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CHAPTER ONE

ORDINARY DIFFERENTIAL
EQUATIONS OF 1st ORDER
junior !!!

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Basic Concepts and Ideas

• Definition: An equation containing the derivatives of


one or more dependent variables with respect to one
or more independent variables is said to be a
Differential Equation.
• Differential equations are divided in to two.
1. Ordinary DE – an equation that contains derivatives of
one or more dependent variables with respect to a single
independent variable.
𝑑𝑦 𝑑𝑥 𝑑𝑦
Eg 1. = 𝑠𝑖𝑛𝑥 2. + = 2𝑥 + 𝑦
𝑑𝑥 𝑑𝑡 𝑑𝑡
2
𝑑2𝑦 𝑑𝑦
3. 2 + = 𝑒 𝑥+1
𝑑𝑥 𝑑𝑥

2
Cont.
2. Partial DE- An equation involving the partial
derivatives of one or more dependent variables
with respect to two or more independent
variables.
𝜕𝑢 𝜕𝑢
Eg 1. + =0
𝜕𝑥 𝜕𝑦
𝜕𝑢 𝜕2 𝑢
2. 𝑥 − ( 2) =𝑢+1
𝜕𝑥 𝜕𝑦

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Cont.
• The order of a DE is the order of the highest
derivative that occurs in the equation.
• The degree of a DE is the exponent of the
highest order derivative term after the
equation has been cleared of fractions and
radicals in the dependent variable and its
derivatives.

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cont.
Ex. Determine the order and degree of the following
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𝑑2𝑦 𝑑𝑦 5
1. 2 +( ) +3=0
𝑑𝑥 𝑑𝑥
𝑑3𝑦 𝑑𝑦 4
2. + ( ) + 6𝑦 = 3
𝑑𝑥 3 𝑑𝑥
4
𝑑3𝑦 𝑑2𝑦 5 𝑦
3. 3 + ( 2) + = 0
𝑑𝑥 𝑑𝑥 𝑐𝑜𝑠𝑥
𝑑 2𝑦 𝑑𝑦 4/3
2
4. 𝑘 2 = (1 + )
𝑑𝑥 𝑑𝑥

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Differential equations of a family of curves

Suppose we are given an equation containing n


arbitrary constants. Then by differentiating it
successively n times we get n equations more
containing n arbitrary constants and derivatives.
By eliminating n arbitrary constants from the
above (n+1) equations and obtaining an equation
which involves derivatives up to the nth order, we
get a differential equation of order n.

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cont.
Eg. Find the DE of family of curves
1. 𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 −2𝑥
2. 𝑦 = 𝑐(𝑥 − 𝑐)2
3. of all circles of radius r.
4. that describes the family of circles passing
through the origin

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Cont.
Solution
1. 𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 −2𝑥
⟹ 𝑦 ′ = 2𝑐1 𝑒 2𝑥 − 2𝑐2 𝑒 −2𝑥
⟹ 𝑦"=4(c1 e2x +c2 e−2x )=4y
⟹y"−4y=0 is the required equation
2. 𝑦 = 𝑐(𝑥 − 𝑐)2
⟹ 𝑦 ′ = 2𝑐 𝑥 − 𝑐 … … … … . . (1)
⟹ (𝑦 ′ )2 = 4𝑐 2 𝑥 − 𝑐 2
(𝑦 ′ )2
⟹ = 𝑐 𝑠𝑢𝑏𝑠𝑡𝑖𝑡𝑢𝑡𝑒 𝑖𝑛 1
4𝑦
2(𝑦 ′ )2 (𝑦 ′ )2
⟹ 𝑦′ = 𝑥−
4𝑦 4𝑦
⟹ 8𝑦 2 = 4𝑥𝑦𝑦 ′ − (𝑦 ′ )3

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Linearity and non-linearity of DE

Def’n: An nth order ODE is linear if it can be written in


the form
𝑓 𝑥 = 𝑎𝑛 𝑥 𝑦 (𝑛) + 𝑎𝑛−1 𝑥 𝑦 (𝑛−1) + ⋯ + 𝑎1 𝑥 𝑦 ′ + 𝑎0 𝑥 𝑦
Where the coefficients 𝑎𝑖 𝑥 𝑎𝑛𝑑 𝑓(𝑥) are
functions of x alone.
They do not depend on y or derivatives of y.
Dependent variable and all its derivatives occur in first
degree only.
Any DE that cannot be written in the above form is
said to be nonlinear.

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Cont.
Eg. 1. 𝑦 + 𝑥 𝑑𝑥 + 3𝑥 2 𝑑𝑦 = 0
′′ −𝑥 2
2. 3𝑦 + 𝑥𝑦 = 𝑒
𝑑3𝑦 𝑑𝑦
3. 𝑥 3 + (𝑥 + 1) + 5𝑦 = 𝑥 3
𝑑𝑥 𝑑𝑥
4. 𝑦𝑦 + 𝑥𝑒 3𝑦 = 𝑥 is non linear
′ 3

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Cont.
• Def’n: Any function free of derivatives satisfying a DE
identically is said to be a solution of a given DE.
𝑑2𝑦 𝑑𝑦
• Eg. 𝑦 = 𝑥𝑒 𝑥is a solution of − 2
+𝑦 =0
𝑑𝑥 2 𝑑𝑥
• Def’n: A solution in which the dependent variable is
expressed only in terms of the independent variable and
constants is said to be an explicit solution.
• An expression 𝐺 𝑥, 𝑦 = 0 is said to be implicit solution of
an ODE on an interval I, provided there exists at least one
function 𝑦 = 𝑔 𝑥 that satisfy the expression as well as the
DE on an interval I.
𝑑𝑦 𝑥
• Eg. 𝑥 2 +𝑦 2
= 4 is an implicit solution of the DE = −
𝑑𝑥 𝑦
on an interval −2 < 𝑥 < 2 wt is implicity and explicit soln?

