DEFINITION AND TERMINOLOGY Definition of Differential

Equations
DEFINITION OF DIFFERENTIAL EQUATIONS

An equation containing the derivatives of one or more dependent variables,

with respect to one or more independent variables, is said to be a differential
equation (DE).
If an equation contains only ordinary derivatives of one or more dependent
variables with respect to a single independent variable it is said to be an
ordinary differential equation (ODE). For example,

𝑑𝑦 𝑑2 𝑦 𝑑𝑦 𝑑𝑥 𝑑𝑦
+ 5𝑦 = 𝑥 2𝑒 𝑥 , − + 3𝑦 = 0, + − 4𝑦 = 2𝑥 − 3𝑦
𝑑𝑥 𝑑𝑥 2 𝑑𝑥 𝑑𝑡 𝑑𝑡

are ordinary differential equations.

DEFINITION OF PARTIAL DIFFERENTIAL EQUATIONS
An equation involving partial derivatives of one or more
dependent variables of two or more independent variables is
called a partial differential equation (PDE). For example,

𝜕2 𝑢 𝜕2 𝑢 𝜕2 𝑢 𝜕2 𝑢 𝜕𝑢 𝜕𝑢 𝜕𝑣
+ = 0, = + 3 , =
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑥 2 𝜕𝑡 2 𝜕𝑡 𝜕𝑦 𝜕𝑡

are partial differential equations.

DEFINITION AND TERMINOLOGY
Ordinary derivatives
2 3
will𝑛 be written by using either the Leibnitz
𝑑𝑦 𝑑 𝑦 𝑑 𝑦 𝑑 𝑦
notation , 2 , 3 , … , 𝑛 or the prime notation 𝑦 ′ , 𝑦 ′ ′ , 𝑦 ′ ′ ′ , … , 𝑦 (𝑛) .
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥
By using the latter notation as follows

𝑦′ + 5𝑦 = 𝑥 2 𝑒 𝑥 , 𝑦′′ − 𝑦′ + 3𝑦 = 0.
The Leibnitz notation has an advantage over the prime notation in
that it clearly displays both the dependent and independent
variables. For Example, in the equation

𝑑2 𝑥 𝑑𝑥
−6 − 7𝑦 = 0
𝑑𝑡 2 𝑑𝑡
NEWTON’S DOT NOTATION
Newton’s dot notation is sometimes used to denote derivative with
respect to time. Hence, the differential equation
𝑑2 𝑠 𝑑𝑠
+ + 3𝑠 = 0 becomes 𝑠ሷ + 𝑠ሶ + 3𝑠 = 0.
𝑑𝑡 2 𝑑𝑡

Also, partial derivatives are often denoted by a subscript notation indicating

the independent variables. For example, let 𝑈 = 𝑈(𝑥, 𝑦) and be second order
partial differentiable function, then we have

𝑈𝑥𝑥 + 𝑈𝑦𝑦 = 4 𝑈𝑥𝑦 + 𝑈𝑦 + 𝑈𝑥

second order partial differential equation.
CLASSIFICATION BY ORDER
The order of an ordinary differential equation or partial differential
equation is the order of the highest derivative in the equation. For
example,

𝑑2𝑦 𝑑𝑦 4
−5 + 4𝑦 = sin(𝑥)
𝑑𝑥 2 𝑑𝑥

is a second-order ordinary differential equation. First order ordinary

differential equation are occasionally written in differential form
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
CLASSIFICATION BY ORDER CONTINUES
nth order ordinary differential equation are occasionally written
in differential form
′
𝐹 𝑡, 𝑦, 𝑦 , 𝑦 , … , 𝑦 (𝑛)
′ ′ = 0.

For example,
𝑦 ′′′ + 2𝑒 2𝑡 𝑦 ′′ + 3𝑦𝑦 ′ = cos(𝑡)

is a third order differential equation for 𝑦 = 𝑢 𝑡 .

CLASSIFICATION BY ORDER CONTINUES
In special case, we have nth order ordinary differential
equation are occasionally written in differential form
𝑦 (𝑛) = 𝑓 𝑡, 𝑦, 𝑦 ′ , 𝑦 ′′ , … , 𝑦 (𝑛−1) .
For example,
(𝑦 ′ )2 + 2𝑡𝑦 ′ + 𝑦 = 0

is a first order, second degree and nonlinear

differential equation for 𝑦′ = 𝑢 𝑡, 𝑦 .
CLASSIFICATION BY LINEAR AND NONLINEAR EQUATIONS
The ordinary differential equation
𝐹 𝑡, 𝑦, 𝑦 ′ , 𝑦 ′ ′, … , 𝑦 (𝑛) = 0.
is said to be linear if 𝐹 is a linear function of the variables
𝑦, 𝑦 ′ , 𝑦 ′ ′, … , 𝑦 (𝑛) , a similar definition applies to partial differential
equations as well. Thus, the general linear ordinary differential
equation of order 𝑛 is
𝑎0 𝑡 𝑦 𝑛 + 𝑎1 𝑡 𝑦 𝑛−1 + ⋯ + 𝑎𝑛−1 𝑡 𝑦 ′ + 𝑎𝑛 (𝑡)𝑦 = 𝑔(𝑡)
An equation that is not linear then is said to be nonlinear
differential equation. For example,
(𝑦 ′ ′)3 − 2𝑡𝑦 ′ + 𝑦 = 𝑎𝑟𝑐𝑡𝑎𝑛(𝑡)
is a ‘second order, nonlinear since it’s third degree, and
nonhomogeneous since 𝑎𝑟𝑐𝑡𝑎𝑛(𝑡) right hand side is not zero’
differential equation.
EXAMPLE OF NONLINEAR AND LINEAR DIFF. EQS.
For example,
𝑑2 𝑦
+ 𝛼𝑠𝑖𝑛𝑦 = 0
𝑑𝑥 2

is a second order nonlinear differential equation. However;

𝑑2𝑦
2
+ 𝛼𝑦 = 0
𝑑𝑥
is a second order linear differential equation where 𝛼 is a
constant.
SOLUTION OF DIFFERENTIAL EQUATIONS
A solution of the ordinary differential equation on the
interval 𝛾 < 𝑡 < 𝛽 is a function 𝑦 = φ(𝑡) such that
φ′ , φ′′ , … , φ(𝑛−1) exist and satisfy
𝑦 (𝑛) = 𝑓 𝑡, 𝑦, 𝑦 ′ , 𝑦 ′′ , … , 𝑦 (𝑛−1)
for every t in 𝛾 < 𝑡 < 𝛽 . For example, the differential
𝑑𝑦
equation − 𝑦 = −25 has a solution
𝑑𝑥
𝑦 = 𝑐𝑒 𝑡 + 25.
SOLUTION OF DIFFERENTIAL EQUATIONS
𝑑2 𝑦
For example, the differential equation + 4𝑦 = 0
𝑑𝑥 2
has a solution
𝑦1 𝑡 = cos 2𝑡 , 𝑦1′ 𝑡 = −2sin 2𝑡 , 𝑦1 ′′ 𝑡 = −4cos 2𝑡
since 𝑦1′′ (𝑡) + 4𝑦1 𝑡 = −4cos 2𝑡 + 4 cos 2𝑡 = 0.
Similarly,
𝑦2 𝑡 = 𝑠𝑖𝑛 2𝑡 , 𝑦2′ 𝑡 = 2cos 2𝑡 , 𝑦2 ′′ 𝑡 = −4sin 2𝑡
since 𝑦2′′ (𝑡) + 4𝑦2 𝑡 = −4sin 2𝑡 + 4 𝑠𝑖𝑛 2𝑡 = 0.
GENERAL SOLUTION OF DIFFERENTIAL EQUATIONS
𝑑2 𝑦
For example, the differential equation + 4𝑦 = 0 has a solution
𝑑𝑥 2
for 𝑐1 and 𝑐2 arbitrary real constants.
𝑦1 𝑡 = 𝑐1 cos 2𝑡 , 𝑦1′ 𝑡 = −2𝑐1 sin 2𝑡 , 𝑦1 ′′ 𝑡 = −4𝑐1 cos 2𝑡
since 𝑦1′′ (𝑡) + 4 𝑦1 𝑡 = −4𝑐1 cos 2𝑡 + 4 𝑐1 cos 2𝑡 = 0.
Similarly,
𝑦2 𝑡 = 𝑐2 𝑠𝑖𝑛 2𝑡 , 𝑦2′ 𝑡 = 2𝑐2 cos 2𝑡 , 𝑦2 ′′ 𝑡 = −4𝑐2 sin 2𝑡
since 𝑦2′′ 𝑡 + 4𝑦2 𝑡 = −4𝑐2 sin 2𝑡 + 4 𝑐2 𝑠𝑖𝑛 2𝑡 = 0.
Hence, 𝑦 𝑡 = 𝑐1 cos 2𝑡 + 𝑐2 𝑠𝑖𝑛 2𝑡 is said to be general solution
𝑑2 𝑦
of the differential equation; + 4𝑦 = 0.
𝑑𝑥 2
SEPARABLE DIFFERENTIAL EQUATIONS
If the differential equation is in the form of
𝑑𝑦
= 𝑓 𝑥, 𝑦 𝑜𝑟 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0; 𝑚𝑜𝑟𝑒𝑜𝑣𝑒𝑟
𝑑𝑥

𝑀 𝑥, 𝑦 = 𝑀 𝑥 , 𝑁 𝑥, 𝑦 = 𝑁 𝑦 , 𝑡ℎ𝑒𝑛
𝑀 𝑥 𝑑𝑥 + 𝑁 𝑦 𝑑𝑦 = 0
is said to be separable differential equation. Then, we integrate
both side to get the solution of separable differential equation
as follows
‫ 𝑥𝑑 𝑥 𝑀 ׬‬+ ‫ 𝐶 = 𝑦𝑑 𝑦 𝑁 ׬‬, 𝐻1 𝑥 + 𝐻2 𝑦 = 𝐶
where 𝐻1 𝑥 = ‫ 𝑥𝑑 𝑥 𝑀 ׬‬and 𝐻2 𝑦 = ‫𝑦𝑑 𝑦 𝑁 ׬‬, 𝐶 is a constant of
integration.
SEPARABLE DIFFERENTIAL EQUATIONS: EXAMPLE 1
Find the general solution of the given nonlinear differential
equation
2 𝑑𝑦 1
2𝑦 + 3 𝑥 − sin 𝑦2 − 1 = 0
𝑑𝑥 𝑥

We have the separable differential equation is in the form of

2𝑦+3 1 1 2𝑦 1 1 1
𝑑𝑦 − sin 𝑑𝑥 = 0 or 𝑑𝑦 + 3 2 𝑑𝑦 − sin 𝑑𝑥 = 0
𝑦 2 −1 𝑥 𝑥2 𝑦 2 −1 𝑦 −1 𝑥 𝑥2
1 𝐴 𝐵
since = + or 1 = 𝐴 𝑦 + 1 + 𝐵(𝑦 − 1).
𝑦 2 −1 𝑦−1 𝑦+1
1 1
For 𝑦 = 1, then 𝐴 = . For 𝑦 = −1, then 𝐵 = − .
2 2
SEPARABLE DIFFERENTIAL EQUATIONS: EXAMPLE 1
and integrating with respect to 𝑦 and 𝑢, then we obtain

2𝑦 3 1 1
න 2 𝑑𝑦 + න − 𝑑𝑦 + න sin(𝑢) 𝑑𝑢 = 𝐶
𝑦 −1 2 𝑦−1 𝑦+1

1 1
By the substitution, 𝑢 = and 𝑑𝑢 = − 𝑑𝑥.
𝑥 𝑥2

2
3 𝑦−1 1
ln 𝑦 − 1 + 𝑙𝑛 − cos =𝐶
2 𝑦+1 𝑥

the integral curves or the closed form or implicit form of the solution of the
differential equation where 𝐶 is the constant of integration.
SEPARABLE DIFFERENTIAL EQUATIONS: EXAMPLE 2
Find the general solution of the given nonlinear differential
equation

