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CHAPTER ONE
First Order Ordinary Differential
Equation(FOODE)
1.1. Basic Concepts and Ideas
y 0 − xy = 5
∂u ∂u
∂x
− ∂y
= cos(y) DEs
d2 u du
dx2
+ cos(x) dx = x
1.1.2. Classifications of a DE
Definition 1: A DE involving one or more derivatives of a dependent variable with respect
to only one independent variable is called an ordinary differential equation(ODE).
Definition 2: A DE involving one or more derivatives of a dependent variable
with respect to two or more independent variables is called a partial differential
equation(PDE).
Example:
y0 = x − 5
ODEs
y 00 − xy 0 + y = x
∂Z ∂Z
∂x
− ∂y
= 0
Uzz − Uxx = x2 P DEs
Uz − 4Ux = sin(x)
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y 000 − y 00 = x
5 order3
(y 0 ) 2 = y 000 + 1
Definition: An ODE of nth order is an equation of the form
f (c, x, y, y 0 , y 00 , ..., y n ) = 0
where f is a function of (n + 2) variables with y = y(x) and c is a constant.
Definition: A DE of order 0 n0 is said to be explicit if it can be expressed in the form:
y n = F (x, y, y 0 , y 00 , y 000 , ..., y (n−1) ) and F is a function of (n+1) variables; otherwise it is called
an implicit.
Example:
y 00 = xy 0 + cos(x) explicit
y 00 = cos(y 00 ) implicit
Definition: The degree of ODE (if it exists) is the highest exponent of the highest derivatives
that occurs in the DE, after the DE is expressed as a polynomial of the dependent variable
and its derivatives.
Example:
1. y 0 − y = 1 order 1, degree 1.
5
4. (y 0 ) 2 = y 000 + 1
Firstly let us write the given DE as apolynomial of the dependent variable and its
derivatives, that is,
5 5
(y 0 ) 2 = y 000 + 1 ⇔ ((y 0 ) 2 )2 = (y 000 + 1)2
⇔ (y 0 )5 = (y 000 )2 + 2y 000 + 1
Therefore
5
(y 0 ) 2 = y 000 + 1 ⇔ (y 0 )5 = (y 000 )2 + 2y 000 + 1 order 3, degree 2.
00
5. y 00 = y + ey
Firstly let us write the given DE as apolynomial of the dependent variable and its
derivatives, that is,
00 2 00 3 2
y 00 = y + (1 + y 00 + (y2!) + (y3!) + ....) because ex = 1 + x + x2! + ...
00 2 00 3
⇔ 0 = 1 + y + (y2!) + (y3!) + ...
Therefore o
00 y 00 (y 00 )2 (y 00 )3
y = y + e ⇔ 0 = 1 + y + 2! + 3! + ... order 2, no degree.
1. y 00 = cos(y 0 )
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2. y 00 = cos(y 00 )
1.1.3. Solutions of a DE
Definition: A function that is free of derivatives and that satisfies identically a DE on some
region D is called a solution of the DE,
i.e., y = y(x) is a solution of the DE, F (x, y, y 0 , y 00 , ..., y n ) = 0 or satisfies the equation
F (x, y, y 0 , y 00 , ..., y n ) = 0 if F (x, y(x), y 0 (x), y 00 (x), ..., y n (x)) = 0.
Example:
y 00 − 2y 0 + y = 0
Observe that
• consider the DE y 0 − y = 0
Take y = ex then y 0 = ex , therefore y 0 − y = ex − ex = 0. Thus y = ex is the solution
of y 0 − y = 0. In general y = cex , c ∈ < are solutions of the DE.
Exercise:
2
• Show that y = cex is a solution of y 0 = 2xy.
x4 1
• Show that y = 16
is a solution of y 0 = xy 2
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Definition :
2. a solution of the form h(x, y) = 0 where it is not easy to express y interms of x is called
an implicit solution.
1.1.4. Formation of a DE
Example: Consider the simple harmonic motion given by x = A cos(nt + B), A, B are
constants.
Since we have two constants, A, B, therefore to elliminate A and B from the equation we
have to defferentiate the given equation twice, i.e.,
x0 = −An sin(nt + B) ⇔ x00 = −An2 cos(nt + B) = −n2 x., i.e., x00 = −n2 x is the required
DE.
Exercise:
• y = ax3 + bx2
• xy = Aex + Be−x
• y = ex (A cos(x) + B sin(x))
• y = (x − b)2
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1. dy − ln(x)dx = 0
y 0 = x2 + x + 1
2. IV P
y(1) = 2
1. (1 + x)dy − ydx = 0
dy dx
Solution: Dividing by (1 + x)y, we can write y
= (1+x)
, from which it follows that
Z Z
dy dx
= =⇒ ln |y| = ln |1 + x| + c1
y (1 + x)
= ±ec1 (1 + x) = c(1 + x)
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y 0 = − xy
2. IV P
y(4) = 2
Solution: From ydy = −xdx we get
y2 x2
Z Z
ydy = − xdx and = − + c.
2 2
From the initial condition, c = 9, therefore the particular solution of the IVP is
x2 + y 2 = 18
.
y 0 = e(x+y)
3. IV P
y(0) = 0
Solution: y 0 = e(x+y) = (ex )(ey )
⇔ Re−y dy = exRdx
⇔ e−y dy = ex dx + c
⇔ −e−y = ex + c
⇔ y = − ln | − ex − c| is the G.S.
But 0 = y(0) ⇔ 0 = − ln | − e0 − c| ⇔ c = −2
Therefore y = − ln | − ex + 2| is the particular solution.
Exercise: Solve
x cos(y) + (x2 − 1)(sin(y))y 0 = 0
IV P
y(0) = π3
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2
Example: Solve y 0 = y x+xy 2
y 2 +xy
Solution: y = x2 = ( x ) + xy = f ( xy ) is homogeneous.
