
(1−𝑛)

𝑑𝑣 + (1 − 𝑛)𝑃𝑣𝑑𝑥 = (1 − 𝑛)𝑄𝑑𝑥
Which becomes a linear equation in standard form
𝑑𝑦
+ (1 − 𝑛)𝑃𝑣 = (1 − 𝑛)𝑄 (3)
𝑑𝑥

Solution of Bernoulli’s Equation

𝑣𝑒 ∫ 𝑃𝑣𝑑𝑥 = ∫ 𝑄 ∙ 𝑒 ∫ 𝑃𝑣𝑑𝑥 𝑑𝑥 + 𝑐
Where,

𝑒 ∫ 𝑃𝑣𝑑𝑥 Integrating Factor


Example 1.
𝑦 ′ − 𝑦 = 𝑥𝑦 5
Solution:
i) P(x) = -1, Q(x) = x , n = 5
1
ii) v = 𝑦1−𝑛 𝑣 = 𝑦1−5 , 𝑣 =
𝑦4
𝑑𝑣
iii) + (1 − 5)(−1)𝑣−= (1 − 5)(𝑥)
𝑑𝑥
𝑑𝑣
+ 4𝑣 = −4𝑥
𝑑𝑥

iv) 𝑃𝑣 = 4, 𝑄𝑣 = −4𝑥
v) 𝑒 ∫ 4𝑑𝑥 = 𝑒 4𝑥
vi) 𝑣𝑒 4𝑥 = ∫ −4𝑥(𝑒 4𝑥 )𝑑𝑥 + 𝐶

4𝑥 4𝑥
𝑒 4𝑥
𝑣𝑒 = −𝑥𝑒 + +𝐶
4

Divide both sides by 𝑒 4𝑥


1 𝐶
𝑣 = −𝑥 + +
4 𝑒 4𝑥

1 1 𝐶
= −𝑥 + +
𝑦4 4 𝑒 4𝑥
𝟏
𝑨𝒏𝒔𝒘𝒆𝒓: 𝒚𝟒 =
−𝟒𝒙 + 𝟏 𝑪
+ 𝟒𝒙
𝟒 𝒆
Example 2.
𝑦 ′ + 𝑥𝑦 = 𝑥𝑦 2
Solution:
i) P(x) = x, Q(x) = x , n = 2
1
ii) 𝑣 = 𝑦1−𝑛 𝑣 = 𝑦1−2 , 𝑣 =
𝑦
𝑑𝑣
iii) + (1 − 2)(𝑥)𝑣−= (1 − 2)(𝑥)
𝑑𝑥
𝑑𝑣
− 𝑃𝑣 = −𝑥
𝑑𝑥

iv) 𝑃𝑣 = −𝑥, 𝑄𝑣 = −𝑥
𝑥2

v) 𝑒 ∫ −𝑥𝑑𝑥 =𝑒 2
𝑥2 𝑥2

vi) 𝑣𝑒 2 = ∫ −𝑥𝑒 − 2 𝑑𝑥 + 𝐶
𝑥2 𝑥2
− −
𝑣𝑒 2 = 𝑒 2 +𝐶
𝑥2
Multiply both sides by 𝑒 2

𝑥2 𝑥2 𝑥2

𝑣= (𝑒 2 ∙ 𝑒2) + 𝐶𝑒 2

1 𝑥2
= 1 + 𝐶𝑒 2
𝑦
𝟏
𝑨𝒏𝒔𝒘𝒆𝒓: 𝒚 = 𝑥2
𝟏+ 𝑪𝒆 2
Example 3.
𝑥𝑦 ′ + 𝑦 = 𝑥𝑦 3
Solution:

