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Differential Equations Module 2023 2024

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Southern Luzon State University

College of Engineering
Department of Electrical Engineering

Name: ____________________________

Yr. /Section: _______________________

Schedule: _________________________

____________________________
MARCELITO P. OBLEA JR.
INSTRUCTOR

CODE: MAT07
MODULE I

➢ Basic Concepts
Many physical applications involve the case of differential equations,
dominantly in the field of engineering, physics and chemistry. Mathematical models are
increasingly build in these areas especially in biology, physiology and economics.
Differential equations play a fundamental role in almost every branch of science.

Definition of Basic Terms


This section aims to:

1. Define and illustrate some basic terms converted with differential equations; and
2. Classify differential equations and determine their degree and order.

Differential Equations (DE) – is an equation containing at least one derivative.


Ex. a) (2𝑥𝑦 + 𝑥 2 )𝑑𝑥 + 2𝑦𝑑𝑦 = 0
2 3
𝑑3𝑦 𝑑2𝑦
b) ( 3
) −𝑥( 2
) + 𝑥3 = 0
𝑑𝑥 𝑑𝑥

c) (𝑥 − 1)𝑦 ′′ + 𝑥𝑦 ′ + 𝑦 = 0

𝜕2 𝑧 𝜕2 𝑧
d) 2
− =3
𝜕𝑦 𝜕𝑥 2

Types of Differential equations (DE)


A. Ordinary Differential Equations – it is an equation containing only one
independent variable, thus having only ordinary derivatives in the equation. (ex.
a, b & c)

B. Partial Differential Equations – it is an equation containing two or more


independent variable, thus having partial derivatives in the equation. (ex. d )

Order of a Differential Equation – the order of a differential equation is the order of the
highest ordered derivative which appears in the equation.

Degree of a Differential Equation – the degree of a differential equation is the degree


(exponent) of the highest ordered derivative which appears in the equation.
Ex.
a – First order , First degree
b – Third order, Second degree
c – Second order, First degree
d – First order, First degree

Types of Solutions of a Differential Equation

A. General solution – the solution has at least one arbitrary constant.


Ex. 𝑥 3 − 3𝑦 = 𝑐 where: c = arbitrary constant

B. Particular solution – the solution has no arbitrary constant.


Ex. 2𝑥𝑦 + 𝑦 2 − 2 = 0

Exercises:
For the following differential equations, determine (a) order, (b) degree; (c)
dependent variable; and (d) independent variable.

𝑑𝑦
1. +𝑦 =𝑥
𝑑𝑥
𝑑𝑛 𝑥
2. = 𝑦2 + 1
𝑑𝑦 𝑛
3. (𝑦 ′ )2 − 3𝑦𝑦 ′ + 𝑥𝑦 = 0
12
𝑑2 𝑦
4. ( 2
) +𝑦 =𝑥
𝑑𝑥
5. 𝑥 4 𝑦 ′′′ + 𝑥𝑦 ′′ = 𝑒 𝑥

Order Degree Dependent Independent


variable variable
1. 1. 1. 1.

2. 2. 2. 2.

3. 3. 3. 3.

4. 4. 4. 4.

5. 5. 5. 5.
➢ Elimination of Arbitrary
Constants

This section aims to:


1. Discuss the relationship between the differential equation and its correspond
functions which serve as a solution; and
2. Find the differential equation for an indicated solution.

There are several ways of arriving at a differential equation. One way is by the
method called the elimination of arbitrary constants. This means that, in this section,
we start with the given function and find the corresponding differential equation, i.e. the
function serves as the solution for the differential equation. So the solution is given
first, and we need to find the problem being the differential equation.
As a rule for finding the differential equation, we simply differentiate the given
function or relation as many times depending on the number of constants presenting the
function.
Determine the differential equation that is
a) of order equal to the number of arbitrary constants in the given relation.
b) consistent with that relation
c) free from arbitrary constants

Examples:
1. Eliminate the arbitrary constant c from the relation:
𝑥 3 − 3𝑥 2 𝑦 = 𝑐
2. 𝑦𝑠𝑖𝑛𝑥 − 𝑥𝑦 2 = 𝑐
3. 𝑥 2 𝑦 = 1 + 𝑐𝑥
4. 𝑐𝑦 2 = 𝑥 2 + 𝑦
5. Eliminate the arbitrary constant a from the relation:
(𝑥 − 𝑎)2 + 𝑦 2 = 𝑎2

6. Eliminate the arbitrary constants 𝐶1 & 𝐶2 from the relation:


𝑦 = 𝐶1 𝑒 −2𝑥 + 𝐶2 𝑒 3𝑥
(Since two constants are to be eliminated, obtain the two derivatives)

7. Eliminate the arbitrary constant c from the equation:


𝑐𝑥𝑦 + 𝑐 2 𝑥 + 4 = 0

EXERCISES:
In each of the following, eliminate the arbitrary constants.
1. 𝑦 = 𝐴𝑠𝑖𝑛5𝑥 + 𝐵𝑐𝑜𝑠5𝑥
2. 𝑦 = (𝑥 + 𝑐)𝑒 −𝑥
3. 𝑙𝑛𝑦 = 𝐶1 𝑒 𝑥 + 𝐶2 𝑒 −𝑥
4. 𝑐𝑦 2 = 𝑥 2 + 𝑦
5. 𝑦 = 𝐶1 𝑠𝑖𝑛3𝑥 + 𝐶2 𝑐𝑜𝑠3𝑥 + 9𝑥 2 − 2
➢ Families of Curves

This section aims to:


1. Diagram a given equation involving a parameter; and
2. Obtain the differential equations for a family of curves under certain stipulated
conditions in various types of curves.

