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chapter_2

Chapter Two discusses various methods for solving first order differential equations, including separable equations, homogeneous equations, and exact differential equations. It provides definitions, examples, and solutions for different types of equations, illustrating the application of these methods. The chapter aims to equip readers with techniques to tackle first order differential equations effectively.

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0% found this document useful (0 votes)
4 views

chapter_2

Chapter Two discusses various methods for solving first order differential equations, including separable equations, homogeneous equations, and exact differential equations. It provides definitions, examples, and solutions for different types of equations, illustrating the application of these methods. The chapter aims to equip readers with techniques to tackle first order differential equations effectively.

Uploaded by

aishorjoshuchi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Chapter Two

Solution of First Order Differential Equation

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:

 Variables Separable Equation


 Homogeneous Differential Equation
 Equations Reducible to Homogeneous Differential Equations
 Exact Differential Equations
 Special Types of Integrating factor
 Integrating factor by Inspection
 Linear Differential Equations
 Bernoulli’s Differential Equations
 Ricatti’s Differential Equations

1
Section-2.1

Variables Separable Equation

2.1.1 First Order Differential Equation


A differential equation of the form M ( x, y ) dx  N ( x, y ) dy  0 …(1)
where M and N both are functions of x and y , is called first order differential equation.
Example: The equation y x 2  1 dx  x y 2  1 dy  0 is a first order differential equation of the form (1).
2.1.2 Separation of Variables
Separable Equation: Equation (1) can be represented of the form
F ( x )G ( y ) dx  f ( x ) g ( y ) dy  0 …(2)
then the equation is called an equation with variables separable or simply a separable equation.
Rearranging the equation (2), we obtain
F ( x) g ( y)
dx  dy  0
f ( x) G( y)
or, A( x ) dx  B ( y ) dy  0
... (3)
The left member of (3) can be written as total differential of F , that is dF  A( x) dx  B ( y ) dy . Then the desired
solution of the equation is F ( x, y )  C , where C is a arbitrary constant.
2.1.3 Equation Reducible to Variables Separation
dy
If the differential equation is of the form  f (ax  by  c) , then it can be reduced to an equation in which variables
dx
can be separated by the method of substitution. i.e., using substitution ax  by  c  z .
dy 1  dz 
Given differential equation:  f (ax  by  c) ... (4)   a   f ( z)
dx b  dx 
dy dz dz
We put ax  by  c  z then a  b  
 a  bf ( z )
dx dx dx
dy dz
 b  a 
dz
 dx
dx dx a  bf ( z )
dy 1  dz  The above equation is in the form of variables separated.
   a  ... (5)
dx b  dx  Now, the solution will obtained by integrating.
From (4) and (5), we obtain
Solved Problems:
dy 1  y2
Example-1 Solve the equation:  0
dx 1  x2
dx dx
Solution Given differential equation   C ; [Integrating]
1 x 2
1  y2
dy 1 y 2
 0
dx 1  x2  sin 1 x  sin 1 y  C
dx dy Which is the desired solution.
  0
1 x 2
1  y2

Example-2 Solve the equation: x 1  y 2 dx  y 1  x 2 dy  0

Solution Given differential equation, d (1  x 2 ) d (1  y 2 )


  0 ; [Integrating]
x 1  y dx  y 1  x dy  0
2 2 1  x2 1  y2

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

Solution Given differential equation 1 1


d ( x 2  1) d ( y 2  1)
2 2 dx dy
   
y x 2  1 dx  x y 2  1 dy  0 x 1
2
y 1
2
x x 1 y y2 1
2

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
   sec1 x  sec1 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  sec1 x  sec1 y  c

x dx dy y This is the desired solution.


 dx    dy  0
x2  1 x x2  1 y y2 1 y2 1

Example-4 Solve the equation: y dx  (1  x2 ) tan 1 x dy  0

Solution Given differential equation, d (tan 1 x ) dy


 1
 c
tan x y
y dx  (1  x 2 ) tan 1 x dy  0
 ln tan 1 x  ln y  ln c
dx 1
  dy  0
1
(1  x ) tan x y
2
 ln( y tan 1 x)  ln 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 

Example-8 Solve the equation: x(e y  4)dx  e x  y dy  0 .

