Boyce 9131 Ch02 2 September 29, 2016 17:16 33

2.2 Separable Differential Equations 33

2.2 Separable Differential Equations

In Section 1.2 we used a process of direct integration to solve first-order linear differential
equations of the form
dy
= ay + b, (1)
dt
where a and b are constants. We will now show that this process is actually applicable to a
much larger class of nonlinear differential equations.
We will use x, rather than t, to denote the independent variable in this section for two
reasons. In the first place, different letters are frequently used for the variables in a differential
equation, and you should not become too accustomed to using a single pair. In particular, x
often occurs as the independent variable. Further, we want to reserve t for another purpose
later in the section.
The general first-order differential equation is
dy
= f ( x, y) . (2)
dx
Linear differential equations were considered in the preceding section, but if equation (2) is
nonlinear, then there is no universally applicable method for solving the equation. Here, we
consider a subclass of first-order equations that can be solved by direct integration.
To identify this class of equations, we first rewrite equation (2) in the form
dy
M( x, y) + N ( x, y) = 0. (3)
dx
It is always possible to do this by setting M( x, y) = − f ( x, y) and N ( x, y) = 1, but there
may be other ways as well. When M is a function of x only and N is a function of y only, then
equation (3) becomes
dy
M( x) + N ( y)
= 0. (4)
dx
Such an equation is said to be separable, because if it is written in the differential form
M( x) d x + N ( y) dy = 0, (5)

then, if you wish, terms involving each variable may be placed on opposite sides of the
equation. The differential form (5) is also more symmetric and tends to suppress the distinction
between independent and dependent variables.
A separable equation can be solved by integrating the functions M and N . We illustrate
the process by an example and then discuss it in general for equation (4).

EXAMPLE 1

Show that the equation

dy x2
= (6)
dx 1 − y2
is separable, and then find an equation for its integral curves.

Solution:
If we write equation (6) as
dy
−x 2 + ( 1 − y 2 ) = 0, (7)
dx
then it has the form (4) and is therefore separable. Recall from calculus that if y is a function of x,
then by the chain rule,
d d dy dy
f ( y) = f ( y) = f  ( y) .
dx dy dx dx
▼
Boyce 9131 Ch02 2 September 29, 2016 17:16 34

34 CHAPTER 2 First-Order Differential Equations

▼ For example, if f ( y) = y − y 3 /3, then

 
d y3 dy
y− = ( 1 − y2) .
dx 3 dx

Thus the second term in equation (7) is the derivative with respect to x of y − y 3 /3, and the first
term is the derivative of −x 3 /3. Thus equation (7) can be written as
   
d x3 d y3
− + y− = 0,
dx 3 dx 3
or
 
d x3 y3
− +y− = 0.
dx 3 3
Therefore, by integrating (and multiplying the result by 3), we obtain
−x 3 + 3y − y 3 = c, (8)
where c is an arbitrary constant.
Equation (8) is an equation for the integral curves of equation (6). A direction field and
several integral curves are shown in Figure 2.2.1. Any differentiable function y = φ ( x) that
satisfies equation (8) is a solution of equation (6). An equation of the integral curve passing through
a particular point (x0 , y0 ) can be found by substituting x0 and y0 for x and y, respectively, in
equation (8) and determining the corresponding value of c.

y
4

–4 –2 2 4 x

–2

–4

FIGURE 2.2.1 Direction field and integral curves of y  = x 2 /( 1 − y 2 ) .

Essentially the same procedure can be followed for any separable equation. Returning to
equation (4), let H1 and H2 be any antiderivatives of M and N , respectively. Thus
H1 ( x) = M( x) , H2 ( y) = N ( y) , (9)

and equation (4) becomes

dy
H1 ( x) + H2 ( y)
= 0. (10)
dx
If y is regarded as a function of x, then according to the chain rule,
dy d dy d
H2 ( y) = H2 ( y) = H2 ( y) . (11)
dx dy dx dx
Consequently, we can write equation (10) as
d  
H1 ( x) + H2 ( y) = 0. (12)
dx
Boyce 9131 Ch02 2 September 29, 2016 17:16 35

2.2 Separable Differential Equations 35

By integrating equation (12) with respect to x, we obtain

H1 ( x) + H2 ( y) = c, (13)

where c is an arbitrary constant. Any differentiable function y = φ ( x) that satisfies

equation (13) is a solution of equation (4); in other words, equation (13) defines the solution
implicitly rather than explicitly. In practice, equation (13) is usually obtained from equation (5)
by integrating the first term with respect to x and the second term with respect to y. The
justification for this is the argument that we have just given.
The differential equation (4), together with an initial condition
y( x0 ) = y0 , (14)
forms an initial value problem. To solve this initial value problem, we must determine the
appropriate value for the constant c in equation (13). We do this by setting x = x0 and y = y0
in equation (13) with the result that
c = H1 ( x0 ) + H2 ( y0 ) . (15)

