3.

First-Order Ordinary
Differential Equations

3.1 Introduction: Examples. Definitions

Example 9 - The velocity of a point particle
In order to illustrate the main points of this chapter, before we proceed to de-
fine the notions involved, we will present a well-known example from physics and
mechanics, namely the constant-velocity straight line motion of a point particle
(point-like particle, point mass - ideal particle possessing mass but no dimen-
sions).
The problem discussed here is the following: If the point particle is initially
placed in the origin O of the coordinate system and it moves with the constant
velocity v = 5 meters/second, what distance will it cover in 7 seconds?
Evidently the answer may be easily found by applying the Rule of Three - if
in one second the point particle covers 1 meter, in seven seconds it will cover x
meters where x = 5·7 1 = 35 meters. However the purpose of this example is not
necessarily to perform the computation but, as we mentioned at the beginning,
to introduce several new notions.
For a start we recall the fact that the velocity is usually defined as the ratio
between the distance ∆x covered in a given time interval ∆t and the time interval
itself:
∆x
vm =
∆t
The velocity thus defined is actually the so-called average velocity, associated to
the entire time interval.
The velocity associated to a point particle at a particular moment, called the
instantaneous velocity, is defined as:
∆x dx
v(t) = lim = (t)
∆t→0 ∆t dt

7
8 3. First-Order Ordinary Differential Equations

We remark here that, in general, if for the function x = x(t) the variable
t represents the time, then the derivative dx dt signifies the rate of change of the
value of the function over time. In simpler words, it shows the way x changes
over time.
In the case of our example, since v = 5, we actually obtain some kind of an
equation containing the unknown function x (remember we have to find a certain
value for x):
dx
=5 (1)
dt
Such an equation, whose unknown is a function (in this case x = x(t)) and
which contains derivatives of the unknown function (such as dx dt ) is called an
ordinary differential equation.
Looking at the equation (1) it becomes clear that in order to find the answer
to our problem we should first find the mathematical relation joining the distance
x and the time t, namely the function x = x(t).
First we will recall the fact that if f (t)R is a primitive function (antiderivative)
of g(t) i.e. df
dt (t) = g(t), then f (t) = g(t)dt + C, where C is an arbitrary
constant.
As a consequence, we can find x = x(t) like this:
Z Z Z
dx
x(t) = ( (t))dt = (v(t))dt = 5dt = 5 · t + C
dt

The function x(t) = 5 · t + C is a solution of the equation (1) (verify!). Since

it depends on an arbitrary constant, the function is not unique: for any value of
the constant we obtain a different function verifying the equation (1). Thus, for
example, choosing C = 1 the function is x(t) = 5 · t + 1 and its derivative is:

dx d d d d
= (5 · t + 1) = (5 · t) + (1) = 5 · (t) + 0 = 5 · 1 = 5.
dt dt dt dt dt
It follows that this is a solution of (1).
We will call x(t) = 5 · t + C the general solution of the equation (1). The
solution x(t) = 5 · t + 1 , corresponding to the choice C = 1, is called a particular
solution of the equation (1).
But how do we actually choose the value of C ? Looking back at our problem,
the fact that the point particle is initially placed in the origin O of the coordi-
nate system means that at the initial moment t = 0 the distance is x = 0 or,
equivalently, the following so-called initial condition is satisfied:

x(0) = 0 (2)

8
3.1 Introduction 9

Replacing t = 0 in the general solution we obtain x(0) = 5·0+C = 0+C = C.

Taking into account the initial condition (2), this relation becomes 0 = C, so
C = 0.
The corresponding particular solution of the problem is thus x(t) = 5 · t + 0 =
5 · t, which means the for the given point particle the law of motion is x(t) = 5 · t
(in other words in t seconds the point particle covers a distance of 5 · t meters).
In conclusion, the answer to our problem (what distance will the point particle
cover in 7 seconds?) is the following: after 7 seconds the point particle covered
x(7) = 5 · 7 = 35 meters.
This problem could be presented in similar but more abstract way: Find the
value x(7), where the unknown function x = x(t) is the solution of the problem
consisting of the equation (1) and the initial condition (2):
(
dx
dt = 5
x(0) = 0

A problem of this type is called a Cauchy problem.

