Engineering Maths.

II
BDA 14103
Chapter 1 – 1st Order Differential Equation

By:
Bukhari bin Manshoor, PhD
Assoc. Prof.
Dept. of Energy & Thermofluid Engineering
Faculty of Mechanical & Manufacturing Engineering

© Bukhari bin Manshoor

1st Order Differential Equation
● Formation and solution of differential equation.
● Initial and boundary value problems.
● Methods of solution:
- Separating the variables.
- Homogeneous (Reduction to separable form)
- Linear.
- Exact.
● Application of first order differential equation:
- Growth population.
- Newton’s Law of cooling.
- Linear motion.
- Simple electric circuit.
Introduction
● 1st step in solving an engineering problem – formulate the
problem as a mathematical expression in terms of variables, Physical system
functions, and equations.
● The expression is known as a mathematical model.
Mathematical
● Setting up a model, solving it mathematically, and interpreting the model
result is called mathematical modelling or, briefly, modelling.
● Many physical concepts, such as velocity and acceleration, are Mathematical
derivatives – a model is called a differential equation. solution

● From the model, we can find a solution, explore its properties,

graph it, find values of it, and interpret it in physical terms. Physical
interpretation
● Before we can turn to methods of solution, we must first define
some basic concepts needed throughout this chapter. Modelling,
solving, interpreting
Some application of differential equations

* Source: Advanced Engineering Mathematics – Erwin Kreyszig

Basic Concepts
● Ordinary Differential Equations (ODEs):
- An equation that contains one or several derivatives of an unknown function, y(x) (or
sometimes y(t) if the independent variable is time t).
- The equation may also contain y itself, known functions of x (or t), and constants.
- Example:

𝑑𝑦
𝑦′ = = sin 𝑥
𝑑𝑥

𝑦 ′′ + 5𝑦 ′ + 3𝑦 = 0

𝑥 2 𝑦 ′′′ 𝑦 ′ + 2𝑒 𝑥 𝑦 ′′ = 𝑥 2 + 𝑦 2 𝑦 2
Basic Concepts
● The order of a differential equation is the order of the highest derivative that appears
in the equation.

𝑑𝑦
𝑦′ = = sin 𝑥 1st order
𝑑𝑥

𝑦 ′′ + 5𝑦 ′ + 3𝑦 = 0 2nd order

𝑥 2 𝑦 ′′′ 𝑦 ′ + 2𝑒 𝑥 𝑦 ′′ = 𝑥 2 + 𝑦 2 𝑦 2 3rd order

Basic Concepts
● The 1st order ODEs; Equations contain only the first derivative and may contain 𝑦′
and any given functions of 𝑥.
● Hence we can write them as;

𝐹 𝑥, 𝑦, 𝑦 ′ = 0 -------- implicit form

or often in the form

𝑦 ′ = 𝑓 𝑥, 𝑦 -------- explicit form

● For instance, the implicit ODE 𝑥 −3 𝑦 ′ − 4𝑦 2 = 0 (where 𝑥 ≠ 0) can be written

explicitly as 𝑦 ′ = 4𝑥 3 𝑦 2
Concept of solution
● A function 𝑦 = ℎ 𝑥 is called a solution of a given ODE on some open interval
𝑎 < 𝑥 < 𝑏 if 𝑦 = ℎ 𝑥 is defined and differentiable throughout the interval and is
such that the equation becomes an identity if y and 𝑦′ are replaced with h and ℎ′,
respectively.
● The curve (the graph) of h is called a solution curve.
● Here, open interval 𝑎 < 𝑥 < 𝑏 means that the endpoints a and b are not regarded
as points belonging to the interval.
● Also, 𝑎 < 𝑥 < 𝑏 includes infinite intervals −∞ < 𝑥 < 𝑏, 𝑎 < 𝑥 < ∞, −∞ < 𝑥 <
∞ (the real line) as special cases.
Exercise 1
Verify that y is a solution of the ODEs for all 𝑥 ≠ 0.
a) 𝑥𝑦 ′ = −𝑦 𝑦 = 𝑐/𝑥 (c an arbitrary constant)
b) 𝑦 ′ + 4𝑦 = 1.4, 𝑦 = 𝑐𝑒 −4𝑥 + 0.35
2
c) 𝑦 ′ + 5𝑥𝑦 = 0 𝑦 = 𝑐𝑒 −2.5𝑥
d) 𝑦 ′′ + 𝜋 2 𝑦 = 0 𝑦 = 𝑎 cos 𝜋𝑥 + 𝑏 sin 𝜋𝑥
e) 𝑦 ′′′ = cos 𝑥 𝑦 = −sin 𝑥 + 𝑎𝑥 2 + 𝑏𝑥 + 𝑐
f) 𝑦 ′′ + 𝑦 = 0 𝑦 = 𝑎 cos 𝑥 + 𝑏 sin 𝑥
g) 𝑦 ′′ + 2𝑦 ′ + 10𝑦 = 0 𝑦 = 4𝑒 −𝑥 sin 3𝑥
h) 𝑦 ′ + 2𝑦 = 4 𝑥 + 1 2 𝑦 = 5𝑒 −2𝑥 + 2𝑥 2 + 2𝑥 + 1
i) 𝑦 ′ tan 𝑥 = 2𝑦 − 8 𝑦 = 𝑐 sin2 𝑥 + 4
j) 𝑦′ + 𝑦 = 𝑥2 − 2 𝑦 = 𝑐𝑒 −𝑥 + 𝑥 2 − 2𝑥
Initial and Boundary Value Problem
● Solution of ODE containing an arbitrary constant (e.g., c) is called a general solution
of the ODE.
● Geometrically, the general solution of an ODE is a family of infinitely many solution
curves, one for each value of the constant c.
● If we choose a specific c (e.g., c = 5.5 or 0 or -3.32) we obtain what is called a
particular solution of the ODE.
● A particular solution does not contain any arbitrary constants.

● In most cases, general solutions exist, and every solution not containing an arbitrary
constant is obtained as a particular solution by assigning a suitable value to c.
● A particular solution is obtained from a general solution by an initial condition
𝑦 𝑥𝑜 = 𝑦𝑜 .
● With given values 𝑥𝑜 and 𝑦𝑜 , a value of the arbitrary constant c can be obtained.
● Geometrically this condition means that the solution curve should pass through the
point in the xy-plane.
● An ODE, together with an initial condition, is called an initial value problem.

