What is a differential equation?

First order ODEs

Basic Definitions, First order ODEs: Separable

ODEs, Exact ODEs and Integrating Factors

Department of Mathematics
IIT Guwahati
Lecture 1

SHB/SU MA-102 (2020)

 What is a differential equation?
First order ODEs

Texts/References:

1 S. L. Ross, Differential Equations, John Wiley & Son Inc,

2004.
2 W. E. Boyce and R. C. Diprima, Elementary Differential
Equations and Boundary Value Problems, John Wiley &
Son, 2001.
3 E. A. Coddington, An Introduction to Ordinary Differential
Equations, Prentice Hall India, 1995.
4 E. L. Ince, Ordinary Differential Equations, Dover
Publications, 1958.
5 Dennis G. Zill and Michael R. Cullen, Differential
equations with boundary value problems

SHB/SU MA-102 (2020)

 What is a differential equation?
First order ODEs

Course homepage for ODE part

https://www.iitg.ac.in/shbora/ −→ Teaching −→ MA 102

SHB/SU MA-102 (2020)

 What is a differential equation?
First order ODEs

Qn: What are differential equations?

Ans: An equation involving derivatives of one or more
dependent variables with respect to one or more independent
variables is said to be a differential equation(DE).
A DE involving ordinary derivatives of one or more dependent
variables with respect to a single independent variable is called
an ordinary differential equation(ODE).

If the DE involves partial derivatives of the dependent

variables with respect to the independent variables, then it is a
called a partial differential equation (PDE).

SHB/SU MA-102 (2020)

 What is a differential equation?
First order ODEs

Qn: What are differential equations?

Ans: An equation involving derivatives of one or more
dependent variables with respect to one or more independent
variables is said to be a differential equation(DE).
A DE involving ordinary derivatives of one or more dependent
variables with respect to a single independent variable is called
an ordinary differential equation(ODE).

If the DE involves partial derivatives of the dependent

variables with respect to the independent variables, then it is a
called a partial differential equation (PDE).
This course is only about ODEs.

Note: DEs are everywhere! For instance well known laws of

Physics like Newton’s second law of motion, law of inertia,
Kirchhoff’s law etc. give rise to them.
SHB/SU MA-102 (2020)
 What is a differential equation?
First order ODEs

The general form of an nth order ODE:

F (x, y(x), y 0 (x), y 00 (x), · · · , y (n) (x)) = 0, (1)
dy d2 y dn y
where y 0 (x) = dx
, y 00 (x) = dx2
,··· , y (n) (x) = dxn
.

• The order of a DE is the order of the highest derivative

that occurs in the equation.
• The degree of a DE is the power of the highest order
derivative occurring in the differential equation.
• Eq. (1) is linear if F is linear in y, y 0 , y 00 , . . . , y (n) , with
coefficients depending on the independent variable x. Eq.
(1) is called nonlinear if it is not linear.

SHB/SU MA-102 (2020)

 What is a differential equation?
First order ODEs

Examples:
• y 00 (x) + 3y 0 (x) + xy(x) = 0
(second-order, first-degree, linear)
• y (x) + 3y(x)y 0 (x) + xy(x) = 0
00

(second-order, first-degree, nonlinear)

• (y 00 (x))2 + 3y 0 (x) + xy 2 (x) = 0
(second-order, second-degree, nonlinear)

SHB/SU MA-102 (2020)

 What is a differential equation?
First order ODEs

Solution of a DE

Definition: A solution of a differential equation is a relation

between the variables (dependent and independent), which is
free of derivatives of any order, and which satisfies the
differential equation identically.
dy
For example: x2 + y 2 = 4 is a solution of the DE x + y dx = 0.

There are 2 kinds of solutions of a DE: A general solution and

a particular solution.

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 What is a differential equation?
First order ODEs

Definition: A general solution of an n-th order differential

equation is a solution that involves n arbitrary constants.

For example: x2 + y 2 = C (where C is an arbitrary constant)

dy
is a general solution of the DE x + y dx = 0.

