Differential Equations

(First-order ODEs)
(Exact DEs – Non-Exact DEs)
( Bernoulli DE, Substitution )

Dr. Ahmed Sayed AbdelSamea

Giza, Egypt, Spring 2021

[email protected]
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Sec 2.6: Exact DE
Example Consider the function
𝒚𝟑 + 𝒙𝒚𝟐 + 𝒙𝟐 𝒚𝟐 = 𝟒 (𝑭 𝒙, 𝒚 = 𝑪)
Using implicit differentiation,
𝟑𝒚𝟐 𝒚′ + 𝒚𝟐 + 𝟐𝒙𝒚𝒚′ + 𝟐𝒙𝒚𝟐 + 𝟐𝒙𝟐 𝒚𝒚′ = 𝟎
and can be given by:
𝒚𝟐 + 𝟐𝒙𝒚𝟐 𝒅𝒙 + 𝟑𝒚𝟐 + 𝟐𝒙𝒚 + 𝟐𝒙𝟐 𝒚 𝒅𝒚 = 𝟎
which is in the form 𝑴 𝒙, 𝒚 𝒅𝒙 + 𝑵 𝒙, 𝒚 𝒅𝒚 = 𝟎 where,
𝑭𝒙 (𝒙, 𝒚) = 𝑴(𝒙, 𝒚) and 𝑭𝒚 (𝒙, 𝒚) = 𝑵(𝒙, 𝒚).
Note that 𝑭𝒙𝒚 = 𝑴𝒚 = 𝟐𝒚 + 𝟒𝒙𝒚 = 𝑭𝒚𝒙 = 𝑵𝒙 .
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Sec 2.6: Exact DE
A DE in the form 𝑴 𝒙, 𝒚 𝒅𝒙 + 𝑵 𝒙, 𝒚 𝒅𝒚 = 𝟎 is called an
Exact DE in a domain D if there exists a continuously
differential function 𝑭 𝒙, 𝒚 such that
𝝏𝑭(𝒙,𝒚) 𝝏𝑭(𝒙,𝒚)
= 𝑴(𝒙, 𝒚) and = 𝑵(𝒙, 𝒚)
𝝏𝒙 𝝏𝒚
where 𝑴(𝒙, 𝒚) and 𝑵(𝒙, 𝒚) have continuous partial derivatives
for all (𝒙, 𝒚) in D. The solution is given by 𝑭 𝒙, 𝒚 = 𝑪

Test of Exactness
If 𝑴(𝒙, 𝒚) and 𝑵(𝒙, 𝒚) have continuous partial derivatives in a
domain D, then 𝑴 𝒙, 𝒚 𝒅𝒙 + 𝑵 𝒙, 𝒚 𝒅𝒚 = 𝟎 is called an Exact
DE if and only if
𝝏𝑴(𝒙, 𝒚) 𝝏𝑵(𝒙, 𝒚)
=
𝝏𝒚 𝝏𝒙 3
Sec 2.6: Exact DE
Problem solving procedure:
𝝏𝑴(𝒙,𝒚) 𝝏𝑵(𝒙,𝒚)
1. Check exactness =
𝝏𝒚 𝝏𝒙
𝝏𝑭(𝒙,𝒚)
2. Let = 𝑴(𝒙, 𝒚) and integrate w.r.t. 𝒙 :
𝝏𝒙

𝑭 𝒙, 𝒚 = න 𝑴 𝒙, 𝒚 𝒅𝒙 + 𝒈(𝒚)

𝝏𝑭(𝒙,𝒚)
3. Get partial derivatives w.r.t. 𝒚 (note that = 𝑵(𝒙, 𝒚) )
𝝏𝒚
𝝏
𝑵 𝒙, 𝒚 =
𝝏𝒚
‫𝒙 𝑴 ׬‬, 𝒚 𝒅𝒙 + 𝒈′ (𝒚) , then simplify to get 𝒈′ (𝒚) .
4. Integrate 𝒈′ (𝒚) w.r.t. 𝒚 to get 𝒈(𝒚) as a function in 𝒚 only.
5. Substitute in 2 to get 𝑭 𝒙, 𝒚 = 𝑪 as the implicit solution.
𝝏𝑭(𝒙,𝒚)
Note: we can start with = 𝑵(𝒙, 𝒚) and continue the
𝝏𝒚
4
same procedure with the appropriate variable.
Sec 2.6: Exact DE
Example Solve the following DE
𝒚𝟐 + 𝟐𝒙𝒚𝟐 𝒅𝒙 + 𝟑𝒚𝟐 + 𝟐𝒙𝒚 + 𝟐𝒙𝟐 𝒚 𝒅𝒚 = 𝟎

