FIRST ORDER

DIFFERENTIAL EQUATIONS
Basic Concepts
 Ordinary Differential Equations
 Anunknown function (dependent variable) y
of one independent variable x

dy
y   cos x
dx

y   4 y  0

x 2 yy  2e x y  ( x 2  2) y 2
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Basic Concepts

 Partial Differential Equations

 An unknown function (dependent
variable) z of two or more
independent
z variables (e.g. x and
y)x  6 x  4 y

2 z
 2x  y
xy
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Basic Concepts
 Theorder of a differential
equation is the order of the
highest derivative that appears in
the equation.
x3 y  xy  ( x 2  n2 ) y  0 Order 2
dy 1
 2 Order 1
dx x  y 2

d2y 3
( 2 )  y4  1 Order 2
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Basic Concept
 The first-order differential equation contain only y’

and may contain y and given function of x.

F ( x, y , y ' )  0
or y '  F ( x, y ) (*)
 A solution of a given first-order differential equation (*)
on some open interval a<x<b is a function y=h(x)
that has a derivative y’=h(x) and satisfies (*) for all
x in that interval.

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Basic Concept
 Example : Verify the solution

xy'  2y
y 
2
x

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Basic Concepts
 Explicit Solution

y  h (x )

 Implicit Solution
H ( x, y )  0
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Basic Concept
 General solution vs. Particular
solution
y '  cosx
y  sinx  c
c  3,2,....

 General solution
 arbitrary constant c
 Particular solution
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 choose a specific c 8
Basic Concept
 Singular solutions
 Def : A differential equation may sometimes have an additional
solution that cannot be obtained from the general solution and
is then called a singular solution.

y'  xy ' y  0
2
 Example

The general solution : y=cx-c2

A singular solution : y=x2/4

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 Basic Concepts
y   ky
 General Solution

y(t )  ce kt

 Particular Solution for y(0)=2 (initial condition)

y(t )  2e kt
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Basic Concept

 Def:A differential equation

together with an initial
condition is called an initial
value problem
y '  f ( x, y ), y ( x 0)  y 0

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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 Integrating
Factor
Separable Homogeneous Exact

Transform to
Transform to separable Exact
Variables Separable

The first-order differential equation

dy
 f  x, y  (1)
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.
Suppose we can write the above equation as

dy
 g ( x)h( y)
dx
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
 h( y ) 
dy  g ( x ) dx  c

where c is an arbitrary constant.

 dy
Example 1. Consider the DE y
dx
Separating the variables, we get
1
dy  dx
y
Integrating we get the solution as
ln | y | x  k

or y  ce x , c an arbitrary constant.
Separable Differential Equations

 Example : 9 yy   4 x  0
Sol:

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Separable Differential Equations

 Example : y  1  y 2
Sol:

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Separable Differential Equations

 Example : y   2 xy, y (0)  1

Sol:

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Example. Consider the DE
3
x
3x ln y dx  dy  0
2
y
Separating the variables, we get
1 3
dy   dx
ln y y x
Integrating we get the solution as
ln | ln y | 3 ln x  k
c
or ln y  3 , c an arbitrary constant.
x
Homogeneous equations
Definition A function f(x, y) is said to be
homogeneous of degree n in x, y if
f (tx, ty )  t f ( x, y) for all t, x, y
n

Examples f ( x, y)  x  2 xy  y
2 2

is homogeneous of degree 2.
y yx
f ( x, y)   sin( )
x x
is homogeneous of degree 0.
A first order DE M ( x, y ) dx  N ( x, y ) dy  0

is called homogeneous if M ( x, y ) , N ( x, y )
are homogeneous functions of x and y of the
same degree.
This DE can be written in the form
dy
 f ( x, y)
dx
where f ( x, y )   M ( x, y ) / N ( x, y ) 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. Solve the DE

(3x  y ) dy  2 xy dx  0
2 2

dy 2 xy
That is 
dx (3x  y )
2 2

Let y = z x. Hence we get

2
dz 2z x 2z
zx  
dx (3x  z x ) (3  z )
2 2 2 2
 dz 2z z z 3
or x  z
dx (3  z )
2
(3  z )
2

