CHAPTER 2

FIRST ORDER DIFFERENTIAL EQUATIONS

2.1 Separable Variables

2.2 Exact Equations

2.2.1 Equations Reducible to Exact Form.

2.3 Linear Equations

2.4 Solutions by Substitutions

2.4.1 Homogenous Equations

2.4.2 Bernoulli’s Equation

2.5 Exercises

In this chapter we describe procedures for solving 4 types of differential

equations of first order, namely, the class of differential equations of first order

where variables x and y can be separated, the class of exact equations (equation

(2.3) is to be satisfied by the coefficients of dx and dy, the class of linear

differential equations having a standard form (2.7) and the class of those

differential equations of first order which can be reduced to separable differential

equations or standard linear form by appropriate.

2.1 Separable Variables

Definition 2.1: A first order differential equation of the form

is called separable or to have separable variables.

(i) If h(y) = 1, then

or dy = g(x) dx

Integrating both sides we get

or

where c is the constant of integral

We can write

where G(x) is an anti-derivative (indefinite integral) of g(x)

(ii) Let

where ,

that is f(x,y) can be written as the product of two functions, one function of

variable x and other of y. Equation

can be written as

By integrating both sides we get

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 where

or

where H(y) and G(x) are anti-derivatives of and , respectively.

Example 2.1: Solve the differential equation

Solution: Here , and

Hence

H(y) = G(x) + C

or lny = lnx + lnc

lny – lnx = lnc

y = cx

Example 2.2: Solve the initial-value problem

Solution: g(x) = x, h(y) = -1/y, p(y) = -y

H(y) = G(x) + c

or y2 = -x2 – 2c

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 or x2 + y2 = c12

where c12 = -2c

By given initial-value condition

16+9 = c12

or c1 =  5

or x2 + y2 = 25

Thus the initial value problem determines

x2 + y2 = 25

Example 2.3: Solve the following differential equation

Solution: dy = cos5xdx

Integrating both sides we get

2.2 Exact Differential Equations

We consider here a special kind of non-separable differential equation

called an exact differential equation. We recall that the total differential of a

function of two variables U(x,y) is given by

(2.1)

Definition 2.2.1 : The first order differential equation

M(x,y)dx + N(x,y)dy=0 (2.2)

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 is called an exact differential equation if left hand side of (2.2) is the total

differential of some function U(x,y).

Remark 2.2.1: (a) It is clear that a differential equation of the form (2.2) is exact if

there is a function of two variables U(x,y) such that

or

(b) Let M(x,y) and N(x,y) be continuous and have continuous first

derivatives in a rectangular region R defined by a<x<b, c<y<d. Then a

necessary and sufficient condition that M(x,y)dx + N(x,y)dy be an exact

differential is

(2.3)

For proof of Remark 2.2.1(a) see solution of Exercise 22 of this chapter.

Procedure of Solution 2.2:

Step 1: Check whether differential equation written in the form (2.2) satisfies

(2.3) or not.

Step 2: If for given equation (2.3) is satisfied then there exists a function f for

which
(2.4)

Integrating (2.4) with respect to x, while holding y constant, we get

(2.5)

where the arbitrary function g(y) is constant of integration.

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Step 3: Differentiate (2.5) with respect to y and assume =N(x,y), we get

or
(2.6)

Step 4: Integrate (2.6) with respect to y and substitute this value in (2.5) to

obtain f(x,y)=c, the solution of the given equation.

Remark 2.2.2: (a) Right hand side of (2.6) is independent of variable x, because

(b) We could just start the above mentioned procedure with the assumption that

By integrating N(x,y) with respect to y and differentiating the resultant

expression, we would find the analogues of (2.5) and (2.6) to be, respectively,

and

Example 2.4: Check whether x2y3dx + x3y2dy = 0 is exact or not?

Solution: In view of Remark 2.2.1(b) we must check whether ,

where M(x,y)= x2y3, N(x,y)=x3y2

This shows that

Hence the given equation is exact.