● Thus, if the ODE is explicit, 𝑦 ′ = 𝑓 𝑥, 𝑦 , the initial value problem is of the form;

𝑦 ′ = 𝑓 𝑥, 𝑦 𝑦 𝑥𝑜 = 𝑦𝑜
Exercise 2
Determine from y the particular solution of the initial value problem.

a) 𝑦 ′ + 4𝑦 = 1.4 𝑦 = 𝑐𝑒 −4𝑥 + 0.35 𝑦 0 =2

2
b) 𝑦′ + 5𝑥𝑦 = 0 𝑦= 𝑐𝑒 −2.5𝑥 𝑦 0 =𝜋
1
c) 𝑦 ′ tan 𝑥 = 2𝑦 − 8 𝑦 = 𝑐 sin2 𝑥 + 4 𝑦 𝜋 =0
2
d) 𝑦 ′ = 0.5𝑦 𝑦 = 𝑐𝑒 0.5𝑥 𝑦 2 =2
1
e) 𝑦 ′ = 1 + 4𝑦 2 𝑦 = tan 2𝑥 + 𝑐 𝑦 0 =0
2
f) 𝑦′ = 𝑦 − 𝑥 𝑦 = 𝑐𝑒 𝑥 + 𝑥 + 1 𝑦 0 =3
2 1
g) 𝑦 ′ + 2𝑥𝑦 = 0 𝑦 = 𝑐𝑒 −𝑥 𝑦 1 =
𝑒
1
h) 𝑦 ′ = 𝑦 tan 𝑥 𝑦 = 𝑐 sec 𝑥 𝑦 0 = 𝜋
2
i) 𝑦′ + 2𝑦 = 2.8 𝑦 = 𝑐𝑒 −2𝑥 + 1.4 𝑦=1 when 𝑥=0
j) 𝑦𝑦 ′ = 2𝑥 𝑦 2 − 2𝑥 2 = 𝑐 𝑦 > 0 𝑦 1 = 3
Modelling & application
● Differential equations are of great importance in engineering since many physical
laws and relations appear mathematically in the form of differential equations.
● The following exercises consider a basic physical problem that will show the details
of the typical steps of modelling.
- Step 1: Setting up a mathematical model (a differential equation) of the physical system.
- Step 2: Solving the differential equation.
- Step 3: Determination of a particular solution from an initial condition.
- Step 4: Checking
Exercise 3
In dropping a stone or an iron ball, air resistance is practically negligible. Experiments show that
the acceleration of the motion, 𝑦 ′′ = 𝑑2 𝑦/𝑑𝑡 2 is constant (equal to called the acceleration of gravity,
g = 9.80 m/s2). Model this as an ODE for y(t), the distance fallen as a function of time t. Solve the
ODE to get the familiar law of free fall 𝑦 = 𝑔𝑡 2 /2.
If the stone starts at t = 0 from initial position yo, with initial velocity v = vo, how long does a fall
off 100 m take if the body falls from rest? A fall of 200 m?

Exercise 4
Experiment show that a radioactive substance decomposes at a rate proportional to the amount
present. Starting with a given amount of substance, say 2 grams, at a certain time, let say t = 0,
what can be said about the amount available at a later time.
Methods of Solution
● ODE can be classified into four types according to the form of 𝐹 𝑥, 𝑦 .

Type of ODE 𝑭 𝒙, 𝒚

Separable 𝐹 𝑥, 𝑦 = 𝑓 𝑥 𝑔 𝑦

𝑦
Homogeneous 𝐹 𝑥, 𝑦 = 𝐹
𝑥
𝑀 𝑥, 𝑦
Exact 𝐹 𝑥, 𝑦 = −
𝑁 𝑥, 𝑦

Linear 𝐹 𝑥, 𝑦 = 𝑟 𝑥 − 𝑝 𝑥 𝑦
Separating variables. By calculus;
● Many practically useful ODEs can be reduced to the form; 𝑑𝑦
𝑦′ =
𝑑𝑥
𝑔 𝑦 𝑦′ = 𝑓 𝑥 ------------------------------ (1)

● By algebraic manipulation, the ODEs above be more convenient to written as;

𝑔 𝑦 𝑑𝑦 = 𝑓 𝑥 𝑑𝑥 --------------------- (2)

● To solve the ODEs, integrate both sides wrt x, obtaining;

𝑔 𝑦 𝑑𝑦 = 𝑓 𝑥 𝑑𝑥 + 𝑐 ---------- (3)

● This method of solving ODEs is called the Method of separating variables.

● Eqn. (1) is called a separable equation because in Eqn. (3) the variable are now
separated – x only appears only on the right and y only on the left.
Example: ODE giving tan x and exponential function as a solution.
𝑦′ = 1 + 𝑦2 tan−1 𝑦 + 𝑐1 = 𝑥 + 𝑐2
tan−1 𝑦 = 𝑥 + 𝑐2 − 𝑐1
𝑑𝑦 𝑑𝑦
= 1 + 𝑦2 = 𝑑𝑥 𝑦 = tan 𝑥 + 𝑐
𝑑𝑥 1 + 𝑦2 𝑤ℎ𝑒𝑟𝑒 𝑐 = 𝑐2 − 𝑐1

1
Integrating both side; 𝑑𝑦 = 𝑑𝑥 tan−1 𝑦 + 𝑐1 = 𝑥 + 𝑐2
1 + 𝑦2
𝑥 + 1 𝑒 −𝑥 𝑑𝑥
𝑦 = tan 𝑥 + 𝑐
Integrate by parts;
𝑢𝑣 ′ 𝑑𝑥 = 𝑢𝑣 − 𝑢′ 𝑣 𝑑𝑥
𝑦 ′ = 𝑥 + 1 𝑒 −𝑥 𝑦 2
𝑢 = 𝑥+1 𝑢′ = 1
𝑑𝑦 𝑑𝑦 𝑣 ′ = 𝑒 −𝑥 𝑣 = −𝑒 −𝑥
= 𝑥 + 1 𝑒 −𝑥 𝑦 2 2 = 𝑥 + 1 𝑒 −𝑥 𝑑𝑥 𝑥 + 1 𝑒 −𝑥 𝑑𝑥
𝑑𝑥 𝑦
= 𝑥 + 1 −𝑒 −𝑥 − −𝑒 −𝑥 𝑑𝑥
1 = 𝑥 + 1 −𝑒 −𝑥 − 𝑒 −𝑥
Integrating both side; 𝑑𝑦 = 𝑥+1 𝑒 −𝑥 𝑑𝑥 −𝑦 −1 =− 𝑥+2 𝑒 −𝑥 +𝑐 = −𝑥𝑒 −𝑥 − 𝑒 −𝑥 − 𝑒 −𝑥
𝑦2
1 = − 𝑥 + 2 𝑒 −𝑥 + c
𝑦=
𝑥 + 2 𝑒 −𝑥 − 𝑐
Example: A mixing problem for a single tank.
The tank contains 1000 litre of water in which initially 10 kg of salt is dissolved. Brine runs in at a
rate of 5 litre/min, and each litre contains 2 kg of dissolved salt. The mixture in the tank is kept
uniform by stirring. Find the amount of salt in the tank at any time t.

- Let y(t) is the amount of salt in the tank at any time.

