LESSON 2

Equations of First order – Variables Separable and Homogeneous Equations

2.1. Introduction
There are various methods for solving a first order linear differential equations. The
method of “Separation of Variables” is the most fundamental. If the differential
equation is of the form,
dy f ( x)
= F ( x, y ) =
dx g ( y)

we say that the variables are separable and obtain the solution from
g(y)dy = f(x)dx
by integrating both sides
Hence ∫ g ( y )dy = ∫ f ( x)dx
In this method, we must manage to transform the given equation in the form
g(y)dy = f(x)dx

so that the variables g(y) and dy are on one side and f(x) and dx on the other side.
Not all functions F(xy) are separable into the form f(x) dx = g (y) dy.

2.2. Objective of the lesson

By the end of this lesson you should be able to:
i. solve the first order equation using the method of separation of variables
ii. reduce a homogeneous equation to the variables separable form by using the
substitution y = vx and solve the equation.
dy ax + by + c
iii. Transform = into a homogeneous equation of first order and
dx px + qy + r
solve this equation.

2.3. Method of separation of variables

As mentioned in the introduction, the first order linear equation
dx
= F ( x, y )
dy
is to be transformed in the form
g(y)dy = f(x)dx (2)
Only certain problems can be split into this form (2) and in such case we integrate each
side to obtain the general solution. We put one constant C at the end.

Example 1
dy 2 x 2
Solve the equation = 3
dx y

Solution
We can transform the equation.
 dy 2 x 2
= 3 into the form
dx y
y dy = 2x2dx
3

Then ∫ y 3 dy = ∫ 2 x 2 dx
y 4 2 x3
= +C
4 3
y 4 2x3
or = +C
4 3
or 3 y 4 = 8 x 3 + 3 A , is the required solution

Example 2
dy xy 2 + x
Solve =
dx yx 2 + y

Solution
dy xy 2 + x
Let =
dx yx 2 + y
We shall try to separate f(y) and dy on one side and f(x) and d(x) on the other side.

( )
dy x 1 + y 2
=
( )
dx y 1 + x 2

x(1 + y ) 2
ydy =
(1 + x ) dx2

ydy x
= dx
1+ y 2
1+ x2
ydy xdx
∫ 1+ y 2
=∫
1+ x2
(2)

u′
we can make the integrals in the form of ∫ u dx whose integration is ln u. (2) becomes
1 ydy 1 xdx
∫
2 1+ y 2
= ∫
2 1+ x2
1
2
( 1
) (
ln 1 + y 2 = ln 1 + x 2 + C
2
)
( ) ( )
ln 1 + y = ln 1 + x 2 + C1 , (C1 = 2C)
2

Whenever ln appears after integration we always call the constant as ln A and put
A inside the logarithm to reduce the number of terms.
( )
ln 1 + y 2 = ln A 1 + x 2( )
Raising both sides to the base e,
 e ln (1+ y ) = e ln A(1+ x )
2 2

Then (1 + y2) = A(1 + x2) is the required solution.

2.4. Solving homogeneous differential equation of first order.

First we shall define a homogeneous equation of first order and then we shall see that the
homogeneous equation can be solved using the method of separation of variables when
we use the substitution y = vx

2.5. Definition of homogeneous equation of first order

dy
Consider = f ( x, y )
dx
Suppose we put x = kx and y = ky. If f(x,y) becomes knf(x,y) then f(x,y) is called a
homogeneous function in x and y. In this section we consider homogeneous equation of
order 0 so that kn = k0 = 1. In other words we consider f(kx, ky) = f(x,y) as the particular
homogeneous equation.

For example
xy
f ( x, y ) =
x + y2
2

kx.ky
f (kx, ky ) = 2 2
k x + k 2 y2
k 2  xy 
= 2  2 
k  x + y 2 
xy
=
x + y2
2

= f ( x, y )
xy xy
Here f (kx, ky ) = k 0 2 = f ( x, y ) . Hence 2 is a homogeneous function of
x +y 2
x + y2
degree 0.

dy
2.6. Method of solving = f (x, y ) when f(x,y) is a homogeneous function of x
dx
and y
dy
Let = f ( x, y )
dx
Put the substitution y = vx
dy dv
So that =v+ x .
dx dx
As we shall see in the following examples the given homogeneous function will become
 dv
v+x = f (v )
dx
dv
x = f (v ) − v
dx
x f (v ) − v
=
dx dv
dv dx
or =
f (v ) − v x
dv dx
Then ∫ =∫
f (v ) − v x
Thus the variables v and x are separated and the equation is solved.

Example 3
xy
a. Show that is a homogeneous function in x and y.
x + y2 2

b. Using the substitution y = vx transform the equation,

dy xy
= 2
dx x + y 2
into an equation containing v and x only.
c. Hence solve the resulting equation using the method of separation of
dy xy
variables. = 2
dx x + y 2

Solution
xy
a. Let f ( x, y ) =
x + y2
2

k 2 ( xy )
f (kx, ky ) =
k 2 x2 + y2 ( )
= f ( x, y )
xy
Hence 2 is a homogeneous equation.
x + y2

dy dv
b. If we let y = vx, then =v+ x .
dx dx
Substitution of this in the given equation, we get
dv xy
v+x = 2 becomes
dx x + y 2
 dv x.xv
v+x = 2 2 2
dx x + v x
dv v
v+x =
dx 1 + v 2
dv v
x = −v
dx 1 + v 2

x
dv v − v 1 − v 2
=
( )
dx 1+ v2
v − v − v3
=
1+ v2
dv − v 3
x =
dx 1 + v 2
x − v3
=
(
dx 1 + v 2 dv )
dx
=−
(
1 + v 2 dv )
(variables are separated )
x v3
dx  1 v2 
∫ x ∫  v 3 + v 3 dv
= −

 1
ln A = − ∫ v −3 + dv
 v
−2
v
= − ln v
2
1
ln Ax − ln v = 2
2v
Ax 1 y
ln = 2 where v =
v 2v x
 Ax  x
2 2
ln  = 2
 y  2y
This is the required solution.

Example 4
( )
Solve x 3 + y 3 dx − 3xy 2 dy = 0

Solution
( )
Let x 3 + y 3 dx − 3xy 2 dy = 0
( )
x 3 + y 3 dx = 3xy 2 dy
dy x 3 + y 3
= ’
dx 3 xy 2
 x3 + y 3
is a homogeneous function of degree 0.
3 xy 2
Let y = vx be the substitution.
dy dv
=v+ x
dx dx
dv x 2 + v 3 x 3
v+x =
dx 3x.v 2 x 2
then
dv 1 + v 3
v+x =
dx 3v 2
dv 1 + v 3
x = −v
dx 3v 2
1 + v 3 − v(3v 2 )
=
3v 2
x 1− 2v 3
=
dx 3v 2 dv
dx 3v 2 dv
therefore =
x 1 − 2v 3
dx 3v 2 dv
∫ x ∫ 1 − 2v 3
=

1 − 6v 2 dv
ln ( Ax ) =
− 2 ∫ 1 − 2v 3
1
( )
ln ( Ax ) = − ln 1 − 2v 3 (using the substitution u = 1 – 2v3)
2
( )
1
ln ( Ax ) = ln 1 − 2v 3
−
2

( )
1
− y
Ax = 1 − 2v 3 2 where v =
x
1
−
 2 y3  2
Ax = 1 − 3 
 x 
−1
 2 y3 
A x = 1 − 3 
2 2

 x 
x3
A2 x 2 = 3
x − 2 y3
x
A2 = 3
x − 2 y3
or (
x = c x3 − 2 y 3 )
is the required solution.
Example 5
Solve the equation (x 2
)
− 3 y 2 dx + 2 xydy = 0