Solution
1. Let 𝑴 𝒙, 𝒚 = 𝒚𝟐 + 𝟐𝒙𝒚𝟐 , 𝑵 𝒙, 𝒚 = 𝟑𝒚𝟐 + 𝟐𝒙𝒚 + 𝟐𝒙𝟐 𝒚
note that 𝑴𝒚 = 𝟐𝒚 + 𝟒𝒙𝒚 = 𝑵𝒙

2. 𝑭 𝒙, 𝒚 = ‫ 𝟐𝒚 ׬‬+ 𝟐𝒙𝒚𝟐 𝒅𝒙 + 𝒈 𝒚 = 𝒙𝒚𝟐 + 𝒙𝟐 𝒚𝟐 + 𝒈(𝒚)

3. 𝑭𝒚 = 𝟐𝒙𝒚 + 𝟐𝒙𝟐 𝒚 + 𝒈′ 𝒚 = 𝑵 𝒙, 𝒚 → 𝒈′ 𝒚 = 𝟑𝒚𝟐

4. → 𝒈 𝒚 = 𝒚𝟑 .
5. → 𝑭 𝒙, 𝒚 = 𝒙𝒚𝟐 + 𝒙𝟐 𝒚𝟐 + 𝒚𝟑 = 𝑪. 5
Sec 2.6: Exact DE
Another Solution
1. Let 𝑴 𝒙, 𝒚 = 𝒚𝟐 + 𝟐𝒙𝒚𝟐 , 𝑵 𝒙, 𝒚 = 𝟑𝒚𝟐 + 𝟐𝒙𝒚 + 𝟐𝒙𝟐 𝒚
note that 𝑴𝒚 = 𝟐𝒚 + 𝟒𝒙𝒚 = 𝑵𝒙

2. 𝑭 𝒙, 𝒚 = ‫ 𝟐𝒚𝟑 ׬‬+ 𝟐𝒙𝒚 + 𝟐𝒙𝟐 𝒚 𝒅𝒚 + 𝒉 𝒙

𝑭 𝒙, 𝒚 = 𝒚𝟑 + 𝒙𝒚𝟐 + 𝒙𝟐 𝒚𝟐 + 𝒉(𝒙)
3. 𝑭𝒙 = 𝒚𝟐 + 𝟐𝒙𝒚𝟐 + 𝒉′ 𝒙 = 𝑴 𝒙, 𝒚 → 𝒉′ 𝒙 = 𝟎
4. → 𝒉 𝒙 = 𝑪 = 𝟎.
5. → 𝑭 𝒙, 𝒚 = 𝒚𝟑 + 𝒙𝒚𝟐 + 𝒙𝟐 𝒚𝟐 = 𝑪.
Exercise Solve: sin(𝒙 + 𝒚) 𝒅𝒙 + 𝟐𝒚 + sin(𝒙 + 𝒚) 𝒅𝒚 = 𝟎
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Sec 2.6: Non-Exact DE
A DE in the form 𝑴 𝒙, 𝒚 𝒅𝒙 + 𝑵 𝒙, 𝒚 𝒅𝒚 = 𝟎 is non-Exact if

𝝏𝑴(𝒙, 𝒚) 𝝏𝑵 𝒙, 𝒚
≠ 𝐨𝐫 (𝑴𝒚 ≠ 𝑵𝒙 )
𝝏𝒚 𝝏𝒙
Instead, try to multiply the DE by an integrating factor
𝝁(𝒙, 𝒚) such that:

𝝏 𝝁(𝒙, 𝒚)𝑴(𝒙, 𝒚 ) 𝝏 𝝁 𝒙, 𝒚 𝑵(𝒙, 𝒚 )

