1st Order ODE and Its Applications

xxxi
CHAPTER - 3
DIFFERENTIAL EQUATIONS OF THE FIRST ORDER
3. 1 General
In chapter 2 we studied how to form a relationship between x, y, dy/dx, d2y/dx2, etc.
from a given relationship between x, y, and constants. Now, in this chapter, we shall consider the
inverse process: viz., how to deduce a relationship between the variables x and y from a given
relationship between x, y, and derivatives of y. It may be realized that the inverse processes are
usually more difficult. For instance,
a. The problem of finding the roots of an algebraic equation is more difficult than that
of forming the equation when the roots are given.
b. Integration is a more difficult process than differentiation.
Similarly, the process of solving a differential equation is much more complicated and laborious
than the direct process of forming the differential equation when the general solution is given.
It may be mentioned that the differential equation,

f(x, y, dy/dx) = 0,
cannot be solved in every case. In fact, even the differential equation
‫ܡ܌‬
P + Q = 0,
‫ܠ܌‬
where P and Q are functions of x and y cannot be solved completely for all values of P and Q.
Like the algebraic equations which have a few solvable cases, all the differential equations are
also not solvable.
The systematic development of the techniques for solving the differential equations
logically begins with the equations of the first order and first degree. In this chapter we shall
develop seven techniques, as given below, to solve these equations:
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Technique 1. Solution of equations by the method of separable of variables, i.e., solution of

the equations of the form M(x) dx = N(y) dy , or those which can easily be
reduced to this form.
Technique 2. Solution of homogeneous differential equations, i.e., differential equations of

ࢌሺ‫ܠ‬ǡ‫ܡ‬ሻ
the form, y'= ܏ሺ‫ܠ‬ǡ‫ܡ‬ሻ
, where f(x,y) and g(x,y) are homogeneous functions of x, y,
and of the same degree.
Technique 3. Solution of non-homogeneous differential equations of the first degree in x and

y, reducible to the homogeneous form.
Technique 4. Solution of exact differential equations.
Technique 5. Solutions of non-exact differential equations that can be made exact by the use
of integrating factors.
Technique 6. Solution of general linear differential equations of the form

y' + P(x) y = Q(x).
Technique 7. Solution of non-linear differential equations reducible to linear form.
3.2 Technique 1. Solution of Differential Equations by the Method of

Separation of Variables
When an equation can be written in the form,

M(x) dx = N(y) dy, (3. 2. 1)
where M is a function of x alone, and N is a function of y alone, the variables are said to be
separable. Whenever this is possible, the differential equation is known as variables separable
type. The general solution of such an equation is obtained by direct integration,
³ M(x) dx = ³ N(y)dy .
Example 3.2.1
‫ܡ܌‬
Find the general solution of ‫ܠ܌‬
= 3 x 2.
Solution
We write this equation in the form: dy = 3 x 2 dx. By integrating both sides of this
equation we obtain,
³ dy dy = ³ 3 x dx ,
2
which yields: y = x 3 + c. It is the required general solution of the given differential equation.
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As mentioned earlier (see Sec.2.2), the general solution of a first-order differential

equation contains one arbitrary constant. It may be mentioned that the form of this arbitrary
constant may vary depending on the form of the general solution. For instance, it may be written
as c, ln c, ec , sin–1c, etc. We may choose any arbitrary constant in the general solution of the
same differential equation and yet the solution would be equally correct and equally general.
However, while choosing the form of the constant what is usually kept in mind is that the
solution of the differential equation should reduce to the simplest possible form. This would
make it more serviceable in applications.
Examples 3.2.2
Find the general solution of,
(1– x) dy – (1+ y) dx = 0.
Solution
The given equation can be written as,
dy dx
.
1 y 1 x
By integrating both sides we get,
ln (1 + y) + ln (1– x) = ln c,
or , (1 + y) (1 – x) = c,
which is the required general solution.
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EXERCISE- 3. 1
(Solution by the Method of Separation of Variables)
Note. Answers are given against the respective questions within square brackets.
Solve the differential equations:
1. y c = ky, (k arbitrary constant); [ y = c ekx]

y 2 4x 3
2. y c = x2 y2 – 4 x2; [ ln c]
y2 3
3. (x – 1) y c = 2 x3 y; [y = c (x – 1)2 Exp{2x3/3 + x2 + 2x}]
4. y c = 2 x – 1 y 1 [y = (ln «x « + c)2 + 1]
5. y c = y cot 2x; [y=c sin 2 x ]
6. yc = (1+ x) (1+ y2); [ y = tan ( x2/2 + x + c)]
7. yc = y tanh x; [ y = c cosh x]
8. sin 2x dy = y cos 2x dx; [ y = c sin 2 x ]
9. x ln x dy – y dx = 0; [ y = c ln «x «]
Solve the following differential equations:

3/3
10. yc = x 2 y ; [y = c e x ]
11. yc = x2 /{y(1 + x3}); [3y2 – 2 ln |1+x3| = c ; x z –1, y z 0]
12. yc = ex – y/( 1+ ex); [ey= ln (1+ ex) + c ]
13. yc = 1 + x + y2 + xy2; [tan– 1 y – x – x2 / 2 = c]
14. (xy + 2x + y + 2) dx + (x2 + 2x ) dy = 0 [ ln x 2 2x + ln |y +2 | = c]

15. (ex + 1) y dy = (y + 1) ex dx ; [(1+ y) (1 + e x ) = c ey ]
dx y 1 2 x3 1 y2
16. y ln x ( ) ; [ ln x x 3 2 y ln y c ]
dy x 3 9 2
17. (sec2 y ) y c + tan x tan y = 0; [ tan y = c cos x]
18. y (1+ x2)½ dx +x (1+ y2)½ dy = 0;
( 1 x 2 1)( 1 y 2 1)
[ 1 x 2 1 y 2 + ln { }] = c ]
1 x 2 1)( 1 y 2 1)
19. (sin x + cos x) dy + (cos x – sin x) dx = 0 [ey ( sin x + cos x) = c]

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1 dr
20. = cot t [ r = c sin t]
r dt
Solve the initial value problems,
21. y c = y tan 2x, y ( 0) = 2; [ y = 2/ cos 2 x ]

22. y c = 2 ex y3, y (0) = 1/ 2; [ y2 = 1/(8 – 4ex )]
23. xy y c = y + 2, y(2) = 0; [ y – 2 ln |y+2 | = ln |x/ 8 | ]
24. (3x + 8) (y2 + 4 ) dx – 4y (x2 + 5x + 6 ) dy = 0, y(1) = 2
[ 16 (x + 3) (x + 2)2 = 9 (y2 + 4)2 ]
25. y c = [ x (x2 + 1)]/ (4y3), y (0) = – 1/ 2 [y= ( x 2 1) / 2 ]
26. 8 cos2 y dx + cosec2 x dy = 0; y(S/12) = S/4. [4x – 2 sin 2x + tan y = S / 3]
27. ex sec y dx + (1 + ex ) sec y tan y dy = 0, y = 600 when x = 3;

[1+ ex = 2 ( 1+e3) cos y]
28. d U = U tan T dT, U = 1 when T = 0. [ U = sec T ]
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3.3 Technique 2. Solution of Homogeneous Differential Equations
Algebraically, a function f (x, y ) is said to be homogeneous function of degree n if each

of its terms is of degree n. For example,
a. f(x, y) = x2 + 7 xy + y2 defines a homogeneous function of degree 2.
b. f(x, y) = x3 + [ 3 x4 + 5y4]/y is a homogeneous function of degree 3.
A differential equation of the form,

f (x, y)
yc ,
g(x, y)
is called a homogeneous differential equation if f(x,y) and g(x,y) are homogeneous functions of
x, y, both being of the same degree.
Method for the Solution of First Order Homogeneous Differential Equations:

Any homogeneous differential equation of the first order and first degree can be reduced to
the separation of variables form by substituting y = vx, or v = y/x (and thus, y' = v + v'x).
It may be seen that on substituting y = vx and y' = v + v'x , the given differential equation
can be transformed to an equation in v and x with variable separable. Accordingly it can be
solved by the method discussed earlier in sec 3.2. At the end, the solution is obtained in the
original variables ( i.e , x and y ) by putting back the value of v = y/x.
Example 3.3.1
Solve the differential equation: (x2 + y2 ) dx + 2 xy dy = 0.
Solution
The given differential equation can be written as,
dy (x 2 y 2 )
,
dx 2 xy
which is a homogeneous differential equation. We substitute y vx , i.e., y' = v + v'x in this
equation to obtain,
(1 v 2 )
v + vcx =
2v
(1 v )
2
or, vcx = – v
2v
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1 v 2 2v 2 (1 3v 2 )
= =
2v 2v
dx 2v
or, dv .
x 1 3v 2
On integrating both sides of this equation we get:
1
ln | x | = ln ( 1+ 3v2) + ln c1,
3
or, x3 ( 1+ 3 v2 ) = c.
To obtain the result in the original variables, x and y, we put back the value of v = y /x,
x (x2 + 3 y2) = c,
which is the required general solution of the given differential equation.
3.4 Technique 3. Solution of Non-Homogeneous Differential Equations,

Reducible to Homogeneous Form
The differential equation,
dy a 1 x b 1 y c1
, (3. 4. 1)
dx a 2x b2 y c2
where a1, b1, c1, a2, b2 , c2 are constants and c1, c2 are not both zero, is a non-homogeneous
differential equation. This equation can be reduced to homogeneous form and can be solved by
the method discussed in Sec 3.3. Two different situations may arise in this case as mentioned
below:
Case 1 a1 : a2 z b1 : b2
In this case we substitute

x = X + h, (3. 4. 2)
and, y = Y + k, (3. 4. 3)
dy dY
so that, . Thus Eqn.(3. 4. 1) becomes,
dx dX
dY (a 1X b1Y) (a 1h b1k c1 )
. (3. 4. 4)
dX (a 2 X b 2 Y) (a 2 h b 2 k c 2 )
We choose h and k such that,
a1 h + b1 k + c1 = 0, (3. 4. 5)
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a2 h + b2 k + c2 = 0. (3. 4. 6).
Therefore, Eqn. ( 3. 4. 4) reduces to a homogeneous form,

dY a 1 X b1 Y
, ( 3. 4. 7).
dX a 2X b2Y
which can be solved as discussed earlier. We find the values of h and k by solving Eqns.
(3.4.5) and (3.4.6) simultaneously. At the end we substitute the value of X (= x – h), and
Y (= y – k) in the solution of Eqn (3.4.7) and obtain the solution of the given differential
equation in the original variables x and y.
Case 2. a1: a2 = b1 : b2.
The above method breaks down in this case because the lines,
a1 x + b1 y + c1 = 0, and a2 x + b2 y + c2 = 0
have equal slopes, a1/b1 = a2 /b2 and are thus parallel; h and k then become indeterminate. In this
case we put,
z = a1 x + b1 y. (3. 4. 8)
Since the lines are parallel,
a2 x + b2 y = (a2/a1) z . (3. 4. 9)
On differentiating (3. 4. 8) w.r.t. x we get,
dy dz
a1 + b1 .
dx dx
Therefore, Eqn (3. 4. 1) becomes,
1 dz z c1
( a1 ) ,
b1 dx (a 2 /a 1 )z c 2
dz b1 (z c1 )
i.e., a1 .
dx (a 2 /a 1 )z c 2
Clearly this equation is of variables separable form in x and z, which can be solved by the
method illustrated in sec 3. 2. At the end we put back the value of z = a1 x + b1 y.
Example 3.4.1
Solve the differential equation,
dy x y 1
. (3. 4. 10)
dx x y3
Solution
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This is a non-homogeneous differential which can be converted to the homogeneous form by

transformation of variables. On substituting x = X + h and y = Y + k we obtain,
dY X Y (h k 1)
. (3. 4. 11)
dX X Y (h k 3)
We choose h and k such that,
h + k – 1 = 0, and h – k +3 = 0.
These equations give: h = – 1 and k = 2. Therefore, Eqn. (3. 4. 11) becomes,
dY XY
, (3. 4. 12)
dX XY
which is a homogeneous differential equation. In order to solve it we let Y = vX, so that
dY dv
vX . Thus Eqn (3. 4. 12) becomes,
dX dX
dv 1 v
v +X = ,
dX 1 v
or,
dv 1 v 1 v2
X = v= ,
dX 1 v 1 v
or,
dX 1 v 1 1 2v dv
= dv dv
X 1 v2 1 v 2
2 1 v2
Integration of this equation yields,
1
ln X = tan– 1 v – ln (1+ v2 ) + c1,
2
or
ln X2 = 2 tan– 1 v – ln ( 1 + v2 ) + c.
But v = Y/X. Therefore, the above equation becomes,

Y
ln (X2 + Y2 ) – 2 tan–1 = c. (3.4.13).
X
Also, X = x – h = x + 1 , and Y = y – k = y –2. Therefore, Eqn (3.4.13) becomes,
y2
ln [(x+1)2 + ( y – 2)2 ] – 2 tan – 1 = c,
x 1
which is the general solution of the given differential equation.
Example 3.4.2.
xl
dy x y 1
(3. 4. 14).
dx 2x 2y 1
Solution
This equation cannot be treated like in the last example because a 1/a2 = 1/2 = b1/ b2
(see Sec. 3.4, case 2). As such the straight lines,
x – y – 1 = 0 and 2x – 2y –1 = 0,
are parallel to each other. Each one has a slope equal to 1. To solve the given differential
equation we put,
dz dy
z = x – y , or 1 .
dx dx
Therefore, Eqn. (3. 4. 14) becomes,
dz z 1
1– ,
dx 2z 1
dz 2z 1 z 1 z
or, ,
dx 2z 1 2z 1
2z 1
or, ( ) dz = dx,
z
1
i.e., (2 – ) dz = dx.
z
On integrating both sides, this equation gives,
2z – ln |z| = x + c .
Substituting z = x – y, this equation yields,
2(x – y) – ln |x – y| = x + c,
or, x –2y – ln |x – y| = c,
which is the required solution.
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EXERCISE – 3. 2
(Homogeneous Differential Equations)
Note: Answers are given against the respective questions within square brackets.
Solve the differential equations,

yx
1. yc = ; [ ln |x2+ y2|+ 2 tan–1(y/x) = c]
yx
2x
2. (3x – y) y c – y – x = 0. [ ln |x – y| = + c]
x y
3. (x2 – 3 y2 ) dx + 2xy dy = 0; [ |y2 – x2 | = |cx| x2 ]
4. (y4 – 2 x3 y) dx + (x4 – 2xy3) dy = 0; [x3 + y3 = c xy]
x
5. (x2 + 3xy + y2 ) dx – x2 dy = 0; [ + ln |x| = c]
x y
6. ( x2 + 2xy ) dx + x2 dy = 0; [ x2 (x + 3y) = c]
7. (x2 + 3y2 ) dx – 2 xy dy = 0; [ x2 + y2 – cx 3 = 0]
8. ( x2 + xy + y2 ) dx – x2 dy = 0; [tan–1 (y/x) – ln |x| = c ]
9. ( 2x – y) yc = 4y – 3x; [ | y – x | = c |y + 3x|5 ]
10. {x3 + y2 ( x2 + y2)1/2 }dx – xy (x2 + y2 )1/ 2 dy = 0; [ (x2 + y2 )3/2 = x3 ln (cx3 ) ]
11. ( x y x y ) dx ( x y x y ) dy = 0; [x + (x2 – y2)1/2 = c]

