Chapter 1

First-order Differential Equations

 Learning Outcomes

At the end of this section you should be able to:

1) Identify an Exact DE

2) Solve an Exact DE
 Definition

Consider a function of two variables: f x, y 

 is the partial derivative of f regarding x

f  x, y 
x ( y is considered as a constant).


f  x, y  is the partial derivative of f regarding y
y ( x is considered as a constant).
Definition

Consider a function of two variables: f x, y 

its differential is :

f  x, y  f  x, y 
df  x, y   dx  dy
x y
 Example 1

Given f x, y   x y
2 4



f x, y   y 2 x 
4
f  x, y   x 2 4 y 3 
x y
 2xy 4  4x2 y3

f  x, y  f  x, y 
df  x, y   dx  dy
x y
df x, y   2 xy dx  4 x y dy
4 2 3
 Definition
Exact Differential

A differential expression : M  x, y dx  N  x, y dy  0

is an exact differential if it corresponds to the differential
of certain function of f(x,y), such that
f f
M  x, y   N  x, y  
x y

Example
2 xydx  x 2 dy  0 is an exact differential?
f
 2 xy
x
Indeed f ( x, y )  x 2 y f
 x2
y
 Exact Differential Equation

A DE of the form: M x, y dx  N x, y dy  0

is an exact differential equation if the left side is an
exact differential.
In that case, the DE is equivalent to df  0
An implicit solution will be f c
Example
x 2 y 3 dx  x 3 y 2 dy  0 is an exact equation

y
 1
3 
x3 y 3  x3 y 2

Indeed f ( x, y )  1 3 3
3 x y

x
 1
3 
x3 y 3  x 2 y 3
 Theorem:

A necessary and sufficient condition that

M x, y  dx  N  x, y  dy  0

be an exact differential is

M  x, y  N  x, y 

.
y x
 Method of Solution

Step 1: Identify the DE (it should be in the form of )

𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0

Check for exactness (exactitude)

𝜕𝑀 𝜕𝑁
. =
𝜕𝑦 𝜕𝑥

The solution of an exact equation is in the form of

𝑓 𝑥, 𝑦 = 𝑐
 𝝏𝒇 𝝏𝒇
Step 2: Let = 𝑴 𝒙, 𝒚 and = 𝑵(𝒙, 𝒚)
𝝏𝒙 𝝏𝒚

Start with either one of the assumptions

𝜕𝑓
If choose = 𝑀 𝑥, 𝑦 to solve,
𝜕𝑥

𝜕𝑓
Step 3: Integrate = 𝑀 𝑥, 𝑦 with respect to x
𝜕𝑥

𝑓 𝑥, 𝑦 = න 𝑀(𝑥, 𝑦) 𝑑𝑥 + 𝑔(𝑦) (1)

Step 4: Differentiate Eq. (1) with respect to y

𝜕𝑓 𝜕 𝜕𝑓
= න 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑔′ 𝑦 = 𝑁 𝑥, 𝑦
𝜕𝑦 𝜕𝑦 𝜕𝑦

= 𝑁 𝑥, 𝑦
𝜕
This gives 𝑔′ 𝑦 = 𝑁 𝑥, 𝑦 − න 𝑀 𝑥, 𝑦 𝑑𝑥 (2)
𝜕𝑦
Step 5: Integrate Eq. (2) with respect to y and substitute
the answer i.e. 𝑔 𝑦 in Eq. (1).