Substituting this value of c in equation (13) and noting that

 x  y
H1 ( x) − H1 ( x0 ) = M( s) ds, H2 ( y) − H2 ( y0 ) = N ( s) ds,
x0 y0

we obtain
 x  y
M( s) ds + N ( s) ds = 0. (16)
x0 y0
Equation (16) is an implicit representation of the solution of the differential equation (4) that
also satisfies the initial condition (14). Bear in mind that to determine an explicit formula for
the solution, you need to solve equation (16) for y as a function of x. Unfortunately, it is often
impossible to do this analytically; in such cases you can resort to numerical methods to find
approximate values of y for given values of x.

EXAMPLE 2

Solve the initial value problem

dy 3x 2 + 4x + 2
= , y( 0) = −1, (17)
dx 2( y − 1)
and determine the interval in which the solution exists.

Solution:
The differential equation can be written as
2( y − 1) dy = ( 3x 2 + 4x + 2) d x.
Integrating the left-hand side with respect to y and the right-hand side with respect to x gives
y 2 − 2y = x 3 + 2x 2 + 2x + c, (18)
where c is an arbitrary constant. To determine the solution satisfying the prescribed initial condition,
we substitute x = 0 and y = −1 in equation (18), obtaining c = 3. Hence the solution of the initial
value problem is given implicitly by
y 2 − 2y = x 3 + 2x 2 + 2x + 3. (19)

To obtain the solution explicitly, we must solve equation (19) for y in terms of x. That is a simple
matter in this case, since equation (19) is quadratic in y, and we obtain

y =1± x 3 + 2x 2 + 2x + 4. (20)

Equation (20) gives two solutions of the differential equation, only one of which, however, satisfies
the given initial condition. This is the solution corresponding to the minus sign in equation (20), so
we finally obtain

y = φ ( x) = 1 − x 3 + 2x 2 + 2x + 4 (21)
▼
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36 CHAPTER 2 First-Order Differential Equations

▼ as the solution of the initial value problem (15). Note that if we choose the plus sign by mistake in
equation (20), then we obtain the solution of the same differential equation that satisfies the initial
condition y( 0) = 3. Finally, to determine the interval in which the solution (21) is valid, we must find
the interval in which the quantity under the radical is positive. The only real zero of this expression
is x = −2, so the desired interval is x > −2. Some integral curves of the differential equation are
shown in Figure 2.2.2. The green curve passes through the point ( 0, −1) and thus is the solution of
the initial value problem (15). Observe that the boundary of the interval of validity of the solution
(21) is determined by the point ( −2, 1) at which the tangent line is vertical.
y
3

(–2, 1) 1

–2 –1 1 2 x

(0, –1)
–1

–2

FIGURE 2.2.2 Integral curves of y  = ( 3x 2 + 4x + 2) /2( y − 1) ; the solution

satisfying y( 0) = − 1 is shown in green and is valid for x > − 2.

EXAMPLE 3

Solve the separable differential equation

dy 4x − x 3
= (22)
dx 4 + y3
and draw graphs of several integral curves. Also find the solution passing through the point ( 0, 1)
and determine its interval of validity.

Solution:
Rewriting equation (22) as
( 4 + y 3 ) dy = ( 4x − x 3 ) d x,
integrating each side, multiplying by 4, and rearranging the terms, we obtain
y 4 + 16y + x 4 − 8x 2 = c, (23)

where c is an arbitrary constant. Any differentiable function y = φ ( x) that satisfies equation (23) is
a solution of the differential equation (22). Graphs of equation (23) for several values of c are shown
in Figure 2.2.3.
To find the particular solution passing through ( 0, 1) , we set x = 0 and y = 1 in equation (23)
with the result that c = 17. Thus the solution in question is given implicitly by
y 4 + 16y + x 4 − 8x 2 = 17. (24)

It is shown by the green curve in Figure 2.2.3. The interval of validity of this solution extends on
either side of the initial point as long as the function remains differentiable. From the figure we see
that the interval ends when we reach points where the tangent line is vertical. It follows from the
differential equation (22) that these are points where 4 + y 3 = 0, or y = ( −4) 1/3 ∼
= −1.5874. From
equation (24) the corresponding values of x are x ∼ = ±3.3488. These points are marked on the graph
in Figure 2.2.3.
▼
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2.2 Separable Differential Equations 37

▼
y

–3 –2 –1 1 2 3
x

–1
(–3.3488, –1.5874) (3.3488, –1.5874)

–2

–3

FIGURE 2.2.3 Integral curves of y  = ( 4x − x 3 ) /( 4+ y 3 ) . The solution passing

through ( 0, 1) is shown by the green curve.

