2-1

2-1

1. (exact differential equation)

( x, y )

M ( x, y )dx + N ( x, y )dy = d( x, y )
M ( x, y )dx + N ( x, y )dy = 0 (exact)
( x, y ) = c O.D.E. M ( x, y )dx + N ( x, y )dy = 0

M N
=
y
x

O.D.E. M ( x, y )dx + N ( x, y )dy = 0

x 3 y 2 = c d ( x 3 y 2 ) = 3x 2 y 2 dx + 2 x 3 ydy = 0
x 3 y 2 = c

(3x 2 y 2 ) = (2 x 3 y ) = 6 x 2 y
exact
y
x

(1)

( x, y ) = c d ( x, y ) = dc

dx +
dy = 0
y
x

M ( x, y) dx + N ( x, y) dy = 0

2-2

M
2
=

y xy

2
N =
x yx

M ( x, y ) = x

N ( x, y ) =

(2)

M N
=
y
x

F ( x, y ) = M ( x, y ) i + N ( x, y ) j

F = 0

N M

)k = 0
y
x

M N
=
y
x
2

()

F =

F d r = d r = d

Mdx + Ndy = d

2. (Integrating factor)
O.D.E. M ( x, y )dx + N ( x, y )dy = 0

N M

) O.D.E. I ( x, y )
x
y

I ( x, y ) M ( x, y )dx + I ( x, y ) N ( x, y )dy = 0
(

( IN ) ( IM )
=
) I ( x, y )
y
x

M ( x, y )dx + N ( x, y )dy = 0

 2-3

x 3 y 2 = c 3x 2 y 2 dx + 2 x 3 ydy = 0
x 2 y 3 ydx + 2 xdy = 0
x 2 y
x 2 y

3.

M N

y
x
= f (x)
N

x-dependent

I = e

M N

x
y
= f ( y)
M

y-dependent

f ( y ) dy
I =e

M N

x
y
= f ( x + y)
M N

(x+y)-dependent

f ( x+ y ) d ( x+ y )
I =e

M N

x
y
= f (xy )
xM yN

xy-dependent

f ( xy ) d ( xy )
I =e

f ( x ) dx

2-4

(1)

M N

y
x
= f (x)
N

x-dependent

I = e

(2)

M N

y
x
= f ( y)
M

y-dependent

f ( y ) dy
I =e

M N

(x+y)-depende
x
y
= f ( x + y)
M N
nt

(3)

M N

y
x
= f (xy )
xM yN

(4)
(1) I = e
e

f ( x ) dx

f ( x ) dx

xy-dependent

f ( x ) dx

f ( x ) dx

f ( x ) dx

M ( x, y )dx + e

f ( x ) dx

M ( x, y )} {e
=
y

f ( xy ) d ( xy )
I =e

N ( x, y )dy = 0

f ( x ) dx

N ( x, y )}
x

f ( x ) dx
f ( x ) dx N
M
= f ( x )e
N ( x, y ) + e
y
x

f ( x+ y ) d ( x+ y )
I =e

O.D.E. M ( x, y )dx + N ( x, y )dy = 0

{e

f ( x ) dx

f ( x ) dx
M N

) = f ( x )e
N ( x, y )
x
y

 2-5

f ( x ) dx

M N

= f ( x) N
y x

M N

x
y
= f (x)
N

f ( y ) dy
(2) I = e
O.D.E. M ( x, y )dx + N ( x, y )dy = 0
f ( y ) dy
f ( y ) dy
M ( x, y )dx + e
N ( x, y )dy = 0
e

f ( y ) dy
f ( y ) dy
M ( x, y )} {e
N ( x, y )}
{e
=
x
y
f ( y ) dy
f ( y ) dy M
f ( y ) dy N
f ( y )e
=e
M ( x, y ) + e
x
y
f ( y ) dy M
f ( y ) dy
N
e
(

) = f ( y )e
M)
y x

f ( y ) dy

M N

= f ( y)M
y x

M N

y
x
= f ( y)
M

f ( x+ y ) d ( x+ y )
(3) I = e
O.D.E. M ( x, y )dx + N ( x, y )dy = 0
f ( x + y)d ( x + y)
f ( x+ y)d ( x+ y)
M ( x, y )dx + e
N ( x, y )dy = 0
e

f ( x+ y )d ( x+ y )
f ( x+ y ) d ( x+ y )
{e
M ( x, y )} {e
N ( x, y )}
=
y
x
f ( x+ y ) d ( x+ y )
f ( x + y ) d ( x + y ) M
f ( x + y )e
M ( x, y ) + e
y
f ( x+ y )d ( x+ y )
f ( x + y ) d ( x + y ) N
= f ( x + y )e
N ( x, y ) + e
x

2-6

f ( x+ y)d ( x+ y)
e

f ( x + y ) M ( x, y ) +

N
M
= f ( x + y ) N ( x, y ) +
y
x

M N

= f ( x + y )[M ( x, y ) N ( x, y )]
y x

M N

x
y
= f ( x + y)
M N
f ( xy ) d ( xy )
(4) I = e
O.D.E. M ( x, y )dx + N ( x, y )dy = 0
f ( xy ) d ( xy )
f ( xy ) d ( xy )
M ( x, y )dx + e
N ( x, y )dy = 0
e

f ( xy ) d ( xy )
f ( xy ) d ( xy )
M ( x, y )} {e
N ( x, y )}
{e
=
x
y
f ( xy ) d ( xy )
f ( xy ) d ( xy ) M
xf ( xy )e
M ( x, y ) + e
y
f ( xy ) d ( xy )
f ( xy ) d ( xy ) N
N ( x, y ) + e
= yf ( xy )e
x

f ( xy ) d ( xy )
e
xf ( xy) M ( x, y ) + M = yf ( xy) N ( x, y ) + N

M N

y x
= f (xy )
xM yN

 2-7

1
1

Solve the differential equation: ( xy 2 x)dx + ( x 2 y + y )dy = 0

with y ( x = 0) = 2 .

