First-Order Linear O.D.E.

and Bernoulli Equations

a- Linear Equations
Definition: A first-order O.D.E. is linear in the dependent variable y and the independent
variable x if it can be expressed as
dy
A(x) + B(x)y = C(x)
dx
Remark: If we divide each term by A(x), we get
dy
B(x)
C(x)
+ P(x)y = Q(x),!!where!P(x) =
!and!Q(x) =
dx
A(x)
A(x)
Example:
dy
+ (x + 1)y = x 3 is linear where A(x) = x, B(x) = x + 1 and C(x) = x3.
dx
We can rewrite the equation in the form
dy
1
1
+ (1 + )y = x 2 ,!where!P(x) = 1 + !and!Q(x) = x 2
dx
x
x

The equation x

dy
+ P(x)y = Q(x) in differential form
dx
[P(x)y Q(x)] dx + dy = 0 where M(x,y) = P(x)y Q(x) and N(x,y) = 1
!M(x, y)
!N(x, y)
= P(x)!!and!!
= 0 , the equation is not exact unless P(x) = 0.
since
!y
!x
Lets find an integrating factor.
Assume that the integrating factor depends on x, only, lets call it n(x).
Then, multiplying the equation by n(x), we get
n(x)[P(x)y Q(x)] dx + n(x) dy = 0
and it is an exact equation,
Therefore,
!
!
[ n(x)P(x)y " n(x)Q(x)] = n(x)P(x) = [ n(x)]
!y
!x
or
dn
, where P(x) is a known function of x, but n(x) is an unknown function.
n(x)P(x) =
dx
Solving the differential equation we can determine n(x).
dn
The equation !n(x)P(x) =
is separable O.D.E. and it can be expressed as
dx
dn
P(x)dx =
n
integrating, we get
dn
! P(x)dx = ! n

Lets rewrite

ln n(x) = ! P(x)dx
n(x) = exp( ! P(x)dx) = e !

P(x)dx

!is!the!int egrating!factor

P(x)dx dy
P(x)dx
P(x)dx
Then e !
+ e!
P(x)y = e !
Q(x)
dx
d " ! P(x)dx %
P(x)dx dy
P(x)dx
Notice that
e
y = e!
+ e!
P(x)y
&'
dx #$
dx
d " ! P(x)dx %
P(x)dx
Therefore,
e
y = e!
Q(x)
$
'
&
dx #
Integrating both sides, we get

d "

! dx $# e !

P(x)dx

y %dx = e !
'&

P(x)dx

y = ! e!

P(x)dx

Q(x)dx + c

solving!for!y
( P(x)dx "
P(x)dx
y=e !
e!
Q(x)dx + c %
!
#$
&'

Theorem: Given the first-order linear O.D.E.

dy
+ P(x)y = Q(x) , it has an integrating
dx

factor of the form n(x) = exp( ! P(x)dx) = e !

and a one-parameter family of

P(x)dx

! P(x)dx #
P(x)dx
solutions y = e "
e"
Q(x)dx + c & .
%$ "
('

Examples: Solve the equations

dy
1)
+ 2xy = 4x
dx
P(x) = 2x and Q(x) = 4x
= e!
The integrating factor is n(x) = e !
Multiply the equation by n(x)
2 dy
2
2
ex
+ e x 2xy = 4xe x
dx
2
d ! x2 #
e y = 4xe x
$
dx "
d ! x2 #
x2
x2
x2
e
y
dx
=!
e
y
=
4xe
dx
=
2e
+c
% dx " $
%
P(x)dx

y = e &x 2e x + c = 2 + ce &x
2

2) 2 y ! 4x 2 dx + xdy = 0

2xdx

= ex

It can be written as
dy 2y 8x 2
dy 2
+
!
= 0!!or!! + y = 8x where P(x) = 2/x and Q(x) = 8x
dx x
x
dx x
The integrating factor is n(x) = e !
=e
Multiply the equation by n(x)
dy
2
x2
+ x 2 y = 8x 3
dx
x
d 2
! x y # = 8x 3
$
dx "
d 2
2
3
4
% dx !" x y #$ dx = x y = % 8x dx = 2x + c
P(x)dx

