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Indefinite Integration
1. An antiderivative of a function y = f(x) defined on some interval (a, b) is called any
function F(x) whose derivative at any point of this interval is equal to f(x):
F'(x) = f(x).
If F(x) is an antiderivative of f(x), then the function of the form F(x) + C, where C is
an arbitrary constant, is also an antiderivative of f(x).
2. The indefinite integral of a function f(x) is the collection of all antiderivatives for
this function:
3. The derivative of the indefinite integral is equal to the integrand:
4. The indefinite integral of the sum of two functions is equal to the sum of the
integrals:
5. The indefinite integral of the difference of two functions is equal to the difference
of the integrals:
6. A constant factor can be moved across the integral sign:
7.
8.
9.
10.
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11. Integration by substitution
12. Integration by parts
where u(x), v(x) are differentiable functions.
Definition of the Antiderivative and Indefinite Integral
The function F(x) is called an antiderivative of f(x), if
The family of all antiderivatives of a function f(x) is called the indefinite integral of the function f(x)
and is denoted by
Thus, if F is a particular antiderivative, we may write
where C is an arbitrary constant.
Properties of the Indefinite Integral
In formulas given below f and g are functions of the variable x, F is an antiderivative of f, and
a, k, C are constants.
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Table of Integrals
It's supposed below that a, p (p ≠ 1), C are real constants, b is the base of the exponential function
(b ≠ 1, b > 0).
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Q.1. Calculate
. Solution.
Q.2. Calculate the integral
. Solution.
Transforming the integrand and using the formula for integral of the power function, we have
Q.3. Calculate
. Solution.
We use the table integral
.
Then
Q.4. Find the integral
. Solution.
Using the table integral
,
we obtain
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Q.5. Calculate the integral
. Solution.
Since , the integral is
Q.6. Find the integral
. Solution.
Using the double angle formula sin 2x = 2 sin x cos x and the identity sin2x + cos
2x = 1, we can write:
Q.7. Evaluate the integral
. Solution.
Decompose the integrand into partial functions:
Equate coefficients:
Hence,
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Then
The integral is equal to
Q.8. Evaluate
. Solution.
First we divide the numerator by the denominator, obtaining
Then
Q.9. Evaluate the integral
. Solution.
We can write:
Q.10. Evaluate the integral
. Solution.
Decompose the integrand into partial functions:
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Equate coefficients:
Hence,
Then
The integral is equal to
Q.11.Evaluate
. Solution.
Decompose the integrand into the sum of two fractions:
Equate coefficients:
Hence
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The integrand can be written as
The initial integral becomes
Q.12. Find the integral
. Solution.
We can factor the denominator in the integrand:
Decompose the integrand into partial functions:
Equate coefficients:
Hence,
Then
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Now we can calculate the initial integral:
Q.13. Calculate the integral
. Solution.
Rewrite the denominator in the integrand as follows:
The factors in the denominator are irreducible quadratic factors since they have no real roots. Then
Equate coefficients:
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This yields
Hence,
Integrating term by term, we obtain the answer:
We can simplify this answer. Let
Then
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Hence, . The complete answer is
Q.14. Evaluate the integral
. Solution.
We can factor the denominator in the integrand:
Decompose the integrand into partial functions:
Equate coefficients:
Hence,
Thus, the integrand becomes
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So, the complete answer is
Q.15.Calculate the integral
. Solution.
Decompose the integrand into partial functions, taking into account that the denominator has a
third degree root:
Equate coefficients:
We get the following system of equations:
Hence,
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The initial integral is equal to
Q.16. Find the integral
. Solution.
Since is reducible, we complete the square in the denominator:
Now, we can compute the integral using the reduction formula
Then
Q.17. Find the integral
. Solution.
We make the substitution:
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Then
Q.18. Calculate the integral
. Solution.
We make the following substitution:
Then the integral (we denote it by I ) becomes
Divide the fraction:
As a result, we have
Q.19. Evaluate the integral
. Solution.
We can write the integral as
Since the least common multiple (LCM) of the denominators of the fractional powers is equal
to n = LCM(1,3) = 3, we make the substitution:
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Thus
Make the new substitution:
The final answer is
Q.20. Evaluate the integral
. Solution.
We can write the integral as
Make the substitution:
The integral becomes
Since the degree of the numerator is greater than the degree of the denominator,
we divide the numerator by the denominator:
The integral is equal to
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Q.21. Find the integral
. Solution.
We can write the integral as
As can be seen, the least common multiple (LCM) of the denominators of the fractional powers
is equal to n = LCM(3,4) = 12, we make the substitution:
This yields
The degree of the numerator is greater than the degree of the denominator, therefore,
we divide the fraction:
After simple transformations we obtain the final answer:
Q.22. Evaluate
. Solution.
Make the substitution:
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This yields
Q.23.Calculate the integral
. Solution.
We make the substitution
As a result, we have
Q.24. Evaluate the integral
. Solution.
We use the universal trigonometric substitution:
Since
,
we have
Q.25. Calculate the integral
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. Solution.
Make the universal trigonometric substitution:
Then the integral becomes
Q.26. Find the integral
. Solution.
As in the previous examples, we will use the universal trigonometric substitution:
Since we can write:
Q.27. Evaluate
. Solution.
We can write the integral in form:
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Use the universal trigonometric substitution:
This leads to the following result:
Q.28. Calculate the integral
. Solution.
Since , we can write
Hence,
so the integral can be transformed in the following way:
Make the substitution
.
Then use the identity
We get the final answer:
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Q.29. Calculate the integral
. Solution.