The following definitions will generalize the notions introduced by this exam-
ple:

Definitions:
We call a First-Order Ordinary Differential Equation an equation of the type:
dx
F( (t), x(t), t) = 0 (3)
dt
where the function F is a given (known) function. To solve the differential equa-
tion (3) means to find its general solution x = x(t, C) which, together with is
derivative dx
dt verifies the equation (3) (for any value of the constant C).
If the solution x also verifies the initial condition x(0) = a, where a is a given
constant, then the value of the constant C can be calculated and we obtain the
particular solution x = x(t) which verifies the Cauchy problem:
(
F ( dx
dt (t), x(t), t) = 0 (4)
x(0) = a

Remarks
• The general solution of a differential equation is not a unique function but a
family (a set) of functions depending on (indexed by) the constant C. This

9
10 3. First-Order Ordinary Differential Equations

family contains an infinite number of functions since to any value of the

constant there corresponds a different function of the family. If the value of
the constant is determined (for example by means of an initial condition)
then a particular solution is obtained and this particular solution is a unique
function.

• The equation is called a ”first-order” equation because it contains only the

derivative of the first order of the unknown function, dx dt . If in such an
equation the maximal order of the derivative included is n (i.e. it contains
d(n) x
dt(n)
), then the equation is called an n-th order ordinary differential equa-
tion. Several particular cases of such an equation will be introduced in the
next chapter.

• The normal form of the equation (3) este:

dx
(t) = f (x(t), t) (5)
dt
where the function f is also a known function.

• Different books/courses in differential equations may use different nota-

tions. For example, if the first-order derivative of the unknown function is
denoted by x0 (t), then the equation (3) becomes:

F (x0 (t), x(t), t) = 0

If the unknown function is denoted by y and its variable by x, then the

equation (3) becomes:

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

În this case the general solution has the form y = y(x, C).

3.2 First-order differential equations with separable vari-

ables
Example 10 - Second-order chemical reaction
We consider the transformation of a quantity of the A substance into another
quantity of the B substance by means of a second-order chemical reaction. In
this case, if c = c(t) describes the time evolution of the concentration of the

10
3.2 First-order differential equations with separable variables 11

A substance in time, the function c is the solution of the kinetics differential

equation:
dc
= k · c2
dt
Here dcdt is the rate of the reaction and k is the rate constant.
We will solve the following problem:
If in an second-order chemical reaction at the initial moment (t = 0) the
1
concentration of the A substance is c0 = 10 and the rate constant is k = − 10 ,
find the concentration of the A substance at the moment t = 9.
We will associate to this problem the following Cauchy problem:
(
dc 1 2
dt = − 10 · c
c(0) = 10

The first step is to find the general solution of the differential equation by
rewriting the equation in the following way:
dc 1 1 1
= − · c2 ⇒ 2 · dc = − · dt
dt 10 c 10
The operation performed above is called the separation of the variables and, as
the name suggests, it consists of the separation of terms containing the unknown
function only from the terms containing the variable only, separation performed
by means of multiplications and divisions. For the case of our problem, dividing
by c2 and multiplying by dt we placed in the left-hand side of the equation all
the terms containing the unknown function c and in the right-hand side all the
terms containing the variable t. As a result we obtained an equation which can
be directly integrated: we will integrate the left-hand side with respect to c and
the right-hand side with respect to t:
Z Z
1 1
2
dc = − dt
c 10
n+1
Using for the indefinite integrals the formulas cn dc = cn+1 + C1 (with n = −2)
R
1
R
and α dt = α · t + C2 (cu α = − 10 ) we obtain:

1 1
− + C1 = − · t + C2
c 10
Denoting C2 − C1 = C we have:
1 1
− =− ·t+C
c 10

11
12 3. First-Order Ordinary Differential Equations

We obtain the general solution:

10
c(t) =
t − 10 · C
In order to find the particular solution of the Cauchy problem, we will compute
the value of the constant C by using the initial condition. On one hand, replacing
t = 0 in the general solution we obtain:
10 10 1
c(0) = =− =−
0 − 10 · C 10 · C C
On the other hand, from the initial condition we have:

c(0) = 10

Equating the two expressions for c(0) we obtain:

1 1
10 = − ⇒C=−
C 10
Replacing this value of C in the general solution we find the particular solution:
10 10
c(t) = 1 = t+1
t − 10 · (− 10 )
Thus, the answer to our problem is: the concentration of A substance at the
10
moment t = 9 is c(9) = 9+1 = 10
10 = 1.

Remark
• The order of a chemical reaction has no relation whatsoever with the order
of the associated kinetics differential equation (which is always a first-order
ordinary differential equation). The order of the chemical reaction depends
on the expression of the right-hand side of the associated equation. If the
equation has the form dc dt = k (the reaction rate is constant) the order of
the chemical reaction is zero, if the equation has the form dc dt = k · c the
order of the chemical reaction is one, if the equation has the form dc
dt = k · c
2

the order of the chemical reaction is two and so on.

Definition
A first-order differential equations with separable variables is an equation of the
type:
dx
= f1 (x) · f2 (t) (6)
dt

12
3.2 First-order differential equations with separable variables 13

where the functions f1 , f2 are known functions. The general solution of this
equation can be found by dividing it by f1 (x), multiplying it by dt and integrating
both sides of the new equation:
Z Z
1
dx = f2 (t) dt (7)
f1 (x)

Remark
• To find the general solution of a first-order differential equation with sepa-
rable variables we should first divide by f1 (x). But what if f1 (x) = 0? In
this case clearly the division is not possible but on the other hand f1 (x) = 0
is an algebraic equation and its solutions x = ci , i = 1, 2, ..., n are constants
(real or complex numbers). It turns out that these constant solutions are
actually solutions of the differential equation since they verify the equation:
the left-hand side of the equation becomes zero because the derivative of a
constant function is zero, and the right-hand side is also zero because f1 (x)
becomes zero (x being a solution of f1 (x) = 0).
A solution of this type is called a singular solution of the differential equa-
tion and it is not a part of the family of solutions which constitutes the
general solution.
În Example 10, we divided by f1 (c) = c2 . The algebraic equation c2 = 0
has only one solution, c = 0, to which it corresponds the singular solution
c(t) = 0. This is indeed a solution of the differential equation dc 1
dt = − 10 · c
2
d 1
since dt (0) = 0 = − 10 · 02

Example 11 - First-order chemical reaction

We consider a first-order chemical reaction described by the following differential
equation:
dc
=k·c
dt
We will solve the following problem:
If at the initial moment (t = 0) the concentration is c(0) = 10 and at the
moment (t = 1) the concentration is c(1) = 1, find the concentration at the
moment t = 2.
In order to solve this problem, first we will find the general solution of the
differential equation. Since we can rewrite the equation as dc
dt = f1 (c)·f2 (t), where
f1 (c) = c and f2 (t) = k (constant function), the equation is one with separable

13
14 3. First-Order Ordinary Differential Equations

variables. Using the method of the separation of the variables we obtain:

Z Z
1 1
· dc = k · dt ⇒ · dc = k · dt ⇒ ln(c) = k · t + C
c c

Taking into account the fact that eln(c) = c, by exponentiating the last equation
we obtain the general solution as:

c(t) = ek·t+C

Next we find the value of the constant C by using the initial condition c(0) = 10.
Taking into account the fact that ln(eC ) = C, we obtain:

10 = c(0) = ek·0+C = eC ⇒ C = ln(10)

The particular solution corresponding to the initial condition c(0) = 10 is:

c(t) = ek·t+ln(10)