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Cont.
• Def’n: consider an ODE of order n of implicit form
𝐹(𝑥, 𝑦, 𝑦 ′ , 𝑦", … , 𝑦 (𝑛) ) = 0
• A solution of the above ODE containing n
arbitrary constants is called the general solution.
• Any solution obtained from the general solution
by giving particular values to the arbitrary
constants is called a particular solution
• A solution which cannot be obtained from the
general solution by any choice of the essential
arbitrary constants is called a singular solution.
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Cont.
Eg.1 𝑦" + 𝑦 = 0
has general solution 𝑦 = 𝐴𝑐𝑜𝑠𝑥 + 𝐵𝑠𝑖𝑛𝑥
Particular solutions 𝑦 = 2𝑐𝑜𝑠𝑥,
𝑦 = 𝑐𝑜𝑠𝑥 + 𝑠𝑖𝑛𝑥 𝑒𝑡𝑐.
2. (𝑦 ′ )2 −𝑥𝑦 ′ + 𝑦 = 0
has general solution 𝑦 = 𝑐𝑥 2 − 𝑐 2
𝑥2
Singular solution 𝑦 =
4

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Initial Value Problems (IVP)
• The explicit (normal) form DE
𝑦 (𝑛) = 𝑓(𝑥, 𝑦, 𝑦 ′ , 𝑦", . . . , 𝑦 (𝑛−1) )
Subject to 𝑦 𝑥0 = 𝑦0, 𝑦 ′ 𝑥0 = 𝑦1 , … ., 𝑦 𝑛−1 (𝑥0 ) = 𝑦𝑛−1
where 𝑦0, 𝑦1, . . . ., 𝑦𝑛−1 arbitrary specified values at some x0
is called an nth order IVP.
• The values of 𝑦(𝑥) and its first (n-1) derivatives at a single
point x0;
𝑦 𝑥0 = 𝑦0, 𝑦 ′ 𝑥0 = 𝑦1 , … ., 𝑦 𝑛−1 (𝑥0) = 𝑦𝑛−1 are called
initial conditions.
Eg 1. 𝐼𝑓 𝑛 = 1; 𝑦 ′ = 𝑓 𝑥, 𝑦
𝑠𝑢𝑏𝑗𝑒𝑐𝑡 𝑡𝑜 𝑦 𝑥0 = 𝑦0 𝑖𝑠 1𝑠𝑡 𝑜𝑟𝑑𝑒𝑟 𝐼𝑉𝑃
2. 𝐼𝑓 𝑛 = 2; 𝑦" = 𝑓(𝑥, 𝑦, 𝑦′)
𝑠𝑢𝑏𝑗𝑒𝑐𝑡 𝑡𝑜 𝑦 𝑥0 = 𝑦0 ,
𝑦′(𝑥0 ) = 𝑦1 𝑖𝑠 𝑐𝑎𝑙𝑙𝑒𝑑 2𝑛𝑑 𝑜𝑟𝑑𝑒𝑟 𝐼𝑉𝑃
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SOLVING 1ST ORDER ODE

1. SEPARABLE EQUATIONS
• Def. A first order ODE which can be expressed
in the form 𝑀 𝑥 𝑑𝑥 = 𝑁 𝑦 𝑑𝑦 is called
separable.
• It can be solved at once by integrating on both
sides and we obtain the general solution.

𝑀 𝑥 𝑑𝑥 = 𝑁 𝑦 𝑑𝑦 + 𝐶

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Cont.
Eg. Solve
𝑎) 𝑥 2 + 1 𝑦 ′ + 𝑦 2 + 1 = 0 ; 𝑦 0 = 1
𝑏) 𝑦 ′ = 𝑥𝑦 + 𝑥
𝑐) 𝑥𝑦 ′ − 𝑦 = 2𝑥 2 𝑦
𝑑) 𝑦 ′ = 𝑠𝑖𝑛𝑥. 𝑐𝑜𝑠𝑦
𝑒) 𝑦 ′ = 𝑦𝑥 𝑒 𝑥+𝑦
𝑓) 𝑦 ′ = 1 + 𝑦 2 − 2𝑥 − 2𝑥𝑦 2 ; 𝑦 0 = 0
2 𝜋
𝑔) 𝑥𝑠𝑖𝑛𝑦𝑑𝑥 + 𝑥 + 1 𝑐𝑜𝑠𝑦𝑑𝑦 = 0 ; 𝑦 1 =
2
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Cont.
Solution
𝒂) 𝑥2 + 1 𝑦′ + 𝑦2 + 1 = 0 ; 𝑦 0 = 1
⟹ 𝑥 2 + 1 𝑑𝑦 = − 𝑦 2 + 1 𝑑𝑥
1 −1
⟹ 𝑑𝑦 = 𝑑𝑥 Separable form
𝑦 2 +1 𝑥 2 +1
⟹ 𝑡𝑎𝑛−1 𝑦 + 𝑡𝑎𝑛−1 𝑥
=𝑐
⟹ tan 𝑡𝑎𝑛−1 𝑦 + 𝑡𝑎𝑛−1 𝑥 = 𝑡𝑎𝑛𝑐
𝑦+𝑥
⟹ = 𝑡𝑎𝑛𝑐 𝑖𝑠 𝑡𝑕𝑒 𝑔𝑒𝑛𝑒𝑟𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛
1−𝑥𝑦
𝑏𝑢𝑡 𝑦 0 = 1 ⟹ 1 = 𝑡𝑎𝑛𝑐
1−𝑥
𝑦= 𝑖𝑠 𝑝𝑎𝑟𝑡𝑖𝑐𝑢𝑙𝑎𝑟 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑜𝑓 𝑡𝑕𝑒 𝐼𝑉𝑃
1+𝑥

