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Lesson_9_First_Order_Differential_Equations

The document covers first order differential equations, detailing their formation, order identification, and various solution methods including direct integration and separation of variables. It provides definitions, examples, and exercises to enhance understanding of differential equations in mathematical contexts. Additionally, it explains how to derive differential equations from functions involving arbitrary constants.

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Novan Hazard
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© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
6 views

Lesson_9_First_Order_Differential_Equations

The document covers first order differential equations, detailing their formation, order identification, and various solution methods including direct integration and separation of variables. It provides definitions, examples, and exercises to enhance understanding of differential equations in mathematical contexts. Additionally, it explains how to derive differential equations from functions involving arbitrary constants.

Uploaded by

Novan Hazard
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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FIRST ORDER DIFFERENTIAL EQUATIONS

Learning Outcomes
As a result of studying this topic, students will be able to:
a) Describe how differential equations are formed.
b) Identify the order of a differential equation.
c) Form a differential equation by elimination of arbitrary constants.
d) Use direct integration method and method of separation of variables and to
solve a differential equation.
e) Use substitution method to solve a homogeneous differential equation.

Introduction

A differential equation is a relationship between an independent variable, x, and a


dependent variable, y, and one or more differential coefficients of y with respect to
x, for example:

𝑑𝑦
𝑥2 + 𝑦𝑠𝑖𝑛𝑥 = 0
𝑑𝑥
𝑑2𝑦 𝑑𝑦
𝑥𝑦 2 + 𝑦 + 𝑒 3𝑥 = 0
𝑑𝑥 𝑑𝑥

Differential equations represent dynamic relationships i.e. quantities that change


and are thus frequently occurring in scientific and engineering problems. The order
of a differential equation is given by the highest derivative involved in the
equation.

𝑑𝑦
𝑥 − 𝑦2 = 0 ………………….. is an equation of 1𝑠𝑡 order.
𝑑𝑥
𝑑2 𝑦
𝑥𝑦 + 𝑦 2 sin 𝑥 = 0 ………………….. is an equation of 2𝑛𝑑 order.
𝑑𝑥 2

1
𝑑 3 𝑦 𝑑𝑦 𝑑𝑦
−𝑦 + 𝑒4𝑥 = 0 ………………….. is an equation of 3𝑟𝑑 order.
𝑑𝑥 3 𝑑𝑥 𝑑𝑥
𝑑𝑦
(𝑦 3 + 1) − 𝑥𝑦 2 = 𝑥 ………………….. is an equation of 1𝑠𝑡 order.
𝑑𝑥

1. Formation of differential equations

Differential equations may be formed in practice from a consideration of physical


problems to which they refer. Mathematically they can occur when arbitrary
constants are eliminated from a given function.

Solved Examples
1) Consider 𝑦 = 𝐴𝑠𝑖𝑛 𝑥 + 𝐵 𝑐𝑜𝑠𝑥 where A and B are arbitrary constants. Form a
differential equation
Solution
If we differentiate, we get
𝑑𝑦
= 𝐴𝑐𝑜𝑠𝑥 − 𝐵𝑠𝑖𝑛𝑥
𝑑𝑥
𝑑2 𝑦
= −𝐴𝑠𝑖𝑛𝑥 − 𝐵𝑐𝑜𝑠𝑥 which is identical to the original equation, but with the
𝑑𝑥 2
sign changed i.e.
𝑑 2𝑦 𝑑 2𝑦
= −𝑦 => 2 + 𝑦 = 0
𝑑𝑥 2 𝑑𝑥
𝐴
2) Form a differential equation from the function y= 𝑥 + .
𝑥

Solution
𝑑𝑦 𝐴
If we differentiate, we get = 1− .
𝑑𝑥 𝑥2

From the given equation 𝐴 = 𝑥(𝑦 − 𝑥) .


𝑑𝑦 𝑥(𝑦−𝑥) 𝑑𝑦
Thus =1− => 𝑥 = 2𝑥 − 𝑦.
𝑑𝑥 𝑥2 𝑑𝑥

This is 1𝑠𝑡 order differential equation.


3) Form a differential equation from the function 𝑦 = 𝐴𝑥 2 + 𝐵𝑥.