y y y
12. {(x sin ( )} y c = y sin ( ) + x; [cos + ln |cx| = 0]
x x x
y y y y
13. (x sin y c ) = x cos + y sin ; [x cos ( ) = c]
x x x x
y y x y y y
14. cos dx – ( sin + cos ) dy = 0; [y sin = c]
x x y x x x
y yx
15. y dx + x. ln dy – 2x dy =0; [ y = c ln ]
x x
y y y y
16. (x ey/x – y sin ) dx + x sin dy = 0; [ln x2 –e–y/x(sin +cos )= c]
x x x x
17. (3x + y) dy = (x + 3y) dx, y (0) = 1; [ x + y = ( x – y)2]
x y
18. yc = , y (1) = 1; [ y = x + x ln |x | ]
x
19. (2x – 5y) dx + (4x – y ) dy = 0, y (1) = 4; [(2x + y)2 = 12 (y – x)]
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9 5
20. (3x2 + 9xy + 5y2) dx – (6x2 + 4 xy) dy = 0, y (2) = – 6; [(y2 + 3xy + 3x2)2 = x]
2
1 2
21. (y + x 2 y 2 ) dx – x dy = 0, y (1) = 0; [y= (x – 1)]
2
22. (x2 + y2 ) dx = 2 xy dy, y(–1) = 0; [ y2 = x2 + x ]
23. ( x ey/x + y) dx = x dy , y(1) = 0; [ ln |x| + e– y/ x = 1 ]

y y y
24. yc – + cosec = 0, y(1) = 0; [ ln |x| – cos + 1 = 0]
x x x
25. (xy – y2 ) dx – x2 dy = 0, y (1) = 1; [ x = e(x/y) – 1 ].
xliii
EXERCISE – 3. 3
(Non-Homogeneous Equations Reducible to Homogeneous Form)
Solve the differential equations,
2x y 1 y 1
1. yc = ; [ln |c (x2+y2+2x – 2y + 2)| = tan–1 ]
x 2y 3 x 1
2x 9y 20
2. yc = ; [(2x – y)2 = c (x + 2y – 5)]
6x 2y 10
3. (12 x + 21 y – 9) dx + (47 x+ 40 y + 7) dy = 0; [x + 5y – 4)3 (3x + 2y + 1) = c]
x 3y 5 2(x 2)
4. yc = ; [ = ln c | x + y –3 | ]
x y 1 x y3
(4x 3y 15)
5. yc = ; [ | x + y + 4 | . | 4 x + y +13 |2 = c ]
2x y 7
6. (3y –7x –3) dx + (7y –3x –7) dy = 0; [| y – x – 1|2 . | y + x –1|5 = c ]
x 2y 5
7. yc = ; [x2 – y2 – 4 xy + 10 x + 2y =c ]
2x y 1
8. (6x + 4y –8) dx + (x + y –1) dy = 0; [(3x + y – 5)2 = c (2x + y –3)]
y
9. (2x + y –2) dx + (2y – x +1) dy = 0; [ln {(x –1)2 + y2}– tan–1 ( x 1 )= c]
10. (x + y – 10) dx + (x – y –2) dy =0; [(x–6)2 + 2(x– 6).(y–4) – (y – 4)2 = c]
3x 5y 4
11. yc = ; [(x – y)2 (x + 3y + 2) = c]
9y x 4
15 15x 9y
12. yc = ; [(x + 2y – 3)3 (3x – y +1)2 = c]
16x 10y 12
13. (x – 2y + 4) dx + (2x – y+ 2) dy = 0; [ (x + y –2)3 = c (x – y + 2]
14. (2x + 3y –1 ) dx – 4 (x + 1) dy = 0; [(y – 2x –3)4 = c (x + 1)3 ]
15. (2x + 3y) dx + (y + 2) dy = 0; [(y + 2x – 4)2 = c ( x + y –1)]
Solve the following differential equations,

15. (2x + y) dx –(4 x + 2y –1) dy = 0; (Hint: Put z = 2x+y)
[15 x –10 y – ln (10 x + 5y – 2) = c]
3x 4y 2
17. yc = ; [ ln |3x – 4y + 1| = x –y + c]
3x 4y 3
y x 1
18. yc = ; [ ( y – x)2 + 10 y – 2x = c]
yx5
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19. ( x – 2y – 3 ) yc = 2x – 4y – 2 ; [4 ln |6x – 3y +1| = 6 x – 3y + c]

20. ( x + y + 2)2 dx + ( x + y)2 dy = 0; [(x + y)2 +6x –2y + 2 ln |x+y+1| = c]
21. ( x – y) dx + ( x – y + 2) dy = 0; [ x + y – ln |x – y + 1| = c ]
3x 6y 2
22. yc + = 0; [ 3 (x + 2y)2 + 4 (x + 2y ) + 2y = c]
6x 12y 5
23. ( 3x – y + 4) dx + (2y – 6x + 3) dy = 0; [5x –10 y +11 ln |15 x –5y –13| = c]
24. y c = tan (x + y) – 1, (Hint : put x + y = v) [ y = sin– 1 ( cex ) – x ]
25. 2 x2y y c =tan(x2y2) –2 xy2, (Hint: put x2y2 = v); [sin (x2 y2 ) = cex ]
2x 2y 1
26. yc = , y (0) = 1; [ x + y = ( x – y)2 ]
2x 2y 1
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3. 5 Technique 4. Solution of Exact Differential Equations
It may be recalled from calculus that a total differential (or exact differential) of a function
f(x, y) is given by,
wf wf
df = dx dy (3. 5. 1)
wx wy
Any expression that is the total differential of a function f (x, y) is said to be an exact differential.
For instance, (x dy + y dx) is an exact differential because,
x dy + y dx = d(xy).
Now consider the differential equation,
M(x, y) dx + N(x, y) dy = 0.
If there exists a function f (x, y) such that,

wf wf
= M(x, y), and = N (x, y),
wx wy
then the differential equation is said to be exact.
In order to test a given differential equation for exactness, we state the following
theorem,
Theorem 3.5.1
The differential equation,
M(x, y) dx + N(x, y) dy = 0 (3.5.2)
is an exact differential equation if and only if,
wM wN
, (3. 5. 3).
wy wx
where the functions M(x, y) and N(x, y) possess continuous first order partial derivatives in
some region R of the xy–plane.
Proof
If Eqn. (3.5.2) is exact, there exists, by definition, a function f(x, y) such that,
wf wf
M , and = N. (3. 5. 4)
wx wy
wM w2 f wN w2 f
Then , , and .
wy wy wx wx wx wy
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Since M and N possess continuous first order partial derivatives, we have,

w2 f w2 f wM wN
Thus, .
wx wy wy wx wy wx
Therefore, Eqn. (3.5.3) holds, thereby proving that Eqn.(3.5.3) is a necessary condition for
exactness of a differential equation.
The converse of this theorem is also true.
3.6 Method for Solving the Exact Differential Equations
While finding the solution, first of all the given differential equation is put in the form,
M(x, y) dx + N(x, y) dy = 0.
ப୑ ப୒
We know that if this equation is exact, the condition
ப୷
ൌ ப୶ must hold. In case this condition
holds, we find the solution of the given differential equation as follows:
a. Step 1. Write the given differential equation in the form: M(x,y) dx + N(x,y) dy = 0.
ப୑ ப୒
b. Step 2. Check for the exactness of the differential equation, i.e., check ப୷ ൌ ப୶ .
c. Step 3. Integrate M w.r.t. x, keeping y as a constant.
d. Step 4. Integrate w.r.t. y, only those terms of N, which are free from x.
e. Step 5. The sum of the above two expressions equated to a constant is the required
solution of the given differential equation.
Example 3.6.1
(2xy + y2 + 3 ) dx + (x2 + 2xy ) dy = 0.
Solution
Here, M = 2xy + y2 + 3, and N = x2 + 2xy.
Now,
ப୑ ப୒
ப୷
ൌ ʹ ൅ ʹ ൌ ப୶ .
Therefore, the given equation is an exact differential equation. Now, we integrate M w.r.t. x
(keeping y as a constant) to obtain,
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³ M dx = ³ (2xy y 3) dx = x2 y + y2x + 3x .
2
(3. 6. 1).
y const
Next, we integrate w.r.t y only those terms of N which are free from x. But here none of the
terms in the expression of N is free from x. Therefore, the integral of N will be a constant,
i.e., ³ N dy = ³ 0 dy = c1, say.

x free
(3. 6. 2).
Hence, the solution of the given differential equation is the sum of the integrals given by the
Eqns. (3.6.1) and (3.6.2). Thus we get the required solution as,
x2 y + y2 x + 3x + c1 = c2 ;
or, x2 y + y2 x + 3x = c.
Examples 3.6.2
(3x2 y + 2) dx + (x3 + y ) dy = 0.
Solution
Here,
M = 3x2y + 2, and N = x3 + y,
so that, wM/wy = 3 x2 = wN/wx.
Thus the given differential equation is exact. To find the solution, we proceed as in the
preceding example to obtain,
³ M dx = ³ (3x y 2) dx = x y + 2x,
2 3
(3.6.3).
y const
³ N dy = ³ y dy = y /2.
2
and, (3. 6. 4).
x free
Therefore, the solution of the given differential equation is,

୷మ
x3y + 2x + = c1,
ଶ
or,
2x3y + 4x + y2 = c.
Example 3.6.3
Solve the initial value problem,

xlviii
(2y sin x cos x + y2 sin x) dx + (sin2 x – 2y cos x) dy = 0, y(0) = 3.
Solution
Here,
M = 2y sin x cos x + y2 sin x, N = sin2 x – 2y cos x ,
and, wM/wy = 2 sin x cos x + 2y sin x = wN/wx.
Therefore, the given equation is exact. Here we obtain,
³ M dx = ³(2y sin x cos x + y

2
sin x) dx
y const
= ³( y sin 2x + y 2 sin x) dx
= – y (cos 2x)/2 – y 2 cos x (3.6.5)
and, ³ N dy = ³ 0 dy = c.
x free
(3.6.6).
Thus the solution is,

– y (cos 2x)/2 – y2 cos x = c. (3.6.7).
We apply the initial condition y (0) = 3 to Eqn. (3. 6.7) to obtain, c = –21/2. Hence,
– y (cos 2x)/2 – y2 cos x = –21/2

or, y cos 2x – 2y2 cos x = 21
is the required solution of the given differential equation.

xlix
EXERCISE – 3. 4
(Solution of Exact Differential Equations)
Find the exact differential equations that have the following general solutions:
1. x2 + y2 = c; [x dx + y dy = 0]
2. sinh (x3 y) = c; [x2 cosh x3y (3y dx + x dy ) = 0]
3. ( x – a) ( b – y) = c; [( y – b ) dx + (x – a) dy = 0]
Show that the following equations are exact and solve them:
4. sinh x cos y dx = cosh x sin y dy; [cosh x cos y = c]
5. (2x + ey) dx + x ey dy = 0; [x (x + ey ) = c]
In each case, find whether the equation is exact, and solve it:
6. (1 + x2) dy + 2 xy dx = 0; [y = c/(1 + x2 ) ]
7. y dx + x (1 + y) dy = 0; [ Not exact; xy ey = c]
8. ( 3y cos 3x dx + sin 3x dy)/y 2 = 0; [ y = c sin 3x]
Under what condition is the following equation exact? Solve if it is an exact equation:
9. (ax + by) dx + (kx + l y) dy = 0; [condition: b=k; ax2 +2 kxy+l y2 = c]
Under what condition is the following equation exact:
10. f (x) g(y) dx + h (x) dy = 0; [ f dg/dy = dh/dx]
Show that the following equations are exact and solve them:
11. (3 x2 + 2xy – y2) dx + (x2 – 2xy – 3 y2) dy = 0; [ x3 – y3 + x2 y – y2 x = c ]
x dy y dx x 2 y2
12. x dx + y dy + = 0; [ + tan–1 (y/x) = c ]
x 2 y2 2
13. (a2 – 2 xy – y2 ) dx – (x + y)2 dy = 0; [a x – y3/3 – x y2 – x2 y = c ]
2
14. (2 ax + by + g) dx + (2ey + bx + h) dy = 0; [ax2 + bxy + ey2 + gx + hy =c]

15. (2xy + y2 + 3 x2y2 – 2 y3x) dx + (x2+ 2xy + 2x3y – 3y2x2 ) dy = 0;
[x2 y + y2x + x3 y2 – y3 x2 = c]
16. (2 xy + ey ) dx + (x2 + x ey ) dy = 0; [ x2 y + x ey = c ]
l
17. (2xey + y2ex + 2x)dx + (x2ey + 2yex)dy = 0; [ x2 ey + y2 ex + x2 = c ]

18. (2x/y + 5y2– 4x) dx + (3y2– x2/y2 + 10xy)dy = 0; [x2 + 5 xy3 + y4 – 2x2 y = cy ]
2
xy 1 § x 1 ·
19. dx ¨¨ ¸ dy 0; [x2 + 2xy + 1 = c ( y –1)]
y 1 2 © y 1 ¸¹
y x 1 xy
20. dx dx dy [ ln 2x c]
1 x y
2 2
1 x 2 y2 1 xy
8x 4 y 12x 3 y 2 2 2x 5 3x 4 y 3
21. dx dy 0 [ x4 y + ln |2x + 3y | = c ]
2x 3y 2x 3y
dy ax hy
22. ; [ a x2 + 2 hxy + by2 = c ]
dx hx by
23. (3 y2 + y sin 2xy ) dx + ( 6 xy + x sin 2xy) dy = 0; [ cos 2xy – 6 x y2 = c ]
24. (2 xy + y – tan y ) dx + (x2 – x tan2 y + sec2 y) dy = 0; [ x2y+xy + (1– x) tan y = c]
25. (sin x sin y – xey) dy = (ey + cos x cos y) dx; [x ey + sin x cos y = c ]
26. – (1/y) sin (x/y) dx + (x/y2) sin (x/y) dy =0; [ cos (x/y) = c or x/y = c ]
27. (yexy cos 2x – 2exysin 2x + 2x) dx + (xexycos 2x –3)dy=0; [exy cos 2x+ x2–3y = c]
28. {cos x tan y + cos (x + y )}dx +{sin x sec2y + cos(x + y)}dy = 0;

[ sin x tan y + sin (x+ y) = c]
29. ( r cos2 T – sin T ) dr – r cos T (r sin T + 1) dT= 0; [r2 cos2 T – 2r sin T = c]

