LECTURE – 12

First Order Ordinary Differential Equations

 E x a m p l e 12.1. Consider a body falling near the surface of the earth.
 If we neglect air resistance, then the body is subject to a constant force F = - mg,
 where m denotes the mass of the body and g denotes gravity.
 This force is negative since we assume that the positive direction is upwards.
 Using Newton's law, the equation of motion is given by
d 2x d 2x
 m 2 = −mg, or = − g.
dt dt 2
 E x a m p l e 12.2. From some eminence a body with mass m is fallen.
 Establish the law under which the fall speed of the body will change,
 if in addition to the gravity force, the frictional force, proportional to the speed,
 acts to the body , i.e. find v = f(t).
dv dv
 By Newton’s law: m = F , where - acceleration of the moving body,
dt dt
 F – the force, acting on the body in the direction of motion, F = mg – kv,
 mg – the gravity force,
 kv - frictional force (with minus, since it is directed in the opposite direction of the
velocity), k – proportionality coefficient. dv
m = mg − kv
 Then dt
MathAnalysis
PhD Z.T. Abdikalikova
 D e f i n i t i o n 12.1. Equation depending on variable x, unknown function y and its
derivatives is called differential equation.
 Differential equations are classified under two types: ordinary and partial,
 depending on whether the unknown is a function of one variable or two or more variables.
 D e f i n i t i o n 12.2. Ordinary differential equations are
F ( x, y, y' , y' ' ,..., y ( n) ) = 0,
 where x - variable, y - a desired function, n – order of differentiation.
 The biggest order of derivative in the equation is called order of differential equation
 Function y = (x), defined and n-times differentiable on (a, b), is called solution of
equation, if x  (a, b): F ( x,  ( x), ' ( x), ' ' ( x),..., ( n ) ( x)) = 0.

 In many physical problems, the solution of a differential equation has to satisfy certain
specified conditions.
 D e f i n i t i o n 12.3. The prescribed value at some point is called an initial or boundary
condition, and the problem is called an initial – value problem.
d2y dy
 E x a m p l e 12.3. Consider the ordinary differential equation − 6 + 9 y = 0.
dx2 dx
 The general solution is y = (A + Bx)e3x.
 Suppose that we have the conditions y = 1 and dy/dx = 6 when x = 0. => y = (1 + 3x)e3x.

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PhD Z.T. Abdikalikova
 First order ordinary differential equations are of the form F ( x, y, y ' ) = 0,
 if it is possible to solve this equation concerning to y’, then it can be written as follows:
dy
 y ' = f ( x, y ), or = f ( x, y ).
dx
 D e f i n i t i o n 12.4. General solution of the first order differential equation is a function
y =  ( x, C ),
 which depends on arbitrary constant C, and satisfies the following conditions:
 i) it satisfies the differential equation at any fixed C;
 ii) at any initial condition y = y0 when x = x0 it is possible to find a value C = C0 such that
 the function y =  ( x, C0 ) satisfies the equation.
 Solving the differential equation we often obtain the expression: ( x, y, С ) = 0,
 not solved concerning to y.
 This equality, which implicit gives a general solution, is called the general integral.
 D e f i n i t i o n 12.5. Particular solution is a function y =  ( x, C0 ) , obtained from the
general solution y =  ( x, C ), at certain value C = C0.
 In this case ( x, y, С0 ) = 0 is called particular integral.
 The general integral is a family of curves on the coordinate plane, which depends on C.
 These curves are called integral curves of the differential equation.
 Particular integral corresponds to one curve of the family, passing through some
predefined point of the plane.
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PhD Z.T. Abdikalikova
 1. Separable Variable Type
 F(x, y) = f(x)g(y). Then dy
= f ( x) g ( y ).
dx dy
  separating the variables and integrating:  g ( y) =  f ( x)dx.
  as a solution we have an expression of y in term of x.
x −1 dy x − 1
 E x a m p l e 12.4. y ' =  = .
y +1 dx y + 1
1 2 1
   ( y + 1)dy =  ( x − 1)dx 
2
y + y = x 2 − x + C.
2
1 2 1 3
 If there is an initial condition y = 1 when x = 0  y + y = x2 − x + .
2 2 2
1 dy 1
 E x a m p l e 12.5. y ' =  =
y ( x 2 − 1) dx y( x 2 − 1)
dx x −1
 
