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Differential equations

 Definition: A differential equation is an equatioh which


involves two or more variables togather with their
derivatives or it may involves differential coefficients
only. Examples:
dy x 2  2 4 x dy  y dx  x 2 dy

dx y
d 2y dy
  3x sin y
dx 2 dx
y y x  t
x 
t x x  t
Real life use of Differential Equations

Differential equations have a remarkable ability to predict the


world around us.  They are used in a wide variety of
disciplines . Applications in real life are used to calculate
1)the movement 2) the population growth
3) the heat flow 4) the radioactive decay
5) the falling bodies
6)medicine for modelling cancer growth or the spread of
disease
7) engineering for describing the movement of electricity
8) chemistry for modelling chemical reactions
9) economics to find optimum investment strategies
10) physics to describe the motion of waves, pendulums or
chaotic systems.
 There are two kinds differential equations
 1. ordinary differential equation (ODE)
 2. partial differential equation (PDE)
 Ordinary differential equation (ODE) : When a function
involves one independent variable, the equation is
called an ordinary differential equation (or ODE
Examples:
dy x

dx y
d 2y dy
  3x sin y
2 dx
dx
Partial differential equation (PDE): A partial differential
equation (or PDE) involves two or more independent
variables.
Examples:
z z 2 z 2 z
x  y  0, 2
 0
x y  x xy
Order of the differential equations : The order of the differential
equations is the order of the height derivate which occurs in it.
Examples:
dy x
  first order ordinary differential equation
dx y
cont
d 2y dy
  3x sin y  2nd order ordinary differential equation
dx 2 dx
z z
x  y  0,  first order partial differential equation
x y
 2 z z
2
 0  2nd order partial differential equation
 x y
Degree of differential equations : The order of the differential
equations is the dereer of the height derivate which occurs in it.
Examples:
dy x
  degree =1
dx y
cont
Linear and nonlinear differential equations
A differential equation in which the dependent variables

and all its derivatives present occur in the first degree

only and no products of dependent variables and/or

derivatives occur is known as a linear differential

equation. A differential equation which is not linear is

called a nonlinear differential equation


Example of linear differential equations
dy
 x2
dx

d2y
2
 5y  0
dx

Example of non linear differential equations

2
dy  dy 
8 y 2  4 xy  
dx  dx 

2
 d2y  dy
2 2   x 3
 dx  dx
Solution :
An equation containing dependent variable and
independent variable and free fro derivative , which
satisfies fhe differential equation ,is called the
solution of the differential equation.
Formation of ordinary differential equation
An ordinary differential equation is formed by differentiating the
equation and eliminating arbitrary constant(s).
Procedure
Let f ( x, y, c1 )  0 ---- (1)
be a solution of a differential equation with a single arbitrary
constant c1. differentiating (1) w.r.t. ‘x’ we have
 dy 
  x, y, c1 ,   0 (2)
 dx 
Eliminating c1 from (1) and (2), we get a lowest order ODE
cont
 dy 
  x, y , 0
 dx 
is the differential equation of (1)

Example: Form the differential equation of the lowest order by


eliminating arbitrary constants, in the following cases and also
write down the order and degree of the differential equations
2
obtained. y  ax  a

Solution:
2 dy
y  ax  a  (1)  a  (2), eliminating a
dx
2
dy  dy 
from(1)and(2) , we get DE y  x 
dx  dx 
If f ( x, y, c1 , c2 )  0    (1)

be a solution of a differential equation with two arbitrary


constants c1 and c2 we require two more relations to eliminate
c1 and c2. Differentiating (1) twice successively we have
 dy 
f  x, y, c1 , c2 ,   0 ( 2)
 dx 
 dy d 2 y 
f  x, y, c1 , c2 , , 2   0 (3)
 dx dx 
Eliminating c1 and c2 from (1) , (2)and (3), we get a lowest order
ODE
cont
 dy d 2 y 
F  x, y, , 2   0
 dx dx 
In this way, we obtain nth order ODE by eliminating ‘n’ arbitrary
constants
Example: Find the differential equation by eliminating arbitrary
constants c1 and c2 from the equation y  ae3 x  be x

Solution:
y  ae 3 x  be x    (1)
dy
 3ae 3 x  be x    (2)
dx
d2y 3x x
2
 9 ae  be    (3)
dx
cont
from (2) and (3), we get
1 3 x  d 2 y dy 
a  e  2     (4)
6  dx dx 
Putting the value of a in (3) we get
x
 d 2
y 9 3 x  d 2
y dy 
b  e  2  e  2     (5)
 dx 6  dx dx 
Substitute the values of a and b in (1)
1  d 2 y dy  1 d 2 y 3 dy
y   2    2