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Example 2.5: Determine whether the following differential equations are exact. If

they are exact solve them by the procedure given in this section.

(a) (2x-1)dx + (3y+7)dy=0

(b) (2x+y)dx - (x+6y)dy=0

(c) (3x2y+ey)dx + (x3+xey-2y)dy=0

Solution of (a) M(x,y) = 2x-1, N(x,y)=3y+7

. Thus

and so the given equation is exact.

Apply procedure of solution 2.2 for finding the solution.

Put Integrating and choosing h(y) as the constant of

integration we get

and by integrating with respect to y we obtain

The solution is

Solution of (b): It is not exact as

and

Solution of (c): M(x,y) = 3x2y + ey

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 N(x,y) = x3 + xey – 2y

Thus that is

the equation is exact.

Apply procedure of solution 2.2

Let

Integrating with respect to x, we obtain

where g(y) is a constant of integration

Differentiating with respect to y we obtain

This gives

or g’(y) = –2y

or g(y) = –y2

Substituting this value of g(y) we get

f(x,y) = x3y + xey – y2 = c. Thus

x3y + xey – y2 = c is the solution of the given differential equation.

2.2.1 Equations Reducible to Exact Form

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 There are non-exact differential equations of first-order which can be

made into exact differential equations by multiplication with an expression called

an integrating factor. Finding an integrating factor for a non-exact equation is

equivalent to solving it since we can find the solution by the method described in

Section 2.2. There is no general rule for finding integrating factors for non-exact

equations. We mention here two important cases for finding integrating factors. It

may be seen from examples given below that integrating factors are not unique

in general.

Computation of Integrating Factor

Let M(x.y)dx+N(x,y)dy=0

be a non-exact equation.

Then

(i)

is an integrating factor, where My, Nx are partial derivatives of M

and N with respect to y and x and is a function of x alone.

(ii)

is an integrating factor, where My and Nx are as in the case

(i) and is a function of y alone.

Example 2.6: (a) Let us consider non-exact differential equation.

(x2/y) dy+2xdx=0

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 and y are integrating factors of this equation.

(b) ex is an integrating factor of the equation

Example 2.7: Solve the differential equation of the first-order:

xydx+(2x2+3y2-20)dy=0

Solution: M(x,y)=xy, N(x,y)=2x2+3y2-20

My=x and Nx=4x. This shows that the differential equation is not exact.

leads us nowhere, as is a function of both x and y. However,

is a function of y only. Hence

is an integrating factor.

After multiplying the given differential equation by y3 we obtain

xy4dx+(2x2y3+3y5-20y3)dy=0

This is an exact differentiation equation. Applying the method of the

previous section we get

Example 2.8: Solve the following differential equation:

(2y2+3x)dx+2xydy=0

Solution: The given differential equation is not exact, that is

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 , where

M(x,y)=2y2+3x

N(x,y)=2xy

(My-Nx)/N = 1/x is a function of x only.

Hence is an integrating factor.

By multiplying the given equation by x we get (2y2x+3x2)dx+2x2ydy=0

This is an exact equation as

Applying the method for solving exact differential equation, we get

f=x2y2+x3+h(y), h’(y)=0, and h(y)=c if we put f x=2xy2+3x2. The solution of the

differential equation is x2y2+x3=c.

2.3 Linear Equations

Definition 2.3.1: A first order differential equation of the form

is called a linear equation.

if a1(x)  0, we can write this differential equation in the form

(2.7),

where ,

(2.7) is called the standard form of a linear differential equation of the first order

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Definition 2.3.2: is called the integrating factor of the standard form of a

linear differential equation (2.7).

Remark 2.3.1: (a) A linear differential equation of first order can be made exact

by multiplying with the integrating factor. Finding the integrating factor is

equivalent to solving the equation.

(b) Variation of parameters method is a procedure for finding a particular

solution of 2.7. For details of variation of parameters method see the

solution of Exercise 39 of this chapter.

Procedure of Solution 2.3:

Step 1: Put the equation in the standard form (2.7) if it is not given in this form.

