Differential Equations First Order
Differential Equations First Order
Differential Equations First Order
Example:
2u 2u 2u
2 2 0 ........(iv )
x 2
y z
Equ (iv) is a partial differential equation. In equ (i) there are three independent variables x,
y, z and u is a dependent variable.
d2y dy
2
5 6 y 0 ..........( vi )
dx dx
d4y 3
2 d y 3 dy
4
x 3
x x sin x ..................( vii )
dx dx dx
The ordinary differential equations (vi) and (vii) are both linear. In each case y is
the dependent variable. The independent variable y and its various derivatives
occur to the first degree only and no products of y and / or any of its derivatives
are present.
Nonlinearity of a Differential Equation
A nonlinear ordinary differential equation is an ordinary differential
equation that is not linear.
To explain the nonlinearity of an ordinary differential equation, we consider
the following equations:
d2y dy
2
5 6 y 2
0...............(i )
dx dx
d2y dy 2
2
5( ) 6 y 0...............(ii )
dx dx
d2y dy
2
5 y 6 y 0...............(iii )
dx dx
Equation (i) is nonlinear because the dependent variable y appears to the
second degree in the term 6y2.
Equation (ii) is nonlinear for the presence of the term 5(dy/dx)3, which
involves the third power of the first derivative.
Finally, equation (iii) is nonlinear because of the term 5y(dy/dx), which
involves the product of the dependent variable y and its first derivative.
Applications of Differential Equation
Differential equations are widely applied to model natural phenomena,
engineering systems and many other situations. Differential equations occur in
connection with numerous problems that are encountered in the various
branches of science and engineering. A few such problems are listed below:
dy
f ( x, y ) The Derivative form
dx
M ( x, y )dx N ( x, y )dy 0 The Differential form
F ( x, y ) F ( x, y )
M ( x, y ) and N ( x, y )
x y
If M ( x, y )dx N ( x, y )dy is an exact differential, then the differential
equation
M ( x, y )dx N ( x, y )dy 0
is called an exact differential equation.
Theorem of Exact DE
Consider the differential equation
where M and N have continuous first partial derivatives at all points (x, y) in a
rectangular domain D.
M ( x, y ) N ( x, y )
for all (x,y)D.
y x
2. Conversely, if
M ( x, y ) N ( x, y )
y x
x 2x y y c
3 2 2
where, c=c1- c0 is an arbitrary constant.
002c c 2
Hence, the required solution is given by
2
y
x cos y x y
2
2 3
3. ( 2 xy 1)dx ( x 4 y )dy 0.
2 [ Ans : x x 2 y 2 y 2 c]
M ( x, y )dx N ( x, y )dy 0
M ( x, y ) N ( x, y )
If then the equation is exact.
y x
M ( x, y ) N ( x, y )
But if then the equation is not exact.
y x
Definition
If the differential equation
M ( x, y )dx N ( x, y )dy 0 .............(i )
is not exact in a domain D but the differential equation
( x, y ) M ( x, y )dx ( x, y ) N ( x, y )dy 0
is exact in D, then (x,y) is called an integrating factor of the differential equ. (i).
Exercises
17. Determine the constant A such that the equation is exact and solve the
resulting exact equation:
3
(a ) ( x 2 3 xy )dx ( Ax 2 4 y )dy 0. [ Ans : A , 2 x 3 9 x 2 y 12 y 2 c]
2
1 1 Ax 1
(b) ( )dx ( )dy 0. [ Ans : A 2, 2 x 2 2 y 2 x cxy 2 ]
x y2 2
y 3
F ( x) G ( y ) dx f ( x) g ( y ) dy 0 ………….(1)
2 3 2 4
( x 4 x )dx ( y 3 y ) dy 0
1 2 1 1
2 3 c where, c is the arbitrary constant.
x x y y
1. 4 xy dx ( x 2 1) dy 0 [ Ans : ( x 2 1) 2 y c]
2 2
The differential equation ( x 3 y )dx 2 xy dy 0 is homogeneous. The
differential form of this equation is
dy 3 y 2 x 2
dx 2 xy
3y x 3 y 1 1
( )
2 x 2 y 2 x 2 ( y x)
in which the right-handed members are of the form g(y/x).
Theorem:
If M(x, y) dx N(x, y) dy 0 is a homogeneous equation , then the
change of variables y=vx transforms it into a separable equation in the
variables v and x.
Proof: Since M(x, y) dx N(x, y) dy 0 is homogeneous, it may be written in
the dy y
form g( ) .......... ........(i )
dx x
dy dv
Let y = vx, then we have v x
dx dx
dv
Then, equ. (i) becomes v x g ( v )
dx
[ v g ( v )]dx xdv 0 .......... .....(ii )
This equation is separable in the variables v and x. Separating the variables we obtain
dv dx
0
v g (v) x
If we integrate the above equation, we obtain the solution of the given homogeneous
equation as dv dx
v g (v) x c
where, c is an arbitrary constant
Solution of Homogeneous DE
Example 2.12: Solve the following differential equation
( x 2 3 y 2 ) dx 2 xy dy 0 .
