First Order Differential Equations

FIRST ORDER
DIFFERENTIAL EQUATIONS
In this lecture we discuss various methods
of solving first order differential equations.
These include:
Variables separable
Homogeneous equations
Exact equations
Equations that can be made exact by
multiplying by an integrating factor
( , ) y f x y
'
=
Linear
Non-linear
Integrating Factor
Separable
Homogeneous
Exact
Integrating
Factor
Transform to
Exact
Transform to separable
The first-order differential equation
( )
,
dy
f x y
dx
=
is called separable provided that f(x,y)
can be written as the product of a
function of x and a function of y.
(1)
Variables Separable
Suppose we can write the above equation as
) ( ) ( y h x g
dx
dy
=
We then say we have separated the
variables. By taking h(y) to the LHS, the
equation becomes
1
( )
( )
dy g x dx
h y
=
Integrating, we get the solution as
1
( )
( )
dy g x dx c
h y
= +
} }
where c is an arbitrary constant.
Example 1. Consider the DE y
dx
dy
=
Separating the variables, we get
dx dy
y
=
1
Integrating we get the solution as
k x y + = | | ln
or
c ce y
x
, =
an arbitrary constant.
Example 2. Consider the DE
3
2
3 ln 0
x
x y dx dy
y
+ =
dx
x
dy
y y
3
ln
1
=
Integrating we get the solution as
k x y + = ln 3 | ln | ln
or
c
x
c
y , ln
3
=
Homogeneous equations
Definition A function f(x, y) is said to be
homogeneous of degree n in x, y if
) , ( ) , ( y x f t ty tx f
n
=
for all t, x, y
Examples
2 2
2 ) , ( y xy x y x f =
is homogeneous of degree
) sin( ) , (
x
x y
x
y
y x f

+ =
is homogeneous of degree
2.
0.
A first order DE
0 ) , ( ) , ( = + dy y x N dx y x M
is called homogeneous if
) , ( , ) , ( y x N y x M
are homogeneous functions of x and y of the
same degree.
This DE can be written in the form
) , ( y x f
dx
dy
=
where
) , ( / ) , ( ) , ( y x N y x M y x f = is
clearly homogeneous of degree 0.
The substitution y = z x converts the given
equation into variables separable form and
hence can be solved. (Note that z is also a (new)
variable,) We illustrate by means of examples.
Example 3. Solve the DE
0 2 ) 3 (
2 2
= dx xy dy y x
Let y = z x. Hence we get
That is
) 3 (
2
2 2
y x
xy
dx
dy
=
) 3 (
2
) 3 (
2
2 2 2 2
2
z
z
x z x
x z
dx
dz
x z
= +
) 3 ( ) 3 (
2
2
3
2
z
z z
z
z
z
dx
dz
x
+
=
= or
x
dx
dz
z z
z
=
3
2
) 3 (
Integrating we get
} }
=
x
dx
dz
z z
z
3
2
) 3 (
We express the LHS integral by partial
fractions. We get
c
x
dx
dz
z z z
ln
1
1
1
1 3
+ =
|
|
.
|
\
|
+
+
+
} }
or
c cx z z z , ) 1 )( 1 (
3
= +
Noting z = y/x, the solution is:
, ) )( (
3
y c x y x y = +
c an arbitrary constant
or
,
3 2 2
y c y x =
c an arbitrary constant
Working Rule to solve a HDE:
1. Put the given equation in the form
. Let . 3 zx y =
) 1 ( 0 ) , ( ) , ( = + dy y x N dx y x M
2. Check M and N are Homogeneous
function of the same degree.
5. Put this value of dy/dx into (1) and
solve the equation for z by separating
the variables.
6. Replace z by y/x and simplify.
dx
dz
x z
dx
dy
+ =
4. Differentiate y = z x to get
Example 4. Solve the DE
) sin(
x
x y
x
y
y
+ =
'
Let y = z x. Hence we get
z z
dx
dz
x z sin + = +
or
z
dx
dz
x sin =
x
dx
dz
z
=
sin
1
Integrating we get
where
cosec z cot z = c x
and c an arbitrary constant.
y
z
x
=
We shall now see that some equations can
be brought to homogeneous form by
appropriate substitution.
Non-homogeneous equations
Example 5 Solve the DE
0 ) 2 3 ( ) 1 2 ( = + + + + + dy y x dx y x
That is
) 2 3 (
) 1 2 (
+ +
+ +
=
y x
y x
dx
dy
We shall now put x = u+h, y = v+k
where h, k are constants ( to be chosen).
Hence the given DE becomes
) 2 3 3 (
) 1 2 2 (
+ + + +
+ + + +
=
k h v u
k h v u
du
dv
We now choose h, k such that
0 2 3
0 1 2
= + +
= + +
k h
k h
Hence
5
3
,
5
1
= = k h
Hence the DE becomes
) 3 (
) 2 (
v u
v u
du
dv
+
+
=
which is homogeneous in u and v.
Let v = z u. Hence we get
) 3 1 (
) 2 (
z
z
du
dz
u z
+
+
= +
) 3 1 (
) 3 2 2 (
) 3 1 (
) 2 (
2
z
z z
z
z
z
du
dz
u
+