Step 2: Identify P(x) and compute the integrating factor (x) =

Step 3: Multiply the standard form by (x).

Step 4: The solution is

Example 2.9: Find the general solution of the following differential equations:

(a) (b)

(c)

Solution: (a)

P(x)= – 8
Integrating function =

or -<x<

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(b)

Integrating factor = where

Solution is given by

where

Thus

or 0<x<

(c) Standard form is

Integrating factor =

or for 0<x<.

2.4 Solutions by Substitutions

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 A first-order differential equation can be changed into a separable

differential equation (Definition 2.1) or into a linear differential equation of

standard form (Equation (2.7)) by appropriate substitution. We discuss here two

classes of differential equations, one class comprises homogeneous equations

and the other class consists of Bernoulli’s equation.

2.4.1 Homogenous Equations

A function f(.,.) of two variables is called homogeneous function of degree

homogenous if both coefficients M(x,y) and N(x,y) are homogenous functions of

the same degree.

Method of Solution for Homogenous Equations: A homogeneous differential

equation can be solved by either substituting y=ux or x=vy, where u and v are

new dependent variables. This substitution will reduce the equation to a

separable first-order differential equation.

Example 2.10: Solve the following homogenous equations:

(a) (x-y)dx + xdy = 0

(b) (y2+yx)dx + x2dy = 0

Solution: (a) Let y=ux, then the given equation takes the form

(x-ux)dx + x(udx + xdu) = 0

or dx + xdu = 0

or

or lnx+u = c

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 or xlnx+y=cx

(b) Let y=ux, then the given equation takes the form

(u2x2 + ux2)dx + x2 (udx + xdu) = 0

or (u2 + 2u)dx + xdu = 0

or

Solving this separable differential equation, we get

or where c1=2c

or

or

2.4.2 Bernoulli’s Equation

An equation of the form

(2.8)

is called a Bernoulli’s differential equation. If n0 or 1, then the Bernoulli’s

equation (2.8) can be reduced to a linear equation of first-order by the

substitution.

The linear equation can be solved by the method described in the

previous section.

Example 2.11: Solve the following differential equations:

(a)

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(b)

Solution: (a) Let (n=3)

or

Substituting these values into the given differential equation, we get

or

This equation is of the standard form, (2.7) and so the method of Section

2.3 is applicable.

Integrating factor 

where Therefore  (x) =x-2

Solution is given by
v.x-2 =  -6x-2 dx +c
or

v.x-2 =6x-1 +c

or

v = 6x + cx2

Since

v = y-2 we get

y-2 =6x +cx2

or

(b) Let w = y-1, then the equation

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 takes the form

integrating factor (x) = = eP(x)dx , where P(x) = 1

or (x) = eP(x)dx =ex

Solution is given by

ex.w = -  e2xdx + c

3.1 Equations of the first-Order and not of First Degree

In this Chapter we discuss briefly basic properties of differential equations

of first-order and higher degree. In general such equations may not have

solutions. We confine ourselves to those cases in which solutions exist.

The most general form of a differential equation of the first order and of

higher degree say of nth degree can be written as

… … …

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or pn+a1pn-1+a2pn-2+ …….+an-1 p+an=0 (3.1)

where and a1, a2, . . , an are functions of x and y.

(3.1) can be written as

F(x, y, p) = 0 (3.2)

3.2 First-Order Equations of Higher Degree Solvable for p

Let (3.2) can be solved for p and can be written as

(p-q1(x,y)) (p-q2(x,y)) ………. (p-qn(x,y)) = 0

Equating each factor to zero we get equations of the first order and first

degree.

One can find solutions of these equations by the methods discussed in the

previous chapter. Let their solution be given as:

i(x,y,ci)=0, i=1,2,3 ………n (3.3)

Therefore the general solution of (3.1) can be expressed in the form

1(x,y,c) 2(x,y,c)………n(x,y,c) = 0 (3.4)

where c in any arbitrary constant.

