DIFFERENTIAL EQUATIONS OF THE FIRST ORDER

Definitions

A differential equation is an equation containing derivatives or differentials. Many examples have arisen in our
previous work: for instance,

(1) x  yy '  0
a2
(2) y ' '   2
y
dh
(3) r  2h  0
dr
d2y
(4) 2
 k 2 y
dx
 2u  2u
 0
(5) x 2 y 2

 2u  2u u
(6)  
x 2 y 2 t
u u u u
(7) x y z 
x y z t
Equations such as (1)-(4),involving only one independent variable and therefore containing only
ordinary derivatives, are called ordinary differential equations. Equations containing partial derivatives
(two or more independent variables) are partial differential equations—for example (5)-(7)
The order of differential equation is the order of the highest derivative that occurs in it.T hus (1),(3),(7)
are of first order (2) ,(4), (5), (6) are of second order. The degree of an ordinary differential equation is
its algebraic degree in the highest ordered derivative present in the equation

SOLUTIONS OF A DIFFERENTIAL EQUATION

A solution of a differential equation is any relation, free from derivatives, which involves one or more
of the variables, and which is consistent with the differential equation. For instance, the equation
d 2x
(1)  k2x  0
dt 2
Has the solution
(2) x  A cos kt  B sin kt
With A and B as arbitrary constants. That (2) is consistent with (1) is easily shown by twice
differentiating (2) with respect to t.
In a like manner, the equation
(3) y(3x 2  y 2 )dx  (2 xy2  1)dy  0
has the solution
(4) x 3  xy2  ln y  c,
 With c arbitrary. To verify that equation (4) is a solution of (3), eliminate the arbitrary constant by
differentiation, obtaining
1
(3x 2  y 2 )dx  (2 xy  )dy  0
y
And then multiply throughout by y to get equation (3)

By analogy with the integral calculus, a solution of a differential equation is often called an integral of
the equation and the arbitrary constants are called constants of integration

General Solution – solution involving n distinct arbitrary constants.

Particular Solution – is any solution, not general that contains no arbitrary constants obtained from
initial conditions or boundary equations such as these
x  cos kt
x  3 cos kt  2 sin kt

Solutions of First Order First Degree Differential Equations

Separation of Variables
The general equation of the first order and first degree is
(1) Mdx  Ndy  0
Where M and N may be functions of x and y. Some equations of the type (1) are so simple that they
can be put in the form
(2) A( x)dx  B( y )dy  0;
i.e., the variables can be separated.Then the solution can be written down at once.For it is only a
matter of finding a function F whose total differential is the left member of (2).Then F = c, where c
is an arbitrary constant, is the desired result
Example (a)Solve the differential equation
(3) 2( y  3)dx  xydy  0.
Separation of variables leads to
dx y
2  dy  0 or
x y 3
Hence we could write the solution as
dx  3 
 1  dy  0
x  y  3 
(4) 2

Hence we could write the solution as

(5) 2 ln x  y  3 ln( y  3)  c
We may write the equation in the form
(6) 2 ln x  y  3 ln( y  3)  ln c1  0
From (6) we get y  2 ln x  3 ln( y  3)  ln c1
From which it follows that
e y  c1 x 2 ( y  3) 3
 Which is more compact than (5)
Of course (5) can be transformed into (7) easily. From(5)
y  c  2 ln x  3 ln( y  3), or
e yc  x 2 ( y  3)3
1
Now we put ec 
c1
And arrive at (7)

Example (b) Solve the equation

( x 2  1)dx  xydy  0
At once, we perform the separation of variables; obtaining
x2  1
dx  ydy  0
x
 1
2 x  dx  ydy  0
 x
Thus the required solution is
,
x 2  y 2  2 ln( cx)
EXERCISES:
1. (1  x) y '  y Ans. y ln c(1  x)  1
2

2. sin x sin ydx  cos x cos ydy  0 Ans. sin y  c cos x

3. xy3dx  e x dy  0 Ans. e x  y 2  c
2 2

4. 2 ydx  3 xdy Ans. x 2  cy 3

5. mydx  nxdy Ans. x m  cy n
6. y '  xy2 Ans. y( x 2  c)  2  0

II. Obtain the particular solution satisfying the boundary conditions

1. xyy' y 2  1 ;when x  2, y  1 Ans. x 2  2 y 2  2

dr t
 2rt , when t  0, r  ro Ans. r  ro e
2
2.
dt
 Homogeneous Equations/ Equations with Homogeneous Coefficients