 =  x2 −1  = + C.
2
ydy y log
x +1
x −1
 If the initial condition: y = 1 when x = 0  y 2 = log + 1.
x +1

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PhD Z.T. Abdikalikova
 2. Homogeneous Differential Equations
 D e f i n i t i o n 12.6. Function f(x, y) is called homogeneous function of x and y of degree k,
 if for aR: f(ax, ay) = ak f(x, y).
 E x a m p l e 12.6. f(x, y) = xy – y2 is a homogeneous function of the 2nd degree, since
 (ax)(ay) – (ay)2 = a2(xy – y2).
 D e f i n i t i o n 12.7. Homogeneous equation is an ordinary differential equation:
dy f ( x, y)
= ,
dx g ( x, y)
 where f(x, y) and g(x, y) are homogeneous functions of x and y of of the same degree.
 Then dy f ( x, y ) x k f (1, y / x) f (1, y / x) y
= = k = = h( )
 dx g ( x, y ) x g (1, y / x) g (1, y / x) x (1)
 for some h. Use the substitution
 y = vx, v = v(x) (2)
 Differentiating (2): dy dv
 = v + x . (3)
dx dx
 Combining (1) – (3): dv
v+x = h(v)
dx dv dx
  separating variables and integrating:  h(v ) − v  x .
=

 After integrating, putting y/x instead of v, we obtain the general solution.

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PhD Z.T. Abdikalikova
 E x a m p l e 12.7. x2 + y2
y' =
2 xy
dy 1 + ( y / x) 2 dv 1 + v 2
  =  using y = x v(x), v+x = ,
dx 2( y / x) dx 2v
2vdv dx
  separating the variables:  1− v2  x .
=
x2 1
  integrating: − log(1 − v ) = log x + A,
2
 = = e A x.
x −y
2 2
1− v 2
  for some C = e-A – const: x 2 − y 2 = Cx.
 E x a m p l e 12.8. 3xy 2 y' = x3 + y 3 .
dy dy 1 + ( y / x)3
  3xy 2 = x3 + y 3  = .
dx dx 3( y / x) 2

 y = x v(x)  dv 1 + v 3
v+x = ,
dx 3v 2
3v 2 dv dx
  separate the variables and take integral:
 1 − 2v3  x .
=

x3 1
  − log(1 − 2v3 ) = 2 log x + A,  = = e A x2.
x − 2 y 1 − 2v
3 3 3

  for some C = e-A – const:

x3 − 2 y 3 = Cx.

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PhD Z.T. Abdikalikova
 3. Equations, falling to homogeneous
 Equations of the following form can be provided to homogeneous equation:
dy ax + by + c
 = . (1)
dx a1 x + b1 y + c1
 If c = c1 = 0, then (1) is homogeneous.
 Let now c and c1 (or one of them) be nonzero. Change variables:
 x = x1 + h, y = y1 + k, (2)
dy dy1
 then = .
dx dx1
 Putting x, y and dy/dx into (1), we get dy1 ax1 + by1 + ah + bk + c (3)
= .
dx1 a1 x1 + b1 y1 + a1h + b1k + c1
 Now we choose h and k such that: ah + bk + c = 0 (4)
 ,
 1
a h + b1k + c1 = 0
 at these conditions the equation (3) will be homogeneous: dy1 ax + by1
= 1 .
dx1 a1 x1 + b1 y1
 Solving the last homogeneous equation, and using again (2), we obtain solution of (1).

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PhD Z.T. Abdikalikova
 E x a m p l e 12.9. Non – homogeneous equation: dy 2 x + y + 3
= .
dx x + 2 y + 9
 Write x = x1+ h and y = y1+ k, where x1 and y1 – new variables, h and k – constants
  dy1 dy 2 x1 + y1 + 2h + k + 3
= = .
dx1 dx x1 + 2 y1 + h + 2k + 9
  solving the system of equations: 
2h + k + 3 = 0 we have h = 1, k = -5,

h + 2k + 9 = 0,
dy1 2 x1 + y1 - homogeneous equation.
 and =
dx1 x1 + 2 y1
dv 2 + v
 Use the substitution y1 = v x1: v + x1 =
dx1 1 + 2v
  separate the variables and take integral: (x1 – y1)3 (x1 + y1)-3 = Cx14

  (x – y - 6)3 (x + y + 4)-3 = C x4.

