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CE MATH 4

Differential Equations

Engr. Joel T. Lao, CE, M.ASCE


Introduction to Differential Equations

A differential equation is a mathematical equation that


contains an unknown function and its derivatives while at
the same time defining their relationship. In doing so, the
functions represent some physical quantities as the
derivatives represent their rates of change.
The application of differential equations has a
remarkable ability to describe the properties and predict
the dynamics of the world around us. They are used in a
wide range of disciplines such as in biology, economics,
physics, chemistry and engineering. They can describe
rates of growth and degradation or decay.
The following are sample differential equations:
𝑑𝑦
(1) = 2𝑥 − 1
𝑑𝑥
2
𝑦
𝑑2𝑦 𝑑𝑦
2 𝑒 + =1
𝑑𝑥 2 𝑑𝑥
2
𝑑3 𝑠 𝑑2 𝑠
(3) 2 3 + (sin 𝑡) + 𝑠𝑡 = 0
𝑑𝑡 𝑑𝑡 2
𝜕2𝑦 𝜕2𝑦
(4) 2
−2 2 =0
𝜕𝑡 𝜕𝑥
2 3
𝜕 𝑢 𝜕 2 𝑢 𝜕𝑢
5 𝑥 − 2𝑦 2 + =𝑢
𝜕𝑥 2 𝜕𝑦 𝑑𝑧
Differential equations can be divided into several types.
Apart from describing the properties of the equation itself,
these classes of differential equations can help the choice of
approach to a solution. Commonly used distinctions
include whether the differential equation is:

Ordinary/Partial,
Exact/Non-exact,
Linear/Non-linear,
and
Homogeneous/Inhomogeneous.
Ordinary Differential Equations (ODE)
An ordinary differential equation is an equation that
contains an unknown function that depends on only one
independent variable which can be real or complex
[differential equations 1 , 2 , and 3 ].

Partial Differential Equations (PDE)


A partial differential equation is a differential equation
an unknown function that depends on two or more
independent variables. This is in contrast to ordinary
differential equations, which deal with functions of a
single independent variable and its derivatives
[Differential equations 4 and 5 ].
The order of a differential equation is the order of the
highest derivative involved or present in the equation.
Meanwhile, the degree of a differential equation is the
power or exponent of the highest ordered derivative after
the equation has been rationalized and cleared of fractions
with respect to all the derivatives. To clarify everything,
here are some examples:

Differential Unknown Independent


Order Degree
Equation Function Variable/s
(1) 𝑦 𝑥 1 1
(2) 𝑦 𝑥 2 2
(3) 𝑠 𝑡 3 1
(4) 𝑦 𝑥, 𝑡 2 1
(5) 𝑢 𝑥, 𝑦, 𝑧 2 3
A solution of a differential equation in the unknown
function 𝑦 and the independent variable 𝑥 on the interval
𝐼, is a function 𝑦(𝑥) that satisfies the differential equation
identically for all 𝑥 in 𝐼.

The particular solution of a differential equation is any


one solution.

The general solution of a differential equation is the set


of all solutions.
Exercises:
Determine the order, the degree, the unknown function,
and the independent variable/s of the differential
equation.

1. 𝑦" 2 − 2𝑦𝑦 ′ + 3𝑥𝑦 = 0


2
𝑑𝑦 𝑑2 𝑦
2. + − 𝑦3 = 1
𝑑𝑥 𝑑𝑥 2
𝑑𝑠
3. 𝑠 2 − 2𝑠𝑡 + 4 = 0
𝑑𝑡
2 3
𝜕6 ℎ 𝜕3 ℎ
4. + − 8𝑡 = 0
𝜕𝑠 6 𝜕𝑡 3
Lesson 1: Separable First-Order Differential Equations
Many first-order differential equations are of a type called
separable. A separable differential equation is any
differential equation wherein the variables can be
separated.
𝑁 𝑥, 𝑦 𝑑𝑥 + 𝑀 𝑥, 𝑦 𝑑𝑦 = 0 Eq. (1.1)
We can write Eq. (1.1) in the form
𝑃 𝑥 𝑑𝑥 + 𝑄 𝑦 𝑑𝑦 = 0 Eq. (1.2)
then you integrate both sides to find the solution to the
equation into something like this

𝑃 𝑥 𝑑𝑥 + 𝑄 𝑦 𝑑𝑦 = 𝐶

where 𝐶 represents an arbitrary constant.


