Separable differential equations

Definition: A differential equation of the type

F  x  G  y  dx  f  x  g  y  dy  0........................(1)

Is called an equation with variables separable or simply separable differential equation.

Equation (1) may be written as

F  x g  y
dx  dy  0
f  x G  y

Which can be easily integrated.

Example:
Solve the initial value problem
dy 2x
 y  0   2
dx y  x 2 y

Solution:
We have
dy 2x

dx y  1  x 2 
Or
2x
ydy  dx
1  x2
On integrating, we obtain

y2
 ln  1  x 2   c
2

y    2 ln  1  x 2   c 
1/ 2

Now, y (0)  2

2    2 ln1  c 
1/ 2

We must take negative sign of the radical and this gives c=4
Hence
 y    2 ln  1  x 2   4 
1/ 2

Is the required solution.

Linear differential equations

Definition: The differential equation of the form
dy
a  x  b  x y  c  x
dx
Is a linear differential equation of 1st order. The equation can be rewritten in the following
famous form
dy
 p  x y  q  x
dx
Where p(x) and q(x) are continuous functions.
Method of solution: The general solution of the 1st order linear differential equation is
given by

y
 u  x  q  x  dx  C
u  x

where u(x) =e 
 p  x  dx 

The function u(x) is called the integrating factor. If it is an initial value problem then we use it to
find the constant C.

Example:
Solve the initial value problem

y '  tan( x) y  cos 2 ( x) , y(0)=2

Solution:
The equation is already in the standard form
dy
 p  x y  q  x
dx
2
With p(x) =tan x , q(x) = cos x

Since  tan xdx   ln cos x  ln sec x

Therefore, the integrating factor is given by
 u  x   e
tan xdx
 sec x

Further, because

 sec x cos xdx   cos xdx  sin x

2

So the general solution is given by

sin x  C
y   sin x  C  cos x
sec x
We use the initial conditions y (0) =2 to find the value of the constant C

2   sin 0  C  cos 0
C2
Therefore the solution of the initial value problem is

y   sin x  2  cos x

Variation of parameter method

Method of solution: We take a 2nd order differential equation of the form
d2y dy
2
 P  Qy  R
dx dx
Solving this differential equation we got C.F
y  c1u  c2v

we take c1  A and c 2  B

Its complete solution will be

y  Au  Bv

From this we take two linear differential equations

'
Au  B 'v  0
' '
Au  B 'v '  R
' '
Then we solve these differential equations simultaneously and find the values of A and B . Then
' '
we integrate A and B and we got A and B.

Then we substitute A and B in y  Au  Bv and got required solution.

Example:
d2y
2
 a 2 y  sec ax
nd
Solve the 2 order differential equation dx by variation of parameters.

Solution:
1st we find its C.F. We write it as

D 2
 a 2  y  sec ax

Its characteristic equation is

m2  a 2  0
 m   ai
C.F  c1 cos ax  c2 sin ax

Let complete solution is a y  A cos ax  B sin ax...................(1)

n

A' cos ax  B ' sin ax  0..................  2 

 aA' sin ax  B ' a cos ax  sec ax..................  3 

Multiplying equation (2) by a sin ax

a sin ax  A' cos ax  B ' sin ax  0 

A' a sin ax cos ax  B 'a sin 2 ax  0..............(4)

Multiplying equation (3) by cos ax

cos ax  aA' sin ax  B ' a cos ax  sec ax 

 A' a sin ax cos ax  B ' a cos 2 ax  1.................(5)

By adding equations (4) and (5) we get

aB '  sin 2 ax  cos 2 ax   1

1
B' 
a
 dB 1

dx a
1
dB  dx
a
1
 dB   a dx
x
B   c1
a
'
Substituting value of B in equation (2)
1
A' cos ax  sin ax  0
a
1 sin ax
A'  
a cos ax
1
A'   tan x
a
dA 1
  tan x
dx a
1
dA   tan xdx
a
1
 dA   a  tan xdx  c2
1
A   log sec ax  c2
a
Substituting values of A and B in equation (1)

 1  x 
y    log sec ax  c2  cos ax    c1  sin ax
 a  a 
x 1
y  c1 sin ax  c2 cos ax  sin ax  cos ax  log sec ax
a a

Exact differential equations

Definition: The expression
M  x, y  dx  N  x, y  dy..................(1)

f  x, y 
Is called an exact differential if there exist a function of two real variables such that the
expression equals the total differential df . We know from calculus that
 f f
df  dx  dy
x y

Thus, if (1) is exact then

f f
M  x, y    fx and N  x, y    fy
x y

If (1) is an exact differential then the differential equation

M  x, y  dx  N  x, y  dy  0

Is called an exact differential equation.