Example-9 Solve the equation: (e x  1) y dy  ( y  1)e x dx.

dy
Example-10 Solve the equation:  1  ex y .
dx

Example-11 Solve the equation: x y dx  (1  y ) 1  x dy  0 .

dy  dy 
Example-12 Solve the equation: y  x  a  y2  
dx  dx 

Example-13 Solve the equation: y (1  xy ) dx  x (1  xy ) dy  0

Solution Given differential equation,  dx dy  


1
 ln x  ln y  c
 d ( xy )  x 2 y 2   0
 x y  xy
y (1  xy ) dx  x (1  xy ) dy  0
 dx dy  x 1
 ydx  xdy  xy ( ydx  xdy )  0 d ( xy )  ln   c
   0 y xy
( xy ) 2  x y 
which is the desired solution.
Integrating on both sides, we get

3
dy
Example-14 Solve the equation:  yx
dx

Solution Given differential equation

dy
 yx 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  yvx
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  xc [ 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

Example-20 Solve the equation: ( x  y  1)dx  (2 x  2 y  1)dy  0

4
Section 2.2

Homogeneous Differential Equations

2.2.1 Homogeneous Equations


Polynomial in which all terms are of the same degree, such as
x3  3x2 y  xy 2  y3 , x3  y3 , x 4 y  5x 2 y3  xy 4

are called homogeneous polynomials.


Definition: An equation in which sum of the powers of the variables in every terms are equal, then the equation is
called homogeneous equation.
Examples: x3  3x2 y  xy 2  y3  0 , x3  y3  0 , x4 y  5x2 y3  xy 4  0 are all homogeneous equations.

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

Solution Given differential equation,

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
vx ... (3)
dx dx
dv y
Eliminating from (2) and (3) and replacing by v , we obtain
dx x
dv v  4
vx 
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 v2 1 1
ln  ln v 2  4  ln x  ln C
22 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

Example-3 Solve the equation: ( x2  y 2 )dx  2 xydy  0

Solution Given differential equation, 


dx

2v
dv  0 y 2  x2
 c
x 1  v2 x
( x 2  y 2 )dx  2 xydy  0 ... (1)

2v
dv 
dx
0  y 2  x 2  cx
which is a homogeneous differential equation. v 1
2 x which is the desired
We put y  vx then dy  v dx  x dv ... (2) Integrating on both sides, we get solution.
Substituting these values in equation (1), we get 2vdv dx
 v2  1   x
0
( x2  v2 x2 )dx  2vx2 (vdx  xdv)  0
 ln(v 2  1)  ln x  ln c
 (1  v2 )dx  2v(v dx  x dv)  0
 ln(v2  1) x  ln c
 (1  v2  2v2 )dx  2vx dv  0
 y2 
 (1  v2 )dx  2vx dv  0   2  1 x  c
x 
 
Example-4 Solve the equation: ( x  y )dy  ( x  y )dx  0

Example-5 Solve the equation: ( x 2  xy  y 2 )dx  xydy

Example-6 Solve the equation: xdy  ydx  x 2  y 2 dx

Example-7 Solve the equation: 2 xdy  2 ydx  x 2  4 y 2 dx  0


Integrating on both sides, we get
Solution Given differential equation, y 1 y2
2dv dx     cx
2 xdy  2 ydx  x 2  4 y 2 dx  0 ... (1)  1  4v 2

x
x 4 x2
Which is a homogeneous differential equation. y x2  4 y 2
2dv dx    cx
We put y  vx, then dy  dvx  xdv   x 4x2
2 (1 2)  v
2 2 x
Substituting these values in equation (1), we get y x2  4 y 2
 2     cx
1
 2vx dx  2 x 2 dv  2vx dx  x 1  4v 2 dx  0  ln  v     v 2   ln x  ln c x 2x
 2 
   2 y  x 2  4 y 2  2cx 2
 2 x 2 dv  x 1  4v 2 dx  0
 1 2 which is the required