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Cont.
𝒃) 𝑦 ′ = 𝑥𝑦 + 𝑥
𝑑𝑦
⟹ =𝑥 𝑦+1
𝑑𝑥
1
⟹ 𝑑𝑦 = 𝑥𝑑𝑥 𝑠𝑒𝑝𝑎𝑟𝑎𝑏𝑙𝑒 𝑓𝑜𝑟𝑚
𝑦+1
𝑥2
⟹ 𝑦 = 𝐴𝑒 2 − 1 𝑖𝑠 𝑡𝑕𝑒 𝑔𝑒𝑛𝑒𝑟𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛

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2.Homogeneous Differential Equations

• Sometimes a 1st order DE that is not separable can be put into


separable form by change of variables.
• Def. A DE of the form 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0 is called
𝑑𝑦
homogeneous if is isolated on one side of the equation and the
𝑑𝑥 𝑦
other side can be expressed as a function of
𝑥
𝑑𝑦 𝑦
i.e. = 𝐹( ) we can solve by substitution
𝑑𝑥 𝑥
𝑦
𝐿𝑒𝑡 𝑢 =
𝑥
⟹ 𝑦 = 𝑥𝑢
𝑑𝑦 𝑑𝑢
⟹ =𝑢+𝑥
𝑑𝑥 𝑑𝑥
𝑑𝑢
⟹𝐹 𝑢 =𝑢+𝑥
𝑑𝑥
1 1
⟹ 𝑑𝑥 = 𝑑𝑢 𝑠𝑒𝑝𝑎𝑟𝑎𝑏𝑙𝑒 𝑓𝑜𝑟𝑚
𝑥 𝐹 𝑢 −𝑢

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Cont.
Eg. Solve
′ 𝑥−𝑦
1. 𝑦 = 𝑥+𝑦
2. 2𝑥 − 4𝑦 + 5 𝑦 ′ + 𝑥 − 2𝑦 + 3 = 0
3. 2𝑥𝑦𝑦 ′ = 𝑦 2 − 𝑥 2
′ 𝑦 2 −𝑥𝑦
4. 𝑦 =
𝑥2
5. 𝑥 2 − 𝑥𝑦 + 𝑦 2 𝑑𝑥 + 2𝑥𝑦𝑑𝑦 = 0
6. 𝑥 2 − 3𝑦 2 𝑑𝑥 + 2𝑥𝑦𝑑𝑦 = 0
7. 𝑦 + 𝑥 2 + 𝑦 2 𝑑𝑥 − 𝑥𝑑𝑦 = 0

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Cont.
𝑦
𝑑𝑦 𝑥−𝑦 1− 𝑦
𝑥
Solution 1. since = = 𝑦 = 𝐹( ) it’s
𝑑𝑥 𝑥+𝑦 1+ 𝑥
𝑥
homogeneous
𝑦
To transform it to separable form let 𝑢 =
𝑥
𝑑𝑦 𝑑𝑢
⟹ =𝑢+𝑥
𝑑𝑥 𝑑𝑥
𝑑𝑢 1−𝑢
⟹ 𝑢+𝑥 =
𝑑𝑥 1+𝑢
𝑑𝑢 1−𝑢
⟹ 𝑥 = −𝑢
𝑑𝑥 1+𝑢
𝑑𝑥 1+𝑢
⟹ = 2 𝑑𝑢 by substitution
𝑥 1−2𝑢−𝑢

⟹ 𝑥 2 − 2𝑥𝑦 − 𝑦 2 = 𝑐 21
Cont.
2. 2𝑥 − 4𝑦 + 5 𝑦 ′ + 𝑥 − 2𝑦 + 3 = 0
⟹ 2 𝑥 − 2𝑦 + 5 𝑦 ′ + 𝑥 − 2𝑦 + 3 = 0
𝑙𝑒𝑡 𝑢 = 𝑥 − 2𝑦
′ 1
⟹𝑦 = 1 − 𝑢′
2
⟹ 4𝑥 + 8𝑦 + ln 4𝑥 − 8𝑦 + 11 = 𝑐

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3. DE reducible to homogeneous form
𝑑𝑦
• The DE = 𝑓(𝑥, 𝑦) is homogeneous if 𝑓 𝑥, 𝑦 is homogeneous.
𝑑𝑥
i.e. 𝑓 𝑡𝑥, 𝑡𝑦 = 𝑡 𝑛 𝑓 𝑥, 𝑦 ; ∀𝑡
𝑑𝑦 𝑎𝑥+𝑏𝑦+𝑐
Let the DE is of the form =
𝑑𝑥 𝑎′ 𝑥+𝑏′ 𝑦+𝑐′
To reduce it to homogeneous form
Let 𝑥 = 𝑥1 + 𝑕 𝑎𝑛𝑑 𝑦 = 𝑦1 + 𝑘 ⟹ 𝑑𝑥 = 𝑑𝑥1 𝑎𝑛𝑑 𝑑𝑦 = 𝑑𝑦1
Where 𝑥1 , 𝑦1 𝑎𝑟𝑒 𝑛𝑒𝑤 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒𝑠 𝑎𝑛𝑑 𝑕, 𝑘 𝑎𝑟𝑒 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡𝑠
𝑑𝑦 𝑑𝑦1 𝑎 𝑥1 + 𝑕 + 𝑏 𝑦1 + 𝑘 + 𝑐
⟹ = = ′
𝑑𝑥 𝑑𝑥1 𝑎 𝑥1 + 𝑕 + 𝑏 ′ 𝑦1 + 𝑘 + 𝑐′
Choose h & k such that 𝑎𝑕 + 𝑏𝑘 + 𝑐 = 0 𝑎𝑛𝑑 𝑎′ 𝑕 + 𝑏 ′ 𝑘 + 𝑐 ′ = 0

𝑦
𝑑𝑦1 𝑎𝑥1 +𝑏𝑦1 𝑎+𝑏 𝑥1 𝑦
= = 1
𝑦 = 𝐹( 1 ) which is homogeneous DE
𝑑𝑥1 𝑎′𝑥1 +𝑏′𝑦1 𝑎′ +𝑏′𝑥1 𝑥1
1
Solve by substituting 𝑦1 = 𝑥1 𝑢

