Ordinary Differential Equations I

Lecture (4)
First Order Differential equations

6. Linear Differential Equation

The general form of the first order linear differential equation in the dependent variable y is
𝑑𝑦
𝑎0 (𝑥) + 𝑎1 (𝑥)y = 𝑎2 (𝑥) …………. (1)
𝑑𝑥

where 𝑎0 (𝑥) ≠ 0

Dividing by 𝑎0 (𝑥) we get

𝑑𝑦 𝑎1 (𝑥) 𝑎2 (𝑥)
+ (𝑥)
y=
𝑑𝑥 𝑎0 𝑎0 (𝑥)

𝑑𝑦
⇒ + 𝑝(𝑥)𝑦 = 𝑄(𝑥) …………. (2)
𝑑𝑥

𝑎1 (𝑥) 𝑎2 (𝑥)
Where 𝑝(𝑥) = 𝑎𝑛𝑑𝑄(𝑥) =
𝑎0 (𝑥) 𝑎0 (𝑥)

The equation (2) is the standard form of the linear differential equation in the dependent variable
y and independent variable x.

every first-order linear differential equation can be solved in a similar fashion by multiplying
both sides of Equation 2 by 𝜇 a suitable function called an integrating factor which is always a
function of independent variable alone.

Suppose that there exist for equation (2) an integrating factor 𝜇(𝑥),a function of x alone, then
𝑑𝑦
𝜇(𝑥) ( + 𝑝(𝑥)𝑦) = 𝜇(𝑥)𝑄(𝑥)
𝑑𝑥

Or
𝜇(𝑥)𝑑𝑦 + (𝜇(𝑥)𝑝(𝑥)𝑦 − 𝜇(𝑥)𝑄(𝑥))𝑑𝑥 = 0 …………. (3)
Must be an exact equation. So, we have

Lecture: Hakima Kh. Ahmed 1

 𝜕𝑁 𝑑𝜇
𝑁(𝑥, 𝑦) = 𝜇(𝑥) ⇒ =
𝜕𝑥 𝑑𝑥

and
𝜕𝑀
𝑀(𝑥, 𝑦) = 𝜇(𝑥)𝑝(𝑥)𝑦 − 𝜇(𝑥)𝑄(𝑥) ⇒ = 𝜇(𝑥)𝑝(𝑥)
𝜕𝑦

So, equation (3) is exact if

𝜕𝑁 𝜕𝑀
=
𝜕𝑥 𝜕𝑦
𝑑𝜇
⇒ = 𝜇(𝑥)𝑝(𝑥) …………. (4)
𝑑𝑥

Integrating equation (4) with respect to x, we get

𝜇(𝑥) = 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 …… (5)

Integrating equation (3) with respect to x, we get
1
𝑦= [∫ 𝜇(𝑥)𝑄(𝑥) dx] ……. (6)
𝜇(𝑥)

Thus, a formula for the general solution to Equation (2) is provided by Equation (6), where
𝜇(𝑥) is given by Equation (5).

Example (1): solve the following differential equation:

𝑑𝑦 2 𝑑𝑥
𝐴) + 𝑦=𝑥 𝐵) + 2𝑡𝑥 = 𝑥 + 4𝑡 − 2 .
𝑑𝑥 𝑥 𝑑𝑡

Solution:
𝒅𝒚 𝟐
A) + 𝒚=𝒙
𝒅𝒙 𝒙
2
𝑝(𝑥) = 𝑄(𝑥) = 𝑥
𝑥
2
𝜇(𝑥) = 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 = 𝑒 ∫𝑥 𝑑𝑥 = 𝑥 2
1 1 1 1 𝑥4 1 𝑐
𝑦= [∫ 𝜇(𝑥)𝑄(𝑥) dx] = [ 𝑥 2 (𝑥)dx] =
2 ∫
[ 𝑥 3 dx] =
2 ∫ 2
[ + 𝑐] = 𝑥 2 +
𝜇(𝑥) 𝑥 𝑥 𝑥 4 4 𝑥2
𝒅𝒙
𝑩) + 𝟐𝒕𝒙 = 𝒙 + 𝟒𝒕 − 𝟐
𝒅𝒕

𝑑𝑥
+ (2𝑡 − 1)𝑥 = 4𝑡 − 2
𝑑𝑡

𝑝(𝑡) = (2𝑡 − 1) 𝑄(𝑡) = 4𝑡 − 2

Lecture: Hakima Kh. Ahmed 2

 2 −𝑡
𝜇(𝑡) = 𝑒 ∫ 𝑝(𝑡)𝑑𝑡 = 𝑒 ∫(2𝑡−1)𝑑𝑡 = 𝑒 𝑡

1
𝑥= [∫ 𝜇(𝑡)𝑄(𝑡) dt]
𝜇(𝑡)
1 2 −𝑡 1 2 −𝑡 1 2 −𝑡
𝑥= 2 [∫ 𝑒 𝑡 (4𝑡 − 2)dt] = 2 [2 ∫(2𝑡 − 1)𝑒 𝑡 dt] = 2 [2𝑒 𝑡 + 𝑐]
𝑒 𝑡 −𝑡 𝑒 𝑡 −𝑡 𝑒 𝑡 −𝑡