2dv

dx  ln  v   v   ln cx solution.
 4 
1  4v 2 x

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

Example-12 Solve the equation: ye x y dx  ( y  xe x y )dy  0

Example-13 Solve the equation: (1  e x y )dx  (1  x y)e x y dy  0

Example-14 Solve the equation: ( x3  3xy 2 )dx  ( y3  3x2 y)dy  0

Example-15 Solve the equation: ( x2  y 2 ) dy  2 x( x  y)dx  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.)

Example-17 Solve the equation: ( y  x 2  y 2 )dx  xdy  0, when y (1)  0 .

8
Section-2.3

Equations Reducible to Homogeneous Differential Equations


Solved Problems:
dy 2 x  y  2
Example-1 
dx 3x  y  3

Given equation is may be written as du (3  z )


Solution   dz  0
u (2  2 z  z 2 )
(2 x  y  2)dx  (3x  y  3)dy  0 ... (1)
du ( z  3)dz
Now we consider the lines   0
u z 2  2z  2
2x  y  2  0 ... (2)
1 
and 3x  y  3  0 ... (3)  (2 z  2)  2  dz
du  2  0
 
Since the lines (2) and (3) are not parallel, to find the u z2  2z  2
intersection point of (2) and (3), applying cross du 1 (2 z  2)dz dz
u 2  z 2  2z  2
multiplication, we get    2 2 0
z  2z  2
x y 1
  du 1 (2 z  2)dz dz
3  2 6  6 2  3    2  2 0
u 2 z  2z  2 ( z  1)  ( 3) 2
2

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

We put x  u  1 and y  v  0 , then dx  du and dy  dv 2  z 1 3 


 ln u 2  ln( z 2  2 z  2)  ln  c
3  z  1  3 
Substituting these values in equation (1), we obtain
(2u  v) du  (3u  v)dv  0 ... (4)  v 2 2v  2  v u 1 3 
 ln  2   2  u 2  ln  c
Equation (4) is a homogeneous differential equation. So,
u
 u 
 3  v u  1  3 
we let v  uz , then dv  udz  zdu . Putting these values
2   v  (1  3)u 
in equation (4), we get

 ln v 2  2uv  2u 2   ln 

c
(2u  uz )du  (3u  uz )(udz  zdu )  0 3   v  (1  3)u 

 (2  z ) du  (3  z )(udz  zdu )  0 Since x  u  1 and y  v  0 , so putting u  x  1 and


v  y in the above equation, we obtain the general
 (2  z  3z  z 2 )du  (3  z)udz  0 solution
 (2  2 z  z 2 )du  (3  z)udz 2   y  (1  3)( x  1) 
 
ln y 2  2( x  1) y  2( x  1)2  ln 
3    

c

 y (1 3)( x 1) 

Example-2 Solve : (4 x  y  7) dx  (2 x  y  1) dy

Example-3 Solve (2 x  y  3)dx  ( x  2 y  3) 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

Equation (4) is a homogeneous differential equation. So,   z  1 


 ln u 4  ( z  1)2 ( z  1) 2     ln c
we let v  uz , then dv  udz  zdu . Putting these values   z  1 
in equation (4), we get
(2u  uz ) du  (u  2uz )(udz  zdu )  0  u 4 ( z  1)( z  1)3  c
3
 (2  z )du  (1  2 z )(udz  zdu )  0 v  v   v
 u 4   1  1  c  z  
u  u   u
 (2  z  z  2 z 2 )du  (1  2 z )udz  0
  u  v  v  u 3  c
 (2  2 z )du  (1  2 z)udz
2

Since x  u  1 and y  v  1 , so putting u  x  1 and


du (2 z  1)
  dz  0 v  y  1 in the above equation, we obtain the general
u 2( z 2  1)
solution: ( x  1  y  1)( y  1  x  1)3  c
du 1 2 zdv 1 dv
 u 
2  z2 1 2  z2 1
 0  ( x  y  2)( y  x)3  c (Ans.)

