Introductory Course On Differential Equations - (Chapter 1)

Chapter 1
EQUATIONS OF FIRST ORDER

AND FIRST DEGREE
1.1. General Equation and Classifications

An ordinary differential equation of first order and first degree may be expressed either
in the derivative form
dy
= f (x, y) (1.1)
dx
or, in the differential form
M (x, y)dx + N (x, y)dy = 0, (1.2)
where both M and N are functions of x and y not involving any derivative. The main
classifications of such type equation according to the method by which they are solved
are
(i) Separable equations,
(ii) Homogeneous equations,
(iii) Exact equations,
(iv) Linear equations,
(v) Riccati’s equations.
1.2. Separable Differential Equations

Copyright © 2014. Alpha Science International. All rights reserved.
The first order and first degree differential equation (1.1) is said to be an equation with
variables separable or, simply a separable equation, if there exists two functions φ and
φ(x)
ψ such that the function f (x, y) in (1.1) is in the form , where φ is a function of x only
ψ(y)
and ψ is a function of y only. More precisely, we can say that the differential equation
(1.2) is separable, if there exists two functions F and G such that M (x, y) = F (x)
and N (x, y) = G(y), where F is a function of x only and G is a function of y only.
Consequently, the differential equation (1.2) becomes
F (x)dx + G(y)dy = 0. (1.3)
This type of equations was first introduced in 1691 by German mathematician Gottfried
Wilheim Leibniz (1646–1716). In this method, the general solution is obtained just to
integrate the differential equation (1.3) as

F (x)dx + G(y)dy = c, an arbitrary constant. (1.4)
Gorain, Ganesh Chandra. Introductory Course on Differential Equations, Alpha Science International, 2014. ProQuest Ebook Central,
http://ebookcentral.proquest.com/lib/inflibnet-ebooks/detail.action?docID=5426845.
Created from inflibnet-ebooks on 2020-01-19 20:37:59.
22 Differential Equations
Example 1.1. Obtain the general solution of the differential equation

dy
= ex−y + x2 e−y .
dx
Solution : The given equation can be written as
ey dy = (ex + x2 )dx.
Integrating it, we obtain

x3 c
+ , e y = ex +
3 3
where c is an arbitrary constant. After simplifying, the above can be expressed as
3(ey − ex ) = x3 + c
which is the required solution.
Exercise - 1.1
Solve each of the following differential equations : [Answers]
(i) (1 − x)dy − (1 + y)dx = 0. [(1 + y)(1 − x) = c]
(ii) (1 + y 2 )dx + (1 + x2 )dy = 0. [x + y = c(1 − xy)]
dy
(iii) = ex−y + x2 e−y . [3(ey − ex ) = x3 + c]
dx
(iv) x(1 + y 2 )dx + y(1 + x2 )dy = 0. [(1 + x2 )(1 + y 2 ) = c]
(v) x cos2 ydx − y cos2 xdy = 0. [x tan x − log | sec x| = y tan y − log | sec y| + c]
1 2 1 1
(vi) (x − 4)y 4 dx − x3 (y 2 − 3)dy = 0. [− + 2 + − 3 = c]
x x y y
(vii) x sin ydx + (1 + x2 ) cos ydy = 0. [(1 + x2 ) sin2 y = c2 ]
x2 y3
(viii) 2ydx − xdy = xy 3 dy. [log = + c]
|y| 3
dy
(ix) x2 y= ey . [x(y + 1) = (1 + cx)ey ]
dx
dy dy
(x) y − x = a y2 + . [y = c(1 − ay)(x + a)]
dx dx
dy x(2 log |x + 1|)
(xi) = . [x2 log |x| = y sin y + c]
dx siny + y cos y
1
(xii) (1 − x2 )(1 − y)dx = xy(1 + y)dy. [log |x(1 − y 2 )| = (x2 − y 2 ) − 2y + c]
2
dy 2
(xiii) + xy 2 dx = −4xdx. [y 2 + 4 = c2 y 2 e4x ]
y
Chapter 1 : Equations of First Order and First Degree 23
Example 1.2. Obtain the solution of the differential equation
(2a2 − r2 )dr = r3 sin θdθ satisfying r = a > 0 when θ = 0.
Solution : The given equation can be written as
2a2 − r2
dr = sin θdθ.
r3
Integrating it, we obtain the general solution as
a2
− − log |r| = − cos θ + c.
r2
According to the given condition, putting r = a and θ = 0, in the general solution, we
obtain c = − log a. Thus the required particular solution of the given differential equation
is
|r|
r2 log = r2 cos θ − a2 .
a
Exercise - 1.2
Find the integral of each of the following differential equations : [Answers]

dy √
(i) = 4x y satisfying y = 1 for x = 1. [y = x4 ]
dx
|r|
(ii) (2a2 − r2 )dr = r3 sin θdθ satisfying r = a > 0 when θ = 0. [r2 log = r2 cos θ − a2 ]
a
dy 2 2
(iii) y= xey satisfying y = 0 at x = 1. [(x2 − 2)ey + 1 = 0]
dx
dv
(iv) = e3u−2v satisfying v = 0 at u = 0. [3e2v = 2e3u + 1]
du
dx
(v) t = 2t2 + 1, t > 0 satisfying x = 1 at t = 1. [x = t2 + log |t|]
dt
dx
(vi) = kx(1 − x), k > 0 subject to the condition x = a at t = 0.
dt
x a kt
Hence find the value of lim x(t). [ = e , 1]
t→+∞ 1−x 1−a
1.3. Equations Reducible to Separable Form
Theorem 1.1. By the substitution v = ax + by + c, where a, b, c are any con-

dy
stants, the differential equation of the form = F (ax + by + c), changes into
dx
a separable equation in the variables v and x.
Example 1.3. Solve the differential equation

dy
= a2 . (x + y)2
dx
dy dv
Solution : Set x+y = v, so that 1+ = . Substituting these in the given differential
dx dx
equation, we get
dv
v2 − 1 = a2
dx
or,
v2
dv = dx
a2 + v 2
that can be expressed as
a2
1− 2 dv = dx.
a + v2
v
v − a tan−1 = x + c
a
or,
x+y
y = a tan−1 +c
a
Exercise - 1.3

dy
(i) = (x + y)2 . [x + y = tan(x + c)]
dx
y − 2x − 3
dy
(ii) = (y − 2x)2 − 7. [log = 6x + c]
dx y − 2x + 3
x + y
dy
(iii) = sin(x + y) + cos(x + y). [log 1 + tan = x + c]
dx 2
dy x+y
(iv) (x + y)2 = a2 . [y = a tan−1 + c]
dx a
dy
(v) + 2xy = x2 + y 2 . [y − x − 1 = c(y − x + 1)e2x ]
dx
dy dy x+y
(vi) = sec(x + y) or, cos(x + y) = 1. [y − tan = c]
dx dx 2
dy
(vii) + 2x = 2(x2 + y − 1)2/3 . [3(x2 + y − 1)1/3 = 2x + c]
dx
dy
(viii) (x + y + 1) = 1. [x + y + 2 = cey ]
dx
dy π x+y
(ix) = cos(x + y), if y = , when x = 0. [tan
= 1 + x]
dx 2 2
dy π
(x) = (4x + y + 1)2 , if y = 1 when x = 0. [4x + y + 1 = 2 tan 2x + )]
dx 4
Theorem 1.2. By the substitution v = a1 x+b1 y+c1 or, v = a2 x+b
2
y+c2 or, sim-

dy a1 x + b1 y + c1
ply v = a1 x + b1 y, the differential equation of the form =F
dx a2 x + b2 y + c2
in which a1 /a2 = b1 /b2 , can be made separable equation in the variables v
and x.
dy x−y+1
= .
dx 2x − 2y + 3
dy dv
Solution : Set x−y = v, so that 1− = . Substituting these in the given differential
dx dx
equation, we get
dv v+1 v+2
=1− =
dx 2v + 3 2v + 3
or,
2v + 3
dv = dx
v+1
2(v + 2) − 1
dv = dx.
v+2
2v − log |v + 2| = x + c.
Replacing v by x − y, we have
x − 2y − log |x − y + 2| = c
Exercise - 1.4

dy x+y−1
(i) = . [x − y + c = log |x + y|]
dx x+y+1
dy x+y+1
(ii) = . [3x − 6y + log |3x + 3y + 2| = c]
dx 2x + 2y + 1
dy x + 2y − 1 3x−3y
(iii) = . [3x + 6y − 1 = ce 2 ]
dx x + 2y + 1
dy x−y+1
(iv) = . [x − 2y − log |x − y + 2| = c]
dx 2x − 2y + 3
dy x+y+1
(v) = , if y = 0, when x = 0. [2x − 6y + log |2x + 2y + 1| = 0)]
dx 3x + 3y + 1
(vi) (x + 2y + 3)dx + (2x + 4y − 1)dy = 0. [x2 + 4xy + 4y 2 + 6x − 2y = c]
(vii) (3x − 4y − 2)dx = (6x − 8y − 5)dy. [log |6x − 8y − 7| + 2x − 4y = c]
dy x+y 2
(viii) = . [2(y − x) + log |2x2 + 2y 2 + 4xy + 2x + 2y + 1| = c]
dx x+y+1
dy 4x + 6y + 5 3
(ix) = . [y − 2x + log |16x + 24y + 23| = c]
dx 3y + 2x + 4 8
x + y − a dy x+y+a
(x) = , (x+y)2 > ab. [(b−a) log{(x+y)2 −ab} = 2(x−y +c)]
x + y − b dx x+y+b
Theorem 1.3. The transformation v = xy reduces the differential equation of

the form yF (xy)dx + xG(xy)dy = 0 to an equation with separable variables in v
and x.
(x3 y 3 + x2 y 2 + xy + 1)ydx + (x3 y 3 − x2 y 2 − xy + 1)xdy = 0.

dy dv v
Solution : Set xy = v, so that x = − . Substituting these in the given differential
dx dx x
equation, we get
v dv v
(v 3 + v 2 + v + 1) dx + (v 3 − v 2 − v + 1) − =0
x dx x
or,
2v 2 (v + 1)
dx + (v 3 − v 2 − v + 1)dv = 0
x
(v 2 − 1)(v − 1) 2
2
dv + dx = 0
v (v + 1) x
or,
(1 − v)2 2
2
dv + dx = 0.
v x
1
2− − 2 log |v| + v + 2 log |x| = c.
v
Replacing v by xy, we have

1
xy − − log y 2 = c
xy
Exercise - 1.5
Obtain the general solution of each of the followings: [Answers]

x

(i) y(1 − xy)dx − x(1 + xy)dy = 0. [log − xy = c]
xy
2 2 2 2 1
(ii) y(x y + xy + 1)dx + x(x y − xy + 1)dy = 0. [xy + log − = c]
y xy
1
(iii) (x3 y 3 + x2 y 2 + xy + 1)ydx + (x3 y 3 − x2 y 2 − xy + 1)xdy = 0. [xy − − 2 log |y| = c]
xy
(iv) y(2xy + 1)dx + x(1 + 2xy + x2 y 2 )dy = 0. [x2 y 2 log y 2 − 4xy − 1 = cx2 y 2 ]
dy 1
(v) = y2 + 2 . [2 tan−1 (2xy + 1) + log |x| = c]
dx 2x
Theorem 1.4. The transformations : x = r cos θ, y = r sin θ reduce the differ-

xdx + ydy
ential equation of the form = F (x, y), in which F is expressible as
xdy − ydx
F (r cos θ, r sin θ) = φ(r).ψ(θ) to an equation with separable variables in the new
variables r and θ.

xdx + ydy a2
= 2 .
xdy − ydx x + y2
Solution : Set x = r cos θ, y = r sin θ, so that
dx = dr cos θ − r sin θdθ and dy = dr sin θ + r cos θdθ.
Thus we have
xdx + ydy = rdr and xdy − ydx = r2 dθ.
Substituting these in the given differential equation, we get
rdr = a2 dθ.

