MATH168 - DIFFERENTIAL EQUATIONS I

1
solutions to first order odes - introduction 1
This is the third of series of lecture
notes primarily taken from the text
Lecturer: Dr. Peter Amoako-Yirenkyi book (Elementary differential Equation
and boundary value problems by Boyce
Recommended Textbook:Elementary differential Equation2 and Diprima. After going through this
lecture notes, you would be able to:
The laws of the universe are written largely in the language of math-
• put first order ordinary differential
ematics. Algebra is sufficient to solve many static problems, but the equation in general, standard and
most interesting naturally phenomena involve change and are best de- differential forms
scribed by equations that relate changing quantities. Many important • Differentiate first order ODEs from
and significant problems in engineering, the physical sciences, and the all other differential equations
social sciences such as economics and business when formulated in • State and prove the uniqueness and
mathematical terms require the determination of a function satisfying existence theorem for first order
an equation containing the derivatives of unknown function. Such differential equations
equations are called differential equation. • Describe the methods for solving
most first order differential equa-
tions.
First Order Differential Equations 2
W.W. Boyce & R.C. DiPrima. Elemen-
tary Differential Equations and Boundary
First order differential equations are often used to model the be- Value Problems. John Wiley & Sons,
Inc., tenth edition, March 2012. ISBN
haviour of engineering systems. For example, in a radioactive decay, 978-0-470-45832-7
mass is converted to energy by radiation. It has been observed that
the rate of change of the mass is proportional to mass itself. That is
dN (t) dN (t)
if N (t) is the same at time t then: αN (t) ⇒ = kN (t)
dt dt
for some k that depends on the element. Such an equation is called a
Model in mathematics.

Definition 1 A first order differential equation3 is an equation contain- 3

Examples of first-order differential
ing only the first differential. In its general form the 1st order differential equations
 dy  dy
− 5x = 0
equation is given by: F x, y, or F ( x, y, y0 ) = 0 1.
dx
dx
dy
2. − 4xy = x3 e x
The above equation has x called the independent variable, the un- dx
known function y which depends on x and the first derivative of y dy
3. x −y = 0
dx
(i.e.y0 ) with respect to x. dy
4. 3 = 4xy
dx

Forms of first order Differential Equation

Normally the methods used in solving differential equations decides

on the form the differential equation should take. In this course we
will discuss basically three4 forms of writing a differential equation. 4

These are the general, standard and the differential forms. Example 1 Write the differential equation
e x y0 + e2x y = sin x in general, standard
and differential form.
Standard form
Solution:
For a first order-differential equation in the unknown function y is, Shifting everything to the left of
the standard form is written as: equation we have: e x y0 + e2x y − sin x =
0 as general form and solving for y0 ,
we obtain: y0 = −e x y + e− x sin x as
y0 = f ( x, y) (1) standard form, with f ( x, y) = −e x y +
e− x sin x. And finally by reorganizing it
again we get
 math168 - solutions to first order odes - introduction 2

where the derivative y0 appears only on the left side of (1). Many,
but not all(see 5 , first-order differential equations can be written in 5

standard form by algebraically solving for y0 and then setting f ( x, y) Example 2 Write the differential equation
equal to the right side of the resulting equation. (y0 + y)5 = sin(y0 /x ) in standard form.

Example 3 Write the differential equation xy0 − y2 = 0, which is in the Solution:

This equation cannot be solved
general form, in standard form. algebraically for y0 , and therefore
cannot be written in standard form.
Solution:
Solving for y0 , we obtain: y0 = y2 /x as standard form with
f ( x, y) = y2 /x 6 6

Exercise 1 1. Write the differential

Differential form dy y
equation = in differential form.
dx x
Given equation (1), the right side can always be written as a quotient 2. Write the differential equation ( xy +
3)dx + (2x − y2 + 1)dy = 0 in
of two other functions, say M ( x, y) and − N ( x, y). Therefore equation standard. form
dy M( x, y)
(1) may become: y0 = M ( x, y)/ − N ( x, y), or = . Hence 3. Write the differential equation xy0 +
dx − N ( x, y) y2 = 0 in differential form.
a differential equation may take the following (2) form known as the
4. Write the differential equation (y0 )2 −
differential form: 5y0 + 6 = ( x + y)(y0 − 2) in standard
form.
M ( x, y)dx + N ( x, y)dy = 0 (2) 0
5. Write the differential equation e(y +y) =
where we call the functions M ( x, y) and N ( x, y) the coefficients of dx x in differential form
and dy respectively. 6. Write the differential equation (y0 )3 +
y2 + y = sin x in differential form.
NOTE: We will put most (if not all) first order ordinary differential
equation in the form of equation (2) before solving. see 7 7

