2.

2 Separable Variables
Definition: Separable Equation
A first-order differential equation of the form
dy = g ( x)h( y ) dx

is said to be separable or to have separable variables.

Method of solution:
Separate the variables x and y:
dy = g ( x)h( y ) ....... (1) dx dy = g ( x)dx...... (2) h( y ) To solve the equation (2), integrate its left side wrt y and integrate its right side wrt x : dy = g ( x)dx + c h( y ) Evaluate these integrals to obtain the solution of equation (1).
2

Example:
Solve the given DE by separation of variables:

1 . y = 4 xy 2. (1 + x ) d y yd x = 0 . dy = y 2 4. dx

3.

Note:
Combination of constants or multiples of constants can be replaced by a single constant. If each integral on the left and right side of a separable equation results in a logarithm, a sensible choice for the constant of integration is ln|c| rather than c.

Losing a Solution
Suppose y = r is an equilibrium solution of the differential equation:
dy = g ( x)h( y ) dx
dy = g ( x)dx h( y )

After the variables are separated , the left-hand side of

is undefined at r. As a consequence, y = r might not show up in the family of solutions that are obtained after integration and simplification. Recall that such a solution is called a singular solution.

2.3 Linear Equations

Definition A first-order differential equation of the form
a1 ( x ) dy + a0 ( x ) y = g ( x ) dx

is said to be a linear equation in the dependent variable y. When g(x)= 0, the linear equation is said to be homogeneous; otherwise, it is nonhomogeneous.

Standard form of a linear equation:

a 1( x ) dy + a 0 ( x )y = g ( x ) dx (1)

Divide both sides of (1) by a 1( x ) : dy a 0 ( x ) g (x ) + y = dx a 1( x ) a 1(x ) a 0 (x ) = p (x ) a1( x )

(2)

Let

and

g (x ) = f (x ) : a1( x ) (3)

dy + p ( x )y = f ( x ) dx

Method of Solution for Linear Equations

Put a linear equation of form (1) into the standard form (3). Identify p(x) and then find the integrating factor (IF).
p ( x ) dx IF = e Multiply the standard form of the equation by the IF.

The left-hand side of the resulting equation is actually the derivative of the product of the IF and the dependent variable y :

d e dx

p ( x ) dx

y =e

p ( x ) dx

f ( x)

Integrate both sides of this last equation.

Example 1: Solving Homogeneous Linear Equation

y ' 5 y = 0
Solution:

dy y ' 5 y = 0 + p( x) y = f ( x) dx p(x) = -5, find an integrating factor (IF):

p ( x ) dx 5 dx IF = e =e = e 5 x

standard form

Multiply both sides of equation by the IF: 5 x 5 x

y ' 5 e

y=0

d 5 x e y =0 dx
Integrate both sides wrt x to obtain the solution:
4

Example 1: Solving Homogeneous Linear Equation

Solution:

d 5 x e y =0 dx
Integrate both sides wrt x to obtain the solution:

d 5 x e y dx = 0 dx dx e 5 x y = c y = ce5 x

Example 2: Solving Non-Homogeneous Linear Equation

y '+ y = e 3 x
Solution:

dy y '+ y = e + p( x) y = f ( x) dx p(x) = 1, find an integrating factor (IF):

3x
p ( x ) dx 1d x IF = e =e = ex

standard form

Multiply both sides of equation by the IF: x x x 3x

e y '+ e y = e e

d x e y = e4 x dx
6

Example 2: Solving Non-Homogeneous Linear Equation

Solution:

d x e y = e4 x dx
Integrate both sides wrt x to obtain the solution:

d x 4x e y dx = e dx dx 1 4x x e y = e +c 4 1 3x y = e + ce x 4
7

Note: The usage of the constant of integration in the evaluation of the indefinite integral in the exponent of e P ( x ) dx has no effect on the solution of the standard linear equation, dy + p( x ) y = f ( x )
dx

Hence, disregard the constant.

General Solution
The general solution of the linear DE dy + p( x ) y = f ( x ) dx on an interval I , is a sum of two solutions, y = yc + y P where yc is a solution of the associated homogeneous equation, and y p is a particular solution of the nonhomogeneous equation.

General Solution
From the solution of example 1:

y = ce5 x
yc From the solution of example 2:

yp = 0

1 3x y = e + ce x 4
yp yc

10

Transient Term
If yc 0 or/and y p 0 as x , then
yc

or/and y p is/are known as the transient term(s),

since its/their contribution to the values of a solution becomes negligible for increasing values of x . In fact, part of a solution, or all of the solution or none of the solution may be a transient term.

11

Finding a transient term from the general solution:

From the solution of example 1:

y = ce5 x
As x , yc , there is no transient term. From the solution of example 2:

1 3x y = e + ce x 4
As x , yc 0, the transient term is ce-x

12

Example:
Find the general solution of the given DE DE: :
y + 2 xy = x 3

Give the largest interval over which the general solution is defined. defined . Determine whether there are any transient terms in the general solution solution. .

13

2.4 Exact Equations

The first-order DE of the form:

M ( x , y )dx + N ( x, y )dy = 0
is an exact equation if and only if:
M N = y x

Example 1: Determine the exactness of the following DE:

1) 2) 3) 4) 2 xydx + ( x 2 1) dy = 0 (2 y 2 + 3 x)dx + 2 xydy = 0 ( x y 3 + y 2 sin x) dx = (3 xy 2 + 2 y cos x)dy dy x = 2 xe x y + 6 x 2 dx

Integrating Factors, Some non-exact DE

can be made exact by multiplication of the equation by an integrating factor .

