Linear Algebra and Differential Equations

Lecture 4
Other Types of Solvable Differential Equations

June 16, 2016

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Exact Equations
Consider the first order DE
x 0 = f (t, x) =

M(t, x)
N(t, x)

We can rewrite this in a more symmetrical looking form

M(t, x)dt + N(t, x)dx = 0
The equation is exact if this is just the derivative of a function F (t, x).
F
F
dt +
dx = 0
t
x
The two equations are identical if
dF =

M(t, x) =

F
t

N(t, x) =

F
x

If this is true then

Mx = Fxt

Nt = Fxt

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so a criterion for the equation to be exact is that

N
M
=
x
t
Example Find the general solution to the DE
x0 =

xe tx + 2t cos x + 3t 2
te tx t 2 sin x

Rewriting the equation

(te tx t 2 sin x)dx + (xe tx + 2t cos x + 3t 2 )dt = 0
then

M
= e tx + xte tx 2t sin x
x

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N
= e tx + xte tx 2t sin x
t
they are the same so the equation is exact.
N=

F
= te tx t 2 sin x
x

Integrating with respect to x

F = e tx + t 2 cos x + C (t)
F
= xe tx + 2t cos x + C 0 (t)
t
comparing this with M implies
C 0 (t) = 3t 2

C (t) = t 3 + C

and the solution is

F = e tx + t 2 cos x + t 3 = C

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Integrating factors
Given any 1st order DE written in the form
Mdt + Ndx = 0
there always exists an integrating factor (t, x) so that the equation
Mdt + Ndx = 0
is exact. Unfortunately finding is harder than solving the original
equation in most cases.
Let us assume that = (t) only. Then since the equation is exact
(M)x = (N)t

Mx = 0 N + Nt

Rearranging leads to

1
0 (t)
= (Mx Nt )
(t)
N
If the right hand side above is a function of t only then we can solve this
for the integrating factor (t).

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An example
Find the general solution to the DE
(4tx + 3x 2 t) dt + t(t + 2x) dx = 0
Checking for exactness
Mx = 4t + 6x

Nt = 2t + 2x

so it is not exact. But

2t + 4x
2
M x Nt
=
=
N
t(t + 2x)
t
so it does have an integrating factor = (t)
2
0
=

= t2

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So the associated exact DE

t 2 (4tx + 3x 2 t) dt + t 3 (t + 2x) dx = 0
Integrating
Z
F =

(t 4 + 2xt 3 ) dx = xt 4 + x 2 t 3 + C (t)
Ft = 4xt 3 + 3x 2 t 2 + C 0 (t)

Comaring with M implies

C 0 (t) = t 3

C (t) =

t4
4

and the solution is

F (t, x) = xt 4 + x 2 t 3

t4
=C
4

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Bernoulli equations
There are some classes of equations that can be reduced to linear
equations by a clever substitution. One such class is the Bernoulli equation
x 0 = p(t)x + q(t)x n
Divide by x n
x n x 0 = p(t)x 1n + q(t)
Now let y = x 1n then
y 0 = (1 n)x n x 0
So the DE becomes a linear DE for y .
y 0 = (1 n)(p(t)y + q(t))

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An Example
Find the general solution to
x 0 = xt 1 + x 4
Divide by 1/x 4
x 4 x 0 = x 5 t 1 + 1
Let u = x 5

1 0
1
u = u+1
5
t
The integrating factor is
m(t) = e

5
u0 = u + 5
t

(5/t) dt

= t5

The solution for u is

u(t) = t 5

Z


x(t) =

C
5t
+ 5
6
t
1/5

5t 5 dt =
5t
C
+ 5
6
t

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More Substitution Methods

Given a DE with the form

x 0 = f (t + x + )
It can be turned into a separable equation by making the substitution
y = t + x +

y 0 = + x 0

and so the DE becomes

y 0 = + f (y )
which is indeed separable

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An Example
Solve
x 0 = cos(x t)
let u = x t then
u 0 = cos u 1 = 2 sin2
Z