𝑑𝑦 2𝑥 1 + 𝑦2
=
𝑑𝑥 2𝑦 + 1 𝑒 −𝑥 2
We have the separable differential equation is in the form of
𝑑𝑦 2𝑥 1+𝑦 2
= 2 ;
𝑑𝑥 𝑒 −𝑥 2𝑦+1
2𝑦+1 𝑥 2 2𝑦 1 𝑥 2
𝑑𝑦 = 2𝑥𝑒 𝑑𝑥 and 𝑑𝑦 + 𝑑𝑦 = 2𝑥𝑒 𝑑𝑥
1+𝑦 2 1+𝑦 2 1+𝑦 2
SEPARABLE DIFFERENTIAL EQUATIONS: EXAMPLE 2
2𝑦 1 𝑥 2 𝑑𝑥
𝑑𝑦 + 𝑑𝑦 = 2𝑥𝑒
1 + 𝑦2 1 + 𝑦2

and integrating both sides with respect to 𝑦 and 𝑥, then we obtain

2𝑦 1 𝑥 2
‫ ׬‬1+𝑦2 𝑑𝑦 +‫׬‬
1+𝑦 2
𝑑𝑦 =‫׬‬ 2𝑥𝑒 𝑑𝑥
2
ln 1 + 𝑦2 + arctan 𝑦 = 𝑒 𝑥 +𝐶

the integral curves or implicit form of the solution of the

differential equation where 𝐶 is the constant of integration, any
real number.
HOMOGENEOUS DIFFERENTIAL EQUATIONS
If the differential equation is in the form of
𝑑𝑦 𝑦
= 𝑓 𝑥, 𝑦 = 𝐹
𝑑𝑥 𝑥

or if we let 𝑦 = 𝑢𝑥 in 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0,
𝑀 𝑥, 𝑢𝑥 𝑑𝑥 + 𝑁 𝑥, 𝑢𝑥 𝑑𝑦 = 𝑥 𝛼 𝑀 1, 𝑢 𝑑𝑥 + 𝑁 1, 𝑢 𝑑𝑦 = 0

is said to be homogeneous diff. eq. or homogeneous dif. eq. with the degree of α.
𝑦
Then the substitution = 𝑢 𝑜𝑟 𝑦 = 𝑢. 𝑥, transform homogeneous
𝑥
differential equation into separable differential equation.
HOMOGENEOUS DIFFERENTIAL EQUATIONS
Let us consider homogeneous differential equation and use 𝑦 = 𝑢𝑥
𝑑𝑦 𝑦
=𝐹
𝑑𝑥 𝑥
𝑑𝑦
= 𝑢 + 𝑢′ 𝑥. 𝑢 + 𝑢′ 𝑥= 𝐹 𝑢 in fact, it is separable differential equation
𝑑𝑥
𝑑𝑢 𝑑𝑥
𝑢′ 𝑥= 𝐹 𝑢 − 𝑢 or =
𝐹 𝑢 −𝑢 𝑥

Integrating both sides with respect to 𝑢 and 𝑥 , we get

𝑑𝑢 𝑑𝑥 𝑑𝑢
‫ 𝑢 𝐹 ׬‬−𝑢 = ‫𝑥 ׬‬ = 𝑙𝑛 𝐶𝑥 or 𝐶𝑥 = exp(‫׬‬ )
𝐹 𝑢 −𝑢
𝑦
and by the back substituting = 𝑢 𝑜𝑟 𝑦 = 𝑢. 𝑥, then we obtain the
𝑥
solution of homogeneous differential equation.
HOMOGENEOUS DIFFERENTIAL EQUATIONS: EXAMPLE 3
Use an appropriate substitution to solve the given differential
equation subject to the indicated initial condition
𝑑𝑦
𝑥 − 𝑦 = 𝑦𝑙𝑛 𝑦 − 𝑦𝑙𝑛 𝑥 , 𝑦 1 =𝑒
𝑑𝑥
𝑑𝑦 𝑦 𝑑𝑦 𝑦 𝑦 𝑦 𝑦
Setting 𝑥 =𝑦 + 𝑦𝑙𝑛 or = + 𝑙𝑛 =𝐹 .
𝑑𝑥 𝑥 𝑑𝑥 𝑥 𝑥 𝑥 𝑥
Therefore, the differential equation is homogeneous, by using the
substitution 𝑦 𝑥 = 𝑥𝑢 transform the differential equation to separable
𝑑𝑦 𝑑𝑢
differential equation. Then, = 𝑥 + 𝑢 and the differential equation
𝑑𝑥 𝑑𝑥
𝑑𝑦 𝑦 𝑦 𝑦 𝑦
= + 𝑙𝑛 =𝐹 is equivalent to the differential equation
𝑑𝑥 𝑥 𝑥 𝑥 𝑥
𝑑𝑢
𝑥 + 𝑢 = 𝑢 + 𝑢𝑙𝑛𝑢
𝑑𝑥
HOMOGENEOUS DIFFERENTIAL EQUATIONS: EXAMPLE 3
𝑑𝑢 𝑑𝑢 𝑑𝑥
Therefore, we have 𝑥 = 𝑢𝑙𝑛𝑢 or = .
𝑑𝑥 𝑢𝑙𝑛𝑢 𝑥
Integrating both sides with respect to u and x, respectively. We obtain
the general solution
𝑙𝑛 𝑙𝑛𝑢 = 𝑙𝑛 𝑥 + 𝑙𝑛𝐶 = 𝑙𝑛 𝐶𝑥
where 𝐶 is a constant of integration, any real number.
𝑙𝑛𝑢 = 𝐶𝑥 or 𝑢 = 𝑒 𝐶𝑥 , 𝑦 = 𝑥𝑒 𝐶𝑥
Imposing the initial condition 𝑦 1 = 𝑒, we obtain 𝑒 = 𝑒 𝐶 𝑜𝑟 𝐶 = 1.
Hence; the solution of the initial value problem is then
𝑦 = 𝑥𝑒 𝑥 .
HOMOGENEOUS DIFFERENTIAL EQUATIONS: EXAMPLE 4
Use an appropriate substitution to solve the given differential
equation subject to the indicated initial condition
𝑑𝑦 𝑥2 − 𝑦
𝑥 −𝑦 = 𝑒 𝑥, 𝑦 1 = 2.
𝑑𝑥 𝑦
𝑑𝑦 𝑥2 − 𝑦 𝑑𝑦 𝑦 𝑥 − 𝑦 𝑦
Setting 𝑥 =𝑦+ 𝑒 𝑥 or = + 𝑒 𝑥 =𝐹 .
𝑑𝑥 𝑦 𝑑𝑥 𝑥 𝑦 𝑥

Therefore, the differential equation is homogeneous, by using the

substitution 𝑦 𝑥 = 𝑥𝑢 that is transform the differential equation into
separable differential equation.
𝑑𝑦 𝑑𝑢 𝑑𝑦 𝑦 𝑥 − 𝑦
= 𝑥 + 𝑢 and the differential equation = + 𝑒 𝑥 is equivalent to
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑥 𝑦
the following differential equation
𝑑𝑢 1
𝑥 + 𝑢 = 𝑢 + 𝑒− 𝑢
𝑑𝑥 𝑢
HOMOGENEOUS DIFFERENTIAL EQUATIONS: EXAMPLE 4
𝑑𝑢 1 −𝑢 𝑑𝑥
Therefore, we have 𝑥 = 𝑒 or 𝑢𝑒 𝑢 𝑑𝑢 =
𝑑𝑥 𝑢 𝑥
Integrating both sides with respect to u and x; respectively. We obtain
the general solution
(𝑢 − 1)𝑒 𝑢 = 𝑙𝑛 𝑥 + 𝑙𝑛𝐶 = 𝑙𝑛𝐶𝑥
where 𝐶 is a constant of integration, any real number,
𝑦
𝑦
(𝑢 − 1)𝑒 𝑢 = 𝑙𝑛(𝐶𝑥) or ( − 1)𝑒 𝑥 = 𝑙𝑛(𝐶𝑥),
𝑥
𝑦
(𝑦 − 𝑥)𝑒 = 𝑥𝑙𝑛(𝐶𝑥) and imposing the initial condition 𝑦 1 = 2 . It
𝑥

means that 𝑥 = 1 𝑎𝑛𝑑 𝑦 = 2; 𝑖. 𝑒; 1. 𝑒 2 = 𝑙𝑛(𝐶) , we obtain 𝐶 = exp(𝑒 2 ).

Hence, the solution of the initial value problem is then
𝑦
𝑦−𝑥 𝑒 𝑥 = 𝑥[𝑙𝑛 𝑥 + 𝑒 2 ].
SUBSTITUTION METHODS
A differential equation of the form
𝑑𝑦
= 𝑓 𝐴𝑥 + 𝐵𝑦 + 𝐶
𝑑𝑥

transforming it into another differential equation by means of a

substitution 𝑢 = 𝐴𝑥 + 𝐵𝑦 + 𝐶, 𝐵 ≠ 0.
For Example, find the solution of initial value problem
𝑑𝑦 2
= −4𝑥 + 𝑦 − 1 + 5, 𝑦 0 = 1
𝑑𝑥
𝑑𝑢 𝑑𝑦
Then by the substitution 𝑢 = −4𝑥 + 𝑦 − 1, = −4 + , gives us
𝑑𝑥 𝑑𝑥
𝑑𝑢 𝑑𝑢
+4= 𝑢2 + 5 or = 𝑢2 +1
𝑑𝑥 𝑑𝑥
SUBSTITUTION METHODS
𝑑𝑢 𝑑𝑢
= 𝑢2 +1 separable differential equation that is = 𝑑𝑥
𝑑𝑥 𝑢2 +1

arctan 𝑢 = 𝑥 + 𝐶 𝑜𝑟 𝑢 = tan(𝑥 + 𝐶)
By back substitution 𝑢 = −4𝑥 + 𝑦 − 1 we obtain,
𝑦 = 4𝑥 + tan 𝑥 + 𝐶 + 1
Impossing the initial condition 𝑦 0 = 1, we get 0 = tan(𝐶) and 𝐶 = 0.
Hence, the solution of initial value problem is
𝑦 = 4𝑥 + tan 𝑥 + 1.
LINEAR DIFFERENTIAL EQUATIONS
If the differential equation is in the form of
𝑑𝑦
+ 𝑝 𝑥 𝑦 = 𝑞 𝑥 with the initial condition 𝑦 𝑥0 = 𝑦0 ,
𝑑𝑥

then it is said to be linear differential equation in 𝑦.