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

Given differential equation is dz z  19


Solution  
dx z  4
dy 2(3x  y )  7
 ... (1) ( z  4)
dx 3x  y  4  dz  dx
( z  19)
dy dz dy dz
We put 3x  y  z then 3  
dx dx
or,
dx
 3  ... (2)
dx 
 z  19   15 dz  dx
z  19
Putting these values in equation (2), we get
dz 2 z  7  15 
3 
 1   dz  dx
 z  19 
dx z  4
2 z  7 dz Integrating both sides, we get
 3 
z  4 dx z  15ln( z  19)  x  c

dz 3z  12  2 z  7  3 x  y  15ln(3 x  y  19)  x  c [ z  3 x  y ]
 
dx z4
 2 x  y  15ln(3x  y  19)  c (Ans.)

Example-6 (2 x  y  3)dy  (2 x  y  5)dx

Example-7 (2 x  y  1)dx  (4 x  2 y  1)dy  0

10
Section-2.4

Exact Differential Equations


2.4.1 Exact Differential
Let us consider a differential expression M ( x, y )dx  N ( x, y )dy . If the expression can be written in the differential form
dF ( x, y ) , then the expression M ( x, y )dx  N ( x, y )dy is called exact differential.

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 ) .

2.4.2 Exact Differential Equation


A first-order differential equation of the form
M ( x, y )dx  N ( x, y )dy  0 ... (1)
is said to be an exact differential equation if the expression on the left-hand side is an exact differential.
In case of exact differential equation, if there is any function F ( x, y ) can be found that has for its total differential the
expression M ( x, y ) dx  N ( x, y ) dy ; that is
dF ( x, y )  M ( x, y )dx  N ( x, y ) dy ... (2)

Then certainly, F ( x, y )  c ... (3)


is a set of solutions of (1).
Because, from (3), it follows that
dF ( x, y )  0

From calculus, we obtain


F F
dx  dy  0
x y

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

is said to be an exact differential equation if the condition


M N
 is satisfied.
y x
Example: The differential equation
(6 x  y 2 ) dx  y (2 x  3 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 .

Solution Given differential equation

3x( xy  2) dx  ( x3  2 y ) dy  0 ... (1)


Now, comparing the equation (1) with the equation M ( x, y )dx  N ( x, y )dy  0 , we get

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

Alternative Method: (Method of grouping)


Since, the given differential equation is exact, rearranging the terms of the equation (1), it may be written as
3x 2 y dx  6 x dx  x3dy  2 ydy  0  d ( x3 y )  d (3x2 )  d ( y 2 )  0

 (3x2 y dx  x3dy)  6 x dx  2 ydy  0  d ( x3 y  3 x 2  y 2 )  0

On integrating, we thus obtain the solution of the given differential equation is x3 y  3x2  y 2  c . (Ans.)

Example-2 Solve 3x( xy  2)dx  ( x3  2 y)dy  0

Solution Given equation is

3x( xy  2)dx  ( x3  2 y)dy  0 ... (1)

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 constant Mdx   (terms of N not constaining x) dy  C

 y constant (3x y  6 x)dx   2 y dy  C


2

 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

Solution Given differential equation is N  xe x y


 
x y2
 x
(1  e x y )dx  e x y  1   dy  0 ... (1)
 y M N
Since  , so the equation (1) is exact.
y x
Now, comparing the equation (1) with the equation
M ( x, y)dx  N ( x, y)dy  0 , we get In this case, the general solution of the given exact
differential equation is obtain from the formula given by
 x
M  1  ex y
and N  e x y  1  
 y
y constant Mdx   (terms of N not constaining x) dy  C
M  x  M xe x y
  e x y  2    2
y y  y constant (1  e ) dx   (0) dy  C
x y
y  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

