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Dagnachew J.

CHAPTER ONE
First Order Ordinary Differential
Equation(FOODE)
1.1. Basic Concepts and Ideas

1.1.1. Differential Equation(DE)


Definition: An equation involving one or more derivatives of a dependent variable with re-
spect to one or more independent variables is called a differential equation(DE).
Example:

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)

Remark: In this course we consider only ODE.


Definition: The order of the highest derivative in a DE is called the order of the equation.
Example:
dy

dx
− y = x2 + 1 order1

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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.

2. (y 00 )3 − x(y 0 )5 = x3 order 2, degree 3.


3. (y 000 )3 − (y 000 )2 + y = x order 3, degree 3.


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.

Exercise: Find the degree of the following DE

1. y 00 = cos(y 0 )

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2. y 00 = cos(y 00 )

Definition: An nth order DE is linear if it can be written of the form


an (x)y n + an−1 (x)y n−1 + .... + a2 (x)y 00 + a1 (x)y 0 + a0 (x)y = f (x), where the coefficients
ai (x)(i = 0, 1, 2, ...., n) are function of x alone.,i.e, they do not depend on y or any derivatives
of y.
Note: An equation that is not linear is called non-linear.
Example:
2

3y 0 + xy = e−x 
ex y 00 + xy = 2 Linear
xy 0 + xy = 0


yy 00 − 2y 00 = x 
y 000√+ y 2 = 0 N on − Linear
00
y + y 0 + y = x2

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:

• The function y = xex is a solution of the linear equation

y 00 − 2y 0 + y = 0

on the interval (−∞, ∞). To show this, we compute

y 0 = xex + ex and y 00 = xex + 2ex .

Observe that

y 00 − 2y 0 + y = (xex + 2ex ) − 2(xex + ex ) + xex = 0

• 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 :

1. a solution of a DE of the form y = h(x) is called an explicit solution.

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.

3. a solution of a DE that is free of arbitrary parameters is called a particular solution,


otherwise it is general solution.

1.1.4. Formation of a DE

• An ODE is formed in an attempt to elliminate certain arbitrary constants from a


relation in the variables and constants.

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:

1. Form the DE from the following equation.

• y = ax3 + bx2
• xy = Aex + Be−x
• y = ex (A cos(x) + B sin(x))
• y = (x − b)2

2. obtain the DE of all circles of radius a with center at (h, k).

1.1.5. Initial and Boundary Value Problems


Definition: For different applications solutions to DE may be required to satisfied certain
defined conditions such conditions are called initial conditions(IC) if they are given at only
one point of the independent variable, while conditions given at more than one point of the
independent variable are called boundary conditions(BC).
Definition: A DE together with a set of initial conditions/boundary conditions is called
initial Value problem(IVP)/boundary value problem(BVP).
Example:  
y 00 = cos(x)
  y 00
= cos(x)
 
y(0) = 1 IV P , y(0) = 1 BV P
0 IC  0 BC 
y (0) = −1 y (1) = −1

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1.2. Separable Equations


Definition: An explicit FOODEs has General form:
dy
y 0 = f (x, y) or dx = f (x, y).
Another form:
M (x, y)dx + N (x, y)dy = 0 ⇔ N (x, y)dy = −M (x, y)dx ⇔ dy
dx
= −M (x,y)
N (x,y)
= f (x, y)
i.e, y 0 = f (x, y).

1.2.1. Elementary(Separated) FOODEs


Form: y 0 = f (x).
Method of solving: Integration.
dy
i.e., y 0 = f (x) ⇔ dx = f (x)
⇔ Rdy = f (x)dx
R
⇔ dyR= f (x)dx + c
⇔ y = f (x)dx + c is the general solution.
Example: Consider y 0 = cos(x + 1).
Exercise: Solve

1. dy − ln(x)dx = 0

y 0 = x2 + x + 1

2. IV P
y(1) = 2

1.2.2. Separable FOODEs


Definition: If in an equation it is possible to collect all functions of x and dx on one side and
all the functions of y and dy on the other side then the variables are said to be separable.
Form: y 0 = f (x)g(y).
dy
Method of solving: y 0 = f (x)g(y) ⇔ dx = f (x)g(y)
dy
⇔ g(y) = f (x)dx
R dy R
⇔ g(y) = f (x)dx + c is the general solution.
Example: Solve

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)

=⇒ y = eln |1+x|+c1 = |1 + x|ec1

= ±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

1.3. Equations Reducible to separable Form

1.3.1. Homogeneous FOODEs


Definition: The DE y 0 = f ( xy ) is called homogeneous DE.
Note: Any Homogeneous DE can be reduced to separable DE.
Justification: Any homogeneous DE has the form y 0 = f ( xy ).
Put v = xy ⇔ y = vx ⇔ dx dy
= d(xv)
dx
dy
⇔ y 0 = dx dv
= v + x dx = v + xv 0
⇔ v + xv 0 = y 0 = f ( xy ) = f (v) ⇔ v + xv 0 = f (v)
⇔ xv 0 = f (v) − v which is saparable.
dv
⇔ f (v)−v = dx
x
which is separated.

