chapter_2
chapter_2
Methods of Solution of Differential Equations: There are various methods to solve a first order
differential equation depending on the characteristics of the equation. In this chapter, we will learn
the following methods and solve some related problems:
1
Section-2.1
x y (1 x 2 ) 1 2 1 (1 y 2 ) 1 2 1
dx dy 0 2c
1 x2 1 y2 1 2 1 1 2 1
2 x 2 y 1 x2 1 y 2 c
dx dy 0
1 x2 1 y2 This is the required solution.
2
Example-3 Solve the equation: y x 2 1 dx x y 2 1 dy 0
y2 1
Integrating on both sides, we get
x2 1
dx dy 0
x y 1 ( x 2 1)1 2 1 1 ( y 2 1)1 2 1
sec1 x sec1 y c
2 1 2 1 2 1 2 1
x2 1 y2 1
dx dy 0
x x2 1 y y2 1 x 2 1 y 2 1 sec1 x sec1 y c
d (tan 1 x) dy y tan 1 x c
1
0
tan x y
This is the desired solution.
Example-5 Solve the equation: sec x tan y dx sec y tan xdy 0
2 2
dy y 2 y 1
Example-6 Solve the equation: 0
dx x 2 x 1
Example-7 Solve the following differential equations:
dy dy
(i) ln ax by (ii) ln 3x 4 y
dx dx
dy
Example-10 Solve the equation: 1 ex y .
dx
dy dy
Example-12 Solve the equation: y x a y2
dx dx
3
dy
Example-14 Solve the equation: yx
dx
dy
yx Put y x v 2
dx
y v2 x
dv
2v 1 v
dx dy dv
2v 1
dv dx dx
2v v 1
dx
2v
dv dx
v 1
2v
v 1 dv dx
1
2 1 dv dx
v 1
2v 2ln(v 1) x C
2 y x 2ln( y x 1) x C
This is the required solution.
Example-15 Solve the following differential equations:
1 dy dy dy
(i) sin x y (ii) cos 1 x y (iii) sin( x y) cos( x y)
dx dx dx
Solution (iii) Given differential equation dv
dx
Put x y v v v
dy 2cos 2 1 tan
sin( x y) cos( x y) 2 2
dx yvx
1 2v
dv sec
1 sin v cos v
dy dv
1
dx 2
2 dv dx ; [Integrating]
dx dx v
1 tan
2
dv v v v v
1 cos v sin v 2cos2 2sin cos ln 1 tan x c
dx 2 2 2 2
dv v v v v v
2cos cos sin 2cos2 1 tan x y
dx 2 2 2 2 2 ln 1 tan xc [ v x y]
2
This is the desired solution.
dy
Example-17 Solve the equation: ( x y)2 a2
dx
dy
Example-18 Solve the equation: (2 x 3 y 5)2
dx
dy
Example-19 Solve the equation: ( x y 1) 1
dx
4
Section 2.2
Or, Let us consider an equation f ( x, y ) 0 . If the function f ( x, y ) can be expressed as f (x, y) n f ( x, y) , then the
equation is called homogeneous equation of x and y of the degree n .
x 2 3xy
Examples: f ( x, y ) is a homogeneous function of degree one in x and y , because the function can be
x 2y
expressed as f ( x, y) 1 f ( x, y) .
2.2.2 Homogeneous Differential Equations
Let us consider the differential equation of the form
M ( x, y )dx N ( x, y )dy 0 ... (1)
dy M ( x, y )
or ... (2)
dx N ( x, y )
If the functions M ( x, y ) and N ( x, y ) in equations (1) and (2), are homogeneous functions of x and y of the same
degree, then the equations are called homogeneous differential equations.
Examples: ( x 2 y 2 )dx 2 xydy 0
dy y y
and tan
dx x x
both are all homogeneous differential equations.
dy y
f ( x, y) can be expressed as a function of the ratio
Or, If the function f ( x, y ) in the differential equation only,
dx x
then the equation is said to be homogeneous. Such equations can always be transformed into separable equations by
change of the dependent variable.
dy y 4 x
Example: is a homogeneous differential equation, because the right side of the differential equation can
dx x y
y
be expressed as a function of the ratio only.
x
dy ( y / x) 4
i.e.,
dx 1 ( y / x)
Solved Problems:
dy y 4 x
Example-1 Solve the differential equation
dx x y
dy y 4 x
... (1)
dx x y
5
Dividing both the numerator and denominator of the right side of the equation (1) by x , we obtain
dy ( y / x) 4
... (2)
dx 1 ( y / x)
y
Right side of the equation (2) is a function of the ratio only, so the differential equation (1) or (2) is a homogeneous
x
differential equation.
y dy
Now, we introduce a new dependent variable v so that v , or y xv ( x ) . Then can be expressed in terms of
x dx
dv
x, v and . That is, we get
dx
dy dv
vx ... (3)
dx dx
dv y
Eliminating from (2) and (3) and replacing by v , we obtain
dx x
dv v 4
vx
dx 1 v
dv v 4
x v
dx 1 v
dv v 2 4
x ... (4)
dx 1 v
We observe that, the equation (4) is separable. Now, equation (4) can be written as
1 v dx
2 dv x
v 4
dv v dv dx
v 2 22 v2 4 x
Integrating on both sides we obtain the solution of the equation (4), v implicitly in terms of x .
