Differential Equations

Introduction:

An equation involving one or more derivatives of an unknown function is called a differential

equation. Differential equations arise in many physical phenomena and mathematical analysis
of any engineering problems.

A mathematician is interested in proving that a given differential equation possesses a solution;

hence one can obtain the solution and deduce a few properties of that solution. A physicist or
an engineer on the other hand is usually interested in the specific expression of the solution.
The usual compromise is to find the solution.

Fundamental definitions:

An ordinary differential equation is an equation which involves ordinary derivatives of an

unknown function 𝑦 of 𝑎 𝑠𝑖𝑛𝑔𝑙𝑒 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑥.

Ordinary differential equations (ODEs) arise in many different contexts throughout

mathematics and science (social and natural) one way or another, because when describing
changes mathematically, the most accurate way uses differentials and derivatives (related,
though not quite the same). Since various differentials, derivatives, and functions become
inevitably related to each other via equations, a differential equation is the result, describing
dynamical phenomena, evolution, and variation. Often, quantities are defined as the rate of
change of other quantities (time derivatives), or gradients of quantities, which is how they enter
differential equations.

Specific mathematical fields include geometry and analytical mechanics. Scientific fields
include much of physics and astronomy (celestial mechanics), geology (weather modeling),
chemistry (reaction rates),[1] biology (infectious diseases, genetic variation), ecology and
population modeling (population competition), economics (stock trends, interest rates and the
market equilibrium price changes).

Many mathematicians have studied differential equations and contributed to the field, including
Newton, Leibniz, the Bernoulli family, Riccati, Clairaut, d'Alembert, and Euler.

A simple example is Newton's second law of motion — the relationship between the
displacement x and the time t of the object under the force F, which leads to the differential
equation.

Example:

𝑖) 𝑦 ′ = 3𝑥 3 + 𝑦

𝑖𝑖) 3(𝑦 ′′ )5 + (𝑦 ′ )2 = sec 𝑥

A partial differential equation is an equation which involves partial derivatives of unknown

functions of two or more independent variables.
 𝜕2𝑢 𝜕2𝑢
𝑖) + 𝜕𝑦 2 = 0
𝜕𝑥 2

𝜕𝑢 𝜕2𝑢
𝑖𝑖) =𝑐
𝜕𝑡 𝜕𝑥 2

Here, we consider only ordinary differential equations.

The order of a differential equation is the order of the highest derivative occurring in it.

The degree of a differential equation is the power of the highest derivative exists in the
equation, provided the equation is free of radicals and terms with fractional degree.

The order and degree of the differential equations in the above examples are respectively

𝑖) 2; 1

𝑖𝑖) 2; 1

A differential equation is said to be linear if it is a linear function of the dependent variable

and its derivatives, i.e., it is of degree one in the dependent variable y and its derivatives.

The general linear differential equation of order n is of the form

𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑦
𝑏0 (𝑥) 𝑛
+ 𝑏1 (𝑥) 𝑛−1
+ ⋯ . . +𝑏𝑛−1 (𝑥) + 𝑏𝑛 (𝑥)𝑦 = 𝑅(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥
Where b0, b1,…., bn, and R(x) are functions of x alone.

A solution of a differential equation is a relation between the dependent and independent

variables, having derivative of order equal to order of the differential equation which is also
free of the derivatives and satisfying the given differential equation.

For example,
𝑑𝑦
1). The solution of − 2𝑦 = 0 is 𝑦 = 𝑒 2𝑥
𝑑𝑥

𝑑
Since 𝑑𝑥 (𝑒 2𝑥 ) − 2(𝑒 2𝑥 ) = 2𝑒 2𝑥 − 2𝑒 2𝑥 = 0.

This solution is a particular solution. The expression 𝑦 = 𝑐𝑒 2𝑥 also satisfies the equation and
it is the general solution of this equation, for any arbitrary c.

d2y dy
2) Consider the differential equation 2
−3 + 2y = 0 .
dx dx

dy d2y
Let y = e2x, then = 2e2 x and 2 = 4e2 x .
dx dx
 d2y dy
Hence 2
− 3 + 2 y = 0 implying that y = e2x is a solution of the given differential equation.
dx dx

Also y = ex is a solution. These two solutions are particular solutions of the given equation.
Note that y = C1 e2x+ C2 ex is also a solution , where C1and C2 are arbitrary constants. This
solution is called the general solution of the given differential equation , which is the linear
comination of all possible linearly independent solutions.

Note:

A differential equation together with an initial condition is called an Initial Value problem.
The initial condition is used to determine the value of the arbitrary constants in the general
solution.

Formulation of differential equations by eliminating arbitrary constants:

In practice, differential equations arise in many ways, one of which is useful in that it gives us
a feeling for the kinds of solutions to be expected. In this section we start with the relation
involving arbitrary constants, and, by elimination of those arbitrary constants obtain a
differential equation which is consistent with the original relation. In other words we will obtain
a differential equation for which the given relation is the general solution.

Methods for elimination of arbitrary constants vary the way in which the constants enter the
given relation. Since each differentiation yields a new relation, the number of derivatives that
needs to used is same as that of the number of arbitrary constants to be eliminated. Thus in
eliminating arbitrary constants from a relation we obtain a differential equation that is

(i) Of order equal to the number of arbitrary constants in the equation.

(ii) Consistent with relation.
(iii) Free from arbitrary constants.