We solve this integral by making the trigonometric substitution
Taking into account that
we find the integral:
Q.30. Find the integral
. Solution.
We make the substitution:
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As a result, the integral becomes
Using the method of partial fractions, we can write the integrand as
Calculate the coefficients A, B and C:
Hence,
So the integral is
Integration of Some Special Classes of Trigonometric Functions
In this section we consider 8 classes of integrals with trigonometric functions. Special transformations
and subtitutions used for each of these classes allow us to obtain exact solutions for these integrals.
1. Integrals of the form
To find integrals of this type, use the following trigonometric identities:
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2. Integrals of the form
It's assumed here and below that m and n are positive integers. To find an integral of this form,
use the following substitutions:
a. If the power n of the cosine is odd (the power m of the sine can be arbitrary),
then the substitution is used.
b. If the power m of the sine is odd, then the substitution is used.
c. If both powers m and n are even, then first use the double angle formulas
to reduce the power of the sine or cosine in the integrand.
Then, if necessary, apply the rules a) or b).
3. Integrals of the form
The power of the integrand can be reduced by using the trigonometric identity
and the reduction formula
4. Integrals of the form
We can reduce the power of the integrand using the trigonometric identity
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and the reduction formula
5. Integrals of the form
This type of integrals can be simplified with help of the reduction formula:
6. Integrals of the form
Similarly to the previous examples, this type of integrals can be simplified by the formula
7. Integrals of the form
a. If the power of the secant n is even, then using the identity
the secant function is expressed asthe tangent function. The factor is separated and used for
transformation of the differential. As a result,the entire integral (including differential) is expressed
as the function of tan x.
b. If both the powers n and m are odd, then the factor sec x tan x, which is necessary to transform the
differential, is separated. Then the entire integral is expressed through sec x.
c. If the power of the secant n is odd, and the power of the tangent m is even, then the tangent is
d. expressed as the secant using the identity . Then the integrals of the secant
are calculated.
8. Integrals of the form
a. If the power of the cosecant n is even, then using the identity the
cosecant function is expressed as the cotangent function. The factor is separated and
used for transformation of the differential. As a result, the integrand and differential are expressed
through cot x.
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b. If both the powers n and m are odd, then the factor csc x cot x, which is necessary to transform the
differential, is separated. Then the integral is expressed through csc x.
c. If the power of the cosecant n is odd, and the power of the cotangent m is even, then the cotangent
is expressed as the cosecant using the identity .
Then the integrals of the cosecant are calculated.
Q.31. Calculate the integral
. Solution.
Let u = cos x, du = − sin xdx. Then
Q.32. Evaluate the integral
. Solution.
Making the substitution u = sin x, du = cos xdx and using the identity , we obtain
Q.33. Find the integral
. Solution.
Using identities and , we can write:
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Calculate the integrals in the latter expression.
To find the integral , we make the substitution u = sin 2x, du = 2cos 2xdx. Then
Hence, the initial integral is
Q.34. Calculate the integral
. Solution.
We can write:
Transform the integrand using the identities
We get
Q.35. Evaluate the integral
. Solution.
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Making the substitution u = cos x, du = − sin xdx and expressing the sine through cosine with help of the
formula , we obtain
Q.36. Evaluate the integral
. Solution.
Transform the integrand by the formula
Hence,
Then the integral becomes
Q.37. Evaluate the integral
. Solution.
We use the identity
to transform the integral. This yields
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Q.38. Calculate the integral
. Solution.
Using the identity , we have
Q.39. Calculate the integral
. Solution.
We use the reduction formula
Hence,
The integral is a table integral which is equal to .
(It can be easily found usingthe universal trigonometric substitution .)
As a result, the integral becomes
Q.40. Evaluate the integral
. Solution.
We use the reduction formula
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Hence,
Q.41.Compute
. Solution.
Q.42. Compute
. Solution.
Use the identity
. Then
Since
and
is a table integral equal to
,
we obtain the following complete answer:
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Q.43. Evaluate the integral
. Solution.
We make the substitution:
Then
Q.44. Calculate the integral
. Solution.
To find the integral, we make the substitution:
.
Using the identity
,
we have
Express sin t in terms of x:
Hence, the integral is
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Q.45. Calculate the integral
. Solution.
We make the substitution:
.
Hence,
Then the integral becomes
Returning back to the variable x :
we obtain the complete answer:
Q.46. Evaluate the integral
. Solution.
We make the trigonometric substitution:
x = a sec t, dx = a tan t sec t dt.
Calculate the integral using the identity
:
For t, we have the following expression:
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Hence, returning back to the variable x, we obtain:
Q.47. Evaluate the integral
. Solution.
We can write the integral as
Make the trigonometric substitution:
Now we can calculate the integral:
Q.48. Calculate the integral
. Solution.
First we complete the square in the integrand.
Then, making the substitution
and using the identity
,
we can write:
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Q.49. Find the integral
. Solution.
Make the substitution:
Then
Express and in terms of x:
Hence,
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Q.50. Evaluate the integral
. Solution.
Using the trigonometric substitution
we get
Now, we make the substitution . The integral becomes
Use the method of partial fractions to transform the integrand:
Equate the coefficients:
Then
Hence, we can write the integrand as
So, the initial integral is equal to
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Returning back to the variable x, we have
Hence, the final answer is
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The Definite Integral
Let f (x) be a continuous function on the closed interval [a, b].
