First Order Differential
First Order Differential
1: Basic Concepts
Definition 1.1.1
A differential equation is an equation that contains one or more derivatives of an unknown function.
A differential equation is an ordinary differential equation if it involves an unknown function of only one variable, or a partial
differential equation if it involves partial derivatives of a function of more than one variable.
Note: Partial differential equations are studied in another class; in this class we’ll consider only ordinary differential equations,
and we’ll just call them differential equations.
Definition 1.1.2
The order of a differential equation is the order of the highest derivative that it contains.
Example 1.1.1
dy
−y = x (first order),
dx
2 2
(x − 5xy)dx + 7x y dy = 0 (first order),
2
d y dy
2
+ 7x + 3y = 5x (second order),
dx dx
3 ′′′ 2
x y + 7x y = cos x (third order),
3 (n) 2 ′ x
9x y + 3 x y + 7y = e (n-th order).
The simplest differential equations are first order equations of the form
dy
= f (x)
dx
or equivalently
′
y = f (x),
where f is a known function of x. We already know from calculus how to find functions that satisfy this kind of equation. For
example, if
′ 3
y =x ,
then
4
3
x
y =∫ x dx = + c,
4
where c is an arbitrary constant. If n > 1 we can find functions y that satisfy equations of the form
(n)
y = f (x) (1.1.1)
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Example 1.1.2
dy
2
−x y = 0 (first order),
dx
dy
2
+ 2x y = −2 (first order),
dx
2
d y dy
2
+2 + y = 2x (second order),
dx dx
′′′ 2
xy +y = sin x (third order),
(n) ′
y + x y + 3y = x (n-th order).
Although none of these equations is written as in Equation 1.1.2, all of them can be written in this form:
′ 2
y = x y,
′ 2
y = −2 − 2x y ,
′′ ′
y = 2x − 2 y − y,
2
sin x − y
′′′
y = ,
x
(n) ′
y = x − x y − 3y.
Definition 1.1.3
A solution of a differential equation is a function that satisfies the differential equation on some open interval; thus, y is a
solution of Equation 1.1.2 if y is n times differentiable and
(n) ′ (n−1)
y (x) = f (x, y(x), y (x), … , y (x))
for all x in some open interval (a, b). In this case, we also say that y is a solution of Equation 1.1.2 on (a, b).
Caution
A solution of a differential equation must be both continuous and differentiable on an open interval.
Definition 1.1.4
The graph of a solution of a differential equation is a solution curve. More generally, a curve C is said to be an integral curve
of a differential equation if every function y = y(x) whose graph is a segment of C is a solution of the differential equation.
Thus, any solution curve of a differential equation is an integral curve, but an integral curve need not be a solution curve (see
Example 6).
Example 1.1.3
Verify that
2
x 1
y = + (1.1.3)
3 x
is a solution of
′ 2
xy + y = x (1.1.4)
Solution
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Substituting Equation 1.1.3 and
′
2x 1
y = −
3 x2
for all x ≠ 0 . Therefore y is a solution of Equation 1.1.4 on (−∞, 0) and (0, ∞). However, y isn’t a solution of the
differential equation on any open interval that contains x = 0 , since y is not defined at x = 0 .
Figure 1.1.2 shows the graph of Equation 1.1.3. The part of the graph of Equation 1.1.3 on (0, ∞) is a solution curve of
Equation 1.1.4, as is the part of the graph on (−∞, 0).
Figure 1.1.2 : y = x
3
+
1
Example 1.1.4
−x
y = (c1 + c2 x)e + 2x − 4 (1.1.5)
is a solution of
′′ ′
y + 2 y + y = 2x (1.1.6)
on (−∞, ∞).
Solution
Differentiating Equation 1.1.5 twice yields
′ −x −x
y = −(c1 + c2 x)e + c2 e +2
and
′′ −x −x
y = (c1 + c2 x)e − 2 c2 e ,
so
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′′ ′ −x −x −x −x −x
y + 2y + y = (c1 + c2 x)e − 2 c2 e + 2 [−(c1 + c2 x)e + c2 e + 2] + (c1 + c2 x)e + 2x − 4
−x −x
= (1 − 2 + 1)(c1 + c2 x)e + (−2 + 2)c2 e + 4 + 2x − 4
= 2x
Note: Functions that satisfy a differential equation at isolated points are neither interesting nor useful, and since they do not satisfy
the equation on an open interval we do not consider them solutions.
Example 1.1.5
′ 2
xy + x = 3x
if and only if x = 0 or x = 1 , but it is not a solution of this differential equation because it does not satisfy the equation on an
open interval.
Example 1.1.6
is an integral curve of
′
x
y =− . (1.1.8)
y
Solution
To see this, note that the only functions whose graphs are segments of Equation 1.1.7 are
− −−−−− − −−−−−
2 2 2 2
y1 = √ a − x and y2 = −√ a − x .
We leave it to you to verify that these functions both satisfy Equation 1.1.8 on the open interval (−a, a) . However, Equation
1.1.7 is not a solution curve of Equation 1.1.8, since it is not the graph of a function. However, both y and y are each 1 2
solution curves.
Definition 1.1.5
An nth order differential equation has an infinite family of solutions that depend upon the n arbitrary constants c , c , …, c . 1 2 n
In the absence of additional conditions, there’s no reason to prefer one solution of a differential equation over another.
However, we’ll often be interested in finding a particular solution of a differential equation that satisfies one or more specific
conditions.
Example 1.1.7
Find a solution of
′ 3
y =x
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Solution
At the beginning of this section we saw that the family of solutions of the differential equation y ′ 3
=x are
4
x
y = + c.
4
so
7
c = .
4
Figure 1.1.2 shows the graph of this solution. Note that imposing the condition y(1) = 2 is equivalent to requiring the graph of
y to pass through the point (1, 2).
Figure 1.1.2 : y =
x +7
Definition 1.1.6
A solution of a differential equation that cannot be obtained from a family of solutions by varying the parameters is called a
singular solution.
Example 1.1.8
2
y =(
x
4
2
+ c) is a family of solutions to the differential equation y = x y (verify this). But y = 0 is also a solution (easily
′ 1/2
verified) and it cannot be obtained from the family by varying the parameter c. Therefore y = 0 is a singular solution.
We can rewrite the initial value problem considered in Example 1.1.7 more briefly as
′ 3
y =x , y(1) = 2.
The requirement y(1) = 2 is an initial condition. Initial value problems can also be posed for higher order differential equations.
For example,
′′ ′ x ′
y − 2 y + 3y = e , y(0) = 1, y (0) = 2 (1.1.9)
is an initial value problem for a second order differential equation where y and y are required to have specified values at x = 0 . In
′
general, an initial value problem for an n -th order differential equation requires y and its first n − 1 derivatives to have specified
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values at some point x . These requirements are the initial conditions. We’ll denote an initial value problem for a differential
0
equation by writing the initial conditions after the equation, as in Equation 1.1.9. For example, we would write an initial value
problem for Equation 1.1.2 as
(n) ′ (n−1) ′ (n−1)
y = f (x, y, y , … , y ), y(x0 ) = k0 , y (x0 ) = k1 , … , y = kn−1 . (1.1.10)
Consistent with our earlier definition of a solution of the differential equation in Equation 1.1.10, we say that y is a solution of the
initial value problem Equation 1.1.10 if y is n times differentiable and
(n) ′ (n−1)
y (x) = f (x, y(x), y (x), … , y (x))
for all x in some open interval (a, b) that contains x , and y satisfies the initial conditions in Equation 1.1.10.
0
Definition 1.1.7
The largest open interval that contains x on which y is defined and satisfies the differential equation is the interval of validity
0
of y .
Example 1.1.9
Since the function in Equation 1.1.11 is defined for all x, the interval of validity of this solution is (−∞, ∞).
Example 1.1.10
is a solution of
′ 2
xy + y = x
on (0, ∞) and on (−∞, 0). By evaluating Equation 1.1.12 at x = ±1 , you can see that Equation 1.1.12 is a solution of the
initial value problems
4
′ 2
xy + y = x , y(1) = (1.1.13)
3
and
′ 2
2
xy + y = x , y(−1) = − . (1.1.14)
3
The interval of validity of Equation 1.1.12 as a solution of Equation 1.1.13 is (0, ∞), since this is the largest interval that
contains x = 1 on which Equation 1.1.12 is defined. Similarly, the interval of validity of Equation 1.1.12 as a solution of
0
Equation 1.1.14 is (−∞, 0), since this is the largest interval that contains x = −1 on which Equation 1.1.12 is defined.
0
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Example 1.1.11
An object falls under the influence of gravity near Earth’s surface, where it can be assumed that the magnitude of the
acceleration due to gravity is a constant g .
a. Construct a mathematical model for the motion of the object in the form of an initial value problem for a second order
differential equation, assuming that the altitude and velocity of the object at time t = 0 are known. Assume that gravity is
the only force acting on the object.
b. Solve the initial value problem derived above to obtain the altitude as a function of time.