The differential equation neither separable nor homogeneous,
we can not integrate both side to get the solution of differential
equation.
However, if we multiply both sides the integrating factor which
is make the diffeerential equation ready to integrate possible.
Thus, there exist such an integrating factor such that 𝜆 = 𝜆 𝑥
for the linear differential equation as follows
LINEAR DIFFERENTIAL EQUATIONS
𝑑 𝑑𝑦
[𝑦𝜆 𝑥 ] = 𝜆 𝑥 +𝜆 𝑥 𝑝 𝑥 𝑦
𝑑𝑥 𝑑𝑥
𝑑𝑦 𝑑𝜆 𝑥 𝑑𝑦
𝜆 𝑥 +𝑦 =𝜆 𝑥 +𝜆 𝑥 𝑝 𝑥 𝑦
𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑑𝜆 𝑥 𝑑𝜆 𝑥
𝑦 = 𝜆 𝑥 𝑝 𝑥 𝑦 or = 𝜆 𝑥 𝑝 𝑥 / Seperable Eqs
𝑑𝑥 𝑑𝑥

𝑑𝜆 𝑥 𝑑𝜆 𝑥
= 𝑝 𝑥 𝑑𝑥 or ‫׬‬ = ‫𝑥𝑑 𝑥 𝑝 ׬‬
𝜆 𝑥 𝜆 𝑥

Integrating both sides, ln 𝜆 𝑥 = ‫ 𝑥𝑑 𝑥 𝑝 ׬‬or 𝜆 𝑥 =exp[‫]𝑥𝑑 𝑥 𝑝 ׬‬

 LINEAR DIFFERENTIAL EQUATIONS
If we multiply the differential equation both sides by 𝐼𝐹 = 𝜆 𝑥 =exp[‫]𝑥𝑑 𝑥 𝑝 ׬‬
𝑑
[𝑦exp[ න 𝑝 𝑥 𝑑𝑥 ]] = q(x)exp[ න 𝑝 𝑥 𝑑𝑥 ]
𝑑𝑥
Integrating both sides, we get
𝑦exp[ ‫ ׬ = ] 𝑥𝑑 𝑥 𝑝 ׬‬q(x)exp[ ‫ ׬‬p x dx ]dx +C
𝑦 = exp[ − ‫ ׬{] 𝑥𝑑 𝑥 𝑝 ׬‬q(x)exp[ ‫] 𝑥𝑑 𝑥 𝑝 ׬‬dx +C} or
𝑥 𝑥 𝑥
𝑦 = exp[ − ‫𝑝 𝑥׬‬ 𝑥 𝑑𝑥 {‫ 𝑥׬‬q(x)exp[ ‫𝑝 𝑥׬‬ 𝑥 𝑑𝑥 ]dx + 𝐶}
0 0 0

Applying the initial condition 𝑦 𝑥0 = 𝑦0 , we get 𝐶 = 𝑦0 . Thus the solution of

initial value problem is
𝑥 𝑥 𝑥
𝑦 = exp[ − ‫ ׬{ 𝑥𝑑 𝑥 𝑝 ׬‬q(x)exp[ ‫] 𝑥𝑑 𝑥 𝑝 ׬‬dx + 𝑦0 }
LINEAR DIFFERENTIAL EQUATIONS: EXAMPLE
Find the solution of initial value problem as follows
5
𝑑𝑦
𝑥 = (𝑥 − 1)𝑦 + 4𝑥 3 𝑒 𝑥 , 𝑦 1 =0
𝑑𝑥
We have
𝑑𝑦 𝑑𝑦 1
𝑥 + 𝑦 1 − 𝑥 = 4𝑥 3 𝑒 𝑥 𝑜𝑟 + − 1 𝑦 = 4𝑥 2 𝑒 𝑥
𝑑𝑥 𝑑𝑥 𝑥
1
which is linear nonhomogeneous differential equation in 𝑦 since 𝑝 𝑥 = − 1,
𝑥
𝑞 𝑥 = 4𝑥 2 𝑒 𝑥 and integrating factor is
1
𝜇 𝑥 = 𝑒𝑥𝑝 ‫𝑝𝑥𝑒 = 𝑥𝑑 𝑥 𝑝 ׬‬ ‫𝑥(׬‬ − 1)𝑑𝑥 = 𝑒𝑥𝑝 𝑙𝑛𝑥 − 𝑥 = 𝑥𝑒 −𝑥 .

𝑑
Hence, 𝑥𝑒 −𝑥 𝑦(𝑥) = 4𝑥 3 𝑜𝑟 𝑑 𝑥𝑒 −𝑥 𝑦(𝑥) = 4𝑥 3 𝑑𝑥.
𝑑𝑥
LINEAR DIFFERENTIAL EQUATIONS: EXAMPLE 5
Integrating both sides with respect to x, we have
‫ 𝑒𝑥 𝑑 ׬‬−𝑥 𝑦(𝑥) = ‫ ׬‬4𝑥 3 𝑑𝑥 and 𝑥 𝑒 −𝑥 𝑦 𝑥 = 𝑥 4 + 𝐶 or

𝑥 4 +𝐶
𝑦 𝑥 = 𝑒𝑥
𝑥

where 𝐶 is a constant of integration. By imposing the initial condition 𝑦 1 =

1+𝐶
0 we have 𝑒 1 = 0 where 𝑥 = 1 𝑎𝑛𝑑 𝑦 = 0. Hence 𝐶 = −1 and the solution
1
of the initial value problem is
𝑥 4 −1
𝑦= 𝑦 𝑥 = 𝑒𝑥 .
𝑥
LINEAR DIFFERENTIAL EQUATIONS: EXAMPLE 6
Find the solution of initial value problem of
2
𝑑𝑦
𝑥 + 𝑥𝑦 = 3𝑥 3 , 𝑦 1 = 1 𝑓𝑜𝑟 𝑥 > 0
𝑑𝑥
It is linear nonhomogeneous differential equation its standart form is as
follows
𝑑𝑦 1
+ 𝑦 = 3𝑥
𝑑𝑥 𝑥
1
by using integrating factor 𝜆 𝑥 = 𝑒𝑥𝑝(‫𝑥 = )𝑥𝑑 ׬‬,
𝑥

𝑑 𝑥𝑦 𝐶
= 3𝑥 2 , 𝑥𝑦 = 𝑥3 + 𝐶 or 𝑦 𝑥 = 𝑥2 + then 𝐶 = 0, 𝑦 𝑥 = 𝑥 2 𝑠𝑖𝑛𝑐𝑒 𝑦 1 = 1.
𝑑𝑥 𝑥
BERNOULLI’S DIFFERENTIAL EQUATIONS
If the differential equation is in the form of
𝑑𝑦
+ 𝑝 𝑥 𝑦 = 𝑞 𝑥 𝑦𝑛
𝑑𝑥

then it is said to be Bernoulli’s differential equation in 𝑦. The

differential equation neither separable, homogeneous nor linear
differential equation for 𝑛 ≠ 0,1.
If 𝑛 = 0, then the differential equation is linear differential
equation. If 𝑛 =1, then the differential equation is seperable
differential equation.
However, if we multiply both sides by 𝑦 −𝑛 and by using the
substitution 𝑢 = 𝑦1−𝑛 , then we get the linear differential
equation in 𝑢.
BERNOULLI’S DIFFERENTIAL EQUATIONS
We obtain the differential equation is
𝑑𝑦
𝑦 −𝑛 + 𝑝 𝑥 𝑦1−𝑛 = 𝑞 𝑥
𝑑𝑥

then by using the substitution u = 𝑦1−𝑛 , differentiatig both

sides and by using chain rule, we have 𝑢′ = 1 − 𝑛 𝑦 −𝑛 𝑦′
1
𝑢′ +𝑝 𝑥 𝑢 =𝑞 𝑥
1−𝑛
𝑢′ + (1 − 𝑛)𝑝 𝑥 𝑢 = (1 − 𝑛)𝑞 𝑥
𝑢′ + 𝑃 𝑥 𝑢 = 𝑄 𝑥
then we get the linear differential equation in 𝑢 where 𝑃 𝑥 =
(1 − 𝑛)𝑝 𝑥 and 𝑄 𝑥 = (1 − 𝑛)𝑞 𝑥
BERNOULLI’S EQUATIONS: EXAMPLE 7
Find the solution of nonlinear differential equation
𝑑𝑦
𝑥 + 𝑦 = 3𝑥 2 𝑦 − 3
𝑑𝑥

The differential equation is Bernoulli’s equation since

𝑑𝑦 1
+ 𝑦 = 3𝑥𝑦 − 3
𝑑𝑥 𝑥
1
𝑝 𝑥 = , 𝑞 𝑥 = 3𝑥 𝑎𝑛𝑑 𝑛 = −3. Then by using the substitution
𝑥
u= 𝑦 1−𝑛= 𝑦 4 , differentiating both sides and by using chain rule
we have 𝑢′ = 4𝑦 3 𝑦′
BERNOULLI’S EQUATIONS: EXAMPLE 7
𝑑𝑦 1 4 1 1
𝑦 3 + 𝑦 = 3𝑥 or 𝑢′ + 𝑢 = 3𝑥
𝑑𝑥 𝑥 4 𝑥
𝑑𝑢 4
+ 𝑢 = 12𝑥
𝑑𝑥 𝑥
then we get the linear differential equation in 𝑢. Integrating factor is
4
𝜇 𝑥 = 𝑒𝑥𝑝 ‫ 𝑥 = 𝑥𝑑 ׬ 𝑝𝑥𝑒 = 𝑥𝑑 𝑥 𝑝 ׬‬4 .
𝑥
𝑑
Hence 𝑥 4 𝑢(𝑥) = 12𝑥 5 𝑜𝑟 𝑑 𝑥 4 𝑢(𝑥) = 12𝑥 5 𝑑𝑥.
𝑑𝑥
Integrating both sides, we have
‫ 𝑥 𝑑 ׬‬4 𝑢(𝑥) = ‫ ׬‬12𝑥 5 𝑑𝑥 and 𝑥 4 𝑢(𝑥) = 2𝑥 6 + 𝐶 or u 𝑥 = 2𝑥 2 + 𝐶 𝑥 −4 .
1
𝑢 = 𝑦 4 𝑜𝑟 𝑦 4 = 2𝑥 2 + 𝐶 𝑥 −4 or 𝑦 = ± 2𝑥 2 + 𝐶 𝑥 −4 4
LINEAR DIFFERENTIAL EQUATIONS WITH
DISCONTINIOUS COEFFICIENTS
If the differential equation is in the form of
𝑑𝑦
+𝑝 𝑥 𝑦 =𝑞 𝑥
𝑑𝑥

and the coefficients may have discontinuity at 𝑥0 , then we can solve two differential
equations for 𝑥 > 𝑥0 and 𝑥0 < 𝑥 such that the solution is continious at that point.
It means that limit must be exist and equal to funtion at that value
lim 𝑦 𝑥 = 𝑦 (x0 ).
𝑥→±𝑥0
 LINEAR DIFFERENTIAL EQUATIONS WITH
DISCONTINIOUS COEFFICIENTS: EXAMPLE 8
Find a continuous solution satisfying the given differential equation and
the indicated initial condition.

𝑑𝑦 1 0, 0<𝑡≤1
+ 𝑝(𝑡)𝑦 = , 𝑦 1 = 2 𝑤ℎ𝑒𝑟𝑒 𝑝 𝑡 = ൝ 1
𝑑𝑡 𝑡 , 𝑡>1
𝑡

For 0 < 𝑡 ≤ 1, we have linear nonhomogeneous initial value problem

𝑑𝑦 1
= , 𝑦 1 = 2.
𝑑𝑡 𝑡
1
which is exact. Then 𝑑 𝑦(𝑡) = 𝑑𝑡 integrating both
sides, we have 𝑦 𝑡 =
𝑡
𝑙𝑛𝑡 + 𝐶. Imposing the initial condition, we get 𝐶 = 2. Thus, we obtain the
solution of initial value problem is 𝑦 𝑡 = 𝑙𝑛𝑡 + 2, for 0 < 𝑡 ≤ 1.
 LINEAR DIFFERENTIAL EQUATIONS WITH
DISCONTINIOUS COEFFICIENTS: EXAMPLE 8
For 𝑡 > 1, we have linear nonhomogeneous initial value problem
𝑑𝑦
𝑡 +𝑦 =1
𝑑𝑡
𝑑
which is exact. Then 𝑡𝑦(𝑡) = 1 or 𝑑 𝑡𝑦(𝑡) = 𝑑𝑡 integrating both sides we
𝑑𝑡
have
𝐷
𝑡𝑦 𝑡 = 𝑡 + 𝐷 or 𝑦 𝑡 = 1 + .
𝑡

