DIFFERENTIAL EQUATIONS

CHAPTER TWO

2023/2022
PREBARED BY: AMER M. ABU-HASHEESH
Hebron - Palestine
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First-Order Differential Equations

sec. (2.2): Separable Variables

DEFINITION:
A first-order equation is separable if it can be written in
dy
the form = g ( x) p ( y )
dx

Method for solving separable equations

dy
1. Rewrite the differential equation = f ( x, y ) in the form
dx
dy dy
= g ( x) p( y ) ⎯⎯
→ = g ( x) dx
dx p( y )

2. Integrate both sides:

dy
 p( y ) 
= g ( x) dx ⎯⎯
→ H ( y ) = G ( x) + C

3. If possible, write the general solution y interms of x .

Example: Solve the following differential equations
d y sec2 y
1. d x = x 2 + 1

Sol’n.:
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( )
2. x + xy dx + ye dy = 0
2
2 x

Sol’n.:

2
dy  2 y + 3 
3. = 
dx  4 x + 5 
Sol’n.:
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3
4. 1 − y 2 dx − 1 − x 2 dy = 0 , y (0) = .
2
Sol’n.:
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sec. (2.3): Linear Equations

Recall that:
an ( x) y( n) + an−1 ( x) y( n−1) + + a2 ( x) y(2) + a1 ( x) y(1) + a0 ( x) y = g ( x)
For n = 1 :
a1 ( x ) y (1) + a0 ( x ) y = g ( x )

DEFINITION: A first-order differential equation of the form

dy
+ P( x) y = f ( x)
dx
is said to be a linear in the dependent variable y .

Note: A first-order differential equation of the form

dx
+ P( y ) x = f ( y )
dy
is said to be a linear in the dependent variable x .

Method for solving Linear equations

dy
1. Rewrite the differential equation = f ( x, y ) in the standard
dx
dy
form + P( x) y = f ( x)
dx
2. Calculate the Integrating factor  ( x) by the formula:

 ( x) = e 
P ( x ) dx
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3. Multiply the equation in standard form by  ( x)

dy
 ( x) +  ( x) P( x) y =  ( x) f ( x)
dx
d
  ( x) y  =  ( x) f ( x) ...........(1)
dx
4. Integrate equation (1):

 
d
  ( x) y  dx =  ( x) f ( x) dx
dx

5. Solve for y : y =
  ( x) f ( x) dx + c
 ( x)
Example: Solve the following differential equations
dy 4
1. + 4 y − e −x
= 0 ; y (0) =
dx 3

Sol’n.:
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2. (y+x 2
)
sin x dx − xdy = 0

Sol’n.:
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3. ( x + y + 1) dy − dx = 0

Sol’n.:
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Example: Find a continuous solution for the initial value problem

dy x 0  x 1
+ 2 xy = f ( x) , y (0) = 2 , where f ( x) = 
dx 0 x 1

Sol’n.:
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sec. (2.4): Exact Equations

Differential of A function of Two Variables
Example: Find the derivative of
1. z = f ( x, y ) = 3x sin( xy ) + x y + 10
2

−1
2. z = f ( x, y) = 4e + y ln x + sin x
xy

Definition: The differential form M ( x, y ) dx + N ( x, y ) dy is said to be

exact in a rectangle R if there is a function f ( x, y ) such that
 
f ( x, y ) = M ( x, y ) and f ( x, y ) = N ( x, y ) for all ( x, y ) in R .
x y

If M ( x, y ) dx + N ( x, y ) dy is an exact differential form, then the equation

M ( x, y ) dx + N ( x, y ) dy = 0 is called an exact equation.
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Theorem: Suppose the first partial derivatives of M ( x, y ) and N ( x, y )

are continuous in a rectangle R . Then M ( x, y ) dx + N ( x, y ) dy = 0 is an

 
exact equation in R if and only if the condition M ( x, y ) = N ( x, y )
y x

holds for all ( x, y ) in R .

Method for solving Exact equations

dy
1. Rewrite the differential equation = f ( x, y ) in the
dx

standard form M ( x , y ) d x + N ( x, y ) d y = 0

M N
2. Is = ? yes
y x

3. Find the general solution f ( x, y ) such that

f ( x, y) =  M ( x, y) d x  N ( x, y) d y

4. C =  M ( x, y) d x  N ( x, y) d y
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Example: Solve the following differential equations

dy 2x y2 + 1
1. =−
dx 2x2 y

Sol’n.:
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2. (1 + e x y + xye x ) dx + ( xe x + 2) dy = 0
Sol’n.:
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1
3. (tan y − 2) dx + ( x sec2 y + ) dy = 0 ; y(0) = 1
y

Sol’n.:

Example: Find the most general function N ( x, y) , so that the

differential equation ( y cos( xy ) + e x ) dx + N ( x, y ) dy = 0 is exact.