(16%)95

O.D.E. ( xy 2 x)dx + ( x 2 y + y )dy = 0

M ( x, y ) = xy 2 x
M
N

= 2 xy =

2
x
y
N ( x, y ) = x y + y

( x, y )

1 2 2 1 2

2
x = xy x = 2 x y 2 x + k1 ( y )

= x 2 y + y = 1 x 2 y 2 + 1 y 2 + k 2 ( x)
y
2
2

( x, y ) =

1 2 2 1 2 1 2
x y x + y =c
2
2
2

B.C. y ( x = 0) = 2

( x, y ) =

c =1

1 2 2 1 2 1 2
x y x + y =1
2
2
2

2
dy 2 xy 3 2
Find general solution of the equation
.(20%)95
=
dx 3 x 2 y 2 + e y

2-8

dy 2 xy 3 2
=
dx 3 x 2 y 2 + e y

(2 xy 3 + 2)dx + (3x 2 y 2 + e y )dy = 0

M ( x, y ) = 2 xy 3 + 2
M
N

= 6 xy 2 =
2 2
y
y
x
N ( x, y ) = 3 x y + e

( x, y )

3
x = 2 xy + 2

= 3 x 2 y 2 + e y
y

= x 2 y 3 + 2 x + k1 ( y )
= x 2 y 3 + e y + k2 ( x)

= x 2 y 3 + 2 x + e y = c

Solve the equation 2 xyy + y 2 x 2 = 0 to obtain the solution for y as a

function of x .

(10%)95

O.D.E. 2 xyy + ( y 2 x 2 ) = 0

2 xydy + ( y 2 x 2 )dx = 0

M ( x, y ) = y 2 x 2
M
N

= 2y =
x
y
N ( x, y ) = 2 xy

( x, y )

2
2
x = y x

= 2 xy
y

( x, y ) = xy 2

x3
=c
3

= xy 2

x3
+ k1 ( y )
3

= xy 2 + k 2 ( x)

 2-9

Solve (2 x 3 xy 2 2 y + 3)dx ( x 2 y + 2 x)dy = 0 .

(5%)95

M ( x, y ) = 2 x 3 xy 2 2 y + 3
M
N
= 2 xy 2 =

2
y
x
N ( x, y ) = ( x y + 2 x )

( x, y )

3
2
= 2x xy 2 y + 3
x

= x 2 y 2x
y
=

x4 x2 y 2

2xy + 3x + k1 ( y)
2
2
x2 y2
=
2xy + k2 ( x)
2
=

x4 x2 y 2

2 xy + 3x = c
2
2

5
y ( x) =
y =

x y+2
x y+3

x y+2

x y+3

dy x y + 2
=
dx x y + 3

(15%)95
( x y + 2)dx ( x y + 3)dy = 0

M ( x, y ) = x y + 2
M
N

= 1 =

y
x
N ( x, y ) = ( x y + 3)

x2
2
x
y
=

=
xy + 2 x + k1 ( y )

x
2

( x, y )
2
= x + y 3 = xy + y 3 y + k ( x)
2
y
2

2-10

x2
y2
( x, y ) =
xy + 2 x +
3y = c
2
2

Solve (cos x sin x xy 2 )dx + y (1 x 2 )dy = 0

subject to f (0) = 2 .

(10%)95

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

= 2 xy =
2
x
y
N ( x, y ) = y (1 x )

( x, y )

1 2
x2 y2
2
cos
sin
sin
x
x
xy
x
=

+ k1 ( y )

2
2
x

y2 x2 y2
= y (1 x 2 )
=

+ k2 ( x)
y
2
2

1 2
x2 y 2 y 2
= sin x
+
=c
2
2
2

2
7
O.D.E. 2 y + 3 xy = 0.

(a) Show that the differential equation is not exact.

(b) Find an integrating factor of the form x a y b .
(c) Find the general solution.

(14%)90

 2-11

(a) 2 y + 3xy = 0

2 ydx + 3xdy = 0

(2 y ) = 2 (3x) = 3
y
x

(b) O.D.E. 2 ydx + 3xdy = 0 I = x a y b

2 x a y b+1dx + 3x a+1 y b dy = 0

(3 x a +1 y b ) = (2 x a y b +1 )
x
y
3(a + 1) x a y b = 2(b + 1) x a y b

3(a + 1) = 2(b + 1)

3(a + 1) = 2(b + 1) a, b
I = x a y b O.D.E. 2 ydx + 3xdy = 0
a = 1, b = 1 I = x 1 y 1

(c) O.D.E. 2 ydx + 3xdy = 0

2
3
I = x 1 y 1 , dx + dy = 0
x
y
2
3
dx + dy = 0
x
y
ln x 2 + ln y 3 = ln c

2 ln x + 3 ln y = ln c
ln x 2 y 3 = ln c

x2 y3 = c

The integrating factor for the following differential equation is in the form of

( x, y ) = e ax y b where a and b are constants. Find the values of a and

b , and use the integrating factor to fined the general solution of the

differential equation y + y = y 4 .

(20%)95

2-12

dy
+ y = y4
dx

( y 4 y )dx dy = 0

( x, y ) = e ax y b
e ax y b +1 ( y 3 1)dx e ax y b dy = 0
(e ax y b +1 ( y 3 1)) (e ax y b )
=
y
x

e ax [(b + 4) y b+3 (b + 1) y b ] = ae ax y b
(b + 4) y b+3 (b + 1) y b = ay b
a = 3, b = 4 ( x, y ) = e 3 x y 4
e 3 x (1 y 3 )dx e 3 x y 4 dy = 0

1
( x, y ) = e 3 x (1 y 3 ) = c
3
9

Solve (e x + 3 y 2 )dx + 2 xydy = 0 .