2
Solution
There are 2 arbitrary constants so we differentiate 2 times.
𝑑𝑦
If we differentiate, we get = 2𝐴𝑥 + 𝐵. (1)
𝑑𝑥

𝑑 2𝑦 1 𝑑 2𝑦
= 2𝐴 => 𝐴 =
𝑑𝑥 2 2 𝑑𝑥 2
Substituting for 2A in (1):
𝑑𝑦 𝑑2 𝑦 𝑑𝑦 𝑑2 𝑦
=𝑥 +𝐵 => 𝐵 = −𝑥 . This is 1𝑠𝑡 order differential
𝑑𝑥 𝑑𝑥 2 𝑑𝑥 𝑑𝑥 2
equation.
Substituting for A and B in the original equation:
1 𝑑2 𝑦 𝑑𝑦 𝑑2 𝑦 𝑑𝑦 1 𝑑2 𝑦
𝑦 = 𝐴𝑥 2 + 𝐵𝑥 = 𝑥2 2
+ 𝑥 − 𝑥2 => 𝑦 = 𝑥 − 𝑥2
2 𝑑𝑥 𝑑𝑥 𝑑𝑥 2 𝑑𝑥 2 𝑑𝑥 2
41
Approximate ∫1 𝑑𝑥 using Trapezium rule, with n=6 i.e. using 6 strips.
𝑥
𝑑𝑦
4) Form a differential equation from the function = 𝐴𝑥𝑒 𝑥 .
𝑑𝑥

Solution
There is one arbitrary constants so we differentiate only one time.
𝑑𝑦 𝑦 1
If we differentiate, we get = 𝐴𝑥𝑒 𝑥 + 𝐴𝑒 𝑥 = 𝑦 + = 𝑦 (1 + )
𝑑𝑥 𝑥 𝑥
𝑑𝑦 1
− 𝑦 (1 + ) = 0 is the required differential equation. It is of first order.
𝑑𝑥 𝑥

5) Form a differential equation from the function 𝑦 = 𝐴𝑒 −4𝑥 + 𝐵𝑒 −6𝑥 .


Solution
There are 2 arbitrary constants so we differentiate 2 times.
𝑑𝑦
If we differentiate, we get = −4𝐴𝑒 −4𝑥 − 6𝐵𝑒 −6𝑥
𝑑𝑥
𝑑2 𝑦
= 16𝐴𝑒 −4𝑥 + 36𝐵𝑒 −6𝑥 = −10(− 4𝐴𝑒 −4𝑥 − 6𝐵𝑒 −6𝑥 ) − 24 (𝐴𝑒 −4𝑥 +
𝑑𝑥 2
−6𝑥 )
𝐵𝑒
𝑑 2𝑦 𝑑𝑦 𝑑 2𝑦 𝑑𝑦
=> = −10 − 24 𝑦 => + 10 + 24 𝑦 = 0
𝑑𝑥 2 𝑑𝑥 𝑑𝑥 2 𝑑𝑥

3
is the required differential equation. It is of second order.
6) Form a differential equation from the function 𝑦 = 𝐴𝑥 2 + 𝐵𝑥 + 𝐶.
Solution
There are 3 arbitrary constants so we differentiate 3 times.
𝑑𝑦 𝑑2 𝑦 𝑑3 𝑦
If we differentiate, we get = 2𝐴𝑥 + 𝐵; = 2𝐴; = 0 is the
𝑑𝑥 𝑑𝑥 2 𝑑𝑥 3
required differential equation. It is of third order.

Exercise
1) Explain the order of differential equation.
2) What is meant by the first order of differential equation?
3) Form a differential equation from the following functions:

𝑎) 𝑦 = e 𝑥 (A cosx – B sin x). b) 𝑦 2 = 4Ax c) 𝑦 = A e 𝑥 +


B e 3𝑥

𝑒) x 3 − 3x 2y = 𝐶. f) 𝑦 = 𝐴 + 𝐵 𝑒 3x g) 𝑦𝑠𝑖𝑛𝑥 −
𝑥𝑦 2 = C

Answers
1) Order of a differential equation refers to the order of the highest derivative.
Experts also call it as differential coefficient that exists in the equation.
2) A first-order differential equation is one in which ƒ(x, y) happens to be a
function of two variables defined on a xy-plane’s region. The equation belongs
to the first order due to the fact that it involves only the first derivative 𝑑𝑦/𝑑𝑥.
𝑑2 𝑦 𝑑𝑦 𝑑𝑦 𝑑𝑦 𝑑2 𝑦
3) 𝑎) 2
−2 + 2𝑦 = 0; b) 𝑦 − 2𝑥 = 0; c) 3𝑦 + 4 − =0
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥 2

