62 ● CHAPTER 2 FIRST-ORDER DIFFERENTIAL EQUATIONS

y ! x 3 " 2!x 3. Give an interval I of definition of E across the heart satisfies the linear differential equation
each of these solutions. Graph the solution curves. Is dE 1
there an initial-value problem whose solution is !# E.
dt RC
defined on (#$, $)?
(c) Is each IVP found in part (b) unique? That is, can Solve the DE subject to E(4) ! E 0.
there be more than one IVP for which, say,
y ! x 3 # 1!x 3, x in some interval I, is the solution?
44. In determining the integrating factor (5), we did not use Computer Lab Assignments
a constant of integration in the evaluation of "P(x) dx. 48. (a) Express the solution of the initial-value problem
Explain why using "P(x) dx " c has no effect on the y% # 2xy ! #1, y(0) ! 1( !2, in terms of erfc(x).
solution of (2).
(b) Use tables or a CAS to find the value of y(2). Use a
45. Suppose P(x) is continuous on some interval I and a is a CAS to graph the solution curve for the IVP on
number in I. What can be said about the solution of the (#$, $).
initial-value problem y% " P(x)y ! 0, y(a) ! 0?
49. (a) The sine integral function is defined by
Si(x) ! "x0 (sin t>t) dt, where the integrand is
Mathematical Models defined to be 1 at t ! 0. Express the solution y(x) of
the initial-value problem x 3 y% " 2x 2 y ! 10sin x,
46. Radioactive Decay Series The following system
y(1) ! 0 in terms of Si(x).
of differential equations is encountered in the study of the
decay of a special type of radioactive series of elements: (b) Use a CAS to graph the solution curve for the IVP
for x ' 0.
dx
! #&1x (c) Use a CAS to find the value of the absolute maxi-
dt mum of the solution y(x) for x ' 0.
dy
! &1x # &2 y, 50. (a) The Fresnel sine integral is defined by
dt x
S(x) ! " 0 sin(pt2>2) dt. Express the solution y(x)
where !1 and !2 are constants. Discuss how to solve this of the initial-value problem y%# (sin x 2 )y ! 0,
system subject to x(0) ! x 0 , y(0) ! y 0. Carry out your y(0) ! 5, in terms of S(x).
ideas. (b) Use a CAS to graph the solution curve for the IVP
on (#$, $).
47. Heart Pacemaker A heart pacemaker consists of a
switch, a battery of constant voltage E 0, a capacitor with (c) It is known that S(x) : 12 as x : $ and S(x) : #12
constant capacitance C, and the heart as a resistor with as x : #$ . What does the solution y(x) approach
constant resistance R. When the switch is closed, the as x : $? As x : #$?
capacitor charges; when the switch is open, the capacitor (d) Use a CAS to find the values of the absolute
discharges, sending an electrical stimulus to the heart. maximum and the absolute minimum of the
During the time the heart is being stimulated, the voltage solution y(x).

2.4 EXACT EQUATIONS

REVIEW MATERIAL
● Multivariate calculus

● Partial differentiation and partial integration

● Differential of a function of two variables

INTRODUCTION Although the simple first-order equation

y dx " x dy ! 0
is separable, we can solve the equation in an alternative manner by recognizing that the expression
on the left-hand side of the equality is the differential of the function f (x, y) ! xy; that is,
d(xy) ! y dx " x dy.
In this section we examine first-order equations in differential form M(x, y) dx " N(x, y) dy ! 0. By
applying a simple test to M and N, we can determine whether M(x, y) dx " N(x, y) dy is a differen-
tial of a function f (x, y). If the answer is yes, we can construct f by partial integration.
 2.4 EXACT EQUATIONS ● 63

DIFFERENTIAL OF A FUNCTION OF TWO VARIABLES If z ! f (x, y) is a

function of two variables with continuous first partial derivatives in a region R of the
xy-plane, then its differential is

$f $f
dz ! dx # dy. (1)
$x $y

In the special case when f (x, y) ! c, where c is a constant, then (1) implies

$f $f
dx # dy ! 0. (2)
$x $y

In other words, given a one-parameter family of functions f (x, y) ! c, we can generate

a first-order differential equation by computing the differential of both sides of the
equality. For example, if x 2 " 5xy # y 3 ! c, then (2) gives the first-order DE
(2x " 5y) dx # ("5x # 3y 2 ) dy ! 0. (3)

A DEFINITION Of course, not every first-order DE written in differential form

M(x, y) dx # N(x, y) dy ! 0 corresponds to a differential of f (x, y) ! c. So for our
purposes it is more important to turn the foregoing example around; namely, if
we are given a first-order DE such as (3), is there some way we can recognize
that the differential expression (2x " 5y) dx # ("5x # 3y 2) dy is the differential
d(x 2 " 5xy # y 3)? If there is, then an implicit solution of (3) is x 2 " 5xy # y 3 ! c.
We answer this question after the next definition.