The definite integral of f (x) from a to b is defined to be the limit
where
THE LIMIT DEFINITION OF A DEFINITE INTEGRAL
The following problems involve the limit definition of the definite integral of a continuous function
of one variable on a closed, bounded interval. Begin with a continuous function
on the interval
Let
...
be an arbitrary (randomly selected) partition of the interval , which divides the interval into subintervals (subdivisions). Let
...
be the sampling numbers (or sampling points) selected from the subintervals. That is,
is in ,
is in ,
is in , ... ,
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is in ,
is in , and
is in .
Define the mesh of the partition to be the length of the largest subinterval. That is, let
for and define
.
The definite integral of on the interval is most generally defined to be
.
For convenience of computation, a special case of the above definition uses subintervals
of equal length and sampling points chosen to be the right-hand endpoints of the subintervals.
Thus, each subinterval has length
equation
for and the right-hand endpoint formula is
equation
for . The definite integral of on the interval can now be alternatively
defined by
.
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We will need the following well-known summation rules.
1. (n times) , where is a constant
2.
3.
4.
5. , where is a constant
6.
PROBLEM 1 : Use the limit definition of definite integral to evaluate
.
PROBLEM 2 : Use the limit definition of definite integral to evaluate
.
PROBLEM 3 : Use the limit definition of definite integral to evaluate
.
PROBLEM 4 : Use the limit definition of definite integral to evaluate
.
PROBLEM 5 : Use the limit definition of definite integral to evaluate
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.
PROBLEM 6 : Use the limit definition of definite integral to evaluate
.
PROBLEM 7 : Use the limit definition of definite integral to evaluate
.
SOLUTIONS TO THE LIMIT DEFINITION OF A DEFINITE INTEGRAL
SOLUTION 1 : Divide the interval into equal parts each of length
for . Choose the sampling points to be the right-hand endpoints of the subintervals and given by
for . The function is
.
Then the definite integral is
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(Since is the variable of the summation, the expression is a constant.
Use summation rule 1 from the beginning of this section.)
.
SOLUTION 2 : Divide the interval into equal parts each of length
for . Choose the sampling points to be the right-hand endpoints of the
subintervals and given by
for . The function is
.
Then the definite integral is
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(Use summation rule 6 from the beginning of this section.)
(Use summation rules 5 and 1 from the beginning of this section.)
(Use summation rule 2 from the beginning of this section.)
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.
SOLUTION 3 : Divide the interval into equal parts each of length
for . Choose the sampling points to be the right-hand endpoints of the
subintervals and given by
for . The function is
.
Then the definite integral is
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(Use summation rule 6 from the beginning of this section.)
(Use summation rules 1 and 5 from the beginning of this section.)
(Use summation rule 2 from the beginning of this section.)
.
SOLUTION 4 : Divide the interval into equal parts each of length
for . Choose the sampling points to be the right-hand endpoints of the
subintervals and given by
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for . The function is
.
Then the definite integral is
(Use summation rule 6 from the beginning of this section.)
(Use summation rules 5 and 1 from the beginning of this section.)
(Use summation rule 2 from the beginning of this section.)
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.
SOLUTION 5 : Divide the interval into equal parts each of length
for . Choose the sampling points to be the right-hand endpoints of the
subintervals and given by
for . The function is
.
Then the definite integral is
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(Use summation rule 6 from the beginning of this section.)
(Use summation rules 5 and 1 from the beginning of this section.)
(Use summation rule 2 from the beginning of this section.)
.
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SOLUTION 6 : Divide the interval into equal parts each of length
for . Choose the sampling points to be the right-hand endpoints of the subintervals and given by
for . The function is
.
Then the definite integral is
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(Use summation rule 6 from the beginning of this section.)
(Use summation rules 1 and 5 from the beginning of this section.)
(Use summation rules 2 and 3 from the beginning of this section.)
.
SOLUTION 7 : Divide the interval into equal parts each of length
for . Choose the sampling points to be the right-hand endpoints of the subintervals and given by
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for . The function is
.
Then the definite integral is
(Use summation rule 5 from the beginning of this section.)
(Use summation rule 4 from the beginning of this section.)
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.
Properties of the Definite Integral
We assume below that f (x) and g (x) are continuous functions on the closed interval [a, b].
1.
2. where k is a constant;
3.
4.
5. If for all , then .
6.
7.
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8. If in the interval [a, b], then
The Fundamental Theorem of Calculus
Let f (x) be a function, which is continuous on the closed interval [a, b].
If F (x) is any antiderivative of f (x) on [a, b],then
The Area under a Curve
The area under the graph of the function f (x) between the vertical lines x = a, x = b (Figure 1)
is given by the formula
Fig.1
Fig.2
Let F (x) and G (x) be indefinite integrals of functions f (x) and g (x), respectively.
If f (x) ≥ g (x) on the closed interval [a, b], then the area between the curves y = f (x), y = g (x) and
the lines x = a, x = b (Figure 2) is given by
The Method of Substitution for Definite Integrals
The definite integral
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of the variable x can be changed into an integral with respect to t by making the substitution x = g (t):
The new limits of integration for the variable t are given by the formulas
where g -1
is the inverse function to g, i.e. t = g -1
(x).
Integration by Parts for Definite Integrals
In this case the formula for integration by parts looks as follows:
where means the difference between the product of functions uv at x = b and x = a.
Q.1. Evaluate the integral
. Solution.
Using the fundamental theorem of calculus, we have
Q.2. Calculate the integral
. Solution.
Q.3.Evaluate the integral
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. Solution.
First we make the substitution:
Determine the new limits of integration. When x = 0, then t = −1.
When x = 1, then we have t = 2. So, the integral with the new variable t can be easily calculated:
Q.4. Evaluate the integral
. Solution.
