Differential Equations

Week 4
by
Dr. Jamil Ahmed
Solve the initial value problem
 Homogeneous function

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.
Example 1
𝑓 𝑥, 𝑦 = 𝑥 2 − 3𝑥𝑦 + 5𝑦 2
𝑓 𝑡𝑥, 𝑡𝑦 = 𝑡 2 𝑥 2 − 𝑡 2 3𝑥𝑦 + 𝑡 2 5𝑦 2
𝑓 𝑡𝑥, 𝑡𝑦 = 𝑡 2 (𝑥 2 − 3𝑥𝑦 + 5𝑦 2 )

𝑓 𝑡𝑥, 𝑡𝑦 = 𝑡 2 𝑓(𝑥, 𝑦)

This function is homogeneous of degree 2.

Example 2

f (x , y ) = 3 x 2 + y 2
f (tx , ty ) = 3 t 2 x 2 + t 2 y 2
= t 2 / 3 f (x , y ) homogeneous of degree 2 / 3.

Example 3
f (x , y ) =
x
+4
2y

f (tx , ty ) =
tx
+4
2ty
= t 0 f (x , y ) homogeneous of degree 0.

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Remarks:
i) Homogeneous functions can be recognized by examining the total
degree of each term
e.g. 𝑓 𝑥, 𝑦 = 𝑥 2 − 𝑦 is not homogeneous
ii) If f is homogeneous function of degree n then we can write
𝑛
𝑦
𝑓 𝑥, 𝑦 = 𝑥 𝑓 1,
𝑥
or
𝑛
𝑥
𝑓 𝑥, 𝑦 = 𝑦 𝑓 ,1
𝑦
𝑦 𝑥
where 𝑓 1, and 𝑓 ,1 are homogeneous of degree 0.
𝑥 𝑦

e.g. 𝑓 𝑥, 𝑦 = 𝑥 2 + 3𝑥𝑦 + 𝑦 2
2
𝑦 𝑦
𝑓 𝑥, 𝑦 = 𝑥 2 1 + 3 + 2
𝑥 𝑥
Is homogeneous function of degree 2.
 Homogeneous Differential Equation
A differential equation of the form
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0
is said to be homogeneous if both coefficients M and N are homogeneous
functions of the same degree.
Example
The differential equation
𝑥 2 + 𝑥𝑦 𝑑𝑥 + 𝑥𝑦 + 𝑦 2 𝑑𝑦 = 0
Is homogeneous of degree 2.
 Method of solution

A homogeneous DE can be solved by means of algebraic

substitution
𝑦 = 𝑣𝑥 or 𝑥 = 𝑣𝑦
where 𝑣is the new dependent variable. This substitution reduces
the homogeneous to a separable differential.
Note: 𝑦 = 𝑣𝑥
𝑑𝑦 𝑑𝑣
=𝑣+𝑥
𝑑𝑥 𝑑𝑥
or 𝑑𝑦 = 𝑣𝑑𝑥 + 𝑥𝑑𝑣
 Solution of problems
Problem
Identify and solve the differential equation.
𝑥 2 + 𝑦 2 𝑑𝑥 − 𝑥𝑦𝑑𝑦 = 0
Solution:
Problem
Solve the differential equation.
𝑑𝑦
3𝑥𝑦 = 4𝑥 2 + 9𝑦 2
𝑑𝑥
Solution:
 Equations reducible to homogenous form
The differential equations
dy a1 x + b1 y + c1
=
dx a 2 x + b2 y + c 2
is not homogenous. However, it can be reduced to a homogenous
form as detailed below

a1 b1
Case 1: =
a2 b2
We use the substitution z = a1 x + b1 y which reduces the equation to a
separable equation in the variables x & z. Solving the resulting
separable equation and replacing z with a1 x + b1 y , we obtain the
solution of the given differential equation.

12
 a1 b1
Case 2: 
a 2 b2
In this case we substitute
x = X + h, y =Y + k
where h and k are constants to be determined. Then the equation
Becomes

dY a1 X + b1Y + a1 h + b1 k + c1
=
dX a 2 X + b2Y + a 2 h + b2 k + c 2

We choose h and k such that

a1h + b1k + c1 = 0 

a2 h + b2 k + c2 = 0
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which reduces the equation to

dY a1 X + b1Y
=
dX a 2 X + b2Y

which is homogenous differential equation in X and Y, and can

be solved accordingly. After having solved the last equation we
come back to the old variables x and y.

