Oridinary Differential Equation of First Order
Oridinary Differential Equation of First Order
Contents
11.1 Basic Concepts and Ideas 3
11.7 Exercise 26
In mathematics, there are different types of equations. A differential equation is one of these unknown
functions and its derivatives that connect the unknown functions with its derivatives. The equation is
called an ordinary equation if the unknown function is a function of one variable. If the unknown function
is a function of several variables, the equation connecting this function and its derivatives is called a
partial differential equation. There are many physical, chemical, biological, geometrical and real life
problems that lead to solve differential equations.
Definition 11.1.1 A differential equation is one which connects the independent variable x, unknown
function y = f (x), and its derivatives y0 , y00 , y000 , · · · , y(n) . Symbolically, F(x, y, y0 , y00 , y000 , · · · , y(n) ) = 0.
The order of a differential equation is the order of the highest derivative which appears in the equation
and the solution or integral of a differential equation is any function y = ϕ(x) which, when put in to the
equation, converts it in to identity.
Example 11.1 y0 − 2xy2 + 9 = 0 is an example of first-order differential equation and y00 + 4y0 − 3y =
csc x is an example of second-order differential equation.
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2 Ordinary Differential Equation of First Order
implicitly is called an implicit solution. In case the solution is expressed in the form of y = f (x), it is
called explicit solution.
Definition 11.1.2 A differential equation of the first-order is of the form F(x, y, y0 ) = 0. If the sought-
for function y = f (x) is a function of one independent variable, then the differential equation is called
Ordinary.
Concept of Solution
A function y = ϕ(x) is called a solution of ordinary differential equation F(x, y, y0 ) = 0 on some open
interval a < x < b if ϕ(x) is defined and differential throughout the interval and is such that the equation
becomes an identity if y and y0 are replaced with ϕ(x) and ϕ 0 (x), respectively. The curve (the graph) of
ϕ(x) is called a solution. The geometrical meaning of y0 = ϕ 0 (x) is that ϕ 0 is the slope of the tangent line
to the curve y = ϕ(x) at the point (x, y). The physical meaning is that ϕ 0 is the rate of change of y at time
x.
Example 11.2 Prove that a curve having the slope of the tangent to any point proportional to the
abscissa of the point of the tangency is a parabola.
Proof: Let the equation of the curve be y = f (x). Then the differential equation of the problem is
x2
⇒y = k + c, where c is some constant number
2
k
⇒y = k0 x2 + c, where k0 =
2
The equation y = k0 x2 + c is an equation of a parabola.
General Solution
Definition 11.1.3 The general solution of a first-order differential equation is a function y = f (x, c),
which depends on a single arbitrary constant c and satisfies the differential equation for any specific
value of the constant c.
A first-order differential equation with no initial condition has many solutions and we call the collections
of these solutions a general solution which is dependent on a single parameter. If initial conditions are
specified, then the differential equation will have a unique solution; that is, a solution involving one or
more arbitrary constants of a differential equation is called a general solution and a solution obtained
by choosing a specific constant c from initial value problem is a particular solution. Geometrically, this
condition means the solution curve should pass through the point (x0 , y0 ) in the xy-plane. An ordinary
differential equation together with an initial condition is called an initial value problem.
Definition 11.1.5 For differential application solutions to differential equation may be required to
satisfied certain defined conditions such conditions are called initial conditions if they are given at
only one point of the independent variable, while conditions given at more than one point of the
independent variables are called boundary condition.
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11.2 Separable Equation 3
Definition 11.1.6 A differential equation together with a set of initial conditions is called initial value
problem and with boundary conditions is called boundary value problem.
dy
Example 11.3 Consider the equation dx + y = 0. Here y = ce−x can be an explicit general solution of
the given equation for any choice of constants c. But for certain initial value conditions like y(0) = 2 the
solution is y = 2e−x , without constant which is a particular solution indeed.
y0 = 3y, y(0) = 6
y0 = 3y
dy
⇒ = 3y
dx
1
⇒ dy = 3 dx
y
1
Z Z
⇒ dy = 3 dx
y
⇒ ln |y| = 3x + c
⇒ |y| = e3x+c
⇒ |y| = e3x ec
⇒y = ±ec e3x
⇒y = c0 e3x where c0 = ±ec
Therefore, the general solution is y(x) = c0 e3x . From this solution and initial condition we obtain
y(0) = c0 e0 = c0 = 6. Hence the initial value problem has the solution y(x) = 6e3x . This is the particular
solution.