An equation involving a parameter, as well as one or both of the coordinates of a


point in a plane, may represent a family of curves, one curve corresponding to each
value of the parameter. For example, the equation
(𝑥 − 𝑐)2 + (𝑦 − 𝑐)2 = 2𝑐 2
may be interpreted as the equation of a family of circles, each having its center on the
line 𝑦 = 𝑥 and each passing through the origin.
If the constant 𝑐 in the equation is treated as an arbitrary constant and
eliminated, the result is called the 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑙 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑜𝑓 𝑡ℎ𝑒 𝑓𝑎𝑚𝑖𝑙𝑦 𝑟𝑒𝑝𝑟𝑒𝑠𝑒𝑛𝑡𝑒𝑑
𝑏𝑦 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛.

2. Find a differential equation satisfied by the family of parabolas having their vertices
at the origin and their foci on the y-axis.
From the general equation of parabola (𝑥 − ℎ)2 = 4𝑎(𝑦 − 𝑘); ℎ & 𝑘 is equal to
zero. So, the equation becomes;
𝑥 2 = 4𝑎𝑦 ; the arbitrary constant 𝑎 is to be eliminated:
3. Find the differential equation of the family of circles having their center on the y-axis.
From the general equation of circle (𝑥 − ℎ)2 + (𝑦 − 𝑘)2 = 𝑟 2 ; ℎ = 0 .
𝑥 2 + (𝑦 − 𝑘)2 = 𝑟 2 ; the arbitrary constants 𝑘 & 𝑟 is to be eliminated.

4. Find the differential equation of the family of circles tangent to the y-axis.
From the general equation of circle (𝑥 − ℎ)2 + (𝑦 − 𝑘)2 = 𝑟 2 ; ℎ = 𝑟
(𝑥 − 𝑟)2 + (𝑦 − 𝑘)2 = 𝑟 2 ; the arbitrary constants 𝑟 & 𝑘 is to be eliminated.

EXERCISES:

1. Find the differential equation of the family of circles with center on the x-axis.
2. Find the differential equation of the family of circles of radius equal to 1.
3. Find the differential equation of a parabola with vertex and focus on the x-
axis.
MODULE II
➢ Equations of Order One

In the previous topics, we are given the relation or function suitable as the
solution for a certain differential equation to be found. This topic, gives the reverse
process. Here, the differential equation is given and we need to find the corresponding
solution in terms of an equation of a function or relation.
A solution of a differential equation in the unknown function y and the
independent variable x is the function y(x) that satisfies the differential equation.
One main objective of differential equation is to solve differential
equations, i.e., to find the solution in terms of a function or relation. Different methods
maybe employed in solving equations.

I – Separation of Variables

This section aims to:


1. Separate the variables of a differential equation; and
2. Solve equations leading to separation of variables.

𝑴𝒅𝒙 + 𝑵𝒅𝒚 = 𝟎 is the general form of first order equation. Where 𝑴 & 𝑵
maybe functions of both x and y. It can be put in the form:
𝑨(𝒙) 𝒅𝒙 + 𝑩(𝒚) 𝒅𝒚 = 𝟎; that is, the variables can be separated. A solution can be
written by finding a function 𝑭 whose total differential is the left member of the
equation. Then 𝐹 = 𝑐, where 𝑐 is an arbitrary constant.

Example:
1. 𝑥𝑦 ′ = 2𝑦
𝑑𝑦
𝑥 = 2𝑦
𝑑𝑥
𝑑𝑦 2𝑦
=
𝑑𝑥 𝑥
𝑑𝑦 𝑑𝑥
=2
𝑦 𝑥
𝑑𝑦 𝑑𝑥
∫ = 2∫
𝑦 𝑥
𝑙𝑛𝑦 = 2𝑙𝑛𝑥 + 𝑙𝑛𝑐
𝑙𝑛𝑦 = 𝑙𝑛𝑥 2 + 𝑙𝑛𝑐
𝑙𝑛𝑦 − 𝑙𝑛𝑥 2 = 𝑙𝑛𝑐
𝑦
𝑙𝑛 2 = 𝑙𝑛𝑐
𝑥
𝑦
(𝑙𝑛 2 = 𝑙𝑛𝑐) 𝑒
𝑥
𝑦
=𝑐
𝑥2
𝑦 = 𝑐𝑥 2
2. 2𝑥𝑦𝑦 ′ = 1 + 𝑦 2 ; 𝑤ℎ𝑒𝑛 𝑥 = 2 & 𝑦 = 3
𝑑𝑦
2𝑥𝑦 = 1 + 𝑦2
𝑑𝑥
2𝑦𝑑𝑦 𝑑𝑥
∫ = ∫ 𝑙𝑒𝑡 𝑢 = 1 + 𝑦 2 ; 𝑑𝑢 = 2𝑦𝑑𝑦
(1 + 𝑦 2 ) 𝑥
𝑙𝑛(1 + 𝑦 2 ) − 𝑙𝑛𝑥 = 𝑙𝑛𝑐
1 + 𝑦2
[𝑙𝑛 ( ) = 𝑙𝑛𝑐] 𝑒
𝑥
1+𝑦 2
= 𝑐 (general solution); substitute the value of x & y.
𝑥
1 + 32
=𝑐
2
5 = 𝑐 ; substitute the value of c in the general solution.
1 + 𝑦 2 = 5𝑥
5𝑥 − 𝑦 2 − 1 = 0 (particular solution)

