Chapter 2
SOLUTIONS OF
FIRST-ORDER
DIFFERENTIAL
EQUATIONS
IN THIS CHAPTER:
Separable Equations
Homogeneous Equations
Exact Equations
Linear Equations
Bernoulli Equations
Solved Problems
VNVNN88
Separable Equations
General Solution
The solution to the first-order separable differential equation (see Chap-
ter One).
A(x)dx + Bly)dy=0 (2.1)
8
Copyright 2003 by The McGraw-Hill Companies, Inc. Click Here for Terms of Use.CHAPTER 2: Solutions of First-Order Differential Equations 9
facade + [BO)dy =e 2.2)
where c represents an arbitrary constant
(See Problem 2.1)
The integrals obtained in Equation 2.2 may be, for all practical pur-
poses, impossible to evaluate. In such case, numerical techniques (see
Chapter 14) are used to obtain an approximate solution. Even if the indi-
cated integrations in 2.2 can be performed, it may not be algebraically
possible to solve for y explicitly in terms of x. In that case, the solution is
left in implicit form.
Solutions to the Initial-Value Problem
The solution to the initial-value problem
A(x)dx + B(y)dy =0; — yO%o) = Yo (2.3)
can be obtained, as usual, by first using Equation 2.2 to solve the differ-
ential equation and then applying the initial condition directly to evalu-
ate c.
Alternatively, the solution to Equation 2.3 can be obtained from
J A@ds+ J Badr =0 0.4)
where s and fare variables of integration.
Homogeneous Equations
The homogeneous differential equation
dy
Pe fry 2.5
ate) (2.5)
having the property f(tx, ty) = f(x, y) (see Chapter One) can be trans-
formed into a separable equation by making the substitution10 DIFFERENTIAL EQUATIONS
y=yw (2.6)
along with its corresponding derivative
gag” (2.7)
a
dx
The resulting equation in the variables v and x is solved as a separable
differential equation; the required solution to Equation 2.5 is obtained by
back substitution.
Alternatively, the solution to 2.5 can be obtained by rewriting the dif-
ferential equation as
dx 1 ng)
a fey ae
and then substituting
a 2.9)
and the corresponding derivative
du
+y— (2.10)
ae ae ?
into Equation 2.8. After simplifying, the resulting differential equation
will be one with variables (this time, w and y) separable.
Ordinarily, it is immaterial which method of solution is used. Occa-
sionally, however, one of the substitutions 2.6 or 2.9 is definitely superi-
or to the other one. In such cases, the better substitution is usually appar-
ent from the form of the differential equation itself.
(See Problem 2.2)
Exact Equations
Defining Properties
A differential equation
M(x, y)dv + Nx, ydy =0 (2.11)CHAPTER 2: Solutions of First-Order Differential Equations 11
is exact if there exists a function g(x, y) such that
dg(x, y) = M(x, y)dx + N(x, y)dy (2.12)
i Note!
Test for exactness: |f M(x,y) and N(x,y) are con-
tinuous functions and have continuous first partial
derivatives on some rectangle of the xy-plane, then
Equation 2.11 is exact if and only if
aM(x,y) _ aN(xy)
oy ox
(2.13)
Method of Solution
To solve Equation 2.11, assuming that it is exact, first solve the equations
286Y) _ aMcx,y) (2.14)
ox -
agx.y)
BEY = Nis.) (2.15)
for g(x, y). The solution to 2.11 is then given implicitly by
gy) =e (2.16)
where c represents an arbitrary constant.
Equation 2.16 is immediate from Equations 2.11 and 2.12. If 2.12 is
substituted into 2.11, we obtain dg(x, y(2)) =0. Integrating this equation
(note that we can write 0 as 0 dx), we have J de(x,y(x)) = Joae, which,
in turn, implies 2.16.
Integrating Factors
In general, Equation 2. | 1 isnot exact. Occasionally, itis possible to trans-
form 2.11 into an exact differential equation by a judicious multiplica-
tion. A function ((x, y) is an integrating factor for 2.11 if the equation12 DIFFERENTIAL EQUATIONS
Ax, y[Mx, yd + NOx, y)dy] = 0 Q17),
is exact. A solution to 2.11 is obtained by solving the exact differential
equation defined by 2.17. Some of the more common integrating factors
are displayed in Table 2.1 and the conditions that follow:
= g(x), a function of x alone, then
Ioqyy =e
(2.18)
/h(y),a function of y alone, then
Ix,yyee (2.19)
If M = yffay) and N'=xg(xy), then
Ixy) = 2.20
(xy) "MN (2.20)
In general, integrating factors are difficult to uncover. Ifa differential
equation does not have one of the forms given above, then a search for
an integrating factor likely will not be successful, and other methods of
solution are recommended.
(See Problems 2.3-2.6)
Linear Equations
Method of Solution
A first-order linear differential equation has the form (see Chapter One)
Yt PCy = q(x) (2.21)
An integrating factor for Equation 2.21 is
rca
I(x) =e! (2.22)CHAPTER 2: Solutions of First-Order Differential Equations 13
Table 2.1
Group of terms] Integrating factor I(x, y) Exact differential dy(, »)
yde-xdy ot sly Sy a(®)
yde—xdy 2029. 4°)
» J
yds ~xdy i
Av
1
yde~xdy ropa
ety
1
vdy + xdy
ay
peo | an | ee]
y (ayy (Heyy
y+
ydy +xde ndy.