M ( x, y ) = e + 3 y

N ( x, y ) = 2 xy
x

(15%)95
M N

4y 2
x
y
=
=
N
2 xy x

I ( x) = e

x dx

= x2

O.D.E. (e x + 3 y 2 )dx + 2 xydy = 0

x 2 (e x + 3 y 2 )dx + 2 x 3 ydy = 0
( x 2 2 x + 2)e x + x 3 y 2 = c

 2-13

10

(2 y sin x + 3 y 4 sin x cos x)dx (4 y 3 cos 2 x + cos x)dy = 0 (10%)95

M ( x, y ) = 2 y sin x + 3 y 4 sin x cos x

N ( x, y ) = (4 y 3 cos 2 x + cos x)
M (2 y sin x + 3 y 4 sin x cos x)
= 2 sin x + 12 y 3 sin x cos x
y =
y

3
2
N = (4 y cos x cos x) = sin x + 8 y 3 sin x cos x
x
x
M N

sin x
y x sin x + 4 y 3 sin x cos x
=
=
3
N
cos x(4 y cos x + 1) cos x
sin x

I ( x) = e

cos x dx

= cos x

(2 y sin x + 3 y 4 sin x cos x)dx (4 y 3 cos 2 x + cos x)dy = 0

(2 y sin x cos x + 3 y 4 sin x cos 2 x)dx (4 y 3 cos3 x + cos 2 x)dy = 0

cos 2 x y cos3 x y 4 = c

11

Solve the differential equation cos xdx + (sin x + cos y sin y )dy = 0
(5%)95
O.D.E. cos xdx + (sin x + cos y sin y )dy = 0

2-14

M ( x, y ) = cos x

N ( x, y ) = sin x + cos y sin y

M N

x 0 cos x
y
=
= 1

cos x
M
( 1) dy
= ey
I ( y ) = e

O.D.E. cos xdx + (sin x + cos y sin y )dy = 0

e y cos xdx + e y (sin x + cos y sin y )dy = 0

y
y
x = e cos x = e sin x + k1 ( y )

= e y (sin x + cos y sin y ) = e y sin x + e y cos y + k 2 ( x)
y

= e y sin x + e y cos y = c
12
(1 + x)dy ydx = 0

95

M N

M ( x, y ) = y
y x 1 1 2

=
=
N
1+ x x +1
N ( x, y ) = 1 + x
2

I ( x) = e

x +1dy

= ( x + 1) 2

O.D.E. (1 + x)dy ydx = 0

1
y
dy
dx = 0
1+ x
(1 + x) 2

y
=c
1+ x

y = c( x + 1)

 2-15

M N

M ( x, y ) = y
x 1 1 2
y
=
=

M
y
y
N ( x, y ) = 1 + x
I ( y ) = e

y dy

= y 2

O.D.E. (1 + x)dy ydx = 0

y 1dx + (1 + x) y 2 dy = 0

x 1
=k
y y
y
1
y
=
=c
x +1
k
x +1

xy 1 y 1 = k

x +1
= k
y

y = c( x + 1)

13

y (1 xy + x 2 y 2 )dx + x( x 2 y 2 xy)dy = 0

93

( y xy 2 + x 2 y 3 )dx + ( x 3 y 2 x 2 y )dy = 0
M ( x, y ) = y xy 2 + x 2 y 3

3 2
2
N
x
y
=
x
y

x
y
(
,
)

M N

1
y x
=

xM yN xy
I ( x, y ) = e

xy dxy

= ( xy) 1

O.D.E. ( y xy 2 + x 2 y 3 )dx + ( x 3 y 2 x 2 y )dy = 0

1
( y + xy 2 )dx + ( x 2 y x)dy = 0
x

2-16

ln x xy +

1 2 2
x y =c
2

 2-17

14

Choose the correct answers (Multiple Choices)()

Consider the ordinary differential equation:

dy 3xy + y 2
=
dx x 2 + xy
(A) The equation is a nonexact second order ordinary differential equation.
(B) The equation has an x-dependent integrating factor.
(C) The equation has a y-dependent integrating factor.
(D) The equation has an xy-dependent integrating factor.
(E) All the above choices are incorrect.

(5%)94

O.D.E. (3xy + y 2 )dx + ( x 2 + xy)dy = 0

M ( x, y ) = 3xy + y 2

N ( x, y ) = x 2 + xy
(A)

( x 2 + xy )
(3 xy + y 2 )
= 2x + y
= 3x + 2 y
x
y

nonexact, but first order.

M N

1
x+ y
y
x
(B)
=
= = f ( x)
N
x( x + y ) x
M N

x+ y
y
x
=
f ( y)
(C)
3xy + y 2
M

Yes!

No!

2-18

M N

y
x
(D)
f ( xy)
xM yN

No!

(B)

1. 3x 2 + xy x 2 y 1

dy
=0
dx

(1) (Exact Differential Equation)

(2) (1) y ( x)

94

2. Find the value of b for which the following equation

( xy 2 + bx 2 y )dx + ( x + y ) x 2 dy = 0
is exact, and then solve it using the value of b.

93

3
3. ( x 2 cos 2 y )dx + ( x 3 sin 2 y + y 2 )dy = 0
2

93

4. ( x 2 + 1)dy = ( x 3 2 xy + x)dx , x = 1, y = 1 .

93

dy
dy
= y 3 3x 2 y y
dx
dx

93

6. ( y 3 y 2 sin x) y + y 1 cos x = 0

93

7. ( y 3 x 2 y ) y xy 2 = 0

93

8. e y dx + (xe y + 2 y )dy = 0

93

5. ( x 3 3 y 2 x)

 2-19

9. (2 + 2 x 2 y 2 ) ydx + ( x 2 y 2 + 2) xdy = 0

93

10. Find all functions ( x, y ) with

x = e xy + xye xy + cos x + 1 , y = x 2 e xy .