(csc 2

u 
2

u 

) du = 2t + 2C
2
u 
= 2t + 2C
2 cot
2
u = 2 cot1 (t + C )

x = t + 2 cot1 (t + C )

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Another type reducible to separable form

Another class of DEs that can be made separable have the form
x 
x0 = f
t
The relevant substitution is
u=

x
t

x = tu

then
x 0 = tu 0 + u
and the DE becomes
tu 0 + u = f (u)
or
tu 0 = f (u) u

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An Example
Solve
xtx 0 = x 2 + 3xt + t 2
Dividing the equation by xt gives
x0 =

t
x
+3+
t
x

Now let u = x/t

tu 0 + u = u + 3 +

1
u

Separating the variables

Z

u
=
3u + 1

dt
t

which integrates to
1
1
u ln(3u + 1) = ln t + ln C
3
9

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Riccati equations
A Riccati equation has the form
x 0 = p(t)x 2 + q(t)x + r (t)
If x1 (t) is any solution of the DE let
x = x1 + u
Substituting into the DE yields
u 0 = (2px1 + q)u + pu 2
which is a Bernoulli equation for u.

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An example
Find the solution to the IVP
x 0 = x 2 xt 1 t 2
t 1 .

A solution of the DE is x1 =
gives
u 0 = t 1 u + u 2

x(1) = 2

Substituting x = u + t 1 into the DE

u 2 u 0 = t 1 u 1 + 1

v 0 = u 2 u 0

Let
v = u 1
The DE becomes
v 0 = t 1 v 1
Which has a solution
v (t) = t/2 + C /t

x = 1/t + 1/v = 1/t + 2t/(2C t 2 )

Using the initial condition gives C = 3/2 and the solution is

x(t) = 1/t + 2t/(3 t 2 )

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Reduction of second order equations

For second order equation with the form
x 00 = f (t, x 0 )
the equation can be made into a first order equation by letting v = x 0 .
Example Find the general solution to the DE
tx 00 + 2x 0 4t 2 = 0
Let v = x 0 and rearrange
v 0 = 2vt 1 + 4t
The integrating factor is
m(t) = e

(2/t) dt

= t2

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The solution is

1
v (t) = 2
t

t 2 (4t) dt = t 2 +

C
t2

and then x(t) is given by integrating

Z
x(t) = v (t) dt

x(t) =

t3 C
+D
3
t

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Another reduction from second order to first

If the second order DE is autonomous (i.e. independent of t) it has the

form
x 00 = f (x, x 0 )
this can be converted into a first order DE by letting v = x 0 and noting
that
dv dx
dv
dv
=
=v
x 00 =
dt
dx dt
dx
the DE then has the form
v

dv
= f (x, v )
dx

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Another Example
The dynamics of a particle under the action of a force that depends only
on the displacement is governed by Newtons second law in the form
mx 00 = F (x)

mv

dv
= F (x)
dx

Separating and integrating leads to

Z
1 2
mv F (x) dx = constant
2
The function

Z
U(x) =

F (x) dx

is the potential energy and the equation represents conservation of energy.

1
1 2
mv + U(x) = mv02 + U(x0 )
2
2

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Solving for v gives

r
v=

v02 +

2
(U(x0 ) U(x))
m

Since
v=
the equation is separable
Z x
q
x0
v02 +

dx
dt

dx
2
m (U(x0 )

= t t0
U(x))

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Mass attached to a spring

To find the displacement of a mass attached to a spring. given an initial
displacement x0 , we need to solve the IVP
mx 00 = kx

x(0) = x0

v (0) = 0

In terms of v and x we have

v

dv
+ kx = 0
dx

1 2 1 2 1 2
mv + kx = kx0
2
2
2

Solving for v gives

q
v = x02 x 2

r
where

k
m

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But v = x 0 , separating the variables

Z x
Z t
dy
q
=
ds
x0
0
x02 y 2
which integrates to
sin1

x
x0

sin1 1 = t

solving for x gives



x(t) = x0 sin t +
= x0 cos(t)
2

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