Imposing the condition of continuous solution, from first solution we get

𝐷
𝑦 1 = 2 and 2 = limt→1+ 1+ .
𝑡
 LINEAR DIFFERENTIAL EQUATIONS WITH
DISCONTINIOUS COEFFICIENTS: EXAMPLE 8
Thus, 𝐷 = 1 and we obtain the solution of initial value problem is
1
𝑦 𝑡 =1 + for 𝑡 > 1.
𝑡
Finally, we obtain the continuous solution of initial value problem is in the
form that
𝑙𝑛𝑡 + 2, 0<𝑡≤1
𝑦 𝑡 =ቐ 1 .
1+ , 𝑡>1
𝑡
RICATTI’S DIFFERENTIAL EQUATIONS
If the differential equation is in the form of
𝑑𝑦
= 𝑃 𝑥 + 𝑄 𝑥 𝑦 + 𝑅(𝑥) 𝑦 2
𝑑𝑥

then it is said to be Ricatti’s differential equation in 𝑦 . The

differential equation neither separable, homogeneous, linear nor
Bernoulli’s differential equation.
If 𝑦1 𝑥 is a particular solution of the Ricatti’s differential equation it
means that it satisfies the equation

𝑑𝑦1
= 𝑃 𝑥 + 𝑄 𝑥 𝑦1 + 𝑅(𝑥) 𝑦1 2
𝑑𝑥
RICATTI’S DIFFERENTIAL EQUATIONS
Then the substitution 𝑦 = 𝑦1 𝑥 + 𝑣 −1 transform Ricatti’s
differential equation into linear differential equation is in 𝑣 =
𝑣 𝑥 . Taking the derivative both sides we have
𝑑𝑦
= 𝑦 1′ 𝑥 −𝑣 −2 𝑣 ′
𝑑𝑥

Substituting into the differential equation

𝑑𝑦
= 𝑃 𝑥 + 𝑄 𝑥 𝑦 + 𝑅(𝑥) 𝑦 2
𝑑𝑥

𝑦 1′ 𝑥 −𝑣 −2 𝑣 ′ = 𝑃 𝑥 + 𝑄 𝑥 [𝑦1 𝑥 + 𝑣 −1 ] + 𝑅(𝑥) [𝑦1 𝑥 + 𝑣 −1 ]2

𝑦 1′ 𝑥 −𝑣 −2 𝑣 ′ = 𝑃 𝑥 + 𝑄 𝑥 𝑦1 𝑥 + 𝑄 𝑥 𝑣 −1 + 𝑅(𝑥)𝑦1 2 +
2𝑦1 𝑥 𝑅(𝑥)𝑣 −1 + 𝑅(𝑥)𝑣 −2
RICATTI’S DIFFERENTIAL EQUATIONS
𝑦 1′ 𝑥 −𝑣 −2 𝑣′ = 𝑃 𝑥 + 𝑄 𝑥 𝑦1 𝑥 + 𝑄 𝑥 𝑣 −1 + 𝑅(𝑥)𝑦1 2 +
2𝑦1 𝑥 𝑅(𝑥)𝑣 −1 + 𝑅(𝑥)𝑣 −2
𝑦 1′ 𝑥 −𝑣 −2 𝑣′ = 𝑃 𝑥 + 𝑄 𝑥 𝑦1 𝑥 + 𝑅(𝑥)𝑦1 2 + (𝑄 𝑥 +
2𝑦1 𝑥 𝑅(𝑥))𝑣 −1 + 𝑅(𝑥)𝑣 −2
−𝑣 −2 𝑣′ = (𝑄 𝑥 + 2𝑅(𝑥)𝑦1 𝑥 )𝑣 −1 + 𝑅(𝑥)𝑣 −2
𝑑𝑦1
since = 𝑃 𝑥 + 𝑄 𝑥 𝑦1 + 𝑅(𝑥) 𝑦1 2
𝑑𝑥
Multiplying both sides by −𝑣 2 , we obtain 𝑣′ = −(𝑄 𝑥 + 2𝑅(𝑥)𝑦1 𝑥 𝑣 − 𝑅(𝑥)

𝑣′ + (𝑄 𝑥 + 2𝑅 𝑥 𝑦1 𝑥 )𝑣 = − 𝑅(𝑥)

which is a linear differential equation in 𝑣.

RICATTI’S EQUATIONS: EXAMPLE 9
Find the solution of the initial value problem if 𝑦1 (𝑥) = 𝑠𝑖𝑛𝑥 is a
particular solution of the differential equation.
𝑑𝑦
= 1 − 𝑐𝑜𝑠 2 𝑥 + 𝑐𝑜𝑠𝑥 − 2𝑦𝑠𝑖𝑛𝑥+𝑦 2 , 𝑦 0 =1
𝑑𝑥

We have the differential equation is in the form of the Ricatti`s

differential equation as follows 𝑃 𝑥 = 1 − 𝑐𝑜𝑠 2 𝑥 + 𝑐𝑜𝑠𝑥 , 𝑄 𝑥 =
− 2𝑠𝑖𝑛𝑥 and 𝑅 𝑥 = 1 the substitution 𝑦 = 𝑠𝑖𝑛𝑥 + 𝑣 −1 reduces
𝑑𝑦
Ricatti’ s equation into a linear equation. We have = 𝑐𝑜𝑠𝑥 −
𝑑𝑥
𝑑𝑣
𝑣 −2 and
𝑑𝑥
𝑑𝑣
𝑐𝑜𝑠𝑥 − 𝑣 −2 = 1 − 𝑐𝑜𝑠 2 𝑥 + 𝑐𝑜𝑠𝑥 − 2(𝑠𝑖𝑛𝑥 + 𝑣 −1 )𝑠𝑖𝑛𝑥 +(𝑠𝑖𝑛𝑥 + 𝑣 −1 )2
𝑑𝑥
RICATTI’S EQUATIONS: EXAMPLE 9
−2 𝑑𝑣
𝑐𝑜𝑠𝑥 − 𝑣 = 1 − 𝑐𝑜𝑠 2 𝑥 + 𝑐𝑜𝑠𝑥 − 2𝑠𝑖𝑛2 𝑥 − 2𝑣 −1 𝑠𝑖𝑛𝑥 +𝑠𝑖𝑛2 𝑥 + 2𝑣 −1 𝑠𝑖𝑛𝑥 + 𝑣 −2
𝑑𝑥

−2 𝑑𝑣 𝑑𝑣
−𝑣 = 𝑣 −2 𝑜𝑟, = −1
𝑑𝑥 𝑑𝑥
1
𝑣 = −𝑥 + 𝐶 and therefore, 𝑦 = 𝑠𝑖𝑛𝑥 + 𝑣 . Hence, 𝑦 𝑥 = 𝑠𝑖𝑛𝑥 +
−1
is one
𝐶−𝑥
parameter solution of Riccati’ s Equation.
1 1
𝑦 0 =0+ = 1 or = 1and 𝐶 = 1.
𝐶 𝐶
Therefore, the solution of IVP is
1
𝑦 𝑥 = 𝑠𝑖𝑛𝑥 +
1−𝑥
RICATTI’S EQUATIONS: EXAMPLE 10
Find the general solution of the differential equation if one of the
particular solution is given by 𝑦1 𝑡 = 𝑡.
2
𝑑𝑦
2𝑡 = 𝑡 − 1 𝑦 2 + 2𝑡𝑦 + 𝑡 2 (1 − 𝑡)
𝑑𝑡
We have the differential equation is in the Ricatti’ s form with 𝑃 𝑡 =
𝑡−1 1 −𝑡+1
, 𝑄 𝑡 = and 𝑅 𝑡 = the substitution 𝑦 = 𝑦1 𝑡 + (𝑣(𝑡))−1
2𝑡 2 𝑡 2
reduces Ricatti’ s equation to a linear equation.
𝑑𝑦 𝑑𝑣
We have 𝑦 = 𝑡 + (𝑣)−1 and by the chain rule we get = 1 − 𝑣 −2 ,
𝑑𝑡 𝑑𝑡
RICATTI’S EQUATIONS: EXAMPLE 10
𝑑𝑣
2𝑡 2 1 − 𝑣 −2 = 𝑡 − 1 𝑡 + 𝑣 −1 2 + 2𝑡 𝑡 + 𝑣 −1 + 𝑡 2 − 𝑡 3
𝑑𝑡
= 𝑡 − 1 𝑡 2 + 2𝑡𝑣 −1 + 𝑣 −2 + 2𝑡 𝑡 + 𝑣 −1 + 𝑡 2 − 𝑡 3
𝑑𝑣
2𝑡 2 − 2𝑡 2 𝑣 −2 = 𝑡 3 + 2𝑡 2 𝑣 −1 + 𝑡𝑣 −2 − 𝑡 2 − 2𝑡𝑣 −1 − 𝑣 −2 + 2𝑡 2 + 2𝑡𝑣 −1 + 𝑡 2 − 𝑡 3
𝑑𝑡
𝑑𝑣
−2𝑡 2 𝑣 −2 = 2𝑡 2 𝑣 −1 + (𝑡 −1)𝑣 −2
𝑑𝑡
2 𝑑𝑣 𝑑𝑣 (−𝑡+1)
2𝑡 = −2𝑡 2 𝑣 − (𝑡 − 1), +𝑣 =
𝑑𝑡 𝑑𝑡 2𝑡 2
𝑑𝑣 𝑡−1
Therefore, we obtain +𝑣 = − 2 which is a linear differential
𝑑𝑡 2𝑡
𝑡−1
equation in 𝑣 with 𝑝 𝑡 = 1, 𝑞 𝑡 = . By using integrating factor for
−2𝑡 2
this linear differential equation, we get 𝜇 𝑡 = 𝑒𝑥𝑝 ‫= 𝑡𝑑 ׬ 𝑝𝑥𝑒 = 𝑡𝑑 𝑡 𝑝 ׬‬
𝑒𝑥𝑝 𝑡 .
RICATTI’S EQUATIONS: EXAMPLE 10
𝑑 𝑡−1
Hence; 𝑒𝑥𝑝 𝑡 𝑣(𝑡) = 𝑒𝑥𝑝 𝑡 ,
𝑑𝑡 −2𝑡 2
1 𝑡−1
න 𝑑 𝑒𝑥𝑝 𝑡 𝑣(𝑡) = − න 2 𝑒𝑥𝑝 𝑡 𝑑𝑡
2 𝑡
𝑡−1 1 1 1
න 2 𝑒𝑥𝑝 𝑡 𝑑𝑡 = න( 𝑒𝑥𝑝 𝑡 − 2 𝑒𝑥𝑝 𝑡 ) 𝑑𝑡 = 𝑒𝑥𝑝 𝑡
𝑡 𝑡 𝑡 𝑡
−1 1 1
Since ‫ 𝑡 ׬‬2 𝑒𝑥𝑝 𝑡 𝑑𝑡 = 𝑒𝑥𝑝 𝑡 − ‫𝑡 𝑝𝑥𝑒 ׬‬ 𝑑𝑡 by integration by parts
𝑡 𝑡
−1 1
𝑢 = 𝑒𝑥𝑝 𝑡 , 𝑑𝑢 = 𝑒𝑥𝑝 𝑡 𝑑𝑡 𝑑𝑣 = 𝑑𝑡, 𝑣 =
𝑡2 𝑡
11 2𝑡𝐶𝑒𝑥𝑝 −𝑡 −1
𝑒𝑥𝑝 𝑡 𝑣(𝑡) = − 𝑒𝑥𝑝 𝑡 + 𝐶 and therefore, 𝑣 𝑡 = .
2𝑡 2𝑡
2𝑡
Hence, 𝑦 𝑡 = 𝑡 + is one parameter solution of Ricatti’ s Eq.
2𝑡𝐶𝑒𝑥𝑝 −𝑡 −1
LAGRANGE DIFFERENTIAL EQUATIONS
If the differential equation is in the form of
𝑑𝑦 𝑑𝑦 𝑑𝑦
𝑦 = 𝑥𝜑( ) + 𝜓( ) or 𝑦 = 𝑥𝜑(𝑝) + 𝜓(𝑝) where 𝑝 =
𝑑𝑥 𝑑𝑥 𝑑𝑥

where 𝜑 𝑝 and 𝜓(𝑝) are continuous and continuously differential

functions of 𝑝. Then, it is said to be Lagrange differential equation in
𝑦 that can be solved in terms of 𝑦.
To solve the Lagrange Equation, we take the derivative both sides
with respect to 𝑥 by using the chain rule we obtain;
𝑑𝜑 𝑑𝑝 𝑑𝜓 𝑑𝑝 𝑑𝑦
𝑦 = 𝑥𝜑(𝑝) + 𝜓(𝑝) implies that 𝑝 = 𝜑(𝑝) + 𝑥 + where 𝑝 = .
𝑑𝑝 𝑑𝑥 𝑑𝑝 𝑑𝑥 𝑑𝑥
𝑑𝜑 𝑑𝜓 𝑑𝑝
𝑝 − 𝜑 𝑝 = (𝑥 + )
𝑑𝑝 𝑑𝑝 𝑑𝑥
LAGRANGE DIFFERENTIAL EQUATIONS
First of all, we can find the real roots of the algebraic equation 𝑝 −
𝜑 𝑝 = 0, if there exist some. Assume that there exist some real roots
and let us set 𝑝 = 𝑐𝑖 so that
𝑦 = 𝑥𝜑(𝑝) + 𝜓(𝑝) where 𝑝 = 𝑐𝑖
then we have the first solution of the Lagrange equation as follows