1 v2 1 1
ln ln v 2 4 ln x ln C
22 v 2 2 4
1
where ln C integrating constant.
4
y
Replacing v by , we obtain
x
y
2
x y2
ln 2ln 2 4 2ln x ln C
y x
2
x
y 2x y 2 4x2
ln 2ln 2ln x ln C
y 2x x2
y 2x x4
ln 2 ln x 2C
y 2 x ( y 4 x 2 2
)
x4
x 2C
( y 2 x) ( y 2 4 x 2 )
2
x 2 C ( y 2 x) 2 ( y 2 4 x 2 )
which is the required solution of the given differential equation.
6
Example-2 Solve the Differential Equation ( x2 y 2 ) dx xy dy 0
x 4 2v
Solution Given differential equation, dx 1 4v
dv 0 [Integrating]
1 2
( x2 y 2 ) dx xy dy 0 ... (1)
1
ln x ln 2v2 1 ln C
Which is a homogeneous differential equation. 4
Let us put y vx or, dy vdx xdv , then equation (1)
4ln x ln 2v2 1 4ln C
becomes
( x2 v2 x2 ) dx vx2 (v dx x dv) 0 x 4 (2v 2 1) C 4
y2
(1 v2 ) dx v(v dx x dv) 0 x 4 2 2 1 C 4
x
(1 v2 v 2 ) dx vx dv 0
x2 ( x2 2 y 2 ) C 4
(1 2v ) dx vx dv 0
2
Which is the required solution of the given differential
dx v equation.
dv 0
x 1 2v 2
7
Example-8 Solve the equation: ( x3 y 2 x 2 y 2 )dx xy x 2 y 2 dy 0
dy y y
Example-9 Solve the equation: tan
dx x x
dy y y
Example-10 Solve the equation: sin
dx x x
y y y
Example-11 Solve the equation: x sin y cos dx x cos dy 0
x x x
Solution Given differential equation, sin v dx v cos v dx v cos v dx x cos v dv 0
y y y sin v dx x cos v dv 0
x sin y cos dx x cos dy 0 dx
x x x cot v dv 0
x
y y y
x cos dy x sin y cos dx dx
x x x cot vdv x
0 [Integrating]
dy y cos( y x) x sin( y x)
ln(sin
... (1)v ) ln x ln c
dx x cos( y x)
ln( x sin v) ln c
Which is a homogeneous differential equation.
We put y vx then dy v dx x dv y
x...sin(2)
c
Substituting these values of in equation (1), we get x
( x sin v vx cos v) dx x cos v (vdx xdv ) 0 which is the required solution.
(sin v v cos v)dx cos v(vdx xdv) 0
dy y3
Example-16 Solve the equation: x 2 xy , when y (1) 1 .
dx x
Solution Given differential equation, 1 v 1 dx
2 dv
2 v 2 v x
dy y3
x 2 xy 2 v 2 4
dx x 2 dv dv dx
x dy x y dx y3dx
3 2 v 2 v x
ln( v 2
2) 2ln v 4ln x ln c
( x 2 y y3 )dx x3dy 0 ... (1)
Which is a homogeneous differential equation. ln(v2 2) ln v2 ln x4 ln c
So we put y vx , then dy v dx x dv v2 2 v2 x4c
Substituting these values in equation (1), we get y 2 2 x 2 cx4 y 2 ..
x3 (v v3 )dx x3 (v dx x dv) 0 which is the general solution of the given differential
(v v3 )dx v dx xdv 0 equation.
To obtain particular solution, we put x 1 and y 1 in
(2v v3 )dx x dv 0
equation (2), we get 1 2 c c 1
x dv (v3 2v)dx Putting c 1 in equation (2), we obtain the particular
dv dx solution
v (v 2) x
2 x4 y 2 2 x2 y 2 0 (Ans.)