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PhD Z.T. Abdikalikova
 The system (4) 
ah + bk + c = 0 a b
 has no solutions, if = 0,
a1h + b1k + c1 = 0 a1 b1
a1 b1
 i.e. ab1 = a1b. However, in this case, = = t , i.e., b1 = tb, a1 = ta,
a b
 => (1): dy ax + by + c

= . (5)
dx t (ax + by ) + c1
dz dy dy 1 dz a
 Then, using z = ax + by, we have: = a + b , or = − . (6)
dx dx dx b dx b
 Putting (6) into (5), we get separable variable equation:
1 dz a z + c
− =
b dx b tz + c1
 E x a m p l e 12.10. Non – homogeneous equation: dy = x + y + 3 .
 Write u = x + y  y = u – x and du dy dx x + y + 4
= 1+
  du u +3 dx dx
= 1+
dx u+4
 Integrating we get: 2u + 7 = e2(2x- u + C)  2x + 2y + 7 = e2(x- y + C).

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PhD Z.T. Abdikalikova
 LECTURE – 13
Linear Differential Equations of the 1st order
 D e f i n i t i o n 13.1. Equation, linear with respect to the desired function and its derivative,
is called linear differential equation (LDE):
dy dy
 = Q( x) − P( x) y, or + P( x) y = Q( x) (1)
dx dx
 where P and Q are given continuous functions.
 Solution Methods of LDE:
 i) Equation (1) can be solved with the help of an integrating factor (x).
 Multiplying the equation (1) by (x):
dy
  ( x)+  ( x) P( x) y =  ( x)Q( x).
 (x) is chosen such that: dx
dy d
 ( x) +  ( x) P( x) y = (  ( x) y ).
  we have: dx dx
 ( x) +  ( x) P( x) y =  ( x) +   ( x)  y,
dy dy d
dx dx  dx 
  this can be achieved if we take (x): d
 ( x) P( x) =  ( x).
dx
  separating the variables and integrating, we have: d 
  = P ( x ) dx,  ( x) = e  P ( x ) dx
  d
(  ( x) y ) =  ( x)Q( x),  the solution:
 ( x) y =   ( x)Q( x)dx.
dx
MathAnalysis
PhD Z.T. Abdikalikova
 dy
 E x a m p l e 13.1. ( x 2 + 3x + 2) + xy = x( x + 1).
  dx
dy x x( x + 1)
+ 2 y= 2 .
dx x + 3x + 2 x + 3x + 2
x x( x + 1) x
  P( x) = 2 and Q( x) = 2 = .
x + 3x + 2 x + 3x + 2 x + 2
x  2 1   ( x + 2) 2 
 P( x)dx =  x 2 + 3x + 2dx =   x + 2 − x + 1 dx = log x + 1 ,
 
  ( x + 2) 2
 ( x) = .
x +1
  the solution is given by
( x + 2) 2 ( x + 2) 2 x x( x + 2)  1 
y= dx =  dx =   x + 1 − dx
x +1 ( x + 1) ( x + 2) ( x + 1)  ( x + 1) 
x2
= + x − log( x + 1) + C
 Hence 2
x( x + 1) ( x + 1) ( x + 1)
y= − log( x + 1) + C .
2( x + 2) ( x + 2) 2 ( x + 2) 2

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PhD Z.T. Abdikalikova
 ii) Search the solution of (1) as a product of two functions of x:
 y=uv (2)
 Now, taking derivative from the both side of (2), we get:
 dy dv du (3)
=u +v .
dx dx dx
 dv
Putting (2) and (3) into (1): u + v du
+ Puv = Q.
dx dx
 or  dv  du (4)
u + Pv  + v = Q.
 dx  dx
dv
 We choose v such that: + Pv = 0. (5)
dx
dv
 Separate the variables on the last equation: = − Pdx.
v
 Integrating, we get: log | v | − log | C1 |= −  Pdx ,
 or
v = С1е−  Pdx.
 Since it is enough one nonzero solution of (5), then we take: v = е −  Pdx .
du = Q  e 
Pdx
 Hence, putting the value of v into (4) and separating the variables, we have dx
 => u =  Q  e
Pdx
dx + С.
y = uv =   Q  e  dx + С e  .
Pdx − Pdx
 therefore, by (2), solution of (1):
 