0 y 2
Let v = xy ⇔ y = xv
dy
⇔ y 0 = dx = v + x dx dv
= v + xv 0
⇔ v 2 + v = ( xy )2 + xy = y 0 = v + xv 0
⇔ Rv 2 + v = v + xv ⇔ dvv2
= dx x
⇔ v − 2dv = dx ⇔ −v − 1 = ln |x| + c ⇔ − xy = ln |x| + c
R
x
x
⇔ y = − ln |x|+c is the G.S.
3. f (x, y) = c, c ∈ < defines implicitly a set of solutions of M (x, y)dx + N (x, y)dy = 0.
Theorem 1. Let M, N, ∂M ∂y
and ∂N
∂x
be continuous functions of x and y then the DE
M (x, y)dx + N (x, y)dy = 0 is exact if and only if ∂M
∂y
= ∂N
∂x
.
Proof: Left as exercise.
Methods of solving of an exact DE: Suppose a DE M (x, y)dx + N (x, y)dy = 0 is exact, then
there exist a function f (x, y) suchthat df = M (x, y)dx + N (x, y)dy or fx = M and fy = N ,
i.e., df = 0 ⇔ f (x, y) = c which is the general solution.
To find f (x, y) we use the following methods.
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Z Z Z
0 ∂ ∂
=⇒ g (y) = N (x, y) − M (x, y)dx =⇒ g(y) = (N (x, y) − M (x, y)dx)dy
∂y ∂y
But from equation (1), we’ve
Z Z Z Z
∂
f (x, y) = M (x, y)dx+g(y) =⇒ f (x, y) = M (x, y)dx+ (N (x, y) − M (x, y)dx)dy
∂y
SinceR f (x, y) = c, hence
∂
R R
c = M (x, y)dx + (N (x, y) − ∂y
M (x, y)dx)dy is the G.S of the given exact DE.
Option 2:
∂f
Since ∂y
= N (x, y)
Z Z Z
∂f
=⇒ dy = N (x, y)dy + g(x) =⇒ f (x, y) = N (x, y)dy + g(x) (2)
∂y
Z Z
∂f ∂ ∂f ∂
=⇒ = ( N (x, y)dy + g(x)) =⇒ = N (x, y)dy + g 0 (x)
∂x ∂x ∂x ∂x
∂f
Since ∂x
= M (x, y) then
Z Z
∂f ∂ 0 ∂
= N (x, y)dy + g (x) =⇒ M (x, y) = N (x, y)dy + g 0 (x)
∂x ∂x ∂x
Z Z Z
0 ∂ ∂
=⇒ g (x) = M (x, y) − N (x, y)dy =⇒ g(x) = (M (x, y) − N (x, y)dy)dx
∂x ∂x
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Example:
∂M ∂N
= 2x =
∂y ∂x
Thus the equation is exact, there exists a function f (x, y) such that
∂f ∂f
= xy and = x2 − 1
∂x ∂y
From the first of these equations we obtain, after integrating,
f (x, y) = x2 y + g(y).
Taking the partial derivative of the last expression with respect to y and setting the
result equal to N (x, y) gives
∂f
= x2 + g 0 (y) = x2 − 1.
∂y
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Exercise: Solve
(sin(x) cosh(y))dx − (cos(x) sinh(y))dy = 0
1. IV P
y(0) = 0
Theorem 2. Consider the DE M (x, y)dx + N (x, y)dy = 0 which is not exact
but IM (x, y)dx + IN (x, y)dy = 0 is exact, then
1. If I and N1 (My − Nx ) are independent of y and say N1 (My − Nx ) R= g(x) then the
integrating factor of M (x, y)dx + N (x, y)dy = 0 is given by I(x) = e g(x)dx .
2. Determine whether − x12 is an integrating factor for the DE ydx − xdy = 0 or not.
Remark: The solution of exact DE IM (x, y)dx + IN (x, y)dy = 0 is the solution of non-exact
DE M (x, y)dx+N (x, y)dy = 0, where I is an integrating factor of M (x, y)dx+N (x, y)dy = 0.
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y 0 + p(x)y = f (x)............................(1)
Remark: Sometimes FOODE can’t be put in the standard form y 0 + p(x)y = f (x) for such
DEs we regard y as an independent variable and x a dependent variable and may write the
DE of the form, dxdy
+ p1 (y)x = q1 (y).
dy
Example: (x + 2y 3 ) dx =y Non-Linear
But x0 − y1 x = 2y 2 Linear
Example:
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d
(xy) = 2x
dx
gives xy = x2 + c. Solving for y yields the general solution
c
y =x+
x
But y(1) = 0 implies c = −1.
Hence the particular solution is
1
y =x− ,0<x<∞
x
2. Solve y 0 + 5y = x
Solution: In this R DE p(x) R= 5.
Hence I(x) = e p(x)dx = e 5dx = e5x ⇐⇒ I(x) = e5x .
Therefore y 0 e5x +R5ye5x = xe5x is exact DE.
⇐⇒ d(ye5x ) = xe5x dx + c ⇐⇒ ye5x = x5 e5x − 25 1 5x
R
e +c
x 1 −5x
⇐⇒ y = 5 − 25 + ce is the G.S.
Exercise: Solve
1. y 0 + y cos(x) = sin(x).
2. y 0 + y = 1
1+e2x
.
y 0 = x3 − 2xy
3. IV P .
y(1) = 1
4. (x + 2y 3 )y 0 = y.
1.6.1. Bernoulli’s DE
Form:y 0 + p(x)y = f (x)y r , r ∈ <..................(∗).
Method of Solving:
3. For r 6= 0,
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1. y 0 + y = x2 y −2 .
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