Remark: A general solution to a DE gives a family of solutions

to the DE (because the arbirary constants in it can vary).
Every member of this family of solutions is called an integral
curve of the DE.

SHB/SU MA-102 (2020)

 What is a differential equation?
First order ODEs

Definition: A particular solution of a differential equation is a

solution obtained from the general solution by assigning
specific values to the arbitrary constants.

For example: x2 + y 2 = 4 is a particular solution of the DE

dy
x + y dx = 0.

SHB/SU MA-102 (2020)

 What is a differential equation?
First order ODEs

Formation of DEs

Till now, we have seen that coreesponding to a given DE, we

can obtain a family of integral curves, which form a general
solution to the given DE.
Qn: What about the reverse process?
That is, suppose we are given the equation of a family of
curves (having n many arbitrary constants in it), how to get
the corresponding DE?

SHB/SU MA-102 (2020)

 What is a differential equation?
First order ODEs

Suppose we are given the equation of a family of curves and,

this equation contains n many arbitrary constants. Then to
get the corresponding DE, we should follow the steps below:
• Differentiate the equation of the family of curves exactly n
times.
• Use the (n + 1) expressions so obtained to eliminate the n
arbitrary constants.

SHB/SU MA-102 (2020)

 What is a differential equation?
First order ODEs

After the elimination of the n arbitrary constants, we obtain

the final expression in terms of the variables and their
derivatives. This expression is free of any arbitrary constants.
This is the required DE.

Exercise 1: For the family of curves given by the equation

x2 + y 2 = C (where C is an arbitrary constant), the
corresponding DE is x + yy 0 = 0.
Exercise 2: For the family of curves given by the equation
ax2 + by 2 = 1 (where a and b 6= 0 are arbitrary constants), the
corresponding DE is xyy 00 + x(y 0 )2 − yy 0 = 0.

SHB/SU MA-102 (2020)

 What is a differential equation?
First order ODEs

First order ODEs

The general form of a first order ODE is given by:

F (x, y(x), y 0 (x)) = 0,

for some function F .
Generally speaking, it is very difficult to solve first order
ODEs. Even for the apparently simple first order ODE
dy
= f (x, y),
dx
no formulae exist for obtaining its solution in all cases.
On the other hand, there are certain standard types of first
order ODEs, for which routine methods of solution are
available.

SHB/SU MA-102 (2020)

 What is a differential equation?
First order ODEs

Example 1: Consider the ODE xdx = ydy.

Example 2: Consider (x − 4)y 4 dx − x3 (y 2 − 3)dy = 0.

Separating the variable by dividing x3 y 4 , we obtain
(x − 4)dx (y 2 − 3)dy
− =0
x3 y4
The general solution is − x1 + 2
x2
+ 1
y
− 1
y3
= C, y 6= 0

These are examples of separable equations.

SHB/SU MA-102 (2020)

 What is a differential equation?
First order ODEs

Separable Equations
Definition: A first-order equation y 0 (x) = f (x, y) is separable
if it can be written in the form
dy
= g(x)p(y)
dx
Method for solving separable equations: To solve the equation
dy
= g(x)p(y),
dx
1
we write it as h(y)dy = g(x)dx, where h(y) := p(y) .
Integrating both sides
Z Z
h(y)dy = g(x)dx =⇒ H(y) = G(x) + C,

which gives a solution to the differential equation.

SHB/SU MA-102 (2020)
 What is a differential equation?
First order ODEs

Formal justification of method: Writing the equation in the

form
dy 1
h(y) = g(x), h(y) := .
dx p(y)
Let H(y) and G(x) be such that
H 0 (y) = h(y), G0 (x) = g(x).
Then
dy
H 0 (y)
= G0 (x).
dx
dy
d
Since dx H(y(x)) = H 0 (y(x)) dx (by chain rule), we obtain
d d
H(y(x)) = G(x) ⇒ H(y(x)) = G(x) + C.
dx dx

SHB/SU MA-102 (2020)

 What is a differential equation?
First order ODEs

Remark: In finding a one-parameter family of solutions in the

separation process, we assume that p(y) 6= 0. Then we must
find the solutions y = y0 of the equation p(y) = 0 and
determine whether any of these are solutions of the original
equation which were lost in the formal separation process.