Solution a
Let y(t) be the altitude of the object at time t . Since the acceleration of the object has constant magnitude g and is in the
downward (negative) direction, y satisfies the second order equation
′′
y = −g,
where the prime now indicates differentiation with respect to t . If y and v denote the altitude and velocity when t = 0 , then
0 0
′′ ′
y = −g, y(0) = y0 , y (0) = v0 . (1.1.15)
Solution b
Integrating Equation 1.1.15 twice yields the family of solutions to the differential equation y ′′
= −g,
′
y = −gt + c1 ,
2
gt
y =− + c1 t + c2 .
2
Imposing the initial conditions y(0) = y and y (0) = v in these two equations shows that
0
′
0 c1 = v0 and c2 = y0 . Therefore
the particular solution of the initial value problem Equation 1.1.15 is
2
gt
y =− + v0 t + y0 .
2
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1.1E: Basic Concepts (Exercises)
In Exercises 1-5 find the order of the differential equation.
1. y ′′ ′
− 3 y + 2y = x
7
2
d y dy
2. dx
2
+ 2x(
dx
)
3
+ xy = 0
3. x 3
dy − y dx = 0
7
4. y ′
−y
7
=0
5. y ′′
y − (y )
′ 2
=2
In Exercises 6-13 verify that the function is a solution of the differential equation on some interval, for any choice of the arbitrary
constants appearing in the function.
6. y = e 2x
; y
′
= 2y
7. y = x
3
+
c
x
;
′
xy + y = x
2
8. y = 1
16
x ;
4
y
′
= xy
1/2
9. y =
2
1 −x ′
+ ce ; y + 2xy = x
2
10. y = tan( x
3
); y
′
= x (1 + y )
2 2
11. y = (c 1 + c2 x)e
x
+ sin x + x ;
2
y
′′ ′
− 2 y + y = −2 cos x + x
2
− 4x + 2
12. y = c 1e
x
+ c2 x +
2
x
; (1 − x)y
′′ ′
+ x y − y = 4(1 − x − x )x
2 −3
13. y = x −1/2
(c1 sin x + c2 cos x) + 4x + 8 ;x 2
y
′′ ′
+ x y + (x
2
−
1
4
3
)y = 4 x
2
+ 8x + 3x − 2
15. y ′
= −x sin x
16. y ′
= sin
5
x cos
4
x
17. y ′
= x sec x tan x
18. y ′
=
x
√4−x2
19. y ′
=
2 x −x+9
x3 +9x
2
) =1
21. y ′
= −x e ,
x
y(0) = 1
22. y ′
= tan x, y(π/4) = 3
In Exercises 23-30 verify that the function is a solution of the initial value problem and give its interval of validity.
23. y = tan x; y
′
=y
2
+ 1, y(π) = 0
24. y = x cos x; y
′
= cos x − y tan x, y(π/4) =
π
4 √2
2 2
x −2 x y+2
25. y = 1+2 ln x
x2
+
1
2
; y
′
=
x3
, y(1) =
3
26. y = tan( x
2
); y
′
= x(1 + y ),
2
y(0) = 0
−y(y+1)
27. y = x−2
2
; y
′
=
x
, y(1) = −2
′
3xy −4y
28. y = x 2
(1 + ln x); y
′′
=
x
2
, y(e) = 2 e ,
2 ′
y (e) = 5e
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2 ′
2
x −xy +y+1
29. y = x
3
+ x − 1; y
′′
=
x
2
, y(1) =
1
3
, y (1) =
′ 5
2 2 ′
( x −1)y−x( x +1) y
30. y = (1 + x 2 −1/2
) ; y
′′
= 2
, y(0) = 1, y (0) = 0
′
( x2 +1 )
′
2 2(x+y)(xy −y)
31. Give the interval of validity of y = 1−x
x
; y
′′
=
x
3
, y(1/2) = 1/2,
′
y (1/2) = 3
−−−−−
32. a. Give the domain of the function y = x + 2√x + 3
−−−−−
b. Verify that y = x + 2 √x + 3 is a solution to the differential equation (y − x)y
′
= y −x +2 and give its interval of
validity.
2 −−−− −
33. a. Verify that y = sin( x
2
+ c) is a family of solutions to the differential equation y ′
= x √1 − y
2
.
−−−− −
b. By inspection find two singular solutions to y ′
= x √1 − y
2
.
34. Suppose an object is launched from a point 320 feet above the earth with an initial velocity of 128 ft/sec upward, and the only
force acting on it thereafter is gravity. Take g = 32 ft/sec . 2
is a solution of
′ (a−1)/a
y = ay (B)
on (c, ∞).
b. Why is the interval of validity (c, ∞)?
36. Verify that
x
e − 1, x ≥ 0,
y ={
−x
1 −e , x < 0,
is a solution of
′
y = |y| + 1
on (−∞, ∞).
In particular, address the continuity and differentiability of y at x = 0 .
37. a. Verify that if c is any real number then
2
y =c + cx + 2c + 1 (A)
is a family of solutions to
− −−−−−−−− −
2
−(x + 2) + √ x + 4x + 4y
′
y = (B)
2
is a singular solution to (B) on some open interval, and identify the open interval. (Note that y can’t be obtained by selecting 1
a value of c in (A).)
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This page titled 1.1E: Basic Concepts (Exercises) is shared under a CC BY-NC-SA 3.0 license and was authored, remixed, and/or curated by
William F. Trench via source content that was edited to the style and standards of the LibreTexts platform; a detailed edit history is available upon
request.
1.2E: Basic Concepts (Exercises) by William F. Trench is licensed CC BY-NC-SA 3.0. Original source:
https://digitalcommons.trinity.edu/mono/9.
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1.2: Existence and Uniqueness of Solutions
Although there are methods for solving many differential equations, it is impossible to find useful formulas for the solutions of all
of them. Whether we are looking for exact solutions or numerical approximations, it is useful to know conditions that imply the
existence and uniqueness of solutions of initial value problems. In this section we state such a condition and illustrate it with
examples.
Caution
If you have not had Math 402 (multivariable calculus), then you will need to read Appendices 11.1 and 11.2 before continuing.
(Figure 1.2.1 ). We’ll denote this set by R : {a < x < b, c < y < d} . “Open” means that the boundary rectangle (indicated by the
dashed lines in Figure 1.2.1 ) is not included in R .
has at least one solution on some open subinterval of (a, b) that contains x . 0
b. If both f and f are continuous on R then Equation 1.2.1 has a unique solution on some open subinterval of (a, b) that
y
contains x .
0
information on how to find the solution, or to determine the open interval on which it exists. Moreover, (a) provides no
information on the number of solutions that Equation 1.2.1 may have. It leaves open the possibility that Equation 1.2.1 may
have two or more solutions that differ for values of x arbitrarily close to x . We will see in Example 1.2.6 that this can happen.
0
(b) is a uniqueness theorem. It guarantees that Equation 1.2.1 has a unique solution on some open interval (a, b) that contains
x . However, if (a, b) ≠ (−∞, ∞) , Equation 1.2.1 may have more than one solution on a larger interval that contains (a, b) .
0
For example, it may happen that b < ∞ and all solutions have the same values on (a, b), but two solutions y and y are
1 2
defined on some interval (a, b ) with b > b , and have different values for b < x < b ; thus, the graphs of y and y “branch
1 1 1 1 2
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off” in different directions at x = b . (See Example 1.2.7 and Figure 1.2.3 ). In this case, continuity implies that
y (b) = y (b) = ȳ (call their common value y ), and y and y are both solutions of the initial value problem
1 2
¯
¯
1 2
¯¯
y = f (x, y), y(b) = ȳ (1.2.2)
that differ on every open interval that contains b . Therefore f or f must have a discontinuity at some point in each open rectangle
y
that contains (b, y), since if this were not so, 1.2.2 would have a unique solution on some open interval that contains b . We leave it
to you to give a similar analysis of the case where a > −∞ .
Example 1.2.1
Since
2 2 2
x −y 2y(1 + 2 x )
f (x, y) = and fy (x, y) = −
2 2 2 2 2
1 +x +y (1 + x +y )
are continuous for all (x, y), Theorem 1.2.1 implies that if (x0 , y0 ) is arbitrary, then Equation 1.2.3 has a unique solution on
some open interval that contains x . 0
Example 1.2.2
Here
2 2 2
x −y 4x y
f (x, y) = and fy (x, y) = −
2 2 2 2 2
x +y (x +y )
are continuous everywhere except at (0, 0). If (x , y ) ≠ (0, 0) , there’s an open rectangle R that contains (x , y ) that does
0 0 0 0
not contain (0, 0). Since f and f are continuous on R , Theorem 1.2.1 implies that if (x , y ) ≠ (0, 0) then Equation 1.2.4
y 0 0
Example 1.2.3
′
x +y
y = , y(x0 ) = y0 . (1.2.5)
x −y
Here
x +y 2x
f (x, y) = and fy (x, y) =
2
x −y (x − y)
are continuous everywhere except on the line y = x . If y ≠ x , there’s an open rectangle R that contains (x , y ) that does
0 0 0 0
not intersect the line y = x . Since f and f are continuous on R , Theorem 1.2.1 implies that if y ≠ x , Equation 1.2.5 has a
y 0 0
Example 1.2.4
1.2.2 https://math.libretexts.org/@go/page/103472
′ 2
y = 2x y (1.2.6)
are
1
y ≡0 and y =− ,
2
x +c
where c is an arbitrary constant. In particular, this implies that no solution of Equation 1.2.6 other than y ≡0 can equal zero
for any value of x. Show that Theorem 1.2.1b implies this.