Example 5 Write the differential equation y(yy0 − 1) = x in the differen- Example 4 1. Set M ( x, y) =
x+y − y2
tial form , N ( x, y) = .
2 2
Solution dy M ( x, y)
Then = =
x+y dx − N ( x, y)
Solving for y0 , we have: y2 y0 − y = x ⇒ y0 = , which is the ( x + y)/2 x+y
y2 = the
standard form with −(−y2 /2) y2
equivalent differential form is
( x + y) x +y  − y2 
f ( x, y) = (3) dx + dy = 0
y2 2 2
−x − y y2
There are infinitely many different differential forms associated with 2. Set M ( x, y) =
x 2
,N ( x, y) = 2 .
x
equation (3). The following set of examples explains such a case. Then
dy
=
M ( x, y)
=
dx − N ( x, y)
1. Take M( x, y) = x + y, N ( x, y) = −y2 . (− x − y)/x2 x+y
dy M( x, y) x+y x+y = the
−y2 /x2 y2
Then = = = the equivalent differen- equivalent differential form is
dx − N ( x, y) −(−y2 ) y2 −x − y
tial form is: ( x + y)dx + (−y2 )dy = 0 
x2
  y2 
dx + dy = 0
x2 x2
y2
2. Take M( x, y) = −1, N ( x, y) = .
x+y
dy M ( x, y) −1 x+y
Then = = 2
= the equivalent
dx − N ( x, y) −y /( x + y) y2
 y2 
differential form is: (−1)dx + dy = 0
x+y
 math168 - solutions to first order odes - introduction 3

Existence and Uniqueness of Solutions

8 Consider a first order differential equations with the respective 8
Assuming that we are interested in
initial conditions: solving the equation (4), and we will
like to make prediction using the initial
dy condition provided. It will be quite
= f ( x, y), y( a) = b (4) “silly” if we do not know if the solution
dx we are looking for exist. We will spend
In order to solve the above problems, we need to answer the follow- a long time trying to look for solution
that perhaps does not exist. Secondly
ing questions: if we have no idea if the solution to
the initial valued problem (4) was
1. Under what conditions can we be sure that a solution to equation unique, it will again be “silly” to try
(4) exists? to predict anything and any prediction
will be meaningless since we do not
know which one of the possibly-many
2. Under what conditions can we be sure that there is a unique solu- solutions we have chosen to make
tion to equation (4) above the so called prediction.This issues
are resolved by the existence and
These questions can be answered using the following two theo- uniqueness theorems.
rems.

Theorem 1 (Existence) Suppose that F ( x, y) is a continuous function

defined in some region

R = {( x, y) : x0 − δ < x < x0 + δ, y0 − e < y < y0 + e} (5)

and containing the point ( x0 , y0 ). Then there exists a number δ1 (possibly

smaller than δ) so that a solution y = f ( x ) to (4) is defined for
x0 − δ1 < x < x0 + δ1 .

Theorem 2 (Uniqueness9 ) Suppose that both F ( x, y) and ∂ f /∂y are

continuous functions defined on a region R as in Theorem 1. Then there
exists a number δ2 (possibly smaller than δ1 ) so that the solution y = f ( x ) Figure 1: Demonstration of unique
to problem (4) whose existence was guaranteed by Theorem 1 is the unique solutions
solution to problem (4) for x0 − δ2 < x < x0 + δ2 .
9
In other sense, the theorem states
that if f ( x, y) is sufficiently well be-
haved near the point ( x0 , y0 ) then the
Methods for solving First Order Ordinary Differential Equation differential equation
dy
In the subsequent lectures, we will examine methods of solving a first = f ( x, y) (6)
dx
order differential equation. The kind of differential equations that has a solution that passes through the
would be considered are as follows; point ( x0 , y0 ) and that the solution is
unique near ( x0 , y0 ).
(I) Separable differential equations

(II) Differential equations reducible to separable forms

• Differential equations with homogeneous coefficients

• Non-homogeneous differential equations with linear second
order linear coefficients
 math168 - solutions to first order odes - introduction 4

(III) Exact Differential Equations

(IV) Differential equations solvable with Integrating factors:

(a) Non-exact differential equation

(b) Linear ordinary differential equation of first order and
those reducible to that form:
(i) Bernoulli’s Equation
(ii) Riccati’s Equation

References

W.W. Boyce & R.C. DiPrima. Elementary Differential Equations and

Boundary Value Problems. John Wiley & Sons, Inc., tenth edition,
March 2012. ISBN 978-0-470-45832-7.