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Cont.
Eg:
1. 2𝑥 + 𝑦 − 3 𝑑𝑦 = 𝑥 + 2𝑦 − 3 𝑑𝑥
2. 𝑥 − 𝑦 + 3 𝑑𝑥 = 2𝑥 − 2𝑦 + 5 𝑑𝑦
Solution 1. 2𝑥 + 𝑦 − 3 𝑑𝑦 = 𝑥 + 2𝑦 − 3 𝑑𝑥
𝑑𝑦 𝑥+2𝑦−3
⟹ =
𝑑𝑥 2𝑥+𝑦−3
𝑝𝑢𝑡 𝑥 = 𝑥1 + 𝑕 𝑎𝑛𝑑 𝑦 = 𝑦1 + 𝑘
⟹ 𝑑𝑥 = 𝑑𝑥1 𝑎𝑛𝑑 𝑑𝑦 = 𝑑𝑦1
𝑑𝑦1 𝑥1 +2𝑦1 +(𝑕+2𝑘−3)
⟹ = choose h & k such that
𝑑𝑥1 2𝑥1 +𝑦1 +(2𝑕+𝑘−3)
𝑕 + 2𝑘 − 3 = 0 𝑎𝑛𝑑 2𝑕 + 𝑘 − 3 = 0 ⟹ 𝑕 = 𝑘 = 0
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Cont.
𝑦
𝑑𝑦1 𝑥1 +2𝑦1 1+2 1
𝑥1
⟹ = = 𝑦 𝑕𝑜𝑚𝑜𝑔𝑒𝑛𝑒𝑜𝑢𝑠 𝑓𝑜𝑟𝑚 .
𝑑𝑥1 2𝑥1 +𝑦1 2+ 1
𝑥1
Substitute y1=x1u
𝑑𝑢 𝑥1 +2𝑢𝑥1 1+2𝑢
⟹𝑢+ 𝑥1 = =
𝑑𝑥1 2𝑥1 +𝑢𝑥1 2+𝑢
2+𝑢 𝑑𝑥1
⟹ 2 𝑑𝑢 = 𝑠𝑒𝑝𝑎𝑟𝑎𝑏𝑙𝑒 𝑓𝑜𝑟𝑚
1−𝑢 𝑥1
⟹ 𝑥 + 𝑦 − 2 = 𝑐(𝑥 − 𝑦)3 𝑖𝑠 𝑡𝑕𝑒 𝑔𝑒𝑛𝑒𝑟𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛

2. 𝑥 − 2𝑦 + ln 𝑥 − 𝑦 + 2 = 𝑐 𝑖𝑠 𝑡𝑕𝑒 𝑔𝑒𝑛𝑒𝑟𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛

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4. Exact Differential Equations
𝜕𝑀 𝜕𝑁
• Def. Let M, N, ,
be continuous function of x &y.
𝜕𝑦 𝜕𝑥
Then the DE
• 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0 is exact if and only if
𝜕𝑀 𝜕𝑁
= .
𝜕𝑦 𝜕𝑥
• If the DE is exact ,there exists 𝑓(𝑥, 𝑦)such that
𝜕𝑓 𝜕𝑓
= 𝑀 𝑎𝑛𝑑 = 𝑁 ⟹ 𝑓(𝑥, 𝑦) = 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑔(𝑦)
𝜕𝑥 𝜕𝑦
• To determine g(𝑦) , differentiate f with respect to y
and equate with N ,The solution is f(x,y)=c.

26
Cont.
Eg. Solve
1. 2𝑥 + 𝑦 3 + 3𝑥𝑦 2 − 𝑒 −2𝑦 𝑦 ′ = 0
2. 𝑥 2 + 𝑦 2 𝑑𝑥 + 2𝑥𝑦 + 𝑐𝑜𝑠𝑦 𝑑𝑦 = 0
3. 𝑥𝑦 ′ + 𝑦 + 4 = 0
4. 𝑥 2 − 𝑦 2 𝑑𝑥 − 2𝑥𝑦𝑑𝑦 = 0
5. 𝑐𝑜𝑠𝑦 + 𝑦𝑐𝑜𝑠𝑥 𝑑𝑥 + 𝑠𝑖𝑛𝑥 − 𝑥𝑠𝑖𝑛𝑦 𝑑𝑦 = 0
6. 𝑥𝑦 ′ + 𝑦 = 𝑥𝑐𝑜𝑠𝑥
7. 𝑠𝑖𝑛𝑥𝑐𝑜𝑠𝑕𝑦 𝑑𝑥 − 𝑐𝑜𝑠𝑥𝑠𝑖𝑛𝑕𝑦 𝑑𝑦 = 0,
𝑦 0 =0
27
Cont.
Solution 1. 2𝑥 + 𝑦 3 + 3𝑥𝑦 2 − 𝑒 −2𝑦 𝑦 ′ = 0
⟹ 2𝑥 + 𝑦 3 𝑑𝑥 + 3𝑥𝑦 2 − 𝑒 −2𝑦 𝑑𝑦 = 0
⟹ 𝑀 𝑥, 𝑦 = 2𝑥 + 𝑦 3 𝑎𝑛𝑑 𝑁 𝑥, 𝑦 = 3𝑥𝑦 2 − 𝑒 −2𝑦
𝜕𝑀 𝜕𝑁
⟹ = 3𝑦 2 = 𝑒𝑥𝑎𝑐𝑡 𝐷𝐸
𝜕𝑦 𝜕𝑥
⟹ 𝑡𝑕𝑒𝑟𝑒 𝑒𝑥𝑖𝑠𝑡𝑠 𝑓 𝑠𝑢𝑐𝑕 𝑡𝑕𝑎𝑡
𝜕𝑓 𝜕𝑓
= 𝑀 𝑎𝑛𝑑 = 𝑁…….... 1
𝜕𝑥 𝜕𝑦
⟹ 𝑓 𝑥, 𝑦
= 𝑀𝑑𝑥 + 𝑔 𝑦 = 2𝑥 + 𝑦 3 𝑑𝑥 + 𝑔 𝑦 = 𝑥 2 + 𝑥𝑦 3

