First Order DE - Dr. M. A. Maleque

Math 4123 (Differential Equations) 1
 Definition: Equations which are composed of an

unknown function and its derivatives are called
differential equations
Examples:
dy x 2  2 4 x dy  y dx  x 2 dy

dx y
d 2y dy
  3x sin y
dx 2 dx
y y x  t
x 
t x x  t
 There are two kinds differential equations
 1. ordinary differential equation (ODE)
 2. partial differential equation (PDE)
 Ordinary differential equation (ODE) : When a function
involves one dependent variable, the equation is called
an ordinary differential equation (or ODE
Examples:
dy x

dx y
d 2y dy
  3x sin y
2 dx
dx
Partial differential equation (PDE): A partial differential
equation (or PDE) involves two or more independent
variables.
Examples:
z z 2 z 2 z
x  y  0,  0
x y  x xy
2
Order of the differential equations : The order of the differential

equations is the order of the height derivate which occurs in it.
Examples:
dy x
  first order ordinary differential equation
dx y
cont
d 2y dy
  3x sin y  2nd order ordinary differential equation
dx 2 dx
z z
x  y  0,  first order partial differential equation
x y
 2 z z
 0  2nd order partial differential equation
 x y
2
Degree of differential equations : The order of the differential

equations is the dereer of the height derivate which occurs in it.
Examples:
dy x
  degree =1
dx y
cont
Formation of ordinary differential equation
An ordinary differential equation is formed by differentiating the
equation and eliminating arbitrary constant(s).
Procedure
Let f ( x, y, c1 )  0 ---- (1)
be a solution of a differential equation with a single arbitrary
constant c1. differentiating (1) w.r.t. ‘x’ we have
 dy 
  x, y, c1 ,   0 (2)
 dx 
Eliminating c1 from (1) and (2), we get a lowest order ODE
cont
 dy 
  x, y , 0
 dx 
is the differential equation of (1)
Example: Form the differential equation of the lowest order by

eliminating arbitrary constants, in the following cases and also
write down the order and degree of the differential equations
2
obtained. y  ax  a
dy
Solution: y  ax  a  (1)
2
 a  (2), eliminating a
dx
2
dy  dy 
from(1)and(2) , we get DE y  x 
dx  dx 
If f ( x, y, c1 , c2 )  0    (1)
be a solution of a differential equation with two arbitrary

constants c1 and c2 we require two more relations to eliminate
c1 and c2. Differentiating (1) twice successively we have
 dy 
f  x, y, c1 , c2 ,   0 ( 2)
 dx 
 dy d 2 y 
f  x, y, c1 , c2 , , 2   0 (3)
 dx dx 
Eliminating c1 and c2 from (1) , (2)and (3), we get a lowest order
ODE
cont
 dy d 2 y 
F  x, y, , 2   0
 dx dx 
In this way, we obtain nth order ODE by eliminating ‘n’ arbitrary
constants
Example: Find the differential equation by eliminating arbitrary
constants c1 and c2 from the equation y  ae3 x  be x
Solution:
y  ae 3 x  be x    (1)
dy
 3ae 3 x  be x    (2)
dx
d2y
2
 9 ae 3x
 be x
   (3)
dx
cont
from (2) and (3), we get
1 3 x  d 2 y dy 
a  e  2     (4)
6  dx dx 
Putting the value of a in (3) we get
 d 2
y 9  d 2
y dy 
b  e  2  e  2     (5)
x 3 x
 dx 6  dx dx 
Substitute the values of a and b in (1)
1  d 2 y dy  1 d 2 y 3 dy
y   2    2

6  dx dx  2 dx 2 dx
d 2 y 4dy
2
  3y  0
dx dx
is the required differential equation
Solution of differential equations
An equation containing dependent variable and independent
variable and free from derivative , which satisfies the
differential equation is called solution of the differential
equation .
Standard methods of solving the differential equations

of the followin types
 Separation of variables
 Homogeneous equations
 Non-homogeneous equations
 Exact equations
Cont
 Non-exact equations
 Linear equations
 Non-linear equations (Burnollies equation)
Method of separation of variable