=
+
+
=
or
u
du
dz
z z
z
=
+ +
+
2
3 2 2
) 3 1 (
Integrating we get
c z z u = + + ) 3 2 2 (
2 2
c v uv u = + +
2 2
3 2 2
i.e.
or
2 2
1 3 3
2( 1/ 5) 2( )( ) 3( )
5 5 5
x x y y c + + + + + + =
Example 6 Solve the DE
0 ) 2 2 3 ( ) 3 4 6 ( = + + + + + dy y x dx y x
) 2 2 3 (
) 3 4 6 (
+ +
+ +
=
y x
y x
dx
dy
That is
Now the previous method does not work as
the lines
0 2 2 3
0 3 4 6
= + +
= + +
y x
y x
are parallel. We now put u = 3x + 2y.
The given DE becomes
) 2 (
) 3 2 (
) 3 (
2
1
+
+
=
u
u
dx
du
or
2 ) 2 (
) 6 4 (
3
+
=
+
+
=
u
u
u
u
dx
du
dx du
u
u
=
+ 2
Integrating, we get
dx du
u
u
=
+ 2
c x u u + = +
2
ln
i.e.
c x y x y x = + + + +
2
) 2 3 ( ln 2 3
EXACT DIFFERENTIAL EQUATIONS
A first order DE 0 ) , ( ) , ( = + dy y x N dx y x M
is called an exact DE if there exits a function
f(x, y) such that
( , ) ( , ) df M x y dx N x y dy = +
Here df is the total differential of f(x, y)
and equals
f f
dx dy
x y
c c
+
c c
Hence the given DE becomes df = 0
Integrating, we get the solution as
f(x, y) = c, c an arbitrary constant
Thus the solution curves of the given DE are
the level curves of the function f(x, y) .
Example 8 The DE 0 ydx xdy + =
is exact as it is d (xy) = 0
Hence the solution is: x y = c
Example 7 The DE 0 xdx ydy + =
is exact as it is d (x
2
+ y
2
) = 0
Hence the solution is: x
2
+ y
2
= c
Example 9 The DE
2
1
sin( ) sin( ) 0
x x x
dx dy
y y y y
+ =
is exact as it is
(cos( )) 0
x
d
y
=
Hence the solution is:
cos( )
x
c
y
=
Test for exactness
Suppose 0 ) , ( ) , ( = + dy y x N dx y x M
is exact. Hence there exists a function f(x, y)
such that
( , ) ( , )
f f
M x y dx N x y dy df dx dy
x y
c c
+ = = +
c c
Hence
,
f f
M N
x y
c c
= =
c c
Assuming all the 2
nd
order mixed derivatives
of f(x, y) are continuous, we get
2 2
M f f N
y y x x y x
c c c c
= = =
c c c c c c
Thus a necessary condition for exactness is
M N
y x
c c
=
c c
We saw a necessary condition for exactness is
M N
y x
c c
=
c c
We now show that the above condition is
also sufficient for M dx + N dy = 0 to be
exact. That is, if
,
f f
M N
x y
c c
= =
c c
then there exists a function f(x, y) such that
M N
y x
c c
=
c c
Integrating
f
M
x
c
=
c
partially w.r.t. x, we get
( , ) ( )
x
f x y Mdx g y = +
}
where g(y) is a function of y alone
We know that for this f(x, y),
f
N
y
c
=
c
. (*)
Differentiating (*) partially w.r.t. y, we get
( )
x
f
M dx g y
y y
c c
'
= +
c c
}
= N gives
or
( )
x
g y N M dx
y
c
'
=
c
}
(**)
We now show that the R.H.S. of (**) is
independent of x and thus g(y) (and so f(x, y))
can be found by integrating (**) w.r.t. y.
x
N M dx
x y
| |
c c
|
c c
\ .
}
x
N
M dx
x x y
| |
c c c
=
|
c c c
\ .
}
x
N
M dx
x y x
| |
c c c
=
|
c c c
\ .
}