Sol’n.:
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Reducible to Exact Equations

It is sometimes possible to transform a non-exact differential equation
M ( x, y ) d x + N ( x, y ) d y = 0 into an exact equation by multiplying it by
an integrating factor  ( x, y ) .
Theorem:
In the differential equation M ( x, y ) d x + N ( x, y ) d y = 0

M y − Nx
1. If is continuous and depends only on x , then
N ( x, y )
M y −Nx
 N ( x, y ) d x
 ( x) = e is an integrating factor for equation (1).
M y − Nx
2. If is continuous and depends only on y , then
M ( x, y )
M y −Nx
−  M ( x, y ) d y
 ( y) = e is an integrating factor for equation (1).

Example: Solve the following differential equations

1. (2 x2 + y) dx + ( x2 y − x) dy = 0
Sol’n.:
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Follow:

2. ( y 2 + 2 x y) dx − x 2 dy = 0 .

Sol’n.:
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3. (sin y + x 2 + 2 x) dx = cos y dy

Sol’n.:
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sec. (2.5): Solutions by Substitutions

Bernoulli’s Equation:
dy
The differential equation + P ( x) y = f ( x) y n where n is any real
dx
number such that n  0 ; n  1 , is called Bernoulli’s equation.

Method for solving Bernoulli’s equation:

dy
1. Rewrite the differential equation = f ( x, y ) in the standard
dx
dy
form + p( x) y = f ( x) y n
dx
−n
2. Multiply the equation in standard from by y
dy
y−n + p ( x) y1−n = f ( x) y n y − n ..............(1)
dx
3. Use the substitution: t = y
1− n

dt dy dy 1 dt
= (1 − n) y − n ⎯⎯
→ =
dx dx dx (1 − n) y − n dx
dy
4. Substitute & y1− n into equation (1), we get
dx
1 dt
y−n + p( x) t = f ( x)
(1 − n) y − n dx
dt dt
+ (1 − n) p( x) t = (1 − n) f ( x) ⎯⎯ → + P( x) t = F ( x)
dx dx

5. Solve for t : t =

 ( x) F ( x) dx + c
.
 ( x)
6. Put t = y1−n
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Example: Solve the following differential equations

dy 2x y2 + 1
1. =−
dx 2x2 y

Sol’n.:
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dy
2. + x y 3+ y = 0 .
dx
Sol’n.:
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dy 1
3. x − 2 xy = 3 y 4 ; y (1) =
2

dx 2
Sol’n.:
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Homogenous Equations:
Definition:
A function f ( x, y ) is said to be homogenous of degree  if

f (t x, t y) = t  f ( x, y) for some real number  .

Example: Classify each of the following functions as homogenous

or non- homogenous?
1. f ( x, y) = x3 + y 3 + xy 2

x
2. f ( x, y ) = ln x − ln y + cos  
 
y

3. f ( x, y) = x + y + 10
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Definition:
A differential equation of the form M ( x, y ) dx + N ( x, y ) dy = 0 is said
to be homogenous if both M ( x, y ) and N ( x, y ) are homogenous
functions of the same degree.

Theorem: If M ( x, y ) and N ( x, y ) are homogenous functions of the

M ( x, y )
same degree  , then the function f ( x, y ) = is
N ( x, y )
homogenous of degree zero.
Proof:

Method for solving homogenous equations:

dy
1. Rewrite the differential equation = f ( x, y ) in the standard
dx

form M ( x, y ) dx + N ( x, y ) dy = 0 .......(1)

2. Is M ( x, y ) and N ( x, y ) are homogenous functions of the same

degree? Yes

3. Use the substitution: y = v x ⎯⎯

→ d y = vd x + xd v
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4. Substitute y & d y into equation (1), we get

M ( x, v x) dx + N ( x, v x)(v d x + x d v) = 0 ........(2)
1
5. Equation (2) becomes: d x + h (v ) d v = 0 .
x
6. Integrate both sides: ln x + H (v) d v = c
y
7. Put v =
x

Example: Solve the following differential equations

dy y2 + x2
1. =− 2
dx x − xy

Sol’n.:
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dy y ( ln y − ln x + 1)
2. = .
dx x
Sol’n.:
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 y
x sec   + y
3. dy
= x
dx x

Sol’n.:
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Reducible to Variable Separable Method

Differential equation of the first order cannot be solved directly by
variable separable method. But by some substitution, we can reduce it
to a differential equation with separable variable.

Let the differential equation is of the form

dy
= f (a x + by + c) , b  0 ....................(1)
dx

Can be reduced to variable separable form by the substitution

z =a x+by +c
dz 
 d x − a
dz dy dy  
∴ = a+ b ⎯⎯
→ =
dx dx dx b

Sub. Into equation (1), we get

dz 
dx − a 
  = f ( z ) ⎯⎯
→ dx =
dz
b bf ( z ) + a
Now, apply variable separable method.
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Example: Solve the following differential equations

dy
1. = 2 + y − 2x + 3
dx

Sol’n.:
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dy 
2. = cos( x + y ) , y ( 0 ) =
dx 4

Sol’n.:

END OF CHAPTER TWO