Methods for Solving Differential Equations

Tristan K. Moran

SEPARABLE DIFFERENTIAL EQUATIONS

A differential equation is called separable if it can be written
y 0 = A(x)B(y)
In this event, we can separate the variables and write in differential form
1
dy = A(x)dx
B(y)
wherever B(y) 6= 0. We attempt to integrate this equation, writing
Z

Z
1
dy = A(x)dx
B(y)

This yields an equation in x, y, and a constant of integration. This equation

implicitly define the general solution y(x). It may or may not be possible to solve
exactly for y(x).

LINEAR DIFFERENTIAL EQUATIONS

A first-order differential equation is linear if it has the form
y 0 (x) + p(x)y = q(x)
Assume that p and q are continuous on an interval I (possibly the whole real
line). Because of the special form of the linear equation, we can obtain the general
R
solution on I by a clever observation. Multiply the differential equation by e p(x)dx
to get
R
R
R
e p(x)dx y 0 (x) + p(x)e p(x)dx y = q(x)e p(x)dx
R

The left side of this equation is the derivative of the product y(x)e
us to write
R
R
d
p(x)dx
[y(x)e
] = q(x)e p(x)dx
dx
1

p(x)dx

, enabling

Now integrate to obtain

y(x)e

p(x)dx

q(x)e

p(x)dx

dx + C

Finally, solve for y(x)

y(x) = e

p(x)dx

q(x)e

p(x)dx

dx + Ce

p(x)dx

Exact Differential Equations

When a potential function exists on a region R for the differential equation M +
N y 0 = 0 then this equation is said to be exact on R.

Potential Function
A function is a potential function for the differential equation M (x, y)+N (x, y)y 0 =
0 on a region R of the plane if, for each (x, y) in R,

= M (x, y) and
x

= N (x, y).
y

Test for exactness

Suppose M (x, y), N (x, y), M
and
x
angle R in the plane. Then,

N
y

are continuous for all (x, y) within a rect-

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

is exact on R if and only if for each (x, y) in R.
M
N
=
x
y
To solve, integrate
Z

M dx = f (x, y) + C1 (y) and

N dx = f (x, y) + C2 (x).

Then there is a function that equals C1 (y) or C2 (x) may or may not exist,
therefore f (x, y) = C is a solution.

Non-exact Differential Equation

Most differential equations are not exact on any rectangle. But sometimes we can
multiply the differential equation by a nonzero function (x, y) to obtain an exact
equation. 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 y 0 = 0 is (x, y) 6= 0 for all (x, y) in
R, and M + N y 0 = 0 is exact on R. How do we find an integrating factor for
M + N y 0 = 0? For to be an integrating factor, M + N y 0 = 0 must be exact
(in some region of the plane), hence

[N ] =
[M ],
x
y
in this region. This is a starting point. Next use the product rule. Then choose a
= (x or y) and

[N ] = 0 or
x

[M ] = 0,
y

[N ] = 0 , this is taking the solution as if it only depends

Ex. = (x) then, x

on x. Once x [N ] = y
[M ], solve the same way as an exact equation.

Homogeneous Differential Equations

A first-order differential equation is homogeneous if it has the form y 0 = f ( xy )
In a homogeneous equation y 0 is isolated on one side, and the other side is same
expression in which y and x must always appear in the combination xy or xy . Sometimes algebra manipulation will put a first order equation into the form of the
homogeneous equation. For example,
y0 =

y
x+y

is not homogeneous. However, if x 6= 0 we can write this as

y0 =

y/x
1 + y/x

a homogeneous equation. A homogeneous equation is always transformed into

a separate one by the transformation y = ux u = xy . To see this, compute
y 0 = u0 x + x0 u = u0 x + u and write u xy , then y 0 = f ( xy ) becomes u0 x + u = f (u) we
can write this as
1
du
1
=
f (u) u dx
x
3

or, is differential form

1
1
du = dx
f (u) u
x
and the variables (now x and y) have been separated. Upon integrating this
equation, we obtain the general solution of the transformed equation. Substituting
u = xy then gives the general solution of the original homogeneous equation.

The Bernoulli Equation

A Bernoulli equation is a first order equation,
y 0 + P (X)y = R(x)y
in which is a real number. A Bernoulli equation is separable if = 0 and
linear if = 1. About 1696, Liebniz showed that a Bernoulli equation with 6= 1
transforms to a linear equation under the change of variable: v = y 1 . This is
routine to verify. Note that y = v 1/(1) . Then take the derivative of y and dont
forget to put on a v!
1
1
v 1 1 v.
y0 =
1
The form should then be in the linear form. Solve like a linear equation and
remember to switch back to y from v.

The Riccati Equation

A differential equation of the form
y 0 = P (x)y 2 + Q(x)y + R(x)
is called a Riccati equation. A Riccati equation is linear exactly when P (x) is
identically zero. If we can somehow obtain one solution S(x) of a Riccati equation,
then the change of variables
1
y = S(x) +
z
transforms the Riccati equation to a linear equation. The strategy is to find the
general solution of this linear equation and from it produce the general solution
of the original Riccati equation. Again, when setting y = S(x) + z1 , the derivative
y 0 = S 0 (x) z21z0 has a z 0 on it. After substituting in for y the remaining equation
will be in terms of x and z. After the equation is put into a linear equation and
solved for, remember to put z back in for y = S(x) + z1 .
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