1st Lecture Advanced Engineering Mathematics Dr.

Mahmoud Zaggout

Ordinary Differential Equations (ODEs)

1. 1st order Differential Equations

The general equation takes the form:
𝑓(𝑥, 𝑦, 𝑦′) = 0
𝑦′ = 𝑓(𝑥, 𝑦)
𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0
Any function 𝑦 = Ø(𝑥) explicit form
Ø(𝑥, 𝑦) = 0 implicit form
Satisfying the initial value problem 𝑦′ = 𝑓(𝑥, 𝑦) and 𝑦(𝑥₀) = 𝑦₀ is called the solution. The
DE of first order and first degree may be divided into:

1.1. Variables Separable

If the DE 𝑀 (𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 can be written in the following form
𝑀(𝑥)𝑑𝑥 + 𝑁(𝑦)𝑑𝑦 = 0
It is said to be separable and the solution will be

∫ 𝑀(𝑥)𝑑𝑥 + ∫ 𝑁(𝑦)𝑑𝑦 = 𝑐

Example (1)
Solve the following Differential equations:
1) (𝟏 + 𝒙)𝒅𝒚 − 𝒚𝒅𝒙 = 𝟎

𝑑𝑦 𝑑𝑥
− =0
𝑦 1+𝑥
𝑑𝑦 𝑑𝑥
∫ −∫ =𝑐
𝑦 1+𝑥
𝐿𝑛(𝑦) − 𝑙𝑛│1 + 𝑥│ = 𝑐
1st Lecture Advanced Engineering Mathematics Dr. Mahmoud Zaggout

𝒅𝒚 𝒙
2) =– 𝒚(𝟒) = 𝟑
𝒅𝒙 𝒚

𝑦𝑑𝑦 = −𝑥𝑑𝑥
𝑦𝑑𝑦 + 𝑥𝑑𝑥 = 0

∫ 𝑦𝑑𝑦 + ∫ 𝑥𝑑𝑥 = 𝑐

𝑦2 𝑥2
+ =𝑐
2 2
at 𝑦(4) = 3
32 42 25
+ = =𝑐
2 2 2
𝑦 2 𝑥 2 25
+ =
2 2 2
𝑦 2 + 𝑥 2 = 25

3) 𝒙 𝒔𝒊𝒏 𝒙 𝒆−𝒚 𝒅𝒙 − 𝒚𝒅𝒚 = 𝟎

𝑥 𝑠𝑖𝑛 𝑥 𝑑𝑥 − 𝑦𝑒 𝑦 𝑑𝑦 = 0

∫ 𝑥 𝑠𝑖𝑛 𝑥 𝑑𝑥 − ∫ 𝑦𝑒 𝑦 𝑑𝑦 = 𝑐

−𝑥 𝑐𝑜𝑠 𝑥 + 𝑠𝑖𝑛 𝑥 − 𝑦𝑒 𝑦 + 𝑒 𝑦 = 𝑐

4) (𝒆𝒙 + 𝟏)𝒚𝒅𝒚 = (𝒚 + 𝟏)𝒆𝒙 𝒅𝒙

𝑦 𝑒𝑥
𝑑𝑦 = 𝑥 𝑑𝑥
𝑦+1 𝑒 +1
𝑦 𝑒𝑥
∫ 𝑑𝑦 = ∫ 𝑥 𝑑𝑥 + 𝑐
𝑦+1 𝑒 +1
𝑦+1−1 𝑒𝑥
∫ 𝑑𝑦 = ∫ 𝑥 𝑑𝑥 + 𝑐
𝑦+1 𝑒 +1
1 𝑒𝑥
∫ (1 − ) 𝑑𝑦 = ∫ 𝑥 𝑑𝑥 + 𝑐
𝑦+1 𝑒 +1
𝑦 − 𝑙𝑛│𝑦 + 1│ = 𝑙𝑛│ 𝑒 𝑥 + 1│ + 𝑐
 1st Lecture Advanced Engineering Mathematics Dr. Mahmoud Zaggout