2dx
x

= e 2 ln x = e

ln x 2

= x2

y = x &2 2x 4 + c = 2x 2 + cx &2

3) y ln y dx + (x ln y) dy = 0
If we consider y the dependent variable, then the equation is not linear since we have a
transcendental function of y. But , if we consider x the dependent variable, the equation
can be expresses as
dx
1
1
+
x=
dy y ln y
y
then, it is linear in the dependent variable x and the independent variable y.
" dy %
The integrating factor is n(y) = exp $ !
= exp ( ln ( ln y )) = ln y .
# y ln y '&
Multiply the equation by n(y)
dy ln y
ln y
ln y +
x=
dx y ln y
y
d
ln y
[ x ln y ] =
dx
y
d
ln y
1 2
! dx [ x ln y ] dy = x ln y = ! y dy = 2 ln y + c
&
"1 # 1
x = ( ln y ) % ln 2 y + c(
$2
'

b- Bernoulli Equation
Definition: Bernoulli Equation are non-linear differential equations that can be
transformed into linear O.D.E.. They have the form:
dy
+ P(x)y = Q(x)y n
dx
where n is a real number, n 1 or 0.
If we multiply the Bernoulli equation by y-n, we get

dy
+ P(x)y1!n = Q(x)
dx
Taking the transformation v = y1-n, then
dv
dy
1 n dv dy
= (1 ! n)y !n !!!or!!!
y
=
dx
dx
1 ! n dx dx
and the Bernoulli equation is transformed
1 dv
dv
+ P(x)v = Q(x)!!or!! + (1 ! n)P(x) = (1 ! n)Q(x)
1 ! n dx
dx
calling P1(x) = (1-n)P(x) and Q1(x) = (1-n)Q(x), the equation reads
dv
+ P1 (x)v = Q1 (x)
dx
that is a linear equation in the dependent variable v and the independent variable y.
y !n

Example: Solve the equation

dy
1)
+ 2xy + xy 4 = 0!!
dx
Multiply by y-4,
dy
+ 2xy !3 = !x
dx
dy dv
The transformation v = y-3, !3y !4
reduces the equation to
=
dx dx
1 dv
dv
!
+ 2xv = !x!!or!! !!6xv = 3x! a linear equation with P(x) = -6x.
3 dx
dx
2
!6xdx
= e !3x
The integrating factor is n(x) = e "
y !4

Then

2
2
dv
! 6e !3x xv = 3e !3x x
dx
2 dv
2
2
d " !3x2 $
e v = e !3x
! 6e !3x xv = 3e !3x x
%
dx #
dx
d " !3x2 $
1 !3x2
!3x 2
!3x 2
& dx # e v% dx =!e v = & 3e xdx = ! 2 e + c
2 '
2
2
1
1
*
v!=!e 3x ) ! e !3x + c, = ! + ce 3x
( 2
+
2
2
1
y !3 = ! + ce 3x
2

e !3x

2) x dy {y + xy3(1 + ln x)}dx = 0
It can be expressed as
dy 1
dy 1 !2
! y = (1 + ln x)y 3 !!or!y !3
! y = (1 + ln x)
dx x
dx x
dy dv
The transformation v = y-2, !2y !3
reduces the equation to
=
dx dx

1 dv 1
dv 2
! v = (1 + ln x )!!or!! !+! v = !2 (1 + ln x )!
2 dx x
dx x
is a linear differential equation in the dependent variable v and the independent variable
with P(x) = 2/x.
!

! x dx

= e 2 ln x = x 2
The integrating factor is n(x) = e
Then
2x 2
2 dv
x
+
v = !2x 2 (1 + ln x )
dx
x
d 2
dv
" x v$ = x2
+ 2xv = !2x 2 (1 + ln x )
#
%
dx
dx
' x3 x3
d 2
x3 *
4 3 2 3
2
2
2
"
$
& dx # x v% dx = x v = !2 & x + x ln x dx = !2 )( 3 + 3 ln x ! 9 ,+ + c = ! 9 x ! 3 x ln x + c

2
' 4
*
v = x !2 ) ! x 3 ! x 3 ln x + c,
( 9
+
3
2 '2
*
y !2 = ! x ) ! ln x , + c
+
3 (3