Solution
( )
Let x 2 − 3 y 2 dx + 2 xydy = 0

or
dy
=−
(
x2 − 3y 2 )
dx 2 xy
dy 3 y 2 − x 2
=
dx 2 xy
3y2 − x2
if f ( x, y ) =
2 xy
3k 2 y 2 − k 2 x 2
f (kx, ky ) =
2kxky
(
k 2 3 y2 − x2
=
)
k 2 (2 xy )
= f ( x, y )
Hence the given equation is homogeneous.

dy dv
Letting y = vx, so that = v + x , the given equation becomes
dx dx
dv 3v y − x 2
2 2
v+x =
dx 2 xvx
3v − 1
2
=
2v
dv 3v 2 − 1
x = −v
dx 2v
dv v 2 − 1
x =
dx 2v
dx 2v
= 2 dv
x v −1
Integrating, we find ln (v 2 − 1) = ln cx
Hence v 2 − 1 = cx
y2
− 1 = cx
x2
y 2 − x 2 = cx 3
which is the required solution for the given equation.
2.7. First order equation reducible to homogeneous form.
Equation of the form
dy ax + by + c
= (1)
dx px + qy + r
or (ax + by + c)dx + (px +qy + r)dy = 0 (2)
where a, b, c, p, q, r are constants.

can be transformed into homogeneous equations of first order by a suitable

transformation and solved.

a b
Case 1. If ≠ then the transformation
p q
x=X+h
y=Y+k
where (h, k) is the solution of the system
ah + bk + c = 0
ph + qk + r = 0
reduces the equation to the homogeneous equation
(aX + bY)dx + (pX + qY)dy = 0 in the new variables X and Y

a b
Case II. If = then the transformation
p q
z = ax + by reduces the equation to a separable equation in the variables
x and z.

Example 6
Solve the equation
(3x + 2y – 5)dx + (2x + 3y – 5)dy = 0

Solution
x = X +h dx = dX
Taking (1)
y =Y +k dy = dY
dy 3x + 2 y − 5
= becomes
dx 2 x + 3 y − 5
dY 3 X + 2Y + 3h + 2k − 5
=−
dX 2 X + 3Y + 2h + 3k − 5
choose h, k such that
3h + 2k − 5 = 0
(2)
2h + 3k − 5 = 0
solving the simultaneous equations (2) we have h = 1 and k = 1
dY 3 X + 2Y
Hence =−
dX 2X + Y
Putting Y = vX
 dY dv
=v+ X
dX dX
dv 3 + 2v
X =− −v
dX 2 + 3v
or
3 + 4v + 3v 2
=−
3v + 2
or −
dX
=− 2
(3v + 2)dv
X 3v + 4v + 3
Integrating
ln(3v 2 + 4v + 3) = −2 ln X + ln C
C
or 3v 2 + 4v + 3 = 2
X
2
3Y 4Y C
2
+ +3= 2
X X X
or 3Y2 + 4XY + 3X2 = C
or 3(y – 1)2 + 4(x – 1)(y – 1) + 3(x – 1)2 = c
or 3(x2 + y2) + 4xy – 10(x + y) = c

Example 7
dy x− y+3
Solve =−
dx 2x − 2 y + 5

Solution
−1 1
Here Ratio of coefficients of x = ½ and ratio of coefficients of y = = . Hence we
−2 2
put
x – y = z.

dx dy dz
Then − =
dx dx dx
dy dz dy dz
Or 1− = or = 1−
dx dx dx dx
dz z −3
Then 1− =
dx 2 z + 5
dz z −3
or = 1−
dx 2z + 5
2z + 5 − z − 3
=
2z + 5
dz z+2
= 1−
dx 2z + 5
 2z + 5
or dx = 1 −
z+2
2z + 4 +1
=
z+2
 1 
dx =  2 + dv
 z+2
Integrating both sides we have
or x + c = 2z + ln(z + 2)
or x + c = 2(x – y) + ln(x – y + )

or the required solution is

2y – x + c = ln (x – y + 2)

Example 8
Solve the equation
(x – 2y + 1)dx + (4x – 3y – 6)dy = 0

Solution
dy x − 2 y +1
Let = (1)
dx 4 x − 3 y − 6
1 −2 1 2
Here the ratio of the coefficients of x is given by and and ≠
4 −3 4 3

Therefore we use the transformation

x = X + h
 where h and k are to be determined from the equation
y =Y +k
h – 2k + 1 = 0 (2)
4h – 3k – 6 = 0 (3)
Solving the simultaneous equation (2) and (3) we have h = 3 and k = 2
x = X +3 dx = dX
Hence
y =Y +2 dy = dY
Using this substitution, equation (1) reduces to the homogeneous equation of order zero
as:

dY
=
( X − 3) − 2(Y − 2) + 1 = X − 2Y (4)
dX 4( X + 3) − 3( y − 2) − 6 4 X − 3Y

we use the substitution Y = vX for the first order homogeneous equation

Y = vX gives
 dV 1 − 2v
v+ X =
dX 3v − 4
dV 1 − 2v
or X = −v
dX 3v − 4
dV 1 − 2v − 3v 2 + 4v
or X =
dX 3v − 4
dV − 3v + 2v + 1
2
or X =
dX 3v − 4
X 3v + 2v − 1
2
or =
dX − (3v − 4 )dv

or −
dX
= 2
(3v − 4)dv
X 3v + 2v − 1
Integrating both sides we have
(3v − 4)dv
X − ln( AX ) = 2
3v − 2v − 1
1 3  3v − 3 
− ln( AX ) = ln(3v 2 − 2v − 1) − ln 
2 4  3v + 1 
3
1
 3v − 3  4
= ln(3v − 2v − 1) − ln
2 2

 3v + 1 
 3
1
 3v − 3 4
ln ( AX ) = ln   ÷ (3v 2
− 2v − 1) 2
 3v + 1  
 
 (3v + 1) 
5
c1
4
or finally ln   = ln 4
 v −1  x
X 4 (3v + 1) = c(v − 1)
5
or
y
Replacing v by we have
x
(3Y + X )5 = C (Y − X )
Finally replacing X by x – 3 and Y by y – 3, we obtain the solution of the original
equation inn the form
3( y + 2 ) + (x − 3) = c ( y − 2 − x + 3)
5

x + 3 y − 9 = C ( y − x + 1)
5
or
Exercise 2
Solve the following equations
1. x 3dx + ( y − 1) 2 dy = 0
2. (2 x + 3 y )dx + ( y − x )dy = 0
( )
3. xydx + 1 + x 2 dy = 0
4. y 2 dx − x 2 dy = 0

Solve the following homogeneous equations.

dy
5. 2 xy = x2 + y 2
dx
( )
6. x ydx − x 3 + y 3 dy = 0
2

(
7. x 2 − y 2
dy
dx
) = 2 xy
dy
8. xy = x2 + y 2
dx
dy
9. x = x− y
dx
dy
10. xy = 3x 2 + xy
dx
(
11. x 2 + y 2
dy
dx
) = xy
dy
12. y = 2x + y
dx

Solve the following equations reducing them to a homogeneous equation:

dy x − y + 2
13. =
dx x+ y
dy 2 x + y − 2
14. =
dx 2 x + y + 1
dy
15. (x + y ) = x + y − 2
dx
dy 2 x + 3 y − 8
16. =
dx 5 x + y − 7
Summary

You have learnt the following from this lesson:

1. Solving a first order equation by the method of separation of variables.

2. Putting y = vx will transform a homogeneous equation into an equation

with separation of variables.
dy ax + by − c
3. We can transform = into a homogeneous equation of first
dx px + qy − r
order and solve the equation.

Further Reading:
1. Pure Mathematics
By Backhouse and others
Longman

2. Differential Equations
By Shepley L. Ross
John Wiley and Sons
New yolk. Toronto. Singapore

3. Frank Ayres, JR, Schaum’s outline series

Mc Graw-Hill Book Company
New York. Toronto. Sydney.
LESSON 3
First Order Exact Equations and Integrating Factors
In this lesson you will learn to solve a particular type of first order equation called an
exact differential equation.