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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.

1.4. Exact FOODEs


Definition: Suppose for the DE M (x, y)dx + N (x, y)dy = 0 there exists a continuous dif-
ferentiable function f (x, y) such that df = M (x, y)dx + N (x, y)dy, i.e., fx = M (x, y) and
fy = N (x, y) then

1. The DE M (x, y)dx + N (x, y)dy = 0 can be written as fx dx + fy dy = 0 or df = 0.

2. The DE M (x, y)dx + N (x, y)dy = 0 is called an exact DE.

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.

• Method 1: Method of grouping.


Example:

1. ydx + xdy = 0 ⇔ d(xy) = ydx + xdy = 0


⇔ d(xy) = 0 ⇔ xy = c or y = xc which is the G.S.
2. xy 0 + y + 4 = 0 ⇔ xdy + (y + 4)dx = 0 which is exact.
Now xdy + (y + 4)dx = 0 ⇔ xdy + ydx + 4dx = 0
⇔ d(xy) + d(4x) = 0 ⇔ d(xy + 4x) = 0
⇔ xy + 4x = c is the G.S.

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• Method 2: Using either of the two options given below.


Option 1:
∂f
Since ∂x
= M (x, y)
Z Z Z
∂f
=⇒ dx = M (x, y)dx + g(y) =⇒ f (x, y) = M (x, y)dx + g(y) (1)
∂x
Z Z
∂f ∂ ∂f ∂
=⇒ = ( M (x, y)dx + g(y)) =⇒ = M (x, y)dx + g 0 (y)
∂y ∂y ∂y ∂y
∂f
Since ∂y
= N (x, y) then
Z Z
∂f ∂ 0 ∂
= M (x, y)dx + g (y) =⇒ N (x, y) = M (x, y)dx + g 0 (y)
∂y ∂y ∂y

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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But from equation (2), we’ve


Z Z Z Z

f (x, y) = N (x, y)dy+g(x) =⇒ f (x, y) = N (x, y)dy+ (M (x, y) − N (x, y)dy)dx
∂x

SinceR f (x, y) = c, hence



R R
c = N (x, y)dy + (M (x, y) − ∂x
N (x, y)dy)dx is the G.S of the given exact DE.

Example:

1. Solve 2xydx + (x2 − 1)dy = 0


Solution: With M (x, y) = 2xy and N (x, y) = x2 − 1 we have

∂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

it follows that g 0 (y) = −1 and g(y) = −y.Therefore x2 y − y = c is the general solution.

2. Solve 2x + y 3 + (3xy 2 − e−2y )y 0 = 0


Solution: 2x + y 3 + (3xy 2 − e−2y )y 0 = 0 ⇐⇒ (2x + y 3 )dx + (3xy 2 − e−2y )dy = 0,
i.e., M (x, y) = 2x + y 3 , N (x, y) = 3xy 2 − e−2y
⇐⇒ My = 3y 2 = Nx , i.e, the DE is exact.
Suppose f (x, y) = c2 , c2 ∈ < be the solution of the given DE.
⇐⇒ ∂f ∂x
= M (x, y) = 2x + y 3 ⇐⇒ f (x, y) = x2 + y 3 x + g(y)
∂f
⇐⇒ ∂y = 3y 2 x + g 0 (y) = N = 3xy 2 − e−2y ⇐⇒ g 0 (y) = −e−2y
−2y
⇐⇒ g(y) = e 2 + c1 .
−2y −2y
Therefore f (x, y) = x2 + y 3 x + e 2 + c1 ⇐⇒ x2 + y 3 x + e 2 + c1 = c2
−2y
or x2 + y 3 x + e 2 + c = 0 is an implicit solution of the DE.

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Exercise: Solve

(sin(x) cosh(y))dx − (cos(x) sinh(y))dy = 0
1. IV P
y(0) = 0

2. (x2 − y 2 )dx − 2xydy = 0

1.5. Integrating Factors


Definition: Suppose the DE M (x, y)dx + N (x, y)dy = 0 is not exact but after multiplying it
by a suitable function say I(x, y), the new equation IM (x, y)dx + IN (x, y)dy = 0 is exact.
In this case such a multiplier function I(x, y) is called an integrating factor of the DE.
Thus if I(x, y) is an integrating factor of M (x, y)dx + N (x, y)dy = 0, then
IM (x, y)dx + IN (x, y)dy = 0 is exact DE, i.e., (IM )y = (IN )x ⇔ Iy M + My I = Ix N + Nx I.
Remark: Generally finding an integrating factor is difficult, however for some DEs the fol-
lowing theorem can be used.

