Chapter 2

First-order Differential
Equations

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Chapter 1:

Introduction to Differential Equations

Overview
Overview
I. Separable variables
II. Linear equations
III. Exact Equations
IV. Solution by substitutions
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I. Separable variables

Learning
Learning Objective
Objective
At the end of this section you should be able to identify
and solve a separable DE.

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I. Separable variables

Definition
Definition
A first-order DE of the form

dy
g ( x ) h( y )
dx

is said to be separable or to have separable variables.

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I. Separable variables

Examples:
Examples:
dy
1)
y 2 xe3 x 4 y
dx
Indeed,

is separable

dy
y 2 xe3 x 4 y
dx

y 2 xe 3 x e 4 y xe3 x y 2 e 4 y

dy
2)
y sin x
dx

is not separable

Indeed, it cannot be put on the product form

Dr Faye-Jan 2014

I. Separable variables

Remark:
Remark:
By dividing by

h( y ) , the separable DE,

can be written in the form:

p ( y )dy g ( x)dx
where

1
p( y )
h( y )
Dr Faye-Jan 2014

dy
g ( x ) h( y )
dx

I. Separable variables

Method
Method of
of solution:
solution:
From the form :

p ( y )dy g ( x)dx

we have to integrated both sides.

p( y)dy g ( x)dx
to obtain

P( y ) G ( x) c

One-parameter family of implicit or explicit solutions.

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I. Separable variables

Examples:
Examples:
dy
1)
y 2e3 x
dx

y 2 dy e 3 x dx
2
3x
y
dy

dx

1 1 3x
e c
y 3
y

Dr Faye-Jan 2014

1
1 3x
e c
3

I. Separable variables

Examples:
Examples:
ln y ln x 1 c2

2) (1 x)dy ydx 0

ln y ln x 1 ln c1

(1 x)dy ydx

ln y ln c1 x 1

dy
dx

y 1 x

y c1 x 1
y c1 x 1

dy
dx
y 1 x

y c x 1
Dr Faye-Jan 2014

I. Separable variables

Examples:
Examples:
dy
x
3)

dx
y
ydy xdx

ydy xdx
1 2
1 2
y x c
2
2

y2 x2 C

y 4 3

y ( 4) 3

32 4 2 C
C 25

So, the solution of the IVP:

y 2 x 2 25

y 2 x 2 2c
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I. Separable variables

Examples:
Examples:
dy
4) y cos x
e y sin 2 x
dx
y 0 0

sin 2. x
ye dy
dx
cos x
sin 2 x
y
ye dy cos x dx
y

uy
dv e y dy

du dy
v e y

y
y
y
ye
dy

ye

dy
y
y
y
ye
dy

ye

e
c

y
ye
dy 2 sin xdx
Dr Faye-Jan 2014

y
y

ye
dy

1
e
c

2 sin xdx 2 cos x

I. Separable variables

Examples:
Examples:
y

2 cos x y 1 e c

y 0 0

Solution of IVP:

2 cos x 1 y 1 e y

2 cos 0 0 1 e 0 c
c 1

Dr Faye-Jan 2014

I. Separable variables

Exercise
Exercise I:I:
Solve the following DE by separation of variables:

dy
sin 5 x
dx
dy
2
x 1
dx

dx e dy 0
3x

dx x dy 0
2

dx 1 2 y

dy y sin x

dy
e 3 x2 y
dx
.

dy 2 y 3

dx 4 x 5

1 sin xdx 1 cos x dy, y 0 0

dy y 2 1
2
, y 2 2
dx x 1

Dr Faye-Jan 2014

II. Linear equations

Learning
Learning Objective
Objective
At the end of this section you should be able to identify
and solve a linear DE.

Dr Faye-Jan 2014

II. Linear Equations

Definition
Definition
A first-order DE of the form

dy
a 1 x a0 x y g ( x )
dx
is said to be linear equation in the dependent variable

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y.

II. Linear Equations

Remark
Remark
By dividing both sides by a 1 x , a linear equation can be
written in the standard form:

dy
P x y f ( x)
dx

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II. Linear Equations

Definition
Definition
dy
a 1 x a0 x y g ( x )
dx
Values of x that will make a 1 x 0 , are called singular
points of the equation.