30. (x2 + y2) dx + 2 xy dy = 0, y (1) = 1; [y = {(4 – x3 )/3x}1/2 ]
3 3
31. (3 x2 e x + e2y ) dx + (2x e2y – 3) dy = 0; y (0) = 0; [ e x + x e2y – 3y = 1]
32. (3x2 y2 – y3 + 2x) dx + (2x3 y –3xy2+1) dy = 0, y(–2) = 1;
[x3y2 – y3x + x2 + y + 1= 0 ]
33. ( 2 x cos y + 3 x2 y) dx + (x3 – x2 sin y – y) dy = 0, y(0) = 2;
[x2 cos y + x3 y – y2/2 = –2 ]
34. {(x + x2 y ) dx + x3 dy } e2xy = 0, y (1) = ln 2; [ y = – {ln (x/2)}/x ]
35. { b cos (ax) cos (by) } dy – {a sin (ax) sin (by)} dx = 0; y (0) = S/2b;
[cos (ax) sin(by) = 1]
36. ( x exy + 2y ) yc + y exy = 0, y (0) = 1; [ exy + y2 = 2]
(x 2 y2 ) (x 2 y2 ) (x 2 y2 )
37. xe dx = y { e + 1}dy , y (0) = 0; [e – y2 = 1]
li
3.7 Technique 5. Solution of Equations that can be made Exact by

Multiplying with an Integrating Factor
Suppose that the differential equation,
M (x, y) dx + N (x, y) dy = 0, (3.7.1)
is not exact. If this equation becomes exact on multiplication by a function P(x, y), then the
latter is called an integrating factor (I.F) of this differential equation. It may be noted that the
number of integrating factors of a differential may be infinite.
It is worth mentioning that multiplication of the differential equations by their integrating
factors generally changes their original form. This process may introduce new discontinuities in
the coefficients and may also introduce extraneous solutions (curves along which the integrating
factors are zero). For instance, they may become discontinuous at y = 0 or x = 0, when multiplied
c
by the factors y k or x k , where k and k c are any constants. As such a careful analysis is
needed to ensure that no solutions are lost or gained in the process.
In case an integrating factor has been ascertained, the given differential equation is
replaced by an exact differential equation which can be solved by the method discussed earlier.
Hence, except for the difficulties mentioned above, the general solution of the given differential
equation can be found.
3.8 Rules for Finding Integrating Factors

In certain cases integrating factors may be found at a glance, however, in most of the
problems it is not so easy a task. In fact it is a challenge for ingenuity to find integrating factors
of various particular equations. In the process of finding the integrating factors, it would be
useful to have an idea of some commonly occurring exact differentials. Following are some
examples of the same,
a. d(xy) = x dy + y dx
y x dy y dx
b. d( )
x x2
x y dx x dy
c. d( )
y y2
d. d ( x2 + y2 ) = 2 ( x dx r y dy )
e. d (xm yn ) = xm – 1 yn – 1 (m y dx + n x dy )
y x dy y dx
f. d (tan–1 )=
x x 2 y2
lii
1 x dx y dy
g. d[ ln ( x2 + y2 )] =
2 x 2 y2
Now, we discuss some important rules which are often helpful in finding integrating
factors of certain equations of special types. These rules are illustrated below (without
proofs).
Rule 1. When the non-exact differential equation, M(x,y)dx + N(x,y)dy = 0

૚
is homogeneous, and (Mx +Ny) z 0, then is an integrating factor of
‫ܠۻ‬ା‫ܡۼ‬
the given differential equation.
Example 3.8.1
Solve the differential equation ,
(x2 y – 2 xy2) dx – (x3 – 3 x2y) dy = 0 ( 3. 8. 1)
Solution
This is a homogeneous differential equation of the form M dx – N dy = 0. It is not exact
as wM/wy z wN/wx . Also,
Mx + Ny = x3 y – 2 x2 y2 – x3 y + 3 x2 y2 = x2 y2 z 0.
૚ ૚
Therefore, according to Rule 1, = is an integrating factor of Eqn. (3.8.1). Therefore,
‫ܠۻ‬ା‫ܡۼ‬ ‫ܠ‬૛‫ܡ‬૛
૚
on multiplying Eqn. (3.8.1) by , we obtain,
‫ܠ‬૛‫ܡ‬૛
1 2 x 3
( ) dx ( 2 ) dy 0.
y x y y
This is an exact differential equatio. Integrating it by the method given in sec 3. 6 we get,
x
– 2 ln | x | + 3 ln | y | = c,
y
which is the required general solution of the given differential equation.
Example 3.8.2
(x2 + y2 ) dx + 3xy dy = 0. ( 3.8.2).
Solution
This is a homogeneous differential equation of the form M dx + N dy = 0. It is not exact
as wM / wy z wN/wx. Also, Mx + Ny = x3 + 4xy2 z 0. Therefore, according to Rule 1,
liii
1/(Mx + Ny) = 1/(x3 + 4 xy2 ) is an integrating factor (I.F.) of the differential equation (3.8.2).
On multiplying this equation by the I. F., we get,
x 2 y2 3xy
dx 3 dy 0. (3.8.3)
x 4xy
3 2
x 4xy 2
This is an exact differential equation with implicit terms. On integrating the second term of this equation
partially w.r.t. y, we obtain,
3xy 3
³x 3
4xy 2
wy = ln | x3+ 4 xy2 | .
8
Next, we seek a function f(x), of x alone, such that the left hand side of Eqn.(3.8.3) can be put as,
x 2 y2 3xy 3
dx 3 dy = d [ f (x) + ln | x3 + 4 xy2| ].
x 4xy
3 2
x 4xy 2
8
3 (3x 2 4y 2 ) dx 8xy dy
= f ′(x) dx + [ ]
8 x 3 4xy 2
3 3x 2 4y 2 3 xy
= f ′(x) dx + [ 3 ]dx 3 dy .
8 x 4xy 2
x 4xy 2
Therefore,
3 3x 2 4y 2 x 2 y2
f ′(x) dx + [ 3 ]dx = 3 dx .
8 x 4xy 2 x 4xy 2
i.e.,
3(3x 2 4y 2 ) 8(x 2 y 2 ) (x 2 4 y 2 )
f ′(x) = = .
8(x 3 4xy 2 ) 8x(x 2 4y 2 )
Thus,
1
f ′(x) = – .
8x
1
Integrating it, f(x) may be taken as – ln |x|. Therefore, the exact differential equation (3.8.3)
8
may be written as,
3 1 3
d [ f (x) + ln | x3 + 4 xy2| ] = d [– ln |x| + ln | x3 + 4 xy2 ] = 0.
8 8 8
Thus we obtain the solution of the given differential equations as,
1 3
– ln |x| + ln | x3 + 4xy2 | = c1,
8 8
1 1
or, [ ln | | + ln |x3 + 4 xy2 |3 ] = c1,
8 x
c
or, ln | x ( x2 + 4 y2 )3/ x | = 8c1 = c2 = ln e 2 ,
3
c
or, x2 ( x2 + 4 y2 )3 = e 2 = c.
liv
Note. This problem can also be solved by technique # 2 for homogeneous differential equations.
Rule 2. If the differential equation, M(x, y) dx + N(x, y) dy = 0 is of the

form, [y. f1(xy) dx + x. f2(xy) dy] = 0, and, (Mx–Ny ) z 0, then the
૚
equation has as an integrating factor.
‫ܡۼିܠۻ‬
(Note: f1, and f2 are functions of the product xy)
Examples 3.8.3
y(xy + 2 x2 y2 ) dx + x (xy – x2 y2 ) dy = 0 (3.8.4)

Solution
This differential equation is of the form,
y f1(xy) dx + x f2(xy) dy = 0,
and,
(Mx – Ny ) = x2 y2 +2 x3 y3 – x2 y2 + x3 y3 = 3x3 y3 = z 0.
૚
Therefore, by Rule 2, ૜࢞૜ ૜ is an integrating factor (I.F.) of Eqn.(3.8.4), which on being
࢟
multiplied by this I. F. becomes,

1 2 1 1
( 2
) dx ( 2 ) dy 0 .
x y x xy y
This is an exact differential equation. On simplification it becomes,
y dx x dy 2 1
2 2
dx dy 0;
x y x y
or, (xy)– 2 d(xy) + (2/x) dx – (1/y) dy = 0.
On integration it gives the required solution as,

–1/xy + 2 ln |x| – ln |y| = c.
Rule 3. When the differential equation, M(x,y) dx + N(x,y) dy = 0 is not exact,

‫ܠۼି ܡۻ‬ ‫ܠۼି ܡۻ‬
= f(x), then e ³
f ( x ) dx
and is a function of x alone, i.e., is an
‫ۼ‬ ‫ۼ‬
integrating factor of the given differential equation, where, My = ∂M/∂y,
and Nx = ∂N/∂x.
Example 3.8.4
lv

y dx – x dy = 0. (3.8.5)
Solution
This equation is of the form, M dx + N dy = 0. Here M = y, and N = – x. Therefore,
‫ܠۼି ܡۻ‬ 11 2
= .
‫ۼ‬ x x
Thus,
I. F. = e ³
(2/x)dx ln (1/x 2 )
=e = 1/x2.
On multiplying this I. F. with Eqn.(3.8.3) we get,
y dx x dy
= 0;
x2
Or, – d ( y/x) = 0.
On integration it gives,
y/x = c,
which is the required solution of the given differential equation.
Rule 4. When the differential equation, M(x,y) dx + N(x,y) dy = 0 is not exact,

Nx My Nx My
= f(y), then, e ³
f (y) dy
and is a function of y only, i.e., is an
M M
integrating factor of the given differential equation, where, Nx = ∂N/∂x,
and My = ∂M/∂y.
Example 3.8.5
dx + (x/y – sin y) dy = 0 (3. 8. 6).
Solution
Here,
Nx My 1/ y 0 1
= .
M 1 y
Therefore, e ³
(1/y) dy
= eln y
= y is an I. F of Eqn (3.8.6). On multiplying this equation by the I. F
we get,
y dx + ( x – y sin y) dy = 0,
lvi
which is an exact differential equation. Solving it we obtain the solution,

xy + y cos y – sin y = c.
Rule 5. When the differential equation, xa yb ( y . A dx + x. B dy) = 0, (a, b,
A, B being constants), is not exact, then (xkA–1–a ykB–1–b) is an
integrating factor of this differential equation, where k is a constant
whose value is to be determined.
Examples 3.8.6
(y3 – 2 x2y) dx + (2xy2 – x3 ) dy = 0. (3.8.7)
Solution
On rearranging the terms, Eqn.(3.8.7) becomes,
y2 (y dx + 2x dy) – x2 (2y dx + x dy ) = 0, (3.8.8)
i.e.,
x0 y2 ( y.1 dx + x.2 dy) – x2 y0 (y.2 dx + x.1 dy ) = 0.
Both the terms of this equation are of the form, xa yb ( y. A dx + x. B dy). For the first term,
a = 0, b =2, A = 1, B = 2. Thus xk – 1 y2k – 3 is its I.F. For the second term, a = 2, b= 0, A = 2,
B = 1, so that x 2kc– 3 y kc – 1 is its I. F. Both of these integrating factors are same if,
k – 1 = 2kc– 3, and 2k – 3 = kc – 1.
Solving these equations simultaneously for k and kc, we obtain : k = 2 = kc . Therefore, xy is the
common I.F. for both the terms of Eqn.(3.8.6). Accordingly the given differential equation
becomes exact on being multiplied by this I.F.,
(xy4 – 2 x3 y2) dx + (2 x2 y3 – x4 y) dy = 0.
wM wN
Here, we see that = 4 xy3– 4x3y = . Therefore, the above equation is an exact differential
wy wx
equation. Thus by Technique 4 we get the solution of this differential equation as,
x2y4/2 – x4 y2/2 = c1;
or,
x2 y2 (y2 – x2 ) = c.
The rules for finding integrating factors of non-exact differential equations are
summarized in the following table:
lvii
Table: Rules to Evaluate Integrating Factors
Non-Exact
Rule# Differential Eqn. Form of D.E. Condition I.F.
1
1 M dx +N dy = 0 Homogeneous Mx + Ny z 0
Mx Ny
1
2 M dx +N dy = 0 y f1(xy) dx + x f2(xy) dy = 0 Mx – Ny z 0
Mx Ny
My Nx
3 M dx +N dy = 0 – = f(x) e ³ f (x) dx
N
Nx My
e³
f (y) dy
4 M dx + N dy = 0 – = f(y)
M
5 xayb(yA dx+xB dy)=0 – – xkA–1–a ykB–1–b

(a, b, A, B being constants) (k to be determined)
lviii
EXERCISE – 3. 5
(Solution With the Help of Integrating Factor)
Note: Answers are given against the corresponding differential equations

Show that the given function is an integrating factor of the following differential
equation, and solve:
1. 2y dx + x dy = 0, (I. F. = x); [x2 y = c]

2. x dy – y dx = 0, ( I. F. = 1/x2); [ y = cx ]
3. sin y dx + cos y dy = 0, (I. F. = ex); [ex sin y = c]
Find an integrating factor for each of the following differential equations and solve them,
4. 2 y dx + x dy = 0; [ y = c/x2, I. F. = 1/3xy ]
x 1
5. y – x y′ = x + y y′; [ tan1 2
ln x y
2
c; I.F 2 2
]
y x y
6. x dy – y dx =x2 dy ; [ y = xy + cx; I.F. = 1/x2 ]

7. x dy – y dx = (x2 + y2) dx; [ y = x tan (x + c) ]
8. y dx + x dy = xy dx; [ xy = cex ]
૚
9. x dy – y dx = x3 dx; [2y = x3 + cx; I.F. = ]
‫ܠ‬૛
y sin x
10. dy + d x = 0; [ xy + cos x = c; I.F. = x]
x
11. ( 3xy + y2 ) dx + (x2 + xy) dy = 0; [x3 y + x2 y2/2 = c, I. F. = x ]
12. (x2 + y2 + 2x ) dx + 2y dy = 0; [ ex (x2 + y2 ) = c; I.F. = ex ]
13. (x2 + y2) dx – 2xy dy = 0; [ x2 – y2 = cx; I.F. = 1/x2]
14. yc = e2x + y – 1; [y = c ex + 1+ e2x ; I.F = e– x ]
15 (3x2 y + 2xy + y3) dx + (x2 + y2) dy =0; [(3x3y +3xy3 +3x2 y + y3) e3x = c; I.F= e3x]
16. (x y2 + y) dx – x dy = 0 ; [x/y + x2/2 = c; I.F =1/y2 ]
17. (x2 y – 2 xy2) dx – (x3 – 2x2 y) dy = 0; [x/y + ln _y/x2_ = c; I.F = 1/y4 ]
[or, x3/3y3 – x2/y2 = c; I.F = 1/y4]
18. (3x2 y4 + 2 xy) dx + (2x3y3 – x2 ) dy = 0; [x3 y3 + x2 = cy; I.F = 1/y2 ]
19. ( y4 + 2y) dx + (xy3 + 2y4 – 4x ) dy = 0; [xy+y2 + 2x/y2 = c; I.F=1/y3 ]
20. y cos x dx + 2 sin x dy = 0; [ y2 sin x = c; I. F.= y ]
lix
21. ex dx + (ex cot y + 2y cosec y) dy = 0; [ex sin y + y2 = c; I.F = sin y]