𝑑𝑦 𝑑 2𝑦 𝑑𝑦
𝑒) 𝑥 + 2𝑦 − 𝑥 = 0; f) − 3 = 0;
𝑑𝑥 𝑑𝑥 2 𝑑𝑥

4
𝑑𝑦
g) (sinx − 2x𝑦) + 𝑦𝑐𝑜𝑠𝑥 − 𝑦 2 = 0
𝑑𝑥

2. Solution of Differential Equations


To solve a differential equation, we have find a function for which the equation
is true. This means that we have to manipulate the equation so as to eliminate all
the differential coefficients and leave a relationship between y and x. There are
several three methods to do this:

Method 1: Direct Integration


𝑑𝑦
If the equation can be arranged in the form = 𝑓(𝑥), then the equation can be
𝑑𝑥
solved by direct integration.
Examples
𝑑𝑦
1) Solve the differential equation = 3𝑥 2 − 6𝑥 + 5 .
𝑑𝑥

Solution
𝑑𝑦
= 3𝑥 2 − 6𝑥 + 5 => ∫ 𝑑𝑦 = ∫(3𝑥 2 − 6𝑥 + 5)𝑑𝑥
𝑑𝑥

𝑦 = 𝑥 3 − 3𝑥 2 + 5𝑥 + 𝐶
𝑑𝑦
2) Solve 𝑥 = 5𝑥 3 + 4 .
𝑑𝑥

Solution
𝑑𝑦 4 4 5
= 5𝑥 2 + => ∫ 𝑑𝑦 = ∫ (5𝑥 2 + ) 𝑑𝑥 = 𝑥 3 − 4In|𝑥| + 𝐶 .
𝑑𝑥 𝑥 𝑥 3

The value of the arbitrary constant C cannot be determined unless further


information about the function is given. In this present form the function is
called the general solution (or primitive) of the given equation.
If we are told the value of y for a given value of x, C can be evaluated and
the result is then a particular solution of the differential equation.
𝑑𝑦
3) Find the particular solution of the equation 𝑒 𝑥 = 4 , given that y=3 when
𝑑𝑥
x=0.
Solution

5
𝑑𝑦 4
= = 4𝑒 −𝑥 => ∫ 𝑑𝑦 = ∫ 4𝑒 −𝑥 𝑑𝑥 => 𝑦 = −4𝑒 −𝑥 + 𝐶 .
𝑑𝑥 𝑒𝑥

Using y=3 when x=0:


3 = −4𝑒 0 + 𝐶 => 𝐶 = 7.
Thus the particular solution is 𝑦 = −4𝑒 −𝑥 + 7.
Method 2: Method of Separation of Variables
𝑑𝑦
If the given equation is of the form = 𝑓(𝑥, 𝑦), the variable y on the right-
𝑑𝑥
hand side prevents solving this equation by direct integration. A method
therefore requires to be devised to solve this differential equation. Let us
𝑑𝑦 𝑑𝑦 𝑓(𝑥)
consider equation of the form = 𝑓(𝑥)𝐹(𝑦), and of the form = , i.e.
𝑑𝑥 𝑑𝑥 𝐹(𝑦)
equations in which the right-hand side (RHS) can be expressed as products or
quotients of functions of x or of y.