DEFINITION 2.4.1 Exact Equation

A differential expression M(x, y) dx # N(x, y) dy is an exact differential in a

region R of the xy-plane if it corresponds to the differential of some function
f (x, y) defined in R. A first-order differential equation of the form
M(x, y) dx # N(x, y) dy ! 0
is said to be an exact equation if the expression on the left-hand side is an
exact differential.

For example, x 2 y 3 dx # x 3 y 2 dy ! 0 is an exact equation, because its left-hand

side is an exact differential:

d "13 x3 y3# ! x2 y3 dx # x3y2 dy.

Notice that if we make the identifications M(x, y) ! x 2 y 3 and N(x, y) ! x 3y 2, then

$M!$y ! 3x 2 y 2 ! $N!$x. Theorem 2.4.1, given next, shows that the equality of the
partial derivatives $M!$y and $N!$x is no coincidence.

THEOREM 2.4.1 Criterion for an Exact Differential

Let M(x, y) and N(x, y) be continuous and have continuous first partial
derivatives in a rectangular region R defined by a % x % b, c % y % d. Then a
necessary and sufficient condition that M(x, y) dx # N(x, y) dy be an exact
differential is
$M $N
! . (4)
$y $x
64 ● CHAPTER 2 FIRST-ORDER DIFFERENTIAL EQUATIONS

PROOF OF THE NECESSITY For simplicity let us assume that M(x, y) and
N(x, y) have continuous first partial derivatives for all (x, y). Now if the expression
M(x, y) dx ! N(x, y) dy is exact, there exists some function f such that for all x in R,

"f "f
M(x, y) dx ! N(x, y) dy # dx ! dy.
"x "y
"f "f
Therefore M(x, y) # , N(x, y) # ,
"x "y

and
"M
"y
#
" "f
"y "x
#& '
"2 f
#
" "f
"y "x "x "y
"N
# .
"x & '
The equality of the mixed partials is a consequence of the continuity of the first par-
tial derivatives of M(x, y) and N(x, y).
The sufficiency part of Theorem 2.4.1 consists of showing that there exists a
function f for which "f !"x # M(x, y) and "f !"y # N(x, y) whenever (4) holds. The
construction of the function f actually reflects a basic procedure for solving exact
equations.

METHOD OF SOLUTION Given an equation in the differential form

M(x, y) dx ! N(x, y) dy # 0, determine whether the equality in (4) holds. If it does,
then there exists a function f for which
"f
# M(x, y).
"x
We can find f by integrating M(x, y) with respect to x while holding y constant:

f (x, y) # # M(x, y) dx ! g(y), (5)

where the arbitrary function g(y) is the “constant” of integration. Now differentiate
(5) with respect to y and assume that "f !"y # N(x, y):

"f
#
"y "y
"
# M(x, y) dx ! g%(y) # N(x, y).

This gives g%(y) # N(x, y) $

"
"y
# M(x, y) dx. (6)

Finally, integrate (6) with respect to y and substitute the result in (5). The implicit
solution of the equation is f (x, y) # c.
Some observations are in order. First, it is important to realize that the expres-
sion N(x, y) $ ("!"y) " M(x, y) dx in (6) is independent of x, because

"
"x $
N(x, y) $
"
"y
# M(x, y) dx % # "N"x $ "y" &"x" # M(x, y) dx' # "N"x $ "M"y # 0.
Second, we could just as well start the foregoing procedure with the assumption that
"f !"y # N(x, y). After integrating N with respect to y and then differentiating that
result, we would find the analogues of (5) and (6) to be, respectively,

f (x, y) # # N(x, y) dy ! h(x) and h%(x) # M(x, y) $

"
"x
# N(x, y) dy.

In either case none of these formulas should be memorized.

 2.4 EXACT EQUATIONS ● 65

EXAMPLE 1 Solving an Exact DE

Solve 2xy dx ! (x 2 " 1) dy # 0.