The differential equation M(x,y)dx + N(x,y)dy = 0 is separable if
the equation can be written in the form:
f1  x  g1  y  dx  f2  x  g 2  y  dy  0
Solution :
1
1. Multiply the equation by integrating factor: f  x  g  y 
2 1
2. The variable are separated :
f1  x  g  y
dx  2 dy  0
f2  x g1  y 
3. Integrating to find the solution: f1  x  g2  y 

 f2  x  dx   g1  y  dy  C
Example-1 :
Solve : y 1  x 2 dy  x 1  y 2 dx  0
Solution : y 1  x dy  x 1  y dx  0
2 2
ydy xdx
 
1 y 2
1 x 2
d (1  y ) 2
d (1  x ) 2
 
1 y 2
1 x 2
cont
   
1 1
 
 1 y 2 2 d (1  y )  1  x
2 2 2 d (1  x )
2
integrating
1 y  1 x 
1 1
2  1 2  1
2 2
   c1
1 1
 1  1
2 2
 2 1  y  2 1  x  c1
2 2
 1  y  1  x  c Ans
2 2
Method of separation of variable by substitution
Example-2 :  x
 x
Solve:
 y  y
y 1  e dx  e ( y  x)dy  0
 
 
Solution: The given equation can be written as
x
y
dx e ( y  x)
  0
dy  x


y 1 e y 
 
 
cont
x dx dv
Put v then v y
y dy dy
Then the given equation can be written as
v
dv e ( y  yv)
v y  v
 0
dy y (1  e )
dv e (1 v )
v
Or, y   0
dy  v
(1 e )
cont
v v v
dv v  ve  e  ve
Or, y  v
0
dy 1 e
v v v
dv v  ve  e  ve
Or, y  v
0
dy 1 e
v
dv v  e v
dy 1  e
Or, y  0 Or,  v
dv  0
dy 1  e v y ve
cont
dy d (v  e ) v
Or,  0
y ve v
integrating
ln y  ln(v  e )  ln c
v
or , ln y (v  e v )  ln c
x
x
or , y (v  e )  c or , y (  e )  c Ans.
v y
y
Homogeneous Function
f (x,y) is called homogenous of degree n if : f  x , y   n f  x , y 
Examples:
f  x , y   x  x y  homogeneous of degree 4
4 3
f   x ,  y    x    x    y 
4 3
 4  x 4  x 3 y   4f  x , y 
f  x , y   x 2  sin x cos y  non-homogeneous
f  x , y    x   sin x  cos y 
2
 2 x 2  sin x  cos y 
 n f  x , y 
The differential equation M(x,y)dx + N(x,y)dy = 0 is homogeneous
if M(x,y) and N(x,y) are homogeneous and of the same degree
Method of Solution :
1. Use the transformation to : y  vx  dy  v dx  x dv
2. The equation become separable equation: P  x ,v  dx  Q  x ,v  dv
3. Use solution method for separable equation

f1  x  g2 v 
 f2  x  dx   g1  v  dv  C
4. After integrating, v is replaced by y/x

Example-3
 
1. Solve : x 3  y 3 dx  3 xy 2 dy  0
Answer:
Let y  vx  dy  vdx  xdv,
putting in given equation, we get
x 3

 v 3 x 3 dx  3 xv 2 x 2 (vdx  xdv)  0
 
 1  v 3  3v 3 dx  3v 2 xdv  0
 1  2v  dx  3v xdv  0
3 2
dx 3v 2
  dv  0
x 1  2v 3
Cont
dx 1 d (1  2v 3 )
   0 , Intrgreting
x 2 1  2v 3
1
 lnx  ln(1  2v )  ln c1  ln x (1  2v )  ln c1
3 2 3 2
2
3
y
 x 2 (1  2v 3 )  c  x 2 (1  2 3 )  c
x
 x 3  2 y 3  cx Ans.
can be solved by substituting,
ax + by = v
Non-homogeneous Function Reducible homogeneous:

dy ax  by  c
The equation of the form: 
dx a1 x  b1 y  c1
can be reduced to the homogeneous form by the substitution
a a/
x  x  h, y  y  k (h, k being constants) if  /
b b
The given differential equation reduces to
dy a( x  h)  b( y  k )  c l ax  by  ah  bk  c
 
dx a1 ( x  h)  b1 ( y  k )  c1 a1 x  b1 y  a1h  b1k  c1
We choose the constants h, k so that
ah + bk + c = 0
a1h +b1k + c1 = 0
With this substitution the given equation becomes
dy ax  by