We must also find the value of the rate constant k. This is possible due to the
fact that we have a supplementary condition, c(1) = 1. If the particular solution
verifies this condition, it follows that:

c(1) = 1 ⇒ ek·1+ln(10) = 1 ⇒ ek+ln(10) = 1 ⇒ k + ln(10) = ln(1) ⇒

1
k = ln(1) − ln(10) ⇒ k = ln( 10 )

The solution becomes:

1 1 t −t
c(t) = eln( 10 )·t+ln(10) ⇒ c(t) = eln(( 10 ) )+ln(10) ⇒ c(t) = eln(10 )+ln(10) ⇒
−t 1−t
c(t) = eln(10 ·10) ⇒ c(t) = eln(10 ) ⇒ c(t) = 101−t

In conclusion, the answer tu the problem’s question is: the concentration at

the moment t = 2 is c(2) = 101−2 = 10−1 = 0.1.

3.3 First-order linear differential equations

Definition
A first-order linear differential equation is an equation of the type:
dx
= f1 (t) · x + f2 (t) (8)
dt
where the functions f1 , f2 are known functions of the variable t.

14
3.3 First-order linear differential equations 15

Proposition
R
Denoting by F1 (t) a primitive of the function f1 (i.e. F1 (t) = f1 (t) dt), the
general solution of the equation (8) is:
Z
x(t) = e F1 (t)
· ( e−F1 (t) · f2 dt + C) (9)

Proof:

We have to show that the above solution x(t) (9) verifies the equation (8). In the
following we will denote the derivative of a given function u(t) by du d
dt or by dt (u),
depending on the situation. R R
If x(t) has the form (9), x(t) = e f1 (t) dt · ( e− f1 (t) dt · f2 dt + C), then its
R

derivative dx dt may be calculated by Rthe product rule, dt (u(t)

d
R
· v(t)) = du dt · v(t) +
dv f (t) dt − f (t) dt
R
u(t) · dt , where we choose u(t) = e 1 and v(t) = e 1 · f2 dt + C.
We obtain: R R
dx d f1 (t) dt · ( e− f1 (t) dt · f dt + C))
R
dt = (e
dt R R 2
d f1 (t) dt ) · ( e− f1 (t) dt · f dt + C)
R
= dt R
(e R 2
+e f1 (t) dt · dt d
( e− f1 (t) dt · f2 dt + C)
R

R R
d d
(e f1 (t) dt ) and dt ( e− f1 (t) dt ·f2 dt+
R
Hence we must compute the integrals dt
C).
d
In order to compute the first integral we will use the formula: dt (eu(t) ) =
d
eu(t) · dt
R
(u). For u(t) = f1 (t) dt, taking into account the fact that the derivative
of the integral of a a given function is the function itself, we obtain:
Z
d R f1 (t) dt R
f1 (t) dt d
R
(e )=e · ( f1 (t) dt) = e f1 (t) dt · f1 (t)
dt dt

The integral of a sum is the sum of integrals of its terms, hence the second integral
is: R − R f (t) dt R
d d
( e− R f1 (t) dt · f2 dt) + dt
d
R
dt ( e
1 · fR 2 dt + C) = dt (C)
=e − f 1 (t) dt · f2 + 0 = e − f 1 (t) dt · f2
dx
Replacing the expressions of the two integrals in the above expression of dt we
obtain: R R
dx f1 (t) dt · f (t) · ( e− f1 (t) dt · f dt + C)
R
dt = e R 1 R 2
+e f1 (t) dt · e− f1 (t) dt · f2
R R R R
Taking into account the fact that e f1 (t) dt · e− f1 (t) dt = e f1 (t) dt− f1 (t) dt =

15
16 3. First-Order Ordinary Differential Equations

e0 = 1, we have:
R R
dx f1 (t) dt · f (t) · ( e− f1 (t) dt · f dt + C) + f ⇔
R
dt = e R 1 R 2 2
⇔ dx f1 (t) dt · ( e− f1 (t) dt · f dt + C) + f ⇔
R
dt = f 1 (t) · e 2 2
⇔ dx dt = f1 (t) · x(t) + f2
R R
We obtained the equation (8) itself, which means that x(t) = e f1 (t) dt ·( e− f1 (t) dt ·
R

f2 dt + C) together with its derivative dxdt verifies (8), which in turn means that
x(t) is the actual solution of the equation.