 E x a m p l e 13.2. Solve Example 13.1., using this method.
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PhD Z.T. Abdikalikova
 Bernoulli equation.
dy
 Consider the equation of the form + P( x) y = Q( x) y n , (6)
dx
 where P and Q are given continuous functions (or constants), and n  0, n  1.
 To solve the Bernoulli equation (6), we divide the both side of (6) by yn:
dy
y −n + P( x) y −n +1 = Q( x),
 Now, change the variable z = y-n + 1, => dz dy dx
= (−n + 1) y − n
dx dx
dz
 Therefore, we get the linear equation: + (−n + 1) P( x) z = (−n + 1)Q( x).
dx
 Finding its general integral and again using z = y-n + 1, we obtain general integral of the
Bernoulli equation.
 E x a m p l e 13.3. y'+ xy = x3 y 3 .
 Solution. Dividing by y3, we get: у −3 y'+ xy −2 = x3 . (7)
−3
 Denote z = y-2, then z ' = −2 y y'.
dz
 Putting these values into (7), we have the linear equation: − 2 xz = −2 x 3 .
dx
 Let’s find its general integral: z = uv, z’ = u’v + v’u, => u’v + v’u – 2x u v = -2x3
 or u(v’ – 2xv) + u’v = -2x3
 Solving the equation: v’ – 2xv = 0, we get: v = e x2
,
2 du
= −2 x 3 we have u = x 2e − x + e − x + C ,
2 2
 Then from the equation e x

( ( )) ( )
dx 2 −1 / 2 −1 / 2
−1 / 2 2 − x2
y=z = e xe
x2
+ e−x + C = x 2 + 1 + Ce x
2
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. PhD Z.T. Abdikalikova
 Equations with total differentials
 Equation of the following form
P( x, y )dx + Q( x, y )dy = 0
 is called equation with total differential, if its left side is total differential of some U=U(x, y),
i.e. P( x, y )dx + Q( x, y )dy = dU
 As we know U U
dU = dx + dy.
U x y
U
  P ( x, y ) = and Q( x, y ) =
x y
P Q
  P( x, y )dx + Q( x, y )dy = dU  = .
y x
 E x a m p l e 13.4. (2 x − 3 y )dx + (2 y − 3x)dy = 0
P Q
  P ( x, y ) = 2 x − 3 y , Q ( x, y ) = 2 y − 3 x, = −3, = −3.
y x
P Q U  U
 Since =  = 2 x − 3 y, = 2 y − 3x. (1)
y x x y
U
   x dx =  (2 x − 3 y)dx,  U ( x, y) = x2 − 3xy + h( y). (2)