3.2 Objectives of the lesson

By the end of this lesson you should be able to
i). define an exact differential equation.
ii). learn the condition for an equation Mdx + Ndy = 0 to be exact.
iii). solve an exact differential equation.
iv). define an integrating factor.
v). use the integrating factor to transform an equation into exact and then solve the
exact equation obtained.

Let F(x, y) be such that

∂F ∂F
= M and =N (1)
∂x ∂y

3.3 Total differential

We know that
∂F ∂F
dF = dx + dy (2)
∂x ∂y
= Mdx + Ndy (3)

From (2) and (3) we have

∂M ∂ 2 F
= (4)
∂y ∂ydx
∂N ∂ 2 F
and = (5)
∂x ∂xdy

If F (x, y) is continuous in a domain D

∂2F ∂2F
= or
∂xdy ∂y∂x

∂M ∂N
=
∂y ∂x
Theorem
∂M ∂N
If M, N, and are continuous functions of x and y then a necessary and
∂y ∂x
∂M ∂N
sufficient condition that Mdx + Ndy = 0 to be exact is that = . The solution of
∂y ∂x
∂F ∂F
such equation is F (x, y) = constant where dF = dx + dy = Mdx + Ndy = 0.
∂x ∂y

The following examples illustrates the methods of solving an exact equation.

Example 1
a) Show that the equation
(3 x 2 + 4 xy )dx + (2 x 2 + 2 y )dy = 0
dy 3 x 2 + 4 xy
or =− 2 is exact
dx 2x + 2 y
b) Hence solve the equation

Solution
Let (3 x 2 + 4 xy )dx + (2 x 2 + 2 y )dy = 0 (1)
This is of the form Mdx + Ndy = 0
where M = 3x 2 + 4 xy , N = 2 x 2 + 2 y (2)
∂M ∂N
= 4 x and = 4x
∂y ∂x

∂M ∂N
Since = ,
∂y ∂x
Hence there exists a function F (x, y) such that the equation is exact.
∂F ∂F
dF = dx + dy = Mdx + Ndy (3)
∂x ∂y
∂F
From (3) =M
∂x
Hence ∂F = M∂x
and F = ∫ M∂x
= ∫ (3 x 2 + 4 xy )∂x (Note that this is a partial Integration with respect to x)
F ( x, y ) = x 3 + 2 x 2 y + φ ( y ) (4)
y is treated as a constant. Hence constant of integration may be φ ( y )

∂F
Again from (3) =N
∂y
From (4) and (2) we have
 ∂
= x 3 + 2 x 2 y + φy ) = 2 x 2 + 2 y
∂y
or 0 + 2 x 2 + φ ′( y ) = 2 x 2 + 2 y (5)
From (5) φ ′( y ) = 2 y (6)
Integrating we have φ ( y ) = y 2 (7)
No constant is needed
Substituting (7) in (4) we have F ( x, y ) = x 3 + 2 x 2 y + y 2 = c is the required solution.

Example 2
Solve the equation (8 y − x 2 y )dy + ( x + xy 2 )dx = 0

Solution
( x + xy 2 )dx + (8 y − x 2 y )dy = 0 (1)
This is of the form Mdx + Ndy = 0
∂M ∂N
= −2 xy =
∂y ∂x
Hence it is an exact equation and there exists a function F ( x, y ) such that
∂F ∂F
dF = dx + dy = Mdx + Ndy = 0 (2)
∂x ∂y
and F = Constant is the solution.
∂F
dx = Mdx = ( x − xy 2 )dx
∂x
∂F
Then ( x − xy 2 )
∂x
∂F = ( x − xy 2 )∂x
F = F ( x, y ) = ∫ ( x − xy 2 )∂x
x2 x2 y 2
= − + φ (y) (3)
2 2

∂F ( x, y )
From (2), = N ( x, y ) gives
∂y
∂  x2 x2 y 2  dφ
= − + Q( x, y ) = 8 y − x 2 y + φ ′( y ) - x 2 y + = 8 y − x2 y
∂y  2 2  dy
dφ
= 8y
dy
dφ = 8 ydy
φ = ∫ 8 ydy
= 4y2 (No need for constant)
 x2 x2 y2
Substituting φ = 4 y 2 in (3) we have F ( x, y ) = − + 4 y2
2 2
The solution is F ( x, y ) = constant.
x2 x2 y2
− + 4 y 2 = constant
2 2
or x 2 − x 2 y 2 + 8 y 2 = c is the required solution of the equation.
Since the solution is F = constant the required solution is, x 2 − 2 x 2 y + y 2 = c

Example 3
a) Show that the equation
3 x − ( xy − 2)dx + ( x 3 + 2 y )dy = 0 is exact.
b) Hence solve the equation

Solution
Let 3 x − ( xy − 2)dx + ( x 3 + 2 y )dy = 0 (1)
This equation is the form Mdx + Ndy = 0
where M = 3x( xy − 2)dx and N = ( x 3 + 2 y )dy
∂M ∂N
= 3x 2 and = 3x 2
∂y ∂x
Hence the equation (1) is exact and there exists a function F such that
∂F ∂F
dF = dx + dy = Mdx + Ndy (2)
∂x ∂y
∂F
= M gives
∂x
∂F
= 3x 2 y − 6 x
∂x
or ∂F = (3 x 2 y − 6 x)∂x
or F = ∫ (3 x 2 y − 6 x)∂x
= x 3 y − 3x 2 + φ ( y ) (3)
∂F
From (2) =N
∂y
Hence
∂y
[
∂ 3
] ( )
x y − 3x 2 + φ ( y ) = x 3 + 2 y

or x + φ ′( y ) = x 3 2 y
3

or φ ′( y ) = 2 y
Integrating we have φ ( y ) = y 2 (4)
Substituting (4) in (3) we have
F = x 3 y − 3x 2 + y 2 and the solution is F = constant
Hence the required solution is
x 3 y − 3x 2 + y 2 = c
3.4 Integrating Factor
Consider the equation,
M ( x, y )dx + N ( x, y )dy = 0 (1)
Suppose (1) is not an exact equation. When each of the terms of (1) is multiplied by a
factor φ ( x, y ) the equation (1) may become exact. In other words
φ ( x, y ) M ( x, y )dx + φ ( x, y ) N ( x, y )dy = 0 may become an exact equation.

The factor φ ( x, y ) used to make Mdx + Ndy = 0 exact is called an Integrating

factor.

Finding the Integrating factor for the equation Mdx + Ndy = 0 is generally not easier;
However there are some standard forms of Integrating factors which we shall see in the
next section.