Examples:
1. Find the general solution to the differential equation
𝑑𝑦 2𝑥
+ 2 = 0.
𝑑𝑥 𝑒𝑥
Solution:
𝑑𝑦 2𝑥
+ 𝑥 2 = 0 𝑑𝑥
𝑑𝑥 𝑒
2𝑥
𝑑𝑦 + 2 𝑑𝑥 = 0
𝑒𝑥
−𝑥 2
𝑦−𝑒 =𝐶
or
−𝑥 2
𝑦= 𝑒 + 𝐶.
2. Find the particular solution to the differential equation
𝑑𝑦
sin 𝑦 + 2 − 𝑥 = 0 and the initial condition
𝑑𝑥
𝑦 1 = 0. What is 𝑥 when 𝑦 = 𝜋?
Solution:
𝑑𝑦
sin 𝑦 + 2 − 𝑥 = 0 𝑑𝑥
𝑑𝑥

sin 𝑦 + 2 𝑑𝑦 − 𝑥 𝑑𝑥 = 0

1
The general solution is − cos 𝑦 + 2𝑦 − 𝑥 2 = 𝐶.
2
3
When 𝑥 = 1, 𝑦 = 0 and 𝐶 = − the particular solution
2
will be
2(2𝑦 − cos 𝑦) = 𝑥 2 − 3.
The value of 𝑥 at 𝑦 = 𝜋 is
𝑥 = 4𝜋 + 5.
3. Find the particular solution to the differential
𝑥 2 +2
equation 𝑦′ = and the initial condition is
𝑦
−1,0 .
Solution:
𝑑𝑦 𝑥 2 + 2
− =0
𝑑𝑥 𝑦
𝑑𝑦 𝑥 2 + 2
− = 0 𝑦 𝑑𝑥
𝑑𝑥 𝑦

𝑦 𝑑𝑦 − 𝑥 2 + 2 𝑑𝑥 = 0

The general solution is


1 2 1 3
𝑦 − 𝑥 − 2𝑥 = 𝐶
2 3
7
When 𝑥 = −1, 𝑦 = 0 and 𝐶 = − the particular solution
3
will be
1 2 1 3 7
𝑦 − 𝑥 − 2𝑥 = −
2 3 3
or multiplying both sides by −6 and rearranging we get
2𝑥 3 − 3𝑦 2 + 12𝑥 − 14 = 0.
Exercises 1.1:

Items 1 to 4. Find the general solution to the


differential equation.
𝑑𝑦 2𝑥
1. =
𝑑𝑥 𝑦
𝑑𝑦
2. = 𝑦 𝑒𝑥 + 2
𝑑𝑥
3. 3 𝑦 + 2 𝑑𝑥 − 𝑥𝑑𝑦 = 0
4. sin 𝑥 sin 𝑦 𝑑𝑥 + cos 𝑥 cos 𝑦 𝑑𝑦 = 0
Items 5 to 8. Find the particular solution to the
differential equation with the indicated initial
condition.
5. 𝑥𝑦𝑦 ′ − 𝑦 2 = 1; when 𝑥 = 2, 𝑦 = 1
𝑑𝑟
6. = −2𝑟𝑡; when 𝑡 = 0, 𝑟 = 𝑟𝑜
𝑑𝑡
1
7. 𝑥𝑦𝑑𝑥 + 𝑑𝑦 = 0; when 𝑥 = 1, 𝑦 =
2
𝑑𝑣
8. 𝑣 = 𝑔; when s = 𝑠𝑜 , 𝑣 = 𝑣𝑜
𝑑𝑠
Answer key to Exercise 1.1:

1. 𝑦 2 − 2𝑥 2 = 𝐶
𝑒 𝑥 +2𝑥
2. 𝑦 = 𝐶𝑒
3. 𝑦 = 𝐶𝑥 3 − 2
4. sin 𝑦 sec 𝑥 = 𝐶
5. 𝑥 2 − 2𝑦 2 = 2
−𝑡 2
6. 𝑟 = 𝑟𝑜 𝑒
1 1 1−𝑥 2 1 −1 𝑥+1 (𝑥−1)
7. 𝑦 = 𝑒2 or 𝑦= 𝑒 2
2 2
8. 𝑣 2 − 𝑣𝑜 2 = 2𝑔(𝑠 − 𝑠𝑜 )
Lesson 2: Exact First-Order Differential Equations

