MTN 6

DIFFERENTIAL EQUATIONS

COURSE MODULE 3
 EQUATION OF ORDER ONE MODULE 3

First Order DE

= 𝑓(𝑡, 𝑦) Eq. 1

If the function f in eq. 1 depends linearly on the dependent variable y, then eq. 1 is called a
first order linear equation.

 Standard Form of General First Order Linear Equation:

𝑑𝑦
+ 𝑝(𝑡)𝑦 = 𝑔(𝑡)
𝑑𝑡
Where p and g are given functions of the independent variable t
Or
𝑑𝑦
𝑃(𝑡) + 𝑄(𝑡)𝑦 = 𝐺(𝑡)
𝑑𝑡
Where P, Q, and G are given; as long as P(t)≠0

A. Separation of Variables

A function f(x,y) is homogeneous of degree k, if f(λx, λy) = λ k f(x, y)

Example:

f(x, y) = x2 – xy – 3y2

f(λx, λy) = (λx)2 – (λx) (λy) – 3 (λy)2

= λ2 x2 – λ2 xy – 3 λ2 y2

= λ2 (x2 –xy – 3 y2)

= λ2 f(x, y)

 F is homogeneous degree k=2

We begin our study of the methods for solving first-order equations by studying an
equation of the form

M dx + N dy = 0

Or

M (x, y) dx + N (x,y) dy = 0
 EQUATION OF ORDER ONE MODULE 3

Where M and N may be functions of both x and y. Some equations of this type are so simple
that they can be put in the form

A(x) dx + B(y) dy = 0 eq. 1

That is, the variables can be separated. Then a solution can be written at once. For it is only
a matter of finding a function F whose total differential is left member of (1). Then F=c,
where c is an arbitrary constant is the desired result.

TYPES OF SOLUTION:

1. General Solution

A solution that contains, however, this arbitrary constant does not yet defined.

2. Particular Solution

A solution that no longer contains arbitrary constant. Hence, the arbitrary constant
are defined.

Example:

1. x2 y dx + (x3 y + x3) dy = 0

𝑥 y dx 𝑥 (𝑦 + 1)𝑑𝑦
+ =0
𝑥 𝑦 𝑥 𝑦

dx (𝑦 + 1)𝑑𝑦
+ =0
𝑥 𝑦

dx 1
+ 1 + 𝑑𝑦 = 0
𝑥 𝑦

ln x + y + ln y = c

ln xy + y = c ans.
 EQUATION OF ORDER ONE MODULE 3

2. (1 – x) y’ = y2

(1 − 𝑥)𝑑𝑦
=𝑦 𝑑𝑥
𝑑𝑥

(1-x) dy = y2 dx

𝑑𝑦 𝑑𝑥
=
𝑦 1−𝑥

−1
= −𝑙𝑛(1 − 𝑥) + 𝑐
𝑦

−1
= −𝑙𝑛(1 − 𝑥) − ln 𝑐
𝑦

1
= ln 𝑐 (1 − 𝑥)
𝑦

1 = 𝑦 ln 𝑐 (1 − 𝑥) ans.

B. Differential Equation with Homogeneous Coefficient

Polynomials in which all terms are of the same degree, such as

x2 – 3xy + 4y2

x3 + y3

x4y + 7y5

are called homogeneous polynomials. We wish now to extend the concept of homogeneity
so it will apply to functions other than polynomials.

If we assign a physical dimension, say length, to each variable x and y in the polynomials in
equation 1, then each polynomial itself also has a physical dimension, length to some
power. This suggests the desired generation. If, when certain variables are thought of as
lengths, a function has the physical dimension length to the kth power, then we shall call
that function homogeneous of degree k in those variables. For example, the function

𝑓(𝑥, 𝑦) = 2𝑦 exp − eq. 2

 EQUATION OF ORDER ONE MODULE 3

Is dimension (length)3 when x and y are lengths. Therefore, that function is said to be
homogeneous of degree 3 in x and y.

