TOPIC 3

LINEAR EQUATIONS

They are of the form

dy
+ Py = Q
dx
where P and Q are functions of x only.
A differential equation is said to be linear if the dependent variable and
its differential coefficient occur only in the first degree and are not multiplied
together.
Example
dy dy 2
dx
+ 2y = x is linear and ( dx ) + 2y = x is not linear since it is of degree
2.
Now
dy
+ P y = Q (1)
dx
multiplying equation (1) by u where u = u(x)

dy
u + P uy = Qu (2)
dx
d dy
but dx
(uy) = u dx + y du
dx

d du
⇒ (uy) + P uy − y = Qu
dx dx
d du
⇒ (uy) + (uP − )y = Qu
dx dx
Then put (uP − du
dx
) =0

du
⇒ = Pu
dx
du
⇒ = P dx
u

1
 ∫ ∫
du
⇒ = P dx + c
u
∫
hence ln u = P dx + c, making u the subject;
∫
eln u = e P dx+c

∫
P dx
u=e
∫
P dx
The function u = e is called an integrating factor (I.F), the equation
then reduces to
d
(uy) = Qu
dx
∫
⇒ uy = Qudx + c

where y is the solution of the equation.

Example
dy
(1 + x) dx − y = ex (1 + x)2
Solution

dy
+ Py = Q
dx
dy 1
− y = ex (1 + x)
dx (1 + x)
⇒ P = − (1+x)
1
and Q = ex (1 + x), which are functions of x only. Then we
find the integrating factor (I.F) u.

∫ ∫
= e−
dx
∴ I.F = e P dx x+1 = e− ln(1+x)
1 1
∴ u = eln 1+x =
1+x
Then solution is given by

∫
uy = Qudx + c

2
 1 1
= y = ex (1 + x)( )dx + c
1+x 1+x
∫
1
)y = ex dx + c
1+x
∫
1
)y = ex + c
1+x
⇒ y = (x + 1)ex + c(x + 1)

Assignment 3a
Find the general solution of the equations

(i) dy
dx
− x1 y = x2 + 2

dy
(ii) sin 2x dx + 2y sin2 x = 2 sin x

(iii) (1 − 2xe2y ) dx
dy
− e2y = 0

The Equations of Bernoulli

The differential equation
dy
+ P y = Qy n
dx
where n is any real number, is called bernoulli’s equation. For n ̸= 0 and
n ̸= 1, then dividing through by y n gives;
dy
y −n + P y 1−n = Q
dx
Then put y 1−n = z, where z is another variable, differentiating with respect
to x;
dy dz
(1 − n)y −n =
dx dx
dy 1 dz
⇒ y −n =
dx 1 − n dx
substituting for y −n dx
dy
, we have;
1 dz
= +P z = Q
1 − n dx

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 dz
⇒ + (1 − n)P z = Q(1 − n)
dx
Example
Solve
dy
x dx + y = x3 y 6
(Bernoulli differential equation) and standard Bernoulli differential equation
is given as
dy
+ P y = Qy n
dx
dy y
∴ + = x2 y 6
dx x
Divide through by y n i.e y 6 to obtain,

dy y −5
y −6 + = x2
dx x

Then put y −5 = z, differentiating z with respect to x;

dy dz
−5y −6 =
dx dx
dy 1 dz
⇒ y −6 =−
dx 5 dx
substituting for y −6 dx
dy
, gives;

1 dz z
− + = x2
5 dx x
dz 5
⇒ − z = −5x2
dx x
which is linear first order differential equation with variables in x and z.
we then find Integrating factor as
∫
e P dx
and P = − x5
∫ ∫ 1
∴ e− = e−5 = e−5 ln x = eln x5
5 dx
x
dx x

1
u=
x5

4
and solution is given as

∫
uz = Qudx + c
∫
1 1
5
z = −5x2 5 dx + c
x x
∫
1
z = −5 x−3 dx + c
x5
z 5
⇒ 5 = x−2 + c
x 2
But y −5 = z

y −5 5
5
= x−2 + c
x 2
Assignment 3b
Solve

dy
(i) dx
+ x1 y = xy 2

dy −4
(ii) x3 dx + x2 y = 2y 3

dy
(iii) 2x3 dx + 4x2 y = −5y 4

EXACT DIFFERENTIAL EQUATION

The differential equation M (x, y)dx + N (x, y)dy = 0 (1) is called EXACT
if there exist a function w(x, y)
such that dw(x.y) = M (x, y)dx + N (x, y)dy i.e if the left hand side of (1)
is an exact differential. A criteria to determine whether a given equation is
exact is contained in the following theorem;
The differential equation M (x, y)dx + N (x, y)dy = 0 is exact if and only
if
∂M ∂N
=
∂y ∂x