A differential equation in the form


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 Eq. (2.1)

Test for exactness:


If 𝑀(𝑥, 𝑦) and 𝑁(𝑥, 𝑦) are continuous functions and have
continuous first partial derivatives on some rectangle of
the 𝑥𝑦-plane, then is exact if and only if
𝜕𝑀(𝑥, 𝑦) 𝜕𝑁(𝑥, 𝑦)
= .
𝜕𝑦 𝜕𝑥
Method of Solution:
Here, the function 𝑓 𝑥, 𝑦 is obtained from either of the
two equations

𝑓 𝑥, 𝑦 = 𝑀 𝑥, 𝑦 𝜕𝑥 + 𝑔(𝑦) Eq. (2.2)


or
𝑓 𝑥, 𝑦 = 𝑁 𝑥, 𝑦 𝜕𝑦 + ℎ(𝑥) Eq. (2.3)
The solution is then given implicitly by
𝑓 𝑥, 𝑦 = 𝐶
where 𝐶 represents an arbitrary constant.
Notes:

1. The first of these two equations is integrated


partially relative to 𝑥 (holding 𝑦 constant), while the
second is integrated partially relative to 𝑦 (holding 𝑥
constant).

2. The constants of partial integration, 𝑔(𝑦) and


ℎ(𝑥), are found by comparison of these two possible
solutions.
Examples:

1. Determine whether the differential equation


6𝑥 2 + 4𝑥𝑦 + 𝑦 2 𝑑𝑥 + 2𝑥 2 + 2𝑥𝑦 − 3𝑦 2 𝑑𝑦 = 0
is exact. If yes, solve the differential equation.
Solution:
𝑀 𝑥, 𝑦 = 6𝑥 2 + 4𝑥𝑦 + 𝑦 2
𝑁 𝑥, 𝑦 = 2𝑥 2 + 2𝑥𝑦 − 3𝑦 2
𝜕𝑀(𝑥, 𝑦)
= 4𝑥 + 2𝑦 → holding 𝑥 as constant
𝜕𝑦
𝜕𝑁(𝑥, 𝑦)
= 4𝑥 + 2𝑦 → holding 𝑦 𝑎𝑠 constant
𝜕𝑥
𝜕𝑀(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦)
Since = , ∴ the DE is exact.
𝜕𝑦 𝜕𝑥
𝑓 𝑥, 𝑦 = 𝑀 𝑥, 𝑦 𝜕𝑥 + 𝑔(𝑦)

𝑓 𝑥, 𝑦 = 6𝑥 2 + 4𝑥𝑦 + 𝑦 2 𝜕𝑥 + 𝑔(𝑦)

𝑓 𝑥, 𝑦 = 2𝑥 3 + 2𝑥 2 𝑦 + 𝑥𝑦 2 + 𝑔(𝑦)

𝑓 𝑥, 𝑦 = 𝑁 𝑥, 𝑦 𝜕𝑦 + ℎ(𝑥)

𝑓 𝑥, 𝑦 = 2𝑥 2 + 2𝑥𝑦 − 3𝑦 2 𝜕𝑦 + ℎ(𝑥)

𝑓 𝑥, 𝑦 = 2𝑥 2 𝑦 + 𝑥𝑦 2 − 𝑦 3 + ℎ(𝑥)
By comparing, 𝑔 𝑦 = −𝑦 3 and ℎ 𝑥 = 2𝑥 3 . Then
𝑓 𝑥, 𝑦 = 2𝑥 3 + 2𝑥 2 𝑦 + 𝑥𝑦 2 − 𝑦 3
Then the general solution to the DE is
2𝑥 3 + 2𝑥 2 𝑦 + 𝑥𝑦 2 − 𝑦 3 = 𝐶.
2. Determine whether the differential equation
𝑥 + sin 𝑦 𝑑𝑥 + 𝑥 cos 𝑦 − 2𝑦 𝑑𝑦 = 0
is exact. If yes, solve the DE.
Solution:
𝑀 𝑥, 𝑦 = 𝑥 + sin 𝑦
𝑁 𝑥, 𝑦 = 𝑥 cos 𝑦 − 2𝑦
𝜕𝑀(𝑥, 𝑦)
= cos 𝑦
𝜕𝑦
𝜕𝑁(𝑥, 𝑦)
= cos 𝑦
𝜕𝑥
𝜕𝑀(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦)
Since = , ∴ the DE is exact.
𝜕𝑦 𝜕𝑥