6  dx dx  2 dx 2 dx
d 2 y 4dy
2
  3y  0
dx dx
is the required differential equation
First order first degree DE
dy x2
 2 xy  e
dx
2
ydx _ x dy  0

rd
First order 3 degree DE

3
 dy   dy   x2
      2 xy  e
 dx   dx 
2nd order 1st degree DE
2
d y
2
 5y  0
dx
2nd order 2nd degree DE
2
d y
2
3 dy
2 2   x
 dx  dx

Partial DE
2 z 2 z 2 z
2
2  2 0
x xy y
21Find the differential equation corresponding to the family of
curves y  c( x  c) 2 , where c is an arbitrary constant.
Solution Given y  c( x  c) 2 (1)
Differentiating both sides w.r.t. x, we get
dy
 2c( x  c) (2)
dx
2
 dy  2 2
or    4 c ( x  c ) (3)
 dx 
Dividing equation (3) by (1), we obtain
2 2
1  dy  1  dy 
   4c or c   
y  dx  4 y  dx 
Substituting this value of c in equation (2), we get

dy 1  dy 
2
 1  dy  
2
 2.   x    
dx 4 y  dx   4 y  dx  

dy  1  dy  
2
or 2 y  x    
dx  4 y  dx  

2
2 dy  dy 
or 8 y  4 xy   
dx  dx 
which is the required differential equation for the family or curves
(1)
21 Find the differential equation by eliminating
arbitrary constants c1 , c2 from the equation
y = c1cos(log x) + c2sin(log x)
Solution
y = c1cos(log x) + c2sin(log x) -- (1)

dy c sin(log x) c2 cos(log x)
 1 
dx x x

dy
x  c1 sin(log x)  c 2 cos(log x) ------(2)
dx
d 2 y dy cos(log x) sin(log x)
x 2   c1  c2
dx dx x x
d y 2
dy
x 2
x  c1 cos(log x)  c2 sin(log x)
dx 2
dx
d y 2
dy
x 2
 x  y By (1)
dx 2
dx
d 2
y dy
x 2
x y0
dx 2
dx
which is the required differential equation
Equations of First Order and First Degree

A differential equation of the form


dy
Mdx + Ndy = 0 or, M +N dx = 0

where both M and N are functions of x and y or


constants (not involving derivatives) is called the
differential equation of the first order and first degree.
We will discuss five distinct types of first order and
first degree differential equations. The types are

 Separation of variables
 Homogeneous equations
 Reducible to homogeneous equations
 Exact equations
 Non-exact equations
 Linear equations
 Non-linear equations (Burnollies equation)
Separation of variables
The differential equation M(x,y)dx + N(x,y)dy = 0 is separable if
the equation can be written in the form:
f1 x g1 y dx  f2 x g 2 y dy  0

Solution :
1
1. Multiply the equation by integrating factor: f x g y 
2 1
2. The variable are separated :
f1 x  g y 
dx  2 dy  0
f 2 x  g1  y 

3. Integrating to find the solution: f1 x  g 2 y 


 f2 x dx   g1 y dy  C
20Solve the differential equations x cos2 ydx  y cos2 xdy  0

Solution: The equation can be written as

x y
dx  2 dy  0
cos x
2
cos y dividing by cos

 x sec2 xdx  y sec2 ydy  0

Integrating, we get

  x sec2 xdx   y sec2 ydy  c

 x tan x   tan xxdx  y tan y   tan ydy  c

 x tan x  ln sec x  y tan y  ln sec y  c


20Solve the differential equations
( x y  xy) dy  (1  x  x  y  xy  x y )dx  0
3 2 2 2 2 2

Solution: The equation can be written as


xy( x  1)dy  {1  x  x  y (1  x  x )}dx  0
2 2 2 2

 xy ( x  1)dy  (1  x  x )(1  y )dx  0


2 2 2

y (1  x  x )
2

 dy  dx  0
(1  y )
2
x( x  1)
2
y 1 x2 x
 dy  dx  dx  0
(1  y )
2
x( x  1)
2
x( x  1)
2

1 d (1  y 2 ) dx dx
   2 0
2 1 y 2
x x 1
Integrating, we get
1
ln(1  y 2 )  ln x  tan 1 x  c
2
20Solve the differential equations
cos y dy  sin xdx  sin x cos y (dy  dx)  0

Solution: The equation can be written as


cos y dy  sin xdx  sin x cos ydy  sin x cos ydx  0
 (cos y  sin x cos y ) dy  (sin x  sin x cos y )dx 
 cos y (1  sin x) dy  sin x(1  cos y )dx  0
cos y sin x
 dy  dx  0
1  cos y 1  sin x
1  cos y  1 1  sin x  1
 dy  dx  0
1  cos y 1  sin x
 1   1 