𝑑𝑦
𝑦′ = Rate of change of the salt content in the tank.
𝑑𝑡
= salt inflow rate − salt outflow rate Brine runs into a tank.
- Salt inflow rate = 2 kg salts x 5 litres brine = 10 kg (1 litre brine contain 2 kg salts)
- Salt outflow rate = y(t) kg salts x 5/1000 litres brine = 0.005 y(t)
- Therefore, rate of change of the salt content in the tank can be written in ODE as;

𝑦 ′ = 10 − 0.005𝑦
𝑑𝑦 𝑑𝑦
= −0.005 𝑦 − 2000 = −0.005 𝑑𝑡
𝑑𝑡 𝑦 − 2000
 1
- Integrating both side; 𝑑𝑦 = −0.005 𝑑t ln 𝑦 − 2000 = −0.005𝑡 + 𝑐 ∗
𝑦 − 2000
𝑦 − 2000 = 𝑐𝑒 −0.005𝑡

𝑦 = 2000 + 𝑐𝑒 −0.005𝑡
- Initially (at t = 0) the tank contains 10 kg of salts. i.e. y(0) = 10
- General solution can be written as; 𝑦 𝑡 = 2000 + 𝑐𝑒 −0.005𝑡 ln 𝑦 − 2000 = − 0.005𝑡 + 𝑐 ∗
∗
𝑦 − 2000 = 𝑒 −0.005𝑡+𝑐
∗
𝑦 0 = 2000 + 𝑐𝑒 −0.005(0) = 10 𝑐 = −1990 𝑦 − 2000 = 𝑒 −0.005𝑡 𝑒 𝑐
∗
𝑦 = 2000 + 𝑐𝑒 −0.005𝑡 where 𝑐 = 𝑒 𝑐
- Particular solution; Natural logarithm rules;
ln 𝑥 = 𝑦 , 𝑒𝑦 = 𝑥
𝑦 𝑡 = 2000 − 1990𝑒 −0.005𝑡 2500 Exponential laws;
𝑥 𝑎+𝑏 = 𝑥 𝑎 𝑥 𝑏
2000

1500

y(t) 1000

500

0
0 1000 2000 3000 4000 5000
time
Example: Newton’s law of cooling.
Suppose that in winter the daytime temperature in a certain office building is maintained at 24°C.
The heating is shut off at 10 p.m. and turned on again at 6 a.m. On a certain day the temperature
inside the building at 2 a.m. was found to be 18°C. The outside temperature was 10°C at 10 p.m.
and had dropped to 5°C by 6 a.m. What was the temperature inside the building when the heat was
turned on at 6 a.m.?

- Newton’s law of cooling; The rate of change of the temperature of an object is proportional to the
difference between its own temperature and the ambient temperature (i.e. the temperature of its
surroundings).
𝑑𝑇
= 𝑘 𝑇 − 𝑇𝐴 T = Object temp. TA = Ambient temp.
𝑑𝑡
𝑑𝑇
- By separating variable; = 𝑘 𝑑𝑡
𝑇 − 𝑇𝐴
1
- Integrating both side; 𝑑𝑇 = 𝑘 𝑑t ln 𝑇 − 𝑇𝐴 = 𝑘𝑡 + 𝑐 ∗
𝑇 − 𝑇𝐴
𝑇 − 𝑇𝐴 = 𝑐𝑒 𝑘𝑡
𝑇 = 𝑇𝐴 + 𝑐𝑒 𝑘𝑡
- We do not know the exact value of TA, but we know it varied between 10°C and 5°C. Let we guess
the value of TA is an average of the known values. i.e. TA = 7.5°C.
- General solution of the ODE can be written as; 𝑇 𝑡 = 7.5 + 𝑐𝑒 𝑘𝑡
- Let the initial condition set at 10 p.m., i.e. T(0) = 24;

𝑇 0 = 7.5 + 𝑐𝑒 𝑘(0) = 24 𝑐 = 16.5

- Particular solution;
𝑇 𝑡 = 7.5 + 16.5𝑒 𝑘𝑡 At t = 4, (2 a.m), the temp. inside the building = 18°C

𝑇 4 = 7.5 + 16.5𝑒 4𝑘 = 18 24

18 − 7.5 22
𝑒 4𝑘 = = 0.636

Inside temp. oC
16.5 20

1 18
𝑘 = ln 0. 636 = −0.113
4 16

14
𝑇 𝑡 = 7.5 + 16.5𝑒 −0.113𝑡 12
0 1 2 3 4 5 6 7 8
Time, t
Exercise 5
Solve the following differential equations.
2𝑥𝑦
a) 𝑦′ =
𝑥 2 +4
b) 𝑦 ′ = 𝑥𝑒 𝑦
𝑒𝑥
c) 𝑦′ =
1+𝑒 𝑥
1
d) 𝑧′ =
1 𝑡+2
e) 𝑦′ + 𝑥 + 2 𝑦 2 =0
f) 𝑦 ′ = 𝑦 + 9𝑥 2 𝑦 + 9𝑥 = 𝑣
g) 𝑦𝑦 ′ + 4𝑥 = 0 the initial value, 𝑦 0 = 3

𝑑𝑟 𝑑𝑟 𝜋
h) =𝑏 cos 𝜃 + 𝑟 sin 𝜃 the initial value, r =𝜋 for 0<𝑏<1
𝑑𝜃 𝑑𝜃 2
Homogeneous (Reduction to separable form)
● Certain non-separable ODEs can be made separable by introduce a new unknown
function to function of y.
● Such an ODE is sometimes called a homogeneous ODE – may be written in the form;
′
𝑦
𝑦 =𝑓 -------------- (1) 𝑦 = 𝑢𝑥
𝑥
By product differentiation;
𝑦
● The form of such an ODE, let we set = 𝑢; thus, 𝑑𝑦 𝑑 𝑢𝑥
= =
𝑑𝑢
.𝑥 +
𝑑𝑥
.𝑢
𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑦 = 𝑢𝑥 by differentiation; 𝑦 ′ = 𝑢′ 𝑥 + 𝑢 ------------ (2) = 𝑢′ 𝑥 + 𝑢

● Substitute (2) into (1);

𝑢′ 𝑥 + 𝑢 = 𝑓 𝑢 or 𝑢′ 𝑥 = 𝑓 𝑢 − 𝑢 if 𝑓 𝑢 − 𝑢 ≠ 0, this eqn. can be separated:

𝑑𝑢 𝑑𝑥
= -------------- (3)
𝑓 𝑢 −𝑢 𝑥
Example:
′
𝑦2 + 𝑥2 Find the particular solution for the differential equation that satisfy the
𝑦 =
2𝑥𝑦 initial condition y(1) = 2

Let 𝑦 = 𝑢𝑥 ; thus, 𝑦 ′ = 𝑢′ 𝑥 + 𝑢 Substitute into the differential eqn.

𝑑𝑢 𝑢𝑥 2 + 𝑥 2
𝑥+𝑢 =
𝑑𝑥 2𝑥 𝑢𝑥
𝑥 2 1 + 𝑢2 1 + 𝑢2
= =
2𝑥 2 𝑢 2𝑢
𝑑𝑢 1 + 𝑢2 1 − 𝑢2
.𝑥 = −𝑢 = this eqn. can be separated:
𝑑𝑥 2𝑢 2𝑢
2𝑢 1
𝑑𝑢 = 𝑑𝑥
1 − 𝑢2 𝑥

* The next step for this solution is to integrate both side of the equation.
 2𝑢 1
- Integrating both side; 𝑑𝑢 = 𝑑𝑥 For the LHS, let 𝑎 = 1 − 𝑢2
1 − 𝑢2 𝑥
- Hence; 𝑑𝑎 = −2𝑢 𝑑𝑢
2𝑢 1
− ln 1 − 𝑢2 + 𝑐1 = ln 𝑥 + 𝑐2 𝑑𝑢 = − 𝑑𝑎
1 − 𝑢2 𝑎
ln 𝑥 + ln 1 − 𝑢2 = 𝐶 *𝐶 = 𝑐1 − 𝑐2
2𝑢
𝑑𝑢 = − ln 𝑎 + 𝑐1
ln 𝑥 1 − 𝑢2 =𝐶 1 − 𝑢2

