Differential Equations

MATH 251

F.A.Wireko, PhD

Email:[email protected]

Department of Mathematics

Kwame Nkrumah University Of Science and Technology

February 5, 2025

F.A.Wireko, PhD Email:[email protected] Differential Equations 1 / 37

 Lecture Five

F.A.Wireko, PhD Email:[email protected] Differential Equations 2 / 37

Reducible Linear Coefficients to Homogeneous
Functions
In a case, where the coefficients M(x, y ) and N(x, y ) are linear but
not homogeneous, the functions can be made homogeneous by
employing suitable transformation.
An equation of the form
(ax + by + c)dx + (fx + gy + d)dy = 0 (1)
where a,b,c,f,g,h are constants, and both
M(x, y ) = ax + by + c
and
N(x, y ) = fx + gy + d
are not homogeneous may be written as
M(x, y )dx + N(x, y )dy = 0 (2)
F.A.Wireko, PhD Email:[email protected] Differential Equations 3 / 37
Cont...
Case 1
f g
If a ̸= b, then the transformations:

x =X +h
(3)
y = Y + k,
where (h,k) is the solution of the system
ax + by + c = 0
(4)
fx + gy + d = 0
that is x = h and y = k.
This reduces (5) to the following homogeneous equation:
(aX + bY )dX + (fX + gY )dY = 0 (5)
in the variables X and Y.
F.A.Wireko, PhD Email:[email protected] Differential Equations 4 / 37
Cont...

Case 2
f g
If a = b = k, then the transformation:

z = ax + by (6)

dz dy
=a+b (7)
dx dx
Making the necessary substitution reduces the equation to separable
equations in the variables x and z .

F.A.Wireko, PhD Email:[email protected] Differential Equations 5 / 37

Example 6

Solve the differential equation

(x + 2y + 3)dx + (2x + 4y − 1)dy = 0

F.A.Wireko, PhD Email:[email protected] Differential Equations 6 / 37

Solution

Here a = 1, b = 2, f = 2, and g = 4
f g
a = b = 2, therefore it follows case 2.

So, let z = x + 2y ,

=⇒ dz = dx + 2dy .

The transformation gives us:

(dz − dx)
(z + 3)dx + (2z − 1) =0
2
7dx + (2z − 1)dz = 0 (8)

F.A.Wireko, PhD Email:[email protected] Differential Equations 7 / 37

Cont...

Equation (8) is separable, hence

Z Z
7dx + (2z − 1)dz = c

=⇒ 7x + z 2 − z = c
.
Replacing z by x + 2y , we get the solution as

7x + (x + 2y )2 − (x + 2y ) = c

F.A.Wireko, PhD Email:[email protected] Differential Equations 8 / 37

Example 7

Solve the differential equation

(x − 2y + 1)dx + (4x − 3y − 6)dy = 0

F.A.Wireko, PhD Email:[email protected] Differential Equations 9 / 37

Solution

Here a = 1, b = -2, f = 4, g = -3 and so

f g 3
= 4 and =
a b 2
g f
̸= =⇒
b a
it follows case 1, and the transformation gives us

x − 2y + 1 = 0

4x − 3y − 5 = 0

F.A.Wireko, PhD Email:[email protected] Differential Equations 10 / 37

Cont...
Solving the equation simultaneously, we get x = 3, y = 2,

This implies that the solution of the system is h = 3, k = 2.

Hence the transformation becomes:

x = X + 3 and y = Y + 2

This reduces the equation to

(X − 2Y )dX + (4X − 3Y )dY = 0

dY 1 − 2( Y )
=⇒ = Y X
dX 3( X ) − 4
F.A.Wireko, PhD Email:[email protected] Differential Equations 11 / 37
Cont...
Let Y = vX to get;
dv 1 − 2v
v +X =
dX 3v − 4
(3v − 4)dv dX
2
=
1 + 2v − 3v X
Integrating both sides:

(3v − 4)dv
Z Z
dX
=
1 + 2v − 3v 2 X

(3v − 4)dv
Z Z
dX
=
(1 + 3v )(1 − v ) X
−15 −1
Z Z Z
dX
dv + dv =
4(1 + 3v ) 4(1 − v ) X
F.A.Wireko, PhD Email:[email protected] Differential Equations 12 / 37
Cont...