r2 c
= a2 θ + .
2 2
y
Replacing r2 by x2 + y 2 and θ by tan−1 , we have
x
y
x2 + y 2 = 2a2 tan−1 +c
x
Exercise - 1.6

xdy − ydx x
(i) xdx + ydy = a2 2 . [x2 + y 2 + 2a2 tan−1 = c]
x + y2 y

xdx + ydy a2 − x2 − y 2 y
(ii) = . [ x2 + y 2 = a sin tan−1 +c ]
xdy − ydx x2 + y 2 x
xdx + ydy x2 − y 2 y
(iii) = 2 . [log(x2 + y 2 ) = sin 2 tan−1 + c]
xdy − ydx x + y2 x
Example 1.7. By the transformation y = vxn with a convenient value of n,
show that the differential equation
dy 2 + xy 2
=
dx 2x2 y
can be transformed into equations with separable variables in v and x, and
thereby solve them.
dy dv
Solution : Let y = vxn , so that = xn + nvxn−1 , Substituting these in the given
dx dx
differential equation, we get
dv
2vx2n+2 + (2n − 1)v 2 x2n+1 = 2. (1)
dx
This equation will be separable, if
1
2n − 1 = 0, that means, n= .
2
For this choice of n, the differential equation (1) becomes
dv
vx3 = 1.
dx
1
v2 + = c.
x2
y2
Replacing v 2 by , we have
x
y 2 x − cx2 + 1 = 0
Exercise - 1.7
By the transformation y = vxn with a convenient value of n, show that the fol-
lowing differential equations can be transformed into equations with separable
variables in v and x, and thereby solve them. [Answers]
dy 2 + xy 2 1
(i) = . [n = , cx2 + xy 2 + 1 = 0]
dx 2x2 y 2
dy x2 + y 2 y
(ii) = . [n = 1, (x + y)2 = cxe x ]
dx xy − x2
dy y − xy 2
(iii) = . [n = −1, x = cyexy ]
dx x + x2 y
1.4. Homogeneous Differential Equations

The first order and first degree differential equation (1.1) is said to be homogeneous
equation, if there exists a function ψ such that f (x, y) can be expressed precisely in the
form ψ( xy ) or, ψ( xy ). In other words, one can say that the differential equation (1.2) is
homogeneous, if both M (x, y) and N (x, y) are homogeneous functions of the same degree
in x and y. This type of equations was first introduced in 1691 by German mathematician
Gottfried Wilheim Leibniz (1646–1716).
Theorem 1.5. By the transformation v = y/x or, y = vx, the first order and
first degree homogeneous differential equation (1.1) reduces into a separable
equation in the variables v and x. The general solution of (1.1) then can be
y y
obtained either in the form x = cF or, F + log |x| = c, where F is a
x x
suitable function and c is an arbitrary constant.
Proof. Since the differential equation (1.1) is homogeneous, there exists a function ψ
such that it can be written in the form
dy y
= ψ( ). (1.5)
dx x
dy dv
Let y = vx, so that on differentiation with respect to x yields = v + x . Inserting
dx dx
these in (1.5), we get
dv
v+x = ψ(v) or, [v − ψ(v)]dx + xdv = 0,
dx
in which the variables v and x are separable. Separating these variables, we get
dv dx
+ = 0.
v − ψ(v) x
Integrating this, we have
dv dx
+ = c,
v − ψ(v) x
where c is an arbitrary integration constant.

dv
If we define F (v) := , the solution of (1.5) can be readily obtained as
v − ψ(v)
F (v) + log |x| = c.
Returning the original variables y, the solution takes the form

y
F + log |x| = c.
x
y
If we take the arbitrary integration constant as log c, the solution reduces to x = cF ,
x
where c is an arbitrary constant.
Remark 1.1. By the substitution y = vx, the evaluation of the integral

dv
sometimes becomes very difficult, if it is not impossible. On the
v − ψ(v)
other hand, the substitution x = vy which works in the same way, leads to
a simple integration. Unfortunately, it is not possible to guess before the
substitutions are made, which one is better for a particular problem.

dy dy
= xy . y 2 + x2
dx dx
Solution : The differential equation is a homogeneous one in the variables x and y. Let
dy dv
y = vx, so that = v + x . Substituting these in the given differential equation, we
dx dx
get
dv v2
v+x = ,
dx 1+v
dv v2 v dx 1 + v
or, x = −v =− , or, + dv = 0.
dx 1+v 1+v x v
log |x| + log |v| + v = log |c|.
y
Replacing v by , we have from above
x
log |y/c| = −y/x or, y = ce−y/x ,
Exercise - 1.8
(i) (x2 + y 2 )dx − 2xydy = 0. [x2 − y 2 = cx]
(ii) (x4 + y 4 )dx − xy 3 dy = 0. [y 4 = x4 (log x4 + c)]
dy dy y
(iii) y 2 + x2 = xy . [y = ce− x ]
dx dx
dy x2
−
(iv) (x2 − y 2 ) = xy. [y = ce 2y 2 ]
dx
y
(v) (x2 + y 2 )dx + (x2 − xy)dy = 0. [(x + y)2 = cxe x ]

(vi) xdy − ydx = x2 + y 2 dx. [y + x2 + y 2 = cx2 ]
dy
(vii) x3 = y 3 + y 2 y 2 − x2 . [y + y 2 − x2 = cxy]
dx
x3
(viii) x2 ydx − (x3 + y 3 )dy = 0. [y 3 = ce y3 ]
(ix) (x2 − 3y 2 )dx + 2xydy = 0. [y 2 − x2 = cx3 ]
(x) (x3 + 3xy 2 )dx + (y 3 + 3x2 y)dy = 0. [(x2 + y 2 )2 + 4x2 y 2 = c]
(xi) (x3 − 3xy 2 )dx = (y 3 − 3x2 y)dy. [x2 − y 2 = c(x2 + y 2 )2 ]
dy x y y
(xii) = + + 1. [x + y = ce x ]
dx y x
dy dy y
(xiii) (x+y)dy +(x−y)dy = 0 or, x+y = y −x . [2 tan−1 +log(x2 +y 2 ) = c]
dx dx x
dy y y y
(xiv) = + tan . [sin = cx]
dx x x x
dy
(xv) x = y(log |y| − log |x| + 1). [y = xexc ]
dx
(xvi) x cos(y/x)(ydx + xdy) = y sin(y/x)(xdy − ydx). [xy cos(y/x) = c]
y y
(xvii) xcosec( ) − y dx + xdy = 0. [log |x| − cos = c]
x x
dy y y
(xviii) xy − y 2 = (x + y)2 e− x . [xe x = (x + y)(log |x| + c)]
dx 3
(xix) (x + y 2 x2 + y 2 ) dx − xy x2 + y 2 dy = 0.
3
[(x2 + y 2 ) 2 = 3x3 log |cx|]
(xx) (x2 − 4xy + 2y 2 )dx + (y 2 − 4xy − 2x2 )dy = 0. [x3 − 6x2 y − 6xy 2 + y 3 = c]
dy
Example 1.9. If the first order and first degree equation = f (x, y) is
dx
homogenous, then show that under the transformations: x = r cos θ, y = r sin θ,
it reduces to a separable equation in the variables r and θ.
dy
Solution : Since, the first order and first degree differential equation = f (x, y) is
dx
homogeneous,
y so there exists a function φ such that f (x, y) can be expressed precisely in
the form φ .
x
Now x = r cos θ, y = r sin θ, so that
dx = dr cos θ − r sin θdθ, dy = dr sin θ + r cos θdθ.

dy
Substituting these in the differential equation = f (x, y) , we obtain
dx
dr sin θ + r cos θdθ
= φ(tan θ).
dr cos θ − r sin θdθ
The above can be expressed after simplification as
dr cos θ + sin θ
(cos θ − sin θ)φ(tan θ)dr = (cos θ + sin θ)φ(tan θ)rdθ or, = dθ,
r cos θ − sin θ
which is a first order separable equation in the variables r and θ.
Exercise - 1.9
dy
If the first order and first degree differential equation = f (x, y) or,
dx
M (x, y)dx + N (x, y)dy = 0 is homogenous, then show that under the trans-
formations:
(i) x = r cos θ, y = r sin θ, it reduces to a separable equation in the variables r and θ.
(ii) x = CX, y = CY , C being a constant, it is invariant.
1.5. Equations Reducible to Homogeneous Form
Theorem 1.6. If the first order and first degree differential equation (1.1)
dy a x + b y + c
1 1 1
is of the form = F in which a1 /a2 = b1 /b2 , and c1 , c2 = 0
dx a2 x + b2 y + c2
simultaneously, then it can be reduced to a homogeneous differential equation
dY a X + b Y
1 1
=F by the transformations: x = X + h, y = Y + k, where h, k
dX a 2 X + b2 Y
are the solution of the pair of simultaneous equations: a1 h + b1 k + c1 = 0,
a2 h + b2 k + c2 = 0.
dy x + 2y − 3
= .
dx 2x + y − 3
Solution : Let x = X + h and y = Y + k. Then the given differential equation becomes
dY X + 2Y + (h + 2k − 3)
= . (1)
dX 2X + Y + (2h + k − 3)
We choose h, k in such a way that h + 2k − 3 = 0 and 2h + k − 3 = 0. Solving these two,

we have h = k = 1. For these choices of h, k, the differential equation (1) becomes
dY X + 2Y
= , (2)
dX 2X + Y
where X = x − 1 and Y = y − 1. The differential equation (2) is a homogeneous one in
the variables X and Y . So putting Y = vX in (2), we get
dv 1 + 2v 2+v dX
v+X = , or, 2
dv = .
dX 2+v 1−v X
1 3
log |1 + v| − log |1 − v| = log |X| + log |c|,
2 2
which can be written as

1+v 1+v
log 2 = 0, or, = 1.
cX (1 − v)3 cX 2 (1 − v)3
Y
Replacing v by and then replacing X by x − 1, Y by y − 1, we have the required
X
solution
x + y − 2 = c(x − y)3 .
Exercise - 1.10

dy x + 2y − 1
(i) = . [x + y = c(x + 1)2 ]
dx x+1
dy x + 2y − 3
(ii) = . [x + y − 2 = c(x − y)3 ]
dx 2x + y − 3
(iii) (x + 2y + 1)dx + (2x + y − 1)dy = 0. [x2 + y 2 + 4xy + 2x − 2y − 2 = c]
dy
(iv) (6x + 2y − 10) − 2x − 9y + 20 = 0. [(y − 2x)2 = c(x + 2y − 5)]
dx
(v) (3y − 7x + 7)dx + (7y − 3x + 3)dy = 0. [(y − x + 1)2 (y + x − 1)5 = c]
dy 6x − 2y − 7
(vi) = . [3y 2 + 4xy − 6x2 − 12y + 14x = c]
dx 2x + 3y − 6
dy 1 x + y − 1 2 y − 3
(vii) = . [2 tan−1 = log |x + 2| + c]
dx 2 x+2 x+2
(viii) (2x2 +3y 2 −7)xdx−(3x2 +2y 2 −8)ydy = 0 by the trasformations u = x2 , v = y 2 .
[(x2 − y 2 − 1)5 = c(x2 + y 2 − 3)]
1.6. Exact Differential Equations

The first order and first degree differential equation (1.2) is called an exact equation
in a domain D in xy plane, if there exists a function u of two variables x and y such that
left hand side of the expression (1.2) equals to total differential du(x, y) for all (x, y) ∈ D,
that means, M (x, y)dx+N (x, y)dy = du(x, y) ∀(x, y) ∈ D.
This type of equations was first introduced in 1734 by Swiss mathematician Leonhard
Euler (1707 – 1783). For examples, the equations ydx + xdy = 0 and y 2 dx + 2xydy = 0
are exact differential equations, since ydx + xdy = d(xy) and y 2 dx + 2xydy = d(xy 2 ) for
all x, y ∈ R2 . In the case of exact differential equation obviously,
∂u(x, y) ∂u(x, y)
= M (x, y) and = N (x, y) (1.6)
∂x ∂y
and u(x, y) = c is the general solution of it for all (x, y) ∈ D.
Theorem 1.7. The necessary and sufficient condition for the first order
ordinary differential equation M (x, y)dx+N (x, y)dy = 0 in a rectangular domain
∂M ∂N
D to be exact is = . [Assuming that the functions M and N have continuous
∂y ∂x
first partial derivatives at all points (x, y) in the rectangular domain D.]
Proof. Necessary Condition : If the first order differential equation M (x, y)dx +
N (x, y)dy = 0 is exact in a rectangular domain D, then there must be a function u of
two variables x and y such that
∂u(x, y) ∂u(x, y)
du(x, y) = dx + dy = M (x, y)dx + N (x, y)dy (1.7)
∂x ∂y
for all (x, y) ∈ D. From which we have
∂u(x, y) ∂u(x, y)
M (x, y) = and N (x, y) = (1.8)
∂x ∂y
for all (x, y) ∈ D. Then
∂M ∂ ∂u ∂2u ∂N ∂ ∂u ∂2u
= = and = = (1.9)
∂y ∂y ∂x ∂y∂x ∂x ∂x ∂y ∂x∂y
for all (x, y) ∈ D. But using the continuity of the first partial derivatives of M and N we
have
∂2u ∂2u
= (1.10)
∂y∂x ∂x∂y
∂M (x, y) ∂N (x, y)
for all (x, y) ∈ D. We therefore = for all (x, y) ∈ D.
∂y ∂x
Sufficient Condition : We start with the hypothesis
∂M (x, y) ∂N (x, y)
= (1.11)
∂y ∂x
for all (x, y) in a rectangular domain D. We have to show that the differential equation
M (x, y)dx + N (x, y)dy = 0 is exact in D. We begin by setting