=
𝝏𝒚 𝝏𝒙
Then, 𝝁(𝒙, 𝒚)𝑴 𝒙, 𝒚 𝒅𝒙 + 𝝁(𝒙, 𝒚)𝑵 𝒙, 𝒚 𝒅𝒚 = 𝟎 is Exact DE
and can be solved with the same procedure as before.
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Sec 2.6: Non-Exact DE
Example Show that 𝝁 𝒙, 𝒚 = 𝒙𝒚𝟐 is an integrating factor for:
𝟐𝒚 − 𝟔𝒙 𝒅𝒙 + 𝟑𝒙 − 𝟒𝒙𝟐 𝒚−𝟏 𝒅𝒚 = 𝟎, hence, solve the DE.

Solution
1. Check that the given DE is not Exact.
2. Multiply the given DE by 𝝁 𝒙, 𝒚 = 𝒙𝒚𝟐 , then new Exact DE
𝟐𝒙𝒚𝟑 − 𝟔𝒙𝟐 𝒚𝟐 𝒅𝒙 + 𝟑𝒙𝟐 𝒚𝟐 − 𝟒𝒙𝟑 𝒚 𝒅𝒚 = 𝟎 (check𝑴𝒚 = 𝑵𝒙 )
3. Apply the procedure of solving the Exact DE to get:
→ 𝑭 𝒙, 𝒚 = 𝒙𝟐 𝒚𝟑 − 𝟐𝒙𝟑 𝒚𝟐 = 𝑪.
How to get the suitable integrating factor ?!
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Sec 2.6: Non-Exact DE
We have two special cases:
𝑴𝒚 −𝑵𝒙
𝑴𝒚 −𝑵𝒙 ‫׬‬ 𝒅𝒙
1. If = 𝒇(𝒙) only, then take 𝝁 𝒙 = 𝒆 𝑵
𝑵
or
𝑵𝒙 −𝑴𝒚
𝑵𝒙 −𝑴𝒚 ‫׬‬ 𝒅𝒚
2. If = 𝒇(𝒚) only, then take 𝝁 𝒚 = 𝒆 𝑴
𝑴
Notes:
• Both 𝒇(𝒙) and 𝒇(𝒚) are continuous functions.
• The general case is to find an integrating factor 𝝁 𝒙, 𝒚 ,
however there is no formal procedure to get that one.
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Sec 2.6: Non-Exact DE
Example
Solve the DE: 𝒙𝒚 − 𝟐 𝒅𝒙 + 𝒙𝟐 − 𝒙𝒚 𝒅𝒚 = 𝟎
Solution
1. Let 𝑴 𝒙, 𝒚 = 𝒙𝒚 − 𝟐 , 𝑵 𝒙, 𝒚 = 𝒙𝟐 − 𝒙𝒚 note that:
𝑴𝒚 = 𝒙 ≠ 𝑵𝒙 = 𝟐𝒙 − 𝒚 → Non-Exact.

𝑴𝒚 −𝑵𝒙 −𝟏
−𝒙+𝒚 −𝟏 𝒅𝒙 𝟏
1. = = = 𝒇(𝒙) → 𝝁 𝒙 = 𝒆‫𝒙 ׬‬ = (case 1)
𝑵 𝒙𝟐 −𝒙𝒚 𝒙 𝒙

𝟐
2. The new Exact DE becomes: 𝒚 − 𝒅𝒙 + 𝒙 − 𝒚 𝒅𝒚 = 𝟎
𝒙

3. Apply the procedure of solving the Exact DE

→ 𝑭 𝒙, 𝒚 = 𝒙𝒚 − 𝟐 ln 𝒙 − 𝒚𝟐 /𝟐 = 𝑪. (What about case 2?) 10
Sec 2.6: Non-Exact DE
Exercises
Solve the DE: 𝒙𝒚 𝒅𝒙 + 𝟐𝒙𝟐 +𝟑𝒚𝟐 −𝟐𝟎 𝒅𝒚 = 𝟎