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Example
Solve the differential equation
dy 2x + 3y − 1
=−
Solution: dx 2x + 3y + 2
a1 b
Since = 1 = 1 , we substitute z = 2 x + 3 y , so that
a2 b2
dy 1  dz 
=  − 2
dx 3  dx 
Thus the equation becomes
1  dz  z −1
 − 2  = −
3  dx  z+2
dz − z + 7
=
i.e. dx z+2
which is a variable separable form, and can be written as
 z+2 
 dz = dx
− z + 7
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Integrating both sides we get

− z − 9 ln ( z − 7 ) = x + A

Simplifying and replacing z with 2 x + 3 y , we obtain

− ln (2 x + 3 y − 7 ) = 3 x + 3 y + A
9

or
(2 x + 3 y − 7 )9 = ce 3( x+ y ) , c = eA

16
Example 4 Solve the differential equation
dy ( x + 2 y − 4 )
=
Solution:
dx 2 x + y − 5
By substitution
x = X + h, y =Y + k
The given differential equation reduces to

dY ( X + 2Y ) + (h + 2k − 4 )
=
dX (2 X + Y ) + (2h + k − 5)
We choose h and k such that
h + 2k − 4 = 0, 2h + k − 5 = 0
Solving these equations we have h=2 , k=1. Therefore, we have
dY X + 2Y
=
dX 2X + Y
which is a homogenous equation.

17
We substitute Y = VX to obtain

dV 1 − V 2 or  2 +V  dX
=
X
dX 2 + V 1 − V 2  dV = X
Resolving into partial fractions and integrating both sides we obtain

 3 1   dX
or −
  2(1 − V ) 2(1 + V )  dV = 
   X

ln (1 − V ) − ln (1 + V ) = ln X + ln A
3 1
−
2 2
(1 − V )3 (1 + V ) = CX −2 , C = A −2

Now substitutingV = Y ,X = x − 2 , Y = y − 1 and simplifying

X
we get
(x − y − 1)3 (x + y − 3) = C (x − 2)2

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 Exact differential equation
Total (or exact ) differential:
In calculus, the total or exact differential of function𝑓 𝑥, 𝑦 is defined
by
𝜕𝑓 𝜕𝑓
𝑑𝑓 = 𝑑𝑥 + 𝑑y (1)
𝜕𝑥 𝜕𝑦
An expression 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 is said to be an exact
differential if there exist a function 𝑓 𝑥, 𝑦 such that
𝜕𝑓 𝜕𝑓
𝑀= and 𝑁 = (2)
𝜕𝑥 𝜕𝑦

.
Exact differential equation:
An equation
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 =0, (3)
is called an exact differential equation iff the expression
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 is an exact differential of some function
𝑓 𝑥, 𝑦 . Therefore, by using (2) we can write (3) in the form
𝜕𝑓 𝜕𝑓
𝑑𝑥 + 𝑑y = 0,
𝜕𝑥 𝜕𝑦
i.e𝑑𝑓 𝑥, 𝑦 = 0.
So that 𝑓 𝑥, 𝑦 = 𝑐 is the general solution of (3).
Theorem:
The differential equation
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 =0,
is called an exact differential equation iff
𝜕𝑀 𝜕𝑁
= ,
𝜕𝑦 𝜕𝑥
where the function 𝑀 𝑥, 𝑦 and 𝑁 𝑥, 𝑦
has cont. first order partial derivatives.
Method of Solution:
If the given equation is exact then the solution procedure consists of
the following steps:
Step 1. Check that the equation is exact by verifying the condition
M N
=
y x
Step 2. Write down the system F = M ( x, y ) , F = N ( x, y )
x y

Step 3. Integrate either the 1st equation w. r. to x or 2nd w. r. to y. If

we choose the 1st equation then

F ( x, y ) =  M ( x, y )dx +  ( y )

The function  ( y ) is an arbitrary function of y, integration w.r.to x;

y being constant.
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Step 4. Use second equation in step 2 and the equation in step 3 to
find  ( y ) .
F 
y y
= (  )
M ( x, y )dx +  ( y ) = N ( x, y )


 ( y ) = N ( x, y ) −  M ( x, y )dx
y

Step 5. Integrate to find  ( y ) and write down the function F (x, y);
Step 6. All the solutions are given by the implicit equation
F ( x, y ) = C
Step 7. If you are given an IVP, plug in the initial condition to find
the constant C.