( )
N
M
x y
c c
=
c c
= 0
Q.E.D.
Note (1) The solution of the exact DE d f = 0
is f(x, y) = c.
Note (2) When the given DE is exact, the
solution f(x, y) = c is found as we did in the
previous theorem. That is, we integrate M
partially w.r.t. x to get
( , ) ( )
x
f x y Mdx g y = +
}
The following examples will help you in
understanding this.
We now differentiate this partially w.r.t. y and
equating to N, find g' (y) and hence g(y).
Example 8 Test whether the following DE
is exact. If exact, solve it.
2
( ) 0 x dy y dx
y
+ + =
Here
2
, ( ) M y N x
y
= = +
1
M N
y x
c c
= =
c c
Hence exact.
Now ( , ) ( )
x x
f x y M dx ydx xy g y = = = +
} }
Differentiating partially w.r.t. y, we get
2
( )
f
x g y N x
y y
c
'
= + = = +
c
Hence
2
( ) g y
y
'
=
Integrating, we get
( ) 2ln | | g y y =
(Note that we have NOT put the arb constant )
Hence ( , ) ( ) 2ln | | f x y xy g y xy y = + = +
Thus the solution of the given d.e. is
( , ) f x y c = 2ln | | , xy y c + = or
c an arb const.
4 2 3
(2 sin ) (4 cos ) 0 x y y dx x y x y dy + + + =
Here
4 2 3
2 sin , 4 cos M xy y N x y x y = + = +
3
8 cos
M N
xy y
y x
c c
= + =
c c
Hence exact.
Now
4
( , ) (2 sin )
x x
f x y M dx xy y dx = = +
} }
2 4
sin ( ) x y x y g y = + +
Differentiating partially w.r.t. y, we get
2 3
4 cos ( )
f
x y x y g y
y
c
'
= + +
c
Hence ( ) 0 g y
'
=
Integrating, we get
( ) 0 g y =
Hence
2 4 2 4
( , ) sin ( ) sin f x y x y x y g y x y x y = + + = +
( , ) f x y c =
2 4
sin , x y x y c + = or c an arb const.
2 3
4 cos N x y x y = = +
In the above problems, we found f(x, y) by
integrating M partially w.r.t. x and then
.
f
to N
y
c
c
We can reverse the roles of x and y. That is
we can find f(x, y) by integrating N partially
.
f
to M
x
c
c
The following problem illustrates this.
w.r.t. y and then equate
equated
2 2
(1 sin2 ) 2 cos 0 y x dx y xdy + =
Here M =
2 sin 2 ;
M
y x
y
c
=
c
Hence exact.
Now
2
( , ) 2 cos
y y
f x y N dy y xdy = =
} }
2 2
cos ( ) y x g x = +
N =
2
1 sin2 , y x +
2
2 cos y x
4 cos sin 2 sin 2
N
y x x y x
x
c
= =
c
Differentiating partially w.r.t. x, we get
2
2 cos sin ( )
f
y x x g x
x
c
'
= + =
c
gives ( ) 1 g x
'
=
Integrating, we get ( ) g x x =
Hence
2 2 2 2
( , ) cos ( ) cos f x y y x g x y x x = + = +
( , ) f x y c =
2 2
cos , x y x c = or c an arb const.
2
1 sin2 M y x = = +
2
sin2 ( ) y x g x
'
+
The DE
2
( 1) ( ) 0 x y dx x xy dy + =
is NOT exact but becomes exact when
multiplied by
1
x
1
( ) ( ) 0 y dx x y dy
x
+ =
i.e.
2
1
ln 0
2
d xy x y
| |
=
|
\ .
We say
1
x
as it becomes
is an Integrating Factor of the
given DE
Integrating Factors
Definition If on multiplying by (x, y), the DE
0 M dx N dy + =
becomes an exact DE, we say that (x, y)