22. y dx + (2xy – e–2y ) dy = 0; [xe2y – ln |y| = c; I.F = (e2y)/y]
23. y (2 xy + ex) dx – ex dy = 0; [ x2 + ex/y = c; I.F. = e–2 y ]
24. y dx + x dy = x2 y3 dy ; [xy3 + cxy + 2 = 0; I.F=1/x2y2]
25. (3y + 4 xy) dx – 2x dy = 0; [ x3 e4x = cy2 , I. F = 1/xy ]
26. ( 3y + 4xy2) dx + (2x + 3x2y ) dy = 0; [x3 y2 + x4 y3 = c, I.F = x2 y]
27. y (xy + 2 x2 y2) dx + x (xy – x2 y2 )dy =0; [ln|x2/y| = 1/xy + c; I.F = 1/3x3y3]
28. (3x + 6/y) dx + (x2/y + 3y/x) dy = 0; [x3 y + 3x2 + y3 = c; I.F= xy]
Find the integrating factors and solve the following initial value problems:
29. 2 sin y dx + cos y dy = 0, y (0) = S/2; [ e2x sin y = 1, I.F = cosec y ]
30. 2 dx + sec x cos y dy = 0, y (0) = 0; [2 sin x +sin y =0, I.F= cos x]
lx
3.9 Technique-6. Solution of the General First Order Linear Differential

Equation
The general, first order linear differential equation is of the form,
y c + P(x) y = Q (x). (3. 9. 1)
This equation can be written as,
[ P(x) y – Q (x)] dx + dy = 0, (3. 9. 2).
which is of the form: M dx + N dy = 0, where, M = P(x)y – Q(x), and N = 1. Now, wM/wy = P(x),
and wN/wx = 0. Therefore Eqn.(3.9.2) is not exact unless P(x) = 0. In that case Eqn (3.9.2) turns
into a trivial variables separable form, which can be solved easily. However, if P(x) is non-zero,
the following method may be employed.
Solution of the General First Order Linear Differential Equation.
One method of solving differential equation (3.9.1) is to find an integrating factor P(x),
say, such that on multiplying the equation by this factor the left-hand side of this equation
becomes an exact differential. That is, if we multiply Eqn.(3.9.1) by P, we obtain,
P yc + P P(x) y = P Q(x).
The left hand side of this equation depicts that it is a derivative of some product; and the first
term (P yc ) indicates that the term must be (P y). Thus we put,
d
P yc + P P y = (P y ) = P yc + y Pc.
dx
This gives,
P P y = y Pc,
or, dP / P = P dx.
On integration this equation gives,
ln |P| = ln [ c e ³
P dx
],
P = + c e³
P dx
or, . (3. 9. 3).
But we do not require the most general function P, and for simplicity we take + c = 1. Thus Eqn
(3. 9. 3) becomes,
P = e³
P dx
. (3. 9. 4)
This function is an integrating factor for Eqn. (3.9.1). With its help, Eqn(3.9.1) becomes,
d
(P y ) = P Q,
dx
lxi
whose solution is,

Py = ³ P Q dx + c,
or,
y e³ ³ P dx Q dx + c,
³e
P dx
=
or,
y =e ³ [³ e³
P dx P dx
Q dx + c ], (3. 9. 5).
which is the required solution of the given differential equation (3.9.1).
G. W. Leibnitz (1646–1716), who, it is generally admitted, invented calculus

independently of Newton, appears to have been the first to obtain the solution given by
Eqn.(3.9.5).
Example 3.9.1
Solve x yc – a y = x +1.
Solution
This is a linear differential equation of the form: y' + P(x) y = Q(x). It can be written as,
y c – (a/x) y = (x +1)/x.
P dx a ³ ( 1 / x ) dx a
Here, P = – a/x, and I.F.= e ³ = e = eln(1 / x ) = 1/(xa). Therefore, using the result
(3.9.5), we obtain,,
1 x 1
y = xa [ ³ xa dx c ] = x a [ ³ (x a x (a1) ) dx c ]
x
x a1 x a11
= xa [ c] .
a 1 a 11
x 1
Thus, y =[ ] + c xa ,
1a a
Example 3.9.2
Solve ( x – 1)3 y c + 4 (x – 1)2 y = x + 1.
Solution
This equation can be put in the standard form, y c + P(x) y = Q(x), as,
4 x 1
yc + [ ] y = .
x 1 ( x 1 )3
lxii
4 x 1
Here, P = , and Q = .
x 1 ( x 1 )3
P dx 4 ³1 /( x 1 ) dx ln ( x 1 )4
Thus, I.F, e ³ =e =e = (x – 1)4.
Therefore, the formula (3. 9. 5) gives,
1 x 1
y = 4
[ ³ (x 1) 4 dx c ]
(x 1) (x 1) 3
1
= [ ³ (x 2 1) dx c ],
(x 1) 4
1 x3
= [ x c ],
(x 1) 4 3

lxiii
EXERCISE – 3. 6
(Linear Differential Equations of First Order)
[ y = c e x ]
2
1. y c + 2xy = 0;
2. y c + 2y = 6e x; [ y = ce– 2 x + 2ex ]
3. x y c + y = x + x 3; [ y = x3/4 + x/2+ cx–1 ]
4. y c – (2/x) y = x2 ex; [ y = cx2 + x2 ex ]
5. y c + y = sin x; [y = ce– x + (sin x – cos x)/2]
6. y c – 2y = cos 3x; [y = ce2x –(2/13)cos 3x + (3/13)sin 3x]
ex
2 2
ex
7. y c + (2/x)y = ; [y = ( c + )/x2 ]
x 2
8. y c + y = x; [y = c e–x + x – 1 ]
9. y c + 3y = x + 1 [y = x/3 + 2/9 + ce–3x ]
10. y c – y = 2ex [y = 2 x ex + c ex ]
3/3
11. y c + x2 y = (x2 + 1) ex [ y = ex + ce x ]
2x 1
12. yc + y e 2 x ; [ y = x (e–2x )/2 + c (e–2x )/x ]
x
13. ( x2 +1) yc = 4x (x2 + 1)3 + 2 xy; [ y = ( x2 + 1) (x4 + 2 x2 + c ]
14. y c – 3y + x e3x = 0; [ y + e3x (x2/2) – c e3x = 0 ]
15. y c + 3y = 3x2 e–3x; [ y = (x3 + c) e–3x ]
16. y c sin x – y cos x = cot x; [ y = – (1/2) cosec x + c sin x ]
17. y c cos3 x + y cos x = sin x; [ 1 + y = tan x + c e– tan x ]
18. yc cot x – 2y = 5, tan x z 0; [ y + 5/2 – c sec2 x = 0 ]
2
19. y c + y tanh x = sinh 2x ; [y= cosh2 x + c sech x ]
3
1 x
20. (1+ x2) y c + y = tan–1x ; [1 + y = tan–1 x + c e tan ]
21. (1+ x) y c – ny = ex (1 + x)n+1; [ y = (ex + c) (1+x)n ]
22. (1+x2 ) y c + 4 xy = 1/(1+ x2)2 ; [ y = {1/(1+ x2)2} (c + tan–1 x ) ]
lxiv
Solve the following initial value problems:

23. y c + y = (x + 1)2 , y(0) = 0; [y = – e– x + x2 + 1 ]
24. x y c + 3y – 4x = 0, y (1) = 1; [y = x ]
25. x2 y c – 2xy – x – 1 = 0, y (1) = 0; [y = –1/2 – 1/3x + 5/6x2 ]
26. y c sin x + y cos x = cos x , y (S/2) = 0; [y = 1– cosec x ]
1 2 2 1
27. y c – y tan x = sin x, y ( S / 4 ) = 1; [y sin x tan x ]
2 4
[or, y = sec x{(–cos 2x)/4 + 1/2}]
28. y c sin x + y cos x = cos x, y(S/2) = 0; [y = 1– cosec x]

29. ex{y – 3(ex + 1)2}dx + (ex + 1)dy = 0, y(0) = 4; [y = (ex + 1)2 ]
30. xy′– 3y = x4 (ex + cos x) – 2x2, y(S) = S3(eS + 2/S); [ y = (ex + sin x) x3 + 2x2 ]
31. (x2 + 1) y c + 4xy = x, y (2) = 1; [(x2 + 1)2 y = x 4/4 + x2/2 + 19 ]
x3 x 1
32. x (2 + x ) y c + 2 (1+ x) y = 1+ 3 x2 , y (–1) = 1; [y = ]
x ( x 2)
x
2 2 1 2
u
y c – 2xy = 1, y (0) = –1/2; ³ du e
x x
33. [ y =e e ]
2
0
lxv
3.10 Technique 7: Solution of Non-Linear Equations Reducible to

Linear Form
Here we shall discuss three classical non-linear differential equations which can be
reduced to linear form and can, accordingly, be solved. They include:
a. Bernoulli’s Equation,
b. Ricatti’s Equation,
c. Clairaut’s Equation.
3.11 Bernoulli’s Equation
Sometimes we come across differential equations of the form,

y c + P(x) y = Q(x) y n , (3. 11 1)
where n is an integer. This equation is known as Bernoulli’s equation, after Jacob Bernoulli, or,
Bernoulli of Bale (1654–1705), who studied it in 1695. On dividing this equation by y n and
multiplying by (– n + 1), it can be reduced to linear form as follows,
(– n+1) y n y c + (– n +1 ) P y n1 = (– n +1) Q.
On substituting v = y n1 , so that vc = (– n + 1) y – n yc, this equation becomes,

dv
+ (1– n) P v = (1– n) Q, ( 3. 11 . 2).
dx
which is linear in v , and can be solved by Technique 6, illustrated in the preceding section.
Example 3.11.1
1
Solve yc + ( )y = x2 y 6 .
x
Solution
On dividing the given equation by y 6 , and multiplying by (– 6 + 1) = – 5 , we obtain,
– 5 y 6 y c – 5 ( y 5 ) / x = – 5x2.
Putting v y 5 ( and thus, v c 5y 6 y c ) in this equation we get,
v
vc 5 = – 5 x 2 ,
x
which is linear differential equation in v . Here, P = – 5/x , and Q = – 5x2, and so,
1
I. F. = e ³ P dx = e 5³ (1/x) dx = e 5 ln x e ln(1/x )
5
.
x5
lxvi
Therefore, the formula (3.9.5) yields,

5x2 5
v y 5 x 5[ ³ dx c] ³
x 5 [5 x 3 dx c] = x 5 [ c]
x5 2x2
or,
5 3
y 5 x c x5 ,
2
Note. In general an equation of the form,

f c(y) + P f (y) = Q,
(where P and Q are functions of x only), on substituting v for f(y) becomes,
dv/dx + P v = Q,
which is linear in v, and can be solved easily.
Examples 3.11.2
Solve y c + xy / ( 1 – x2) = xy 1/ 2
Solution
Dividing the given equation by y1/ 2 , and multiplying by (– ½ +1) = ½, it becomes,
1 1 / 2 dy 1 x 1
y ( )y1 / 2 x.
2 dx 2 1 x 2
2
1 dy dv
We put v y 1 / 2 (and so, y 1 / 2 ) in this equation to get,
2 dx dx
dv x x
v .
dx 2( 1 x )2
2
This equation is linear in v . Here,
2 1
³ P dx ³ { x / 2(1 x )} dx ln(1 x 2 )
I.F. = e = e = e4 = (1–x2) – 1/ 4.
Thus, using the formula given by Eqn (3.9.5) we obtain,
v ³
(1 x 2 )1 / 4 [ (1 x 2 ) 1 / 4 ( x / 2) dx c]
(1 x 2 ) 3 / 4
= (1 x 2 )1 / 4 [ c] ,
3
1 x2
or, y1/ 2 c (1 x 2 )1 / 4 ,
3
which is the required solution.

lxvii
Example 3.11.3
2
Solve : x y – yc = y 3 e x
Solution
In order to free the right hand side from y 3 , we divide the given equation by y 3 , and
multiply by (– 3 + 1) = – 2, to obtain,
2
2 y 3 y c 2 y 2 x 2 e x .
We put v y 2 , so that, v c 2 y 3 y c . Thus the above equation becomes,
2
v c 2vx 2e x .
2
This equation is linear in v . Here, P = 2x, and Q =2 e x . Therefore,
I.F. = e ³ e³
P dx 2 x dx 2
ex .
Thus, using the formula given by Eqn (3.9.5), we obtain,
2 2 2
v ³
e x [ e x 2 e x dx c]
2
= y 2 = e x [2x + c].
Or,
2
/ 2)
e( x
y r ,
2x c
lxviii
EXERCISE – 3. 7
(Bernoulli’s Equations)

1. y c + (2/x) y = x2 y – 2 [y3 = x3/3 + c/x6 ]
2
2. y c + xy = xy 5 [1 = y4 + cy4 e2x ]
3. y c + y = xy3; [1/y2 = x + 1/2 + c e2 x]
4. y c + y/x = (x3 – 3) y2 , x z o; [1/y – 3x ln |x| + x4/3 – cx = 0]
2/2
5. y c = x y2 + xy; [1/y + 1 – c e x =0]
2 2 2
6. dy + (1/x) y dx = 3 x y dx; [xy (c – 3x /2 ) = 1 ]
7. dx + (2/y) x dy = 2 x2 y2 dy; [ x– 1 y – 2 = c – 2y ]
8. 2 y c – y/x = 5 x3 y3 ; [x y–2 + x5= c]
9. 3 y c + 3 y/x =2 x4 y4 ; [ x–3 y– 3 + x2 = c]
10. y c cos x – y sin x = y2 cos2 x; [y (c – x) = sec x]
ଵ ୡ୭ୱ ୶
11. y – y c cos x = y2 cos x (1 – sin x); [୷ = ଵାୱ୧୬ ୶ ሺ ൅ ሻ ]
12. 2 x3 y c = y ( y2 + 3 x2 ); [ y2 (c – x) = x3 ]
13. x y c + y = y2 ln x ; [ 1/y = cx + 1 + ln x ]
14. y c = y (x y3 – 1) [ y – 3 = x + 1/3 + c e3x ]
By substitution reduce to linear form and solve:
2 2
16. dx – 2 xy dy = 6 x3 y2 e 2y dy; [x–2 e2y = c – 4 y3 ]
17. dy + y dx = 2 x y2 ex dx; [ 1 = y ex (c – x2 ) ]
18. y c = y – x y3 e–2x [ e2x = y2 (x2 + c) ]
x2 2 2
18. x dy – {y + x y3 (1 + ln x} dx = 0 [ x 3 ( ln x) c ]
y2 3 3
19. x2 y c = y (x + y2), y (0) = 1; [ x2 + 2 xy = 0 ]
20. y c + y/2x = x/y3 , y (1) = 2; [ x2 y4 = x4 + 15 ]
21. (12 e2x y2 – y) dx = dy , y(0) = 1; [y –1 e– x = 13 – 12 ex ]
8
22. 3 y2 y c + y3/( x + 1) – 8 (x + 1) = 0, y (0) = 0; [y3 (x + 1) = {(x + 1)3 – 1}]
3
23. x dy + 2y dx = (x8y– 2/3){3y(x–2)2+2y x–2}dx, y (1) = 0;
[ y2 = (1/x4) {x8/4 + 2x10/15 – 23/120]
lxix
3.12 Ricatti’s Equation