Example 11.5 By Newton’s law, the rate of cooling of some body in air is proportional to the difference
between the temperature of the body and the temperature of the air. If the temperature of the air is 20oC
and the body cools for 20 minutes from 100oC to 60oC, how long will it take for its temperature to drop
to 30oC?
Solution: Let T be the temperature of the body at time t. Then the differential equation of the problem is
dT
= k(T − 20)
dt
Integrating, we find ln(T − 20) = kt + c. Using the initial condition Tt=0 = 100oC, we get c = ln 80. Using
ln 21
the given Tt=20 = 60oC, we get k = 20 . To get t when T = 30oC, we use the formula
ln 12
ln(30 − 20) = t + ln 80
20
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4 Ordinary Differential Equation of First Order
For M(x)dx + N(y)dy = 0, integrating with respect to x and with respect to y respectively, we obtain
Z Z
M(x) dx + N(y) dy = c
which is the general solution. Similarly, for an equation with variables separable M1 (x)N1 (y)dx +
M2 (x)N2 (y)dy = 0 dividing by N1 (y)M2 (x), we obtain
M1 (x) N2 (y)
dx + dy = 0
M2 (x) N1 (y)
M1 (x) N2 (y)
Z Z
dx + dy = c
M2 (x) N1 (y)
x dx + y dy = 0
x dx = −y dy, which is separated variables
Z Z
x dx = − y dy
1 2 1
x = − y2 + c
2 2
1 2
(x + y2 ) = c
2
x2 + y2 = c0 , is the general solution where c0 = 2c.
y dx + x dy = 0
y dx = −x dy
1 1
dx = − dy, which is separated variables
x y
1 1
Z Z
dx = − dy
x y
ln |x| = − ln |y| + c
ln |x| + ln |y| = c
ln |xy| = c
|xy| = ec
xy = ±ec
xy = c0 , where c0 = ±ec , is the general solution.
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11.3 Homogeneous Differential Equation 5
dx dy
Solution: The given differential equation can be written as 1−x + 1−y = 0. Integrating yields
dx dy
Z Z
+ =c
1−x 1−y
⇒ − ln |1 − x| − ln |1 − y| = c
⇒ ln |1 − x| + ln |1 − y| = −c
⇒ ln |(1 − x)(1 − y)| = −c
⇒ |(1 − x)(1 − y)| = e−c
⇒ |(1 − x)(1 − y)| = k, where k = e−c
⇒ (1 − x)(1 − y) = c0 , where c0 = ±k, is the general solution.
dy dy
Example 11.9 Solve = a(y2 +
y − x dx dx ).
Solution: The above equation can be written as
dy dx
=
y(1 − ay) x + a
Resolving the left-hand side in to partial fraction, we get
a 1 dx
( + ) dy =
1 − ay y x+a
Integrating yields
a 1 dx
Z Z
( + ) dy =
1 − ay y x+a
⇒ − ln |1 − ay| + ln |y| = ln |x + a| + c
y
⇒ ln | | = ln |x + a| + c
1 − ay
y
⇒| | = |x + a|ec
1 − ay
⇒ |y| = |1 − ay||x + a|k, where k = ec
⇒ y = c0 (1 − ay)(x + a), where c0 = ±k, is the required solution
dy x(2 ln x+1)
Example 11.10 Solve = dx sin y+y cos y .
Solution: The given equation may be written as (sin y + y cos y)dy = x(2 ln x + 1)dx. Integrating we have
Z Z Z Z
sin y dy + y cos y dy = 2 x ln x dx + x dx
1 1 x2
⇒ − cos y + y sin y + cos y = 2( x2 ln x − x2 ) + + c
2 4 2
1 2 1 2
Z
since x ln x dx = x ln x − x
2 4
2
⇒ y sin y = x ln x + c, which is the required solution.
Equations with variables separable are the simplest type of differential equations and can be solved by
the method like the above. Other types of differential equations are reduced to equations with variables
separable through different methods.