(10%)92

f
2
2
x = 3 x sin y
11.
f = 2 x 3 sin y cos y 2e 2 y
y

f (2,0) = 3 f ( x, y )

90

12. Suppose the functions M ( x, y ) and N ( x, y ) are continuous and

have continuous first partial derivative in the open rectangle S: a < x < b ,
c < y < d . If the differential equation M ( x, y )dx + N ( x, y )dy = 0 is exact,
then

N ( x, y ) M ( x, y )dx 0 .
y
x

(2%)95

13.
e x sin y 2 x + (e x cos y + 1) y ' = 0

(10%)94

14. (a) Solve that the differential form

2 sin 2 x sinh ydx cos 2 x cosh ydy is exact.

(b) Solve the differential equation 2 sin 2 x sinh ydx cos 2 x cosh ydy = 0 .
(10%)94
15. Find the general solution of ydx + (3 x xy + 2) dy = 0 .
16. (2 y 2 9 xy )dx + (3xy 6 x 2 )dy = 0

94

(15%)94

2-20

17. If both 1 ( x, y ) = xy and 2 ( x, y ) = ( x 2 + y 2 ) 1 are integrating factors

for the differential equation y = f ( x, y ) , then what is f ( x, y ) ?
(10 %)92
18. (2 cos y + 4 x 2 )dx = x sin ydy

93

19. ( xe x + x 2 e y ) y = xye x xe y

(25%)93

20. (3xy 2 + 2 y )dx + (2 x 2 y + x)dy = 0

93

2
3
21. ( y + x 2 )dy + xydx = 0
3
2

93

dy
e x sin y
=
dx y 2e x cos y

(14)91

22.
23.

dy
y2 + 2y
= 4
dx y + 2 xy + 4 x

24.
25.

dy ( x)
2 x[ y ( x)]2 + 16 x 3[ y ( x)]2 = 0
dx

dy 2 y + y cos x
=
dx
2 x + sin x

1. (1) = 2
(2) x 3 +
2.

1 2 2
x y =c
2

1 2 2
x y + x3 y = c
2

(10%)92
(20)91
(10%)92

 2-21

3.
4.

1 3
1
x cos 2 y + y 3 = c
2
3

1 4
1
5
x x2 y + x2 y =
4
2
4

5. x 3 y xy 3 +
6. y 1 sin x
7.

1 2
y =c
2

1 2
y =c
2

1 2 2 1 4
x y + y =c
2
4

8. xe y + y 2 = c
2 3 32
9. x y + 2 xy = c
3
10. xe xy + sin x + x + c
11. f ( x, y ) = x 3 sin 2 y e 2 y + 4
12. !
13. e x sin y x 2 + y = c
14. (a)

N
M
= 2 sin 2 x cosh y =
= 2 sin 2 x cosh y
y
x

(b) cos 2 x sinh y + c

15. xy 3e y (2 y 2 + 4 y + 2)e y = c
16. x 2 y 3 3x 2 y 2 = c
17. f ( x, y ) =

3x 2 y + y 3
3 xy 2 + x 3

18. x 2 cos y + x 4 = c

exact equation

2-22

19. ye x + xe y = c
20. x 3 y 2 + x 2 y = c
21.

1 2 3 1 4
x y + y =c
2
6

22. e x sin 2 y + y cos y sin y = c

23.

x
y + 2 ln y + 2 = c
y2

24. 4 x 4 x 2
25.

1
=c
y

2x 1
+ sin x = c
y y

 2-23

2-2

1.

y + P( x) y = Q( x)

1 I ( x) = e

P ( x ) dx

2 I ( x) y = I ( x)Q( x)dx + c

P ( x ) dx

y = {e

P ( x ) dx

Q ( x)}dx + c

P ( x ) dx
P ( x ) dx
P ( x ) dx
y=e
{e Q( x)}dx + ce

2.

f ( y )

dy
+ P ( x) f ( y ) = Q ( x)
dx

( f ( y ) = e y , e y , sin y, cos y,LL )

u = f ( y )
O.D.E.

du
dy
= f ( y )
dx
dx

du
+ P ( x)u = Q( x)
dx

2-24

y + P( x) y = Q( x)

1 I ( x) = e

P ( x ) dx

2 I ( x) y = I ( x)Q( x)dx + c
(Onil )
e

P ( x ) dx

y = {e

P ( x ) dx

Q ( x)}dx + c

P ( x ) dx
P ( x ) dx
P ( x ) dx
y=e
{e Q( x)}dx + ce

 2-25

Consider the first order differential equation y + P( x) y = Q( x)

(1) Prove that I ( x) = e

P ( x ) dx

is an integrating factor.

(2) Find the general solution.

92 91 90
O.D.E.

dy
+ P( x) y = Q( x)
dx

P ( x) ydx + dy = Q( x)dx

(1) I ( x) = e
[e

P ( x ) dx

[ P( x) y Q( x)]dx + dy = 0

P ( x ) dx

P ( x) y e

P ( x ) dx

Q ( x)]dx + [e

P ( x ) dx

]dy = 0

P ( x ) dx
P ( x ) dx
P ( x ) dx

P ( x ) dx P( x)
P( x) y e
Q( x) = e
=e
e
y
x

I ( x) = e

(2) O.D.E.
e

P ( x ) dx

P ( x ) dx

P ( x ) dx
dy
+ P( x) y = Q( x) I ( x) = e
dx

P ( x ) dx
P ( x ) dx
dy
P( x) y = e
Q( x)
+ e
dx

d P ( x ) dx
P ( x ) dxQ( x)
e
y
e
=

dx

P ( x ) dx

y = {e

P ( x ) dx

Q( x)}dx + c

P ( x ) dx
P ( x ) dx
P ( x ) dx
y=e
{e Q( x)}dx + ce

2-26

(1) Let M ( x, y ) and N ( x, y ) be defined on a region R of the plane.