𝑓 𝑥, 𝑦 = 𝑀 𝑥, 𝑦 𝜕𝑥 + 𝑔(𝑦)

𝑓(𝑥, 𝑦) = 𝑥 + sin 𝑦 𝜕𝑥 + 𝑔(𝑦)


1 2
𝑓 𝑥, 𝑦 = 𝑥 + 𝑥 sin 𝑦 + 𝑔(𝑦)
2
𝑓 𝑥, 𝑦 = 𝑁 𝑥, 𝑦 𝜕𝑦 + ℎ(𝑥)

𝑓 𝑥, 𝑦 = 𝑥 cos 𝑦 − 2𝑦 𝜕𝑦 + ℎ(𝑥)

𝑓 𝑥, 𝑦 = 𝑥 sin 𝑦 − 𝑦 2 + ℎ(𝑥)
2 1 2
By comparing, 𝑔 𝑦 = −𝑦 and ℎ 𝑥 = 𝑥 .
2
1 2
𝑓 𝑥, 𝑦 = 𝑥 + 𝑥 sin 𝑦 − 𝑦 2
2
Then the general solution to the DE is
1 2
𝑥 + 𝑥 sin 𝑦 − 𝑦 2 = 𝐶.
2
3. Test for exactness and determine the particular
solution of
𝑦𝑒 𝑥𝑦 − 2𝑦 3 𝑑𝑥 + 𝑥𝑒 𝑥𝑦 − 6𝑥𝑦 2 − 2𝑦 𝑑𝑦 − 0;
𝑥 = 0 when 𝑦 = 2.
Solution:
𝑀 𝑥, 𝑦 = 𝑦𝑒 𝑥𝑦 − 2𝑦 3
𝑁 𝑥, 𝑦 = 𝑥𝑒 𝑥𝑦 − 6𝑥𝑦 2 − 2𝑦
𝜕𝑀(𝑥, 𝑦)
= 𝑥𝑦𝑒 𝑥𝑦 + 𝑒 𝑥𝑦 − 6𝑦 2
𝜕𝑦
𝜕𝑁(𝑥, 𝑦)
= 𝑥𝑦𝑒 𝑥𝑦 + 𝑒 𝑥𝑦 − 6𝑦 2
𝜕𝑥
𝜕𝑀(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦)
Since = , ∴ the DE is exact.
𝜕𝑦 𝜕𝑥

𝑓 𝑥, 𝑦 = 𝑀 𝑥, 𝑦 𝜕𝑥 + 𝑔(𝑦)

𝑓(𝑥, 𝑦) = 𝑦𝑒 𝑥𝑦 − 2𝑦 3 𝜕𝑥 + 𝑔(𝑦)
𝑓 𝑥, 𝑦 = 𝑒 𝑥𝑦 + 𝑔(𝑦)
𝑓 𝑥, 𝑦 = 𝑁 𝑥, 𝑦 𝜕𝑦 + ℎ(𝑥)

𝑓 𝑥, 𝑦 = 𝑥𝑒 𝑥𝑦 − 6𝑥𝑦 2 − 2𝑦 𝜕𝑦 + ℎ(𝑥)

𝑓 𝑥, 𝑦 = 𝑒 𝑥𝑦 − 2𝑥𝑦 3 − 𝑦 2 + ℎ(𝑥)
By comparing, 𝑔 𝑦 = −2𝑥𝑦 3 − 𝑦 2 and ℎ 𝑥 = 0. Then
the general solution is
𝑒 𝑥𝑦 − 2𝑥𝑦 3 − 𝑦 2 = 𝐶
When 𝑥 = 0, 𝑦 = 2 and 𝐶 = −3.
Then the particular solution is
𝑒 𝑥𝑦 − 2𝑥𝑦 3 − 𝑦 2 + 3 = 0.
Exercise 2.1:

Test whether the differential equations are exact and


solve those that are.