dx a1 x  b1 y1
which is a homogeneous differential equation in and can be

solved by putting y = vx.
ax + by = v

/
a a
Again if  /
b b
can be solved by substituting, ax + by = v and apply the

variable separation method
ax + by = v

dy x  2 y  3
Example-4       (1)
dx 2 x  y  3
1 2
Since 
2 1
put x  x  h, y  y  k
The given differential equation (1) reduces to
dy x  2 y  h  2k  3
    (2)
dx  2 x   y   2 h  k  3
We choose the constants h, k so that
Cont
h + 2k - 3 = 0
2h +k - 3 = 0
Solving these equation we get h =1 , k=1 . With this
substitution in (2) the given equation becomes
dy  x   2 y 
    (3)
dx 2 x  y1
putting y = vx.
Cont
Non-homogeneous Function Reducible to homogeneous:
dv x   2vx /
1  2v
vx /
 
dx 2 x  vx /
2v
dv 1  2v 1  v 2
 x/  v 
dx 2  v 2v
2v dx / 1 dv 3 dv dx /
 dv  /    /
1 v 2
x 2 1 v 2 1 v x
integrating
Cont
1 3
ln(1  v)  ln(1  v)  ln x /  ln c1
2 2
(1  v) (1  v)
 ln  ln( x ) c1 
/ 2 2
 (x ) c
/ 2
(1  v) 3
(1  v) 3
y /
y 1
(1  / ) (1  )
 x  (x ) c 
/ 2 x  1  ( x  1) c
2
/
y 3 y 1 3
(1  / ) (1  )
x x 1
x  y  2  c( x  y ) Ans.
3
Exact equations
The differential equation M(x,y)dx + N(x,y)dy = 0 is an exact
equation if : M  N
y x
Working Rule: If Mdx + Ndy = 0 is an exact differential equation
then the method of solution is as follows:
Step-1: Integrate M with respect to x as if y were constant.
Step-2: Find out the terms in N which are independent of x and
integrate those terms with respect to y considering x as constant.
Step-3: Add the two terms obtained and equate the sum of these
two integrals to an arbitrary constant. This gives the general
solution of the required exact differential equation.
Exact equations
Example- 5 Solve:
 ye xy
 
cos 2 x  2e xy sin 2 x  2 x dx  xe xy cos 2 x  3 dy  0 
Solution
Here M  ye xy cos 2 x  2 e xy sin 2 x  2 x , N  xexy cos 2 x  3
M
 yxe xy cos 2 x  exy cos 2 x  2 xe xy sin 2 x
y
N
 x ( 2 exy sin 2 x  ye xy cos 2 x )  e xy cos 2 x
x
M N
  .
y x
 The equation is exact.
Cont
Exact equations
  sin 2 x  2 x)dx
xy xy
Now ( ye cos 2 x 2 e
x
  d (e xy cos 2 x)dx   2 xdx
 e xy cos 2 x  x 2 .
The term in N free from x is 3.
Now  3 dy  3 y
 the solution is e xy cos 2 x  x 2  3 y  c .
Cont
Non-exact equations reducible to exact
The differential equation M(x,y)dx + N(x,y)dy = 0 is a non exact
equation if : M  N
y x
The solutions are given by using integrating factor to change the
equation into exact equation
Integrating factor: A non-exact differential equation can always
be made exact by multiplying it by some functions of x and y.
Such a function is called an integrating factor (I.F).
Working Rule: Multiply the differential equation with integrating
factor which result an exact differential equation and solve
using procedure for an exact equation
There are certain rules for determining integrating factors for
certain types of equations.
M N

y x
Rule-1: If  f (x)
N
 f ( x ) dx
i. e. a function of x alone, then e is an integrating factor
of Mdx + Ndy = 0
Example-6
Solve: (2x3y2 + 4x2y + 2xy2+ xy4 + 2y)dx +2(y3 + x2y + x)dy = 0
Solution Let M=2x3y2+4x2y+2xy2+ xy4+2y ; N = 2(y3+x2y + x)
Cont
M N
 4 x 3 y  4 x 2  4 xy  4 xy 3  2  4 xy  2
y x
M N