Example:
Example:
x 1

dy
x 1 3 y ln x
dx

is a singular point.
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II. Linear Equations

Definition
Definition
dy
P x y f ( x)
dx
P x dx

The function x e
is defined as the integrating

factor.

Remark:
Remark:
' P x dx
' x P x dx e
P( x) ( x)
Dr Faye-Jan 2014

II. Linear Equations

Examples:
Examples:
Find the integrating factor for :
1)

dy
3y 0
dx
P ( x) 3, f(x) 0
P x dx
3 dx

x e
e

e 3 x

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II. Linear Equations

Examples:
Examples:
Find the integrating factor for :

dy 4
y x 5e x
dx x

dy
2) x
4 y x 6e x
dx
4
P ( x ) , f(x) x 5e x
x
P x dx

x e
e

Singular point :

4
dx
x

4 ln x

0
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1
4
x

ln x 4

II. Linear Equations

Method
Method of
of
solution
solution

a1 x y' a0 x y g(x)

1) Write the standard form :

2) Find the integrating factor :

y' P x y f ( x)
P x dx

x e

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II. Linear Equations

Method
Method of
of
solution
solution
3) Multiply the Standard form by the integrating factor :
Standard form :

y ' P x y f ( x)

(x)y ' (x)P x y (x)f ( x)

(x)y ' ' (x)y (x)f ( x)

(x)y

'

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(x)f ( x)

II. Linear Equations

Method
Method of
of
solution
4) Integrate bothsolution
sides of the last equation :
(x)y ' (x)f ( x)
'

(x)y
dx (x)f ( x)dx

(x)y (x)f ( x)dx

1
y
(x)f ( x)dx

(x)
Dr Faye-Jan 2014

II. Linear Equations

Examples:
Examples:
Solve the following linear DE :
1) x

dy 4
y x 5e x
dx x

dy
4 y x 6e x
dx
4
P( x)
x

1
x 4
x
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f(x) x e

5 x

II. Linear Equations

Examples:
Examples:
1)

4 5 x
x

(
x
)
f
(
x
)
dx

x
x
e
dx

xe

dx

xe x e x dx ( x 1)e x c

1
1
x
y
(x)f
(
x
)
dx

(
x

1
)
e
c
4

(x)
x

x 4 ( x 1)e x cx 4

Dr Faye-Jan 2014

II. Linear Equations

Examples:
Examples:

x
y ' 2
y0
x 9

dy
xy 0
2) x 9
dx
2

P( x)

x
x2 9

f(x) 0

1 2x
P x dx
x 2 9 dx
dx

x e
e
2 x 2 9
e

ln x 9

x2 9
Dr Faye-Jan 2014

1
ln x 2 9
2

II. Linear Equations

Examples:
Examples:
2)

c
1
1
y
(x)f ( x)dx
0 dx

(x)
(x)
(x)

c
x2 9

Valid on

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(, ) \ 3

II. Linear Equations

Exercise-II:
Exercise-II:
Solve the following linear DE :
1) x

dy
y x 2 sin x
dx

4) x

dy
3 x 1 y e 3 x
dx

dy
2) x 4 y x 3 x
dx

5) xy y e x , y 1 2

dy
3) cos x sin x y 1
dx

6) x 1

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dy
y ln x, y 1 10
dx

III. Exact equations

Learning
Learning Objective
Objective
At the end of this section you should be able to identify
and solve an exact ODE.