1. 𝑦 2 𝑑𝑥 + 𝑥 2 𝑑𝑦 = 0
2. 𝑦 𝑑𝑥 + 𝑥 𝑑𝑦 = 0
3. 𝑦 + 2𝑥𝑦 3 𝑑𝑥 + 1 + 3𝑥 2 𝑦 2 + 𝑥 𝑑𝑦 = 0
4. 3𝑥 2 𝑦 2 𝑑𝑥 + 2𝑥 3 𝑦 + 4𝑦 3 𝑑𝑦 = 0
𝑥 3 2 2 𝑥 3
5. 𝑒 3𝑥 𝑦 − 𝑥 𝑑𝑥 + 𝑒 𝑑𝑦 = 0
6. 𝑦 sin 𝑥 + 𝑥𝑦 cos 𝑥 𝑑𝑥 + 𝑥 sin 𝑥 + 1 𝑑𝑦 = 0
𝑑𝑥 𝑥 𝑑𝑦
7. − 2 =0
𝑦 𝑦
𝑥 𝑑𝑦−𝑦 𝑑𝑥
8. = 𝑥 3 𝑑𝑥
𝑦2
Answer key to Exercise 2.1:

1. Not exact DE
2. 𝑥𝑦 = 𝐶
3. 𝑥𝑦 +𝑥 2 𝑦 3 + 𝑦 = 𝐶
4. 𝑥3𝑦2 + 𝑦4 = 𝐶
−𝑥 3 1
5. 𝑦 = 𝐶𝑒 +
3
6. 𝑥𝑦 sin 𝑥 + 𝑦 = 𝐶
7. 𝑥 = 𝐶𝑦 or 𝑦 = 𝐶𝑥
8. 𝑥 4 𝑦 + 4𝑥 = 𝐶𝑦
Lesson 3: Non-Exact First-Order Differential
Equations

In the differential equation 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0,


if
𝜕𝑀(𝑥, 𝑦) 𝜕𝑁(𝑥, 𝑦)

𝜕𝑦 𝜕𝑥
the equation is said to be non-exact DE. It is, however,
possible for some few special cases that the
multiplication of each term by a function 𝐼 𝑥, 𝑦 will
reduce it to an exact differential equation, or
𝐼(𝑥, 𝑦) 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0 Eq. (3.1)
Some of the more common integrating factors are
displayed in Table 3.1 and the conditions that follows:

1 𝜕𝑀 𝜕𝑁
1. If − = ℎ 𝑥 , a function of 𝑥 alone,
𝑁 𝜕𝑦 𝑑𝑥
then
ℎ 𝑥 𝑑𝑥
𝐼 𝑥, 𝑦 = 𝑒 . Eq. (3.2)
1 𝜕𝑁 𝜕𝑀
2. If − = 𝑔 𝑦 , a function of 𝑦 alone,
𝑀 𝜕𝑦 𝑑𝑥
then
𝑔 𝑦 𝑑𝑦
𝐼 𝑥, 𝑦 = 𝑒 . Eq. (3.3)
3. If 𝑀 = 𝑦 ℎ(𝑥𝑦) and 𝑁 = 𝑥 𝑔(𝑥𝑦), then
1
𝐼 𝑥, 𝑦 = . Eq. (3.4)
𝑥𝑀−𝑦𝑁

In general, integrating factors are difficult to uncover.


If a differential equation does not have one of the
forms given above, then a search for an integrating
factor likely will not be successful, and other methods
of solution are recommended.
Table 3.1

Group of terms Integrating Exact differential


factor 𝐼(𝑥, 𝑦) 𝑑𝑓(𝒙, 𝒚)
𝑦 𝑑𝑥 − 𝑥 𝑑𝑦 1 𝑥 𝑑𝑦 − 𝑦 𝑑𝑥 𝑦
− 2 2
=𝑑
𝑥 𝑥 𝑥
𝑦 𝑑𝑥 − 𝑥 𝑑𝑦 1 𝑦 𝑑𝑥 − 𝑥 𝑑𝑦 𝑥
− 2 =𝑑
𝑦 𝑦 2 𝑦
𝑦 𝑑𝑥 − 𝑥 𝑑𝑦 1 𝑥 𝑑𝑦 − 𝑦 𝑑𝑥 𝑦
− = 𝑑 ln
𝑥𝑦 𝑥𝑦 𝑥
𝑦 𝑑𝑥 − 𝑥 𝑑𝑦 1 𝑥 𝑑𝑦 − 𝑦 𝑑𝑥 −1
𝑦
− 2 = 𝑑 tan
𝑥 + 𝑦2 2
𝑥 +𝑦 2 𝑥
Group of Integrating Exact differential 𝒅𝒇(𝒙, 𝒚)
terms factor 𝐼(𝑥, 𝑦)
𝑦 𝑑𝑥 + 𝑥 𝑑𝑦 1 𝑦 𝑑𝑥 + 𝑥 𝑑𝑦
= 𝑑 ln 𝑥𝑦
𝑥𝑦 𝑥𝑦
𝑦 𝑑𝑥 + 𝑥 𝑑𝑦 1 𝑦 𝑑𝑥 + 𝑥 𝑑𝑦 −1
,𝑛 > 1 =𝑑
𝑥𝑦 𝑛 𝑥𝑦 𝑛 𝑛 − 1 𝑥𝑦 𝑛−1