We permit the degree k to be any number. The function 𝑥 + 4𝑦 is called homogeneous of

degree ½ in x and y. The function
𝑥
𝑥 +𝑦

Is homogeneous of degree zero in x and y.

A formal definition of homogeneity is: The function f(x, y) is said to be homogeneous of

degree k in x and y if, and only if,

f(λx, λy) = λk f(x, y) eq. 3

The definition is easily extended to functions of more than two variables.

For the function f(x, y) of equation (2), the formal definition of homogeneity leads us to
consider

λ𝑦 λ 𝑥
𝑓(λ𝑥, λ𝑦) = 2λ 𝑦 exp −
λ𝑥 λ𝑥 + 3λ𝑦

But we see at once that

f(λx, λy) = λ3 f(x, y)

hence f (x, y) is homogeneous of degree 3 in x and y as stated previously.

The following theorems prove useful in the next section.

Theorem 1:

If M (x, y) and N (x, y) are both homogeneous and of the same degree, the function M(x,
y)/N(x,y) is homogeneous of degree zero.

Theorem 2:

If f(x, y) is homogeneous of degree zero a x and y, f(x, y) is a function of y/x alone.

Proof. Let us put y = vx. Then Theorem 2 states that, if f(x, y) is homogeneous of degree
zero, f(x, y) is a function of v alone. Now

f(x, y) = f (x, vx) = x0 f(1, v) = f(1, v) eq. 4

in which the x is now playing the role taken by λ in the definition (3). By (4), f(x,y) depends
on v alone as stated in Theorem 2.
 EQUATION OF ORDER ONE MODULE 3

Summary:

 A differential equation is said to be a homogeneous DE if every term has the same

degree.
 Homogeneous can be written as M (x, y) dx + N (x, y) dy = 0
If M is simpler use:
x = vy, dx = v dy + y dv

If N is simpler use:
y = vx, dy = v dx + x dv
Example:

1. (x2 – x’y’ + y2)dx – x’y’ dy = 0

2. Solution:
(x2 – x’y’ + y2)dx – x’y’ dy = 0

M N

If N is simpler:

Let y = vx; dy = vdx + xdv

(x2 – x(vx) + (vx2) dx – x (vx)(vdx + xdv) = 0

(x2 – vx2 + v2x2) dx – (vx2) (vdx + vdv) = 0

(x2 – vx2 + v2x2) dx – (v2 x2dx + v x3 dv) = 0

x2 dx– vx2 dx + v2x2dx – v2 x2dx - v x3 dv = 0

[x2 dx– vx2 dx - v x3 dv = 0] 1/x2

dx – v dx - v x dv = 0

dx – v dx - v x dv = 0

(1-v) dx – vx dv = 0

(1-v) dx = vx dv
 EQUATION OF ORDER ONE MODULE 3

𝑑𝑥 𝑣 𝑑𝑣
=
𝑥 (1 − 𝑣)
(𝑣 − 1) + 1
ln 𝑥 = 𝑑𝑣
1−𝑣

(𝑣 − 1)𝑑𝑣 𝑑𝑣
ln 𝑥 = +
1−𝑣 1−𝑣

(𝑣 − 1)𝑑𝑣 𝑑𝑣
ln 𝑥 = − + (−)
1−𝑣 1−𝑣

ln 𝑥 = −𝑣 − ln(1 − 𝑣) + 𝑐
ln 𝑥 + 𝑣 + ln(1 − 𝑣) = 𝑐
e(ln x + v + ln(1-v)) = ec
ev * e(ln x + ln(1-v)) = c
ev * eln x * e ln(1-v) = c
ev * (x) (1-v) = c ; v = y/x
ey/x * (x) (1-y/x) = c
ey/x * (x-y) = c ans.