Example (a): Eliminate the arbitrary constants c1 and c2 from the relation
y = c1e−2 x + c2e3 x . − − − − − −(1)

Since two constants are to be eliminated, obtain the two derivatives,

y = −2c1e−2 x + 3c2e3 x , − − − − − − − − (2)

y = 4c1e−2 x + 9c2e3 x . − − − − − − − −(3)

The elimination of c1 from equations (2) and (3) yields

y + 2 y = 15c2e3 x ;
the elimination of c1 from equations (1) and (2) yields

y + 2 y ' = 5c2e3 x .

Hence y + 2 y = 3( y + 2 y),or y − y − 6 y = 0.

Another method for obtaining the differential equation in this example proceeds as follows.
We know from a theorem in elementary algebra that the equations (1), (2), and (3) considered
as equations in the two unknowns c1 and c2 can have solutions only if

−y e−2 x e3 x
− y −2e−2 x 3e3 x = 0. − − − − − − − (4)
− y 4e−2 x 9e3 x

-2x 3x
Since e and e cannot be zero, equation (4) may be rewritten, with the factors e-2x and e3x
removed, as

y 1 1
y −2 3 = 0 from which the differential equation y − y − 6 y = 0 follows
y 4 9
immediately.

This latter method has the advantage of making it easy to see that the elimination of the
from a relation of the form y = c1e + c2em2 x + ... + cnemn x will
m1x
constants c1 ,c2 ,..., cn
always lead to a differential equation

dny d n−1 y
a0 n + a1 n−1 + ... + an y = 0, in which the coefficients a0 , a1 ,..., an are constants. The
dx dx
study of such differential equations will receive much of our attention.

a from the equation ( x − a) + y = a .

2 2 2
Example (b): Eliminate the constant

Direct differentiation of the relation yields 2( x − a) + 2 yy = 0, from which a = x + yy.

Therefore, using the original equation, we find that y = x + 2 xyy, which may be written
2 2

in the form ( x − y )dx + 2 xydy = 0.

2 2

Another method will be used in this example as an illustration of a device which is frequently
helpful. The method is based upon the isolation of an arbitrary constant.
 x2 + y 2
The equation ( x − a) 2 + y 2 = a 2 may be put in the form = 2a.
x
Then differentiation of both members leads to

x(2 xdx + 2 ydy ) − ( x 2 + y 2 )dx

= 0, or ( x − y )dx + 2 xydy = 0, as desired.
2 2
2
x

Example (c): Eliminate B and  from the relation x = B cos(t +  ),- - - - - - - - (5) in
which  is a parameter (not to be eliminated).

First we obtain two derivatives of x with respect to t:

dx
= − B sin(t +  ), − − − − − − − − − − (6)
dt
d 2x
2
= − 2 B cos(t +  ). − − − − − − − − − (7)
dt
Comparison of equations (5) and (7) show at once that

d 2x
2
+  2 x = 0.
dt

Example (d): Eliminate c from the equation cxy + c x + 4 = 0.

2

At once we get c( y + xy) + c = 0.

2

Since c  0, c = −( y + xy) and substitution into the original leads to the result

x3 ( y)2 + x 2 yy + 4 = 0.

Exercises:

In each of the following, eliminate the arbitrary constants.

1. x = c1 cos t + c2 sin t; a parameter.

2. y 2 = 4ax.
3. y = x 2 + c1e x + c2e−2 x .
4. y = Ae2 x + Bxe2 x .
5. y = c1eax cos bx + c2eax sin bx; a and b are parameters.
Differential equations of order one and degree one
In our study we initially consider only first order and first degree differential equation. Such
equations can be written in the form

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

Before discussing some of the analytic techniques for finding solutions we shall state an
important theorem concerning to the uniqueness and existence of solution.
𝑑𝑦
Consider = 𝑓(𝑥, 𝑦) (1)
𝑑𝑥

Let T denote the rectangular region defined by |𝑥 − 𝑥0 | ≤ 𝑎 and |𝑦 − 𝑦0 | ≤ 𝑏, a region with

𝜕𝑓
the point (𝑥0 , 𝑦0 ) at its centre. Suppose that 𝑓 and 𝜕𝑦 are continuous functions of 𝑥 and 𝑦 in 𝑇.

Under the conditions imposed on 𝑓(𝑥, 𝑦) above, an interval exists about 𝑥0 , |𝑥 − 𝑥0 | ≤ ℎ

and 𝑦(𝑥) satisfies the properties.

a) A solution of equation (1) in |𝑥 − 𝑥0 | ≤ ℎ

b) On the interval |𝑥 − 𝑥0 | ≤ ℎ, 𝑦(𝑥) satisfies |𝑦(𝑥) − 𝑦0 | ≤ 𝑏

c) At 𝑥 = 𝑥0 , 𝑦 = 𝑦(𝑥0 ) = 𝑦0

d) 𝑦(𝑥) is unique in |𝑥 − 𝑥0 | ≤ ℎ

satisfying the above conditions.

In rough language, the theorem states that if 𝑓(𝑥, 𝑦) is sufficiently well behaved near
the point (𝑥0 , 𝑦0 ), then the differential equation ,

𝑑𝑦
= 𝑓(𝑥, 𝑦)
𝑑𝑥
has a solution that passes through the point (𝑥0 , 𝑦0 ) and that solution is unique near (𝑥0 , 𝑦0 ).

We consider some first order differential equation in the following forms.