Then ( x, y ) is an integrating factor for M + N
if ( x, y ) 0 for all ( x, y ) in R, and M + N
Therefore, we can get

dy
=0
dx

dy
= 0 is exact on R.
dx

( N ) = ( M ) .
y
x

Please use above equation to find the integrating factor of a

first-order linear differential equation

(2) Find the solution of

dy ( x)
+ P ( x) y = Q ( x) .
dx

dy
(tan x) y = e sin x , y (0) = 1 .
dx
(20%)95

( x, y ) ONeil Zill
Kreyszig I ( x, y )
(1) O.D.E.

dy
+ P ( x) y = Q ( x)
dx

P ( x) ydx + dy = Q( x)dx

[ P( x) y Q( x)]dx + dy = 0
( x) = e
[e

P ( x ) dx

P ( x ) dx

P ( x) y e

P ( x ) dx

Q( x)]dx + [e

P ( x ) dx

]dy = 0

P ( x ) dx
P ( x ) dx
P ( x ) dx

P ( x ) dx P( x)
P( x) y e
Q( x) = e
=e
e
y
x

 2-27

( x) = e

P ( x ) dx

(2) 1
tan xdx

( x) = e
=e

sin x
dx
cos x

= cos x

( x) y = cos x esin x dx + c
cos x y = cos x esin x dx + c = esin x d sin x + c = esin x + c
y = sec x esin x + c sec x

Solve the initial value problem

cos x

dy
+ y = sin x , y (0) = 2 .
dx

cos x

dy
+ y = sin x
dx

(10%)95
dy
+ sec x y = tan x
dx

1 I ( x) = e
2

sec xdx

= sec x + tan x

I ( x) y ( x) = (sec x + tan x) tan xdx = (sec x tan x + tan 2 x)dx

= (sec x tan x + sec 2 x 1)dx = sec x + tan x x + c
y ( x) = 1

x
c
+
sec x + tan x sec x + tan x

I.C. y (0) = 2

c =1

2-28

y ( x) = 1

1
x
+
sec x + tan x sec x + tan x

4
x

dy ( x)
y ( x) = 2 x ?
dx

dy
y = 2x
dx

(5%)95
dy y
=2
dx x

1 I ( x) = e

1
dx
x

= x 1

2 I ( x) y ( x) = 2 x 1dx = 2 ln x + c

y ( x) = 2 x ln x + cx

Please find a (real) general solution for following differential equation.

(show all details of your calculations)
x

dy
+ 3 y = x 2 sin x
dx

95

dy 3
+ y = x sin x
dx x
3

1 I ( x) = e

x dx

= x3

I ( x) y ( x) = I ( x) x sin xdx = x 4 sin xdx

= ( x 4 + 12 x 2 24) cos x + (4 x 3 24 x) sin x + c

y ( x) = ( x +

12 24
24
c
3 ) cos x + (4 2 ) sin x + 3
x x
x
x

 2-29

Find the particular solution of the equation ( x 2)

dy 3( x 1)

y = 1.
dx ( x + 1)

(20%)95
dy
3( x 1)
1
+
y=
dx ( x 2)( x + 1)
x2
1

x 2

I ( x) = e
2

x 1

( x 2)( x +1) dx

=e

( x 2 + x +1 ) dx

= ( x 2)( x + 1) 2

( x + 1)3
+c
3
x +1
c
+
y ( x) =
3( x 2) ( x 2)( x + 1) 2

I ( x) y ( x) = ( x + 1) 2 dx =

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

(20%)90

sin 2 x = 2 sin x cos x

dy
1
+ cos xy = sin 2 x = sin x cos x
dx
2

1 I ( x) = e

cos xdx

= e sin x

I ( x) y = esin x sin x cos xdx = esin x sin xd sin x

esin x y = (sin x 1)esin x + c

y = (sin x 1) + ce sin x

B.C. y (0) = 0 = 1 + c c = 1

2-30

y = sin x 1 + e sin x

Determined the solution of the differential equation y + y tan x = sin(2 x)

Subject to the initial condition of y (0) = 1 . (Note that

tan xdx = ln cos x )

96 95 93
91 90
1
I ( x) = e

tan xdx

= e ln cos x = e ln(cos x ) = (cos x) 1

I ( x) y = I ( x) sin 2 xdx = (cos x) 1 2 sin x cos xdx

(cos x) 1 y = 2 sin xdx = 2 cos x + c

y = 2 cos 2 x + c cos x

B.C. y (0) = c 2 = 1 c = 3
y = 2 cos 2 x + 3 cos x

9
[sin 2 x] y + [2 sin 2 ( x)] y = 2 sin( x)
Note sec 2 ( x)dx = tan( x)
(sin 2 x) y + (2 sin 2 x) y = 2 sin x

(2 sin x cos x) y + (2 sin 2 x) y = 2 sin x

(5)91

 2-31

y + tan xy =

1
cos x

tan xdx
I ( x) = e
=e

sin x
dx
cos x

= e ln cos x

= e ln(cos x ) = (cos x) 1

I ( x) y = I ( x)

1
dx = sec x 2 xdx
cos x

(cos x) 1 y = tan x + c
y = cos x tan x + c cos x = sin x + c cos x

10
(integral equation)

y ( x) +

x
2

y (t )
dt = e3 x
t

y ( x) +

x
2

(5)91

y (t )
y ( x)
dt = e3 x y ( x) +
= 3e 3 x
t
x
1

1 I ( x) = e

x dx

=x

2 I ( x) y = I ( x)(3e 3 x )dx = 3 xe 3 x dx

1
1
xy = ( x )e3 x + c
3
9
y (2) +

2
2

y (t )
dt = e 6
t

y ( x) = (1

1 3x c
)e +
x
3x

B.C. y (2) = e 6

2-32

1
c
y (2) = (1 )e6 + = e 6
6
2
y ( x) = (1

c=

e6
3

1 3 x e6
)e +
3x
3x

f ( y )

dy
+ P( x) f ( y ) = Q( x)
dx

( f ( y ) = e y , e y , sin y, cos y,LL )

u = f ( y )
O.D.E.