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6 Ordinary Differential Equation of First Order
Definition 11.3.1 A homogeneous function is a function with multiplicative scaling behavior; if the
argument is multiplied by a factor, then the the result is multiplied by some power of this factor. More
precisely, if f : V → W is a function between two vector spaces over a field F, and n is an integer, then
f is said to be homogeneous of degree n for all non zero α ∈ F and v ∈ V if
f (αv) = α n f (v)
Example 11.11 f (x, y) = x3 + y3 is a particular example of homogeneous function because f (αx, αy) =
α 3 f (x, y) but g(x, y) = x3 + 2xy is not homogeneous function.
Definition 11.3.2 The differential equation Mdx + Ndy = 0 is said to be homogeneous if it can be put
in the form
dy M(x, y)
=−
dx N(x, y)
M
where M(x, y) and N(x, y) are homogeneous functions of the same degree and the ratio N can be
represented as a function of the ratio xy . We denote this ratio by t; that is, t = xy .
To solve homogeneous differential equations, we use t = xy and change the differential equation to
separable. Since every homogeneous equation can be reduced to a separable equation by transforming
y = tx.
p
Example 11.12 Find the general solution for (y +
p x2 + y2 ) dx − x dy = 0.p
Solution: Let M(x, y) = y + x + y and N(x, y) = −x. Both M(x, y) = y + x2 + y2 and N(x, y) = −x
2 2
dy dt
are homogeneous function of degree 1. So, let y = tx, then dx = t + x dx ⇒ dy = t dx + x dt
p
(y + x2 + y2 ) dx − x dy = 0
q
⇒ (tx + x2 + (tx)2 ) dx − x(t dx + x dt) = 0
p
⇒ x((t + 1 + t 2 ) dx − (t dx + x dt)) = 0
p
⇒ (t + 1 + t 2 ) dx − (t dx + x dt) = 0
p
⇒ 1 + t 2 dx − x dt = 0
dx dt
⇒ −√ =0
x 1 + t2
dx dt
Z Z
⇒ − √ =c
x 1 + t2
p
⇒ ln |x| − ln |t + 1 + t 2 | = c by using trigonometric substitution
x
⇒ ln | √ |=c
t + 1 + t2
x
⇒ √ = ±ec
t + 1 + t2
x
⇒ √ = c0 where c0 = ±ec
t + 1 + t2
r
y y
⇒ x = c0 ( + 1 + ( )2 ) is the general solution
x x
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11.3 Homogeneous Differential Equation 7
⇒ |x(t 2 + 1)| = ec
⇒ x(t 2 + 1) = ±ec
y
⇒ y2 + x2 = xc0 , where t = and c0 = ±ec
x
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8 Ordinary Differential Equation of First Order
dy x2 y
= 2
dx x + y3
dy x2 y
=
dx x2 + y3
dt x2 y
t +x =
dx x3 + t 3 y3
t
=
1 + t3
dt t
⇒x = −t
dx 1 + t3
−t 4
=
1 + t3
1 + t3 dx
⇒( ) dt = − which is separable
t4 x
After integrating we have
−1
+ ln |t| = − ln |x| + c
3t 3
1
⇒ 3 = ln |tx| − c
3t
1 1
⇒ |tx| = e 3t 3 − ec = ec e 3t 3
1
⇒ tx = ±ec e 3t 3
x3 y
⇒y = c0 e 3y3 since t = and c0 = ±ec
x
dy x2 y − 2xy2 xy − 2y2
= 3 2
= 2
dx x − 3x y x − 3xy
dy x2 y − 2xy2 xy − 2y2
= 3 2
= 2
dx x − 3x y x − 3xy
dt x(tx) − 2(tx)2
t +x =
dx x2 − 3x(tx)
t − 2t 2
=
1 − 3t
dt t − 2t 2
⇒x = −t
dx 1 − 3t
t − 2t 2 − t + 3t 2
=
1 − 3t
t2
=
1 − 3t
1 − 3t dx
⇒ dt = which is separable
t2 x
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11.3 Homogeneous Differential Equation 9
dy
Let the differential equation be the form of dx = f (ax + by + c). Then we can reduce to a separable
differential equation of the form
dy dy
• Case 1: a = 0, b 6= 0, then dx = f (by + c) ⇒ f (by+c) = dx which is separable.
dy
• Case 2: a 6= 0, b = 0, then dx = f (ax + c) ⇒ dy = f (by + c) dx which is separable.
dy
• Case 3: a =6 0, b 6= 0 substitute u = ax + by + c, then du
dx = a + b dx
du dy
= a+b
dx dx
du
dy dx − a
⇒ = = f (u)
dx b
du
⇒ −a = b f (u)
dx
du
⇒ = b f (u) + a
dx
du
⇒ = dx which is separable
b f (u) + a
dy 1
Example 11.17 Solve dx = x+y+1 .