𝑦 𝑑𝑦 + 𝑥 𝑑𝑥 1 𝑦 𝑑𝑥 + 𝑥 𝑑𝑦 1 2 2
= 𝑑 ln 𝑥 + 𝑦
𝑥2 + 𝑦2 𝑥2 + 𝑦2 2

𝑦 𝑑𝑦 + 𝑥 𝑑𝑥 1 𝑦 𝑑𝑦 + 𝑥 𝑑𝑥 −1
,𝑛 > 1 =𝑑
𝑥2 + 𝑦2 𝑛 𝑥2 + 𝑦2 𝑛 2 𝑛 − 1 𝑥2 + 𝑦2 𝑛−1

𝑎𝑦 𝑑𝑥 + 𝑏𝑥 𝑑𝑦 𝑥 𝑎−1 𝑦 𝑏−1 𝑥 𝑎−1 𝑦 𝑏−1 𝑎𝑦 𝑑𝑥 + 𝑏𝑥 𝑑𝑦 = 𝑑 𝑥 𝑎 𝑦 𝑏


𝑎, 𝑏 constants
Examples:
1
1. Determine whether − 2 is an integrating factor for
𝑥
the differential equation 𝑦 𝑑𝑥 − 𝑥 𝑑𝑦 = 0. If yes,
determine the solution.
Solution:
1
− 2 𝑦 𝑑𝑥 − 𝑥 𝑑𝑦 = 0
𝑥
𝑦 1
− 2 𝑑𝑥 + 𝑑𝑦 = 0
𝑥 𝑥
𝑦
𝑀 𝑥, 𝑦 = − 2
𝑥
1
𝑁 𝑥, 𝑦 =
𝑥
𝜕𝑀(𝑥, 𝑦) 𝜕𝑁(𝑥, 𝑦) 1
= =− 2
𝜕𝑦 𝜕𝑥 𝑥
1
The above result implies that − 2 is an integrating factor.
𝑥
𝑦
𝑓 𝑥, 𝑦 = 𝑀 𝑥, 𝑦 𝜕𝑥 + 𝑔 𝑦 = − 2 𝜕𝑥 + 𝑔(𝑦)
𝑥
𝑦
= + 𝑔(𝑦)
𝑥
1
𝑓 𝑥, 𝑦 = 𝑁 𝑥, 𝑦 𝜕𝑦 + ℎ 𝑥 = 𝜕𝑦 + ℎ(𝑥)
𝑥
𝑦
= + ℎ(𝑥)
𝑥
𝑔 𝑦 =0 ℎ 𝑥 =0
𝑦
𝑓 𝑥, 𝑦 = = 𝐶
𝑥
Then the general solution to the DE is
𝑦 = 𝐶𝑥.
𝑑𝑦
2. Convert = 2𝑥𝑦 − 𝑥 into an exact differential
𝑑𝑥
equation and solve.
Solution:
−2𝑥𝑦 + 𝑥 𝑑𝑥 + 𝑑𝑦 = 0
𝑀 𝑥, 𝑦 = −2𝑥𝑦 + 𝑥
𝑁 𝑥, 𝑦 = 1
𝜕𝑀 𝜕𝑁
= −2𝑥 and =0
𝜕𝑦 𝑑𝑥
The DE is not exact.
1 𝜕𝑀 𝜕𝑁 −2𝑥−0
− = = −2𝑥 = ℎ(𝑥) is a function of 𝑥 alone.
𝑁 𝜕𝑦 𝑑𝑥 1
2
𝐼 𝑥, 𝑦 = 𝑒 ℎ 𝑥 𝑑𝑥 = 𝑒 −2𝑥 𝑑𝑥 = 𝑒 −𝑥
−𝑥 2
𝑒 −2𝑥𝑦 + 𝑥 𝑑𝑥 + 𝑑𝑦 = 0
−𝑥 2 −𝑥 2 −𝑥 2
−2𝑥𝑦𝑒 + 𝑥𝑒 𝑑𝑥 + 𝑒 𝑑𝑦 = 0 is now an exact DE.
2 2 2
𝑀 𝑥, 𝑦 = −2𝑥𝑦𝑒 −𝑥 + 𝑥𝑒 −𝑥 𝑁 𝑥, 𝑦 = 𝑒 −𝑥
𝜕𝑀 𝜕𝑁 −𝑥 2
= = −2𝑥𝑒
𝜕𝑦 𝜕𝑥
𝑓 𝑥, 𝑦 = 𝑀 𝑥, 𝑦 𝜕𝑥 + 𝑔(𝑦)