We’ll obtain a contradiction by assuming that Equation 1.2.6 has a solution y that equals zero for some value of x, but is not 1
identically zero. If y has this property, there’s a point x such that y (x ) = 0 , but y (x) ≠ 0 for some value of x in every
1 0 1 0 1
open interval that contains x . This means that the initial value problem
0
′ 2
y = 2x y , y(x0 ) = 0 (1.2.7)
are both continuous for all (x, y), which implies that Equation 1.2.7 has a unique solution on some open interval that contains
x .
0
Example 1.2.5
a. For what points (x 0, y0 ) does Theorem 1.2.1a imply that Equation 1.2.8 has a solution?
b. For what points (x 0, y0 ) does Theorem 1.2.1b imply that Equation 1.2.8 has a unique solution on some open interval that
contains x ? 0
Solution a
Since
10 2/5
f (x, y) = xy
3
is continuous for all (x, y), Theorem 1.2.1 implies that Equation 1.2.8 has a solution for every (x 0, y0 ) .
Solution b
Here
4
−3/5
fy (x, y) = xy
3
is continuous for all (x, y) with y ≠ 0 . Therefore, if y ≠ 0 there’s an open rectangle on which both f and f are continuous,
0 y
and Theorem 1.2.1 implies that Equation 1.2.8 has a unique solution on some open interval that contains x . 0
If y =0 then fy (x, y) is undefined, and therefore discontinuous; hence, Theorem 1.2.1 does not apply to Equation 1.2.8 if
y0 = 0 .
Example 1.2.6
Example 1.2.5 leaves open the possibility that the initial value problem
10
′ 2/5
y = xy , y(0) = 0 (1.2.9)
3
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has more than one solution on every open interval that contains x 0 =0 . Show that this is true.
Solution
By inspection, y ≡ 0 is a solution of the differential equation
′
10 2/5
y = xy . (1.2.10)
3
as a second solution of Equation 1.2.9. Both solutions are defined on (−∞, ∞) , and they differ on every open interval that
contains x = 0 (Figure 1.2.2 ).
0
Note: y ≡ 0 is a singular solution since it cannot be obtained from the family by varying c.
Example 1.2.7
has a unique solution on some open interval that contains x 0 =0 . Find a solution and determine the largest open interval (a, b)
on which it is unique.
Solution
Let y be any solution of Equation 1.2.12. Because of the initial condition y(0) = −1 and the continuity of y , there’s an open
interval I that contains x = 0 on which y has no zeros, and is consequently of the form Equation 1.2.11. Setting x = 0 and
0
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2 5/3
y = (x − 1) (1.2.13)
for x in I . Therefore every solution of Equation 1.2.12 differs from zero and is given by Equation 1.2.13 on (−1, 1); that is,
Equation 1.2.13 is the unique solution of Equation 1.2.12 on (−1, 1). This is the largest open interval on which Equation
1.2.12 has a unique solution. To see this, note that Equation 1.2.13 is a solution of Equation 1.2.12 on (−∞, ∞) , but the
solution below is another solution of Equation 1.2.12 that differs from Equation 1.2.13 on every open interval larger than
(−1, 1):
2 5/3
(x − 1) , −1 ≤ x ≤ 1,
y ={
0, |x| > 1.
Figure 1.2.3 : Two solutions of Equation 1.2.12 on (−1,1) that coincide on (−1, 1), but on no larger open interval.
Example 1.2.8
has a unique solution on some open interval that contains x 0 =0 . Find the solution and determine the largest open interval on
which it is unique.
Solution
Let y be any solution of Equation 1.2.14. Because of the initial condition y(0) = 1 and the continuity of y , there’s an open
interval I that contains x = 0 on which y has no zeros, and is consequently of the form Equation 1.2.11. Setting x = 0 and
0
2 5/3
y = (x + 1) (1.2.15)
for x in I . Therefore every solution of Equation 1.2.14 differs from zero and is given by Equation 1.2.15 on (−∞, ∞); that is,
Equation 1.2.15 is the unique solution of Equation 1.2.14 on (−∞, ∞). Figure 1.2.4 ) shows the graph of this solution.
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1.2E: Existence and Uniqueness of Solutions (Exercises)
In Exercises 1-14, find all (x , y ) for which Theorem 1.2.1 implies that the initial value problem
0 0 y
′
= f (x, y), y(x0 ) = y0 has
(a) a solution and (b) a unique solution on some open interval that contains x . 0
1. (sin x)y ′
=x
2
+y
2
dy
2. dx
=y
2/3
3. y ′
= tan(xy)
2 2
x +y
4. y ′
=
ln(xy)
5. y ′
= (x
2
+ y )y
2 1/3
6. dy = 2xydx
dy
7. (4 − y 2
)
dx
=x
2
8. dy = ln(1 + x 2 2
+ y )dx
2x+3y
9. y ′
=
x−4y
10. dy = (x 2
+y )
2 1/2
dx
11. y ′
= x(y
2
− 1)
2/3
12. dy = (x 2 2
+ y ) dx
2
dy
13. dx
= (x + y )
1/2
14. (x − 1)y ′
= tan y
a. For what points (x 0, y0 ) does Theorem 1.2.1 imply that the IVP has a solution?
b. For what points (x 0 , y0 ) does Theorem 1.2.1 imply that the IVP has a unique solution on some open interval that contains
x ? 0
a. Does Theorem 1.2.1 guarantee a solution? If so, by inspection, can you find one?
b. Does Theorem 1.2.1 guarantee a unique solution. If not, by inspection, can you find a second solution?
17. Consider the initial value problem
dy 2
=y
dx
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c. Does Theorem 1.2.1 guarantee a unique solution to the IVP
dy 2
=y , y(x0 ) = y0
dx
y = tan(x + c)
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1.3: Direction Fields
It’s impossible to find explicit formulas for solutions of some differential equations. Even if there are such formulas, they may be
so complicated that they’re useless. In this case we may resort to graphical or numerical methods to get some idea of how the
solutions of the given equation behave.
In Section 1.2 we talked about the existence of solutions of a first order equation
′
y = f (x, y). (1.3.1)
In this section we’ll simply assume that Equation 1.3.1 has solutions and discuss a graphical method for approximating them. In
Chapter 3 we discuss numerical methods for obtaining approximate solutions of Equation 1.3.1. Recall that a solution of Equation
1.3.1 is a function y = y(x) such that
′
y (x) = f (x, y(x))
for all values of x in some interval, and an integral curve is either the graph of a solution or is made up of segments that are graphs
of solutions. Therefore, not being able to solve Equation 1.3.1 is equivalent to not knowing the equations of integral curves of
Equation 1.3.1. However, it is easy to calculate the slopes of these curves. To be specific, the slope of an integral curve of Equation
1.3.1 through a given point (x , y ) is given by the number f (x , y ). This is the basis of the method of direction fields.
0 0 0 0
If f is defined on a set R , we can construct a direction field for Equation 1.3.1 in R by drawing a short line segment through each
point (x, y) in R with slope f (x, y). Of course, as a practical matter, we can’t actually draw line segments through every point in
R ; rather, we must select a finite set of points in R . For example, suppose f is defined on the closed rectangular region
R : {a ≤ x ≤ b, c ≤ y ≤ d}.
Let
form a rectangular grid (Figure 1.3.1 ). Through each point in the grid we draw a short line segment with slope f (x , y ). The
i j
result is an approximation to a direction field for Equation 1.3.1 in R . If the grid points are sufficiently numerous and close
together, we can draw approximate integral curves of Equation 1.3.1 by drawing curves through points in the grid tangent to the
line segments associated with the points in the grid.
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Unfortunately, approximating a direction field and graphing integral curves in this way is too tedious to be done effectively by
hand. However, there is software for doing this. As you’ll see, the combination of direction fields and integral curves gives useful
insights into the behavior of the solutions of the differential equation even if we can’t obtain exact solutions.
We’ll study numerical methods for solving a single first order equation Equation 1.3.1 in Chapter 3. These methods can be used to
plot solution curves of Equation 1.3.1 in a rectangular region R if f is continuous on R . Figures 1.3.2 , 1.3.3 , and 1.3.4 show
direction fields and solution curves for the differential equations:
2 2
x −y
y
′
=
1+x +y
2 2
,
y
′
= 1 + xy
2
, and
x−y
y
′
=
1+x
2
.
which are all of the form Equation 1.3.1 with f continuous for all (x, y).
2 2
x −y
Figure 1.3.2 : A direction and integral curves for y ′
=
1+ x2 + y 2
.