Ricatti’s equation is of the form,
yc = P(x) + Q(x) y + R(x) y2 . (3.12.1)
This is linear if R(x) = 0, and non-linear otherwise. The study of this equation is attributed to the
Italian count, mathematician and philosopher Jacopo Francesco Ricatti (1676 -1754). It is one
of the simplest differential equation of 1st order that cannot, in general, be integrated by
quadratures. This fact was proved by French mathematician Joseph Liouville (1809 -1882), in
1841.
When the solution of a differential equation is expressed by a formula involving one or

more integrations, it is said that the equation is solvable by quadrature, and the formula is
called a closed-form solution. Historically, the term quadrature has its origin in the problem
of finding the area of a plane figure, by means of integration. Therefore, in plane geometry, a
problem of quadrature, is a problem about the area of a plane figure.
Every differential equation is not solvable analytically. Furthermore, not all analytically
solvable differential equations can be solved by quadrature. For example, except in some special
cases, the Ricatti’s equation cannot be solved by quadrature.
Usually we seek a general solution of the Ricatti’s equation (3.12.1), which should
contain one arbitrary constant. But, depending upon the terms, P(x), Q(x) and R(x), there may be
no apparent way of obtaining such a solution. However, if we can somehow (often by
observation, guessing, or trial-and-error) manage to find one particular solution, y = y1(x), say,
we can obtain the general solution by any of the following two methods:
First Method
1
We substitute y = y1 + z1 , i.e., yc = y1c – zc, in Eqn.(3.12.1) to get,
z2
y1′ – 12 z′ = P + Q (y1 + z1 ) + R (y1 + z1 )2
z
2R y
= P + Q y1 + QZ + R y12 + z 1 + R2
z
2 R y1 R
= (P + Q y1 + R y12) + ( QZ + z + z 2 ).
But y1c = P + Q y1 + R y12 . So, the above equation becomes,
2R y
– 1
z′ = QZ + z 1 + R2 ,
z2 z
i.e.,
zc + (Q + 2R y1) z = – R, (3.12.2)
which is a linear differential equation in z and can be solved by Technique 6. Thus, the general
solution of the given differential equation is given as, y = y1 + z1 , where, z is the solution of Eqn.
(3.12.2).
lxx
Second Method
We can also solve Eqn.(3.12.1) by substituting y = y1 + z, and thus yc = y1c + zc, in it,
where, y = y1, is a previously known solution of this differential equation. Accordingly we
obtain,
y1′ + z′ = P + Q (y1 + z) + R (y1 + z)2
= P + Q y1 + Q z + R y12 + 2 R y1 z + R z2
= (P + Q y1 + R y12) + (Q z + 2 R y1 z + R z2).
But y1′ = P + Q y1+ Ry12. So the above equation gives,

zc– (Q + 2 R y1) z = R z2, (3.12.3)
which is a Bernoulli’s equation with n = 2, and can be solved by the method discussed above.
Therefore, the general solution of the given differential equation is given as, y = y1 + z, where, z
is the solution of Eqn. (3.12.3).
Example 3.12.1
Solve
x3 yc = x2 y + y2 – x2, (3.12.4)
given that, y = x, is a particular solution of this equation.
Solution
The given equation can be written as,
yc = – x1 + x1 y + 1
y2, (3.12.5)
x3
which is a Ricatti’s equation with P = – x1 , Q = x1 , and R = 13 . Since y = x is a particular

x
solution of this equation, so we substitute,
y = x + Z1 , i.e., yc = 1 – 12 zc.
z
Thus Eqn.(3.12.5) becomes,
1 – 12 z′ = – x1 + x1 (x + Z1 ) + 13 (x + 1
)2
z x Z
= – x1 + 1+ x1Z + x1 + 2
+ 1 .
x 2Z x 3z 2
Thus,
–zc = ( x1 + 2
) z + 13 ,
x2 x
i.e.,
zc + ( x1 + 2
) z = – 13 . (3.12.6)
x2 x
lxxi
It is a linear differential equation in z. Its solution is given by,
z= e ³ [ ³ e³
P dx P dx
Q dx + c ], (3.12.7)
where, P = ( x1 + 2
) and Q = 1
. Here,
x2 x3
(1/x 2/x2 ) dx (2/x2 ) dx

e³ = e³ = e³ e³
P dx (1/x) dx
= e ln x e 2 / x = x e 2 / x ,
e ³ = 1/ e ³
P dx P dx
= (1/x) e 2 / x .
Therefore, the formula (3.12.7) gives,
z = x1 e 2 / x [ ³x e ( –1/x3) dx + c]
2 / x
= x1 e 2 / x [ ³ (-1/x 2 ) e 2 / x dx + c]
We let v = –2/x, i.e., dv = 22 dx, so that the above equation gives,

x
1 c 2/x
z=– + e ,
2x x
Thus, the general solution of the given differential equation is,

1
y = x + 1z = x + .
1 c 2/ x
e
2x x
lxxii
EXERCISE – 3.8
(Ricatti’s Equation)
Solve the following Ricatti’s equations for the given y1:

1
1. yc + 2 + y – y2 = 0, y1 = 2; [y = 2 + 3x
]
ce 1 / 3
1
2. yc – 1 + x + y – x y2 = 0, y1 = 1; [y = 1 + 2
]
0.5 c e x
4 y 2 1
3. yc + + = y2, y1 = [y = x2 + 3 ]
x 2
x x cx x / 4
y
4. yc = 2 x2 + – 2 y2, y1 = x
x
x x x x 1
5. yc = e2 + (1 + 2 e2 ) y + y2, y1 = – e [y = – e + x
]
cx 1
1
6. yc = sec2 x – (tan x) y + y2, y1 = tan x; [y = cos x + +c]
ln sec x tanx
7. yc = 1 + x2 – 2xy + y2, y1 = x; [y = x + c 1 x ]
1 y
8. yc = 2 – + y2, y1 = x1 ; [y = x1 + (c 2 xx2 ) ]
x x
2 cos 2 x sin 2 x y 2 1
9. yc = , y1 = sin x; [y = sin x + ]
2 cos x (c cos x
1
sin x)
2
2
10. yc = x + y(1 – 2x) – y (1 – x), y1 = 1; [y = 1 + 1/(x + cex)]
11. x(x – 1) yc – (2x + 1)y + y2 + 2x = 0, y1 = x; [y = (x2 + c)/(x + c) ]
4 /4 4 /4
12. yc = x + {(1/x) – x3} y + xy2, y1 = x2; [y = x2 – (x e x )/(c + ³ x 2 e x dx )]
x x
13. yc = e2x – y ex + e– x y2, y1 = ex; [y = ex – ( e (2x e ) )/(c + ³ e (x - e ) dx ]
Determine a particular solution by inspection and then solve the following Ricatti’s
equations,
4 1
14. yc = 5 + y + 2 y2, [y1 = – 2x
x 4x
y
15. yc = (1 – y) ( x1 – 10
1 + ),
10
[y1 = 1
16. yc = 62 – 2 y2, [y1 = x2

x
lxxiii
17. yc = – 1 + 2y – y2, [y1 = 1
2x
18. yc = 3 e4x + 2y – 12 y2, [y1 = e2
19. yc = e2x + (1 + 5 e x )y + y2, [y1 = –2 ex

2
y
4 2
20. yc = 2 – x – y , [y1 = x2
x
21. yc = 1+x+2x2 cos x– (1+4x cos x)y+2(cos x) y2,
[y1 = x, y = x – (sin x – cos x +cex) – 1]
lxxiv
3.13 Clairaut’s Equation

Any differential equation of the form,
y = px + f(p), (3.13.1)
where p = dy/dx, and f is any differentiable function of p, is called Clairaut’s Equation .

dy
Differentiating the above equation w.r.t. x we get (since, = p),
dx
p = p + x pc + f c(p) pc.
Thus,
dp
[x + f c(p)] dx = 0,
which gives,
dp
dx
= 0, or (3.13.2)
x + f c(p) = 0. (3.13.3)
Thus the solution of the given differential equation must satisfy one of the following pairs of
equations,
y = p x + f(p)
dp
dx
= 0 , (3.13.4)
or, y = p x + f (p)
x = – fc (p) (3.13.5)
Solution of the First Pair of Equations (Eqns. (3.13.4))

dp
The solution of the second equation, dx = 0 is given as,
p = c (arbitrary constant).
Therefore, substituting this value of p we obtain the solution of the first equation as,
y = cx + f(c), (3.13.6)
which is the general solution, obtainable directly from the given differential equation, by
ubstituting c for p in it.
Solution of the Second Pair of Equations (Eqns (3.13.5))

Substituting the value of x from the second equation, i.e.,
x = – fc (p) (3.13.7)
lxxv
into the first equation we obtain,

y = f(p) – p f c(p). (3.13.8)
If f(p) is neither a linear function of p, nor a constant, both the above equations, i.e.,
Eqns.(3.13.7) and (3.13.8), are parametric equations of a non-linear solution of the differential
equation (3.13.1).
Since Eqn.(3.13.6), the general solution of the given differential equation, represents a
straight line for each value of c, the solutions given by Eqns.(3.13.7) and (3.13.8) cannot be a
special case of this equation. As such they give a singular solution. The singular solution may
be interpreted geometrically as the envelope of the family of integral curves.
Example 3.13.1.
Solve the differential equation:
y = p x + p3 . (3.13.9)
Solution.
The given differential equation is of the form y = px + f(p), which is the Ricatti’s
equation with f(p) = p3. Therefore, as discussed above, the general solution of the given
differential equation is given as,
y = cx + c3 . (3.13.10)
The parametric equations of the solution are,
x = – fc (p) , and y = f(p) – p f c(p),
i.e.,
x = –3p2, and y = p3 + p (–3p2) = –2p3.
Eliminating p, these equations give,
x3 = y2 . (3.13.11)
27 4
It gives,
4 x3 + 27 y2 = 0, (3.13.12)
which is a singular solution of the given differential equation as it cannot be obtained from the
general solution. Therefore, Eqns.(3.13.10) and (3.13.12) give the pair of solutions (i.e., general
and singular solutions) of the given differential equation.
lxxvi
EXERCISE-3.9
(Clairaut’s Equation)
Solve the following Clairaut’s Equations and obtain a singular solution in each case:
1. y = x yc + 1 – ln yc [ y = c x + 1 – ln c; y = 2 + ln x]
2. y = xyc + (yc) – 2 [ y = cx + c– 2 ; ]
3. y = x yc– (yc )3 [y = cx – c3; 27 y2 = 4 x3 ]
4. y = (x + 4) yc +(yc )2 [ y = c(x + 4) + c2; ]
c
5. x yc – y = e y [y = cx – ec; y = x ln x – x ]
6. y – x yc = ln yc [ y = cx + ln c ]
7. y = x yc – (yc)2 [ y = cx – c2; y = x2/4]
8. y = x yc + {1 – (yc)2}1/2 [y = cx +(1 – c2)1/2; y = (1 + x2)1/2 ]
9. x yc = y –{1 + (yc)2}1/2 [y = cx +(1 + c2)1/2; y = (1 – x2)1/2]
c
10. y = x yc – e y [y = cx – e– c ; y = x – x ln(– x) ]
11. y = x yc + yc – (yc)2 [y = cx + c – c2; y = (x + 1)2 /4]
12. y = x yc + {1 + yc}1/2 [y = c x + (1+c)1/2; y = – x – 1/4x, x<0 ]
13. x = y (dx/dy) + {dx/dy}1/2 [x = cy + c1/2; 4xy + 1 = 0]
14. y = (x + 1) yc – 1 [y = cx + c – 1; x = –1 ]
lxxvii
Review Exercise
Solve the following differential equations:
1. dy/dt = e– y sin t, y = 0 at t = 0. [ y = ln (2 – cos t)]
2 cos y dx + (1+ ex cex ) sin y dy = 0, y (0) = 0 [ 1+ ex = 2 cos y]

3. (1+ 2y2) dy = y cos x dx, y (0) = 1 [ ln | y | + y2 = sin x + 1]
4. 2(y –1) dy = (3x2+ 4x + 2) dx, y (0) = –1; [y = 1– x3 2x2 2x 4 )]

5. ( 1– x2) y2 + y c = 0 , y(1) = 2; [1/y = x – x3/3 – 1/6]
dr 2
6. = – rt, r (0) = r0 ; [r = r0 e– t /2
]
dt
7. y c = sec y, y (0) = 0; [ y sin– 1 x]
8. 2 x y c = 3y, y (1) = 4; [ y = 4 x3/2 ( semicubical parabola)]
9. cos x + 3 y2 yc = 0 [ y3 + sin x = c]
10. ey – x = y c – x ey + x [e–y = c + e–x – (x –1) ex ]
11. y (1 + x) dx + x (1 + y) dy = 0; [x + y + ln |xy| = c]
12. cosec y dx + sec x dy = 0; [sin x – cos y = c]
13. yc + y2 sin x = 0; [ 1/y + cos x = c]
14. (y dx + dy ) ex = 0, y ( 0) = 2; [ y = 2e–x ]
15. (2 xy – 3) dx + (x2 + 4y ) dy = 0, y (1) = 2; [x2 y – 3x + 2y2 = 7 ]
1
16. (x – y) dx + (2y – x) dy = 0, y (0) = 1; [y = (x + 4 x 2 ) ]
2
17. (2 xy3 + y cos x ) dx + (3 x2 y2 + sin x) dy = 0; [ x2 y3 + y sin x = c ]
18. (y cos x + 2x ey) dx + (sin x + x2 ey – 1) dy = 0; [ y sin x + x2 ey – y = c ]
19. ( yex + 2x cos y) dx + (ex – cos y – x2 sin y ) dy = 0; [yex+ x2 cos y – sin y = c]
20. (y sec2 x + sec x tan x) dx + (tan x + 2y ) dy = 0; [ y tan x + sec x + y2 = c ]
21. ( y + y cos xy) dx + (x + x cos xy) dy = 0; [ xy + sin xy = c ]
22. (3 x2 y2 – 2 xy3 ) dx + ( 2x3 y – 3 x2 y2 ) dy = 0; [ x3 y2 – x2 y3 = c ]
23. (6xy + 2 y2 – 5) dx + ( 3x2 + 4 xy – 6) dy = 0; [3 x2 y + 2y2 x – 5x – 6y = c ]
24. ( x2 – x + y) dx + ( y2 – 3y + x) dy = 0; [x3/3 – x2/2 + xy + y3/3 – 3y2/2 = c]
25. (3 x2 + 4 xy) dx + (2 x2 + 2y) dy = 0; [x3 + 2 x2 y + y2 = c ]
26. (x2 – 4 xy – 2 y2) dx + (y2 – 4 xy – 2x2) dy = 0; [ x3 – 6 x2 y + 6 x y2 + y3 = c]
lxxviii
27. (x + 2/y) dy + y dx = 0; [ xy + ln y2 = c ]
28. 3 x2 y d x + x3 dy = 0; [ x3 y = c]
29. (2x – y) dx + (2y – x) dy = 0; [ x2 – xy + y2 = c ]
30. (x – 2y) dx + (4y – 2x) dy = 0; [ x – 2y = c]
31. (y – x3) dx + (x + y3) dy = 0; [ 4 xy – x4 + y4 = c]
x3
32. (x2 y – 2x) dx + (y2 + ) dy = 0; [ x3 y – 3 x2 + y3 = c]
3
lxxix
CHAPTER – 4
APPLICATIONS OF FIRST ORDER

