MAT213 / MAT206: Mathematical Methods I Lecture

Notes
EHIGIE, Julius Osato*

Department of Mathematics, University of Lagos, Nigeria

First Order Ordinary Differential Equations

Contents
1 Linear Equations 1

2 Bernoulli Equations 5

1 Linear Equations
We can write the first order differential equation in various ways. One form is to write the equation in the
form
dy
= f (x, y). (1)
dx
Alternatively we can write a first order ordinary differential equation as

M (x, y)dx + N (x, y)dy = 0 (2)

which is more of a general form. However, a first order differential equation can also be written as
 
d dy
Ly = + P (x) y = + P (x)y = Q(x). (3)
dx dx
Thus if the differential equation (1) or (2) or any first order differential equation can be written in the
simplified form given by (3) then, the equation is called a linear equation. The definition is thereby given
below.

Definition 1.1 A first order ordinary differential equation which can be written in the form
dy
+ P (x)y = Q(x) (4)
dx
is said to be a first order linear ordinary differential equation.

* Email jehigie@unilag.edu.ng

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It can be shown that the linear equation (4) has a solution of the form
R
Z R
P (x)dx
ye = e P (x)dx Q(x)dx + C (5)
R
P (x)dx
where e is an integrating factor to equation (4).

To obtain the solution of a first order linear equation, we may consider a differential function
d  R P (x)dx   R P (x)dx  dy d  R P (x)dx 
ye = e +y e
dx dx dx
Z 
P (x)dx dy P (x)dx d
 R  R
= e + ye P (x)dx
dx dx
 R  dy R
= e P (x)dx + yP (x)e P (x)dx
dx
 R   dy 
P (x)dx
= e + yP (x)
dx
 
d  R P (x)dx   R P (x)dx  dy R
=⇒ ye = e + yP (x) = e P (x)dx Q(x) (6)
dx dx
R
P (x)dx
comparison of (3) and (6) shows that e is an integrating factor of (3).

Thus we can write (6) as

d  R P (x)dx  R
=⇒ ye = e P (x)dx Q(x) (7)
dx
Integrating both sides of (7)
Z Z
d  R P (x)dx  R
P (x)dx
ye dx = e Q(x)dx + c (8)
dx
Hence, the general solution to the linear equation (3) is given by
R
Z R
P (x)dx
ye = e P (x)dx Q(x)dx + c (9)

R
Z R R
−
=⇒ y = e P (x)dx
e P (x)dx
Q(x)dx + ce− P (x)dx
(10)

Remark 1.1 The solution of Linear equations can be evaluated by two step:
• Write the ODE in the form (4).

• Obtain the Integrating Factor (IF) given by

R
P (x)dx
IF = e .

• The solution is generated by the formula

Z
y · IF = Q(x) · IF dx.

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Ehigie, J. O. Mathematical Methods

Example 1.1 Solve the differential equation

dy
x + y − x sin x = 0 (11)
dx
Solution:
The given differential equation can be written as
 
dy 1
+ y = sin x (12)
dx x
1
which is of the form (3). Thus, equation (12) is linear with P (x) = and Q(x) = sin x.
x
Thus employing the help of formula (9), that is
R
Z R
P (x)dx
ye = e P (x)dx Q(x)dx + c (13)

R R 1 R
with P (x)dx = dx = ln x and IF = e P (x)dx = eln x = x. Thus equation (13) becomes
x
Z
yx = x sin xdx + c

Integrating the RHS by parts, we obtain the solution as

yx = −x cos x + sin x + c

or
x(y + cos x) − sin x = c.