3. (1 + 𝑦 2 )𝑑𝑥 + (1 + 𝑥 2 )𝑑𝑦 = 0

4. 2𝑥(1 + 𝑦)𝑑𝑥 − 𝑦𝑑𝑦 = 0

5. 𝑥𝑦𝑦 ′ = 1 + 𝑦 2 ; 𝑤ℎ𝑒𝑛 𝑥 = 2 & 𝑦 = 3

6. 𝑥𝑐𝑜𝑠 2 𝑦𝑑𝑥 + 𝑡𝑎𝑛𝑦𝑑𝑦 = 0

7. 𝑒 𝑥 𝑒 𝑦 𝑑𝑥 − 𝑒 −2𝑦 𝑑𝑦 = 0 ; 𝑤ℎ𝑒𝑛 𝑥 = 0 & 𝑦 = 0

8. 𝑥𝑦 3 𝑑𝑥 + (𝑦 + 1)𝑒 −𝑥 𝑑𝑦 = 0

9. 𝑦 ′ + 𝑥 2 𝑦 ′ + 𝑥𝑦 = 0

10. 𝑠𝑖𝑛𝑥 𝑠𝑖𝑛𝑦 𝑑𝑥 + 𝑐𝑜𝑠𝑥 𝑐𝑜𝑠𝑦 𝑑𝑦 = 0

2
11. 𝑦 ′ = 𝑥𝑒 𝑦−𝑥

𝑦
12. 𝑦 ′ =
𝑥(𝑥−𝑥 3 )

EXERCISES:
Determine the solutions of the following equations:
1. 𝑥𝑦𝑑𝑥 − (𝑥 + 2)𝑑𝑦 = 0 ; 𝑤ℎ𝑒𝑛 𝑥 = 0 & 𝑦 = 1
2
2. 𝑥 𝑑𝑥 + 𝑦(𝑥 − 1)𝑑𝑦 = 0
𝑑𝑦 4𝑥+𝑥𝑦 2
3. =
𝑑𝑥 𝑦−𝑥 2 𝑦
𝑑𝑦 𝑥 2 (𝑦 2 +3)
4. + =0
𝑑𝑥 𝑦(𝑥 3 +1)
5. 𝑑𝑥 + 𝑥𝑦𝑑𝑦 = 𝑦 2 𝑑𝑥 + 𝑦𝑑𝑦
6. 𝑥𝑦𝑑𝑥 − (𝑥 + 2)𝑑𝑦 = 0
7. 𝑥 2 𝑦𝑦 ′ = 𝑒 𝑦
8. 𝑦 ′ + 𝑥 2 𝑦 ′ + 𝑥𝑦 = 0
9. (4𝑥 + 𝑥𝑦 2 )𝑑𝑥 + (𝑦 + 𝑥 2 𝑦)𝑑𝑦 =
II - Homogeneous Functions

This section aims to:


1. Distinguish homogenous functions; and
2. Determine the degree of homogenous functions.

Polynomials in which all terms are of the same degree are called
homogeneous polynomials.
Example:
𝑥 2 − 3𝑥𝑦 + 4𝑦 2 → 2𝑛𝑑 𝑑𝑒𝑔𝑟𝑒𝑒
3 3
𝑥 +𝑦 → 3𝑟𝑑 𝑑𝑒𝑔𝑟𝑒𝑒
𝑥 4 𝑦 + 7𝑦 5 → 5𝑡ℎ 𝑑𝑒𝑔𝑟𝑒𝑒
The function 𝑓( 𝑥,𝑦 ) is said to be homogenous of degree 𝑘 in x & y if and only if;
𝑓(𝜆𝑥,𝜆𝑦) = 𝜆𝑘 𝑓( 𝑥 ,𝑦 )

Example:
Determine whether or not the given functions are homogeneous. If it is
homogenous, state the degree of the functions.