Solve the DE: 𝟐𝒙𝟐 + 𝒚 𝒅𝒙 + 𝒙𝟐 𝒚 − 𝒙 𝒅𝒚 = 𝟎

Solve the DE: 𝒙 + 𝟐𝒚𝟐 𝒅𝒙 − 𝟐𝒙𝒚𝒅𝒚 = 𝟎

Solve the DE: 𝒙𝒚𝒅𝒙 + 𝟐𝒙𝟐 + 𝟑𝒚𝟐 − 𝟐𝟎 𝒅𝒚 = 𝟎

′ 𝒙𝒚𝟐 −cos 𝒙 sin 𝒙

Solve the IVP: 𝒚 = , 𝒚 𝟎 =𝟐
𝒚(𝟏−𝒙𝟐 )

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Bernoulli’s DE
𝒅𝒚
It is an DE of the form + 𝒑 𝒙 𝒚 = 𝒇(𝒙)𝒚𝒏 where 𝒏 is a real
𝒅𝒙

number and 𝒏 ≠ 𝟎, 𝒏 ≠ 𝟏 .
This equation was proposed for solution by James Bernoulli in
1695. It was solved by his brother John Bernoulli. In 1696,
Gottfried Leibniz showed that the Bernoulli equation can be
reduced to a linear equation by making the substitution 𝒖 = 𝒚𝟏−𝒏 .
Solving the Bernoulli’s DE
Use the following transformation 𝒖 = 𝒚𝟏−𝒏 , to reduce the
Bernoulli’s DE into a linear DE in 𝒖 as:

𝒅𝒖
+ 𝟏 − 𝒏 𝒑 𝒙 𝒖 = 𝟏 − 𝒏 𝒇(𝒙) 12
𝒅𝒙
Bernoulli’s DE
𝒅𝒚
Example Solve: 𝒙 + 𝒚 = 𝒙𝟐 𝒚𝟐
𝒅𝒙
Solution
𝒅𝒚 𝒚
1. Write the DE in the standard form: + = 𝒙𝒚𝟐 (𝒏 = 𝟐)
𝒅𝒙 𝒙

−𝟏 𝒅𝒖 𝒖
2. Let 𝒖 = 𝒚 → − = −𝒙 (Linear DE )
𝒅𝒙 𝒙
3. 𝒖 𝒙 = 𝒙(−𝒙 + 𝑪)
4. 𝒚 𝒙 = 𝟏/(𝑪𝒙 − 𝒙𝟐 )

13
Bernoulli’s DE
Exercises
𝒅𝒚
1. Solve: + 𝒙𝒚 = 𝒙𝒚𝟓
𝒅𝒙
𝒅𝒚
2. Solve: = 𝟐𝒙(𝒚𝟔 + 𝟓𝒚)
𝒅𝒙
3. Find the general solution of the Riccati DE:
𝒅𝒚 𝟏 𝒚
= − 𝟐 − + 𝒚𝟐
𝒅𝒙 𝒙 𝒙
𝟏
Knowing that 𝒚𝟏 = is a particular solution.
𝒙
(Hint: use the substitution 𝒚 = 𝒚𝟏 + 𝒛 to transform it to
Bernoulli’s DE )

14
Solution by Substitution
𝒅𝒚 𝒅𝒗
1. The Homogeneous DE: (𝒗 = 𝒚Τ𝒙 → =𝒗 + 𝒙 ).
𝒅𝒙 𝒅𝒙

2. Bernoulli’s DE: (𝒖 = 𝒚𝟏−𝒏 → 𝒅𝒖

𝒅𝒙
+ 𝟏 − 𝒏 𝒑 𝒙 𝒖 = 𝟏 − 𝒏 𝒇(𝒙) ).