3.5 Some important differentials and their integrating factors

Consider the equation Mdx + Ndy = 0 (1)
∂M ∂N
1) If − = 0 (1) is an exact equation
∂y ∂x
∂M ∂N
−
∂M ∂N ∂y ∂x
If − ≠ 0 and = f (x) , a function of x alone then
∂y ∂x N
e ∫ is an integrating factor of (1).
fdx

∂M ∂N
−
∂M ∂N ∂y ∂x
= g ( y ) , a function of y alone, then e ∫
− gdy
2) If − ≠ 0 and is an
∂y ∂x M
integrating factor of (1).
1
3) is an integrating factor of (1) if Mx + Ny ≠ 0 .
Mx + Ny

1
2  y  xdy − ydx
4) x is an integrating factor for xdy – ydx since d   =
x x2

Example 4
Consider the differential equation
(4 x + 3 y 2 )dx + 2 xdy = 0
a) Show that this equation is not exact.
b) Find an integrating factor of the form xn where n is a positive integer.
c) Using your integrating factor found in (b) solve the equation.
Solution
Let (4 x + 3 y 2 )dx + 2 xdy = 0 . It is of the form
Mdx + Ndy = 0 where
M = 4 x + 3 y 2 and N = 2xy
∂M ∂N
= 6 y and = 2y
∂y ∂x
∂M ∂N
Since ≠ the equation is not exact.
∂y ∂x
At this stage, you can find the integrating factor.
Let us try whether x2 is an integrating factor.
Multiply the equation throughout by x2
x 2 (4 x + 3 y 2 )dx + x 2 .2 xydy = 0
Now M = 4 x 3 + 3x 2 y 2 and N = 2 x 3 y
∂M ∂N
= 6x2 y =
∂y ∂x
There exists a function F(x,y) such that
∂F ∂F
dF = dx + dy = (4 x 3 + 3x 2 y 2 )dx + 2 x 3 ydy = 0
∂x ∂y
and F = constant will be the solution.
∂F
dx = (4 x 3 + 3x 2 y 2 )dx
∂x
∂F
= 4 x3 + 3x 2 y 2
∂x
∂F = (4 x 3 + 3x 2 y 2 )dx
F = ∫ (4 x 3 + 3x 2 y 2 )dx
F = x 4 + x3 y 2 + φ ( y) = 0 (1)
∂F
= N = 2 x 3 y gives
∂y
∂ 4
∂y
[ ]
x + x3 y 2 + φ ( y) = 2 x3 y

dφ
2 x3 y + = 2 x3 y
dy
dφ
= 0 which gives φ = constant c0
dy
From (1), F = x4 + x3y2 + c0. The solution is F = constant c1
x4 + x3y2 + c0 = c1. Then if we call c1 – c0 = c, the required solution is x4 + x3y2 = c
Example 5
a) Show that ydx – xdy = 0 is not exact.
1
2
b) Show that x is an integrating factor for the equation.
c) Solve the equation ydx – xdy = 0 using the integrating factor.

Solution
a) Let ydx – xdy = 0
Comparing this with Mdx + Ndx = 0
M= y and N = -x
∂M ∂N
=1 = −1
∂y ∂x
Hence the given equation is not exact.
1
2
b) Multiplying each term by x
1 1
2
ydx − 2 xdy = 0
x x
y 1
2
dx − dy = 0
x x
y 1
This is of the form Mdx + Ndy = 0 where M = 2
and N = −
x x
∂M 1 ∂N
= 2 =
∂y x ∂x
y 1
Now 2 dx − dy = 0 is exact.
x x
∂F ∂F
c) There Exists a Function F(x, y) such that dF = dx + dy Mdx + Ndy = 0
∂x ∂y
∂F y ∂F 1
= M = 2 and =N =−
∂x x ∂y x
∂F y
= 2
∂x x
y
∂F = 2 dx
x
y
F = y ∫ 2 dx
x
x −1
F=y + φ ( y)
−1
y
F = − + φ ( y) (1)
x
 ∂F
= N ( x, y )
∂y
∂  y  1
 − + φ ( y ) = −
∂y  x  x
1 dφ 1
− + =−
x dy x
dφ
=0
dy
φ ( x, y ) = constant
y
From (1) F(x, y) = − + c0 . The solution is F(x, y) = c1
x
y y
Then, − + c0 = c1 or = c or y = cx is the solution.
x x

Exercise 3
1. Show that the equation
(3x + 2y)dx + (2x + y)dy = 0
is exact.
2. a). Show that the equation
2xy + 1)dx + (x2 + 4y)dy = 0
is exact.
b). Solve the above equation

3. Solve the equation

(2xy – 3)dx + (x2 + 4y)dy
given that y(1) = 2
4. If the equation
(x2 + 3xy)dx + (Ax2 + 4y)dy = 0
is exact, determine the constant A and solve the resulting exact equation.
 1 1   Ax + 1 
5. If  2 + 2 dx +  3 dy = 0 is exact find the value of A and solve the
x y   y 
resulting exact equation.
6. Show that the equation
( )
y sec 2 x + sec x tan x dx + (tan x + 2 y )dy = 0
is exact and solve the equation.
7. Verify that the differential equation
( ) ( )
6 xy + 2 y 2 − 5 dx + 3x 2 + 4 xy − 6 dy = 0
is exact and solve the equation.
8. Show that the equation
 2s − 1   s − s2 
 ds +  2 dt = 0
 t   t 
is exact and solve the equation
 9. a). Show that the equation
dy
2 x ln x + y = 0 is not exact
dx
y
b). Prove that is an integrating factor for the equation.
x
c). Solve the above equation in (a)
10. Show that the equation
dy
( )
e y sin x + 1 + e y cos x = 0
dx
is exact and hence solve the equation
11. Show that the equation
( )
y 2 − x 2 dy + 2 xydx = 0
is exact and solve the equation.
12. Show that
( )
y 4 + 2 y 2 − x 3 + 5 x 2 y − 21xy 2
dy
dx
( )
+ x 3 − 3x 2 y + 5 xy 2 − 7 y 3 = 0
is exact and solve the equation.

Summary
You have learnt the following from this lesson.
1. Definition of axact differential equation.
2. Condition for the equation
M(x,y)dx + N(x, y)dy = 0 to be exact.
3. Method of solving M(x,y)dx + N(x, y)dy = 0 when it is exact.
4. Definition of integrating factors.
5. The use of integrating factors to solve the equation which is not exact.

Further Reading
1. Differential Equations
By Frank Ayres, Ph. D
Schaum’s outline series
McGraw Hill Book Company
New York, Toronto, Sydney.

2. Differential Equations
By Dr. D. Sengottaiyan Ph.D
Oxford Publications
Harrow, London. Nairobi.
 LESSON 4
First Order Linear equations and Equations reducible to this form
(Bernoulis Equations)
4.1 Introduction;
In the previous lesson we have solved the differential equation of the form,
f(x) dx + g (y) dy = 0

In this lesson we shall consider the differential equation of first order and first degree.
The first order linear differential equation is of the form,
dy
+ Py = Q
dx
where p and Q are functions of x only.

4.2 Objectives of the lesson.

By the end of this lesson you will be able to;
define the first order linear equations
define the first order Benouli’s equation
determine Integrating factor of any differential equation.
state the integrating factor for the linear equation
dy
+ Py = Q (1)
dx
where P and Q are functions of x only.

Solve first order linear equations of the form (1).

Solve Bernouli’s equations of the form
dy
+ Py = Qy n
dx
where P and Q are functions of x only.

4.3 The first order Linear equation

dy
+ Py = Q (1)
dx
(where P and Q are functions of x only) has the solution

ye∫ = ∫Qe∫ dx
Pdx Pdx
(2)

Proof
Multiply each tern of (1) by e ∫
Pdx

Pdx dy
Then e ∫ + e ∫ Py = Qe ∫
Pdx Pdx

dx
d  ∫ Pdx  dy ∫ Pdx
Now ye = e + ye (3)
dx   dx

d  ∫ Pdx 
= Qe ∫
Pdx
Using (3) in (2) we have  ye 
dx  
Then d  ye ∫  = Qe ∫ dx
Pdx Pdx

 

Integrating both sides with respect to x we have

ye ∫ = ∫ Qe ∫
Pdx Pdx
dx (4)
is the solution. Remember the equation in (4).

Note: Procedure to solve the Linear equation

dy
+ Py = Q
dx

∫
Pdx
Step 1: Find

Step 2: Find e ∫
Pdx

Step 3: Write the solution as ye ∫ = ∫ Qe ∫

Pdx Pdx
.

The following examples illustrate the method of solving First order linear differential
equations.