Separating the variables, we get

(3  z )
2
dx
dz 
z z
3
x
Integrating we get
(3  z )
2
dx
 z 3  z dz   x
 We express the LHS integral by partial
fractions. We get
 3 1 1  dx
   z  z  1  z  1  dz   x  ln c
3
or z ( z  1)( z  1)  cx, c an arbitrary constant.
Noting z = y/x, the solution is:
( y  x)( y  x)  c y , c an arbitrary constant
3

or x  y  c y , c an arbitrary constant
2 2 3
Working Rule to solve a HDE:
1. Put the given equation in the form
M ( x, y )dx  N ( x, y )dy  0 (1)

2. Check M and N are Homogeneous

function of the same degree.

3. Let y  zx.
4. Differentiate y = z x to get

dy dz
 zx
dx dx
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.
Example. Solve the DE

Let y = z x. Hence we get

dz dz
z  x  z  sin z or x  sin z
dx dx
Separating the variables, we get 1 dz  dx
sin z x
Integrating we get cosec z – cot z = c x
y
where z  and c an arbitrary constant.
x
Non-homogeneous equations

We shall now see that some equations can

be brought to homogeneous form by
appropriate substitution.

Example Solve the DE

(2 x  y  1) dx  ( x  3 y  2) dy  0
dy (2 x  y  1)
That is 
dx ( x  3 y  2)
We shall now put x = u+h, y = v+k
where h, k are constants ( to be chosen).
Hence the given DE becomes
dv (2u  v  2h  k  1)

du (u  3v  h  3k  2)
We now choose h, k such that
2h  k  1  0 Hence
1 3
h  3k  2  0 h , k 
5 5
Hence the DE becomes
dv (2u  v)

du (u  3v)
which is homogeneous in u and v.
Let v = z u. Hence we get
dz (2  z )
z u 
du (1  3z )
 dz (2  z ) (2  2 z  3z ) 2
or u  z
du (1  3z ) (1  3z )
Separating the variables, we get
(1  3z) du
dz  
2  2 z  3z 2
u
Integrating we get u (2  2 z  3z )  c
2 2

i.e. 2u  2uv  3v  c
2 2

1 3 3 2
or 2( x  1/ 5)  2( x  )( y  )  3( y  )  c
2

5 5 5
Example Solve the DE
(6 x  4 y  3) dx  (3x  2 y  2) dy  0
dy (6 x  4 y  3)
That is 
dx (3x  2 y  2)

Now the previous method does not work as

the lines 6x  4 y  3  0
3x  2 y  2  0
are parallel. We now put u = 3x + 2y.
The given DE becomes
1 du (2u  3)
(  3)  
2 dx (u  2)
du (4u  6)  u
or  3 
dx (u  2) u  2
Separating the variables, we get
u2
du   dx
u
 u2
du   dx
u
Integrating, we get

u  ln u   x  c
2

i.e.

3x  2 y  ln (3x  2 y)  x  c
2
EXACT DIFFERENTIAL EQUATIONS
A first order DE M ( x, y ) dx  N ( x, y ) dy  0

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
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. The DE y dx  x dy  0
is exact as it is d (xy) = 0
Hence the solution is: x y = c
Example. The DE x dx  y dy  0
is exact as it is d (x2+ y2) = 0
Hence the solution is: x2+ y2 = c
1 x x x
Example. The DE  sin( )dx  2 sin( ) dy  0
y y y y
x
is exact as it is d (cos( ) )  0
y
Hence the solution is: cos( x )  c
y
Test for exactness
Suppose M ( x, y ) dx  N ( x, y ) dy  0
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
f f
Hence  M, N
x y
Assuming all the 2nd order mixed derivatives
of f(x, y) are continuous, we get
 M  f 2
 f 2
N
  
y yx xy x
Thus a necessary condition for exactness is
M N

y x
We saw a necessary condition for exactness is
M N

y x
We now show that the above condition is
also sufficient for M dx + N dy = 0 to be
exact. That is, if M N