Dr Faye-Jan 2014

III. Exact equations

Definition
Definition
Consider a function of two variables:

f x, y
x

f x, y
y

f x, y

is the partial derivative of f regarding

( y is considered as a constant).

is the partial derivative of f regarding

( x is considered as a constant).
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III. Exact equations

Definition
Definition
Consider a function of two variables:
its differential is :

f x, y

f
f
df
dx dy
x
y

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III. Exact equations

Example:
Example:
f x, y x 2 y 4

4
f x, y 2xy
x

f x, y x 2 4 y 3 4 x 2 y 3
y
df x, y 2 xy 4 dx 4 x 2 y 3 dy
Dr Faye-Jan 2014

III. Exact equations

Examples:
Examples:

2 x 5 y 2 x 5 y 5 y 2 x 5 y 2 x
2 x 5 y
e
e e e
e e 2e 2e
x
x
x

ln xy (ln x ln y ) ln x ln y
x
x
x
x
x

Dr Faye-Jan 2014

III. Exact equations

Definition
Definition
A differential expression :

M x, y dx N x, y dy

is an exact differential if it corresponds to the

differential of some function f x, y

that means

f
M x, y
x
f
N x, y

y
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III. Exact equations

Example
Example
2 xydx x dy
2

Indeed

is an exact differential

f ( x, y ) x y
2

f
2 xy
x
f
2
x
y

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III. Exact equations

Definition
Definition
A DE of the form:

M x, y dx N x, y dy 0

is an exact equation if the left side is an exact

differential.
In that case, the DE is equivalent to

An implicit solution will be

f c

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df 0

III. Exact equations

Example
Example
x 2 y 3 dx x 3 y 2 dy 0
Indeed

is an exact equation

f ( x, y ) 13 x 3 y 3

1
3

x3 y 3 x 2 y 3

1
3

x3 y 3 x3 y 2

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III. Exact equations

Theorem
Theorem
A necessary and sufficient condition that
be an exact differential is

M N

y
x

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M x, y dx N x. y dy

III. Exact equations

Example
Example
x 2 y 3 dx x 3 y 2 dy 0
Indeed

M ( x, y ) x 2 y 3

N ( x, y ) x 3 y 2

M 2 3
x y 3x 2 y 2
y
N 3 2
x y 3x 2 y 2
x

exact equation

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III. Exact equations

Method
Method of
of
solution
solution
Example: 2 xy dx x 2 1 dy 0
Step 1: Check exactitude

M ( x, y ) 2 xy
N ( x, y ) x 2 1
Exact DE

M N

y
x

M
2x
y
N
2x
x
there exists f such that
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f
2 xy
x

III. Exact equations

Method
Method of
of
solution
solution
Step 2: integrate regarding x
f
2 xy
x
.

f
x dx 2 xydx
f ( x, y ) x 2 y g ( y )
g ( y)

constant for

but not for

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III. Exact equations

Method
Method of
of
solution
solution
Step 3: Differentiate regarding y
f ( x, y ) x 2 y g ( y )
.

f
( x, y ) x 2 g ' ( y )
y
x 2 1 x 2 g ' ( y)
g ' ( y ) 1
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III. Exact equations

Method
Method of
of
solution
solution

Step 4: Integrate regarding

g ' ( y ) 1
.

g ' ( y)dy dy
g ( y) y c

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III. Exact equations

Method
Method of
of
solution
Step 5: Solutionsolution
An implicit solution is

f ( x, y ) 0
x2 y y c 0

An explicit solution is

C
2

x 1

Dr Faye-Jan 2014

defined when x 1

III. Exact equations

Example:
Example:

Solve the following ODEs:

1) e 2 y y cos( xy ) dx 2 xe 2 y x cos( xy ) 2 y dy 0
M ( x, y ) e 2 y y cos( xy )
N ( x, y ) 2 xe 2 y x cos( xy ) 2 y
M
x, y 2e 2 y cos( xy) xy sin( xy)
y
N
x, y 2e 2 y cos( xy) xy sin( xy )
x
exactDrequation
Faye-Jan 2014

III. Exact equations

Example:
Example:
f
e 2 y y cos( xy )
x

f ( x, y ) xe 2 y sin( xy ) g ( y )
f
2 xe 2 y x cos( xy ) g ' ( y )
y
N ( x, y ) 2 xe 2 y x cos( xy ) 2 y 2 xe 2 y x cos( xy ) g ' ( y )
g ' ( y) 2 y
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III. Exact equations

Example:
Example:
g ' ( y) 2 y
g ( y) y 2 c
Implicit solution

xe 2 y sin( xy ) y 2 c 0

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III. Exact equations

Example:
Example:
dy xy 2 cos x sin x
2)