1. Variable Separable equations:

If the differential equation M dx + N dy = 0 is simple enough that the variables can be separated
,i.e., the equation can rewritten as 𝑀(𝑥) 𝑑𝑥 + 𝑁(𝑦) 𝑑𝑦 = 0 , where M is a function of 𝑥 alone
and N is a function of 𝑦 alone , then the solution can be obtained by direct integration.

Example:

i) 2𝑥 𝑑𝑥 + 𝑒 𝑦 𝑑𝑦 = 0. The solution is ∫ 2𝑥 𝑑𝑥 + ∫ 𝑒 𝑦 𝑑𝑦 = 𝑐
 i.e. 𝑥 2 + 𝑒 𝑦 = 𝑐, where 𝑐 is some arbitrary constanst.

ii) Consider the equation,

sec 2 𝑥 tan 𝑦 𝑑𝑥 + sec 2 𝑦 tan 𝑥 𝑑𝑦 = 0.

Here the variables are not separated but it can be reduced to that form by dividing the equation
by tan 𝑥 tan 𝑦. Then
sec2 𝑥 sec2 𝑦
𝑑𝑥 + 𝑑𝑦 = 0 where the variables are separated.
tan 𝑥 tan 𝑦

The solution is
sec2 𝑥 sec2 𝑦
∫ 𝑑𝑥 + ∫ 𝑑𝑦 = 𝑐
tan 𝑥 tan 𝑦

log tan 𝑥 + log tan 𝑦 = 𝑐

tan 𝑥 tan 𝑦 = 𝑐 ′

Remark:

From the above example it is clear that an equation of the type 𝑓1 (𝑥)𝑓2 (𝑦)𝑑𝑥 +
𝑔1 (𝑥)𝑔2 (𝑦)𝑑𝑦 = 0 can be reduced to variable separable equation.

Ex 1:

𝑆𝑜𝑙𝑣𝑒 (𝑒 𝑦 + 1) cos 𝑥 𝑑𝑥 + 𝑒 𝑦 sin 𝑥 𝑑𝑦 = 0.

Solution:
cos 𝑥 𝑒𝑦
𝑑𝑥 + 𝑒 𝑦 +1 𝑑𝑦 = 0
sin 𝑥

𝑒𝑦
The solution is ∫ cot 𝑥 𝑑𝑥 + ∫ 𝑒 𝑦 +1 𝑑𝑦 = log 𝑐

log sin 𝑥 + log(𝑒 𝑦 + 1) = log 𝑐

sin 𝑥 (𝑒 𝑦 + 1) = 𝑐

Ex 2:

𝑆𝑜𝑙𝑣𝑒 (𝑥𝑦 + 𝑥)𝑑𝑥 + (𝑥 2 𝑦 2 + 𝑥 2 + 𝑦 2 + 1)𝑑𝑦 = 0

Solution:

𝑥𝑦 + 𝑥 = 𝑥(𝑦 + 1)

𝑥 2 𝑦 2 + 𝑥 2 + 𝑦 2 + 1 = 𝑥 2 (𝑦 2 + 1) + 1(𝑦 2 + 1) = (𝑥 2 + 1)(𝑦 2 + 1)
𝑥(𝑦 + 1)𝑑𝑥 + (𝑥 2 + 1)(𝑦 2 + 1) = 0
2𝑥 2𝑦
∫ 𝑥 2 +1 𝑑𝑥 + ∫ 𝑦 2+1 𝑑𝑦 = 2 log 𝑐

log(𝑥 2 + 1) + log(𝑦 2 + 1) = 2 log 𝑐

(𝑥 2 + 1)(𝑦 2 + 1) = 𝑐 2

𝑑𝑦
Ex 3: 𝑆𝑜𝑙𝑣𝑒 = sin(𝑥 + 𝑦)
𝑑𝑥

Solution:

𝑃𝑢𝑡 𝑧 = 𝑥 + 𝑦
𝑑𝑧 𝑑𝑦
Then 𝑑𝑥 = 1 + 𝑑𝑥

𝑑𝑧
= 1 + sin 𝑧
𝑑𝑥

𝑑𝑧
= 𝑑𝑥
1+sin 𝑧

1−sin 𝑧
𝑑𝑧 = 𝑑𝑥
cos2 𝑧

Integrating,

tan 𝑧 − sec 𝑧 = 𝑥 + 𝑐

tan(𝑥 + 𝑦) − sec(𝑥 + 𝑦) = 𝑥 + 𝑐

2. Differential equations with homogenous coefficients:

𝑑𝑦 𝑓(𝑥,𝑦)
Consider the differential equation of the form = 𝜑(𝑥,𝑦) , where 𝑓(𝑥, 𝑦) and 𝜑(𝑥, 𝑦) are
𝑑𝑥
homogeneous functions of the same degree in 𝑥 and 𝑦.
𝑓(𝑥,𝑦)
To solve this equation, we note that being a homogenous equation of degree zero , is a
𝜑(𝑥,𝑦)
𝑓(𝑥,𝑦) 𝑦
function of (y/x) only. Let 𝜑(𝑥,𝑦) = 𝑔(𝑥 ). This suggests the substitution (y/x) = v or 𝑦 = 𝑣𝑥,
𝑑𝑦 𝑑𝑣 𝑑𝑦 𝑑𝑣
then 𝑑𝑥 = 𝑣 + 𝑥 𝑑𝑥 . Substituting in the given equation we get = 𝑣 + 𝑥 𝑑𝑥 = g(v)
𝑑𝑥

𝑑𝑣
or 𝑥 𝑑𝑥 = g(v) – v, which can be solved by separating the variables and integrating.