C. Exact Differential Equation

Summary:
A differential equation is said to be exact if:
𝑑𝑀 𝑑𝑁
= 𝑡𝑒𝑠𝑡 𝑓𝑜𝑟 𝑒𝑥𝑎𝑐𝑡𝑛𝑒𝑠𝑠 ( 𝑇𝐹𝐸)
𝑑𝑦 𝑑𝑥
To solve for the exact DE, we need to use the following formulas
𝑑𝐹 𝑑𝐹
= 𝑀 (𝑥, 𝑦)& = 𝑁 (𝑥, 𝑦)
𝑑𝑥 𝑑𝑦
Where f is the solution to an exact DE
Example:
1. (3 x2y – 6x) dx + (x3 + 2y) dy = 0
2. Solution:
(3 x2y – 6x) dx + (x3 + 2y) dy = 0

M N
 EQUATION OF ORDER ONE MODULE 3

𝑑𝑀 𝑑
= (3𝑥 − 6𝑥) = 3𝑥 (1) − 0 = 3𝑥
𝑑𝑦 𝑑𝑦

𝑑𝑁 𝑑
= (𝑥 + 2𝑦) = 3𝑥 + 0 = 3𝑥
𝑑𝑥 𝑑𝑥
𝑑𝑀 𝑑𝑁
= = 3𝑥 ; 𝐸𝑥𝑎𝑐𝑡
𝑑𝑦 𝑑𝑥

𝑑𝐹 𝑑𝐹
= 𝑀(𝑥, 𝑦) → = 3𝑥 − 6𝑥 → 𝐹
𝑑𝑥 𝑑𝑥
𝑑𝐹 = (3𝑥 𝑦 − 6𝑥)𝑑𝑥

𝐹= (3𝑥 𝑦)𝑑𝑥 − 6𝑥 𝑑𝑥

𝐹 = 3𝑦 (𝑥 )𝑑𝑥 − 6 𝑥 𝑑𝑥
𝑥 𝑥
𝐹 = 3𝑦 −6 + 𝑄(𝑦)
3 2
𝐹 = 𝑥 𝑦 − 3𝑥 + 𝑄(𝑦)

𝑑𝐹 𝑑𝐹
= 𝑁(𝑥, 𝑦) → = 𝑥 − 2𝑦 → 𝐹
𝑑𝑦 𝑑𝑦
𝑑𝐹 = (𝑥 − 2𝑦)𝑑𝑦

𝐹= 𝑥 𝑑𝑦 − 2𝑦 𝑑𝑦

𝐹= 𝑥 𝑑𝑦 − 2 𝑦 𝑑𝑦
𝑦
𝐹 = 𝑥 𝑦+2 + 𝑅(𝑥)
2
𝐹 = 𝑥 𝑦 + 𝑦 + 𝑅(𝑥)
Equate the following:
𝑥 𝑦 + 𝑦 + 𝑅(𝑥) = 𝑥 𝑦 − 3𝑥 + 𝑄(𝑦)
R(x) = -3x2
Q(y) = y2
𝒙𝟑 𝒚 + 𝒚𝟐 − 𝟑𝒙𝟐 = 𝒄
or

𝒙𝟑 𝒚 − 𝟑𝒙𝟐 + 𝒚𝟐 =c
 EQUATION OF ORDER ONE MODULE 3

D. Linear DE by Determination of an Integrating Factor

Summary:

( )
1. − = 𝑓(𝑥), 𝑡ℎ𝑒𝑛 𝐼. 𝐹. = 𝑒 ∫

( )
2. − = 𝑓(𝑥), 𝑡ℎ𝑒𝑛 𝐼. 𝐹. = 𝑒 ∫

I.F. = Integrating Factor

Example:

1. (y – xy) dx + xdy = 0

(y – xy) dx + xdy = 0

M N
𝑑𝑀 𝑑
= (𝑦 − 𝑥𝑦) = 1 − 𝑥
𝑑𝑦 𝑑𝑦

𝑑𝑁 𝑑
= (𝑥) = −1
𝑑𝑥 𝑑𝑥
 Not Exact
Solution:
1 𝑑𝑀 𝑑𝑁
− − 𝑓(𝑥)
𝑁 𝑑𝑦 𝑑𝑥
1
1 − 𝑥 − (1) = 𝑓(𝑥)
𝑥
1
(−𝑥) = 𝑓(𝑥)
𝑥
−𝑥
= −1 = 𝑓(𝑥)
𝑥

1 𝑑𝑀 𝑑𝑁
− = 𝑓(𝑥)
𝑀 𝑑𝑦 𝑑𝑥
1
(−𝑥) = 𝑓(𝑦)
𝑦 − 𝑥𝑦
−𝑥
𝑓(𝑦) = ; 𝑑𝑜 𝑛𝑜𝑡 𝑢𝑠𝑒
𝑦 − 𝑥𝑦

( )
𝐼. 𝐹. = 𝑒 ∫ = 𝑒∫ =𝑒 ∫ =𝑒
 EQUATION OF ORDER ONE MODULE 3

[(𝑦 − 𝑥𝑦)𝑑𝑥 + 𝑥𝑑𝑦 = 0]𝑒

[(𝑦 − 𝑥𝑦)𝑒 𝑑𝑥 + 𝑥𝑒 𝑑𝑦 = 0]
(𝑦𝑒 − 𝑥𝑦𝑒 )𝑑𝑥 + 𝑥𝑒 𝑑𝑦 = 0

M N

𝑑𝑀 𝑑
= (𝑦𝑒 − 𝑥𝑦𝑒 ) = (𝑒 − 𝑥𝑒 )
𝑑𝑦 𝑑𝑦

𝑑𝑁 𝑑
= (𝑥𝑒 ) = (−𝑥𝑒 +𝑒 ) = (𝑒 −𝑥𝑒 )
𝑑𝑥 𝑑𝑥

 Exact DE

= 𝑀 (𝑥, 𝑦) = 𝑦𝑒 − 𝑥𝑦𝑒

𝑑𝐹 = (𝑦𝑒 − 𝑥𝑦𝑒 )𝑑𝑥

𝐹=𝑦 𝑒 𝑑𝑥 − 𝑦 𝑥𝑒 𝑑𝑥

Integration by Parts:

u = x dv = e-x dx

du = dx v = -e-x

= uv =∫ 𝑣 𝑑𝑢

𝐹 = −𝑦𝑒 − 𝑦[−𝑥𝑒 − −𝑒 𝑑𝑥 ]

𝐹 = −𝑦𝑒 − 𝑦[−𝑥𝑒 + 𝑒 𝑑𝑥 ]

𝐹 = −𝑦𝑒 − 𝑦[−𝑥𝑒 −𝑒 ]

𝐹 = −𝑦𝑒 + 𝑥𝑦𝑒 + 𝑦𝑒 + 𝑄(𝑦)

 EQUATION OF ORDER ONE MODULE 3

𝐹 = 𝑥𝑦𝑒 + 𝑄(𝑦)

𝑑𝑁
= 𝑁(𝑥, 𝑦)
𝑑𝑦

𝑑𝐹 = (𝑥𝑒 )𝑑𝑦

𝐹 = (𝑥𝑒 ) 𝑑𝑦 = (𝑥𝑒 )𝑦 + 𝑅(𝑥)

𝐹 = (𝑥𝑦𝑒 ) + 𝑅(𝑥)

(𝑥𝑦𝑒 ) + 𝑅(𝑥) = (𝑥𝑦𝑒 ) + 𝑄(𝑥)

𝑄(𝑦) = 0; 𝑅(𝑥) = 0
𝑥𝑦
𝑐 = 𝑥𝑦𝑒 =
𝑒
𝑥𝑦 = 𝑐𝑒