𝑥 1 − 𝑢2 = 𝐴 *𝐴 = ∓𝑒 𝑐 2𝑢
2 𝑑𝑢 = − ln 1 − 𝑢2 + 𝑐1
𝑦 1−𝑢
- Know that 𝑢 = 𝑥
𝑦 2 - General solution can be written as;
𝑥 1− =𝐴
𝑥 𝑦(𝑥) = 𝑥 2 − 𝐴𝑥
𝑥 2 − 𝑦 2 = 𝐴𝑥 By applying the initial condition, 𝑦 1 = 2

𝑦 2 = 𝑥 2 − 𝐴𝑥 𝑦 1 = 12 − 𝐴 = 2 𝐴 = −3

- The particular solution;

𝑦 2 = 𝑥 2 + 3𝑥
Example:
𝑦 𝑦
𝑦′ = + tan Find the general solution for the differential equation.
𝑥 𝑥

Let 𝑦 = 𝑢𝑥 ; thus, 𝑦 ′ = 𝑢′ 𝑥 + 𝑢 Substitute into the differential eqn.

𝑑𝑢 sin 𝑢
𝑥 + 𝑢 = 𝑢 + tan 𝑢 =𝐴
𝑑𝑥 𝑥
𝑑𝑢 1 1 𝑦
𝑥 = tan 𝑢 Separating variable; 𝑑𝑢 = 𝑑𝑥 sin = 𝐴𝑥
𝑑𝑥 tan 𝑢 𝑥 𝑥
1 1 𝑦
- Integrating both side; 𝑑𝑢 = 𝑑𝑥 = sin−1 𝐴𝑥
tan 𝑢 𝑥 𝑥

ln sin 𝑢 + 𝑐1 = ln 𝑥 + 𝑐2 - General solution for the ODE;

ln sin 𝑢 − ln 𝑥 = 𝑐2 − 𝑐1 𝑦 = 𝑥 sin−1 𝐴𝑥
sin 𝑢 sin 𝑢
ln =𝐶 =𝐴 𝐴 = ∓𝑒 𝑐
𝑥 𝑥
Exercise 6
Solve the following differential equations.

a) 𝑦 ′ = 4𝑥 2 + 𝑦 2 / 𝑥𝑦
1
b) 𝑥𝑦 ′ = 𝑦 2 + 𝑦
2
c) 2𝑥𝑦𝑦 ′ = 𝑦 2 − 𝑥 2
d) 2𝑥𝑦𝑦 ′ = 3𝑦 2 + 𝑥 2 the initial value, 𝑦 1 = 2
𝑦 2𝑥 3
e) 𝑦′ = + cos 𝑥 2 the initial value, 𝑦 𝜋 2 = 𝜋
𝑥 𝑦
f) 𝑥𝑦 ′ = 𝑦 + 4𝑥 5 cos 2 𝑦 𝑥 the initial value, 𝑦 2 = 0
Exact ODEs.
𝑑𝑦 1 + 2𝑥𝑦 3
=− -------- (1)
𝑑𝑥 3𝑥 2 𝑦 2
In differential form;
1 + 2𝑥𝑦 3 𝑑𝑥 + 3𝑥 2 𝑦 2 𝑑𝑦 = 0 -------- (2)
● A first-order differential equation of the form;
The LHS is the differential of 𝑢 𝑥, 𝑦 = 𝑥 + 𝑥 2 𝑦 3
Prove: Let say the fn. u(x,y) has a continuous partial
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0 derivatives, it differential is;
𝜕𝑢 𝜕𝑢
𝑑𝑢 = 𝑑𝑥 + 𝑑𝑦
is called exact differential equation if and only if, 𝜕𝑥 𝜕𝑦
𝜕 𝑥 + 𝑥2𝑦3 𝜕 𝑥 + 𝑥2𝑦3
= 𝑑𝑥 + 𝑑𝑦
𝜕𝑀 𝜕𝑁 𝜕𝑥 𝜕𝑦
= = 1 + 2𝑥𝑦 3 𝑑𝑥 + 3𝑥 2 𝑦 2 𝑑𝑦
𝜕𝑦 𝜕𝑥 Therefore; 𝑑𝑢 = 0
By integration; 𝑑𝑢 = 𝑢 + 𝐶 = 0 i.e. 𝑢 = 𝐶
● The general solution of an exact equation is 𝑢 𝑥, 𝑦 = 𝑥 + 𝑥 2 𝑦 3 = 𝐶 is the general solution to (1)
given by;
Let generalize the method outline above;
𝑑𝑦 𝑀 𝑥, 𝑦
=− -------- (1a)
𝑑𝑥 𝑁 𝑥, 𝑦
𝐹 𝑥, 𝑦 = 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 𝐶 In differential form; 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0 -------- (2a)
Or; 𝑑𝐹 𝑥, 𝑦 = 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0

𝐹 𝑥, 𝑦 = 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 𝐶
From where this eqn. come?
* The general solution to (1a)
How to solve this integration?
Example:
′
3𝑥 2 − 2𝑦 2
𝑦 =− Find the general solution for the differential equation.
1 − 4𝑥𝑦

𝑑𝑦 3𝑥 2 − 2𝑦 2
=− In differential form; 3𝑥 2 − 2𝑦 2 𝑑𝑥 + 1 − 4𝑥𝑦 𝑑𝑦 = 0
𝑑𝑥 1 − 4𝑥𝑦
- Check an exactness;
𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥
- From the general equation;
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
i.e. 𝑀 𝑥, 𝑦 = 3𝑥 2 − 2𝑦 2
𝑁 𝑥, 𝑦 = 1 − 4𝑥𝑦
𝜕𝑀 𝜕 3𝑥 2 − 2𝑦 2
= = −4𝑦
𝜕𝑦 𝜕𝑦
Exact.
𝜕𝑁 𝜕 1 − 4𝑥𝑦
= = −4𝑦
𝜕𝑥 𝜕𝑥
 The general solution of an exact equation is given by;

𝐹 𝑥, 𝑦 = 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 𝐶

- 1st step; Since 1 = 2 = 𝐹 𝑥, 𝑦 ;

𝐹 𝑥, 𝑦 = 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑓 𝑦 𝑥 3 − 2𝑥𝑦 2 + 𝑓 𝑦 = 𝑓 𝑥 + 𝑦 − 2𝑥𝑦 2

= 3𝑥 2 − 2𝑦 2 𝑑𝑥 + 𝑓 𝑦
𝐹 𝑥, 𝑦 = 𝑥 3 − 2𝑥𝑦 2 + 𝑦
= 𝑥 3 − 2𝑥𝑦 2 + 𝑓 𝑦 ------------ (1)
- General solution for the exact ODE;
- 2nd step;
𝑥 3 − 2𝑥𝑦 2 + 𝑦 = 𝐶
𝐹 𝑥, 𝑦 = 𝑓(𝑥) + 𝑁 𝑥, 𝑦 𝑑𝑦

= 𝑓(𝑥) + 1 − 4𝑥𝑦 𝑑𝑦

= 𝑓 𝑥 + 𝑦 − 2𝑥𝑦 2 ------------ (2)

*Integrate w.r.t x, function of y become constant

*Integrate w.r.t y, function of x become constant
Example:
2𝑥𝑦𝑑𝑥 + 𝑥 2 + 3𝑦 2 𝑑𝑦 = 0 Solve the following differential equation.