1. 𝑓( 𝑥,𝑦 ) = 4𝑥 2 − 3𝑥𝑦 + 𝑦 2
𝑓(𝜆𝑥,𝜆𝑦) = 4(𝜆𝑥)2 − 3(𝜆𝑥)(𝜆𝑦) + (𝜆𝑦)2
= 4𝜆2 𝑥 2 − 3𝜆2 (𝑥𝑦) + 𝜆2 𝑦 2
= 𝜆2 (4𝑥 2 − 3𝑥𝑦 + 𝑦 2 ) ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑒𝑜𝑢𝑠 𝑜𝑓 𝑑𝑒𝑔𝑟𝑒𝑒 2

2. 𝑓( 𝑥,𝑦 ) = 𝑥 3 − 𝑥𝑦 + 𝑦 2
𝑓(𝜆𝑥,𝜆𝑦) = (𝜆𝑥)3 − (𝜆𝑥)(𝜆𝑦) + (𝜆𝑦)2
= 𝜆3 𝑥 3 − 𝜆2 (𝑥𝑦) + 𝜆2 𝑦 2
𝑓(𝜆𝑥,𝜆𝑦) = 𝜆2 (𝜆𝑥 3 − 𝑥𝑦 + 𝑦 2 ) 𝑛𝑜𝑛 − ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑒𝑜𝑢𝑠

3. 𝑓( 𝑥,𝑦 ) = 𝑥𝑙𝑛𝑥 − 𝑥𝑙𝑛𝑦


𝑓(𝜆𝑥,𝜆𝑦) = 𝜆𝑥𝑙𝑛𝜆𝑥 − 𝜆𝑥𝑙𝑛𝜆𝑦
= 𝜆𝑥(𝑙𝑛𝜆𝑥 − 𝑙𝑛𝜆𝑦)
𝑙𝑛𝜆𝑥
= 𝜆𝑥
𝑙𝑛𝜆𝑦
𝜆𝑥
= 𝜆𝑥𝑙𝑛 ( )
𝜆𝑦
𝑥
= 𝜆𝑥 (𝑙𝑛 ) ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑒𝑜𝑢𝑠 𝑜𝑓 𝑑𝑒𝑔𝑟𝑒𝑒 1
𝑦

4. 𝑓( 𝑥,𝑦 ) = 2𝑦 + √𝑥 2 + 𝑦 2
𝑓(𝜆𝑥,𝜆𝑦) = 2𝜆𝑦 + √𝜆2 𝑥 2 + 𝜆2 𝑦 2
= 2𝜆𝑦 + √𝜆2 (𝑥 2 + 𝑦 2 )
= 2𝜆𝑦 + 𝜆√𝑥 2 + 𝑦 2
= 𝜆 (2𝑦 + √𝑥 2 + 𝑦 2 ) ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑒𝑜𝑢𝑠 𝑜𝑓 𝑑𝑒𝑔𝑟𝑒𝑒 1
5. 𝑓( 𝑥,𝑦 ) = √𝑥 − 𝑦
𝑓(𝜆𝑥,𝜆𝑦) = √𝜆𝑥 − 𝜆𝑦
= √𝜆(𝑥 − 𝑦)
1⁄
=𝜆 2 √𝑥 −𝑦 ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑒𝑜𝑢𝑠𝑜𝑓 1⁄2 𝑑𝑒𝑔𝑟𝑒𝑒

𝑦
𝑥4
6. 𝑓( 𝑥,𝑦 ) = 2𝑦 3 𝑒 𝑥 −
𝑥+3𝑦
𝜆𝑦 (𝜆𝑥)4
𝑓(𝜆𝑥,𝜆𝑦) = 2(𝜆𝑦)3 𝑒 𝜆𝑥 −
𝜆𝑥 + 3𝜆𝑦
𝑦
𝜆4 𝑥 4
= 2𝜆3 𝑦 3 𝑒 𝑥 −
𝜆(𝑥+3𝑦)
𝑦 𝑥4
= 𝜆3 (2𝑦 3 𝑒 𝑥 − ) ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑒𝑜𝑢𝑠 𝑜𝑓 𝑑𝑒𝑔𝑟𝑒𝑒 3
𝑥 + 3𝑦

𝑥5
7. 𝑓( 𝑥,𝑦 ) = 2
𝑥 −2𝑦 2
(𝜆𝑥)5
𝑓(𝜆𝑥,𝜆𝑦) =
(𝜆𝑥)2 − 2(𝜆𝑦)2
𝜆5 𝑥 5
= 2 2
𝜆 𝑥 − 2𝜆2 𝑦 2
𝜆5 𝑥 5
= 2 2
𝜆 (𝑥 − 2𝑦 2 )
𝑥5
= 𝜆3 ( 2 ) ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑒𝑜𝑢𝑠 𝑜𝑓 𝑑𝑒𝑔𝑟𝑒𝑒 3
𝑥 − 2𝑦 2

IIa - Equations with Homogeneous Coefficients –

This section aims to:


