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Department of Mathematics

IIT Guwahati

RA/RKS/MGPP/KVK

Topics:

• Separable Equations

• Exact Equations

• Integrating Factors

• Orthogonal Trajectories

Separable Equations

Definition: A first-order equation y 0 (x) = f (x, y ) is separable

if it can be written in the form

dy

= g (x)p(y )

dx

Method for solving separable equations: To solve the equation

dy

= g (x)p(y ),

dx

1

we write it as h(y )dy = g (x)dx, where h(y ) := p(y )

.

Integrating both sides

Z Z

h(y )dy = g (x)dx =⇒ H(y ) = G (x) + C ,

RA/RKS/MGPP/KVK MA-102 (2019)

Formal justification of method: Writing the equation in the

form

dy 1

h(y ) = g (x), h(y ) := .

dx p(y )

Let H(y ) and G (x) be such that

H 0 (y ) = h(y ), G 0 (x) = g (x).

Then

dy

H 0 (y ) = G 0 (x).

dx

Since dx H(y (x)) = H (y (x)) dy

d 0

dx

(by chain rule), we obtain

d d

H(y (x)) = G (x) ⇒ H(y (x)) = G (x) + C .

dx dx

Remark: In finding a one-parameter family of solutions in the

separation process, we assume that p(y ) 6= 0. Then we must

find the solutions y = y0 of the equation p(y ) = 0 and

determine whether any of these are solutions of the original

equation which were lost in the formal separation process.

Example: Consider (x − 4)y 4 dx − x 3 (y 2 − 3)dy = 0.

Separating the variable by dividing x 3 y 4 , we obtain

(x − 4)dx (y 2 − 3)dy

− =0

x3 y4

The general solution is − x1 + 2

x2

+ 1

y

− 1

y3

= C , y 6= 0

Note: y = 0 is a solution of the original equation which was

lost in the separation process.

First-Order Linear Equations

A linear first-order equation can be expressed in the form

dy

a1 (x) + a0 (x)y = b(x), (1)

dx

where a1 (x) 6= 0, a0 (x) and b(x) depend only on the

independent variable x, not on y .

Examples:

(1 + 2x) dy

dx

+ 6y = e x (linear)

sin x dy

dx

+ (cos x)y = x 2 (linear)

dy

dx

+ xy 3 = x 2 (not linear)

Theorem(Existence and Uniqueness):

Suppose a1 (x), a0 (x), b(x) ∈ C ((a, b)), a1 (x) 6= 0 and

x0 ∈ (a, b). Then for any y0 ∈ R, there exists a unique

solution y (x) ∈ C 1 ((a, b)) to the IVP

dy

a1 (x) + a0 (x)y = b(x), y (x0 ) = y0 .

dx

RA/RKS/MGPP/KVK MA-102 (2019)

Observations:

I. If a0 (x) = 0, then Eq. (1) reduces to

Z

dy b(x)

a1 (x) = b(x) ⇒ y (x) = dx + C , a1 (x) 6= 0.

dx a1 (x)

II. If a0 (x) = a10 (x), then

d

a1 (x)y 0 (x) + a0 (x)y = a1 (x)y 0 + a10 (x)y = {a1 (x)y }.

dx

Therefore, Eq. (1) becomes

d

{a1 (x)y } = b(x).

dx

The general solution is given by

Z

1

y (x) = b(x)dx + C .

a1 (x)

RA/RKS/MGPP/KVK MA-102 (2019)

Integrating Factor(I.F.)

Rewriting a1 (x)y 0 + a0 (x)y = b(x) as

a0 (x) b0 (x)

y 0 + p(x)y = q(x), p(x) = , q(x) = .

a1 (x) a1 (x)

Multiplying both side by µ(x) so that

dy d dy

µ(x) + µ(x)p(x)y = {µ(x)y } = µ(x) + µ0 (x)y .

dx dx dx

This yields

R

µ0 (x) = µ(x)p(x) ⇒ µ(x) = e p(x)dx

.

Thus,

Z

d 1

{µ(x)y } = µ(x)q(x) ⇒ y (x) = µ(x)q(x)dx + C .

dx µ(x)

Example: y 0 + x1 y = 3x. (y (x) = x 2 + cx −1 )

RA/RKS/MGPP/KVK MA-102 (2019)

Exact Differential Equation

Suppose f (x, y ) = c defines y implicitly as a differentiable

function of x. Then, y = y (x) satisfies a first-order DE

fx (x, y ) + fy (x, y )y 0 (x) = 0,

which is an exact DE.

Definition: A first-order DE of the form

M(x, y ) + N(x, y )y 0 (x) = 0

is an exact DE in a rectangle R if there is a function f (x, y )

such that

fx (x, y ) = M(x, y ) and fy (x, y ) = N(x, y ).

implicitly by f (x, y ) = c.

d

f (x, y (x)) = fx (x, y ) + fy (x, y )y 0 .

dx

= M(x, y ) + N(x, y )y 0 = 0.

RA/RKS/MGPP/KVK MA-102 (2019)

Theorem: Let M(x, y ), N(x, y ) ∈ C 1 (R). Then

M(x, y ) + N(x, y )y 0 = 0 is exact ⇐⇒ My (x, y ) = Nx (x, y )

for (x, y ) ∈ R.

Example: Consider 4x + 3y + 3(x + y 2 )y 0 = 0.

Note that M, N ∈ C 1 (R) and My = 3 = Nx . Thus, there

exists f (x, y ) such that fx = 4x + 3y and fy = 3x + 3y 2 .

fx = 4x + 3y ⇒ f (x, y ) = 2x 2 + 3xy + φ(y ). Now,

3x + 3y 2 = fy (x, y ) = 3x + φ0 (y ).