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x−y
Figure 1.3.4 : A direction and integral curves for y ′
=
1+x2
.
if R contains part of the x-axis, since f (x, y) = −x/y is undefined when y = 0 . Similarly, they will not work for the equation
2
′
x
y = (1.3.3)
1 − x2 − y 2
if R contains any part of the unit circle x + y = 1 , because the right side of Equation
2 2
1.3.3 is undefined if 2
x +y
2
=1 .
However, Equation 1.3.2 and Equation 1.3.3 can written as
A(x, y)
′
y = (1.3.4)
B(x, y)
where A and B are continuous on any rectangle R . Because of this, some differential equation software is based on numerically
solving pairs of equations of the form
dx dy
= B(x, y), = A(x, y) (1.3.5)
dt dt
where x and y are regarded as functions of a parameter t . If x = x(t) and y = y(t) satisfy these equations, then
dy dy dx A(x, y)
′
y = = / = ,
dx dt dt B(x, y)
and
dx 2 2
dy 2
= 1 −x −y , =x ,
dt dt
respectively. Even if f is continuous and otherwise “nice” throughout R , your software may require you to reformulate the
equation y = f (x, y) as
′
dx dy
= 1, = f (x, y),
dt dt
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which is of the form Equation 1.3.5 with A(x, y) = f (x, y) and B(x, y) = 1 .
Figure 1.3.5 shows a direction field and some integral curves for Equation 1.3.2. As we saw in Example 1.1.1 and will verify again
in Section 2.1, the integral curves of Equation 1.3.2 are circles centered at the origin.
Figure 1.3.6 shows a direction field and some integral curves for Equation 1.3.3. The integral curves near the top and bottom are
solution curves. However, the integral curves near the middle are more complicated. For example, Figure 1.3.7 shows the integral
curve through the origin. The vertices of the dashed rectangle are on the circle x + y = 1 ( a ≈ .846 , b ≈ .533), where all
2 2
integral curves of Equation 1.3.3 have infinite slope. There are three solution curves of Equation 1.3.3 on the integral curve in the
figure: the segment above the level y = b is the graph of a solution on (−∞, a) , the segment below the level y = −b is the graph
of a solution on (−a, ∞) , and the segment between these two levels is the graph of a solution on (−a, a) .
2
x
Figure 1.3.6 : A direction field and integral curves for y ′
= .
2 2
1−x −y
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2
x
Figure 1.3.7 : A direction field and integral curves for y ′
=
2 2
1−x −y
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1.3E: Direction Fields (Exercises)
In Exercises 1–10 a direction field is drawn for the given equation. Sketch a solution for the IVP.
1. y ′
=
x
y
, y(0) = 1
2. y ′ 2xy
= y(1) = −1
2
1+x
2
2xy
Figure 1.3E.2 : A direction field for y ′
=
1+x
2
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3. y ′ 2
= x (1 + y )
2
y(0) = 0
4. y ′
=
1
2 2
y(0) = −1
1+ x + y
2
1+x +y
2
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5. y ′
= −(2xy
2 3
+y ) y(−1) = 1
6. y ′ 2
= (x
2
+y )
1/2
y(0) = 0
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7. y ′
= sin xy y(1) = −1
8. y ′
= e
xy
y(0) = 1
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9. y ′
= x y
3 2
+ xy
3
y(0) = 0
10. y ′
= sin(x − 2y) y(0) = 0
In Exercises 11 - 20 use the slope field generator to construct a solution curve to the given IVP in the indicated rectangular
region.
11. y ′
= y(y − 1), y(1) = 1; {−1 ≤ x ≤ 2, − 2 ≤ y ≤ 2}
12. y ′
= 2 − 3xy, y(0) = 0; {−2 ≤ x ≤ 2, − 2 ≤ y ≤ 2}
13. y ′
= xy(y − 1), y(0) = 1; {−2 ≤ x ≤ 2, − 3 ≤ y ≤ 4}
14. y ′
= 3x + y, y(0) = 1; {−2 ≤ x ≤ 2, 0 ≤ y ≤ 4}
15. y ′
= y −x ,
3
y(1) = 1; {−2 ≤ x ≤ 2, − 2 ≤ y ≤ 2}
16. y ′
= 1 −x
2 2
−y , y(0) = 0; {−2 ≤ x ≤ 2, − 2 ≤ y ≤ 2}
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17. y ′
= x(y
2
− 1), y(1) = 2; {−3 ≤ x ≤ 3, − 3 ≤ y ≤ 3}
2
xy
18. y ′
=
y−1
, y(0) = 3; {−1 ≤ x ≤ 1, 1 ≤ y ≤ 4}
19. y ′
= sin y, y(1) = 1; {−2 ≤ x ≤ 2, − 2 ≤ y ≤ 2}
2 2
x +y
20. y ′
=
1+x +y
2 2
, y(1) = 0; {−2 ≤ x ≤ 2, − 2 ≤ y ≤ 2}
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CHAPTER OVERVIEW
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1
2.1: Separable Equations
Definition 2.1.1
Rewriting a separable differential equation in the form of Equation 2.1.1 is called separation of variables.
Solving this equation is fairly simple as we need only integrate both sides of the equation with respect to the appropriate variable.
Integrating both sides of this equation and combining the constants of integration yields our solution.
Example 2.1.1
Solve the equation
dy 2
= x(1 + y ).
dx
Solution
Separating variables yields
dy
= xdx.
2
1 +y
Integrating yields
2
−1
x
tan y = +c
2
Therefore
2
x
y = tan( + c).
2
Example 2.1.2
a. Solve the equation
x
′
y =− . (2.1.2)
y
Solution a
Separating variables in Equation 2.1.2 yields
ydy = −xdx.
Integrating yields
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2 2
y x 2 2
=− + c, or equivalently x +y = 2c.
2 2
The last equation shows that c must be positive if y is to be a solution of Equation 2.1.2 on an open interval. Therefore we let
2c = a
2
(with a > 0 ) and rewrite the last equation as
2 2 2
x +y =a .
and
− −−−−−
2 2
y = −√ a − x , −a < x < a. (2.1.6)
The solution curves defined by Equation 2.1.5 are semicircles above the x -axis and those defined by Equation 2.1.6 are
semicircles below the x-axis.
Solution b
The solution of Equation 2.1.3 is positive when x = 1 ; hence, it is of the form Equation 2.1.5. Substituting x = 1 and y =1
into Equation 2.1.5 to satisfy the initial condition yields a = 2 ; hence, the solution of Equation 2.1.3 is
2
−−−− − – –
2
y = √2 − x , −√2 < x < √2.
Solution c
The solution of Equation 2.1.4 is negative when x = 1 and is therefore of the form Equation 2.1.6. Substituting x =1 and
y = −2 into Equation 2.1.6 to satisfy the initial condition yields a = 5 . Hence, the solution of Equation 2.1.4 is
2
− −−− − – –
2
y = −√ 5 − x , −√5 < x < √5.
−−−−− – – −−−−− – –
Figure 2.1.1 : (b) y = √2 − x2
, −√2 < x < √2 ; (c) y = −√5 − x 2
, −√5 < x < √5.
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Suppose g = g(x) is continuous on (a, b) and h = h(y) is continuous on (c, d). Let G be an antiderivative of g on (a, b) and
let H be an antiderivative of h on (c, d). Let x be an arbitrary point in (a, b), let y be a point in (c, d) such that h(y ) ≠ 0,
0 0 0
and define
c = H (y0 ) − G(x0 ). (2.1.7)
Then there’s a function y = y(x) defined on some open interval (a 1, b1 ), where a ≤ a 1 < x0 < b1 ≤ b , such that y(x0) = y0
and
H (y) = G(x) + c (2.1.8)
It’s convenient to say that Equation 2.1.8 with c arbitrary is an implicit solution of h(y)dy = g(x)dx . Curves defined by Equation
2.1.8 are integral curves of h(y)dy = g(x)dx . If c satisfies Equation 2.1.7, we’ll say that Equation 2.1.8 is an implicit solution of
the initial value problem Equation 2.1.9. However, keep these points in mind:
For some choices of c there may not be any differentiable functions y that satisfy Equation 2.1.8.
The function y in Equation 2.1.8 (not Equation 2.1.8 itself) is a solution of h(y)dy = g(x)dx .
Example 2.1.3
a. Find implicit solutions of
′
2x + 1
y = . (2.1.10)
4
5y +1
′
2x + 1
y = , y(2) = 1. (2.1.11)
4
5y +1
Solution a
Separating variables yields
4
(5 y + 1)dy = (2x + 1)dx.
of Equation 2.1.10.
Solution b
Imposing the initial condition y(2) = 1 in Equation 2.1.12 yields 1 + 1 = 4 + 2 + c , so c = −4 . Therefore
5 2
y +y = x +x −4
is an implicit solution of the initial value problem Equation 2.1.11. Although more than one differentiable function y = y(x)
satisfies Equation 2.1.10 near x = 1 , it can be shown that there is only one such function that satisfies the initial condition
y(1) = 2 . Figure 2.1.2 shows a direction field and some integral curves for Equation 2.1.10.