8
Section-2.3
x y 1
z 1 3 1
1 0 1 1
ln u ln( z 2 2 z 2)
2
ln ln c
x 1 and y 0
2 2 3 z 1 3 2
Example-2 Solve : (4 x y 7) dx (2 x y 1) dy
Solution Given equation is may be written as intersection point of (2) and (3), applying cross
multiplication, we get
(2 x y 3) dx ( x 2 y 3) dy 0 ... (1)
x y 1
Now we consider the lines 3 6 3 6 4 1
2x y 3 0 ... (2) x 1 and y 1
and x 2y 3 0 ... (3) We put x u 1 and y v 1 , then dx du and dy dv
Since the lines (2) and (3) are not parallel, to find the
9
Substituting these values in equation (1), we obtain 1 1 1 z 1 1
ln u ln( z 2 1) ln ln c
(2u v ) du (u 2v ) dv 0 ... (4) 2 2 2 1 z 1 4
Example-4 Solve (2 x 6 y 3) dx ( x 3 y 1) dy
dy 6 x 2 y 7
Example-5 Solve :
dx 3x y 4
dz 3z 12 2 z 7 3 x y 15ln(3 x y 19) x c [ z 3 x y ]
dx z4
2 x y 15ln(3x y 19) c (Ans.)
10
Section-2.4
Example: The differential expression y dx x dy can be written in the differential form d ( xy ) . So, the differential
expression y dx x dy is exact differential. And we can write it as y dx x dy d ( xy ) .
F F
If we put M ( x, y) and N ( x, y ) , then we obtain
x y
M ( x, y )dx N ( x, y )dy 0 as desired.
Example: The differential equation ( x y ) dx ( x y ) dy 0 is exact, because the expression on left hand side can be
1
written as exact differential d ( x 2 2 xy y 2 ) .
2
1 2 c
And its solution will be ( x 2 xy y 2 ) or, x2 2 xy y 2 c
2 2
Or, A first-order differential equation of the form
M ( x, y )dx N ( x, y )dy 0
M N
is exact. Because, if we let M 6 x y 2 and N y(2 x 3 y) 2 xy 3 y 2 then we get, 2 y and 2 y . That is
y x
M N
the desired condition is satisfied.
y x
11
M N
Theorem 2.4.1: If M , N , and are continuous functions of x and y , then a necessary and sufficient
y x
M N
condition that M ( x, y )dx N ( x, y )dy 0 be an exact equation is that .
y x
Proof : Try yourself.
Solved Problems:
Example-1 Solve the differential equation 3x( xy 2) dx ( x3 2 y) dy 0 .
M 3x( xy 2) 3x 2 y 6 x and N x3 2 y
M N
3x 2 and 3x 2
y x
M N
Since , we conclude that the differential equation is exact. And, the solution of the given differential equation
y x
is F ( x, y ) c , where
F
M 3x 2 y 6 x … (2)
x
F
and N x3 2 y … (3)
y
Integrating on both sides of (2) with respect to x , holding y constant, we get
F x3 y 3x 2 T ( y ) ... (4)
where T ( y ) is arbitrary constant.
Differentiate (4) partially with respect to y , we get
F d here no arbitrary constant needed, since the
x3 T ( y ) T ( y) 2 y
y dy solution contain one arbitrary constant c .
x3 2 y x3 T ( y) d T ( y) 2 y dy Thus the solution of the given differential
equation is x3 y 3x2 y 2 c (Ans.)
T ( y ) 2 y T ( y) y 2
On integrating, we thus obtain the solution of the given differential equation is x3 y 3x2 y 2 c . (Ans.)
Now, comparing the equation (1) with the equation M ( x, y)dx N ( x, y)dy 0 , we get
12
M 3x y 6x and N x3 2 y
2
M N
3x 2 and 3x 2
y y
M N
Since so equation (1) is exact.
y x
In this case, the general solution of the given exact differential equation is obtain from the formula given by
y 3x 2dx 6 x dx 2 y dy C
x3 y 3x2 y 2 C (Ans.)
x
Example-3 Solve : (1 e x y )dx e x y 1 dy 0
y
N 1 x 1 ex y
and e x y 0 1 e x y x C
x y y y 1y
N 1 1 x x ye x y C (Ans.)
e x y 2
x y y y
13
Section-2.5
Theorem-2.5.3: If M and N are homogeneous functions in x, y of the same degree, and if Mx Ny 0 , then
1
is an integrating factor of the differential equation M ( x, y ) dx N ( x, y ) dy 0 .
Mx Ny
Theorem-2.5.4: If the differential equation M ( x, y ) dx N ( x, y ) dy 0 can be written in the form
1
yf ( xy ) dx xg ( xy ) dy 0 , which is not exact, but Mx Ny 0 , then is an integrating factor of the differential
Mx Ny
equation.