Step 6: The implicit solution of the equation is

𝑓 𝑥, 𝑦 = 𝑐
 Example 2

Determine whether the given DE is exact. If it is, solve

the equation.
2𝑥𝑦𝑑𝑥 + 𝑥 2 − 1 𝑑𝑦 = 0
Solution

Step 1: Test for exactness

𝑀 𝑥, 𝑦 = 2𝑥𝑦 𝑁 𝑥, 𝑦 = 𝑥 2 − 1
𝜕𝑀 𝜕𝑁
= 2𝑥 = 2𝑥
𝜕𝑦 𝜕𝑥

Exact
Step 2: Choose 𝑀 𝑥, 𝑦 or 𝑁 𝑥, 𝑦

𝜕𝑓 𝜕𝑓
= 𝑀 𝑥, 𝑦 = 2𝑥𝑦 = 𝑁 𝑥, 𝑦 = 𝑥 2 − 1
𝜕𝑥 𝜕𝑦

Choose 𝑀 𝑥, 𝑦 to solve
𝜕𝑓
Step 3: Integrate the = 𝑀 𝑥, 𝑦 with respect to x
𝜕𝑥
𝜕𝑓
𝑓 𝑥, 𝑦 = න 𝑑𝑥
𝜕𝑥

= න 2𝑥𝑦 𝑑𝑥

= 𝑥 2 𝑦 + 𝑔(𝑦)
Step 4: Partial differentiate with respect to y

𝑓 𝑥, 𝑦 = 𝑥 2 𝑦 + 𝑔(𝑦)
𝜕𝑓 𝑥, 𝑦
= 𝑥 2 + 𝑔′ (𝑦) 𝑁 𝑥, 𝑦
𝜕𝑦
𝑥 2 + 𝑔′ 𝑦 = 𝑥 2 − 1

𝑔′ 𝑦 = −1

Step 5: Integrate with respect to y

න 𝑔′ 𝑦 𝑑𝑦 = න −1 𝑑𝑦

𝑔 𝑦 = −𝑦
 𝑓 𝑥, 𝑦 = 𝑥 2 𝑦 + 𝑔(𝑦)

= 𝑥 2𝑦 − 𝑦
Step 6: Solution 𝑓 𝑥, 𝑦 = 𝑐

𝑥2𝑦 − 𝑦 = 𝑐
𝑐
𝑦= 2 x  1
𝑥 −1
 Example 3
Solve the equation: e 2 y  y cos( xy)  dx  2 xe 2 y  x cos( xy)  2 y  dy  0

M ( x, y )  e 2 y  y cos(xy)
N ( x, y )  2 xe2 y  x cos(xy)  2 y
M
x, y   2e 2 y  cos(xy)  xy sin( xy)
y
N
x, y   2e 2 y  cos(xy)  xy sin( xy)
x

exact equation
 f
 e 2 y  y cos(xy)
x
f ( x, y )  xe2 y  sin( xy)  g ( y )

f
 2 xe2 y  x cos(xy)  g ' ( y )
y

N ( x, y )  2 xe2 y  x cos(xy)  2 y  2 xe2 y  x cos(xy)  g ' ( y )

g ' ( y)  2 y

g ( y)  y 2

Implicit solution xe 2 y  sin( xy )  y 2  c

 Example 4
dy xy 2  cos x sin x
Solve the equation:  , y( 0 )  2
dx 
y 1 x 2

xy 2
  
 cos x sin x dx  y 1  x 2 dy  0

M ( x, y )  xy 2  cos x sin x 
N ( x, y )   y 1  x 2 
M N
x, y   2 xy x, y   2 xy
y x
exact equation
f
 xy 2  cos x sin x
x
1 2 2 1 2
f ( x, y )  x y  sin x  g ( y )
2 2
 f
 x 2 y  g ' ( y)
y
N ( x, y )   y  yx2  x 2 y  g ' ( y )

g ' ( y)   y
2
y
g ( y)  
2

1 2 2 1 2 y2
Family of implicit solutions x y  sin x  c
2 2 2
y( 0 )  2 c  2

1 2 2 1 2 y2
Solution of the IVP: x y  sin x   2  0
2 2 2
 Non-Exact Equation

Learning Objectives

At the end of this section you should be able to:

1) Identify Non-Exact Equation

2) Solve Non-Exact Equation

 Recall

M ( x, y )dx  N ( x, y )dy  0 is exact if M y  N x

M N
My  , Nx 
y x

Non-exact equation if M y  Nx

It is possible to make a non-exact to be exact equation

by multiplying with an integrating factor (IF).
 Integrating Factor

For the DE 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0

𝑀𝑦 − 𝑁𝑥
1. If = 𝑝 𝑥 i.e. in terms of x ONLY
𝑁
𝑀𝑦 −𝑁𝑥
‫𝑥𝑑 𝑁 ׬‬
then the IF is 𝜇 𝑥 = 𝑒 = 𝑒 ‫𝑥𝑑)𝑥(𝑝 ׬‬