We can write
Apply integration by parts:
.
In this case, let
Hence, the integral is
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Q.5. Find the area bounded by the curves and . Solution.
First we find the points of intersection (see Figure 3):
Fig.3
As can be seen, the curves intercept at the points (0,0) and (1,1). Hence, the area is given by
Q.6. Find the area bounded by the curves and . Solution.
First we find the points of intersection of the curves (Figure 4):
The upper boundary of the region is the parabola
and the lower boundary is the straight line
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The area is given by
Q.8. Find the area inside the ellipse
. Solution.
By symmetry (see Figure 6), the area of the ellipse is twice the area above the x-axis.
The latter is given by
To calculate the last integral, we use the trigonometric substitution x = asin t, dx = acos tdt.
Refine the limits of integration. When x = − a, then sin t = −1, and .
When x = a, then sin t = 1, . Thus we get
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Hence, the total area of the ellipse is πab.
Try to Your Self
Q. 1. Find the area lying above the x-axis and included between the circle x2+y2=8x and the parabola y2 =4x.
Q. 2. Find the area lying above the x-axis and included between the circle x2 +y2=16a2 and the parabola y2 =6ax.
Q. 3. Find the area of the smaller region bounded by the ellipse and the
line
Q. 4. Find the area of the region included between x2 =4y , y = 2 , y = 4 and the y-axis in the first quadrant.
Q. 5. Find the area between the parabolas 4ay = x2 and y2 = 4ax.
Q. 6. Find the area bounded by the curve y2 = 4ax and the line y = 2a and y-axis.
Q. 7. Find the area bounded by the parabola y2 = 8x and its latus rectum
Q. 8. Find the area of the circle x2 + y2 = 16, which is exterior to the parabola y2 = 6x.
Q. 9. Sketch the region common to the circle x2 + y2 = 8 and the parabola x2 = 4y. Also find the area of the common region using integration.
Q. 10. Draw the rough sketch of the region and find the area enclosed by the region using method of integration.
Q. 11. Using integration, find the area of the triangle ABC whose vertices are A(2,3), B(2,8) and C(6,5).
Q. 12. Using integration, find the area of the triangle ABC whose vertices are A(2,5), B(4,7) and C(6,2).
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Q. 13. Using integration, find the area of the triangle ABC whose vertices are A(-1,1), B(0.5) and C(3,2).
Q. 14. Compute the area bounded by the lines x+2y = 2, y-x=1 and 2x+y = 7.
Q. 15. Compute the area bounded by the lines y = 4x+5, y = 5-x, and 4y = x+5.
Q. 16. Compute the area bounded by the lines 2x+y = 4, 3x-2y = 6, and x-3y+5=0.
Q. 17. Using integration, find the area of the region bounded by x-7y+19=0, and y =çxú.
Q. 18. Using integration, find the area of the region bounded by the line
i. 2y= -x+8, x-axis and the lines x = 2 and x = 4. ii. y -1 = x, x-axis and the lines x = -2 and x = 3
iii. y = , line y = x and the positive x- axis.
Q. 19. Find the area of the region enclosed between the two circles x2 + y2 = 1 and (x-4)2 + y2 =16.
Q. 20. Find the area of the region in the first quadrant enclosed by the x-axis, the line y = 4x
and the circle x2 + y2 = 32
Q. 21. Find the area of the smaller part of the circle x2 + y2 =a2 cut off by
the line .
Q. 22. Find the area of the region
and evaluate Q. 23. Sketch the graph of the curve y =
Q. 24. Sketch the graph of the curve and find the area bounded by y = , x=-2, x=3,
y=0.
Q. 25. Find the area bounded by the line y = sin2x and y = cos2x between x = 0 and x=p/4
Q. 26. Prove that the curves y2 = 4x and x2 = 4y divide the area of the square bounded
by x = 0, x = 4, y = 4 and y = 0 into three equal parts.
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Differential Equation
Separable Equations
A first order differential equation y' = f(x,y) is called a separable equation if the function f(x,y) can
be factored into the product of two functions of x and y:
where p(x) and h(y) are continuous functions.
Considering the derivative y' as the ratio of two differentials we move dx to the right side
and divide the equation by h(y):
Of course, we need to make sure that h(y) ≠ 0. If there's a number x0 such that h(x0) = 0,
then this number will also be a solution of the differential equation. Division by h(y) causes
loss of this solution.
Denoting , we write the equation in the form
We have separated the variables so now we can integrate this equation:
where C is an integration constant.
Calculating the integrals, we get the expression
representing the general solution of the separable differential equation.
Q.1. Solve the differential equation
. Solution.
In the given case p(x) = 1 and h(y) = y(y +2). Divide the equation by h(y) and move dx to the right side:
One can notice that by dividing we can lose the solutions y = 0 and y = −2 when h(y) becomes zero.
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In fact, let's see that y = 0 is a solution of the differential equation. Obviously,
Substituting this into the equation gives 0 = 0. Hence, y = 0 is one of the solutions. Similarly,
we can check thaty = −2 is also a solution.
Returning to the differential equation, we integrate it:
We can calculate the left integral by using the fractional decomposition of the integrand:
Thus, we get the following decomposition of the rational integrand:
Hence,
We can rename the constant: 2C = C1. Thus, the final solution of the equation is written in the form
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Here the general solution is expressed in implicit form. In the given case we can transform
the expression to obtain the answer as an explicit function y = f(x,C1), where C1 is a constant.
However, it's possible to do not for all differential equations.