𝑦 = 𝑥𝜑(𝑐𝑖 ) + 𝜓(𝑐𝑖 )
This solution is said to be the singular solution of the Lagrange
equation. To find second solution, we consider the equation as
follows
𝑑𝜑 𝑑𝜓 𝑑𝑝
𝑝−𝜑 𝑝 = (𝑥 + )
𝑑𝑝 𝑑𝑝 𝑑𝑥
 LAGRANGE DIFFERENTIAL EQUATIONS
To find second solution of Lagrange differential equation, we consider the
equation
𝑑𝜑 𝑑𝜓 𝑑𝑝
𝑝 − 𝜑 𝑝 = (𝑥 + )
𝑑𝑝 𝑑𝑝 𝑑𝑥
𝑑𝑥 𝑑𝜑 𝑑𝜓 𝑑𝑥 1 𝑑𝜑 𝑑𝜓
as follows (𝑝 − 𝜑 𝑝 ) = (𝑥 + ) or = (𝑥 + )
𝑑𝑝 𝑑𝑝 𝑑𝑝 𝑑𝑝 (𝑝−𝜑 𝑝 ) 𝑑𝑝 𝑑𝑝

𝑑𝑥 1 𝑑𝜑 1 𝑑𝜓
− 𝑥 =
𝑑𝑝 𝑝−𝜑 𝑝 𝑑𝑝 𝑝−𝜑 𝑝 𝑑𝑝

which is a Linear differential equation in x. It can be solved for x in terms of

p.
Hence,we find the second solution as family of integral curves or one
parametric solution of the Lagrange equation as follows
𝑦 = 𝑥𝜑 𝑝 + 𝜓 𝑝 , 𝑥 = 𝐹(𝜑,C) ,
where C is a constant of integration.
LAGRANGE EQUATIONS: EXAMPLE 11
Find the general solution and a singular solution of the differential
equation
𝑑𝑦 𝑑𝑦 𝑑𝑦
𝑦= 2𝑥 + 𝑙𝑛( ) or 𝑦 = 2𝑥𝑝 + 𝑙𝑛𝑝 where 𝑝 =
𝑑𝑥 𝑑𝑥 𝑑𝑥

Then it is Lagrange differential equation since 𝜑 𝑝 = 2𝑝, 𝜓 𝑝 = 𝑙𝑛𝑝 .

To solve the Lagrange Equation, we take the derivative both sides
with respect to 𝑥 by using the chain rule we obtain;
𝑑𝑝 1 𝑑𝑝 𝑑𝑦
𝑦 = 2𝑥𝑝 + 𝑙𝑛𝑝 implies that 𝑝 = 2𝑝 + 2𝑥 + where 𝑝 = .
𝑑𝑥 𝑝 𝑑𝑥 𝑑𝑥
1 𝑑𝑝
−𝑝 = (2𝑥 + )
𝑝 𝑑𝑥
LAGRANGE EQUATION: EXAMPLE 11
1 𝑑𝑝
−𝑝 = (2𝑥 + )
𝑝 𝑑𝑥

(i) If 𝑝 = 0, then we do not have singular solution since the solution 𝑦 =

2𝑥𝑝 + 𝑙𝑛𝑝 is not defined because of the domail of 𝑙𝑛𝑝. Thus, we do not have
𝑑𝑦 𝑑𝑦
singular solution of 𝑦 = 2𝑥 + 𝑙𝑛( ) or 𝑦 = 2𝑥𝑝 + 𝑙𝑛𝑝 Lagrange Equation.
𝑑𝑥 𝑑𝑥
1 𝑑𝑝 𝑑𝑥 1 1
(ii) If −𝑝 = (2𝑥 + ) , then we have = − (2𝑥 + ) or
𝑝 𝑑𝑥 𝑑𝑝 𝑝 𝑝

𝑑𝑥 2 1
+ 𝑥 = − 2
𝑑𝑝 𝑝 𝑝

which is a linear differential equation in x.

2
Integrating factor 𝜆 𝑝 = exp ‫ = 𝑝𝑑 𝑝 𝑃 ׬‬exp ‫ = 𝑝𝑑 ׬‬exp 𝑙𝑛𝑝2 = 𝑝2 so that
𝑝

𝑑 𝑑𝑥 1
𝑝2 𝑥 = 𝑝2 + 2𝑝𝑥 = −𝑝2 = −1
𝑑𝑝 𝑑𝑝 𝑝2
LAGRANGE EQUATION: EXAMPLE 11
𝑑𝑥 2 1
(ii) + 𝑥=− which is a linear differential equation in x.
𝑑𝑝 𝑝 𝑝2
2
Integrating factor 𝜆 𝑝 = exp ‫ = 𝑝𝑑 𝑝 𝑃 ׬‬exp ‫ = 𝑝𝑑 ׬‬exp 𝑙𝑛𝑝2 = 𝑝2 so that
𝑝

𝑑 1 𝑐
𝑝2 𝑥 = −1 and 𝑝2 𝑥 = −𝑝 + 𝑐 or 𝑥 = − + 2.
𝑑𝑝 𝑝 𝑝

Hence, we have one parametric solution or general solution of the

Lagrange equation is
1 𝑐
𝑥=− +
ቐ 𝑝 𝑝2 where 𝑝 > 0.
𝑦 = 2𝑥𝑝 + 𝑙𝑛𝑝
LAGRANGE EQUATIONS: EXAMPLE 12
Find the general solution and a singular solution of the differential
equation
𝑑𝑦 𝑑𝑦 3 𝑑𝑦
𝑦= 2𝑥 −( ) or 𝑦 = 2𝑥𝑝 −(𝑝)3 where 𝑝 =
𝑑𝑥 𝑑𝑥 𝑑𝑥

Then it is Lagrange equation since 𝜑 𝑝 = 2𝑝, 𝜓 𝑝 =−(𝑝)3 .

To solve the Lagrange Equation, we take the derivative both sides
with respect to 𝑥 by using the chain rule, we obtain;
𝑑𝑝 𝑑𝑝 𝑑𝑦
𝑦 = 2𝑥𝑝 −(𝑝)3 implies that 𝑝 = 2𝑝 + 2𝑥 − 3(𝑝)2 where 𝑝 = .
𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑑𝑝
−𝑝 = (2𝑥 − 3(𝑝)2 )
𝑑𝑥
LAGRANGE EQUATION: EXAMPLE 12
𝑑𝑝
−𝑝 = (2𝑥 − 3(𝑝)2 )
𝑑𝑥

(i) If 𝑝 = 0, then we do have 𝑦 = 0 is a singular solution since it satisfies the

Lagrange eq. 𝑦 = 2𝑥𝑝 −(𝑝)3 .
𝑑𝑝 𝑑𝑥 1
(ii) If −𝑝 = (2𝑥 − 3(𝑝) )
2
, then we have = − (2𝑥 − 3(𝑝)2 ) or
𝑑𝑥 𝑑𝑝 𝑝

𝑑𝑥 2
+ 𝑥 = 3𝑝
𝑑𝑝 𝑝

which is a linear differential equation in x.

2
Integrating factor 𝜆 𝑝 = exp ‫ = 𝑝𝑑 𝑝 𝑃 ׬‬exp ‫ = 𝑝𝑑 ׬‬exp 𝑙𝑛𝑝2 = 𝑝2 so that
𝑝

𝑑 𝑑𝑥
𝑝2 𝑥 = 𝑝 2 + 2𝑝𝑥 = 3𝑝3
𝑑𝑝 𝑑𝑝
LAGRANGE EQUATION: EXAMPLE 12
𝑑𝑥 2
(ii) 𝑑𝑝
+ 𝑥 = 3𝑝 which is a linear differential equation in x.
𝑝

2
Integrating factor 𝜆 𝑝 = exp ‫ = 𝑝𝑑 𝑝 𝑃 ׬‬exp ‫ = 𝑝𝑑 ׬‬exp 𝑙𝑛𝑝2 = 𝑝2 so that
𝑝

𝑑 3 4 3 2 𝑐
𝑝2 𝑥 = 3𝑝3 and 𝑝2 𝑥 = 𝑝 + 𝑐 or 𝑥 = 𝑝 + 2.
𝑑𝑝 4 4 𝑝

Hence, we have one parametric solution or general solution of the

Lagrange equation is
3 𝑐
𝑥 = 𝑝2 +
ቐ 4 𝑝2 where 𝑝 ≠ 0.
3
𝑦 = 2𝑥𝑝 −(𝑝)
CLARIAUT DIFFERENTIAL EQUATIONS
If the differential equation is in the form of
𝑑𝑦 𝑑𝑦 𝑑𝑦
𝑦=𝑥 + 𝑓( ) or 𝑦 = 𝑥𝑝 + 𝑓(𝑝) where 𝑝 =
𝑑𝑥 𝑑𝑥 𝑑𝑥

and 𝜑 𝑝 = 𝑝, 𝜓(𝑝) = 𝑓(𝑝) in the Lagrange equation where 𝑓(𝑝) is

coninuous and continuously differential function of 𝑝. Then it is said
to be Clariaut differential equation in 𝑦 that can also be solved for 𝑦.
To solve the Clariaut Equation, we take the derivative both sides with
respect to 𝑥 by using the chain rule we obtain;
𝑑𝑝 𝑑𝑝 𝑑𝑦
𝑦 = 𝑥𝑝 + 𝑓(𝑝) implies that 𝑝 = 𝑝 + 𝑥 + 𝑓′(𝑝) where 𝑝 = .
𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑑𝑝
(𝑥 + 𝑓 ′ 𝑝 ) =0
𝑑𝑥
CLARIAUT DIFFERENTIAL EQUATIONS
𝑑𝑝
𝑦 = 𝑥𝑝 + 𝑓(𝑝) implies that 𝑝 = 𝑝 + 𝑥 + 𝑓′(𝑝)
𝑑𝑥
𝑑𝑝
(𝑥 + 𝑓′(𝑝)) =0
𝑑𝑥
𝑑𝑝
(i) If = 0, then we have 𝑝 = 𝑐. Thus 𝑦 = 𝑥𝑐 + 𝑓(𝑐) is General Solution
𝑑𝑥
of the Clairaut Equation or one parametric solution of CE.

(ii) If 𝑥 + 𝑓′(𝑝)= 0 and 𝑦 = 𝑥𝑝 + 𝑓(𝑝), then we have Singular Solution of

the Clairaut Equation. If we eliminate the 𝑝, then we have Singular
solution in Cartesian Coordinates.
CLARIAUT EQUATION: EXAMPLE 13
Find the general solution and a singular solution of the differential
equation
𝑑𝑦 𝑑𝑦 2 𝑑𝑦
𝑦= 𝑥 + 3( ) or 𝑦 = 𝑥𝑝 + 3(𝑝) where 𝑝 =
2
𝑑𝑥 𝑑𝑥 𝑑𝑥

Then it is Clariaut differential equation.