P (x, y) = M (x, y)dx ∀ (x, y) ∈ D, (1.12)

where M (x, y)dx indicates a partial integration of M with respect to x keeping y
constant. Then obviously,
∂P (x, y)
= M (x, y) ∀ (x, y) ∈ D. (1.13)

∂x
But according to (1.11),
∂N (x, y) ∂M (x, y) ∂ 2 P (x, y)

= =
∂x ∂y ∂y∂x
2
∂ P (x, y)
=
∂x∂y
by the continuity of the first partial derivatives of P (x, y)
∂ ∂P (x, y)
= . (1.14)
∂x ∂y
Integrating both sides with respect to x, we get
∂P (x, y)
N (x, y) = + φ(y) ∀ (x, y) ∈ D, (1.15)
∂y
where φ(y) is a function of y only. Let us set

u(x, y) = P (x, y) + φ(y)dy ∀ (x, y) ∈ D. (1.16)
Hence, by the relations (1.13) and (1.15), we have ∀ (x, y) ∈ D,
∂u ∂P (x, y) ∂u ∂P (x, y)
= = M (x, y), = + φ(y) = N (x, y).
∂x ∂x ∂y ∂y
∂u ∂u
So the expression M (x, y)dx + N (x, y)dy = dx + dy = du, a perfect differential in
∂x ∂y
D. In other words, the differential equation M (x, y)dx + N (x, y)dy = 0 is exact in D.
Example 1.11. Show that the equation
(Ax2 + Bxy + Cy 2 )dx + (Dx2 + Exy + F y 2 )dy = 0
is exact, if and only if B = 2D and E = 2C, where A, B, C, D, E, F are constants.

Solution : Let us assume that the given differential equation is exact and comparing with
M dx + N dy = 0, we have
M = Ax2 + Bxy + Cy 2 and N = Dx2 + Exy + F y 2 .
Using the necessary and sufficient condition for exactness, we have
∂M ∂N
= that means, Bx + 2Cy = 2Dx + Ey.

∂y ∂x
Equating the coefficients of x and y from both sides, we obtain the required result as
B = 2D and E = 2C.
Exercise - 1.11
If A, B, C, D, E, F are constants, show that the equation

(i) (Ax + By)dx + (Cx + Dy)dy = 0 is exact, if and only if B = C.
(ii) (Ax2 y + Bxy 2 )dx + (Cx2 y + Dxy 2 )dy = 0 is exact, if and only if A = D = 0 and
B = C.
(iii) (Ax2 + Bxy + Cy 2 )dx + (Dx2 + Exy + F y 2 )dy = 0 is exact, if and only if B = 2D
and E = 2C.
Example 1.12. Determine the most general function ‘F (x, y)’ such that the
differential equation
F (x, y)dx + (2yex + y 2 e3x )dy = 0
is exact.
Solution : Assuming that the given differential equation is exact, we have
∂F ∂ x
= 2ye + y 2 e3x .
∂y ∂x
This gives
∂F
= 2yex + 3y 2 e3x .
∂y
Integrating it with respect to y, we obtain
F (x, y) = y 2 ex + y 2 e3x + φ(x),
where φ is any arbitrary function of x.
Exercise - 1.12
Determine the most general function ‘F (x, y)’ of each of the following equa-
tions such that the equation is exact. [Answers]
(i) F (x, y)dx + (1 − xy)xdy = 0. [y − xy 2 + φ(x)]
(ii) F (x, y)dx + (2yex + y 2 e3x )dy = 0. [y 2 ex + y 3 e3x + φ(x)]

(iii) (x3 + xy 2 )dx + F (x, y)dy = 0. [x2 y + φ(y)]
1 1 x 2 3x2
(iv) 2
( 2 + )dx + F (x, y)dy = 0. [ 3 − 4 + φ(y)]
y x y xy 2y
1.6.1. Working Rules for Solving Exact Differential Equations

Method 1.
Step 1. Integrate the first(or, second) equation of (1.6) with respect to x (or, y) treating
y (or, x) as constant to obtain u(x, y) as

u(x, y) = M (x, y)dx + φ(y) (1.17)

or, u(x, y) = M (x, y)dy + φ(x) , (1.18)

where φ(y) or, φ(x) is an arbitrary function which is independent of x (or, y).
Step 2. Differentiate this u(x, y) with respect to y (or, x) and equating to the second
(or, first) equation of (1.6) to obtain a first order differential equation in φ as

∂u ∂ dφ
= M (x, y)dx + = N (x, y). (1.19)
∂y ∂y dy

∂u ∂ dφ
or, = N (x, y)dy + = M (x, y) . (1.20)
∂x ∂x dx
Step 3. Solve the above differential equation to obtain the unknown function φ, which
will give the function u(x, y) in Step1. The general solution of the given exact differential
equation is therefore u(x, y) = c, where c is an arbitrary constant.
Method 2.
Step 1. Integrate M with respect to x treating y as constant.
Step 2. Integrate N with respect to y treating x as constant and reject those terms
already obtained in Step 1.
Step 3. Add the terms obtained in Step 1 and Step 2, and equate the sum to an arbitrary
constant, that will be the required general solution of the exact differential equation.
Method 3.
Method of Grouping. This procedure is much quicker but requires a good working knowl-
edge of differentials and certain amount of cleverness to determine just how the terms
should be grouped so that M dx + N dy appears as the sum of certain exact differential

terms.
(3x2 + 4xy)dx + (2x2 + 2y)dy = 0.
Solution : Comparing the given differential equation with M dx + N dy = 0, we have
M = 3x2 + 4xy and N = 2x2 + 2y.
Now
∂M ∂N
= = 4x,
∂y ∂x
so the given differential equation is exact.
By Method 1. Therefore, there exits a function u(x, y) such that
∂u
= M = 3x2 + 4xy. (1)
∂x
∂u
= N = 2x2 + 2y. (2)
∂y
Integrating (1), with respect to x, we obtain

u(x, y) = (3x2 + 4xy)dx + φ(y) = x3 + 2x2 y + φ(y), (3)
where φ is any arbitrary function of y only. Differentiating (3) with respect to y and
then equating with (2), we obtain
2x2 + φ (y) = 2x2 + 2y,
or,
φ (y) = 2y
solution of which is
φ(y) = y 2 + k,
where k is an arbitrary constant. Thus from (3), we have
u(x, y) = x3 + 2x2 y + y 2 + k. (4)

The general solution of the given differential equation is
u(x, y) = constant, that means, x3 + 2x2 y + y 2 = c,
where c is a suitable arbitrary constant.
By Method 2. Now

M dx = x3 + 2x2 y and N dy = 2x2 y + y 2 = y 2 ,

neglecting the term 2x2 y which is already obtained in M dx. Therefore the general
solution of the given differential equation is given by
x3 + 2x2 y + y 2 = c,
By Method 3. After rearranging, the given differential equation can be expressed as
3x2 dx + 2(2xydx + x2 dy) + 2ydy = 0,
that can be written as

d(x3 ) + 2d(x2 y) + d(y 2 ) = 0.
Integrating it, the general solution of the given differential equation can be obtained as
x3 + 2x2 y + y 2 = c,
Exercise - 1.13
Find the general solution of each of the followings: [Answers]

(i) (ax + hy + g)dx + (hx + by + f )dy = 0. [ax2 + 2hxy + by 2 + 2gx + 2f y + c = 0]
(ii) ey dx + (xey + 2y)dy = 0. [xey + y 2 = c]
(iii) (x2 − ay)dx = (ax − y 2 )dy. [x3 − 3axy + y 3 = c]
(iv) (3x2 + 4xy)dx + (2x2 + 2y)dy = 0. [x3 + 2x2 y + y 2 = c]
(v) (cos x sin x − xy 2 )dx + y(1 − x2 )dy = 0. [2y 2 − 2x2 y 2 − cos 2x = c]
x3 y3
(vi) (x2 − 2xy − y 2 )dx − (x + y)2 dy = 0. [ − x2 y − xy 2 − = c]
3 3
(vii) (x2 − 4xy − 2y 2 )dx + (y 2 − 4xy − 2x2 )dy = 0. [x3 + y 3 − 6xy(x + y) = c]
x
(viii) xdx + ydy = a2 (xdy − ydx). [log(x2 + y 2 ) − 2a2 tan−1 ( ) = c]
y
xdy − ydx x
(ix) xdx + ydy = a2 2 . [x2 + y 2 + 2a2 tan−1 ( ) = c]
x + y2 y
2x 2
y − 3x 2
(x) dx + dy = 0. [x2 − y 2 = cy 3 ]
y3 y4
(xi) y sin 2xdx − (1 + y 2 + cos2 x)dy = 0. [3y cos 2x + 9y + 2y 3 = c]
(xii) (cos x cos y − cot x)dx − sin x sin ydy = 0. [sin x cos y = log |c sin x|]
2y 2y
(xiii) − y cos xy)dx + (2xe − x cos xy + 2y)dy = 0.
(e [xe2y − sin xy + y 2 = c]
1
(xiv) {y(1 + ) + cos y}dx + (x + log |x| − x sin y)dy = 0. [y(x + log x) + x cos y = c]
x
2 2 2
(xv) (y 2 exy + 4x3 )dx + (2xyexy − 3y 2 )dy = 0. [exy + x4 − y 3 = c]
dy 2xy + y − tan y
(xvi) + = 0. [x2 y + xy + tan y − x tan y = c]
dx x2 − x tan2 y + sec2 y
(xvii) 2xydx + (x2 + 3y 2 )dy = 0, [y(x2 + y 2 ) = 1]

given that y = 1 at x = 0.
√
(xviii) (2x cos y + 3x2 y)dx + (x3 − x2 sin y − 2y)dy = 0, given that y = 2 at x = 0.
[x2 cos y + x3 y − y 2 + 2 = 0]
(xix) 3x(xy−2)dx+(x3 +2y)dy = 0, given that y = 0 at x = 1. [x3 y−3x2 +y 2 +3 = 0]
(xx) (yexy − 2y 3 )dx + (xexy − 6xy 2 − 4y)dy = 0, given that y = 1 at x = 0.
[exy = 2xy 3 + 2y 2 − 1]
Example 1.14. Determine the constant ‘a’ such that equation
(x + ye2xy )dx + axe2xy dy = 0
is exact and thereby solve it.