U
 (1) ^ (2)  = −3x + h' ( y) = 2 y − 3x.  h' ( y ) = 2 y or h( y) = y 2 + C1
y
U ( x, y) = x 2 − 3xy + y 2 + C1 x 2 − 3xy + y 2 = C.
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PhD Z.T. Abdikalikova
 Let now the left hand side of the equation
 P( x, y )dx + Q( x, y )dy = 0 (3)
 be not total differential.
 It is convenient to choose a function m(x, y) such that, multiplying all items of (3) by m(x, y)
the left-hand side of (3) become a total differential.
 The function m(x, y) is called an integrating factor.
 To find m(x, y) multiply both side of (3) by m(x, y): mPdx + mQdy = 0 (mP) (mQ)
 This equation is an equation with total differentials if and only if = ,
P m Q m m m  Q P  y x
 i.e. m +P =m +Q , or P −Q = m + .
y y x x y x  x y 
 ln m  ln m Q P
 Divide both side by m: P −Q = + .
y x x y
 => any function m(x, y), which satisfies the last equation, is an integrating factor of (3).
 ln m Q P
 Let, for example, m(x, y) depends only y. Then = 0, => +
 Solving this equation we find ln m, consequently, m. x
 ln m x y
= .
y Р
 E x a m p l e 13.5. ( xy 2 + y)dx − xdy = 0.
P Q Q P
 Here P = xy 2 + y, Q = − x, = 2 xy + 1, = −1,  .
x x x y
 Q  P  − 1 − 2 xy −1 2
 Note that:  +  / P = = − , then m depends only y.
 x lnm xy + y
2
y y
2
= − , => ln m = −2 ln y, or m = 1 / y .
2
 Let us search m:
 у 1 x
y
 Multiplying (3) by m = 1 / y 2 we get equation with total differentials ( x + ) dx − dy = 0.
у у 2
 Equations, not solved for y’.
Lagrange and Clairaut Equations
 Consider the first order differential equation of the general form:
 F ( x, y, y ' ) = 0. (1)
 F means relation between the unknown function y, its derivative y’ and the variable x.
 If this relation can be solved for y’, then we get one or several differential equations:
y' = f k ( x, y), (k = 1,2,...)
 which we solve by using the methods from the previous lectures.
 E x a m p l e 13.6. ( y' ) 2 − (2 x + y) y'+2 xy = 0.
 Solving this equation for y’, we obtain two equations: y ' = y, and y ' = 2 x.
 General solution: y = C1e x and y = x 2 + C2 ,
 where C1 and C2 are constants.
 Let the differential equation (1) have a general solution
 ( x, y, С ) = 0. (2)
( x, y, С ) = 0
 Solving the system  for the constant C, we get  ( х, y ) = 0.
'C ( x, y, С ) = 0
 If this function satisfies (1) and does not belong to (2), then it is called special solution.
 E x a m p l e 13.7. y 2 (1 + y'2 ) = R 2 .
 General solution: ( x − C ) 2 + y 2 = R 2 . Special solution: y =  R.

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 D e f i n i t i o n 13.2. Clairaut equation:
 y = xy'+ ( y ' ). (3)
 To solve the equation (3) we introduce an auxiliary parameter: y ' = р, then we have:
 y = xр + ( р). (4)
 where p is a function, depending on x.
 Differentiate both side of (4) with respect to x: dр dp
p=x + p + ' ( р)
dx dx
 or x + ' ( р) dp = 0.
dx
dp
 Equate each of multiplicands to 0: x + ' ( р) = 0, and = 0.
 i) Taking integral form the second equation, we get: р = С.
dx
 Putting this value of p into (4), we obtain its general integral y = xC +  (С ),
 which is a family of straight lines.
 ii) If from x + ' ( р) = 0 we find p as a function of x, and put it into (4), then
 y = xр( х) + ( р( х)), (5)
 which is also a solution of (3).
= р( х) + x + ' ( р( х) , or
dy dp dy
 Indeed, if we take its derivative: = p.
dx dx dx
 Therefore, putting (5) into (3), we get equality.
 Solution(5) is not obtained from the general solution for any value C => (5) -Special solution
ay '
 E x a m p l e 13.8. y = xy'+ . MathAnalysis
1 + ( y' ) 2
PhD Z.T. Abdikalikova
 D e f i n i t i o n 13.2. Lagrange equation:
 y = x ( y ' ) + ( y ' ). (6)
 Clairaut equation is a particular case of Lagrange equation, when  ( y ' ) = х.
 As a Clairaut equation case we put y ' = р.
 Then (6) can be written as: y = x ( р) + ( р). (7)
Differentiating with respect to x, we receive: p =  ( р) + x ' ( p ) + ' ( р) ,
dp

p −  ( р) = x ' ( p) + ' ( р) .
dp dx
 or (8)
dx
 i) The last equation becomes equality at any constant value p = p0 , which satisfies:
р −  ( р) = 0.
 Indeed, at a constant value of p: p’=0, and the both side of (8) equal to 0.
 Putting p0 instead of p in (7), we get a solution: y = x ( р0 ) + ( р0 ).
 If it is not possible to get this solution from the general solution at any C, then it is a special.
 ii) Now we find general solution. Rewrite (8) as follows dx  ' ( p)  ' ( p)
−x = ,
 and consider x as a function of p. dp p −  ( р) p −  ( р)
 Solving the last equation, we find х =  ( р, С ). (9)
 Excluding the parameter p from (7) and (9), we obtain general integral of (6): ( x, y, С ) = 0.
 E x a m p l e 13.9. y = xy'2 + y'2 .

MathAnalysis
PhD Z.T. Abdikalikova