Solution: Let u = x + y + 1,
du dy
= 1+
dx dx
dy du 1
⇒ = −1 =
dx dx u
du 1 1+u
⇒ = +1 =
dx u u
u
⇒ du = dx
u+1
1
⇒ (1 − ) du = dx
u+1
⇒ u − ln |u + 1| = x + c
⇒ x + y + 1 − ln |x + y + 1 + 1| = x + c
⇒ y + 1 − ln |x + y + 2| = c
x + y + 2 = c0 e−y where c0 = ±ec+1 is the required solution.
dy
Differential equation of the form dx = f ( aax+by+c
0 x+b0 y+c0 ) can be reduced to a homogeneous equation by means
of substitution.
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10 Ordinary Differential Equation of First Order
dy ax + by + c
=
dx λ (ax + by) + c0
set z = ax + by then
dy 1 dz
= ( − a)
dx b dx
1 dz z+c
( − a) =
b dx λ z + c0
dz (b + aλ )z + bc + ac0
=
dx λz+c
which is homogeneous.
dy x+y+4
Example 11.18 Solve dx = x−y−6 .
Solution: Here a = 1, b = 1, a0 = 1, b0 = −1 ⇒ aa0 6= bb0 ; that is, the lines are intersecting at (h, k) say, but
dy dv
(h, k) = (1, −5). Put x = u + h = u + 1 and y = v + k = v − 5. So that dx = du i.e
dv u+1+v−5+4 u+v
= =
du u + 1 − (u − 5) − 6 u − v
Now put v = mu
dv dm dm dv u + mu
⇒ = m+u and u = −m = −m
du du du du u − mu
1+m 1 + m − m + m2
⇒ −m =
1−m 1−m
dm 1 + m2
⇒u =
du 1−m
1−m du
⇒ dm =
1 + m2 u
1 m du
Z Z Z
⇒ dm − dm =
1 + m2 1 + m2 u
−1 1 2
⇒ tan m − ln(1 + m ) = ln |u| + c
2 p
−1
⇒ tan m = ln |( 1 + m2 )u| + c
r
−1 v v
⇒ tan ( ) = ln ( 1 + ( )2 )u + c
u u
r
y+5 y+5 2
⇒ tan−1 ( ) = ln ( 1 + ( ) )(x − 1) + c
x−1 x−1
r
y+5 y+5 2
⇒( ) = tan[ln ( 1 + ( ) )(x − 1) + c]
x−1 x−1
is a solution.
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11.4 Exact Differential Equation 11
dy x+y+4
Example 11.19 Solve dx = x+y−6 .
Solution: Put x + y = z, then
dz z+4
−1 =
dx z−6
dz 2(z − 1)
⇒ =
dx z−6
z−6
⇒ dz = 2dx
z−1
5
⇒ (1 − )dz = 2dx
z−1
⇒ z − 5 ln |z − 1| = 2x + c
⇒ x + y − 5 ln |x + y − 1| = 2x + c
⇒ y − x − 5 ln |x + y − 1| = c
is a solution.
∂f ∂f
= M(x, y) and = N(x, y)
∂x ∂y
Theorem 11.4.1 A differential equation M(x, y) dx + N(x, y) dy = 0 is exact if and only if ∂∂M ∂N
y = ∂x
∂f ∂f
and its solution is given by f (x, y) = c, where ∂x = M(x, y) and ∂y = N(x, y) and c is arbitrary constant.
2 2
Example 11.20 Show that 2x
y3
dx + y −3x
y4
dy = 0 is an exact differential equation.
2x y2 −3x2
Solution: Let M(x, y) = y3
and N(x, y) = y4
∂M −6x ∂N −6x
= 4 and = 4
∂y y ∂x y
∂M ∂N
⇒ =
∂y ∂x
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12 Ordinary Differential Equation of First Order
2 2
Example 11.21 Solve the differential equation 2x
y3
dx + y −3x
y4
dy = 0.
y2 −3x2
Solution: Here M(x, y) = 2x y3
and N(x, y) = y4
is an exact differential equation in the previous example.