To solve the Clariaut Equation, we take the derivative both sides with
respect to 𝑥 by using the chain rule we obtain;
𝑑𝑝 𝑑𝑝 𝑑𝑦
𝑦 = 𝑥𝑝 + 3(𝑝)2 implies that 𝑝 = 𝑝 + 𝑥 + 6𝑝 where 𝑝 = .
𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑑𝑝
(𝑥 +6p) =0
𝑑𝑥
CLARIAUT EQUATION: EXAMPLE 13
𝑑𝑝
(𝑥 +6p) =0
𝑑𝑥
𝑑𝑝
(i) If = 0, then we have 𝑝 = 𝑐. Thus 𝑦 = 𝑥𝑐 + 3𝑐 2 is General Solution of the
𝑑𝑥
Clariaut Equation or one parametric solution of CE.
𝑥
(ii) If 𝑥 +6p= 0, 𝑝 = − and 𝑦 = 𝑥𝑝 + 3𝑝2 , then we have Singular Solution of
6
the Clariaut Equation.
𝑥 𝑥 2 𝑥2 𝑥2 𝑥2 𝑥2
If we eliminate the 𝑝: 𝑦 = 𝑥 − +3 − =− +3 =− + =
6 6 6 36 6 12
𝑥2 𝑥2
− , then we have 𝑦 = − singular solution in Cartesian Coordinates.
12 12

Hence, all the solutions straight lines with sloope 𝑐, 𝑦 = 𝑥𝑐 + 3𝑐 2 of CE is

𝑥2
tangent to the singular solution at anypoint on the curve 𝑦 = − of
12
singular solution.
SUBSTITUTION METHODS
Some times the first step in solving a differential equation consists of
transforming it into another differential equation by means of a
substitution. If the differential equation is in the form of
𝑑𝑦
= 𝑓 𝑥, 𝑦
𝑑𝑥

then by the substitution 𝑦 = 𝑔 𝑥, 𝑢 that change the dependent

variable that if 𝑔 𝑥, 𝑢 possesses first-partial derivatives and
𝑔𝑢 𝑥, 𝑢 ≠ 0, then the the Chain Rule implies that
𝑑𝑦 𝜕𝑔 𝑑𝑥 𝜕𝑔 𝑑𝑢 𝑑𝑦 𝑑𝑢
= + gives = 𝑔𝑥 𝑥, 𝑢 + 𝑔𝑢 𝑥, 𝑢
𝑑𝑥 𝜕𝑥 𝑑𝑥 𝜕𝑢 𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑑𝑢 𝑑𝑢 1
𝑔𝑥 𝑥, 𝑢 + 𝑔𝑢 𝑥, 𝑢 = 𝑓 𝑥, 𝑔 𝑥, 𝑢 or = [𝑓 𝑥, 𝑔 𝑥, 𝑢 − 𝑔𝑥 𝑥, 𝑢 ]
𝑑𝑥 𝑑𝑥 𝑔𝑢 𝑥,𝑢
SUBSTITUTION METHODS
𝑑𝑢 1
= 𝑓 𝑥, 𝑔 𝑥, 𝑢 − 𝑔𝑥 𝑥, 𝑢
𝑑𝑥 𝑔𝑢 𝑥,𝑢
𝑑𝑢
= 𝐹(𝑥, 𝑢)
𝑑𝑥

If we can determine a solution 𝑢 = 𝜑(𝑥) of this last equation, then a

solution of orginal diffrential equation is
𝑦 = 𝑔 𝑥, 𝜑(𝑥) .
Specifically, either of the substitutions 𝑦 = 𝑢𝑥 or 𝑥 = 𝑣𝑦 where 𝑢 and 𝑣
are new dependent variables, will reduce a homogeneous equation
into a separable first order differential equation.
SUBSTITUTION METHODS: EXAMPLE 14
A differential equation of the form
𝑑𝑦
= 𝑓 𝐴𝑥 + 𝐵𝑦 + 𝐶
𝑑𝑥

transforming it into another differential equation by means of a

substitution 𝑢 = 𝐴𝑥 + 𝐵𝑦 + 𝐶, 𝐵 ≠ 0.
For Example, Find the solution of initial value problem
𝑑𝑦 2
= −2𝑥 + 𝑦 + 3, 𝑦 0 = 1
𝑑𝑥
𝑑𝑢 𝑑𝑦
Then by the substitution 𝑢 = −2𝑥 + 𝑦, = −2 + , gives us
𝑑𝑥 𝑑𝑥
𝑑𝑢 𝑑𝑢
+2= 𝑢2 + 3 or = 𝑢2 +1
𝑑𝑥 𝑑𝑥
SUBSTITUTION METHODS: EXAMPLE 14
𝑑𝑢 𝑑𝑢
= 𝑢2 +1 separable differential equation that is = 𝑑𝑥
𝑑𝑥 𝑢2 +1

arctan 𝑢 = 𝑥 + 𝐶 𝑜𝑟 𝑢 = tan(𝑥 + 𝐶)
By back substitution 𝑢 = −2𝑥 + 𝑦 we obtain,
𝑦 = 2𝑥 + tan(𝑥 + 𝐶)
𝜋
Impossing the initial condition 𝑦 0 = 1, we get 1 = tan(𝐶) and 𝐶 = .
4

Hence, the solution of initial value problem is

𝜋
𝑦 = 2𝑥 + tan(𝑥 + ).
4
 SUBSTITUTION METHODS: EXAMPLE 15
Find the solution of the initial value problem subject to the indicated
initial condition in terms of 𝑦 = 𝑓 𝑥 ;
2 𝑑𝑦 1 𝜋
2𝑦𝑐𝑜𝑠(𝑦 ) + 𝑠𝑖𝑛(𝑦 2 ) = 6𝑥𝑠𝑖𝑛 −3 2
(𝑦 ), 𝑦 1 = for 𝑥 ≥ 1.
𝑑𝑥 𝑥 2
𝑑𝑢 𝑑𝑦
By using the substitution 𝑢 = 𝑠𝑖𝑛(𝑦 2 ), then we have = 2
2𝑦𝑐𝑜𝑠(𝑦 ) and
𝑑𝑥 𝑑𝑥
𝑑𝑢 1
+ 𝑢 = 6𝑥𝑢− 3
𝑑𝑥 𝑥
1
The differential equation is Bernoulli’s equation since 𝑝 𝑥 = , 𝑞 𝑥 =
𝑥
𝑥 and 𝑛 = − 3. The substitution 𝑤 = 𝑢 1−𝑛
or 𝑤 = 𝑢 reduces Bernoulli’s
4
𝑑𝑤 𝑑𝑢
equation into a linear differential equation since = 4𝑢3 .
𝑑𝑥 𝑑𝑥
SUBSTITUTION METHODS: EXAMPLE 15
𝑑𝑢 1
+ 𝑢 = 6𝑥𝑢− 3 , 𝑤 = 𝑢1−𝑛 or 𝑤 = 𝑢 4 reduces Bernoulli’s equation into
𝑑𝑥 𝑥
𝑑𝑤 𝑑𝑢
a linear differential equation since = 4𝑢3 as follows
𝑑𝑥 𝑑𝑥
𝑑𝑢 1 1 𝑑𝑤 1
𝑢3 + 𝑢4 = 6𝑥 or + 𝑤 = 6𝑥
𝑑𝑥 𝑥 4 𝑑𝑥 𝑥
𝑑𝑤 4
+ 𝑤 = 24𝑥
𝑑𝑥 𝑥
which is a Linear differential equation in 𝑤. Integrating factor is
4
𝜇 𝑥 = 𝑒𝑥𝑝 ‫ 𝑥 = 𝑥𝑑 ׬ 𝑝𝑥𝑒 = 𝑥𝑑 𝑥 𝑝 ׬‬4 .
𝑥
Hence
𝑑
𝑥 4 𝑤(𝑥) = 24𝑥 5 𝑜𝑟 𝑑 𝑥 4 𝑤(𝑥) = 24𝑥 5 𝑑𝑥.
𝑑𝑥
SUBSTITUTION METHODS: EXAMPLE 15
Integrating both sides with respect to 𝑥 , we have
‫ 𝑥 𝑑 ׬‬4 𝑤(𝑥) = ‫ ׬‬24𝑥 5 𝑑𝑥 and 𝑥 4 𝑤(𝑥) = 4𝑥 6 + 𝐶 or 𝑤 𝑥 = 4𝑥 2 + 𝐶 𝑥 −4 .
4 4
Since 𝑢 𝑥 = 𝑤(𝑥), 𝑡ℎ𝑒𝑛 𝑢 𝑥 = 4𝑥 2 + 𝐶 𝑥 −4 .
4
𝑠𝑖𝑛(𝑦 2 ) = 4𝑥 2 + 𝐶 𝑥 −4
1
4 4
𝑦2 = arcsin 4𝑥 2 + 𝐶 𝑥 −4 or 𝑦 = arcsin 2 4𝑥 2 + 𝐶 𝑥 −4
𝜋 4
By imposing the initial condition 𝑦 1 = , we have 4 + 𝐶 = 1 where 𝑥 =
2
𝜋
1 𝑎𝑛𝑑 𝑦 = .
2
Hence 𝐶 = −3 and the solution of the initial value problem is

1
14
𝑦 = arcsin 2 4𝑥 6 − 3 .
𝑥
EXACT EQUATIONS AND INTEGRATING FACTORS
Some times we may have the differential equation exact it means
that it is ready to integrate. Then we can integrate to get the solution
if possible. If it is not the case, then the differential equation is said
to be nonexact differential equation, then we can find an integrating
factor to make the differential equation is exact.
For Example, Grouping the terms, we get the solution of the exact
differential equation
2𝑥𝑦 3 + 3𝑥 2 𝑦 2 + 𝑦 + 2 𝑑𝑥 + 3𝑥 2 𝑦 2 + 2𝑥 3 𝑦 + 𝑥 + 3 𝑑𝑦 = 0
2𝑥𝑦 3 𝑑𝑥 + 3𝑥 2 𝑦 2 𝑑𝑦 + 3𝑥 2 𝑦 2 𝑑𝑥 + 2𝑥 3 𝑦𝑑𝑦 + 𝑦𝑑𝑥 + 𝑥𝑑𝑦 + 2𝑑𝑥 + 3𝑑𝑦 = 0
𝑑[𝑥 2 𝑦 3 ] + 𝑑[𝑥 3 𝑦 2 ] + 𝑑 𝑥𝑦 + 𝑑 2𝑥 + 3𝑦 = 𝑑[𝐶]
𝑑[𝑥 2 𝑦 3 +𝑥 3 𝑦 2 +𝑥𝑦 + 2𝑥 + 3𝑦] = 𝑑[𝐶] or 𝑥 2 𝑦 3 +𝑥 3 𝑦 2 +𝑥𝑦 + 2𝑥 + 3𝑦 = 𝐶.
EXACT EQUATIONS: EXAMPLE 16
Find the solution of the differential equation as follows
𝑑𝑦
4𝑥 3 + 𝑦 3 + 3𝑥𝑦 2 = 0.
𝑑𝑥

The differential equation is neither linear nor separable, so the

methods suitable for those types of equations are not applicable
here. But, one can see that the function 𝜓 𝑥, 𝑦 = 𝑥 4 + 𝑥𝑦 3 has the
properties that
𝜕𝜓 𝑥,𝑦 𝜕𝜓 𝑥,𝑦
= 4𝑥 3 + 𝑦3, = 3𝑥𝑦 2 .
𝜕𝑥 𝜕𝑦

