First-Order Ordinary Differential Equations

1 Basic Concepts

• Ordinary Differential Equation (ODE): is an equation that contains one or several

(total ) derivatives of an unknown function, say y(x) or y(t). For example,

y ′ = cos x

y ′′ + 9y = 0

( )
x2 y ′′′ y ′ + 2ex y ′′ = x2 + 2 y 2

• Order: is the order of the highest derivative of the unknown function in the ODE. For
example, the above ODEs are of the first, second, and third orders, respectively.
• Solution: is a function y = h(x) making the ODE an identity on some open interval
a < x < b. For example, y = c/x is a solution of xy ′ = −y, y = sin x + c is a solution of
y ′ = cos x, and y = ce3t is a solution of y ′ = 3y, for every particular value of the arbitrary
constant c. In fact, for all possible values of c each expression above represents a family
of solutions of the corresponding ODE.
• Solution Curve: is the graph of y = h(x), the solution of the ODE.

Figure 1.1: Solutions y = sin x + c of the ODE y ′ = cos x.

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 • General Solution: a solution containing an arbitrary constant, c, specifying a family of
infinitely many solutions.

• Particular Solution: The solution obtained for a specific value of the arbitrary constant
c.

• Initial Condition: a condition of the form y(x0 ) = y0 by which a particular solution (a

specific value of the arbitrary constant c) can be obtained.

• Initial Value Problem: an ODE with an initial condition.

• Singular Solution: a particular solution of an ODE that cannot be obtained from

its general solution. For example, besides the general solution y = cx − c2 the ODE
(y ′ )2 − xy ′ + y = 0 has the solution y = x2 /4, which is singular since it cannot be obtained
from the general one.

2 Separable ODEs

Many first-order ODEs can be reduced to the form

g(y)y ′ = f (x)

and integrating both sides with respect to x, whence, noting that y ′ dx = dy to obtain

ˆ ˆ
g(y) dy = f (x) dx + c (1)

giving the solution of the ODE implicitly or explicitly. An ODE with such a property is called
separable and the method of solution is called the method of separating variables.

Example 2.1. The ODE y ′ = 1 + y 2 is separable because it can be written

dy
= dx.
1 + y2

By integration,

tan−1 y = x + c or y = tan(x + c).

Certain nonseparable ODEs can be made separable by transformations that introduce for y
a new unknown function. For example, an ODE of the form

(y)
y′ = f (2)
x

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can be made separable by adopting the transformation u = y/x, noting that y ′ = u′ x + u
(How?), substituting back in (2), and simplifying to yield:

du dx
= . (3)
f (u) − u x

Example 2.2. Solve 2xyy ′ = y 2 − x2 .

Solution

To obtain the given ODE into the form of (2), divide it by 2xy, hence

y 2 − x2 y x (y)
y′ = = − =f .
2xy 2x 2y x

Making the transformation u = y/x and making use of (3), we obtain

2u du dx
2
=−
1+u x

the ODE in separable form. By integration,

( ) 1
ln 1 + u2 = −ln|x| + k = ln +k
x

which can be simplified to get 1 + u2 = c/x, then 1 + (y/x)2 = c/x, or x2 + y 2 = cx.

Thus, the general solution of the given ODE is

( c )2 c2
x− + y2 =
2 4

representing a family of circles passing through the origin with centers on the x-axis.

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3 Exact ODEs

A first-order ODE M (x, y) + N (x, y)y ′ = 0, written as

M (x, y) dx + N (x, y) dy = 0 (4)

is called exact if its left-hand side is an exact differential ; that is, if there is some function
u(x, y) such that its total differential

∂u ∂u
du = dx + dy = M (x, y) dx + N (x, y) dy
∂x ∂y

with

∂u ∂u
= M, = N. (5)
∂x ∂y

Then, (4) can be written

du = 0

giving, by integration,

u(x, y) = c (6)

called the implicit solution of the ODE.

If M and N are continuous with continuous first partial derivatives then by partial differentia-
tion of (5),

∂M ∂ 2u
=
∂y ∂y∂x

∂N ∂2u
=
∂x ∂x∂y

which must both be equal by the assumption of continuity. Thus,

∂M ∂N
= (7)
∂y ∂x

which is necessary and sufficient condition for (4) to be exact.