, y( 0 ) 2
2
dx
y 1 x
xy 2 cos x sin x dx y 1 x 2 dy 0

M ( x, y ) xy 2 cos x sin x
N ( x, y ) y 1 x 2

M
x, y 2 xy
y
N
x, y 2 xy
x
exactDrequation
Faye-Jan 2014

III. Exact equations

Example:
Example:
f
xy 2 cos x sin x
x
1 2 2 1 2
f ( x, y ) x y sin x g ( y )
2
2
f
x 2 y g ' ( y)
y
N ( x, y ) y yx 2 x 2 y g ' ( y )
g ' ( y) y
Dr Faye-Jan 2014

III. Exact equations

Example:
Example:
g ' ( y) y
2

y
g ( y) c
2
Family of implicit solutions

1 2 2 1 2
y2
x y sin x
c 0
2
2
2

y( 0 ) 2
Solution of the IVP:

c2

1 2 2 1 2
y2
x y sin x
20
2
2
2
Dr Faye-Jan 2014

III. Exact equations

Exercise-IIIa:
Exercise-IIIa:
Determine whether the given DE is exact. If it is, solve it .
1.
2.
3.
4.
5.

2 x 1 dx 3 y 7 dy 0
2 x y dx x 6 y dy 0
3
5 x 4 y dx 4 x 8 y dy 0

sin y y sin x dx cos x x cos y y dy 0

2 xy

3 dx 2 x 2 y 4 dy 0
Dr Faye-Jan 2014

III. Exact equations

Remark:
Remark:make
makeexact
exactsome
somenon-exact
non-exact
DEs
DEs

M ( x, y )dx N ( x, y )dy 0
where M y

is non exact if

M y Nx

M
N
, Nx
y
x

There are cases where the equation can be made exact.

How?

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III. Exact equations

Remark:
Remark:make
makeexact
exactsome
somenon-exact
non-exact
DE
DE
M ( x, y )dx N ( x, y )dy 0
M y Nx

compute

M y Nx
N

If the result is a function of the sole

variable :
then find the integrating factor :

p ( x ) dx

x e

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M y Nx
N

p (x)

III. Exact equations

Remark:
Remark: make
make exact
exact some
some non-exact
non-exact
DE
DE the DE by the integrating factor :
Multiply
( x) M ( x, y )dx ( x) N ( x, y )dy 0

( x ) M ( x, y ) ( x ) M y
y

( x ) N ( x, y ) ' ( x ) N ( x ) N x p ( x ) ( x ) N ( x ) N x
x
M y Nx
N ( x) N x ( x)( M y N x N x )
( x)
N

( x) M y

Now Exact!

Dr Faye-Jan 2014

III. Exact equations

Remark:
Remark: make
make exact
exact some
some non-exact
non-exact
DE
2
DE
Example
xy dx x dy 0

Example

M x, y xy

N x, y x 2

M y Nx
N

My x

M y Nx

N x 2 x

x (2 x) 3

p x
2
x
x

x e

3
dx
x

3 ln x

1
3
x

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III. Exact equations

Remark:
Remark: make
make exact
exact some
some non-exact
non-exact
DE
1
DE
Example
x

Example

xy
x2
dx 3 dy 0
3
x
x
M x, y

y
x2

1
x

N x, y

x3

y
1
dx dy 0
2
x
x
My
Nx

1
x2
1
x2

Dr Faye-Jan 2014

Exact!