- Check an exactness;
𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥
- From the general equation;
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
i.e. 𝑀 𝑥, 𝑦 = 2𝑥𝑦
𝑁 𝑥, 𝑦 = 𝑥 2 + 3𝑦 2

𝜕𝑀 𝜕 2𝑥𝑦
= = 2𝑥
𝜕𝑦 𝜕𝑦
Exact.
𝜕𝑁 𝜕 𝑥2 + 3𝑦 2
= = 2𝑥
𝜕𝑥 𝜕𝑥
 The general solution of an exact equation is given by;

𝐹 𝑥, 𝑦 = 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 𝐶

- 1st step; Since 1 = 2 = 𝐹 𝑥, 𝑦 ;

𝐹 𝑥, 𝑦 = 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑓 𝑦 𝑥 2𝑦 + 𝑓 𝑦 = 𝑓 𝑥 + 𝑥 2𝑦 + 𝑦3
𝑓 𝑥 = 𝑐1
= 2𝑥𝑦 𝑑𝑥 + 𝑓 𝑦
𝐹 𝑥, 𝑦 = 𝑥 2 𝑦 + 𝑦 3
= 𝑥 2𝑦 + 𝑓 𝑦 ------------ (1)
- General solution for the exact ODE;
- 2nd step;
𝑥 2𝑦 + 𝑦3 = 𝐶
𝐹 𝑥, 𝑦 = 𝑓(𝑥) + 𝑁 𝑥, 𝑦 𝑑𝑦

= 𝑓(𝑥) + 𝑥 2 + 3𝑦 2 𝑑𝑦

= 𝑓 𝑥 + 𝑥 2𝑦 + 𝑦3 ------------ (2)

*Integrate w.r.t x, function of y become constant

*Integrate w.r.t y, function of x become constant
Example:
𝑑𝑦
𝑥 + 3𝑥 + 𝑦 = 0 Solve the following differential equation.
𝑑𝑥

- In differential form; 3𝑥 + 𝑦 𝑑𝑥 + 𝑥𝑑𝑦 = 0

- Check an exactness;
𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥
- From the general equation;
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
i.e. 𝑀 𝑥, 𝑦 = 3𝑥 + 𝑦
𝑁 𝑥, 𝑦 = 𝑥

𝜕𝑀 𝜕 3𝑥 + 𝑦
= =1
𝜕𝑦 𝜕𝑦
Exact.
𝜕𝑁 𝜕 𝑥
= =1
𝜕𝑥 𝜕𝑥
The general solution of an exact equation is given by;

𝜕 𝑀 𝑥, 𝑦 𝑑𝑥
𝐹 𝑥, 𝑦 = 𝑀 𝑥, 𝑦 𝑑𝑥 − − 𝑁 𝑥, 𝑦 𝑑𝑦 = 𝐶
𝜕𝑦
3𝑥 2
𝑀 𝑥, 𝑦 𝑑𝑥 = 3𝑥 + 𝑦 𝑑𝑥 = + 𝑥𝑦
2
3𝑥 2
𝜕 𝑀 𝑥, 𝑦 𝑑𝑥 𝜕 + 𝑥𝑦
2
= =𝑥
𝜕𝑦 𝜕𝑦
3𝑥 2
𝐹 𝑥, 𝑦 = + 𝑥𝑦 − 𝑥 − 𝑥 𝑑𝑦 = 𝐶
2
3𝑥 2
𝐹 𝑥, 𝑦 = + 𝑥𝑦 = 𝐶
2
- General solution for the exact ODE;

3𝑥 2
+ 𝑥𝑦 = 𝐶
2
Exercise 7
Test for exactness. If exact, solve the differential equation.

a) 𝑥 − 𝑦 𝑑𝑥 − 𝑑𝑦 = 0
b) 𝑒 𝑦 − 𝑦𝑒 𝑥 𝑑𝑥 + 𝑥𝑒 𝑦 − 𝑒 𝑥 𝑑𝑦 = 0
c) 𝑒 𝑥 cos 𝑦 𝑑𝑥 − sin 𝑦 𝑑𝑦 = 0
1 𝑦 1 𝑥
d) 2𝑥 + − 𝑑𝑥 + 2𝑦 + − 𝑑𝑦 = 0
𝑦 𝑥2 𝑥 𝑦2
e) −2𝑥𝑦 sin 𝑥2
𝑑𝑥 + cos 𝑥 2 𝑑𝑦 = 0
f) − sin 𝑥𝑦 𝑦 𝑑𝑥 + 𝑥 𝑑𝑦 = 0 the initial value, 𝑦 1 = 𝜋
InExact ODEs.
● A first-order differential equation of the form;

𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0

is called inexact differential equation if,

𝜕𝑀 𝜕𝑁
≠
𝜕𝑦 𝜕𝑥

● It can always be made exact by multiplying integrating factor 𝑖 𝑥, 𝑦 that obeys;

𝜕 𝑖𝑀 𝜕 𝑖𝑁
=
𝜕𝑦 𝜕𝑥

● For an integrating factor that is a function of both x and y, 𝑖 𝑥, 𝑦 , there is no general

method to solve it.
● If an integrating factor exists that is a function of either x or y alone, then the eqn.
can be solve to find it.
How to determine the integrating factor?
● If we assume that the integrating factor is a function of x alone, 𝑖 = 𝑖 𝑥 , the
integrating factor is then given by;

𝑓 𝑥 𝑑𝑥 1 𝜕𝑀 𝜕𝑁
𝑖 𝑥 =𝑒 where 𝑓 𝑥 = −
𝑁 𝜕𝑦 𝜕𝑥

● If the integrating factor is a function of y alone, 𝑖 = 𝑖 𝑦 , then;

𝑔 𝑦 𝑑𝑦 1 𝜕𝑁 𝜕𝑀
𝑖 𝑦 =𝑒 where 𝑔 𝑦 = −
𝑀 𝜕𝑥 𝜕𝑦
Example:
𝑑𝑦 2 3𝑦
=− − Solve the following differential equation.
𝑑𝑥 𝑦 2𝑥
2 𝑑𝑦 2 3𝑦
- In differential form; 4𝑥 + 3𝑦 𝑑𝑥 + 2𝑥𝑦 𝑑𝑦 = 0 𝑑𝑥
=− −
𝑦 2𝑥
- Check an exactness; 4𝑥 + 3𝑦 2
=−
𝜕𝑀 𝜕𝑁 2𝑥𝑦
= 4𝑥 + 3𝑦 2 𝑑𝑥 + 2𝑥𝑦 𝑑𝑦 = 0
𝜕𝑦 𝜕𝑥
- From the general equation;
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
i.e. 𝑀 𝑥, 𝑦 = 4𝑥 + 3𝑦 2
𝑁 𝑥, 𝑦 = 2𝑥𝑦