+ 𝑔 𝑦 ………. 2

28
Cont.
𝜕𝑓
⟹ = 3𝑥𝑦 2 + 𝑔′ 𝑦 = 3𝑥𝑦 2 − 𝑒 −2𝑦 𝑏𝑦 1 𝑎𝑛𝑑 2
𝜕𝑦
⟹ 𝑔′ 𝑦 = −𝑒 −2𝑦
𝑒 −2𝑦
⟹ 𝑔 𝑦 = − 𝑒 −2𝑦 𝑑𝑦 = + 𝑐′
2
−2𝑦
𝑒
⟹ 𝑓 𝑥, 𝑦 = 𝑥 2 + 𝑥𝑦 3 + + 𝑐′
2
𝑒 −2𝑦
⟹ 𝑥 2 + 𝑥𝑦 3 + = 𝑐 𝑖𝑠 𝑔𝑒𝑛𝑒𝑟𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛
2

29
Cont.
2. 𝑥 2 + 𝑦 2 𝑑𝑥 + 2𝑥𝑦 + 𝑐𝑜𝑠𝑦 𝑑𝑦 = 0
⟹ 𝑀 𝑥, 𝑦 = 𝑥 2 + 𝑦 2 𝑎𝑛𝑑 𝑁 𝑥, 𝑦 = 2𝑥𝑦 + 𝑐𝑜𝑠𝑦
𝜕𝑀 𝜕𝑁
⟹ = 2𝑦 = 𝑒𝑥𝑎𝑐𝑡 𝐷𝐸.
𝜕𝑦 𝜕𝑥
𝜕𝑓 𝜕𝑓
𝑇𝑕𝑢𝑠 𝑡𝑕𝑒𝑟𝑒 𝑒𝑥𝑖𝑠𝑡𝑠 𝑓 𝑠𝑢𝑐𝑕 𝑡𝑕𝑎𝑡 = 𝑀 𝑎𝑛𝑑 = 𝑁…….. 1
𝜕𝑥 𝜕𝑦
⟹ 𝑓 = 𝑀𝑑𝑥 + 𝑔 𝑦 = ( 𝑥 2 + 𝑦 2 )𝑑𝑥 + 𝑔 𝑦
𝑥3
= + 𝑥𝑦 2 + 𝑔 𝑦 … . . 2
3

30
Cont.
𝜕𝑓
⟹ = 2𝑥𝑦 + 𝑔′ 𝑦
𝜕𝑦
= 𝑁 = 2𝑥𝑦 + 𝑐𝑜𝑠𝑦 𝑏𝑦 1 & 2
⟹ 𝑔′ 𝑦 = 𝑐𝑜𝑠𝑦
⟹ 𝑔 𝑦 = 𝑠𝑖𝑛𝑦 + 𝑐 ′
𝑥3
⟹ 𝑓 𝑥, 𝑦 = + 𝑥𝑦 2 + 𝑠𝑖𝑛𝑦 + 𝑐 ′
3
𝑥3
⟹ + 𝑥𝑦 2 + 𝑠𝑖𝑛𝑦 = 𝑐 𝑖𝑠 𝑡𝑕𝑒 𝑔𝑒𝑛𝑒𝑟𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛
3

31
Integrating Factors
• Suppose the DE 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
is not exact, but after multiplying with a
suitable function 𝐼 𝑥, 𝑦 the new equation
𝐼𝑀(𝑥, 𝑦)𝑑𝑥 + 𝐼𝑁 𝑥, 𝑦 𝑑𝑦 = 0 is exact.
• Such a multiplier function 𝐼 𝑥, 𝑦 is called an
integrating factor of the DE.
𝜕 𝜕
Thus, 𝐼𝑀 = 𝐼𝑁 .
𝜕𝑦 𝜕𝑥

32
Cont.
• Theorem-consider the DE
• 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0 which is non-exact
and 𝐼𝑀(𝑥, 𝑦)𝑑𝑥 + 𝐼𝑁 𝑥, 𝑦 𝑑𝑦 = 0 is exact.
1 𝜕𝑀 𝜕𝑁
a)If − = 𝑔 𝑥 , is independent of y,
𝑁 𝜕𝑦 𝜕𝑥
𝑔 𝑥 𝑑𝑥
then 𝐼 𝑥 = 𝑒
1 𝜕𝑀 𝜕𝑁
b)If − = 𝑕 𝑦 ,is independent of x,
𝑀 𝜕𝑦 𝜕𝑥
then 𝐼 𝑦 = 𝑒 − 𝑕 𝑦 𝑑𝑦

33
Cont.
Eg. Solve
1. 2 sin 𝑦 2 𝑑𝑥 + 𝑥𝑦𝑐𝑜𝑠 𝑦 2 𝑑𝑦 = 0
2. 𝑥 2 𝑦 2 + 𝑦 𝑑𝑥 + 𝑦 2 − 𝑥 𝑑𝑦 = 0
3. 𝑦 𝑥 2 + 𝑦 2 𝑑𝑥 − 𝑥 𝑥 2 + 2𝑦 2 𝑑𝑦 = 0
4. 𝑦 ′ = 𝑥 + 𝑦, 𝑦 0 = −3
6 𝑥2 3𝑦
5. 3𝑥 + 𝑑𝑥 + + 𝑑𝑦 = 0
𝑦 𝑦 𝑥
6. 𝑦𝑑𝑥 + 2𝑥𝑑𝑦 = 0
34
Cont.
Solution 1. 2 sin 𝑦 2 𝑑𝑥 + 𝑥𝑦𝑐𝑜𝑠 𝑦 2 𝑑𝑦 = 0
⟹ 𝑀 𝑥, 𝑦 = 2𝑠𝑖𝑛𝑦 2 𝑎𝑛𝑑 𝑁 𝑥, 𝑦 = 𝑥𝑦𝑐𝑜𝑠𝑦 2
1 4𝑦𝑐𝑜𝑠𝑦 2 −𝑦𝑐𝑜𝑠𝑦 2 3
⟹𝑔 𝑥 = 𝑀𝑦 − 𝑁𝑥 = =
𝑁 𝑥𝑦𝑐𝑜𝑠𝑦 2 𝑥
3𝑑𝑥
⟹𝐼 𝑥 =𝑒 𝑥= 𝑥3
𝑁𝑜𝑤 𝐼𝑀 𝑥, 𝑦 𝑑𝑥 + 𝐼𝑁 𝑥, 𝑦 𝑑𝑦 = 0
⟹ 2𝑥 3 𝑠𝑖𝑛𝑦 2 𝑑𝑥 + 𝑥 4 𝑦𝑐𝑜𝑠𝑦 2 𝑑𝑦 = 0 𝑖𝑠 𝑒𝑥𝑎𝑐𝑡

