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dy
dx
= 2xy;
(b) ex+y dy dx = 0;
dy
dy
= 3 2x2 dx
.
(c) y x dx
(d)
dy
dx
+ 4xy = 8xy 3 .
dy
= 2xy we have y1 dy = 2xdx such
Solution: (1a) Separating the variables of the DE dx
Z
Z
1
dy = 2xdx, namely ln|y| = x2 + ln|k|, k R
that, by integration, we get
y
2
dy
ln ky = x2 y = (k)ex , k R. Thus the general solution of the DE dx
= 2xy is
2
y = cex , c R.
(1b) Separating the variables of the DE ex+y dy dx = 0 we have successively ex+y dy
dx = 0 ex ey dy = dx ey dy = ex dx such that, by integration, we get
Z
ey dy =
dx ln |3 y| =
3y
x(2x 1)
3y
2x 1
x
ln |2x 1| ln |x| ln |k| ln |(3 y)(2x 1)| = ln |kx| (3 y)(2x 1) = kx. By
cx3
,
2x1
(6k)x3
.
2x1
c R.
dy
2 y4
y 3 dy
= 4x 3
= 4x
dx
y
2 y 4 dx
Z
y3
1 Z (y 4 2)0
dy
=
4
xdx
dy =
2 y4
4
y4
2
4
Z
y 2
1
1
=
4 xdx ln |y 4 2| = 2x2 ln |k| ln |y 4 2| = 8x2 + ln |k| ln
4
4
k
2
2
8x2 y 4 2 = ke8x . Thus the general solution of the given DE is y 4 = 2 + ce8x .
Thus
y3
dy
2y 4
dy
dx
y = e2x , y(0) = 1;
(c)
dy
dx
(d) y 0 +
2x
y
1+x2
1
y
xlnx
4
,
(1+x2 )2
y(1) = 0;
dy
dx
2x
y = e
with I = e
dy
ex dx
we get
p(x)dx
d
dx
e y = e , or equivalently
e y = ex ,
x2
p(x)dx
x2 0
y + 2xy = 2x with I = e
x2
3 x2
x2
x2
d
dx
x2
e y =
x2
2x3 ex =
x2 ex
0
dx = x2 ex
2xex dx = x2 ex
Z
ex
0
dx = x2 ex ex + c.
2
Therefore the general solution of the initial first order DE is y = x2 1 + cex . Thus
y(0) = 1 1 + c = 0 c = 1, such that the solution of the required IVP is
2
y = x2 1 + ex .
(2c) p(x) =
2x
1+x2
such that
p(x)dx =
4
1+x2
general solution (1 + x2 )y =
4
dx
1+x2
2x
dx
1+x2
= ln(1 + x2 ) and I = e
dy
2x
+ 1+x
2y
dx
d
dx
or equivalently
R
=
4
(1+x2 )2
(1 + x2 )y =
p(x)dx
with I = 1 + x2 we get
4
.
1+x2
1
,
x ln x
I=e
1
1+x2
4tan1 (x) .
such that
p(x)dx
=e
1
dx
x ln x
=e
(lnx)0
dx
ln x
= eln(ln x) = ln x
1
By multiplying the first-order DE y 0 + xlnx
y = 9x2 with I = ln x we get (ln x)y 0 + x1 y =
2
9x ln x, or equivalently
R
d
dx
9x2 ln xdx. For the integral on the right hand side we have successively:
Z
3 0
9x ln xdx = 3 (x ) ln xdx = 3x ln x 3
x2 dx = 3x3 ln x x3 + c.
3x3 ln xx3 +c
,
ln x
c R.
Thus y(e) = 2e3 3e3 e3 + c = 2e3 c = 0, such that the solution of the required
IVP is y =
3x3 ln xx3
.
ln x
Change of variables
(3) Solve the given DE
dy
= 3y;
(a) (3x 2y) dx
dy
dx
3y
3x2y
dy
dx
=
the substitution y = xV (x), our DE becomes V + x dV
dx
3V
32V
2V 2
32V
V x dV
=
dx
namely
3 1
2V2
ln x ln c
obtained V =
1
V
=
3V
32V
3(y/x)
.
32(y/x)
By considering
, or equivalently x dV
=
dx
32V
2V 2
dV =
1
dx,
x
3
= ln(xV )2 ln c 3
V
V
y2
y
x
we get 3 y = ln c y 2
x
dx
x
V|
which leads us to ln | cos V | = ln |x| ln k, namely ln |x cos
=0
k
dx
,
x
namely
dV
ln V 1
V 1|
equivalently ln | ln cx
= 0.
dx
, which leads us to ln | ln V 1|
x
V 1|
Thus | ln|cx|
= 1 ln V 1 = cx
ecx+1 y = xecx+1 .