 1  
 dy   1   dx  0
 1  cos y   1  sin x 
 1   1  sin x 

1  2 cos 2 ( y / 2) 
 dy  1  1  sin 2 x  dx  0
   

 1   1  sin x 
 1  sec ( y / 2)  dy  1 
2
 dx  0
 2   cos x 
2

 1 
 1  sec ( y / 2)  dy  1  sec 2 x  sec x tan x dx 
2

 2 
Integrating, we get

 y  tan( y / 2)  x  tan x  sec x  c


Method of separation of variable
2 2
Solve : y 1  x dy  x 1  y dx  0

Solution : y 1  x 2 dy  x 1  y 2 dx  0
ydy xdx
 
2 2
1 y 1 x
2 2
d (1  y ) d (1  x )
 
2 2
1 y 1 x
cont
Method of separation
1
of variable 1

 1 y 2


2 2
d (1  y )  1  x  2

2 2
d (1  x )
integrating
1 1



1 y  2  1
2


1 x  2  1
2
 c1
1 1
 1  1
2 2
2 2
 2 1  y  2 1  x  c1
2 2
 1  y  1  x  c Ans
Method of separation of variable by substitution
 x
 x
 y  y
y 1  e dx  e ( y  x)dy  0
Solve:
 
 
Solution: The given equation can be written as
x
y
dx e ( y  x)
  0
dy  x


y 1 e y 
 
 
cont
Method of separation of variable by substitution

x dx dv
Put v then v y
y dy dy
Then the given equation can be written as
v
dv e ( y  yv)
v y  v
 0
dy y (1  e )
v
dv e (1 v )
Or, y  v
 0
dy 
(1 e )

cont
Method of separation of variable by substitution

v v v
dv v  ve  e  ve
Or, y  v
0
dy 1 e
v v v
dv v  ve  e  ve
Or, y  v
0
dy 1 e
v v
dv v  e dy 1  e
Or, y  0 Or,  v
dv  0
dy 1  e v y ve

cont
Method of separation of variable by substitution
v
dy d (v  e )
Or,  v
0
y ve
integrating

v
ln y  ln(v  e )  ln c
or , ln y (v  e v )  ln c
x
v x y
or , y (v  e )  c or , y (  e )  c Ans.
y
20Solve the differential equations
sin( x  y )dy  dx

Solution: The equation can be written as


dy
 cos ec( x  y )
dx
put x  y  v 1
dy dv
 
dy dv
 1
dx dx dx dx
dv dv
  1  cos ecv   1  cos ecv
dx dx
dv sin v dv
  dx   dx
1  cos ecv 1  sin v
(1  sin v  1) dv  1 
  dx  1  dv  dx
1  sin v  1  sin v 
 1  sin v   1  sin v 
 1  dv  dx  1  dv  dx
 1  sin v  cos v 
2 2

 1  sec 2 v  sec v tan v dv  dx

Integrating, we get

v  tan v  sec v  x  c
 x  y  tan( x  y )  sec( x  y )  x  c
 y  tan( x  y )  sec( x  y )  c Ans.
Home work
 dy   dy 
1 Solve ( x  y ) 2  x  y   xy1  
 dx   dx 
1
Ans. log xy =  x + y + c

 dy   2 dy 
2 Solve  y  x   31  x 
 dx   dx 
Ans. (y -3)(y+3x) = cx
dy
2
4 Solve ( x  y )  a2
dx
1 x y
Ans. y  a tan c
a
Homogeneous Function
f (x,y) is called homogenous of degree n if : f x , y   n f x , y 
Examples:
f x , y   x  x y  homogeneous of degree 4
4 3

f x , y   x   x  y 


4 3

 4 x 4  x 3 y   4f x , y 
f x , y   x 2  sin x cos y  non-homogeneous
f x , y   x   sinx  cosy 
2

 2 x 2  sinx  cosy 
 n f x , y 
Homogeneous Function
The differential equation M(x,y)dx + N(x,y)dy = 0 is homogeneous
if M(x,y) and N(x,y) are homogeneous and of the same degree
Method of Solution :
1. Use the transformation to : y  vx  dy  v dx  x dv

2. The equation become separable equation: P x ,v dx  Q x ,v dv  0

3. Use solution method for separable equation


f1 x  g 2 v 
 f2 x dx   g1 v dv  C

4. After integrating, v is replaced by y/x


Homogeneous Function:
Examples:
 
1. Solve : x 3  y 3 dx  3 xy 2 dy  0
Answer:
Let y  vx  dy  vdx  xdv,
putting in given equation, we get
x 3

 v 3 x 3 dx  3 xv 2 x 2 (vdx  xdv)  0
 
 1  v 3  3v 3 dx  3v 2 xdv  0
 1  2v  dx  3v xdv  0
3 2

dx 3v 2
  3
dv  0
x 1  2v
Cont
Homogeneous Function:

dx 1 d (1  2v 3 )
  3
 0 , Intrgreting
x 2 1  2v
1 3 2 3 2
 lnx  ln(1  2v )  ln c1  ln x (1  2v )  ln c1
2
3
y
 x 2 (1  2v 3 )  c  x 2 (1  2 3 )  c
x
 x 3  2 y 3  cx Ans.
20Solve 2 xy  y dx  xdy  0
Solution The given equation can be written as
dy 2 xy  y

dx x
putting y = vx in the equation, we get
dv 2 x.vx  vx
vx   2 v v
dx x
dv
x  2 v  2v
dx
dv dx
 