Example1:
𝑆𝑜𝑙𝑣𝑒 (2𝑥 + 𝑦)2 𝑑𝑥 = 𝑥𝑦 𝑑𝑦

Solution:
Put 𝑦 = 𝑣𝑥 then 𝑑𝑦 = 𝑣 𝑑𝑥 + 𝑥 𝑑𝑣

(2𝑥 + 𝑣𝑥)2 𝑑𝑥 = 𝑥 𝑣𝑥(𝑣 𝑑𝑥 + 𝑥 𝑑𝑣)

(2 + 𝑣)2 𝑑𝑥 = 𝑣(𝑣 𝑑𝑥 + 𝑥 𝑑𝑣)

4(1 + 𝑣) 𝑑𝑥 = 𝑣𝑥 𝑑𝑣

4 𝑣
𝑑𝑥 = 𝑑𝑣
𝑥 1+𝑣
4 log 𝑥 = 𝑣 − log(𝑣 + 1) + 𝑐
𝑦 𝑦+𝑥
4 log 𝑥 = − log ( )+𝑐
𝑥 𝑥
Example 2:

𝑆𝑜𝑙𝑣𝑒 (𝑥 2 − 𝑥𝑦 + 𝑦 2 )𝑑𝑥 − 𝑥𝑦 𝑑𝑦 = 0

Solution:

𝑃𝑢𝑡 𝑦 = 𝑣𝑥 then 𝑑𝑦 = 𝑣 𝑑𝑥 + 𝑥 𝑑𝑣

(𝑥 2 − 𝑣𝑥 2 + 𝑣 2 𝑥 2 ) 𝑑𝑥 − 𝑣𝑥 2 (𝑣 𝑑𝑥 + 𝑥 𝑑𝑣) = 0

(1 − 𝑣)𝑑𝑥 − 𝑣𝑥 𝑑𝑣 = 0

𝑑𝑥 𝑣
− 𝑑𝑣 = 0
𝑥 1−𝑣
Integrating, log 𝑥 + 𝑣 − log(1 − 𝑣) = 𝑐
𝑦 𝑦
log 𝑥 + − log (1 − ) = 𝑐
𝑥 𝑥
Remark:

It is quite immaterial whether one uses 𝑦 = 𝑣𝑥 or 𝑥 = 𝑣𝑦. However, it is sometimes easier to

solve by substituting for the variable whose differential has the simpler coefficient.

Ex 3:

𝑑𝑦 𝑦
𝑆𝑜𝑙𝑣𝑒 =
𝑑𝑥 𝑥 + √𝑥𝑦

Solution:

𝑃𝑢𝑡 𝑥 = 𝑣𝑦 𝑡ℎ𝑒𝑛 𝑑𝑥 = 𝑣 𝑑𝑦 + 𝑦 𝑑𝑣

(𝑣𝑦 + 𝑦√𝑣) 𝑑𝑦 = 𝑦(𝑣 𝑑𝑦 + 𝑦 𝑑𝑣)

 (𝑣 + √𝑣)𝑑𝑦 = 𝑣 𝑑𝑦 + 𝑦 𝑑𝑣

√𝑣𝑑𝑦 = 𝑦 𝑑𝑣

Integrating,

2√𝑣 = log 𝑦 + 𝑐

𝑥
2√ = log 𝑦 + 𝑐
𝑦

3. Differential Equations with linear coefficients:

𝑑𝑦 𝑎𝑥+𝑏𝑦+𝑐
The equations of the form 𝑑𝑥 = 𝑎′ 𝑥+𝑏′ 𝑦+𝑐 ′ can be reduced to the homogenous form.

𝑎 𝑏
Case 1: When ≠ 𝑏′
𝑎′

Putting 𝑥 = 𝑋 + ℎ and 𝑦 = 𝑌 + 𝑘, where ℎ, 𝑘 are constants so that 𝑑𝑥 = 𝑑𝑋, 𝑑𝑦 = 𝑑𝑌

𝑑𝑌 𝑎𝑋 + 𝑏𝑌 + (𝑎ℎ + 𝑏𝑘 + 𝑐)
= ′
𝑑𝑋 𝑎 𝑋 + 𝑏 ′ 𝑌 + (𝑎′ ℎ + 𝑏 ′ 𝑘 + 𝑐 ′ )

Choose ℎ, 𝑘 such that 𝑎ℎ + 𝑏𝑘 + 𝑐 = 0 and 𝑎′ ℎ + 𝑏 ′ 𝑘 + 𝑐 ′ = 0. (𝑎𝑏 ′ − 𝑏𝑎′ ≠ 0)

𝑑𝑌 𝑎𝑋+𝑏𝑌
And = 𝑎′ 𝑋+𝑏′ 𝑌 which is of homogenous coefficients in 𝑋, 𝑌 and can be solved.
𝑑𝑋

𝑎 𝑏
Case 2: When = 𝑏′ i.e., 𝑎𝑏 ′ − 𝑏𝑎′ = 0 , then equation can be reduced to variable-
𝑎′
separable

Form by substituting 𝑎𝑥 + 𝑏𝑦 = 𝑡 and hence can be solved.

