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PROGRAMME 24

FIRST-ORDER
DIFFERENTIAL
EQUATIONS

STROUD Worked examples and exercises are in the text


Programme 24: First-order differential equations

Introduction
Formation of differential equations
Solution of differential equations
Bernoulli’s equation

STROUD Worked examples and exercises are in the text


Programme 24: First-order differential equations

Introduction
Formation of differential equations
Solution of differential equations
Bernoulli’s equation

STROUD Worked examples and exercises are in the text


Programme 24: First-order differential equations

Introduction

A differential equation is a relationship between an independent variable x, a


dependent variable y and one or more derivatives of y with respect to x.

The order of a differential equation is given by the highest derivative involved.

dy
x  y 2  0 is an equation of the 1st order
dx
d2y
xy 2  y 2 sin x  0 is an equation of the 2nd order
dx
d3y dy
3
 y  e 4 x  0 is an equation of the 3rd order
dx dx

STROUD Worked examples and exercises are in the text


Programme 24: First-order differential equations

Introduction
Formation of differential equations
Solution of differential equations
Bernoulli’s equation

STROUD Worked examples and exercises are in the text


Programme 24: First-order differential equations

Formation of differential equations

Differential equations may be formed from a consideration of the physical


problems to which they refer. Mathematically, they can occur when
arbitrary constants are eliminated from a given function. For example, let:

dy
y  A sin x  B cos x so that  A cos x  B sin x therefore
dx
d2y
2
  A sin x  B cos x   y
dx

d2y
That is  y 0
dx 2

STROUD Worked examples and exercises are in the text


Programme 24: First-order differential equations

Formation of differential equations

Here the given function had two arbitrary constants:

y  A sin x  B cos x

and the end result was a second order differential equation:

d2y
2
 y0
dx

In general an nth order differential equation will result from consideration


of a function with n arbitrary constants.

STROUD Worked examples and exercises are in the text


Programme 24: First-order differential equations

Introduction
Formation of differential equations
Solution of differential equations
Bernoulli’s equation

STROUD Worked examples and exercises are in the text


Programme 24: First-order differential equations

Solution of differential equations


Introduction
Direct integration
Separating the variables
Homogeneous equations – by substituting y = vx
Linear equations – use of integrating factor

STROUD Worked examples and exercises are in the text


Programme 24: First-order differential equations

Solution of differential equations


Introduction

Solving a differential equation is the reverse process to the one just


considered. To solve a differential equation a function has to be found for
which the equation holds true.

The solution will contain a number of arbitrary constants – the number


equalling the order of the differential equation.

In this Programme, first-order differential equations are considered.

STROUD Worked examples and exercises are in the text


Programme 24: First-order differential equations

Solution of differential equations


Direct integration

If the differential equation to be solved can be arranged in the form:

dy
 f ( x)
dx

the solution can be found by direct integration. That is:

y   f ( x )dx

STROUD Worked examples and exercises are in the text


Programme 24: First-order differential equations

Solution of differential equations


Direct integration

For example:
dy
 3x 2  6 x  5
dx
so that:
y   (3x 2  6 x  5)dx
 x3  3x 2  5 x  C

This is the general solution (or primitive) of the differential equation. If a


value of y is given for a specific value of x then a value for C can be found.
This would then be a particular solution of the differential equation.

STROUD Worked examples and exercises are in the text


Programme 24: First-order differential equations

Solution of differential equations


Separating the variables

If a differential equation is of the form:

dy f ( x)

dx F ( y )

Then, after some manipulation, the solution can be found by direct


integration.

F ( y )dy  f ( x)dx so  F ( y)dy   f ( x)dx

STROUD Worked examples and exercises are in the text


Programme 24: First-order differential equations

Solution of differential equations


Separating the variables

For example:
dy 2x

dx y  1
so that:
( y  1)dy  2 xdx so  ( y  1)dy   2 xdx
That is:
y 2  y  C1  x2  C2
Finally:
y2  y  x2  C

STROUD Worked examples and exercises are in the text


Programme 24: First-order differential equations

Solution of differential equations


Homogeneous equations – by substituting y = vx

In a homogeneous differential equation the total degree in x and y for the


terms involved is the same.
For example, in the differential equation:
dy x  3 y

dx 2x

the terms in x and y are both of degree 1.

To solve this equation requires a change of variable using the equation:


y  v( x) x

STROUD Worked examples and exercises are in the text


Programme 24: First-order differential equations

Solution of differential equations


Homogeneous equations – by substituting y = vx

To solve:
dy x  3 y

dx 2x
let
y  v( x) x
to yield:
dy dv x  3 y 1  3v
vx and 
dx dx 2x 2
That is:
dv 1  v
x 
dx 2
which can now be solved using the separation of variables method.

STROUD Worked examples and exercises are in the text


Programme 24: First-order differential equations

Solution of differential equations


Linear equations – use of integrating factor

Consider the equation:


dy
 5 y  e2 x
dx
Multiply both sides by e5x to give:

e5 x
dy
dx
 e5 x 5 y  e5 x e 2 x that is
d
dx
 ye5 x   e7 x
then:
 d  ye    e dx so that ye5 x  e7 x  C
5x 7x

That is:
y  e2 x  Ce5 x

STROUD Worked examples and exercises are in the text


Programme 24: First-order differential equations

Solution of differential equations


Linear equations – use of integrating factor

The multiplicative factor e5x that permits the equation to be solved is


called the integrating factor and the method of solution applies to
equations of the form:

 Py  Q where e 
dy Pdx
is the integrating factor
dx

The solution is then given as:

y.IF   Q.IFdx where IF  e 


Pdx

STROUD Worked examples and exercises are in the text


Programme 24: First-order differential equations

Introduction
Formation of differential equations
Solution of differential equations
Bernoulli’s equation

STROUD Worked examples and exercises are in the text


Programme 24: First-order differential equations

Bernoulli’s equation

A Bernoulli equation is a differential equation of the form:

dy
 Py  Qy n
dx
This is solved by:

(a) Divide both sides by yn to give:


dy
yn  Py1 n  Q
dx
(b) Let z = y1−n so that:
dz dy
 (1  n) y  n
dx dx

STROUD Worked examples and exercises are in the text


Programme 24: First-order differential equations

Bernoulli’s equation

Substitution yields:
dz dy
 (1  n) y  n
dx dx
then:
 dy 
(1  n)  y  n  Py1 n   (1  n)Q
 dx 
becomes:
dz
 P1 z  Q1
dx
Which can be solved using the integrating factor method.

STROUD Worked examples and exercises are in the text


Programme 24: First-order differential equations
Learning outcomes

Recognize the order of a differential equation

Appreciate that a differential equation of order n can be derived from a function


containing n arbitrary constants

Solve certain first-order differential equations by direct integration

Solve certain first-order differential equations by separating the variables

Solve certain first-order homogeneous differential equations by an appropriate


substitution

Solve certain first-order differential equations by using an integrating factor

Solve Bernoulli’s equation.

STROUD Worked examples and exercises are in the text