It can be checked that the sets of solutions represented by (3.3) and (3.4)

are identical because the validity of (3.4) in equivalent to the validity of (3.3) for at

least one i with a suitable value of c, namely c=ci

Example 3.1 Solve (3.5)

Solution: This is first-order differential equation of degree 2. Let

Equation (3.5) can be written as

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 xy p2+(x2+y2) p+xy=0 (3.6)

(xp+y)(yp+x)=0

This implies that

xp+y=0, yp+x=0 (3.7)

By solving equations in (3.7) we get

xy=c1 and

x2+y2=c2 respectively

[ Integrating factor

This gives

y.x = o.x dx +c1 or xy=c1]

By integration we get

or x2+y2 = c2, c2 >0, ]

The general solution can be written in the form

(x2+y2-c2) (xy-c1)=0 (3.8)

It can be seen that none of the nontrivial solutions belonging to xy=c 1 or

x2+y2=c2 is valid on the whole real line.

3.3 Equations Solvable for y

Let the differential equation given by (3.2) be solvable for y. Then y can be

expressed as a function x and p, that is,

y= f (3.9)

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 Differentiating (3.9) with respect to x we get

(3.10)

(3.10) is a first order differential equation of first degree in x and p. It may

be solved by the methods of Chapter 2. Let solution be expressed in the form

(3.11)

The solution of equation (3.9) is obtained by eliminating p between (3.9)

and (3.11). If elimination of p is not possible then (3.9) and (3.11) together may

be considered parametric equations of the solutions of (3.9) with p as a

parameter.

Example 3.2: Solve y2-1-p2=o

Solution: It is clear that the equation is solvable for y, that is

(3.12)

By differentiating (3.12) with respect to x we get

or

or (3.13)

(3.13) gives p=o or

By solving p=0 in (3.12) we get

y=1

By

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 we get a separable equation in variables p and x.

By solving this we get

p=sinh (x+c) (3.14)

By eliminating p from (3.12) and (3.14) we obtain

y=cos h (x+c) (3.15)

(3.15) is a general solution.

Solution y=1 of the given equation is a singular solution as it cannot be

obtained by giving a particular value to c in (3.15).

3.4 Equations Solvable for x

Let equation (3.2) be solvable for x,

that is x=f(y,p) .. (3.16)

Then as argued in the previous section for y we get a function  such that

(y, p, c) = 0 (3.17)

By eliminating p from (3.16) and (3.17) we get a general solution of (3.2). If

elimination of p with the help of (3.16) and (3.17) is combursome then these

equations may be considered parametric equations of the solutions of (3.16) with

p as a parameter.

Example 3.3

Solve

Solution: Let

xp3-12p-8=0

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 It is solvable for x, that is,

… (3.18)

Differentiating (3.18) with respect to y, we get

… (3.19)

(3.18) and (3.19) constitute parametric equations of solution of the given

differential equation.

3.5 Equations of the First Degree in x and y – Lagrange’s and Clairaut’s

Equation.

Let Equation (3.2) be of the first degree in x and y, then

y = x1(p) + 2 (p) … (3.20)

Equation (3.20) is known as Lagrange’s equation.

If 1(p) = p then the equation

y = xp + 2 (p) .. (3.21)

is known as Clairaut’s equation

By differentiating (3.20) with respect to x, we get

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 or … (3.22)

From (3.22) we get

for 1(p)=p

This gives

or x+ (p) =0

gives p = c and

by putting this value in (3.21) we get

y=cx+2(c)

This is a general solution of Clairaut’s equation.

The elimination of p between

x+ (p) = 0 and (3.21) gives a singular solution.

If 1(p)  p for any p, then we observe from (3.22) that

everywhere. Division by

in (3.22) gives

which is a linear equation of first order in x and thus can be solved for x as a

function of p, which together with (3.20) will form a parametric representation of

the general solution of (3.20)

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Example 3.4 Solve

Solution: Let then,

(p-1)(y-xp)=p

This equation can be written as

Differentiating both sides with respect to x we get

Thus either or

gives p=c

Putting p=c in the equation we get

(y-cx)(c-1)=c

which is the required solution.

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