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 If (1) is the exact differential of the equation w(x, y) = c, we have

∂w ∂w
dw = dx + dy
∂x ∂y

= M (x, y)dx + N (x, y)dy

∂w
∫x
Then ∂x
dx = M (x, y)dx and w(x, y) = M (x, y)dx + ϕ(y)
∫x
where indicates that in the integrating y is to be treated as a constant
and ϕ(y) is the constant (with respect to x) of integration. Now
[∫ x ]
dw ∂ dϕ
= M (x, y)dx + = N (x, y)
dy ∂y dy

from which dϕ
dy
= ϕ′ (y) and hence ϕ(y) can be found.
Example 1
Solve 2xydx + (x2 − 1)dy = 0
Solution
Identify M (x, y) and N (x, y) as M (x, y) = 2xy and N (x, y) = (x2 − 1)
respectively.
Although the equation is separable it is also exact since

∂M ∂N
= 2x =
∂y ∂x

There exist a function f (x, y) such that

∂f
∂x
= M = 2xy and ∂f
∂y
= N = x2 − 1
∂f
Pick any one for instance if we pick the first one i.e. ∂x
= M = 2xy then
integrating we obtain
f (x, y) = x2 y + g(y)
Taking the partial derivatives of the last expression with respect to y and
setting the result equal to N (x, y), gives

∂f
= x2 + g ′ (y) = N (x, y) = x2 − 1
∂y

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It follows that g ′ (y) = −1 and g(y) = −y after integration.
The constant of integration need not be included in the preceding line since
the solution is f (x, y) = c. Some of the family of curves f (x, y) = x2 y+g(y) =
x2 y − y = c.
The solution of the equation is not f (x, y) = x2 y − y, rather it is f (x, y) = c
or f (x, y) = 0 if a constant is used in the integration of g ′ (y).
Example 2
Solve (e2y − y cos xy)dx + (2xe2y − x cos xy + 2y)dy = 0
Solution
Identify M (x, y) and N (x, y) as M (x, y) = (e2y − y cos xy) and N (x, y) =
(2xe2y − x cos xy + 2y) respectively.
The equation is neither separable nor homogeneous, but is exact since

∂M ∂N
= 2e2y + xy sin xy − cos xy =
∂y ∂x
∂f
Thus we know that there exist a function f (x, y) such that ∂x
= M (x.y) and
∂f
∂y
= N (x, y)
∂f
For variety we shall start with the assumption that ∂y
= N (x, y)
That is
∂f
= 2xe2y − x cos xy + 2y
∂y
∫ ∫ ∫
∴ f (x, y) = 2x e dy − x cos xydy + 2 ydy
2y

∫
Remember, the reason that x can come out in front of the symbol is that
in the integration with respect to y, x is treated as an ordinary constant. It
follows
f (x, y) = xe2y − sin xy + y 2 + h(x)

Differentiating

∂f
= e2y − y cos xy + h′ (x) = M (x, y)
∂x
7
 = e2y − y cos xy

So that h′ (x) = 0 and h(x) = c

we then write the solution as

xe2y − sin xy + y 2 + c = 0

Example 3
Solve 2y(y − 1)dx + x(2y − 1)dy = 0
Solution
The equation is not exact since if
M (x, y) = 2y(y − 1) and N (x, y) = x(2y − 1)
then ∂M
∂y
= 4y − 2 and ∂N
∂x
= 2y − 1
It is interesting to note that if we simply multiply the given equation by x,
we then obtain

2xy(y − 1)dx + x2 (2y − 1)dy = 0

so that M (x, y) = 2xy(y − 1) and N (x, y) = x2 (2y − 1)

and ∂M
∂y
= 4xy − 2x and ∂N
∂x
= 4xy − 2x
Since the new equation is exact we can use the above method of solution. It
is readily shown that x2 (y 2 − y) = c to satisfy the equation.
Assignment 3c
For exact differential equations;
solve

(i) (2y 2 + yexy )dx + (4xy + xexy + 2y)dy = 0

dy
(ii) y + ex + x dx =0

x y dy
(iii) x2 +y 2
+ x2 +y 2 dx
=0

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 1 dy
(iv) x
+ y + (3y 2 + x) dx =0

(v) cos 4y 2 dx − 8xy sin 4y 2 dy = 0