SOLUTION With M(x, y) # 2xy and N(x, y) # x 2 " 1 we have

%M %N
# 2x # .
%y %x

Thus the equation is exact, and so by Theorem 2.4.1 there exists a function f (x, y)
such that

%f %f
# 2xy and # x2 " 1.
%x %y

From the first of these equations we obtain, after integrating,

f (x, y) # x2 y ! g(y).

Taking the partial derivative of the last expression with respect to y and setting the
result equal to N(x, y) gives

%f
# x2 ! g$(y) # x2 " 1. ; N(x, y)
%y
It follows that g$(y) # "1 and g(y) # "y. Hence f (x, y) # x 2 y " y, so the solution
of the equation in implicit form is x 2 y " y # c. The explicit form of the solution is
easily seen to be y # c!(1 " x 2) and is defined on any interval not containing either
x # 1 or x # "1.

NOTE The solution of the DE in Example 1 is not f (x, y) # x 2 y " y. Rather, it is

f (x, y) # c; if a constant is used in the integration of g$(y), we can then write the so-
lution as f (x, y) # 0. Note, too, that the equation could be solved by separation of
variables.

EXAMPLE 2 Solving an Exact DE

Solve (e 2y " y cos xy) dx ! (2xe 2y " x cos xy ! 2y) dy # 0.

SOLUTION The equation is exact because

%M %N
# 2e 2y ! xy sin xy " cos xy # .
%y %x

Hence a function f (x, y) exists for which

%f %f
M(x, y) # and N(x, y) # .
%x %y

Now for variety we shall start with the assumption that %f !%y # N(x, y); that is,

%f
# 2xe2y " x cos xy ! 2y
%y

f (x, y) # 2x " e2y dy " x " cos xy dy ! 2 " y dy.

66 ● CHAPTER 2 FIRST-ORDER DIFFERENTIAL EQUATIONS

Remember, the reason x can come out in front of the symbol ! is that in the integra-
tion with respect to y, x is treated as an ordinary constant. It follows that

f(x, y) " xe 2y # sin xy $ y 2 $ h(x)

%f
" e2y # y cos xy $ h!(x) " e 2y # y cos xy, ; M(x, y)
%x

and so h!(x) " 0 or h(x) " c. Hence a family of solutions is

xe 2y # sin xy $ y 2 $ c " 0.

EXAMPLE 3 An Initial-Value Problem

dy xy2 # cos x sin x

Solve " , y(0) " 2.
dx y(1 # x2)

SOLUTION By writing the differential equation in the form

(cos x sin x # xy 2) dx $ y(1 # x 2) dy " 0,

we recognize that the equation is exact because

%M %N
" #2xy " .
%y %x
%f
Now " y(1 # x2)
%y
y2
f(x, y) " (1 # x 2 ) $ h(x)
2
%f
" #xy2 $ h!(x) " cos x sin x # xy2.
%x

The last equation implies that h!(x) " cos x sin x. Integrating gives

# 1
h(x) " # (cos x)(#sin x dx) " # cos2 x.
2
y2 1
y Thus (1 # x2) # cos2 x " c1 or y2 (1 # x2) # cos2 x " c, (7)
2 2

where 2c1 has been replaced by c. The initial condition y " 2 when x " 0 demands
x
that 4(1) # cos 2 (0) " c, and so c " 3. An implicit solution of the problem is then
y 2 (1 # x 2 ) # cos 2 x " 3.
The solution curve of the IVP is the curve drawn in dark blue in Figure 2.4.1;
it is part of an interesting family of curves. The graphs of the members of the one-
parameter family of solutions given in (7) can be obtained in several ways, two of
FIGURE 2.4.1 Some graphs which are using software to graph level curves (as discussed in Section 2.2) and
of members of the family using a graphing utility to carefully graph the explicit functions obtained for var-
y 2(1 # x 2) # cos 2x " c ious values of c by solving y 2 " (c $ cos 2 x)"(1 # x 2) for y.