Examples
𝑑𝑦 2𝑥
1) Solve the differential equation = .
𝑑𝑥 𝑦+1

Solution
The equation can be rewritten as:
𝑦2
(𝑦 + 1)𝑑𝑦 = 2𝑥𝑑𝑥 => + 𝑦 = 𝑥2 + 𝐶
2

𝑦 = 𝑥 3 − 3𝑥 2 + 5𝑥 + 𝐶
𝑑𝑦
2) Solve the differential equation = (1 + 𝑥 )(1 + 𝑦).
𝑑𝑥

Solution
The equation can be rewritten as:
𝑑𝑦 𝑥2
= (1 + 𝑥 )𝑑𝑥 => In|1 + 𝑦| = 𝑥 + + 𝐶
(1 + 𝑦) 2
𝑑𝑦 1+𝑦
3) Solve the differential equation = .
𝑑𝑥 2+𝑥

Solution

6
The equation can be rewritten as:
𝑑𝑦 𝑑𝑥 𝑑𝑦 𝑑𝑥
= => ∫ =∫ => In(1 + 𝑦) = In(2 + 𝑥 ) + 𝐶
1+𝑦 2+𝑥 1+𝑦 2+𝑥
It is imperative to write C as a logarithm of some other constant, say, A. So
In(1 + 𝑦) = In(2 + 𝑥 ) + 𝐶
=> In(1 + 𝑦) = In(2 + 𝑥 ) + In𝐴 = In{A(2 + 𝑥 )}
=> (1 + 𝑦) = A(2 + 𝑥 )
𝑑𝑦 𝑦 2 +𝑥𝑦 2
4) Solve the differential equation = .
𝑑𝑥 𝑥 2 𝑦−𝑥2

Solution
The equation can be rewritten as:
𝑑𝑦 𝑦 2 (1 + 𝑥 ) 𝑦−1 1+𝑥
= 2 => ∫ 2 𝑑𝑦 = ∫ 2 𝑑𝑥
𝑑𝑥 𝑥 (𝑦 − 1) 𝑦 𝑥
1 1 1 1
=> ∫ ( − 2 ) 𝑑𝑦 = ∫ ( 2 + ) 𝑑𝑥
𝑦 𝑦 𝑥 𝑥
1 1 1 1
=> ∫ ( − 2 ) 𝑑𝑦 = ∫ ( 2 + ) 𝑑𝑥
𝑦 𝑦 𝑥 𝑥
1 1
=> In𝑦 + = In𝑥 − + 𝐶
𝑦 𝑥
𝑑𝑦 𝑦 2 −1
5) Solve the differential equation = .
𝑑𝑥 𝑥

Solution
The equation can be rewritten as:
𝑑𝑦 𝑦 2 − 1 1 1
= => ∫ 2 𝑑𝑦 = ∫ 𝑑𝑥
𝑑𝑥 𝑥 𝑦 −1 𝑥
1 1
=> ∫ (𝑦+1)(𝑦−1) 𝑑𝑦 = ∫ 𝑑𝑥 (1)
𝑥

𝐴 𝐵
+ =1 => 𝐴(𝑦 − 1) + 𝐵 (𝑦 + 1) = 1
(𝑦 + 1) (𝑦 − 1)

7
If 𝑦 = 1, 2𝐵 = 1 => 𝐵 = 1/2 .
If 𝑦 = −1, −2𝐴 = 1 => 𝐴 = −1/2 .
So (1) becomes:
−0.5 0.5 1
∫( + ) 𝑑𝑦 = ∫ 𝑑𝑥
𝑦 + 1 (𝑦 − 1) 𝑥
=> −0.5 In(𝑦 + 1) + 0.5In(𝑦 − 1) = Inx + InC
1 𝑦−1
=> In = In(Ax) => In(𝑦 − 1) = In{(Cx)2(𝑦 + 1)}
2 𝑦+1
=> 𝑦 = 𝐴x 2 (𝑦 + 1) +1
Exercise
Solve the differential equations:
𝑑𝑦 𝑥 2 + 1 𝑑𝑦 𝑑𝑦
𝑎) 𝑥𝑦 = ; b) 𝑥 = 𝑦 + 𝑥𝑦; 𝑐) 𝑦𝑡𝑎𝑛𝑥
𝑑𝑥 𝑦+1 𝑑𝑥 𝑑𝑥
= (4 + 𝑦 2 )𝑠𝑒𝑐 2𝑥
𝑑𝑦 𝑑𝑦 sin 𝑥 𝑑𝑦
𝑑) 𝑐𝑜𝑠 2𝑥 = 𝑦 + 3; e) = 𝑥𝑦 − 𝑦; 𝑓)
𝑑𝑥 𝑑𝑥 1 + 𝑦 𝑑𝑥
= cos 𝑥