Solved Problems:
Example-1 Solve the Differential Equation ( x 2 y 2 x) dx xy dy 0
( x 2 y 2 x) dx xy dy 0 … (1)
Now, comparing the equation (1) with the equation M ( x, y )dx N ( x, y )dy 0 , we get
M x2 y 2 x and N xy
M N
2y and y
y x
M N
Since , we conclude that the differential equation is not exact.
y x
M N
Now, we find 2y y y
y x
1 M N y 1
f ( x)
N y x xy x
1
x dx
Hence, integrating factor I .F . e
f ( x ) dx
e eln x x
Multiplying on both sides of equation (1) by the I .F . x , we get
14
( x3 xy 2 x2 ) dx x2 y dy 0 … (2)
which is, now, an exact differential equation. And, the solution of the given differential equation is F ( x, y ) c , where
F
x3 xy 2 x2 … (3)
x
F
and x2 y … (4)
y
Integrating on both sides of (3) with respect to x , holding y constant, we get
x 4 x 2 y 2 x3
F T ( y) … (5)
4 2 3
where T ( y ) is arbitrary constant.
Differentiate (5) partially with respect to y , we get
F
x 2 y T ( y )
y
x 2 y x 2 y T ( y )
T ( y ) 0
d T ( y) 0
T ( y) 0
here no arbitrary constant needed, since the solution contain one arbitrary constant c .
x 4 x 2 y 2 x3
Thus the solution of the given differential equation is c (Ans.)
4 2 3
Alternative Method: (Method of grouping)
Since, the given differential equation is exact, rearranging the terms of the equation (2), it may be written as
x3dx xy 2dx x2dx x 2 y dy 0
x4 x3 x2 y 2
d d d
3
0
4 3
x 4 x3 x 2 y 2
d 0
4 3 3
x 4 x3 x 2 y 2
On integrating, we thus obtain the solution of the given differential equation is c (Ans.)
4 3 3
M xy 2 y 2 y and N 2 xy 1
M N
2 xy 2 y 1 and 2y
y x
15
M N
Since , so the equation (1) is not exact.
y x
M N
Now, 2 xy 2 y 1 2 y
y x
M N
2 xy 1
y x
1 M N 2 xy 1
1 f ( x)
N y x 2 xy 1
I .F . e e
f ( x ) dx dx
ex
M dx N dy c
y constant ( xy y 2 y )e x dx (0) dy c
2
y 2 xe x dx y 2 e x dx y e x dx 0
y 2 xe x e x y 2e x ye x c
( xy 2 y 2 y 2 y)e x c
( xy 2 ye x ) c (Ans.)
M 12 y 4 y3 6 x 2 and N 3x(1 y 2 )
M N
12 12 y 2 and 3(1 y 2 )
y x
M N
Since , so the equation (1) is not exact.
y x
M N
Now, (12 12 y 2 ) 3(1 y 2 )
y x
M N
9(1 y 2 )
y x
1 M N 9(1 y 2 ) 3
f ( x)
N y x 3 x (1 y ) x
2
16
3
x dx 3
I.F. e e3ln x eln x x3
x4 x4 x6
12 y 4 y3 6 c
4 4 6
3x 4 y x 4 y3 x6 c (Ans.)
1 3 1 2 1
Example-4 Find integrating factor and solve y y x dx ( x xy 2 )dy 0 .
3 2 4
1 3 1 2 1
y y x dx ( x xy )dy 0
2
... (1)
3 2 4
Now, comparing the equation (1) with the equation M ( x, y )dx N ( x, y )dy 0 , we get
1 1 1
M y y3 x 2 and N ( x xy 2 )
3 2 4
M N 1
1 y 2 and (1 y 2 )
y x 4
M N 1 3
Now, (1 y 2 ) (1 y 2 ) (1 y 2 )
y x 4 4
3
(1 y 2 )
1 M N 4 3
1 f ( x)
N y x ( x xy 2 ) x
4
3
dx
I .F e
f ( x ) dx 3
e x e3ln x eln x x3
1 1 1 1
x3 y dx x3 y3dx x5dx x4dy x4 y 2dy 0
3 2 4 4
1 1 1 1
x3 y dx x 4dy x3 y 3dx x 4 y 2dy x5dx 0
4 3 4 2
17
x4 y x4 y3 x6
d d d 0
4 12 12
Integrating this both sides, we get
x4 y 1 4 3 1 6 c
x y x
4 12 12 12
3x4 y x 4 y3 x6 C (Ans.)
M 4 xy 3 y 2 x and N x( x 2 y) x2 2xy
M N
4 x 6 y and 2x 2 y
y x
M N
Since , so the equation (1) is not exact.
y x
4 x4 y 4 x3 y 2 x4 c (Ans.)