𝑑𝑦 𝑦+𝑥−2
Ex 1: Solve = 𝑦−𝑥−4
𝑑𝑥

𝑎 𝑏
Clearly, 𝑎′ ≠ 𝑏′  𝑥 = 𝑋 + ℎ, 𝑦 = 𝑌 + 𝑘

𝑑𝑥 = 𝑑𝑋, 𝑑𝑦 = 𝑑𝑌
𝑑𝑌 𝑌+𝑋+(𝑘+ℎ−2)
∴ 𝑑𝑋 = 𝑌−𝑋+(𝑘−ℎ−4)  k + ℎ − 2 = 0, 𝑘 − ℎ − 4 = 0

ℎ = −1, 𝑘=3
𝑑𝑌 𝑌+𝑋
=  put 𝑌 = 𝑉𝑋
𝑑𝑋 𝑌−𝑋
 𝑑𝑌 𝑑𝑉
∴ =𝑉+𝑋
𝑑𝑋 𝑑𝑋
𝑑𝑉 𝑉+1
Substituting, 𝑉 + 𝑋 𝑑𝑋 = 𝑉−1

𝑉−1 𝑑𝑋
 2
𝑑𝑉 =
1 + 2𝑉 − 𝑉 𝑋
1
Integrating both sides, − 2 log(1 + 2𝑉 − 𝑉 2 ) = log 𝑋 + 𝑐

log(𝑋 2 + 2𝑋𝑌 − 𝑌 2 ) = −2𝑐

Finally, 𝑥 2 + 2𝑥𝑦 − 𝑦 2 − 4𝑥 + 8𝑦 − 14 = 𝑐′.

𝑑𝑦 2𝑥−6𝑦+7
Ex 2: Solve =
𝑑𝑥 𝑥−3𝑦+4

𝑎 2 6 𝑏
Here = 1 = − −3 = 𝑏′
𝑎′

𝑑𝑧 𝑑𝑦
Put 𝑧 = 𝑥 − 3𝑦  = 1 − 3 𝑑𝑥
𝑑𝑥

𝑑𝑧 2𝑧+7
i.e =1−3
𝑑𝑥 𝑧+4

𝑑𝑧
i.e (𝑧 + 4) 𝑑𝑥 = 𝑧 + 4 − 6𝑧 − 21

𝑧+4
Separating, 𝑑𝑥 + 5𝑧+17 𝑑𝑧 = 0

3
i.e Solution is 5𝑥 + 𝑧 + 5 log(5𝑧 + 17) = 𝑐

4. Exact Equations:

These are equations of the type 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 in which separation of variables
may not be possible. Suppose that a function 𝐹(𝑥, 𝑦) can be found that has for its total
differential the expression 𝑀𝑑𝑥 + 𝑁𝑑𝑦, that is 𝑑𝐹 = 𝑀𝑑𝑥 + 𝑁𝑑𝑦, then the solution is
𝐹(𝑥, 𝑦) = 𝑐.

If the equation 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0 is exact, then by definition 𝑡ℎ𝑒𝑟𝑒 𝑒𝑥𝑖𝑠𝑡𝑠 𝑎 𝐹 such that

𝑑𝐹 = 𝑀𝑑𝑥 + 𝑁𝑑𝑦

But from total derivate formula ,

𝜕𝐹 𝜕𝐹
𝑑𝐹 = 𝜕𝑥 𝑑𝑥 + 𝜕𝑦 𝑑𝑦

𝜕𝐹 𝜕𝐹
𝑐𝑜𝑚𝑝𝑎𝑟𝑖𝑛𝑔 𝑡ℎ𝑒 𝑎𝑏𝑜𝑣𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛𝑠 𝑤𝑒 𝑔𝑒𝑡 𝑀 = , 𝑁=
𝜕𝑥 𝜕𝑦
 𝜕𝑀 𝜕2𝐹 𝜕𝑁 𝜕2 𝐹
These two equations lead to = 𝜕𝑦𝜕𝑥 and = 𝜕𝑥𝜕𝑦
𝜕𝑦 𝜕𝑥

𝜕2𝐹 𝜕2𝐹 𝜕𝑀 𝜕𝑁
Since = 𝜕𝑥𝜕𝑦  = …………………… (1)
𝜕𝑦𝜕𝑥 𝜕𝑦 𝜕𝑥

Thus for an equation Mdx+Ndy = 0 to be exact it is necessary that the condition (1) is to be
satisfied. Now let us prove the converse of the above result. Let us assume that the condition

(1) holds. Let (x,y) be a function for which = M ( x, y) . (i.e., the function  is the result of
x
integrating Mdx w.r.t. x alone holding y as a constant.

 2 M  2  2 M N
Then = ; hence from (1) , = = = .
yx y xy yx y x

On integrating both sides of this equation w.r.t. x holding y fixed we get,


= N + B ( y ), where B(y) is an arbitrary function of y.
y

Now define a function F as F ( x, y ) =  ( x, y ) −  B( y)dy.

F F    
Then dF = dx + dy = dx +  − B( y )  dy = Mdx + Ndy.
x y x  y 

Hence the given equation is exact. Thus , we have proved the following theorem.

M N
Theorem: If M,N, and are all continuous functions of x and y , then a necessary and
y x
𝜕𝑀 𝜕𝑁
sufficient condition for the differential equation Mdx+Ndy = 0 to be exact is that 𝜕𝑦
= 𝜕𝑥
.

Note : If the differential equation Mdx +Ndy = 0 is exact then the solution of the equation can
be obtained as follows. Let F be a function of x and y such that dF = Mdx+Ndy.