1. Distinguish and characterize homogenous equations; and
2. Solve homogenous equations.

A differential equation of the first order and first degree, where 𝑀(𝑥. 𝑦) and
𝑁(𝑥, 𝑦) are both homogeneous functions and are of the same degree in x & y, the ratio
𝑀/𝑁 is a function of 𝑦/𝑥 alone.
𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0
𝑀(𝑦)𝑑𝑥 + 𝑁(𝑥)𝑑𝑦 = 0
𝑀(𝑦)𝑑𝑥+ 𝑁(𝑥)𝑑𝑦=0
𝑁(𝑥)𝑑𝑥
𝑀 𝑦 𝑑𝑦
𝑁
(𝑥 ) + 𝑑𝑥 = 0
𝑦
𝑁𝑜𝑡𝑒: Introduce a new variable 𝑣, by putting 𝑣 = 𝑥 ; 𝑠𝑜 𝑦 = 𝑣𝑥. 𝑇ℎ𝑒𝑛 𝑡𝑎𝑘𝑖𝑛𝑔 𝑡ℎ𝑒 𝑑𝑒𝑟𝑖𝑣𝑎𝑡𝑖𝑣𝑒:
𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣. The equation now becomes;
𝑀 𝑣𝑑𝑥+𝑥𝑑𝑣
(𝑣) + =0
𝑁 𝑑𝑥
𝑀 𝑑𝑣
(𝑣) + 𝑣 + 𝑥 =0
𝑁 𝑑𝑥
in which the variable is separable. We can use the method of 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑠𝑒𝑝𝑎𝑟𝑎𝑏𝑙𝑒 to
obtain the solution.

Note: If 𝑀 is the variable whose differential has the simpler coefficient; use 𝑥 = 𝑣𝑦 ; and
𝑑𝑥 = 𝑣𝑑𝑦 + 𝑦𝑑𝑣 .
If 𝑁 is the variable whose differential has the simpler coefficient; use 𝑦 = 𝑣𝑥 ; and
𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣 .

Example:
1. Solve the equation (𝑥 2 − 𝑥𝑦 + 𝑦 2 )𝑑𝑥 − 𝑥𝑦𝑑𝑦 = 0
From the general form of first order, first degree differential equation:
𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0; from the given equation, it appears that 𝑁 has the
simpler coefficient. Therefore, we use 𝑦 = 𝑣𝑥 ; and 𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣.
(𝑥 2 − 𝑥 2 𝑣 + 𝑣 2 𝑥 2 )𝑑𝑥 − 𝑥 2 𝑣(𝑣𝑑𝑥 + 𝑥𝑑𝑣)
𝑥 2 𝑑𝑥 − 𝑥 2 𝑣𝑑𝑥 + 𝑣 2 𝑥 2 𝑑𝑥 − 𝑥 2 𝑣 2 𝑑𝑥 − 𝑥 3 𝑣𝑑𝑣 = 0
𝑥 2 𝑑𝑥 − 𝑥 2 𝑣𝑑𝑥 − 𝑥 3 𝑣𝑑𝑣 = 0
𝑥2
𝑑𝑥 − 𝑣𝑑𝑥 − 𝑥𝑣𝑑𝑣 = 0
(1 − 𝑣)𝑑𝑥 − 𝑥𝑣𝑑𝑣 = 0
(1 − 𝑣)𝑑𝑥
𝑑𝑥 𝑣𝑑𝑣
− =0
𝑥 (1 − 𝑣)
𝑑𝑥 𝑣𝑑𝑣
+ =0
𝑥 (𝑣 − 1)
𝑑𝑥 1
+ (1 + ) 𝑑𝑣 = 0
𝑥 𝑣−1
𝑑𝑥 𝑑𝑣
∫ + ∫ 𝑑𝑣 + ∫ = ∫0
𝑥 𝑣−1
𝑙𝑛𝑥 + 𝑣 + 𝑙𝑛(𝑣 − 1) = 𝑙𝑛𝑐
𝑣 + 𝑙𝑛𝑥(𝑣 − 1) = 𝑙𝑛𝑐
(𝑣 + 𝑙𝑛𝑥(𝑣 − 1) = 𝑙𝑛𝑐)𝑒
𝑦
𝑒 𝑣 + 𝑥(𝑣 − 1) = 𝑐 ; substitute the value of 𝑣 =
𝑥
𝑦 𝑦
𝑒 𝑥 + 𝑥 ( − 1) = 𝑐
𝑥
𝑦 𝑦−𝑥
𝑒𝑥 + 𝑥 ( )=𝑐
𝑥
𝑦
𝑒 𝑥 + (𝑦 − 𝑥) = 𝑐