Suppose that the coefficients M and N in an equation of order one,

(1) M ( x, y )dx  N ( x, y )dy  0
are both homogeneous functions and are of the same degree in x and y. By Theorems 2.1 and 2.2,
the ratio M/N is a function of y/x alone .Hence the equation (1) may be put in the for
dy x
(2)  g   0
dx  y
This suggests the introduction of a new variable v by putting y  vx .Then (2) becomes

dv
(3) x  v  g (v )  0
dx
In which the variables are separable. We can obtain the solution of (3) by the method of separation of
variables, insert y/x for v , and thus arrive at the solution of (1).We have shown that the substitution y =vx will
transform equation (1) into an equation in v and x in which the variables are separable

Example a.

Solve the equation

(4) ( x 2  xy  y 2 )dx  xydy  0

Since the coefficients in (4) are both homogeneous and of degree two in x and y , let us put y=vx.Then(4)
becomes

( x2  x2v  x2v2 )dx  x2v(vdx  xdv)  0

From which the factor x 2 should be removed at once.That done, we have to solve

(1  v  v 2 )dx  v(vdx  xdv)  0 or

(1  v)dx  xvdv  0

Hence we separate variables to get

dx vdv
 0
x v 1
Then from

dx  1 
 1  dv  0
x  v  1

A family of solutions is seen to be

ln x  v  ln v 1  ln c
Or

x(v  1)ev  c

In terms of the original variables ,these solutions are given by

y
x(  1) exp( xy )  c or
x
y
( y  x) exp( )  c
x
Example b.

Solve the equation xydx  ( x 2  y 2 )dy  0

Again the coefficients in the equation are homogeneous and d2egree tw4o.We could use y = vx, but the
relative simplicity of the dx term suggests that we put x =vy.Then dx =vdy + ydv , then the equation
replaced by

vy2 (vdy  ydv)  (v 2 y 2  y 2 )dy  0

or
v(vdy  ydv)  (v 2  1)dy  02
vydv  (2v 2  1)dy  0
ln( 2v 2  1)  4 ln y  ln cy
or
y 4 (2v 2  1)  c
2 x2
y4 (  1)  c
y2
y 2 (2 x 2  y 2 )  c

Exercises:

1.
Exact Equations
When an equation can be put in the form

A( x)dx  B( y )dy  0 a set of solutions can be determined by integration, that is,by finding a function whose
differential is A( x)dx  B( y )dy

That idea can be extended to some equations of the form

(1) M ( x, y )dx  N ( x, y )dy  0 in which separation of variables may not be possible. Suppose txhat a function

F ( x, y ) can be found has for its differential the expression M ( x, y )dx  N ( x, y )dy  0 that is

dF  Mdx  Ndy

Then certainly

F ( x, y )  c

dF  Mdx  Ndy

F F
dF  dx  dy
x y

F F
M ,N 
x y

M  2 F N  2 F
 and 
y yx x xy

2F 2F

yx xy

M N
(4) 
y x

Let us show that when (4) is satisfied ,(1) is an exact equation.Let

Let  ( x, y ) be a function for which


M
x

 2 M

yx y

 2 N
(5) 
xy x
 Integrate (5) with respect to x


 N  B' ( y )
y

Now a function can be exhibited , namely

F   ( x, y )  B( y ),

 
dF  dx  dy  B' ( y )dy
x y

 Mdx  N  B' ( y)dy  B' ( y)dy

 Mdx  Ndy

Example 1

3x( xy  2)dx  ( x 3  2 y )dy  0

M N
 3x 2 , and  3x 2
y x
F
(3)  M  3x 2 y  6 x
x
F
 N  x3  2 y
y

Integrate 3 we will have

F  x 3 y  3x 2  T ( y )
x3  T ' ( y)  x3  2 y
T ( y)  y 2
F  x 3 y  3x 2  y 2

Finally we get the solution

c  x 3 y  3x 2  y 2