𝒅𝒚
3. DEs in the form: = 𝒇(𝒂𝒙 + 𝒃𝒚 + 𝒄)
𝒅𝒙

By using the transformation 𝒛 = 𝒂𝒙 + 𝒃𝒚 + 𝒄, the

given DE is reduced into separable DE.
4. Any appropriate substitution that simplifies the
given DE to separable/linear DE.
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Solution by Substitution
𝒅𝒚
Example Solve: =𝒚−𝒙−𝟏
𝒅𝒙

Solution
𝒅𝒛 𝒅𝒚 𝒅𝒛
1. Let 𝒛 = 𝒚 − 𝒙 − 𝟏 → = −𝟏→ = 𝒛 − 𝟏 (separable)
𝒅𝒙 𝒅𝒙 𝒅𝒙

2. 𝒛 = 𝟏 + 𝑪𝒆𝒙 .
3. 𝒚 𝒙 = 𝟐 + 𝒙 + 𝑪𝒆𝒙

Exercises
𝒅𝒚
Solve the DE: = 𝒚 − 𝒙 − 𝟏 + (𝒙 − 𝒚 + 𝟐)−𝟏 .
𝒅𝒙

𝒅𝒚
Solve the IVP: = (−𝟐𝒙 + 𝒚)𝟐 −𝟕, 𝒚 𝟎 = 𝟎. 16
𝒅𝒙
Solution by Substitution
𝒅𝒚
Example Solve the DE: : = 𝒆𝒙+𝒚
𝒅𝒙

Solution
𝒅𝒛 𝒅𝒚 𝒅𝒛
1. Let 𝒛 = 𝒙 + 𝒚 → = +𝟏→ = 𝒆𝒛 + 𝟏 (separable)
𝒅𝒙 𝒅𝒙 𝒅𝒙

2. 𝒆−𝒛 + 𝟏 = 𝑪𝒆𝒙
3. 𝒚 𝒙 = −𝒙 − ln(𝑪𝒆𝒙 − 𝟏)
Exercises
𝒅𝒚
Solve the DE: = cos(𝒙 + 𝒚).
𝒅𝒙

𝒅𝒚
Solve the DE: = tan𝟐 (𝒙 + 𝒚) 17
𝒅𝒙
Solution by Substitution
𝒅𝒚
Example Solve the DE: 𝒙 = 𝒆−𝒙𝒚 − 𝒚
𝒅𝒙

Solution
𝒅𝒛 𝒅𝒚 𝒅𝒛
1. Let 𝒛 = 𝒙𝒚 → =𝒙 +𝒚→ = 𝒆−𝒛 (separable)
𝒅𝒙 𝒅𝒙 𝒅𝒙

2. 𝒆𝒛 = 𝒙 + 𝑪 → 𝒆𝒙𝒚 = 𝒙 + 𝑪

Exercises
Solve the DE: 𝒆𝒚 𝒚′ + 𝟏 = 𝒆𝒙 .
Solve the DE: 𝒙𝒚′ = 𝒚 ln(𝒙𝒚).
sin 𝒚
Solve the DE: 𝒚′ cos 𝒚 − = (𝟏 + 𝒙)𝒆𝒙 .
𝟏+𝒙 18
Solution by Substitution
Equations with Linear Coefficients
Equation with the form (𝒂𝒊 , 𝒃𝒊 , 𝒄𝒊 are constants)
𝒂𝟏 𝒙 + 𝒃𝟏 𝒚 + 𝒄𝟏 𝒅𝒙 + 𝒂𝟐 𝒙 + 𝒃𝟐 𝒚 + 𝒄𝟐 𝒅𝒚 = 𝟎, Or