Example 1
dy
Solve x + y = x 2
dx

Writing the equations in standard form

dy 1
+ y=x
dx x
comparing this with
dy
+ Py = Q
dx
1
P = and Q = x 2 .
x
 1
∫ = ∫ x dx = ln x
Pdx
Step 1:

Step 2: e ∫ = e ln x = x (Integrating factor)

pdx

Step 3: The solution is

ye ∫ = ∫ Qe ∫ dx
pdx pdx

yx = ∫ x 2 .x.dx
xy = ∫ x 3 dx
x4
xy = +c
4

x3 c
Then y = + is the required solution
4 x

Example 2
dy
Solve + y cot x = cosec x
dx

This is of the form

dy
+ py = Q
dx
where p = cot x and Q = cosec x.

cos x
Step 1: ∫ pdx = ∫ cot x dx = ∫ sin x dx
= ln (sin x)

Step 2: e ∫
pdx
= e ln(sin x )
= sin x

Step 3: Write the solution as

∫ pdx
= ∫ Qe ∫ dx
pdx
ye
y sin x = ∫ cosec x . sinx dx
1
y sin x = ∫ . sin x dx
sin x
= ∫ dx

y sin x = x + c
Then y = (cosec x) (x + c).

Example 3
dy 2x 1
Solve + y=
dx 1 + x 2
(1 + x 2 ) 2

This is of the form

dy
+ py = Q
dx

2x 1
where p = and Q =
1+ x 2
(1 + x 2 ) 2
2x
i. ∫ pdx = ∫ dx = ln(1 + x 2 )
1+ x 2

ii. e ∫ = e ln(1+ x ) = (1 + x 2 )
pdx 2

iii. The solution of the equation is given by:

ye ∫ = Qe ∫ dx
pdx pdx
∫
1
y (1 + x 2 ) = ∫ (1 + x 2 )dx
(1 + x 2 ) 2
1
y (1 + x 2 ) = ∫ dx
1+ x2
y (1 + x2) = tan-1 x + c

Hence y =
1
1+ x2
( )
tan −1 x + c is the required solution.

4.4 Bernoulli’s Equations

We now consider a special type of equation that can be reduced to a Linear equation by
an appropriate transformation.

The equation of the form

dy
+ py = Q yn is called a Bernoulli’s differential equation.
dx
We observe that if n = 0, the Bernoull’s equation is actually a linear equation of first
order. If n ≠ 0 or 1 the equation is called a Bernoulli equation.
dy
The transformation v = y − ( n −1) reduces the Bernoulli equation + py = Q yn to a linear
dx
dv
equation in v and x as − (n − 1) pv = −(n − 1)Q where p and Q are functions of x only.
dx
Example 4
dv
Solve − y = 4 y5
dx
This is Bernoulli equation where n = 5. Multiply each term by y-5
dy
y −5 − y. y −5 = 4 (1)
dx
put v = y − ( n −1) = y −4 (2)
dv d − 4
= y
dx dx
d − 4 dy
= y
dy dx
dy
= − 4 y −5
dx
dy 1 dv
Therefore y −5 = (3)
dx − 4 dx
Substitute (2) and (3) in (1).
1 dv
−v = 4
− 4 dx
dv
+ 4v = −16
dx
This is of the form
dy
+ py = Q where p = 4 and Q = -16
dx

Example 5
dy
Solve + y = xy 3
dx

This is Bernoulli equation where n = 3 multiply all the three terms by y-3 or divide each
term by y3.
dy
y −3 + y. y −3 = x (1)
dx
If we put v = y1− n = y1−3 = y −2 (2)

dv d − 2
= y
dx dx
dy −2 dy
= .
dy dx
dy
= − 2 y −3
dx
dy 1 dv
Therefore y −3 = (3)
dx − 2 dx
Substituting (2) and (3) in 1.
1 dv
+v = x
− 2 dx
dv
or − 2v = −2 x
dx
dy
This is Linear differential equation of the form + py = Q
dx
Therefore ∫ pdx = ∫ − 2dx = −2 x
Integrating factor is e ∫ = e − 2 x
pdx

Hence ye −2 x = ∫ − 2 xe −2 x dx
ye −2 x = −2∫ xe −2 x dx
e −2 x
= −2 xe − 2 x +
4
1
The solution is y = −2 x +
4
Example 6
dy
Solve − y = 4 y5 (1)
dx

Solution
This is Bernoulli’s equation where n = 5 multiply each term of (1) by y-5.
dy
Then y −5 − y −4 = 4 (2)
dx
Substituting y − ( n −1) = v or y −4 = v
or v = y-4 (3)
−4
dv dy
and =
dx dx
dv dy −4 dy
or = .
dx dy dx
dy
= − 4 y −5
dx
1 dv dy
= y −5 (4)
− 4 dx dx
Substituting (3) and (4) in (2) we have
1 dv
−v = 4
− 4 dx
dv
+ 4v = −16 (5)
dx
 dy
Equation (5) is of the form + py = Q
dx
i. ∫ pdx = ∫ 4dx = 4 x
ii. e ∫ = e 4 x
pdx

iii. ve 4 x = ∫ − 16e 4 x dx
or ve 4 x = −4e 4 x + c
or v = −4 + ce−4 x
y −4 = −4 + ce −4 x
1
or 4 = −4 + ce − 4 x
y

Note:
Bernoulli’s Equation
dy
+ py = Qy n is reduced to
dx
dv
− (1 − n) pv = −(1 − n)Q using the substitution v = y (1− n )
dx

Example 7
dy
Solve the equation + y = xy 3
dx
Solution
dy
Let + y = xy 3 (1)
dx
dy
This is of the form + py = Qy n where p = 1 and Q = x, n = 3. Multiply each term of
dx
(1) by y-3
dy
y −3 + yy 3 = x
dx
dy
or y −3 + y −2 = x (2)
dx
Substitute v = y −2
dv d − 2 dy dy 1 dv
and = y = −2 y − 3 or y −3 = (3)
dx dx dx dx − 2 dx
Substitute (2) and (3) in (2) we have
1 dv
+v = x
− 2 dx
dv
or − 2v = −2 x (4)
dx
 dy
This is of the form + py = Q where p = -2 and Q = -2x.
dx
Now ∫ pdx = ∫ − 2dx = −2 x

Integrating factor e ∫ = e − 2 x
pdx

The solution is e −2 x = ∫ − 2 xe −2 x
ve −2 x = −2∫ xe −2 x
1 −2 x
= e (2 x + 1) + c
2
1
v = x + + ce 2 x
2
1 1 1
Since v = 2 we have 2 = x + + ce 2 x which is the required solution
y y 2

Exercise 4
Solve the following Linear Equations
dy
1. + 2 xy = 4 x
dx
dy
2. + y cot x = cosec x
dx
dy 2 xy
3. − = 1+ x2
dx 1 + x 2

(
4. 1 + x 2 )
dy
dx
+ y =1
dy 2x 1
5. + y=
dx 1 + x 2
(
1+ x2 )
(
6. 1 + x 3 )
dy
dx
+ 3x 2 y = sin 2 x
dy
7. + y tan x = cos 3 x .
dx
 dy 
8. x + y  = 1 − y
 dx 
dy
9. x + y = xe x
dx
(
10. 1 − x 2 )
dy
dx
− xy = 1
dy
11. − y cot x = sin x
dx
dy
12. x = y + x3 + 3x 2 − 2 x
dx
 dy
13. (x − 2) = y + 2( x − 2) 3
dx

Summary

You have learnt the following from third lesson.

i). Definition of first order linear equation.
ii). Definition of Bernoali’s equation.
iii). The integrating factor of linear equation.
iv). Solving linear equation and Bernouli’s equation.
dy dv
v). + Py = Qy n is reduced to − (1 − n)v = (1 − n)Q
dx dx

Further Reading
4. Differential Equations
By Shepley L. Ross
John Wiley & sons
New York Toronto. Singapore.

5. Mathematics method for Science Students

By G. Stephenson
Addison Wesley Longman Limited
Edinburgh Gate, Harlow, England, 1973.