Exact DE
(4) Determine whether the given DE is exact.
(a) [cos(xy) xy sin(xy)]dx x2 sin(xy)dy = 0;
(b) yexy dx + (2y xexy )dy = 0.
= ln |x| + ln |c|, or
V = ecx+1
y
x
N
x
M
y
= exy xyexy 6=
M
,
y
M
y
(2xy)
y
= 2x =
(x2
x
= 2xy
= x2 + 1
Integrating the first equation with respect to x, holding y fixed, yields (x, y) = x2 y +
h(y) where h is a function depending just on y, such that
DE
dh
dy
= x2 +
= x2 + 1, namely
dh
dy
dh
dy
(y 2 + cos x)
y
= 2y =
= y 2 + cos x
= 2xy + sin y
Integrating the first equation with respect to x, holding y fixed, yields (x, y) = y 2 x +
sin x + h(y) where h is a function depending just on y, such that
second DE
= 2xy + dh
and the
dy
dh
dy
sin y, the last one having as a solution h(y) = cos y. Thus (x, y) = y 2 x + sin x cos y.
Consequently, the given DE can be written as d(y 2 x + sin x cos y) = 0 and it has the
general solution y 2 x + sin x cos y = c-constant.
(5c) We first observe that the DE (4e2x + 2xy y 2 )dx + (x y)2 dy = 0 is exact since
= 4e2x + 2xy y 2
= (x y)2
Integrating the first equation with respect to x, holding y fixed, yields (x, y) = 2e2x +
x2 y y 2 x + h(y) where h is a function depending just on y, such that
and the second DE
namely
dh
dy
= x2 2xy + dh
dy
g(y)dy
= e
My Nx
= y3 =
M
3
dy
lny 3
y
g(y),
= y 3 ,
=e
(y 2 )
y
= 2y 3 =
(2xy 3 y).
x
Therefore there
= y 2
= 2xy 3 y
Integrating the first equation with respect to x, holding y fixed, yields (x, y) = y 2 x +
h(y) where h is a function depending just on y, such that
second DE
dh
dy
= 2y 3 x +
dh
dy
and the
y2
2
y2
)
2
y2
.
2
= k, or equivalently 2x y 4 = cy 2 .
My Nx
N
1
= 2x
= f (x), it follows that
f (x)dy
= e
1
dx
2x
= e ln
= x1/2 , obviously
2
dx+2 xdy =
depending just on x. Indeed the DE I(x)(y x2 )dx+I(x)2xdy = 0 yx
x
2
yx
0 is exact because y
( x ) = 1x = x
(2 x). Therefore there exists a function (x, y)
such that
2
yx
= 2 x.
Integrating the first equation with respect to x, holding y fixed, yields (x, y) = 2y x
2 5/2
x
+
h(y)
where
h
is
a
function
depending
just
on
y,
such
that
=
2
and the
x + dh
5
y
dy
= 2 x, namely dh
= 0, the last
second DE y = 2 x is now equivalent with 2 x + dh
dy
dy
one having as a solution h(y) = k-const. Thus (x, y) = 2y x 52 x5/2 +k. Consequently,
5/2
.
has the general solution 10y x 2x5/2 = c, or equivalently y = c+2x
10 x
Second-order linear differential equations. Basic theoretical results
(7) Consider the DE y 00 + y 0 6y = 18e3x
(a) Determine all values of the r R such that y(x) = erx is a solution to the associated
homogeneous DE on (, ) as well as the complementary function for the given
equation.
(b) Determine the value of the constant A0 such that yp (x) = A0 e3x is a particular
solution to the given equation;
(c) Determine the general solution of the given DE.
Solution: (7a) y(x) = erx is a solution to the associated homogeneous DE y 00 +y 0 6y =
0 iff r2 erx + rerx 6erx = 0, () x R r2 + r 6 = 0, because y 0 (x) = rerx while
y 00 (x) = r2 erx . But the solutions of r2 + r 6 = 0 are r1 = 3, r2 = 2 such that
y1 (x) = e3x and y2 (x) = e2x are solutions of the the
associated
homogeneous DE
y y
e3x e2x
2
1
00
0
y + y 6y = 0. They are also LI since W [y1 , y2 ] =
=
=
0
y1 y20
3e3x 2e2x
1 1
e3x e2x
= 5ex > 0, () x R. Therefore, the general solution of the given
3 2
(7c) The general solution of the given DE is y(x) = yc (x) + yp (x) = 3e3x + c1 e3x +
c2 e2x , c1 , c2 R.