Note: y = 0 is a solution of the ODE in example 2, which was

lost in the separation process.

SHB/SU MA-102 (2020)

 What is a differential equation?
First order ODEs

If we start with a family of curves f (x, y) = c, then its

differential equation can be written in the form df = 0 or
∂f ∂f
dx + dy = 0.
∂x ∂y
Suppose we turn this situation around, and begin with the DE
M (x, y)dx + N (x, y)dy = 0. (3)
Suppose there exists a function f (x, y) such that
∂f ∂f
= M (x, y) and = N (x, y), (4)
∂x ∂y
then (3) can be written in the form
∂f ∂f
dx + dy = 0 or df = 0.
∂x ∂y
SHB/SU MA-102 (2020)
 What is a differential equation?
First order ODEs

And its general solution is

f (x, y) = c.

Example 3: ydx + xdy = 0.

1 x
Example 4: y
dx − y2
dy = 0.

The left hand side of the equation in example 3 is nothing but

d(xy) and that of example 4 is d( xy ). So the general solutions
of these equations are xy = c and xy = c.

SHB/SU MA-102 (2020)

 What is a differential equation?
First order ODEs

Exact Differential Equation

Definition: Let F be a function of two real variables such that

F has continuous first partial derivatives in a domain D. The
total differential dF of the function F is defined by the formula
dF (x, y) = Fx (x, y)dx + Fy (x, y)dy
for all (x, y) ∈ D.
Definition: The expression M (x, y)dx + N (x, y)dy is called an
exact differential in a domain D if there exists a function F
such that
Fx (x, y) = M (x, y) and Fy (x, y) = N (x, y)
for all (x, y) ∈ D.

SHB/SU MA-102 (2020)

 What is a differential equation?
First order ODEs

Definition: If M (x, y)dx + N (x, y)dy is an exact differential,

then the differential equation
M (x, y)dx + N (x, y)dy = 0

is called an exact differential equation.

Theorem: Let R be a rectangle in R2 . Let
M (x, y), N (x, y) ∈ C 1 (R). Then
M (x, y) + N (x, y)y 0 = 0 is exact ⇐⇒ My (x, y) = Nx (x, y)
for (x, y) ∈ R.

(For a proof, see S. L. Ross, 3rd edition, pp 27-30.)

Example: Consider 4x + 3y + 3(x + y 2 )y 0 = 0.

SHB/SU MA-102 (2020)

 What is a differential equation?
First order ODEs

First order linear ODEs

The general form of a first order linear ODE (in standard
form) is given by:
dy
+ P (x)y = Q(x). (a)
dx
The simplest method of solving this depends on the
observation that
 
d R P dx R
P dx dy
(e y) = e + Py . (b)
dx dx
R
P dx
Accordingly, if equation (a) is multiplied throughout by e ,
then it becomes
d R P dx R
(e y) = Qe P dx .
dx
SHB/SU MA-102 (2020)
 What is a differential equation?
First order ODEs

Integration now yields

R
Z R
P dx P dx
ye = Qe dx + c.

So Z 
R R
− P dx P dx
y=e Qe dx + c .

is the general solution of (a).

dy
Example 5: Solve dx
+ x1 y = 3x.

SHB/SU MA-102 (2020)

 What is a differential equation?
First order ODEs

Integrating Factors

In the above slide on first order linear ODEs, we observed that

the left hand side of equation (a) was not an exact differential
R
to begin with. But when we multiplied equation (a) by e P dx ,
the resulting equation had an exact differential on the left
hand side.

SHB/SU MA-102 (2020)

 What is a differential equation?
First order ODEs

Definition: If the equation

M (x, y)dx + N (x, y)dy = 0 (5)

is not exact, but the equation

µ(x, y){M (x, y)dx + N (x, y)dy} = 0 (6)
is exact then µ(x, y) is called an integrating factor of (5).
Example: The equation (y 2 + y)dx − xdy = 0 is not exact.
But, when we multiply by y12 , the resulting equation
 
1 x
1+ dx − 2 dy = 0, y 6= 0
y y
is exact.