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Figure 2.1.2 : A direction field and integral curves for y ′ 2x+1
=
4
5y +1
However, the division by p(y) is not legitimate if p(y) = 0 for some values of y . The next two examples show how to deal with
this problem.
Example 2.1.4
Solution
Here we must divide by p(y) = y to separate variables. This isn’t legitimate if y is a solution of Equation 2.1.13 that equals
2
zero for some value of x. One such solution can be found by inspection: y ≡ 0 . Now suppose y is a solution of Equation
2.1.13 that isn’t identically zero. Since y is continuous there must be an interval on which y is never zero. Since division by y
2
is legitimate for x in this interval, we can separate variables in Equation 2.1.13 to obtain
dy
= 2xdx.
2
y
which is equivalent to
1
y =− . (2.1.14)
2
x +c
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We’ve now shown that if y is a solution of Equation 2.1.13 that is not identically zero, then y must be of the form Equation
2.1.14. By substituting Equation 2.1.14 into Equation 2.1.13, you can verify that Equation 2.1.14 is a solution of Equation
2.1.13. Thus, solutions of Equation 2.1.13 are y ≡ 0 and the functions of the form Equation 2.1.14. Note that the solution
y ≡ 0 isn’t of the form Equation 2.1.14 for any value of c . Because of this, y ≡ 0 is called a singular solution of 2.1.13
Example 2.1.5
′
1 2
y = x(1 − y ). (2.1.15)
2
Here we must divide by p(y) = 1 − y to separate variables. This isn’t legitimate if y is a solution of Equation 2.1.15 that
2
equals ±1 for some value of x. Two such solutions can be found by inspection: y ≡ 1 and y ≡ −1 . Now suppose y is a
solution of Equation 2.1.15 such that 1 − y isn’t identically zero. Since 1 − y is continuous there must be an interval on
2 2
which 1 − y is never zero. Since division by 1 − y is legitimate for x in this interval, we can separate variables in Equation
2 2
2.1.15 to obtain
2dy
= −xdx.
2
y −1
hence,
∣ y −1 ∣ k
2
−x /2
∣ ∣ =e e .
∣ y +1 ∣
Since y(x) ≠ ±1 for x on the interval under discussion, the quantity (y − 1)/(y + 1) cannot change sign in this interval.
Therefore we can rewrite the last equation as
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y −1 2
−x /2
= ce ,
y +1
where c = ±e , depending upon the sign of (y − 1)/(y + 1) on the interval. Solving for y yields
k
2
−x /2
1 + ce
y = . (2.1.16)
2
1 − ce−x /2
We’ve now shown that if y is a solution of Equation 2.1.15 that is not identically equal to ±1, then y must be as in Equation
2.1.16. By substituting Equation 2.1.16 into Equation 2.1.15 you can verify that Equation 2.1.16 is a solution of Equation
2.1.15. Thus, the solutions of Equation 2.1.15 are y ≡ 1 , y ≡ −1 and the functions of the form Equation 2.1.16. Note that the
constant solution y ≡ 1 can be obtained from this formula by taking c = 0 ; however, the other constant solution, y ≡ −1 ,
cannot be obtained in this way. Thus, y ≡ 1 comes from the family of solutions and y ≡ −1 is a singular solution.
Figure 2.1.4 shows a direction field and some integrals for Equation 2.1.15.
2
x(1− y )
Figure 2.1.4 : A direction field and integral curves for y ′
=
2
Example 2.1.6
Solve the initial value problem
′ 2
y = 2x y , y(0) = y0
Solution
First suppose y 0 ≠0 . From Example 2.1.4 , we know that y must be of the form
1
y =− . (2.1.17)
2
x +c
Imposing the initial condition shows that c = −1/y0 . Substituting this into Equation 2.1.17 and rearranging terms yields the
solution
y0
y = .
2
1 − y0 x
This is also the solution if y = 0 . If y < 0 , the denominator isn’t zero for any value of x, so the the solution is valid on
0 0
(−∞, ∞) . If y > 0 , the solution is valid only on (−1/ √y , 1/ √y ) (recall that the interval must always include x ; in this
−− −−
0 0 0 0
case 0).
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2.1E: Separable Equations (Exercises)
In Exercises 1-12, find all solutions.
2
1. y ′
=
3 x +2x+1
y−2
dy
2. (sin x)(sin y) + (cos y) dx
=0
dy
3. dx
=e
2x+5y
4. x y ′
+y
2
+y = 0
dy
5. dx
= y −y
2
6. y ′
ln y + x y = 0
2
(2x+1)y
7. (3y 3
+ 3y cos y + 1)dy +
1+x
2
dx = 0
8. x 2
yy
′
= (y
2
− 1)
3/2
dy
9. dx
2
= x (1 + y )
2
10. (1 + x 2
)dy + xydx = 0
11. y ′
= (x − 1)(y − 1)(y − 2)
12. (y − 1) 2
y
′
= 2x + 3
14. y ′
+ x(y
2
+ y) = 0, y(2) = 1
2 dy
15. x dx
= y − xy, y(−1) = −1
16. (3y 2
+ 4y)dy + (2x + cos x)dx = 0, y(0) = 1
(y+1)(y−1)(y−2)
17. y ′
+
x+1
= 0, y(1) = 0
18. y ′
+ 2x(y + 1) = 0, y(0) = 2
dy
19. dx
= 2xy(1 + y ),
2
y(0) = 1
In Exercises 20-27 solve the initial value problem and give the interval of validity of the solution.
20. (x 2
+ 2)dy + 4x(y
2
+ 2y + 1)dx = 0, y(1) = −1
21. y ′
= −2x(y
2
− 3y + 2), y(0) = 3
22. y ′
=
2x
1+2y
, y(2) = 0
dy
23. dx
= 2y − y ,
2
y(0) = 1
24. x + y y ′
= 0, y(3) = −4
25. y ′ 2
+ x (y + 1)(y − 2 )
2
= 0, y(4) = 2
dy
27. dx
=
−x
y
, y(4) = −3
2
(1+y )
28. Solve y ′
=
(1+x2 )
explicitly.
dy −−−− − −−−− −
29. Solve dx
√1 − x2 + √1 − y 2 = 0 explicitly.
30. Solve y ′
=
cos x
sin y
, y(π) =
π
2
explicitly.
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dy
31. Solve dx
=y
2
−y explicitly for the initial condition and give the interval of validity of the solution.
a. y(0) = 2
b. y(0) = 0
dy
32. Solve dx
= (y − 1 )
2
for the initial condition
a. y(0) = 0
b. y(0) = 1
33. From Theorem 1.2.1, the initial value problem
′ 1/3
y = 3x(y − 1 ) , y(0) = 9
has a unique solution on an open interval that contains x 0 =0 . Find the solution and determine the largest open interval on which it
is unique.
34. From Theorem 1.2.1, the initial value problem
′ 1/3
y = 3x(y − 1 ) , y(3) = −7
has a unique solution on some open interval that contains x0 = 3 . Find the solution and determine the largest open interval on
which it is unique
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2.2: Exact Equations
In this section it is convenient to write first order differential equations in the form
M (x, y) dx + N (x, y) dy = 0. (2.2.1)
where y is the independent variable and x is the dependent variable. Since the solutions of Equation 2.2.2 and Equation 2.2.3 will
often have to be left in implicit form we will say that F (x, y) = c is an implicit solution of Equation 2.2.1 if every differentiable
function y = y(x) that satisfies F (x, y) = c is a solution of Equation 2.2.2 and every differentiable function x = x(y) that
satisfies F (x, y) = c is a solution of Equation 2.2.3
Here are some examples:
Table 2.2.1 : Examples of Exact Differential Equations in three forms
Equation 2.2.1 Equation 2.2.2 Equation 2.2.3
2 2 3 dy 2 2 dx 3
2 2 3 3x y + 2x y = 0
3x y dx + 2 x y dy = 0 3x y + 2x y = 0
dx dy
2 2 dy 2 2 dx
2 2 (x +y ) + 2xy = 0
(x + y ) dx + 2xy dy = 0 (x + y ) + 2xy = 0
dx dy
dy dx
3y sin x dx − 2xy cosx dy = 0 3y sin x − 2xy cosx = 0 3y sin x − 2xy cosx = 0
dx dy
We will develop a method for solving Equation 2.2.1 under appropriate assumptions on M and N . This method is an extension of
the method of separation of variables. Before stating it we consider an example.
Example 2.2.1
Show that
4 3 2 5
x y +x y + 2xy = c (2.2.4)
is an implicit solution of
3 3 5 4 2 2 4
(4 x y + 2x y + 2y) dx + (3 x y + 5x y + 2x) dy = 0. (2.2.5)
Solution
Regarding y as a function of x and differentiating Equation 2.2.4 implicitly with respect to x yields
dy
3 3 5 4 2 2 4
(4 x y + 2x y + 2y) + (3 x y + 5x y + 2x) = 0.
dx
Similarly, regarding x as a function of y and differentiating Equation 2.2.4 implicitly with respect to y yields
3 3 5
dx 4 2 2 4
(4 x y + 2x y + 2y) + (3 x y + 5x y + 2x) = 0.
dy
Therefore Equation 2.2.4 is an implicit solution of Equation 2.2.5 in either of these interpretations.