Solution : Let us assume that the given differential equation is exact and comparing with
M dx + N dy = 0, we have
M = x + ye2xy and N = axe2xy .
Using the necessary and sufficient condition for exactness, we have
∂M ∂N
= that means, e2xy + 2xye2xy = ae2xy + 2axye2xy .
∂y ∂x
Equating the coefficients of e2xy and xye2xy from both sides, we obtain the constant ‘a’
as a = 1, assuming 2xy + 1 = 0.
For a = 1, the given differential equation becomes
(x + ye2xy )dx + xe2xy dy = 0,
which is obviously an exact equation. After rearranging, it can be expressed as

1
xdx + e2xy (ydx + xdy) = 0 or, d(x2 ) + e2xy d(xy) = 0
2
d(x2 ) + e2xy d(2xy) = 0.
Integrating it, the general solution of the given differential equation can be obtained as
x2 + e2xy = c,
Exercise - 1.14
Determine the constant ‘a’ such that each of the following equations is exact
and thereby solve it. [Answers]
(i) (xy 2 + ax2 y)dx + (x3 + x2 y)dy = 0. [a = 3, x2 y 2 + 2x3 y = c]
(ii) (ax3 y + 2y 2 )dx + (x4 + 4xy)dy = 0. [a = 4, x4 y + 2xy 2 = c]
(iii) (x + ye2xy )dx + axe2xy dy = 0. [a = 1, x2 + e2xy = c]
3
(iv) (x2 + 3xy)dx + (ax2 + 4y)dy = 0. [a = , 2x3 + 9x2 y + 12y 2 = c]
2
1 1 x 1
(v) + dx + a + dy = 0. [a = −2, 2x2 − 2y 2 − x = cxy 2 ]
x2 y 2 y3 y3
1.6.2. Homogeneous and Exact Differential Equations

When a first order and first degree differential equation is both homogeneous and exact,
the determination of its solution is a simple task followed from the ensuing theorem.
Theorem 1.8. If the given differential equation (1.2) is exact and homo-
geneous having degree = −1 in a rectangular domain D, then the general
solution or, complete primitive of it in D is given M x + N y = c, where c is an
arbitrary constant.
Proof. Let the differential equation M dx + N dy = 0 is exact and homogeneous of degree
n (= −1) in a rectangular domain D. Hence, by the theorem 1.7,
∂M ∂N
= on D (1.21)
∂y ∂x
and by the Euler’s theorem [after Swiss mathematician Leonhard Euler (1707 – 1783)]
on homogeneous functions,
∂M ∂M
x +y = nM (1.22)
∂x ∂y
∂N ∂N
and x +y = nN on D. (1.23)
∂x ∂y
Using (1.21), the above two equations take the forms
∂M ∂N
x +y = nM (1.24)
∂x ∂x
∂M ∂N
and x +y = nN on D. (1.25)
∂y ∂y
Now, if we take
u(x, y) = M x + N y ∀ (x, y) ∈ D (1.26)
then in view of (1.24) and (1.25), we have
∂u ∂M ∂N
=M +x +y = (n + 1)M (1.27)
∂x ∂x ∂x
∂u ∂M ∂N
=x +y + N = (n + 1)N, (1.28)
∂y ∂y ∂y
so that
∂u ∂u
du = dx + dy = (n + 1)(M dx + N dy) (1.29)
∂x ∂y
for all (x, y) ∈ D. Thus if n = −1, the differential equation M dx + N dy = 0 reduces to
du = 0. The general solution of which is obviously,
u = c, that means, M x + N y = c, (1.30)
(x + y)2 dx − (y 2 − 2xy − x2 )dy = 0.

Solution : Here
M = (x + y)2 , N = −(y 2 − 2xy − x2 ).
Now
∂M ∂N
= 2(x + y) = ,
∂y ∂x
showing that the given differential equation is exact. Again, both M and N are homo-
geneous functions of degree two. Therefore, the general solution of the given differential
equation is given by
Mx + Ny = c
that means,
(x + y)2 x − (y 2 − 2xy − x2 )y = c or, x3 − y 3 + 3x2 y + 3xy 2 = c.
Exercise - 1.15
(i) (x3 + 3xy 2 )dx + (y 3 + 3x2 y)dy = 0. [x4 + y 4 + 6x2 y 2 = c]
(ii) (x4 + y 4 )dx + 4xy 3 dy = 0. [x5 + 5xy 4 = c]
(iii) (x + y)2 dx − (y 2 − 2xy − x2 )dy = 0. [(x3 − y 3 ) + 3xy(x + y) = c]
(iv) (x3 − 3x2 y + 2xy 2 )dx − (x3 − 2x2 y + y 3 )dy = 0. [x4 − 4x3 y + 4x2 y 2 − y 4 = c]
2x y 2 − 3x2
(v) dx + dy = 0. [y 2 − x2 = cy 3 ]
y3 y4
1.7. Equations Reducible to Exact Form
Integrating Factor (I. F.) If the first order and first degree differential equation (1.1)
(or, (1.2)) is not exact in a domain D, in xy plane, it can always be made exact by
multiplying it with a suitable function of x and y. Such multiplier is called an integrating
factor (I. F.) of the differential equation (1.1) (or, (1.2)).
For examples, the differential equation ydx + 2xdy = 0
y, because has an I. F.
1
y 2 dx
+ 2xydy = d(xy 2 )
and the differential equation xdy − ydx = 0 has an I. F. ,
xy
dx dy y
because − = d log for every x > 0 and y > 0.
x y x
1.7.1. Simple Integrating Factors by Inspection

Differential Equations Integrating Factors Reasons

1 xdy − ydx y
, x = 0 = d( ).
x2 x2 x
1 xdy − ydx x
, y = 0 = d(− ).
y2 y2 y
A. xdy − ydx = 0 1 xdy − ydx y
, (x, y) = (0, 0) = d(tan−1 ).
x + y2
2 x2 + y 2 x
1 xdy − ydx y
, x, = 0, y = 0 = d(log | |)
xy xy x
1 2xydy − y dx 2 y2
, x = 0 = d .
x2 x2 x
1 2xydy − y dx 2 y2
B. 2xydy − y 2 dx = 0 , x > 0, y = 0 = d log .
xy 2 xy 2 |x|
2y 2 2y 2 (2xydy − y 2 dx) y2
, x = 0 = d ( )2 .
x3 x3 x
Differential Equations Integrating Factors Reasons

2 2(x2 ydy − xy 2 dx) y2
, x = 0 = d .
x4 2
x4 2 x2 2
2 2x ydy − 2xy dx x
, y = 0 =d − 2 .
y4 y 4 y
1 x2 ydy − xy 2 dx y
C. x2 ydy − xy 2 dx = 0 , x > 0, y > 0 = d log | | .
x y2
2 x2 y 2 x
1 x2 ydy − xy 2 dx y
, x = 0, y = 0 =d .
x3 y x3 y x
1 2
x ydy − xy dx2 x
, x = 0, y = 0 = d − .
xy 3 xy 3 y
1 2x2 ydy − xy 2 dx
−1 y
, x = 0, y = 0 = d tan .
xy(x2 + y 2 ) xy(x2 + y 2 ) x
1 aydx − dy
, y>0 = d(ax − log |y|).
D. aydx − dy = 0 y y eax
e ax ae ydx − eax dy
ax
a = 0 , y = 0 = d .
y2 y2 y
1 dx + axdy
, x>0 = d(ay + log |x|).
E. dx + axdy = 0 x x
a = 0 eay , y =
0 aeay dx + axeay dy = d xeay .
1 aydx + xdy
, x > 0, y > 0 = d(a log |x| + log |y|).
F. aydx + xdy = 0 xy xy
a = 0, 1 xa−1 axa−1 ydx + xa dy = d xa y .
Theorem 1.9. The number of integrating factor of the first order and first
degree differential equation (1.2) in a rectangular domain D is infinite.
Proof. Let μ(x, y) be an integrating factor of the equation (1.2) in a rectangular domain
D in xy plane. Then by the definition, there must exists a function u(x, y) in D such
that
μ(x, y)[M (x, y)dx + N (x, y)dy] = du(x, y) (1.31)
for all (x, y) ∈ D.
Let φ be any arbitrary differential function of u in D. Then using the relation (1.31), we
have
dφ dφ
μ(x, y) [M (x, y)dx + N (x, y)dy] = μ(x, y)(M dx + N dy) (1.32)
du du
dφ
= du = dφ (1.33)
du
dφ
for all (x, y) ∈ D, showing that μ (M dx + N dy) is an exact differential. Thus, if μ is
du
dφ
an integrating factor of the differential equation (1.2), then μ is also an integrating
du
factor of it. Since φ is an arbitrary function of u, we conclude that there are infinitely
many integrating factors of this type.
This theorem concludes that a first order and first degree differential equation in two
variables always possesses a solution.
Example 1.16. Show that the expressions xy −2 , y = 0 is an I. F. of the

corresponding differential equation y(2 − 3xy)dx − xdy = 0 and hence solve it.
Solution : Obviously, the given differential equation is not exact. Now multiplying by
xy −2 , y = 0, it becomes
(2xy −1 − 3x2 )dx − x2 y −2 dy = 0. (1)
Comparing with M dx + N dy = 0, we have

∂M ∂N
M = 2xy −1 − 3x2 , N = −x2 y −2 those give = 2xy −2 = .
∂y ∂x
This implies that the reduced differential equation (1) is now an exact one. Thus
xy −2 , y = 0 is an I. F. of the given differential equation y(2 − 3xy)dx − xdy = 0.
To solve the given differential equation that is equivalent to the differential equation (1),
we can express it as
(2xy −1 dx − x2 y −2 dy) − 3x2 dx = 0

d(x2 y −1 ) − d(x3 ) = 0.
Integrating the general solution of it is obtained as x2 y −1 − x3 = c.
Exercise - 1.16
Show that each of the expressions in the left is an I. F. of the corresponding

differential equation in the right and hence solve. [Answers]
e−y 2 e−y
(i) xy dx − + dy = 0 [xe−y − y 2 = c]
xy x y
(ii) 2xy (y 3 − 2yx2 )dx + (2xy 2 − x3 )dy = 0. [x2 y 4 − x4 y 2 = c]

2 2 1 2
(iii) ex (x2 + xy 4 )dx + 2y 3 dy = 0. [ x2 ex dx + y 4 ex = c]
2
(iv) xy −2 , y = 0 y(2 − 3xy)dx − xdy = 0. [x2 − x3 y = cy]

(v) (3x3 y 3 )−1 ,
x2 1
x = 0, y = 0 y(xy + 2x2 y 2 )dx + x(xy − x2 y 2 )dy = 0. [log = ]
|cy| xy
(vi) (x2 + y 2 )−1 ,
y
(x, y) = (0, 0) (x + y)dx − (x − y)dy = 0. [log(x2 + y 2 ) − 2 tan−1 = c]
x
(vii) {x(x2 − y 2 )}−1 ,
x = 0, y = 0 (x2 + y 2 )dx − 2xydy = 0. [x2 − y 2 = cx]
(viii) (x + y + 1)−4 ,
x + y + 1 = 0 (2xy − y 2 − y)dx + (2xy − x2 − x)dy = 0 [xy = c(x + y + 1)3 ]
Example 1.17. Solve the differential equation (4x + 3y 2 )dx + 2xydy = 0 after
finding an I. F. of the form xn , where n is a constant.
Solution : Let us assume that the given differential equation has an I. F. of the of the form
xn for some suitable constant n. Thus multiplying by xn , we obtain an exact differential
equation
(4xn+1 + 3xn y 2 )dx + 2xn+1 ydy = 0. (1)
This implies that
∂ ∂
(4xn+1 + 3xn y 2 ) = (2xn+1 y) or, 2(n − 2)xn y = 0.
∂y ∂x
this is possible for every real x, y, if and only if
n−2=0 that means, n = 2.
For n = 2, the exact differential equation (1) takes the form
(4x3 + 3x2 y 2 )dx + 2x3 ydy = 0

d(x4 + x3 y 2 ) = 0.
Integrating the general solution of it is obtained as x4 + x3 y 2 = c.
Exercise - 1.17
Solve each of the differential equations after finding an I. F. of the prescribed
form. (n being a constant.) [Answers]
(i) (x − y 2 )dx + 2xydy = 0, I. F. of the form xn . [I.F. : x−2 , y 2 + x log |x| = cx]
dy
(ii) x − y = x x2 + y 2 , I. F. of the form xn . [I.F. : x−2 , y = x sinh(x + c)]
dx
(iii) (4x + 3y 2 )dx + 2xydy = 0, I. F. of the form xn . [I.F. : x2 , x4 + x3 y 2 = c]
(iv) y 3 dx − x(y 2 + x3 )dy = 0, I. F. of the form xn . [I.F. : x−4 , y 3 − 3x3 y = cx3 ]
(v) (y 2 + 2xy)dx − x2 dy = 0, I. F. of the form y n . [I.F. : y −2 , xy + x2 = cy]
(vi) (4xy + 2y 2 )dx − (3x2 + xy)dy = 0, I. F. of the form y n .
[I.F. : y −5/2 , x2 y −3/2 + xy 1/2 = c]
(vii) (2xy + ex )ydx − ex dy = 0, I. F. of the form y n . [I.F. : y −2 , ex + x2 y = cy]
sec2 y
(viii) y sec2 xdx + 3 tan x − dy = 0, I. F. of the form y n .
y2
[I.F. : y 2 , y 3 tan x − tan y = c]
1.7.2. Special Rules for Determining Integrating Factors
Theorem 1.10. If the differential equation (1.2) is homogeneous and M x +

1
N y = 0, then a constant multiplication of is an I. F. of the differ-
Mx + Ny
ential equation (1.2).
Example 1.18. Determine an I. F. of the differential equation

x2 ydx − (x3 + y 3 )dy = 0
and hence solve it.