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. If I and M1 (My − Nx ) are independent of x and say M1 (My − Nx ) = R


h(y) then the
− h(y)dy
integrating factor of M (x, y)dx + N (x, y)dy = 0 is given by I(y) = e .
Proof: Left as exercise.

Example: Find an integrating factor for the DE

2 sin(y 2 )dx + xy cos(y 2 )dy = 0.

Solution: M (x, y) = 2 sin(y 2 ), N (x, y) = xy cos(y 2 )


=⇒ My = 4y cos(y 2 ) 6= y cos(y 2 ) = Nx . Hence the DE is not exact.
But N1 (My − Nx ) = xy cos(y
1 2 2 3
2 ) (4y cos(y ) − y cos(y )) = x which is independent of y.
3
R
dx
Therefore I(x) = e x = x3 .Hence 2x3 sin(y 2 )dx + x4 y cos(y 2 )dy = 0 is exact DE.
Exercise:

1. Find an integrating factor of the DE (3x2 − y 2 )dy − 2xydx = 0.

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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1.6. Linear FOODEs


Definition: A DE that can be expressed of the form

y 0 + p(x)y = f (x)............................(1)

is called first order linear differential equation(FOLDE). If f (x) = 0, then y 0 + p(x)y = 0 is


homogeneous otherwise non-homogeneous.
Example:
y 0 = sin(x) is non-homogeneous LDE.
0 2
y + xy = 0 is non-Linear.
3y + 4xy = 0 ⇔ y 0 + 43 xy = 0
0
is homogeneous LDE.
Method of Solving:

• Case 1: If f (x) = 0, then equation (1) becomes,


y 0 + p(x)y = 0 ⇐⇒ dy y
= −p(x)dx Separated DE.
R R
p(x)dx + c1 ⇐⇒ |y| = ec1 e− p(x)dx = ce− p(x)dx
R
⇐⇒ ln |y| = − R
⇐⇒ y = ce− p(x)dx is the G.S.

• Case 2: If f (x) 6= 0, then equation (1) becomes,


y 0 + p(x)y = f (x)............................(1)
⇐⇒ (p(x)y − f (x))dx + dy = 0 ⇐⇒ M (x, y) = (p(x)y − f (x)), N (x, y) = 1
⇐⇒ My = p(x) 6= Nx = 0 the DE is notR exact.
Since N1 (My − Nx ) = p(x) ⇐⇒ I(x) = e p(x)dx
Multiplying
R equation
R (1) by I(x)R we get, R R R
0 p(x)dx p(x)dx p(x)dx p(x)dx p(x)dx p(x)dx
ye +p(x)ye
R = R f (x)e ⇐⇒ Re dy+(yp(x)e
R R )dx = (f (x)e )dx
p(x)dx p(x)dx p(x)dx p(x)dx
⇐⇒ d(ye R ) =R(f (x)e R )dx ⇐⇒ ye = (f (x)e )dx + c
⇐⇒ y = e− Rp(x)dx [ (f R (x)e
p(x)dx
)dx + c]
1 p(x)dx c
⇐⇒ y = I(x) (f (x)e )dx + I(x) is the G.S.

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:

1. Solve the IVP


xy 0 + y = 2x , y(1) = 0
Solution: Write the given equation as
1
y0 + y = 2
x

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here p(x) = x1 , then I.F is eln(x) = x , and so

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:

1. If r = 0 then (*) reduced to FOLDE.

2. If r = 1 then (*) is separable.

3. For r 6= 0,

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y 0 + p(x)y = f (x)y r ⇐⇒ y 0 y −r + p(x)y 1−r = f (x)................(∗∗).


v0
Let v = y 1−r , then dx dv
= v 0 = (1 − r)y −r y 0 , i.e., v = y (1−r) and y −r y 0 = 1−r .
Substituting in equation (∗∗) we get,
v0
1−r
+ p(x)v = q(x) ⇐⇒ v 0 + (1 − r)p(x)v = (1 − r)q(x) FOLDE.
(1−r)
Therefore the Bernoulli’s DE with v = y reduces to a linear FODE. Example: Solve
0 0 2 2
xy − y = x y , x > 0.
Solution: The DE is Bernoulli’s with r = 2.
xy 0 − y 0 = x2 y 2 ⇐⇒ y 0 y (−2) − x1 y −1 = x.
Put v = y −1 , then v 0 = −y −2 y 0 .
Substituting:
R 1
−v 0 − x1 v = x ⇐⇒ v 0 + x1 v = −x FOLDE.
I(x) = e x dx = x.
=⇒ xv 0 + v = −x2 ⇐⇒ d(xv) dx
= −x2
3
⇐⇒ xv = −x2 dx + c ⇐⇒ xv = −x3 + c
R
2
⇐⇒ y −1 = −x3 + cx−1
⇐⇒ y = 3cx−13 −x2 is the required G.S.
Exercise: Solve

1. y 0 + y = x2 y −2 .