2 v  2v x
dv dx
  0
2v  2 v x
Let v = t2  dv = 2tdt
2tdt dx dt dx
2
 0   0
(t  t ) x t 1 x
Integrating, we get
log(t  1)  log x  log c
 y   y 
 log  1 x  log c  x  1  c
 x   x 

 xy  x  c Ans.
Non-homogeneous Function Reducible homogeneous:
dy ax  by  c
The equation of the form: 
dx a1 x  b1 y  c1
can be reduced to the homogeneous form by the substitution
a a/
x  x  h, y  y  k (h, k being constants) if  /
b b
The given differential equation reduces to
dy a( x  h)  b( y  k )  c l ax  by  ah  bk  c
 
dx a1 ( x  h)  b1 ( y  k )  c1 a1 x  b1 y  a1h  b1k  c1
We choose the constants h, k so that
Non-homogeneous Function Reducible homogeneous:
ah + bk + c = 0
a1h +b1k + c1 = 0
With this substitution the given equation becomes
dy ax  by

dx a1 x  b1 y1

which is a homogeneous differential equation in and can be


solved by putting y = vx.
Non-homogeneous Function Reducible homogeneous:
/
a a
Again if  /
b b

can be solved by substituting, ax + by = v and apply the


variable separation method
Non-homogeneous Function Reducible homogeneous:

dy x  2 y  3
Example:       (1)
dx 2 x  y  3
a 1 a 2 /

Here   / 
b 2 b 1
put x  x  h, y  y  k
The given differential equation (1) reduces to
dy x  2 y  h  2k  3
    (2)
dx  2 x   y   2 h  k  3
We choose the constants h, k so that

Cont
Non-homogeneous Function Reducible homogeneous:
h + 2k - 3 = 0
2h +k - 3 = 0
Solving these equation we get h =1 , k=1 . With this
substitution in (2) the given equation becomes
dy  x   2 y 
    (3)
dx 2 x  y1

putting y = vx.

Cont
Non-homogeneous Function Reducible to homogeneous:
/ dv x   2vx /
1  2v
vx  
dx 2 x  vx /
2v

2
dv 1  2v 1  v
 x/  v 
dx 2  v 2v
2v dx / 1 dv 3 dv dx /
 2
dv  /    /
1 v x 2 1 v 2 1 v x

integrating

Cont
Non-homogeneous Function Reducible homogeneous:
1 3
ln(1  v)  ln(1  v)  ln x /  ln c1
2 2
(1  v) / 2 2 (1  v) / 2
 ln 3
 ln( x ) c1  3
 (x ) c
(1  v) (1  v)
/
y y 1
(1  / ) (1  )
 x / 2
 (x ) c  x  1 2
 ( x  1) c
/
y 3 y 1 3
(1  / ) (1  )
x x 1
3
x  y  2  c( x  y ) Ans.
20Solve ( x  2 y )(dx  dy )  dx  dy
Solution:
( x  2 y )(dx  dy )  dx  dy
 ( x  2 y  1)dx  ( x  2 y  1)dy
dy x  2 y  1
  . -- ----(1)
dx x  2 y  1
a 1 a
Here   . Putting x +2 y = v , we
b 2 b
dy dv dy 1  dv 
get 1  2      1
dx dx dx 2  dx 
The equation (1) becomes
1  dv  v  1
  1 
2  dx  v  1
dv 2v  2 3v  1
  1 
dx v 1 v 1
1 4
(3v  1) 
(v  1)dv 3 3
  dx  dv  dx
3v  1 3v  1
1 4 1 
  dv  dx
 3 3 3v  1 
Integrating, we get
v 4
 ln(3v  1)  x  c1
3 9
x  2y 4
  ln(3 x  6 y  1)  x  c1
3 9
 3 x  6 y  4 ln(3 x  6 y  1)  9 x  9c1
 6 x  6 y  4 ln(3 x  6 y  1)  9c1
3 y  3 x  2 ln(3 x  6 y  1)  c Ans
Home work
 