III. Exact equations

Remark:
Remark: make
make exact
exact some
some non-exact
non-exact
DE
DE
M ( x, y )dx N ( x, y )dy 0
If

M y Nx
N

compute

M y Nx
is NOT a function of the unique variable x
M y Nx

Nx M y

p (x)

If the result is a function of the sole

variable :
then find the integrating factor :
Dr Faye-Jan 2014

Nx M y
M

p ( y ) dy

y e

p( y )

III. Exact equations

Remark:
Remark: make
make exact
exact some
some non-exact
non-exact
DE
2
2
DE
Example
xy dx 2 x 3 y 20 dy 0

Example
M x, y xy

N x, y 2 x 2 3 y 2 20
M y Nx
N

Nx M y
M

My x

N x 4x

x 4x
3x

p x
2
2
2
2
2 x 3 y 20 2 x 3 y 20

4 x x 3x 3

p y
xy
xy y
Dr Faye-Jan 2014

M y Nx

III. Exact equations

Remark:
Remark: make
make exact
exact some
some non-exact
non-exact
DE
DE
Example
Example

y e

y
3

3
dy
y

3 ln y

ln y 3

y3

xy dx y 3 2 x 2 3 y 2 20 dy 0

xy 4 dx 2 x 2 y 3 3 y 5 20 y 3 dy 0

M x, y xy 4
N 2 x 2 y 3 3 y 5 20 y 3

M y 4 xy 3
N x 4 xy 3

Dr Faye-Jan 2014

Exact!

III. Exact equations

Exercise-IIIb:
Exercise-IIIb:
Solve the given D.E by finding an appropriate integrating factor.
1.

2 y

2.

y x y 1 dx x 2 y dy 0

3.

6 xy dx 4 y 9 x

4.

3x dx 2 xy dy 0

dy 0

2
cos x dx 1 sin x dy 0
y

Dr Faye-Jan 2014

IV. Solution by substitutions

Learning
Learning Objective
Objective
At the end of this section you should be able to solve
Homogeneous and Bernoullis DEs.

Dr Faye-Jan 2014

IV. Solution by substitutions

Bernoulli
Bernoulli Equation
Equation
Definition
Definition ::
A DE in the form
a

dy
n
P x y f x y
dx

real number is said a Bernoulli equation.

Dr Faye-Jan 2014

wheren

is

IV. Solution by substitutions

Bernoulli
Bernoulli Equation
Equation
Example
Example ::

dy
2 3
xy x y
dx

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IV. Solution by substitutions

Bernoulli
Bernoulli Equation
Equation
Substitution:

u y1 n

du du dy
1 n 1 dy
n dy

1 n y
1 n y
dx dy dx
dx
dx
dy
1 n du

y
dx 1 n
dx

Dr Faye-Jan 2014

IV. Solution by substitutions

Bernoulli
Bernoulli Equation
Equation
dy
P x y f x y n
dx
y n du
P x y f x y n
1 n dx
du
(1 n) y1 n P x (1 n) f x
dx
du
(1 n) P x u (1 n) f x
dx
Dr Faye-Jan 2014

IV. Solution by substitutions

Bernoulli
Bernoulli Equation
Equation
Example
Example ::
n2

dy
x y x2 y2
dx

1
P( x)
x

f ( x) x

du
(1 n) P x u (1 n) f x
dx

du 1
u x
dx x
Dr Faye-Jan 2014

IV. Solution by substitutions

Bernoulli
Bernoulli Equation
Equation
du 1
u x
dx x

Example
Example ::

P x

1

x

x e

1
dx
x

ln x

f x x
ln x 1

1
x
x
1

1
1
2
x
(
c

x
)

cx

x
u
(x)f ( x)dx x ( x)dx

(x)
x
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IV. Solution by substitutions

Bernoulli
Bernoulli Equation
Equation
Example
Example ::

u cx x 2
1
yu
cx x 2
1

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IV. Solution by substitutions

Bernoulli
Bernoulli
Exercise
ExerciseIVb
IVb::
Solve the given Bernoulli equation by using an
appropriate substitution.

dy
1
1. x y 2
dx
y
dy
2.
y ex y2
dx

dy
3.
y xy 3 1
dx

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IV. Solution by substitutions

Homogeneous
Homogeneous DE
DE
Definition
Definition ::
If a function f has the property that f tx, ty t n f x, y ,
for some real number n , then f
is said to be a
homogeneous function of degree n .

Dr Faye-Jan 2014

IV. Solution by substitutions

Homogeneous
Homogeneous DE
DE
Example1
Example1::

f x, y x 2 3 xy 5 y 2

f tx, ty (tx) 2 3(tx)(ty ) 5(ty ) 2

f tx, ty t 2 x 2 3t 2 xy 5t 2 y 2
f tx, ty t 2 ( x 2 3xy 5 y 2 )

f tx, ty t 2 f ( x, y )

f is a homogeneous function of degree 2 .