Special Types of Integrating Factor


2.5.1. Integrating Factor
Definition: If the differential equation
M ( x, y ) dx  N ( x, y ) dy  0 … (1)
is not exact in a particular domain, but after multiplying the equation by a factor ( x, y ) the reduce equation
( x, y )  M ( x, y ) dx  ( x, y )  N ( x, y ) dy  0 … (2)
becomes exact in that domain, then the factor ( x, y ) is called integrating factor.
Theorem-2.5.1: Suppose the differential equation of the form M ( x, y ) dx  N ( x, y ) dy  0 is not exact. If
1  M N   f ( x ) dx is an integrating factor of the differential equation.
    f ( x ) , a function of x only, then e
N  y x 

Theorem-2.5.2: Suppose the differential equation of the form M ( x, y ) dx  N ( x, y ) dy  0 is not exact. If


1  M N    g ( y ) dy
    g ( y ) , a function of y only, then e is an integrating factor of the differential equation.
M  y x 

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

Solution Given Differential Equation

( 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

 x3dx  x2dx  {xy 2dx  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

Example-2 Solve:  y 2  x  1  y  dx  (2xy  1)dy  0


 

Solution Given differential equation is

 y 2  x  1  y  dx  (2xy  1)dy  0 ... (1)


 
Now, comparing the equation (1) with the equation M ( x, y )dx  N ( x, y )dy  0 , we get

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

Multiplying both sides of (1) by e x , we get


( xy 2  y 2  y)e xdx  (2 xy  1)e xdy  0 ... (2)
Equation (2) is now exact,
Here, M   ( xy 2  y 2  y)e x and N   (2 xy  1)e x

  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  x  e xdx  1.e xdx   y 2e x  ye x  c


 

 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.)

Example-3 Solve : (12 y  4 y3  6 x2 )dx  3( x  xy 2 )dy  0

Solution Given differential equation is

(12 y  4 y3  6 x2 )dx  3( x  xy 2 )dy  0 ... (1)


Now, comparing the equation (1) with the equation M ( x, y )dx  N ( x, y )dy  0 , we get

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

Multiplying both sides of (1) by x3 , we get


(12 y  4 y3  6 x2 ) x3dx  3( x  xy 2 ) x3dy  0

 (12 x3 y  4 x3 y3  6 x5 )dx  3( x 4  x 4 y 2 )dy  0 ... (2)


Now equation (1) is exact.
Here M   12 x3 y  4 x3 y3  6 x5 and N   3( x 4  x 4 y 2 )

 y constant M dx   (terms of N not constaining x) dy  c


 y constant (12x y  4 x3 y3  6 x5 )dx   (0) dy  c
3

 12 y  x3dx  4 y 3  x3dx  6 x5dx  c

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

Solution Given differential equation is

 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

Multiplying both sides of (1) by x3 , we get


 1 1  1
  x3 y  x3 y 3  x5  dx  (1  y 2 ) x 4dy  0
 3 2  4

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.)

Example-5 Find an integrating factor to solve (4 xy  3 y 2  x)dx  x( x  2 y)dy  0 .

Solution Given differential equation is

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


Now, comparing the equation (1) with the equation M ( x, y )dx  N ( x, y )dy  0 , we get

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

M N 4 x3 ydx  3x2 y 2dx  x3dx  x 4dy  2x3 y dy  0


Now,   4 x  6 y  2 x  2 y  2 x  4 y  2( x  2 y)
y x

1  M N  2( x  2 y ) 2 (4 x y dx  x4dy)  (3x2 y 2dx  2 x3 y dy)  x3dx  0
3
      f ( x)
N  y x  x( x  2 y ) x
 x4 
d ( x 4 y )  d ( x3 y 2 )  d    0
2
 dx  4 
 
2
 I.F. e x  e2ln x  eln x  x 2 (Ans.)

Now multiplying both sides of (1) by x2 , we get  x4 


 d  x 4 y  x3 y 2    0
 4 
(4 x3 y  3x2 y 2  x3 )dx  ( x 4  2 x3 y)dy  0  (2)
...
x4 c
Which is now exact equation. Rearranging the terms of  x 4 y  x3 y 2  
(2), we get 4 4

 4 x4 y  4 x3 y 2  x4  c (Ans.)