Solution: This equation can be written in the form as
dy x 3y 1 1 3 y
( ) which is a homogeneous equation.
dx 2 y 2x 2 ( y x) 2 x
Letting y = vx, we obtain
dv 1 3v dv 1 3v 1 v
vx or , x v
dx 2v 2 dx 2v 2 2v 2
dv v 2 1
x
dx 2v
This equation is separable equation. Separating the variables, we obtain
2v dv dx
v 1 x
2
Integrating, we obtain
ln( v 2 1) ln x ln c or , (v 2 1) xc
y2
or , 2 1 xc
x
y 2 x2 c x3 This is the required solution.
Example 2.13: Solve the initial-value problem
( y x 2 y 2 dx x dy 0, y (1) 0.
Solution: This equation can be written in the form as
dy y x y
2 2
y y 2
1 ( ) which is a homogeneous equation.
dx x x x
Letting y = vx, we obtain
dv dv
vx v 1 v2 x 1 v2
dx dx
This equation is separable equation. Separating the variables, we obtain
dv dx
v2 1 x
Integrating, we obtain
ln v v 2 1 ln x ln c or , v v 2 1 cx
y y2
or , 2
1 cx or , y x 2 y 2 cx 2
x x
Applying initial condition y=0, when x =1, we obtain c=1
[ Ans : 2( y 2 3 xy 3 x 2 ) 2 9 x 5 ]
21. (a) Show that the homogeneous equation ( Ax By )dx (Cx Dy )dy 0
is exact I and only if B = C.
(b) Show that the homogeneous equation ( Ax 2 Bxy Cy 2 )dx ( Dx 2 Exy Fy 2 )dy 0
is exact if and only if B = 2D and E = 2C.
Linear Equations
A first-order ordinary differential equation is linear in the dependent variable
y and independent variable x if it can be written in the form
dy
P (x) y Q ( x ) .......... .......... (i )
dx
For example, the equation
dy
x ( x 1) y x 3
dx
is a first-order linear differential equation, for it can be written as
dy 1
(1 ) y x 2
dx x
e P ( x ) dx
Proof:
Let us write equ. (i) in the form
[ P ( x ) y Q ( x )]dx dy 0 ...........................(ii )
M ( x, y ) dx N ( x, y )dy 0
where, M ( x, y ) P ( x ) y Q ( x ) and N ( x, y ) 1
Since
M ( x , y ) N ( x, y )
P( x) and 0
y x
Hence equ. (ii) is not exact unless P(x) = 0. But, if P(x)=0, then equ. (i)
degenerates into a simple separable equation. So, equ (ii) has an integrating factor
that depends on x only.
Let (x) be the integrating factor. Let us multiply equ. (ii) by (x), we obtain
[ ( x ) P ( x ) y ( x ) Q ( x )]dx ( x ) dy 0 .......... .................(iii )
By definition, (x) is an integrating factor of equ. (iii) if and only if equ. (iii) is
exact, that is, if and only if
[ ( x ) P( x ) y ( x )Q ( x )] [ ( x )]
y x
or , ( x ) P( x ) [ ( x )] ..................(iv )
x
In equ. (iv), P is a known function of x, but is an unknown function of x,
then d
P( x) This is a separable DE
dx
Separating the variables, we have
d
P( x )dx
Integrating, we obtain
ln P( x )dx
e P ( x ) dx (Proved)
Solution of Linear DE
Example 2.14: Solve the following differential equation
dy 2 x 1
( ) y e 2 x ................(i )
dx x dy
Solution: This is a linear differential equation of the form dx P(x) y Q ( x).
2x 1
Here, P( x ) ( ) and Q ( x ) e 2 x
x
Hence, an integrating factor is given by
2 x 1 1
e
P ( x ) dx ( ) dx ( 2 ) dx
e e
x x
e ( 2 x ln x ) e 2 x .e ln x xe 2 x
Multiplying equation (i) by this integrating factor, we obtain
dy 2x 1 dy
xe 2 x xe 2 x ( ) y xe 2 x e 2 x or , xe 2 x e 2 x (2 x 1) y x
dx x dx
d
( xe 2 x y ) x
dx
Integrating, we obtain the solution
x 2 1 2 x c 2 x
xe 2 x y c y xe e This is the required solution.
2 2 x
dy
Example 2.15: Solve the initial vale problem ( x 1) dx 4 xy x, y(2) 1.