Hence, the differential equation can be given as follows

𝜕𝜓 𝑥,𝑦 𝜕𝜓 𝑥,𝑦 𝑑𝑦
+ = 0.
𝜕𝑥 𝜕𝑦 𝑑𝑥
EXACT EQUATIONS: EXAMPLE 16
𝑑𝑦 𝜕𝜓 𝑥,𝑦 𝜕𝜓 𝑥,𝑦
4𝑥 3 + 𝑦 3 + 3𝑥𝑦 2 = 0. = 4𝑥 3 + 𝑦 3 , = 3𝑥𝑦 2 .
𝑑𝑥 𝜕𝑥 𝜕𝑦

Hence, the differential equation can be given as by using chain rule

and the definition of total derivative of 𝜓 𝑥, 𝑦
𝑑𝜓 𝜕𝜓 𝑥,𝑦 𝜕𝜓 𝑥,𝑦 𝑑𝑦 𝑑𝜓 𝑑
= + = 0 or = 𝑥 4 + 𝑥𝑦 3 = 0.
𝑑𝑥 𝜕𝑥 𝜕𝑦 𝑑𝑥 𝑑𝑥 𝑑𝑥

Therefore, 𝜓 𝑥, 𝑦 = 𝑥 4 + 𝑥𝑦 3 = 𝐶 is implicite solution it satisfies the

differential equation where is an arbitrary constant.
More general, assume that the differential equation is in the form of
𝑑𝑦
𝑀(𝑥, 𝑦) + 𝑁(𝑥, 𝑦) = 0.
𝑑𝑥
 EXACT EQUATIONS
More general, assume that the differential equation is in the form of
𝑑𝑦
𝑀 𝑥, 𝑦 + 𝑁 𝑥, 𝑦 =0
𝑑𝑥

and there exist a function 𝜓 𝑥, 𝑦 = 𝐶 defines 𝑦 = 𝜑(𝑥) differentiable

function of 𝑥 such that
𝜕𝜓 𝑥,𝑦 𝜕𝜓 𝑥,𝑦
= 𝑀 𝑥, 𝑦 , = 𝑁 𝑥, 𝑦 .
𝜕𝑥 𝜕𝑦
𝑑𝑦 𝜕𝜓 𝑥,𝑦 𝜕𝜓 𝑥,𝑦 𝑑𝑦 𝑑𝜓(𝑥,𝜑 𝑥 )
Then 𝑀 𝑥, 𝑦 + 𝑁 𝑥, 𝑦 = + = = 0.
𝑑𝑥 𝜕𝑥 𝜕𝑦 𝑑𝑥 𝑑𝑥

In this case, the differential equation is said to be an exact differeential

equation or 𝜓 𝑥, 𝑦 = 𝐶 is implicite solution where 𝐶 is an arbitrary
constant.
 THEOREM: EXACT DIFFERENTIAL EQUATIONS
Assume that the differential equation is an exact differential equation in
R: rectangular region
𝑑𝑦
𝑀 𝑥, 𝑦 + 𝑁 𝑥, 𝑦 =0
𝑑𝑥

if and only if
𝑀𝑦 𝑥, 𝑦 = 𝑁𝑥 𝑥, 𝑦
at each point of R. That is, there exists a function 𝜓 𝑥, 𝑦 such that
𝜕𝜓 𝑥,𝑦 𝜕𝜓 𝑥,𝑦
= 𝑀 𝑥, 𝑦 , = 𝑁 𝑥, 𝑦 .
𝜕𝑥 𝜕𝑦

if and only if 𝑀𝑦 𝑥, 𝑦 = 𝑁𝑥 𝑥, 𝑦 provided that 𝑀, 𝑁, 𝑀𝑦 and 𝑁𝑥 are cont. on

R.
 OUTLINE OF THE PROOF OF THE THEOREM
Assume that the differential equation is an exact differential equation in
R
𝑑𝑦
𝑀 𝑥, 𝑦 + 𝑁 𝑥, 𝑦 =0
𝑑𝑥

such that
𝑀𝑦 𝑥, 𝑦 = 𝑁𝑥 𝑥, 𝑦 or 𝑀𝑦 𝑥, 𝑦 = 𝜓𝑥𝑦 𝑥, 𝑦 , 𝑁𝑥 𝑥, 𝑦 = 𝜓𝑦𝑥 𝑥, 𝑦
at each point of R. That is, there exists a function 𝜓 𝑥, 𝑦 such that
𝜕𝜓 𝑥,𝑦 𝜕𝜓 𝑥,𝑦
= 𝑀 𝑥, 𝑦 , = 𝑁 𝑥, 𝑦 .
𝜕𝑥 𝜕𝑦
𝜕𝜓 𝑥,𝑦
𝜓 𝑥, 𝑦 = ‫𝑥 𝑀 ׬‬, 𝑦 𝑑𝑥 + ℎ 𝑦 solve for ℎ 𝑦 such that = 𝑁 𝑥, 𝑦
𝜕𝑦
 PROOF OF THE THEOREM
𝜕𝜓 𝑥,𝑦 𝜕𝜓 𝑥,𝑦
= 𝑀 𝑥, 𝑦 , = 𝑁 𝑥, 𝑦 .
𝜕𝑥 𝜕𝑦
𝜕𝜓 𝑥,𝑦
𝜓 𝑥, 𝑦 = ‫𝑥 𝑀 ׬‬, 𝑦 𝑑𝑥 + ℎ 𝑦 solve for ℎ 𝑦 such that = 𝑁 𝑥, 𝑦
𝜕𝑦
𝜕𝜓 𝑥,𝑦 𝜕
= ‫𝑀׬‬ 𝑥, 𝑦 𝑑𝑥 + ℎ′(𝑦) = 𝑁 𝑥, 𝑦 or ℎ′ 𝑦 = 𝑁 𝑥, 𝑦 − ‫𝑥 𝑦𝑀 ׬‬, 𝑦 𝑑𝑥
𝜕𝑦 𝜕𝑦

ℎ 𝑦 = ‫𝑥 𝑁[׬‬, 𝑦 − ‫𝑥 𝑦𝑀 ׬‬, 𝑦 𝑑𝑥] dy and

Hence, 𝜓 𝑥, 𝑦 = ‫𝑥 𝑀 ׬‬, 𝑦 𝑑𝑥 + ℎ 𝑦 , we obtain the solution as follows
𝜓 𝑥, 𝑦 = ‫𝑥 𝑀 ׬‬, 𝑦 𝑑𝑥 + ‫𝑥 𝑁[׬‬, 𝑦 − ‫𝑥 𝑦𝑀 ׬‬, 𝑦 𝑑𝑥] dy.
𝜕𝜓 𝑥,𝑦
We can also use the second equation; = 𝑁 𝑥, 𝑦 to get the same solution.
𝜕𝑦
EXACT EQUATIONS: EXAMPLE 17
Find the solution of the initial value problem as follows
𝑑𝑦
𝑥 + 𝑥𝑦 2 + 𝑠𝑖𝑛𝑥𝑐𝑜𝑠𝑥 + 𝑦𝑥 2 =0, 𝑦 𝜋 =1
𝑑𝑥

The differential equation is neither linear nor separable, so the

methods suitable for those types of equations are not applicable
here. But it is exact differential equation since
𝑀 𝑥, 𝑦 = 𝑥 1 + 𝑦 2 + 𝑠𝑖𝑛𝑥 𝑐𝑜𝑠𝑥, 𝑁 𝑥, 𝑦 = 𝑦𝑥 2
𝜕𝑀 𝜕𝑁
𝑎𝑛𝑑 = 2𝑥𝑦 = .
𝜕𝑦 𝜕𝑥
EXACT EQUATIONS: EXAMPLE 17
Hence there exist a function 𝜓 𝑥, 𝑦 = 𝐶 such that
𝜕𝜓 𝑥,𝑦 𝜕𝜓 𝑥,𝑦
= 𝑀 𝑥, 𝑦 = 𝑥 1 + 𝑦 2
+ 𝑠𝑖𝑛𝑥 𝑐𝑜𝑠𝑥, = 𝑁 𝑥, 𝑦 = 𝑦𝑥 2 .
𝜕𝑥 𝜕𝑦

Therefore, integrating second equation both sides with respect to 𝑦,

we get
𝑦2 𝑥2 𝜕𝜓
𝜓 𝑥, 𝑦 = + ℎ(𝑥) and = 𝑥𝑦 2 + ℎ′(𝑥) = 𝑥 1 + 𝑦 2 + 𝑠𝑖𝑛𝑥 𝑐𝑜𝑠𝑥.
2 𝜕𝑥
The last equation implies that ℎ′ 𝑥 = 𝑥 + 𝑐𝑜𝑠𝑥 𝑠𝑖𝑛𝑥. Integrating again
both sides with respect to 𝑥, we obtain
𝑥2 𝑥2 1
ℎ 𝑥 = ‫ 𝑥(׬‬+ 𝑐𝑜𝑠𝑥 𝑠𝑖𝑛𝑥 ) 𝑑𝑥 = ‫ (𝑑 ׬‬2 ) + 𝑠𝑖𝑛𝑥 𝑑 𝑠𝑖𝑛𝑥 = + 𝑠𝑖𝑛2 𝑥
2 2
where we choose the constant of integration is 0.
EXACT EQUATIONS: EXAMPLE 17
Thus
𝑥2 1
𝜓 𝑥, 𝑦 = 1 + 𝑦2 + 𝑠𝑖𝑛2 𝑥 = 𝐶.
2 2

Imposing the initial condition 𝑦 𝜋 = 1 it means that 𝑦 = 1 when 𝑥 = 𝜋

implies that 𝜋 2 = 𝐶.
Thus, the solution of initial value problem is
𝑥2 1
𝜓 𝑥, 𝑦 = 1+ 𝑦2 + 𝑠𝑖𝑛2 𝑥 = 𝜋 2 or
2 2