Example-6 Solve : (1  xy ) y dx  (1  xy ) x dy  0

Solution Given differential equation is


(1  xy ) ydx  (1  xy ) xdy  0 ...(1)
Now, comparing the equation (1) with the equation M ( x, y )dx  N ( x, y )dy  0 , we get
M  (1  xy ) y and N  (1  xy ) x

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

which is an exact differential equation


Now applying grouping method, we obtain
 1 1  dx dy
 2 dx  2 dy    0
x y xy  x 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

Integrating factor by Inspection

2.6.1 Method of Inspection


In this section, we are concerned with equations that are simple enough to enable us to find integrating factors by
inspection. The ability to do this depends largely upon recognition of certain common exact differentials and upon
experience.
2.6.2 List of Some Important Exact Differentials
Below are five exact differentials that occur frequently:
Differential Integrating factor Exact differential
expression
1. x dy  y dx 1 x dy  y dx  d ( xy )

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

Solution Given differential equation is

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

Example-2 Solve the differential equation y dx  ( x  x3 y 2 )dy  0

Solution Given differential equation

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)  x3 y 2dy  0 [ ydx  xdy  d ( xy ) ]

Dividing both sides by x3 y 3 , we obtain the equation


d ( xy ) dy
 3
 0
( xy ) y

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

Solution Given differential equation is

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

Integrating on both sides, we get


1 c
ln( x2  y 2 )  y 
2 2
 ln( x2  y 2 )  2 y  c
which is the required solution.

Example-4 Solve : x dy  y dx  x 2  y 2 dx

Solution Given differential equation,

x dy  y dx  x 2  y 2 dx

Dividing both sides by x2 , we get

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

Integrating this we get


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

Solution Given differential equation,

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.)

Example-6 Solve the differential equation

y y
x cos ( y dx  xdy)  y sin ( xdy  y dx)
x x

Solution Given differential equation

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

Solution Given differential equation,

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

has an integrating factor of the form e P ( x ) dx .


Proof: The differential equation (1) can be written as
P( x) y  Q( x) dx  dy  0 …(2)
The differential equation (2) is of the form
M ( x, y )dx  N ( x, y )dy  0

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
.

Note: (i) The linear differential equation of order one dy  P( x) y  Q( x)


dx
e
P ( x ) dx
has an integrating factor of the form .
(ii) The linear differential equation of order one dx  P( y) x  Q( y)
dy
e
P ( y ) dy
has an integrating factor of the form .
Theorem-2.7.2: A one-parameter family of solutions of the equation
dy
 P( x) y  Q( x) ... (1)
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

or, y  e P( x) dx   e P( x) dxQ( x) dx  C [Proved] ... (2)

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

 xP( y )  Q( y) is xe   Q( y)e


dx P ( y ) dy p ( y ) dy
c.
dy

 P( y ) x  0 and its general solution is x  ce 


dx  P ( y ) dy
(ii) If, Q ( y )  0 then .
dy

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

25
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

Integrating on both sides we obtain 1 1


or, ye tan x
 e tan x
(tan 1 x  1)  C
tan 1 x 1
1 e  tan x
ye tan x
 dx ... (2)  y  (tan 1 x  1)  Ce tan x
1

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

26
 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

 y  e tan x (tan xetan x  etan x )  ce tan x  tan x  1  ce tan x


which is the required solution.

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

Example-10 Solve the differential equation: (1  y 2 )dx  (tan 1 y  x)dx .

27
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 .