F F F
Then comparing with the equation dF = dx + dy we get =M(x,y).
x y x

On partially integrating w.r.t. x we get F(x,y) =  M ( x, y)dx + B( y) , where integration is done

partially w.r.t. x holding y as a constant and B(y) is an arbitrary function of y alone. Now

F 
=
y y
 M ( x, y)dx + B( y) = N ( x, y) implies that B( y) consists of terms in N(x,y) which
does not contain x.

Thus the solution function is given by F(x,y) =  M ( x, y)dx + B( y)

 =  M ( x, y)dx +  (Terms in N ( x, y) not containg x) dy

Ex 1: Solve 3𝑥(𝑥𝑦 − 2)𝑑𝑥 + (𝑥 2 + 2𝑦)𝑑𝑦 = 0

𝜕𝑀 𝜕𝑁
First = 3𝑥 2 and = 3𝑥 2 .
𝜕𝑦 𝜕𝑥

We conclude that the given equation is exact and solution is 𝐹 = 𝑐.

𝜕𝐹
= 𝑀 = 3𝑥 2 𝑦 − 6𝑥……………..(1)
𝜕𝑥

𝜕𝐹
= 𝑁 = 𝑥 2 + 2𝑦…………………..(2)
𝜕𝑦

Hence the equation is exact. Therefore, the solution is given by

 M ( x, y)dx +  (Terms in N ( x, y) not containg x) dy = C

Or, 𝑥 3 𝑦 − 3𝑥 2 + 𝑦 2 = 𝐶

5. Linear Differential Equations:

Definition: A differential equation is said to be linear if dependent variable and its differential
coefficient occur only in the first degree and not multiplied together.
𝑑𝑦
Consider the equation + 𝑃(𝑥)𝑦 = 𝑄(𝑥) (Legendre’s equation), where P and Q are numeric
𝑑𝑥
constants or function of x alone.
𝑑𝑦
To solve, multiply both sides by 𝑒 ∫ 𝑃𝑥 so that 𝑑𝑥 𝑒 ∫ 𝑃𝑑𝑥 + 𝑦 𝑒 ∫ 𝑃𝑑𝑥 𝑃 = 𝑄 𝑒 ∫ 𝑃𝑑𝑥

𝑑
The above equation is equivalent to (𝑦 𝑒 ∫ 𝑃𝑑𝑥 ) = 𝑄 𝑒 ∫ 𝑃𝑑𝑥
𝑑𝑥

Integrating, we get 𝑦 𝑒 ∫ 𝑃𝑑𝑥 = ∫ 𝑄 𝑒 ∫ 𝑃𝑑𝑥 𝑑𝑥 + 𝑐 as required solution. If 𝐼. 𝐹. = 𝑒 ∫ 𝑃𝑑𝑥

, then solution can be rewritten as

𝑦 (𝐼. 𝐹. ) = ∫ 𝑄(𝑥)(𝐼. 𝐹. ) 𝑑𝑥 + 𝑐
𝑑𝑦
Ex 1: Solve (𝑥 + 1) − 𝑦 = 𝑒 3𝑥 (𝑥 + 1)2
𝑑𝑥

𝑑𝑦 𝑦
Dividing throughout by (𝑥 + 1), − 𝑦+1 = 𝑒 3𝑥 (𝑥 + 1)
𝑑𝑥

1 1
𝑃=− , 𝐼. 𝐹 =
𝑥+1 𝑥+1
𝑦 1 1
Thus the solution is = ∫ 𝑒 3𝑥 (𝑥 + 1). 𝑥+1 𝑑𝑥 + 𝑐 = 3 𝑒 3𝑥 + 𝑐.
𝑥+1
Ex 2: Solve (1 + 𝑦 2 )𝑑𝑥 = (tan−1 𝑦 − 𝑥)𝑑𝑦

Clearly, equation is linear in 𝑥.

𝑑𝑥 𝑥 tan−1 𝑦
+ =
𝑑𝑦 1 + 𝑦 2 1 + 𝑦 2
1 tan−1 𝑦
Which is Leibnitz equation in 𝑥 where 𝑃(𝑦) = 1+𝑦 2 , 𝑄(𝑦) = 1+𝑦 2

1
∫ 𝑑𝑦 −1 𝑦
𝐼. 𝐹 = 𝑒 ∫ 𝑃𝑑𝑦 = 𝑒 1+𝑦 2 = 𝑒 tan
tan−1 𝑦 −1 𝑦
Thus, the solution is 𝑥 𝑒 ∫ 𝑃𝑑𝑦 = ∫ . 𝑒 tan 𝑑𝑦 + 𝑐
1+𝑦 2

−1 𝑦
𝑥 𝑒 tan = ∫ 𝑡 𝑒 𝑡 𝑑𝑡 + 𝑐 where 𝑡 = tan−1 𝑦

= 𝑡 𝑒𝑡 − 𝑒𝑡 + 𝑐
−1 𝑦
= (tan−1 𝑦 − 1)𝑒 tan +𝑐
−1 𝑦
∴ 𝑥 = tan−1 𝑦 − 1 + 𝑐 𝑒 − tan

6. Bernoulli equation
𝑑𝑦
The equation + 𝑃(𝑥)𝑦 = 𝑄(𝑥)𝑦 𝑛 is reducible to the Leibnitz’s linear equation and is
𝑑𝑥
usually called Bernoulli’s equation.
𝑑𝑦
To solve, divide both sides by 𝑦 𝑛 , so that 𝑦 −𝑛 𝑑𝑥 + 𝑃(𝑥)𝑦1−𝑛 = 𝑄(𝑥).