Example 12 - Consecutive chemical reactions

We consider a chemical process X −→ Y −→ Z consisting of two consecutive first
order chemical reactions: one transforming the substance X into the substance
Y with a rate constant k1 another one transforming the substance Y into the
substance Z with a rate constant k2 .
We denote by x, y, z the concentrations of the substances X, Y, Z, respectively.
At the initial moment t = 0 we have the initial conditions x(0) = x0 , y(0) =
0, z(0) = 0 (which reflect the fact that at the initial moment only the X substance
exists).
The reactions are described by the differential equations:

dx dy dz
= −k1 · x, = k1 · x − k2 · y, = k2 · y
dt dt dt

We will compute the expressions x = x(t), y = y(t), z = z(t) of the concen-

trations of the three substances involved in the process.
First we will solve the Cauchy problem consisting of the first differential equa-
tion and the fist initial condition, problem whose solution is the concentration of
the first substance: (
dx
dt = −k1 · x
x(0) = x0

The equation ha separable variables, hence:

Z Z
dx 1
= −k1 · x ⇒ dx = −k1 dt ⇒ ln(x) = −k1 · t + C ⇒ x = e−k1 ·t+C
dt x

Using the initial condition we obtain:

x(0) = x0 ⇒ x0 = e−k1 ·0+C ⇒ x0 = eC

16
3.3 First-order linear differential equations 17

Since x = e−k1 ·t+C = e−k1 ·t · eC , we obtain the solution:

x = x0 · e−k1 ·t
In order to find the concentration y of the second substance, we replace in
the second equation the expression found above for x, obtaining the following
Cauchy problem: (
dy −k1 ·t − k · y
dt = k1 · x0 · e 2
y(0) = 0
The differential equation is a linear one, containing the functions f1 (t) = −k2 ,
f2 (t) = k1 · x0 · e−k1 ·t R(from the definition of a linear differential equation). As
a consequence, since eα·t dt = α1 · eα·t , by using the previous proposition we
obtain the solution as:
R R
y = e f1 (t) dt ·R ( e− f1 (t) dt · f2 dt + C)
R
R
= e −k2 dt · ( Re− −k2 dt · k1 · x0 · e−k1 ·t dt + C)
R

= e−k2 ·t · ( ek2 ·t · k1R · x0 · e−k1 ·t dt + C)

= e−k2 ·t · (k1 · x0 · e(k2 −k1 )·t dt + C)
= e−k2 ·t · (x0 · k2k−k
1
1
· e(k2 −k1 )·t + C)
We use the initial condition and find the value of the constant:

y(0) = 0 ⇒ e−k2 ·0 · (x0 · k2k−k

1
1
· e(k2 −k1 )·0 + C) = 0
⇒ (x0 · k2k−k
1
1
+ C) = 0 ⇒ C = −x0 · k2k−k 1
1

Replacing this value of C into the general solution we obtain:

k1
y = e−k2 ·t · x0 · k2 −k1 · (e(k2 −k1 )·t − 1) = x0 · k2k−k
1
1
· (e−k2 ·t · e(k2 −k1 )·t − e−k2 ·t )
k1
= x0 · k2 −k1 · (e 1 − e 2 ·t )
−k ·t −k

So the concentration of the second substance is:

k1
y = x0 · · (e−k1 ·t − e−k2 ·t )
k2 − k1
The concentration z of the third substance may be also found by solving
the corresponding Cauchy problem: third equation and third initial condition.
However, there is a much simpler way to find z: we take into account the fact
that over the course of a chemical reaction, the total concentration of substance
remains constant at any time, including the initial moment, so we have x+y +z =
x0 + 0 + 0 = x0 . We obtain:

k1
z = x0 − x − y = x0 · (1 − e−k1 ·t − · (e−k1 ·t − e−k2 ·t )
k2 − k1

17
18 3. First-Order Ordinary Differential Equations

Example 13
Solve the Cauchy problem:
(
dx
= 2t · x + t2 · cos(t)
dt
x(π) = 0

The differential equation is linear, with f1 (t) = 2t and f2 (t) = t2 · cos(t). Since
eln(u) = u, by using the previous proposition we have:

R R R 2 R 2
x = e f1 (t) dt · ( e− f1 (t) dt · f2 dt + C) = e t dt · ( e− t dt · t2 · cos(t) dt + C)
R R
2 −2
= e2·ln(t) · R( e−2·ln(t) · t2 · cos(t) dt + C) =R eln(t ) · ( eln(t ) · t2 · cos(t) dt + C)
R R

= t2 · ( t−2 · t2 · cos(t) dt + C) = t2 · ( cos(t) dt + C) = t2 · (sin(t) + C)

Hence the general solution is:

x = t2 · (sin(t) + C)

In order to find the particular solution corresponding to the Cauchy problem,

we will use the initial condition:

x(π) = 0 ⇒ 0 = π 2 · (sin(π) + C) ⇒ 0 = π 2 · (0 + C) ⇒ C = 0

In conclusion, the solution of the Cauchy problem is:

x = t2 · sin(t)

3.4 Bernoulli differential equation

Definition
A Bernoulli differential equation is an equation of the type:

dx
= f1 (t) · x + f2 (t) · xα , α 6= 0, α 6= 1 (10)
dt
where the function f1 , f2 are known functions of the variable t.
The cases α = 0, α = 1 are excluded since for α = 0 we obtain a linear
differential equation and for α = 1 we obtain an equation with separable variables.

18
3.4 Bernoulli differential equation 19

Proposition
A Bernoulli differential equation may be transformed into a linear differential
equation by means of the change of function:

y = x1−α (11)

Proof:
If the new function is y = x1−α then, in order to compute its derivative dy dt we
will consider y as a composition of two functions, y(t) = u(x(t)). Using the chain
rule for computing the derivative of the composition of two functions we obtain:

dy du(x) du dx
= = ·
dt dt dx dt

Since in fact u(x) = x1−α we have:

dy d 1−α dx dx
= (x )· = (1 − α) · x−α ·
dt dx dt dt

Replacing the derivative dx

dt given by the initial equation (10) into the above
dy −α
relation, dt = (1 − α) · x · dx
dt , we obtain the equation:

dy −α · (f (t) · x + f (t) · xα )
dt = (1 − α) · x 1 2
⇒ dy
dt = (1 − α) · (f1 (t) · x · x −α + f (t) · xα · x−α )
2
⇒ dydt = (1 − α) · f1 (t) · x
1−α + (1 − α) · f (t)
2

Replacing in this last equation the expression x1−α by y (as stated by the
change of function (11)), we obtain the transformed equation:

dy
= (1 − α) · f1 (t) · y + (1 − α) · f2 (t)
dt
This equation is indeed a linear one since the multiplication by the constant
1 − α does not change the type of the equation. Thus the general solution of the
equation is:
R Z R
y=e (1−α)·f1 (t) dt
· ( e− (1−α)·f1 (t) dt · (1 − α) · f2 dt + C)

Finally, once the expression of y is calculated, the solution of the initial equa-
1
tion (10) can be found as x = y 1−α .

19
20 3. First-Order Ordinary Differential Equations

Exemplul 14
We will solve the equation:

dx 1 1
=− ·x+ 2 2
dt t t ·x
First re rewrite the equation as:

dx 1 1
= − · x + 2 · x−2
dt t t
Hence we have a Bernoulli differential equation with α = −2. The corre-
sponding change of function is y = x1−(−2) = x3 . We have:

dy d 3 dx dx
= (x ) · = 3 · x2 ·
dt dx dt dt
dx
Replacing dt from the initial equation we obtain:

dy 1 1 dy 3 3
= 3 · x2 · (− · x + 2 · x−2 ) ⇒ = − · x3 + 2
dt t t dt t t
Since x3 = y, the transformed equation is:

dy 3 3
=− ·y+ 2
dt t t
The general solution of this linear equation is:
R 3 R 3
y = e − t dt · ( e− − t dt · t32 dt + C) = e−3·ln(t) · ( e3·ln(t) · t32 dt + C)
R R
2
= t−3 · ( t3 · t32 dt + C) = t−3 · ( 3 · t dt + C) = t−3 · ( 3·t2 + C)
R R