𝒅𝒚 𝒅𝒚
5) 𝒚 − 𝒙 = 𝟐 (𝒚𝟐 + )
𝒅𝒙 𝒅𝒙

𝑑𝑦
𝑦 − 2𝑦 2 = (𝑥 + 2)
𝑑𝑥
𝑑𝑦 𝑑𝑥
2
=
(𝑦 − 2𝑦 ) (𝑥 + 2)
𝑑𝑦 𝑑𝑥
∫ = ∫ +𝑐
(𝑦 − 2𝑦 2 ) (𝑥 + 2)
Using the partial fractions
1 1 𝐴 𝐵 𝐴(1 − 2𝑦 ) + 𝐵𝑦
= = + =
(𝑦 − 2𝑦 2 ) 𝑦(1 − 2𝑦 ) 𝑦 (1 − 2𝑦 ) (𝑦 − 2𝑦 2 )
𝐴(1 − 2𝑦) + 𝐵𝑦 = 1
𝑦𝑖𝑒𝑙𝑑𝑠
At 𝑦=0 → 𝐴=1
𝑦𝑖𝑒𝑙𝑑𝑠
𝑦 = 0.5 → 𝐵=2
1 2 1
∫ 𝑑𝑦 + ∫ 𝑑𝑦 = ∫ 𝑑𝑥 + 𝑐
𝑦 (1 − 2𝑦) (𝑥 + 2)
𝑙𝑛(𝑦) − 𝑙𝑛│1 − 2𝑦│ = 𝑙𝑛│𝑥 + 2│ + 𝑐

1.2. Homogeneous Equation

The function 𝑦′ = 𝑓(𝑥, 𝑦) is said to be homo. if
𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆𝑛 𝑓(𝑥, 𝑦)
where 𝑛 is the degree of homogeneity.

Example (2)
Determine the homogenous function of the following:
1) 𝒇(𝒙, 𝒚) = 𝒙 − 𝟑√𝒙𝒚 + 𝟓𝒚

𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆𝑥 − 3√𝜆𝑥𝜆𝑦 + 5𝜆𝑦

= 𝜆(𝑥 − 3√𝑥𝑦 + 5𝑦)
= 𝜆1 𝑓(𝑥, 𝑦)
 1st Lecture Advanced Engineering Mathematics Dr. Mahmoud Zaggout

It is homo. function of degree 1

2) 𝒇(𝒙, 𝒚) = 𝒙𝟐 + 𝒚𝟐 + 𝟏
𝑓(𝜆𝑥, 𝜆𝑦) = 𝜆2 𝑥 2 + 𝜆2 𝑦 2 + 1
≠ 𝜆𝑓(𝑥, 𝑦)
It is not homo. Function

3) 𝒙𝟐 𝒅𝒚 + (𝒙𝒚 − 𝒚𝟐 )𝒅𝒙 = 𝟎

𝑑𝑦 𝑦 2 − 𝑥𝑦
= = 𝑓(𝑥, 𝑦)
𝑑𝑥 𝑥2
𝜆2 𝑦 2 − 𝜆𝑥𝜆𝑦
𝑓(𝜆𝑥, 𝜆𝑦) =
𝜆2 𝑥 2
𝜆2 (𝑦 2 − 𝑥𝑦)
=
𝜆2 𝑥 2
(𝑦 2 − 𝑥𝑦)
=
𝑥2
= 𝜆0 𝑓(𝑥, 𝑦)
It is homo function of degree 0.

Note:
If the DE is homo. of zero degree it may converted to separable equation by introducing
a new variable as following:
i. assume 𝑦 = 𝑣𝑥
𝑑𝑦 𝑑𝑣
=𝑣+𝑥
𝑑𝑥 𝑑𝑥
ii. 𝑥 = 𝑣𝑦
𝑑𝑥 𝑑𝑣
=𝑣+𝑦
𝑑𝑦 𝑑𝑦

Example (3)
Solve the following DEs :
1) 𝒙𝒚′ = 𝒚 + 𝒙𝒆𝒚⁄𝒙
 1st Lecture Advanced Engineering Mathematics Dr. Mahmoud Zaggout