SHB/SU MA-102 (2020)

 What is a differential equation?
First order ODEs

Remark: While (5) and (6) above have essentially the same
solutions, it is possible to lose solutions when multiplying by
µ(x, y).
(My −Nx )
Theorem: If N
is continuous and depends only on x,
then Z   
My − Nx
µ(x) = exp dx
N
is an integrating factor for M dx + N dy = 0.

SHB/SU MA-102 (2020)

 What is a differential equation?
First order ODEs

Example: Solve (2x2 + y)dx + (x2 y − x)dy = 0.

The equation is not exact as My = 1 6= (2xy − 1) = Nx . Note
that
My − Nx 2(1 − xy) −2
= = ,
N −x(1 − xy) x
which is a function of only x, so an I.F µ(x) = x−2 and the
2
solution is given by 2x − 2yx−1 + y2 = C.
Remark. Note that the solution x = 0 was lost in multiplying
µ(x) = x−2 .
−My
Theorem: If NxM is continuous and depends only on y, then
Z   
Nx − My
µ(y) = exp dy
M
is an integrating factor for M dx + N dy = 0.

SHB/SU MA-102 (2020)

 What is a differential equation?
First order ODEs

Homogeneous Functions
If M (x, y)dx + N (x, y)dy = 0 is not a separable, exact, or
linear equation, then it may still be possible to transform it
into one that we know how to solve.
Definition: A function f (x, y) is said to be homogeneous of
degree n if
f (tx, ty) = tn f (x, y),
for suitably restricted x, y and t where t ∈ R and n is a
constant non-negative integer.
Example:
1. f (x, y) = x2 + y 2 log(y/x), x > 0, y > 0
(homogeneous of degree 2)
2. f (x, y) = ey/x + tan(y/x) x > 0, y > 0
(homogeneous of degree 0)

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 What is a differential equation?
First order ODEs

• If M (x, y) and N (x, y) are homogeneous functions of the

same degree then the substitution y = vx transforms the
equation into a separable equation.
dy
Writing M dx + N dy = 0 in the form dx = −M/N = f (x, y).
Then, f (x, y) is a homogeneous function of degree 0. Now,
substitution y = vx transform the equation into
dv dv dx
v+x = f (1, v) ⇒ = ,
dx f (1, v) − v x
which is in variable separable form.
Example: Consider (x + y)dx − (x − y)dy = 0.

SHB/SU MA-102 (2020)

 What is a differential equation?
First order ODEs

Substitutions and Transformations

Sometimes it is possible to transform a first order ODE to

separable, linear or homogeneous form by making a series of
substitutions.

A number of such instances (not necessarily exhaustive) are

discussed in the next few slides.

SHB/SU MA-102 (2020)

 What is a differential equation?
First order ODEs

Consider a DE of the form

(a1 x + b1 y + c1 )dx + (a2 x + b2 y + c2 )dy = 0, where ai ’s, bi ’s
and ci ’s are constants.
• It can be transformed into the homogeneous equation by
substituting

x = u + h and y = v + k,
where h, k are solutions of a1 h + b1 k + c1 = 0 and
a2 h + b2 k + c2 = 0.
• If a2 /a1 = b2 /b1 , then substitution z = a1 x + b1 y reduces
the above DE to a separable equation in x and z.

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 What is a differential equation?
First order ODEs

Examples: Consider the differential equation

dy 7x − 3y − 7
= .
dx −3x + 7y + 3
Observe that h = 1, k = 0 are solutions of 7h − 3k − 7 + 0
and −3h + 7k + 3 = 0. Use the substitutions x = u + 1 and
y = v + 0 to transform the given differential equation into a
homogeneous differential equation.

On the other hand, if we consider the following differential

equation
dy x+y−1
= ,
dx x+y+1
then the substitution z = x + y reduces the given equation to
a separable equation in x and z.
SHB/SU MA-102 (2020)