𝜕𝑀 𝜕 4𝑥 + 3𝑦 2
= = 6𝑦
𝜕𝑦 𝜕𝑦 We can transform the equation to be
Not exact !!! an exact by multiplying the equation
𝜕𝑁 𝜕 2𝑥𝑦 with the integrating factor, i(x,y).
= = 2𝑦
𝜕𝑥 𝜕𝑥
 Let;
1 𝜕𝑀 𝜕𝑁 1 2
𝑓 𝑥 = − = 6𝑦 − 2𝑦 =
𝑁 𝜕𝑦 𝜕𝑥 2𝑥𝑦 𝑥
- The integrating factor that have only the function of x,
2
𝑓 𝑥 𝑑𝑥 𝑑𝑥
𝑖 𝑥 =𝑒 =𝑒 𝑥 = 𝑒 2 ln 𝑥 = 𝑥 2
- Multiply the differential equation by integrating factor,
4𝑥 3 + 3𝑥 2 𝑦 2 𝑑𝑥 + 2𝑥 3 𝑦 𝑑𝑦 = 0

𝑖𝑀 𝑥, 𝑦 = 4𝑥 3 + 3𝑥 2 𝑦 2
𝑖𝑁 𝑥, 𝑦 = 2𝑥 3 𝑦

𝜕 𝑖𝑀 𝜕 4𝑥 3 + 3𝑥 2 𝑦 2
= = 6𝑥 2 𝑦
𝜕𝑦 𝜕𝑦
Exact !!!
𝜕 𝑖𝑁 𝜕 2𝑥 3 𝑦
= = 6𝑥 2 𝑦
𝜕𝑥 𝜕𝑥
 The general solution of an exact equation;

𝐹 𝑥, 𝑦 = 𝑖𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑖𝑁 𝑥, 𝑦 𝑑𝑦 = 𝐶

- 1st step; Since 1 = 2 = 𝐹 𝑥, 𝑦 ;

𝐹 𝑥, 𝑦 = 𝑖𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑓 𝑦 𝑥 4 + 𝑥 3𝑦2 + 𝑓 𝑦 = 𝑓 𝑥 + 𝑥 3𝑦2
𝑓 𝑦 = 𝑐1
= 4𝑥 3 + 3𝑥 2 𝑦 2 𝑑𝑥 + 𝑓 𝑦
𝐹 𝑥, 𝑦 = 𝑥 4 + 𝑥 3 𝑦 2 = 𝐶
= 𝑥 4 + 𝑥 3𝑦2 + 𝑓 𝑦 ------------ (1)
- General solution for the exact ODE;
- 2nd step;
𝑥 4 + 𝑥 3𝑦2 = 𝐶
𝐹 𝑥, 𝑦 = 𝑓(𝑥) + 𝑁 𝑥, 𝑦 𝑑𝑦

= 𝑓(𝑥) + 2𝑥 3 𝑦 𝑑𝑦

= 𝑓 𝑥 + 𝑥 3𝑦2 ------------ (2)

*Integrate w.r.t x, function of y become constant

*Integrate w.r.t y, function of x become constant
Example:
−2
𝑒 −2 ln 𝑥 = 𝑒 ln 𝑥 = 𝑥 −2
−𝑦 𝑑𝑥 + 𝑥 𝑑𝑦 = 0 Solve the following
differential equation.
1 𝜕𝑀 𝜕𝑁 1 2
- Check an exactness; 𝑓 𝑥 = − = −1 − 1 = −
𝑁 𝜕𝑦 𝜕𝑥 𝑥 𝑥
𝜕𝑀 𝜕𝑁
= - The integrating factor that have only the function of x,
𝜕𝑦 𝜕𝑥
𝑓 𝑥 𝑑𝑥
2
−𝑥𝑑𝑥 1
- From the general equation; 𝑖 𝑥 =𝑒 =𝑒 = 𝑒 −2 ln 𝑥 = 2
𝑥
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0 - Multiply the differential equation by integrating factor,
𝑦 1
i.e. 𝑀 𝑥, 𝑦 = −𝑦 − 2 𝑑𝑥 + 𝑑𝑦 = 0
𝑥 𝑥
𝑁 𝑥, 𝑦 = 𝑥
𝑦 1
𝑖𝑀 𝑥, 𝑦 = − 𝑖𝑁 𝑥, 𝑦 =
𝜕𝑀 𝜕 −𝑦 𝑥2 𝑥
= = −1
𝜕𝑦 𝜕𝑦 𝑦
𝜕 𝑖𝑀 𝜕 −
Not exact !!!
= 𝑥2 = − 1
𝜕𝑁 𝜕 𝑥
= =1 𝜕𝑦 𝜕𝑦 𝑥2
𝜕𝑥 𝜕𝑥 Exact
1
𝜕 𝑖𝑁 𝜕 𝑥 1
= =− 2
𝜕𝑥 𝜕𝑥 𝑥
 The general solution of an exact equation;

𝐹 𝑥, 𝑦 = 𝑖𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑖𝑁 𝑥, 𝑦 𝑑𝑦 = 𝐶

- 1st step; Since 1 = 2 = 𝐹 𝑥, 𝑦 ;

𝑦 𝑦
𝐹 𝑥, 𝑦 = 𝑖𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑓 𝑦 +𝑓 𝑦 =𝑓 𝑥 +
𝑥 𝑥
𝑦
= − 𝑑𝑥 + 𝑓 𝑦 𝑓 𝑦 = 𝑐1 𝑓 𝑦 = 𝑐2
𝑥2
𝑦
𝑦 ------------ (1) 𝐹 𝑥, 𝑦 = =𝐶
= +𝑓 𝑦 𝑥
𝑥
- General solution for the exact ODE;
- 2nd step;
𝑦
𝐹 𝑥, 𝑦 = 𝑓(𝑥) + 𝑁 𝑥, 𝑦 𝑑𝑦 =𝐶
𝑥
1
= 𝑓(𝑥) + 𝑑𝑦
𝑥
𝑦
=𝑓 𝑥 + ------------ (2)
𝑥

*Integrate w.r.t x, function of y become constant

*Integrate w.r.t y, function of x become constant
Example:
𝑥𝑦 2 + 4𝑥 2 𝑦 𝑑𝑥 + 3𝑥 2 𝑦 + 4𝑥 3 𝑑𝑦 = 0 Solve the following differential equation.

- Check an exactness;
𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥
- From the general equation;
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
i.e. 𝑀 𝑥, 𝑦 = 𝑥𝑦 2 + 4𝑥 2 𝑦
𝑁 𝑥, 𝑦 = 3𝑥 2 𝑦 + 4𝑥 3

𝜕𝑀 𝜕 𝑥𝑦 2 + 4𝑥 2 𝑦
= = 2𝑥𝑦 + 4𝑥
𝜕𝑦 𝜕𝑦
Not exact !!!
𝜕𝑁 𝜕 3𝑥 2 𝑦
+ 4𝑥 3
= = 6𝑥𝑦 + 12𝑥 2
𝜕𝑥 𝜕𝑥
The differential equation;
𝑥𝑦 2 + 4𝑥 2 𝑦 𝑑𝑥 + 3𝑥 2 𝑦 + 4𝑥 3 𝑑𝑦 = 0
- Let the integrating factor, 𝐹 = 𝑥 𝑚 𝑦 𝑛 .
- Multiply the differential equation by integrating factor,
𝐹 𝑥𝑦 2 + 4𝑥 2 𝑦 𝑑𝑥 + 3𝑥 2 𝑦 + 4𝑥 3 𝑑𝑦 = 𝐹 0
𝑥 𝑚 𝑦 𝑛 𝑥𝑦 2 + 4𝑥 2 𝑦 𝑑𝑥 + 3𝑥 2 𝑦 + 4𝑥 3 𝑑𝑦 = 𝑥 𝑚 𝑦 𝑛 0
𝑥 𝑚+1 𝑦 𝑛+2 + 4𝑥 𝑚+2 𝑦 𝑛+1 𝑑𝑥 + 3𝑥 𝑚+2 𝑦 𝑛+1 + 4𝑥 𝑚+3 𝑦 𝑛 𝑑𝑦 = 𝑥 𝑚 𝑦 𝑛 0
- The equation is exact if;