is an Integrating Factor of the above DE
2 2
1 1 1
, ,
xy x y
are all integrating factors of
the non-exact DE
0 ydx xdy =
We give some methods of finding integrating
factors of an non-exact DE
Problem Under what conditions will the DE
0 M dx N dy + =
have an integrating factor that is a function
of x alone ?
Solution. Suppose = h(x) is an I.F.
Multiplying by h(x) the above d.e. becomes
( ) ( ) 0 .......(*) h x M dx h x Ndy + =
Since (*) is an exact DE, we have
( ( ) ) ( ( ) ) h x M h x N
y x
c c
=
c c
i.e.
( ) ( ) ( ) ( )
M N
h x M h x h x N h x
y y x x
c c c c
+ = +
c c c c
( ) 0 ( ) ( )
M N
h x M h x N h x
y x
c c
'
+ = +
c c
or
( )( ) ( )
M N
h x N h x
y x
c c
'
=
c c
( )
( )
M N
h x
y x
N h x
c c
'
c c
=
or
or
( )
M N
y x
g x
N
c c
c c
=
Hence if
is a function of x alone, then
( ) g x dx
e
}
=
is an integrating factor of the given DE
0 Mdx Ndy + =
Rule 2: Consider the DE 0 Mdx Ndy + =
If
( )
M N
y x
h y
M
c c
c c
=
, a function of y alone,
then
( ) h y dy
e
}
=
0 M dx N dy + =
of the product z = x y ?
Solution. Suppose = h(z) is an I.F.
Multiplying by h(z) the above d.e. becomes
( ) ( ) 0 .......(*) h z M dx h z Ndy + =
( ( ) ) ( ( ) ) h z M h z N
y x
c c
=
c c
i.e.
( ) ( ) ( ) ( )
M N
h z M h z h z N h z
y y x x
c c c c
+ = +
c c c c
( ) ( ) ( ) ( )
M N
h z M h z x h z N h z y
y x
c c
' '
+ = +
c c
or
( )( ) ( )( )
M N
h z h z Ny Mx
y x
c c
'
=
c c
( )
( )
M N
h z
y x
Ny Mx h z
c c
'
c c
=
or
or
( )
M N
y x
g z
Ny Mx
c c
c c
=
Hence if
is a function of z = x y alone, then
( ) g z dz
e
}
=
0 Mdx Ndy + =
Example 11 Find an I.F. for the following
DE and hence solve it.
2
( 3 ) 2 0 x y dx xydy + + =
Here
6 2
M N
y y
y x
c c
= = =
c c
2
( 3 ); 2 M x y N xy = + =
Hence the given DE is not exact.
M N
y x
N
c c
c c
=
Now
6 2
2
y y
xy
=
2
( ), g x
x
=
a function of x alone. Hence
( ) g x dx
e
}
= =
2
2
dx
x
e x
}
=
Multiplying by x
2
, the given DE becomes
3 2 2 3
( 3 ) 2 0 x x y dx x ydy + + =
which is of the form 0 M dx N dy + =
Note that now
3 2 2 3
( 3 ); 2 M x x y N x y = + =
Integrating, we easily see that the solution is
4
3 2
,
4
x
x y c + =
c an arbitrary constant.
( cot 2 csc ) 0
x x
e dx e y y y dy + + =
Here
0 cot
x
M N
e y
y x
c c
= = =
c c
; cot 2 csc
x x
M e N e y y y = = +
M N
y x
M
c c
c c
=
Now
0 cot
x
x
e y
e
cot ( ), y h y =
a function of y alone. Hence
( ) h y dy
e
}
= =
cot
sin
ydy
e y
}
=
Multiplying by sin y, the given DE becomes
sin ( cos 2 ) 0
x x
e ydx e y y dy + + =
Note that now
sin ; cos 2
x x
M e y N e y y = = +
2
sin ,
x
e y y c + =
2 3
( 2 ) 0 ydx x x y dy + =
Here
3
1 1 4
M N
xy
y x
c c
= = =
c c
2 3
; 2 M y N x x y = =
M N
y x
Ny Mx
c c
c c
=
Now
3
2 4
1 (1 4 )
( 2 )
xy
xy x y xy