Example-6 Solve : (1 xy ) y dx (1 xy ) x dy 0
or, M y xy 2 and N x x 2 y
M N
1 2 xy and 1 2 xy
y x
M N
Since , so the equation (1) is not exact. But the equation is of the form f ( xy ) y dx g ( xy ) x dy 0 .
y x
Here, Mx Ny ( y xy 2 ) x ( x x 2 y) y
18
Mx Ny xy x 2 y 2 xy x 2 y 2
Mx Ny 2 x2 y 2 0
The integrating factor
1 1
I.F. 2 2
Mx Ny 2x y
1
Now, multiplying on both sides of (1) by , we get
2x 2 y 2
(1 xy ) y (1 xy ) x
2 2
dx dy 0
2x y 2x2 y 2
1 xy 1 xy
2 dx dy 0
2
2x y 2 xy
1 1 1 1
2 dx 2 dy 0
x y x xy y
1 dx dy
d 0
xy x y
1
ln x ln y c
xy
x 1
ln c (Ans.)
y xy
Alternative Method :
1 1 1 1
Here M and N 2
x2 y x xy y
The general solution of the given differential equation can be obtained from the formula,
y constant M dx (terms of N not constaining x) dy c
1 1 1
y constant x2 y x dx y dy c
1 dx dx dy
y x 2
c
x y
1 1
ln x ln y c
y x
x 1
ln c (Ans.)
y xy
19
Section-2.6
2. x dy y dx 1 xdy ydx y
2 d
x x 2
x
3. ydx x dy 1 ydx xdy x
d
y2 y2 y
4. x dy y dx 1 xdy ydx y
d tan 1
x y2
2
x2 y 2 x
5. x dy y dx 1 xdy ydx 1 x y
d ln
x y2
2
x2 y 2 2 x y
There are some more exact differentials which we should remember to solve in this method easily:
Differential Integrating factor Exact differential
expression
1. x dy y dx 1 dy dx y
d (ln y ln x) d ln
xy y x x
2. x dy y dx 1 xdy ydx 1 x y
d
( x y)2 x2 y 2 2 x y
3. x dy y dx 1 xdy ydx y
d sin 1
x x y 2 2
x x y 2 x 2
4. x dy y dx 1 ydx xdy 1 x y
d
( x y) 2
x y 2
2 x y
5. x dy y dx 1 dx dy
d [ln( x y )]
xy x y
6. x dy y dx 1 xdy ydx 1
2 2 2 2
d
x y x y xy
x dy y dx xdy ydx 1
7. 1
d ln x 2 y 2
x y
2 2
x y
2 2
2
8. dx dy 1 dx dy
d [ln( x y )]
x y x y
20
Solved Problems:
1 y
Example-1 Show that, f , is an integrating factor of the differential equation x dy y dx 0 .
x2 x
x dy y dx 0 ...(1)
y
f
y 1 x
Multiplying both sides of equation (1) by 2 f , we obtain
x x x2
1 y y y
f dy 2 f dx 0
x x x x
y y 1 y
f dx f dy 0 ...(2)
x2 x x x
Now, comparing the equation (1) with the equation M ( x, y )dx N ( x, y )dy 0 , we get
y y 1 y
M f and N f
x2 x x x
M 1 x y y 1 1 y y y
Then, 2 f 2 f ' 2 f 3 f '
y x y x x x x x x x
N 1 y 1 y y 1 y y y
and f f ' f f '
x x 2 x x x x 2 x 2 x x3 x
M N 1 y
We observe that, . Hence 2 f is an integrating factor of the given differential equation. [Showed]
y x x x
y dx ( x x3 y 2 )dy 0 ...(1)
Let us group the terms of like degree, we write the equation as
( y dx xdy ) x3 y 2dy 0
d ( xy ) dy
( xy)3 y
0 [Integrating both sides]
1
ln y ln c
2x2 y 2
1
ln(cy )
2x2 y 2
2 x2 y 2 ln(cy) 1 (Ans.)
21
Example-3 Solve : x dx y dy ( x 2 y 2 )dy 0
x dx y dy ( x 2 y 2 )dy 0
x dx y dy
dy 0 [Dividing both sides by x2 y 2 ]
x2 y 2
1 d ( x2 y 2 )
dy 0
2 x2 y 2
Example-4 Solve : x dy y dx x 2 y 2 dx
x dy y dx x 2 y 2 dx
xdy ydx x 2 y 2 dx
2
x x x
2
y y dx xdy ydx y
d 1 d
x x x x 2
x
d ( y x) dx
1 ( y x) 2 x
dz dx y
z
1 z 2 x x
ln z 1 z 2 ln x ln c [
dx
1 x 2
ln( x 1 x 2 )]
y 2
y
ln 1 ln cx
x x
y x2 y 2
cx
x x
y x 2 y 2 cx 2 (Ans.)