Solution of an exact differential equation

M  x, y  dx  N  x, y  dy  0...................(1)
If

f  x, y 
Is an exact differential equation, then there exists a function such that
f f
df  dx  dy
x y
=M  x, y  dx  N  x, y  dy

f f
M and N
Therefore, x y

f
M
Integrating x with respect to x, we have

f   Mdx  h  y  .............(2)

The constant of integration is an arbitrary function of y since it must vanish under differentiation
w.r.t x.
Differentiating (2) w.r.t y, we get
f

y y

  Mdx   h  y  '

N

y
  Mdx   h  y 
'

i.e.

h'  y   N 

y
  Mdx 
Or,
 f  x, y   c
Integrating w.r.t y, we obtain h and hence is the required solution of (1).

Example:

Solve
 3x 2
y  2  dx   x 3  y  dy  0

Solution:

We have
 3x 2
y  2  dx   x3  y  dy  0...............(1)

Here M  3x 2 y  2 and N=x3  y

M N
 3x 2 ,  3x2
y x
M N
i.e =
y x

Hence the solution is exact. To find the solution of (1) we note that the left hand side of the
f  x, y 
equation is an exact differential. Hence there exists a function such that
f
=3x 2 y+2.............(2)
x
f 3
=x +y ..................(3)
y

Integrating (2) w.r.t x, we have

f  x, y   x 3 y  2 x  h  y 

h y
Where is the constant of integration. Differentiating the above equation w.r.t y and using
(3), we obtain
f 3
=x  h '  y   x 3  y
y

h'  y   y
Or
Integrating, we have

y2
h y 
2
 y2
f  x, y   x 3 y  2 x 
Thus 2

Hence the general solution of (1) is

y2
x y  2x 
3
c
2
Alternatively
Integrating (1) and (2) we have

f  x, y   x 3 y  2 x  h  y 

y2
=x 3 y   g  x
2

y2
h y  and g  x  2x
Thus 2
The general solution of is

y2
x3 y  2 x  c
2

Bernoulli’s equation
Definition: An equation of the form
dy
 P  x  y  Q  x  y n .................(1)
dx
Is called a Bernoulli differential equation. This equation is linear if n=0 or 1. If n is not zero or 1,
n
then (1) is reducible to linear differential equation. Dividing by y , (1) becomes
dy
y n  P  x  y1 n  Q  x  ............(2)
dx
1 n
In (2), put v  y , then it reduces to
dv
  1 n P  x v   1 n Q  x
dx
Which is linear in v.

Example:
 1
dy xy
  xy 2
Solve dx 1  x 2

Solution:
1
dy xy
  xy 2
.............(1)
We have dx 1  x 2

Dividing by y , (1) becomes

2

1 1
dy x
y2  y 2
 x..............(2)
dx 1  x 2
1
put y2  v
1 21 dy dv
or y 
2 dx dx
Then (2) reduces to
dv x x
 v  ................(3)
dx 2  1  x 
2
2

This is linear in v.

   1
1
x 2 
I .F  exp   dx   exp ln  1  x    1  x 
2 4

 2  1  x  
2  4 

1

Multiplying (3) by
 1  x2  4
, we get
1
dv x x
 1 x  2 4 
dx 2  1  x 
v
2  1  x2 
2 5/ 4 1/ 4

d  1
 1 
 1  x  v    2 x  1  x  
2 4 2 1/ 4 

dx   4
Integrating, we have

1  1  x 
2 3/ 4

v  1 x 
2 1/ 4
 c
4 3/ 4
 1
1  x2
v  c  1  x2  4 
Or 3
1
1
1  x2
y 2  c  1  x2  4 
Or 3

Is the required solution of (1).