6. Differential equations
By Dr. D. Sengottaiyan
Oxford publications
London Nairobi.
 LESSON 5
Second Order Homogeneous Linear Equations with constant
coefficients.
5.1 Introduction
In the previous lessons you have learnt different methods of solving first order
differential equations. In this lesson you will learn the method of solving second order
homogeneous linear equations with constant coefficients.

5.2 Objectives of the lesson.

By the end of this lesson you should be able to
define homogenous and nonhomogeneous differential equations of second order.
define linear and non linear differential equations.
determine the characteristic equation
solve the second order homogeneous linear equations with constant coefficients
using its characteristic equations.

5.3 Definition of second order homogenous Linear equation with constant coefficients.
A second order homogeneous differential equation in the dependent variable y and the
independent variable x is an equation that can be expressed in the form,
d2y dy
a0 2 + a1 + a2 y = 0 (1)
dx dx
where a0 ≠ 0 and a0, a1, a2 are functions of x only or constants. If a0, a1, a2 are constants,
equation (1) is called a second order homogenous equation with constant coefficients.

5.4 Homogenous and nonhomogeneous equations

d2y dy
The equation a0 2 + a1 + a2 y = 0 (1) is called a second order homogenous equation
dx dx
d 2 y dy
since all the terms, , and y are of the same first degree.
dx 2 dx
If the equation (1) contains any additional functions of x it is usually written on the right
side of the equation and the equation is called a nonhomogeneous equation of second
order.

For example,
d2y dy
a0 2 + a1 + a2 y = F ( x )
dx dx

d2y dy
2 2
+ 5 − 6 y = ex
dx dx
2
d y dy
2
− 3 + 7 y = sin x + x 2 are nonhomogenous second order equations where as
dx dx
d2y dy
2
− 3 + 7 y = 0 is a homogeneous equation.
dx dx

5.5 Linear and non linear equations

dny d n −1 y
An nth order differential equation a0 n + a1 n −1 + ...an y = F ( x) is said to be linear if
dx dx
the following conditions are satisfied.
dy d 2 y dny
The degree of y, , ,…. n is all unity (one).
dx dx 2 dx
2
dy d y dny
The coefficients of y, , ,…. , and F are all functions of x only.
dx dx 2 dx n
 d3y   dy 
There should not be any term containing product of derivatives such as  3    or
 dx   dx 
dy
y2 .
dx
A non linear differential equation is one that does not satisfy the three conditions above.
The following examples will illustrate the meaning of linear and non linear differential
equations.

Example 1
d3y d2y dy d2y
5 x 3 + 8 xy 2 − 9 + xy = e is not a linear equation since the second term
x
has
dx dx dx dx 2
y in the coefficient. This is a non linear equation

Example 2
2
d 2 y  dy  dy
3 2 − 2  + 8 y = ln x is not a linear equation since the degree of is not unity. It
dx  dx  dx
is a non linear equation.

Example 3
d2y dy
5 2 − 8 x + 2 y = xy is not a linear equation since the right hand side is not a function
dx dx
of x only. This is a non – linear equation.

5.6 Operator Notation for a Second order linear equation with constant coefficients.
For the differential equations we can use convenient notations, D, D2, D3… instead of
d d2 d3
, , … respectively.
dx dx 2 dx 3
d2y dy
Then the linear equation 5 2 − 3 + 8 y = 0 is written as
dx dx
2 2
5D y – 3Dy + 8y = 0 or (5D – 3D + 8)y = 0
In general
 d2y dy 
 a0 2 + a1 + a2 y  = 0
 dx dx 
is written as
(a0D2 + a1 D + a2)y = 0 or f(D)y = 0. where f(D) = a0 D2 + a1D + a2

5.7 Method of solving the homogeneous second order linear Equation with constant
coefficients
Consider the equation,
d2y dy
a0 2 + a1 + a2 y = 0 (1)
dx dx
where a0, a1 and a2 are constants.

In an attempt to find a solution of the equation (1), we would naturally inquire whether
there is any familiar type of function f such that its derivatives are constant multiples of
the same function f. The answer is “yes” for the exponential function y = emx.
Now y = emx (2)
y′ = me mx
(3)
y′′ = m e
2 mx
(4)

Substituting (2), (3) and (4) in (1) we have

( )
a0 m 2 + a1m + a2 e mx = 0 (5)
mx
since e ≠ 0, we have a0 m + a1m + a2 = 0
2
(6)
This equation (6) is called the auxiliary equation or the characteristic equation of (1).

If y = emx is a solution of (1) then the constant m must satisfy (6). We can write the
auxiliary equation and solve it for m. Three cases arise, according as the roots of (6) are;
real and distinct
real and repeated or
complex conjugate

5.8 Real and distinct roots of characteristic equations.

Suppose the roots of (6) are two real and distinct numbers m1 and m2
Then y = e m1 x
and y = e m2 x are two independent solutions.
(using the Wronskian Determinant we can show that they are independent).

Example 4
Consider the equation,
d2y dy
2
− 5 + 6y = 0
dx dx
The auxiliary equation is
m 2 − 5m + 6 = 0
or (m − 2 )(m − 3) = 0
Hence m1 = 2, m2 = 3

The roots are real and distinct. Thus e 2 x and e 3 x are independent solutions. The general
solution is written as y = c1e 2 x + c2 e3 x if the Wronskian of e 2 x and e 3 x are independent.
e2x e3 x
We can verify that the Wronskian determinant w = 2x 3x
= 3e 5 x − 2e 5 x = e 5 x ≠ 0 .
2e 3e
Hence y = c1e 2 x + c2 e3 x is the general solution.

5.9 Real and Repeated roots of characteristic equations.

Suppose the characteristic equation has repeated roots m and m. Now y = c1e mx is one
root of the equation since the second solution should be different from y = c1e mx we must
find the second solution using the substitution, y = e mx v where v is to be found.

Let y = e mx v . (1)
dy dv
= e mx + me mx v (2)
dx dx
d2y 2
mx d v dv dv
2
=e 2
+ .me mx + me mx + m 2 e mx v
dx dx dx dx
2
d v dv
= e mx 2 + 2me mx = m 2 e mx v (3)
dx dx
Substituting (1), (2) and (3) in the given equation, we have
d 2v
= e mx 2 = 0
dx
dv
Let w = then
dx
dw
e mx =0
dx
dw
or = 0 since e mx ≠ 0 or w = 0 where c is an arbitrary constant. If we choose c = 1
dx
dv
w= = 1 or v = x + c0
dx
Hence the second solution is y = e mx ( x + c0 ) choosing c0 = 0 we have the second solution
y = xe mx .
Thus the general solution is y = c1e mx + c2 xe mx if Wronskian determinant is ≠ 0

5.10 Theorem
Consider the second order homogeneous differential equation,
d2y dy
a0 2 + a1 + a2 y = 0 where a0, a1 and a2 are constants.
dx dx
 i. If the auxiliary equation a0 m 2 + a1m + a2 = 0 has the two roots real and distinct (m1
and m2) then the solution of the equation is y = c1e m1 x + c2 e m2 x .
ii. If the auxiliary equation has repeated real roots m and m then the general solution is
y = c1e mx + c2 xe mx .
iii. If the auxiliary equation has Conjugate roots m = a ± ib then the solution is
y = e ax (c1 cos bx + c2 sin bx) .

Example 5
Solve the equation,
d2y dy
2
+ 10 + 25 y = 0
dx dx
Solution
d2y dy
Let 2
+ 10 + 25 y = 0 (1)
dx dx
The auxiliary equation m2 + 10m + 25 = 0 or (m + 5)2 has two equal roots –5, -5.
(repeated).
Hence the general solution of (1) is
y = c1e −5 x + c2 xe −5 x
Note that e −5 x and xe −5 x are independent from the Wronskian determinant.