1. Solve: ( x 3  3 xy 2 )dx  y 3  3 x 2 y xdy  0

Ans. ( x 2  y 2 )2  4x2 y 2  c

dy 3 y  7 x  7
2. Solve 
dx 3 x  7 y  3

Ans. ( x  y  1) 2 ( y  x  1) 5  c

3. Solve (x + y)dx + (3x + 3y 4)dy = 0


Ans. x + 3y + 2 log (2  x  y ) = c
Exact equations
The differential equation M(x,y)dx + N(x,y)dy = 0 is an exact
equation if : M  N
y x
Working Rule: If Mdx + Ndy = 0 is an exact differential equation
then the method of solution is as follows:
Step-1: Integrate M with respect to x keeping y constant.
Step-2: Find out the terms in N which are independent of x and I
ntegrate those terms with respect to y .
Step-3: Add the two terms obtained and equate the sum of these
two integrals to an arbitrary constant. This gives the general
solution of the required exact differential equation.
Exact equations

Example: Show that the differential


equation y e
2 xy 2 3
 
 4 x dx  2 xye xy 2

 3 y 2 dy  0
is exact and solve it.
Solution Let
M ye 2 xy 2
 4x 3
 N  2 xye  xy 2
 3y2 
M
y
3 xy 2
 2 xy e  2 ye xy 2
 N
y
 2
 2 xy 3e xy  2 ye xy
2

Cont
Exact equations
M N
Since y

x
.  The given equation

is exact. . Then the solution is


 Mdx   (terms
y constant
in N free from x ) dy  C

2 xy 2
(y e
y constant
 4 x 3 )dx   (3 y 2 ) dy  C

xy 2 4 3
 e  x  y C .
xy 2 4 3
 the solution is e  x  y Cont
C . Ans.
Exact equations
Example Solve:
ye xy
 
cos 2 x  2e xy sin 2 x  2 x dx  xe xy cos 2 x  3 dy  0 
Solution
Here M  ye xy cos 2 x  2 e xy sin 2 x  2 x, N  xexy cos 2 x  3
M
 yxexy cos 2 x  exy cos 2 x  2 xexy sin 2 x
y
N
 x( 2 exy sin 2 x  yexy cos 2 x)  e xy cos 2 x
x
M N
  .
y x
 The equation is exact.
Cont
Exact equations


xy xy
Now ( ye cos 2 x  2 e sin 2 x  2 x)dx
x

  d (e xy cos 2 x)dx   2 xdx

 e xy cos 2 x  x 2 .
The term in N free from x is 3.
Now  3 dy  3 y

 the solution is e xy cos 2 x  x 2  3 y  c .

Cont
Home work
1. Solve (e y  1) cos x dx  e y sin xdy  0

Ans. (e y  1) sin x  c

2. Solve
3 2 2 2 1
( y  y sec x  x)dx  (3 xy  2 y tan x  )dy  0
y

3 2x2
Ans. xy  y tan x   ln y  c .
2

3. Solve (e 2 y  y cos xy)dx  (2 xe2 y  x cos xy  2 y )dy  0


Ans. xe2y  sin xy + y2 + c = 0
Non-exact equations reducible to exact
The differential equation M(x,y)dx + N(x,y)dy = 0 is a non exact
equation if : M  N
y x
The solutions are given by using integrating factor to change the
equation into exact equation
Integrating factor: A non-exact differential equation can always
be made exact by multiplying it by some functions of x and y.
Such a function is called an integrating factor (I.F).
Working Rule: Multiply the differential equation with integrating
factor which result an exact differential equation and solve
using procedure for an exact equation
There are certain rules for determining integrating factors for
certain types of equations.
Non-exact equations reducible to exact
M N

y x
Rule-1: If  f (x)
N

 f ( x ) dx
i. e. a function of x alone, then e is an integrating factor
of Mdx + Ndy = 0
Examples:
Solve: (2x3y2 + 4x2y + 2xy2+ xy4 + 2y)dx +2(y3 + x2y + x)dy = 0
Solution Let M=2x3y2+4x2y+2xy2+ xy4+2y ; N = 2(y3+x2y + x)

Cont
Non-exact equations reducible to exact
M N
 4 x 3 y  4 x 2  4 xy  4 xy 3  2  4 xy  2
y x

M N

y x 4 x 3 y  4 x 2  4 xy  4 xy 3  2  4 xy  2

N 2( y 3  x 2 y  x)

4 x( x 2 y  x  y 3 )
  2x
2( y  x y  x)
3 2

 2 xdx x2
 I .F  e e .