You may think Example 2.2.1 is pointless, since concocting a differential equation that has a given implicit solution is not
particularly interesting. However, it illustrates the next important theorem, which we will prove by using implicit differentiation, as
in Example 2.2.1 .
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Theorem 2.2.1
If F = F (x, y) has continuous partial derivatives F and F , then
x y
F (x, y) = c (2.2.6)
Proof:
Regarding y as a function of x and differentiating Equation 2.2.6implicitly with respect to x yields
dy
Fx (x, y) + Fy (x, y) = 0.
dx
On the other hand, regarding x as a function of y and differentiating Equation 2.2.6implicitly with respect to y yields
dx
Fx (x, y) + Fy (x, y) = 0.
dy
Thus, Equation 2.2.6is an implicit solution of Equation 2.2.7in either of its two possible interpretations.
Definition 2.2.1
is exact on an open rectangle R if there’s a function F = F (x, y) such that F and F are continuous, and
x y
This usage of “exact” is related to its usage in multivariable calculus, where the expression
Fx (x, y) dx + Fy (x, y) dy
(obtained by substituting Equation 2.2.9 into the left side of Equation 2.2.8) is the exact (or total) differential of F .
Example 2.2.1 shows that it is easy to solve Equation 2.2.8 if it is exact and we know a function F that satisfies Equation 2.2.9 .
The important questions are:
Question 1. Given an equation Equation 2.2.8, how can we determine whether it is exact?
Question 2. If Equation 2.2.8 is exact, how do we find a function F satisfying Equation 2.2.9?
To discover the answer to Question 1, assume that there’s a function F that satisfies Equation 2.2.9 on some open rectangle R , and
in addition that F has continuous mixed partial derivatives F and F . Then a theorem from multivariable calculus (Math 402)
xy yx
implies that
If Fx =M and F y =N , differentiating the first of these equations with respect to y and the second with respect to x yields
Fxy = My and Fyx = Nx . (2.2.11)
From Equation 2.2.10 and Equation 2.2.11, we conclude that a necessary condition for exactness is that M y = Nx . This motivates
the next theorem, which we state without proof.
Suppose M and N are continuous and have continuous partial derivatives M and N on an open rectangle R. Then
y x
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M (x, y) dx + N (x, y) dy = 0
M (x) dx + N (y) dy = 0,
Example 2.2.2
Solution
Here
2 3
M (x, y) = 3 x y and N (x, y) = 4 x
so
2 2
My (x, y) = 3 x and Nx (x, y) = 12 x .
Therefore M = N on the line x = 0 , but not on any open rectangle, so there’s no function F such that
y x Fx (x, y) = M (x, y)
The next example illustrates two possible methods for finding a function F that satisfies the condition Fx = M and Fy = N if
M dx + N dy = 0 is exact.
Example 2.2.3
Solve
3 3 2 4 2 2
(4 x y + 3 x ) dx + (3 x y + 6 y ) dy = 0. (2.2.13)
Solution (Method 1)
Here
3 3 2 4 2 2
M (x, y) = 4 x y + 3x , N (x, y) = 3 x y + 6y ,
and
3 2
My (x, y) = Nx (x, y) = 12 x y
for all (x, y). Therefore Theorem 2.2.2 implies that there’s a function F such that
3 3 2
Fx (x, y) = M (x, y) = 4 x y + 3x (2.2.14)
and
2.2.3 https://math.libretexts.org/@go/page/103476
4 2 2
Fy (x, y) = N (x, y) = 3 x y + 6y (2.2.15)
for all (x, y). To find F , we integrate Equation 2.2.14 with respect to x to obtain
4 3 3
F (x, y) = x y +x + ϕ(y), (2.2.16)
where ϕ(y) is the “constant” of integration. (Here ϕ is “constant” in that it is independent of x, the variable of integration.) If
ϕ is any differentiable function of y then F satisfies Equation 2.2.14. To determine ϕ so that F also satisfies Equation 2.2.15,
We integrate this with respect to y and take the constant of integration to be zero because we are interested only in finding
some F that satisfies Equation 2.2.14 and Equation 2.2.15. This yields
3
ϕ(y) = 2 y .
is an implicit solution of Equation 2.2.13. Solving this for y yields the explicit solution
1/3
3
c −x
y =( ) .
4
2 +x
Solution (Method 2)
Instead of first integrating Equation 2.2.14 with respect to x, we could begin by integrating Equation 2.2.15 with respect to y
to obtain
4 3 3
F (x, y) = x y + 2y + ψ(x), (2.2.18)
where ψ is an arbitrary function of x. To determine ψ , we assume that ψ is differentiable and differentiate F with respect to x,
which yields
3 3 ′
Fx (x, y) = 4 x y + ψ (x).
Integrating this and again taking the constant of integration to be zero yields
3
ψ(x) = x .
2.2.4 https://math.libretexts.org/@go/page/103476
Figure 2.2.1 : A direction field and integral curves for (4x 3
y
3 2
+ 3x ) dx + (3x y
4 2 2
+ 6y ) dy = 0
Many equations can be conveniently solved by either of the two methods used in Example 2.2.3 . However, sometimes the
integration required in one approach is more difficult than in the other. In such cases we choose the approach that requires the
easier integration.
Example 2.2.4
Solution
We leave it to you to check that My = Nx on any open rectangle where tan x and sec x are defined. Here we must find a
function F such that
xy xy 2
Fx (x, y) = y e tan x + e sec x (2.2.20)
and
xy
Fy (x, y) = x e tan x. (2.2.21)
It’s difficult to integrate Equation 2.2.20 with respect to x, but easy to integrate Equation 2.2.21 with respect to y . This yields
xy
F (x, y) = e tan x + ψ(x). (2.2.22)
Comparing this with Equation 2.2.20 shows that ψ (x) = 0 . Hence, ψ is a constant, which we can take to be zero in Equation
′
2.2.22, and
xy
e tan x = c,
Attempting to apply our procedure to a differential equation that is not exact will lead to failure. Example 2.2.5 illustrates this.
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Example 2.2.5
is not exact, and show that the procedure for solving exact equations fails when applied to Equation 2.2.23.
Solution
Here
2 2
My (x, y) = 6 x y and Nx (x, y) = 18 x y,
so Equation 2.2.23 is not exact. Nevertheless, let us try to find a function F such that
2 2
Fx (x, y) = 3 x y (2.2.24)
and
3
Fy (x, y) = 6 x y. (2.2.25)
or
′ 3
ϕ (y) = 4 x y.
This is a contradiction, since ϕ must be a function involving only y . Therefore the procedure fails.
′
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2.2E: Exact Equations (Exercises)
In Exercises 1-19 determine which equations are exact and, if they are exact, solve them.
1. 6x 2
y
2
dx + 4 x y dy = 0
3
dy
2. (3y cos x + 4x e x 2
+ 2 x e ) + (3 sin x + 3)
x
dx
=0
3. 14x 2
y
3
dx + 21 x y
2 2
dy = 0
4. (2x − 2y 2
) dx = (4xy − 12 y ) dy
2
5. (x + y ) 2
dx + (x + y )
2
dy = 0
dy
6. (4x + 7y) + (3x + 4y)
dx
=0
8. (4y cos x + 9x y 2
) dy = (2 y
2
sin x − 3 y
3
+ 2x) dx
11. (2x 2
+ 8xy + y ) dx + (2 x
2 2 3
+ x y /3) dy = 0
12. ( 1
x
+ 2x)
dx
dy
+
1
y
+ 2y = 0
13. (y sin xy + x y 2
cos xy) dx + (x sin xy + x y
2
cos xy) dy = 0
y dy
14. 2
x dx
2 3/2
+
2 2 3/2
=0
( x +y ) ( x +y )
15. (e x
(x y
2 2 2
+ 2x y ) + 6x) dx + (2 x y e
2 x
+ 2) dy = 0
dy
16. (x
2 2
2 x +y 2 2 3 x +y
e (2 x + 3) + 4x) = (12 y −x e )
dx
17. (e xy 4
(x y + 4 x ) + 3y) dx + (x e
3 5 xy
+ 3x) dy = 0
18. (8y − x 4
sin xy) dy = (x y sin xy − 3 x
3 2
cos xy − 4x) dx
y
19. (1 + ln x + x
)dx = (1 − ln x)dy
dx
= 0, y(1) = 3
22. (y 3
− 1)e
x
dx + 3 y (e
2 x
+ 1) dy = 0, y(0) = 0
2
dy xy −cos x sin x
25. dx
=
y−yx
2
, y(0) = 2
2.2E.1 https://math.libretexts.org/@go/page/103477
(M1 + M2 ) dx + (N1 + N2 ) dy = 0.