LINEAR DIFFERENTIAL EQUATIONS
(Mathematical Modelling – I)
4.1 General
A large variety of scientific and engineering problems, wherein some type of change
proceeds at a variable rate in accordance with a known law, when formulated mathematically,
lead to differential equations. Therefore, the differential equations so obtained are translation of
some physical laws. It is also known as mathematical modelling of such problems. While
dealing with such problems one has to follow three identifiable steps which are given as under:
a. Translation of the physical situation into mathematical terms. It leads to one

or more differential equations, while making some assumptions consistent with the
observed phenomenon. It is to be kept in mind that mathematical equations are only
approximate description of the actual process because they are based on observations
which are themselves approximations.
b. Solution of the differential equation(s), if possible. If the equations so

formulated are too hard to be solved, one may incorporate further approximations at
this stage to make the problem mathematically tractable. Any such approximation
must reflect the essential features of the physical process under consideration.
c. Interpretation of the solution in terms of the context in which the problem

arose. In particular, it must be ensured that the solution appears physically
reasonable, which is unique, and depends continuously on the data of the problem.
In this chapter we shall discuss problems that give rise to linear differential equations of first
order.
4.2 Exponential Growth and Decay
When a growth process is characterized by a constant percent increase in value, it is

referred to as exponential growth process. When a decay process is characterized by a
constant percent decline in value, it is called exponential decay process.
lxxx
In many natural processes, the rate at which something grows or decays, depends upon its
current value. For instance, in biology it has been observed that the growth of many types of
bacteria is proportional to the bacteria present at that time. Similarly for various radioactive
elements like Uranium-238, the decay is proportional to the amount of such an element at a
particular time.
Mathematically, if the growth (or positive rate of change) of a substance is proportional to its
present value, y(t), at time t, it is represented as dy/dt v y, i.e.,
dy
ky, (4.2.1)
dt
where k is a positive constant of proportionality. Its solution is given as,
y = c ekt,
where, c is an arbitrary constant. It represents exponential growth. (Fig. 4.2.1)
y = c ekt
c t
Fig. 4.2.1: Exponential Growth

------------------------------------------------------------------------------------------------------------
Similarly, if the decay (i.e., negative rate of change) of a substance is proportional to its
current value, y(t), at time t, it is given as:
lxxxi
dy
– k y, (4.2.2)
dt
where k is again a positive constant of proportionality. Its solution is given as,
y = c e – kt,
where, c is again an arbitrary constant. It represents exponential decay (Fig. 4.2.2).
y = e–kt
Fig. 4.2.2: Exponential Decay y = ce –kt

------------------------------------------------------------------------------------------------------------
It may be seen that Eqns.(4.2.1) and (4.2.2) are first order linear differential equations of
“separation of variables” form, which may be solved as discussed earlier in Chapter 3. In
this section we shall consider some interesting examples of exponential growth and decay.
lxxxii
It may be appreciated that in a study of growth of a population (whether human, animal, or

bacterial), the function which counts the number y(t) of individuals at time t is necessarily a
discreet, step function, taking on only integer values. Therefore, the true rate of growth dy/dt
is zero (when t lies in an open interval where y is constant), or else the derivative dy/dt does
not exist (when y jumps from one integer to another). Nevertheless, useful information can
often be obtained if we assume that the population y(t) is a continuous function of t with a
continuous derivative dy/dt at each instant. We then postulate various laws of growth for the
population depending on the factors in the environment which may stimulate or hinder
growth. For example, if the environment has little or no effect, it seems reasonable to assume
that the rate of growth (or decay) is proportional to the amount present. The simplest laws of
growth (or decay), as mentioned above take the form of Eqn. (4.2.1), (or (4.2.2)), where k is
a constant that depends on the particular kind of population. Conditions may develop which
cause the factor k to change with time in these laws of growth (or decay). As such, for
instance, the growth law given by Eqn. (4.2.1) may be generalised as follows:
dy
= k(t) y. (4.2.3)
dt
If for some reason, the population cannot exceed a certain maximum M (for example,
because the food supply may be exhausted), we may reasonably suppose that the rate of
growth is jointly proportional to both y and (M – y). Thus we have a second type of growth
law as,
dy
= k y (M – y), (4.2.4)
dt
where k may be a constant or, more generally, k may change with time t. Technological
improvements may tend to increase or decrease the value of M slowly, and hence we can
generalise Eqn.(4.2.4) even further by allowing M to change with time.
Example 4.2.1 (Exponential Growth)
Suppose initially (i.e., at t = 0) the population of a bacteria is y0, and at t = 1 hour the
population of bacteria is found to be 1.5 y0 . If the rate of growth of bacteria is proportional to
the current population of bacteria, determine the time required for the bacteria to double.
Solution
The given problem can be represented mathematically as:

lxxxiii
dy
ky , y(0) = y0, y(1) = 1.5 y0. (4.2.5)
dt
dy
This differential equation is of separation of variables form: y k dt . On integrating it
gives:
y(t) = c ekt .
At t = 0, it gives y0 = c e0 = c (since y(0) = y0). Thus we get the solution as :
y(t) = y0 ekt (4.2.6)
Now, at t = 1, y = 1.5 y0. Thus Eqn. (4.2.6) gives:
1.5 y0 = y0 ek, or, ek = 1.5.
Taking log-natural of both sides it gives:
k = ln 1.5 = 0.4054651.
Thus Eqn. (4.2.6) becomes:
y(t) = y0 e0.4054651 t , (4.2.7)
Next we find the time required by the bacteria population to double, i.e., we have to find t
when y = 2y0 . Therefore, in this case we shall have y/y0= 2. Thus the above equation gives:
2 = e0.4054651 t .
Again taking log-natural on both sides we get:
t = ln 2/0.4054651 | 1.71 hours.
Thus the population of the bacteria under consideration would double in about 1.71 hours.
Note on Half Life.

lxxxiv
The stability of a radioactive element is measured from its half-life. This is the time required
by one-half of the atoms of a give quantity of radioactive element to transform into another
element through disintegration or transmutation. An element with a longer half-life is more
stable. For instance, the half-life of Radium isotope 226, (i.e., 88Ra226) is about 1600 years. In
this time one-half of a given quantity of Ra-226 is transmuted into Radon isotope 222 (i.e.,
222 238
86Rn ). The most commonly occurring Uranium isotope 238 (i.e., 92U ) has a half life of
about 4.47 billion (i.e, 4.47 x 10 ) years. In this duration half of a given quantity of 92U238 is
9
converted into Lead isotope 206 (i.e., 82Pb206).
Example 4.2.2 (Exponential Decay)
In a certain radioactive substance the rate of decrease in mass is proportional to the current
mass. If the mass present is reduced by half, in half an hour, what percent of the original
mass is expected to remain present at the end of 0.9 hours?
Solution
Let the mass at time t is y(t). Then the given problem can be represented by
dy
ky , (4.2.8)
dt
where k is the constant of proportionality. On solving it we get,
y = c e– k t, (4.2.9)
where c is the constant of integration. If y0 is the mass at t = 0, the above equation becomes,
y0 = c e0 = c. (4.2.10)
Since the mass is reduced by half, in half an hour, so for t = ½, Eqn. (4.2.9) gives,
½ y0 = c e– k/2 = y0 e– k/2.
Thus,
½ = e– k/2,
Taking log-natural of both sides we get ½ k = –ln (1/2) = ln (2) , or,

k = ln 4.
Therefore, the desired solution is,

lxxxv
y = y0 e – (ln 4) t . (4.2.11)
This solution can be put as: y = y0/et (ln 4) = y0/4t. Therefore, when t = 0.9 (given), then the
above equation gives:
y = y0/ 40.9= 0.2871745 y0 = 29 % of y0 (approx.)
Thus at the end of 0.9 hours about 29 percent of the original quantity of the given radioactive
substance would be left.
A nuclear reactor converts relatively stable Uranium-238 (i.e., 92U238) into the isotope
Plutonium-239 (i.e., 94Pu239). After 15 years it is determined that 0.043 % of the initial
amount, y0, of Plutonium has disintegrated or transmuted. Find the half-life of this isotope if
the rate of disintegration is proportional to the amount remaining.
Solution
Let y(t) denote the amount of Plutonium remaining at any time t, and let y(0) = y0. Then the
given problem can be expressed mathematically as:
dy
ky , y(0) = y0.
dt
On solving this differential equation (variables separable form) we get:
y(t) = y0 e– kt. (4.2.12)
It is given that 0.043 % of the atoms of y0 have disintegrated in 15 years. So at t =15 years,
99.957 % of the substance remains. Thus we have,
y(15) = 0.99957 y0.
Therefore, for t = 15 years, the above equation gives:
0.99957 y0 = y0 e–15 k , or 0.99957 = e–15 k .
Thus on taking log natural on both sides of this equation we get,

lxxxvi
–15 k = ln (0.99957), or,
ln(0.99957)
k= = 2.8673 x 10-5 = 0.000028673.
15
Thus the solution given by Eqn. (4.2.12) becomes,
y(t) = y0 e– 0.000028673 t
(4.2.13)
Now, the half-life is the corresponding value of time for which y(t) = y0/2. Thus the above
equation gives,
y0/2 = y0 e– 0.000028673 t , or 0.5 = e– 0.000028673 t .
It gives,
– 0.000028673 t = ln (0.5) .
Thus we get,
t = ln 2/ 0.000028673 | 24236 years,
which is the required half-life of the Plutonium isotope-239.
A radioactive substance disintegrates at a rate proportional to the amount of the substance

present. If 100 units of this substance disintegrate to 50 units in 1700 years, how many of
them will remain after a total of 2500 years?
Solution
Let y(t) denote the amount of the substance at any time t, and let y(0) = y0. Then the given
problem can be expressed mathematically as dy/dt = – ky. Its solution is,
y(t) = y0 e– kt, (4.2.14)
lxxxvii
where, y(0) = y0 = 100, and y(1700) = 50, and, we have to determine y(2500). Using the
condition y0 = 100 (given), and y(1700) = 50 (given), the above equation gives,
50 = 100 e–1700 k.
Therefore, taking log-natural on both sides of this equation we get,
– 1700 k = ln (1/2) = – ln (2),

i.e.,
k = 0.0004077.
Thus Eqn. (4.2.14) becomes,
y(t) = 100 e– 0. 0004077 t.

Therefore, for t = 2500 years, the number of the remaining units would be,
y(2500) = 100 e– 1.019 | 35 units..
Example 4.2.5 - Lambert’s Law of Absorption (Exponential Decay).
This law was expounded by German physicist and mathematician Johann Heinrich Lambert
(1726-1777 AD). It states that the absorption of light in a very thin transparent layer is
proportional to the thickness of the layer and to the amount of light incident on that layer.
Formulate this in terms of a differential equation and solve it.
Solution
Let y = amount of incident light, 'y = absorbed light, 'x = thickness of the layer. Then
mathematically Lambert’s law can be stated as, 'y v y 'x, i.e.,
'y = – k y 'x, or 'y/'x = – ky,
where k is the constant of proportionality. Letting 'x o 0 it becomes,
dy/dx = – ky, or dy/y = – k dx.
On integration it yields:
y(x) = c e–k x .
lxxxviii
It gives the amount of light in a thick layer at depth x from the surface of incidence.
4.3 Radioactive Carbon Dating
In the atmosphere, the radioactive Carbon isotope 6C14 is produced due to the effect of
cosmic radiation on Nitrogen. It has been found that the ratio of the amount of 6C14 to
ordinary Carbon 6C12 in the atmosphere is constant. Accordingly the ratio of these Carbon
isotopes in the living organisms is also the same as that in the atmosphere. When an
organism dies, the absorption of 6C14 by breathing and eating stops. Thus one can estimate
the age of a fossil by comparing the proportionate amount of 6C14 present in the fossil with
the constant ratio found in the atmosphere. This method is based on the knowledge that half-
age of the radioactive Carbon isotope 6C14 is 5730 years.
The above mentioned theory was put forward by a chemist Willard Libby in 1940. For
that he was awarded Nobel Prize in Chemistry in 1960. This method has been in use ever
since for estimating the ages of various ancient items like estimation of the ages of wooden
furniture in Egyptian tombs, woven flax wrappings of Dead Sea scrolls, etc.
Example 4.3.1 (Carbon Dating)
A fossil bone is found to contain 1/1000 the original amount of 6C14. Determine the age of
the fossil.
Solution
The given phenomenon is governed by the following equation, which gives the amount of the
radioactive substance at any time t,
y(t) = y0 e–kt,
where y0 is the initial amount of the radioactive substance. For t = 5730 years (the half-age
of 6C14), we have y(t) = y0/2. Thus we can determine the value of the constant k from the
above equation as under,
y0/2 = y0 e– 5730 k, or – 5730 k = ln (1/2).
Thus we get,
lxxxix
ln(1 / 2)
k= = 0.000120
5730
Therefore the above equation becomes,
y(t) = y0 e– 0.00012097 t.
Thus, when y(t) = y0/1000, as given, we get,
y0/1000 = y0 e– 0.00012097 t.
On taking log-natural of both sides this equation gives,
– 0.00012097 t = ln (1/1000) = – ln (1000).
Therefore,
t = ln (1000)/ 0.00012097 = 57136 years.
Note.
In the above method radioactive Carbon dating much of the accuracy of results depends upon
the chemical analysis of the fossil. In order to obtain better estimations of 6C14 present in the
fossil, destruction of large samples of the specimen are required. The same may not always
be possible from archival point of view. In view of the same the age estimation of the fossil
in the above example is not very accurate.
In the recent years geologists have shown that age estimation of the fossils by the above
mentioned method may be out by as much as 3500 years in certain cases. One of the possible
reasons for this error is the fact that 6C14 levels in the air vary with time. They have devised
another method for the purpose, based on the fact that the living organisms ingest traces of
Uranium. By measuring the relative amounts of Uranium and Thorium (the isotope into
which Uranium decays), and by knowing the half-lives of these elements, one can determine
the age of the fossil. By this method one can estimate the ages of even 500,000 years old
fossils. However, this method is not applicable to marine fossils. Some other techniques can
also be used for the purpose including the use of Potassium-40 and Argon-40 (which can
estimate ages up to millions of years), and non-isotopic methods based on the use of amino
acids.
xc
EXERCISE - 4.1
(Exponential Growth & Decay, Carbon Dating “Separation of Variables” Form)
1. In a culture of yeast the rate of growth dy/dt is proportional to its population present at any
time t, i.e., dy/dt = ky. Verify that y(t) = y0 ekt, where y0 = y(0). If y doubles in 1 day, how
much can be expected after 1 week at the same rate of growth? How much after 2 weeks?
[y(7) = y0 27= 128 y0, y(14)= y0 214 = 16384 y0]
2. In a culture of yeast the amount of active yeast grows at a rate proportional to the amount
present. If that amount doubles in 2 hours, how much can be anticipated at the end of 5 hours
30 minutes? [ y(t) = 22.75 y0 | 6.73 y0 ]
3. The population of a certain community is known to increase at a rate proportional to the

number of people present at any time. If the population has doubled in 5 years, how long will
it take to triple? to quadruple? [7.9 years; 10 years]
4. If the population in problem 2 is 10,000 after 3 years, what was the initial population? What
will be the population in 10 years? [3536, 113137 ]
5. The population of a town grows at a rate proportional to the population at any time. Its initial
population of 500 increases by 15% in 10 years. What will be the population in 30 years?
[760]
6. The number of bacteria in a culture increases at a rate proportional to the number of bacteria
present at any time. After 3 hours it is observed that there are 400 bacteria present. After 10
hours there are 2000 bacteria present. What is the initial number of bacteria?
[200]
7. Express y as a function of t for each of the growth laws in Eqns.(4.2.1) and (4.2.4) (with k
and M both constants). Show that the result for (4.2.4) can be expressed as,
α(t t 0 )
Me M
y(t) = α(t t 0 ) α(t t 0 )
,
1 e 1 e
where D is a constant and t0 is the time at which y = M/2.
[For Eqn (4.2.1), y(t) = y0 e k ( t t 0 ) = M