Example-5 3x 2 y dx ( y 4 x3 ) dy 0
22
3x 2 y dx ( y 4 x3 ) dy 0 ...(1)
Two terms in the coefficients of dx and dy are of degree three, and the other coefficient is not of degree three. Let us
regroup the terms to get
(3x2 y dx x3dy) y 4 dy 0
[ y d ( x3 ) x3dy] y 4 dy 0
y d ( x3 ) x 3dy
y 2 dy 0 [Dividing both sides by y 2 ]
y2
x3 vdu udv u
d y 2 dy 0 d
y v2 v
x3 y 3 C
y 3 3
3x3 y 4 C (Ans.)
y y
x cos ( y dx xdy) y sin ( xdy y dx)
x x
y y
x cos ( y dx xdy) y sin ( xdy y dx) ...(1)
x x
x dy y dx y
Since we know the exact differentials d ( xy ) ydx xdy and d , the equation (1) write in this way
x2 x
y x dy y dx 2
x d ( xy) y tan x
x x2
d ( xy ) y y
tan d [Dividing both sides by xy ]
xy x x
Integrating on both sides, we get
y
ln( xy) ln sec ln C
x
x
xy C sec (Ans.)
y
dy 2 x y 1
Example-7 Solve
dx x 2 y 3
dy 2 x y 1 d ( x2 ) d ( y 2 ) d ( xy) dx d (3 y) 0
dx x 2 y 3
d ( x2 y 2 xy x 3 y) 0
(2 x y 1)dx ( x 2 y 3) dy
Integrating on both sides, we obtain the required
2 x dx y dx dx x dy 2 y dy 3dy 0
solution x2 y 2 xy x 3 y c (Ans.)
2 x dx 2 y dy ( x dy y dx ) dx d (3 y ) 0
23
Section-2.7
Linear Differential Equations
2.7.1. Linear Differential Equations
Definition: An equation is said to be linear and of order one in the dependent variable y and independent
variable x , if it is written in the form
dy
P( x) y Q( x) … (1)
dx
dy
Or, The differential equation of the form P( x) y Q( x) is called first order linear differential equation.
dx
Example: The differential equation, 2( y 4 x2 ) dx xdy 0 is a first order linear differential equation, because
dy 2 2
it can be written in the standard form: y 8x , where x 0 ; which is of the form (1), where P( x)
dx x x
and Q( x) 8 x .
Theorem-2.7.1: The linear differential equation of order one
dy
P( x) y Q( x) …(1)
dx
where, M ( x, y ) P ( x) y Q( x) and N ( x, y ) 1
M N
P( x) and 0
y x
So, the differential equation (1) will be exact, if P( x) 0 . In this case, the differential equation reduces to a
simple separable equation.
Let us consider, P( x) 0 . In this case the equation (2) possesses an integrating factor that depends on x only
and let the integrating factor be I .F . ( x) .
Now, multiplying equation (2) by ( x ) , we get
( x)P( x) y ( x)Q( x) dx ( x)dy 0 ... (3)
By definition, ( x ) is an integrating factor of equation (3) if and only if equation (3) is exact, i.e., if it satisfy
the condition
( x) P( x) y ( x)Q( x) ( x)
y x
d
or, ( x) P( x) ( x) ... (4)
dx
In differential equation (4), P ( x ) is a known function and ( x ) is an unknown function, which we are trying
d
to determine. The differential equation (4) is separable; separating the variables, we have P( x) dx .
24
Integrating, we obtain the particular solution ln P ( x) dx or, e
P ( x ) dx
.
is ye P( x) dx e P( x) dx Q( x)dx C
P ( x ) dx P ( x ) dx
or y e Q ( x )dx C
e
Proof: Since the equation (1) is of first order linear differential equation, its integrating factor is of the form
( x) e
P ( x ) dx
.
Now, multiplying both sides of the equation (1) by e P ( x ) dx , we get
e
dy P( x) dx
P( x) y e
P( x) dx P( x) dx
e Q( x)
dx
or, e dy e P( x) y dx e
P ( x ) dx P ( x ) dx P ( x ) dx
Q( x) dx
or, d e P ( x ) dx
y e
P ( x ) dx
Q ( x ) dx
Integrating this we obtain the solution of the equation (1) in the form
e y e
P( x) dx P( x) dx
Q( x) dx C
Note: One parameter family of solutions (2) of the differential equation (1) includes all solutions of the
differential equation (1).