𝑑𝑦 (𝑦 + 𝑥𝑒 𝑦⁄𝑥 )
=
𝑑𝑥 𝑥
It is homo. of degree 0 and therefore let us assume that
𝑦 = 𝑣𝑥
𝑑𝑦 𝑑𝑣
=𝑣+𝑥
𝑑𝑥 𝑑𝑥
𝑑𝑣 (𝑣𝑥 + 𝑥𝑒 𝑣𝑥⁄𝑥 )
𝑣+𝑥 =
𝑑𝑥 𝑥
𝑑𝑣
𝑣+ 𝑥 = 𝑣 + 𝑒𝑣
𝑑𝑥
𝑑𝑣
𝑥 = 𝑒𝑣
𝑑𝑥
𝑑𝑥
𝑒 −𝑣 𝑑𝑣 =
𝑥
𝑑𝑥
∫ 𝑒 −𝑣 𝑑𝑣 = ∫ +𝑐
𝑥
−𝑒 −𝑣 = ln(𝑥) + 𝑐
−𝑒 −𝑦⁄𝑥 = ln(𝑥) + 𝑐

2) (𝟐√𝒙𝒚 − 𝒚)𝒅𝒙 − 𝒙𝒅𝒚 = 𝟎

𝑑𝑦 2√𝑥𝑦 − 𝑦
=
𝑑𝑥 𝑥
It is homo of degree 0 and assume that
𝑦 = 𝑣𝑥
𝑑𝑦 𝑑𝑣
=𝑣+𝑥
𝑑𝑥 𝑑𝑥
𝑑𝑣 2√𝑥𝑣𝑥 − 𝑣𝑥
𝑣+𝑥 = = 2√𝑣 − 𝑣
𝑑𝑥 𝑥
𝑑𝑣
𝑥 = 2√𝑣 − 2𝑣
𝑑𝑥
𝑑𝑣 𝑑𝑥
=
2√𝑣 − 2𝑣 𝑥
 1st Lecture Advanced Engineering Mathematics Dr. Mahmoud Zaggout

𝑑𝑣 𝑑𝑥
∫ =∫ +𝑐
2√𝑣 − 2𝑣 𝑥
1
2 𝑣 𝑑𝑥
∫ √ 𝑑𝑣 = ∫ +𝑐
1 − √𝑣 𝑥
−𝑙𝑛|1 − √𝑣| = 𝑙𝑛(𝑥) + 𝑐
𝑦
−𝑙𝑛 |1 − √ | = 𝑙𝑛(𝑥) + 𝑐
𝑥

3) 𝟐𝒙𝟑 𝒚𝒅𝒙 + (𝒙𝟒 + 𝒚𝟒 )𝒅𝒚 = 𝟎

𝑑𝑦 −2𝑥 3 𝑦
= 4
𝑑𝑥 𝑥 + 𝑦 4
Let assume that
𝑦 = 𝑣𝑥
𝑑𝑦 𝑑𝑣
=𝑣+𝑥
𝑑𝑥 𝑑𝑥
𝑑𝑣 −2𝑥 3 𝑣𝑥 −2𝑣
𝑣+𝑥 = 4 4 4
=
𝑑𝑥 𝑥 + 𝑣 𝑥 1 + 𝑣4
𝑑𝑣 −3𝑣 − 𝑣 5
𝑥 =
𝑑𝑥 1 + 𝑣4
𝑑𝑣 −3𝑣 − 𝑣 5
𝑥 =
𝑑𝑥 1 + 𝑣4
1 + 𝑣4 𝑑𝑥
𝑑𝑣 =
−3𝑣 − 𝑣 5 𝑥
1 + 𝑣4 𝑑𝑥
∫ 𝑑𝑣 = ∫ +𝑐
−3𝑣 − 𝑣 5 𝑥
1+𝑣 4
The integration∫ 𝑑𝑣 is difficult to solve. Therefore, the assumption will be changed
−3𝑣−𝑣 5

into
𝑥 = 𝑣𝑦
𝑑𝑥 𝑑𝑣
=𝑣+𝑦
𝑑𝑦 𝑑𝑦
 1st Lecture Advanced Engineering Mathematics Dr. Mahmoud Zaggout

𝑑𝑣 𝑣 4𝑦4 + 𝑦4 𝑣4 + 1
𝑣+𝑦 =− = −
𝑑𝑦 2𝑣 3 𝑦 3 𝑦 2𝑣 3
𝑑𝑣 𝑣 4 + 1 3𝑣 4 + 1
𝑦 = − 𝑣 = −
𝑑𝑦 −2𝑣 3 2𝑣 3
2𝑣 3 𝑑𝑦
− 4
𝑑𝑣 =
3𝑣 + 1 𝑦
2𝑣 3 𝑑𝑦
−∫ 4
𝑑𝑣 = ∫ +𝑐
3𝑣 + 1 𝑦
1
− 𝑙𝑛|3𝑣 4 + 1| = 𝑙𝑛(𝑦) + 𝑐
6
1 𝑥4
− 𝑙𝑛 |3 4 + 1| = 𝑙𝑛(𝑦) + 𝑐
6 𝑦

