Chapter 2

Exact and Linear Di↵erential

Equations

In this chapter, we will learn how to recognize and solve three di↵erent types
of equations: Exact, linear, and Bernoulli. All of them are first order equa-
tions, therefore we expect a single integration constant in the solution.
At this stage it seems like there’s a special trick for every di↵erent kind
of question. You will gain familiarity with exercise and experience.

2.1 Exact Equations

A first order di↵erential equation of the form

M (x, y)dx + N (x, y)dy = 0 (2.1)

is called an exact di↵erential equation if there exists a function u(x, y) such

that
@u @u
= M, =N (2.2)
@x @y
In other words, du = M dx + N dy, so M dx + N dy is a total di↵erential.
For example, the equation

(4x3 + 2xy 2 )dx + (4y 3 + 2x2 y)dy = 0

is exact, and
u = x4 + x2 y 2 + y 4

9
10 CHAPTER 2. EXACT EQUATIONS

So, the solution of this equation is very simple, if du is zero, u must be a

constant, therefore
x4 + x2 y 2 + y 4 = c
@M @N
Theorem 2.1: The condition = is necessary and sufficient for the
@y @x
equation M (x, y)dx + N (x, y)dy = 0 to be exact.
Method of Solution: To solve M dx + N dy = 0,

• Check for Exactness

• If the equation is exact, find u by integrating either M or N .

Z Z
u = M dx + k(y) or u = N dy + l(x)

Note that we have arbitrary functions as integration constants.

• Determine the arbitrary functions using the original equation. The

solution is u(x, y) = c

Example 2.1 Solve the equation 3y 2 dx + (3y 2 + 6xy)dy = 0.

Let’s check for exactness first.

@(3y 2 ) @(3y 2 + 6xy)
= 6y, = 6y
@y @x
The equation is exact.
Z
u(x, y) = 3y 2 dx + k(y) = 3y 2 x + k(y)

@u
= 6yx + k 0 (y) = 3y 2 + 6xy
@y
k 0 (y) = 3y 2 ) k(y) = y 3
We do not need an integration constant here because u(x, y) = c already
contains one
u(x, y) = 3y 2 x + y 3 = c
2.2. INTEGRATING FACTORS 11

2.2 Integrating Factors

Consider the equation

P dx + Qdy = 0 (2.3)

that is not exact. If it becomes exact after multiplying by F , i.e. if

F P dx + F Qdy = 0 (2.4)

is exact, then F is called an integrating factor. (Note that P, Q and F are

functions of x and y)
1
For example, ydx xdy = 0 is not exact, but F = 2 is an integrating
x
factor.

Example 2.2 Solve (2xex y 2 )dx + 2ydy = 0. Use F = e x .

@(2xex y 2 ) @(2y)
= 2y, =0
@y @x
The equation is not exact. Let’s multiply both sides by e x . The new
equation is:

(2x y 2 e x )dx + 2ye x dy = 0

@(2x y2e x) @(2ye x )

= 2ye x , = 2ye x
@y @x
Now the equation is exact. We can solve it as we did the previous example
and obtain the result

x2 + y 2 e x
=c

How To Find an Integrating Factor: Let P dx+Qdy = 0 be a di↵erential

equation that is not exact, and let F = F (x, y) be an integrating factor. By
definition,

(F P )y = (F Q)x ) F y P + F Py = F x Q + F Q x (2.5)
12 CHAPTER 2. EXACT EQUATIONS

But this equation is more difficult than the one we started with. If we make
a simplifying assumption that F is a function of one variable only, we can
solve for F and obtain the following theorem:
Theorem 2.2: Consider the equation P dx + Qdy = 0. Define
✓ ◆ ✓ ◆
1 @P @Q 1 @Q @P
R= and R̃ = (2.6)
Q @y @x P @x @y
R
a) If R depends only on x, then F (x) = exp R(x) dx is an integrating
factor. ⇣R ⌘
b) If R̃ depends only on y, then F (y) = exp R̃(y)dy is an integrating
factor.

Example 2.3 Solve (4x2 y 2 + 2y)dx + (2x3 y + x)dy = 0

@(4x2 y 2 + 2y) @(2x3 y + x)

= 8x2 y + 2, = 6x2 y + 1
@y @x
The equation is not exact.