Example 6
Solve the equation
d2y dy
4 2 − 12 + 5 y = 0
dx dx
Solution
d2y dy
Let 4 2 − 12 + 5 y = 0 (1)
dx dx
The characteristic equation of (1) is 4m2 – 12m + 5 = 0. (2)
The roots of the characteristic equation (2) are
12 ± 144 − 4(4)(5)
m=
2(4)
12 ± 64
=
8
12 ± 8
=
8
1 1
m = 2 and
2 2
5 1
x x
Hence the general solution is y = c1e 2 + c2 e 2 .

5.11 The characteristic equation has conjugate complex roots.

a + ib and a – ib
consider the equation
d2y dy
a0 2 + a1 + a2 y = 0 (1)
dx dx
The characteristic equation of (1) is
a0 m 2 + a1m + a2 = 0 (2)

Suppose the roots of the equation (2) be m1 = a + ib and m2 = a – ib.

The general solution of (1) is
y = c1e ( a +ib ) x + c2 e ( a −ib ) x
Since they are not repeated.
or y = c1e ax .e ibx + c2 e ax .e − ibx
= e ax (c1e ibx + c2 e − ibx )
= e ax (c1 (cos bx + i sin bx) + c2 (cos bx − i sin bx) )
= e ax [(c1 + c2 ) cos bx + i (c1 − c2 ) sin bx ]
y = e ax [A cos bx + B sin bx ] is the general solution.
where a is the real part and b is the imaginary part of the roots and A and B are arbitrary
constants.

Example 7
Solve the equation,
d2y dy
2
− 4 + 13 y = 0 (1)
dx dx

Solution
d2y dy
Let 2
− 4 + 13 y = 0
dx dx
The characteristic equation of (1) is m2 – 4m + 13 = 0
4 ± 16 − 4(1)(13) 4 ± 6i
Whose roots are m = or m = or m = 2 ± 3i
2 2
Hence the general solution of (1) is y = e 2 x (c1 cos 3x + c2 sin 3 x) .

Example 8
d2y
Solve the equation + y = 0 (This is the equation concerning simple Harmonic
dx 2
motion of a particle)
Solution
d2y
Let + y=0
dx 2
The characteristic equation is
m 2 + 1 = 0 whose roots are
m = ±1 .
Hence the general solution of (1) is y = e ox ( A cos x + B sin x ) or y = A cos x + B sin x .

Example 9
Solve the initial value problem
d2y dy
2
− 6 + 25 y = 0 , y (0) = -3, y′(0) = −1
dx dx
Solution
The auxiliary equation is
m 2 − 6m + 25 = 0 whose roots are m = 3 ± 4i
Hence the general solution may be written
y = e 3 x (c1 cos 4 x + c2 sin 4 x)
using y = −3 when x = 0 , we have − 3 = c1 (1) + c2 (0) or c1 = −3
Then y = e 3 x (−3 cos 4 x + c2 sin 4 x)
and y′ = e3 x (4.3 sin 4 x + 4c2 sin 4 x) + (−3 cos 4 x + c2 sin 4 x)(3e 3 x )
using y′ = −1 hen x = 0 we have
− 1 = 3(0 + 4c2 ) + (−3 + 0)(3)
− 1 = 4c2 − 9 or c2 = 2
Hence the general solution is y = e3 x (2 sin 4 x − 3 cos 4 x ) .

5.12 Solution of Higher order homogeneous linear Equations with constant

coefficients.
All the results used for the equation
d2y dy
a0 2 + a1 + a2 y = 0
dx dx
in the previous sections can be used for higher order homogeneous linear equations with
constant coefficients. The method is illustrated in the following examples:

Example 10
Solve the equation,
d3y d2y dy
3
+ 6 2
+ 11 − 6 y = 0 (1)
dx dx dx
Solution
The characteristic equation of (1) is
m 2 − 6m 2 + 11m − 6 = 0 (2)
using remainder theorem or factor theorem, (2) becomes (m – 1) (m – 2) (m – 3) = 0
whose roots are m = 1, m = 2, m = 3.
Hence the general solution may be written as
y = c1e x + c2 e 2 x + c3e3 x
e x , e 2 x , e 3 x is not zero (you can verify this)

Example 11
Solve the equation
d5y d4y d3y
− 2 + =0
dx 5 dx 4 dx 3

Solution
The auxiliary equation of (1) is
m 5 − 2m 4 + m 3 = 0
or m 3 (m 2 − 2m + 1) = 0
m 3 (m − 1)(m − 1) = 0
whose roots are m = 0, 0, 0, 1, 1
Hence the general solution of (1) is
y = c1e 0 x + c2 xe 0 x + c3 x 2 e 0 x + c4 e x + c5 xe x
or y = c1 + c2 x + c3 x 2 + c4 e x + c5 xe x .

Exercise 5
Solve the following second order homogeneous linear Equations (with constant
coefficients) (1 – 8)
d2y dy
1. 2
− 5 + 6y = 0
dx dx

d2y dy
2
− 8 + 16 y = 0
2. dx dx

d2y
2
+ 9y = 0
3. dx

4. ( D − 2 D + 10) y = 0
2

5. ( D + 2 D − 15) y = 0
2

6. ( D + 4 D) y = 0
3

7. ( D − 2 D + 5) y = 0
2 2

8. ( D + 25) y = 0
2

Solve the initial value problems (9 to 12)

d 2 y dy
− − 12 y = 0
, y (0) = 3, y′(0) = 5
2
9. dx dx

d2y dy
+ 6 + 9y = 0
, y (0) = 2, y′(0) = −3
2
10. dx dx
 d2y dy
2
− 4 + 29 y = 0, y (0) = 0, y′(0) = 5
11. dx dx

d2y dy
2
+ 6 + 13 y = 0, y (0) = 3, y′(0) = −1
12. dx dx

Summary of the lesson

You have learnt the following from this lesson.
Definitions of
i. Homogeneous equation
ii. Nonhomogeneous equation
iii. Linear equation
iv. Non linear equation.
d2y dy
The characteristic equation of a0 2 + a1 + a2 y = 0 is a0m2 + a1m + a2 = 0
dx dx
Solving the second order homogeneous linear differential equation with constant
d2y dy
coefficients of the form a0 2 + a1 + a2 y = 0 where a0, a1, a2 are constants. When the
dx dx
characteristic equation has
i. Distinct real roots
ii. Repeated real roots
iii. Conjugate complex roots of the form a ± ib

Further Reading:
1. Differential Equations
By Frank Ayres, Ph. D
Schaum’s outlines series
Mc Graw Hill Book company
New York, Toronto, Sydney.

2. Differential Equations
By Shepley L. Ross
John Wiley and sons
New York. Toronto. Singapore

3. Ordinary Differential Equations

By Dr. Sengottaiyan Ph. D
Oxford Publications,
Harrow. London. Nairobi.
Microsoft Equation
3.0
 LESSON 6
Second Order Nonhomogeneous Linear Equations with
Constant Coefficients
6.1 Introduction

In the previous lesson, you have learnt the method of solving a second order
homogeneous linear equation with constant coefficients. Such equations contain only the
d 2 y dy
terms , and y each multiplied by a constant. Suppose the equations contain one
dx 2 dx
more term, a function of x. the additional term f(x) usually written on the right side and it
is called the nonhomogeneous term. These kinds of equations are called
nonhomogeneous equations.

For example
d2 y dy
d2y dy
2 2 + 8 + 4 y = 0 is a homogeneous equation where as 2 2 +8 + 4y = x3 + ex
dx dx dx dx
is a nonhomogeneous equation

6.2 Objectives of the lesson

By the end of this lesson you should be able to:
define nonhomogeneous equations of second order with constant coefficients.
determine the complementary function and the particular integral of the second
order nonhomogeneous equation
solve the nonhomogeneous equations

6.3 The general form of a homogeneous linear equation of second order with
constant coefficients.

The equations
d2y dy
a0 2
+ a1 + a2 y = 0 (1)
dx dx
d2y dy
and a0 2
+ a1 + a 2 y = Q ( x ) where a0 ≠ 0 (2)
dx dx
are called respectively, the homogeneous and the nonhomogeneous equations of the
second order with constant coefficients when a0, a1, a2 are constants. The equation (2)
can also be written as,
(a0D2 + a1D + a2)y = Q(x) (3)
where a0 ≠0.