Note 1: Sometimes a differential equation of the form (2):

dy
= f ( x, y)
dx
has a constant solution y = y0 . Such a solution is usually easy to find because if f ( x, y0 ) = 0
for some value y0 and for all x, then the constant function y = y0 is a solution of the differential
equation (2). For example, the equation
dy ( y − 3) cos x
= (25)
dx 1 + 2y 2
has the constant solution y = 3. Other solutions of this equation can be found by separating
the variables and integrating.
Note 2: The investigation of a first-order nonlinear differential equation can sometimes
be facilitated by regarding both x and y as functions of a third variable t. Then
dy dy/dt
= . (26)
dx d x/dt
If the differential equation is
dy F( x, y)
= , (27)
dx G( x, y)
then, by comparing numerators and denominators in equations (26) and (27), we obtain the
system
dx dy
= G( x, y) , = F( x, y) . (28)
dt dt
At first sight it may seem unlikely that a problem will be simplified by replacing a single
equation by a pair of equations, but in fact, the system (28) may well be more amenable to
investigation than the single equation (27). Chapter 9 is devoted to nonlinear systems of the
form (28).
Note 3: In Example 2 it was not difficult to solve explicitly for y as a function of x.
However, this situation is exceptional, and often it will be better to leave the solution in
implicit form, as in Examples 1 and 3. Thus, in the problems below and in other sections
where nonlinear equations appear, the words “solve the following differential equation” mean
to find the solution explicitly if it is convenient to do so, but otherwise to find an equation
defining the solution implicitly.
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38 CHAPTER 2 First-Order Differential Equations

Problems
In each of Problems 1 through 8, solve the given differential equation. G 19. Solve the initial value problem
x2
1. y  = y  = 2y 2 + x y 2 , y( 0) = 1
y
2. y  + y 2 sin x = 0 and determine where the solution attains its minimum value.
G 20. Solve the initial value problem
3. y  = cos2 ( x) cos2 ( 2y)
4. x y  = ( 1 − y 2 ) 1/2 2 − ex
y = , y( 0) = 0
dy x −e −x 3 + 2y
5. =
dx y + ey and determine where the solution attains its maximum value.
dy x2 G 21. Consider the initial value problem
6. =
dx 1 + y2
t y( 4 − y)
dy y y = , y( 0) = y0 .
7. = 3
dx x
dy −x a. Determine how the behavior of the solution as t increases
8. = depends on the initial value y0 .
dx y
In each of Problems 9 through 16: b. Suppose that y0 = 0.5. Find the time T at which the solution
a. Find the solution of the given initial value problem in explicit first reaches the value 3.98.
form. G 22. Consider the initial value problem
G b. Plot the graph of the solution.
t y( 4 − y)
c. Determine (at least approximately) the interval in which the y = , y( 0) = y0 > 0.
solution is defined. 1+t
9. y  = ( 1 − 2x) y 2 , y( 0) = −1/6 a. Determine how the solution behaves as t → ∞.
10. 
y = ( 1 − 2x) / y, y( 1) = −2 b. If y0 = 2, find the time T at which the solution first reaches
the value 3.99.
11. x d x + ye−x dy = 0, y( 0) = 1 c. Find the range of initial values for which the solution lies in
12. dr/dθ = r 2 /θ , r ( 1) = 2 the interval 3.99 < y < 4.01 by the time t = 2.
13. y  = x y 3 ( 1 + x 2 ) −1/2 , y( 0) = 1 23. Solve the equation

14. y = 2x/( 1 + 2y) , y( 2) = 0 dy ay + b
= ,
15. y  = ( 3x 2 − e x ) /( 2y − 5) , y( 0) = 1 dx cy + d
16. sin( 2x) d x + cos( 3y) dy = 0, y( π/2) = π/3 where a, b, c, and d are constants.
Some of the results requested in Problems 17 through 22 can be 24. Use separation of variables to solve the differential equation
obtained either by solving the given equations analytically or by
dQ
plotting numerically generated approximations to the solutions. Try = r ( a + bQ) , Q( 0) = Q 0 ,
to form an opinion about the advantages and disadvantages of each dt
approach. where a, b, r , and Q 0 are constants. Determine how the solution
G 17. Solve the initial value problem behaves as t → ∞