Note:
(i) The general solution of the linear differential equation
Solved Problems:
dy 1
Example-1 Solve the Differential Equation: (1 x2 ) y tan x .
dx
dy 1
Solution Given Differential Equation (1 x2 ) y tan x … (1)
dx
1
dy y tan x
Can be written in the standard form .
1 x 1 x
2 2
dx
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dy
which is of the form P( x) y Q( x) .
dx
1 tan 1 x
where, P( x) and Q ( x)
1 x2 1 x2
dx
1
Then equation (2) becomes
So, its integrating factor I .F . e 1 x etan x .
2
1
yetan x
ueu du
Now, multiplying both sides of equation (2) by
1 1 du
e tan x
, we get or, ye tan x
u eu du eu du du [integrating by
du
1
parts]
tan 1 x tan 1 x y e
tan x
tan 1 x 1
e dy e dx dx or, yetan x
ueu eu du
1 x 1 x
2 2
1
tan
1
x
tan 1 x or, ye tan x
ueu eu C
tan 1 x e
or, d ( ye ) dx 1
1 x eu (u 1) C
2
or, ye tan x
1 x2
For right hand side of (2), we put which is the desired solution of the given differential
1 equation.
tan 1 x u and dx du
1 x2
dy
Example-2 Solve the differential equation: (1 x2 ) 2 xy 4 x2
dx
Solution Given differential equation is Now multiplying both sides of equation (1) by
dy
dy 1 x , we get:
2
(1 x ) 2 xy 4 x2 2
(1 x2 )
2 xy 4 x2 dx
dx
(1 x )dy 2 xy dx 4 x2dx
2
dy 2x 4x2
y ... (1) d{ y(1 x2 )} 4 x2dx
dx 1 x 2
1 x2
dy d{ y(1 x
2
)} 4 x 2 dx
which is of the standard form P( x) y Q( x) ,
dx 4 c
2x 4x2 y(1 x2 ) x3
where P( x) and Q ( x ) . 3 3
1 x2 1 x2 3 y(1 x2 ) 4 x3 c (Ans.)
Integrating factor of (1) is
2x
dx 2
I.F e 1 x 2 eln(1 x )
1 x2
dy
Example-3 Solve the differential equation: cos2 x y tan x .
dx
Solution Given differential equation is
dy
cos2 x y tan x
dx
dy
y sec2 x sec2 x tan x ... (1)
dx
dy
which is of the standard form P( x) y Q( x) , where P( x) sec2 x and Q( x) sec2 x tan x
dx
Integrating factor of (1) is I. F = e e
P ( x ) dx sec2 xdx
etan x .
Now multiplying both sides of equation (1) by etan x , we get
dy
etan x yetan x sec2 x sec2 x tan x etan x
dx
d
( yetan x ) sec2 x tan x etan x
dx
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ye tan x sec2 x tan xe tan x dx c [Integrating on both sides]
tanxe tan x
d (tan x) c tan xe tan x
e tan x c
dy
Example-4 y tan x sec x 0
Solve the differential equation :
dx
dy y
Example-5 Solve the differential equation: x2
dx x
dy
Example-6 Solve the differential equation: (1 x2 ) xy 1
dx
dy
Example-7 Solve the differential equation: x 2 y ( x 2)e x
dx
Example-8 Solve the Differential Equation ydx ( xy 2 x y)dy 0
Solution Given Differential Equation Now, multiplying on both sides of equation (2) by
y2
ydx ( xy x y)dy 0
2
… (1) ye 2 , we get
can be re-written as y2 y2 y2
dx xy x y2 dx y2 1
0 ye 2 ye 2 x ye 2
dy y dy y
y2 y2 y2
dx xy 2 x y y2 1
or, 0 or, ye 2 dx ye 2 x dy ye 2 dy
dy y y
dx y 2 1 y2 y2
or, x 1 0 or, d xy e 2 d e 2
dy y
dx y 2 1
or, x 1 … (2) Integrating on both sides we obtain the desired
dy y
solution
which is standard form of a linear differential
y2 y2
equation of order one. So, its integrating factor xy e 2 e 2 C
y2
y 2 1 1 y2 y2 y2
dy y y dy ln y or, xy 1 Ce 2 (Ans.)
I .F . e y
e e 2 e 2 e ln y
ye 2
dy
Example-9 Solve the differential equation: ( x y 1) 1
dx
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Section 2.8
Bernoulli’s Differential Equation
2.8.1. Bernoulli’s Differential Equation
dy
Definition: The differential equation of the form: P( x) y Q( x) y n , is called a Bernoulli’s differential
dx
equation.
