First-Order

Differential Equations
Part 2:
Exact & Homogeneous Types
 Differential of a
Function of Two Variables
• Recall that if z = f(x, y) is a function of two
variables with continuous first derivatives in a
region R of the xy-plane, then its differential
is
f f
dz  dx  dy
x y
• In the special case when f(x, y) = c, where c
is a constant, then
f f
dx  dy  0
x y
 Differential of a
Function of Two Variables

In other words, given a one-parameter

family of functions f(x, y) = c, we can
generate a first-order differential equation
by computing the differential of both sides
of the equality.
 Differential of a
Function of Two Variables
For example:
f ( x, y )  x 2  5xy  y 3  c
then
f f
df  dx  dy
x y

 df    2
x

x  5xy  y dx 
3

 2
y

x  5xy  y 3 dy

0  ( 2x  5y )dx  ( 5x  3y 2 )dy

 Differential of a
Function of Two Variables

Of course, not every 1st-order differential

equation written in differential form
M(x, y)dx + N(x, y)dy = 0
corresponds to a differential of
f(x, y) = c
 Exact Equation
• A differential expression
M(x, y)dx + N(x, y)dy
is an exact differential in a region R of the xy-
plane if it corresponds to the differential of
some function f(x, y) defined in R.
• A first-order differential equation of the form
M(x, y)dx + N(x, y)dy = 0
is said to be an exact equation if the expression
on the left-hand side is an exact differential.
 Illustration
x2y3dx + x3y2dy = 0 is an exact equation
because the left-hand side is an exact
differential:

1 3 3
d x y   x y dx  x y dy
2 3 3 2

3 

M(x, y) = x2y3
N(x, y) = x3y2
 Illustration
Notice also that for
M(x, y) = x2y3
N(x, y) = x3y2
we have M  2 3

 y y

x y  3x 2 y 2 
and
N  3 2

 x x
 
x y  3x 2 y 2
 Criterion for an Exact Differential

Let M(x, y) and N(x, y) be continuous and have

continuous first partial derivatives in a
rectangular region R defined by a < x < b, c < y
< d. Then a necessary and sufficient condition
that M(x, y)dx + N(x, y)dy be an exact
differential is
M N

y x
 Solving Exact Equations
Step 1. Determine if
M(x, y)dx + N(x, y)dy = 0
is exact by checking if
M N

y x
 Solving Exact Equations
Step 2. If the equation is exact, find f(x, y)
from either M(x, y) or N(x, y). If we use
M(x, y), then assuming y is constant,
f
 M ( x, y )
x
df
  M ( x, y )
dx g(y) is the “constant”
 df  M( x, y )dx of integration.
  df   M( x, y )dx
 f ( x, y )   M( x, y )dx  g( y )
 Solving Exact Equations
Step 3. Differentiate the f(x, y) from step 2
with respect to the other variable y:
f

y y

 M(x, y )dx  g(y )
But the left side of the equation is N(x, y).

N( x , y ) 

y
 M(x, y )dx  g(y )
 Solving Exact Equations
Step 4. Solve for g’(y).

N( x , y ) 

y
 M(x, y )dx  g(y )
 N( x, y ) 

y
  
 M(x, y )dx  y  g(y )
 N( x, y ) 

y
 M(x, y )dx  g' (y )
 g' ( y )  N( x, y ) 

y
 M(x, y )dx
 Solving Exact Equations
Step 5. Integrate the equation g’(y)
with respect to y and substitute the
resulting g(y) into

f ( x, y )   M( x, y )dx  g( y )
The implicit solution of the equation
is f(x, y) = c.
Example : Solve ( y 2  2xy  6x )dx  ( x 2  2xy  2)dy  0
Solution :
( y  2xy  6x )dx  (  x  2xy  2)dy  0
2 2
Be careful



M  y 2  2xy  6x 
 2 y  2x
about the
signs
y y



N   x 2  2xy  2 
 2x  2 y Step 1: Check if
x x ∂M/∂y = ∂N/∂x
Since the equation is exact,
F
 y 2  2xy  6x
x
Holding y cons tan t ,
dF
 y 2  2xy  6x
dx
 Step 2: dF
Find F.  y  2xy  6x
2

dx

  dF   y  2xy  6x dx
2

 F  xy  x y  3x  g( y )
2 2 2

Then,
F 
 
Step 3:
Differentiate  xy  x y  3x  g( y )
2 2 2
F with
respect to
y y
the other F
variable.   2xy  x  g' ( y )
2

y
The g’(y) of the last equation on the previous
page
F
 2xy  x  g' ( y )
2

y
is equal to the encircled quantity

( y  2xy  6x )dx  (  x  2xy  2)dy  0

2 2

 M dx  N dy  0
F F
 dx  dy  0
x y
In other words,
Step 4: Solve for
F F
 either g’(y) or
y y g’(x), whichever
is applicable.
F
 N
y
 2xy  x  g' ( y )   x  2xy  2
2 2

 g' ( y )  2
 g( y )  2y
 Step 5: Integrate
either g’(y) or g’(x),
Hence, whichever is
applicable, then
F( x, y )  c substitute into F.