Q.2. Solve the differential equation
. Solution.
We can rewrite this equation in the following way:
Divide both sides by (x2 + 4)y to get
Obviously, that x2 + 4 ≠ 0 for all real x. Check if y = 0 is a solution of the equation.
Substituting y = 0 and dy = 0 into the differential equation, we see that the function y = 0
is one of the solutions of the equation.
Now we can integrate it:
Notice that dx2 = d(x
2 + 4). Hence,
We can represent the constant C as lnC1, where C1 > 0. Then
Thus, the given differential equation has the following solutions:
This answer can be simplified. Indeed, if using an arbitrary constant C, which takes values
from −∞ to +∞, the solution can be written in the form:
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When C = 0, it becomes y = 0.
Q.3. Find all solutions of the differential equation y' = −xe y.
Solution.
Transform this equation in following way:
Obviously, that division by e y does not lead to the loss of solutions, since e
y > 0. After integrating we have
This answer can be expressed in the explicit form:
We assume in the latter expression that the constant C > 0 in order to satisfy the domain of
the logarithmic function.
Q.4. Find a particular solution of the differential equation
under condition y(1) = −1. Solution.
Divide both sides of the equation by x:
We suppose that x ≠ 0, because the domain of the given equation is x > 0.
Integrating this equation yields:
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The integral in the right side is calculated as follows:
Hence, the general solution in the implicit form is given by
where C1 = 2C is an integration constant. Find the values of C1 to satisfy the initial condition y(1) = −1:
Thus, the particular solution satisfying the initial condition is written in the following way:
Q.5. Solve the differential equation y' cot2 x + tan
2 y = 0.
Solution.
We write this equation as follows:
Divide both sides of the equation by tan y cot2 x:
Check for possible missed solutions when dividing. There might be the following two roots:
Substituting this into the initial equations, we see that is a solution.
The second possible solution is given by
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Here we get the answer
which does not satisfy the initial differential equation.
Now we can integrate the given equation and find its general solution:
The final answer is given by
Q.6. Find a particular solution of the equation
satisfying the initial condition y(0) = 0. Solution.
Write this equation in the following way:
Divide both sides by 1 + ex:
Since 1 + ex > 0, then we did not miss solutions of the original equation. Integrating this equation yields:
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Determine the constant C from the initial condition y(0) = 0.
Hence, the final answer is given by
Q.7. Solve the equation
. Solution.
The product xy in each side does not allow separating the variables. Therefore, we make the replacement:
The relationship for differential is given by
Substituting this into the equation, we can write:
By multiplying both sides by x and then canceling the corresponding fractions in the left and right side,
we get
Take into account that x = 0 is a solution of the equation, which can be checked by direct substitution.
Simplify the latter expression:
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Now the variables x and t are separated:
After integrating we have
By making the reverse substitution t = xy, we find the general solution of the equation:
The complete answer is written in the form:
Homogeneous Equations
Definition of Homogeneous Differential Equation
A first order differential equation
is called homogeneous equation, if the right side satisfies the condition
for all t. In other words, the right side is a homogeneous function (with respect to the variables x and y)
of the zero order:
A homogeneous differental equation can be also written in the form
or alternatively, in the differential form:
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where P(x,y) and Q(x,y) are homogeneous functions of the same degree.
Definition of Homogeneous Function
A function P(x,y) is called a homogeneous function of the degree n if the following relationship is
valid for all t > 0:
Solving Homogeneous Differential Equations
A homogeneous equation can be solved by substitution y = ux, which leads to a separable differential
equation.
Q.1. Solve the differential equation
.
Solution.
It is easy to see that the polynomials P(x,y) and Q(x,y), respectively, at dx and dy are homogeneous
functions of the first order. Therefore, the original differential equation is also homogeneous.
Suppose that y = ux, where u is a new function depending on x. Then
Substituting this into the differential equation, we obtain
Hence,
Dividing both sides by x yields:
When dividing by x, we could lose the solution x = 0. The direct substitution shows that x = 0 is
indeed a solution of the given differential equation.
Integrate the latter expression to obtain:
where C is a constant of integration.
Returning to the old variable y, we can write:
Thus, the equation has two solutions:
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Q.2. Solve the differential equation
.
Solution.
We notice that the root x = 0 does not belong to the domain of the differential equation.
Rewrite the equation in the form:
As seen, this equation is homogeneous.
Make the substitution y = ux. Hence,
Substituting this expression into the equation gives:
Divide by x ≠ 0 to get:
We obtain the separable equation:
The next step is to integrate the left and the right side of the equation:
Hence,
Here the constant C can be written as ln C1 (C1 > 0). Then
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Thus, we have got two solutions:
If C1 = 0, the answer is y = xe and we can make sure that it is also a solution to the equation.
Indeed, substituting
into the differential equation, we obtain:
Then all the solutions can be represented by one formula:
where C is an arbitrary real number.
Q.3. Solve the differential equation
.
Solution.
Here we deal with a homogeneous equation. In fact, we can rewrite it in the form:
Make the substitution y = ux. Then y' = u'x + u. Substituting y and y' into the original equation, we have
Divide both sides by ux2. We notice that x =0 is not the solution of the equation. However, one can
check that u =0or y =0 is one of the solutions of the differential equation.
As a result, we have
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Integrating, we find the general solution:
Taking into account that , we can write the last expression in the form
The given expression can be represented as an explicit inverse function x(y):
Since C is an arbitrary real number, we can replace the "minus" sign before the constant to the "plus" sign.
Then
Thus, the given differential equation has the solutions:
Example 4
Solve the differential equation .