dy
du
= f ( y )
dx
dx

du
+ P ( x)u = Q( x)
dx

11

y cos( y ) + xsin( y ) = 2 x

93

u = sin( y ) u = cos( y ) y
O.D.E. u + xu = 2 x
1

x
xdx
I ( x) = e = e 2
1

x2

2 I ( x)u = e 2 2 xdx = 2e 2
sin( y ) = 2 + ce

1
x2
2

x2

+c

u = 2 + ce

1
x2
2

 2-33

12

1
2
2
y + tan 1 y =
x
x
y +1

93

u = tan 1 y , u =

1
y
y +1
2

2
2
O.D.E. u + u =
x
x
1
2

I ( x) = e

x dx

= x2

I ( x)u = x 2

2
dx = x 2 + c
x

tan 1 y = 1 +

c
x2

u = 1+

y = tan(1 +

c
x2

c
)
x2

13

(3 cosh y + 4 x)dx + ( x sinh y )dy = 0

x sinh y

(10%)92

dy
+ 3 cosh y = 4 x
dx

u = cosh y u = sinh y

dy
dx

O.D.E. xu + 3u = 4 x

I ( x) = e

x dx

= x3

3
u + u = 4
x

2-34

I ( x)u = I ( x)(4)dx
u = x +

x 3u = 4 x 3dx = x 4 + c

c
x3

cosh y = x +

c
x3

dx
+ P( y ) x = Q( y )
dy

1 I ( y ) = e
2

P ( y ) dy

I ( y ) x = I ( y )Q( y )dy + c

14

Solve dx + (3x e 2 y )dy = 0 .

95 92

1
dy
=
dx 3x e 2 y

dx + (3x e 2 y )dy = 0

dx
= 3x + e 2 y
dy

dx
+ 3x = e 2 y
dy

1 I ( y ) = e

3 dy

= e3 y

I ( y ) x( y ) = e3 y e 2 y dy = e y dy = e y + c
x( y ) = ce3 y + e 2 y

 2-35

15

y =

1
2 sin y x
dy
1
=
dx 2 sin y x

(10%)93
dx
= 2 sin y x
dy

1 I ( y ) = e

dy

dx
+ x = 2 sin y
dy

= ey

2 I ( y ) x = e y 2 sin ydy = e y (sin y cos y ) + c

x = (sin y cos y ) + ce y
16

Find the general solution of the equation.

dy
1
= y
dx e x
dy
1
= y
dx e x

(20%)95 90
dx
+ x = ey
dy

1 ( y ) = e

dy

=e y

1
2 ( y ) x = e y e y dy = e 2 y + c
2

x=

1 y
e + ce y
2

2-36

1. y + 4 y = 20 , y (0) = 2
2. y + 2 y = 4 x , y (0) = 2
3. y 3 y = x

93
93
93

y
; y (1) = 2
x

93

4. y = 3 x 2

dy
+ ( y 2 sin x) cos x = 0
dx
6. (t 2 16 ) y + ty = 2t , t > 0 .
7.
5.

93
93

x sin
1

y ( x ) = 1 +
d is the solution of x 2 y '+ xy = sin x , y (1) = 1 ,
1
x

on the positive x -axis.

95
8. 200 40
A 5 A (
2 A)
5 A
A
A ?
A
A A
(15%)95

9. x sin d + ( x 2 2s 2 cos + cos )dx = 0

(15%)93

10. Find an integrating factor of the differential equation

( x 2 + 1) y + 3x 2 y = 6 xe x
(10%)95
3
dy
e x sin y
11.
=
y (0) =
x
2
dx y 2e cos y
12.

dy
+ xy = 1
dx

90

(10%)94

 2-37

13. ( x 2 2 x) y + ( x 2 5 x + 4) y = ( x 4 2 x 3 )e x , y (3) = 18e 3

dy 2 x y
=
.
dx x ln( x)

94

14. Find the general solution of

(15%)94

15. A body of mass m is thrown vertically into the air

with an initial velocity v0 . If the body encounters
an air resistance proportional to its velocity, find
(a) the velocity of the body at any time t and
(b) the time at which the body reaches its maximum height.
(10%)94
16. A radioactive substance with decay constant k is produced at a constant
rate of a units of mass per unit time.
(1) Assuming that Q (0) = Q0 , find the mass Q (t ) of the substance present
at time t. (10%)
(2) Find lim Q (t ) . (5%)
t

1. y = 5 3e 4 x
2. y = (2 x 1) + 3e 2 x
1
1
3. y = ( x + ) + ce 3 x
3
9
4. y =

3 3 51
x +
4
4x

5. y = 2(sin x 1) + ce sin x
c
6. y = 2 +
t 2 16

94

2-38
x sin
1

d
7. y ( x) = 1 +
1
x

8. y (t ) = 400 (kg)

9. cos =

1
2s + 1
2

10. I ( x) = e3( x tan

11. e x =

x 2 + cx1 2 s

x)

sin y y cos y + 2
sin 2 y

12. y ( x) = e

x2
2

x2
2

dx + ce

x2
2

13. y ( x) = e x x 2 ( x 2)(ln x 2 + c)
x2
c
14. y ( x) =
+
ln x ln x
k

mg
mg m t
+ (V0 +
)e
k
k
mg

m
k

(b) t = ln
k mg + V

0
k

a
a
16. (1) Q (t ) = (Q0 )e kt +
k
k

15. (a) V (t ) =

(2) Q (t ) =

a
k

 2-39

2-3 (Bernoulli)(Riccati)

1. ( Bernoulli equation )
dy
+ P ( x) y = Q ( x) y
dx

( 0,1 )