𝑁𝑥 − 𝑀𝑦
2. If = 𝑝(𝑦) i.e. in terms of y ONLY
𝑀
𝑁𝑥 −𝑀𝑦
then the IF is 𝜇 𝑦 = 𝑒 ‫𝑦𝑑 𝑀 ׬‬ = 𝑒‫𝑝 ׬‬ 𝑦 𝑑𝑦
 Method of Solution

Step 1: Identifying and compute an integrating factor

(IF) for the DE.

Step 2: Multiplying the DE by the IF to make it exact.

Step 3: Solve the new exact DE.

 Example 5

𝑥𝑦𝑑𝑥 − 𝑥 2 𝑑𝑦 = 0
Solution:
Step 1: Check the exactness

𝑀 𝑥, 𝑦 = 𝑥𝑦 𝑁 𝑥, 𝑦 = −𝑥 2

𝑀𝑦 = 𝑥 𝑁𝑥 = − 2x

Since 𝑀𝑦 ≠ 𝑁𝑥 , then equation is non-exact.

Step 2: Calculate Step 3: Multiply the non-exact
integrating factor DE by the IF
𝑀𝑦 − 𝑁𝑥 𝑥 − −2𝑥 1
= 𝑥𝑦𝑑𝑥 − 𝑥 2 𝑑𝑦 = 0
𝑁 −𝑥 2 𝑥3
−3 𝑦 1
= 𝑑𝑥 − 𝑑𝑦 = 0
𝑥 𝑥 2 𝑥
= 𝑝(𝑥)
𝑀𝑦 −𝑁𝑥 𝑦 1
𝜇 𝑥 = 𝑒 ‫𝑥𝑑 𝑁 ׬‬ 𝑀 𝑥, 𝑦 = 2 𝑁 𝑥, 𝑦 = −
𝑥 𝑥
= 𝑒 ‫𝑥𝑑)𝑥(𝑝 ׬‬ 1 1
𝑀𝑦 = 2 𝑁𝑥 = 2
3 𝑥 𝑥
− ‫𝑥𝑑 𝑥׬‬
=𝑒
Since 𝑀𝑦 = 𝑁𝑥, then equation is
= 𝑒 −3 ln 𝑥
1
= 3 exact.
𝑥
 Example 6

 
xy dx  2 x 2  3 y 2  20 dy  0
Solution:

Step 1: Check the exactness

M x, y   xy N x, y   2 x 2  3 y 2  20

My  x N x  4x

Since 𝑀𝑦 ≠ 𝑁𝑥, then equation is non-exact.

Step 2: Calculate integrating factor

M y  Nx x  4x 𝜇 𝑦 = 𝑒 ‫𝑦𝑑)𝑦(𝑝 ׬‬
 2
N 2 x  3 y 2  20 3
 dy
 3x e y
 2  px 
2 x  3 y  20
2

Nx  M y 4x  x
e 3 ln y


M xy e ln y 3

3x

xy y 3

  p y 
3
y
Step 3: Multiply the non-exact DE by the IF

  
y 3 xy dx  2 x 2  3 y 2  20 dy  0 
 
xy 4 dx  2 x 2 y 3  3 y 5  20 y 3 dy  0

M  x, y   xy 4 
N  2 x 2 y 3  3 y 5  20 y 3 
M y  4xy 3 N x  4xy 3

Since 𝑀𝑦 = 𝑁𝑥 , then equation is exact.

Step 4: Solve the new exact DE

 Exercise 1.3
Solve the given D.E by finding an appropriate integrating
factor.

1. 2 y 2

 3x dx  2 xy dy  0

2. y x  y  1 dx  x  2 y  dy  0

3.  
6 xy dx  4 y  9 x 2 dy  0
 2
4. cos x dx  1   sin x dy  0
 y