Solution.
As it follows from the right side of the equation, x ≠ 0 and y ≠ 0. We can make the substitution
y = ux, y' = u'x + u. This yields:
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Integrating this equation, we obtain:
Let the constant 2C be denoted by just C. Hence,
Thus, the general solution is written in the form
Q.5. Find the general solution of the differential equation
.
Solution.
It is easy to see that the given equation is homogeneous. Therefore, we can use the substitution
y = ux, y' = u'x + u. As a result, the equation is converted into the separable differential equation:
Divide both sides by x3. (Notice that x = 0 is not the solution).
Now we can integrate the last equation:
Since u = y/x, the solution can be written in the form:
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It follows from here that
We can denote eC = C1, (C1 > 0). Then the solution in the implicit form is given by the equation
where the constant C1 > 0.
Linear Differential Equations of First Order
Definition of Linear Equation of First Order
A differental equation of type
where a(x) and f(x) are continuous functions of x, is called a linear nonhomogeneous differential
equation of first order. We consider two methods of solving linear differential equations of first order:
Using an integrating factor;
Using an Integrating Factor
If a linear differential equation is written in the standard form:
the integrating factor is defined by the formula
Multiplying the left side of the equation by the integrating factor u(x) converts the left side into the
derivative of the product y(x)u(x).
The general solution of the differential equation is expressed as follows:
where C is an arbitrary constant.
Method of Variation of a Constant
This method is similar to the previous approach. First it's necessary to find the general solution of
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the homogeneous equation:
The general solution of the homogeneous equation contains a constant of integration C. We replace
the constant C with a certain (still unknown) function C(x). By substituting this solution into the
nonhomogeneous differential equation, we can determine the function C(x).
The described algorithm is called the method of variation of a constant. Of course, both methods lead
to the same solution.
Initial Value Problem
If besides the differential equation, there is also an initial condition in the form of y(x0) = y0, such
a problem is called the initial value problem (IVP) or Cauchy problem.
A particular solution for an IVP does not contain the constant C, which is defined by substitution of
the general solution into the initial condition y(x0) = y0.
Q.1. Solve the equation y' − y − xex = 0.
Solution.
Rewrite this equation in standard form:
We will solve this equation using the integrating factor
Then the general solution of the linear equation is given by
Q.2. Solve the differential equation
.
Solution.
We will solve this problem by using the method of variation of a constant. First we find the general
solution of the homogeneous equation:
which is solved by separating the variables:
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where C is a positive real number.
Now we replace C with a certain (still unknown) function C(x) and will find a solution of the original
nonhomogeneous equation in the form:
Then the derivative is given by
Substituting this into the equation gives:
Upon integration, we find the function C(x):
where C1 is an arbitrary real number.
Thus, the general solution of the given equation is written in the form
Q.3. Solve the equation y' − 2y = x.
Solution.
First we solve this problem using an integrating factor. The given equation is already written in
the standard form. Therefore
Then the integrating factor is
The general solution of the original differential equation has the form:
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We calculate the last integral with help of integration by parts.
Then
Q.4. Solve the differential equation x2y' + xy + 2 = 0.
Solution.
We solve this problem using the method of variation of a constant. For convenience, we write
this equation in the standard form:
Divide both sides by x2. Obviously, that x = 0 is not the solution of the equation.
Consider the homogeneous equation:
After easy transformations we find the answer y = C/x, where C is any real number.
The last expression includes the case y = 0, which is also a solution of the homogeneous equation.
Now we replace the constant C with the function C(x) and substitute the solution y = C(x)/x into
the initial nonhomogeneous differential equation. Since
we obtain
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Thus, the general solution of the initial equation is given by
Q.5. Solve the initial value problem:
Solution.
First of all we calculate the integrating factor, which is written as
Here
Hence, the integrating factor is given by
We can take the function u(x) = cos x as the integrating factor. One can make sure that the left side
of the equation is the derivative of the product y(x)u(x):
Then the general solution of the given equation is written in the form:
Next we determine the value of C, which satisfies the initial condition y(0) = 1:
It follows from here that C = 4/3.
Hence, the solution for the initial value problem is given by
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Q.6. Solve the differential equation (IVP)
with the initial condition y(1) = 2.
Solution.
Determine the integrating factor:
We can take the function u(x) = x3 as the integrating factor. One can check that the left side of the equation is the
derivative of the product y(x)u(x):
The general solution of the differential equation is written as
Now we can find the constant C using the initial condition y(1) = 2. Substituting the general solution into this
condition gives:
Thus, the solution of the IVP is given by
Q.7. Find the general solution of the differential equation y = (2y4 + 2x)y'.
Solution.
It can be seen that this equation is not linear with respect to the function y(x). However, we can try to
find the solution for the inverse function x(y). We write the given equation through differentials and
make some transformations:
Now we see that we have a linear differential equation with respect to the function x(y).
We can solve it with help of the integrating factor:
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Then the general solution as the inverse function x(y) is given by
Linear Differential Equations of First Order
Definition of Linear Equation of First Order
A differental equation of type
where a(x) and f(x) are continuous functions of x, is called a linear nonhomogeneous differential equation of first
order. We consider two methods of solving linear differential equations of first order:
Using an integrating factor;
Method of variation of a constant.
Using an Integrating Factor
If a linear differential equation is written in the standard form:
the integrating factor is defined by the formula
Multiplying the left side of the equation by the integrating factor u(x) converts the left side into the derivative of the
product y(x)u(x).
The general solution of the differential equation is expressed as follows:
where C is an arbitrary constant.