29. Find conditions on the constants A , B , C , and D such that the equation
is exact.
30. Find conditions on the constants A , B , C , D, E , and F such that the equation
2 2 2 2
(Ax + Bxy + C y ) dx + (Dx + Exy + F y ) dy = 0
is exact.
31. Rewrite the separable equation
′
h(y)y = g(x) (A)
as an exact equation
M (x, y) dx + N (x, y) dy = 0. (B)
Show that applying the method of this section to (B) yields the same solutions that would be obtained by applying the method of
separation of variables to (A)
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request.
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2.3: Linear First Order Equations
Definition 2.3.1
A first order differential equation is said to be linear if it can be written in the form
′
y + p(x)y = f (x). (2.3.1)
A first order differential equation that cannot be written like this is nonlinear.
Example 2.3.1
′ 2
x y − 8 x y = sin x
′
x y + (ln x)y = 0
′ 2
y = x y −2
are not in the form in Equation 2.3.1, but they are linear, since they can be rewritten as
3
′
y + y =1
2
x
sin x
′
y − 8xy =
x
ln x
′
y + y =0
x
′ 2
y − x y = −2
Example 2.3.2
′ ′
yy =3 (because of the product y y )
′ y y
y + xe = 12 (because of e )
Theorem 2.3.1
on (a, b) by
∫ p(x) dx
e
Proof
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Consider the first order linear equation
′
y + p(x)y = 0
M (x, y) dx + N (x, y) dy = 0
we get
p(x)y dx + dy = 0
Note that this is an exact differential equation (verify this) resulting in the following:
∫ p(x) dx
d[ e y] = 0,
or
− ∫ p(x) dx
y = ce
Note that in this special case the solution is immediately found from the formula given in the last line of the proof.
Example 2.3.3
Solution a
We rewrite Equation 2.3.3 as
1
′
y + y = 0, (2.3.5)
x
where x is restricted to either (−∞, 0) or (0, ∞). If y is a nontrivial solution of Equation 2.3.5, there must be some open
interval I on which y has no zeros. From the last line of the proof, we can readily find the solution:
1
−∫ dx
y = ce x
We have now shown that every solution of Equation 2.3.5 is given by Equation 2.3.6 for some choice of c . (Even though we
assumed that y was nontrivial to derive Equation 2.3.6, we can get the trivial solution by setting c = 0 in Equation 2.3.6.)
Conversely, any function of the form Equation 2.3.6 is a solution of Equation 2.3.5, since differentiating Equation 2.3.6 yields
c
′
y =− ,
2
x
and substituting this and Equation 2.3.6 into Equation 2.3.5 yields
2.3.2 https://math.libretexts.org/@go/page/103468
′
1 c 1 c
y + y =− +
x x2 x x
c c
=− + = 0.
2 2
x x
Figure 2.3.2 shows the graphs of some solutions corresponding to various values of c
note that, if p and f are continuous on some open interval (a, b) then (by theorem 1.2.1) there exists a unique solution of the form
y = y(x, c) that involves x and a parameter c and has the these properties:
For each fixed value of c , the resulting function of x is a solution of Equation 2.3.7 on (a, b).
If y is a solution of Equation 2.3.7 on (a, b), then y can be obtained from the formula by choosing c appropriately.
y = y(x, c) is the general solution of Equation 2.3.7.
When this has been established, it will follow that an equation of the form
′
P0 (x)y + P1 (x)y = F (x) (2.3.9)
has a general solution on any open interval (a, b) on which P , P , and F are all continuous and P has no zeros, since in this case
0 1 0
we can rewrite Equation 2.3.9 in the form Equation 2.3.7 with p = P /P and f = F /P , which are both continuous on (a, b).
1 0 0
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To avoid awkward wording in examples and exercises, we will not specify the interval (a, b) when we ask for the general solution
of a specific linear first order equation. Let’s agree that this always means that we want the general solution on every open interval
on which p and f are continuous if the equation is of the form Equation 2.3.7, or on which P , P , and F are continuous and P 0 1 0
has no zeros, if the equation is of the form Equation 2.3.9. We leave it to you to identify these intervals in specific examples and
exercises.
For completeness, we point out that if P , P , and F are all continuous on an open interval (a, b), but P does have a zero in
0 1 0
(a, b) , then Equation 2.3.9 may fail to have a general solution on (a, b) in the sense just defined. Since this isn’t a major point that
is largely the same in regards to the left hand side of the equation as when f (x) ≡ 0 , but we do handle it in a more efficient
manner, as the next example illustrates.
Example 2.3.4
Solution
We first find the integrating factor:
∫ 2 dx 2x
y =e =e
Now the left hand side of the equation is exact as we saw when f (x) ≡ 0 , but because this isn't the case here we can take a
different and better approach. Note that we can write the above as
d
2x 3
[e y] = x .
dx
Note: the left hand side becomes the derivative of the integrating factor times the dependent variable, which, as we saw earlier,
will always be the case. Rewriting this we have
2x 3
d[ e y] = x dx.
Solving for y we get the general solution of the differential Equation 2.3.11
4
x
−2x −2x
y = e + ce .
4
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Figure 2.3.3 : A direction field and integral curves for y ′ 2
+ 2y = x e
−2x
Figure 2.3.3 shows a direction field and some integral curves for Equation 2.3.11.
Example 2.3.5
Solution a
We first rewrite Equation 2.3.12 in standard linear form
′
y + (cot x)y = x(csc x)
Here p(x) = cot x and f (x) = x csc x are both continuous except at the points x = rπ, where r is an integer. Therefore we
seek solutions of Equation 2.3.12 on the intervals (rπ, (r + 1)π). We first find the integrating factor
∫ cot x dx
y =e = sin x
and then as
d[(sin x)y] = xdx.
Solving for y we get the general solution of the differential Equation 2.3.12
2
x
y = csc x + c csc x.
2
Solution b
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Imposing the initial condition y(π/2) = 1 yields
2 2
π π
1 = +c or c =1− .
8 8
Thus,
2
x 2
y = csc x + (1 − π /8) csc x
2
is a solution of Equation 2.3.13. The interval of validity of this solution is (0, π).
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request.
2.1: Linear First Order Equations by William F. Trench is licensed CC BY-NC-SA 3.0. Original source:
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2.3E: Linear First Order Equations (Exercises)
In Exercises 1-20 find the general solution.
1. y ′
+ ay = 0 (a =constant)
2. dx
dt
+x = e
3t
3. dy = (x 3
− 2xy)dx
dy
4. cos x dx
+ (sin x)y = 1
5. x 2 ′
y + xy = 1
6. dr
dθ
+ r sec θ = cos θ
7. y ′
+(
1
x
− 1) y = −
2
8. y
2
′ −x
+ 2xy = x e
−x
dy
9. dx
+
2x
1+x
2
y =
e
1+x
2
10. y ′
+
1
x
y =
x
7
2
+3
dy
12. dx
+
x−1
4
y =
1
5
+
sin x
4
(x−1) (x−1)
13. x y
2
′ 2 3 −x
+ (1 + 2 x )y = x e
14. x y ′
+ 2y =
x
2
2
+1
dp
15. dt
+ (tan t)p = cos t
16. (1 + x)y ′
+ 2y =
sin x
1+x
18. y 2
dx = (e
y
− xy
2
− 2xy)dy
dy
19.
2
− sin x
+ (2 sin x cos x)y = e
dx
20. x 2 ′
y + 3xy = e
x
21. y ′
+(
1+x
x
) y = 0, y(1) = 1
dy
22. x dx
+ (1 +
1
ln x
) y = 0, y(e) = 1
2
) =2
24. y ′
−(
1+x
2x
2
) y = 0, y(0) = 2
25. dx
dt
+
k
t
x = 0, x(1) = 3 (k = constant)
26. y ′
+ (tan kx)y = 0, y(0) = 2 (k = constant)
27. y ′
+ 7y = e
3x
, y(0) = 0
28. (1 + x 2
)dy = (
1+x
2
2
− 4xy)dx, y(0) = 1
29. x y ′
+ 3y =
x(1+x )
2
2
, y(−1) = 0
dy
30. dx
+ (cot x)y = cos x, y(
π
2
) =1
31. y ′
+
1
x
y =
x
2
2
+ 1, y(−1) = 0
2.3E.1 https://math.libretexts.org/@go/page/103469
32. (x − 1)y ′
+ 3y =
1
3
+
sin x
2
, y(0) = 1
(x−1) (x−1)
34. x y ′
− 2y = −x ,
2
y(1) = 1
35. y ′
+ 2xy = x, y(0) = 3
2
1+(x−1) sec x
36. (x − 1)y ′
+ 3y =
3
, y(0) = −1
(x−1)
37. (x + 2)y ′
+ 4y =
1+2x
3
, y(−1) = 2
x(x+2)
38. (t 2
− 1)
dx
dx
− 2tx = t(t
2
− 1), x(0) = 4
39. (x 2
− 5)dy = −2x(x
2
− 5 − y)dx, y(2) = 7
dy
40. (x + 1) dx
+ y = ln x, y(1) = 10
41. Experiments indicate that glucose is absorbed by the body at a rate proportional to the amount of glucose present in the
bloodstream. Let λ denote the (positive) constant of proportionality. Now suppose glucose is injected into a patient’s bloodstream
at a constant rate of r units per unit of time. Let G = G(t) be the number of units in the patient’s bloodstream at time t > 0 . Then
′
G = −λG + r,
where the first term on the right is due to the absorption of the glucose by the patient’s body and the second term is due to the
injection. Determine G for t > 0 , given that G(0) = G . Also, find lim G(t) . 0 t→∞
42. Assume that all functions in this exercise are defined on a common interval (a, b).
Prove: If y and y are solutions of
1 2
′
y + p(x)y = f1 (x)
and
′
y + p(x)y = f2 (x)
This page titled 2.3E: Linear First Order Equations (Exercises) is shared under a CC BY-NC-SA 3.0 license and was authored, remixed, and/or
curated by William F. Trench via source content that was edited to the style and standards of the LibreTexts platform; a detailed edit history is
available upon request.