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If (4) is exact, u(x, y) can be obtained by integrating either one of equations (5), giving

ˆ
u= M dx + k(y) (8)

where k(y) is unknown; or,

ˆ
u= N dy + l(x) (9)

where l(x) is unknown. k(y) (or l(x)) can be determined by obtaining ∂u/∂y (∂u/∂x) from (8)
(or (9)) and equating it to N (or M ) to get dk/dy (or dl/dx), and integrating back to get k (or
l).

Example 3.1. Solve cos(x + y) dx + (3y 2 + 2y + cos(x + y)) dy = 0.

Solution

Step 1 Test for exactness.

M = cos(x + y)

N = 3y 2 + 2y + cos(x + y)

Thus

∂M
= −sin(x + y)
∂y

∂N
= −sin(x + y)
∂x

which are equal. Hence, the ODE is exact.

Step 2 Implicit general solution

ˆ ˆ
u= M dx + k(y) = u = cos(x + y) dx + k(y) = sin(x + y) + k(y)

Then,

∂u dk
= cos(x + y) + = N = 3y 2 + 2y + cos(x + y)
∂y dy

giving dk/dy = 3y 2 + 2y. By integration, k = y 3 + y 2 + c∗ . Hence,

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 u(x, y) = sin(x + y) + y 3 + y 2 = c

is the general solution of the given ODE in implicit form. (Try solving the other way around
starting with (9) above.)

Example 3.2. Solve the initial value problem

(cos y sinh x + 1) dx − sin y cosh x dy = 0, y(1) = 2.

Solution. To verify that the equation is exact:

M = cos y sinh x + 1

N = −sin y cosh x

Hence,

∂M
= −sin y sinh x
∂y

∂N
= −sin y sinh x
∂x

which are equal, showing that the equation is exact. Thus,

ˆ
u=− sin y cosh x dy + l(x) = cos y cosh x + l(x)

from which

∂u dl
= cos y sinh x + = M = cos y sinh x + 1
∂x dx

giving dl/dx = 1. By integration, l(x) = x + c∗ . Hence, the general solution is

u(x, y) = cos y cosh x + x = c

From the initial condition, cos 2 cosh 1 + 1 = 0.358 = c, leading to the particular solution

cos y cosh x + x = 0.358.

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4 Integrating Factors

Some first-order ODEs which are not exact can be made exact by introducing integrating
factors. If (4) is nonexact, it might be possible to reduce it to an exact form by multiplying it
by a function F (x), such that

∂F M ∂F N
= ⇒ F My = F ′ N + F Nx
∂y ∂x

and, dividing by F N and rearranging,

( )
1 dF 1 ∂M ∂N
= R, where R= −
F dx N ∂y ∂x

Hence,

ˆ
F (x) = exp R(x) dx (10)

The other way around is to multiply by a function G(y), such that

∂GM ∂GN
= ⇒ GNx = GM + GMy
∂y ∂x

and, dividing by GM and rearranging,

( )
1 dG 1 ∂N ∂M
= S, where S= −
G dy M ∂x ∂y

Hence,

ˆ
G(y) = exp S(y) dy (11)

F and G above, if any, are referred to as integrating factors. Once the given ODE is reduced
to an exact form it can be solved by the former method.

Example 4.1. Solve the initial value problem

( )
ex+y + yey dx + (xey − 1) dy = 0, y(0) = −1.

Solution.

Exactness. With M = ex+y + yey and N = xey − 1, ∂M

∂y
= ex+y + ey + yey and ∂N
∂x
= ey .
Hence, ∂M
∂y
̸= ∂N
∂x
and the equation is not an exact form.

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Integrating Factors. Trying

( )
1 ∂M ∂N 1 ( x+y ) (ex + y)ey
R= − = e + e y
+ ye y
− ey
=
N ∂y ∂x xey − 1 xey − 1

then it follows that F may not be found as a function of x only and it may not serve as an
integrating factor. Trying

( )
1 ∂N ∂M 1 ( y ) ex+y + yey
S= − = e − ex+y
− ey
− ye y
= − = −1
M ∂x ∂y ex+y + yey ex+y + yey

Hence,

ˆ ´
G(y) = exp S(y) dy = e− dy
= e−y

is a suitable integrating factor.