6.4 Solution of the equation.

The general solution of the equation
 F(D)y = (a0D2 + a1D + a2)y = Q(x) (1)

is the sum of the complementary function (solution of F(D)y = 0) and any particular
Integral, (P.I) of (1). Finding F(D)y = 0 is seen already in the previous lesson. There are
two important methods for finding the particular integral of F(D)y = Q(x)

6.5 Finding particular integral (Method 1)

Let F(D)y = Q(x) (1)

F ( D ) y Q ( x)
Then =
F (D) F (D)
where F(D) is treated as an operator.

Q ( x)
or y= (2)
F (D)
suppose F(D) is factorisable so that

F(D) = (D – m1)(D – m2)

Q ( x) Q
then y = =
F ( D ) ( D − m1 )( D − m 2 )

1 1
We can operate first on Q and the result is further operated by
( D − m2 ) ( D − m1 )

Q
Let u = then (D – m2)u = Q
D − m2
du
Or − m 2 u = Q which is a linear equation. The integrating factor of the above
dx
equation is e − m2 x and the solution is
ue − m2 x
= ∫ Qe− m2 x dx

or u = em2 x ∫ Qe− m2 x dx

∫ Qdx
Q m2 x − m2 x
Thus = e e
D − m 2
 Q 1
This is a linear equation whose solution is now y = = u
( D − m1 )( D − m2 ) D − m1

y = e+ m1x ∫ e− m1xudx
the method of finding P.I is illustrated in the following examples:

Example 1
Find the particular integral for the equation

d2y dy
2
− 5 + 6 y = e2 x
dx dx
Solution
d2y dy
Let 2
− 5 + 6 y = e2 x
dx dx
or (D2 – 5D + 6)y = e2x

or (D – 2)(D – 3)y = e2x

then the PI is given from

e2 x
y=
( D − 2)( D − 3)
1  e2 x 
=  
D−2 D −3
e2 x
let u =
D−3
Q
from the formula in 5.5 we have = e + m1 x ∫ e − m1 x .Q dx
D − m2
hence u = e +3 x ∫ e −3 x .e 2 x dx
 = e3x ∫ e − x dx
= −e3xe− x
= e2x

1  e2 x  1
Now y =   = u
D − 2  D − 3 D − 2
1
= u
D−2
= e + 2 x ∫ e − 2 x .udx
= e 2 x ∫ e − 2 x .e 2 x d x
= e 2 x ∫ 1dx
= e 2 x .x
2x
there is no constant for the particular integral. Hence the P.I is xe .

Thus the solution of the given equation is

y = c1e3 x + c2 e 2 x + xe 2 x
Example 2
d2y dy
Solve 2
+ 5 + 6 y = e2 x
dx sx

Solution
i. The complementary function is obtained from
(D2 + 5D + 6)y = 0 (1)
auxiliary equation of (1) is
m2 + 5m + 6 = 0
or (m + 3)(m + 2) = 0 whose roots are m = -3, -2. then the
complementary function is

y = c1e-3x + c2e-2x
 1
ii. The particular integral is obtained from e 2 x . Using the formula
( D + 2)( D + 3)

e2x e4x
Let u = = e − 2 x ∫ Qe 2 x dx = e − 2 x ∫ e 2 x .e 2 x dx = .x
D+2 4

Hence the solution is

−3 x −2 x e4 x
y = c1e + c2 e +
4

Example 3

Solve (D2 – 3D + 2)y = ex

Solution
Let (D2 – 3D + 2)y = ex (1)

(D – 1)(D – 2)y = ex

the auxiliary equation of (D – 1)(D – 2)y = 0 is (m – 1)(m – 2) = 0 whose roots are m = 1,

m = 2. Hence the complementary function is
y = c1ex + c2e2x (2)

The particular integral is obtained from (D – 1)(D – 2)y = ex

ex
y=
( D − 1)( D − 2)

ex
Now let u = = e 2 x ∫ Qe −2 x dx
D−2
= e 2 x ∫ e x .e −2 x dx
= e 2 x ∫ e − x dx
e− x
= e2 x
−1
= −e x

1  ex 
 = e ∫ e (−e )dx
−x
y= 
x x

D − 1  ( D − 2) 

= − xe x
Hence the general solution is
.y = C.F + P.I
-3x -2x x
or y = c1e + c2e – xe

(For a short method see Lesson 7)

Method of finding particular integral of (D – a)(D – b)y = Q where Q is a function

of x only.

Example 4
Let (D – a)(D – b)y = Q

Solution
Q
Then y=
( D − a )( D − b)
Q u
First we find u = and then find y =
D −b D−a
From ( ), u = e + bx ∫ e − bx Qdx

∫ u.dx
+ ax − ax
=e e
u
Then we find y =
D−a

Example 5
e5 x
Find the particular interval of (D – 1)(D – 2)y = .
D−2
Solution
This is of the form (D – a)(D – b)y = Q. The particular integral is
Q
y= .
( D − a )( D − b)

Q e5 x
First let us find u = =
D −b D −2
Q e5 x
u= =
D −b D −2
= e +2 x ∫ e −2 x .e5 x dx

= e 2 x ∫ e3 x dx
e2 x .e3 x e5 x
or u= =
3 3
 Q 1  Q 
=
( D − a)( D − b) D − a  D − b 
Now

u
=
D−a
= e + ax ∫ e − ax u.dx
Q 1  Q 
Here =  
( D − a)( D − b) D − a  D − b 
1
= u
D−a
= e1x ∫ e−1x .udx
e− x .e5 x
=e ∫x
dx
3
4x
x e
= e ∫ dx
3
e x .e4 x
=
4×3
e5 x
=
12
Exercise 6
Q( x)
Use = e ax ∫ e − ax Q( x)dx wherever necessary.
D−a

Evaluate the following (problems 1 to 8)

ex ex sin 3x
1) 2) 3)
D +1 D −1 D+2

x +1 x2 +1 cos 6 x
4) 5) 6)
D +1 D +1 D −3

cot x e3 x
7) 8)
D2 +1 ( D + 3)( D − 2)
 Solve the following equations (problems 9 – 15)
9) ( D 2 − 3D + 2) y = e 5 x

d2y dy 11) ( D 2 − 6 D + 9) y = e 2 x 12) ( D 2 − 1) y = sin x

10) 2
+ 5 + 4 y = 3 − 2x
dx dx

13) ( D 2 − 1) y = 4 xe x 14) ( D 2 + 9) y = x cos x 15) ( D 2 + D − 2) y = 2(1 + x − x 2 )

Summary
You have learnt the following from this lesson.

d2y dy
i). The equation 2
+ a1 + a2 y = Q( x) where a1 ≠ 0 and a0, a1, a2 and Q(x) are
dx dx
functions of x only is called a nonhomogeneous second order linear equation with
constant coefficients if Q(x) is not zero.

ii). The solution of a nonhomogeneous equation will have two parts namely the
complementary function yc and a particular integral yp.

Q( x)
iii). The particular integral = e ax ∫ e − ax Q( x)dx
D−a

Further Reading:
4. Differential Equations
By Frank Ayres, Ph. D
Schaum’s outlines series
Mc Graw Hill Book company
New York, Toronto, Sydney.

5. Differential Equations
By Shepley L. Ross
John Wiley and sons
New York. Toronto. Singapore

6. Ordinary Differential Equations

By Dr. Sengottaiyan Ph. D
Oxford Publications,
Harrow. London. Nairobi.