2. 2xydy − (x2 + y 2 + 1)dx = 0

1.6.2. The Riccati’s DE


Form: y 0 + p(x)y + f (x)y 2 = r(x)...................(∗)
Method of solving:

1. If f (x) = 0, then (∗) is FOLDE.

2. If r(x) = 0, then (∗) is Bernoulli’s DE.

3. In general Riccati’s DE can’t be solved by elementary methods.However, it can be

solved if at least one non-trivial particular solution is known.


Suppose y1 = y1 (x) is a non-trivial solution of (∗).
Let y = v + y1 be the general solution of (∗) then y 0 = v 0 + y10 and if we substitute these
equations in (∗) we get,
(v 0 + y10 ) + p(x)(v + y1 ) + f (x)(v + y1 )2 = r(x) ⇐⇒ y10 + p(x)y1 + f (x)y12 + v 0 + p(x)v +
f (x)v 2 + 2f (x)vy1 = r(x)
⇐⇒ v 0 + (p(x) + 2f (x)y1 )v + f (x)v 2 = 0 Since y10 + p(x)y1 + f (x)y12 = r(x)
⇐⇒ v 0 + (p(x) + 2f (x)y1 )v + f (x)v 2 = 0................(∗∗) Bernoulli’s DE.
Therefore if v is the general solution of (∗∗) then the general solution of (∗) is y = v + y1 ,
where y1 is the given non-trivial solution of (∗).
Example: Solve y 0 + xy 2 = x with y1 = 1 a given solution.
Solution: The given DE is Riccat’s DE.

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Dagnachew J.

Let y = v + y1 = v + 1 is the general solution.


y0 = v0.
Substituting: v 0 + x(v + 1)2 = x ⇐⇒ v 0 + xv 2 + 2xv + x = x
⇐⇒ v 0 + xv 2 + 2xv = 0 ⇐⇒ v 0 + 2xv = −xv 2 Bernoulli’s DE.
1
After some calculation we get, v = − 1 +cex2 .
2
1
Thus y = − 12 +cex2
+ 1 is the required general solution.

1.7. Ideas of Reduction of Order


Some DE of the second order can be solved by reducing to a first order differential equation.
General form: f (x, y, y 0 , y 00 ) = 0................∗
i. If f (x, y, y 0 , y 00 ) is free of y.
Form: f (x, y 0 , y 00 ) = 0
Let y 0 = u, then y 00 = u0 and we treat u as a function of x
If we substitute these equation in to equation ∗ then we get the form f (x, u, u0 ) = 0, which
is first order differential equation(FODE).
Example: Solve xy 00 + 2y 0 = x2 − 1, x > 0
Solution: The differential equation is free from y.
Let y 0 = u, then y 00 = u0
Substituting: xu0 + 2u = x2 − 1........FOLDE
2
⇔ u0 + x2Ru = (x x−1)
2
I(x) = e x dx = x2 .........integrating factor
⇐⇒ x2 u0 + 2xu = x(x2 − 1)...........Exact
d
R R
⇐⇒ dx (x2 u) = x3 − x ⇐⇒ d(x2 u) = (x3 − x)dx
4 2 2
⇐⇒ x2 u = x4 − x2 + c1 ⇐⇒ y 0 = u = x4 − 12 + c1 x−2
R 2 3
⇐⇒ dy = ( x4 − 12 + c1 x−2 )dx ⇐⇒ y = x12 − x2 −c1 x−1 +c2 is the required general solution.
R

ii. If f (x, y, y 0 , y 00 ) = 0 free of x


Form: f (y, y 0 , y 00 ) = 0.........∗
dy
Let y 0 = u i.e., dx = u and we treat u as a function of y i.e., u = u(y) = u(y(x))
00 dy
du
⇐⇒ y = dx = dx u(y(x)) = du
d
dy dx
= u du
dy
00 0
⇐⇒ y = uu ........ substituting this in ∗ we get
f (y, u, u dudy
) = 0........FODE
Example: Solve 2yy 00 − (y 0 )2 = 1
Solution: The DE 2yy 00 − (y 0 )2 = 1 is free of x.
Put y 0 = u, then y 00 = u du dy
Substituting: 2yu du − u2
= 1..........FODE
R 2u Rdydy
⇐⇒ 1+u2 du = y ...... separable
√ dy
⇐⇒ ln |1 + u2 | = ln |y| + ln |c1 | ⇐⇒ u = c2 y − 1 = dx where c2 = ln |c1 |
dy 1

⇐⇒ √c2 y−1 = dx ⇐⇒ y = 2 c2 x c2 y − 1 + c is the required general solution.

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