Cont
Non-exact equations reducible to exact
Multiplying the integrating factor, then given equation becomes
3 2 2 2 4 x2 3 2 x2
(2 x y  4 x y  2 xy  xy  2 y )e dx  2( y  x y  x)e dy  0

x2
Integrating M 1  (2 x y  4 x y  2 xy  xy  2 y )e
3 2 2 2 4
w.r x
x x x
x2 x2 4 x2
  
2 3 2 2
(2 xy  2 x y )e dx  (2 y  4 x y )e dx  xy e dx
4
2 y x22
 x 2 y 2e x x
 2 xye  e
2

Cont
Non-exact equations reducible to exact
x2
There is no term in N1  2( y  x y  x)e independence of x.
3 2

 The solution is
x2 y x x2
4
2
x y e  2 xye  e  c1
2 2

2
2 2 2
 2 x y e  4 xye  y e  c Ans.
2 2 x x 4 x
Example Solve (2xlnx- xy)dy + 2ydx = 0
Solution Let N =2xlnx- xy, M= 2y
M N
2,  2(1  ln x)  y . So the equation is
y x

not exact.
M N

y x 2  2  2 ln x  y 1
However     f ( x)
N 2xlnx - xy x
dy
 f ( x )dx  
 ln x 1
 I. F. e e e 
x
x
is an integrating factor. By multiplying the
given equation by I. F , we get
2y (2 x ln x  xy )
dx  dy  0
x x
2y
 dx  (2 ln x  y ) dy  0 which is exact .
x
Hence solution is
 Mdx   (terms
y constant
in N free from x ) dy  C

2y
y

constant
x
dx   ( y ) dy  C

2
y
 2 y ln x   C Ans
2
Home work
2 2
1. Solve ( x  y  2 x)dx  2 ydy  0
2 2 x
Ans. ( x  y )e  c
2 2
2. Solve ( x  y  1)dx  x( x  2 y ) y  0
2 2
Ans. ( x  xy )  ( y  1)  cx
2 2
3 Solve (x + y + x)dx + xydy = 0
Ans. 3x4 + 6x2y2 +4x3 = c
Non-exact equations reducible to exact
M N

Rule-2: If y x
 g ( y)
M
i.e. a function of y alone, then is an integrating e 
 g ( y ) dy

factor of Mdx + Ndy = 0.

Examples:
Solve: (3 x 2 y 4  2 xy )dx  (2 x 3 y 3  x 2 )dy  0.

Solution Let M  3 x 2 y 4  2 xy , N  2 x 3 y 3  x 2

Cont
Non-exact equations reducible to exact
M 2 3 N
 12 x y  2 x  6x2 y3  2x
y x
M N

y x 12 x 2 y 3  2 x  6 x 2 y 3  2 x 2 x(3 xy 3  2) 2
  3

M xy(3xy 3  2) xy (3 xy  2) y
2
  y
dy
 ln y 2 1
 I .F  e e . 2
y
Multiplying the integrating factor, then given equation becomes

Cont
Non-exact equations reducible to exact
2 4 3 3 2
(3x y  2 xy ) (2 x y  x )
2
dx  2
dy  0.
y y
2 2 2x
Integrating M 1  3 x y  w.r x , y as constant
2 y
3 2 x
x y 
y
(2 x 3 y 3  x 2 )
There is no term in N1  independence of x.
y2
3 3 2
 The solution is x y  x  cy Ans.
20Example Solve
( y 4  2 y )dx  ( xy 3  2 y 4  4 x)dy  0
4 3 4
Here M  y  2 y N  xy  2 y  4x
M 3 N
 4y  2 ;  y 3  4.
y x
M N

y x 4 y3  2  y3  4 3
Now M
 4
y  2y
 .
y
3
  y
dy
3 ln y 1
I. F. = e e  3
y
Multiplying the given differential
1
equation by y 3 , we get

y4  2y xy 3  2 y 4  4 x
3
dx  3
dy  0
y y
2 4x
 ( y  2 )dx  ( x  2 y  3 )dy  0  (1)
y y
2 4x
Let M 1  y  2 , N1  x  2 y  3
y y
M 1 4 N1 4
1 3 , 1 3
y y x y

 The equation (1) is exact . Hence


solution is
 Mdx
y constant
  ( terms in N free from x ) dy  C

2
y

constant
( y  2 )dx   2 y dy  C
y

2
 x( y  2 )  y 2  C Ans.
y
Home work
1. Solve: (2 xy 4e y 2 xy3  y )dx  ( x 2 y 4e y  x 2y 2 3x)dy  0
2
2 y x x
Ans. x e   3  c
y y

2. Solve: ( xy 3  y )dx  2( x 2 y 2  x  y 4 )dy  0

Ans. 3x 2 y 4  6 xy 2  2 y  c

3. Solve: ( x 2 y 4 2 xy)dx  (2 x 3 y 3  x 2 )dy  0

Ans. x 3 y 3  x 2  cy
20Solve the differential equations
( y 4  2 xy)dx  [ xy 3  2 y 4 cos( y 2 )  2 x 2 ]dy  0