5 1
− ln |1 + 3v | + ln |1 − v | = ln X + lnc1
4 4
−5 ln |1 + 3v | + ln |1 − v | = 4 ln X + 4 ln c1
1−v
= X 4 c14
(1 + 3v )5
=⇒ 1 − v = c(1 + 3v )5 X 4 ,
where c = c14

F.A.Wireko, PhD Email:[email protected] Differential Equations 13 / 37

 Now, substituting v = Y/X, we obtain the solutions of the
homogeneous equation in the form: X - Y = c(X + 3Y )5 .

Replacing X by x - 3 and y by y - 2, from the original transformation,

we get the solution of the differential equation in the form

x − 3 − (y − 2) = c[(x − 3) + 3(y − 2)]5

x − y − 1 = c(x + 3y − 9)5

F.A.Wireko, PhD Email:[email protected] Differential Equations 14 / 37

Partial Derivatives

Recall that given a function of one variable, f(x) , the derivative,

f ′ (x) , represents the rate of change of the function as x changes.

This is an important interpretation of derivatives and we are not

going to want to lose it with functions of more than one variable.

The problem with functions of more than one variable is that there is
more than one variable.

In other words, what do we do if we only want one of the variables to

change, or if we want more than one of them to change?

F.A.Wireko, PhD Email:[email protected] Differential Equations 15 / 37

Example

Find the partial derivatives of the function f (x, y ) = x 2 y + 3xy 2 with

respect to x and y .

F.A.Wireko, PhD Email:[email protected] Differential Equations 16 / 37

Solution

∂f ∂
x 2 y + 3xy 2


=
∂x ∂x
= 2xy + 3y 2

∂f ∂
x 2 y + 3xy 2


=
∂y ∂y
= x 2 + 6xy

F.A.Wireko, PhD Email:[email protected] Differential Equations 17 / 37

Example

Given that z, y and z are independent variables and

f (x, y , z) = x sin(y + 3z)

Find

∂f
∂x

∂f
∂y

∂f
∂z

F.A.Wireko, PhD Email:[email protected] Differential Equations 18 / 37

Solution

∂f ∂
= [x sin(y + 3z)]
∂z ∂z
∂
= x cos(y + 3z) (y + 3z)
∂z
= 3x cos(y + 3z)

Try
∂f ∂f
and
∂y ∂x

F.A.Wireko, PhD Email:[email protected] Differential Equations 19 / 37

Exact Differential Equation

In a case, where the coefficients M(x, y ) and N(x, y ) are generally

non-linear as given in equation (9)

M(x, y )dx + N(x, y )dy = 0, (9)

equation (9) can best be solved by exact differential equation.

This class of differential equations employs the idea of total

differential

F.A.Wireko, PhD Email:[email protected] Differential Equations 20 / 37

Cont...

Given a function f (x, y ), its total differential, df is defined as :

∂f ∂f
df = dx + dy . (10)
∂x ∂y

This shows that the family of curves f (x, y ) = c satisfies the

differential equation
∂f ∂f
dx + dy = 0 (11)
∂x ∂y

F.A.Wireko, PhD Email:[email protected] Differential Equations 21 / 37

Cont...

* So if there exists a function f (x, y ) such that:

∂f
M(x, y ) = , (12)
∂x
and
∂f
N(x, y ) = (13)
∂y
is said to be an exact differential equation, whose solution is the
family of functions f (x, y ) = c

F.A.Wireko, PhD Email:[email protected] Differential Equations 22 / 37

Cont...
To establish that a differential equation is exact, recall from the
Clairaut’s Principle if f (x, y ) has continuous second-order partial
derivatives, then:
∂2f ∂2f
= (14)
∂x∂y ∂y ∂x
If we take
∂f ∂f
= M(x, y ) and = N(x, y )
∂x ∂y
then from equation (14) we can write

∂M(x, y ) ∂N(x, y )
= (15)
∂y ∂x

If equation (9) satisfies equation (15), then equation (9) is said to

be an exact differential equation.
F.A.Wireko, PhD Email:[email protected] Differential Equations 23 / 37
Procedures for Solving Exact Differential Equations.
To solve the given differential equation
M(x, y )dx + N(x, y )dy = 0 (16)

1 Confirm that equation (16) is exact

My (x, y ) = Nx (x, y ). (17)

2 We then integrate either M(x,y) w.r.t x or N(x,y) w.r.t y .

That is Z
M(x, y )dx = f (x, y ) + h(y ) (18)
Z
N(x, y )dy = f (x, y ) + h(x) (19)

F.A.Wireko, PhD Email:[email protected] Differential Equations 24 / 37

Cont...