Dr Faye-Jan 2014

IV. Solution by substitutions

Homogeneous
Homogeneous DE
DE
Example
Example22::

f x, y 3 x 2 y 2
f tx, ty 3 (tx ) 2 (ty ) 2
f tx, ty 3 t 2 ( x 2 y 2 )
f tx, ty t
3

f tx, ty t

23

(x y ) t
2

33

(x2 y2 )

f ( x, y )

f is a homogeneous function of degree 2/3 .

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IV. Solution by substitutions

Homogeneous
Homogeneous DE
DE
Example
Example33::

f x, y x 3 y 3 1
f tx, ty (tx) 3 (ty ) 3 1

f tx, ty t 3 x 3 t 3 y 3 1

We cant factorize by a power of t

is not homogeneous
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IV. Solution by substitutions

Homogeneous
Homogeneous DE
DE
Example
Example44::

x
f x, y
4
2y

tx
f tx, ty
4
2ty
x
f tx, ty
4 f ( x, y )
2y

is homogeneous of degree 0

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IV. Solution by substitutions

Homogeneous
Homogeneous DE
DE
Definition
Definition ::
A DE of the form M x, y dx N x, y dy 0 is said to be
homogeneous if both
M and N are homogeneous
functions of the same degree.

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IV. Solution by substitutions

Homogeneous
Homogeneous DE
DE
Example
Example::

2 xydx y 2 dy 0

is homogeneous.

Indeed
2
M ( x, y ) 2 xy and N ( x, y ) y are homogeneous of degree 2

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IV. Solution by substitutions

Homogeneous
Homogeneous DE
DE
Method
Methodof
ofsolution:
solution:

x y dx xdy 0

1) Homogeneity :

M ( x, y ) x y

and

N ( x, y ) x

are homogeneous of degree 1

2) Substitution

y ux
dy udx xdu

x ux dx x( xdu udx) 0
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IV. Solution by substitutions

Homogeneous
Homogeneous DE
DE
Method
Methodof
ofsolution:
solution:

x ux dx x( xdu udx) 0
xdx x 2 du 0

dx xdu 0
dx
du
x
c
ln u
x

Dr Faye-Jan 2014

IV. Solution by substitutions

Homogeneous
Homogeneous DE
DE
Method
Methodof
ofsolution:
solution:

c
y
ln u
x
x
c
y x ln
x

Dr Faye-Jan 2014

IV. Solution by substitutions

Homogeneous
Homogeneous DE
DE
Method
Methodof
ofsolution:
solution:

x vy

2) Substitution (2nd option)

dx vdy ydv

x y dx xdy 0

vy y (vdy ydv) vydy 0

v 1 (vdy ydv) vdy 0

v 1 ydv v 2 dy 0
Dr Faye-Jan 2014

IV. Solution by substitutions

Homogeneous
Homogeneous DE
DE
Method
Methodof
ofsolution:
solution:
2) Substitution

v 1 ydv v 2 dy 0
(v 1)
dy
dv
2
v
y
dy
1 1
v v 2 dv y
1
ln v ln c ln y
v
Dr Faye-Jan 2014

IV. Solution by substitutions

Homogeneous
Homogeneous DE
DE
Method
Methodof
ofsolution:
solution:
2) Substitution

x
v
y
1
ln v ln c ln y
v
y
ln x ln y ln c ln y
x
y
c
ln c ln x ln
x
x
c
y x ln
x
Dr Faye-Jan 2014

IV. Solution by substitutions

Homogeneous
Homogeneous DE
DE
Exercise
ExerciseIVa
IVa::
Solve the given homogeneous equation by using an
appropriate substitution.

dy y x
3.

dx y x

1. xdx y 2 x dy 0
2.

yx dx x 2 dy 0

4. ydx x xy dy 0

Dr Faye-Jan 2014

End Chapter 2

Dr Faye-Jan 2014