𝜕𝑀 𝜕𝑁 𝑀 𝑥, 𝑦 = 𝑥 𝑚+1 𝑦 𝑛+2 + 4𝑥 𝑚+2 𝑦 𝑛+1

=
𝜕𝑦 𝜕𝑥 𝑁 𝑥, 𝑦 = 3𝑥 𝑚+2 𝑦 𝑛+1 + 4𝑥 𝑚+3 𝑦 𝑛

𝜕𝑀 𝜕 𝑥 𝑚+1 𝑦 𝑛+2 + 4𝑥 𝑚+2 𝑦 𝑛+1

= = 𝑛 + 2 𝑥 𝑚+1 𝑦 𝑛+1 + 4 𝑛 + 1 𝑥 𝑚+2 𝑦 𝑛
𝜕𝑦 𝜕𝑦
𝜕𝑁 𝜕 3𝑥 𝑚+2 𝑦 𝑛+1 + 4𝑥 𝑚+3 𝑦 𝑛
= = 3 𝑚 + 2 𝑥 𝑚+1 𝑦 𝑛+1 + 4 𝑚 + 3 𝑥 𝑚+2 𝑦 𝑛
𝜕𝑥 𝜕𝑥
 𝜕𝑀 𝜕 𝑥 𝑚+1 𝑦 𝑛+2 + 4𝑥 𝑚+2 𝑦 𝑛+1
= = 𝑛 + 2 𝑥 𝑚+1 𝑦 𝑛+1 + 4 𝑛 + 1 𝑥 𝑚+2 𝑦 𝑛
𝜕𝑦 𝜕𝑦
𝜕𝑁 𝜕 3𝑥 𝑚+2 𝑦 𝑛+1 + 4𝑥 𝑚+3 𝑦 𝑛
= = 3 𝑚 + 2 𝑥 𝑚+1 𝑦 𝑛+1 + 4 𝑚 + 3 𝑥 𝑚+2 𝑦 𝑛
𝜕𝑥 𝜕𝑥
- From the above, we conclude that;
(1)------ 𝑛+2 =3 𝑚+2 Solve these equations to obtain the constant of m and n,
(2)------ 4 𝑛+1 =4 𝑚+3 hence obtain the integrating factor, 𝐹 = 𝑥 𝑚 𝑦 𝑛
(1) x -4 −4𝑛 − 8 = −12𝑚 − 24 ------ (3)
4𝑛 + 4 = 4𝑚 + 12 ------ (2)
(3) + (2) −4 = −8𝑚 − 12
8 = −8𝑚
𝑚 = −1 Substitute into (1), 𝑛=1
𝑦
- Therefore, the integrating factor, 𝐹 = 𝑥 −1 𝑦1 = ;
𝑥
Exercise 8
1. Test for exactness, then solve the differential equation.
a) 𝑒 𝑥+𝑦 − 𝑦 𝑑𝑥 + 𝑥𝑒 𝑥+𝑦 + 1 𝑑𝑦 = 0
12, 14, 20
b) sin 𝑦 cos 𝑦 + 𝑥 cos 2 𝑦 𝑑𝑥 + 𝑥 𝑑𝑦 = 0
c) 𝑥 4 + 𝑦 2 𝑑𝑥 − 𝑥𝑦 𝑑𝑦 = 0 the initial value, 𝑦 2 = 1
1
d) 3𝑦 2 𝑑𝑥 + 𝑥 𝑑𝑦 = 0 the initial value, 𝑦 1 = 2
e) 2𝑥𝑦 𝑑𝑦 = 𝑥 2 + 𝑦 2 𝑑𝑥 the initial value, 𝑦 1 = 2

2. Under what condition is 𝑎𝑥 + 𝑏𝑦 𝑑𝑥 + 𝑘𝑥 + 𝑙𝑦 𝑑𝑦 = 0 exact? (a, b, k, l are constant.) Solve

for the exact equation.
3. Verify that 𝑦, 𝑥𝑦 3 and 𝑥 2 𝑦 5 are integrating factors of 𝑦 𝑑𝑥 + 2𝑥 𝑑𝑦 = 0 and solve.
Exercise 9
1. Show the given function is an integrating factor and solve.
a) sin 𝑦 𝑑𝑥 + cos 𝑦 𝑑𝑦 = 0, 𝑒𝑥
b) 𝑎 + 1 𝑦 𝑑𝑥 + 𝑏 + 1 𝑥 𝑑𝑦 = 0 𝑥𝑎 𝑦𝑏
c) 2𝑦 + 𝑥𝑦 𝑑𝑥 + 2𝑥 𝑑𝑦 = 0 1/𝑥𝑦

2. Find an integrating factor and solve the following differential equations.

a) 2 cosh 𝑥 cos 𝑥 𝑦 𝑑𝑥 = sinh 𝑥 sin 𝑦 𝑑𝑦
b) 2 cos 𝑦 + 4𝑥 2 𝑑𝑥 = 𝑥 sin 𝑦 𝑑𝑦
c) 2𝑥 tan 𝑦 𝑑𝑥 + sec 2 𝑦 𝑑𝑦 = 0
d) 𝑥 −1 cosh 𝑦 𝑑𝑥 + sinh 𝑦 𝑑𝑦 = 0
Linear ODEs
● A first-order ODE is said to be linear if it can be brought into the form;

𝑦′ + 𝑝 𝑥 𝑦 = 𝑟 𝑥 -------------------- (1)

● Linear first-order ODEs is a special case of inexact ODEs.