−𝑥 2 −𝑥 2
= −2𝑥𝑦𝑒 + 𝑥𝑒 𝜕𝑥 + 𝑔(𝑦)
−𝑥 2 1 −𝑥 2
= 𝑦𝑒 − 𝑒 + 𝑔(𝑦)
2
−𝑥 2
𝑓 𝑥, 𝑦 = 𝑁 𝑥, 𝑦 𝜕𝑦 + ℎ(𝑥) = 𝑒 𝜕𝑦 +ℎ 𝑥

−𝑥 2
= 𝑦𝑒 + ℎ(𝑥)
By comparing,
−𝑥 2
𝑔 𝑦 =0 ℎ 𝑥 = 𝑦𝑒
The general solution is
2 1 −𝑥 2
𝑦𝑒 −𝑥 − 𝑒 = 𝐶.
2
3. Convert 2𝑥𝑦 − 𝑦 2 + 𝑦 𝑑𝑥 + 3𝑥 2 − 4𝑥𝑦 + 3𝑥 𝑑𝑦 = 0
into an exact differential equation and solve.
Solution:
𝑀 𝑥, 𝑦 = 2𝑥𝑦 − 𝑦 2 + 𝑦 𝑁(𝑥, 𝑦) = 3𝑥 2 − 4𝑥𝑦 + 3𝑥
𝜕𝑀 𝜕𝑁
= 2𝑥 − 2𝑦 + 1 = 6𝑥 − 4𝑦 + 3
𝜕𝑦 𝜕𝑥
1 𝜕𝑀 𝜕𝑁 1
− = 2 2𝑥 − 2𝑦 + 1 − 6𝑥 + 4𝑦 − 3
𝑁 𝜕𝑦 𝑑𝑥 3𝑥 − 4𝑥𝑦 + 3𝑥
−4𝑥 + 2𝑦 − 2
= ≠ ℎ(𝑥)
𝑥 3𝑥 − 4𝑦 + 3
1 𝜕𝑁 𝜕𝑀 1
− = 2
6𝑥 − 4𝑦 + 3 − 2𝑥 + 2𝑦 − 1
𝑀 𝜕𝑦 𝑑𝑥 2𝑥𝑦 − 𝑦 + 𝑦
2(2𝑥 − 𝑦 + 1) 2
= = = 𝑔(𝑦)
𝑦 2𝑥 − 𝑦 + 1 𝑦
2
𝑦 𝑑𝑦
𝑔 𝑦 𝑑𝑦 2
𝐼 𝑥, 𝑦 = 𝑒 =𝑒 = 𝑒 2 ln 𝑦 = 𝑒 ln 𝑦 = 𝑦2
Multiplying both sides of the equation by the integrating
factor 𝑦 2 , we obtain
2𝑥𝑦 3 − 𝑦 4 + 𝑦 3 𝑑𝑥 + 3𝑥 2 𝑦 2 − 4𝑥𝑦 3 + 3𝑥𝑦 2 𝑑𝑦 = 0
which is now an exact differential equation.
𝑀(𝑥, 𝑦) = 2𝑥𝑦 3 − 𝑦 4 + 𝑦 3
𝑁 𝑥, 𝑦 = 3𝑥 2 𝑦 2 − 4𝑥𝑦 3 + 3𝑥𝑦 2
𝜕𝑀 𝜕𝑁
= = 6𝑥𝑦 2 − 4𝑦 3 + 3𝑦 2
𝜕𝑦 𝜕𝑥
𝑓 𝑥, 𝑦 = 𝑀 𝑥, 𝑦 𝜕𝑥 + 𝑔 𝑦 = 2𝑥𝑦 3 − 𝑦 4 + 𝑦 3 𝜕𝑥 + 𝑔(𝑦)