Answers
𝑦3 𝑦2 𝑥2
𝑎) + = + In𝑥 + 𝐶; b) 𝑦 = 𝐴𝑥𝑒 𝑥 = 𝑥𝑦 − 𝑦; 𝑐) 𝑦 2
3 2 2
= 𝐴𝑡𝑎𝑛2 𝑥 − 4
𝑥2
𝑑) In(𝑦 + 3) = 𝑡𝑎𝑛𝑥 + 𝐶; e) In𝑦 = − 𝑥 + 𝐶; 𝑓) 𝑦
2
= 𝐴𝑠𝑖𝑛𝑥 − 1

Method 3: Homogeneous Equations: Substituting y = vx


A homogenous equation is one the total degree of x and y in each of the terms
involved is the same. The key to solving every homogeneous equation is to
substitute 𝑦 = 𝑣𝑥, where the variable v is a function of x. This converts the
differential equation into a form which can be solved using the method of
separating the variables.

8
𝑑𝑦 𝑥+3𝑦
Consider = . This cannot be solved by the method of separation of
𝑑𝑥 2𝑥
variables. In this case substitute 𝑦 = 𝑣𝑥.
Differentiating 𝑦 = 𝑣𝑥 w.r.t. x:
𝑑𝑦 𝑑𝑣 𝑑𝑣
= 𝑣. 1 + 𝑥 =𝑣+𝑥 .
𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑥+3𝑦 𝑥+3𝑣𝑥 1+3𝑣
Also = = .
2𝑥 2𝑥 2

The original equation now becomes:


𝑑𝑣 1 + 3𝑣 𝑑𝑣 1 + 𝑣
𝑣+𝑥 = => 𝑥 =
𝑑𝑥 2 𝑑𝑥 2
2 𝑑𝑥
=> ∫ 𝑑𝑣 = ∫
1+𝑣 𝑥
=> 2In(1 + 𝑣 ) = 𝐼𝑛 𝑥 + 𝐶 = 𝐼𝑛 𝑥 + 𝐼𝑛 𝐴
𝑦 2
(1+𝑣)2 (1+ )
=> = 𝐴𝑥 => 𝑥
= 𝐴𝑥 => (𝑥 + 𝑦)2 = 𝐴𝑥 3
𝑥 𝑥

Examples
𝑑𝑦 𝑥 2 +𝑦 2
1) Solve the differential equation = .
𝑑𝑥 𝑥𝑦

Solution
All the terms on the RHS of the equation are of degree 2 and hence the equation
is homogeneous. So substitute 𝑦 = 𝑣𝑥.
𝑑𝑦 𝑑𝑣
=𝑣+𝑥 .
𝑑𝑥 𝑑𝑥

𝑥 2 + 𝑦 2 𝑥 2 + (𝑣𝑥 )2 1 + 𝑣 2
= =
𝑥𝑦 𝑥 (𝑣𝑥 ) 𝑣
The original equation now becomes:
𝑑𝑣 1 + 𝑣 2 𝑑𝑣 1 + 𝑣 2 1 + 𝑣2 − 𝑣2 1
𝑣+𝑥 = => 𝑥 = −𝑣 = =
𝑑𝑥 𝑣 𝑑𝑥 𝑣 𝑣 𝑣
𝑑𝑣 1 𝑑𝑥
=> 𝑥 = => ∫ 𝑣𝑑𝑣 = ∫
𝑑𝑥 𝑣 𝑥
𝑣2
=> = In𝑥 + 𝐶 (1).
2

9
1 𝑦 2
But 𝑦 = 𝑣𝑥 so (1) becomes: ( ) = In𝑥 + 𝐶
2 𝑥
𝑑𝑦 2𝑥𝑦+3𝑦 2
2) Solve the differential equation = .
𝑑𝑥 𝑥 2 +2𝑥𝑦

Solution
All the terms on the RHS of the equation are of degree 2 and hence the equation
is homogeneous. So substitute 𝑦 = 𝑣𝑥.
𝑑𝑦 𝑑𝑣
=𝑣+𝑥 .
𝑑𝑥 𝑑𝑥