3 We then differentiate the results from either equation (18) w.r.t y or

equation (19) w.r.t x

4 Now compare your results from step (3) with either N(x, y ) or
M(x, y )

Note that your results should be a function of only one variable

that is either f (y ) or f (x)
This implies that we have either

h′ (y ) = f (y )

or
′
h (x) = f (x)

F.A.Wireko, PhD Email:[email protected] Differential Equations 25 / 37

Cont...

5 Integrate your results from the step (4).

We then have Z
h′ (y )dy = m(y ) + c (20)

Z or
h′ (x)dx = m(x) + c (21)

6 Finally substitute the results from either equation (20) or equation

(21) into either equation (18) or equation (19) respectively.

7 Find the particular solution if you were given subsidiary condition(s).

F.A.Wireko, PhD Email:[email protected] Differential Equations 26 / 37

Example 1

Solve the following IVP

dy
2xy − 9x 2 + (2y + x 2 + 1) = 0, y (0) = −3
dx

F.A.Wireko, PhD Email:[email protected] Differential Equations 27 / 37

Solution

* Check for exactness

∂M
M(x, y ) = 2xy − 9x 2 , = 2x
∂x (22)
∂N
N(x, y ) = 2y + x 2 + 1, = 2x
∂x
* Since ∂M ∂N
∂x = ∂x , the differential equation is exact according to the
test. Now we find f (x, y ) such that :

∂f ∂f
= M and =N
∂x ∂y

F.A.Wireko, PhD Email:[email protected] Differential Equations 28 / 37

Cont...
To find f (x, y ) we integrate either M or N to get a start on finding
f (x, y ) by integrating as follows :
Z Z
Mdx = (2xy − 9x 2 )dx = x 2 y − 3x 3 + h(y ) = f (x, y )

or
Z Z
Ndx = (2y + x 2 + 1)dy = y 2 + x 2 y + y + g (x) = f (x, y )

We differentiate f (x, y ) with respect to y and set this equal to N

∂f
= x 2 + h′ (y ) = 2y + x 2 + 1 = N
∂y

=⇒ h′ (y ) = 2y + 1
F.A.Wireko, PhD Email:[email protected] Differential Equations 29 / 37
Cont...

We find h(y ) by integrating h′ (y )

Z
h(y ) = (2y + 1)dy = y 2 + y + c

Now we write f (x, y ) as

f (x, y ) = x 2 y − 3x 3 + y 2 + y + c
= y 2 + (x 2 + 1)y − 3x 3 + c

F.A.Wireko, PhD Email:[email protected] Differential Equations 30 / 37

Cont...

Applying the initial conditions, to find c

(−3)2 + (0 + 1)(−3) − 3(0)3 + c = 0

=⇒ c = −6
The solution is then:

y 2 + (x 2 + 1)y − 3x 3 − 6 = 0

F.A.Wireko, PhD Email:[email protected] Differential Equations 31 / 37

Example 2

Find the solution for the IVP

dy
2xy 2 + 4 = 2(3 − x 2 y ) y (−1) = 8
dx

F.A.Wireko, PhD Email:[email protected] Differential Equations 32 / 37

Solution

* We rewrite the equation as

dy
2xy 2 + 4 + 2(x 2 y − 3) =0
dx
Checking for exactness,

M = 2xy 2 + 4 My = 4xy

N = 2x 2 y − 6 Nx = 4xy
* Since My = Nx , the differential equation is exact according to the test

F.A.Wireko, PhD Email:[email protected] Differential Equations 33 / 37

Cont....
Z
f (x, y ) = (2x 2 y − 6)dy = x 2 y 2 − 6y + h(x)

Now, we differentiate with respect to x and compare to M

fx (x, y ) = 2xy 2 + h′ (x) = 2xy 2 + 4
Now
h′ (x) = 4 =⇒ h(x) = 4x + c
Now we write f (x, y ) as
f (x, y ) = x 2 y 2 − 6y + 4x + c
So the solution to the differential equation is
x 2 y 2 − 6y + 4x + c = 0
F.A.Wireko, PhD Email:[email protected] Differential Equations 34 / 37
Cont...

Applying the initial conditions,

64 − 48 − 4 + c = 0

c = −12
The particular solution is

x 2 y 2 − 6y + 4x − 12 = 0

F.A.Wireko, PhD Email:[email protected] Differential Equations 35 / 37

Exercise

Find the solution of the following IVP

 
2ty 2 dy
2
− 2t − 2 − ln(t + 1) =0 y (5) = 0
t +1 dx

F.A.Wireko, PhD Email:[email protected] Differential Equations 36 / 37

 Blessings

F.A.Wireko, PhD Email:[email protected] Differential Equations 37 / 37