2. 𝑥𝑦𝑑𝑥 + (𝑥 2 + 𝑦 2 )𝑑𝑦 = 0
𝑀 has the simpler coefficient; use 𝑥 = 𝑣𝑦 ; 𝑑𝑥 = 𝑣𝑑𝑦 + 𝑦𝑑𝑣
𝑣𝑦 2 (𝑣𝑑𝑦 + 𝑦𝑑𝑣) + (𝑣 2 𝑦 2 + 𝑦 2 )𝑑𝑦 = 0
𝑣𝑦 2 (𝑣𝑑𝑦 + 𝑦𝑑𝑣) + 𝑦 2 (𝑣 2 + 1)𝑑𝑦 = 0
𝑣𝑦 2 (𝑣𝑑𝑦 + 𝑦𝑑𝑣) + 𝑦 2 (𝑣 2 + 1)𝑑𝑦 = 0
𝑦2
𝑣 2 𝑑𝑦 + 𝑣𝑦𝑑𝑣 + 𝑣 2 𝑑𝑦 + 𝑑𝑦 = 0
2𝑣 2 𝑑𝑦 + 𝑑𝑦 + 𝑣𝑦𝑑𝑣 = 0
(2𝑣 2 + 1)𝑑𝑦 + 𝑣𝑦𝑑𝑣 = 0
(2𝑣 2 + 1)𝑑𝑦 + 𝑣𝑦𝑑𝑣 = 0
𝑦(2𝑣 2 + 1)
𝑑𝑦 𝑣𝑑𝑣
+ =0 ; 𝑙𝑒𝑡 𝑢 = (2𝑣 2 + 1)
𝑦 (2𝑣 2 + 1)
1
𝑑𝑢 = 𝑣𝑑𝑣
4
𝑑𝑦 1 𝑣𝑑𝑣
∫ + ∫ = ∫0
𝑦 4 (2𝑣 2 + 1)
1
𝑙𝑛𝑦 + 𝑙𝑛(2𝑣 2 + 1) = 𝑙𝑛𝑐
4
1
(𝑙𝑛𝑦 + 𝑙𝑛(2𝑣 2 + 1) = 𝑙𝑛𝑐) 4
4
4𝑙𝑛𝑦 + 𝑙𝑛(2𝑣 2 + 1) = 4𝑙𝑛𝑐
𝑙𝑛𝑦 4 + 𝑙𝑛(2𝑣 2 + 1) = 𝑙𝑛𝑐 4
𝑙𝑛𝑦 4 (2𝑣 2 + 1) = 𝑙𝑛𝑐 4
(𝑙𝑛𝑦 4 (2𝑣 2 + 1) = 𝑙𝑛𝑐 4 )𝑒
𝑥
𝑦 4 (2𝑣 2 + 1) = 𝑐 4 ; 𝑙𝑒𝑡 𝑐 = 𝑐 4 ; 𝑠𝑢𝑏𝑠𝑡𝑖𝑡𝑢𝑡𝑒 𝑣 =
𝑦
𝑥 2
𝑦 4 [2 ( ) + 1] = 𝑐
𝑦
2𝑥 2
𝑦 4 ( 2 + 1) = 𝑐
𝑦
4
2𝑥 2 + 𝑦 2
𝑦 ( )=𝑐
𝑦2
𝑦 2 (2𝑥 2 + 𝑦 2 ) = 𝑐

3. (𝑦 + √𝑥 2 + 𝑦 2 )𝑑𝑥 − 𝑥𝑑𝑦 = 0

4. (3𝑥 − 7𝑦)𝑑𝑥 + (5𝑥 − 𝑦)𝑑𝑦 = 0

5. 𝑦𝑑𝑥 + (2𝑥 + 3𝑦)𝑑𝑦 = 0 ; when 𝑥 = 1 & 𝑦 = 1

EXERCISES:

Find the solutions of the given differential equations.


1. (𝑥 2 + 𝑦 2 )𝑑𝑥 − 𝑥𝑦𝑑𝑦 = 0
2. 𝑦 2 𝑑𝑥 − 𝑥(2𝑥 + 3𝑦)𝑑𝑦 = 0
3. 𝑦(𝑥 + 3𝑦)𝑑𝑥 + 𝑥 2 𝑑𝑦 = 0
4. (2𝑥 2 − 2𝑥𝑦 − 𝑦 2 )𝑑𝑥 + 𝑥𝑦𝑑𝑦 = 0
5. 𝑦(𝑥 2 + 𝑦 2 )𝑑𝑥 + 𝑥(3𝑥 2 − 5𝑦 2 )𝑑𝑦 = 0
MODULE III
III - Exact Equations

This section aims to:


1. Discuss and derive the test for exactness of differential equations; and
2. Solve exact differential equations

The equation 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0, is exact if;

𝝏𝑴 𝝏𝑵
= Test for Exactness
𝝏𝒚 𝝏𝒙

Examples:
1. 3𝑥(𝑥𝑦 − 2)𝑑𝑥 + (𝑥 3 + 2𝑦)𝑑𝑦 = 0
𝜕𝑀 𝜕𝑁
𝜕𝑦
= 3𝑥(𝑥𝑦 − 2) 𝜕𝑥
= 𝑥 3 + 2𝑦
= 3𝑥 2 𝑦 − 6𝑥 = 3𝑥 2
= 3𝑥 2 Exact

2. (2𝑥 3 − 𝑥𝑦 2 − 2𝑦 + 3)𝑑𝑥 − (𝑥 2 𝑦 + 2𝑥)𝑑𝑦 = 0


𝜕𝑀 𝜕𝑁
= 2𝑥 3 − 𝑥𝑦 2 − 2𝑦 + 3 = −(𝑥 2 𝑦 + 2𝑥)
𝜕𝑦 𝜕𝑥
= −2𝑥𝑦 − 2 = −2𝑥𝑦 − 2
Exact
Solutions of an Exact Equation:
𝜕𝑀
a. Let 𝑀 = equation 1
𝜕𝑥
𝜕𝑁
b. Let 𝑁 = equation 2
𝜕𝑥
c. Integrate equation 1 partially with respect to 𝑥, taking 𝑦 as constant and let it be
equation 3.
d. Differentiate equation 3 partially with respect to 𝑦 taking 𝑥 as constant and let it
be equation 4.
e. Equation 4 is equal to equation 2 and let it be equation 5.
f. Integrate equation 5 and let it be equation 6.
g. Substitute equation 6 to to equation 3. Let F = c.