y x 4 x 3 y  4 x 2  4 xy  4 xy 3  2  4 xy  2

N 2( y 3  x 2 y  x)
4 x( x 2 y  x  y 3 )
  2x
2( y  x y  x)
3 2
 2 xdx
 I .F  e e .
x2
Cont
Multiplying the integrating factor, then given equation becomes
3 2 2 2 4 x2 3 2 x2
(2 x y  4 x y  2 xy  xy  2 y )e dx  2( y  x y  x)e dy  0
x2
Integrating M 1  (2 x y  4 x y  2 xy  xy  2 y )e
3 2 2 2 4
w.r x
x x x
4 x2
  
2 3 2 x2 2 x2
(2 xy  2 x y )e dx  (2 y  4 x y )e dx  xy e dx
4
2 y x22
 x 2 y 2e x x
 2 xye  e
2
Cont
There is no term in N1  2( y  x y  x)e independence of x.
3 2 x2
 The solution is
y x 4
x y e  2 xye  e  c1
x2 x2 2
2 2
2
 2 x y e  4 xye  y e  c Ans.
2 2 2
2 2 x x 4 x
M N

Rule-2: If y x
 g ( y)
M
i.e. a function of y alone, then is an integrating e 
 g ( y ) dy
factor of Mdx + Ndy = 0.
Example-7
Solve: (3 x 2 y 4  2 xy )dx  (2 x 3 y 3  x 2 )dy  0.
Solution Let M  3 x 2 y 4  2 xy , N  2 x 3 y 3  x 2
Cont
M N
 12 x y  2 x
2 3
 6x2 y3  2x
y x
M N

y x 12 x 2 y 3  2 x  6 x 2 y 3  2 x 2 x(3 xy 3  2) 2
  
M xy(3xy 3  2) xy (3 xy  2) y
3
2
  dy
 ln y 2 1
 I .F  e y
e . 2
y
Cont
(3x y  2 xy )
2 4
(2 x y  x )
3 3 2
2
dx  2
dy  0.
y y
2x
Integrating M 1  3 x y 
2 2
w.r x , y as constant
2 y
x
x y 
3 2
y
(2 x 3 y 3  x 2 )
There is no term in N1  independence of x.
y2
 The solution is x y  x  cy Ans.
3 3 2
Rule-3: If Mdx + Ndy = 0. is homogeneous and

1
Mx + Ny ≠ 0, then integrating factor is
Mx  Ny
Example-8
2 2 2 2
Solve: y ( y  2 x )dx  x(2 y  x )dy  0
Solution Let M  y 3  2 x 2 y , N  2 xy 2  x 3
Cont
Mx  Ny  xy 3  2 x 3 y  2 xy 3  x 3 y  3xy( y 2  x 2 )
1
 I .F 
3 xy ( y  x )
2 2

y( y  2 x )
2 2
x(2 y  x )
2 2
dx  dy  0
3 xy ( y  x )
2 2
3 xy ( y  x )
2 2
Cont
y 2  2x 2 2 y2  x2
2 2
dx  2
dy  0
3x( y  x ) 3 y( y  x )
1 x2  1 y 
  2 
dx    2 
dy  0
 3x 3x( y  x )   3 y 3( y  x ) 
2 2
2
1 x
Integrating M1   w.r x , y as constant
3 x 3x( y  x )
2 2
1 1
log x  log( y 2  x 2 ).
3 6
1 y 1
In , the term N1   independent of x is .
3 y 3( y  x )
2 2
3y
1
Its integration with respect to y yields log y.
3
1 1 1
 The solution is 2 2
log x  log( y  x )  log y  c1
3 6 3
x y ( y  x )  c. Ans
2 2 2 2
Rule-4: If Mdx + Ndy = 0. can be written in the form