2
Example 2: find the general solution of the equation 𝑦𝑑𝑥 + (3 − 𝑦)𝑥𝑑𝑦 = − 𝑑𝑦.
𝑦

Solution:

Since the product 𝑦 𝑑𝑦 appear here, the equation is not linear in y. it is however linear in x.

therefor we arrange the terms as in

𝑑𝑥 3 2
+ ( − 1) 𝑥 = −
𝑑𝑦 𝑦 𝑦2

Now
3 2
𝑝(𝑦) = ( − 1) , 𝑄(𝑦) = −
𝑦 𝑦2
3
∫(𝑦−1)𝑑𝑦
𝜇(𝑦) = 𝑒 ∫ 𝑝(𝑦)𝑑𝑦 = 𝑒 = 𝑒 3 ln(𝑦)−𝑦 = 𝑦 3 𝑒 −𝑦
1
𝑥= [∫ 𝜇(𝑦)𝑄(𝑦) dy]
𝜇(𝑦)
1 3 −𝑦
2 1
= 3 −𝑦
[∫ 𝑦 𝑒 (− 2
) dy] = 3 −𝑦
[−2 ∫ 𝑦𝑒 −𝑦 𝑑𝑦]
𝑦 𝑒 𝑦 𝑦 𝑒

Let 𝑢 = 𝑦 → 𝑑𝑢 = 𝑑𝑦

𝑑𝑣 = 𝑒 −𝑦 𝑑𝑦 → 𝑣 = −𝑒 −𝑦
1 1
⇒𝑥 = [−2(−𝑦𝑒 −𝑦 + ∫ 𝑒 −𝑦 𝑑𝑦)] = [−2(−𝑦𝑒 −𝑦 − 𝑒 −𝑦 + 𝑐)]
𝑦 3 𝑒 −𝑦 𝑦 3 𝑒 −𝑦

1 2 2 𝐶
= [(2𝑦𝑒 −𝑦 + 2𝑒 −𝑦 + 𝐶] = + +
𝑦 3 𝑒 −𝑦 𝑦2 𝑦3 𝑦 3 𝑒 −𝑦

7. Bernoulli’s Equation
The first order first degree differential equation of the form

𝑑𝑦
+ 𝑝𝑦 = 𝑄𝑦 𝑛 , 𝑛 ≠ 0,1 …………. (1)
𝑑𝑥

Lecture: Hakima Kh. Ahmed 3

where 𝑝 and 𝑄 are function of 𝑥 is known as Bernoulli’s Equation.

𝑑𝑦
When n = 0, it reduces to a linear differential equation( + 𝑝(𝑥)𝑦 = 𝑄(𝑥)) when n = 1, it
𝑑𝑥

𝑑𝑦
reduces to variable separable type( = (−𝑝(𝑥) + 𝑄(𝑥)𝑦)). For any other value of n, the
𝑑𝑥

equation is non-linear. In this case, the equation (1) can be re-written as

In this case, the equation (1) can be re-written as

𝑑𝑦
𝑦 −𝑛 + 𝑝𝑦1−𝑛 = 𝑄 …………. (2)
𝑑𝑥

Let 𝑢 = 𝑦1−𝑛 …………. (3)

1 𝑑𝑢 𝑑𝑦
∴ = 𝑦 −𝑛 …………. (4)
1−𝑛 𝑑𝑥 𝑑𝑥

Substituting equation (3) and equation (4) in equation (2), we get

1 𝑑𝑢
+𝑝𝑢 =𝑄
1−𝑛 𝑑𝑥
𝑑𝑢
+ (1 − 𝑛) 𝑝 𝑢 = (1 − 𝑛)𝑄(𝑥)
𝑑𝑥

Which is linear equation with dependent variable u and hence can be solved.
𝑑𝑦
Example (1): solve cos(𝑥) − sin(𝑥) 𝑦 = 𝑦 3 𝑐𝑜𝑠 2 (𝑥) .
𝑑𝑥

Solution:
𝑑𝑦
cos(𝑥) − sin(𝑥) 𝑦 = 𝑦 3 𝑐𝑜𝑠 2 (𝑥)
𝑑𝑥

Dividing the equation by 𝑐𝑜𝑠(𝑥), we get

𝑑𝑦 sin(𝑥)
− 𝑦 = cos(𝑥) 𝑦 3 …………. (*)
𝑑𝑥 cos(𝑥)

This is Bernoulli’s form.