Example 1.2 Solve the differential equation

dy
(x3 − x) − (3x2 − 1)y = x5 − 2x3 + x (14)
dx
Solution:
dy
We have (x3 − x) − (3x2 − 1)y = x5 − 2x3 + x Simplifying in the form (3)
dx
dy (3x2 − 1) x5 − 2x3 + x
−( 3 )y = (15)
dx x −x x3 − x
dy (3x2 − 1)
=⇒ −( 3 )y = x2 − 1. (16)
dx x −x
(3x2 − 1)
Thus, equation (16) is linear with P (x) = −( 3 ) and Q(x) = x2 − 1.
x −x
(3x2 − 1)
Z Z
P (x)dx = −( 3 ) = − log(x3 − x)
x −x
R 3 −x) 1
IF = e P (x)dx
= e− log(x =
(x3 − x)

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Hence, Z
1 1
y· 3 = (x2 − 1) 3 dx + c
(x − x) (x − x)
x2 − 1
Z Z
y 1
3
= 2
dx + C = dx + c
x −x x(x − x) x
y
= log x + c
−xx3
=⇒ y = (x3 − x) log x + c(x3 − x).

Example 1.3 Solve

dy x
sin x + 2y = tan3 (17)
dx 2
Solution:
x
dy x dy 2 tan3
sin x + 2y = tan3 =⇒ + y= 2
dx 2 dx sin x sin x
dy
This is linear of the form + P (x)y = Q(x)
dx
2 tan3 x2
P (x) = and Q(x) =
sin x sin x
R2
R dx R
P (x)dx
∴ IF = e = e sin x = e2 cosecxdx
x
2 log tan x
=e 2 = tan2
2
Using (9), the solution is given as
R
Z R
P (x)dx P (x)dx
y·e = e Q(x)dx + c

3 x
x
Z
x tan
y tan2 = tan2 · 2 +c (18)
2 2 2 sin x · cos x
2 2
Z tan4 x Z
1 2 1 x x
= x dx + c = tan4 · sec2 dx + c. (19)
2 cos2 x 2 2 2
2
x
Setting t = tan , differentiating we have,
2
1 2x
sec dx = dt (20)
2 2
Substituting (20) into (19), we have
Z
x 1
2
y · tan = t4 · 2dt + c
2 2

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x t5
=⇒ y tan2 = +c
2 5
x
tan5
2 x 2 + c.
y tan = (21)
2 5

2 Bernoulli Equations
One type of differential equation which is an offset from a linear ordinary differential equation is called
a Bernoulli equation. A method of solution of the Bernoulli equation is such that it reduced to a linear
equation. Hence, the idea is to use a substitution to transform the Bernoulli equation to a first order linear
equation, then apply the technique of solving the linear equation to obtain a solution. We hereby define
the Bernoulli Differential Equation.

Definition 2.1 An equation of the form

dy
+ P (x)y = Q(x)y n (22)
dx
is a Bernoulli equation.

In order to solve the Bernoulli differential equation, consider the substitution

1
v= or v = y 1−n . (23)
y n−1
Then the derivative of v with respect to x will yield
dv dy dy 1 dv
= (1 − n)y n =⇒ y −n = (24)
dx dx dx 1 − n dx
Dividing both sides of (22) by y n , we obtain
dy
y −n + y 1−n P (x) = Q(x), (25)
dx
substituting (23), (24) into (22), we obtain reduces the equation to the form
1 dv
+ vP (x) = Q(x) (26)
1 − n dx
dv
=⇒ + (1 − n)P (x)v = (1 − n)Q(x). (27)
dx
Clearly, equation (27) is a linear first order ordinary differential equation since n is a real constant. Thus
a Bernoulli equation can be reduced to a linear equation using the transformation given by equation (23)
and (24). Hence the resulting linear equation can be expressed in the form
dv
=⇒ + a(x)P (x) = b(x) (28)
dx
with
a(x) = (1 − n)P (x)
b(x) = (1 − n)Q(x)
which can be solved by the method presented in section (1).