General Solution. Now, with M = e−y (ex+y + yey ) = ex +y and N = e−y (xey − 1) = x−e−y ,
it follows that ∂M
∂y
= 1 and ∂N
∂x
= 1. Hence, the given ODE becomes

( )
(ex + y) dx + x − e−y dy = 0

which is exact with the general solution given by

ˆ
u= (ex + y) dx + k(y) = ex + xy + k(y)

With

∂u dk dk
=x+ = N = x − e−y ⇒ = −e−y ⇒ k(y) = e−y + c∗
∂y dy dy

it follows that

u(x, y) = ex + xy + e−y = c

Particular Solution. The initial condition gives u(0, −1) = 1 + 0 + e = 3.72 = c, and the
final solution (in implicit form) is

ex + xy + e−y = 3.72

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5 Linear ODEs

A first-order ODE is said to be linear if it can be written

y ′ + p(x)y = r(x) (12)

If r(x) = 0, the corresponding equation y ′ +p(x)y = 0 is said to be homogeneous in a separable

form whose solution can be shown to be given by

´
y(x) = ce− p(x) dx
(13)

When r(x) ̸= 0 the ODE (in its general form) is said to be nonhomogeneous, which if
rewritten into the form

dy + (py − r) dx = 0

can always be made exact by introducing the integrating factor

´
p(x) dx
F (x) = e (14)

Multiplying both sides of equation (12) by F and rearranging, we get

´ ( ´ )′ ´
e p(x) dx
(y ′ + py) = e p(x) dx y = e p(x) dx r

then by integrating the last equality with respect to x, we have

´
ˆ ´
ˆ
e p(x) dx
y= e p(x) dx
r dx + c ⇐⇒ F y = F r dx + c (15)

´
Defining the function h(x) = p(x) dx, the final solution above can be recast into the form

ˆ
−h
y=e eh r dx + ce−h (16)

The differential equation is usually characterizing a physical system whose response, or

output, is y due to a given excitation, or input, r. Thus, the solution (13) represents the initial
response (without excitation) of the system, or the homogeneous solution of the equation;
while (16) represents the total response (with excitation) of the system, or the complete
solution of the equation. Hence, equation (16) can be read

complete solution = particular solution (due to r) + homogeneous solution

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Example 5.1. Solve the linear ODE y ′ − y = e2x .

Solution. Here,

ˆ ˆ
p = −1, r=e , 2x
h= p dx = − dx = −x

and the general solution is

ˆ ˆ
x −x 2x x x
y(x) = e e e dx + ce = e ex dx + cex = e2x + cex .

Example 5.2. Solve the initial value problem

y ′ + y tan x = sin 2x, y(0) = 1.

Solution. Here, p = tan x, r = sin 2x = 2 sin x cos x, and

ˆ ˆ
h(x) = p dx = tan x dx = ln|sec x|

Therefore,

eh = exp ln|sec x| = sec x, e−h = cos x, eh r = (sec x)(2 sin x cos x) = 2 sin x,

and the general solution of the given ODE is

( ˆ )
y(x) = cos x 2 sin x dx + c = c cos x − 2 cos2 x.

From this and the initial condition, 1 = c × 1 − 2 × 12 ; thus c = 3 and the solution of our initial
value problem is

y(x) = 3 cos x − 2 cos2 x.

6 Bernoulli Equation

A Bernoulli equation has the form

y ′ + p(x)y = g(x)y a (17)

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where a is a constant. If a = 0, 1, the equation is linear and can be solved as outlined in section
5 above. Otherwise, the equation is reducible to linear form by making the transformation

u(x) = [y(x)]1−a (18)

whereby it follows that

du ( )
= u′ = (1 − a)y −a y ′ = (1 − a)y −a (gy a − py) = (1 − a) g − py 1−a = (1 − a)(g − pu)
dx

or,

u′ + (1 − a)p(x)u = (1 − a)g(x) (19)

which is in linear form.

Example 6.1. Solve the ODE y ′ = Ay − By 2 .

Solution. Rewriting the equation as y ′ −Ay = −By 2 , it can be recognized as Bernoulli equation
with a = 2. Hence, making the transformation u = y 1−a = y −1 it follows that u′ = −y ′ /y 2 , and
the corresponding ODE becomes

u′ + Au = B

which with p(x) = A and r(x) = B has the solution

ˆ
−h
u=e eh r dx + ce−h

´ ´
where h = p(x) dx = A dx = Ax. Hence,

ˆ
−Ax B
u=e BeAx dx + ce−Ax = + ce−Ax
A

and, finally:

1 1
y= =
u B
A
+ ce−Ax

is the general solution of the given nonlinear ODE.

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