𝑑𝑧
Put 𝑦1−𝑛 = 𝑧. Equation reduces to 𝑑𝑥 + 𝑃(𝑥)(1 − 𝑛)𝑧 = 𝑄(𝑥)(1 − 𝑛) which is linear in 𝑧 and
can be solved.
𝑑𝑦
Note: general equation reducible to Leibnitz’s linear equation is 𝑓 ′ (𝑦) 𝑑𝑥 + 𝑃(𝑥)𝑓(𝑦) =
𝑄(𝑥).

To solve it put 𝑓(𝑦) = 𝑧.

𝑑𝑦
Ex 1: Solve 𝑥 𝑑𝑥 + 𝑦 = 𝑥 3 𝑦 6 .

𝑑𝑦 𝑦 −5
Dividing by 𝑥𝑦 6 , 𝑦 −6 𝑑𝑥 + = 𝑥2.
𝑥

𝑑𝑦 𝑑𝑧
Put 𝑦 −5 = 𝑧, so −5𝑦 −6 𝑑𝑥 = 𝑑𝑥

1 𝑑𝑧 𝑧 𝑑𝑧 5
i.e − 5 𝑑𝑥 + 𝑥 = 𝑥 2 , i.e 𝑑𝑥 − 𝑥 𝑧 = −5𝑥 2 which is linear in 𝑧.

5
I.F = 𝑒 − ∫𝑥𝑑𝑥 = 𝑒 −5 log 𝑥 = 𝑥 −5
Solution is 𝑧(𝐼. 𝐹) = ∫ −5𝑥 2 (𝐼. 𝐹)𝑑𝑥 + 𝑐

i.e 𝑧𝑥 −5 = ∫ −5𝑥 2 . 𝑥 −5 𝑑𝑥 + 𝑐

𝑥 −2
i.e 𝑦 −5 𝑥 −5 = −5 (−2) + 𝑐

𝑑𝑧 𝑧 𝑧
Ex 2: Solve 𝑑𝑥 + (𝑥) log 𝑧 = 𝑥 (log 𝑧)2

1 𝑑𝑧 1 1
Dividing by 𝑧, 𝑧 𝑑𝑥 + 𝑥 log 𝑧 = 𝑥 (log 𝑧 )2

𝑑𝑦 1 𝑑𝑧
𝑦 = log 𝑧 = 𝑧 𝑑𝑥
𝑑𝑥

𝑑𝑦 𝑦 𝑦2 𝑑𝑦 𝑑𝑦 𝑑𝑥
∴ +𝑥 = => 𝑥 𝑑𝑥 = 𝑦 2 − 𝑦 => =
𝑑𝑥 𝑥 𝑦(𝑦−1) 𝑥

1 1 𝑑𝑥
=> (𝑦 −1 − 𝑦) 𝑑𝑦 = 𝑥

log(𝑦 − 1) − log 𝑦 = log 𝑥 + log 𝑐

i.e 𝑦 − 1 = 𝑐𝑥𝑦

7. Equations reducible to exact equations

Consider a non exact equation 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0………………….(1)

Suppose that 𝑢, possibly a function of both 𝑥 and 𝑦, is to be an integrating factor of (1). Then

𝑢 𝑀𝑑𝑥 + 𝑢 𝑁𝑑𝑦 = 0 must be exact.

𝜕 𝜕
∴ 𝜕𝑦 (𝑢𝑀) = 𝜕𝑥 (𝑢𝑁)

𝜕𝑀 𝜕𝑢 𝜕𝑁 𝜕𝑢
Hence, 𝑢 must satisfy 𝑢 𝜕𝑦 + 𝑀 𝜕𝑦 = 𝑢 𝜕𝑥 + 𝑁 𝜕𝑥 .

𝜕𝑀 𝜕𝑁 𝜕𝑢 𝜕𝑢
∴ 𝑢 ( 𝜕𝑦 − 𝜕𝑥 ) = 𝑁 𝜕𝑥 − 𝑀 𝜕𝑦.

𝜕𝑢 𝜕𝑢 𝑑𝑢
First let 𝑢 be a function of 𝑥 alone. Then 𝜕𝑦 = 0 and 𝜕𝑥 becomes 𝑑𝑥 .

𝜕𝑀 𝜕𝑁 𝑑𝑢 1 𝜕𝑀 𝜕𝑁 𝑑𝑢
Then we have 𝑢 ( 𝜕𝑦 − 𝜕𝑥 ) = 𝑁 𝑑𝑥 or 𝑁 ( 𝜕𝑦 − 𝜕𝑥 ) 𝑑𝑥 = 𝑢

1 𝜕𝑀 𝜕𝑁
If the left member of the above equation as function of 𝑥 alone, we have 𝑁 ( 𝜕𝑦 − 𝜕𝑥 ) = 𝑓(𝑥)

Then the desired I.F is 𝑢 = 𝑒 ∫ 𝑓(𝑥)𝑑𝑥

1 𝜕𝑀 𝜕𝑁
By a similar argument, assuming 𝑢 is a function of 𝑦 alone, we get 𝑀 ( 𝜕𝑦 − 𝜕𝑥 ) = 𝑔(𝑦)
Then an integrated factor is 𝑢 = 𝑒 − ∫ 𝑔(𝑦)𝑑𝑦 .