𝑦
𝑦′ + = 𝑦3
𝑥

1
i) P(x) = , Q(x) = 1 , n = 3
𝑥
1−𝑛 1
ii) 𝑣= 𝑦 𝑣 = 𝑦1−3 , 𝑣 =
𝑦2
𝑑𝑣 1
iii) + (1 − 3) ( ) 𝑣−= (1 − 3)(1)
𝑑𝑥 𝑥
𝑑𝑣 2
− ( ) 𝑣−= −2
𝑑𝑥 𝑥
2
iv) 𝑃𝑣 = − , 𝑄𝑣 = −2
𝑥
2
∫ −𝑥𝑑𝑥 1
v) 𝑒 = 𝑒 −2𝑙𝑛𝑥 =
𝑥2
1 1
vi) 𝑣( 2) = ∫ −2 ( 2) 𝑑𝑥 + 𝐶
𝑥 𝑥
𝑣 1
= −2 (− ) + 𝐶
𝑥2 𝑥

2𝑥 2
𝑣= + 𝐶𝑥 2
𝑥

1
= 2𝑥 + 𝐶𝑥 2
𝑦2
𝟏
𝑨𝒏𝒔𝒘𝒆𝒓: 𝒚𝟐 =
𝟐𝒙 + 𝑪𝒙𝟐
Example 4.
3 1
𝑦 ′ − 𝑦 = 𝑥 4 𝑦 ⁄3
𝑥
Solution:

3 1
i) P(x) = − , Q(x) = 𝑥 4 , n =
𝑥 3
1 2
ii) 𝑣=𝑦 1−𝑛
𝑣= 𝑦1− ⁄3
, 𝑣 = 𝑦 ⁄3
𝑑𝑣 3
iii) + (2⁄3) (− ) 𝑣−= (2⁄3)(𝑥 4 )
𝑑𝑥 𝑥

𝑑𝑣 2 2𝑥 4
− 𝑣=
𝑑𝑥 𝑥 3
2 2𝑥 4
iv) 𝑃𝑣 = − , 𝑄𝑣 =
𝑥 3
2
∫ −𝑥𝑑𝑥 1
v) 𝑒 = 𝑒 −2𝑙𝑛𝑥 =
𝑥2
1 2𝑥 4 1
vi) 𝑣 ( 2) = ∫ (𝑥 2) 𝑑𝑥 + 𝐶
𝑥 3

𝑣 2𝑥 2
=∫ 𝑑𝑥 + 𝐶
𝑥2 3
𝑣 2𝑥 3
= +𝐶
𝑥2 9
2⁄ 2𝑥 5
𝑦 3 = + 𝐶𝑥 2
9
𝟐𝒙𝟓 𝟑
𝑨𝒏𝒔𝒘𝒆𝒓: 𝒚 = ( + 𝑪𝒙𝟐 ) ⁄𝟐
𝟗
Example 5.
1
𝑦′ + 𝑦 = 𝑒 𝑥𝑦4
3
Solution:
1
i) P(x) = , Q(x) = 𝑒 𝑥 , n = 4
3
1−𝑛 1
ii) 𝑣=𝑦 𝑣 = 𝑦1−4 , 𝑣 =
𝑦3
𝑑𝑣 1
iii) + (1 − 4) ( ) 𝑣−= (1 − 4)(𝑒 𝑥 )
𝑑𝑥 3

𝑑𝑣
− 𝑣−= −3𝑒 𝑥
𝑑𝑥

iv) 𝑃𝑣 = −1, 𝑄𝑣 = −3𝑒 𝑥


v) 𝑒 ∫ −1𝑑𝑥 = 𝑒 −𝑥
vi) 𝑣(𝑒 −𝑥 ) = ∫ −3𝑒 𝑥 (𝑒 −𝑥 )𝑑𝑥 + 𝐶

𝑣𝑒 −𝑥 = ∫ −3𝑑𝑥 + 𝐶

𝑣𝑒 −𝑥 = −3𝑥 + 𝐶
Multiply both sides by 𝑒 𝑥
𝑣 = −3𝑥𝑒 𝑥 + 𝐶𝑒 𝑥
1
3
= −3𝑥𝑒 𝑥 + 𝐶𝑒 𝑥
𝑦
𝟏
𝑨𝒏𝒔𝒘𝒆𝒓: 𝒚𝟑 =
−𝟑𝒙𝒆𝒙 + 𝑪𝒆𝒙

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