1.3. Exact Equation

The DE 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 is said to be an exact DE if :
𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥
and

Ø1 = ∫ 𝑀(𝑥, 𝑦)𝑑𝑥

Ø2 = ∫ 𝑁(𝑥, 𝑦)𝑑𝑦

The solution is
Ø = Ø1 + 𝑡𝑒𝑟𝑚𝑠 𝑜𝑓 Ø2 𝑤ℎ𝑖𝑐ℎ 𝑖𝑛 𝑦 𝑜𝑛𝑙𝑦 = 𝑐
Or
Ø = Ø2 + 𝑡𝑒𝑟𝑚𝑠 𝑜𝑓 Ø1 𝑤ℎ𝑖𝑐ℎ 𝑖𝑛 𝑥 𝑜𝑛𝑙𝑦 = 𝑐

Example (4)
Solve the following DEs:
1) (𝟐𝒙 − 𝟓𝒚)𝒅𝒙 + (𝟑𝒚𝟐 − 𝟓𝒙)𝒅𝒚 = 𝟎

𝑀 = 2𝑥 − 5𝑦 𝑁 = 3𝑦 2 − 5𝑥
 1st Lecture Advanced Engineering Mathematics Dr. Mahmoud Zaggout

𝜕𝑀 𝜕𝑁
= −5 = −5
𝜕𝑦 𝜕𝑥
𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥
It is an exact equation

Ø1 = ∫ 𝑀(𝑥, 𝑦)𝑑𝑥

= ∫(2𝑥 − 5𝑦)𝑑𝑥

= 𝑥 2 − 5𝑥𝑦

Ø2 = ∫ 𝑁(𝑥, 𝑦)𝑑𝑦

= ∫(3𝑦 2 − 5𝑥)𝑑𝑦

= 𝑦 3 − 5𝑥𝑦
Ø = 𝑥 2 − 5𝑥𝑦 + 𝑦 3 = 𝑐

2) (𝒄𝒐𝒔 𝒙 𝒔𝒊𝒏 𝒙 − 𝒙𝒚𝟐 )𝒅𝒙 + 𝒚(𝟏 − 𝒙𝟐 )𝒅𝒚 = 𝟎

𝑀 = 𝑐𝑜𝑠 𝑥 𝑠𝑖𝑛 𝑥 − 𝑥𝑦 2 𝑁 = 𝑦(1 − 𝑥 2 )

𝜕𝑀 𝜕𝑁
= −2𝑥𝑦 = −2𝑥𝑦
𝜕𝑦 𝜕𝑥
𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥
It is an exact equation

Ø1 = ∫ 𝑀(𝑥, 𝑦)𝑑𝑥

= ∫(𝑐𝑜𝑠(𝑥)𝑠𝑖𝑛(𝑥) − 𝑥𝑦 2 )𝑑𝑥

𝑠𝑖𝑛2 𝑥 𝑥 2 𝑦 2
= −
2 2

Ø2 = ∫ 𝑁(𝑥, 𝑦)𝑑𝑦
 1st Lecture Advanced Engineering Mathematics Dr. Mahmoud Zaggout

= ∫ 𝑦(1 − 𝑥 2 )𝑑𝑦

𝑦2 𝑦2𝑥2
= −
2 2
𝑠𝑖𝑛2 𝑥 𝑥 2 𝑦 2 𝑦 2
Ø= − + =𝑐
2 2 2

3) (𝒆𝟐𝒚 − 𝒚𝒄𝒐𝒔(𝒙𝒚))𝒅𝒙 + (𝟐𝒙𝒆𝟐𝒚 − 𝒙𝒄𝒐𝒔(𝒙𝒚) + 𝟐𝒚)𝒅𝒚 = 𝟎

𝑀 = 𝑒 2𝑦 − 𝑦𝑐𝑜𝑠(𝑥𝑦) 𝑁 = 2𝑥𝑒 2𝑦 − 𝑥𝑐𝑜𝑠(𝑥𝑦) + 2𝑦

𝜕𝑀
= 2𝑒 2𝑦 + 𝑥𝑦𝑠𝑖𝑛(𝑥𝑦) − 𝑐𝑜𝑠(𝑥𝑦)
𝜕𝑦
𝜕𝑁
= 2𝑒 2𝑦 + 𝑥𝑦𝑠𝑖𝑛(𝑥𝑦) − 𝑐𝑜𝑠(𝑥𝑦)
𝜕𝑥
𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥

Ø1 = ∫(𝑒 2𝑦 − 𝑦𝑐𝑜𝑠 (𝑥𝑦))𝑑𝑥

= 𝑥𝑒 2𝑦 − 𝑠𝑖𝑛(𝑥𝑦)

Ø2 = ∫(2𝑥𝑒 2𝑦 − 𝑥𝑐𝑜𝑠 (𝑥𝑦) + 2𝑦)𝑑𝑦

= 𝑥𝑒 2𝑦 − 𝑠𝑖𝑛(𝑥𝑦) + 𝑦 2
∴ Ø = 𝑥𝑒 2𝑦 − 𝑠𝑖𝑛(𝑥𝑦) + 𝑦 2 = 𝑐

1.4. Integrating Factors

Consider the DE
𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0
It is not an exact DE if
𝜕𝑀 𝜕𝑁
≠
𝜕𝑦 𝜕𝑥
Try to find a function 𝜇, so that the DE
𝜇𝑀(𝑥, 𝑦)𝑑𝑥 + 𝜇𝑁(𝑥, 𝑦)𝑑𝑦 = 0
 1st Lecture Advanced Engineering Mathematics Dr. Mahmoud Zaggout

becomes an exact DE , the function 𝜇 is called an integrating factor and it can be calculated
as follows :
i. 𝜇 is a function of 𝑥 only
𝜇(𝑥) = 𝑒 ∫ 𝑓(𝑥)𝑑𝑥
𝜕𝑀 𝜕𝑁
−
𝜕𝑦 𝜕𝑥
𝑓(𝑥) =
𝑁
ii. 𝜇 is a function of 𝑦 only
𝜇(𝑦) = 𝑒 − ∫ 𝑓(𝑦)𝑑𝑦
𝜕𝑀 𝜕𝑁
−
𝜕𝑦 𝜕𝑥
𝑓(𝑦) =
𝑀
Example (5)
Find the solution of the following DEs:

1) (𝒙 + 𝒚)𝒅𝒙 + 𝒙𝒍𝒏(𝒙)𝒅𝒚 = 𝟎
𝑀 =𝑥+𝑦 𝑁 = 𝑥𝑙𝑛(𝑥)

𝜕𝑀 𝜕𝑁
=1 = 1 + 𝑙𝑛(𝑥)
𝜕𝑦 𝜕𝑥

𝜕𝑀 𝜕𝑁
≠
𝜕𝑦 𝜕𝑥

It is not exact DE and let us assume 𝜇 is the function of 𝑥 only

𝜕𝑀 𝜕𝑁
−
𝜕𝑦 𝜕𝑥
𝑓 (𝑥) =
𝑁
1 − (1 + 𝑙𝑛(𝑥))
=
𝑥𝑙𝑛(𝑥)
−1
=
𝑥

𝜇(𝑥) = 𝑒 ∫ 𝑓(𝑥)𝑑𝑥
 1st Lecture Advanced Engineering Mathematics Dr. Mahmoud Zaggout

−1
= 𝑒 ∫ 𝑥 𝑑𝑥

1
=
𝑥
𝜇(𝑥)(𝑥 + 𝑦)𝑑𝑥 + 𝜇(𝑥)𝑥𝑙𝑛(𝑥)𝑑𝑦 = 0

(𝑥 + 𝑦)
𝑑𝑥 + 𝑙𝑛(𝑥)𝑑𝑦 = 0
𝑥
(𝑥 + 𝑦)
𝑀= 𝑁 = 𝑙𝑛(𝑥)
𝑥
𝜕𝑀 1 𝜕𝑁 1
= =
𝜕𝑦 𝑥 𝜕𝑥 𝑥

𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥

It is an exact DE

(𝑥 + 𝑦)
Ø1 = ∫ 𝑑𝑥
𝑥

= 𝑥 + 𝑦𝑙𝑛(𝑥)

Ø2 = ∫ 𝑙𝑛(𝑥) 𝑑𝑦

= 𝑦𝑙𝑛(𝑥)