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Ehigie, J. O. Mathematical Methods

Example 2.1 Solve the differential equation

dy
− y = xy 5 (29)
dx
Solution:
The given equation is a Bernoulli equation with n = 5. Thus if we divide through by y 5 then we can
re-write the given equation as
dy
y −5 − y −4 = x (30)
dx
Thus if we let v = y 1−n = y −4 , then
dv dy
= −4y −5
dx dx
dy 1 dv
=⇒ y −5 =−
dx 4 dx
Thus, (29) becomes
1 dv
− −v =x
4 dx
dv
+ 4v = −4x
dx
which is a linear equation of the form
dv
+ a(x)v = b(x)
dx
with solution Z
R R
a(x)dx a(x)dx
ve = e b(x)dx + c (31)
R
where a(x) = 4 and b(x) = −4x. Thus 4dx = 4x, IF = e4x and (31) becomes
Z
ve = − 4xe4x dx + c
4x

Integrating the RHS by parts, we obtain

1
ve4x = −xe4x + e4x + c
4
 
1 1 4x
+ x − e = c.
y4 4

Example 2.2 Solve the differential equation

dy
+ y = y 2 (cos x − sin x)
dx
given that y(0) = 1

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Ehigie, J. O. Mathematical Methods

Solution:
Given
dy
+ y = y 2 (cos x − sin x) (32)
dx
Observe that (32) is a Bernoulli equation since it is of the form (22). Hence from (32), set v = y −1
On differentiating both sides, we have
dv dy
= −y −2
dx dx
−2
Multiplying both sides of (32) by −y , we obtain
dy
−y −2 − y −1 = sin x − cos x
dx
Thus, the given equation becomes
dv
− v = sin x − cos x (33)
dx
dv
Which is a linear equation of the form + va(x) = b(x). And by (9), we can write the solution as
dx
R
Z R
a(x)dx
ve = e a(x)dx b(x)dx + C (34)
R
where a(x) = −1 and b(x) = sin x − cos x thus −1dx = −x and (34) becomes
Z
ve = (sin x − cos x)e−x dx + c
−x

Integrating RHS yields

ve−x = −e−x sin x + c

=⇒ y −1 e−x = −e−x sin x + c.

Hence, the solution can be written as
1 + y sin x = cyex . (35)
Now, substituting the condition y(0) = 1 into (35), we get c = 1. Therefore, the solution of the equation
(32) is
1 + y sin x = yex . (36)

Example 2.3 Solve

x2 dy + y(x + y)dx = 0 (37)

Solution
dy y y2
x2 dy + y(x + y)dx = 0 =⇒ + =− 2
dx x x
1 dy 1 1
=⇒ 2 + =− 2
y dx xy x
1 1 dy dv
Setting v = − . On differentiating we obtain 2 = . On substituting (37) reduces to a linear
y y dx dx
differential equation in v, given by
dv v 1
− =− 2 (38)
dx x x
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1 1
where P (x) = − and Q(x) = − 2 . The solution to the linear equation takes the form
x x
R
Z R
P (x)dx
ve = e P (x)dx Q(x)dx + c

1 1
1
R
R − dx log
P (x)dx x =e − log x
I.F. = e =e =e x =
x
Hence the solution is Z
1 1 1
v · = − 2 · dx + c
x x x
Z
v
=⇒ = −x−3 dx + c
x
1 x−2
=⇒ − =− +C
xy −2
which simplifies to
1 1
= − 2 − c.
xy 2x

References
[1] RONSON, R. (2003). Schaum’s easy outline of differential equations (Crash Course) : [includes
fully solved problems for every topic ; expert tips for mastering differential equations ; all you
need to know to pass the course] . New York, McGraw-Hill.

[2] RONSON, R., COSTA, G. B. (2006). Schaum’s outline of differential equations: [563 fully solved
problems ; concise explanations of all course concepts ; cover first-order, second-order, and nth-
order equations ...]. New York, McGraw-Hill.

[3] kunuga S. A. (2003). Elementary Mathematical Methods. WIM Publications.