𝑑𝑣 2𝑥 (𝑣𝑥 ) + 3(𝑣𝑥 )2
𝑣+𝑥 =
𝑑𝑥 𝑥 2 + 2𝑥 (𝑣𝑥 )
2𝑣 + 3𝑣 2
=
1 + 2𝑣
𝑑𝑣 2𝑣 + 3𝑣 2
𝑥 = −𝑣
𝑑𝑥 1 + 2𝑣
𝑑𝑣 𝑣+𝑣 2 1+2𝑣 1
=> 𝑥 = => ∫ 𝑑𝑣 = ∫ 𝑑𝑥
𝑑𝑥 1+2𝑣 𝑣+𝑣 2 𝑥

=> In(𝑣 + 𝑣 2) = In𝑥 + In𝐴


𝑦 𝑦 2
𝑣 + 𝑣2 +( )
=> = 𝐴 => 𝑥 𝑥 =𝐶
𝑥 𝑥
=> 𝑥𝑦 + 𝑦 2 = 𝐴 𝑥 3
𝑑𝑦 𝑥𝑦
3) Solve the differential equation (𝑥 2 + 𝑦 2 ) = .
𝑑𝑥 𝑥 2 +2𝑥𝑦

Solution
All the terms on the RHS of the equation are of degree 2 and hence the equation
is homogeneous. So substitute 𝑦 = 𝑣𝑥.
𝑑𝑦 𝑑𝑣
=𝑣+𝑥 .
𝑑𝑥 𝑑𝑥
𝑑𝑣 𝑥𝑦 𝑥2𝑣 𝑣 𝑑𝑣 2𝑣+3𝑣 2
𝑣+𝑥 = = = => 𝑣 + 𝑥 =
𝑑𝑥 𝑥 2 +2𝑥𝑦 𝑥 2 +𝑣 2 𝑥 2 1+𝑣 2 𝑑𝑥 1+2𝑣

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𝑑𝑣 2𝑣 + 3𝑣 2 𝑣3
=> 𝑥 = −𝑣=−
𝑑𝑥 1 + 2𝑣 1 + 𝑣2
1 + 𝑣2 1
=> 𝑑𝑣 = − 𝑑𝑥
𝑣3 𝑥
1 1
=> ∫ (𝑣 −3 + ) 𝑑𝑣 = − ∫ 𝑑𝑥
𝑣 𝑥
𝑣 −2 1
=> + In𝑣 = −In𝑥 + In𝐶 => In𝑣 + In𝑥 + In𝐴 =
2 2𝑣 2
1
=> In(vxA) =
2𝑣 2
y 1 x 2
=> In ( xA) = ( )
𝑥 2 𝑦

1 x 2
=> In(yA) = ( )
2 𝑦
=> 2𝑦 2 In(yA) = 𝑥 2
Exercise
Solve the following differential equations:

𝑑𝑦 𝑑𝑦 𝑑𝑦
𝑎). (𝑥 − 𝑦) = 𝑥 + 𝑦; b). 2𝑥 2 = 𝑥2 + 𝑦2 𝑐). (𝑥 2 + 𝑥𝑦)
𝑑𝑥 𝑑𝑥 𝑑𝑥
= 𝑥𝑦 − 𝑦 2
𝑑𝑦 𝑥 2 +𝑦 2 𝑑𝑦 𝑦(𝑥−𝑦) 𝑑𝑦 𝑥−𝑦
𝑑). = ; e). = ; f). =
𝑑𝑥 𝑥𝑦 𝑑𝑥 𝑥2 𝑑𝑥 𝑥+𝑦

Answers

𝑦 2𝑥 𝑥
𝑎). 𝑡𝑎𝑛−1 = In [ 𝐴√𝑥 2 + 𝑦 2 ] ; b). = In𝑥 + 𝐶; 𝑐). 𝑥𝑦 = 𝐴 e𝑦
𝑥 𝑥−𝑦

𝑦 𝑥
𝑑). = √2In(𝐴𝑥 1/2); e). y = 𝑓). (𝑦 + 𝑥 )2 = 2 𝑥 2 + 𝐶
𝑥 In(A𝑥 )

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