35
Cont.

⟹ 𝑡𝑕𝑒𝑟𝑒 𝑒𝑥𝑖𝑠𝑡𝑠 𝑓 𝑠𝑢𝑐𝑕 𝑡𝑕𝑎𝑡


𝜕𝑓 3 2
𝜕𝑓
= 2𝑥 𝑠𝑖𝑛𝑦 𝑎𝑛𝑑 = 𝑥 4 𝑦𝑐𝑜𝑠𝑦 2 … … … … . . 1
𝜕𝑥 𝜕𝑦
1 4
⟹ 𝑓 = 2𝑥 𝑠𝑖𝑛𝑦 𝑑𝑥 + 𝑔 𝑦 = 𝑥 𝑠𝑖𝑛𝑦 2 + 𝑔 𝑦 … … 2
3 2
2
𝜕𝑓
⟹ = 𝑥 4 𝑦𝑐𝑜𝑠𝑦 2 + 𝑔′ 𝑦 = 𝑥 4 𝑦𝑐𝑜𝑠𝑦 2 𝑏𝑦 1 & 2
𝜕𝑦
⟹ 𝑔′𝑦 = 0 ⟹ 𝑔 𝑦 = 𝑐′
⟹ 𝑥 4 𝑠𝑖𝑛𝑦 2 = 𝑐 𝑖𝑠 𝑡𝑕𝑒 𝑔𝑒𝑛𝑒𝑟𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛

36
Cont.
2. 𝑥 2 𝑦 2 + 𝑦 𝑑𝑥 + 𝑦 2 − 𝑥 𝑑𝑦 = 0
1 2𝑥 2 𝑦+1+1 2
⟹𝑕 𝑦 = 𝑀𝑦 − 𝑁𝑥 = =
𝑀 𝑥 2 𝑦 2 +𝑦 𝑦
2𝑑𝑦
− 1
⟹𝐼 𝑦 =𝑒 𝑦 =
𝑦2
• 𝑁𝑜𝑤 𝐼𝑀 𝑥, 𝑦 𝑑𝑥 + 𝐼𝑁 𝑥, 𝑦 𝑑𝑦 = 0
2 1 𝑥
⟹ 𝑥 + 𝑑𝑥 + 1 − 𝑑𝑦 = 0 𝑖𝑠 𝑒𝑥𝑎𝑐𝑡
𝑦 𝑦2

37
Cont.
𝜕𝑓 2
1 𝜕𝑓 𝑥
there exists 𝑓 such that = 𝑥 + 𝑎𝑛𝑑 = 1 − 2…… 1
𝜕𝑥 𝑦 𝜕𝑦 𝑦
3
2
1 𝑥 𝑥
⟹ 𝑓 = (𝑥 + )𝑑𝑥 = + + 𝑔 𝑦 ……….. 2
𝑦 3 𝑦
𝜕𝑓 𝑥 ′
𝑥
⟹ =− 2+𝑔 𝑦 =1− 2 𝑏𝑦 1 & 2
𝜕𝑦 𝑦 𝑦
⟹ 𝑔′ 𝑦 = 1
⟹ 𝑔 𝑦 = 𝑦 + 𝑐′
𝑥3 𝑥
⟹ 𝑓 𝑥, 𝑦 = + + 𝑦 + 𝑐′
3 𝑦
• Note: These are note the only ways of finding integrating factors.
(Refer)

38
5.Linear First order DE
Def’n: An equation which can be written in the form
𝑦 ′ + 𝑝 𝑥 𝑦 = 𝑟 𝑥 … … … (∗)
i) 𝑝 𝑥 & 𝑟 𝑥 𝑎𝑟𝑒 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛𝑠 𝑜𝑓 𝑥
ii) (*) is linear in y and 𝑦 ′ but not necessarily in p(x) and r(x) ;
is called a linear first order DE.
• The general solution of the homogeneous equation
(𝑟 𝑥 = 0) can be obtained
𝑑𝑦 1
= −𝑝 𝑥 𝑦 ⟹ 𝑑𝑦 = −𝑝 𝑥 𝑑𝑥
𝑑𝑥 𝑦
⟹ 𝑦 𝑥 = 𝑐𝑒 − 𝑝 𝑥 𝑑𝑥

• If c=0, then y=0 is a trivial solution

39
Cont.
• To solve non homogeneous linear DE (*) can
𝑑𝑦
be written as +𝑝 𝑥 𝑦 =𝑟 𝑥
𝑑𝑥
⟹ 𝑝 𝑥 𝑦 − 𝑟 𝑥 𝑑𝑥 + 𝑑𝑦 = 0
• Let F(x) be an integrating factor with respect
to x only.
⟹ 𝐹 𝑥 𝑝 𝑥 𝑦 − 𝑟 𝑥 𝑑𝑥 + 𝐹 𝑥 𝑑𝑦 = 0
𝑖𝑠 𝑒𝑥𝑎𝑐𝑡