Ø = 𝑥 + 𝑦𝑙𝑛(𝑥) = 𝑐

2) 𝟔𝒙𝒚𝒅𝒙 + (𝟒𝒚 + 𝟗𝒙𝟐 )𝒅𝒚 = 𝟎

𝑀 = 6𝑥𝑦 𝑁 = 4𝑦 + 9𝑥 2

𝜕𝑀 𝜕𝑁
= 6𝑥 = 18𝑥
𝜕𝑦 𝜕𝑥

𝜕𝑀 𝜕𝑁
≠
𝜕𝑦 𝜕𝑥
 1st Lecture Advanced Engineering Mathematics Dr. Mahmoud Zaggout

It is not exact DE., assume that 𝜇 is the function of 𝑥 only

𝜕𝑀 𝜕𝑁
−
𝜕𝑦 𝜕𝑥
𝑓 (𝑥) =
𝑁
6𝑥 − 18𝑥
=
4𝑦 + 9𝑥 2

−12𝑥
=
4𝑦 + 9𝑥 2

This assumption is not correct. Therefore, let us choose 𝜇 as a function of 𝑦 only

𝜕𝑀 𝜕𝑁
−
𝜕𝑦 𝜕𝑥
𝑓(𝑦) =
𝑀
6𝑥 − 18𝑥
=
6𝑥𝑦

−12𝑥
=
6𝑥𝑦

−2
=
𝑦

𝜇(𝑦) = 𝑒 − ∫ 𝑓(𝑦)𝑑𝑦
−2
−∫ 𝑑𝑦
=𝑒 𝑦

= 𝑦2

𝜇(𝑦)(𝑥 + 𝑦)𝑑𝑥 + 𝜇(𝑦)𝑥𝑙𝑛(𝑥)𝑑𝑦 = 0

6𝑥𝑦 3 𝑑𝑥 + (4𝑦 3 + 9𝑥 2 𝑦 2 )𝑑𝑦 = 0

𝑀 = 6𝑥𝑦 3 𝑁 = 4𝑦 3 + 9𝑥 2 𝑦 2

𝜕𝑀 𝜕𝑁
= 18𝑥𝑦 2 = 18𝑥𝑦 2
𝜕𝑦 𝜕𝑥

𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥
 1st Lecture Advanced Engineering Mathematics Dr. Mahmoud Zaggout

It is an exact DE

Ø1 = ∫ 6𝑥𝑦 3 𝑑𝑥

= 3𝑥 2 𝑦 3

Ø2 = ∫(4𝑦 3 + 9𝑥 2 𝑦 2 )𝑑𝑦

= 𝑦 4 + 3𝑥 2 𝑦 3

Ø = 𝑦 4 + 3𝑥 2 𝑦 3 = 𝑐

3) 𝒚(𝒙 + 𝒚 + 𝟏)𝒅𝒙 + (𝒙 + 𝟐𝒚)𝒅𝒚 = 𝟎

(𝑥𝑦 + 𝑦 2 + 𝑦)𝑑𝑥 + (𝑥 + 2𝑦)𝑑𝑦 = 0

𝑀 = 𝑥𝑦 + 𝑦 2 + 𝑦 𝑁 = 𝑥 + 2𝑦

𝜕𝑀 𝜕𝑁
= 𝑥 + 2𝑦 + 1 =1
𝜕𝑦 𝜕𝑥

𝜕𝑀 𝜕𝑁
≠
𝜕𝑦 𝜕𝑥

It is not exact DE., assume that 𝜇 is the function of 𝑥 only

𝜕𝑀 𝜕𝑁
−
𝜕𝑦 𝜕𝑥
( )
𝑓 𝑥 =
𝑁
𝑥 + 2𝑦 + 1 − 1
=
𝑥 + 2𝑦

=1

𝜇(𝑥) = 𝑒 ∫ 𝑓(𝑥)𝑑𝑥

= 𝑒 ∫ 𝑑𝑥

= 𝑒𝑥

𝜇 (𝑥)(𝑥𝑦 + 𝑦 2 + 𝑦)𝑑𝑥 + 𝜇(𝑥)(𝑥 + 2𝑦)𝑑𝑦 = 0

 1st Lecture Advanced Engineering Mathematics Dr. Mahmoud Zaggout

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

𝑀 = 𝑒 𝑥 (𝑥𝑦 + 𝑦 2 + 𝑦) 𝑁 = 𝑒 𝑥 (𝑥 + 2𝑦)