y x
then there exists a function f(x, y) such that
f f
 M, N
x y
 f
Integrating  M partially w.r.t. x, we get
x
f ( x, y )   M dx  g ( y ) ……. (*)
x

where g(y) is a function of y alone

f
We know that for this f(x, y), N
y
Differentiating (*) partially w.r.t. y, we get
f 
  M dx  g ( y ) = N gives
y y x
  … (**)
or g ( y)  N   M dx
y x
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.
    N    
 N   M dx   x  x  y  M dx 
x  y x   x 
N     N 
    M dx    M  = 0
x y  x x  x y
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 f ( x, y )   M dx  g ( y )
x
We now differentiate this partially w.r.t. y and
equating to N, find g (y) and hence g(y).
The following examples will help you in
understanding this.
Example. Test whether the following DE is
exact. If exact, solve it. 2
( x  )dy  y dx  0
y
2
Here M  y, N  ( x  )
y
M N
1 Hence exact.
y x

Now f ( x, y )   M dx   y dx  xy  g ( y )
x x
Differentiating partially w.r.t. y, we get
f 2
 x  g ( y )  N  x 
y y
Hence g ( y )  2
y
Integrating, we get g ( y )  2ln | y |
(Note that we have NOT put the arb constant )
Hence f ( x, y )  xy  g ( y )  xy  2ln | y |
Thus the solution of the given d.e. is
f ( x, y )  c or xy  2ln | y |  c, c an arb const.
Example. Test whether the following DE is
exact. If exact, solve it.
(2 x y  sin y)dx  (4 x y  x cos y) dy  0
4 2 3

Here M  2 xy  sin y, N  4 x y  x cos y

4 2 3

M N
 8 xy  cos y 
3
Hence exact.
y x
Now f ( x, y )   M dx   (2 xy 4  sin y ) dx
x x
 x y  x sin y  g ( y)
2 4
Differentiating partially w.r.t. y, we get
f
 4 x y  x cos y  g ( y )
2 3

y
 N  4 x y  x cos y Hence g ( y )  0
2 3

Integrating, we get g ( y )  0
(Note that we have NOT put the arb constant )
Hence
f ( x, y)  x y  x sin y  g ( y)  x y  x sin y
2 4 2 4

Thus the solution of the given d.e. is

f ( x, y )  c or x 2 y 4  x sin y  c, c an arb const.
In the above problems, we found f(x, y) by
integrating M partially w.r.t. x and then
f
equated to N .
y
We can reverse the roles of x and y. That is
we can find f(x, y) by integrating N partially
f
w.r.t. y and then equate to M .
x
The following problem illustrates this.
Example. Test whether the following DE is
exact. If exact, solve it.
(1  y sin 2 x)dx  2 y cos x dy  0
2 2

Here M  1  y sin 2 x, N  2 y cos x

2 2

M N
 2 y sin 2 x;  4 y cos x  sin x  2 y sin 2 x
y x
Hence exact.
Now f ( x, y)   N dy   2 y cos x dy
2

y y
  y cos x  g ( x)
2 2
 Differentiating partially w.r.t. x, we get
f
 2 y cos x  sin x  g ( x)  y sin 2 x  g ( x)
2 2

x
 M  1  y sin 2 x gives
2
g ( x)  1
Integrating, we get g ( x)  x
(Note that we have NOT put the arb constant )
Hence
f ( x, y)   y cos x  g ( x)   y cos x  x
2 2 2 2

Thus the solution of the given d.e. is

f ( x, y )  c or x  y 2 cos2 x  c, c an arb const.
Integrating Factors
The DE ( x y  1) dx  ( x 2  xy) dy  0
is NOT exact but becomes exact when
multiplied by 1 as it becomes
x 1
( y  ) dx  ( x  y) dy  0
x
 1 2
i.e. d  xy  ln x  y   0
 2 
1
We say is an Integrating Factor of the
x given DE
Definition If on multiplying by (x, y), the DE
M dx  N dy  0
becomes an exact DE, we say that (x, y)
is an Integrating Factor of the above DE
1 1 1
, 2 , 2 are all integrating factors of
xy x y
the non-exact DE y dx  x dy  0
We give some methods of finding integrating
factors of an non-exact DE
Problem Under what conditions will the DE
M dx  N dy  0
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
h( x) M dx  h( x) N dy  0 .......(*)
Since (*) is an exact DE, we have
  