⇒ φ0 (y ) = 3y 2 ⇒ φ(y ) = y 3 .

Thus, f (x, y ) = 2x 2 + 3xy + y 3 and the general solution is

given by

2x 2 + 3xy + y 3 = C

Definition: If the equation

M(x, y )dx + N(x, y )dy = 0 (2)

is not exact, but the equation

is exact then µ(x, y ) is called an integrating factor of (2).

Example: The equation (y 2 + y )dx − xdy = 0 is not exact.

But, when we multiply by y12 , the resulting equation

1 x

(1 + )dx − 2 dy = 0, y 6= 0

y y

is exact.

Remark: While (2) and (3) have essentially the same

solutions, it is possible to lose or gain solutions when

multiplying by µ(x, y ).

RA/RKS/MGPP/KVK MA-102 (2019)

(My −Nx )

Theorem: If N

is continuous and depends only on x, then

Z

My − N x

µ(x) = exp dx

N

is an integrating factor for Mdx + Ndy = 0.

Proof. If µ(x, y ) is an integrating factor, we must have

∂ ∂ ∂µ ∂µ ∂N ∂M

{µM} = {µN} ⇒ M −N = − µ.

∂y ∂x ∂y ∂x ∂x ∂y

My −Nx

If µ = µ(x) then dµ dx

= N

µ, where (My − Nx )/N is just

a function of x.

Example: Solve (2x 2 + y )dx + (x 2 y − x)dy = 0.

The equation is not exact as My = 1 6= (2xy − 1) = Nx . Note

that

My − N x 2(1 − xy ) −2

= = ,

N −x(1 − xy ) x

which is a function of only x, so an I.F µ(x) = x −2 and the

2

solution is given by 2x − 2yx −1 + y2 = C .

Remark. Note that the solution x = 0 was lost in multiplying

µ(x) = x −2 .

Theorem: If Nx −M

M

y

is continuous and depends only on y , then

Z

N x − My

µ(y ) = exp dy

M

is an integrating factor for Mdx + Ndy = 0.

Homogeneous Functions

linear equation, then it may still be possible to transform it

into one that we know how to solve.

Definition: A function f (x, y ) is said to be homogeneous of

degree n if

f (tx, ty ) = t n f (x, y ),

where t > 0 and n is a constant.

Example:

1. f (x, y ) = x 2 + y 2 log(y /x), x > 0, y > 0

(homogeneous of degree 2)

2. f (x, y ) = e y /x + tan(y /x) (homogeneous of degree 0)

• If M(x, y ) and N(x, y ) are homogeneous functions of the

same degree then the substitution y = vx transforms the

equation into a separable equation.

Writing Mdx + Ndy = 0 in the form dy dx

= −M/N = f (x, y ).

Then, f (x, y ) is a homogeneous function of degree 0. Now,

substitution y = vx transform the equation into

dv dv dx

v +x = f (1, v ) ⇒ = ,

dx f (1, v ) − v x

which is in variable separable form.

Example: Consider (x + y )dx − (x − y )dy = 0.

Put y = vx and separate the variable to have

(1 − v )dv dx

2

=

1+v x

Integrating and replacing v = y /x, we obtain

y p

tan−1 = log x 2 + y 2 + C .

x

RA/RKS/MGPP/KVK MA-102 (2019)

Substitutions and Transformations

• A first-order equation of the form

y 0 + p(x)y = q(x)y α ,

where p(x), q(x) ∈ C ((a, b)) and α ∈ R, is called a

Bernoulli equation.

equation into a linear equation

dv

+ p1 (x)v = q1 (x),

dx

where p1 (x) = (1 − α)p(x), q1 (x) = (1 − α)q(x).

by y12 = x + 12 + ce 2x .

• An equation of the form

is called Riccati equation.

If its one solution, say u(x) is known then the substitution

y = u + 1/v reduces to a linear equation in v .

r (x) = 0 then it is a Bernoulli equation.

• Consider the DE

(a1 x + b1 y + c1 )dx + (a2 x + b2 y + c2 )dy = 0, (4)

where ai ’s, bi ’s and ci ’s are constants. If a2 /a1 6= b2 /b1 ,

then the transformation x = u + h and y = v + k, where

h, k are solutions of the system a1 h + b1 k + c1 = 0 and

a2 h + b2 k + c2 = 0, reduces (4) to the homogeneous

equation

(a1 u + b1 v )du + (a2 u + b2 v )dv = 0

in the variables u and v .

If a2 /a1 = b2 /b1 = k, then substitution z = a1 x + b1 y

reduces the above DE to a separable equation in x and z.

• If a DE is in the special form

y (Ax p y q + Bx r y s )dx + x(Cx p y q + Dx r y s )dy = 0,

where A, B, C , D are constants, then it has an I.F. of the

form µ(x, y ) = x a y b , where a and b are suitably chosen

constants.

RA/RKS/MGPP/KVK MA-102 (2019)

Orthogonal Trajectories

Suppose

dy

= f (x, y )

dx

represents the DE of the family of curves. Then, the slope of

any orthogonal trajectory is given by

dy 1 dx

=− or − = f (x, y ),

dx f (x, y ) dy

which is the DE of the orthogonal trajectories.

Example: Consider the family of circles x 2 + y 2 = c 2 .

Differentiate w.r.t x to obtain x + y dy

dx

= 0. The differential

dx

equation of the orthogonal trajectories is x + y − dy = 0.

Separating variable and integrating we obtain y = c x as the

equation of the orthogonal trajectories.

*** End ***

RA/RKS/MGPP/KVK MA-102 (2019)

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