INTEGRATING FACTORS Recall from Section 2.3 that the left-hand side of
the linear equation y! $ P(x)y " f (x) can be transformed into a derivative when
we multiply the equation by an integrating factor. The same basic idea sometimes
works for a nonexact differential equation M(x, y) dx $ N(x, y) dy " 0. That is, it is
 2.4 EXACT EQUATIONS ● 67

sometimes possible to find an integrating factor !(x, y) so that after multiplying, the
left-hand side of
!(x, y)M(x, y) dx ! !(x, y)N(x, y) dy " 0 (8)
is an exact differential. In an attempt to find !, we turn to the criterion (4) for exact-
ness. Equation (8) is exact if and only if (!M)y " (!N)x , where the subscripts
denote partial derivatives. By the Product Rule of differentiation the last equation is
the same as ! My ! ! y M " !Nx ! ! x N or
! x N # ! y M " (My # Nx)!. (9)
Although M, N, My , and Nx are known functions of x and y, the difficulty here in
determining the unknown !(x, y) from (9) is that we must solve a partial differential
equation. Since we are not prepared to do that, we make a simplifying assumption.
Suppose ! is a function of one variable; for example, say that ! depends only on x. In
this case, ! x " d!!dx and ! y " 0, so (9) can be written as
d$ My # Nx
" $. (10)
dx N
We are still at an impasse if the quotient (My # Nx )!N depends on both x and y.
However, if after all obvious algebraic simplifications are made, the quotient
(My # Nx )!N turns out to depend solely on the variable x, then (10) is a first-order
ordinary differential equation. We can finally determine ! because (10) is separa-
ble as well as linear. It follows from either Section 2.2 or Section 2.3 that
!(x) " e "((My#Nx)/N )dx. In like manner, it follows from (9) that if ! depends only on
the variable y, then
d$ Nx # My
" $. (11)
dy M
In this case, if (N x # My)!M is a function of y only, then we can solve (11) for !.
We summarize the results for the differential equation
M(x, y) dx ! N(x, y) dy " 0. (12)
• If (My # Nx)!N is a function of x alone, then an integrating factor for (12) is

$(x) " e
#
My#Nx
N
dx
. (13)
• If (Nx # My)!M is a function of y alone, then an integrating factor for (12) is

$(y) " e
# Nx#My
M
dy
. (14)

EXAMPLE 4 A Nonexact DE Made Exact

The nonlinear first-order differential equation

xy dx ! (2x 2 ! 3y 2 # 20) dy " 0
is not exact. With the identifications M " xy, N " 2x 2 ! 3y 2 # 20, we find the partial
derivatives My " x and Nx " 4x. The first quotient from (13) gets us nowhere, since
My # Nx x # 4x #3x
" 2 2
"
N 2x ! 3y # 20 2x ! 3y 2 # 20
2

depends on x and y. However, (14) yields a quotient that depends only on y:

Nx # My 4x # x 3x 3
" " " .
M xy xy y
68 ● CHAPTER 2 FIRST-ORDER DIFFERENTIAL EQUATIONS

The integrating factor is then e !3dy/y ! e 3lny ! e lny ! y 3. After we multiply the given
3

DE by !(y) ! y 3, the resulting equation is

xy 4 dx " (2x 2 y 3 " 3y 5 # 20y 3) dy ! 0.
You should verify that the last equation is now exact as well as show, using the
method of this section, that a family of solutions is 12 x 2 y 4 " 12 y 6 # 5y 4 ! c.

REMARKS

(i) When testing an equation for exactness, make sure it is of the precise
form M(x, y) dx " N(x, y) dy ! 0. Sometimes a differential equation
is written G(x, y) dx ! H(x, y) dy. In this case, first rewrite it as
G(x, y) dx # H(x, y) dy ! 0 and then identify M(x, y) ! G(x, y) and
N(x, y) ! #H(x, y) before using (4).
(ii) In some texts on differential equations the study of exact equations
precedes that of linear DEs. Then the method for finding integrating factors
just discussed can be used to derive an integrating factor for
y$ " P(x)y ! f (x). By rewriting the last equation in the differential form
(P(x)y # f (x)) dx " dy ! 0, we see that
M y # Nx
! P(x).
N
From (13) we arrive at the already familiar integrating factor e !P(x)dx, used in
Section 2.3.

EXERCISES 2.4 Answers to selected odd-numbered problems begin on page ANS-2.