= 𝑥 2 𝑦 3 − 𝑥𝑦 4 + 𝑥𝑦 3 + 𝑔(𝑦)

𝑓 𝑥, 𝑦 = 𝑁 𝑥, 𝑦 𝜕𝑦 + ℎ 𝑥 = 3𝑥 2 𝑦 2 − 4𝑥𝑦 3 + 3𝑥𝑦 2 𝜕𝑦 + ℎ(𝑥)

= 𝑥 2 𝑦 3 − 𝑥𝑦 4 + 𝑥𝑦 3 + ℎ(𝑥)
By comparing,
𝑔 𝑦 =0 ℎ 𝑥 =0
The general solution is
𝑥 2 𝑦 3 − 𝑥𝑦 4 + 𝑥𝑦 3 = C.
𝑑𝑦 𝑥𝑦 2 −𝑦
4. Convert = into an exact differential
𝑑𝑥 𝑥
equation.
Solution:
𝑦 1 − 𝑥𝑦 𝑑𝑥 + 𝑥 𝑑𝑦 = 0
𝑀 𝑥, 𝑦 = 𝑦 − 𝑥𝑦 2 and 𝑁 𝑥, 𝑦 = 𝑥
𝜕𝑀 𝜕𝑁
= 1 − 2𝑥𝑦 and =1
𝜕𝑦 𝜕𝑥
The DE is not exact.
1 𝜕𝑀 𝜕𝑁 1
− = 1 − 2𝑥𝑦 − 1 = −2𝑦 ≠ ℎ(𝑥)
𝑁 𝜕𝑦 𝑑𝑥 𝑥
1 𝜕𝑁 𝜕𝑀 1 2𝑥
− = 2
1 − 1 + 2𝑥𝑦 = ≠ 𝑔(𝑦)
𝑀 𝜕𝑦 𝑑𝑥 𝑦 − 𝑥𝑦 1−𝑥
If 𝑀 = 𝑦 ℎ(𝑥𝑦) and 𝑁 = 𝑥 𝑔(𝑥𝑦), then
1 1 1
𝐼 𝑥, 𝑦 = = 2
=− 2 2
𝑥𝑀 − 𝑦𝑁 𝑥 𝑦 − 𝑥𝑦 − 𝑦 𝑥 𝑥 𝑦
Multiplying both sides of the equation by 𝐼(𝑥, 𝑦), we
obtain
𝑥𝑦 − 1 1
2
𝑑𝑥 − 2 𝑑𝑦 = 0
𝑥 𝑦 𝑥𝑦
which is now an exact DE.
Exercise 3.1:

Find an appropriate integrating factor for each


differential equation and solve.
1. 𝑦 + 1 𝑑𝑥 − 𝑥𝑑𝑦 = 0
2. 𝑑𝑥 − 2𝑥𝑦𝑑𝑦 = 0
3. 2𝑥𝑦 𝑑𝑥 + 𝑦 2 𝑑𝑦 = 0
4. 𝑦 + 𝑥 3 + 𝑥𝑦 2 𝑑𝑥 − 𝑥 𝑑𝑦 = 0

Answer key to Exercise 3.1:


1
1. 𝐼 𝑥, 𝑦 = − 2 ; 𝑦 = 𝐶𝑥 − 1
𝑥
−𝑦 2
2. 𝐼 𝑥, 𝑦 = 𝑒 𝑦 2 = ln 𝐶𝑥
;
1
3. 𝐼 𝑥, 𝑦 = ; 𝑦 2 = 2 𝐶 − 𝑥 2
𝑥
1 1 2
4. 𝐼 𝑥, 𝑦 = − ; 𝑦 = 𝑥 tan 𝑥 +𝐶
𝑥 2 +𝑦 2 2

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