Let f (x, y) = c be its solution, then
Z
f (x, y) = M(x, y) dx + g(y)
2x
Z
= dx + g(y)
y3
Thus,
x2
f (x, y) = + g(y) (11.2)
y3
Differentiating equation (11.2) with respect to y
∂ f (x, y) ∂ x2
= ( ) + g0 (y)
∂y ∂ y y3
x2
= −3 4 + g0 (y)
y
y2 − 3x2 x2 ∂ f (x, y) y2 − 3x2
⇒ = −3 4 + g0 (y) since =N=
y4 y ∂y y4
1
⇒ g0 (y) =
y2
1
⇒ g(y) = − + c1
y
x2
Since our solution is in the form f (x, y) = c and f (x, y) = y3
− 1y + c1
x2 1
− + c1 = c
y3 y
x2
Therefore, y3
− 1y = c0 , where c0 = c − c1 is the general solution.
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11.4 Exact Differential Equation 13
Since our solution is in the form f (x, y) = c and f (x, y) = y sin x + x sin y + xy + c1
y sin x + x sin y + xy + c1 = c
Therefore, y sin x + x sin y + xy = c0 , where c0 = c − c1 is the desired solution.
2 2 2 2
Example 11.24 Solve xex +y dx + y(ex +y + 1) dy = 0 with y(0) = 0.
2 2 2 2
Solution: Here we have M(x, y) = xex +y and N(x, y) = y(ex +y + 1). Then the given equation is exact
2 2
since ∂∂My = 2xyex +y = ∂∂Nx .
Let f (x, y) = c be its solution, then
1 2 2
Z Z
2 +y2
f (x, y) = M dx + g(y) = xex dx + g(y) = ex +y + g(y)
2
Differentiating f (x, y) respect to y, we get
∂f 2 2
= yex +y + g0 (y)
∂y
2 +y2 2 +y2 ∂f 2 2
⇒ 2xyex = yex + g0 (y) since = 2xyex +y
∂y
⇒ g0 (y) = y
1
⇒ g(y) = y2 + c1 where c1 is constant
2
1 2 2 1
⇒ f (x, y) = ex +y + y2 + c1
2 2
2 +y2
Since our solution is in the form f (x, y) = c and f (x, y) = 12 ex + 21 y2 + c1
1 x2 +y2 1 2
e + y + c1 = c
2 2
2 2
Therefore, 12 ex +y + 12 y2 = c0 , where c0 = c − c1 is the general solution. By initial condition, given
y(0) = 0; that is, y = 0 when x = 0. Because of this
1 0 1 1
e + 0 = c0 ⇒ c0 =
2 2 2
2 2
Substituting the value of c0 , we get 21 ex +y + 21 y2 = 12 .
2 2
Therefore, ex +y + y2 = 1 is a particular solution.
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14 Ordinary Differential Equation of First Order
Example 11.25 The equation 2y dx + x dy = 0 is not an exact differential. But multiplying by x yields
2xy dx + x2 dy = 0 which is exact thus µ(x, y) = x is an integrating factor.
x 1 x3
Z
2 2 2
= ( + x ) dx + g(y) = ln(x + y ) + + g(y)
x 2 + y2 2 3
∂f y
= 2 + g0 (y)
∂y x + y2
y y ∂f y
⇒ 2 2
= 2 2
+ g0 (y) since = 2
x +y x +y ∂y x + y2
0
⇒ g (y) = 0
⇒ g(y) = c1 where c1 is constant
1 x3
⇒ f (x, y) = ln(x2 + y2 ) + + c1
2 3
3
Since our solution is in the form f (x, y) = c and f (x, y) = 12 ln(x2 + y2 ) + x3 + c1
1 x3
ln(x2 + y2 ) + + c1 = c
2 3
3
Therefore, 21 ln(x2 + y2 ) + x3 = c0 , where c0 = c − c1 is the desired solution.