Solution : The given differential equation is homogeneous.
Here, M = x2 y and N = −(x3 + y 3 ). Now
M x + N y = x3 y − x3 y − y 4 = −y 4 = 0 for y = 0.
Therefore the given differential equation has an I. F. 1/y 4 . Now multiplying the given
differential equation by 1/y 4 , we have
x2 x3 1
dx − + dy = 0.
y3 y4 y
This equation can be written in the form
x2 ydx − x3 dy 1 x3
− dy = 0 or, d − d(log |y|) = 0.
y4 y 3y 3
Integrating, we obtain the required general solution as
x3 = 3y 3 (log |y| + c).
Exercise - 1.18
Determine an I. F. each of the following differential equations and hence

solve the equation. [Answers]
x
(i) (x + 2y)dy − ydx = 0. [2 log |y| − = c]
y
x
(ii) (x2 y − 2xy 2 )dx − (x3 − 3x2 y)dy = 0. [ − 2 log |x| + 3 log |y| = c]
y
(iii) (x2 + y 2 )dx − 2xydy = 0. [x2 − y 2 = cx]
(iv) x2 ydx − (x3 + y 3 )dy = 0. [x3 = 3y 3 (log |y| + c)]
(v) xdx + ydy = a(xdy + ydx). [log(x2 + y 2 ) − 2a tan−1 (y/x) = c]
(vi) (x4 + y 4 )dx − xy 3 dy = 0. [y 4 = 4x4 log |x| + cx4 ]
y
(vii) xydx − (x2 + 2y 2 )dy = 0. [x2 = 4y 2 log | |]
c
Theorem 1.11. If the differential equation (1.2) is of the form F (xy)ydx +

1
G(xy)xdy = 0 and M x − N y = 0, then a constant multiplication of is
Mx − Ny
an I. F. of the differential equation (1.2).
y(1 + xy)dx + x(1 − xy)dy = 0
and hence solve it.

Solution : The given differential equation is of the form F (xy)ydx + G(xy)xdy = 0.
Here, M = y(1 + xy) and N = x(1 − xy). Now
M x − N y = xy(1 + xy) − xy(1 − xy) = 2x2 y 2 = 0 for x, y = 0.
1
Therefore the given differential equation may have an I. F. . Now multiplying the
x2 y 2
1
given differential equation by , we have
x2 y 2
1 + xy 1 − xy
dx + dy = 0.
x2 y xy 2
This equation can be written in the form
1 1 ydx + xdy d(xy)
dx − dy + dy = 0 or, d(log |x|) − d(log |y|) + = 0.
x y x2 y 2 (xy)2

x 1
log − = c.
y xy
Exercise - 1.19
Reducing exact differential equation, solve each of the followings. [Answers]
x
(i) y(1 − xy)dx − x(1 + xy)dy = 0. [log | | − xy = c]
y
x 1
(ii) y(1 + xy)dx + x(1 − xy)dy = 0. [log | | − = c]
y xy
x2 1
(iii) (xy 2 + 2x2 y 3 )dx + (x2 y − x3 y 2 )dy = 0. [log − = c]
|y| xy
x
(iv) (xy sin xy + cos xy)ydx + (xy sin xy − cos xy)xdy = 0. [ sec xy = c]
y
x 1
(v) (x2 y 2 + xy + 1)ydx + (x2 y 2 − xy + 1)xdy = 0. [xy + log | | − = c]
y xy
(vi) y(2xy + 1)dx + x(1 + 2xy + x2 y 2 )dy = 0. [2x2 y 2 log |y| − 4xy − 1 = cx2 y 2
1 ∂M ∂N
Theorem 1.12. In the differential equation (1.2), if − is a func-
N ∂y ∂x
tion of x only, say φ(x), then a constant multiplication of e φ(x)dx is an I. F.
of the differential equation (1.2).
Example 1.20. Reducing exact form, solve the differential equation

(2x2 + y)dx + (x2 y − x)dy = 0.
Solution : Here,
1 ∂M ∂N 1 − 2xy + 1 2
− = =− , a function of x only.
N ∂y ∂x x2 y − x x
Now
1 2
. e− x
dx
=
x2
Therefore the given differential equation has an I. F. 1/x2 . Now multiplying the given
differential equation by 1/x2 , we have
y 1
2 + 2 dx + y − dy = 0,
x x
which is an exact differential equation. This equation can be written in the form
xdy − ydx
2dx + ydy − = 0.
x2
y2 y
2x + − = c.
2 x
Exercise - 1.20

(i) (x2 + y 2 + x)dx + xydy = 0. [3x4 + 6x2 y 2 + 4x3 = c]
y
(ii) ydx + (x2 − x)dy = 0. [y − = c]
x
y2 y
(iii) (2x2 + y)dx + (x2 y − x)dy = 0. [2x + − = c]
2 x
(iv) (x2 + y 2 + 2x)dx + 2ydy = 0. [ex (x2 + y 2 ) = c]
2
(v) (x3 + xy 4 )dx + 2y 3 dy = 0. [ex (x2 − 1 + y 4 ) = c]
1 1
(vi) (xy 2 − e x3 )dx − x2 ydy = 0. [3y 2 − 2x2 e x3 + cx2 = 0]
1 ∂N ∂M
Theorem 1.13. In the differential equation (1.2), if − is a func-
M ∂x ∂y
tion of y only, say φ(y), then a constant multiplication of e φ(y)dy is an I. F.
of the differential equation (1.2).
Example 1.21. By reducing exact form, solve the differential equation
(3x2 y 4 + 2xy)dx + (2x3 y 3 − x2 )dy = 0.

Solution : Here,
1 ∂N ∂M 6x2 y 3 − 2x − 12x2 y 3 − 2x 2(3x2 y 3 + 2x) 2

− = = − =− ,
M ∂x ∂y 3x2 y 4 + 2xy y(3x2 y 3 + 2x) y
a function of x only. Now

− 2
y
dx 1
e = .
y2
Therefore the given differential equation has an I. F. 1/y 2 . Now multiplying the given
differential equation by 1/y 2 , we have
2x x2
3x2 y 2 + dx + 2x3 y − 2 dy = 0,
y y
which is an exact differential equation. This equation can be written in the form
2
2 2 3 2xydx − x2 dy 3 2 x
3x y dx + 2x ydy + 2
=0 or, d x y +d = 0.
y y
x2
x3 y 2 + =c or, x3 y 3 + x2 = cy.
y
Exercise - 1.21
x x2
(i) (y + xy 2 )dx − xdy = 0. [ + = c]
y 2
(ii) (3x2 y 4 + 2xy)dx + (2x3 y 3 − x2 )dy = 0. [x3 y 3 + x2 = cy]
(iii) xydx + (2x2 + 3y 2 − 20)dy = 0. [x2 y 4 + y 6 − 10y 4 = c]
2
(y 4 + 2y)dx + (xy 3 + 2y 4 − 4x)dy = 0. [x(y + 2 ) + y 2
(iv) = c]
y
(v) (xy 3 + y)dx + 2(x2 y 2 + x + y 4 )dy = 0. [3x2 y 4 + 6xy 2 + 2y = c]
x2 x
(vi) (2xy 4 ey + 2xy 3 + y)dx + (x2 y 4 ey − x2 y 2 − 3x)dy = 0. [x2 ey + + 3 = c]
y y
Theorem 1.14. If the differential equation (1.2) can be written of the form
xa1 y b1 (m1 ydx + n1 xdy) + xa2 y b2 (m2 ydx + n2 xdy) = 0,
where a1 , a2 , b1 , b2 , m1 , m2 , n1 , n2 are all constants, then the differential equation

(1.2) has an I. F. of the form xh y k for some suitable constants h and k.

(2ydx + 3xdy) + 2xy(3ydx + 4xdy) = 0
and hence solve it.
Solution : The given differential equation is of the form
xa1 y b1 (m1 ydx + n1 xdy) + xa2 y b2 (m2 ydx + n2 xdy) = 0,
therefore we may assume that the differential equation has I. F. of the form xh y k for
some suitable constants h and k those are to be determined. Now multiplying the given
differential equation by xh y k , we have

2xh y k+1 + 6xh+1 y k+2 dx + 3xh+1 y k + 8xh+2 y k+1 dy = 0
which must be an exact equation. Therefore,
∂M ∂N
= ,
∂y ∂x
that means,
2(k + 1)xh y k + 6(k + 2)xh+1 y k+1 = 3(h + 1)xh y k + 8(h + 2)xh+1 y k+1 . (1)
Equating the coefficients of xh y k and xh+1 y k+1 from both sides of (1), we obtain
2(k + 1) = 3(h + 1), 6(k + 2) = 8(h + 2)
Solving these, we get h = 1 and k = 2. of Therefore the given differential equation has
an I. F. xy 2 . Now multiplying the given differential equation by xy 2 , we have

2xy 3 dx + 3x2 y 2 dy + 6x2 y 4 dx + 8x3 y 3 dy = 0.
Integrating it, we obtain the required general solution as
x2 y 3 + 2x3 y 4 = c.
Exercise - 1.22
(i) (4xy 2 + 6y)dx + (5x2 y + 8x)dy = 0. [x3 y 4 (xy + 2) = c]

(ii) (2ydx + 3xdy) + 2xy(3ydx + 4xdy) = 0. [x2 y 3 + 2x3 y 4 = c]
(iii) (3x + 2y 2 )ydx + 2x(2x + 3y 2 )dy = 0. [x3 y 4 + x2 y 6 = c]
(iv) x(4ydx + 2xdy) + y 3 (3ydx + 5xdy) = 0. [x4 y 3 + x3 y 5 = c]
3 1
(v) (y 2 + 2x2 y)dx + (2x3 − xy)dy = 0. [(y/x) 2 − 12(xy) 2 = c]
1.8. Linear Differential Equations

The first order and first degree differential equation (1.1) is said to be a linear equation
in the dependent variable y and independent variable x, if there exists two functions P
and Q such that the function f (x, y) is in the form P (x)y + Q(x), where P and Q are
functions of x alone. In other words, we can say that the differential equation (1.1) is
linear, if it is or, it can be written in the form
dy
+ P (x)y = Q(x). (1.34)
dx
This type of equations was first introduced in 1694 by German mathematician Gottfried
dy dy
Wilheim Leibniz (1646–1716). For example, ex + 5y = sin x and = x2 y + 2x log |x|
dx dx
are first order linear equations.
The differential equation
dy
+ P (x)y = 0 (1.35)
dx
is referred to as the linear homogeneous equation corresponding to the ordinary differen-
tial equation (1.34). This equation is separable and has the general solution

y = ce− P (x)dx
, (1.36)
Theorem 1.15. The first order linear differential equation (1.34) has an I. F.

P (x)dx
of the form e and a one-parameter family of solutions of it can be
written as

− P (x)dx P (x)dx
y=e e Q(x)dx + c , (1.37)
where c is an arbitrary constant. This solution is the general solution or, the
complete integral of the linear differential equation (1.34).
Proof. Let us first write the equation (1.34) in the form M (x, y)dx + N (x, y)dy = 0 for
which M (x, y) = P (x)y − Q(x) and N (x, y) = 1.
∂M ∂N
Since = P (x) and = 0, the equation (1.34) is not exact unless P (x) = 0 in
∂y ∂x
which equation (1.34) reduces to simple separable equation. Now,
∂M ∂N
−
∂y ∂x
= P (x), a function of x alone. (1.38)
N

So

the differential equation (1.34) has I. F. of the form e P (x)dx . Multiplying (1.34) by
e P (x)dx , we get
dy
e P (x)dx + P (x)ye P (x)dx = Q(x)e P (x)dx (1.39)
dx
which is precisely
d P (x)dx
e y = Q(x)e P (x)dx (1.40)
dx
Integrating the above equation with respect to x, the solution of (1.34) is then given by

P (x)dx
ye = e P (x)dx Q(x)dx + c, (1.41)
where c is an arbitrary constant. Since the solution (1.41) contains one arbitrary constant
c, this one parameter family of solutions of the first order linear equation (1.34) covers
all the solutions of it and hence a general solution of it.
Example 1.23. Find the general solution of the differential equation
dy
− 4y = x6 ex . x
dx
Solution : The given differential equation can be expressed as
dy 4
− y = x5 e x . (1)
dx x
This is a first order linear equation in the dependent variable y.

