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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

## 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

## Here the given function had two arbitrary constants:

y  A sin x  B cos x

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

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.

## STROUD Worked examples and exercises are in the text

Programme 24: First-order differential equations

## Solution of differential equations

Direct integration

dy
 f ( x)
dx

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

dy f ( x)

dx F ( y )

integration.

## 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

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

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

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

containing n arbitrary constants

substitution