1 + 3x 2 Homogeneous Equations. If the right-hand side of the equation

y = , y( 0) = 1 dy/d x = f ( x, y) can be expressed as a function of the ratio y/ x
3y 2 − 6y
only, then the equation is said to be homogeneous.1 Such equations
and determine the interval in which the solution is valid. can always be transformed into separable equations by a change of
Hint: To find the interval of definition, look for points where the the dependent variable. Problem 25 illustrates how to solve first-order
integral curve has a vertical tangent. homogeneous equations.
G 18. Solve the initial value problem
..............................................................................................................................
3x 2
y = , y( 1) = 0 1 The word “homogeneous” has different meanings in different mathematical
3y 2 − 4 contexts. The homogeneous equations considered here have nothing to do with
the homogeneous equations that will occur in Chapter 3 and elsewhere.
and determine the interval in which the solution is valid.
Hint: To find the interval of definition, look for points where the
integral curve has a vertical tangent.
Boyce 9131 Ch02 2 September 29, 2016 17:16 39

2.3 Modeling with First-Order Differential Equations 39

N 25. Consider the equation through the origin, although the slope changes from one line to
another. Therefore, the direction field and the integral curves are
dy y − 4x
= . (29) symmetric with respect to the origin. Is this symmetry property
dx x−y evident from your plot?
a. Show that equation (29) can be rewritten as The method outlined in Problem 25 can be used for any
dy ( y/ x) − 4 homogeneous equation. That is, the substitution y = xv( x) transforms
= ; (30) a homogeneous equation into a separable equation. The latter equation
dx 1 − ( y/ x)
can be solved by direct integration, and then replacing v by y/ x
thus equation (29) is homogeneous. gives the solution to the original equation. In each of Problems 26
b. Introduce a new dependent variable v so that v = y/ x, or through 31:
y = xv( x) . Express dy/d x in terms of x, v, and dv/d x. a. Show that the given equation is homogeneous.
c. Replace y and dy/d x in equation (30) by the expressions b. Solve the differential equation.
from part b that involve v and dv/d x. Show that the resulting G c. Draw a direction field and some integral curves. Are they
differential equation is symmetric with respect to the origin?
dv v −4 dy x 2 + x y + y2
v+x = , 26. =
dx 1−v dx x2
or dy x + 3y 2
2
27. =
dx 2x y
dv v2 − 4
x = . (31) dy 4y − 3x
dx 1−v 28. =
dx 2x − y
Observe that equation (31) is separable. dy 4x + 3y
d. Solve equation (31), obtaining v implicitly in terms of x. 29. =−
dx 2x + y
e. Find the solution of equation (29) by replacing v by y/ x in
dy x 2 − 3y 2
the solution in part d. 30. =
f. Draw a direction field and some integral curves for dx 2x y
equation (29). Recall that the right-hand side of equation (29) dy 3y 2 − x 2
31. =
actually depends only on the ratio y/ x. This means that integral dx 2x y
curves have the same slope at all points on any given straight line

Modeling with First-Order Differential

2.3

Equations
Differential equations are of interest to nonmathematicians primarily because of the possibility
of using them to investigate a wide variety of problems in the physical, biological, and social
sciences. One reason for this is that mathematical models and their solutions lead to equations
relating the variables and parameters in the problem. These equations often enable you to make
predictions about how the natural process will behave in various circumstances. It is often easy
to vary parameters in the mathematical model over wide ranges, whereas this may be very
time-consuming or expensive, if not impossible, in an experimental setting. Nevertheless,
mathematical modeling and experiment or observation are both critically important and
have somewhat complementary roles in scientific investigations. Mathematical models are
validated by comparison of their predictions with experimental results. On the other hand,
mathematical analyses may suggest the most promising directions to explore experimentally,
and they may indicate fairly precisely what experimental data will be most helpful.
In Sections 1.1 and 1.2 we formulated and investigated a few simple mathematical models.
We begin by recapitulating and expanding on some of the conclusions reached in those
sections. Regardless of the specific field of application, there are three identifiable steps that
are always present in the process of mathematical modeling.
Step 1: Construction of the Model. In this step the physical situation is translated into
mathematical terms, often using the steps listed at the end of Section 1.1. Perhaps most critical
at this stage is to state clearly the physical principle(s) that are believed to govern the process.
For example, it has been observed that in some circumstances heat passes from a warmer to
a cooler body at a rate proportional to the temperature difference, that objects move about
in accordance with Newton’s laws of motion, and that isolated insect populations grow at
a rate proportional to the current population. Each of these statements involves a rate of