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11.5 Integrating Factors 15
∂M − ∂N
• Case II: If the expression ∂ y N ∂x
= f (x) is not dependent on y but only on x, then the integrating
factor µ can be found from
∂M ∂N
R ∂y − ∂x
dx
µ(x) = e N
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16 Ordinary Differential Equation of First Order
y2 y2
Z Z
f (x, y) = M1 dx + g(y) = (1 + 2
) dx + g(y) = x − + g(y)
x x
Differentiating f (x, y) respect to y, we get
∂f −2y
= + g0 (y)
∂y x
−2y −2y ∂f −2y
⇒ = + g0 (y) since =
x x ∂y x
0
⇒ g (y) = 0
⇒ g(y) = c1 where c1 is constant
y2
⇒ f (x, y) = x − + c1
x
2
Since our solution is in the form f (x, y) = c and f (x, y) = x − yx + c1
y2
x− + c1 = c
x
2
Therefore, x − yx = c0 ⇒ x2 − y2 = c0 x, where c0 = c − c1 is the desired solution.
Example 11.29 Solve the initial value problem (ex+y + yex ) dx + (xex − 1) dy = 0, y(0) = −1.
Solution: Let M(x, y) = ex+y + yex and N(x, y) = xex − 1, then
∂M ∂N
= ex+y + ey + yex and = ey
∂y ∂x
∂M ∂N
⇒ 6=
∂y ∂x
(ex + y) dx + (x − e−y ) dy = 0
∂f
= x + g0 (y)
∂y
∂f
⇒ x − e−y = x + g0 (y) since = x − e−y
∂y
⇒ g0 (y) = −e−y
⇒ g(y) = e−y + c1 where c1 is constant
⇒ f (x, y) = ex + xy + e−y + c1
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11.5 Integrating Factors 17
e0 + (0)(−1) + e−(−1) = c0
1+e = c0
Therefore, ex + xy + e−y = 1 + e is a particular solution.
2x x2
(3x2 y2 + ) dx + (2x2 y − 2 ) dy = 0
y y
3x2 2
Let M1 (x, y) = y2
+ 2x 2 x
y and N1 (x, y) = 2x y − y2 and let f (x, y) = c be its solution, then
3x2 2x x2
Z Z
f (x, y) = M1 dx + g(y) = ( 2
+ ) dx + g(y) = x3 y2 + + g(y)
y y y
Differentiating f (x, y) respect to y, we get
∂f x2
= 2x3 y − 2 + g0 (y)
∂y y
x 2 x2
⇒ 2x2 y − 2 = 2x3 y − 2 + g0 (y)
y y
∂f x 2
since = 2x2 y − 2
∂y y
x2
+ x2 y2 + c1 + c1 = c
y
x2
Therefore, y + x2 y2 = c0 , where c0 = c − c1 is the general solution.
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18 Ordinary Differential Equation of First Order
1
Theorem 11.5.2 If Mx +Ny 6= 0 and equation M(x, y) dx +N(x, y) dy = 0 is homogeneous, then Mx+Ny
is an integral factor.
1 1 1
= 3 2 2 2 3
= 2 2
Mx + Ny x y − 2x y + 3x y − x y x y
1
is the integral factor. Therefore, multiplying by x2 y2
the equation reduced to
1 2 3 x
( − ) dx + ( − 2 ) dy = 0
y x y y
1 2 x
Z Z
f (x, y) = M1 dx + g(y) = ( − ) dx + g(y) = − 2 ln |x| + g(y)
y x y
∂f x
= − 2 + g0 (y)
∂y y
3 x x ∂f 3 x
⇒ − 2 = − 2 + g0 (y) since = − 2
y y y ∂y y y
0 3
⇒ g (y) =
y
Since our solution is in the form f (x, y) = c and f (x, y) = xy − 2 ln |x| + 3 ln |y| + c1
x
− 2 ln |x| + 3 ln |y| + c1 = c
y
3
Therefore, xy − 2 ln |x| + 3 ln |y| = c0 ⇒ xy + ln |y|
x2
= c0 x, where c0 = c − c1 is the general solution.
−y
Remark 11.5.3 Mx + Ny = 0 ⇒ M M
N = x substituting this value of N in to equation (1), we have
y dx−x dy
y2
= 0, or d( xy ) = 0 on integrating, this gives the solution x = cy.
Theorem 11.5.4 If Mx − Ny 6= 0 and equation M(x, y) dx + N(x, y) dy = 0 has the form f1 (x, y)y dx +
1
f2 (x, y)x dy = 0, then Mx−Ny is an integrating factor of equation (1).
1 1 1
= =
Mx − Ny x3 y3 + x2 y2 + xy − x3 y3 + x2 y2 − xy 2x2 y2
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11.6 Linear First Order Differential Equation 19
1 1 1 1
(y + + ) dx + (x − + 2 ) dy = 0
x x2 y y xy
is an exact equation.