 xy  x y  3x  g( y )  c
2 2 2

 xy  x y  3x  ( 2y )  c
2 2 2

We formally write the solution as

xy  x y  3x  2y  c
2 2 2
Example : Solve ( y 2 cos x  3x 2 y  2x)dx  ( 2y sin x  x 3  ln y )dy  0
 y(0)  e
Solution :

M  y 2 cos x  3x 2 y  2x


 2y cos x  3x 2
y y

N  2y sin x  x 3  ln y


 2y cos x  3x 2
x x
Since the equation is exact,
F
 y 2 cos x  3x 2 y  2x
x
Holding y cons tan t ,
dF
 y 2 cos x  3x 2 y  2x
dx
Then,
dF
 y cos x  3x y  2x
2 2

dx

  dF   y cos x  3x y  2x dx
2 2

 F  y 2 sin x  x 3 y  x 2  g( y )
Then,



F  y sin x  x y  x  g( y )
2 3 2

y y
F
  2y sin x  x 3  g' ( y )
y
But ,
F
 N( x, y )
y
Hence,
2y sin x  x  g' ( y )  2y sin x  x  ln y
3 3

 g' ( y )  ln y
 g( y )  y ln y  y  c
Subsitutin g to F :
F  y sin x  x y  x  g( y )
2 3 2

 F  y sin x  x y  x  y ln y  y  c
2 3 2
F  y sin x  x y  x  y ln y  y  c  0
2 3 2

Since y (0)  e,
F  e sin 0  0 e  0  e ln e  e  c  0
2 3 2

c0
Thus ,
F  y sin x  x y  x  y ln y  y  0
2 3 2
Solve the following exact equations :
1) (cos 2y  3x y )dx  (cos 2y  2x sin 2y  2x y )dy  0
2 2 3

2) ( 2xy  tan y )dx  ( x 2  x sec2 y )dy  0

3) (sin   2r cos 2 )dr  r cos ( 2r sin   1)d  0
4) ( xy  y  x )dx  x( xy  1)dy  0
2

5) (1  xy)  2 dx  [y 2  x 2 (1  xy)  2 ]dy  0;

when x  2, y  1
x2  x2
6) 2x[3x  y  ye ]dx  [x  3y  e
2 2
]dy  0
Answers :
13 2
1) x cos 2y  x y  sin 2y  c
2
2
2) x y  x tan y  c  0
2 2
3) r sin   r cos   c  0
2 2 2
4) x y  2xy  x  c
4 3
5) xy  5xy  3x  y  5
2 3  x2 3
6) x y  y  ye  2x  c
 Solution by Substitutions
We usually solve a differential equation by
recognizing it as a certain kind of equation
(say, separable, linear, exact) and then
carrying out a procedure, consisting of
equation-specific mathematical steps, that
yields a solution of the equation.
 Solution by Substitutions
• But it is not uncommon to be stumped by
a differential equation because it does not
fall into one of the classes of equations
previously discussed.
• Now, there are three different kinds of first-
order differential equations that are
solvable by means of a substitution.
– Homogeneous Equations
– Bernoulli’s Equation
– Reduction to Separation of Variables
 Homogeneous Equations
• If a function f possess the property
f ( tx, ty ) = t f ( x, y )
for some real number , then f is said to
be a homogeneous function of degree .
• For example,
f(x, y) = x3 + y3
is a homogeneous function of degree 3
since f(tx, ty) = (tx)3 + (ty)3 = t3(x3 + y3)
 Homogeneous Equations
A first-order DE in differential form
M(x, y)dx + N(x, y)dy = 0
is said to be homogeneous if both
coefficient functions M and N are
homogeneous equations of the same
degree. In other words,
M(tx, ty) = tM(x, y)
N(tx, ty) = tN(x, y)
 Homogeneous Equations
In addition, if M and N are homogeneous
functions of degree , we can also write

M(x, y) = xM(1, u)
where y = ux
N(x, y) = xN(1, u)