Finding an appropriate integrating factors, Given a non-exact DE in the form of:

If N is simpler than M, use this formula

My Nx N

will lead to a function in x alone.

( x ) = e
4

M y N x N

dx

Finding an appropriate integrating factors, Given a non-exact DE in the form of:

If M is simpler than N, use this formula

Nx My M

will lead to a function in y alone.

( y ) = e
5

N x M y M

dy

Example 2: The following differential equations are non-exact. Find an appropriate integrating factor to make the DE exact (if possible):

1)

(2 y 2 + 3x)dx + 2 xydy = 0

2)

ydx (2 x + y 3e y )dy = 0

Solution for exact equation

Given an exact DE in the form:
M N = y x

where:

The implicit solution for the exact DE is given by: Such that:

f ( x, y ) = C

f f M ( x , y )dx + N ( x , y )dy = dx + dy = 0 x y
7

Procedure for Solving an Exact Equation Write the ODE in differential form:

M ( x , y )dx + N ( x , y )dy = 0
Test for exactness: If
M N , then the ODE is exact. = x y

If equation is exact, then define:

f = M ( x, y ) x
8

f = N ( x, y ) y

Procedure for Solving an Exact Equation Find an implicit solution: f ( x, y ) = C

From:

f = M ( x, y ) f ( x, y) = M ( x, y)dx + g ( y ) x
f = M ( x, y )dx + g ( y ) y y

Differentiate wrt y:

f = N ( x, y ) : Compare the result with y

f = M ( x, y )dx + g ( y ) = N ( x, y ) y y g ( y ) = N ( x, y ) M ( x, y )dx y

Procedure for Solving an Exact Equation

From:

g ( y ) = N ( x, y ) M ( x, y )dx y g ( y ) = N ( x, y ) M ( x, y )dx dy + c1 y

The implicit solution for exact equation: f ( x, y ) = C

f ( x, y ) = M ( x, y )dx + g ( y) = C
10

Example 3: Solve the following exact equation:

(2 x 1)dx + (3 y + 7) dy = 0
Since the DE is an exact equation, then we can define:

f M= = (2 x 1) ............(1) x f N= = (3 y + 7) ............(2) y

11

Example 4: Solve the following DE by using an appropriate integrating factor:

(2 y 2 + 3 x)dx + 2 xydy = 0

12

2.5 SOLUTIONS BY SUBSTITUTIONS Homogeneous Equation A homogeneous equation can be transformed into a separable equation by using an appropriate substitution. Definition: An equation in differential form: M(x,y) dx + N(x,y) dy = 0 is said to be homogeneous, if both M and N are homogeneous functions of the same degree.

Example: (x2 3y2) dx xy dy = 0 (homogeneous DE of degree 2) By definition, a function f(x,y) of the variables x and y is called homogeneous of degree n if for any parameter t
f (tx, ty ) = t n f ( x, y )

other definition: If the DE can be written in the form of:

dy x = f ( x, y ) = g ( ) dx y
2

Method of solution for Homogeneous Equation A homogeneous equation can be transformed into a separable equation by using an appropriate substitution. M(x,y) dx + N(x,y) dy = 0 If M is simpler than N, use substitution: x = vy dx = vdy + ydv change the variables to v an y to obtain a separable DE. If N is simpler than M, use substitution: y = ux dy = udx + xdu change the variables to u an x to obtain a separable DE.

Example 1: Solve the given DE by using an appropriate substitution (x2 3y2) dx + 2xy dy = 0 (homogeneous DE of degree 2) Use substitution: y = ux dy = udx + xdu DE: (x2 3u2x2) dx + 2x(ux)(udx + xdu) = 0 Simplify: (x2 3u2x2 + 2u2x2)dx + 2ux3du = 0 (x2 u2x2)dx + 2ux3du = 0
4

x2(1 u2)dx + 2ux3du = 0

(SE)

Example 1(continue) x2(1 u2)dx + ux3du = 0 (1 u2)dx = - uxdu

1 u x dx = 1 u 2 du

(SE)

Bernoullis Equation Definition: A standard form of Bernoullis DE is given by:

dy + p ( x) y = f ( x) y n dx

where n 0, 1. A Bernoullis equation can be transformed into a linear equation by using an appropriate substitution.

Method of solution for Bernoullis Equation Bernoullis Equation: By using a substitution:

u = y1 n du n dy = (1 n ) y dx dx dy 1 n du = y dx 1 n dx

dy + p ( x) y = f ( x) y n dx

dy Bernoullis Equation: + p ( x) y = f ( x) y n dx
Let:
u = y1 n du dy 1 n dy n du = (1 n ) y = y dx dx dx 1 n dx 1 n du y + p( x) y = f ( x) y n 1 n dx 1 du ( yn) + p ( x ) y1 n = f ( x ) 1 n dx du Linear + (1 n ) p ( x )u = (1 n ) f ( x ) dx equation in u

Example 2: Solve the given Bernoullis Equation using an appropriate substitution

a) b) dy + y = xy 5 dx 1 dy x +y= 2 dx y