Solution: Let M  y 4 2 xy; N  xy 3  2 y 4 cos( y 2 )  2 x 2


M N
 4 y 3  2 x,  y3  4x
y x

the equation is not exact. However,

M N

y x 4 y 3  2 x  y 3  4 x 3( y 3  2 x) 3
  
M y  2 xy
4
y ( y  2 x) y
3

3
 y dy 1
I .F  e e  3 ln y
 3 Multiplying the given equation by I.F, we get
y
y 4  2 xy xy 3  2 y 4 cos( y 2 )  2 x 2
dx  dy  0
y 3
y 3

which is an exact equation and its solution is

 2x 
  y  2 dx   2 y cos( y 2 )dy  c
 y 

 x2   x 2

  xy  2    cos( y 2 )d ( y 2 )  c   xy  2   sin( y 2 )  c
 y   y 
Non-exact equations reducible to exact

Rule-3: If Mdx + Ndy = 0. is homogeneous and


1
Mx + Ny ≠ 0, then integrating factor is
Mx  Ny

Examples:
2 2 2 2
Solve: y ( y  2 x )dx  x(2 y  x )dy  0
Solution Let M  y 3  2 x 2 y , N  2 xy 2  x 3

Cont
Non-exact equations reducible to exact
Mx  Ny  xy 3  2 x 3 y  2 xy 3  x 3 y  3xy( y 2  x 2 )
1
 I .F  2 2
3 xy ( y  x )
Multiplying the integrating factor, then given equation becomes
2 2 2 2
y( y  2 x ) x(2 y  x )
2 2
dx  2 2
dy  0
3 xy ( y  x ) 3 xy ( y  x )

Cont
Non-exact equations reducible to exact
y  2x
2 2
2y  x 2 2

dx  dy  0
3 x( y  x )
2 2
3 y( y  x )
2 2

1 x2  1 y 
  2 2 
dx    2 2 
dy  0
 3x 3x( y  x )   3 y 3( y  x ) 
2
1 x
Integrating M1   2 2
w.r x , y as constant
3 x 3x( y  x )
1 1
log x  log( y 2  x 2 ).
3 6
Non-exact equations reducible to exact
1 y 1
In , the term N1   2 2 independent of x is .
3 y 3( y  x ) 3y
1
Its integration with respect to y yields log y.
3
1 1 2 2 1
 The solution is log x  log( y  x )  log y  c1
3 6 3
2 2 2 2
x y ( y  x )  c. Ans
Home work
1. solve: y ( y 2  2 x 2 )dx  x(2 y 2  x 2 )dy  0
Ans. x 2 y 2 ( y 2  x 2 )  c.
2. solve: ( x 2 y  2 xy 2 )dx  ( x 3  3x 2 y )dy  0
Ans. x / y  2 ln x  3 ln y  c.
3. Solve y 2 dx  ( x 2  xy  y 2 )dy  0.
Ans. ( x  y ) y 2  c( x  y ).
Non-exact equations reducible to exact

Rule-4: If Mdx + Ndy = 0. can be written in the form


yf1 ( xy )dx  xf 2 ( xy)dy  0, f1 ( xy)  f 2 ( xy )
1
and Mx - Ny ≠ 0, then integrating factor is
Mx  Ny
Examples:
Solve: ( xy sin xy  cos xy ) ydx  ( xy sin xy  cos xy ) xdy  0.

Solution Let

Cont
Non-exact equations reducible to exact
Mx  Ny 
( xy sin xy  cos xy ) xy  ( xy sin xy  cos xy ) xy
 2 xy cos xy
1
 I .F 
2 xy cos xy
Multiplying the integrating factor, then given equation becomes
( xy sin xy  cos xy) y ( xy sin xy  cos xy) x
dx  dy  0
2 xy cos xy 2 xy cos xy

Cont
Non-exact equations reducible to exact

y 1  x 1 
 tan xy  dx   tan xy  dy  0
2 2x  2 2y 
y 1
Integrating M 1  tan xy  w.r x , y as constant
2 2x
1 1
ln sec xy  ln x
2 2
Non-exact equations reducible to exact
x 1  1
In , the term N1   tan xy   independent of x is  .
2 2y  2y
1
Its integration with respect to y yields  log y.
2
1 1 1
 The solution is ln sec xy  ln x  log y  c1
2 2 2
x sec xy
  c  x sec xy  cy Ans
y
Home work
1. Solve: (2 y  3xy 2 )dx  ( x  2 x 2 y )dy  0

Ans. x 2 y(1  xy)  c.