Let M1 (x, y) = y + 1x + x12 y and N1 (x, y) = x − 1y + xy12 and let f (x, y) = c be its solution, then
1 1 y
Z Z
f (x, y) = M1 dx + g(y) = (y + + ) dx + g(y) = xy + ln |x| − + g(y)
x x2 y x
∂f 1
= x − + g0 (y)
∂y x
1 1 x ∂f 1 1
⇒ x − + 2 = − 2 + g0 (y) since = x− + 2
y xy y ∂y y xy
1 1 1
⇒ g0 (y) = 2 − +
xy y x
1 y
⇒ g(y) = − − ln |y| + + c1 where c1 is constant
xy x
y 1 y
⇒ f (x, y) = xy + ln |x| − − − ln |y| + + c1
x xy x
x 1
⇒ f (x, y) = xy + ln − + c1
y xy
1
Since our solution is in the form f (x, y) = c and f (x, y) = xy + ln xy − xy + c1
x 1
xy + ln − + c1 = c
y xy
3
1
Therefore, xy + ln xy − xy = c0 ⇒ xy + ln |y|
x2
= c0 x, where c0 = c − c1 is the general solution.
y
Remark 11.5.5 When Mx−Ny = 0 ⇒ M M
N = x . Substituting for N in to equation (1) gives y dx+x dy =
0 or d(xy) = 0, which on integrating yields the solution xy = c
dy
+ p(x)y = r(x)
dx
where p(x) and r(x) are given continuous functions of x (or are constants) is called first-order linear
equation.
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20 Ordinary Differential Equation of First Order
dy
• Case 2: If r(x) 6= 0, then dx + p(x)y = r(x) can be written as [p(x)y − r(x)] dx + dy = 0 which is
∂M − ∂N
∂y ∂x
not exact, thus N = p(x). R
The solution is then obtained by calculating the integrating factor µ(x) = e p(x) dx and the general
solution can be determined by
R Z R
y = e− p(x) dx
[ r(x)e p(x) dx
dx]
dy
Example 11.35 Solve − (x + 1)y
x dx = x2 − x3 .
Solution: First we have to change the equation in to linear
dy (x + 1)
− y = x − x2
dx x
Z
= xex (−e−x − xe−x dx)
= xex (−e−x + xe−x + e−x + c) where c is constant
dy
Example 11.36 Solve the initial value problem dx + y tan x = sin 2x, y(0) = 1.
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11.6 Linear First Order Differential Equation 21
Solution: Here p(x) = tan x, r(x) = sin 2x. So, the general solution is
R Z R
y = e− p(x) dx
[ r(x)e p(x) dx
dx]
R Z R
= e− tan x dx
[ sin 2xe tan x dx
dx]
Z
= e− ln | sec x| [ 2 sin x cos xeln | sec x | dx]
1
Z
− ln | sec x|
= e [ 2 sin x cos x ] dx
| cos x|
1
Z
= | cos x|[ 2 sin x cos x
dx]
| cos x|
1
Z
= cos x[ 2 sin x cos x dx]
Z
cos x
= cos x[ 2 sin x dx]
= cos x[−2 cos x + c0 ]
= c0 cos x − 2cos2 x
Therefore, the general solution is y = c0 cos x − 2cos2 x. From this and the initial condition, 1 = c0 (1) −
2(1)2 , thus c0 = 3 and the solution of our initial value problem is y = 3 cos x − 2 cos2 x.
Therefore, y = c0 e2x − 2 is the general solution. From this and the initial condition
0 = c0 e0 − 2 ⇒ c0 = 2
y = 2e2x − 2 = 2(e2x − 1)
dy
Example 11.38 Solve the initial value problem dx + y = f (x), when
2 0≤x<1
f (x) =
0 x≥1
and y(0) = 0.
Solution: Since the initial condition is at x = 0, for 0 ≤ x < 1, the function f (x) takes on the value 2 and
the differential equation assumes the form
dy
+y = 2
dx
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22 Ordinary Differential Equation of First Order
Here integral factor is ex . The general solution is y(x) = 2 − xe−x . According to the initial condition c = 2.