𝜕𝑀 𝜕𝑁
= 𝑒 𝑥 (𝑥 + 2𝑦 + 1) = 𝑒 𝑥 (𝑥 + 2𝑦 + 1)
𝜕𝑦 𝜕𝑥

𝜕𝑀 𝜕𝑁
=
𝜕𝑦 𝜕𝑥

It is an exact DE

Ø1 = ∫ 𝑒 𝑥 (𝑥𝑦 + 𝑦 2 + 𝑦)𝑑𝑥

= ∫ 𝑥𝑒 𝑥 𝑦𝑑𝑥 + ∫ 𝑒 𝑥 𝑦 2 𝑑𝑥 + ∫ 𝑒 𝑥 𝑦𝑑𝑥

= 𝑥𝑒 𝑥 𝑦 + 𝑒 𝑥 𝑦 2

Ø2 = ∫ 𝑒 𝑥 (𝑥 + 2𝑦)𝑑𝑦

= 𝑥𝑒 𝑥 𝑦 + 𝑒 𝑥 𝑦 2

Ø = 𝑥𝑒 𝑥 𝑦 + 𝑒 𝑥 𝑦 2 = 𝑐

1.5. Linear Differential Equation

It takes the general form

𝑦′ + 𝑃(𝑥)𝑦 = 𝑄(𝑥)

The solution of linear DE is

1
𝑦= [∫ 𝜇𝑄(𝑥)𝑑𝑥 + 𝑐]
𝜇

𝜇 = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥

Examples (6)
Find the solution of the DEs:
1st Lecture Advanced Engineering Mathematics Dr. Mahmoud Zaggout

1) 𝒙𝒚′ − 𝟒𝒚 = 𝒙𝟔 𝒆𝒙
4
𝑦′ − 𝑦 = 𝑥 5 𝑒 𝑥
𝑥
4
𝑃(𝑥) = − 𝑄(𝑥) = 𝑥 5 𝑒 𝑥
𝑥

𝜇 = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥
4
= 𝑒 ∫ −𝑥𝑑𝑥

1
=
𝑥4
1
𝑦= [∫ 𝜇𝑄(𝑥)𝑑𝑥 + 𝑐]
𝜇
1 5 𝑥
= 𝑥 4 [∫ 𝑥 𝑒 𝑑𝑥 + 𝑐]
𝑥4

= 𝑥 4 [∫ 𝑥𝑒 𝑥 𝑑𝑥 + 𝑐]

𝑦 = 𝑥 4 [𝑥𝑒 𝑥 − 𝑒 𝑥 + 𝑐 ]

𝟏 𝟎≤𝒙≤𝟏
2) 𝒚 + 𝒚 = 𝒇(𝒙)
′
𝒇(𝒙) = {
𝒙 𝒙>𝟏
𝑦′ + 𝑦 = 1 0≤𝑥≤1

𝑃(𝑥) = 1 𝑄(𝑥) = 1

𝜇 = 𝑒 ∫ 𝑑𝑥

= 𝑒𝑥

1
𝑦= [∫ 𝑒 𝑥 𝑑𝑥 + 𝑐]
𝑒𝑥
1
= [𝑒 𝑥 + 𝑐 ]
𝑒𝑥
 1st Lecture Advanced Engineering Mathematics Dr. Mahmoud Zaggout

𝑦′ + 𝑦 = 𝑥 𝑥>1

𝑃(𝑥) = 1 𝑄(𝑥) = 𝑥

𝜇 = 𝑒 ∫ 𝑑𝑥

= 𝑒𝑥

1
𝑦= [∫ 𝑥𝑒 𝑥 𝑑𝑥 + 𝑐]
𝑒𝑥
1
[𝑒 𝑥 + 𝑐 ] 𝑎𝑡 0 ≤ 𝑥 ≤ 1
𝑒𝑥
∴𝑦={
1
[𝑥𝑒 𝑥 − 𝑒 𝑥 + 𝑐 ] 𝑎𝑡 𝑥 > 1
𝑒𝑥

1.6. Bernoulli’s Equation

The Bernoulli’s equation takes the general form

𝑦 ′ + 𝑃(𝑥)𝑦 = 𝑄(𝑥)𝑦 𝑛

it is nonlinear and we can make it a linear equation by the following steps :