2. ( Riccati equation )
dy
+ P( x) y = Q( x) + R( x) y 2
dx

1 (Bernoulli)

dy
+ P( x) y = Q( x) y ( 0,1 )
dx
y

dy
+ P( x) y1 = Q( x)
dx

u = y1

du
dy
= (1 ) y
dx
dx

1 du
+ P( x)u = Q( x)
1 dx

2-40

Find the general solution y (x) of this following differential equation:

y y = xy 5

(15%)95

y 5 O.D.E. y 5 y y 4 = x
u = y 4

du
= 4 y 5 y
dx

1 du
u = x
4 dx

1 I ( x) = e

du
+ 4u = 4 x
dx

4 dx

= e4 x

1
2 I ( x)u ( x) = 4 xe4 x dx = ( x + )e 4 x + c
4
u ( x) = x +

1
+ ce 4 x
4

y4 = x +

1
+ ce 4 x
4

Solve x

dy
= y + x2 y 2 .
dx

(5%)95

y 2 xy 2
u = y 1

dy
+ y 1 = x 2
dx

du
dy
= y2
dx
dx

du
+ u = x2
dx
1

1 I ( x) = e

x dx

du u
= x
dx x
= x 1

 2-41

I ( x)u ( x) = (1)dx = x + c
y 1 ( x) = x 2 + cx

u ( x) = x 2 + cx

3
1
dy
Find the general solution of the differential equation
2 y = xy 2 .
dx

(10%)95
1

y 2 y 2 y 2 y 2 = x
1

u = y 2

du 1 2
= y y
dx 2

du
2u = x
dx

du
x
u =
dx
2

1 I ( x) = e
2

1dx

= e x

I ( x)u ( x) = e x

x
x 1
dx = ( )e x + c
2
2 2

x 1
u ( x) = ( ) + ce x
2 2

x 1
y 2 = ( ) + ce x
2 2

Solve xy + y = xy 3

(15%)95

2-42

y 3 xy 3 y + y 2 = x
u = y 2

du
= 2 y 3 y
dx

x du
+u = x
2 dx

1 I ( x) = e

du 2
u = 2
dx x

2
dx
x

= x2

I ( x)u ( x) = 2 x 2 dx =
u ( x) = 2 x + cx 2

2
+c
x
y 2 = 2 x + cx 2

Consider the differential equation xy + y = 2 x 2 y 2 , x > 0 .

(a) Transform the above differential equation into first-order linear
differential equation.
(b) Find the general solution.

(10%)95

(a) xy + y = 2 x 2 y 2 , x > 0
y 2 xy 2 y + y 1 = 2x 2
u = y 1

du
= y 2 y
dx

du
+ u = 2x 2
dx
1

(b) 1 I ( x) = e

x dx

du 1
u = 2x
dx x
= x 1

 2-43

2 I ( x)u ( x) = 2dx = 2 x + c

u = y 1 = 2 x 2 + cx

6
y ( x), (1,

1
) ( x, y )
2

y 2xy 2 , y (x)

90

y = mx + b y = y( x) x + 2 xy 2

1
y = 2 y 2 Bernoulli
x

y 2 y

1 1
y = 2
x

u = y 1 u = y 2 y

1
O.D.E. u + u = 2
x
1

1 I ( x) = e

x dx

=x

2 ( x)u = 2 xdx = x 2 + c

1
2

c =1

1 x2 + 1
=
x
x

y=

B.C. x = 1, y =

y 1 = x +

u = x+

c
x

1
c
= x+
x
y

x
x +1
2

The Bernoulli equation is in the form of P ( x) y + Q( x) y = R( x) y , in

which is a constant. Please find the integrating factor ( x, y ) .
(Hint: try ( x, y ) = f ( x) y )

(10%)92

2-44

P( x)

dy
+ Q ( x) y = R ( x) y
dx

P ( x)dy + Q( x) y R( x) y dx = 0

( x, y ) = f ( x) y

P ( x) f ( x) y dy + Q( x) f ( x) y1 R( x) f ( x) dx = 0

P ( x ) f ( x ) y =
Q( x) f ( x) y1 R( x) f ( x)
x
y

d ( Pf )
( Pf )
= (1 )Qfy
= (1 )Qf
x
dx
d ( Pf )
Q

= (1 ) dx
Pf
P
y

ln( Pf ) = (1 )
P( x) f ( x) = e

(1 )

Q ( x)
dx
P( x)

Q( x)
dx
p( x)

Q( x)

1 (1 ) P ( x ) dx
f ( x) =
e
P( x)
Q( x)

y (1 ) P ( x ) dx
( x, y ) =
e
P( x)

 2-45

2 (Riccati)
y + P( x) y = Q( x) + R( x) y 2
1 y1

y1 = ax b y1 = aebx
y + P( x) y = Q( x) + R( x) y 2
y1
2 y = z + y1 y = z + y1

y + P( x) y = Q( x) + R( x) y 2
z + y1 + P( x)( z + y1 ) = Q( x) + R( x)( z + y1 ) 2

z + ( P 2 y1R) z = Rz 2
1 y1

y1 = ax b y1 = aebx

y + P ( x) y = Q ( x) + R ( x) y 2
y1
2 y=

1
+ y1
z

(ONeil )

y + P( x) y = Q( x) + R( x) y 2
2-5

2-46

Solve the following differential equations:

x 2 y + xy y 2 = x 2

(10%)95

x 2 y +

1
1
y = 1 + 2 y 2 Riccati
x
x

y1 = ax b abxb 1 + ax b 1 = 1 + a 2 x 2b 2

a = 1

b = 1

y1 = x

y = z + y1 = z + x y = z + 1

1
1
z + 1 + ( z + x) = 1 + 2 ( z + x) 2
x
x
z

1
z2
z= 2
x
x

z 2 z 2 z

1 1 1
z = 2
x
x

u = z 1 u = z 2 z

u 1
=
x x2

1 I ( x) = e

x dx

=x

I ( x)u ( x) = x(
u ( x) =

1
)dx = ln x + c
x2

ln x c
+
x
x

u +

u
1
= 2
x
x

 2-47

y=z+x=

1
+x
ln x c

+
x
x

dy
2 y 2 + 3 y = 1 , y (0) = 1 .
dx

dy
2 y2 + 3y = 1
dx

93

dy
+ 3 y = 1 + 2 y 2 Riccati
dx

y1 = ae bx O.D.E.