( h( x ) M )  ( h( x ) N )
y x
M  N 
i.e. h( x) y  M y h( x)  h( x) x  N x h( x)
M N
or h( x )  M  0  h( x )  N h( x)
y x
M N
or h( x)(  )  N h( x)
y x
M N

or y x h( x)

N h( x )
 M N

y x
Hence if  g ( x)
N
is a function of x alone, then

e  g ( x ) dx

is an integrating factor of the given DE

M dx  N dy  0
Rule 2: Consider the DE M dx  N dy  0
M N

y x
If  h( y ) , a function of y alone,
M

then   e 
h ( y ) dy

is an integrating factor of the given DE

Problem Under what conditions will the DE
M dx  N dy  0
have an integrating factor that is a function
of the product z = x y ?
Solution. Suppose  = h(z) is an I.F.
Multiplying by h(z) the above d.e. becomes
h( z ) M dx  h( z ) N dy  0 .......(*)
Since (*) is an exact DE, we have
  
( h( z ) M )  ( h( z ) N )
y x
M  N 
i.e. h( z )  M h( z )  h( z )  N h( z )
y y x x
or M N
h( z )  M h( z )  x  h( z )  N h( z )  y
y x
or h( z )( M  N )  h( z )( Ny  Mx)
y x
M N

y x h( z )
or 
Ny  Mx h( z )
 M N

y x
Hence if  g ( z)
Ny  Mx
is a function of z = x y alone, then

e  g ( z ) dz

is an integrating factor of the given DE

M dx  N dy  0
Example. Find an I.F. for the following DE
and hence solve it.
( x  3 y ) dx  2 xy dy  0
2

Here M  ( x  3 y ); N  2 xy
2

M N
 6y  2y 
y x
Hence the given DE is not exact.
 M N

y x 6y  2y 2
Now    g ( x),
N 2 xy x
a function of x alone. Hence
2
  dx
 e x
g ( x ) dx
e x 2

is an integrating factor of the given DE

Multiplying by x2, the given DE becomes
 ( x  3x y ) dx  2 x y dy  0
3 2 2 3

which is of the form M dx  N dy  0

Note that now M  ( x  3x y ); N  2x y
3 2 2 3

Integrating, we easily see that the solution is

4
x
 x y  c,
3 2
c an arbitrary constant.
4
Example. Find an I.F. for the following DE
and hence solve it.
e dx  (e cot y  2 y csc y) dy  0
x x

Here M  e ; N  e cot y  2 y csc y

x x

M N
 0  e cot y 
x

y x

Hence the given DE is not exact.

 M N

y x 0  e cot y
x

Now   cot y  h ( y ),
M e x

a function of y alone. Hence

  cot y dy
 sin y
 e
h ( y ) dy
 e
is an integrating factor of the given DE
Multiplying by sin y, the given DE becomes
 e sin y dx  (e cos y  2 y) dy  0
x x

which is of the form M dx  N dy  0

Note that now M  e sin y ; N  e cos y  2 y
x x

Integrating, we easily see that the solution is

e sin y  y  c,
x 2
c an arbitrary constant.
Example. Find an I.F. for the following DE
and hence solve it.
y dx  ( x  2 x y ) dy  0
2 3

Here M  y ; N  x  2x y 2 3

M N
 1  1  4 xy 
3

y x

Hence the given DE is not exact.