Therefore,
y(x) = 2(1 − e−x ), 0 ≤ x < 1
dy
Now, for x ≥ 1, f (x) = 0 and the corresponding differential equation is dx + y = 0, the solution of which
is y(x) = c1 e−x . In order to determine c1 , we use the fact that the solution is continuous at every point. So
that at x = 1
y(1) = c1 e−1 = 2(1 − e−1 ) ⇒ c1 = 2(e − 1)
Hence, y(x) = 2(e − 1)e−x . Thus the general solution is
dy y y2
Example 11.40 Solve dx + x = x ln x.
dy
Solution: It is a Bernoulli’s equation with p(x) = 1x and r(x) = lnxx when dividing by y2 , we get y−2 dx +
1 −1 ln x −1 −2 dy dz
xy = x . Put y = z. So that −y dx = dx and the equation reduced to
dz 1 − ln x
− z=
dx x x
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11.6 Linear First Order Differential Equation 23
1
Therefore, the general solution is y = cx + ln x + 1.
dy
Example 11.41 Solve the equation dx + xy = x3 y3 .
dy
Solution: Dividing all terms of the equation by y3 ; that is y−3 dx + xy−2 = x3
Let z = y −2
dz dy
= −2y−3 ⇒
dx dx
−1 dz dy
⇒ = y−3
2 dx dx
So, the bernoulli’s equation is reduced to
−1 dz
+ xz = x3
2 dx
dz
− 2xz = −2x3
dx
Let p(x) = −2x and r(x) = −2x3
R Z R
z = e− p(x) dx
r(x)e p(x) dx
dx
R Z R
= e− −2x dx
−2x3 e −2x dx
dx
R Z R
= e 2x dx
−2x3 e− 2x dx
dx
Z
2 2
= ex ( x2 (−2xe−x ) dx
Z
2 2 2
= ex (x2 e−x − 2xe−x dx
2 2 2
= ex (x2 e−x + e−x + c where c is constant
2
= x2 + 1 + cex but z = y−2
2
y−2 = x2 + 1 + cex
1 2
= x2 + 1 + cex
y2
1
y2 = 2
x2 + 1 + cex
1
y = p
2
x2 + 1 + cex
1
Therefore, y = √ 2
is the general solution.
x2 +1+cex
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24 Ordinary Differential Equation of First Order
11.7 Exercise
1. Find the differential equation of the family of circles of radius r whose center lies on the x-axis.
dy 2
Ans. y2 [( dx ) + 1] = r2
2. Find the differential equation of the family of parabolas with foci at the origin and axis along the
x-axis.
dy 2 dy
Ans. y( dx ) + 2x dx −y = 0
Hint: the equation of the parabolas with foci at the origin and axis along the x-axis
p is given by
x2 + y2 = x+c
12
.
3. Find the solution of the differential equation y0 = 12 (y2 − 1), then satisfy the initial condition
y(0) = 2.
3+ex
Ans. y = 3−ex
9. Find the general solution (2x + 1y − xy2 )dx + (2y + 1x − yx2 )dy = 0.
Ans. c0 = x2 = xy + xy + y2
dy
10. Find the general solution for the differential equation dx + xy = x3 y3 .
1
Ans. y = q
2
x2 +1+c0 ex
11. Find the general solution for the differential equation (x2 − y)dx + xdy = 0.
Ans. x − xy = c0
12. Find the general solution for the differential equation (x2 + y2 )dx + (x − 2y)dy = 0.
x3
Ans. 3 − xy − y3 = c0
13. Find the general solution for the differential equation (y − 3x2 )dx − (4y − x)dy = 0.
Ans. 2y2 − xy + xy + x3 = c0
14. Find the general solution for the differential equation (2x tan ydx + (x2 − 2 sin y)dy = 0.
Ans. x2 sin y + 2 sin2 y = c
15. Find the general solution for the differential equation 3y2 y0 − ay3 − x − 1 = 0.
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11.7 Exercise 25
17. Find the initial value problem for the differential equation y0 + 2y sin 2x = 2ecos 2x , y(0) = 0.
Ans. y = 2xecos 2x
1
18. Find the initial value problem for the differential equation y0 + xy2 = 2xe x , y(1) = 14
1
Ans. y = e x (x2 + 14
e − 1)
0 3
19. Solve the for the differential equation y − ( x+1 )y = (x + 1)3 .
Ans. y = (x + 1)3 (x + c0 )
√
20. Solve the differential equation xy0 + y = x.
2√ c0
Ans. y = 3 x+ x
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