Caution: x should disappear from  ( y ) . Otherwise something is

wrong!
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Problem:
Solve the given differential equation:

2𝑥𝑦 𝑑𝑥 + 𝑥 2 − 1 𝑑𝑦 = 0
Solution:
Problem:

Solution:
Find the functions 𝑔 𝑦 and 𝑓(𝑥) if the given differential equation is
exact then solve the equation.

(𝑔 𝑦 − 𝑦𝑠𝑖𝑛𝑥) 𝑑𝑥 + (𝑓(𝑥) + 𝑥𝑐𝑜𝑠 𝑦 − 𝑦) 𝑑𝑦 = 0

 Integrating Factor Technique
If the equation
M ( x, y )dx + N ( x, y )dy = 0
is not exact, then we must have
M N

y x
Therefore, we look for a function u (x, y) such that the equation

u ( x, y ) M ( x, y )dx + u ( x, y ) N ( x, y )dy = 0
becomes exact. The function u (x, y) (if it exists) is called the
integrating factor (IF) and it satisfies the equation due to the
condition of exactness.
M u u u
u+ M = u+ N
y y x x
Example 1
Show that 1 /( x 2
+ y 2
) is an integrating factor for the equation
(x 2
)
+ y 2 − x dx − ydy = 0,
and then solve the equation.

Solution: Since M = x 2 + y 2 − x, N =− y
Therefore M N
= 2 y, =0
y x
So that M N

y x
and the equation is not exact. However, if the equation is multiplied by
1 /( x 2 + y 2 ) then the equation becomes
 x  y
1 − 2 
2 
dx − 2 dy = 0
 x +y  x +y 2
Now x y
M = 1− and N =−
x2 + y2 x2 + y2
Therefore M 2 xy N
= =
y (
x2 + y2 )
2 x
So that this new equation is exact. The equation can be solved.
However, it is simpler to observe that the given equation can also
written
xdx + ydy
dx − 2
x +y 2
=0 or
1
 
dx − d ln( x 2 + y 2 ) = 0
2
or 
d x −
(
ln x 2 + y 2 
=0
)
 2 

Hence, integrating, we have

x − ln x 2 + y 2 = k
Example 2 Solve the differential equation
dy 3 xy + y 2
=− 2
dx x + xy
whose integrating factor is x.
Solution:
The given differential equation can be written in form
(3 xy + y 2 )dx + ( x 2 + xy )dy = 0
Therefore, M ( x, y ) = 3 xy + y 2 and N ( x, y ) = x 2 + xy

Now M N
= 3x + 2 y , = 2x + y
y x

M N
 
y x
Multiplying the given equation with the IF, we obtain
(3 x 2 y + xy 2 )dx + ( x 3 + x 2 y )dy = 0
which is exact.
1. Since M = 3x 2 + 2 xy = N , the equation is exact.
y x
2. We find F (x, y) by solving the system
 F
 = 3 x 2
y + xy 2

 x
 F
 = x 3 + x 2 y.

 y
3. We integrate the first equation to get
x2 2
F ( x, y ) = x y +
3
y +  ( y)
2
4. We differentiate w. r. t y and use the second equation of the system
in step 2 to obtain
F
= x 3 + x 2 y +  ( y ) = x 3 + x 2 y
y
Example Solve dx +  x − sin y dy = 0, with IF u ( y ) = y
y 
 
x
Solution: Here M = 1, N= − sin y
y
M N 1
= 0, =
y x y
M N
 
y x
The equation is not exact.
The IF is u ( y ) = y Multiplying the equation by y, we have

or ydx + ( x − y sin y )dy = 0

or ydx + xdy − y sin ydy = 0
d ( xy ) − y sin ydy = 0

Integrating, we have xy + y cos y − sin y = c

which is the required solution.
Rules to find I.F
Determine whether the given differential equation is exact. If it is not
make it exact and solve it.
𝑥 + 2 𝑠𝑖𝑛𝑦𝑑𝑥 + 𝑥𝑐𝑜𝑠𝑦𝑑𝑦 = 0
Determine whether the given differential equation is exact. If it is not
make it exact and solve it.
𝑦𝑑𝑥 + (𝑦 − 𝑥)𝑑𝑦 = 0
 Some questions for practice
Determine whether the given differential equation is exact. If it is exact,
solve it.

solve the initial value problems.

Thank You