We observe that, if n 0 , the equation reduces to a first order linear differential equation. And if n 1 , then
the linear equation is a separable equation.
dy
Example: The differential equation: y xy3 is called a Bernoulli’s differential equation, where P ( x ) 1 ,
dx
Q ( x ) x and n 3 .
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Section-2.9
Riccati’s Equation
2.9.1 Riccati’s Equation
The equation
dy
A( x) y 2 B( x) y C ( x) ... (1)
dx
is called (or known as) Riccati’s differential equation.
Theorem-2.9.1: Show that if A( x) 0 for all x , then equation (1) is a linear differential equation, whereas
if C ( x) 0 for all x , then equation (1) is a Bernoulli’s differential equation.
Proof: Try yourself.
Theorem-2.9.2: Suppose that some particular solution y1 of Riccati’s equation is known, then a more general
solution containing one arbitrary constant can be obtained through the substitution:
1
y y1 ( x) ... (2)
v( x)
Then reduces (1) to a first order linear equation by v ( x ) . That is, v ( x ) satisfies the first order linear equation
dv
( B 2 Ay1)v A ... (3)
dx
Proof: Try yourself.
Solved Problems:
Example-1 Find a one-parameter family of solutions of the Riccati’s equation:
dy
(1 x) y 2 (2 x 1) y x given particular solution y1( x) 1 .
dx
Solution Given differential equation
dy
(1 x) y 2 (2 x 1) y x ... (1)
dx
Also given particular solution y1( x) 1 .
1
Now, we use substitution y y1( x)
v( x)
1 dy 1 dv
i.e., y 1 or, 2
v dx v dx
Then equation (1) becomes,
2
1 dv 1 1
2 dx
(1 x) 1 (2 x 1) 1 x
v v v
dv
(1 x)(v2 2v 1) (2 x 1)(v v2 ) xv2
dx
dv
v2 (1 x 2x 1 x) v(2 2x 2x 1) (1 x)
dx
dv
v (1 x)
dx
dv
v x 1 ... (2)
dx
Equation (2) is a first order linear differential equation.
Integrating factor of equation (2) is , I.F. e
(1)dx
ex
x
Now multiplying equation (2) by e , we obtain
dv
ex e xv e x ( x 1)
dx
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e xdv e xvdx e x ( x 1)dx
d (ve x ) e x ( x 1)dx
d
ve x ( x 1) e x dx ( x 1) e x dx dx [Integrating on both sides]
dx
ve x ( x 1)e x e x c [where c is an arbitrary constant]
x
e
( x 2)e x c
y 1
1
y 1
( x 2) e xc
Which is the required one-parameter family of solutions of the given Riccati’s equation.
Exercise:
In exercise 01-05, Verify that the given function is a particular solution of the given Riccati equation. Then
use appropriate transformation to solve the following Riccati equations:
dy
1. y 2 xy 1; given particular solution y1( x) x .
dx
dy
[Ans. y (2 ce2 x )1 x ]
2
2. 8xy 2 4x(4 x 1) y (8x3 4 x2 1) ; given particular solution y1( x) x .
dx
dy
3. y 2 2 xy x 2 1; given particular solution y1( x) x .
dx
[Ans. y (c x)1 x ]
dy y 1 1
4. y 2 2 ; given particular solution y1( x) .
dx x x x
[Ans. y 2x(c x2 )1 x1 ]
dy 2cos2 x sin 2 x y 2
5. ; given particular solution y1( x) sin x .
dx 2cos x
1
[Ans. y (c cos x sin x)1 sin x ]
2
6. The propagation of a single action in a large population (for example, drivers turning on headlights at
sunset) often depends partly on external circumstances (gathering darkness) and partly on a tendency to
imitate others who have already performed the action in question. In this case the proportion y (t ) of
people who have performed the action can be described by the equation
dy
(1 y)[ x(t ) by] ... (A)
dx
where x (t ) measures the external stimulus and b is the imitation coefficient.
(a) Observe that equation (A) is a Riccati equation and that y1(t ) 1 is one solution. Use the
1
transformation y y1(t ) , and find the linear equation satisfied by v (t ) . [Ans. v [ x (t ) b] v b ]
v(t )
(b) Find v (t ) in the case that x(t ) at , where a is a constant. Leave your answer in the form of an
integral.
[Ans. v b (t )dt c / (t ), (t ) exp[(at 2 / 2) bt ] ]
Riccati equations are named for Jacopo Francesco Riccati (1676--1754), a Venetian nobleman, who declined
university appointments in Italy, Austria, and Russia to pursue his mathematical studies privately at home.
Riccati studied these equations extensively. However, it was Euler (in 1760) who discovered the result stated
in this problem.
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