Method of Variation of a Constant
This method is similar to the previous approach. First it's necessary to find the general solution of the homogeneous
equation:
The general solution of the homogeneous equation contains a constant of integration C. We replace the
constant Cwith a certain (still unknown) function C(x). By substituting this solution into the nonhomogeneous
differential equation, we can determine the function C(x).
The described algorithm is called the method of variation of a constant. Of course, both methods lead to the same
solution.
Initial Value Problem
If besides the differential equation, there is also an initial condition in the form of y(x0) = y0, such a problem is
called the initial value problem (IVP) or Cauchy problem.
A particular solution for an IVP does not contain the constant C, which is defined by substitution of the general
solution into the initial condition y(x0) = y0.
Example 1
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Solve the equation y' − y − xex = 0.
Solution.
Rewrite this equation in standard form:
We will solve this equation using the integrating factor
Then the general solution of the linear equation is given by
Example 2
Solve the differential equation .
Solution.
We will solve this problem by using the method of variation of a constant. First we find the general solution of the
homogeneous equation:
which is solved by separating the variables:
where C is a positive real number.
Now we replace C with a certain (still unknown) function C(x) and will find a solution of the original
nonhomogeneous equation in the form:
Then the derivative is given by
Substituting this into the equation gives:
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Upon integration, we find the function C(x):
where C1 is an arbitrary real number.
Thus, the general solution of the given equation is written in the form
Example 3
Solve the equation y' − 2y = x.
Solution.
A. First we solve this problem using an integrating factor. The given equation is already written in the standard form.
Therefore
Then the integrating factor is
The general solution of the original differential equation has the form:
We calculate the last integral with help of integration by parts.
Then
B. Now we construct the solution by the method of variation of a constant. Consider the corresponding homogeneous
equation:
and find its general solution.
where C again denotes any real number. Notice that at C = 0, we get y = 0 that is also a solution of the homogeneous
equation.
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Next we suppose that C is a function of x and substitute the solution y = C(x)e2x into the initial nonhomogeneous
equation. We can write
Hence,
This integral was already found above in section A, so we obtain
As a result, the general solution of the nonhomogeneous differential equation is given by
As you can see, both methods give the same answer :).
Example 4
Solve the differential equation x2y' + xy + 2 = 0.
Solution.
We solve this problem using the method of variation of a constant. For convenience, we write this equation in the
standard form:
Divide both sides by x2. Obviously, that x = 0 is not the solution of the equation.
Consider the homogeneous equation:
After easy transformations we find the answer y = C/x, where C is any real number. The last expression includes the
case y = 0, which is also a solution of the homogeneous equation.
Now we replace the constant C with the function C(x) and substitute the solution y = C(x)/x into the initial
nonhomogeneous differential equation. Since
we obtain
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Thus, the general solution of the initial equation is given by
Example 5
Solve the initial value problem:
Solution.
First of all we calculate the integrating factor, which is written as
Here
Hence, the integrating factor is given by
We can take the function u(x) = cos x as the integrating factor. One can make sure that the left side of the equation is
the derivative of the product y(x)u(x):
Then the general solution of the given equation is written in the form:
Next we determine the value of C, which satisfies the initial condition y(0) = 1:
It follows from here that C = 4/3.
Hence, the solution for the initial value problem is given by
Example 6
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Solve the differential equation (IVP) with the initial condition y(1) = 2.
Solution.
Determine the integrating factor:
We can take the function u(x) = x3 as the integrating factor. One can check that the left side of the equation is the
derivative of the product y(x)u(x):
The general solution of the differential equation is written as
Now we can find the constant C using the initial condition y(1) = 2. Substituting the general solution into this
condition gives:
Thus, the solution of the IVP is given by
Example 7
Find the general solution of the differential equation y = (2y4 + 2x)y'.
Solution.
It can be seen that this equation is not linear with respect to the function y(x). However, we can try to find the
solution for the inverse function x(y). We write the given equation through differentials and make some
transformations:
Now we see that we have a linear differential equation with respect to the function x(y). We can solve it with help of
the integrating factor:
Then the general solution as the inverse function x(y) is given by
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Linear Differential Equations of First Order
Definition of Linear Equation of First Order
A differental equation of type
where a(x) and f(x) are continuous functions of x, is called a linear nonhomogeneous differential equation of first
order. We consider two methods of solving linear differential equations of first order:
Using an integrating factor;
Method of variation of a constant.
Using an Integrating Factor
If a linear differential equation is written in the standard form:
the integrating factor is defined by the formula
Multiplying the left side of the equation by the integrating factor u(x) converts the left side into the derivative of the
product y(x)u(x).
The general solution of the differential equation is expressed as follows:
where C is an arbitrary constant.
Method of Variation of a Constant
This method is similar to the previous approach. First it's necessary to find the general solution of the homogeneous
equation:
The general solution of the homogeneous equation contains a constant of integration C. We replace the
constant Cwith a certain (still unknown) function C(x). By substituting this solution into the nonhomogeneous
differential equation, we can determine the function C(x).
The described algorithm is called the method of variation of a constant. Of course, both methods lead to the same
solution.
Initial Value Problem
If besides the differential equation, there is also an initial condition in the form of y(x0) = y0, such a problem is
called the initial value problem (IVP) or Cauchy problem.
A particular solution for an IVP does not contain the constant C, which is defined by substitution of the general
solution into the initial condition y(x0) = y0.
Example 1
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Solve the equation y' − y − xex = 0.
Solution.