From the two previous examples, let us determine its solutions.


1. 3𝑥(𝑥𝑦 − 2)𝑑𝑥 + (𝑥 3 + 2𝑦)𝑑𝑦 = 0
𝜕𝐹
𝑀= = 3𝑥 2 𝑦 − 6𝑥 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 1
𝜕𝑥
𝜕𝐹
𝑁= = 𝑥 3 + 2𝑦 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 2
𝜕𝑦
∫ 𝜕𝐹 = ∫(3𝑥 2 𝑦 − 6𝑥) 𝜕𝑥
3𝑥 3 𝑦 6𝑥 2
= − + 𝐻(𝑦)
3 2
𝐹 = 𝑥 3 𝑦 − 3𝑥 2 + 𝐻(𝑦) 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 3
𝜕𝐹
= 𝑥 3 𝑦 − 3𝑥 2 + 𝐻(𝑦)
𝜕𝑦
𝐹 = 𝑥 3 + 𝐻 ′ (𝑦) 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4
𝐸𝑞𝑢𝑎𝑡𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 2 & 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4
𝑥 3 + 2𝑦 = 𝑥 3 + 𝐻 ′ (𝑦)
𝐻 ′ (𝑦) = 2𝑦 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 5
∫ 𝐻 ′ (𝑦) = ∫ 2𝑦
𝐻(𝑦) = 𝑦 2 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 6; Substitute to equation 3
𝐹 = 𝑥 3 𝑦 − 3𝑥 2 + 𝑦 2 ; 𝑡𝑎𝑘𝑒 𝐹 = 𝑐
𝑐 = 𝑥 3 𝑦 − 3𝑥 2 + 𝑦 2

2. (2𝑥 3 − 𝑥𝑦 2 − 2𝑦 + 3)𝑑𝑥 − (𝑥 2 𝑦 + 2𝑥)𝑑𝑦 = 0


𝜕𝐹
𝑀= = 2𝑥 3 − 𝑥𝑦 2 − 2𝑦 + 3 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 1
𝜕𝑥
𝜕𝐹
𝑁= = −(𝑥 2 𝑦 + 2𝑥) 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 2
𝜕𝑦
∫ 𝜕𝐹 = ∫(2𝑥 3 − 𝑥𝑦 2 − 2𝑦 + 3) 𝜕𝑥
2𝑥 4 𝑥 2 𝑦 2
= − − 2𝑥𝑦 + 3𝑥 + 𝐻(𝑦)
4 2
1 1
𝐹 = 𝑥 4 − 𝑥 2 𝑦 2 − 2𝑥𝑦 + 3𝑥 + 𝐻(𝑦) 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 3
2 2
𝜕𝐹 1 4 1 2 2
= 𝑥 − 𝑥 𝑦 − 2𝑥𝑦 + 3𝑥 + 𝐻(𝑦)
𝜕𝑦 2 2
1
𝐹 = − (2)𝑥 2 𝑦 − 2𝑥 + 𝐻 ′ (𝑦)
2
𝐹 = −𝑥 2 𝑦 − 2𝑥 + 𝐻 ′ (𝑦) 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4
𝐸𝑞𝑢𝑎𝑡𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 2 & 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4
−(𝑥 2 𝑦 + 2𝑥) = −𝑥 2 𝑦 − 2𝑥 + 𝐻 ′ (𝑦)
𝐻 ′ (𝑦) = 0 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 5
∫ 𝐻 ′ (𝑦) = ∫ 0
𝐻(𝑦) = 0 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 6; Substitute to equation 3
1 4 1 2 2 𝑐
𝐹= 𝑥 − 𝑥 𝑦 − 2𝑥𝑦 + 3𝑥 ; 𝑡𝑎𝑘𝑒 𝐹 =
2 2 2
𝑐 1 4 1 2 2
= 𝑥 − 𝑥 𝑦 − 2𝑥𝑦 + 3𝑥
2 2 2
𝑐 1 4 1 2 2
( = 𝑥 − 𝑥 𝑦 − 2𝑥𝑦 + 3𝑥) 2
2 2 2
𝑐 = 𝑥 4 − 𝑥 2 𝑦 2 − 4𝑥𝑦 + 6𝑥
Exact Equations (2nd Method)

∑ ∫ 𝑫. 𝑰. + ∫ 𝑵. 𝑫. 𝑰. = ∫ 𝟎 General Formula

where: D.I. = Direct Integration


( e.g.) 𝑓(𝑥)𝑑𝑥 ; 𝑓(𝑦)𝑑𝑦
N.D.I. = Non-Direct Integrable
(e.g) 𝑓(𝑥, 𝑦)𝑑𝑥 ; 𝑓(𝑥, 𝑦)𝑑𝑦

Steps for finding the solution using the 2nd method for exact equations:

a. Arrange the equation into general equation taking all of the Direct Integrable in
𝑀 & 𝑁, choosing Non-Direct Integrable in 𝑀 & 𝑁.
b. Integrate D.I. and N.D.I. Integrate N.D.I. partially with respect to one particular
variable taking one as constant.