2
Here, P( x ) (
4x x
) and Q( x)
x 1
2
x2 1
Hence, an integrating factor is given by
4x
x2 1dx
e
P ( x ) dx 2 ln( x 2 1) ln( x 2 1)2
e e e ( x 2 1) 2
Multiplying equation (i) by this integrating factor, we obtain
dy 4x x
( x 2 1) 2 ( x 2 1) 2 . 2 y ( x 2 1) 2 . 2
dx ( x 1) ( x 1)
dy d
or , ( x 2 1) 2 4 x( x 2 1) y x( x 2 1)
[( x 2 1) 2 y ] x 3 x
dx dx
x 4 x2
Integrating, we obtain the solution ( x 1) y
2 2
c
4 2
Applying the initial condition y=1 when x =2, we have 25 4 2 c c 19
4 2
x x
( x 2 1) 2 y 19 This is the required solution.
4 2
Exercises
## Solve the given differential equations.
dy [ Ans : y x 3 e 3 x ce 3 x ]
3. 3 y 3 x 2 e 3 x
dx
dv 3u 4 3u 2
6. (u 1) 4uv 3u
2 [ Ans : (u 1) v
2 2
c]
4 2
du
dy 2 x 1
7. x y x 1 [ Ans : 3( x 2 x ) y x 3 3 x c]
dx x 1
13. (cos 2 x y cos x )dx (1 sin x )dy 0 [ Ans : 2(1 sin x) y x sin x cos x c]
dy
y xy 3
dx
is a first-order Bernoulli differential equation.
Theorem
Suppose n0 or 1. Then the transformation v y 1n reduces the Bernoulli
equation
dy
P (x) y Q ( x ) y n .......... .....(i )
dx
to a linear equation in v.
Proof:
We first multiply equ. (i) by y-n, we have
dy
y n P(x) y1-n Q ( x ) .......... .......... ...(ii )
dx
Letting v y 1n , then
dv n dy n dy 1 dv
(1 n ) y y
dx dx dx 1 n dx
Then equ. (ii) the transforms into
1 dv
P(x) v Q ( x )
1 n dx
dv
or , (1 n ) P(x) v (1 n ) Q ( x )
dx
Therefore, we have
dv
P1 (x) v Q1 ( x )
dx
which is a linear equation in v. (Proved)
Solution of Bernoulli DE
Example 2.17: Solve the following differential equation
dy
y xy 3 .......... ...(i )
dx
Solution:
This is a Bernoulli differential equation, where n 3.
We first multiply equation (i) by y -3 we have
dy
y 3 y 2 x .......... .........(ii )
dx
1 n 2
If we let v y y , we obtain
dv dy
2 y 3
dx dx
Equ. (ii) becomes
1 dv dv
vx 2 v 2 x .....................(iii )
2 dx dx
This is a linear equation in v.
( x) e P ( x ) dx
e 2 dx e 2 x
Multiplying equation (iii) by this integrating factor, we obtain
dv
e 2 x 2 e 2 x v 2 x e 2 x
dx
d 2 x
(e v ) 2 x e 2 x ..............(iv)
dx
Integrating equ. (iv), we obtain
2 x 2 x
d ( e v ) 2 x e dx c where, c is a arbitrary constant
d
or , e 2 x v [ x e 2 x dx { x e 2 x dx}dx ] c
dx
1 1
or , e 2 x v e 2 x (2 x 1) c or , v 2 x ce 2 x
1 2 2
But v y 2 2
, therefore the solution of the given equation is
y
1 1
x c e 2x
This is the required solution.
y2 2
Exercises
## Solve the given differential equations.
1
dy y y2 [ Ans : 1 cx 1 ]
15. y
dx x x
1
dy [ Ans : 2 x 6 cx 3 ]
16. x y 2 x 6 y 4 y 3
dx
dy y x
25. 3 , y (1) 2. [ Ans : x 2 y 4 x 4 15]
dx 2 x y
3
dy 1 1
26. x y ( xy ) 2 , y (1) 4. [ Ans : x 1]
dx xy 2
Exercises :Miscellaneous Review
## Solve each of the DE (it may be exact, separable, homogeneous, linear or Bernoulli)
dy 4 x 3 y 2 3x 2 y [ Ans : x 4 2
y x 3
y c]
9. .
dx x3 2x4 y
dy
10. ( x 1) xy e x . [ Ans : y e x [ 1 c( x 1)]
dx
dy 2 x 7 y
11. . [ Ans : (2 x 3 y ) 2 c( y x )]
dx 3 y 8 x
dy 1
12. x 2 xy xy 3 . [ Ans : y 2 ]
dx 1 cx 2
dy [ Ans : y 1 c( x 3 1) 2 ]
13. ( x 3 1) 6 x 2 y 6 x 2 .
dx
dy 2 x 2 y 2 [ Ans : ( y 2 x )( y x) cx ]
14. .
dx 2 xy x 2