yf1 ( xy )dx  xf 2 ( xy)dy  0, f1 ( xy)  f 2 ( xy )
1
and Mx - Ny ≠ 0, then integrating factor is
Mx  Ny
Example-9
Solve: ( xy sin xy  cos xy ) ydx  ( xy sin xy  cos xy ) xdy  0.
Solution Let
Cont
Mx  Ny 
( xy sin xy  cos xy ) xy  ( xy sin xy  cos xy ) xy
 2 xy cos xy
1
 I .F 
2 xy cos xy
( xy sin xy  cos xy) y ( xy sin xy  cos xy) x
dx  dy  0
2 xy cos xy 2 xy cos xy
Cont
y 1  x 1 
 tan xy  dx   tan xy  dy  0
2 2x  2 2y 
y 1
Integrating M 1  tan xy  w.r x , y as constant
2 2x
1 1
ln sec xy  ln x
2 2
Cont
x 1  1
In , the term N1   tan xy   independent of x is  .
2 2y  2y
1
Its integration with respect to y yields  log y.
2
1 1 1
 The solution is ln sec xy  ln x  log y  c1
2 2 2
x sec xy
  c  x sec xy  cy Ans
y
First order linear differential equation
A first order linear differential equation has the following
dy
general form:  p x  y  q  x 
dx
Working rule :
 p  x  dx
1. Find the integrating factor: I .F .  u  x   e
2. Evaluate :  u  x q  x dx
3. The solution is: 

yu  x   u  x  q x  dx  C
Solve: y   tan  x  y  cos2  x  , y  0  2
Solution:
I .F .  e  tan xdx
e ln sec x
 sec x
The solution is:y sec x 

 
sec x cos 2 x dx  c  cos x dx  c
 y sec x  sin x  c
When x=0 , then 2 = c
 y sec x  sin x  2 Ans.
dy
Solve : x  y (1  x tan x)  x (cos x  scex)
2
dx
dy
Solution : x  y (1  x tan x)  x (cos x  sec x)
2
dx
dy y (1  x tan x)
   x cos x  x sec x
dx x
(1 x tan x ) 1
  dx   dx
 tan x dx
I .F  e x
e x
e
 ln x sec x
e e ln sec x

x Cont
The Solution is
y sec x sec x sec x

x

x  x cos x dx 
x 
x sec x dx  c
y sec x
 
 
dx  sec x dx  c
2
x
y sec x
  x  tan x  c
x
 y  x cos x  x sin x  cx cos x Ans
2
Non- linear equation reducible to linear (Bernoulli’s Equation)
dy
An equation of the form  Py  Qy n
dx
where P and Q are constants or functions of x alone and n is
constant except 0 and 1, is called a Bernoulli’s equation
Working Rule:
The equation (2.3) can be reduced to linear form in three steps.
Step 1: Divide the Bernoulli’s equation throughout by yn.
Step 2: The substitution reduces Bernoulli’s equation to a linear
form.
Step 3: Making the coefficients of the derivative unity, the equation
is easily solved.
Example-10
3
Solve: dy
x  y  (xy ) 2
dx
Solution: The given equation can be written as
3 1
 dy 1
y 2
 1 x 2
dx
xy 2
1 3
  dy dv
putting y 2
v y 2
 2
dx dx
Cont
the above equation reduces to
1
1
dv v dv v x 2
2   x    2
dx x dx 2 x 2
dx 1
   log x 1
I.F e 2x
e 2

x
Therefore, the solution is
v x 1 x
x


2 x
dx 
xy
   c Ans
2

First Order DE - Dr. M. A. Maleque

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First Order DE - Dr. M. A. Maleque

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Math 4123 (Differential Equations) 1

 Definition: Equations which are composed of an

Order of the differential equations : The order of the differential

Degree of differential equations : The order of the differential

Example: Form the differential equation of the lowest order by

be a solution of a differential equation with two arbitrary

Standard methods of solving the differential equations

Method of separation of variable

3. Integrating to find the solution: f1  x  g2  y 

3. Use solution method for separable equation

4. After integrating, v is replaced by y/x

Non-homogeneous Function Reducible homogeneous:

which is a homogeneous differential equation in and can be

Non-homogeneous Function Reducible homogeneous:

can be solved by substituting, ax + by = v and apply the

Non-homogeneous Function Reducible homogeneous:

  d (e xy cos 2 x)dx   2 xdx

 the solution is e xy cos 2 x  x 2  3 y  c .

factor of Mdx + Ndy = 0.

Rule-3: If Mdx + Ndy = 0. is homogeneous and

Multiplying the integrating factor, then given equation becomes

Rule-4: If Mdx + Ndy = 0. can be written in the form

3. The solution is: 

The solution is:y sec x 

y sec x sec x sec x

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