2.1E: Linear First Order Equations (Exercises) by William F. Trench is licensed CC BY-NC-SA 3.0. Original source:
https://digitalcommons.trinity.edu/mono/9.
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2.4: Solving Differential Equations by Substitutions
Bernoulli Equations
Definition 2.4.1
where r can be any real number other than 0 or 1. (Note that Equation 2.4.1 is linear if and only if r = 0 or r = 1 .)
Theorem 2.4.1
Proof
−r
dy 1−r
y + p(x)y = f (x).
dx
Example 2.4.1
Solution
Dividing by y we get
2
−2 ′ −1
y y −y = x.
dy
If we now let u = y −1
, we get du
dx
= −y
−2
dx
and substituting into 2.4.2 we get
−du
−u = x
dx
2.4.1 https://math.libretexts.org/@go/page/103474
and using the method of section 2.3 we get the solution
−x
u = −(x − 1) + ce
Figure 2.4.1 shows the direction field and some integral curves of Equation 2.4.2.
Homogeneous Equations
Definition 2.4.2
Example 2.4.2
Determine if
5 2 3
f (x, y) = x +x y
Solution
Substituting tx for x and ty for y we get
5 2 3 5 5 2 3 5
f (tx, ty) = (tx ) + (tx ) (ty ) = t (x + x y ) = t f (x, y).
2.4.2 https://math.libretexts.org/@go/page/103474
Example 2.4.3
Determine if
2 2
f (x, y) = x + xy
Solution
Substituting tx for x and ty for y we get
2 2 2 2 2 n
f (tx, ty) = (tx ) + (tx)(ty ) = t (x + tx y ) ≠ t f (x, y).
Note: For this type of differential equation, as in section 2.2, it is convenient to write first order differential equations in the form
M (x, y) dx + N (x, y) dy = 0. (2.4.3)
Definition 2.4.3
We say that a differential equation of the form M (x, y) dx + N (x, y) dy = 0 is homogeneous if M (x, y) and N (x, y) are
homogeneous functions of the same degree.
Example 2.4.4
Determine if
2 2
(x + xy)dx + y dy = 0
Solution
Substituting tx for x and ty for y in M (x, y) we get
2 2 2 2
M (tx, ty) = (tx ) + (tx)(ty) = t (x + xy) = t M (x, y)
Theorem 2.4.2
The substitution y = ux, where u is a function of x, or x = vy , where v is a function of y will make a homogeneous equation
separable.
Proof
Note: we will only prove this for the substitution y = ux and leave the substitution x = vy to the reader.
Letting
2.4.3 https://math.libretexts.org/@go/page/103474
y = ux
dy = udx + xdu.
Using the fact that both M (x, y) and N (x, y) are homogeneous of the same degree we get
n n
x M (1, u)dx + x N (1, u)[udx + xdu] = 0.
Example 2.4.5
Solve
−y/x
xdy = (y + x e )dx. (2.4.4)
First verify that M (x, y) and N (x, y) are homogeneous functions of the same degree.
Substituting y = ux into Equation 2.4.4 yields
−ux/x
x(udx + xdu) = (ux + x e )dx.
u
1
e du = dx.
x
Integrating yields e u
= ln |x| + c . Therefore u = ln(ln |x| + c) and y = ux = x ln(ln |x| + c) .
Figure 2.4.2 shows a direction field and integral curves for Equation 2.4.4.
2.4.4 https://math.libretexts.org/@go/page/103474
Figure 2.4.2 : A direction field and some integral curves for xdy = (y + xe
−y/x
)dx
Theorem 2.4.3
The substitution
u = Ax + By + C
separable.
Proof
u = Ax + By + C
Example 2.4.6
Solve
2.4.5 https://math.libretexts.org/@go/page/103474
′ 2
y = sec (y − x − 3). (2.4.6)
Solution
Letting
u = y −x −3
This is now a separable equation which can be solved using the method of section 2.1, resulting in a solution of
− cot u − u = x + c
− cot(y − x − 3) − (y − x − 3) = x + c
cot(y − x − 3) = −y + c
This page titled 2.4: Solving Differential Equations by Substitutions is shared under a CC BY-NC-SA 3.0 license and was authored, remixed,
and/or curated by William F. Trench via source content that was edited to the style and standards of the LibreTexts platform; a detailed edit history
is available upon request.
2.4: Transformation of Nonlinear Equations into Separable Equations by William F. Trench is licensed CC BY-NC-SA 3.0. Original
source: https://digitalcommons.trinity.edu/mono/9.
2.5: Exact Equations by William F. Trench is licensed CC BY-NC-SA 3.0. Original source: https://digitalcommons.trinity.edu/mono/9.
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2.4E: Solving Differential Equations by Substitution (Exercises)
Bernoulli Equations
In Exercises 1-8 solve the given equation.
1. y ′
+y = y
2
2
dy
2. 7x dx
− 2y = −
x
y
6
3. x 2 ′
y + 2y = 2 e
1/x
y
1/2
dy
4. dx
= y(x y
3
− 1)
5. (1 + x 2 ′
)y + 2xy =
1
(1+x )y
2
2 dy
6. t dt
+y
2
= ty
7. y ′
− xy = x y
3 3
dy 1+x
8. dx
−
3x
y =y
4
10. y ′
− xy = x y
3/2
, y(1) = 4
11. x y ′
+y = x y ,
4 4
y(1) = 1/2
12. y ′
− 2y = 2 y
1/2
, y(0) = 1
2 dy
13. x dx
− 2xy = 3 y ,
4
y(1) =
1
14. y ′
− 4y =
48x
y
2
, y(0) = 1
–
15. x 2 ′
y + 2xy = y ,
3
y(1) = 1/ √2
16. y ′
− y = xy
1/2
, y(0) = 4
Homogeneous Equations
In Exercises 17-24 solve the equation.
y+x
17. y ′
=
x
2
y +2xy
18. y ′
=
x
2
19. x y 3
y
′
=y
4
+x
4
y y
20. y ′
=
x
+ sec
x
21. x 2
y
′
= xy + x
2
+y
2
23. xy y ′
=x
2
+ 2y
2
2
2 2 −( y/x)
2y +x e
24. y ′
=
2xy
2 dy
26. x y dx
=y
3
−x ,
3
y(1) = 2
3 3
x +y
27. y ′
=
xy
2
, y(1) = 3
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28. xy y ′
+x
2
+y
2
= 0, y(1) = 2
y y
29. (x + y e x
)dx − x e x
dy = 0, y(1) = 0
2 2
y −3xy−5 x
30. y ′
=
x
2
, y(1) = −1
31. x 2
y
′
= 2x
2
+y
2
+ 4xy, y(1) = 1
–
32. xy y ′
= 3x
2
+ 4y ,
2
y(1) = √3
34. (y ′
x − y)(ln |y| − ln |x|) = x
3 2 2 3
y +2xy +x y+x
35. y ′
= 2
x(y+x)
2 3
xy +2 y
38. y ′
= 3
x +x y+xy
2 2
dy
39. (x 3
+ 3x y )
2
dx
=x
3 2
+ x y + 3y
3
dy
41. dx
= tan (x + y)
2
dy −−−−−−− −
42. dx
= 2 + √y − 2x + 3
dy 1−x−y
43. dx
=
x+y
dy
44. dx
= sin(x + y)
dy
45. dx
= 1 +e
y−x+5
dy 3x+2y
47. dx
=
3x+2y+2
, y(−1) = −1
This page titled 2.4E: Solving Differential Equations by Substitution (Exercises) is shared under a CC BY-NC-SA 3.0 license and was authored,
remixed, and/or curated by William F. Trench via source content that was edited to the style and standards of the LibreTexts platform; a detailed
edit history is available upon request.
2.4E: Transformation of Nonlinear Equations into Separable Equations (Exercises) by William F. Trench is licensed CC BY-NC-SA 3.0.
Original source: https://digitalcommons.trinity.edu/mono/9.
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