In Problems 1–20 determine whether the given differential

12. (3x 2 y " e y ) dx " (x 3 " xe y # 2y) dy ! 0
equation is exact. If it is exact, solve it.
1. (2x # 1) dx " (3y " 7) dy ! 0 dy
13. x ! 2xe x # y " 6x 2
dx
2. (2x " y) dx # (x " 6y) dy ! 0
3. (5x " 4y) dx " (4x # 8y 3) dy ! 0 14. "1 # 3y " x# dydx " y ! 3x # 1
4. (sin y # y sin x) dx " (cos x " x cos y # y) dy ! 0
5. (2xy 2 # 3) dx " (2x 2y " 4) dy ! 0
15. "x y
2 3
#
1
2
dx
1 " 9x dy #" x 3y 2 ! 0

6. " 1
2y # " cos 3x
x
dy y
#
" 2 # 4x3 " 3y sin 3x ! 0
dx x 16. (5y # 2x)y$ # 2y ! 0
2 2 2
7. (x # y ) dx " (x # 2xy) dy ! 0 17. (tan x # sin x sin y) dx " cos x cos y dy ! 0

8. "1 " ln x " yx# dx ! (1 # ln x) dy 18. (2y sin x cos x # y " 2y 2e xy ) dx

2

2
! (x # sin2 x # 4xye xy ) dy
9. (x # y 3 " y 2 sin x) dx ! (3xy 2 " 2y cos x) dy
10. (x 3 " y 3) dx " 3xy 2 dy ! 0 19. (4t 3 y # 15t 2 # y) dt " (t 4 " 3y 2 # t) dy ! 0

11. (y ln y # e #xy) dx " "1y " x ln y# dy ! 0 20. "1t " t1 # t

2 2
y
"y 2 # "
dt " ye y " 2
t
t " y2 #
dy ! 0
 2.4 EXACT EQUATIONS ● 69

In Problems 21–26 solve the given initial-value problem.

(b) Show that the initial conditions y(0) # "2 and
21. (x ! y)2 dx ! (2xy ! x 2 " 1) dy # 0, y(1) # 1 y(1) # 1 determine the same implicit solution.
22. (e x ! y) dx ! (2 ! x ! ye y ) dy # 0, y(0) # 1 (c) Find explicit solutions y1(x) and y 2(x) of the dif-
ferential equation in part (a) such that y1(0) # "2
23. (4y ! 2t " 5) dt ! (6y ! 4t " 1) dy # 0, y("1) # 2 and y2(1) # 1. Use a graphing utility to graph y1(x)
and y 2(x).
!3y y" t " dydt ! 2yt
2 2
24. 5 4
# 0, y(1) # 1

25. (y 2 cos x " 3x 2 y " 2x) dx Discussion Problems

! (2y sin x " x 3 ! ln y) dy # 0, y(0) # e
40. Consider the concept of an integrating factor used in
Problems 29–38. Are the two equations M dx ! N dy # 0
26. ! 1
1!y2
! cos x " 2xy
dy
dx "
# y(y ! sin x), y(0) # 1 and !M dx ! !N dy # 0 necessarily equivalent in the
sense that a solution of one is also a solution of the other?
In Problems 27 and 28 find the value of k so that the given Discuss.
differential equation is exact. 41. Reread Example 3 and then discuss why we can con-
27. (y 3 ! kxy 4 " 2x) dx ! (3xy 2 ! 20x 2 y 3) dy # 0 clude that the interval of definition of the explicit
solution of the IVP (the blue curve in Figure 2.4.1) is
28. (6xy 3 ! cos y) dx ! (2kx 2y 2 " x sin y) dy # 0 ("1, 1).
In Problems 29 and 30 verify that the given differential equa- 42. Discuss how the functions M(x, y) and N(x, y) can be
tion is not exact. Multiply the given differential equation found so that each differential equation is exact. Carry
by the indicated integrating factor !(x, y) and verify that the out your ideas.
new equation is exact. Solve.
29. ("xy sin x ! 2y cos x) dx ! 2x cos x dy # 0; !
(a) M(x, y) dx ! xe x y ! 2xy !
1
x "
dy # 0
!(x, y) # xy

30. (x 2 ! 2xy " y 2) dx ! (y 2 ! 2xy " x 2) dy # 0; !

(b) x"1/2 y1/2 ! 2
x
x !y "
dx ! N(x, y) dy # 0
!(x, y) # (x ! y)"2
43. Differential equations are sometimes solved by
In Problems 31 – 36 solve the given differential equation by having a clever idea. Here is a little exercise in
finding, as in Example 4, an appropriate integrating factor. cleverness: Although the differential equation
(x " 1x2 ! y2) dx ! y dy # 0 is not exact, show how
31. (2y 2 ! 3x) dx ! 2xy dy # 0
the rearrangement (x dx ! y dy) #1x2 ! y2 # dx and
32. y(x ! y ! 1) dx ! (x ! 2y) dy # 0 the observation 12 d(x 2 ! y 2) # x dx ! y dy can lead to
a solution.
33. 6xy dx ! (4y ! 9x 2) dy # 0
44. True or False: Every separable first-order equation