=

2 2
( ), g z
xy z
= =
a function of z =x y alone. Hence
( ) g z dz
e
}
= =
2
2 2 2
1 1
dz
z
e
z x y
}
= =
2 2
1 1
( 2 ) 0 d x y d y
x y xy
+ =
2
1
, y c
xy
+ =
Multiplying by
2 2
1
,
x y
the given DE becomes
0 M dx N dy + =
of the sum z = x + y ?
Solution. Suppose = h(z) is an I.F.
Multiplying by h(z) the above DE becomes
( ) ( ) 0 .......(*) h z M dx h z Ndy + =
( ( ) ) ( ( ) ) h z M h z N
y x
c c
=
c c
i.e.
( ) ( ) ( ) ( )
M N
h z M h z h z N h z
y y x x
c c c c
+ = +
c c c c
( ) ( ) ( ) ( )
M N
h z Mh z h z N h z
y x
c c
' '
+ = +
c c
or
( )( ) ( )( )
M N
h z h z N M
y x
c c
'
=
c c
( )
( )
M N
h z
y x
N M h z
c c
'
c c
=
or
or
( )
M N
y x
g z
N M
c c
c c
=
Hence if
is a function of z = x + y alone, then
( ) g z dz
e
}
=
0 Mdx Ndy + =
Linear Equations
A linear first order equation is an equation
that can be expressed in the form
1 0
( ) ( ) ( ), (1)
dy
a x a x y b x
dx
+ =
where a
1
(x), a
0
(x), and b(x) depend only
on the independent variable x, not on y.
We assume that the function a
1
(x), a
0
(x),
and b(x) are continuous on an interval
and that a
1
(x) = 0on that interval. Then,
on dividing by a
1
(x), we can rewrite
equation (1) in the standard form
( ) ( ) (2)
dy
P x y Q x
dx
+ =
where P(x), Q(x) are continuous functions
on the interval.
Lets express equation (2) in the differential
form
| |
( ) ( ) 0 (3) P x y Q x dx dy + =
If we test this equation for exactness, we find
( ) 0
M N
P x and
y x
c c
= =
c c
Consequently, equation(3) is exact only
when P(x) = 0. It turns out that an
integrating factor , which depends only
on x, can easily obtained the general
solution of (3).
Multiply (3) by a function (x) and try to
determine (x) so that the resulting equation
| |
( ) ( ) ( ) ( ) ( ) 0 (4) x P x y x Q x dx x dy + =
is exact.
( ) ( ) ( )
M N d
x P x and x
y x dx
c c
= =
c c
We see that (4) is exact if satisfies the DE
( ) ( ) ( ) (5)
d
x P x x
dx
=
( )
( ) exp ( ) (6) x P x dx =
}
Which is our desired IF
In (2), we multiply by (x) defined in (6) to obtain
( ) ( ) ( ) ( ) ( ) (7)
dy
x P x x y x Q x
dx
+ =
We know from (5)
( ) ( )
d
P x x
dx
=
and so (7) can be written in the form
( )
( ) ( ) ( ) (8)
( ) ( ) ( ) ( )
d
x y x Q x
dx
dy d
x x y x Q x
dx dx

=
+ =
Integrating (8) w.r.t. x gives
( ) ( ) ( ) x y x Q x dx C = +
}
and solving for y yields
( ) ( )( )
exp ( ) ( ) ( ) y P x dx x Q x dx C = +
} }
Working Rule to solve a LDE:
1. Write the equation in the standard form
( ) ( )
dy
P x y Q x
dx
+ =
2. Calculate the IF (x) by the formula
( )
( ) exp ( ) x P x dx =
}
3. Multiply the equation in standard form
by (x) and recalling that the LHS is just
( )
( ) ,
d
x y
dx

obtain
( )
( ) ( ) ( )
d
x y x Q x
dx
=
4. Integrate the last equation and solve
for y by dividing by (x).
Ex 1. Solve
( ) 1 cos sin cos = + +
|
.
|
\
|
x x x y
dx
dy
x x
Solution :- Dividing by x cos x, throughout,
we get
x
x
y
x
x
dx
dy sec 1
tan =
|
.
|
\
|
+ +
1
tan
( )
( )
x dx
P x dx
x
x e e
| |
|
\ .
+
}
}
= =
log sec log log log sec
( ) sec
e e e
x x x x
x e e e x x
+
= = =
( )
sec
sec sec
d x
dx x
y x x x x =
2
sec sec tan y x xdx C x C = + = +
}
Multiply by
sec x x yields
Integrate both side we get
Problem (2g p. 62): Find the general
solution of the equation
. 0 ' cot = + + xy x xy x y
Ans.: . cos sin sin c x x x x xy + =
The usual notation implies that x is independent
variable & y the dependent variable. Sometimes it is
helpful to replace x by y and y by x & work on the
resulting equation.
* When diff equation is of the form
dx
dy
( ) ( ) y Q x y P
dy
dx
= + .
( )
&
P y dy
IF e solution is x IF Q IF dy c
}
= = +
}
Q. 4 (b) Solve
( )
dx
dy
e y x y
y 2
+ = =>
y
e y x
dy
dx
y
2
+ = =>
y
e y x
y dy
dx
=
1
2
' '
y
y xy y y e =
y
e e IF
y
dy
y
1
ln
1
= =
}
=

}
=
}
= dy e dy
y
e y
y
x
y y
1 1
c e
y
x
y
+ = =>
cy e y x
y
+ = =>

First Order Differential Equations

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First Order Differential Equations

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