Using the above integrating factors, one can convert the equation to exact form and solve.

Ex 1: Solve (4𝑥𝑦 + 3𝑦 2 − 𝑥)𝑑𝑥 + 𝑥(𝑥 + 2𝑦)𝑑𝑦 = 0

𝑀 = 4𝑥𝑦 + 3𝑦 2 − 𝑥 and 𝑁 = 𝑥 2 + 2𝑥𝑦

𝜕𝑀 𝜕𝑁
− = 4𝑥 + 6𝑦 − (2𝑥 + 2𝑦) = 2𝑥 + 4𝑦
𝜕𝑦 𝜕𝑥
1 𝜕𝑀 𝜕𝑁 2𝑥+4𝑦 2
Hence, 𝑁 ( 𝜕𝑦 − 𝜕𝑥 ) = 𝑥(𝑥+2𝑦) = 𝑥.

𝑑𝑥
∴ 𝐼. 𝐹 = 𝑒 2 ∫ 𝑥 = 𝑥 2 .

Multiply to the above equation, we get

(4𝑥 3 𝑦𝑑𝑥 + 𝑥 4 𝑑𝑦) + (3𝑥 2 𝑦 2 𝑑𝑥 + 2𝑥 3 𝑦𝑑𝑦) − 𝑥 3 𝑑𝑥 = 0.

𝑥4 1
∴ Solution is 𝑥 4 𝑦 + 𝑥 3 𝑦 2 − = 4 𝑐 = 𝑐′.
4

Ex 2: Solve 𝑦(𝑥 + 𝑦 + 1)𝑑𝑥 + 𝑥(𝑥 + 3𝑦 + 2)𝑑𝑦 = 0.

𝜕𝑀 𝜕𝑁
= 𝑥 + 2𝑦 + 1, = 2𝑥 + 3𝑦 + 2
𝜕𝑦 𝜕𝑥

𝜕𝑀 𝜕𝑁
∴ − = −𝑥 − 𝑦 − 1
𝜕𝑦 𝜕𝑥
1 𝜕𝑀 𝜕𝑁 𝑥+𝑦+1 1
So 𝑀 ( 𝜕𝑦 − 𝜕𝑥 ) = − 𝑦(𝑥+𝑦+1) = − 𝑦

1
∫𝑦𝑑𝑦
I.F = 𝑒 =𝑦

Multiplying 𝑦 to the equation we get (𝑥𝑦 2 + 𝑦 3 + 𝑦 2 )𝑑𝑥 + (𝑥 2 𝑦 + 3𝑥𝑦 2 + 2𝑥𝑦)𝑑𝑦 = 0.

We get the solution 𝑥𝑦 2 (𝑥 + 2𝑦 + 2) = 𝑐.

Integrating factors found by inspection.

Here we are concerned with the equations that are simple enough to enable us to find the
integrating factors by inspection. The ability to do this depends largely upon recognition of
certain common exact differential and upon experience. Below are four exact differential that
occur frequently:

𝑑(𝑥𝑦) = 𝑥𝑑𝑦 + 𝑦𝑑𝑥

 𝑥 𝑦𝑑𝑥 − 𝑥𝑑𝑦
𝑑( ) =
𝑦 𝑦2

𝑦 𝑥𝑑𝑦 − 𝑦𝑑𝑥
𝑑( ) =
𝑥 𝑥2
𝑦 𝑥𝑑𝑦 − 𝑦𝑑𝑥
𝑑 (tan−1 ) =
𝑥 𝑥2 + 𝑦2

Using these exact differentials, it is possible to group the terms in given differential equation
and obtain the integrating factors.

Ex 1: Solve 𝑦𝑑𝑥 + (𝑥 + 𝑥 3 𝑦 2 )𝑑𝑦 = 0.

Group the terms (𝑦𝑑𝑥 + 𝑥𝑑𝑦) + 𝑥 3 𝑦 2 𝑑𝑦 = 0

𝑑(𝑥𝑦) 𝑑𝑦
Dividing by (𝑥𝑦)3 , (𝑥𝑦)3
+ =0
𝑦

1
Solution on integration, − 2𝑥 2𝑦 2 + log 𝑦 = 𝑐.

𝑑𝑦 𝑦
Ex 2: Solve 𝑥 𝑑𝑥 = 𝑦 + cos2 𝑥

𝑦
𝑥𝑑𝑦 − 𝑦𝑑𝑥 = cos2 𝑑𝑥
𝑥
𝑦 𝑦
𝑑 ( ) . 𝑥 2 = cos2 𝑑𝑥
𝑥 𝑥
𝑦 𝑦 𝑑𝑥
sec 2 𝑑( ) = 2
𝑥 𝑥 𝑥
𝑦 1
∴ tan 𝑥 = − 𝑥 + 𝑐.

Example 3: To solve the equation 3x ydx + ( y − x )dy = 0 ,

2 4 3

Rewrite it as (3x ydx − x dy) + y dy = 0 .

2 3 4

Which is nothing but 3𝑥 2 𝑦 𝑑𝑥 − 𝑥 3 𝑑𝑦 + 𝑦 4 𝑑𝑦 = 0. Dividing by y2, the equation becomes,

3𝑥 2 𝑦 𝑑𝑥 − 𝑥 3 𝑑𝑦
+ 𝑦 2 𝑑𝑦 = 0
𝑦2

 x3  x3 y 3
d   + y 2 dy = 0 , which is exact. Therefore, the solution is + =C.
 
y y 3