40
Cont.
𝜕 𝜕
⟹ 𝐹 𝑥 𝑝 𝑥 𝑦−𝐹 𝑥 𝑟 𝑥 = 𝐹 𝑥
𝜕𝑦 𝜕𝑥
⟹ 𝐹 𝑥 𝑝 𝑥 = 𝐹′ 𝑥
𝐹′ 𝑥
⟹𝑝 𝑥 =
𝐹 𝑥

⟹ 𝑝 𝑥 𝑑𝑥 = ln 𝐹 𝑥 + 𝑐 ′ 𝑝𝑢𝑡 𝑐 ′ = 0 𝑓𝑜𝑟 𝑠𝑖𝑚𝑝𝑙𝑖𝑐𝑖𝑡𝑦

𝑝 𝑥 𝑑𝑥
⟹𝐹 𝑥 =𝑒 = 𝑒𝑕 𝑥 𝑖𝑠 𝑎𝑛 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑛𝑔 𝑓𝑎𝑐𝑡𝑜𝑟

41
Cont.
• Now, multiply (*) by the integrating factor 𝑒 𝑕 𝑥

• 𝑒𝑕 𝑥 𝑦′ + 𝑝 𝑥 𝑦 = 𝑒𝑕 𝑥 𝑟 𝑥
𝑑
⟹ 𝑦𝑒 𝑕 𝑥 = 𝑒𝑕 𝑥 𝑟 𝑥 ; 𝑠𝑖𝑛𝑐𝑒 𝑕′ 𝑥 = 𝑝 𝑥
𝑑𝑥
⟹ 𝑦𝑒 𝑕 𝑥 = 𝑒𝑕 𝑥 𝑟 𝑥 𝑑𝑥 + 𝑐
⟹ 𝑦 = 𝑒 −𝑕 𝑥 𝑒𝑕 𝑥 𝑟 𝑥 𝑑𝑥 + 𝑐 =

𝑒− 𝑝 𝑥 𝑑𝑥
𝑒 𝑝 𝑥 𝑑𝑥
𝑟 𝑥 𝑑𝑥 + 𝑐

𝑔𝑒𝑛𝑒𝑟𝑎𝑙 𝑠𝑜𝑙𝑛 of (*)

42
Cont.
Eg 1. 𝑦 ′ − 3𝑦 = 7𝑥, 𝑙𝑖𝑛𝑒𝑎𝑟 𝑛𝑜𝑛 𝑒𝑥𝑎𝑐𝑡 𝑎𝑛𝑑 𝑝 𝑥 = −3
𝑝 𝑥 𝑑𝑥
• 𝐹 𝑥 =𝑒 = 𝑒 −3𝑑𝑥 = 𝑒 −3𝑥
𝑖𝑠 𝑎𝑛 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑛𝑔 𝑓𝑎𝑐𝑡𝑜𝑟
⟹ 𝑦 ′ 𝑒 −3𝑥 − 3𝑦𝑒 −3𝑥 = 7𝑥𝑒 −3𝑥 𝑖𝑠 𝑒𝑥𝑎𝑐𝑡
𝑑
⟹ 𝑦𝑒 −3𝑥 = 7𝑥𝑒 −3𝑥
𝑑𝑥
−3𝑥 −3𝑥 7 7 −3𝑥
⟹ 𝑦𝑒 = 7𝑥𝑒 𝑑𝑥 = − 𝑥𝑒 −3𝑥 − 𝑒 +𝑐
3 9
7 7
⟹𝑦= − 𝑥 − + 𝑐𝑒 3𝑥
3 9

43
Cont.
2. 𝑦 ′ − 𝑥 3 𝑦 = −4𝑥 3 ; 𝑦 0 = 6 𝑙𝑖𝑛𝑒𝑎𝑟 𝑛𝑜𝑛 𝑒𝑥𝑎𝑐𝑡 𝑎𝑛𝑑 𝑝 𝑥 = −𝑥 3
𝑥4
𝑝 𝑥 𝑑𝑥 −𝑥 3 𝑑𝑥 −
• 𝐹 𝑥 =𝑒 =𝑒 =𝑒 4

−𝑥4 −𝑥4
⟹𝑒 4 𝑦 ′ − 𝑥 3 𝑦 = −4𝑥 3 𝑒 4

𝑥4 −𝑥4
𝑑 −4
⟹ 𝑦𝑒 = −4𝑥 3 𝑒 4
𝑑𝑥
𝑥4 −𝑥4
−4
⟹ 𝑦𝑒 = 4𝑒 4 +𝑐
𝑥4
⟹ 𝑦 = 4 + 𝑐𝑒 4 𝑔𝑒𝑛𝑒𝑟𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑏𝑢𝑡 𝑦 0 = 6
𝑥4
⟹ 𝑦 = 4 + 2𝑒 4 𝑝𝑎𝑟𝑡𝑖𝑐𝑢𝑙𝑎𝑟 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛

44
6 .BERNOULLI’s Equations (Equations
reduced to linear form)
• The first order nonlinear DE
𝑦 ′ + 𝑝 𝑥 𝑦 = 𝑟 𝑥 𝑦 𝑛 ; 𝑖𝑠 𝑘𝑛𝑜𝑤𝑛 𝑎𝑠 𝐵𝑒𝑟𝑛𝑜𝑢𝑙𝑙𝑖 ′ 𝑠 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛
i) If n=0, the DE 𝑦 ′ + 𝑝 𝑥 𝑦 = 𝑟 𝑥 is linear
ii) If n=1,the DE 𝑦 ′ + 𝑝 𝑥 𝑦 = 𝑟 𝑥 𝑦 is separable.
iii) Assume 𝑛 ≠ 0, 𝑎𝑛𝑑 𝑛 ≠ 1 then 𝑦 ′ + 𝑝 𝑥 𝑦 = 𝑟 𝑥 𝑦 𝑛
⟹ 𝑦 −𝑛 𝑦 ′ + 𝑝 𝑥 𝑦1−𝑛 = 𝑟 𝑥 … … … . . … ∗
𝑙𝑒𝑡 𝑢 = 𝑦1−𝑛 ⟹ 𝑢′ = 1 − 𝑛 𝑦 −𝑛 𝑦 ′
𝑢′
⟹ = 𝑦 −𝑛 𝑦 ′ 𝑠𝑢𝑏𝑠𝑡𝑖𝑡𝑢𝑡𝑒 𝑖𝑛 ∗
1−𝑛
𝑢′
⟹ +𝑝 𝑥 𝑢 =𝑟 𝑥
1−𝑛
⟹ 𝑢′ + 1−𝑛 𝑝 𝑥 𝑢 = 1−𝑛 𝑟 𝑥
𝑖𝑠 𝑙𝑖𝑛𝑒𝑎𝑟 𝑤𝑖𝑡𝑕 𝑟𝑒𝑠𝑝𝑒𝑐𝑡 𝑡𝑜 𝑢 & 𝑢′