! "
2 dy#dx # g(x)h(y) is exact.
34. cos x dx ! 1 ! sin x dy # 0
y

35. (10 " 6y ! e"3x ) dx " 2 dy # 0

Mathematical Model
36. (y 2 ! xy 3) dx ! (5y 2 " xy ! y 3 sin y) dy # 0
45. Falling Chain A portion of a uniform chain of length
In Problems 37 and 38 solve the given initial-value problem 8 ft is loosely coiled around a peg at the edge of a high
by finding, as in Example 4, an appropriate integrating factor. horizontal platform, and the remaining portion of the
chain hangs at rest over the edge of the platform. See
37. x dx ! (x 2 y ! 4y) dy # 0, y(4) # 0 Figure 2.4.2. Suppose that the length of the overhang-
ing chain is 3 ft, that the chain weighs 2 lb/ft, and that
38. (x 2 ! y 2 " 5) dx # (y ! xy) dy, y(0) # 1
the positive direction is downward. Starting at t # 0
39. (a) Show that a one-parameter family of solutions of seconds, the weight of the overhanging portion causes
the equation the chain on the table to uncoil smoothly and to fall to
the floor. If x(t) denotes the length of the chain over-
(4xy ! 3x 2) dx ! (2y ! 2x 2) dy # 0 hanging the table at time t $ 0, then v # dx#dt is its
velocity. When all resistive forces are ignored, it can
is x 3 ! 2x 2 y ! y 2 # c. be shown that a mathematical model relating v to x is
70 ● CHAPTER 2 FIRST-ORDER DIFFERENTIAL EQUATIONS

given by Computer Lab Assignments

dv 46. Streamlines
xv ! v2 " 32 x.
dx (a) The solution of the differential equation
(a) Rewrite this model in differential form. Proceed as
in Problems 31 – 36 and solve the DE for v in terms
of x by finding an appropriate integrating factor.
2xy
(x2 ! y2 ) 2
dx ! 1!!
y2 $ x2
(x2 ! y2) 2 "
dy " 0
Find an explicit solution v(x).
(b) Determine the velocity with which the chain leaves is a family of curves that can be interpreted as
the platform. streamlines of a fluid flow around a circular object
whose boundary is described by the equation
peg x 2 ! y 2 " 1. Solve this DE and note the solution
f (x, y) " c for c " 0.
(b) Use a CAS to plot the streamlines for
platform edge
c " 0, #0.2, #0.4, #0.6, and #0.8 in three
different ways. First, use the contourplot of a CAS.
x(t)
Second, solve for x in terms of the variable y. Plot
the resulting two functions of y for the given values
of c, and then combine the graphs. Third, use the
FIGURE 2.4.2 Uncoiling chain in Problem 45 CAS to solve a cubic equation for y in terms of x.

2.5 SOLUTIONS BY SUBSTITUTIONS

REVIEW MATERIAL
● Techniques of integration
● Separation of variables
● Solution of linear DEs

INTRODUCTION We usually solve a differential equation by recognizing it as a certain kind of

equation (say, separable, linear, or exact) and then carrying out a procedure, consisting of equation-
specific mathematical steps, that yields a solution of the equation. But it is not uncommon to be
stumped by a differential equation because it does not fall into one of the classes of equations that
we know how to solve. The procedures that are discussed in this section may be helpful in this
situation.

SUBSTITUTIONS Often the first step in solving a differential equation consists

of transforming it into another differential equation by means of a substitution.
For example, suppose we wish to transform the first-order differential equation
dy#dx " f (x, y) by the substitution y " g(x, u), where u is regarded as a function of
the variable x. If g possesses first-partial derivatives, then the Chain Rule

dy %g dx %g du dy du
" ! gives " gx (x, u) ! gu(x, u) .
dx %x dx %u dx dx dx

If we replace dy#dx by the foregoing derivative and replace y in f (x, y) by g (x, u), then
du
the DE dy#dx " f (x, y) becomes g x (x, u) ! gu (x, u) " f (x, g(x, u)), which, solved
dx
du
for du#dx, has the form " F(x, u). If we can determine a solution u " !(x) of this
dx
last equation, then a solution of the original differential equation is y " g(x, !(x)).
In the discussion that follows we examine three different kinds of first-order
differential equations that are solvable by means of a substitution.