Rewrite this equation in standard form:
We will solve this equation using the integrating factor
Then the general solution of the linear equation is given by
Example 2
Solve the differential equation .
Solution.
We will solve this problem by using the method of variation of a constant. First we find the general solution of the
homogeneous equation:
which is solved by separating the variables:
where C is a positive real number.
Now we replace C with a certain (still unknown) function C(x) and will find a solution of the original
nonhomogeneous equation in the form:
Then the derivative is given by
Substituting this into the equation gives:
Upon integration, we find the function C(x):
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where C1 is an arbitrary real number.
Thus, the general solution of the given equation is written in the form
Example 3
Solve the equation y' − 2y = x.
Solution.
A. First we solve this problem using an integrating factor. The given equation is already written in the standard form.
Therefore
Then the integrating factor is
The general solution of the original differential equation has the form:
We calculate the last integral with help of integration by parts.
Then
B. Now we construct the solution by the method of variation of a constant. Consider the corresponding homogeneous
equation:
and find its general solution.
where C again denotes any real number. Notice that at C = 0, we get y = 0 that is also a solution of the homogeneous
equation.
Next we suppose that C is a function of x and substitute the solution y = C(x)e2x into the initial nonhomogeneous
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equation. We can write
Hence,
This integral was already found above in section A, so we obtain
As a result, the general solution of the nonhomogeneous differential equation is given by
As you can see, both methods give the same answer :).
Example 4
Solve the differential equation x2y' + xy + 2 = 0.
Solution.
We solve this problem using the method of variation of a constant. For convenience, we write this equation in the
standard form:
Divide both sides by x2. Obviously, that x = 0 is not the solution of the equation.
Consider the homogeneous equation:
After easy transformations we find the answer y = C/x, where C is any real number. The last expression includes the
case y = 0, which is also a solution of the homogeneous equation.
Now we replace the constant C with the function C(x) and substitute the solution y = C(x)/x into the initial
nonhomogeneous differential equation. Since
we obtain
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Thus, the general solution of the initial equation is given by
Example 5
Solve the initial value problem:
Solution.
First of all we calculate the integrating factor, which is written as
Here
Hence, the integrating factor is given by
We can take the function u(x) = cos x as the integrating factor. One can make sure that the left side of the equation is
the derivative of the product y(x)u(x):
Then the general solution of the given equation is written in the form:
Next we determine the value of C, which satisfies the initial condition y(0) = 1:
It follows from here that C = 4/3.
Hence, the solution for the initial value problem is given by
Example 6
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Solve the differential equation (IVP) with the initial condition y(1) = 2.
Solution.
Determine the integrating factor:
We can take the function u(x) = x3 as the integrating factor. One can check that the left side of
the equation is the derivative of the product y(x)u(x):
The general solution of the differential equation is written as
Now we can find the constant C using the initial condition y(1) = 2. Substituting the general solution
into this condition gives:
Thus, the solution of the IVP is given by
Example 7
Find the general solution of the differential equation y = (2y4 + 2x)y'.
Solution.
It can be seen that this equation is not linear with respect to the function y(x). However, we can try to
find the solution for the inverse function x(y). We write the given equation through differentials and
make some transformations:
Now we see that we have a linear differential equation with respect to the function x(y). We can solve it with help of
the integrating factor:
Then the general solution as the inverse function x(y) is given by
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Formation of differential equations.
Q. 1. Form the differential equation of the following family of curves:
a. y=
b. y = asin(x+b)
c. y = Acosmx + Bsinmx ,
d. y = c+cx+cx2
e. y = e2X
(a+bx)
f. ex (acosx +bsinx)
g. Y = ae3X
+ be-2x
h. (x-a)2 + (y-b)
2 = r
2 .
i. Family of ellipses having foci on x-axis and centre at the origin.
Q. 2. Family of circles touching x-axis at the origin.
Q.3. Family of parabolas having vertex at the origin and axis along positive direction of x-axis.
Q.4 Family of curves y = ae2x
+ be-x
Q.5. Family of circles having centre on the x- axis and the radius is unity.
Q.6. Family of circles in the first quadrant which touches the co-ordinate axis.
Variable Separable
Q.1. Solve
Q. 2. Solve .
Q.3. Solve
Q. 4. Solve sin -1 = (x+y)
Q. 5. Solve cos -1 = (x+y)
Q. 6 . log =3x+4y, given y =0 when x = 0.
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Q.7. Solve
Q. 8 . Solve .
Q. 4 . Prove that is homogeneous and solve it.
Q. 5 Solve (x+y)dy + (x-y)dx = 0 given y = 1 when x = 1.
Q. 6 Solve (x2-y
2)dx+2xydy=0 given y = 1 when x = 1.
Q. 7 Solve (x2+xy)dy = (x
2+y
2)dx.
Q. 8 Solve (3xy+y2)dx + (x2+xy)dy=0.
Q. 9 Solve (xdy-ydx) = dx.
Q. 10 Solve (xdy-ydx)y =(ydx+xdy)x .
Q 11 .
Linear first order type
Q. 1 Solve
Q. 2. Solve
Q. 3. dx + xdy =
Q. 4 .Solve
Q. 5 . Solve xdy =
Q. 6. Solve
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Q. 7.
Q. 8.
Q. 9 .
Q. 10.
Q. 11.
Q. 12 (1+x2)dy+2xydx=cotxdx.
Q. 13 . ; y = 0 when x = 1.
Q. 14
Q. 15. given y = 2 when x = p/2.
Q.16 . (tan-1y-x)dy=(1+y2)dx.
Q. 17 .
Q.18 . , given y = 0 when x = 0.