1 1
I. F. = e−4 x
dx
= .
x4
1
Multiplying (1) by and then integrating we obtain
x4

1
y. 4 = xex dx + c = (x − 1)ex + c
x
or,
y = (x − 1)x4 ex + cx4
which is the required general solution.
Exercise - 1.23
Find the general solution of each of the followings: [Answers]
dy y c
(i) + = 3x. [y = x2 + ]
dx x x
dy 2x + 1
(ii) + y = e−2x . [2xy = (x2 + c)e−2x ]
dx x
dy
(iii) x − 3y = x4 . [y = x4 + cx3 ]
dx
dy
(iv) x − 4y = x6 ex . [y = (x − 1)x4 ex + cx4 ]
dx
(v) (2y − x3 )dx = xdy. [y = −x3 + cx2 ]
dy 2 2
(vi) − 2xy = 6xex . [y = (3x2 + c)ex ]
dx
dy
(vii) x log |x| + y = 3x3 . [y log |x| = x3 + c]
dx
dy
(viii) + y cos x = 2 cos x. [y = esin x + ce− sin x ]
dx
dy
(ix) x cos x + (x sin x + cos x)y = 1. [xy = sin x + c cos x]
dx
dr
(x) + r tan θ = cos θ. [r = (θ + c) cos θ]
dθ
dy
(xi) cos2 x + y = tan x. [y = tan x − 1 + ce− tan x ]
dx
dy ay x+1 x
1−a − 1 + cxa ,
a a = 1;
(xii) − = , a = 0. y=
x log |x| − 1 + cx, a = 1
dx x x
Example 1.24. Solve the IVP:

dy π
2 cos x + 4y sin x = sin 2x subject to y( ) = 0.
dx 3
Solution : The given differential equation can be expressed as
dy
+ 2y tan x = sin x. (1)
dx
This is a first order linear equation in the dependent variable y.

I. F. = e2 tan xdx
= e2 log | sec x| = sec2 x.
Multiplying (1) by sec2 x and then integrating we obtain

2
y.sec x = sec x tan xdx + c = sec x + c
or,
y = cos x + c cos2 x (2)
which is the general solution of (1).
π π
Given that y( ) = 0. Substituting x = and y = 0 in (2), we obtain
3 3
1 1
0= + c. or, c = −2.
2 4
Therefore, the required solution of the given IVP is
y = cos x − 2 cos2 x.
Exercise - 1.24
Solve each of the following IVPs: [Answers]

dy
(i) x − 2y = 2x4 subject to y(2) = 8. [y = x4 − 2x2 ]
dx
dy 1
(ii) x + y = 2x subject to y(1) = 0. [y = x − ]
dx x
dy π
(iii) 2 cos x + 4y sin x = sin 2x subject to y( ) = 0. [y = cos x − 2 cos2 x]
dx 3
dy 3
(iv) (1 − x2 ) + 2xy = x(1 − x2 )3/2 subject to y(0) = −1. [y + (1 − x2 ) 2 = 0]
dx
dy √
− y = tan x subject to y(π/4) = 2.
(v) sin 2x [y = tan x + tan x]

dx
dy 2x, 0 ≤ x < 2;
(vi) (x+2) +y = f (x) subject to y(0) = 4, where f (x) =
dx 4, x ≥ 2.
x2 + 8, 0 ≤ x < 2;
(x + 2)y =
4x + 4, x ≥ 2
1.8.1. Solutions by the Method of Variation of Parameter

An alternative proof of the theorem 1.15.
Proof. We first observe that the relation (1.36), in which c is an arbitrary constant is the
general solution of the first order linear differential equation (1.34) for Q(x) = 0.
If Q(x) = 0, by this method, we assume that the solution of (1.34) is of the form (1.36)
but do not restrict c to be a constant. We assume that

y = ve− P (x)dx
(1.42)
is a solution of (1.34), where v is not a constant. Then
dy dv
= − P v e− P (x)dx . (1.43)
dx dx
By substituting these in (1.34), we have
dv
− P v e− P (x)dx + P (x)e− P (x) dx = Q(x) (1.44)
dx
or,
dv
= Q(x)e P (x)dx (1.45)
dx
i.e.,
P (x)dx
v= Q(x)e + c, (1.46)
where c is an arbitrary constant. Hence, according to (1.42), the solution of the differ-
ential equation (1.34)) is

− P (x)dx
y=e e P (x)dx Q(x)dx + c . (1.47)
This completes the proof.
Remark 1.2. Since in the solution (1.47) of first order linear ordinary dif-
ferential equation (1.34) contains one arbitrary constant c, so it is a general
solution of (1.34). Furthermore this one-parameter family of solution (1.47) of
the linear equation (1.34) includes all the solutions of it.
Example 1.25. Find the general solution of the linear differential equation
dy
− 4y = sin 3x
dx
by the method of variation of parameter.
Solution : The given equation is
dy
− 4y = sin 3x. (1)
dx
The homogeneous equation corresponding to the equation (1) is
dy
− 4y = 0, (2)
dx
which has a solution y = ce4x , where c is an arbitrary constant. To solve (1), by the
method of variation of parameter, we take
y = ve4x (3)
as the general solution of it, where v is a function of x. Differentiating (3) with respect
to x, we get
dy dv 4x
= e + 4ve4x (4)
dx dx
Substituting these in (1), we obtain
dv 4x dv
e = sin 3x or, = e−4x sin 3x.
dx dx
c e−4x
v= − (4 sin 3x + 3 cos 3x).
25 25
Thus the required general solution (1) is given by
25y = ce−4x − (4 sin 3x + 3 cos 3x).
Exercise - 1.25
Obtain the complete integral of each of the following differential equations by

the method of variation of parameter. [Answers]
dy 2
(i) + 2xy = 2x. [y = 1 + ce−x ]
dx
dy
(ii) − y tan x = cos x. [4y cos x = 2x + sin 2x + c]
dx
dy
(iii) − 4y = sin 3x. [25y = ce4x − (4 sin 3x + 3 cos 3x)
dx
dy y
(iv) + = 3x. [xy = x3 + c]
dx x
dy x
(v) + ex y = e−x . [yex = c − e−e ]
dx
Example 1.26. If P (x) and Q(x) are continuous functions of x on some
interval I and if f and g are two different solutions of the linear equation
dy
+ P (x)y = Q(x) on I, then show that f and g are connected by the relation
dx
g = f + ce− P dx , where c is an arbitrary constant.
Solution : Since y = f (x) and y = g(x) are two different solutions of the linear equation
dy
+ P (x)y = Q(x), we have
dx
df dg
+ P (x)f = Q(x) and + P (x)g = Q(x) on I.
dx dx
Subtracting these two equations, we obtain
d(g − f )
+ P (x)(g − f ) = 0 on I.
dx
dv
Writing v = g − f , we get from above + P (x)v = 0 on I.
dx
The general solution of which is

v = ce− P dx
or, g − f = ce− P dx
.
Exercise - 1.26
Establish the followings:

(i) If P (x) and Q(x) are continuous functions of x on some interval I and if f and g
dy
are two different solutions of the linear equation + P (x)y = Q(x) on I, then show
dx
that f − g is a solution of the corresponding homogeneous linear differential equation
dy
+ P (x)y = 0.
dx
(ii) If P (x) and Q(x) are continuous functions of x on some interval I and if f and
dy
g are two different solutions of the linear equation + P (x)y = Q(x) on I, then show
dx
that c(f − g) + f or, c(f − g) + g, where c is an arbitrary constant is one-parameter
family of solution (general solution) of it.
(iii) If P (x) and Qi (x) for i = 1, 2 are continuous functions of x on some interval I
dy
and if fi (i =1, 2) are the solutions of the differential equations + P (x)y = Qi (x),
dx
dy
then show that f1 ± f2 are the solutions of the linear differential equations + P (x)y
dx
= Q1 (x) ± Q2 (x) on I.
(iv) If P (x) and Q(x) are continuous functions of x on some interval I and if f is a
dy
known solution of the linear differential equation + P (x)y = Q(x) on I, then show
dx
that y = f (x)+ce− P dx is the general solution of it, where c being an arbitrary constant.
[Hint.: Put y = f + v in the given differential equation and obtain v]
(v) If P (x) and Q(x) are continuous functions of x on some interval I and if f and g are
dy
two different solutions of the linear equation + P (x)y = Q(x) on I, then show that f
dx
and g are connected by the relation g = f + ce− P dx , where c is an arbitrary constant.
(vi) If P (x) and Q(x) are continuous functions of x on some interval I and if f is a
dy
known solution of the linear differential equation + P (x)y = Q(x) on I, then show
Q(x) dx
− f (x) dx
that y = f (x) + cf (x)e is the general solution of it, where c being an arbitrary
constant.
[Hint.: Put y = f.v in the given differential equation and obtain v]
(vii) If P (x) and Q(x) are continuous functions of x on some interval I and if f and g
dy
are two different solutions of the linear equation + P (x)y = Q(x) on I and f = 0 on
dx
− Q f
dx
I, then show that g can be expressed as g = f 1 + ce , where c is an arbitrary
constant.
g
[ Hint. : write g = f. and substitute in the differential equation .]
f
(viii) If P (x) is a continuous function of x on some interval I, then show that the general
dy
solution of the linear differential equation + P (x)y = P 2 (x) can be expressed in
dx
the form y = P + e− P (x)dx c − e P (x)dx dP , where c is an arbitrary constant.
[ Hint. : set y = v + P and find v.]
(ix) If P (x) and Q(x) are continuous functions of x on some interval I and P (x) = 0 on
dy
I, then show that the general solution of the linear differential equation + P (x)y = Q(x)
dx

Q Q
can be expressed in the form y = − e− P (x)dx c + e P (x)dx d .
P P
Q(x)
[ Hint. : write R(x) = and set y = v + R to obtain v.]
P (x)
(x) If P (x) and Q(x) are continuous functions of x on some interval I, then show that
there exists a unique function f given by the formula
x t
− ax P (t)dt
f (x) = e Q(t)e a P (θ)dθ dt + b ,
a
dy
which satisfies the differential equation + P (x)y = Q(x) with f (a) = b on this inter-
dx
Q(x)
val I for every a ∈ I and b ∈ R.[Hint.: write R(x) = and set y = v + R to obtain v.]
P (x)
1.9. Equations Reducible to Linear Form

The differential equations which can be reduced to linear form can be classified in the
following types.
1.9.1. Interchange of the Dependent and the Independent variables
Sometimes, a differential equation which does not come under linear in the dependent
variable y, reduces to a linear differential equation in the dependent variable x. That
means, it is sometimes very much helpful to treat x as the dependent variable and y as
the independent variable to work on the resulting differential equation.

dy
y = (x + y 2 ey ) .
dx
Solution : Treating x as dependent variable and y as independent variable, the given

differential equation can be written as
dx x
− = yey .
dy y
This is a first order linear equation in the dependent variable x.