● Such equations can be made exact by multiplying with an appropriate integrating
factor (as discussed in previous slide)
● For the purpose, let the equation (1) above written as below:

𝑑𝑦 + 𝑝 𝑥 𝑦 − 𝑟 𝑥 𝑑𝑥 = 0

1 𝜕𝑀 𝜕𝑁 1
𝑓 𝑥 = − = 𝑝 𝑥 −0 =𝑝 𝑥
𝑁 𝜕𝑦 𝜕𝑥 1

𝑓 𝑥 𝑑𝑥 𝑝 𝑥 𝑑𝑥
𝑖 𝑥 =𝑒 =𝑒
● Multiply equation (1) on both sides by the integrating factor;
𝑑 𝑒 𝑝 𝑥 𝑑𝑥 ∗𝑦 𝑑 𝑒 𝑝 𝑥 𝑑𝑥
𝑝 𝑥 𝑑𝑥 𝑑𝑦 𝑝 𝑥 𝑑𝑥 𝑝 𝑥 𝑑𝑥 =𝑒 𝑝 𝑥 𝑑𝑥 𝑑(𝑦)
+𝑦
𝑒 + 𝑒 𝑝 𝑥 𝑦= 𝑒 𝑟 𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥

𝑑𝑥 𝑑 𝑒 𝑝 𝑥 𝑑𝑥
Solve by chain rule method;
𝑑𝑥
𝑑𝑢
- LHS terms are derivative of special product; 𝑢 = 𝑝 𝑥 𝑑𝑥 =𝑝 𝑥
𝑑𝑥
𝑑𝑦
𝑝 𝑥 𝑑𝑥 𝑦 = 𝑒𝑢 = 𝑒𝑢
𝑑 𝑒 ∗𝑦 𝑝 𝑥 𝑑𝑥
𝑑𝑢
= 𝑒 𝑟 𝑥 𝑑𝑦 𝑑𝑦 𝑑𝑢
= . = 𝑒 𝑢 . 𝑝 𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑢 𝑑𝑥

𝑑 𝑒 𝑝 𝑥 𝑑𝑥 𝑝 𝑥 𝑑𝑥
𝑝 𝑥 𝑑𝑥 𝑝 𝑥 𝑑𝑥 = 𝑒𝑒 .𝑝 𝑥
𝑑 𝑒 ∗𝑦 = 𝑒 𝑟 𝑥 𝑑𝑥 𝑑𝑥

𝑑 𝑒 𝑝 𝑥 𝑑𝑥 ∗𝑦 𝑝 𝑥 𝑑𝑥 𝑑(𝑦) 𝑝 𝑥 𝑑𝑥

𝑑𝑥
=𝑒 𝑑𝑥
+ 𝑒𝑒 .𝑝 𝑥 y
● By integrating both side;

𝑝 𝑥 𝑑𝑥 𝑝 𝑥 𝑑𝑥
𝑑 𝑒 ∗𝑦 = 𝑒 𝑟 𝑥 𝑑𝑥
 𝑝 𝑥 𝑑𝑥 𝑝 𝑥 𝑑𝑥
𝑒 ∗𝑦 = 𝑒 𝑟 𝑥 𝑑𝑥

● The general solution of the linear ODEs is given by;

𝑦 = 𝑒− 𝑝 𝑥 𝑑𝑥
𝑒 𝑝 𝑥 𝑑𝑥
𝑟 𝑥 𝑑𝑥 -------------------- (2)
Example:
𝑑𝑦
+ 2𝑥𝑦 = 4𝑥 Solve the following differential equation.
𝑑𝑥
2
- Compare with the eqn. (1); 𝑝 𝑥 = 2𝑥 𝑟 𝑥 = 4𝑥 𝑒 𝑥 . 4𝑥 𝑑𝑥

- By using the general solution for linear ODEs (eqn. (2)); 𝑢 = 𝑥2 𝑑𝑢 = 2𝑥 𝑑𝑥

𝑦 = 𝑒− 𝑝 𝑥 𝑑𝑥
𝑒 𝑝 𝑥 𝑑𝑥
𝑟 𝑥 𝑑𝑥 2
𝑒 𝑥 . 4𝑥 𝑑𝑥 = 2 𝑒 𝑢 𝑑𝑢

= 2𝑒 𝑢 + 𝐶
𝑦 = 𝑒− 2𝑥 𝑑𝑥
𝑒 2𝑥 𝑑𝑥
4𝑥 𝑑𝑥 2𝑥 𝑑𝑥 = 𝑥 2
2
= 2𝑒 𝑥 + 𝐶

−𝑥 2 𝑥 2
𝑦= 𝑒 𝑒 4𝑥 𝑑𝑥
2 2
𝑦 = 𝑒 −𝑥 2𝑒 𝑥 + 𝐶
2
𝑦 = 2 + 𝐶𝑒 −𝑥
Example:
𝑑𝑦
− 𝑦 = 𝑒 2𝑥 Solve the following differential equation.
𝑑𝑥

- Compare with the eqn. (1); 𝑝 𝑥 = −1 𝑟 𝑥 = 𝑒 2𝑥

- By using the general solution for linear ODEs (eqn. (2));

𝑦 = 𝑒− 𝑝 𝑥 𝑑𝑥
𝑒 𝑝 𝑥 𝑑𝑥
𝑟 𝑥 𝑑𝑥

𝑦 = 𝑒− −1 𝑑𝑥
𝑒 −1 𝑑𝑥
𝑒 2𝑥 𝑑𝑥

𝑦 = 𝑒𝑥 𝑒 −𝑥 𝑒 2𝑥 𝑑𝑥

𝑦 = 𝑒𝑥 𝑒 𝑥 𝑑𝑥

𝑦 = 𝑒𝑥 𝑒𝑥 + 𝐶
𝑦 = 𝑒 2𝑥 + 𝐶𝑒 𝑥
Example:
𝑑𝑦
+ 𝑦 tan 𝑥 = sin 2𝑥 𝑦 0 =1 Solve the following differential equation.
𝑑𝑥

- Compare with the eqn. (1); 𝑝 𝑥 = tan 𝑥 𝑟 𝑥 = sin 2𝑥 = 2 sin 𝑥 cos 𝑥

- By using the general solution for linear ODEs (eqn. (2));

𝑦 = 𝑒− tan 𝑥 𝑑𝑥
𝑒 tan 𝑥 𝑑𝑥
2 sin 𝑥 cos 𝑥 𝑑𝑥 Apply the initial value;
𝑦 𝑥 = 𝐶 cos 𝑥 − 2 cos2 𝑥
𝑦= 𝑒 ln cos 𝑥 𝑒 − ln cos 𝑥 2 sin 𝑥 cos 𝑥 𝑑𝑥
𝑦 0 = 𝐶 cos 0 − 2 cos2 0 = 1
1
𝑦 = cos 𝑥 2 sin 𝑥 cos 𝑥 𝑑𝑥 =𝐶−2=1
cos 𝑥
i. 𝑒. 𝐶 = 3
𝑦 = cos 𝑥 2 sin 𝑥 𝑑𝑥
The particular solution;
𝑦 = cos 𝑥 −2 cos 𝑥 + 𝐶 𝑦 = 3 cos 𝑥 − 2 cos 2 𝑥
𝑦 = 𝐶 cos 𝑥 − 2 cos 2 𝑥
Exercise 10
Find the general solution. If an initial condition is given, find also the corresponding particular
solution.
a) 𝑦 ′ = 4𝑦 + 𝑥
b) 𝑥 2 𝑦 ′ + 3𝑥𝑦 = 1 𝑥 𝑦 1 = −1
𝜋
c) 𝑦 ′ + 2𝑦 = 4 cos 2𝑥 𝑦 =2
4
2
d) 𝑦 ′ + 4𝑥 2 𝑦 = 4𝑥 2 − 𝑥 𝑒 −𝑥 /2
𝜋
e) 𝑦 ′ tan 𝑥 = 2𝑦 − 8 𝑦 =0
2
f) 𝑦 ′ + 𝑦 tan 𝑥 = 𝑒 −0.01𝑥 cos 𝑥 𝑦 0 =0
𝜋 4
g) 𝑦 ′ + cos 2 𝑥 + 3𝑦 = 1 𝑦 =
4 3