45
Cont.
Eg. 1. 𝑥𝑦 ′ − 𝑦 = 𝑥 2 𝑦 2
𝑑𝑦 1 ′ 3
2. = 3. 𝑦 +𝑦 = 𝑥𝑦
𝑑𝑥 𝑥𝑦 + 𝑥 2 𝑦 3
Solution 1. 𝑥𝑦 ′ − 𝑦 = 𝑥 2 𝑦 2

1 2
1
⟹ 𝑦 − 𝑦 = 𝑥𝑦 ; 𝑝 𝑥 = − , 𝑟 𝑥 = 𝑥 𝑎𝑛𝑑 𝑛 = 2
𝑥 𝑥
1 ′ 1
⟹ 2𝑦 − = 𝑥
𝑦 𝑥𝑦
1−2 −1
1
𝑙𝑒𝑡 𝑢 = 𝑦 =𝑦 =
𝑦

46
Cont.
⟹ 𝑢′ = −1𝑦 −2 𝑦 ′
𝑢′ 𝑦′
⟹ = 2
−1 𝑦
′ 1
⟹ −𝑢 − 𝑢 = 𝑥
𝑥
′ 1
⟹ 𝑢 + 𝑢 = −𝑥
𝑥
𝑛𝑜𝑛 𝑒𝑥𝑎𝑐𝑡 𝑎𝑛𝑑 𝑙𝑖𝑛𝑒𝑎𝑟 𝑤𝑖𝑡𝑕 𝑟𝑒𝑠𝑝𝑒𝑐𝑡 𝑡𝑜 𝑢
1
𝑑𝑥
𝐹 𝑥 = 𝑒 𝑝 𝑥 𝑑𝑥 = 𝑒 𝑥 =𝑥
𝑖𝑠 𝑡𝑕𝑒 𝑖𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑛𝑔 𝑓𝑎𝑐𝑡𝑜𝑟
47
Cont.
⟹ 𝑥𝑢′ + 𝑢 = −𝑥 2 𝑖𝑠 𝑒𝑥𝑎𝑐𝑡
𝑑
⟹ 𝑥𝑢 = −𝑥 2
𝑑𝑥
𝑥3
⟹ 𝑥𝑢 = − + 𝑐 ′
3
𝑥 −𝑥 3 +3𝑐 ′
⟹ =
𝑦 3
3𝑥
⟹ 𝑦= 3 𝑖𝑠 𝑡𝑕𝑒 𝑔𝑒𝑛𝑒𝑟𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛
𝑐−𝑥

48
Cont.
𝑑𝑦 1
2. 𝑑𝑥
=
𝑥𝑦+𝑥 2 𝑦 3
𝑑𝑥
⟹ = 𝑥𝑦 + 𝑥 2 𝑦 3
𝑑𝑦
𝑑𝑥
⟹ − 𝑥𝑦 = 𝑥 2 𝑦 3 𝑙𝑖𝑛𝑒𝑎𝑟 𝑤𝑖𝑡𝑕 𝑟𝑒𝑠𝑝𝑒𝑐𝑡 𝑡𝑜 𝑥, 𝑛 = 2
𝑑𝑦
1 𝑑𝑥 1
⟹ 2 − 𝑦 = 𝑦3
𝑥 𝑑𝑦 𝑥
1−2 1
𝐿𝑒𝑡 𝑢 = 𝑥 =
𝑥
𝑑𝑢 1 𝑑𝑥
⟹ =− 2
𝑑𝑦 𝑥 𝑑𝑦

49
Cont.
𝑑𝑢 1 𝑑𝑥
⟹ − =
𝑑𝑦 𝑥 2 𝑑𝑦
⟹ −𝑢 − 𝑢𝑦 = 𝑦 3

⟹ 𝑢′ + 𝑢𝑦 = −𝑦 3 𝑙𝑖𝑛𝑒𝑎𝑟 ,
𝑛𝑜𝑛 𝑒𝑥𝑎𝑐𝑡 𝑎𝑛𝑑 𝑝 𝑦 = 𝑦
𝑦2
𝑦𝑑𝑦
• 𝐹 𝑦 =𝑒 =𝑒 2

50
Cont.
𝑦2 𝑦2
⟹ 𝑒 2 𝑢′ + 𝑢𝑦 = −𝑦 3 𝑒 2

𝑦2 𝑦2
𝑑
⟹ 𝑢𝑒 2 = −𝑦 3 𝑒 2
𝑑𝑦
𝑦2 𝑦2
⟹ 𝑢𝑒 2 = − 𝑦 3 𝑒 𝑑𝑦 2

𝑦2 𝑦2 𝑦2
1 𝑦2
⟹ 𝑒 2 = −2 𝑒 2 −𝑒 2 +𝑐
𝑥 2
−𝑦2
1
⟹ = −𝑦 2 + 2 + 𝑐𝑒 2 𝑔𝑒𝑛𝑒𝑟𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛
𝑥

51

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