Examples:
Let us apply the 2nd method from the previous examples.
1. 3𝑥(𝑥𝑦 − 2)𝑑𝑥 + (𝑥 3 + 2𝑦)𝑑𝑦 = 0
3𝑥 2 𝑦𝑑𝑥 − 6𝑥𝑑𝑥 + 𝑥 3 𝑑𝑦 + 2𝑦𝑑𝑦 = 0
𝐷. 𝐼. ∶ −6𝑥𝑑𝑥; 2𝑦𝑑𝑦
𝑁. 𝐷. 𝐼. ∶ 3𝑥 2 𝑦𝑑𝑥; 𝑥 3 𝑑𝑦
∑ ∫ 𝐷. 𝐼. + ∫ 𝑁. 𝐷. 𝐼. = ∫ 0
2 ∫ 𝑦𝑑𝑦 − 6 ∫ 𝑥𝑑𝑥 + 3 ∫ 𝑥 2 𝑦𝑑𝑥 = ∫ 0
2𝑦 2 6𝑥 2 3𝑥 3 𝑦
− + =𝑐
2 2 3
𝑦 2 − 3𝑥 2 + 𝑥 3 𝑦 = 𝑐

2. (2𝑥 3 − 𝑥𝑦 2 − 2𝑦 + 3)𝑑𝑥 − (𝑥 2 𝑦 + 2𝑥)𝑑𝑦 = 0


2𝑥 3 𝑑𝑥 − 𝑥𝑦 2 𝑑𝑥 − 2𝑦𝑑𝑥 + 3𝑑𝑥 − 𝑥 2 𝑦𝑑𝑦 − 2𝑥𝑑𝑦 = 0
𝐷. 𝐼. ∶ 2𝑥 3 𝑑𝑥; 3𝑑𝑥
𝑁. 𝐷. 𝐼. ∶ (−𝑥𝑦 2 − 2𝑦)𝑑𝑥 ; (−𝑥 2 𝑦𝑑𝑦 − 2𝑥)𝑑𝑦
∑ ∫ 𝐷. 𝐼. + ∫ 𝑁. 𝐷. 𝐼. = ∫ 0

2 ∫ 𝑥 3 𝑑𝑥 + 3 ∫ 𝑑𝑥 + ∫(−𝑥𝑦 2 − 2𝑦)𝑑𝑥 = ∫ 0
2𝑥 4 𝑥2𝑦2 𝑐
+ 3𝑥 − − 2𝑥𝑦 =
4 2 2
2𝑥 4 𝑥2𝑦2 𝑐
( + 3𝑥 − − 2𝑥𝑦 = ) 2
4 2 2
4 2 2
𝑥 + 6𝑥 − 𝑥 𝑦 − 4𝑥𝑦 = 𝑐

3. (𝑥𝑦 2 + 𝑦 − 𝑥)𝑑𝑥 + 𝑥(𝑥𝑦 + 1)𝑑𝑦 = 0

4. 3𝑦(𝑥 2 − 1)𝑑𝑥 + (𝑥 3 + 8𝑦 − 3𝑥)𝑑𝑦 = 0 ; 𝑤ℎ𝑒𝑛 𝑥 = 0 & 𝑦 = 1

5. (𝑠𝑖𝑛𝑦 − 𝑦𝑠𝑖𝑛𝑥)𝑑𝑥 + (𝑐𝑜𝑠𝑥 + 𝑥𝑐𝑜𝑠𝑦)𝑑𝑦 = 0


6. 𝑦 3 𝑠𝑖𝑛2𝑥𝑑𝑥 − 3𝑦 2 𝑐𝑜𝑠 2 𝑥𝑑𝑦 = 0

7. (𝑥 2 − 2𝑥𝑦 − 𝑦 2 )𝑑𝑥 − (𝑥 + 𝑦)2 𝑑𝑦 = 0

8. (4𝑥 − 2𝑦 + 5)𝑑𝑥 + (2𝑦 − 2𝑥)𝑑𝑦 = 0

9. (4𝑥 3 𝑦 + 3𝑥 2 𝑦 2 − 𝑥 3 )𝑑𝑥 + (𝑥 4 + 2𝑥 3 𝑦)𝑑𝑦 = 0

EXERCISES:

Test each of the following equations for exactness and solve the equation.

1. 𝑦 3 (2𝑥 − 𝑦 + 1)𝑑𝑥 + 𝑥𝑦 2 (3𝑥 − 4𝑦 + 3)𝑑𝑦 = 0


2. 𝑥(2𝑦 2 + 3𝑥𝑦 − 2𝑦 + 6𝑥)𝑑𝑥 + 𝑥 2 (𝑥 + 2𝑦 − 1)𝑑𝑦 = 0
3. 𝑦 3 𝑑𝑥 + (3𝑥𝑦 2 + 𝑦 3 − 𝑦)𝑑𝑦 = 0
4. 2𝑥 3 (2𝑦 2 + 5𝑥𝑦 − 2𝑦 + 4)𝑑𝑥 + 𝑥 4 (2𝑥 + 2𝑦 − 1)𝑑𝑦 = 0
5. 𝑥 2 𝑦(8𝑥 − 9𝑦)𝑑𝑥 + 2𝑥 3 (𝑥 − 3𝑦)𝑑𝑦 = 0

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