Multiplying by 𝑦 −3 , we get
𝑑𝑦 sin(𝑥)
𝑦 −3 − 𝑦 −2 = cos(𝑥)
𝑑𝑥 cos(𝑥)

Let 𝒖 = 𝒚−𝟐
𝒅𝒖 𝒅𝒚 𝒅𝒚 𝟏 𝒅𝒖
∴ = −𝟐𝒚−𝟑 ⟹ 𝒚−𝟑 =−
𝒅𝒙 𝒅𝒙 𝒅𝒙 𝟐 𝒅𝒙

∴The equation (*) becomes

Lecture: Hakima Kh. Ahmed 4

 1 𝑑𝑢 sin(𝑥)
− − 𝑢 = cos(𝑥)
2 𝑑𝑥 cos(𝑥)
𝑑𝑢 sin(𝑥)
+2 𝑢 = −2 cos(𝑥)
𝑑𝑥 cos(𝑥)

This is first order linear equation

sin(𝑥)
𝑝(𝑥) = 2 𝑄(𝑥) = −2 cos(𝑥)
cos(𝑥)
sin(𝑥)
∫2 𝑑𝑥
𝜇(𝑥) = 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 =𝑒 cos(𝑥) = 𝑒 −2 ln(𝑐𝑜𝑠(𝑥)) = (cos(𝑥))−2
1 1
𝑢= [∫ 𝜇(𝑥)𝑄(𝑥) dx] = [∫(𝑐𝑜𝑠(𝑥))−2 (−2 𝑐𝑜𝑠(𝑥) )𝑑𝑥]
𝜇(𝑥) (𝑐𝑜𝑠(𝑥))−2

= 𝑐𝑜𝑠 2 (𝑥) [−2 ∫(𝑐𝑜𝑠(𝑥))−1 𝑑𝑥] = 𝑐𝑜𝑠 2 (𝑥) [−2 ∫ 𝑠𝑒𝑐(𝑥) 𝑑𝑥]

= 𝑐𝑜𝑠 2 (𝑥) [−2 𝑙𝑛(𝑠𝑒𝑐(𝑥) + 𝑡𝑎𝑛(𝑥)) + 𝑐]

𝑢 = −2 𝑙𝑛(𝑠𝑒𝑐(𝑥) + 𝑡𝑎𝑛(𝑥)) 𝑐𝑜𝑠 2 (𝑥) + 𝑐 𝑐𝑜𝑠 2 (𝑥)
The general solution is
𝑦 −2 = −2 𝑙𝑛(𝑠𝑒𝑐(𝑥) + 𝑡𝑎𝑛(𝑥)) 𝑐𝑜𝑠 2 (𝑥) + 𝑐 𝑐𝑜𝑠 2 (𝑥)
Example (2): Solve 𝑦 ′ = 5𝑦 + 𝑒 −2𝑥 𝑦 −2
Solution
𝑦 ′ − 5𝑦 = 𝑒 −2𝑥 𝑦 −2 ………..(*)

This is Bernoulli’s form.

Multiplying by 𝑦 2 , we get
𝑦 2 𝑦 ′ − 5𝑦 3 = 𝑒 −2𝑥
Let 𝒖 = 𝒚𝟑
𝒅𝒖 𝟏 𝒅𝒖
∴ = 𝟑𝒚𝟐 𝒚′ ⟹ 𝒚𝟐 𝒚′ =
𝒅𝒙 𝟑 𝒅𝒙

∴The equation (*) becomes

1 𝑑𝑢
− 5𝑢 = 𝑒 −2𝑥
3 𝑑𝑥
𝑑𝑢
− 15 𝑢 = 3𝑒 −2𝑥
𝑑𝑥

This is first order linear equation

𝑝(𝑥) = −15 𝑄(𝑥) = 3𝑒 −2𝑥

Lecture: Hakima Kh. Ahmed 5

𝜇(𝑥) = 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 = 𝑒 ∫ −15 𝑑𝑥 = 𝑒 −15𝑥
1 1
𝑢= [∫ 𝜇(𝑥)𝑄(𝑥)dx] = −15𝑥 [3 ∫(𝑒 −15𝑥 3𝑒 −2𝑥 )dx]
𝜇(𝑥) 𝑒
1 1 3𝑒 −17𝑥
= −15𝑥
[3 ∫ 𝑒 −17𝑥 dx] = −15𝑥
[− + 𝑐]
𝑒 𝑒 17
3
𝑢=− 𝑒 −2𝑥 + 𝑐𝑒 15𝑥
17