M(x, y) = yM(v, 1)
where x = vy
N(x, y) = yN(v, 1)
 Homogeneous Equations
Either of the substitutions
y = ux
or
x = vy
where u and v are new dependent
variables, will reduce a homogeneous
equation to a separable first-order
differential equation.
Pr oof
Given : M( x, y )dx  N( x, y )dy  0
Let : y  ux
dy  udx  xdu
Then : M( x, ux )dx  N( x, ux )dy  0
 x  M(1, u )dx  x  N(1, u )dy  0
 M(1, u )dx  N(1, u )dy  0
 M(1, u )dx   N(1, u )  udx  xdu  0
  M(1, u )  uN(1, u ) dx  xN(1, u )du  0
dx N(1, u )du
  0
x M(1, u )  uN(1, u )
 Example : Find the general solution of
x 2 y'  4x 2  7xy  2y 2
Solution: Since the equation is homogeneous:
Let y  ux
 dy  udx  xdu
Then ,
x 2dy  (4x 2  7xy  2y 2 )dx
 
 x 2 (udx  xdu)  4x 2  7 x(ux )  2(ux ) 2 dx
 
 x 2 (udx  xdu)  x 2 4  7u  2u 2 dx
 xdu  ( 2u 2  6u  4)dx
du dx
 
2u  6u  4 x
2
Solution: Let y  ux
 dy  udx  xdu
du dx

2u  6u  4 x
2

du dx
 2 
2u  6u  4 x
1 du dx
  2 
2 u  3u  2 x
1  A B  dx
   du  
2  u1 u 2 x
1  1 1  dx
   du  
2  u1 u 2 x
Solution: 1  1  1 du  dx
2  u1 u 2 x
1
  ln | u  1 |  ln | u  2 |   ln x  ln c
2
1 y y 
  ln |  1 |  ln |  2 |   ln x  ln c
2 x x 
y y
 ln |  1 |  ln |  2 |  2 ln x  2 ln c
x x
y y 2 2
 ln |  1 |  ln |  2 |  ln x  ln c
x x
 y 
 | x 1|  2
 ln    ln c
y
|  2 | x2 
 x 
 Solution:

 y  yx
 x|  1 |  | |
ln    ln c 2
 x c 2
y y  2x 2
|  2 | x2  | |  x
 x  x
 yx  |yx|
 | |    c 2

 ln  x  ln c 2
| y  2 x |  x 2
y  2x 2 
| | x 
 x   | y  x |  Cx | y  2x |
2
Example : Solve the given initial value problem .
( x  ye y/x
)dx  xe dy  0
y/x
 y(1)  0
Solution: Since the equation is homogeneous:
Let y  ux
 dy  udx  xdu
Then,
 x  (ux)e  dx  xe (udx  xdu)  0
ux / x ux / x

 x1  (u )e  dx  xe (udx  xdu)  0

u u

 1  (u )e  dx  e udx  xe du  0
u u u

 1  ue  ue  dx  xe du  0
u u u
1  ue u u

 ue dx  xe du  0u

dx u
  e du  0 For y (1)  0 :
x
dx ln | 1 |  e  ln | c |
0/1

   e du   0
u

x  0  1  ln | c |
 ln | x |  e  ln | c |
u

Thus :
 ln | x |  e y/x
 ln | c |
ln | x | e y/x
1
 Note on the substitution
• Although either y = ux or x = vy can be used
for every homogeneous differential
equation, in practice we try x = vy whenever
the function M(x, y) is simpler than N(x,y).
• Also it could happen that after using one
substitution, we may encounter integrals
that are difficult or impossible to evaluate in
closed form; switching substitutions may
result in an easier problem.
Solve the following hom ogeneous equations :
1) ( x 2  y 2 )dx  xydy  0
 y
2) xdx  sin    ydx  xdy  0
2

x
 1  y   1  y 
3)  x  y tan   dx  x tan  dy  0
  x  x

4) ( y  x 2  y 2 )dx  xdy  0 when x  3 , y  1 
5) (3x 2  2 y 2 ) y '  2 xy  when x  0, y  1
6) (16 x  5 y )dx  (3x  y )dy  0  when x  1, y  3
7) ( y  7 xy  16 x )dx  x dy  0
2 2 2
 when x  1, y  1
Answers :
2 2 2 4
1) x ( x  2y )  c
x  2y 
2) 4x ln  2y  x sin   0
c  x 
1  y 
 2
x y 2
3) 2y tan    x ln 
x
   c 2 4 
x 

2
4) x  2y  1
2 2
5) x  2y ( y  1)
6) ( y  4x ) ln | y  4x | y  3x
7 ) 5( y  4x ) ln | x | x  y