2
e k (t t 0 ) ; for Eqn (4.2.4), D = M k ]
xci
8. The radioactive isotope of lead, 82Pb209 , decays at a rate proportional to the amount present at
any time and has a half-life of 3.3 hours. If 1 gram of lead is present initially, how long will it
take for 90% of the lead to decay? [11 hours]
9. Initially there were 100 milligrams of a radioactive substance present. After 6 hours the mass
decreased by 3%. If the rate of decay is proportional to the amount of substance present at
any time, find the amount remaining after 24 hours.
[88.5 mg approx.]
10. Determine the half-life of the substance mentioned in problem 9. [136.5 hours]
11. Show that, in general, the half-life of a radioactive element is given by the relation,
(t 2 t 1 )ln2
t= , where, y1 = y(t1), and y2 = y(t2), t1< t2.
ln(y1 /y 2 )
12. A substance decreases at a yearly rate which is numerically double the number of units
present. If there are initially 1000 units, how many will remain at the end of 1 year?
[1000 e–2 = 135.3 units]
13. A quantity of Radium, 88R226, disintegrates at a rate proportional to the amount present. Half
of the initial amount is left at the end of 1700 years. How long did it take for one quarter to
disintegrate? [1700 ln (4/3) / ln (2) = 705 years]
14. The half-life for Radium, 88R226, is approximately 1600 years. Find what percentage of a
given quantity of Radium disintegrates in 100 years. [100(1-2–1/16)% = 4.2%]
15. After 1000 years there were 80 units of a radioactive substance remaining, while after 2000
years there remained 64 units. If the substance disintegrates at a rate proportional to the
amount present, what was the initial amount? [100 units]
16. Derive a formula for the amount of a substance, which disintegrates at a rate proportional
to the current amount, present at the end of t years if y0 units disintegrate to y1 in t1 years.
y
[y(t) = y0 ( 1 ) t/t1 ]
y0
17. Observations show that the rate of change of atmospheric pressure y(x), with altitude x is
proportional to the pressure. Assuming that the pressure at 6000 meters (about 18000 feet) is
half its value y(0) = y0 at the sea level, derive the formula for the pressure at any height.
[y(x) = y0 e– 0.000116 x]
xcii
18. A bone is claimed to be 2000 years old. Determine the quantity of 6C14 present in it.
[78.5% of y0]
19. When a vertical beam of light passes through a transparent substance, the rate at which its
intensity I decreases is proportional to I(t), where t represents the thickness of the medium in
feet. In clear sea-water the intensity 3 feet below the surface is 25% of the initial intensity I0
of the incident vertical beam. Calculate the intensity of the beam 15 feet below the surface.
[I(15) = 0.00098 I0|0.1% of I0]
xciii
4.4 Newton’s Law of Cooling
This law states that the rate at which the temperature of a body changes is proportional to
the difference between its temperature T and the temperature T0 of the surrounding medium.
Mathematically it is stated as,
dT
k(T T0 ), (4.4.1)
dt
where k is a positive constant of proportionality. The negative sign in the above equation
indicates that rate of change of temperature T will decrease with time. This law helps us in
many ways as we shall see in the following examples.
Example 4.4.1
Suppose a body cools from 200o to 100o in 40 minutes while immersed in a medium whose
temperature is kept constant, say T0 = 10o. Calculate the value of k in Eqn (4.4.1).
Solution
For the given data, we can separate the variables in Eqn (4.4.1) to write,
100 40
dT
³ k ³ dt .
200 T 10 0
Here we have inserted specific limits of integration instead of using indefinite integrals with
an arbitrary constant. On integrating we get,
1
ln 90 – ln 190 = – 40 k, i.e., k = 40 ln 19
9
= 0.0186803
Example 4.4.2
In the above example calculate the time required by the same material to cool from 200o to
100o if the temperature of the medium is kept at 5o.
Solution
xciv
In this case denoting the unknown time by x we have,
x
100 dT
³ k ³ dt ,
200 T5 0
i.e.,
ln(95/195) = – kx = – 0.0186803 x.
Thus we get,
x = 38.5 minutes,
which is the time required by the material to cool from 2000 to 1000.
Example 4.4.3
In the above example find the time required to cool the same substance from 100o to 10o with
the medium kept at 5o.
Solution
10 x
dT
In this case we have, ³ k ³ dt ,
100 T 5 0
i.e.,
ln (5/95) = – kx = – 0.0186803 x.
Thus we get the required time as, x = 158 minutes (approx.)
Note
In the above examples we see that rate of cooling decreases considerably as the temperature
of the body begins to approach the temperature of the medium. The temperature drop from
100o to 10o takes more than four times as long as the change from 200o to 100o
Example 4.4.4
xcv
An object is heated to a temperature of 100o. Then at t = 0 it is placed in water having a

temperature of 30o. At the end of 3 minutes the temperature of the object reduces to 70o. Find
the time taken by the object to cool down to 31o.
Solution
Using Newton’s law of cooling, the given problem can be expressed mathematically as,
dT
dt
k(T 30) , T(0) = 100, T(3) = 70.
It can be written as TdT

30
kdt , which on integration gives,
ln~T–30~ = – kt + ln c = ln ce– k t .
Thus we get,
T(t) = ce– kt + 30.
Using the initial condition T(0) = 100, it gives 100 = c e0 + 30, i.e., c = 70. Thus we get,
T(t) = 70 e– kt + 30.
To determine k we use the given condition: T(3) = 70 in the above equation to get,
70 = 70 e– 3k + 30, i.e., e– 3k = 4/7.
Taking log-natural of both sides we get, k = [ln (4/7)]/( –3) = 0.18654.Thus we get the
solution of the given differential equation as,
T(t) = 70 e– 0.18654 t + 30.
In order to find the time taken by the given object to cool down to 31o, we put T(t) = 31 in
the above equation to get,
31 = 70 e– 0.18654 t + 30, i.e., e– 0.18654 t = 1/70.
Taking log-natural on both sides it gives,
t = [ln (1/70)]/(– 0.18654) = 22.78 .

xcvi
Therefore, the given object will cool down to 31o after about 23 minutes.
Example 4.4.5
When a cake is removed from a baking oven, its temperature is 300o F. Three minutes later
its temperature is found to be 200o F. If the room temperature is 70o F, how long will it take
the cake to cool down nearly to the room temperature, say to 70.1o F?
Solution
The give problem can be expressed mathematically as,
dT = – k (T–70), T(0) = 300, T(3) = 200.

dt
This differential equation is of variable separable form which can be written as,
dT = – k dt.
T 70
On integrating it gives,
ln~T–70~ = – kt + ln c = ln ce– k t .
Thus we get,
T(t) = c e– kt + 70.
For T(0) = 300 it gives,
300 = c e0 + 70 = c + 70, i.e., c = 230.
Thus the above equation becomes,
T(t) = 230 e– kt + 70.

xcvii
Again, for T(3) = 200 this equation gives, 200 = 230 e– 3 k + 70, i.e., e– 3k = 13/23. Taking log-
natural on both sides it gives,
k = [ln (13/23)]/( –3) = 0.190182.
Thus the above equation becomes,
T(t) = 230 e– 0.190182 t + 70.
In order to find the time taken by the cake to cool down to 70.1o F, we put T(t)=70.1 in the
above equation to get,
70.1 = 230 e– 0.190182 t + 70.
Thus,
–0.190182 t = ln (0.1/230).
Thus we get,
t = 41 minutes (approx.).
Therefore, the cake would cool down to nearly the room temperature in about 41 minutes.
4.5 Heating and Cooling of Buildings
Man has ever been fighting against the weather hazards to keep his life comfortable. During
summer one needs to keep his accommodation cold while during winter some heating
arrangement is required for the purpose. In order to tackle these problems we can formulate a
mathematical model to take care of 24-hour temperature profile inside a building as a
function of the following phenomena:
a. Temperature of the body itself, T(t);

b. The outside temperature, M(t);
c. The heat generated inside the building, H(t);
xcviii
Ǥ
ൠ U(t)
Ǥ
In order to build up a mathematical model for the temperature inside a building we use
compartmental analysis. Consider a building as a single compartment and suppose that T(t) is
the temperature inside the building at time t. Then the rate of change of temperature in the
building is determined by all the factors that generate or dissipate heat. In this regard we
consider three main factors as given below:
a. Heat produced by the people, light, and machines inside the building.
This causes a rate of increase in the temperature of the building. We denote it by H(t),
and in general it is described in terms of energy per unit time (such as British thermal
units per hour).
b. The heating (or cooling) supplied by the furnace/heater (or air conditioner)
It causes a rate of increase (or decrease) in the temperature of the building. We

represent it by U(t). In general it is also described in terms of energy per unit time (such
as British thermal units per hour).
Note.
In general, the additional heating rate H(t) and the furnace (or air conditioning)
rate U(t) are described in terms of energy per unit time ( such as British thermal units
per hour). However, by multiplying by the heat capacity of the building (in terms of
degrees temperature per unit heat energy), we can express the two quantities H(t) and
U(t) in terms of temperature per unit time.
c. The effect of the outside temperature M(t) on the temperature inside the
building.
Experimental evidence has shown that this factor can be modelled using Newton’s law
of Cooling. In the present situation this law can be expressed as: “The rate of change
of temperature T(t) is proportional to the difference between the outside temperature
M(t) and the inside temperature T(t)”. That is, the rate of change in the building
temperature due to M(t) is equal to:
K[M(t) – T(t)],
where the constant of proportionality K is positive and depends upon the physical
properties of the building, such as the number of doors and windows and the type of
xcix
insulation. However, it does not depend upon M, T or t. Hence, when the outside
temperature is greater than the inside temperature, then [M(t) – T(t)] > 0, and there is
an increase in the rate of change of the building temperature due to M(t). However,
when the outside temperature is less than the inside temperature, then [M(t) – T(t)] < 0
and there is a decrease in this rate of change of the temperature.
Summarizing the above discussion we get,
dT = K [M(t) – T(t)] + H(t) + U(t), (4.5.1)

dt
where the additional heating rate H(t) is always non-negative and U(t) is positive for heating
due to a furnace/heater and negative for air conditioner cooling.
Note
A more detailed model of the temperature dynamics of the building could involve more
variables to represent different temperatures in different rooms or zones. Such an approach
would use compartmental analysis, with the rooms as different compartments.
Eqn. (4.5.1) can be written as,
dT + K T(t) = K M(t) + H(t) + U(t), (4.5.2)

dt
which is a linear differential equation of first order, of the form: dT/dt + P(t) T = Q(t), where
P = K, and Q(t) = KM(t) + H(t) + U(t). Thus its integrating factor is:
³ K dt
e³
P dt
=e = e Kt .
Therefore, using the formula, T(t) = e– Pt [ ³ e Pt Q(t) dt + c], we get the solution of Eqn.
(4.5.2) as,
T(t) = e–Kt [ ³ e Kt {K M(t) + H(t) + U(t)}dt + c]. (4.5.3)
Example 4.5.1
Suppose that at the end of a day (at time t0), when people leave a building, the outside
temperature stays constant at M0, the additional heating rate H inside the building is zero, and
the furnace/air conditioner rate U is zero. Determine T(t), given the initial condition T(t0) =
T0.
c
Solution
In this case we have, M = M0, H = 0, and U = 0. Thus from Eqn (4.5.3) we get,
T(t) = e– Kt [ ³ e Kt K M0 dt + c] = e– Kt [M0 eKt + c]
= M0 + c e– Kt.
Using the initial condition T(t0) = T0 we get the value of c as: (T0 – M0) e Kt 0 . Hence we get
the value of T(t) as,
K(t t 0 )
T(t) = M0 + (T0 – M0) e . (4.5.4)
An analysis of the result
When M0 < T0, the temperature T(t) given by the solution (4.5.4) decreases exponentially
from the initial temperature T0 (of the building) to the final (outside) temperature M0.
To determine a measure of the time it takes for the temperature to change “substantially”,
we consider a simple linear differential equation: dA/dt = –αA. Its solution has the form: A(t)
= A(0)ି஑୲ . Now, as the time keeps on passing (i.e, as t o f ), the function A(t) either
decays exponentially ( for α > 0), or grows exponentially (for α < 0). Taking t = 1/α it gives:
A(1/α) = A(0)/e = 0.368 A(0). Thus in either of the above two cases, the time it takes for A(t)
to change from A(0) to A(0)/e is just 1/α. The quantity 1/ȁȽȁ, which is independent of A(0) is
called the time constant for the equation. For linear equations of more general form,
dA/dt = – αA + g(t),
we again refer to 1/|α| as the time constant.