− 1
y
dy 1
I. F. = e = .
y
1
Multiplying (1) by and then integrating we obtain,

y

1
x. = ey dy + c = ey + c, or, x = yey + cy
y
Exercise - 1.27

dy
(i) (ey − 2xy) = y2. [xy 2 = ey + c]
dx
dy
(ii) y = (x + y 2 ey ) . [x = yey + cy]
dx
dy
(iii) (y 2 − x) = 1. [x = c−y + y 2 − 2y + 2]
dx
dy
(iv) (x + 2y 3 ) = y. [x = cy + y 3 ]
dx
−1
(v) (1 + y 2 )dx = (tan−1 y − x)dy. [x = tan−1 y − 1 + ce− tan y
]
1.9.2. Bernoulli’s Differential Equations
A first order ordinary differential equation of the form
dy
+ P (x)y = Q(x)y n , (1.48)
dx
where P (x) and Q(x) are functions of x alone, is known as Bernoulli’s differential
equation [after Swiss mathematician Jacques (also known as James, German equivalent
is Jokob) Bernoulli (1654 – 1705)] in the dependent variable y and independent variable
x which was first introduced in 1695. This equation is nonlinear because of the presence
of y n . The following exercise shows that it always be transformed into a linear first order
differential equation for a new unknown function v, where v is a constant multiplication
of y 1−n .
Remark 1.3. For n = 0 or, n = 1, the Bernoulli’s equation (1.48) is actually a

linear differential equation in y. On the other hand, the differential equation
dx
of the form + P (y)x = Q(y)xn , where P (y) and Q(y) are functions of y only
dy
is also known as Bernoulli’s differential equation.
Theorem 1.16. The transformation v = ky 1−n (n = 0, 1), where k is a non-

zero constant, reduces the Bernoulli’s equation (1.48) to a linear differential
equation in the variables v and x.
Example 1.28. Find the general solution of the Bernoulli’s differential e-

quation
dy
+ y = y 2 log x, x > 0.
x
dx
Solution : The given differential equation is of Bernoulli’s form. Dividing it by y 2 , we
have
1 dy 1 log x
2
+ = .
y dx xy x
1 1 dy dv
Now substituting − = v, so that 2 = , the above equation reduces to
y y dx dx
dv v log x
− = . (1)
dx x x
This is a first order linear equation in the dependent variable v.
1 1
I. F. = e− x
dx
= .
x
1
Multiplying (1) by and then integrating we obtain,
x

1 log x
v. = dx + c = −(z + 1)e−z + c, by putting z = log x.
x x2
1
Now substituting − for v, we have
y
1 1 + log x
= +c
xy x
which is the required general solution, where c is an arbitrary constant.
Exercise - 1.28
Solve each of the following differential equations. [Answers]

dy 1 1
(i) + y = xy 3 . [ = x + + ce2x ]
dx y2 2
dy
(ii) x − (1 + x)y = xy 2 . [y(x − 1 + ce−x ) + x = 0]
dx
dy y y2
(iii) − + = 0, x > 0. [y = (1 + cx−1 )−1 ]
dx x x
dy 1
(iv) x + y = x4 y 3 , x > 0. [ = −x4 + cx2 ]
dx y2
dy √
(v) 2x2 = xy + y 2 , x > 0. [x − y = cy x]

dx
dy
(vi) x + y = y 2 log x, x > 0. [1 + cxy = y(1 + log x)]
dx
dy 2 2
(vii) xy − = y 3 e−x . [ex = y 2 (2x + c)]
dx
(viii) y(2xy + ex )dx − ex dy = 0. [ex = y(c − x2 )]
dy
(ix) x2 y − x3 = y 4 cos x, x > 0. [x3 = y 3 (3 sin x + c)]
dx
dy
(x) y + 2 = y 3 (x − 1). [y 2 (x + cex ) = 1]
dx
2 /2
(xi) (x3 y 2 + xy)dx = dy. [y(2 − x2 ) + cye−x = 1]
2 y2 2 2
(xii) (xy 2 + e−1/x )dx − x2 ydy = 0. [ = e−1/x + c]
x2 3
dy
(xiii) = y − xy 3 e−2x , if y(0) = 1. [e2x = y 2 (1 + x2 )]
dx
dy 1
(xiv) x2 − 2xy = 3y 4 , x > 0, if y(1) = . [5x6 + y 3 (9x5 − 49/8) = 0]
dx 2
It is sometimes helpful to treat x as dependent variable and y as independent variable

and work on the resulting differential equation.
dy dy
x + 2 = x3 (y − 1) .
dx dx
Solution : Treating x as dependent variable and y as independent variable, the given

differential equation can be written as
2 dx 1
3
+ 2 = y − 1.
x dy x
1 2 dx dv
Now substituting 2
= v, so that − 3 = , the above equation reduces to
x x dy dy
dv
− v = 1 − y. (1)
dy
This is a first order linear equation in the dependent variable v.

I. F. = e− dy
= e−y .
Multiplying (1) by e−y and then integrating we obtain,

v.e = (1 − y)e−y dy + c
−y
= −e−y + ye−y + e−y + c,
or, v = y + cey .
1
Writing v = , we obtain the required general solution as
x2
x2 (y + cey ) = 1,
Exercise - 1.29
dx
(i) y + x = x2 y, y > 0. [cxy − xy log |x| = 1]
dy
dy dy
(ii) x + 2 = x3 (y − 1) . [x2 (y + cey ) = 1]
dx dx
1 1 2
(iii) (x2 y 3 + 2xy)dy = dx, x > 0. [ = (1 − y 2 ) + ce−y ]
x 2
Theorem 1.17. By the transformation v = f (y), the differential equation
dy
f (y)
+ P (x)f (y) = Q(x), (1.49)
dx
where P (x), Q(x) are functions of x alone; f (y) is a known function of y only
df
(not a constant) and f (y) := , reduces to a linear differential equation
dy
dv
+ P (x)v = Q(x) in v.
dx
Remark 1.4. The Bernoulli’s equation (1.48) is actually a special case of
(1.49) for the particular value f (y) = y 1−n .

dy
sec2 y
+ 2x tan y = x3 .
dx
dy dv
Solution : Putting tan y = v, so that sec2 y = , the given differential equation can
dx dx
be reduced to a linear equation
dv
+ 2xv = x3 . (1)
dx
2
2xdx
I. F. = e = ex .
2
Multiplying (1) by ex and then integrating we obtain,

2 2
v.ex = x3 ex dx + c
or,
21 z−1 z
ex tan y =
zez dz + c = e + c, by putting z = x2 .
2 2
The above can be simplified as
2
2 tan y = x2 − 1 + 2ce−x
Exercise - 1.30
dy 1
(i) cos y + sin y = 1, x = 0. [2x sin y − x2 = c]
dx x
dy dy 2
(ii) sec2 y + 2x tan y = x3 or, + x sin 2y = x3 cos2 y. [2 tan y = x2 − 1 + ce−x ]
dx dx
dy 1 ey
(iii) + = 2 , x = 0. [2xe−y = 1 + 2cx2 ]
dx x x
dy 2
(iv) (y + 1) + x(y 2 + 2y) = x. [y 2 + 2y + ce−x − 1 = 0]
dx
dy π
(v) sin y − cos y sec x = sec x − tan x, 0 < x < . [x + cos y(sec x + tan x) = c]
dx 2
dy tan y
(vi) − = (1 + x)ex sec y. [sin y = (1 + x)(c + ex )]
dx 1 + x
dy
(vii) x = 2x2 y + y log y, y > 0. [log y = 2x2 + cx]
dx
dy sin 2y x5
(viii) + = x2 cos2 y. [x2 tan y = + c]
dx x 5
dy y y
(ix) + log y = 2 (log y)2 , x = 0y > 0. [2x = (1 + 2cx2 ) log y]
dx x x
dy
(x) sin y = cos x(2 cos y − sin2 x). [4 cos y = 2 sin2 x − 2 sin x + 1 + ce−2 sin x ]
dx
dy x
(xi) = ex−y (ex − ey ). [ee (ey − ex + 1) = c]
dx
(xii) (sec x tan x tan y − ex )dx + sec x sec2 ydy = 0. [sec x tan y = ex + c]
1 1
(xiii) (xy 2 + e− x2 )dx − x2 ydy = 0. [3y 2 = 2x2 e− x2 + cx]
1.10. Riccati’s Differential Equations

The differential equation
dy
= P (x)y 2 + Q(x)y + R(x), (1.50)
dx
where P, Q and R are functions of x alone is known as Riccati’s equation [after Italian
mathematician Jacopo Francesco Riccati (1676 – 1754)] which was first introduced in
dy
1724. It is a natural extension of the first order linear equation = P (x)y + Q(x) to
dx
dy
a nonlinear equation = P (x)y 2 + Q(x)y + R(x). This equation has a great mathe-
dx
matical importance in the subject of differential geometry and it has wide application in
engineering sciences. The French mathematician Joseph Liouville in 1841, pointed out
that the simple first order and first degree Riccati’s equation (1.50) in the literature of
ordinary differential equation can not be solved in general, directly by the method of
integration. In other words, there is no known method for solving the general Riccati’s
equation. As special cases,
(i) if P (x) = 0 for all x, Riccati’s equation reduces to a linear equation and
(ii) if R(x) = 0 for all x, Riccati’s equation obviously a Bernoulli’s equation.
1.10.1. General Solution : When One Integral is Known

The general solution of it, when one particular integral is known can be found in the
ensuing theorems:
Theorem 1.18. If f (x) is a known (particular) solution of the Riccati’s

equation (1.50), then the general solution of it has the form
y = f (x) + v(x),
where v(x) is the general solution of the Bernoulli’s equation

dv
− (2P f + Q)v = P v 2 .
dx
A simpler equivalent form of the above theorem can be restated as:
Theorem 1.19. If f (x) is a known (particular) solution of the Riccati’s

equation (1.50), then the general solution of it has the form

1
y = f (x) + ,
v(x)
where v(x) is the general solution of the linear equation
dv
+ (2P f + Q)v + P = 0.
dx
Proof. Let y = f (x) be a known integral of the given Riccati’s equation (1.50).
Therefore, we must have
f = P f 2 + Qf + R. (1.51)
Let v be a function (unknown) of x to be determined such that
1
y = f (x) + (1.52)
v(x)
is the general solution of (1.50). So, substituting this in (1.50), we have
v 1 2 1
f − = P f + + Q f + + R. (1.53)
v2 v v
Using the given relation (1.51), it reduces to
v 2f 1 2 2 Q
− = P + + , (1.54)
v2 v v v
multiplying v 2 throughout, that can be written as
dv
−v = (2P f + Q)v + P or, + (2P f + Q)v + P = 0. (1.55)
dx
This is a first order linear ordinary differential equation that can be solved easily to
obtain the unknown function v and hence the general solution of (1.50).
Remark 1.5. It should be noted that the determination of I. F. of (1.55)

requires one quadrature (integration) and the complete solution of it requires
another, making two quadratures in all. Practically, this method is very much
useful, when one integral is known.
Example 1.31. Find the general solution of the Riccati’s differential equation
dy
= −y 2 + xy + 1, a known solution is: f (x) = x.
dx
Solution : Comparing the given differential equation

dy
= −y 2 + xy + 1 (1)
dx
with the general Riccati’s equation (1.50), we have
P = −1, Q = x, R = 1.
Let v be a function of x to be determined such that

1
y=f+ (2)
v
is the general solution of (1). Then, v will satisfy the first order linear ordinary differential
equation
dv dv
+ (2P f + Q)v + P = 0, that means, − xv = 1. (3)
dx dx
I. F. = e−x .
Multiplying (3) by e−x and then integrating we obtain,
v.e−x = −e−x + c, that means,v = cex − 1.
Hence from (2), we have the general solution of the Riccati’s equation(1) as
1
y =x+ ,
cex −1
Exercise - 1.31
Obtain the general solution of the following Riccati’s equations. [Answers]

dy
(i) = (1 − x)y 2 + (2x − 1)y − x, a known solution is: f (x) = 1.
dx
[y = (x − 2 + ce−x )−1 + 1]
dy
(ii) = −y 2 + xy + 1, a known solution is: f (x) = x. [y = x + (cex − 1)−1 ]
dx
dy
(iii) + 8xy 2 − 4x(4x + 1)y + (8x3 + 4x2 + 1) = 0, a known solution is: f (x) = x.
dx 2
[y = (2 + ce−2x )−1 + x]
dy
(iv) x(x − 1) = (2x + 1)y − y 2 − 2x, a known solution is: f (x) = x.
dx
[y = (x2 + c)/(x + c)]
dy
(v) x(1 − x3 ) = x2 + y − 2xy 2 , a known solution is: f (x) = x2 .
dx
[(x4 − x)/(y − x2 ) = c − 2x3 /3]
dy
(vi) x = x2 + (1 − x4 )y + x2 y 2 , a known solution is: f (x) = x2 .
dx
2 x2 /4 2
[y = x − (xe )/(c + x2 ex /4 dx]
dy
(vii) x = y 2 − y sin x + cos x, a known solution is: f (x) = sin x.
dx
[e− cos x /(y − sin x) = c − e− cos x dx]
dy y−x 2
(viii) x = y + x4 y 2 − x6 , if x is one known integral of it. [ = ce2x /5 ]
dx y+x
dy
(ix) = 1 + y 2 , if x is one known integral of it. [y(c − tan x) = 1 + c tan x]
dx
1.10.2. General Solution: When Two or, Three Integrals are Known
When two particular integrals are known, the general solution of Riccati’s equation (1.50)
can be found in the following theorems:
Theorem 1.20. If f (x) and g(x) are two known solutions of the Riccati’s
equation (1.50), then the general solution of it can be expressed as
y − f

log = c + (f − g)P dx.
y−g
Proof. Let y = f (x) and y = g(x) are two known integrals of the given Riccati’s
equation
y = P y 2 + Qy + R. (1.56)
Therefore, we must have
f = P f 2 + Qf + R (1.57)
and
g = P g 2 + Qg + R. (1.58)
Subtracting (1.57) from (1.56), we get
y − f = (y 2 − f 2 )P + (y − f )Q = (y − f )[P (y + f ) + Q]. (1.59)
Similarly, subtracting (1.58) from (1.56), we get
y − g = (y − g)[P (y + g) + Q]. (1.60)