Since 𝑢 = 𝑦 3 , the general solution is

3
𝑦3 = − 𝑒 −2𝑥 + 𝑐𝑒 15𝑥
17

Note: If equation is of type

𝑑𝑦
𝑔′ (𝑦) + 𝑝(𝑥)𝑔(𝑦) = 𝑄(𝑥)
𝑑𝑥

where P, Q are functions of x

Then put
Let 𝒗 = 𝒈(𝒚)
𝒅𝒗 𝒅𝒚
⇒ = 𝒈′ (𝒚)
𝒅𝒙 𝒅𝒙

∴ equation becomes
𝑑𝑣
+ 𝑝(𝑥)𝑣 = 𝑄(𝑥)
𝑑𝑥

which is linear differential equation with dependent variable v and hence can be solved.
𝑑𝑦 2
Example (1): solve 2𝑦𝑐𝑜𝑠(𝑦 2 ) − sin(𝑦 2 ) = (1 + 𝑥)2
𝑑𝑥 𝑥+1

Solution:
𝑑𝑦 2
2𝑦𝑐𝑜𝑠(𝑦 2 ) − sin(𝑦 2 ) = (1 + 𝑥)2
𝑑𝑥 𝑥+1

Let 𝒗 = 𝒔𝒊𝒏(𝒚𝟐 )
𝒅𝒗 𝒅𝒚
⇒ = 𝟐𝒚𝒄𝒐𝒔(𝒚𝟐 )
𝒅𝒙 𝒅𝒙

∴ equation becomes
𝑑𝑣 2
− 𝑣 = (1 + 𝑥)2
𝑑𝑥 𝑥+1

This is linear equation, here

1
𝑝(𝑥) = −2 𝑄(𝑥) = (1 + 𝑥)2
𝑥+1

Lecture: Hakima Kh. Ahmed 6

 −2
1
𝜇(𝑥) = 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 = 𝑒 ∫𝑥+1𝑑𝑥 = 𝑒 −2 𝑙𝑛(𝑥+1) = (1+𝑥)2
1 1 1
𝑣= [∫ 𝜇(𝑥)𝑄(𝑥)dx] = [∫ (1 + 𝑥)2 𝑑𝑥]
𝜇(𝑥) 1 (1 + 𝑥) 2
( 2 )
(1 + 𝑥)
= (1 + 𝑥)2 [∫ 𝑑𝑥] = (1 + 𝑥)2 [𝑥 + 𝑐]
𝑣 = 𝑥(1 + 𝑥)2 + 𝑐(1 + 𝑥)2
Since 𝑣 = sin(𝑦 2 ), then the general solution is
sin(𝑦 2 ) = 𝑥(1 + 𝑥)2 + 𝑐(1 + 𝑥)2
Exercise:
Q (1) Solve the following linear equation:
𝑑𝑦 1 𝑑𝑦 3𝑥 2 𝑦 1+𝑥 2
1) (1 + 𝑥 2 ) + 4𝑥𝑦 = (1+𝑥 2) 3) + =
𝑑𝑥 𝑑𝑥 1+𝑥 3 1+𝑥 3

2) 𝑦 ′ − sin(2𝑥) = 𝑦𝑐𝑜𝑡(𝑥) 4) (𝑥 + 2𝑦 2 )
𝑑𝑦
=𝑦
𝑑𝑥
𝑑𝑦
5) (1 + 𝑥 2 )𝑡𝑎𝑛−1 (𝑥) + 𝑦 = 𝑥 given that 𝑦 = −1 when 𝑥 = −1
𝑑𝑥

Q (2) Solve the following equations:

1. (𝑦𝑙𝑛(𝑥) − 2)𝑦 𝑑𝑥 − 𝑥𝑑𝑦 = 0 𝑑𝑦
2. (1 − 𝑥 2 ) − 𝑥𝑦 = 𝑥 2 𝑦 2
𝑑𝑥

3. 𝑑𝑦 − 2𝑦𝑡𝑎𝑛(𝑥)𝑑𝑥 − 𝑦 2 𝑡𝑎𝑛2 (𝑥)𝑑𝑥 = 0 4. 𝑥

𝑑𝑦
+ 𝑦 = 𝑦 2 ln(𝑥)
𝑑𝑥
𝑑𝑦
5. 3x(1 − x 2 )𝑦 2 + (2𝑥 2 − 1)𝑦 3 = 𝑎𝑥 3
𝑑𝑥

References
Dennis G. Zill, (2016), A First Course in Differential Equations with Modeling Application
(11𝑡ℎ Edition).
William E. Boyce, Richard C. Diprima, Douglas B. Meade, (2017) Elementary Differential
Equations and Boundary Value Problems (11𝑡ℎ Edition)

Lecture: Hakima Kh. Ahmed 7