Now M N

y x 1  (1  4 xy )
3

 
Ny  Mx ( xy  2 x y )  xy
2 4

2 2
    g ( z ),
xy z
a function of z =x y alone. Hence
2
 e  g ( z ) dz
e   dz
z
1 1
 2 2 2
z x y
is an integrating factor of the given DE
 1
Multiplying by 2 2 , the given DE becomes
xy
1 1
2
d x  ( 2
 2 y ) d y  0
xy xy
which is of the form M dx  N dy  0

Integrating, we easily see that the solution is

1 2
 y  c, c an arbitrary constant.
xy
Problem Under what conditions will the DE
M dx  N dy  0
have an integrating factor that is a function
of the sum z = x + y ?
Solution. Suppose  = h(z) is an I.F.
Multiplying by h(z) the above DE becomes
h( z ) M dx  h( z ) N dy  0 .......(*)
Since (*) is an exact DE, we have
  
( h( z ) M )  ( h( z ) N )
y x
M  N 
i.e. h( z )  M h( z )  h( z )  N h( z )
y y x x
M N
or h( z )  M h( z )  h( z )  N h( z )
y x
M N
or h( z )(  )  h( z )( N  M )
y x
M N

y x h( z )
or 
N M h( z )
 M N

y x
Hence if  g ( z)
N M

is a function of z = x + y alone, then

e  g ( z ) dz

is an integrating factor of the given DE

M dx  N dy  0
 Linear Equations
A linear first order equation is an equation
that can be expressed in the form

dy
a1 ( x)  a0 ( x) y  b( x), (1)
dx
where a1(x), a0(x), and b(x) depend only
on the independent variable x, not on y.
We assume that the function a1(x), a0(x),
and b(x) are continuous on an interval
and that a1(x)  0 on that interval. Then,
on dividing by a1(x), we can rewrite
equation (1) in the standard form
dy
 P( x) y  Q( x) (2)
dx
where P(x), Q(x) are continuous functions
on the interval.
Let’s express equation (2) in the differential
 
form P( x) y  Q( x) dx  dy  0 (3)

If we test this equation for exactness, we find

M N
 P( x) and 0
y x
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
  ( x) P( x) y   ( x)Q( x) dx   ( x)dy  0 (4)
is exact. M N d 
  ( x) P( x) and  ( x)
y x dx
We see that (4) is exact if  satisfies the DE
d
( x)  P( x)  ( x) (5)
dx
 ( x)  exp   P( x)dx  (6)
Which is our desired IF
In (2), we multiply by (x) defined in (6) to obtain
dy
 ( x)  P( x)  ( x) y   ( x)Q( x) (7)
dx
d
We know from (5) P( x)  ( x) 
dx
and so (7) can be written in the form
dy d 
 ( x)  ( x) y   ( x)Q( x)
dx dx
d
  ( x ) y   ( x )Q ( x ) (8)
dx
 Integrating (8) w.r.t. x gives

 ( x) y    ( x)Q( x)dx  C
and solving for y yields
y   exp    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
 ( x)  exp   P( x)dx 
3. Multiply the equation in standard form
by (x) and recalling that the LHS is just
d
  ( x) y  , obtain
dx
 d
  ( x) y    ( x)Q( x)
dx

4. Integrate the last equation and solve

for y by dividing by (x).
Ex 1. Solve

 dy 
x cos x    y  x sin x  cos x   1
 dx 
Solution :- Dividing by x cos(x), throughout,
we get

dy  1 sec x
  tan x   y 
dx  x x
  1
 P ( x ) dx   tan x   dx
 ( x)  e e  x

 ( x)  e loge sec x loge x

e log sec x
e loge x
 x sec x
Multiply by x sec x yields

d sec x
 y x sec x   x sec x
dx x
Integrate both side we get

y sec x   sec x dx  C  tan x  C

2
Example. Find the general solution of
the equation

y  x  xy cot x  xy'  0.
Ans.: xy sin x  sin x  x cos x  c.
 dy
The usual notation dx 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

 P  y . x  Q  y 
dx
dy

IF  e  P  y  dy
& solution is x  IF   Q  IF dy  c
Example. Solve

y  xy '  y ' y e2 y

 y  x  y e 
2 ydy
dx
dx
 y  x  y e 2 y

dy
dx 1
 x ye y

dy y
 1
 dy
 ln y 1
IF  e y
e 
y
1 1
x    y e  dy   e dy
y y

y y
x
  e  c
y

y
 x  y e  cy y