Hence from (1.59) and (1.60), we have

y − f y − g
− = (f − g)P. (1.61)
y−f y−g
Integrating this, we obtain the general solution as
y − f

log = c + (f − g)P dx (1.62)
y−g
that requires only one quadrature.
When three particular integrals are known, the general solution of Riccati’s equation
(1.50) can be obtained easily without any quadrature by the following theorem:
Theorem 1.21. If y = f (x), y = g(x) and y = h(x) are three known solutions of
the Riccati’s equation (1.50), then the general solution of it can be expressed
(y − f )(g − h)
as = c.
(y − h)(g − f )
Example 1.32. Find the general solution of the Riccati’s differential equation
dy 2 1
x2 ( + y 2 ) = 2, two known solutions : , − .
dx x x
2 1
Solution : Given that , − are two known solutions of the given differential equation
x x
dy 2
= −y 2 + 2 . (1)
dx x
Comparing (1) with (1.50), we have in this case,
P = −1. (2)
Let us take
2 1
f (x) = and g(x) = − . (3)
x x
The general solution is then given by
y − f

log = c + (f − g)P dx.
y−g
Using (2) and (3), the above gives

y − 2
x 2 1
log = log |k| + + (−1)dx, taking c = log |k|.
y + x1 x x
On integration, the above can be expressed as

xy − 2 k

log = log 3 .
xy + 1 x
Thus the required general solution is
x3 (xy − 2) = k(xy + 1),
where k is an arbitrary constant.
Exercise - 1.32
Obtain the general solution of each of the following equations: [Answers]

dy e3x + 2c
(i) + y + y 2 = 2, has two known constant solutions. [y = ]
dx e3x − c

dy
2 2 1 2
(ii) x + y = 2, two known solutions are − , . [y(cx4 − x) = 2cx3 + 1]
dx x x
dy
(iii) x(x2 − 1) = y 2 + (x2 − 1)y − x2 , two known solutions are 1, x, x2 .
dx
[y(x + c) = x + cx2 ]
1.10.3. Solutions by Converting into a Second Order Linear Equation

If we write
1 du
y=− (1.63)
P u dx
then
dy 1 d2 u 1 du 2 1 dP du
=− 2
+ 2
+ 2 . (1.64)
dx P u dx P u dx P u dx dx
Substituting these in the Riccati’s differential equation (1.50), we obtain at once
d2 u dP du
P − P Q + + P 2 Ru = 0. (1.65)
dx2 dx dx
This is a second order linear equation. The complete primitive of this equation (1.66)
can be found of the form
u = Af (x) + Bg(x), (1.66)
where A and B are two arbitrary constants. In view of (1.64), the above solution gives
Af (x) + Bg (x)
y = −
P Af (x) + Bg(x)
cf (x) + g (x)
= − (1.67)
P cf (x) + g(x)
A
containing one arbitrary constant c := . In other words, the general solution of the
B
Riccati’s equation (1.50) is a one-parameter family of curves of the form
cF (x) + G(x)
y= , (1.68)
cf (x) + g(x)
where f, g, F, G are appropriate functions of x and c is an arbitrary constant.
Conversely, it can be easily shown that the differential equation to be obtained by elim-
inating the arbitrary constant c from (1.68) is a Riccati’s equation.
Remark 1.6. In view the result of the form (1.68), an important fact is that
the general solution of Riccati’s equation is a homographic function of the
constant of integration. Another important fact regarding Riccati’s equation
is that the cross-ratio of any four particular integrals of Riccati’s equation

is independent of x. That means, if f1 (x), f2 (x), f3 (x), f4 (x) are four integrals
of the Riccati’s equation (1.50) obtained from (1.62) by giving the arbitrary
constant c to four suitable values α, β, γ, δ respectively, then
(f1 − f2 )(f3 − f4 ) (α − β)(γ − δ)
= = k, say, (1.69)
(f1 − f4 )(f3 − f2 ) (α − δ)(γ − β)
where k is independent of x.
Example 1.33. Converting into second order linear equation, solve the Ric-

dy 2
cati’s differential equation + y = 2. x2
dx
Solution : Given Riccati’s differential equation

2 dy 2 dy 2
x +y =2 or, = −y 2 + 2 . (1)
dx dx x
Comparing (1) with (1.50), we have in this case, P = −1.

1 du 1 du
Let us take y=− that means, y= (2)
P u dx u dx
as the general solution of (1). Then differentiating it w. r. to x, we obtain
dy 1 d2 u 1 du 2
= 2
− 2 . (3)
dx u dx u dx
Substituting (2) and (3) in the Riccati’s differential equation (1), we obtain at once
1 d2 u 2 d2 u
2
= 2 or, x2 − 2u = 0. (4)
u dx x dx2
The equation (4) is a second order exact linear differential equation. The first integral
of (4) is given by
du du u c1
x2 − 2xu = c1 or, − 2 = 2, (5)
dx dx x x
where c1 is an arbitrary constant. The equation (5) is a first order linear equation in u.
1 1
I. F. = e−2 x
dx
= .
x2
1
Multiplying (5) by and then integrating we obtain
x2

1 1 c1
u. 2 = c1 dx + c2 = − 3 + c2 , (6)
x x4 3x
where c2 is another arbitrary constant. The solution (6) can be written as
c1 du c1
u = c2 x2 − so that = 2c2 x + 2 .
3x dx 3x
Thus the required general solution of (1) in view of (2) is
c1
1 du 2c2 x + 2 2cx3 + 1
y= = 3x or, y= ,
u dx 2
c1 cx4 − x
c2 x −
3x
3c2
where c = is an arbitrary constant.
c1
Exercise - 1.33
Converting into second order linear equation, solve each of the following
Riccati’s differential equations. [Answers]
dy e3x + 2c
(i) + y + y 2 = 2. [y = ]
dx e3x − c
dy
(ii) + 2y 2 + 5y + 2 = 0. [2y(ce3x + 1) + ce3x + 4 = 0]
dx

2 dy 2
(ii) x + y = 2. [y(cx4 − x) = 2cx3 + 1]
dx
dy
(iv) x2 + x2 y 2 − 2xy + 2 = 0. [y(x2 + cx) = 2x + c]
dx
Remark 1.7. An first-order ordinary differential equation of the form
dy
= P (x)y 3 + Q(x)y 2 + R(x)y + S(x), (1.70)
dx
where P, Q R and S are functions of x alone is known as Abel’s equation
[after Norwegian mathematician Niels Henrik Abel (1802 − 1829)]. This equa-
tion arose later in the context of the studies of Niels Henrik Abel on the
theory of elliptic functions in 1834, and it represents a natural generalization
of the Riccati’s equation.

Introductory Course On Differential Equations - (Chapter 1)

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Introductory Course On Differential Equations - (Chapter 1)

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Chapter 1

EQUATIONS OF FIRST ORDER

1.1. General Equation and Classiﬁcations

1.2. Separable Diﬀerential Equations

Example 1.1. Obtain the general solution of the diﬀerential equation

Integrating it, we obtain

which is the required solution.

Example 1.2. Obtain the solution of the diﬀerential equation

(2a2 − r2 )dr = r3 sin θdθ satisfying r = a > 0 when θ = 0.

Solution : The given equation can be written as

Find the integral of each of the following diﬀerential equations : [Answers]

Theorem 1.1. By the substitution v = ax + by + c, where a, b, c are any con-

Example 1.3. Solve the diﬀerential equation

Solve each of the following diﬀerential equations : [Answers]

Example 1.4. Solve the diﬀerential equation

which is the required solution.

Solve each of the following diﬀerential equations : [Answers]

Theorem 1.3. The transformation v = xy reduces the diﬀerential equation of

Example 1.5. Solve the diﬀerential equation

(x3 y 3 + x2 y 2 + xy + 1)ydx + (x3 y 3 − x2 y 2 − xy + 1)xdy = 0.

Replacing v by xy, we have

Obtain the general solution of each of the followings: [Answers]

Theorem 1.4. The transformations : x = r cos θ, y = r sin θ reduce the diﬀer-

Example 1.6. Solve the diﬀerential equation

dx = dr cos θ − r sin θdθ and dy = dr sin θ + r cos θdθ.

Integrating it, we obtain

Obtain the general solution of each of the followings: [Answers]

1.4. Homogeneous Diﬀerential Equations

F (v) + log |x| = c.

Returning the original variables y, the solution takes the form

Remark 1.1. By the substitution y = vx, the evaluation of the integral

substitutions are made, which one is better for a particular problem.

Example 1.8. Solve the diﬀerential equation

which is the required solution.

dx = dr cos θ − r sin θdθ, dy = dr sin θ + r cos θdθ.

1.5. Equations Reducible to Homogeneous Form

Example 1.10. Solve the diﬀerential equation

We choose h, k in such a way that h + 2k − 3 = 0 and 2h + k − 3 = 0. Solving these two,

Obtain the general solution of each of the followings: [Answers]

1.6. Exact Diﬀerential Equations

that means, M (x, y)dx+N (x, y)dy = du(x, y) ∀(x, y) ∈ D.

for all (x, y) ∈ D. Then

= M (x, y) ∀ (x, y) ∈ D. (1.13)

∂N (x, y) ∂M (x, y) ∂ 2 P (x, y)

Integrating both sides with respect to x, we get

where φ(y) is a function of y only. Let us set

Hence, by the relations (1.13) and (1.15), we have ∀ (x, y) ∈ D,

Example 1.11. Show that the equation

(Ax2 + Bxy + Cy 2 )dx + (Dx2 + Exy + F y 2 )dy = 0

is exact, if and only if B = 2D and E = 2C, where A, B, C, D, E, F are constants.

M = Ax2 + Bxy + Cy 2 and N = Dx2 + Exy + F y 2 .

Using the necessary and suﬃcient condition for exactness, we have

= that means, Bx + 2Cy = 2Dx + Ey.

If A, B, C, D, E, F are constants, show that the equation

F (x, y)dx + (2yex + y 2 e3x )dy = 0

F (x, y) = y 2 ex + y 2 e3x + φ(x),

where φ is any arbitrary function of x.

(ii) F (x, y)dx + (2yex + y 2 e3x )dy = 0. [y 2 ex + y 3 e3x + φ(x)]

1.6.1. Working Rules for Solving Exact Diﬀerential Equations

should be grouped so that M dx + N dy appears as the sum of certain exact diﬀerential

Example 1.13. Solve the diﬀerential equation

(3x2 + 4xy)dx + (2x2 + 2y)dy = 0.

Solution : Comparing the given diﬀerential equation with M dx + N dy = 0, we have

Example 1.16. Show that the expressions xy −2 , y = 0 is an I. F. of the

(iv) xy −2 , y = 0 y(2 − 3xy)dx − xdy = 0. [x2 − x3 y = cy]

M x − N y = xy(1 + xy) − xy(1 − xy) = 2x2 y 2 = 0 for x, y = 0.

1 ∂N ∂M 6x2 y 3 − 2x − 12x2 y 3 − 2x 2(3x2 y 3 + 2x) 2