Returning to our above example, we see that the time constant is 1/K. It represents the
time it takes for the temperature difference (T – M0) to change from (T0 – M0) to (T0 – M0)/e.
We also call 1/K as the time constant for the building under consideration (without heating
or air conditioning). A typical value for the time constant of a building is 2 to 4 hours, but the
time constant can be much shorter if the windows/door are open, or if a fan is circulating the
air. Or, it can be much longer if the building is well insulated.
Therefore, in the context of Example 4.5.1, we can use the notion of time constant to
assert that:
a. The building temperature changes exponentially with a time constant of 1/K,
b. The above temperature inside the building during spring and autumn is
considered in the next example.
Example 4.5.2
ci
For the building temperature T(t) if the additional heating rate H(t) is equal to the constant
H0, there is no heating or cooling (U(t) = 0), and the outside temperature M varies as a sine
wave over a 24-hour period, with its minimum at t = 0 (midnight) and its maximum at t = 12
(noon). That is,
M(t) = M0 – B cos Zt,
where B is a positive constant, M0 is the average outside temperature, and Z = 2S/24 = S/12
radians/hour. (This could be the situation during the spring or autumn (fall) when there is
neither furnace heating nor air conditioning.
Solution
In this case we have the differential equation,
dT = K [M(t) – T(t)] + H(t) + U(t) = K[M – B cos Zt – T(t)] + H + 0

0 0
dt
or,
dT + K T(t) = K[M – B cos Zt] + H . (4.5.5)
0 0
dt
It is again of the form : dT/dt + K T(t) = Q(t), where, Q(t) = K[M0 – B cos Zt] + H0, and the
integrating factor is e ³ = eKt. Thus the solution of Eqn. (4.5.5) is given as,
K dt
T(t) = e–Kt [³ eKt {K(M0 – B cos Zt) + H0} dt + C]

e Kt (K cos Z t Z sin Z t )
= e–Kt[ M0 eKt – KB + H0 eKt/K + C ].
K Z
2 2
Thus we have,
(K cosω t ω sinω t)
T(t) = (M0 + H0/K) – KB + C e–Kt. (4.5.6)
K ω
2 2
We can choose the constant C so that at midnight (t = 0), the value of the temperature T is
equal to some initial temperature T0. Thus,
K
C = T0 – (M0 + H0/K) + KB
K ω2
2
An Analysis of the Result

cii
It may be noticed that the last term in Eqn.(4.5.6) involving the constant C tends to zero
exponentially. The constant term (M0 + H0/K) in this equation represents the daily average
temperature inside the building (neglecting the exponential term). When there is no
additional heating rate inside the building (H0 = 0), this average temperature is equal to the
(K cosω t ω sinω t)
average outside temperature M0. The term [KB ] represents the
K 2 ω2
sinusoidal variation of temperature inside the building responding to the outside temperature
variation. This term can be written as [KB (K2 + Z2)– ½ cos (Zt – I)], where, tan I = Z/K.
Therefore, the sinusoidal variation inside the building lags behind the outside variation by I
hours. Further, the magnitude of variation inside the building is slightly less, by a factor of
[KB(K2 + Z2)–½], than the outside variation. The angular frequency of variation Z is 2S/24
radians/hour (= 0.262 | 1/4). Typical values for the dimensionless ratio Z/K lie between ½
and 1. For this range, the lag between inside and outside temperature is approximately 1.8 to
3 hours and the magnitude of the inside variation is between 89% and 71% of the variation
outside. Fig.4.5.1 shows the 24-hour sinusoidal variation of the outside temperature for a
typical moderate day as well as the temperature variation inside the building for a
dimensionless ratio Z/K of unity, which corresponds to a time constant 1/K of approximately
4 hours. In sketching the latter curve, we have assumed that the exponential term has died
out.
Fig. 4.5.1 Temperature variation inside and outside an unheated building
------------------------------------------------------------------------------------------- -----------------
Example 4.5.3
Suppose that in Example 4.5.2, a simple thermostat is installed in the building which is used
to compare the actual temperature inside the building with a desired temperature TD. If the
actual temperature is below the desired temperature, the furnace supplies heating; otherwise
it is turned off. If the actual temperature is above the desired temperature, the air conditioner
supplies cooling; otherwise it is turned off. (In practice there is some dead zone around the
ciii
desired temperature in which the temperature difference is not sufficient to activate the
thermostat, but that is to be ignored here.) Assuming that the amount of heating or cooling
supplied is proportional to the difference in temperature given as,
U(t) = KU[TD – T(t)],
where, KU is the (positive) constant of proportionality. Find T(t).
Solution
Substituting the value of U(t) in the differential equation (4.5.1), we obtain the rate of change
of the building-temperature as,
dT = K [M(t) – T(t) ] + H(t) + K [T – T(t)], (4.5.7)
U D
dt
i.e., dT + [K + KU] T(t) = [K M(t) + H(t) + KU TD]. (4.5.8)

dt
dT
It is a linear differential equation of the form + P(t) T = Q(t), so that,
dt
P(t) = [K + KU], and Q(t) = [K M(t) + H(t) + KU TD].
If the additional heating rate H = H0 (constant), the outside temperature M(t) varies as a
sinusoidal wave over a 24-hour period (like in the last example), then the forcing function,
Q(t), is given as,
Q(t) = K(M0 – B cos Zt) + H0 + KU TD,
2π π
. Here, the integrating factor is e ³
(K K U ) dt
where, Z = = = e (K K U )t . Thus the solution
24 12
is given as,
T(t) = e (K K U ) t [³ e (K K U ) t { K(M0 – B cos Zt) + H0 + KU TD} + C]
KM 0 H 0 K U TD (K K U ) cos ωt ω sin ωt
= e (K K U )t [ e (K K U ) t – e (K K U ) t +C]
K KU (K K U ) 2 ω 2
KM 0 H 0 K U TD (K K U ) cos ωt ω sin ωt
i.e., T(t) = –B + C e (K K U ) t .
K KU (K K U )2 ω2
(4.5.9)
The constant of integration C is chosen so that T(0) = T0 (the initial temperature).
civ
An analysis of the result

In the example discussed above, the time-constant for Eqn.(4.5.8) is 1 = 1 . It is also
P K K U
referred to as the time-constant for the building with heating and air-conditioning facilities.
Through practical experience the following estimations are considered reasonable:
a. For a typical heating and cooling system, KU is little less than 2;
1 1
b. For a typical building, K ;
2 4
c. Thus the sum (K + KU ) | 2;
d. Hence, the time-constant for a building with heating and cooling is about ½ hr.
Therefore, when heating or cooling is turned ON, it takes about half an hour for the
exponential term in Eqn.(4.5.9) to die down. If this exponential term is ignored, the average
temperature inside the building is given by,
KM 0 H 0 K U TD
.
K KU
Here, the term (K + KU) is much larger than K, whereas H0 is small. Therefore, the above
quantity reduces to, approximately, TD, the desired temperature. This implies that after some
time the temperature inside the building is approximately TD, with a small sinusoidal
variation. In fact the outside temperature M0 and the inside heating rate H0, have only a
negligible effect. Therefore, in order to save energy it is advisable to keep the heating or
cooling system switched OFF at night. The same may be switched ON next morning and it
will take about half an hour for the inside of the building to attain the desired temperature.
Note.
The assumption made in the above example that the amount of heating or cooling is give as
U(t) = KU[TD – T(t)] may not always be appropriate. This assumption has been made here as
well as in the problems in the following exercise to illustrate the use of time-constant. One
may desire to experiment with some other model for U(t).
cv
EXERCISE 4.2
[Newton’s Law of Cooling – Variables Separable Form]
1. A thermometer which reads 75o F indoor is taken outdoor. After 5 minutes it reads 65o; after
another 5 minutes it reads 60o. What is the outdoor temperature? [55o]
2. Mr. Hassan and Mr. Mohsin both order coffee at the lunch counter and receive their cups at
the same time. Mr. Hassan adds cream at once but does not take his coffee until 5 minutes
later. Mr. Mohsin waits for 5 minutes, then adds cream and begins to drink. Who takes the
hotter coffee? [Mr. Mohsin]
3. A thermometer, reading 10o is brought into a room having a temperature of 18o. One minute
later the thermometer reads the temperature as 14o. How long will it take until the reading is
practically 18o, say 17.9o? [About 6 ½ minutes]
4. From a room, a thermometer is taken outside where the temperature is 5o F. After 1 minute
the thermometer reads 55o F, and after 5 minutes it reads 30o F. Determine the initial
temperature of the room. [T(0) = 64.4611o F]
5. The temperature of a room is 70o F. A thermometer is taken from that room to the outside
where the temperature is 10o F. After 30 seconds the thermometer reads 50o F. Determine the
reading at t = 1 minute. How long will it take for the thermometer to read 15o F?
[T(1) = 36.67o F; 3.06 min. approx]
6. If the temperature of air is 20o, how long will it take an object to cool from 40o to 30o if it
takes 10 minutes to reach 35o? [10 {ln 2/ln (4/3)} = 24.1 minutes]
7. What will be the temperature of a body at the end of 10 minutes, if it cools from 35o to 30o in
3 minutes in air at 25o? [25+10 . 2-10/3 = 26o]
8. What was the initial temperature of a body if the readings at 4 and 7 minutes were 50o and
45o, respectively, in a 40o medium? [65.2o ]
9. Stefan’s Law of Cooling (useful for greater temperature ranges than Newton’s Law) states
that the temperature of a body decreases at a rate proportional to the difference of the fourth
powers of the temperature of the body and that of the surrounding medium. If the
cvi
temperature of a body decreases from 100o to 40o in 10 minutes, in air at 20o, derive a
formula for the time t to reach at temperature T.
T 20 T
[ 0.0161 t = ln 2 tan 1 – 3.151 ]
T 20 20
10. A body in a room at 60o cools from 200o to 120o in half an hour.
a. Show that its temperature after t minutes is (60+140 e-kt), where k = (ln 7 – ln 3)/30.
b. Show that the time t required to reach a temperature of T degrees is given by the formula:
t = [ln 140 – ln (T-60)]/k, where 60 T d 200.
c. Find the time at which the temperature is 90o.
d. Find a formula for the temperature of the body at time t if the room temperature is not
kept constant but falls at a rate of 1o each 10 minutes. Assume the room temperature to be
60o when the body temperature is 200o
1
[c. 54.5 minutes; d. T = {1+ (600 –t) k+ (1400 k–1) e– kt }]
10k
11. A thermometer has been stored in a room whose temperature is 75o. Five minutes after being
taken outdoors it reads 65o. After another 5 minutes it reads 60o. Compute the outdoor
temperature. [ 55o]
12. On a Friday morning while people are working inside an office, the air conditioner keeps
the temperature inside the building at 24o C. At noon the air conditioner is turned off and the
people go home. The temperature outside is a constant 35o C the rest of the afternoon. If the
time constant for the building is 4 hours, what will be the temperature inside the building at
2 pm? At 6 pm? When will the temperature inside the building reach 27o C?
[28.3o C; 32.5o C; 1:16 PM ]

1st Order ODE and Its Applications

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xxxi

DIFFERENTIAL EQUATIONS OF THE FIRST ORDER

It may be mentioned that the differential equation,

Technique 1. Solution of equations by the method of separable of variables, i.e., solution of

Technique 2. Solution of homogeneous differential equations, i.e., differential equations of

Technique 3. Solution of non-homogeneous differential equations of the first degree in x and

Technique 4. Solution of exact differential equations.

Technique 6. Solution of general linear differential equations of the form

3.2 Technique 1. Solution of Differential Equations by the Method of

When an equation can be written in the form,

As mentioned earlier (see Sec.2.2), the general solution of a first-order differential

Solve the differential equations:

1. y c = ky, (k arbitrary constant); [ y = c ekx]

Solve the following differential equations:

14. (xy + 2x + y + 2) dx + (x2 + 2x ) dy = 0 [ ln x 2  2x + ln |y +2 | = c]

19. (sin x + cos x) dy + (cos x – sin x) dx = 0 [ey ( sin x + cos x) = c]

Solve the initial value problems,

21. y c = y tan 2x, y ( 0) = 2; [ y = 2/ cos 2 x ]

25. y c = [ x (x2 + 1)]/ (4y3), y (0) = – 1/ 2 [y= ( x 2  1) / 2 ]

26. 8 cos2 y dx + cosec2 x dy = 0; y(S/12) = S/4. [4x – 2 sin 2x + tan y = S / 3]

27. ex sec y dx + (1 + ex ) sec y tan y dy = 0, y = 600 when x = 3;

3.3 Technique 2. Solution of Homogeneous Differential Equations

Algebraically, a function f (x, y ) is said to be homogeneous function of degree n if each

a. f(x, y) = x2 + 7 xy + y2 defines a homogeneous function of degree 2.

b. f(x, y) = x3 + [ 3 x4 + 5y4]/y is a homogeneous function of degree 3.

A differential equation of the form,

Method for the Solution of First Order Homogeneous Differential Equations:

3.4 Technique 3. Solution of Non-Homogeneous Differential Equations,

In this case we substitute

Therefore, Eqn. ( 3. 4. 4) reduces to a homogeneous form,

This is a non-homogeneous differential which can be converted to the homogeneous form by

But v = Y/X. Therefore, the above equation becomes,

Solve the differential equations,

11. ( x  y  x  y ) dx  ( x  y  x  y ) dy = 0; [x + (x2 – y2)1/2 = c]

23. ( x ey/x + y) dx = x dy , y(1) = 0; [ ln |x| + e– y/ x = 1 ]

Solve the differential equations,

Solve the following differential equations,

19. ( x – 2y – 3 ) yc = 2x – 4y – 2 ; [4 ln |6x – 3y +1| = 6 x – 3y + c]

3. 5 Technique 4. Solution of Exact Differential Equations

If there exists a function f (x, y) such that,

Since M and N possess continuous first order partial derivatives, we have,

The converse of this theorem is also true.

3.6 Method for Solving the Exact Differential Equations

i.e., ³ N dy = ³ 0 dy = c1, say.

Therefore, the solution of the given differential equation is,

Solve the initial value problem,

(2y sin x cos x + y2 sin x) dx + (sin2 x – 2y cos x) dy = 0, y(0) = 3.

Therefore, the given equation is exact. Here we obtain,

³ M dx = ³(2y sin x cos x + y

Thus the solution is,

– y (cos 2x)/2 – y2 cos x = –21/2

is the required solution of the given differential equation.

9. (ax + by) dx + (kx + l y) dy = 0; [condition: b=k; ax2 +2 kxy+l y2 = c]

Under what condition is the following equation exact:

10. f (x) g(y) dx + h (x) dy = 0; [ f dg/dy = dh/dx]

14. (2 ax + by + g) dx + (2ey + bx + h) dy = 0; [ax2 + bxy + ey2 + gx + hy =c]

17. (2xey + y2ex + 2x)dx + (x2ey + 2yex)dy = 0; [ x2 ey + y2 ex + x2 = c ]

28. {cos x tan y + cos (x + y )}dx +{sin x sec2y + cos(x + y)}dy = 0;

Solve the initial value problems,

14. (xy + 2x + y + 2) dx + (x2 + 2x ) dy = 0 [ ln x 2 2x + ln |y +2 | = c]

25. y c = [ x (x2 + 1)]/ (4y3), y (0) = – 1/ 2 [y= ( x 2 1) / 2 ]

11. ( x y x y ) dx ( x y x y ) dy = 0; [x + (x2 – y2)1/2 = c]

On substituting v = y n1 , so that vc = (– n + 1) y – n yc, this equation becomes,

(1/x 2/x2 ) dx (2/x2 ) dx

4. 2(y –1) dy = (3x2+ 4x + 2) dx, y (0) = –1; [y = 1– x3 2x2 2x 4 )]