𝑥 2 1 + 𝑦 2 + 𝑠𝑖𝑛2 𝑥 − 2𝜋 2 = 0
 INTEGRATING FACTOR NONEXACT EQUATIONS
Assume that the differential equation is not an exact differential
equation is said to be nonexact differential equation in R
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
if and only if 𝑀𝑦 𝑥, 𝑦 ≠ 𝑁𝑥 𝑥, 𝑦 at each point of R. However, if there
exists a function 𝜆 = 𝜆 𝑥, 𝑦 that is called integrating factor such that
𝜆 𝑥, 𝑦 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝜆 𝑥, 𝑦 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
differential equation is exact if and only if
(𝜆𝑀)𝑦 = (𝜆𝑁)𝑥
provided that 𝑀, 𝑁, 𝜆 , 𝑀𝑦 , 𝜆𝑦 and 𝑁𝑥 , 𝜆𝑥 are continuous on R.
 INTEGRATING FACTOR NONEXACT EQUATIONS
There exists a function 𝜆 = 𝜆 𝑥, 𝑦 integrating factor must satisfy the first
order partial differential equation(PDE) such that
𝜆 𝑥, 𝑦 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝜆 𝑥, 𝑦 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
differential equation is exact if and only if
(𝜆𝑀)𝑦 = 𝜆𝑦 𝑀 + 𝜆𝑀𝑦 = (𝜆𝑁)𝑥 = 𝜆𝑥 𝑁 + 𝜆𝑁𝑥
provided that 𝑀, 𝑁, 𝜆 , 𝑀𝑦 , 𝜆𝑦 and 𝑁𝑥 , 𝜆𝑥 are cont. on R. By using
product rule we obtain
𝜆𝑀𝑦 − 𝜆𝑁𝑥 = −𝜆𝑦 𝑀 + 𝜆𝑥 𝑁 or 𝜆(𝑀𝑦 − 𝑁𝑥 ) = −𝜆𝑦 𝑀 + 𝜆𝑥 𝑁
 INTEGRATING FACTOR NONEXACT EQUATIONS
(𝜆𝑀)𝑦 = 𝜆𝑦 𝑀 + 𝜆𝑀𝑦 = (𝜆𝑁)𝑥 = 𝜆𝑥 𝑁 + 𝜆𝑁𝑥
provided that 𝑀, 𝑁, 𝜆 , 𝑀𝑦 , 𝜆𝑦 and 𝑁𝑥 , 𝜆𝑥 are cont. on R. By using
product rule we obtain
𝜆𝑀𝑦 − 𝜆𝑁𝑥 = −𝜆𝑦 𝑀 + 𝜆𝑥 𝑁 or 𝜆(𝑀𝑦 −𝑁𝑥 ) = −𝜆𝑦 𝑀 + 𝜆𝑥 𝑁
𝐼𝑓 𝜆 = 𝜆 𝑥, 𝑦 = 𝜆 𝑥 the integrating factor is only dependent on 𝑥 , then
𝑑𝜆
we have 𝜆𝑦 = 0 𝑎𝑛𝑑 𝜆𝑥 = 𝜆′ = . We obtain the integrating factor
𝑑𝑥
𝑑𝜆 (𝑀𝑦 −𝑁𝑥 )
𝜆(𝑀𝑦 −𝑁𝑥 ) = 𝜆′𝑁 and = 𝑑𝑥/ Separable Diff. Eq.
𝜆 𝑁
(𝑀𝑦 −𝑁𝑥 ) (𝑀𝑦 −𝑁𝑥 )
𝑙𝑛𝜆 = ‫׬‬ 𝑑𝑥 and 𝜆 = exp[‫׬‬ 𝑑𝑥] .
𝑁 𝑁
 INTEGRATING FACTOR NONEXACT EQUATIONS
(𝜆𝑀)𝑦 = 𝜆𝑦 𝑀 + 𝜆𝑀𝑦 = (𝜆𝑁)𝑥 = 𝜆𝑥 𝑁 + 𝜆𝑁𝑥
provided that 𝑀, 𝑁, 𝜆 , 𝑀𝑦 , 𝜆𝑦 and 𝑁𝑥 , 𝜆𝑥 are cont. on R. By using
product rule we obtain
𝜆𝑀𝑦 − 𝜆𝑁𝑥 = −𝜆𝑦 𝑀 + 𝜆𝑥 𝑁 or𝜆(𝑀𝑦 − 𝑁𝑥 ) = −𝜆𝑦 𝑀 + 𝜆𝑥 𝑁
𝐼𝑓 𝜆 = 𝜆 𝑥, 𝑦 = 𝜆 𝑦 the integrating factor is only dependent on 𝑦 , then
𝑑𝜆
we have 𝜆𝑥 = 0 𝑎𝑛𝑑 𝜆𝑦 =𝜆′ = . We obtain the integrating factor
𝑑𝑦
𝑑𝜆 (𝑀𝑦 −𝑁𝑥 )
𝜆(𝑀𝑦 −𝑁𝑥 ) = −𝜆′𝑀 and = 𝑑𝑦 Separable Diff. Eq.
𝜆 −𝑀
(𝑀𝑦 −𝑁𝑥 ) (𝑀𝑦 −𝑁𝑥 )
𝑙𝑛𝜆 = ‫׬‬ 𝑑𝑦 and 𝜆 = exp[‫׬‬ 𝑑𝑦] .
−𝑀 −𝑀
 REMARK ON INTEGRATING FACTOR
(𝑀𝑦 −𝑁𝑥 )
If is a function of 𝑥 only that is independent of y,
𝑁
then there is an integrating factor λ = 𝜆 𝑥 ; that is only dependent on 𝑥 ,
then we have
(𝑀𝑦 −𝑁𝑥 )
𝜆(𝑥) = exp[‫׬‬ 𝑑𝑥] .
𝑁
(𝑀𝑦 −𝑁𝑥 )
If is a function of 𝑦 only that is independent of 𝑥,
−𝑀
then there is an integrating factor λ = 𝜆 𝑦 ; that is only dependent on 𝑦 ,
then we have
(𝑀𝑦 −𝑁𝑥 )
𝜆(𝑦) = exp[‫׬‬ 𝑑𝑦] .
−𝑀
INTEGRATING FACTOR NONEXACT EQUATIONS:
EXAMPLE 18
Find the solution of the initial value problem as follows
1 𝑑𝑦
1 + 𝑦 2 + 𝑠𝑖𝑛𝑥𝑐𝑜𝑠𝑥 + 𝑦𝑥 =0, 𝑦 𝜋 =1
𝑥 𝑑𝑥
The differential equation is nonexact differential equation since,
𝑠𝑖𝑛𝑥 𝑐𝑜𝑠𝑥
𝑀 𝑥, 𝑦 = 1 + 𝑦 2 + and 𝑁 𝑥, 𝑦 = 𝑦𝑥. 𝑀𝑦 𝑥, 𝑦 ≠ 𝑁𝑥 𝑥, 𝑦 where
𝑥
𝑀𝑦 𝑥,𝑦 −𝑁𝑥 𝑥,𝑦 1 1
𝑀𝑦 𝑥, 𝑦 = 2𝑦 and 𝑁𝑥 𝑥, 𝑦 = 𝑦, = 2𝑦 − 𝑦 = . Therefore
𝑁 𝑥,𝑦 𝑥𝑦 𝑥
𝑑𝜆 𝑀𝑦 𝑥,𝑦 −𝑁𝑥 𝑥,𝑦
the integrating factor is dependent on 𝑥 so that = 𝑑𝑥 .
𝜆 𝑁 𝑥,𝑦
𝑀𝑦 𝑥,𝑦 −𝑁𝑥 𝑥,𝑦 1
𝜆 = 𝑒𝑥𝑝 ‫׬‬ 𝑑𝑥 = 𝑒𝑥𝑝 ‫𝑥 = 𝑥𝑛𝑙 𝑝𝑥𝑒 = 𝑥𝑑 ׬‬.
𝑁 𝑥,𝑦 𝑥

Hence, we have the exact differential equation as in Example 14,

𝑑𝑦
𝑥 1 + 𝑦2 + 𝑠𝑖𝑛𝑥 𝑐𝑜𝑠𝑥 + 𝑦𝑥 2 = 0, 𝑦(𝜋) = 1.
INTEGRATING FACTOR NONEXACT EQUATIONS:
EXAMPLE 19
Find the solution of the initial value problem as follows
2 𝑥+3
2𝑥𝑦 2 + 3𝑥 2 𝑦 + 1 + 𝑑𝑥 + 3𝑥 2 𝑦 + 2𝑥 3 + 𝑑𝑦 = 0, 𝑦 0 =1
𝑦 𝑦

The differential equation is nonexact differential equation since,

2 𝑥+3
𝑀 𝑥, 𝑦 = 2𝑥𝑦 + 3𝑥 𝑦 + 1 + and 𝑁 𝑥, 𝑦 = 3𝑥 𝑦 + 2𝑥 + . 𝑀𝑦 𝑥, 𝑦 ≠
2 2 2 3
𝑦 𝑦
2 1
𝑁𝑥 𝑥, 𝑦 where 𝑀𝑦 𝑥, 𝑦 = 4𝑥𝑦 + 3𝑥 2 − and 𝑁𝑥 𝑥, 𝑦 = 6𝑥𝑦 + 6𝑥 2 + ,
𝑦2 𝑦
𝑀𝑦 𝑥,𝑦 −𝑁𝑥 𝑥,𝑦 2 2 2 1 1
= 4𝑥𝑦 + 3𝑥 − − 6𝑥𝑦 + 6𝑥 + 2 =
−𝑀 𝑥,𝑦 𝑦2 𝑦 −(2𝑥𝑦 2 +3𝑥 2 𝑦+1+ )
𝑦
2 1
−2𝑥𝑦−3𝑥 2 − 2 − 1
. Therefore, the integrating factor is dependent only
𝑦 𝑦
2 1 =
𝑦 −2𝑥𝑦−3𝑥 2 − 2 − 𝑦
𝑦 𝑦
𝑑𝜆 𝑀𝑦 𝑥,𝑦 −𝑁𝑥 𝑥,𝑦
on 𝑦 so that = 𝑑𝑦 .
𝜆 −𝑀 𝑥,𝑦
INTEGRATING FACTOR NONEXACT EQUATIONS:
EXAMPLE 19 𝑀𝑦 𝑥,𝑦 −𝑁𝑥 𝑥,𝑦 1
𝜆 = 𝑒𝑥𝑝 ‫׬‬ 𝑑𝑦 = 𝑒𝑥𝑝 ‫𝑦𝑑 𝑦 ׬‬ = 𝑒𝑥𝑝 𝑙𝑛𝑦 = 𝑦.
−𝑀 𝑥,𝑦

Hence, we have the exact differential equation as

2𝑥𝑦 3 + 3𝑥 2 𝑦 2 + 𝑦 + 2 𝑑𝑥 + 3𝑥 2 𝑦 2 + 2𝑥 3 𝑦 + 𝑥 + 3 𝑑𝑦 = 0, 𝑦(0) = 1.
Let 𝑀 𝑥, 𝑦 = 2𝑥𝑦 3 + 3𝑥 2 𝑦 2 + 𝑦 + 2 and 𝑁 𝑥, 𝑦 = 3𝑥 2 𝑦 2 + 2𝑥 3 𝑦 + 𝑥 + 3.
𝜕𝑀
In fact, the equation is exact anymore because = 6𝑥𝑦 2 + 6𝑥 2 𝑦 +
𝜕𝑦
𝜕𝑁
1= . Hence, there exist a potential function 𝑓 𝑥, 𝑦 = 𝐶 such that
𝜕𝑥
𝜕𝑓 𝜕𝑓
= 2𝑥𝑦 3 + 3𝑥 2 𝑦 2 + 𝑦 + 2 𝑎𝑛𝑑 = 3𝑥 2 𝑦 2 + 2𝑥 3 𝑦 + 𝑥 + 3 .
𝜕𝑥 𝜕𝑦

Therefore, integrating second equation both sides with respect to 𝑦,

we get
 INTEGRATING FACTOR NONEXACT EQUATIONS:
EXAMPLE 19𝑓 𝑥, 𝑦 = 𝑦 𝑥 + 𝑥 𝑦 + 𝑥𝑦 + 3𝑦 + ℎ(𝑥) and
3 2 3 2

𝜕𝑓
= 2𝑥𝑦 3 + 3𝑥 2 𝑦 2 + 𝑦 + ℎ′(𝑥) = 2𝑥𝑦 3 + 3𝑥 2 𝑦 2 + 𝑦 + 2.
𝜕𝑥

The last equation implies that ℎ′ 𝑥 = 2. Integrating both sides with

respect to 𝑥, we obtain ℎ 𝑥 = ‫ ׬‬2 𝑑𝑥 = 2𝑥 where we choose the constant of
integration is 0. Thus,𝑓 𝑥, 𝑦 = 𝑦 3 𝑥 2 + 𝑥 3 𝑦 2 + 𝑥𝑦 + 3𝑦 + 2𝑥 = 𝐶.
Or grouping the terms
2𝑥𝑦 3 + 3𝑥 2 𝑦 2 + 𝑦 + 2 𝑑𝑥 + 3𝑥 2 𝑦 2 + 2𝑥 3 𝑦 + 𝑥 + 3 𝑑𝑦 = 0
𝑑[𝑦 3 𝑥 2 ] + 𝑑[𝑥 3 𝑦 2 ] + 𝑑[𝑥𝑦] + 𝑑[3𝑦 + 2𝑥] = 𝑑[𝑦 3 𝑥 2 + 𝑥 3 𝑦 2 + 𝑥𝑦 + 3𝑦 + 2𝑥] = 𝑑𝐶
The initial condition 𝑦 = 1 when 𝑥 = 0 yields 3 = 𝐶. Hence, the solution of
initial value problem is
𝑓 𝑥, 𝑦 = 𝑦 3 𝑥 2 + 𝑥 3 𝑦 2 + 𝑥𝑦 + 3𝑦 + 2𝑥 = 3.