dy
+ 3y = 1+ 2 y2
dx

a = 1
abe bx + 3ae bx = 1 + 2 a 2 e 2 bx
b = 0

3a = 1 + 2a 2

y1 = 1
y = z + y1 = z + 1
y = z O.D.E.

dy
+ 3y = 1+ 2 y2
dx

z + 3 z + 3 = 1 + 2( z + 1) 2 = 1 + 2( z 2 + 2 z + 1)

z z = 2 z 2 Bernoulli
z 2 z 2 z z 1 = 2
u = z 1 u = z 2 z
O.D.E. u + u = 2
1 I ( x) = e

dx

= ex

2 I ( x)u = e x (2)dx = 2e x + c

a =1

2-48

y 1 = u = 2 + ce x
y = z + 1 = u 1 + 1 =

1
+1
2 + ce x

B.C. x = 0, y = 1 =

1
+1
2 + ce x

1
=0
2 + ce x

c=

y = 1

10

y (

y2 y 2
+ )=0
x
x x

O.D.E. y

(20%)91

1
2 1
y = + y2
x
x x

y1 = ax b O.D.E. y
abx b 1 ax b 1 = 2 x 1 + a 2 x 2b 1

a = 1
a(b - 1) x b 1 = 2 x 1 + a 2 x 2b 1
b = 0
y1 = 1
y = z + y1 = z + 1
y = z O.D.E. y
z

1
2 1
y = + y2
x
x x

1
1
2 1
z = + ( z + 1) 2
x
x
x x

1
1
2 1
2
1
z = + z2 + z +
x
x
x x
x
x

3
1
z = z 2 Bernoulli
x
x

1
2 1
y = + y2
x
x x

 2-49

3 1 1
z =
x
x
1
2
u = z u = z z
z 2 z 2 z

3
1
O.D.E. u + u =
x
x
3

1 I ( x) = e

x dx

= x3

x3
1
I ( x)u = x 3 ( )dx = + c
x
3
1 c
u = + 3
3 x
y = z + 1 = u 1 + 1 =

1
1 c
+ 3
3 x

+1

11

dy
= 2 2 xy + y 2
dx

y1 = ax b O.D.E.

(20%)90
dy
= 2 2 xy + y 2
dx

abx b 1 = 2 2ax b +1 + a 2 x 2b

a = 2
abx b1 2 = 2axb +1 + a 2 x 2b
b = 1
y1 = 2 x
y = z + 2 x z + 2 = 2 2 xz 4 x 2 + z 2 + 4 xz + 4 x 2

z 2 xz = z 2 Bernoulli

2-50

z 2 z 2 xz 1 = 1
u = z 1 u = z 2 z
O.D.E. u 2 xu = 1 u + 2 xu = 1
1 I ( x ) = e

2 xdx

= ex

2
I ( x)u = e x (1)dx = e x dx + c1
2

( e x dx )

u = e x e x dx + c1e x
2

z=u =

e x e x dx + c1e x

y = z + 2x =

ex

e x dx + c1
2

+ 2x

ex

e x dx + c1
2

 2-51

1. xyy = 2 y 2 + 4 x 2 ; y (2) = 4 . (20%)92

2. Solve y +

1
y = 3x 2 y 3 .
x

92 91

3. (1 x 2 ) y xy = xy 2
4.

dy
+ y = y6
dx

5. Solve the following differential equation

(hint: a Bernoulli differential equation)
6. y + y =
7. y +

93

(10%)93
dy
= y ( xy 3 1) .
dx
(10%)93

2x
, y (0) = 2
y

93

1
y = y2
2

y2
+y
x
1
2
9. y = y 2 + y ; y (1) = 4
x
x

8. xy =

10. x 2 y + y 3 + xy 2 y = 0 ; y (1) = 1

93
93
93

(10%)94

11.

dy y
= + y2 ?
dx x

(10%)94

12.

dy
= xy + y 2 ?
dx

(10%)94

13. Determine the general solution of the differential equation y ' = y 2 xy + 1 ,

which has a particular solution Y ( x) = x by inspection.

2-52

(1) y ( x) = x +

(3) y ( x) = x +

(5) y ( x) = x

(7) y ( x) = x +

(9) y ( x) = x +

2e x

/2

C 3 e x
e x

/2

dx

/2

C ex
e x

/2

dx

/2

C 2 e x

/2

dx

2e x
C + e x dx
e x
C + e x dx

(2) y ( x) = x +

(4) y ( x) = x +

(6) y ( x) = x

(8) y ( x) = x +

ex

/2

C ex
2e x

/2

/2

C + e x

dx

/2

dx

ex
C e x dx
2e x
C + 3 e x dx

(10) y ( x) = x +

2e x
C + 2 e x dx

(7%) 94

1. y 2 + 4 x 2 = 2 x 4
2. y 2 = 6 x 3 + cx 2
3. y 1 = 1 + c x 2 1
4. y 5 = 1 + ce 5 x
1
5. y 3 = ( x + ) + ce 3 x
3
6. y 2 = (2 x + 1) + 3e 2 x

 2-53

7. y 1 = 2 + ce 2

1
c
8. y 1 = ln x +
x
x
9. y 1 =

1
1
2
2 4x

3 x4
2x2
x c
11. y 1 = +
2 x

10. y =

12. y

13. (2)

= e

x2
2

x2
2

dx + ce

x2
2