2.8.2. Solution of Bernoulli’s Differential Equation


Theorem-2.5.3: Let us consider n  0,1 . Then the transformation v  y1n reduces the Bernoulli’s differential
equation to a linear equation in v .
Proof: Bernoulli’s differential equation is 1 dv
 P ( x )v  Q ( x )
dy (1  n) dx
 P( x) y  Q( x) y n ... (1)
dx dv
or  (n  1) P( x)v  (n  1)Q( x)
Dividing both sides by y n , we get dx
dy Letting P1( x)  (n 1)P( x) and Q1( x)  (n 1)Q( x) , then
y n   y1n  P( x)  Q( x) ... (2)
dx the above equation becomes
dv dy dv
If we put v  y1n and  (1  n) y n or,  P1( x)v  Q1( x)
dx dx dx
dy 1 dv which is a first order linear differential equation in
y n  , then equation (2) reduces to
dx (1  n) dx v.

Theorem-2.7.4: A one-parameter family of solutions of the Bernoulli’s differential equation:


dy
 P( x) y  Q( x) y n ... (1)
dx

is ve (n1) P( x) dx  (n  1) e (n1) P( x) dx  Q( x)dx  C ... (2)


Solved Problems:
dy
Example-1 Solve the Differential Equation  y  y 2e x .
dx
Solution Given Differential Equation integrating factor
I .F .  e
( 1) dx
dy  e x
 y  y 2e x
dx Now, multiplying both sides of (2) by e x , we get
is a Bernoulli’s differential equation. Dividing both dz
e x ze x  e x  e x
sides by y 2 , we get dx
1 dy 1  e xdz  ze xdx  1
  ex ... (1)
y 2 dx y  d ( ze x )  1
1 1 dy dz 1 dy dz  ze x   x  c [Integrating]
We put  z , then  2  or, 2  
y y dx dx y dx dx 1 1
  (c  x)e x [ z ]
Putting these values in equation (1), we get y y
dz
  z  ex  (c  x) ye x  1
dx which is the desired solution of the given differential
dz equation.
or,  z  e x ... (2)
dx
28
dy
Example-2 Solve :  y  y2 ex .
dx
Solution Given equation is its integrating factor
dy I.F.  e 1dx  e x
 y  y2 ex
dx Multiplying both sides of (2) by e x we get
is a Bernoulli’s differential equation. Dividing both d
[ze x  e x  e x
sides by y 2 , we get dx
d
1 dy 1
  ex ... (1)  [ ze x ]  1
dx
y 2 dx y
Integrating both sides w. r. to x , we get
1 1 dy dz
We put  z then 2  ... (2) ze x   x  c
y y dx dx
1
Putting these values in equation (1), we get   e x   x  c
y
dz
  z  ex 1
dx  xc
dz ye x
  z  e x ... (3)
dx  1  xye x  cye x (Ans.)
which is a first order linear differential equation and
dy y y 2
Example-3  
Solve :
dx x x 2
dy 1
Example-4 Solve:  sin 2 y  x3 cos2 y
dx x
Solution Given differential equation is its integrating factor
2
dy 1  dx 2
 sin 2 y  x3 cos2 y I.F.  e x  e2ln x  eln x  x2
dx x Multiplying both sides of (2) by x2 , we get
is a Bernoulli’s differential equation. Dividing both dz
sides by cos 2 y , we get x2  2 zx  x5
dx
1 dy 1 2sin y cos y
  x3  x2dz  2 zx dx  x5dx
2
cos y dx x cos 2 y
 d ( zx2 )  x5dx
dy 2tan y
 sec y  2
 x3 ... (1) Integrating both sides w. r. to x , we get
dx x
x6 c
dy dz
We put tan y  z then sec2 y  zx 2  
dx dx 6 6
Putting these values in equation (1), we get x6 c
 x 2 tan y  
dz 2 z 6 6
  x3 ... (2)
dx x  6 x2 tan y  x6  c (Ans.)
which is a first order linear differential equation and

29
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

30
 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  ce2 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  x1 ]
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.

31

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