8x2 y + 2 6x2 y 1 2x2 y + 1 1

R= = =
2x3 y + x 3
2x y + x x

R
R(x)dx
F (x) = e = eln x = x

Multiply the equation by x to obtain the exact equation

(4x3 y 2 + 2yx)dx + (2x4 y + x2 )dy = 0

Z
u(x, y) = (4x3 y 2 + 2yx) dx + k(y) = x4 y 2 + yx2 + k(y)

@u
= 2x4 y + x2 + k 0 (y) = 2x4 y + x2 ) k(y) = 0
@y

u(x, y) = x4 y 2 + x2 y = c
2.3. LINEAR FIRST ORDER EQUATIONS 13

2.3 Linear First Order Equations

If a first order di↵erential equation can be written in the form
y 0 + p(x)y = r(x) (2.7)
it is called a linear di↵erential equation. If r(x) = 0, the equation is homo-
geneous, otherwise it is nonhomogeneous.
We can express the equation (2.7) as [p(x)y r(x)]dx + dy = 0. This is
not exact but it has an integrating factor:
R
p dx
R = p(x), F = e (2.8)
Method of Solution:
• Given a first order linear equation, express it in the following form:
y 0 + p(x)y = r(x) (2.9)
Z
• Multiply both sides by the integrating factor F (x) = exp p(x) dx to
obtain
R R R
p dx 0 p dx p dx
e y +e py = re (2.10)

• Express the left hand side as a single parenthesis.

⇣ R ⌘0 R
e p dx y = re p dx (2.11)

• Integrate both sides. Don’t forget the integration constant. The solu-
tion is: ✓Z ◆
h h
y(x) = e e r dx + c (2.12)
R
where h = p dx.
Example 2.4 Solve y 0 + 4y = 1
R
4 dx
The integrating factor is F = e = e4x . Multiply both sides of the
equation by e4x to obtain
e4x y 0 + 4e4x y =e4x
(e4x y)0 =e4x

4x e4x 1 4x
e y= +c ) y= + ce
4 4
14 CHAPTER 2. EXACT EQUATIONS

2.4 Bernoulli Equation

The equation
y 0 + p(x)y = g(x)y a (2.13)
is called Bernoulli equation. It is nonlinear. Nonlinear equations are usually
much more difficult than linear ones, but Bernoulli equation is an exception.
It can be linearized by the substitution

u(x) = [y(x)]1 a
(2.14)

Then, we can solve it as other linear equations.

Example 2.5 Solve the equation

2
0 2x ex
y y=
3 3xy 2

Here a = 2 therefore u = y 1 ( 2) = y 3 ) u0 = 3y 2 y 0
Multiplying both sides of the equation by 3y 2 we obtain
2 2
2 0 ex
3 0 ex
3y y 2xy = ) u 2xu =
x x
This equation is linear. Its integrating factor is
R
2x dx x2
e =e

x2
Multiplying both sides by e , we get

x2 0 x2 1
e u 2xe u=
x
x2 1
(e u)0 =
x

x2 2
e u = ln x + c ) u = (ln x + c)ex

h i
2 1/3
y = (ln x + c)ex
EXERCISES 15

Exercises
Solve the following di↵erential equations. (Find an integrating factor if
necessary)
1) (yex + xyex + 1)dx + xex dy = 0
2) (2r + 2 cos ✓)dr 2r sin ✓d✓ = 0
3) (sin xy + xy cos xy)dx + (x2 cos xy)dy = 0
4) 2 cos ydx = sin ydy
5) 5dx ey x dy = 0
6) (2xy + 3x2 y 6 ) dx + (4x2 + 9x3 y 5 ) dy = 0
7) (3xey + 2y) dx + (x2 ey + x) dy = 0
5 1
8) y 0 + y =
x x
1 1
9) y 0 + y=
x ln x ln x

10) y 0 y tan x = tan x

11) y 0 + y tan x = 4x3 cos x
12) y 0 + x3 y = 4x3 , y(0) = 1

Reduce to linear form and solve the following equations:

2 sin x 1/2
13) y 0 4y tan x = y
cos3 x
x
14) y 0 + y =
y
25 5 ln x 4/5
15) y 0 + y= y
x x5
y 1
16) y 0 + =
x x9 y 3
tan y
17) y 0 =
x 1
18) y 2 dx + (3xy 1)dy = 0

F19) y 0 (sinh 3y 2xy) = y 2 Hint: x $ y

F20) 2xyy 0 + (x 1)y 2 = x2 ex Hint: z = y 2

16 CHAPTER 2. EXACT EQUATIONS

Answers
⇣ ⌘c
1) y = 1 e x
x
2) r2 + 2r cos ✓ = c
3) x sin xy = c
4) F = e2x , e2x cos y = c
5) F = ex , 5ex ey = c
6) F = y 3 , x 2 y 4 + x3 y 9 = c
7) F = x, x3 ey + x2 y = c
1 c
8) y= + 5
5 x
x+c
9) y =
ln x
c
10) y = 1+
cos x

11) y = x4 cos x + c cos x

x4
12) y = 4 5e 4

✓ ◆2
c ln cos x
13) y =
cos2 x
q
1 2x
14) y = 2
x + ce
✓ ◆5
x ln x x+c
15) y =
x5
✓ ◆1/4
1 c
16) y = 8
+ 4
x x

17) y = arcsin[c(x 1)]

1 c
18) F = y, x = + 3
2y y
2 1
19) x = y 3
cosh 3y + c
q
20) y = cxe x + 12 xex