2. Solve: y ( xy  2 x 2 y 2 )dx  x( xy  x 2 y 2 )dy  0.


1

Ans. x 2  yce .xy

3. Solve: y (2 xy  1)dx  x(1  2 xy  x 3 y 3 )dy  0


1 1
Ans.  2 2  3 3  log y  c
x y 3x y
Rule 5: Let the equation be of the form
a b c d
x y (mydx  nxdy )  x y ( ydx  vxdy )  0

where a, b, c, d, m, n, , v are all


constants. Then it has an integrating
factor x y  , where ,  are so chosen that
 
after multiplying by x y the equation
becomes exact.
3 2 2 2
20Example Solve ( y  3xy )dx  (2 x y  xy )dy  0.
Sol. The above equation can be written as
0 2
x y ( ydx  xdy )  xy (3 ydx  2 xdy )  0
 
Now let y be an integrating factor of the equation.
x
 
Multiplying by x y , the equation becomes
  3  1   2
(x y  3x y )dx  (2 x  2 y  1  x 1 y   2 )dy  0.
Let M  x y   3  3 x 1 y   2 . and

N  2 x  2 y  1  x 1 y   2 .
M N
If the equation is exact then y

x

i. e., (3   ) y   x  3(2   ) y  1 x 1

 2(2   ) x 1 y  1  (  1) x y   2

so that 3    (1   ) and  3(   2)  2(2   )

Solving these  = -2 and  = -2. Hence


2 2
y x is an integrating factor.
2 2
Now multiplying by y x , the equation
becomes
( x 2 y  3 x 1 )dx  (2 y 1  x 1 )dy  0.
which is exact. Hence the solution is
 Mdx
y constant
  ( terms in N free from x ) dy  C

y 3 2
y

constant
( 2  )dx   dy  C
x x y

y
  3 ln x  2 ln y  C. Ans.
x
Math 4123 (Differential Equations) 50
First order linear differential equation
A first order linear differential equation has the following
dy
general form:  px y  q x 
dx
Working rule :
 p  x dx
1. Find the integrating factor: I .F .  u x   e

2. Evaluate :  u x q x dx

3. The solution is: 


yu x   u x qx dx  C
First order linear differential equation
dy 2
Solve : x  y (1  x tan x)  x (cos x  scex)
dx
dy 2
Solution : x  y (1  x tan x)  x (cos x  sec x)
dx
dy y (1  x tan x)
   x cos x  x sec x
dx x
(1 x tan x ) 1
  dx   dx
 tan x dx
I .F  e x
e x
e
 ln x ln sec x sec x
e e 
x Cont
First order linear differential equation
The Solution is

y sec x sec x sec x


x

x  x cos x dx 
x 
x sec x dx  c

y sec x
 
2
  dx  sec x dx  c
x
y sec x
  x  tan x  c
x
2
 y  x cos x  x sin x  cx cos x Ans
Non- linear equation reducible to linear (Bernoulli’s Equation)
dy n
An equation of the form  Py  Qy
dx
where P and Q are constants or functions of x alone and n is
constant except 0 and 1, is called a Bernoulli’s equation
Working Rule:
The equation (2.3) can be reduced to linear form in three steps.
Step 1: Divide the Bernoulli’s equation throughout by yn.
Step 2: The substitution reduces Bernoulli’s equation to a linear
form.
Step 3: Making the coefficients of the derivative unity, the equation
is easily solved.
Non- linear equation reducible to linear (Bernoulli’s Equation)
Example 3
Solve: dy
x  y  (xy )
2
dx
Solution: The given equation can be written as
3 1
 dy 1
y 2
 1 x 2
dx
xy 2
1 3
  dy dv
putting y 2
v y 2
 2
dx dx

Cont
Non- linear equation reducible to linear (Bernoulli’s Equation)
the above equation reduces to
1
1
dv v dv v x 2
2   x    2
dx x dx 2 x 2
dx 1
   log x 1
I.F e 2x
e 2

x
Therefore, the solution is
v x 1 x
x


2 x
dx 
xy
   c Ans
2
Initial condition problems
20Solve
( x 2  y 2  2 x )dx  2 ydy  0, y (0)  2
Solution M  x  y  2 x, N  2 y
2 2

M N
 2y  0 . So the equation is not exact.
y x
M N

y x 2y
However  1
N 2y
 dx
 I. F.  e  f ( x )dx
e e x

is an integrating factor. By multiplying the given


equation by I. F , we have
Initial condition problems
( x  y  2 x)e dx  2 ye dy  0
2 2 x x

which exact . Hence solution is


 Mdx   (terms
y constant
in N free from x ) dy  C

 ( x  y  2 x)e dx  C
2 2 x

 ( x  y  2 x)e   (2 x  2)e dx  C
2 2 x x

 ( x 2  y 2  2 x)e x   (2 x  2)e x dx  C
 ( x  y )e  2 xe  (2 x  2)e   2e dx  C
2 2 x x x x
 ( x  y )e  2 xe  2 xe  2e  2e  C
2 2 x x x x x

 ( x  y )e  C put x=0 and y = 2


2 2 x

we get C = 4. Hence the solution is


( x  y )e  4
2 2 x
Initial condition problems

Solve: y   tan  x  y  cos2  x  , y 0   2

Solution:
 tan xdx ln sec x
I .F .  e e  sec x

 
2
The solution is: y sec x  sec x cos x dx  c  cos x dx  c

 y sec x  sin x  c
When x=0 , then 2 = c

 y sec x  sin x  2 Ans.

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