Finally, the general solution of the initial equation is:

1 3 · t2 1
x = y 3 = t−1 · ( + C) 3
2

Exercise
The differential equation:

dx
= cos(t) · x + cos(t) · x2
dt
is at the same time an equation with separable variables and a Bernoulli equation.
Find the general solution of the equation using both available methods.

20
3.5 First-order homogeneous differential equation 21

3.5 First-order homogeneous differential equation

Definition
A differential equation of the type:

dx
= f (x, t)
dt
is called a homogeneous differential equation if the function f (x, t) satisfies the
property:
f (k · x, k · t) = f (x, t) (12)
for any constant k.

Propoziţie
A first-order homogeneous differential equation may be transformed into a first-
order differential equation with separable variables by menas of the following
chage of function O ecuaţie diferenţi:

x=y·t (13)

Proof:
dx
If the change of function is x = y · t then the derivative dt becomes:

dx d dy dt dy
= (y · t) = ·t+y· = ·t+y
dt dt dt dt dt
x 1
On the other hand, if x = y · t then y = t and, by choosing k = t in (12) we
obtain:
1 1 x x
f (x, t) = f (k · x, k · t) = f ( · x, · t) = f ( , 1) = f ( ) = f (y)
t t t t
dx
Replacing the previously calculated dt and f (x, t) into the initial equation we
obtain:

dx dy dy 1
= f (x, t) ⇒ · t + y = f (y) ⇒ = (f (y) − y) ·
dt dt dt t
This last equation is indeed an equation with separable variables since it has
the form dy 1
dt = f1 (y) · f2 (t), where f1 (y) = f (y) − y and f2 (t) = t .

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22 3. First-Order Ordinary Differential Equations

Example 15
We will solve the differential equation:

dx
2 · t2 ·
− x2 − t 2 = 0
dt
First we rewrite the equation into its normal form:

dx x2 + t2
=
dt 2 · t2
x2 +t2
Thus f (x, t) = 2·t2
and the equation is a homogeneous one since:

(k · x)2 + (k · t)2 k 2 · x2 + k 2 · t2 x2 + t2
f (k · x, k · t) = = = = f (x, t)
2 · (k · t)2 2 · k 2 · t2 2 · t2

Following the previous proposition, using the change of function x = y · t the

dy
derivative dx dx
dt becomes dt = dt · t + y. Replacing into the equation we obtain:
2 2 2 2 2
dy
dt · t + y = (y·t) +t
2·t2
⇒ dy
dt · t =
y ·t +t
2·t2
−y ⇒
2 2 2
dy
dt
y +1
· t = 2 − y ⇒ dt · t =dy y +1−2·y
2 ⇒ dt = (y−1)
dy
2·t
This last equation is an equation with separable variables:
dy (y−1)2 1 1 1
R 1
dy = 12 · 1t dt ⇒
R
dt = 2·t ⇒ (y−1) 2 dy = 2 · t dt ⇒ (y−1)2
1
− y−1 = 21 · ln(t) + C ⇒ y − 1 = − ln(t)+2·C
2 2
⇒ y = 1 − ln(t)+2·C

2
Since y = 1 − ln(t)+2·C and x = y · t, it follows that the general solution of the
initial equation is:
2·t
y =t−
ln(t) + 2 · C
In the end we remark that during the process of the separation of the variables
we divided the equation by (y −1)2 , which means that we assumed that (y −1)2 6=
0. However, if (y−1)2 = 0 we obtain the singular solution of transformed equation
as y = 1. Since x = y·t, the singular solution corresponding to the initial equation
is x = t.

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