𝒅𝒚 𝒂𝟏 𝒙 + 𝒃𝟏 𝒚 + 𝒄𝟏
=−
𝒅𝒙 𝒂𝟐 𝒙 + 𝒃𝟐 𝒚 + 𝒄𝟐
We have three cases:
1. If (𝒄𝟏 = 𝒄𝟐 = 𝟎), it is a Homogeneous DE of degree 0:
𝒅𝒚 𝒂𝟏 + 𝒃𝟏 𝒚/𝒙
=−
𝒅𝒙 𝒂𝟐 + 𝒃𝟐 𝒚/𝒙
𝒅𝒚
2. If (𝒃𝟐 𝒂𝟏 = 𝒃𝟏 𝒂𝟐 ), DE can be put in the form: = 𝑮(𝒂𝒙 + 𝒃𝒚)
𝒅𝒙
which can be solved by the substitution 𝒛 = 𝒂𝒙 + 𝒃𝒚.
3. If (𝒃𝟐 𝒂𝟏 ≠ 𝒃𝟏 𝒂𝟐 ), we seek a translation of axes of the form:
𝒙 = 𝒖 + 𝒉 and 𝒚 = 𝒗 + 𝒌. 19
Solution by Substitution
Equations with Linear Coefficients
3. If (𝒃𝟐 𝒂𝟏 ≠ 𝒃𝟏 𝒂𝟐 ), we seek a transformation of the form:
𝒙 = 𝒖 + 𝒉 and 𝒚 = 𝒗 + 𝒌, (𝒉 and 𝒌 are constants) such that the
given DE is transformed to Homogeneous DE of degree 0:
𝒅𝒗 𝒂𝟏 + 𝒃𝟏 𝒗/𝒖
=−
𝒅𝒖 𝒂𝟐 + 𝒃𝟐 𝒗/𝒖
which can be solved as before.
The constants 𝒉 and 𝒌 can be obtained by solving the system:
𝒂𝟏 𝒉 + 𝒃𝟏 𝒌 + 𝒄𝟏 = 𝟎
𝒂𝟐 𝒉 + 𝒃𝟐 𝒌 + 𝒄𝟐 = 𝟎
Noting that it has a unique solution since (𝒃𝟐 𝒂𝟏 ≠ 𝒃𝟏 𝒂𝟐 ).

20
Solution by Substitution
Equations with Linear Coefficients
Example Solve: −𝟑𝒙 + 𝒚 + 𝟔 𝒅𝒙 + 𝒙 + 𝒚 + 𝟐 𝒅𝒚 = 𝟎
Solution
Check for (𝒃𝟐 𝒂𝟏 = (𝟏) −𝟑 ≠ 𝒃𝟏 𝒂𝟐 = (𝟏)(𝟏)), then use the form:
𝒙 = 𝒖 + 𝒉 and 𝒚 = 𝒗 + 𝒌, where 𝒉 and 𝒌 can be obtained by solving
the system:
−𝟑𝒉 + 𝒌 + 𝟔 = 𝟎
𝒉+𝒌+𝟐=𝟎
which yields 𝒉 = 𝟏 and 𝒌 = −𝟑. Then the given DE is transformed to
Homogeneous DE of degree 0: −𝟑𝒖 + 𝒗 𝒅𝒖 + 𝒖 + 𝒗 𝒅𝒗 = 𝟎
𝒅𝒗 −𝟑 + 𝒗/𝒖
=−
𝒅𝒖 𝟏 + 𝒗/𝒖
Then let
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𝒛 = 𝒗/𝒖 → 𝒛 + 𝒖(𝒅𝒛/𝒅𝒖) = 𝒅𝒗/𝒅𝒖
Solution by Substitution
Equations with Linear Coefficients
Example Solve: −𝟑𝒙 + 𝒚 + 𝟔 𝒅𝒙 + 𝒙 + 𝒚 + 𝟐 𝒅𝒚 = 𝟎
Solution
Then
𝒅𝒛 𝟑 − 𝒛
𝒛+𝒖 =
𝒅𝒖 𝟏 + 𝒛
𝒛+𝟏 𝒅𝒖
න 𝟐 𝒅𝒛 = − න
𝒛 + 𝟐𝒛 − 𝟑 𝒖
𝟐
𝒄
𝒛 + 𝟐𝒛 − 𝟑 = 𝟐
𝒖
Substituting back in terms of 𝒙 and 𝒚.
(𝒚 + 𝟑)𝟐 +𝟐 𝒙 − 𝟏 𝒚 + 𝟑 − 𝟑 𝒙 − 𝟏 𝟐
= 𝑪.
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Solution by Substitution
Exercises
𝒅𝒚
Solve the DE: = 𝒚 + 𝒙 − 𝟏.
𝒅𝒙

𝒅𝒓 𝒓𝟐 +𝟐𝒓𝜽
Solve the DE: = .
𝒅𝜽 𝜽𝟐

𝒅𝒙 𝒙𝟐 +𝒕 𝒕𝟐 +𝒙𝟐
Solve the DE: = .
𝒅𝒕 𝒕𝒙
Solve the DE: 𝟐𝒙 + 𝒚 + 𝟒 𝒅𝒙 + 𝒙 − 𝟐𝒚 − 𝟐 𝒅𝒚 = 𝟎

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