Solved questions from previous exams
(8) Solve the following IVP 2y 2 y 0 = 3y y 0 , y(3) = 1.
Solution:
y 0 (2y 2 + 1) = 3y
dy
= 2y3y
2 +1
dx
3y
dy = dx
2y 2 +1
2
3
2 y2
3 2
2
y
3
Z
1Z 1
ydy +
dy = dx
3 y
+ 31 ln |y| = x + c
y(3) = 1 (x = 3 y = 1)
1 2
(1
3
+ 31 y1 dy = dx
1 2
c=
(y + ln |y|) = x + c
Z
3
11
2
y+
dy = dx
3
3y
Thus, the solution of the given IVP is 13 (y 2 + ln |y|) = x 38 .
+ ln |1|) = 3 + c
1
3
3 = 83
Z
dy
Z
I(x) = e
2xdx
1 + x2
1x2
1+x2
dy
dx
2x
1+x
2y =
1x2
1+x2
dy
dx
=e
(x2 + 1)0
dx
1 + x2
1
1+x2
2 +1)
ln
=e
1
1+x2
1
.
1 + x2
we have successively
2x
1 x2
1 dy
1
y
=
y
2
2
2
2
2
1 + x dx (1 + x )
(1 + x )
1 + x2
= e ln(x
0
Z
1 x2
1
1 x2
y
=
dx.
(1 + x2 )2
1 + x2
(1 + x2 )2
1 x2
1x2
dx
we
decompose
(1+x2 )2 as
(1 + x2 )2
Ax + B
Cx + D
1 x2
=
+
1 x2 = (Ax + B)(1 + x2 ) + Cx + D
(1 + x2 )2
1 + x2
(1 + x2 )2
1 x2 = Ax + B + Ax3 + Bx2 + Cx + D 1 x2 = Ax3 + Bx2 + (A + C)x + B + D
A=0
A=0
B = 1
A+C =0
B+D =1
B = 1
C=0
D=2
such that
Z
Z
Z
1
2
1 x2
1
1
1 x2
=
+
and
dx
=
dx
+
2
dx =
2
2
2
2
2
2
2
2
(1 + x )
1+x
(1 + x )
(1 + x )
1+x
(1 + x2 )2
= tan1 x + tan1 x +
1
1
sin(2 tan1 x) + c = sin(2 tan1 x) + c,
2
2
1
dx being computed by changing the variable x = tan t.
(1 + x2 )2
Therefore the general solution of the given DE is y = (1 + x2 ) 12 sin(2 tan1 x) + c and
the condition y(0) = 1 is equivalent with c = 1 such that the solution of the given IVP
1
2
is y = (1 + x2 )
sin(2 tan1 x) + 1 .
3x
y
dx + 2x +
4y 2
x
3x
4y 2
2y +
dx + 2x +
dy = 0
y
x
x y
m n+1
2x y
+ 3x
m+1 n1
dx + 2x
{z
m+1 n
y + 4x
n1 n+2
dy = 0
{z
N
M
=
2(n + 1)xn y n + 3(n 1)xm+1 y n2 = 2(m + 1)xm y n + 4(n 1)xn2 y n+2
y
x
2(n + 1) = 2(m + 1)
m = n = 1.
3(n 1) = 4(n 1) = 0
Thus the DE
|
is exact. Indeed
M
y
{z
(2xy 2
y
{z
+ 3x2 ) = 4xy =
(2x2 y
x
= 2xy 2 + 3x2
= 2x2 y + 4y 3
Integrating the first equation with respect to x, holding y fixed, yields (x, y) = x2 y 2 +
x3 + h(y) where h is a function depending just on y, such that
the second DE
dh
dy
dh
dy
= 2x2 y +
dh
dy
and
= 2x2 y + 4y 3 , namely
1
x2
1
y2
Ax+1
y 3 dy
dx +
{z
{z
M
N
A
=
2y 3 = 3 ,
y
x
y
1
x2
1
y2
1
x2
12x
y3
dx +
12x
y 3 dy
1
y2
12x
y3
dh
dy
12x
,
y3
= 2 yx3 +
dh
dy
dh
dy
1
,
y3
namely
=
.
x y
2y
2y 2
x
2xy 2
2(x2 y 2 )x
2xy 2
2(x2 y 2 )x
2xy 2