1 ′ 1
𝑛
𝑦 + 𝑛 𝑃(𝑥)𝑦 = 𝑄(𝑥)
𝑦 𝑦

1 ′
𝑦 + 𝑃(𝑥)𝑦1−𝑛 = 𝑄(𝑥)
𝑦𝑛

Assume that 𝑣 = 𝑦1−𝑛

𝑑𝑣 𝑑𝑦
= (1 – 𝑛) 𝑦 −𝑛
𝑑𝑥 𝑑𝑥
1 1
𝑣 ′ = 𝑛 𝑦′
1−𝑛 𝑦

1
𝑣 ′ + 𝑃(𝑥)𝑣 = 𝑄(𝑥)
1−𝑛
𝑣 ′ + (1 − 𝑛)𝑃(𝑥)𝑣 = (1 − 𝑛)𝑄(𝑥)

𝜇 = 𝑒 ∫(1−𝑛)𝑃(𝑥)𝑑𝑥
 1st Lecture Advanced Engineering Mathematics Dr. Mahmoud Zaggout

1
𝑣= [∫ 𝜇(1 − 𝑛)𝑄(𝑥)𝑑𝑥 + 𝑐]
𝜇
1
𝑦1−𝑛 = [∫ 𝜇(1 − 𝑛)𝑄(𝑥)𝑑𝑥 + 𝑐]
𝜇
1
1−𝑛
1
𝑦 = [ [∫ 𝜇(1 − 𝑛)𝑄(𝑥)𝑑𝑥 + 𝑐]]
𝜇

Examples (7)
Find the solution of the following DEs:

1) 𝒚′ + 𝒙−𝟏 𝒚 = 𝒙𝒚𝟐
1
𝑃(𝑥) = 𝑥 −1 = 𝑄(𝑥) = 𝑥 𝑛=2
𝑥

𝜇 = 𝑒 ∫(1−𝑛)𝑃(𝑥)𝑑𝑥
1
(1−2) 𝑑𝑥
= 𝑒∫ 𝑥

= 𝑒 − ln(𝑥)

1
=
𝑥
1
1−𝑛
1
𝑦 = [ [∫ 𝜇(1 − 𝑛)𝑄(𝑥)𝑑𝑥 + 𝑐]]
𝜇

1
1 1−2
𝑦 = [𝑥 [∫ (1 − 2)𝑥𝑑𝑥 + 𝑐]]
𝑥
−1
= [𝑥 [− ∫ 𝑑𝑥 + 𝑐]]

= [𝑐𝑥 − 𝑥 2 ]−1
1st Lecture Advanced Engineering Mathematics Dr. Mahmoud Zaggout

1
=
𝑐𝑥 − 𝑥 2

𝒚 𝒚
2) 𝒚′ + 𝒙 𝒍𝒏(𝒚) = 𝒙𝟐 (𝐥𝐧(𝒚))𝟐

1 1 1
𝑦′ + 𝑙𝑛(𝑦) = 2 (𝑙𝑛(𝑦))2
𝑦 𝑥 𝑥

Let us assume that

𝑣 = 𝑙𝑛(𝑦)

1
𝑣′ = 𝑦′
𝑦

1 1
𝑣′ + 𝑣 = 2 𝑣 2
𝑥 𝑥

1 1
𝑃(𝑥) = 𝑄(𝑥) = 𝑛=2
𝑥 𝑥2
1
(1−2) 𝑑𝑥
𝜇 = 𝑒∫ 𝑥

= 𝑒 − 𝑙𝑛(𝑥)

1
=
𝑥
1
1 1 1−2
𝑣 = [𝑥 [∫ (1 − 2) 2 𝑑𝑥 + 𝑐]]
𝑥 𝑥
−1
−3
= [𝑥 [− ∫ 𝑥 𝑑𝑥 + 𝑐]]

−1
1
= [𝑥 [ 𝑥 −2 + 𝑐]]
2
−1
1
= [𝑐𝑥 + 𝑥 −1 ]
2
1st Lecture Advanced Engineering Mathematics Dr. Mahmoud Zaggout

1 −1 −1
𝑙𝑛(𝑦) = [𝑐𝑥 + 𝑥 ]
2
1 −1 −1
𝑦 = 𝑒 [𝑐𝑥+2𝑥 ]